Research classified by Journal of Economic Literature (JEL) codes

1. Sign Restrictions

2009

• 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.
• Dominique Guegan, 2009, "Chaos in Economics and Finance," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00375713, Apr, DOI: 10.1016/j.arcontrol.2009.01.002.
• 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 halshs-00384496, Apr.
• Fabienne Bonetto & Srdjan Redzepagic & Anna Tykhonenko, 2009, "Balkan countries: Catching up and their integration in the European financial system," Post-Print, HAL, number hal-02392654, DOI: 10.2298/PAN0904475B.
• Djamel Kirat & Ibrahim Ahamada, 2009, "The impact of the European Union Emission Trading Scheme on electricity generation sectors," Post-Print, HAL, number halshs-00384496, Apr.
• Anna Tykhonenko & F. Bonetto & Srdjan Redžepagić, 2009, "" Balkan Countries: Catching Up and their Integration in the European Financial System," Post-Print, HAL, number halshs-00726317, Nov.
• Alexis Penot, 2009, "The Fed and the ECB : why such an apparent difference in reactivity?," Post-Print, HAL, number halshs-00955823.
• Jean Imbs & Isabelle Méjean, 2009, "Elasticity optimism," Working Papers, HAL, number hal-00362403, Feb.
• Djamel Kirat & Ibrahim Ahamada, 2009, "The impact of the European Union Emission Trading Scheme on electricity generation sectors," Working Papers, HAL, number hal-00378317, Apr.
• Rösch, Daniel & Scheule, Harald, 2009, "The Empirical Relation between Credit Quality, Recovery and Correlation," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-418, Jun.
• Zeebari, Zangin & Shukur, Ghazi, 2009, "Developing Median Regression for SURE Models - with Application to 3-Generation Immigrants’ data in Sweden," Working Paper Series in Economics and Institutions of Innovation, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies, number 183, Aug.
• Salman, Khalik & Arnesson, Leif & Sörensson, Anna & Shukur, Ghazi, 2009, "Estimating the Swedish and Norwegian International Tourism Demand using ISUR Technique," Working Paper Series in Economics and Institutions of Innovation, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies, number 198, Sep.
• Oh, Donghyun & Heshmati, Almas & Lööf, Hans, 2009, "Total Factor Productivity of Korean Manufacturing Industries: Comparison of Competing Models with Firm-Level Data," Working Paper Series in Economics and Institutions of Innovation, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies, number 201, Oct.
• Biørn, Erik, 2009, "Modelling Addiction in Life-Cycle Models: Revisiting the Treatment of Latent Stocks and Other Unobservables," Memorandum, Oslo University, Department of Economics, number 26/2009, Dec.
• Lönnbark, Carl & Holmberg, Ulf & Brännäs, Kurt, 2009, "Value at Risk for Large Portfolios," Umeå Economic Studies, Umeå University, Department of Economics, number 769, Apr.
• Daniel Rosch & Harald Scheule, 2009, "The Empirical Relation between Credit Quality, Recovery, and Correlation," Working Papers, Hong Kong Institute for Monetary Research, number 222009, Jul.
• Hiroki Masuda & Takayuki Morimoto, 2009, "An Optimal Weight for Realized Variance Based on Intermittent High-Frequency Data," Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number gd08-033, Feb.
• Drew Creal & Siem Jan Koopman & Andre Lucas, 2009, "A General Framework for Observation Driven Time-Varying Parameter Models," Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number gd08-038, Mar.
• Lo, Simon M. S. & Wilke, Ralf A., 2009, "A copula model for dependent competing risks," FDZ-Methodenreport, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], number 200902 (en).
• Jui-Kuei Chen & I-Shuo Chen, 2009, "Performance Evaluation For The Banking Industry In Taiwan Based On Total Quality Management," Global Journal of Business Research, The Institute for Business and Finance Research, volume 3, issue 1, pages 49-60.
• Denny Permatasari & Nur Iriawan, 2009, "Pemodelan Kurva Imbal Hasil Obligasi Korporasi Rating Aa Dan A Dengan Nelson Siegel Svensson Dan Cubic Spline Smoothing," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 11, issue 4, pages 293-322, April, DOI: https://doi.org/10.21098/bemp.v11i4.
• Andrew Chesher & Konrad Smolinski, 2009, "IV models of ordered choice," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP37/09, Dec.
• Ali BAYRAKDAROĞLU & Şaban NAZLIOĞLU, 2009, "Hisse senedi fiyat-hacim ilişkisi: İMKB’de işlem gören bankalar için doğrusal ve doğrusal olmayan Granger nedensellik analizi," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 24, issue 277, pages 85-109.
• Süleyman DÜNDAR & Durmuş YÖRÜK, 2009, "Tüketicilerin internetten alışverişe karşı tutumlarında etkili faktörler," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 24, issue 278, pages 92-109.
• Levent KORAP, 2009, "On the links between inflation, output growth and uncertainty: System-GARCH evidence from the Turkish economy," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 24, issue 285, pages 89-110.
• Jamal Nazrul Islam & Haradhan Kumar Mohajan & Pahlaj Moolio, 2009, "Preference of Social Choice in Mathematical Economics," Indus Journal of Management & Social Science (IJMSS), Department of Business Administration, volume 3, issue 1, pages 18-38, June.
• Claudio Agostini & Cecilia Plottier & Eduardo Saavedra, 2009, "La Demanda Residencial por Energía Eléctrica en Chile," ILADES-UAH Working Papers, Universidad Alberto Hurtado/School of Economics and Business, number inv240, Dec.
• Jouchi Nakajima & Tsuyoshi Kunihama & Yasuhiro Omori & Sylvia Fruwirth-Scnatter, 2009, "Generalized Extreme Value Distribution with Time-Dependence Using the AR and MA Models in State Space Form," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 09-E-32, Nov.
• Claudiu Tiberiu Albulescu, 2009, "Forecasting Romanian Financial System Stability using a Stochastic Simulation Model," Working Papers, International Network for Economic Research - INFER, number 2009.4.
• Necmettin Alpay KOCAK, 2009, "Sanayi Uretiminde Tatil Etkileri," Istanbul University Econometrics and Statistics e-Journal, Department of Econometrics, Faculty of Economics, Istanbul University, volume 10, issue 1, pages 20-28, November.
• Contini, Bruno, 2009, "Forecasting Errors: Yet More Problems for Identification?," IZA Discussion Papers, Institute of Labor Economics (IZA), number 4035, Feb.
• Lewer, Joshua J. & Pacheco, Gail & Rossouw, Stephanié, 2009, "Do Non-Economic Quality of Life Factors Drive Immigration?," IZA Discussion Papers, Institute of Labor Economics (IZA), number 4385, Aug.
• Jing-Yau Chen Cheng & Chih-Ming Hong, 2009, "Tax Competition and Yardstick Competition," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, volume 5, issue 1, pages 55-82, January.
• Alberto Cabrero & Gonzalo Camba-Mendez & Astrid Hirsch & Fernando Nieto, 2009, "Modelling the daily banknotes in circulation in the context of the liquidity management of the European Central Bank," Journal of Forecasting, John Wiley & Sons, Ltd., volume 28, issue 3, pages 194-217, DOI: 10.1002/for.1118.
• Franz Buscha & Anna Conte, 2009, "A Bivariate Ordered Probit Estimator with Mixed Effects," Jena Economics Research Papers, Friedrich-Schiller-University Jena, number 2009-103, Dec.
• J. DeShazo & Trudy Cameron & Manrique Saenz, 2009, "The Effect of Consumers’ Real-World Choice Sets on Inferences from Stated Preference Surveys," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, volume 42, issue 3, pages 319-343, March, DOI: 10.1007/s10640-008-9250-8.
• Glenn Harrison & E. Rutström, 2009, "Expected utility theory and prospect theory: one wedding and a decent funeral," Experimental Economics, Springer;Economic Science Association, volume 12, issue 2, pages 133-158, June, DOI: 10.1007/s10683-008-9203-7.
• Luiz Cerqueira & Adrian Pizzinga & Cristiano Fernandes, 2009, "Methodological Procedure for Estimating Brazilian Quarterly GDP Series," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 15, issue 1, pages 102-114, February, DOI: 10.1007/s11294-008-9187-2.
• María García Centeno & Román Mínguez Salido, 2009, "Estimation of Asymmetric Stochastic Volatility Models for Stock-Exchange Index Returns," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 15, issue 1, pages 71-87, February, DOI: 10.1007/s11294-008-9191-6.
• Andy Choi, 2009, "Willingness to pay: how stable are the estimates?," Journal of Cultural Economics, Springer;The Association for Cultural Economics International, volume 33, issue 4, pages 301-310, November, DOI: 10.1007/s10824-009-9103-5.
• E.-H. Yoo & P. Kyriakidis, 2009, "Area-to-point Kriging in spatial hedonic pricing models," Journal of Geographical Systems, Springer, volume 11, issue 4, pages 381-406, December, DOI: 10.1007/s10109-009-0090-z.
• Hang Ryu, 2009, "Economic assumptions and choice of functional forms: comparison of top down and bottom up approaches," Journal of Productivity Analysis, Springer, volume 32, issue 1, pages 55-62, August, DOI: 10.1007/s11123-009-0130-1.
• Arne Henningsen & Christian Henning, 2009, "Imposing regional monotonicity on translog stochastic production frontiers with a simple three-step procedure," Journal of Productivity Analysis, Springer, volume 32, issue 3, pages 217-229, December, DOI: 10.1007/s11123-009-0142-x.
• Xavier Drèze & André Bonfrer, 2009, "Moving from customer lifetime value to customer equity," Quantitative Marketing and Economics (QME), Springer, volume 7, issue 3, pages 289-320, September, DOI: 10.1007/s11129-009-9067-y.
• Frédéric Blanc-Brude & Hugh Goldsmith & Timo Välilä, 2009, "A Comparison of Construction Contract Prices for Traditionally Procured Roads and Public–Private Partnerships," Review of Industrial Organization, Springer;The Industrial Organization Society, volume 35, issue 1, pages 19-40, September, DOI: 10.1007/s11151-009-9224-1.
• Travis Sapp, 2009, "Estimating continuous-time stochastic volatility models of the short-term interest rate: a comparison of the generalized method of moments and the Kalman filter," Review of Quantitative Finance and Accounting, Springer, volume 33, issue 4, pages 303-326, November, DOI: 10.1007/s11156-009-0122-2.
• Aris Spanos, 2009, "Statistical Misspecification and the Reliability of Inference: The Simple T-Test in the Presence of Markov Dependence," Korean Economic Review, Korean Economic Association, volume 25, pages 165-213.
• Stephen Hall & P.A.V.B. Swamy & George S. Tavlas, 2009, "The Nonexistence of Instrumental Variables," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 09/16, Sep.
• Henzel, Steffen & Hülsewig, Oliver & Mayer, Eric, 2009, "The price puzzle revisited: Can the cost channel explain a rise in inflation after a monetary policy shock?," Munich Reprints in Economics, University of Munich, Department of Economics, number 19421.
• Aleksejs Melihovs & Anna Zasova, 2009, "The Assessment of Natural Rate of Unemployment and Capacity Utilisation in Latvia," Working Papers, Latvijas Banka, number 2009/02, Jul.
• Viktors Ajevskis & Kristine Vitola, 2009, "Advantages of Fixed Exchange Rate Regime from a General Equilibrium Perspective," Working Papers, Latvijas Banka, number 2009/04, Nov.
• Sébastien Laurent & Jeroen V.K. Rombouts & Francesco Violante, 2009, "On Loss Functions and Ranking Forecasting Performances of Multivariate Volatility Models," Cahiers de recherche, CIRPEE, number 0948.
• Michael Artis & Christian Dreger & Konstantin Kholodilin, 2009, "Common and spatial drivers in regional business cycles," Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester, number 118.
• Eduardo Fé-Rodríguez & Richard Hofler, 2009, "Count Data Stochastic Frontier Models, with an application to the patents-R&D Relationship," Economics Discussion Paper Series, Economics, The University of Manchester, number 0916.
• Julie Byrne & Denis Conniffe, 2009, "Efficient Estimation of the Non-linear Volatility and Growth Model," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n2030809.pdf.
• Timothy Kam & Kirdan Lees & Philip Liu, 2009, "Uncovering the Hit List for Small Inflation Targeters: A Bayesian Structural Analysis," Journal of Money, Credit and Banking, Blackwell Publishing, volume 41, issue 4, pages 583-618, June.
• Kyriacos Aristotelous & Stilianos Fountas, 2009, "What is the Impact of Currency Unions on FDI flows? Evidence from Eurozone Countries," Discussion Paper Series, Department of Economics, University of Macedonia, number 2009_10, May, revised May 2009.
• Magali Aubert & Véronique Meuriot, None, "Choices of wine consumption: measure of interaction terms and attributes," Enometrica, Enometrica - Review of the Vineyard Data Quantification Society (VDQS) and the European Association of Wine Economists (EuAWE) - Macerata University, Faculty of Communications.
• MaruÅ¡ka Vizek & Tanja Broz, 2009, "Modeling Inflation in Croatia," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 45, issue 6, pages 87-98, November.
• Frieda Rikkers & Andre E. Thibeault, 2009, "A Structural form Default Prediction Model for SMEs, Evidence from the Dutch Market," Multinational Finance Journal, Multinational Finance Journal, volume 13, issue 3-4, pages 229-264, September.
• Dániel Holló, 2009, "Risk developments on the retail mortgage loan market," MNB Bulletin (discontinued), Magyar Nemzeti Bank (Central Bank of Hungary), volume 4, issue 3, pages 14-19, October.
• Paiardini, Paola, 2009, "Informed Trading in Parallel Bond Markets," Economics & Statistics Discussion Papers, University of Molise, Department of Economics, number esdp09053, Sep.
• Djamel Kirat & Ibrahim Ahamada, 2009, "The impact of the European Union emission trading scheme on electricity generation sectors," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 09025, Apr.
• Minfeng Deng & George Athanasopoulos, 2009, "Modelling Australian Domestic and International Inbound Travel: a Spatial-Temporal Approach," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 10/09, Nov.
• GOSPODINOV, Nikolay & MAYNARD, Alex & PESAVENTO, Elena, 2009, "Sensitivity of Impulse Responses to Small Low Frequency Co-Movements : Reconciling the Evidence on the Effects of Technology Shocks," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 03-2009.
• Nicolas Groshenny, 2009, "Evaluating a monetary business cycle model with unemployment for the euro area," Working Paper Research, National Bank of Belgium, number 173, Jul.
• Michał Krawczyk, 2009, "Demand functions in Polish Treasury auctions," Bank i Kredyt, Narodowy Bank Polski, volume 40, issue 4, pages 31-49.
• James J. Heckman & Petra E. Todd, 2009, "A Note on Adapting Propensity Score Matching and Selection Models to Choice Based Samples," NBER Working Papers, National Bureau of Economic Research, Inc, number 15179, Jul.
• Liran Einav & Amy Finkelstein & Jonathan Levin, 2009, "Beyond Testing: Empirical Models of Insurance Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 15241, Aug.
• Vaqar Ahmed & Cathal O'Donoghue, 2009, "External Shocks in a Small Open Economy: A CGE-Microsimulation Analysis," Working Papers, National University of Ireland Galway, Department of Economics, number 0142, revised 2009.
• Nicolas Groshenny, 2009, "Evaluating a monetary business cycle model with unemployment for the euro area," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2009/08, Sep.
• Dominique Guellec & Catalina Martinez & Maria Pluvia Zuniga, 2009, "Pre-Emptive Patenting: Securing Market Exclusion and Freedom of Operation," OECD Science, Technology and Industry Working Papers, OECD Publishing, number 2009/8, Dec, DOI: 10.1787/218405082642.
• Necula Ciprian & Radu Alina-Nicoleta, 2009, "Detecting Regime Switches In The Eur/Ron Exchange Rate Volatility," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 3, issue 1, pages 610-615, May.
• Margareta Udrescu & Constantin Ilie, 2009, "New Techniques Applied In Economics. Artificial Neural Network," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 4, issue 1, pages 1080-1084, May.
• Boldeanu Dana Maria, 2009, "Information System For Modeling Economic And Financial Performances," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 4, issue 1, pages 902-907, May.
• Kosuke Oya, 2009, "Bias-Corrected Realized Variance under Dependent Microstructure Noise," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 09-39, Nov.
• Jean-Marie Dufour & René Garcia & Abderrahim Taamouti, 2009, "Measuring High-Frequency Causality Between Returns, Realized Volatility, and Implied Volatility," Journal of Financial Econometrics, Oxford University Press, volume 10, issue 1, pages 124-163, 2012 10 1.
• Annastiina Silvennoinen & Timo Teräsvirta, 2009, "Modeling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH Model," Journal of Financial Econometrics, Oxford University Press, volume 7, issue 4, pages 373-411, Fall.
• Costas Milas, 2009, "Does high M4 money growth trigger large increases in UK inflation? Evidence from a regime-switching model," Oxford Economic Papers, Oxford University Press, volume 61, issue 1, pages 168-182, January.
• Tim Bollerslev & George Tauchen & Hao Zhou, 2009, "Expected Stock Returns and Variance Risk Premia," The Review of Financial Studies, Society for Financial Studies, volume 22, issue 11, pages 4463-4492, November.
• Shawkat M. Hammoudeh & Yuan Yuan & Michael McAleer, 2009, "Modeling Exchange Rate and Industrial Commodity Volatility Transmissions," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0096, Feb.
• Valerien O. Pede, 2009, "A Spatial Econometric Star Model With An Application To U.S. County Economic Growth, 1969-2003," Working Papers, Purdue University, College of Agriculture, Department of Agricultural Economics, number 09-03.
• Carluccio Bianchi & Dean Fantazzini & Maria Elena De Giuli & Mario Maggi, 2009, "Small Sample Properties of Copula-GARCH Modelling: A Monte Carlo Study," Quaderni di Dipartimento, University of Pavia, Department of Economics and Quantitative Methods, number 093, Feb.
• Carluccio Bianchi & Alessandro Carta & Dean Fantazzini & Maria Elena De Giuli & Mario A. Maggi, 2009, "A Copula-VAR-X Approach for Industrial Production Modelling and Forecasting," Quaderni di Dipartimento, University of Pavia, Department of Economics and Quantitative Methods, number 105, Nov.
• Xun Tang, 2009, "Binary Regressions with Bounded Median Dependence," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 09-003, Jan.
• Kyungchul Song, 2009, "Two-Step Extremum Estimation with Estimated Single-Indices," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 09-012, Feb.
• Xun Tang, 2009, "Estimating Simultaneous Games with Incomplete Information under Median Restrictions," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 09-023, Apr.
• Kyungchul Song, 2009, "Bootstrapping Semiparametric Models with Single-Index Nuisance Parameters, Second Version," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 10-026, Oct, revised 02 Aug 2010.
• Kimolo, Deogratius, 2009, "Modelling and Forecasting Inflation in Tanzania: A Univariate Time Series Analysis," MPRA Paper, University Library of Munich, Germany, number 114782, Nov.
• Coleman, Stephen, 2009, "Russian Election Reform and the Effect of Social Conformity on Voting and the Party System: 2007 and 2008," MPRA Paper, University Library of Munich, Germany, number 13087, Jan.
• Renfro, Charles G, 2009, "Building and Using a Small Macroeconometric Model: Klein Model I as an Example," MPRA Paper, University Library of Munich, Germany, number 13102, Jan, revised 01 Jan 2009.
• Leon, Costas & Eeckels, Bruno, 2009, "A Dynamic Correlation Approach of the Swiss Tourism Income," MPRA Paper, University Library of Munich, Germany, number 15215, May.
• Fischer, Justina AV, 2009, "Happiness and age cycles – return to start…," MPRA Paper, University Library of Munich, Germany, number 15249, Feb.
• Ringle, Christian M. & Götz, Oliver & Wetzels, Martin & Wilson, Bradley, 2009, "On the Use of Formative Measurement Specifications in Structural Equation Modeling: A Monte Carlo Simulation Study to Compare Covariance-Based and Partial Least Squares Model Estimation Methodologies," MPRA Paper, University Library of Munich, Germany, number 15390.
• Gan, Jumwu, 2009, "Burnout from pools to loans: Modeling refinancing prepayments as a self-selection process," MPRA Paper, University Library of Munich, Germany, number 15596, May.
• Pavlyuk, Dmitry, 2009, "Spatial competition for passengers and its influence on efficiency of European airports," MPRA Paper, University Library of Munich, Germany, number 16930, Aug.
• Hyeongwoo, Kim, 2009, "Generalized Impulse Response Analysis: General or Extreme?," MPRA Paper, University Library of Munich, Germany, number 17014, Apr.
• Amavilah, Voxi Heinrich, 2009, "Holidays and the economic growth of nations," MPRA Paper, University Library of Munich, Germany, number 17326, Sep.
• Dominique, C-Rene, 2009, "On the Computation of the Hausdorff Dimension of the Walrasian Economy: Addendum," MPRA Paper, University Library of Munich, Germany, number 18292, Nov.
• Picci, Lucio, 2009, "The Internationalization of Inventive Activity: A Gravity Model Using Patent Data," MPRA Paper, University Library of Munich, Germany, number 18467, Oct.