Research classified by Journal of Economic Literature (JEL) codes
Top JEL
/ C: Mathematical and Quantitative Methods
/ / C5: Econometric Modeling
/ / / C51: Model Construction and Estimation
This JEL code is mentioned in the following RePEc Biblio entries:
2009
- 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.
- 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, IZA Network @ LISER, number 4035, Feb.
- Lewer, Joshua J. & Pacheco, Gail & Rossouw, Stephanie, 2009, "Do Non-Economic Quality of Life Factors Drive Immigration?," IZA Discussion Papers, IZA Network @ LISER, 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.
- Maruška 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, DOI: 10.1016/j.eneco.2011.01.012.
- 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.
- Suchánek, Petr & Vymětal, Dominik, 2009, "Identifikace, měření a analýza poruch E-Commerce systémů
[Identification, Measurement and Analysis of the E-Commerce System Disturbances]," MPRA Paper, University Library of Munich, Germany, number 18505, Sep. - Sossounov, Kirill & Ushakov, Nikolay, 2009, "Determination of the real exchange rate of rouble and assessment of long-rum policy of real exchange rate targeting," MPRA Paper, University Library of Munich, Germany, number 18549, May.
- Skribans, Valerijs, 2009, "Влияние Трудовой Эмиграции На Рынок Труда В Латвии
[Influence of Labour Migration on Latvia's Labour Market]," MPRA Paper, University Library of Munich, Germany, number 18771, Oct. - Janczura, Joanna & Weron, Rafal, 2009, "Regime-switching models for electricity spot prices: Introducing heteroskedastic base regime dynamics and shifted spike distributions," MPRA Paper, University Library of Munich, Germany, number 18784, Apr.
- Korap, Levent, 2009, "On the links between inflation, output growth and uncertainty: system-GARCH evidence from the Turkish economy," MPRA Paper, University Library of Munich, Germany, number 19054, Dec.
- Kalniņš, Juris Roberts & Skribans, Valerijs & Ozoliņš, Gints, 2009, "Lauksaimniecības nozares stratēģiskās attīstības sistēmdinamikas modelēšana
[System Dynamic Modelling of the Strategic Development of Agriculture]," MPRA Paper, University Library of Munich, Germany, number 19139. - Korap, Levent & Saatçioğlu, Cem, 2009, "New time series evidence for the causality relationship between inflation and inflation uncertainty in the Turkish economy," MPRA Paper, University Library of Munich, Germany, number 19246, Jul.
- Levent, Korap, 2009, "Enflasyon ve enflasyon belirsizliği ilişkisi için G7 ekonomileri üzerine bir inceleme
[An investigation for the inflation and inflation uncertainty relationship upon the G7 economies]," MPRA Paper, University Library of Munich, Germany, number 19478. - NR, Bhanumurthy & Kumawat, Lokendra, 2009, "External Shocks and the Indian Economy: Analyzing through a Small, Structural Quarterly Macroeconometric Model," MPRA Paper, University Library of Munich, Germany, number 19776, Nov.
- Koop, Gary & Korobilis, Dimitris, 2009, "Bayesian Multivariate Time Series Methods for Empirical Macroeconomics," MPRA Paper, University Library of Munich, Germany, number 20125, Sep.
- Skribans, Valerijs, 2009, "Būvniecības nozares prognozēšanas modelis
[Construction branch forecasting model]," MPRA Paper, University Library of Munich, Germany, number 20393, revised 2009. - Sarafidis, Vasilis & Weber, Neville, 2009, "To Pool or Not to Pool: A Partially Heterogeneous Framework," MPRA Paper, University Library of Munich, Germany, number 20814, Dec.
- Isaic-Maniu, Alexandru & Dragan, Irina-Maria, 2009, "The Risk of Operational Incidents in Banking Institutions," MPRA Paper, University Library of Munich, Germany, number 21622, Dec.
- Mullen, Katharine M. & Ardia, David & Gil, David L. & Windover, Donald & Cline, James, 2009, "DEoptim: An R Package for Global Optimization by Differential Evolution," MPRA Paper, University Library of Munich, Germany, number 21743, Dec, revised 26 Dec 2010.
- Bulla, Jan, 2009, "Hidden Markov models with t components. Increased persistence and other aspects," MPRA Paper, University Library of Munich, Germany, number 21830, Oct.
- Rubio, Gonzalo & Lozano, Martin, 2009, "Evaluating alternative methods for testing asset pricing models with historical data," MPRA Paper, University Library of Munich, Germany, number 23613, Sep.
- Lanne, Markku & Saikkonen, Pentti, 2009, "GMM Estimation with Noncausal Instruments," MPRA Paper, University Library of Munich, Germany, number 23649, Sep.
- Bandyopadhyay, Kaushik Ranjan, 2009, "Does OPEC act as a Residual Producer?," MPRA Paper, University Library of Munich, Germany, number 25841, revised 2010.
- Kahloul, Ines & Ben Mabrouk, Anouar & Hallara, Salah-Eddine, 2009, "Wavelet-Based Prediction for Governance, Diversi cation and Value Creation Variables," MPRA Paper, University Library of Munich, Germany, number 26484.
- Di Giulio, Daniele, 2009, "Bank lending to the production sector: credit crunch or extra-credit?," MPRA Paper, University Library of Munich, Germany, number 26824, Nov.
- Bationo, Rakissiwinde & Hounkpodote, Hilaire, 2009, "Estimation des changements des cours du café et du cacao: Filtre de Kalman, filtre de Hodrick-Prescott et modélisation à partir de processus markovien
[Estimated Changes in Prices of Coffee and Cocoa: Kalman Filter, Hodrick-Prescott Filter and Mod," MPRA Paper, University Library of Munich, Germany, number 26980, May, revised Nov 2010. - Skribans, Valerijs, 2009, "Nodokļu ieņēmumu modelēšana, izmantojot sistēmdinamikas metodi
[Taxes income modeling with system dynamic method]," MPRA Paper, University Library of Munich, Germany, number 27096. - Kapounek, Svatopluk, 2009, "Estimation of the Business Cycles - Selected Methodological Problems of the Hodrick-Prescott Filter Application," MPRA Paper, University Library of Munich, Germany, number 27567, Sep.
- Hasanov, Fakhri, 2009, "Analyzing price level in a booming economy: the case of Azerbaijan," MPRA Paper, University Library of Munich, Germany, number 29555.
- Janczura, Joanna & Wyłomańska, Agnieszka, 2009, "Subdynamics of financial data from fractional Fokker-Planck equation," MPRA Paper, University Library of Munich, Germany, number 30649, Jan.
- Ciliberto, Federico & Tamer, Elie, 2009, "Market structure and multiple equilibria in airline markets," MPRA Paper, University Library of Munich, Germany, number 38635, Nov.
- Youssef, Ahmed H. & Abonazel, Mohamed R., 2009, "A Comparative Study for Estimation Parameters in Panel Data Model," MPRA Paper, University Library of Munich, Germany, number 49713, May.
- Bhati, Avinash, 2009, "Motivational structures underlying judicial discretion: An information theoretic investigation," MPRA Paper, University Library of Munich, Germany, number 57834, Jan.
- Doojav, Gan-Ochir, 2009, "Exchange rate pass-through to inflation in Mongolia," MPRA Paper, University Library of Munich, Germany, number 72140, Feb, revised Feb 2009.
- Ruthira Naraidoo & Rangan Gupta, 2009, "Modelling monetary policy in South Africa: Focus on inflation targeting era using a simple learning rule," Working Papers, University of Pretoria, Department of Economics, number 200904, Jan.
- Costas Milas & Ruthira Naraidoo, 2009, "Financial Market Conditions, Real Time, Nonlinearity and European Central Bank Monetary Policy: In-Sample and Out-of-Sample Assessment," Working Papers, University of Pretoria, Department of Economics, number 200923, Oct.
- Petre Caraiani, 2009, "An Estimation of Output Gap in Romanian Economy Using the DSGE Approach," Prague Economic Papers, Prague University of Economics and Business, volume 2009, issue 4, pages 366-379, DOI: 10.18267/j.pep.360.
- Joanna Bęza-Bojanowska, 2009, "Behavioral and Permanent Zloty/Euro Equilibrium," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 1, issue 1, pages 35-55, March.
- Monika Oleksiak, 2009, "Satisfaction Drivers in Retail Banking: Comparison of Partial Least Squares and Covariance Based Methods," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 1, issue 1, pages 83-102, March.
- Jacek Osiewalski & Anna Pajor, 2009, "Bayesian Analysis for Hybrid MSF-SBEKK Models of Multivariate Volatility," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 1, issue 2, pages 179-202, November.
- Nikolay Iskrev, 2009, "Local Identification in DSGE Models," Working Papers, Banco de Portugal, Economics and Research Department, number w200907.
- Rita Duarte, 2009, "The dynamic effects of shocks to wages and prices in the United States and the Euro Area," Working Papers, Banco de Portugal, Economics and Research Department, number w200915.
- Jesús T. Pastora & C.A. Knox Lovell & Juan Aparicioc, 2009, "Families of Linear Efficiency Programs based on Debreu's Loss Function," CEPA Working Papers Series, School of Economics, University of Queensland, Australia, number WP042009.
- Martin Fukac & Adrian Pagan, 2009, "Structural Macro-Econometric Modelling in a Policy Environment," NCER Working Paper Series, National Centre for Econometric Research, number 50, Nov.
- Fabienne Féménia & Alexandre Gohin, 2009, "Estimating censored and non homothetic demand systems: the generalized maximum entropy approach," Working Papers SMART, INRAE UMR SMART, number 09-12.
- Maria Espinosa-Goded & Pierre Dupraz & Jesùs Barreiro-Hurlé, 2009, "Fixed costs involved in crop pattern changes and agri-environmental schemes," Working Papers SMART, INRAE UMR SMART, number 09-15.
- Alain Carpentier & Elodie Letort, 2009, "Modeling acreage decisions within the multinomial Logit framework," Working Papers SMART, INRAE UMR SMART, number 09-17.
- Benjamin Keen, 2009, "Code and data files for "Output, Inflation, and Interest Rates in an Estimated Optimizing Model of Monetary Policy"," Computer Codes, Review of Economic Dynamics, number 04-82, revised .
- Benjamin Keen, 2009, "Output, Inflation, and Interest Rates in an Estimated Optimizing Model of Monetary Policy," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 12, issue 2, pages 327-343, April, DOI: 10.1016/j.red.2008.08.003.
- Martin Uribe & Stephanie Schmitt-Grohe, 2009, "What's News in Business Cycles," 2009 Meeting Papers, Society for Economic Dynamics, number 135.
- Jorge Rodríguez-Vález & Antonio Álvarez Pinilla & Esteban Fernández Vázquez & Carlos Arias Sampedro, 2009, "La contribución de las infraestructuras a la producción: estimación por máxima entropía," Revista de Economia Aplicada, Universidad de Zaragoza, Departamento de Estructura Economica y Economia Publica, volume 17, issue 2, pages 76-96, Autumn.
- Andros Kourtellos & Thanasis Stengos & Chih Ming Tan, 2009, "Structural Threshold Regression," Working Paper series, Rimini Centre for Economic Analysis, number 22_09, Jan.
- Alessandro Flamini & Costas Milas, 2009, "Real-time Optimal Monetary Policy with Undistinguishable Model Parameters and Shock Processes Uncertainty," Working Paper series, Rimini Centre for Economic Analysis, number 38_09, Jan.
- Costas Milas & Ruthira Naraidoo, 2009, "Financial Market Conditions, Real Time, Nonlinearity and European Central Bank Monetary Policy: In-Sample and Out-of-Sample Assessment," Working Paper series, Rimini Centre for Economic Analysis, number 42_09, Jan.
- Gary Koop & Dimitris Korobilis, 2009, "Bayesian Multivariate Time Series Methods for Empirical Macroeconomics," Working Paper series, Rimini Centre for Economic Analysis, number 47_09, Jan.
- Marina Lifshits, 2009, "Analysis of Net Migration Factors as the Basis for an Optimal Migration Policy," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 16, issue 4, pages 85-115.
- Sergei Aivazian & Mikhail Afanasiev & Alexander Afanasyev, 2009, "Economic Efficiency Estimation of Banks’ Activities Directed at Loans Products Advertisement," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 16, issue 4, pages 46-59.
- Muhammad Zakaria & Eatzaz Ahmad, 2009, "Productivity Shocks and Nominal Exchange Rate Variability: a Case Study of Pakistan," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 24, pages 175-189.
- Pavelescu, Florin Marius, 2009, "A Review Of Student Test Properties In Condition Of Multifactorial Linear Regression," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 6, issue 1, pages 63-75, March.
- Tudor, Cristiana, 2009, "Price Ratios and the Cross-section of Common Stock Returns on Bucharest Stock Exchange: Empirical Evidence," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 6, issue 2, pages 132-146, June.
- Stefanescu, Stefan, 2009, "About a Nonlinear Two-Parameter Prediction Model Used for Investigating the Distribution of CO2 Emission in Europe," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 6, issue 2, pages 52-63, June.
- Stefan, Marius, 2009, "Prediction of a Small Area Mean for an Infinite Population when the Variance Components Are Random," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 6, issue 3, pages 22-33, September.
- Scutaru, Cornelia & Saman, Corina & Stanica, Cristian, 2009, "The Relation between Predictability and Complexity: Domestic and Public Consumption in the Romanian Economy," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 6, issue 3, pages 34-46, September.
- Yay, Turan & Tastan, Huseyin, 2009, "Growth of Public Expenditures in Turkey during the 1950-2004 Period: An Econometric Analysis," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 101-118, December.
- Georgeta-Narcisa CIOBOTAR, 2009, "Statistical Models Used In Project Management," Proceedings of the 4th International Conference on Knowledge Management: Projects, Systems and Technologies,Bucharest, November 6-7 2009, Faculty of Economic Cybernetics, Statistics and Informatics, Academy of Economic Studies and National Defence University "Carol I", DEPARTMENT FOR MANAGEMENT OF THE DEFENCE RESOURCES AND EDUCATION, number 36, Aug.
- Constantin OPREAN & Alina Mihaela VANU & Amelia BUCUR, 2009, "Organizational Wellness Modeling," REVISTA DE MANAGEMENT COMPARAT INTERNATIONAL/REVIEW OF INTERNATIONAL COMPARATIVE MANAGEMENT, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, volume 10, issue 4, pages 622-632, October.
- Cathy Ning & Dinghai Xu & Tony Wirjanto, 2009, "Modeling Asymmetric Volatility Clusters Using Copulas and High Frequency Data," Working Papers, Toronto Metropolitan University, Department of Economics, number 006, Nov.
- Cathy Ning, 2009, "Extreme Dependence in International Stock Markets," Working Papers, Toronto Metropolitan University, Department of Economics, number 008, Nov.
- Michail Karoglou, 2009, "Stock Market Efficiency before and after a Financial Liberalisation Reform," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 8, issue 3, pages 315-340, September, DOI: 10.1177/097265270900800304.
- J.M. Ananda Jayawickrama, 2009, "Modelling Trade Sector and Trade Shocks in a Small Open Economy," South Asia Economic Journal, Institute of Policy Studies of Sri Lanka, volume 10, issue 1, pages 81-103, January, DOI: 10.1177/139156140901000104.
- Christian Müller-Kademann, 2009, "Biased Estimation in a Simple Extension of a Standard Error Correction Model," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), volume 145, issue I, pages 37-60, March.
- Jan Kovacs, 2009, "Managerial Function In The Process Efficiency Monitoring And Measurement," Journal of Academic Research in Economics, Spiru Haret University, Faculty of Accounting and Financial Management Constanta, volume 1, issue 2 (Octobe, pages 155-173.
- Mark Cullen & Liran Einav & Amy Finkelstein, , "Estimating Welfare in Insurance Markets Using Variation in Prices," Discussion Papers, Stanford Institute for Economic Policy Research, number 08-046.
- Liangjun Su & Zhenlin Yang, 2009, "Asymptotics and Bootstrap for Transformed Panel Data Regressions," Working Papers, Singapore Management University, School of Economics, number 03-2009, Jan.
- Matteo Bonato & Massimiliano Caporin & Angelo Ranaldo, 2009, "Forecasting realized (co)variances with a block structure Wishart autoregressive model," Working Papers, Swiss National Bank, number 2009-03.
- Dong-hyun Oh & Almas Heshmati & Hans Loof, 2009, "Total Factor Productivity of Korean Manufacturing Industries: Comparison of Competing Models with Firm-Level Data," TEMEP Discussion Papers, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), number 200922, Oct, revised Nov 2009.
- Martin Andersson & Urban Gråsjö, 2009, "Spatial dependence and the representation of space in empirical models," The Annals of Regional Science, Springer;Western Regional Science Association, volume 43, issue 1, pages 159-180, March, DOI: 10.1007/s00168-008-0211-5.
- Miguel Jerez & José Casals & Sonia Sotoca, 2009, "Likelihood stabilization for ill-conditioned vector GARCH models," Computational Statistics, Springer, volume 24, issue 1, pages 15-35, February, DOI: 10.1007/s00180-007-0104-6.
- Erling Larsen, 2009, "Using inverted Engel curves to estimate material standards of living in a household," Empirical Economics, Springer, volume 36, issue 1, pages 109-132, February, DOI: 10.1007/s00181-008-0189-y.
- Rafael Weißbach & Patrick Tschiersch & Claudia Lawrenz, 2009, "Testing time-homogeneity of rating transitions after origination of debt," Empirical Economics, Springer, volume 36, issue 3, pages 575-596, June, DOI: 10.1007/s00181-008-0212-3.
- Michael Arghyrou, 2009, "Monetary policy before and after the euro: evidence from Greece," Empirical Economics, Springer, volume 36, issue 3, pages 621-643, June, DOI: 10.1007/s00181-008-0216-z.
- Angelos Kanas, 2009, "The relation between the equity risk premium and the bond maturity premium in the UK: 1900–2006," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 33, issue 2, pages 111-127, April, DOI: 10.1007/s12197-008-9038-2.
- Hiroaki Ino & Tomohiko Kawamori, 2009, "Oligopoly with a large number of competitors: asymmetric limit result," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 39, issue 2, pages 331-352, May, DOI: 10.1007/s00199-008-0344-x.
- Hiroaki Ino & Tomohiko Kawamori, 2009, "Oligopoly with a large number of competitors: asymmetric limit result," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 39, issue 2, pages 353-353, May, DOI: 10.1007/s00199-008-0353-9.
- Rafał Weron, 2009, "Heavy-tails and regime-switching in electricity prices," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), volume 69, issue 3, pages 457-473, July, DOI: 10.1007/s00186-008-0247-4.
- Davide Ferrari & Sandra Paterlini, 2009, "The Maximum Lq-Likelihood Method: An Application to Extreme Quantile Estimation in Finance," Methodology and Computing in Applied Probability, Springer, volume 11, issue 1, pages 3-19, March, DOI: 10.1007/s11009-007-9063-1.
- José Dias Curto & João Tomaz & José Castro Pinto, 2009, "A new approach to bad news effects on volatility: the multiple-sign-volume sensitive regime EGARCH model (MSV-EGARCH)," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, volume 8, issue 1, pages 23-36, April, DOI: 10.1007/s10258-009-0037-9.
- Dirk Temme & Lutz Hildebrandt, 2009, "Gruppenvergleiche bei hypothetischen Konstrukten — Die Prüfung der Übereinstimmung von Messmodellen mit der Strukturgleichungsmethodik," Schmalenbach Journal of Business Research, Springer, volume 61, issue 2, pages 138-185, March, DOI: 10.1007/BF03372818.
- Annastiina Silvennoinen & Timo Teräsvirta, 2009, "Multivariate GARCH Models," Springer Books, Springer, chapter 9, in: Thomas Mikosch & Jens-Peter Kreiß & Richard A. Davis & Torben Gustav Andersen, "Handbook of Financial Time Series", DOI: 10.1007/978-3-540-71297-8_9.
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