Research classified by Journal of Economic Literature (JEL) codes

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• 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.

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• 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.
• Daniel J. Lewis & Karel Mertens & James H. Stock & Mihir Trivedi, 2020, "Measuring Real Activity Using a Weekly Economic Index," Staff Reports, Federal Reserve Bank of New York, number 920, Apr.
• Hrishikesh Vinod, 2023, "Pandemic-proofing Out-of-sample Portfolio Evaluations," Fordham Economics Discussion Paper Series, Fordham University, Department of Economics, number dp2023-04er:dp2023-04.
• Michael Louis George, 2008, "Log Cycle Time as a Predictor of Cost Reduction," Working Papers, Institute of Business Entropy, number 0605, Jun.
• Michael Louis George, 2007, "Predicting the Profit Potential of a Microeconomic Process: An Information Theoretic/Thermodynamic Approach," Working Papers, Institute of Business Entropy, number 0607, Sep.
• Michael Louis George, 2007, "United States Patent Application Publication - Predictive Cost Reduction Based on a Thermodynamic Model," Working Papers, Institute of Business Entropy, number 0608, Sep.
• Ram Sharan Kharel, Ph.D. & Dilli Ram Pokhrel, Ph.D., 2012, "Does Nepal's Financial Structure Matter for Economic Growth?," NRB Economic Review, Nepal Rastra Bank, Economic Research Department, volume 24, issue 2, pages 31-46, October.
• Welfe, Aleksander & Karp, Piotr, None, "Makroekonometryczny miesięczny model gospodarki Polski WM-1," Gospodarka Narodowa-The Polish Journal of Economics, Szkoła Główna Handlowa w Warszawie / SGH Warsaw School of Economics, volume 2017, issue 4, DOI: 10.22004/ag.econ.359131.
• Bierens Herman J & Carvalho Jose R, 2011, "Job Search, Conditional Treatment and Recidivism: The Employment Services for Ex-Offenders Program Reconsidered," The B.E. Journal of Economic Analysis & Policy, De Gruyter, volume 11, issue 1, pages 1-40, January, DOI: 10.2202/1935-1682.2361.
• Castelnuovo Efrem, 2006, "The Fed's Preference for Policy Rate Smoothing: Overestimation Due to Misspecification?," The B.E. Journal of Macroeconomics, De Gruyter, volume 6, issue 2, pages 1-22, August, DOI: 10.2202/1534-5998.1416.
• Milas Costas & Legrenzi Gabriella, 2006, "Non-linear Real Exchange Rate Effects in the UK Labour Market," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 10, issue 1, pages 1-34, March, DOI: 10.2202/1558-3708.1285.
• Borovkova Svetlana & Geman Helyette, 2006, "Analysis and Modelling of Electricity Futures Prices," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 10, issue 3, pages 1-16, September, DOI: 10.2202/1558-3708.1372.
• Michis Antonis & Sapatinas Theofanis, 2007, "Wavelet Instruments for Efficiency Gains in Generalized Method of Moment Models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 11, issue 4, pages 1-25, December, DOI: 10.2202/1558-3708.1531.
• Maringer Dietmar G. & Meyer Mark, 2008, "Smooth Transition Autoregressive Models -- New Approaches to the Model Selection Problem," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 12, issue 1, pages 1-21, March, DOI: 10.2202/1558-3708.1469.
• Nesmith Travis D & Jones Barry E, 2008, "Linear Cointegration of Nonlinear Time Series with an Application to Interest Rate Dynamics," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 12, issue 1, pages 1-18, March, DOI: 10.2202/1558-3708.1468.
• Anatolyev Stanislav, 2009, "Multi-Market Direction-of-Change Modeling Using Dependence Ratios," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 13, issue 1, pages 1-24, March, DOI: 10.2202/1558-3708.1532.
• Berkowitz Jeremy, 2009, "On Justifications for the ad hoc Black-Scholes Method of Option Pricing," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 14, issue 1, pages 1-27, December, DOI: 10.2202/1558-3708.1683.
• Dark Jonathan Graeme, 2010, "Estimation of Time Varying Skewness and Kurtosis with an Application to Value at Risk," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 14, issue 2, pages 1-50, March, DOI: 10.2202/1558-3708.1720.
• Ramalho Esmeralda A., 2010, "Covariate Measurement Error: Bias Reduction under Response-Based Sampling," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 14, issue 4, pages 1-34, September, DOI: 10.2202/1558-3708.1695.
• Flamini Alessandro & Milas Costas, 2011, "Real-Time Optimal Monetary Policy with Undistinguishable Model Parameters and Shock Processes Uncertainty," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 15, issue 2, pages 1-43, March, DOI: 10.2202/1558-3708.1845.
• Nicolau João, 2011, "Purchasing Power Parity Analyzed from a Continuous-Time Model," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 15, issue 3, pages 1-26, May, DOI: 10.2202/1558-3708.1773.
• Yang Minxian, 2011, "Volatility Feedback and Risk Premium in GARCH Models with Generalized Hyperbolic Distributions," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 15, issue 3, pages 1-21, May, DOI: 10.2202/1558-3708.1820.
• Pollock D.S.G., 2012, "Band-Limited Stochastic Processes in Discrete and Continuous Time," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 16, issue 1, pages 1-29, January, DOI: 10.1515/1558-3708.1849.
• Brännäs Kurt & De Gooijer Jan G. & Lönnbark Carl & Soultanaeva Albina, 2012, "Simultaneity and Asymmetry of Returns and Volatilities: The Emerging Baltic States' Stock Exchanges," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 16, issue 1, pages 1-24, January, DOI: 10.1515/1558-3708.1855.
• Saltari Enrico & Wymer Clifford R. & Federici Daniela & Giannetti Marilena, 2012, "Technological Adoption with Imperfect Markets in the Italian Economy," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 16, issue 2, pages 1-30, April, DOI: 10.1515/1558-3708.1934.
• Maggi Bernardo & Cavallaro Eleonora & Mulino Marcella, 2012, "The Macrodynamics of External Overborrowing and Systemic Instability in a Small Open Economy," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 16, issue 2, pages 1-27, April, DOI: 10.1515/1558-3708.1932.
• Wymer Clifford R., 2012, "Continuous-Tme Econometrics of Structural Models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 16, issue 2, pages 1-28, April, DOI: 10.1515/1558-3708.1936.
• Martinez Oscar & Olmo Jose, 2012, "A Nonlinear Threshold Model for the Dependence of Extremes of Stationary Sequences," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 16, issue 3, pages 1-39, September, DOI: 10.1515/1558-3708.1881.
• Meinl Thomas & Sun Edward W., 2012, "A Nonlinear Filtering Algorithm based on Wavelet Transforms for High-Frequency Financial Data Analysis," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 16, issue 3, pages 1-24, September, DOI: 10.1515/1558-3708.1920.
• Lapatinas Athanasios, 2012, "On the Interrelation of Capital and Labor Adjustment Costs at the Firm Level," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 16, issue 3, pages 1-36, September, DOI: 10.1515/1558-3708.1885.
• Nam Kiseok, 2003, "The Asymmetric Reverting Property of Stock Returns," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 6, issue 4, pages 1-18, March, DOI: 10.2202/1558-3708.1109.
• Westerhoff Frank H. & Reitz Stefan, 2003, "Nonlinearities and Cyclical Behavior: The Role of Chartists and Fundamentalists," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 7, issue 4, pages 1-15, December, DOI: 10.2202/1558-3708.1125.
• Bhar Ramaprasad & Chiarella Carl & Runggaldier Wolfgang J., 2004, "Inferring the Forward Looking Equity Risk Premium from Derivative Prices," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 8, issue 1, pages 1-26, March, DOI: 10.2202/1558-3708.1141.
• Vidoni Paolo, 2004, "Constructing Non-linear Gaussian Time Series by Means of a Simplified State Space Representation," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 8, issue 2, pages 1-20, May, DOI: 10.2202/1558-3708.1213.
• Brannas Kurt & Nordstrom Jonas, 2004, "An Integer-Valued Time Series Model for Hotels that Accounts for Constrained Capacity," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 8, issue 4, pages 1-11, December, DOI: 10.2202/1558-3708.1189.
• Ivanov Ventzislav & Kilian Lutz, 2005, "A Practitioner's Guide to Lag Order Selection For VAR Impulse Response Analysis," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 9, issue 1, pages 1-36, March, DOI: 10.2202/1558-3708.1219.
• Smallwood Aaron D, 2005, "Joint Tests for Non-linearity and Long Memory: The Case of Purchasing Power Parity," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 9, issue 2, pages 1-30, June, DOI: 10.2202/1558-3708.1227.
• Bond Derek & Harrison Michael J. & O'Brien Edward J., 2005, "Investigating Nonlinearity: A Note on the Estimation of Hamilton's Random Field Regression Model," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 9, issue 3, pages 1-43, September, DOI: 10.2202/1558-3708.1230.
• Guohua Feng & Apostolos Serletis, , "Undesirable Outputs and a Primal Divisia Productivity Index Based on the Directional Output Distance Function," Working Papers, Department of Economics, University of Calgary, number 2013-15.
• Jiri Panos & Petr Polak, 2019, "How to Improve the Model Selection Procedure in a Stress-testing Framework," Working Papers, Czech National Bank, Research and Statistics Department, number 2019/9, Dec.