Research classified by Journal of Economic Literature (JEL) codes

1. Sign Restrictions

2010

• 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.
• Tembo, Gelson & Jayne, Thomas S., 2009, "Agricultural Trade Flows among Developing Countries: Do Regional Preferential Trade Agreements make a Difference?," 2009 Conference, August 16-22, 2009, Beijing, China, International Association of Agricultural Economists, number 51733, DOI: 10.22004/ag.econ.51733.
• Femenia, Fabienne & Gohin, Alexandre, 2009, "Estimating censored and non homothetic demand systems: the generalized maximum entropy approach," Working Papers, Institut National de la recherche Agronomique (INRA), Departement Sciences Sociales, Agriculture et Alimentation, Espace et Environnement (SAE2), number 210989, DOI: 10.22004/ag.econ.210989.
• Carpentier, Alain & Letort, Elodie, 2009, "Modeling acreage decisions within the multinomial Logit framework," Working Papers, Institut National de la recherche Agronomique (INRA), Departement Sciences Sociales, Agriculture et Alimentation, Espace et Environnement (SAE2), number 211011, DOI: 10.22004/ag.econ.211011.
• Rezitis, Anthony N. & Stavropoulos, Konstantinos S., 2009, "Modeling Pork Supply Response and Price Volatility: The Case of Greece," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, volume 41, issue 01, pages 1-18, April, DOI: 10.22004/ag.econ.48764.
• Muhammad, Andrew & Jones, Keithly G., 2009, "An Assessment of Dynamic Behavior in the U.S. Catfish Market: An Application of the Generalized Dynamic Rotterdam Model," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, volume 41, issue 3, pages 1-14, December, DOI: 10.22004/ag.econ.56660.
• Pede, Valerien O. & Florax, Raymond J.G.M. & Holt, Matthew T., 2009, "A Spatial Econometric Star Model With An Application To U.S. County Economic Growth, 1969–2003," Working papers, Purdue University, Department of Agricultural Economics, number 48117, Mar, DOI: 10.22004/ag.econ.48117.
• Coloma, German, 2009, "Estimation of Demand Systems Based on Elasticities of Substitution," Review of Applied Economics, Lincoln University, Department of Financial and Business Systems, volume 5, issue 01-2, pages 1-18, March, DOI: 10.22004/ag.econ.143214.
• Muhammad, Andrew & Jones, Keithly G., 2009, "An Assessment Of Dynamic Behavior In The U.S. Catfish Market: An Application Of The Generalized Dynamic Rotterdam Model," 2009 Annual Meeting, January 31-February 3, 2009, Atlanta, Georgia, Southern Agricultural Economics Association, number 45912, DOI: 10.22004/ag.econ.45912.
• Raluca DRACEA & Mirela CRISTEA, 2009, "Is there any correlation between the economic growth and budget expenditure allocated to education? Case study Romania," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 10, pages 150-155, December.
• Ioan TRENCA & Simona MUTU, 2009, "Interest rate risk management - calculating Value at Risk using EWMA and GARCH models," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 10, pages 48-56, December.
• Asli EKMEKCI & Murat KASIMOGLU & Mirela CRISTEA, 2009, "The analysis of localized competition among organizations and a research in banking sector," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 9, pages 81-90, May.
• Stathis Klonaris, 2009, "An Error Correction Inverse Almost Ideal Demand System: Wholesale Demand for Fish Grades in Greece," Working Papers, Agricultural University of Athens, Department Of Agricultural Economics, number 2009-07.
• Conrad, Christian & Weber, Enzo, 2013, "Measuring Persistence in Volatility Spillovers," Working Papers, University of Heidelberg, Department of Economics, number 0543, Apr.
• Polya Angelova, 2009, "Modeling the Farm Distribution in Bulgaria between 1897 – 2005," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 6, pages 48-69.
• Javier Andrés & Samuel Hurtado & Eva Ortega & Carlos Thomas, 2009, "Spain in the euro: a general equilibrium analysis," Working Papers, Banco de España, number 0927, Dec.
• Lorenzo Forni & Andrea Gerali & Massimiliano Pisani, 2009, "Macroeconomic effects of greater competition in the service sector: the case of Italy," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 706, Mar.
• Rangel José Gonzalo & Engle Robert F., 2009, "The Factor-Spline-GARCH Model for High and Low Frequency Correlations," Working Papers, Banco de México, number 2009-03, Feb.
• Engle Robert F. & Rangel José Gonzalo, 2009, "High and Low Frequency Correlations in Global Equity Markets," Working Papers, Banco de México, number 2009-17, Dec.
• Milica D. Obadović & Mirjana M. Obadović, 2009, "An Analytical Method Of Estimating Value-At-Risk On The Belgrade Stock Exchange," Economic Annals, Faculty of Economics and Business, University of Belgrade, volume 54, issue 183, pages 119-138, October -.
• Fokianos, Konstantinos & Rahbek, Anders & Tjøstheim, Dag, 2009, "Poisson Autoregression," Journal of the American Statistical Association, American Statistical Association, volume 104, issue 488, pages 1430-1439.
• Paap, Richard & Segers, Rene & van Dijk, Dick, 2009, "Do Leading Indicators Lead Peaks More Than Troughs?," Journal of Business & Economic Statistics, American Statistical Association, volume 27, issue 4, pages 528-543.
• Maheu, John M. & McCurdy, Thomas H., 2009, "How Useful are Historical Data for Forecasting the Long-Run Equity Return Distribution?," Journal of Business & Economic Statistics, American Statistical Association, volume 27, pages 95-112.
• Caroline Jardet & Alain Monfort & Fulvio Pegoraro, 2009, "No-arbitrage Near-Cointegrated VAR(p) Term Structure Models, Term Premia and GDP Growth," Working papers, Banque de France, number 234.
• Jean-Paul Renne, 2009, "Frequency-domain analysis of debt service in a macro-finance model for the euro area," Working papers, Banque de France, number 261.
• Aleksejs Meļihovs & Anna Zasova, 2009, "Assessment of the natural rate of unemployment and capacity utilisation in Latvia," Baltic Journal of Economics, Baltic International Centre for Economic Policy Studies, volume 9, issue 2, pages 25-46, December.
• Shawkat Hammoudeh & Ramazan Sari & Bradley T. Ewing, 2009, "Relationships Among Strategic Commodities And With Financial Variables: A New Look," Contemporary Economic Policy, Western Economic Association International, volume 27, issue 2, pages 251-264, April, DOI: 10.1111/j.1465-7287.2008.00126.x.
• Christopher Martin & Costas Milas, 2009, "Uncertainty And Monetary Policy Rules In The United States," Economic Inquiry, Western Economic Association International, volume 47, issue 2, pages 206-215, April, DOI: 10.1111/j.1465-7295.2008.00160.x.
• W. Robert Reed, 2009, "The Determinants Of U.S. State Economic Growth: A Less Extreme Bounds Analysis," Economic Inquiry, Western Economic Association International, volume 47, issue 4, pages 685-700, October, DOI: 10.1111/j.1465-7295.2008.00127.x.
• Richard Finlay & Mark Chambers, 2009, "A Term Structure Decomposition of the Australian Yield Curve," The Economic Record, The Economic Society of Australia, volume 85, issue 271, pages 383-400, December, DOI: 10.1111/j.1475-4932.2009.00567.x.
• R. Aaberge & U. Colombino & T. Wennemo, 2009, "Evaluating Alternative Representations Of The Choice Sets In Models Of Labor Supply," Journal of Economic Surveys, Wiley Blackwell, volume 23, issue 3, pages 586-612, July, DOI: 10.1111/j.1467-6419.2008.00573.x.
• Francesco Audrino & Peter Bühlmann, 2009, "Splines for financial volatility," Journal of the Royal Statistical Society Series B, Royal Statistical Society, volume 71, issue 3, pages 655-670, June, DOI: 10.1111/j.1467-9868.2009.00696.x.
• George Kapetanios & Massimiliano Marcellino, 2009, "A parametric estimation method for dynamic factor models of large dimensions," Journal of Time Series Analysis, Wiley Blackwell, volume 30, issue 2, pages 208-238, March, DOI: 10.1111/j.1467-9892.2009.00607.x.
• Wiji Arulampalam & Mark B. Stewart, 2009, "Simplified Implementation of the Heckman Estimator of the Dynamic Probit Model and a Comparison with Alternative Estimators," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 71, issue 5, pages 659-681, October, DOI: 10.1111/j.1468-0084.2009.00554.x.
• Siem Jan Koopman & Marius Ooms & Irma Hindrayanto, 2009, "Periodic Unobserved Cycles in Seasonal Time Series with an Application to US Unemployment," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 71, issue 5, pages 683-713, October, DOI: 10.1111/j.1468-0084.2009.00557.x.
• Ingrid Nappi‐Choulet Pr. & Tristan‐Pierre Maury, 2009, "A Spatiotemporal Autoregressive Price Index for the Paris Office Property Market," Real Estate Economics, American Real Estate and Urban Economics Association, volume 37, issue 2, pages 305-340, June, DOI: 10.1111/j.1540-6229.2009.00244.x.
• Akira Otani & Shigenori Shiratsuka & Ryoko Tsurui & Takeshi Yamada, 2009, "Macro Stress-Testing on the Loan Portfolio of Japanese Banks," Bank of Japan Working Paper Series, Bank of Japan, number 09-E-1, Mar.
• Evarist Stoja & Arnold Polanski, 2009, "Dynamic Density Forecasts for Multivariate Asset Returns," Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK, number 09/616, Sep.
• Mathieu Lefèbvre & Kristian Orsini & Alexis Paszukiewicz, 2009, "La retraite anticipée des salariés en Belgique," Revue économique, Presses de Sciences-Po, volume 60, issue 3, pages 777-785.
• Jérôme Coffinet & Céline Poilly, 2009, "Une évaluation structurelle du ratio de sacrifice dans la zone euro," Revue d'économie politique, Dalloz, volume 119, issue 2, pages 273-299.
• Natalia Isachenkova & Melvyn Weeks, 2009, "Acquisition, Involvency and Managers in UK Small Companies," Working Papers, Centre for Business Research, University of Cambridge, number wp390, Sep.
• Cristian Bartolucci, 2009, "Gender Wage Gaps Reconsidered: A Structural Approach Using Matched Employer-Employee Data," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 116, revised 2010.
• Einav, Liran & Finkelstein, Amy & Levin, Jonathan, 2009, "Beyond Testing: Empirical Models of Insurance Markets," Department of Economics, Working Paper Series, Department of Economics, Institute for Business and Economic Research, UC Berkeley, number qt90g407hf, Aug.
• Michael Artis & Christian Dreger & Konstantin Kholodilin, 2009, "Common and Spatial Drivers in Regional Business Cycles," SERC Discussion Papers, Centre for Economic Performance, LSE, number 0022, Apr.
• Guglielmo Maria Caporale & Roman Matousek & Chris Stewart, 2009, "Rating Assignments: Lessons from International Banks," CESifo Working Paper Series, CESifo, number 2618.
• Gerit Vogt, 2009, "Konjunkturprognose in Deutschland. Ein Beitrag zur Prognose der gesamtwirtschaftlichen Entwicklung auf Bundes- und Länderebene," ifo Beiträge zur Wirtschaftsforschung, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 36.
• Michael Reinhard & Hans Schedl & Achim Buchwald & Ralph Henger, 2007, "Positionierung der deutschen Industrie im globalen Konsolidierungsprozess : im Auftrag des Bundesministeriums für Wirtschaft und Technologie," ifo Forschungsberichte, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 36.
• António Bento Ratão Caleiro & Andreia Teixeira Marques Dionísio & Esmeralda de Jesus Ratinho Lopes Arranhado Ramalho, 2009, "Consumer Confidence in Portugal: What Does it Really Matter?," CEFAGE-UE Working Papers, University of Evora, CEFAGE-UE (Portugal), number 2009_13.
• Esmeralda de Jesus Ratinho Lopes Arranhado Ramalho, 2009, "Covariate Measurement Error: Bias Reduction under Response-based Sampling," CEFAGE-UE Working Papers, University of Evora, CEFAGE-UE (Portugal), number 2009_15.
• Francesco FRANZONI & Eric NOWAK & Ludovic PHALIPPOU, 2009, "Private Equity Performance and Liquidity Risk," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 09-43, Nov.
• René Garcia & Georges Tsafack, 2009, "Dependence Structure and Extreme Comovements in International Equity and Bond Markets," CIRANO Working Papers, CIRANO, number 2009s-21, May.
• Andrés Eduardo Rangel Jiménez, 2009, "¿Histéresis en la tasa de desempleo de Bogotá? Consideraciones sobre el uso de los test ADF y Zivot-Andrews," Revista de Economía y Administración, Universidad Autónoma de Occidente.