Research classified by Journal of Economic Literature (JEL) codes

1. Sign Restrictions

2010

• 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.

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, October.
• 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.
• LAURENT, Sebastien & ROMBOUTS, Jeroen V.K. & VIOLANTE, FRANCESCO, 2009, "Consistent ranking of multivariate volatility models," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2009002, Jan.
• SANIN, Maria Eugenia & VIOLANTE, Francesco, 2009, "Understanding volatility dynamics in the EU-ETS market: lessons from the future," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2009024, Apr.
• Muellbauer, John & Aron, Janine, 2009, "Some Issues in Modeling and Forecasting Inflation in South Africa," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7183, Feb.
• Uribe, Martín & Schmitt-Grohé, Stephanie, 2009, "What?s News in Business Cycles," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7201, Mar.
• Artis, Michael & Dreger, Christian & Kholodilin, Konstantin, 2009, "Common and Spatial Drivers in Regional Business Cycles," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7206, Mar.
• Wickens, Michael R. & Smith, Peter N & Sorensen, Steffen, 2009, "The Equity Premium and the Business Cycle: the Role of Demand and Supply Shocks," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7227, Mar.
• Den Haan, Wouter & Cai, Xiaoming, 2009, "Predicting recoveries and the importance of using enough information," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7508, Oct.
• Janine Aron & John Muellbauer, 2009, "Some Issues in Modeling and Forecasting Inflation in South Africa," CSAE Working Paper Series, Centre for the Study of African Economies, University of Oxford, number 2009-01.
• Sucarrat, Genaro & Escribano, Álvaro, 2009, "Automated financial multi-path GETS modelling," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we093620, Jul.
• Amira, Khaled & Taamouti, Abderrahim & Tsafack, Georges, 2009, "What Drives International Equity Correlations? Volatility or Market Direction?," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we094122, Jun.
• Galvao Jr, A. F. & Montes-Rojas, G. & Olmo, J., 2009, "Threshold quantile autoregressive models," Working Papers, Department of Economics, City St George's, University of London, number 09/05.
• 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, Cambridge University Press, volume 41, issue 3, pages 745-759, December.
• Gil-Alana, Luis Alberiko & Moreno, Antonio, 2009, "Technology Shocks And Hours Worked: A Fractional Integration Perspective," Macroeconomic Dynamics, Cambridge University Press, volume 13, issue 5, pages 580-604, November.
• Alfredo M. Pereira & Jorge M. Andraz, 2009, "Social Security And Economic Performance In Portugal: After All That Has Been Said And Done How Much Has Actually Changed?," Working Papers, Economics Department, William & Mary, number 81, Jan.
• Bernardo Maggi & Marco Guida, 2009, "Modeling non performing loans probability in the commercial banking system: efficiency and effectiveness related to credit risk in Italy," Working Papers - Dipartimento di Economia, Dipartimento di Economia, Sapienza University of Rome, number 1, revised 2009.
• Michael Artis & Christian Dreger & Konstantin A. Kholodilin, 2009, "Regionale Konjunkturunterschiede kein Hinderungsgrund für Geldpolitik im Euroraum," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 76, issue 46, pages 806-809.
• Michael Artis & Christian Dreger & Konstantin A. Kholodilin, 2009, "Common and Spatial Drivers in Regional Business Cycles," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 859.
• Guglielmo Maria Caporale & Roman Matousek & Chris Stewart, 2009, "Rating Assignments: Lessons from International Banks," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 868.
• Ansgar Belke & Matthias Göcke & Martin Günther, 2009, "When Does It Hurt?: The Exchange Rate "Pain Threshold" for German Exports," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 943.
• Wadud, I. K. M. Mokhtarul & Bashar, Omar HMN & Ahmed, Huson Joher Ali, 2009, "An SVAR analysis of monetary policy dynamics and housing market responses in Australia," Working Papers, Deakin University, Department of Economics, number eco_2009_22, Jan.
• Sylvain Prado, 2009, "The European used-car market at a glance: Hedonic resale price valuation in automotive leasing industry," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2009-22.
• Ivan Shaliastovich & George Tauchen, 2009, "Pricing of the Time-Change Risks," Working Papers, Duke University, Department of Economics, number 10-71.
• Tim Bollerslev & Natalia Sizova & George Tauchen, 2009, "Volatility in Equilibrium: Asymmetries and Dynamic Dependencies," Working Papers, Duke University, Department of Economics, number 10-73.
• ZANIN, Luca, 2009, "The Contribution Of Equipment Leasing In The Error-Correction Model Of Investment In Machinery And Equipment: Evidence From Italy," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 9, issue 2.
• GUISAN, Maria-Carmen, 2009, "Real Exchange Rate Euro-Dollar And Foreign Trade Balance: Analysis Of Spain, Germany And France In Comparison With The Usa. 1960-2007," Economic Development, University of Santiago de Compostela. Faculty of Economics and Business. Econometrics., number 100.
• Adel M. EL-MAHDY & Neveen M. TORAYEH, 2009, "Debt Sustainabiliy And Economic Growth In Egypt," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, volume 9, issue 1.
• Upender, M., 2009, "Elasticity Of Substitution Between Labour And Capital Across Twenty Six Major Industries In India During 2004-05," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, volume 9, issue 1, pages 101-110.
• Nappi-Choulet, Ingrid & Maury, Tristan-Pierre, 2009, "A Spatial and Temporal Autoregressive Local Estimation for the Paris Housing Market," ESSEC Working Papers, ESSEC Research Center, ESSEC Business School, number DR 09004, Jul.
• Alexandre Petkovic & David Veredas, 2009, "Aggregation of linear models for panel data," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number 2009-012, Mar.
• Kok, Christoffer & Rossi, Carlotta & Marqués-Ibáñez, David, 2009, "Modelling loans to non-financial corporations in the euro area," Working Paper Series, European Central Bank, number 989, Jan.
• Chudik, Alexander & Pesaran, Hashem, 2009, "Infinite-dimensional VARs and factor models," Working Paper Series, European Central Bank, number 998, Jan.
• Chabi-Yo, Fousseni, 2009, "Expected Returns and Volatility of Fama-French Factors," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2009-17, Sep.
• Federico Ciliberto & Elie Tamer, 2009, "Market Structure and Multiple Equilibria in Airline Markets," Econometrica, Econometric Society, volume 77, issue 6, pages 1791-1828, November.
• Susumu Imai & Neelam Jain & Andrew Ching, 2009, "Bayesian Estimation of Dynamic Discrete Choice Models," Econometrica, Econometric Society, volume 77, issue 6, pages 1865-1899, November.
• Tomoaki Nakatani & Timo Terasvirta, 2009, "Testing for volatility interactions in the Constant Conditional Correlation GARCH model," Econometrics Journal, Royal Economic Society, volume 12, issue 1, pages 147-163, March.
• James J. Heckman & Petra E. Todd, 2009, "A note on adapting propensity score matching and selection models to choice based samples," Econometrics Journal, Royal Economic Society, volume 12, issue s1, pages 230-234, January.
• Chiarella, Carl & Hung, Hing & T, Thuy-Duong, 2009, "The volatility structure of the fixed income market under the HJM framework: A nonlinear filtering approach," Computational Statistics & Data Analysis, Elsevier, volume 53, issue 6, pages 2075-2088, April.
• Haas, Markus & Mittnik, Stefan & Paolella, Marc S., 2009, "Asymmetric multivariate normal mixture GARCH," Computational Statistics & Data Analysis, Elsevier, volume 53, issue 6, pages 2129-2154, April.
• Giannellis, Nikolaos & Papadopoulos, Athanasios P., 2009, "Testing for efficiency in selected developing foreign exchange markets: An equilibrium-based approach," Economic Modelling, Elsevier, volume 26, issue 1, pages 155-166, January.
• Anatolyev, Stanislav, 2009, "Dynamic modeling under linear-exponential loss," Economic Modelling, Elsevier, volume 26, issue 1, pages 82-89, January.
• de Wet, Albertus H. & van Eyden, Reneé & Gupta, Rangan, 2009, "Linking global economic dynamics to a South African-specific credit risk correlation model," Economic Modelling, Elsevier, volume 26, issue 5, pages 1000-1011, September.
• de Silva, Ashton & Hyndman, Rob J. & Snyder, Ralph, 2009, "A multivariate innovations state space Beveridge-Nelson decomposition," Economic Modelling, Elsevier, volume 26, issue 5, pages 1067-1074, September.
• Kolasa, Marcin, 2009, "Structural heterogeneity or asymmetric shocks? Poland and the euro area through the lens of a two-country DSGE model," Economic Modelling, Elsevier, volume 26, issue 6, pages 1245-1269, November.
• Gourieroux, C. & Jasiak, J. & Sufana, R., 2009, "The Wishart Autoregressive process of multivariate stochastic volatility," Journal of Econometrics, Elsevier, volume 150, issue 2, pages 167-181, June.
• Devereux, Paul J. & Tripathi, Gautam, 2009, "Optimally combining censored and uncensored datasets," Journal of Econometrics, Elsevier, volume 151, issue 1, pages 17-32, July.
• Cipollini, A. & Kapetanios, G., 2009, "Forecasting financial crises and contagion in Asia using dynamic factor analysis," Journal of Empirical Finance, Elsevier, volume 16, issue 2, pages 188-200, March.
• Bhaskara Rao, B. & Rao, Gyaneshwar, 2009, "Structural breaks and energy efficiency in Fiji," Energy Policy, Elsevier, volume 37, issue 10, pages 3959-3966, October.
• Ning, Cathy & Wirjanto, Tony S., 2009, "Extreme return-volume dependence in East-Asian stock markets: A copula approach," Finance Research Letters, Elsevier, volume 6, issue 4, pages 202-209, December.
• Schmidt, Rafael & Schmieder, Christian, 2009, "Modelling dynamic portfolio risk using risk drivers of elliptical processes," Insurance: Mathematics and Economics, Elsevier, volume 44, issue 2, pages 229-244, April.
• Pesaran, M. Hashem & Schuermann, Til & Smith, L. Vanessa, 2009, "Forecasting economic and financial variables with global VARs," International Journal of Forecasting, Elsevier, volume 25, issue 4, pages 642-675, October.
• Fabbri, Daniele & Monfardini, Chiara, 2009, "Rationing the public provision of healthcare in the presence of private supplements: Evidence from the Italian NHS," Journal of Health Economics, Elsevier, volume 28, issue 2, pages 290-304, March.
• Henzel, Steffen & Hülsewig, Oliver & Mayer, Eric & Wollmershäuser, Timo, 2009, "The price puzzle revisited: Can the cost channel explain a rise in inflation after a monetary policy shock?," Journal of Macroeconomics, Elsevier, volume 31, issue 2, pages 268-289, June.
• Billio, Monica & Caporin, Massimiliano, 2009, "A generalized Dynamic Conditional Correlation model for portfolio risk evaluation," Mathematics and Computers in Simulation (MATCOM), Elsevier, volume 79, issue 8, pages 2566-2578, DOI: 10.1016/j.matcom.2008.12.011.
• Canova, Fabio & Sala, Luca, 2009, "Back to square one: Identification issues in DSGE models," Journal of Monetary Economics, Elsevier, volume 56, issue 4, pages 431-449, May.
• Nektarios Aslanides & Mardi Dungey & Christos S. Savva, 2009, "Modelling change in financial market integration," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2009-07, Jan.
• Gil Lafuente, Ana María & Mauricio Ortigosa Hernández, 2009, "El valor del cliente en relaciones contractuales con estimaciones inciertas," Revista de Administración, Finanzas y Economía (Journal of Management, Finance and Economics), Tecnológico de Monterrey, Campus Ciudad de México, volume 3, issue 2, pages 91-110.
• Christopher Martin & C Milas, 2009, "The Sub-Prime Crisis and UK Monetary Policy," Department of Economics Working Papers, University of Bath, Department of Economics, number 1/09.
• Nuria Osés Eraso, 2009, "Costes del cambio climático en el País Vasco por riesgo de inundación," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, volume 71, issue 02, pages 62-83.
• Giselle Guzmán, 2009, "Using Sentiment Surveys to Predict GDP Growth and Stock Returns," Chapters, Edward Elgar Publishing, chapter 12, in: Lawrence R. Klein, "The Making of National Economic Forecasts".
• Alexis Penot & Grégory Levieuge, 2009, "The Fed and the ECB: why such an apparent difference in reactivity?," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 1, issue 4, pages 319-337, November, DOI: 10.1108/17576380911050052.
• Tansuchat, R. & Chang, C-L. & McAleer, M.J., 2009, "Modelling Long Memory Volatility in Agricultural Commodity Futures Returns," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2009-35, Nov.
• Asai, M. & Caporin, M., 2009, "Block Structure Multivariate Stochastic Volatility Models," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2009-51, Dec.
• Víctor M. Cuevas Ahumada, 2009, "The Short-Term Effects of Fiscal Policy in Mexico: An Empirical Study," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, volume 24, issue 1, pages 109-144.
• Michal Grajek & Lars-Hendrik Röller, 2009, "Regulation and investment in network industries: Evidence from European telecoms," ESMT Research Working Papers, ESMT European School of Management and Technology, number ESMT-09-004, Jun.
• Joseph A. Clougherty & Michal Grajek, 2009, "ISO 9000: New form of protectionism or common language in international trade?," ESMT Research Working Papers, ESMT European School of Management and Technology, number ESMT-09-006, Sep.
• Lasse BORK & Hans DEWACHTER & Romain HOUSSA, 2009, "Identification of macroeconomic factors in large panels," Working Papers of Department of Economics, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven, number ces09.18, Sep.
• Alexander Kriwoluzky, 2009, "Matching Theory and Data: Bayesian Vector Autoregression and Dynamic Stochastic General Equilibrium Models," Economics Working Papers, European University Institute, number ECO2009/29.
• Alexander Kriwoluzky & Christian A. Stoltenberg, 2009, "Nested models and model uncertainty," Economics Working Papers, European University Institute, number ECO2009/37.
• Rossella Bardazzi, 2009, "Is Health Care demand rationed by income and other determinants? An empirical assessment for Italy," STUDI ECONOMICI, FrancoAngeli Editore, volume 0, issue 97, pages 111-143.
• Eva Ryšavá & Elisa Galeotti, 2009, "Determinants of FDI in Czech Manufacturing Industries between 2000-2006," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2009/17, Apr, revised Apr 2009.
• Honkatukia, Juha & Marttila, Kimmo & Kinnunen, Jouko, 2009, "Distributional effects of Finland's climate policy package - Calculations with the new income distribution module of the VATTAGE model," Working Papers, VATT Institute for Economic Research, number 11.
• Valentina Corradi & Norman R. Swanson, 2009, "Predictive density construction and accuracy testing with multiple possibly misspecified diffusion models," Working Papers, Federal Reserve Bank of Philadelphia, number 09-29.
• Christian T. Brownlees & Fabrizio Cipollini & Giampiero M. Gallo, 2009, "Intra-daily Volume Modeling and Prediction for Algorithmic Trading," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number wp2009_01, Feb.
• Anna Golejewska, 2009, "Productivity Spillovers from Foreign Direct Investment in Polish Manufacturing 1993-2006," Working Papers of Economics of European Integration Division, The Univeristy of Gdansk, Faculty of Economics, Economics of European Integration Division, number 0902, Apr.
• João Sousa Andrade, 2009, "The PIGS, does the Group Exist? An empirical macroeconomic analysis based on the Okun Law," GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra, number 2009-11, Sep.
• António Portugal Duarte & João Sousa Andrade & Adelaide Duarte, 2009, "Exchange Rate Mean Reversion within a Target Zone: Evidence from a Country on the Periphery of the ERM," GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra, number 2009-15, Nov.
• Felicitas Nowak-Lehmann D. & Inmaculada Martínez-Zarzoso & Dierk Herzer & Stephan Klasen & Axel Dreher, 2009, "In Search for a Long-run Relationship between Aid and Growth: Pitfalls and Findings," Ibero America Institute for Econ. Research (IAI) Discussion Papers, Ibero-America Institute for Economic Research, number 196, Jul.
• Helen Higgs, 2009, "Modelling price and volatility inter-relationships in the Australian wholesale spot electricity markets," Discussion Papers in Economics, Griffith University, Department of Accounting, Finance and Economics, number economics:200904, Apr.
• Andros Kourtellos & Thanasis Stengos & Chih Ming Tan, 2009, "Do Institutions Rule? The Role of Heterogeneity in the Institutions vs. Geography Debate," Working Papers, University of Guelph, Department of Economics and Finance, number 0910.
• Andros Kourtellos & Thanasis Stengos & Chih Ming Tan, 2009, "Structural Threshold Regression," Working Papers, University of Guelph, Department of Economics and Finance, number 0907.
• Paul E. Carrillo, 2009, "To Sell or Not to Sell: List Price, Transaction Price and Marketing Time in the Housing Market," Working Papers, The George Washington University, Institute for International Economic Policy, number 2010-23, Sep.
• Dr. Ulrike Lehr & Dr. Marc Ingo Wolter & Anett Großmann, 2009, "Economic impacts of the RES Obligations in Austria – an Application of the Macro-Econometric Model e3.at," GWS Discussion Paper Series, GWS - Institute of Economic Structures Research, number 09-1.
• Djamel Kirat & Ibrahim Ahamada, 2009, "The impact of the European Union Emission Trading Scheme on electricity generation sectors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00378317, Apr.
• Dominique Guegan & Jing Zhang, 2009, "Pricing bivariate option under GARCH-GH model with dynamic copula: application for Chinese market," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00368336, Oct, DOI: 10.1080/13518470902895344.