Research classified by Journal of Economic Literature (JEL) codes

1. Sign Restrictions

2009

• 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 Coc," 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.
• John Foster & Jason Potts, 2009, "A micro-meso-macro perspective on the methodology of evolutionary economics: Integrating history, simulation and econometrics," Springer Books, Springer, in: Uwe Cantner & Jean-Luc Gaffard & Lionel Nesta, "Schumpeterian Perspectives on Innovation, Competition and Growth", DOI: 10.1007/978-3-540-93777-7_5.
• Margherita Velucchi, 2009, "Regime switching: Italian financial markets over a century," Statistical Methods & Applications, Springer;Società Italiana di Statistica, volume 18, issue 1, pages 67-86, March, DOI: 10.1007/s10260-007-0075-3.
• António Duarte, 2009, "The Portuguese Disinflation Process: Analysis of Some Costs and Benefits," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), volume 16, issue 1, pages 157-173, May, DOI: 10.1007/s11300-009-0054-5.
• Andrea Petrella & Sandro Sapio, 2009, "How does market architecture affect price dynamics ? A time series analysis of the Italian day-ahead electricity prices," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2009/20, Dec.
• Arvid Raknerud & Øivind Skare, 2009, "Indirect inference methods for stochastic volatility models based on non-Gaussian Ornstein-Uhlenbeck processes," Discussion Papers, Statistics Norway, Research Department, number 601, Dec.
• D. Sornette & A. Saichev & V. Filimonov, 2009, "Most Efficient Homogeneous Volatility Estimators," Working Papers, ETH Zurich, Chair of Systems Design, number CCSS-09-00007, Oct.
• Judita Jurasekova Kucserova, 2009, "Effects of Monetary Policy Shocks in Slovakia," Working and Discussion Papers, Research Department, National Bank of Slovakia, number DP 1/2009, Jul.
• Chris Elbers & Jan Willem Gunning & Lei Pan, 2009, "Insurance and rural welfare: what can panel data tell us?," Applied Economics, Taylor & Francis Journals, volume 41, issue 24, pages 3093-3101, DOI: 10.1080/00036840701367614.
• Dominique Guegan & Jing Zang, 2009, "Pricing bivariate option under GARCH-GH model with dynamic copula: application for Chinese market," The European Journal of Finance, Taylor & Francis Journals, volume 15, issue 7-8, pages 777-795, DOI: 10.1080/13518470902895344.
• Jesus Otero & Manuel Ramirez, 2009, "Modelling the monetary policy reaction function of the Colombian Central Bank," Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, volume 2, issue 1, pages 3-11, DOI: 10.1080/17520840902726193.
• Joaquim J.S. Ramalho & Jacinto Vidigal da Silva, 2009, "A two-part fractional regression model for the financial leverage decisions of micro, small, medium and large firms," Quantitative Finance, Taylor & Francis Journals, volume 9, issue 5, pages 621-636, DOI: 10.1080/14697680802448777.
• George Woodward & Heather Anderson, 2009, "Does beta react to market conditions? Estimates of 'bull' and 'bear' betas using a nonlinear market model with an endogenous threshold parameter," Quantitative Finance, Taylor & Francis Journals, volume 9, issue 8, pages 913-924, DOI: 10.1080/14697680802595643.
• Chris Elbers & Jan Willem Gunning & Melinda Vigh, 2009, "Investment under Risk with Discrete and Continuous Assets," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 09-054/2, Jun.
• Jose Angelo Divino & Michael McAleer, 2009, "Modelling and Forecasting Daily International Mass Tourism to Peru," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-651, Aug.
• Roengchai Tansuchat & Chia-Lin Chang & Michael McAleer, 2009, "Modelling Long Memory Volatility in Agricultural Commodity Futures Returns," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-680, Oct.
• Jouchi Nakajima & Tsuyoshi Kunihama & Yasuhiro Omori & Sylvia Fruhwirth-Schnatter, 2009, "Generalized extreme value distribution with time-dependence using the AR and MA models in state space form," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-689, Nov.
• Manabu Asai & Massimiliano Caporin & Michael McAleer, 2009, "Block Structure Multivariate Stochastic Volatility Models," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-699, Dec.
• Victor Aguirregabiria & Cesar Alonso-Borrego, 2009, "Labor Contracts and Flexibility: Evidence from a Labor Market Reform in Spain," Working Papers, University of Toronto, Department of Economics, number tecipa-346, Feb.
• Aloysius Siow, 2009, "Testing Becker's Theory of Positive Assortative Matching," Working Papers, University of Toronto, Department of Economics, number tecipa-356, Apr.
• Andros Kourtellos & Thanasis Strengos & Chih Ming Tan, 2009, "Do Institutions Rule? The Role of Heterogeneity in the Institutions vs. Geography Debate," Discussion Papers Series, Department of Economics, Tufts University, Department of Economics, Tufts University, number 0735.
• Michael Daly & Liam Delaney & Colm Harmon & Peter Doran & Malcolm MacLachlan, 2009, "Naturalistic monitoring of the affect-heart rate relationship: A Day Reconstruction Study," Working Papers, Geary Institute, University College Dublin, number 200901, Jan.
• Massimiliano Caporin & Michael McAleer, 2009, "Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2009-11.
• Jose Angelo Divino & Michael McAleer, 2009, "Modelling the Growth and Volatility in Daily International Mass Tourism to Peru," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2009-15.
• D. (Derek) Bond & Michael J. Harrison & Edward J. (Edward Joseph) O'Brien, 2009, "Exploring long memory and nonlinearity in Irish real exchange Rates using tests based on semiparametric estimation," Working Papers, School of Economics, University College Dublin, number 200901, Jan.
• Luis A. Gil-Alana & Antonio Moreno, 2009, "Fractional Integration and Structural Breaks in U.S. Macro Dynamics," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 02/09, Jan.
• Ringle, C.M. & Götz, O & Wetzels, M.G.M. & Wilson, B, 2009, "On the Use of Formative Measurement Specifications in Structural Equation Modelling: A Monte Carlo Simulation Study to Compare Covariance-Based and Partial Least Squares Model Estimation Methodologies," Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR), number 014, Jan, DOI: 10.26481/umamet.2009014.
• Francesco Audrino & Kameliya Filipova, 2009, "Yield Curve Predictability, Regimes, and Macroeconomic Information: A Data-Driven Approach," University of St. Gallen Department of Economics working paper series 2009, Department of Economics, University of St. Gallen, number 2009-10, May.
• Randall S. Rosenberger & Robert J. Johnston, 2009, "Selection Effects in Meta-Analysis and Benefit Transfer: Avoiding Unintended Consequences," Land Economics, University of Wisconsin Press, volume 85, issue 3, pages 410-428.
• Ana I. Sanjuán & Philip J. Dawson & Lionel J. Hubbard & Sawako Shigeto, 2009, "Rents and Land Prices in Japan: A Panel Cointegration Approach," Land Economics, University of Wisconsin Press, volume 85, issue 4, pages 587-597.
• Asen Ivanov, 2009, "Attitudes to Ambiguity in One-Shot Normal-Form Games: An Experimental Study," Working Papers, VCU School of Business, Department of Economics, number 0902, Aug.
• Fabienne Bonetto & Srdjan Redžepagić & Anna Tykhonenko, 2009, "Balkan Countries: Catching Up and their Integration in the European Financial System," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 56, issue 4, pages 475-489.
• 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, DOI: 10.1111/j.1538-4616.2009.00224.x.
• Stephen G. Hall & George Hondroyiannis & P. A. V. B. Swamy & G. S. Tavlas, 2009, "The New Keynesian Phillips Curve and Lagged Inflation: A Case of Spurious Correlation?," Southern Economic Journal, John Wiley & Sons, volume 76, issue 2, pages 467-481, October, DOI: 10.4284/sej.2009.76.2.467.
• Joanna Beza-Bojanowska, 2009, "Behavioral and Permanent Zloty/Euro Equilibrium," Working Papers, Department of Applied Econometrics, Warsaw School of Economics, number 31, Feb.
• Monika Oleksiak, 2009, "Satisfaction Drivers in Retail Banking: Comparison of Partial Least Squares and Covariance Based Methods," Working Papers, Department of Applied Econometrics, Warsaw School of Economics, number 34, Mar.
• Alvaro Escribano & J. Luis Guasch & Manuel De Orte & Jorge Pena, 2009, "Investment Climate Assessment In Indonesia, Malaysia, The Philippines And Thailand: Results From Pooling Firm-Level Data," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 54, issue 03, pages 335-366, DOI: 10.1142/S0217590809003379.
• Christoph Hauser & Michael Pfaffermayr & Gottfried Tappeiner & Janette Walde, 2009, "Social Capital Formation And Intra Familial Correlation: A Social Panel Perspective," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 54, issue 03, pages 473-488, DOI: 10.1142/S0217590809003434.
• Mohd Tahir Ismail & Zaidi Bin Isa, 2009, "Modeling The Interactions Of Stock Price And Exchange Rate In Malaysia," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 54, issue 04, pages 605-619, DOI: 10.1142/S0217590809003471.
• K. Batu Tunay, 2009, "Uzay-Zaman Ardışık Bağlanım Hareketli Ortalama (UZABHO) Modelleri ve Tahmin Süreci: Türkiye’de Bölgesel Banka Mevduatları Üzerine Bir Uygulama," Working Papers, Yildiz Technical University, Department of Economics, number 0027, Dec, revised Dec 2009.
• K. Batu Tunay, 2009, "Türkiye’de Enflasyon ve Nispi Fiyat Değişkenliği İlişkisi: VABHO Modelleriyle Bir Uzun Dönem Analizi," Working Papers, Yildiz Technical University, Department of Economics, number 0028, Dec, revised Dec 2009.
• Deb P & Trivedi PK & Zimmer DM, 2009, "Dynamic Cost-offsets of Prescription Drug Expenditures: Panel Data Analysis Using a Copula-based Hurdle Model," Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York, number 09/15, Jul.
• Quinn C, 2009, "Measuring income-related inequalities in health using a parametric dependence function," Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York, number 09/24, Jul.
• Juselius, Mikael & Kim, Moshe & Ringbom, Staffan, 2009, "Do markup dynamics reflect fundamentals or changes in conduct?," Bank of Finland Research Discussion Papers, Bank of Finland, number 12/2009.
• Möbert, Jochen, 2009, "Unterschiedliche Markteinschätzungen von Spekulanten als Determinante des Rohölpreises," Research Notes, Deutsche Bank Research, number 32.
• Möbert, Jochen, 2009, "Do speculators drive crude oil prices? Dispersion in beliefs as a price determinant," Research Notes, Deutsche Bank Research, number 32e.
• Schlüter, Stephan, 2009, "A two-factor model for electricity prices with dynamic volatility," FAU Discussion Papers in Economics, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics, number 04/2009.
• Belke, Ansgar & Goecke, Matthias & Guenther, Martin, 2009, "When Does It Hurt? The Exchange Rate ""Pain Threshold"" for German Exports," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 148.
• Vance, Colin & Mehlin, Markus, 2009, "Tax Policy and CO₂ Emissions – An Econometric Analysis of the German Automobile Market," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 89.
• Chen, Ying & Härdle, Wolfgang Karl & Pigorsch, Uta, 2009, "Localized realized volatility modelling," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2009-003.
• Grajek, Michał & Röller, Lars-Hendrik, 2009, "Regulation and investment in network industries: Evidence from European telecoms," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2009-039.
• Gürtler, Marc & Kreiss, Jens-Peter & Rauh, Ronald, 2009, "A non-stationary approach for financial returns with nonparametric heteroscedasticity," Working Papers, Technische Universität Braunschweig, Institute of Finance, number IF31V2.
• Rudolph, Stephan, 2009, "The gravity equation with micro-founded trade costs," Dresden Discussion Paper Series in Economics, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics, number 11/09.
• Tangian, Andranik, 2009, "Towards computer-aided collective bargaining: Enhancing the trade unions position under flexicurity," WSI Working Papers, The Institute of Economic and Social Research (WSI), Hans Böckler Foundation, number 165.
• Tangian, Andranik, 2009, "Six families of flexicurity indicators developed at the Hans Boeckler Foundation," WSI Working Papers, The Institute of Economic and Social Research (WSI), Hans Böckler Foundation, number 168.
• Belke, Ansgar & Göcke, Matthias & Guenther, Martin, 2009, "When does it hurt? The exchange rate "pain threshold" for German exports," Discussion Papers, Justus Liebig University Giessen, Center for international Development and Environmental Research (ZEU), number 45.
• Klarl, Torben, 2009, "Knowledge diffusion and knowledge transfer: two sides of the medal," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 09-080.
• Michael Cohen, 2009, "A Structured Covariance Probit Demand Model," Food Marketing Policy Center Research Reports, University of Connecticut, Department of Agricultural and Resource Economics, Charles J. Zwick Center for Food and Resource Policy, number 123, Oct.

2008

• Carlos Robalo Marques, 2008, "Wage and Price Dynamics in Portugal," Working Papers, Banco de Portugal, Economics and Research Department, number w200815.
• Andrea Carriero & George Kapetanios & Massimiliano Marcellino, 2008, "A Shrinkage Instrumental Variable Estimator for Large Datasets," Working Papers, Queen Mary University of London, School of Economics and Finance, number 626, Mar.
• George Kapetanios & Massimiliano Marcellino, 2008, "Cross-sectional Averaging and Instrumental Variable Estimation with Many Weak Instruments," Working Papers, Queen Mary University of London, School of Economics and Finance, number 627, Mar.
• Mardi Dungey & George Milunovich & Susan Thorp, 2008, "Unobservable Shocks as Carriers of Contagion: A Dynamic Analysis Using Identified Structural GARCH," NCER Working Paper Series, National Centre for Econometric Research, number 22, Feb.
• Richard Finlay & Mark Chambers, 2008, "A Term Structure Decomposition of the Australian Yield Curve," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2008-09, Dec.
• Franz Fuerst, 2008, "Office Rent Determinants: a Hedonic Panel Analysis," Real Estate & Planning Working Papers, Henley Business School, University of Reading, number rep-wp2008-12.
• Cristiana Tudor, 2008, "Modelarea volatilitatii seriilor de timp prin modele GARCH simetrice," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 11, issue 30, pages 183-208, (4).
• Modest Fluvià & Ricard Rigall-i-Torrent & Anna Garriga, 2008, "Déficit en la provisión local de servicios públicos y tipología municipal," Revista de Economia Aplicada, Universidad de Zaragoza, Departamento de Estructura Economica y Economia Publica, volume 16, issue 3, pages 111-132, Winter.
• Andros Kourtellos & Thanasis Stengos & Chih Ming Tan, 2008, "THRET: Threshold Regression with Endogenous Threshold Variables," Working Paper series, Rimini Centre for Economic Analysis, number 05_08, Jan.
• Christopher Martin & Costas Milas, 2008, "The Sub-Prime Crisis and UK Monetary Policy," Working Paper series, Rimini Centre for Economic Analysis, number 31_08, Jan.
• Mikhail Kravtsov & Mikalai Burdyka & Burdyka Haspadarets & Natallia Shynkevich & Andrei Kartun, 2008, "An Econometric Macroeconomic Model for Analysis and Forecasting of Key Indicators of the Belarusian Economy," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 10, issue 2, pages 21-43.
• Georg Erber & Reinhard Madlener, 2008, "Impact of ICT and Human Skills on the European Financial Intermediation Sector," FCN Working Papers, E.ON Energy Research Center, Future Energy Consumer Needs and Behavior (FCN), number 5/2008, Sep.
• Ian Herbert & Yoshikatsu Shinozawa & Mark Tippett, 2008, "Profitability, balance sheet data, real options and the valuation of equity," Journal of Financial Transformation, Capco Institute, volume 22, pages 195-201.
• Stefananescu, Stefan, 2008, "Measuring the Socio-Economic Bipolarization Phenomenon," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 5, issue 1, pages 149-161, March.
• Ciuiu, Daniel, 2008, "Pattern Classification Using Secondary Components Perceptron and Economic Applications," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 5, issue 2, pages 51-66, June.
• Ruxanda, Gheorghe & Botezatu, Andreea, 2008, "Spurious Regression And Cointegration. Numerical Example: Romania’S M2 Money Demand," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 5, issue 3, pages 51-62, September.
• Scutaru, Cornelia & Saman, Corina & Stanica, Cristian, 2008, "Predictability And Complexity In Macroeconomics. The Case Of Gross Fixed Capital Formation In The Romanian Economy," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 5, issue 4, pages 196-205, December.
• Stefania Gabriele & Corrado Pollastri & Michele Raitano, 2008, "Assessing the Increase of Italian Families Perceived Vulnerability," Rivista di Politica Economica, SIPI Spa, volume 98, issue 5, pages 293-324, September.
• Frank M. Spinath, 2008, "Improvements and Future Challenges in the Field of Genetically Sensitive Sample Designs," RatSWD Working Papers, German Data Forum (RatSWD), number 45.
• Sean Holly & Ivan Petrella, 2008, "Factor demand linkages and the business cycle: interpreting aggregate fluctuations as sectoral fluctuations," CDMA Conference Paper Series, Centre for Dynamic Macroeconomic Analysis, number 0809, Jun.
• Urzúa, Carlos M., 2008, "A Back-of-the-Envelope Rule to Identify Atheoretical VARs," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, volume 28, issue 2, November.
• Clive Bowsher & Roland Meeks, 2008, "The Dynamics of Economic Functions: Modelling and Forecasting the Yield Curve," OFRC Working Papers Series, Oxford Financial Research Centre, number 2008fe24.
• Robert Aebi & Klaus Neusser & Peter Steiner, 2008, "Improving Models of Income Dynamics using Cross-Section-Information," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), volume 144, issue II, pages 117-151, June.
• Paulos Teckle & Matt Sutton, 2008, "How Do the Determinants of Demand for GP Visits Respond to Higher Supply? An Analysis of Grouped Counts," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), volume 144, issue III, pages 495-513, September.
• Mark Cullen & Liran Einav & Amy Finkelstein, , "Estimating Welfare in Insurance Markets Using Variation in Prices," Discussion Papers, Stanford Institute for Economic Policy Research, number 08-006.
• Jian Hu, 2008, "Dependence Structures in Chinese and U.S. Financial Markets: A Time-varying Conditional Copula Approach," Departmental Working Papers, Southern Methodist University, Department of Economics, number 0808, Sep, revised Nov 2008.
• Yoram Shiftan, 2008, "The use of activity-based modeling to analyze the effect of land-use policies on travel behavior," The Annals of Regional Science, Springer;Western Regional Science Association, volume 42, issue 1, pages 79-97, March, DOI: 10.1007/s00168-007-0139-1.
• Jörgen Hellström & Jonas Nordström, 2008, "A count data model with endogenous household specific censoring: the number of nights to stay," Empirical Economics, Springer, volume 35, issue 1, pages 179-192, August, DOI: 10.1007/s00181-007-0155-0.
• Yiguo Sun & Thanasis Stengos, 2008, "The absolute health income hypothesis revisited: a semiparametric quantile regression approach," Empirical Economics, Springer, volume 35, issue 2, pages 395-412, September, DOI: 10.1007/s00181-007-0164-z.
• Solveig Erlandsen & Ragnar Nymoen, 2008, "Consumption and population age structure," Journal of Population Economics, Springer;European Society for Population Economics, volume 21, issue 3, pages 505-520, July, DOI: 10.1007/s00148-006-0088-5.
• Bernhard Babel & Eckart Bomsdorf & Rafael Schmidt, 2008, "Forecasting German mortality using panel data procedures," Journal of Population Economics, Springer;European Society for Population Economics, volume 21, issue 3, pages 541-555, July, DOI: 10.1007/s00148-006-0097-4.
• Marco Bee & Giuseppe Espa, 2008, "A Monte Carlo EM algorithm for the estimation of a logistic auto-logistic model with missing data," Letters in Spatial and Resource Sciences, Springer, volume 1, issue 1, pages 45-54, July, DOI: 10.1007/s12076-008-0005-5.
• Stephanie E. Lang & Klaus Röder, 2008, "Die Kosten des Indextrackings — Eine Fallstudie über den Exchange Traded Fund DAX®EX," Schmalenbach Journal of Business Research, Springer, volume 60, issue 3, pages 298-321, May, DOI: 10.1007/BF03372796.
• John K. Dagsvik & Zhiyang Jia, 2008, "An Alternative Approach to Labor Supply Modeling. Emphasizing Job-type as Choice Variable," Discussion Papers, Statistics Norway, Research Department, number 550, Jul.
• Roger Hammersland, 2008, "Classical identification: A viable road for data to inform structural modeling," Discussion Papers, Statistics Norway, Research Department, number 562, Oct.
• Roger Hammersland & Dag Henning Jacobsen, 2008, "The Financial Accelerator: Evidence using a procedure of Structural Model Design," Discussion Papers, Statistics Norway, Research Department, number 569, Dec.
• Ali Choudhary & Adnan Haider, 2008, "Neural Network Models for Inflation Forecasting: An Appraisal," School of Economics Discussion Papers, School of Economics, University of Surrey, number 0808, Nov.
• Young-Bae Kim, 2008, "Is There A Trade-off Between Regional Growth and National Income? Theory and Evidence from the EU," School of Economics Discussion Papers, School of Economics, University of Surrey, number 1008, Nov.
• M. Kirbach & C. Schmiedeberg, 2008, "Innovation And Export Performance: Adjustment And Remaining Differences In East And West German Manufacturing," Economics of Innovation and New Technology, Taylor & Francis Journals, volume 17, issue 5, pages 435-457, DOI: 10.1080/10438590701357189.
• Fulvio Corsi & Stefan Mittnik & Christian Pigorsch & Uta Pigorsch, 2008, "The Volatility of Realized Volatility," Econometric Reviews, Taylor & Francis Journals, volume 27, issue 1-3, pages 46-78, DOI: 10.1080/07474930701853616.
• Wolfgang Hardle & Torsten Kleinow & Alexander Korostelev & Camille Logeay & Eckhard Platen, 2008, "Semiparametric diffusion estimation and application to a stock market index," Quantitative Finance, Taylor & Francis Journals, volume 8, issue 1, pages 81-92, DOI: 10.1080/14697680601026998.