Research classified by Journal of Economic Literature (JEL) codes

1. Sign Restrictions

2010

• Philip Hans Franses & Michael McAleer & Rianne Legerstee, 2010, "Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-729, Mar.
• Massimiliano Caporin & Michael McAleer, 2010, "Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-740, May.
• Shawkat M. Hammoudeh & Yuan Yuan & Michael McAleer, 2010, "Exchange Rate and Industrial Commodity Volatility Transmissions, Asymmetries and Hedging Strategies," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-741, May.
• John M Maheu & Thomas H McCurdy & Yong Song, 2010, "Components of bull and bear markets: bull corrections and bear rallies," Working Papers, University of Toronto, Department of Economics, number tecipa-402, Apr.
• Arthur Lewbel, 2010, "Shape-Invariant Demand Functions," The Review of Economics and Statistics, MIT Press, volume 92, issue 3, pages 549-556, August.
• Filippo Altissimo & Riccardo Cristadoro & Mario Forni & Marco Lippi & Giovanni Veronese, 2010, "New Eurocoin: Tracking Economic Growth in Real Time," The Review of Economics and Statistics, MIT Press, volume 92, issue 4, pages 1024-1034, November.
• Florens, Jean-Pierre & Simon, Guillaume, 2010, "Endogeneity and Instrumental Variables in Dynamic Models," TSE Working Papers, Toulouse School of Economics (TSE), number 10-178, Apr.
• Manzi, Jorge & San Martin, Ernesto & Van Bellegem, Sébastien, 2010, "School System Evaluation By Value-Added Analysis under Endogeneity," TSE Working Papers, Toulouse School of Economics (TSE), number 10-185, Jul.
• Carmine Trecroci, 2010, "Multifactors risk loadings and abnormal returns under uncertainty and learning," Working Papers, University of Brescia, Department of Economics, number 1011.
• Elena Andreou & Bas J.M. Werker, 2010, "An Alternative Asymptotic Analysis of Residual-Based Statistics," University of Cyprus Working Papers in Economics, University of Cyprus Department of Economics, number 08-2010, Nov.
• Graciela Sanromán, 2010, "Intergenerational Educational Mobility: evidence from three approaches for Brazil,Chile, Uruguay and the USA (1995-2006)," Documentos de Trabajo (working papers), Department of Economics - dECON, number 0110, Feb.
• Diego Gianelli, 2010, "Un modelo estructural pequeño para la economía uruguaya," Documentos de Trabajo (working papers), Department of Economics - dECON, number 2610, Dec.
• Alexandre Petkovic & David Veredas, 2010, "Aggregation of linear models for panel data," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/136203.
• János Kornai, 2010, "Innovation and Dynamism: Interaction between Systems and Technical Progress," WIDER Working Paper Series, World Institute for Development Economic Research (UNU-WIDER), number wp-2010-033.
• Aslanidis, Nektarios & Savva, Christos S., 2010, "Modelling Interbank Relations during the International Financial Crisis," Working Papers, Universitat Rovira i Virgili, Department of Economics, number 2072/148475.
• Fatma Zeren & Levent Korap, 2010, "Cost-based Empirical Model of the Aggregate Price Determination for the Turkish Economy: A Multivariate Cointegration Approach," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 57, issue 2, pages 173-188.
• António Portugal Duarte & João Sousa Andrade & Adelaide Duarte, 2010, "Exchange Rate and Interest Rate Distribution and Volatility under the Portuguese Target Zone," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 57, issue 3, pages 261-282.
• Dan Marsh & Lena Mkwara & Riccardo Scarpa, 2010, "Does Respondent Perception of the Status Quo Matter in Non-Market Valuation with Choice Experiments? An Application to New Zealand Freshwater Streams," Working Papers in Economics, University of Waikato, number 10/04, Jul.
• Dan Marsh & Lena Mkwara, 2010, "An Assessment of the Benefits of Cleaner Streams: A New Zealand Case Study," Working Papers in Economics, University of Waikato, number 10/06, Oct.
• Cathy Ning & Dinghai Xu & Tony Wirjanto, 2010, "Modeling Asymmetric Volatility Clusters Using Copulas and High Frequency Data," Working Papers, University of Waterloo, Department of Economics, number 1001, Jan, revised Jan 2010.
• Dinghai Xu & Yuying Li, 2010, "Empirical Evidence of the Leverage Effect in a Stochastic Volatility Model: A Realized Volatility Approach," Working Papers, University of Waterloo, Department of Economics, number 1002, May, revised May 2010.
• Dinghai Xu, 2010, "A Threshold Stochastic Volatility Model with Realized Volatility," Working Papers, University of Waterloo, Department of Economics, number 1003, May, revised May 2010.
• Gerhard Rünstler, 2010, "On the Design of Data Sets for Forecasting with Dynamic Factor Models," WIFO Working Papers, WIFO, number 376, Jul.
• Leo Michelis & Cathy Ning, 2010, "The dependence structure between the Canadian stock market and the USD/CAD exchange rate: a copula approach," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, volume 43, issue 3, pages 1016-1039, August, DOI: 10.1111/j.1540-5982.2010.01604.x.
• Robert Rosenman & Bidisha Mandal & Vidhura Tennekoon & Laura G. Hill, 2010, "Estimating treatment effectiveness with sample selection," Working Papers, School of Economic Sciences, Washington State University, number 2010-05, Apr.
• Lluís Bermúdez & Dimitris Karlis, 2010, "Modelling dependence in a ratemaking procedure with multivariate Poisson regression models," Working Papers, Xarxa de Referència en Economia Aplicada (XREAP), number XREAP2010-04, Apr, revised Apr 2010.
• Tenhofen, Jörn & Wolff, Guntram B., 2010, "Does anticipation of government spending matter? The role of (non-)defense spending," Bonn Econ Discussion Papers, University of Bonn, Bonn Graduate School of Economics (BGSE), number 12/2010.
• Kliem, Martin & Kriwoluzky, Alexander, 2010, "Toward a Taylor rule for fiscal policy," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2010,26.
• Hautsch, Nikolaus & Malec, Peter & Schienle, Melanie, 2010, "Capturing the zero: A new class of zero-augmented distributions and multiplicative error processes," CFS Working Paper Series, Center for Financial Studies (CFS), number 2010/19.
• Anger, Silke & Kvasnicka, Michael, 2010, "Does Smoking Really Harm Your Earnings so Much? Biases in Current Estimates of the Smoking Wage Penalty," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 17, issue 6, pages 561-564.
• Klein, Martin, 2010, "Valuation is fuzzy: Integration qualitativer Risiken ins stochastische Bewertungsmodell mit Hilfe der Fuzzy-Set Theorie," Working Papers in Accounting Valuation Auditing, Friedrich-Alexander University Erlangen-Nuremberg, Chair of Accounting and Auditing, number 2010-8.
• Bode, Eckhardt & Mutl, Jan, 2010, "Testing Nonlinear New Economic Geography Models," Kiel Working Papers, Kiel Institute for the World Economy, number 1605.
• Hautsch, Nikolaus & Malec, Peter & Schienle, Melanie, 2010, "Capturing the zero: A new class of zero-augmented distributions and multiplicative error processes," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2010-055.
• Fernando Baltazar-Larios & Michael Sørensen, 2010, "Maximum likelihood estimation for integrated diffusion processes," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-33, Aug.
• Peter Sandholt Jensen & Allan H. Würtz, 2010, "Estimating the effect of a variable in a high-dimensional regression model," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-73, Nov.
• Dennis Epple & Brett Gordon & Holger Sieg, 2010, "A New Approach to Estimating the Production Function for Housing," American Economic Review, American Economic Association, volume 100, issue 3, pages 905-924, June.
• Dennis Epple & Michael Peress & Holger Sieg, 2010, "Identification and Semiparametric Estimation of Equilibrium Models of Local Jurisdictions," American Economic Journal: Microeconomics, American Economic Association, volume 2, issue 4, pages 195-220, November.
• Maribel Castillo Caicedo & Geovanny Castro Aristizabal & Diana Marcela Escandón Barbosa, 2010, "Demanda laboral de profesionales en ciencias económicas, administrativas e ingeniería en Cali 2009: ¿van de la mano el capital humano y la señalización?," Investigaciones de Economía de la Educación volume 5, Asociación de Economía de la Educación, chapter 42, in: María Jesús Mancebón-Torrubia & Domingo P. Ximénez-de-Embún & José María Gómez-Sancho & Gregorio Gim, "Investigaciones de Economía de la Educación 5".
• Athanasios G. Tsagkanos, 2010, "Detecting Mergers and Acquisitions Effects on Performance, Efficiency, and Productivity with a Bootstrap Mixed Logit Approach: Evidence from Greece," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot, Berlin, volume 56, issue 4, pages 317-341, DOI: 10.3790/aeq.56.4.317.
• John Ernest Odada & Joel Hinaunye Eita, 2010, "Causes of Inflation in Namibia: An Empirical Exploration," The African Finance Journal, Africagrowth Institute, volume 12, issue Conferenc, pages 44-57.
• Margarian, Anne, 2010, "Restrictions of empirical policy analyses: the example of the evaluation of rural development policies," 118th Seminar, August 25-27, 2010, Ljubljana, Slovenia, European Association of Agricultural Economists, number 95320, Aug, DOI: 10.22004/ag.econ.95320.
• Carpentier, Alain & Letort, Elodie, 2010, "Simple econometric models for short term production choices in cropping systems," Working Papers, Institut National de la recherche Agronomique (INRA), Departement Sciences Sociales, Agriculture et Alimentation, Espace et Environnement (SAE2), number 210387, DOI: 10.22004/ag.econ.210387.
• Carpio, Carlos E. & Ramirez, Octavio A. & Boonsaeng, Tullaya, 2010, "Potential for Tradable Water Allocation and Rights in Jordan," 2010 Annual Meeting, February 6-9, 2010, Orlando, Florida, Southern Agricultural Economics Association, number 56452, DOI: 10.22004/ag.econ.56452.
• Cohen, Michael, 2010, "A Structured Covariance Probit Demand Model," Research Reports, University of Connecticut, Food Marketing Policy Center, number 149970, Jan, DOI: 10.22004/ag.econ.149970.
• Andersen, Matthew A. & Alston, Julian M. & Pardey, Philip G., 2010, "Capital Use Intensity and Productivity Biases," Staff Papers, University of Minnesota, Department of Applied Economics, number 93143, Aug, DOI: 10.22004/ag.econ.93143.
• Cristi SPULBAR & Mihai NITOI & Lavinia NETOIU, 2010, "The analysis of the monetary policy dynamics in Romania using a Structural Vector Autoregressive model," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 11, pages 128-140, May.
• Mirela CRISTEA & Raluca DRACEA, 2010, "Does credit market accelerate economic growth in Romania? Statistical approaches," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 11, pages 184-190, May.
• Assoc. Prof. Ph.D Vesna Bucevska, 2010, "Assessing The Future Migration Potential Of The Eu Candidate Countries," Revista Tinerilor Economisti (The Young Economists Journal), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 14, pages 131-142, April.
• Daniela Zapodeanu & Mihail Ioan Cociuba, 2010, "Linking Money Supply With The Gross Domestic Product In Romania," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, volume 1, issue 12, pages 1-50.
• Oana Gherghinescu, 2010, "Econometric Model For Analysing The Structural Funds Absorption At Regional Level - Sectoral Operational Programme Human Resources Development," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, volume 2, issue 12, pages 1-5.
• Manuel S. Santos, 2010, "Consistency properties of a simulation-based estimator for dynamic processes," Papers, arXiv.org, number 1001.2173, Jan.
• Kozo Mayumi & Mario Giampietro & Jesus Ramos-Martin, 2010, "A Critical Analysis of Dimensions and Curve Fitting Practice in Economics," UHE Working papers, Universitat Autònoma de Barcelona, Departament d'Economia i Història Econòmica, Unitat d'Història Econòmica, number 2010_01, Feb.
• Conrad, Christian & Karanasos, Menelaos, 2010, "Modeling the link between US inflation and output: the importance of the uncertainty channel," Working Papers, University of Heidelberg, Department of Economics, number 0507, Nov.
• Marilena Mironiuc & Mihaela-Alina Robu & Ioan-Bogdan Robu, 2010, "The Discriminant Analysis: an Exploratory Study Concerning the Degree of Financial Autonomy of Companies in the Context of the Romanian Business Environment," Studies and Scientific Researches. Economics Edition, "Vasile Alecsandri" University of Bacau, Faculty of Economic Sciences, issue 15.
• Annalisa Di Clemente, 2010, "Advanced approaches for measuring total banking capital," BANCARIA, Bancaria Editrice, volume 2, pages 68-75, February.
• Tzvetan Ignatov & Tatyana S. Madjarova & Luben T. Toshkov, 2010, "Lorenz Curve and the Measurement of Low, Middle and High Strata of Incomes," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 3, pages 95-102.
• Paola Paiardini, 2009, "Informed Trading in Parallel Bond Markets," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 0908, Oct.
• K. Batu Tunay, 2010, "Banking Crises and Early Warning Systems: A Model Suggestion for Turkish Banking Sector," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 4, issue 1, pages 9-46.
• Gianluca Moretti & Giulio Nicoletti, 2010, "Estimating DSGE models with unknown data persistence," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 750, Mar.
• Libero Monteforte & Gianluca Moretti, 2010, "Real time forecasts of inflation: the role of financial variables," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 767, Jul.
• György Simon, Jr, 2010, "Technical Progress And Its Factors In Russia’S Economy," Economic Annals, Faculty of Economics and Business, University of Belgrade, volume 55, issue 186, pages 7-41, July – Se.
• Mirjana Obadovic & Veselin Avdaliovic & Milica Obadovic, 2010, "Serbian Insurance Market – Select Issues," Economic Annals, Faculty of Economics and Business, University of Belgrade, volume 55, issue 187, pages 109-124, October –.
• Chen, Ying & Härdle, Wolfgang Karl & Pigorsch, Uta, 2010, "Localized Realized Volatility Modeling," Journal of the American Statistical Association, American Statistical Association, volume 105, issue 492, pages 1376-1393.
• Carine Bouthevillain & Gilles Dufrénot, 2010, "Are the effects of fiscal changes different in times of crisis and non-crisis? The French Case," Working papers, Banque de France, number 286.
• Liran Einav, 2010, "Not All Rivals Look Alike: Estimating An Equilibrium Model Of The Release Date Timing Game," Economic Inquiry, Western Economic Association International, volume 48, issue 2, pages 369-390, April, DOI: 10.1111/j.1465-7295.2009.00239.x.
• Elie Appelbaum & Alan D. Woodland, 2010, "The Effects of Foreign Price Uncertainty on Australian Production and Trade," The Economic Record, The Economic Society of Australia, volume 86, issue 273, pages 162-177, June, DOI: 10.1111/j.1475-4932.2009.00614.x.
• Simon M. S. Lo & Ralf A. Wilke, 2010, "A copula model for dependent competing risks," Journal of the Royal Statistical Society Series C, Royal Statistical Society, volume 59, issue 2, pages 359-376, March, DOI: 10.1111/j.1467-9876.2009.00695.x.
• Christopher Martin & Costas Milas, 2010, "Testing The Opportunistic Approach To Monetary Policy," Manchester School, University of Manchester, volume 78, issue 2, pages 110-125, March, DOI: 10.1111/j.1467-9957.2009.02133.x.
• Ruthira Naraidoo & Leroi Raputsoane, 2010, "Zone‐Targeting Monetary Policy Preferences And Financial Market Conditions: A Flexible Non‐Linear Policy Reaction Function Of The Sarb Monetary Policy," South African Journal of Economics, Economic Society of South Africa, volume 78, issue 4, pages 400-417, December.
• Ram Sharan Kharel & Christopher Martin & Costas Milas, 2010, "The Complex Response Of Monetary Policy To The Exchange Rate," Scottish Journal of Political Economy, Scottish Economic Society, volume 57, issue 1, pages 103-117, February, DOI: 10.1111/j.1467-9485.2009.00509.x.
• Q. Farooq Akram, 2010, "Policy analysis in real time using IMF's monetary model," Working Paper, Norges Bank, number 2010/10, Jun.
• Georg H. Strasser, 2010, "The Efficiency of the Global Markets for Final Goods and Productive Capabilities," Boston College Working Papers in Economics, Boston College Department of Economics, number 766, Dec, revised 31 Jan 2012.
• Giorgio Vittadini & Paolo Berta & Gianmaria Martini & Giuditta Callea, 2010, "Effect of a law limiting upcoding on hospitals' admissions: Evidence from Italy," Working Papers, Department of Management, Information and Production Engineering, University of Bergamo, number 1005.
• Dimitris Kugiuntzis & Efthimia Bora-Senta, 2010, "Gaussian Analysis of Non-Gaussian Time Series," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, volume 53, issue 2, pages 295-322.
• Dimitrios Hristu-Varsakelis & Catherine Kyrtsou, 2010, "Testing for Granger Causality in the Presence of Chaotic Dynamics," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, volume 53, issue 2, pages 323-327.
• Holly, S. & Petrella, I., 2010, "Factor Demand Linkages, Technology Shocks and the Business Cycle," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1001, Jan.
• Pesaran, M.H. & Chudik, A., 2010, "Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1024, May.
• Pesaran, M.H., 2010, "Conditional Volatility and Correlations of Weekly Returns and the VaR Analysis of 2008 Stock Market," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1025, May.
• Marcelo Lufin & Daisuke Nakamura, 2010, "Spatial social-networking externality and firm location: a simulation model of Chile," Documentos de Trabajo en Economia y Ciencia Regional, Universidad Catolica del Norte, Chile, Department of Economics, number 04, Nov, revised Nov 2010.
• Philip Hans Franses & Michael McAleer & Rianne Legerstee, 2010, "Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/09, Mar.
• Manabu Asai & Massimiliano Caporin & Michael McAleer, 2010, "Block Structure Multivariate Stochastic Volatility Models," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/24, May.
• Michael McAleer & Massimiliano Caporin, 2010, "Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/32, Apr.
• Shawkat M.Hammoudeh & Yuan Yuan & Michael McAleer, 2010, "Exchange Rate and Industrial Commodity Volatility Transmissions, Asymmetries and Hedging Strategies," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/33, Apr.
• Massimiliano Caporin & Michael McAleer, 2010, "Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/73, Nov.
• John V. Duca & John Muellbauer & Anthony Murphy, 2010, "Housing Markets and the Financial Crisis of 2007-2009: Lessons for the Future," SERC Discussion Papers, Centre for Economic Performance, LSE, number 0049, Apr.
• Janine Aron & John Muellbauer, 2010, "Modelling and Forecasting UK Mortgage Arrears and Possessions," SERC Discussion Papers, Centre for Economic Performance, LSE, number 0052, Aug.
• Oliver Linton & Sorawoot Srisuma, 2010, "Semiparametric Estimation of Markov Decision Processeswith Continuous State Space," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 550, Aug.
• Gabriella Deborah Legrenzi & Costas Milas, 2010, "Spend-and-Tax Adjustments and the Sustainability of the Government's Intertemporal Budget Constraint," CESifo Working Paper Series, CESifo, number 2926.
• Guglielmo Maria Caporale & Davide Ciferri & Alessandro Girardi, 2010, "Time-Varying Spot and Futures Oil Price Dynamics," CESifo Working Paper Series, CESifo, number 3015.
• Bahram Pesaran & M. Hashem Pesaran, 2010, "Conditional Volatility and Correlations of Weekly Returns and the VaR Analysis of 2008 Stock Market Crash," CESifo Working Paper Series, CESifo, number 3023.
• Ainura Uzagalieva & Evžen Kocenda & Antonio Menezes & Evžen Kočenda, 2010, "Technological Imitation and Innovation in New European Union Markets," CESifo Working Paper Series, CESifo, number 3039.
• M. Hashem Pesaran & Alexander Chudik, 2010, "Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit," CESifo Working Paper Series, CESifo, number 3055.
• Guglielmo Maria Caporale & Roman Matousek & Chris Stewart, 2010, "EU Banks Rating Assignments: Is there Heterogeneity between New and Old Member Countries?," CESifo Working Paper Series, CESifo, number 3074.
• Pedro Damião de Sousa Henriques & Esmeralda de Jesus Ratinho Lopes Arranhado Ramalho & Joaquim José dos Santos Ramalho, 2010, "Fractional regression models for second stage DEA efficiency analyses," CEFAGE-UE Working Papers, University of Evora, CEFAGE-UE (Portugal), number 2010_01.
• Luis Catão & Adrian Pagan, 2010, "The Credit Channel and Monetary Transmission in Brazil and Chile: A Structural VAR Approach," Working Papers Central Bank of Chile, Central Bank of Chile, number 579, May.
• Magnus Hatlebakk & Vegard Iversen & Gaute Torsvik, 2010, "Caste, local networks and lucrative jobs: Evidence from rural Nepal," CMI Working Papers, CMI (Chr. Michelsen Institute), Bergen, Norway, number 3.
• Leo Michelis & Cathy Ning, 2010, "The dependence structure between the Canadian stock market and the USD/CAD exchange rate: a copula approach," Canadian Journal of Economics, Canadian Economics Association, volume 43, issue 3, pages 1016-1039, August, DOI: 10.1111/j.1540-5982.2010.01604.x.
• Sergio Mayordomo & Juan Ignacio Peña & Juan Romo, 2010, "The Effects of Liquidity on the Price Discovery Process in Credit Derivatives Markets in Times of Financial Distress," CNMV Working Papers, CNMV- Spanish Securities Markets Commission - Research and Statistics Department, number CNMV Working Papers no. 4.
• Jorge Luis Hurtado Guar�n & Luis Fernando Melo Velandia, 2010, "Una metodolg�a multivariada de desagregaci�n temporal," Borradores de Economia, Banco de la Republica, number 6709, Feb.
• Hernando Vargas Herrera & Carlos Varela & Yanneth R. Betancourt & Norberto Rodr�guez, 2010, "Effects of Reserve Requirements in an Inflation Targeting Regime: The Case of Colombia," Borradores de Economia, Banco de la Republica, number 6710, Feb.
• Jean Pietro Bonaldi, 2010, "Identification problems in the solution of linearized DSGE models," Borradores de Economia, Banco de la Republica, number 6859, Mar.
• Andr�s Gonz�lez & Omar mendoza & Hern�n Rinc�n & Norberto Rodr�guez, 2010, "Ciclo econ�mico y efecto inflacionario de la depreciaci�n de la moneda," Borradores de Economia, Banco de la Republica, number 7194, Jun.
• Juan David Osorio Múnera & Francisco Javier Correa Restrepo, 2010, "Un análisis de la aplicación empírica de el método de valoración contingente," Revista Semestre Económico, Universidad de Medellín.
• José Santiago Arroyo Mina & Dub�n Freddy Pe�a Ben�tez & Ximena S�nchez Mayorga, 2010, "Insolvencia de las sociedades colombianas, 1994-2004: análisis bajo el enfoque de modelos de duración," Revista Semestre Económico, Universidad de Medellín.
• Víctor Hugo Torres Preciado & Mayr�n Polanco Gayt�n, 2010, "La creación de establecimientos y empleos en el sector de micro y pequenas empresas (Mype) de México 1999-2003," Revista Semestre Económico, Universidad de Medellín.
• Yenny Catalina Aguirre Botero & Ram�n Javier Mesa Callejas, 2010, "Lecciones de la crisis financiera internacional," Revista Semestre Económico, Universidad de Medellín.
• Luz Dolly Lopera García & Sol Bibiana Mora Rend�n, 2010, "Los circuitos económicos solidarios: espacio de relaciones y consensos," Revista Semestre Económico, Universidad de Medellín.
• Jaime Enrique Arrieta Bechara & Juan Camilo Torres Cruz & Hermilson Vel�squez Ceballos, 2010, "Predicciones de modelos econométricos y redes neuronales: el caso de la acción de SURAMINV," Revista Semestre Económico, Universidad de Medellín.
• Wilson Mayorga Mogollon & Omar Diaz, 2010, "Crecimiento y desigualdad en America Latina: un analisis empirico," Revista Criterio Libre, Universidad Libre - Sede Principal.
• Robinson Castro Ávila & Uriel Munoz Guerrero, 2010, "Determinates De Las Muertes Por Homicidio En Colombia En El Periodo De 1970-2008," Revista Jornadas de Investigación, Universidad de Cartagena.
• Alejandro Gaviria Jaramillo & Santiago T�llez Alzate, 2010, "Expectativas de inflación en Colombia," Vniversitas Económica, Universidad Javeriana - Bogotá, volume 0, issue 0, pages 1-17.
• Hernando Barrera-Valencia, 2010, "La función de demanda observada de carnes en Colombia (2000-2007): análisis comparativo de resultados de varios modelos econométricos," Revista de la Maestría de Derecho Económico, Universidad Javeriana - Derecho Económico.
• Ivan Savin, 2010, "A comparative study of the Lasso-type and heuristic model selection methods," Working Papers, COMISEF, number 042, Aug.
• LAURENT, Sébastien & ROMBOUTS, Jeroen V. K. & VIOLANTE, Francesco, 2010, "On the forecasting accuracy of multivariate GARCH models," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2010025, May.
• MANZI, Jorge & SAN MARTIN, Ernesto & VAN BELLEGEM, Sébastien, 2010, "School system evaluation by value-added analysis under endogeneity," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2010046, Jul.
• Marcellino, Massimiliano & Kapetanios, George, 2010, "Factor-GMM Estimation with Large Sets of Possibly Weak Instruments," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7726, Mar.
• Marcellino, Massimiliano & Galvão, Ana Beatriz, 2010, "Endogenous Monetary Policy Regimes and the Great Moderation," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7827, May.
• Muellbauer, John & Aron, Janine, 2010, "New methods for forecasting inflation, applied to the US," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7877, Jun.
• Muellbauer, John & Aron, Janine, 2010, "Does aggregating forecasts by CPI component improve inflation forecast accuracy in South Africa?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7895, Jun.
• Muellbauer, John & Aron, Janine, 2010, "Modelling and Forecasting UK Mortgage Arrears and Possessions," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7986, Sep.
• Ivaldi, Marc & Gagnepain, Philippe, 2010, "Contract Choice, Incentives, and Political Capture in the Public Sector," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8053, Oct.
• Tavares, José & Brück, Tilman & Llussá, Fernanda, 2010, "Perceptions, Expectations, and Entrepreneurship: The Role of Extreme Events," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8098, Nov.
• Muellbauer, John & Sinclair, Peter & Aron, Janine & Farrell, Greg, 2010, "Exchange Rate Pass-through and Monetary Policy in South Africa," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8153, Dec.
• Margherita Comola & Marcel Fafchamps, 2010, "Are gifts and loans between households voluntary?," CSAE Working Paper Series, Centre for the Study of African Economies, University of Oxford, number 2010-20.
• Anna Giolitti, 2010, "Il servizio idrico in Italia: un’analisi empirica sull’efficienza dei gestori [The water service in Italy: an empirical analysis about cost efficiency]," CERIS Working Paper, CNR-IRCrES Research Institute on Sustainable Economic Growth - Torino (TO) ITALY - former Institute for Economic Research on Firms and Growth - Moncalieri (TO) ITALY, number 201002, Jun.
• Marta Spreafico, 2010, "Economic Institutions and Economic Growth in the Former Soviet Union Economies," DISCE - Working Papers del Dipartimento di Politica Economica, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE), number ispe0054, May.
• Sucarrat, Genaro & Escribano, Álvaro, 2010, "The power log-GARCH model," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we1013, Jun.
• Òscar Mascarilla, Yuri Yegorov & Yuri Yegorov & Montse Crespi-Vallbona, 2010, "The Difficulty to Stabilize Energy Markets," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, volume 33, issue 93, pages 05-18, Octubre-D.
• Conrad, Christian & Karanasos, Menelaos, 2010, "Negative Volatility Spillovers In The Unrestricted Eccc-Garch Model," Econometric Theory, Cambridge University Press, volume 26, issue 3, pages 838-862, June.
• Forni, L. & Gerali, A. & Pisani, M., 2010, "Macroeconomic Effects Of Greater Competition In The Service Sector: The Case Of Italy," Macroeconomic Dynamics, Cambridge University Press, volume 14, issue 5, pages 677-708, November.
• Yixiao Sun & Peter C.B. Phillips & Sainan Jin, 2010, "Power Maximization and Size Control in Heteroskedasticity and Autocorrelation Robust Tests with Exponentiated Kernels," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1749.
• Bernardo Maggi & Eleonora Cavallaro & Marcella Mulino, 2010, "Financial Fragility and Currency Crisis: a Macrodynamical Revisitation of the Argentina’s Experience," Working Papers - Dipartimento di Economia, Dipartimento di Economia, Sapienza University of Rome, number 8, revised 2010.
• Tilman Brück & Fernanda Llussá & José Tavares, 2010, "Perceptions, Expectations, and Entrepreneurship: The Role of Extreme Events," Economics of Security Working Paper Series, DIW Berlin, German Institute for Economic Research, number 41.
• Guglielmo Maria Caporale & Roman Matousek & Chris Stewart, 2010, "EU Banks Rating Assignments: Is there Heterogeneity between New and Old Member Countries?," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1009.
• Guglielmo Maria Caporale & Davide Ciferri & Allessandro Girardi, 2010, "Time-Varying Spot and Futures Oil Price Dynamics," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 988.
• Subal C. Kumbhakar & Hung-Jen Wang, 2010, "Estimation of Technical Inefficiency in Production Frontier Models Using Cross-Sectional Data," Indian Economic Review, Department of Economics, Delhi School of Economics, volume 45, issue 2, pages 7-77.
• Viktor Todorov & George Tauchen, 2010, "Volatility Jumps," Working Papers, Duke University, Department of Economics, number 10-09.
• Ivan Shaliastovich & George Tauchen, 2010, "Pricing of the Time-Change Risks," Working Papers, Duke University, Department of Economics, number 10-10.
• Tim Bollerslev & Natalia Sizova & George Tauchen, 2010, "Volatility in Equilibrium: Asymmetries and Dynamic Dependencies," Working Papers, Duke University, Department of Economics, number 10-34.
• Han Hong & Ahmed Khwaja & A. Ronald Gallant, 2010, "Dynamic Entry with Cross Product Spillovers: An Application to the Generic Drug Industry," Working Papers, Duke University, Department of Economics, number 10-59.
• Viktor Todorov & George Tauchen, 2010, "The Realized Laplace Transform of Volatility," Working Papers, Duke University, Department of Economics, number 10-72.
• Viktor Todorov & Iaryna Grynkiv & George Tauchen, 2010, "Realized Laplace Transforms for Estimation of Jump Diffusive Volatility Models," Working Papers, Duke University, Department of Economics, number 10-75.
• Guisan, M.C., 2010, "Employment in Private and Public Services: A Comparative Analysis of Commercial, Business and Social Services in Spain, France, Italy, Germany, UK and USA," Regional and Sectoral Economic Studies, Euro-American Association of Economic Development, volume 10, issue 1, pages 71-81.
• Amit Shovon Ray & Sabyasachi Saha, 2010, "Drivers of Academic Research and Patenting in India : Econometric Estimation of the Research Production Function," Governance Working Papers, East Asian Bureau of Economic Research, number 23034, Jan.
• Roxana Halbleib, 2010, "A Note on Estimating Wishart Autoagressive Model," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2010-043, Dec.
• Sturm, Michael & Sauter, Nicolas, 2010, "The impact of the global financial turmoil and recession on Mediterranean countries' economies," Occasional Paper Series, European Central Bank, number 118, Aug.
• Audrino, Francesco & Corsi, Fulvio, 2010, "Modeling tick-by-tick realized correlations," Computational Statistics & Data Analysis, Elsevier, volume 54, issue 11, pages 2372-2382, November.
• Billio, Monica & Caporin, Massimiliano, 2010, "Market linkages, variance spillovers, and correlation stability: Empirical evidence of financial contagion," Computational Statistics & Data Analysis, Elsevier, volume 54, issue 11, pages 2443-2458, November.
• Kapetanios, George & Marcellino, Massimiliano, 2010, "Factor-GMM estimation with large sets of possibly weak instruments," Computational Statistics & Data Analysis, Elsevier, volume 54, issue 11, pages 2655-2675, November.
• Boug, Pål & Cappelen, Adne & Swensen, Anders Rygh, 2010, "The new Keynesian Phillips curve revisited," Journal of Economic Dynamics and Control, Elsevier, volume 34, issue 5, pages 858-874, May.
• Cicinelli, Claudio & Cossio, Andrea & Nucci, Francesco & Ricchi, Ottavio & Tegami, Cristian, 2010, "The Italian Treasury Econometric Model (ITEM)," Economic Modelling, Elsevier, volume 27, issue 1, pages 125-133, January.
• Hasanov, Mübariz & Araç, Aysen & Telatar, Funda, 2010, "Nonlinearity and structural stability in the Phillips curve: Evidence from Turkey," Economic Modelling, Elsevier, volume 27, issue 5, pages 1103-1115, September.
• Pesaran, Bahram & Pesaran, M. Hashem, 2010, "Conditional volatility and correlations of weekly returns and the VaR analysis of 2008 stock market crash," Economic Modelling, Elsevier, volume 27, issue 6, pages 1398-1416, November.
• Kapetanios, George & Marcellino, Massimiliano, 2010, "Cross-sectional averaging and instrumental variable estimation with many weak instruments," Economics Letters, Elsevier, volume 108, issue 1, pages 36-39, July.
• Dufour, Jean-Marie & Taamouti, Abderrahim, 2010, "Short and long run causality measures: Theory and inference," Journal of Econometrics, Elsevier, volume 154, issue 1, pages 42-58, January.
• Flabbi, Luca, 2010, "Prejudice and gender differentials in the US labor market in the last twenty years," Journal of Econometrics, Elsevier, volume 156, issue 1, pages 190-200, May.
• Jacobs, Jan P.A.M. & Wallis, Kenneth F., 2010, "Cointegration, long-run structural modelling and weak exogeneity: Two models of the UK economy," Journal of Econometrics, Elsevier, volume 158, issue 1, pages 108-116, September.
• Figuerola-Ferretti, Isabel & Gonzalo, Jesús, 2010, "Modelling and measuring price discovery in commodity markets," Journal of Econometrics, Elsevier, volume 158, issue 1, pages 95-107, September.
• Castle, Jennifer L. & Hendry, David F., 2010, "A low-dimension portmanteau test for non-linearity," Journal of Econometrics, Elsevier, volume 158, issue 2, pages 231-245, October.
• Anderson, Keith & Brooks, Chris & Katsaris, Apostolos, 2010, "Speculative bubbles in the S&P 500: Was the tech bubble confined to the tech sector?," Journal of Empirical Finance, Elsevier, volume 17, issue 3, pages 345-361, June.
• Park, Sung Y. & Zhao, Guochang, 2010, "An estimation of U.S. gasoline demand: A smooth time-varying cointegration approach," Energy Economics, Elsevier, volume 32, issue 1, pages 110-120, January.
• Janczura, Joanna & Weron, Rafal, 2010, "An empirical comparison of alternate regime-switching models for electricity spot prices," Energy Economics, Elsevier, volume 32, issue 5, pages 1059-1073, September.
• Beaudreau, Bernard C., 2010, "On the methodology of energy-GDP Granger causality tests," Energy, Elsevier, volume 35, issue 9, pages 3535-3539, DOI: 10.1016/j.energy.2010.03.062.
• Duca, John V. & Muellbauer, John & Murphy, Anthony, 2010, "Housing markets and the financial crisis of 2007-2009: Lessons for the future," Journal of Financial Stability, Elsevier, volume 6, issue 4, pages 203-217, December.
• Andrés, Antonio R. & Halicioglu, Ferda, 2010, "Determinants of suicides in Denmark: Evidence from time series data," Health Policy, Elsevier, volume 98, issue 2-3, pages 263-269, December.
• Dubois, Pierre & Nauges, Céline, 2010, "Identifying the effect of unobserved quality and expert reviews in the pricing of experience goods: Empirical application on Bordeaux wine," International Journal of Industrial Organization, Elsevier, volume 28, issue 3, pages 205-212, May.
• Pai, Vivek, 2010, "On the factors that affect airline flight frequency and aircraft size," Journal of Air Transport Management, Elsevier, volume 16, issue 4, pages 169-177, DOI: 10.1016/j.jairtraman.2009.08.001.
• Iqbal, Javed & Brooks, Robert & Galagedera, Don U.A., 2010, "Testing conditional asset pricing models: An emerging market perspective," Journal of International Money and Finance, Elsevier, volume 29, issue 5, pages 897-918, September.
• Matheson, Troy, 2010, "Assessing the fit of small open economy DSGEs," Journal of Macroeconomics, Elsevier, volume 32, issue 3, pages 906-920, September.
• García-Centeno, María del Carmen & Fernández-Avilés, Gema & Montero, José María, 2010, "Asymmetries in the Volatility of Precious Metals Returns: The TA-ARSV Modelling Strategy," The Journal of Economic Asymmetries, Elsevier, volume 7, issue 1, pages 23-41, DOI: 10.1016/j.jeca.2010.01.003.
• Iskrev, Nikolay, 2010, "Local identification in DSGE models," Journal of Monetary Economics, Elsevier, volume 57, issue 2, pages 189-202, March.
• Picci, Lucio, 2010, "The internationalization of inventive activity: A gravity model using patent data," Research Policy, Elsevier, volume 39, issue 8, pages 1070-1081, October.

2009

• Theis Lange, 2009, "First and second order non-linear cointegration models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-04, Feb.
• Tim Bollerslev & Natalia Sizova & George Tauchen, 2009, "Volatility in Equilibrium: Asymmetries and Dynamic Dependencies," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-05, Feb.
• Anders Tolver Jensen & Theis Lange, 2009, "On IGARCH and convergence of the QMLE for misspecified GARCH models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-06, Feb.
• Konstantinos Fokianos & Anders Rahbek & Dag Tjøstheim, 2009, "Poisson Autoregression," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-12, Mar.
• Dominique Guégan, 2009, "A Meta-Distribution for Non-Stationary Samples," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-24, Jun.
• Borus Jungbacker & Siem Jan Koopman & Michel van der Wel, 2009, "Smooth Dynamic Factor Analysis with an Application to the U.S. Term Structure of Interest Rates," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-39, Sep.
• Lasse Bork & Hans Dewachter & Romain Houssa, 2009, "Identification of Macroeconomic Factors in Large Panels," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-43, Sep.
• Dennis Kristensen, 2009, "Semiparametric Modelling and Estimation: A Selective Overview," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-44, Sep.
• Torben G. Andersen & Viktor Todorov, 2009, "Realized Volatility and Multipower Variation," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-49, May.
• Marco Del Negro & Frank Schorfheide, 2009, "Monetary Policy Analysis with Potentially Misspecified Models," American Economic Review, American Economic Association, volume 99, issue 4, pages 1415-1450, September, DOI: 10.1257/aer.99.4.1415.
• Henry Okodua, 2009, "Foreign Direct Investment and Economic Growth: Co-Integration and Casualty Analysis of Nigeria," The African Finance Journal, Africagrowth Institute, volume 11, issue 1, pages 54-73.
• Alain Kabundi & Idriss Mouchili, 2009, "Stock Market Integration: A South African Perspective," The African Finance Journal, Africagrowth Institute, volume 11, issue 2, pages 51-66.
• Mamaqi, Xhevrie & Gonzalez, Maria A. & Albisu, Luis Miguel, 2009, "La relación entre ventajas competitivas y resultados empresariales en la industria agroalimentaria aragonesa," Economia Agraria y Recursos Naturales, Spanish Association of Agricultural Economists, volume 9, issue 02, pages 1-26, DOI: 10.22004/ag.econ.57288.
• Houssou, Nazaire & Zeller, Manfred, 2009, "Operational Models for Improving the Targeting Efficiency of Agricultural and Development Policies: A systematic comparison of different estimation methods using out-of-sample tests," 2009 Conference, August 16-22, 2009, Beijing, China, International Association of Agricultural Economists, number 51454, DOI: 10.22004/ag.econ.51454.