Research classified by Journal of Economic Literature (JEL) codes

1. Sign Restrictions

1991

• Donald W.K. Andrews, 1991, "Exactly Unbiased Estimation of First Order Autoregressive-Unit Root Models," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 975, Apr.
• Hiro Y. Toda & Peter C.B. Phillips, 1991, "The Spurious Effect of Unit Roots on Exogeneity Tests in Vector Autoregressions: An Analytical Study," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 978, May.
• Peter C.B. Phillips & Werner Ploberger, 1991, "Time Series Modelling with a Bayesian Frame of Reference: 1. Concepts and Illustrations," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 980, May.
• Ariel Pakes, 1991, "Dynamic Structural Models: Problems and Prospects. Mixed Continuous Discrete Controls and Market Interactions," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 984, Jul.
• Peter C.B. Phillips, 1991, "Unit Roots," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 998, Oct.
• Peter C.B. Phillips, 1991, "The Tail Behavior of Maximum Likelihood Estimates of Cointegrating Coefficients in Error Correction Models," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 999, Oct.

1990

• Carmen M. Reinhart, 1990, "A Model of Adjustment and Growth: An Empirical Analysis," IMF Staff Papers, Palgrave Macmillan, volume 37, issue 1, pages 168-182, March.
• Reinhart, Carmen, 1990, "“A Model of Adjustment and Growth," MPRA Paper, University Library of Munich, Germany, number 8145, Mar.

1989

• Eliasson, Gunnar, 1989, "Modeling the Experimentally Organized Economy - Complex Dynamics in an Empirical Micro-Macro Model of Endogenous Economic Growth," Working Paper Series, Research Institute of Industrial Economics, number 220, May.
• Eliasson, Gunnar, 1989, "The MOSES Model - Database and Applications," Working Paper Series, Research Institute of Industrial Economics, number 222, Aug.
• Lallmahomed, Naguib & Taubert, Peter, 1989, "What can we learn from univariate time series models? The case of sugar production in Mauritius 1879-1987," MPRA Paper, University Library of Munich, Germany, number 40900, Feb.

1987

• Engle, Robert F & Granger, Clive W J, 1987, "Co-integration and Error Correction: Representation, Estimation, and Testing," Econometrica, Econometric Society, volume 55, issue 2, pages 251-276, March.

1986

• Bollerslev, Tim, 1986, "Generalized autoregressive conditional heteroskedasticity," Journal of Econometrics, Elsevier, volume 31, issue 3, pages 307-327, April.
• Tim Bollerslev, 1986, "Generalized autoregressive conditional heteroskedasticity," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI RP 1986/01, Sep.
• Edgar L. Feige, 1986, "A Re-Examination of the "Underground Economy" in the United States: A Comment on Tanzi," IMF Staff Papers, Palgrave Macmillan, volume 33, issue 4, pages 768-781, December.
• Fusari, Angelo, 1986, "A development model of a dualistic economy. The Italian case," MPRA Paper, University Library of Munich, Germany, number 74175, revised 1986.

1985

• Granstrand, Ove, 1985, "Measuring and Modeling Innovative New Entry in Swedish Industry," Working Paper Series, Research Institute of Industrial Economics, number 140, May.
• Grady, Patrick, 1985, "The state of the art in Canadian macroeconomic modelling," MPRA Paper, University Library of Munich, Germany, number 19474, Mar.

1984

• Eliasson, Gunnar, 1984, "The Firm and Financial Markets in the Swedish Micro-to-Macro Model (MOSES): Theory, Model and Verification," Working Paper Series, Research Institute of Industrial Economics, number 122, Apr.
• Brownstone, David, 1984, "Information Criterion and Estimation of Misspecified Qualitative Choice Models," Working Paper Series, Research Institute of Industrial Economics, number 128, Aug.

1983

• Bergman, Lars, 1983, "ELIAS – A Model of Multisectoral Economic Growth in a Small Open Economy," Working Paper Series, Research Institute of Industrial Economics, number 81, Feb.
• Eliasson, Gunnar, 1983, "The Swedish Micro-to-Macro Model: Idea, Design and Application," Working Paper Series, Research Institute of Industrial Economics, number 103, Oct.
• Eliasson, Gunnar, 1983, "Micro Heterogeneity of Firms and the Stability of Industrial Growth," Working Paper Series, Research Institute of Industrial Economics, number 117, Dec.
• Bergholm, Fredrik, 1983, "The MOSES Manual, Part 2, The Initialization Process," Working Paper Series, Research Institute of Industrial Economics, number 118, Dec.

1982

• Jansson, Leif & Nordström, Tomas & Ysander, Bengt-Christer, 1982, "The ISAC Model: Structure, Implementation and Stability," Working Paper Series, Research Institute of Industrial Economics, number 64, Apr.
• Albrecht, James W. & Lindberg, Tomas, 1982, "The Micro Initialization of MOSES," Working Paper Series, Research Institute of Industrial Economics, number 72, Dec.
• Bergholm, Fredrik, 1982, "The MOSES Manual, Part 1, How to Run the MOSES Model," Working Paper Series, Research Institute of Industrial Economics, number 75, Dec.
• Bianchi, Carlo & Calzolari, Giorgio & Sartori, Franco, 1982, "Stime 2SLS con componenti principali di un modello non lineare dell' economia italiana
  [2SLS with principal components: estimation of a nonlinear model of the Italian economy]," MPRA Paper, University Library of Munich, Germany, number 22665, revised 1982.

1981

• Jansson, Leif, 1981, "The Vintage Model for the Swedish Iron and Steel Industry," Working Paper Series, Research Institute of Industrial Economics, number 41, May.
• Jansson, Leif & Nordström, Tomas & Ysander, Bengt-Christer, 1981, "The Structure of the ISAC Model," Working Paper Series, Research Institute of Industrial Economics, number 42, May.
• Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo, 1981, "Alternative estimates of the Klein-I model," MPRA Paper, University Library of Munich, Germany, number 23337, Sep, revised Sep 1981.

1977

• Chris M. Alaouze, 1977, "Estimates of the elasticity of substitution between imported and domestically produced goods classified at the input-output level of aggregation," Centre of Policy Studies/IMPACT Centre Working Papers, Victoria University, Centre of Policy Studies/IMPACT Centre, number o-13, Oct.
• Chris M. Alaouze, 1977, "Estimation of the elasticity of substitution between imported and domestically produced intermediate inputs," Centre of Policy Studies/IMPACT Centre Working Papers, Victoria University, Centre of Policy Studies/IMPACT Centre, number op-16, Oct.

1976

• Chris M. Alaouze, 1976, "Estimation of the elasticity of substitution between imported and domestically produced intermediate inputs," Centre of Policy Studies/IMPACT Centre Working Papers, Victoria University, Centre of Policy Studies/IMPACT Centre, number op-07, Sep.

1974

• Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo & Sartori, Franco & Specioso, Isidoro, 1974, "Aggiornamento del modello al 1974 e nuove simulazioni
  [Updating the model and new simulations for 1974]," MPRA Paper, University Library of Munich, Germany, number 22677, revised 1975.

2

• Egwuma, Henry & Shamsudin, Mad Nasir & Mohamed, Zainalabidin & Kamarulzaman, Nitty Hirawaty & Wong, Kelly Kai Seng, 2016, "A Model For The Palm Oil Market In Nigeria: An Econometrics Approach," International Journal of Food and Agricultural Economics (IJFAEC), Alanya Alaaddin Keykubat University, Department of Economics and Finance, volume 4, issue 2, pages 1-17, April, DOI: 10.22004/ag.econ.234911.

0

• Boriss Siliverstovs, , "Multicointegration in US consumption data," Economics Working Papers, Department of Economics and Business Economics, Aarhus University, number 2001-6.
• Anna Christina D'Addio & Michael Rosholm, , "Left-Censoring in Duration Data: Theory and Applications," Economics Working Papers, Department of Economics and Business Economics, Aarhus University, number 2002-5.
• Torben B. Rasmussen, , "Affine Bond Pricing with a Mixture Distribution for Interest Rate Time-Series DynamicsCreation-Date: 20100225," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-11.
• Baneng Naape, 2023, "Tax Knowledge, Tax Complexity and Tax Compliance in South Africa," Finance, Accounting and Business Analysis, University of National and World Economy, Institute for Economics and Politics, volume 5, issue 1, pages 14-27, June.
• A. Grin' & M. Lychagin & A. Lychagin & E. Popov, 0, "Higher education and researoh institutions: new quantitative methods," University Management: Practice and Analysis, Federal State Autonomous Educational Institution of Higher Education «Ural Federal University named after the first President of Russia B.N.Yeltsin»; Non-Commercial Partnership “University Management: Practice and, issue 2.
• Carriquiry, Miguel, 2016, "An Examination Of The Relationship Between Biodiesel And Soybean Oil Prices Using An Asset Pricing Model," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts, Agricultural and Applied Economics Association, number 236167, May, DOI: 10.22004/ag.econ.236167.
• Cooper, Joseph & Delbecq, Benoît, 2014, "A multi-region approach to assessing fiscal and farm level consequences of government support for farm risk management," Bio-based and Applied Economics Journal, Italian Association of Agricultural and Applied Economics (AIEAA), volume 3, issue 3, pages 1-23, December, DOI: 10.22004/ag.econ.196654.
• G. Livan & S. Alfarano & E. Scalas, 2011, "The fine structure of spectral properties for random correlation matrices: an application to financial markets," Papers, arXiv.org, number 1102.4076, Feb.
• Claudio Albanese & Damiano Brigo & Frank Oertel, 2011, "Restructuring Counterparty Credit Risk," Papers, arXiv.org, number 1112.1607, Dec, revised May 2012.
• Jos'e Da Fonseca & Alessandro Gnoatto & Martino Grasselli, 2012, "A flexible matrix Libor model with smiles," Papers, arXiv.org, number 1203.4786, Mar.
• A. Gabrielsen & P. Zagaglia & A. Kirchner & Z. Liu, 2012, "Forecasting Value-at-Risk with Time-Varying Variance, Skewness and Kurtosis in an Exponential Weighted Moving Average Framework," Papers, arXiv.org, number 1206.1380, Jun.
• Muhammad Khan & Mazen Kebewar & Nikolay Nenovsky, 2013, "Inflation Uncertainty, Output Growth Uncertainty and Macroeconomic Performance: Comparing Alternative Exchange Rate Regimes in Eastern Europe," Papers, arXiv.org, number 1303.6192, Mar.
• Krenar Avdulaj & Jozef Barunik, 2013, "Can we still benefit from international diversification? The case of the Czech and German stock markets," Papers, arXiv.org, number 1308.6120, Aug, revised Sep 2013.
• Rui Vilela Mendes & M. J. Oliveira, 2006, "A data-reconstructed fractional volatility model," Papers, arXiv.org, number math/0602013, Feb, revised Jun 2007.
• Juan José Price & Arne Henningsen, , "A Ray-Based Input Distance Function to Model Zero-Valued Output Quantities: Derivation and an Empirical Application," Working Papers, International Society for Efficiency and Productivity Analysis, number 5.
• Nikolaos Kourogenis & Phoebe Koundouri, 2010, "On the Stationarity of Exhaustible Natural Resource Prices," DEOS Working Papers, Athens University of Economics and Business, number 1022, 00.
• Diego Mauricio Vásuez & Luis Fernando Melo, 2002, "Estimación de la Estructura a Plazos de las Tasas de Interés en Colombia por Medio del Método de Funciones B-Spline Cúbicas," Borradores de Economia, Banco de la Republica de Colombia, number 210, May, DOI: 10.32468/be.210.
• Andrés González & Luis Fernando Melo & Carlos Esteban Posada, 2006, "Inflación y dinero en Colombia: otro modelo P-estrella," Borradores de Economia, Banco de la Republica de Colombia, number 418, Nov, DOI: 10.32468/be.418.
• Hernán Rincón, 2007, "Financial Globalization, Economic Growth, and Macroeconomic Volatility," Borradores de Economia, Banco de la Republica de Colombia, number 430, Jan, DOI: 10.32468/be.430.
• Jacobo Campo Robledo, 2007, "Efecto de los cambios en el gasto y en los ingresos del gobierno sobre el PIB: Una caracterización empírica para Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 475, Dec.
• Andrés González & Hernán Rincón & Norberto Rodríguez, 2008, "La transmisión de los choques a la tasa de cambio sobre la inflación de los bienes importados en presencia de asimetrías," Borradores de Economia, Banco de la Republica de Colombia, number 532, Oct, DOI: 10.32468/be.532.
• Jorge Luis Hurtado Guarín & Luis Fernando Melo Velandia, 2010, "Una metodología multivariada de desagregación temporal," Borradores de Economia, Banco de la Republica de Colombia, number 586, Feb, DOI: 10.32468/be.586.
• Hernando Vargas & Carlos Varela & Yanneth R. Betancourt & Norberto Rodríguez, 2010, "Effects of Reserve Requirements in an Inflation Targeting Regime: The Case of Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 587, Feb, DOI: 10.32468/be.587.
• Jean Pietro Bonaldi, 2010, "Identification problems in the solution of linearized DSGE models," Borradores de Economia, Banco de la Republica de Colombia, number 593, Mar, DOI: 10.32468/be.593.
• Andrés González & Omar Mendoza & Hernán Rincón & Norberto Rodríguez, 2010, "Ciclo económico y efecto inflacionario de la depreciación de la moneda," Borradores de Economia, Banco de la Republica de Colombia, number 611, Jun, DOI: 10.32468/be.611.
• Juan Carlos Parra A. & Martha Misas A. & Enrique López E., 2010, "Heterogeneidad en la fijación de precios en Colombia: Análisis de sus determinantes a partir de modelos de conteo," Borradores de Economia, Banco de la Republica de Colombia, number 628, Nov, DOI: 10.32468/be.628.
• Javier Gutiérrez Rueda & Diego M. Vásquez E., 2008, "Un Análisis de Cointegración para el Riesgo de Crédito," Temas de Estabilidad Financiera, Banco de la Republica de Colombia, number 035, Sep, DOI: 10.32468/tef.35.
• Wilmar Cabrera & Jorge Hurtado & Miguel Morales & Juan Sebastián Rojas, 2014, "A Composite Indicator of Systemic Stress (CISS) for Colombia," Temas de Estabilidad Financiera, Banco de la Republica de Colombia, number 80, Jun, DOI: 10.32468/tef.80.
• Tom Doan, 2025, "UHLIGFUNCS: RATS procedure to compute criteria for Uhlig sign-restricted shocks," Statistical Software Components, Boston College Department of Economics, number RTS00217, revised .
• Tom Doan, 2025, "RATS programs to replicate Ireland's JEDC 2004 estimation of DSGE model," Statistical Software Components, Boston College Department of Economics, number RTZ00104, revised .
• Tom Doan, 2025, "RATS programs to replicate Uhlig's VAR identification technique," Statistical Software Components, Boston College Department of Economics, number RTZ00163, revised .
• Maria Karadima & Helen Louri, 2019, "Non-performing loans in the euro area: does market power matter?," Working Papers, Bank of Greece, number 271, Sep.
• Jeffrey Bernstein & Pierre Mohnen, , "International R&D Spillovers Between U.S. and Japanese R&D Intensive Sectors," Carleton Industrial Organization Research Unit (CIORU), Carleton University, Department of Economics, number 94-04.
• Philippe HUBER & Olivier SCAILLET & Maria-Pia VICTORIA-FESER, 2008, "Assessing multivariate predictors of financial market movements: A latent factor framework for ordinal data," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 08-45, Dec.
• Alexander I. SAICHEV & Didier SORNETTE & Vladimir FILIMONOV, 2009, "Most Efficient Homogeneous Volatility Estimators," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 09-35, Aug.
• Judith WIESINGER & Didier SORNETTE & Jeffrey SATINOVER, 2010, "Reverse Engineering Financial Markets with Majority and MinorityGames using Genetic Algorithms," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 10-08, Mar.
• Eric JONDEAU & Michael ROCKINGER, 2010, "Portfolio Allocation for European Markets with Predictability and Parameter Uncertainty," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 10-41, Aug.
• Eric JONDEAU & Emmanuel JURCZENKO & Michael ROCKINGER, 2010, "Moment Component Analysis: An Illustration with International Stock Markets," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 10-43, Sep.
• Patrick GAGLIARDINI & Elisa OSSOLA & Olivier SCAILLET, 2011, "Time-Varying Risk Premium In Large Cross-Sectional Equidity Datasets," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-40, Aug.
• Patrick GAGLIARDINI & Elisa OSSOLA & Olivier SCAILLET, 2011, "Time-Varying Risk Premium In Large Cross-Sectional Equidity Datasets," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-41, Aug.
• Marc S. Paolella, 2011, "Multivariate Asset Return Prediction with Mixture Models," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-52, Nov.
• Giovanni Barone-Adesi & Nicola Carcano & Hakim Dall'O, 2012, "Managing the Risks of Corporate Bond Portfolios: New Evidence in the Light of the Sub-Prime Crisis," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 12-04, Feb.
• Damir Filipović, 2012, "Affine Variance Swap Curve Models," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 12-14, Apr.
• Markus Leippold & Jacob Stromberg, 2012, "Time-Changed Lévy LIBOR Market Model: Pricing and Joint Estimation of the Cap Surface and Swaption Cube," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 12-23, May.
• Maria Putintseva, 2012, "Mixture Normal Conditional Correlation Models," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 12-41, Dec.
• Jochen KRAUSE & Marc S. PAOLELLA, 2014, "A Fast, Accurate Method for Value at Risk and Expected Shortfall," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-40, Jun.
• Apostolos Serletis & Ali Jadidzadeh, , "The Demand for Assets and Optimal Monetary Aggregation," Working Papers, Department of Economics, University of Calgary, number 2018-05, revised 26 Jun 2018.
• Apostolos Serletis & Libo Xu, , "Consumption, Leisure, and Money," Working Papers, Department of Economics, University of Calgary, number 2019-08, revised 06 Jul 2019.
• Libo Xu, , "Functional Monetary Aggregates, Monetary Policy, and Business Cycles," Working Papers, Department of Economics, University of Calgary, number 2020-04, revised 22 Sep 2020.
• Raquel Carrasco, 1997, "Transition to and from Self-Employment in Spain: An Empirical Analysis," Working Papers, CEMFI, number wp1997_9710.
• Subal Kumbhakar & Efthymios Tsionas, , "Does Deregulation Change Economic Behavior of Firms?," Working Papers, University of Crete, Department of Economics, number 0303.
• Daniel Preve, , "Linear programming-based estimators in nonnegative autoregression," GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit, number GRU_2016_001.
• Christopher Jahns & Caroline Podewski & Christoph Weber, , "Supply Curves for Hydro Reservoirs - Estimation and Usage in Large-Scale Electricity Market Models," EWL Working Papers, University of Duisburg-Essen, Chair for Management Science and Energy Economics, number 1901.
• Emilian Dobrescu, 2006, "Integration of Macroeconomic Behavioural Relationships and the Input-output Block (Romanian Modelling Experience)," EcoMod2006, EcoMod, number 272100018, Jun.
• Richter Christian & Hallet Andrew Hughes, 2010, "Are Capital Markets Efficient? Evidence from the Term Structure of Interest Rates in Europe," EcoMod2002, EcoMod, number 330800057, Jan.
• Pedro Cerqueira & Elias Soukiazis & Sara Proença, 2018, "The Cycle of recycling and sustainable development. Evidence from the OECD Countries," CeBER Working Papers, Centre for Business and Economics Research (CeBER), University of Coimbra, number 2018-07, Jul.
• Yunjong Eo & James Morley, 2020, "Why has the U.S. economy stagnated since the Great Recession?," Discussion Paper Series, Institute of Economic Research, Korea University, number 2001.
• Michael Artis & Anindya Banerjee & Massimiliano Marcellino, , "Factor forecasts for the UK," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 203.
• Amit Shovon Ray & Sabyasachi Saha, , "Drivers of Academic Research and Patenting in India: Econometric Estimation of the Research Production Function," Indian Council for Research on International Economic Relations, New Delhi Working Papers, Indian Council for Research on International Economic Relations, New Delhi, India, number 247.
• Simon Dietz & Bruno Lanz, 2019, "Growth and adaptation to climate change in the long run," IRENE Working Papers, IRENE Institute of Economic Research, number 19-09, Nov.
• Claudio Cicinelli & Andrea Cossio & Francesco Nucci & Ottavio Ricchi & Cristian Tegami, , "The Italian Treasury Econometric Model (ITEM)," Working Papers, Department of the Treasury, Ministry of the Economy and of Finance, number wp2008-1.
• Manuela Coromaldi & Delia Guerrera, , "Modello di Microsimulazione EconLav: la costruzione del data-set di input," Working Papers, Department of the Treasury, Ministry of the Economy and of Finance, number wp2009-4.
• Libero Monteforte & Gianluca Moretti, , "Real time forecasts of inflation: the role of financial variables," Working Papers, Department of the Treasury, Ministry of the Economy and of Finance, number wp2011-6.
• Ruijun Bu & Rodrigo Hizmeri & Marwan Izzeldin & Anthony Murphy & Mike G. Tsionas, 2021, "The Contribution of Jump Signs and Activity to Forecasting Stock Price Volatility," Working Papers, University of Liverpool, Department of Economics, number 202109.
• Simon M. S. Lo & Ralf Wilke, 2009, "A copula model for dependent competing risks," Discussion Papers, University of Nottingham, School of Economics, number 09/01, Jan.
• Adele Bergin & Hailey Low & Stephen Millard & Akhilesh Kumar Verma, , "A Macro-Model of the Northern Ireland Economy," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 566.
• Francesco Audrino & Enrico De Giorgi, 0, "Beta Regimes for the Yield Curve," Journal of Financial Econometrics, Oxford University Press, volume 5, issue 3, pages 456-490.
• Fahmida E. Moula & Chi Guotai & Mohammad Zoynul Abedin, 2017, "Credit default prediction modeling: an application of support vector machine," Risk Management, Palgrave Macmillan, volume 19, issue 2, pages 158-187, May, DOI: 10.1057/s41283-017-0016-x.
• Roberto S. Mariano & Suleyman Ozmucur, , "Lawrence R. Klein’s Principles in Modeling and Contributions in Nowcasting, Real-Time Forecasting, and Machine Learning," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 20-034.
• Sophocles Mavroeidis & Mikkel Plagborg-Møller & James H. Stock, , "Empirical Evidence on Inflation Expectations in the New Keynesian Phillips Curve," Working Paper, Harvard University OpenScholar, number 84656.
• Muhammet Berigel & Onur Ad?yaman & Hasan Karal & Adnan Baki & Taner Altun & Merve Y?ld?z & Furkan Kalyoncu, 2020, "Conceptual Framework of Adaptive Web Based Skill Assessment Tool Designed for Low Qualified Adults in Turkey," Proceedings of Teaching and Education Conferences, International Institute of Social and Economic Sciences, number 12113011, Jul.
• Bassam AbuAl-Foul, , "The Causal Relation between Savings and Economic Growth: An Empirical Analysis," Economics Working Papers, School of Business Administration, American University of Sharjah, number 06-05/2015.
• Niko Hauzenberger & Florian Huber & Gary Koop & James Mitchell, 2020, "Bayesian Modelling of TVP-VARs Using Regression Trees," Working Papers, University of Strathclyde Business School, Department of Economics, number 2308, Feb, revised Aug 2023.
• Roman Frydman & Soren Johansen & Anders Rahbek & Morten Tabor, 2017, "The Qualitative Expectations Hypothesis: Model Ambiguity, Consistent Representations of Market Forecasts, and Sentiment," Working Papers Series, Institute for New Economic Thinking, number 59, Jun, DOI: 10.2139/ssrn.2995140.
• Roman Frydman & Soren Johansen & Anders Rahbek & Morten Tabor, 2019, "The Knightian Uncertainty Hypothesis: Unforeseeable Change and Muth`s Consistency Constraint in Modeling Aggregate Outcomes," Working Papers Series, Institute for New Economic Thinking, number 92, Feb, DOI: 10.2139/ssrn.3346766.
• Borus Jungbacker & Siem Jan Koopman & Michel van der Wel, 0000, "Dynamic Factor Models with Smooth Loadings for Analyzing the Term Structure of Interest Rates," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 09-041/4, 00, revised 17 Sep 2010.
• Michael McAleer, 2019, "What They Did Not Tell You About Algebraic (Non-)Existence, Mathematical (IR-)Regularity and (Non-)Asymptotic Properties of the Dynamic Conditional Correlation (DCC) Model," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2019-17, Mar.
• Michael McAleer, 2019, "What They Did Not Tell You About Algebraic (Non-)Existence, Mathematical (IR-)Regularity and (Non-)Asymptotic Properties of the Full BEKK Dynamic Conditional Covariance Model," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2019-18, Mar.
• Asen Ivanov, , "Strategic Play and Risk Aversion in One-Shot Normal-Form Games: An Experimental Study," Working Papers, VCU School of Business, Department of Economics, number 0802.
• Tae-Hwan Kim & Dong Jin Lee & Paul Mizen, 2020, "Impulse Response Analysis in Conditional Quantile Models and an Application to Monetary Policy," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2020rwp-164, Feb.
• Miguel Costa-Gomes & Vincent P. Crawford & Bruno Broseta, , "Cognition and Behavior in Normal-Form Games:An Experimental Study," Discussion Papers, Department of Economics, University of York, number 00/45.
• Peter N Smith & Michael R Wickens, , "Asset Pricing with Observable Stochastic Discount Factors," Discussion Papers, Department of Economics, University of York, number 02/03.
• P N Smith & S Sorensen & M R Wickens, , "Macroeconomic Sources of Equity Risk," Discussion Papers, Department of Economics, University of York, number 03/13.
• P N Smith & S Sorensen & M R Wickens, , "An Asset Market Integration Test Based on Observable Macroeconomic Stochastic Discount Factors," Discussion Papers, Department of Economics, University of York, number 03/14.
• Stefan Reimann, , "On the distribution of stock-market returns - Implications of Evolutionary Finance," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 232.
• Francesco Audrino & Enrico De Giorgi, , "Beta Regimes for the Yield Curve," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 244.

None

• Kaiji Chen & Patrick Higgins & Tao Zha, 2021, "Cyclical Lending Standards: A Structural Analysis," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 42, pages 283-306, October, DOI: 10.1016/j.red.2020.11.008.
• Francesco Furlanetto & Paolo Gelain & Marzie Taheri Sanjani, 2021, "Output Gap, Monetary Policy Trade-offs, and Financial Frictions," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 41, pages 52-70, July, DOI: 10.1016/j.red.2010.07.004.
• Lucas Navarro & Mauricio Tejada, 2022, "Does Public Sector Employment Buffer the Minimum Wage Effects?," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 43, pages 168-196, January, DOI: 10.1016/j.red.2021.02.004.
• Andreas Tryphonides, 2023, "Identifying Preferences when Households are Financially Constrained," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 51, pages 521-546, December, DOI: 10.1016/j.red.2023.06.001.
• Jesus Bueren, 2023, "Long-Term Care Needs and Savings in Retirement," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 49, pages 201-224, July, DOI: 10.1016/j.red.2022.08.004.
• Andrew Crawley & Geoffrey J.D. Hewings, 2020, "Enhancing Our Understanding of a Regional Economy: The Complementarity of CGE and EIO Models," Working Papers, Regional Research Institute, West Virginia University, number Working Paper 2020-02, Sep.
• Daniel Rösch & Harald Scheule, None, "Multi-year dynamics for forecasting economic and regulatory capital in banking," Journal of Credit Risk, Journal of Credit Risk.
• Szymon Borak & Rafał Weron, None, "A semiparametric factor model for electricity forward curve dynamics," Journal of Energy Markets, Journal of Energy Markets.
• Sjur Westgaard & Stein-Erik Fleten & Ronald Huisman & Mehtap Kiliç & Enrico Pennings, None, "Electricity futures prices: time-varying sensitivity to fundamentals," Journal of Energy Markets, Journal of Energy Markets.
• Sebastian Letmathe & Yuanhua Feng & André Uhde, None, "Semiparametric GARCH models with long memory applied to value-at-risk and expected shortfall," Journal of Risk, Journal of Risk.
• Daniel Rösch & Harald Scheule, None, "Stress-testing credit risk parameters: an application to retail loan portfolios," Journal of Risk Model Validation, Journal of Risk Model Validation.
• Daniel Roesch & Harald Scheule, 2004, "Forecasting retail portfolio credit risk," Published Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 2004-1, Jan.
• Daniel Roesch & Harald Scheule, 2007, "Stress-testing credit risk parameters: An application to retail loan portfolios," Published Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 2007-1, Jan.
• Daniel Roesch & Harald Scheule, 2007, "Multi-Year Dynamics for Forecasting Economic and Regulatory Capital in Banking," Published Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 2007-2, Jan.
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