## Research classified by
*Journal of
Economic Literature* (JEL) codes

Top JEL

/ C: Mathematical and Quantitative Methods

/ / C5: Econometric Modeling

/ / /

**C51: Model Construction and Estimation**

**This JEL code is mentioned in the follow RePEc Biblio entries:**

**This topic is covered by the following reading lists:**

Most recent items first, undated at the end.

**On the applicability of maximum likelihood methods: From experimental to financial data**

*by*Jakusch, Sven Thorsten

**Taring all investors with the same brush? Evidence for heterogeneity in individual preferences from a maximum likelihood approach**

*by*Hackethal, Andreas & Jakusch, Sven Thorsten & Meyer, Steffen

**Taming models of prospect theory in the Wild? Estimation of Vlcek and Hens (2011)**

*by*Jakusch, Sven Thorsten & Meyer, Steffen & Hackethal, Andreas

**Systemic risk spillovers in the European banking and sovereign network**

*by*Betz, Frank & Hautsch, Nikolaus & Peltonen, Tuomas A. & Schienle, Melanie

**Automatic identification of general vector error correction models**

*by*Arbués, Ignacio & Ledo, Ramiro & Matilla-García, Mariano

**Jumps and Information Asymmetry in the US Treasury Market**

*by*Dumitru, Ana-Maria & Urga, Giovanni

**Mjerenje financijske pismenosti studenata Sveučilišta u Zagrebu**

*by*Mihovil Anđelinović & Ana Pavković & Domagoj Mišević

**Panel Macroeconometric Modeling**

*by*Cheng Hsiao

**Carbon pricing, forward risk premiums and pass-through rates in Australian electricity futures markets**

*by*Pawel Maryniak & Stefan Trueck & Rafal Weron

**Day-ahead electricity price forecasting with high-dimensional structures: Univariate vs. multivariate models**

*by*Florian Ziel & Rafal Weron

**Recent advances in electricity price forecasting: A review of probabilistic forecasting**

*by*Jakub Nowotarski & Rafal Weron

**Automated variable selection and shrinkage for day-ahead electricity price forecasting**

*by*Bartosz Uniejewski & Jakub Nowotarski & Rafal Weron

**On the importance of the long-term seasonal component in day-ahead electricity price forecasting**

*by*Jakub Nowotarski & Rafal Weron

**EWS-GARCH: New Regime Switching Approach to Forecast Value-at-Risk**

*by*Marcin Chlebus

**Bayesian nonparametric sparse seemingly unrelated regression model (SUR)**

*by*Monica Billio & Roberto Casarin & Luca Rossini

**Bayesian Nonparametric Conditional Copula Estimation of Twin Data**

*by*Luciana Dalla Valle & Fabrizio Leisen & Luca Rossini

**The linear systems approach to linear rational expectations models**

*by*Majid M. Al-Sadoon

**Interview of Professor W. Erwin Diewert**

*by*, & Diewert, W. Erwin & Fox, Kevin J.

**Solution and Estimation of Dynamic Discrete Choice Structural Models Using Euler Equations**

*by*Victor Aguirregabiria & Arvind Magesan

**Cartel Dating**

*by*H. Peter Boswijk & Maurice J.G. Bun & Maarten Pieter Schinkel

**Flexible Mixture-Amount Models for Business and Industry using Gaussian Processes**

*by*Aiste Ruseckaite & Dennis Fok & Peter Goos

**Estimating a Falsified Model**

*by*Andrew J. Buck & George M. Lady

**Modelling OPEC behaviour. Theory and evidence**

*by*Pål Boug & Ådne Cappelen & Anders Rygh Swensen

**The Impact of BREXIT on the Foreign Direct Investment in the United Kingdom**

*by*Mihaela Simionescu

**How Sustainable are the Sustainable Development Goals? An Analysis of the Staple Goals of â€œNo Povertyâ€ and â€œZero Hungerâ€ â€**

*by*WALI MONDAL

**Bank Financial world crisis: Inefficiencies and Responsibilities**

*by*Elisa Fusco & Bernardo Maggi

**Construction, institutions and economic growth in sub-Saharan Africa**

*by*Paul Alagidede & Jones Odei Mensah

**Estimation Of Star-Garch Models With Iteratively Weighted Least Squares**

*by*Murat Midilic

**Fishing the Corporate Social Responsibility Risk Factors**

*by*Leonardo Becchetti & Rocco Ciciretti & Ambrogio D'Alò

**Foreign Direct Investment and Sustainable Development. A Regional Approach for Romania**

*by*Mihaela Simionescu

**Investiţiile Străine Directe Şi Criza Economică Recentă**

*by*Mihaela SIMIONESCU

**What Do Latin American Inflation Targeters Care About? A Comparative Bayesian Estimation of Central Bank Preferences**

*by*Stephen McKnight & Alexander Mihailov & Antonio Pompa Rangel

**Accommodating Stake Effects under Prospect Theory**

*by*Ranoua Bouchouicha & Ferdinand Vieider

**Pricing of Idiosyncratic Equity and Variance Risks**

*by*Elise Gourier

**Output and unemployment, Portugal, 2008–2012**

*by*José R. Maria

**Effectiveness of Monetary Policy in the Euro Area: The Role of US Economic Policy Uncertainty**

*by*Mehmet Balcilar & Riza Demirer & Rangan Gupta & Reneé van Eyden

**Asymmetries in the revenue-expenditure nexus: New evidence from South Africa**

*by*Phiri, Andrew

**Issue of Income Inequality under the perceptive of Macroeconomic Instability: An Empirical Analysis of Pakistan**

*by*Ali, Amjad

**Reassessing price adjustment costs in DSGE models**

*by*Sienknecht, Sebastian

**货币供给数量、结构与经济增长—来自adl门限协整检验与时变格兰杰因果关系检验的证据**

*by*Cai, Yifei

**短期资本流动、经济政策不确定性与恐慌指数—基于时变分析框架下的研究**

*by*Cai, Yifei

**Bounds of Herfindahl-Hirschman index of banks in the European Union**

*by*Tóth, József

**“Attitudes to Leadership and Voting: Finding the Efficient Frontier”**

*by*Davis, Brent

**Equation-by-Equation Estimation of Multivariate Periodic Electricity Price Volatility**

*by*Escribano, Alvaro & Sucarrat, Genaro

**Simultaneity of Crime Incidence in Mindanao**

*by*Madanlo, Lalaine & Murcia, John Vianne & Tamayo, Adrian

**Stock market integration and diversification possibilities during financial crises: Evidence from Balkan countries**

*by*Zdravkovski, Aleksandar

**The Oil Price Crash in 2014/15: Was There a (Negative) Financial Bubble?**

*by*Fantazzini, Dean

**Everything you always wanted to know about bitcoin modelling but were afraid to ask**

*by*Fantazzini, Dean & Nigmatullin, Erik & Sukhanovskaya, Vera & Ivliev, Sergey

**Professor Schneider's Shadow Economy:What do we really know? A Rejoinder**

*by*Feige, Edgar L.

**Models of Mortality rates - analysing the residuals**

*by*O'Hare, Colin & Li, Youwei

**Modelling mortality: Are we heading in the right direction?**

*by*O'Hare, Colin & Li, Youwei

**Productivité, innovation et politique sectorielle des industries de transformation au Maroc (1985-2013) : Fondements théoriques et proposition d’une méthodologie**

*by*Benabdelkader, Mohamed

**PMI Thresholds for GDP Growth**

*by*Kilinc, Zubeyir & Yucel, Eray

**Changes in inflation persistence prior and subsequent to the subprime crisis: What are the implications for South Africa?**

*by*Phiri, Andrew

**Financial Literacy in Urban India: A Case Study of Bohra Community in Mumbai**

*by*Basutkar, Tirupati

**Long run equilibrium adjustment between inflation and stock market returns in South Africa: A nonlinear perspective**

*by*Phiri, Andrew

**Bayesian inference in generalized true random-effects model and Gibbs sampling**

*by*Makieła, Kamil

**Reflections on the meaning and measurement of Unobserved Economies: What do we really know about the "Shadow Economy"**

*by*Feige, Edgar L.

**The growth trade-off between direct and indirect taxes in South Africa: Evidence from a STR model**

*by*Phiri, Andrew

**Plausibility of big shocks within a linear state space setting with skewness**

*by*Koloch, Grzegorz

**Models of Financial Return With Time-Varying Zero Probability**

*by*Sucarrat, Genaro & Grønneberg, Steffen

**ZD-GARCH model: a new way to study heteroscedasticity**

*by*Li, Dong & Ling, Shiqing & Zhu, Ke

**Growth Trends and Systematic Patterns of Booms and Busts - Testing 200 Years of Business Cycle Dynamics -**

*by*Marlon Fritz & Thomas Gries & Yuanhua Feng

**Generalizing smooth transition autoregressions**

*by*Emilio Zanetti Chini

**Asymmetric threshold vertical price transmission in wheat and flour markets in Dhaka (Bangladesh): seemingly unrelated regression analysis**

*by*Mohammad J Alam & Raghbendra Jha

**Policy Analysis, Forediction, and Forecast Failure**

*by*Jennifer Castle & David Hendry

**Modelling and Forecasting Mortgage Delinquency and Foreclosure in the UK**

*by*Janine Aron & John Muellbauer

**Improving the Teaching of Econometrics**

*by*David Hendry & Grayham E. Mizon

**An Overview of Forecasting Facing Breaks**

*by*Jennifer Castle & David Hendry & Michael P. Clements

**Deciding Between Alternative Approaches In Macroeconomics**

*by*David Hendry

**Quality of Public Finance and Economic Growth in the Czech Republic**

*by*Irena Szarowská

**How does Supply Chain Distortion affect Food Inflation in India?**

*by*Bhattacharya, Rudrani

**Macro-financial linkages in the Polish economy: combined impulse-response functions in SVAR models**

*by*Dobromił Serwa & Piotr Wdowiński

**The specification of dynamic discrete-time two-state panel data models**

*by*Tue Gørgens & Dean Hyslop

**Note on a new Seasonal Fractionally Integrated Separable Spatial Autoregressive Model**

*by*Papa Ousmane Cissé & Abdou Kâ Diongue & Dominique Guegan

**The Feldstein-Horioka Puzzle in the Presence of Structural Breaks: Evidence from China**

*by*Dilem Yıldırım & Ethem Erdem Orman

**Relationship Between Inflation and Economic Activity and Its Variation Over Time in Latvia**

*by*Andrejs Bessonovs & Olegs Tkacevs

**Labour Shares, Fertility and Longevity in an OLG model**

*by*Igor Fedotenkov

**A Method for Measuring Treatment Effects on the Treated without Randomization**

*by*P. A. V. B. Swamya & S. G. Hall & G. S. Tavlas & I. Chang & H. D. Gibson & W. H. Greene & J. S. Mehta

**Alternative Resolution to the Mehra?Prescott Puzzle: Verification by the Original Data**

*by*Hideaki Tamura & Yoichi Matsuabayashi

**Exploring the life of price responses in fuel markets. Mean group data or mean group estimator?**

*by*Jacint Balaguer & Jordi Ripollés

**Size and Development of the Shadow Economies of 157 Countries Worldwide: Updated and New Measures from 1999 to 2013**

*by*Hassan, Mai & Schneider, Friedrich

**Integrated model of computable general equilibrium and social cost benefit analysis of an Indian oil refinery: Future projections and macroeconomic effects**

*by*Shovan Ray & A. Ganesh Kumar & Sumana Chaudhuri

**Partial independence in nonseparable models**

*by*Matthew Masten & Alexandre Poirier

**Compactness of infinite dimensional parameter spaces**

*by*Joachim Freyberger & Matthew Masten

**A Retrospective Stated Preference Approach to Assessment of Coastal Infrastructure Investments: An Application to Barbados**

*by*Onil Banerjee & Kevin Boyle & Cassandra Rogers & Janice Cumberbatch & Barbara Kanninen & Michele H. Lemay & Maja Schling

**A first econometric analysis of the CRIX family**

*by*Shi Chen & Cathy Yi-Hsuan Chen & Wolfgang Karl Härdle & TM Lee & Bobby Ong

**CRIX or evaluating blockchain based currencies**

*by*Simon Trimborn & Wolfgang Karl Härdle &

**On Specification and Inference in the Econometrics of Public Procurement**

*by*Sundström, David

**Essays on Stock Market Integration - On Stock Market Efficiency, Price Jumps and Stock Market Correlations**

*by*Liu, Yuna

**Stock exchange integration and price jump risks - The case of the OMX Nordic exchange mergers**

*by*Liu, Yuna

**The Marginal Rate of Substitution and the Specification of Labour Supply Models**

*by*Lanot, Gauthier

**The Competition Effect in a Public Procurement Model: An error-in-variables approach**

*by*Sundström, David

**Rig rates and drilling speed: reinforcing effects**

*by*Osmundsen, Petter & Roll, Kristin Helen

**Cost Overrun at the Norwegian Continental Shelf: The element of surprise**

*by*Øglend, Atle & Osmundsen, Petter & Lorentzen, Sindre

**Asymmetric Information in Auctions: Are Resellers Better Appraisers?**

*by*Koptyug, Nikita

**Persistent and Transient Efficiency of International Airlines**

*by*Heshmati, Almas & C. Kumbhakar, Subal & Kim, Jungsuk

**Performance Feedback in Competitive Product Development**

*by*Daniel P. Gross

**Common Correlated Effects and International Risk Sharing**

*by*Peter Fuleky & Luigi Ventura & Qianxue Zhao

**Time-varying parameter estimation in macroeconometrics**

*by*Guido Travaglini

**Congestion, Agglomeration, and the Structure of Cities**

*by*Brinkman, Jeffrey

**Characteristic-sorted portfolios: estimation and inference**

*by*Cattaneo, Matias D. & Crump, Richard K. & Farrell, Max H. & Schaumburg, Ernst

**A dynamic network model of the unsecured interbank lending market**

*by*Blasques, Francisco & Brauning, Falk & Lelyveld, Iman Van

**Simulated ML Estimation of Financial Agent-Based Models**

*by*Jiri Kukacka & Jozef Barunik

**Natural Resources and Economic Growth: A Meta-Analysis**

*by*Tomas Havranek & Roman Horvath & Ayaz Zeynalov

**Statistical modeling of stock returns: explanatory or descriptive? A historical survey with some methodological reflections**

*by*Phoebe Koundouri & Nikolaos Kourogenis & Nikitas Pittis

**Speculative bubbles or market fundamentals? An investigation of US regional housing markets**

*by*Shuping Shi

**Increasing Trends in the Excess Comovement of Commodity Prices**

*by*Kazuhiko Ohashi & Tatsuyoshi Okimoto

**Reject inference in application scorecards: evidence from France**

*by*Ha-Thu Nguyen

**Monetary Policy Rules in Emerging Countries: Is There an Augmented Nonlinear Taylor Rule?**

*by*Guglielmo Maria Caporale & Abdurrahman Nazif Catik & Mohamad Husam Helmi & Faek Menla Ali & Coskun Akdeniz

**Score-driven dynamic patent count panel data models**

*by*Escribano, Álvaro & Blazsek, Szabolcs

**Equation-by-Equation Estimation of Multivariate Periodic Electricity Price Volatility**

*by*Sucarrat, Genaro & Escribano, Álvaro

**Adaptive state space models with applications to the business cycle and financial stress**

*by*Delle Monache, Davide & Petrella, Ivan & Venditti, Fabrizio

**Subsidies and Myopia in Technology Adoption: Evidence from Solar Photovoltaic Systems**

*by*De Groote, Olivier & Verboven, Frank

**Solution and Estimation of Dynamic Discrete Choice Structural Models Using Euler Equations**

*by*Aguirregabiria, Victor & Magesan, Arvind

**Modelling and Forecasting Mortgage Delinquency and Foreclosure in the UK**

*by*Aron, Janine & Muellbauer, John

**Diseño de política económica para enfrentar la volatilidad de la tasa de cambio: un análisis econométrico Garch de los periodos de apreciación y depreciación y sus costos y resultados**

*by*Carlos Eduardo Méndez Conde & Juan Camilo Méndez Vizcaíno

**Estimación de elasticidades de sustitución Armington: una aplicación para la industria en Colombia**

*by*Mónica Eliana FLÓREZ BUSTAMANTE & Jurany Beccie RAMÍREZ GALLEGO

**Nonlinear Pass-Through of Exchange Rate Shocks on Inflation: A Bayesian Smooth Transition VAR Approach**

*by*Hernán Rincón-Castro & Norberto Rodríguez-Niño

**Comparison of Methods for Estimating the Uncertainty of Value at Risk**

*by*Santiago Gamba Santamaría & Oscar Fernando Jaulín Méndez & Luis Fernando Melo Velandia & Carlos Andrés Quicazán Moreno

**Natural Resources and Economic Growth: A Meta-Analysis**

*by*Tomas Havranek & Roman Horvath & Ayaz Zeynalov

**The Ifo DSGE Model for the German Economy**

*by*Nikolay Hristov

**Monetary Policy Rules in Emerging Countries: Is there an Augmented Nonlinear Taylor Rule?**

*by*Guglielmo Maria Caporale & Abdurrahman Nazif Catik & Mohamad Husam Helmi & Faek Nemla Ali & Coskun Akdeniz

**Rig Rates and Drilling Speed: Reinforcing Effects**

*by*Petter Osmundsen & Kristin Helen Roll

**Cost Overrun at the Norwegian Continental Shelf: The Element of Surprise**

*by*Atle Oglend & Petter Osmundsen & Sindre Lorentzen

**Comment on Feige's Paper "Reflections on the Meaning and Measurement of Unobserved Economies: What do we really know about the 'Shadow Economy'?"**

*by*Friedrich Schneider

**How Do Natural Disasters Affect Saving Behavior?**

*by*Victor STEPHANE

**Spline-DCS for Forecasting Trade Volume in High-Frequency Finance**

*by*Ryoko Ito

**Generalized State-Dependent Models: A Multivariate Approach**

*by*S. Heravi & J. Easaw & R. Golinelli

**Interpreting the latent dynamic factors by threshold FAVAR model**

*by*Hacioglu, Sinem & Tuzcuoglu, Kerem

**Adaptive models and heavy tails**

*by*Petrella, Ivan & Delle Monache, Davide

**Detecting imbalances in house prices: What goes up must come down?**

*by*André K. Anundsen

**The Linear Systems Approach to Linear Rational Expectations Models**

*by*Majid M. Al-Sadoon

**Global Trade Flows: Revisiting the Exchange Rate Elasticities**

*by*M. Bussière & G. Gaulier & W. Steingress

**A Functional Approach to Test Trending Volatility**

*by*Hernández del Valle Gerardo & Juárez-Torres Miriam & Guerrero Santiago

**Adaptive models and heavy tails**

*by*Davide Delle Monache & Ivan Petrella

**A spectral EM algorithm for dynamic factor models**

*by*Gabriele Fiorentini & Alessandro Galesi & Enrique Sentana

**Long and short-run components in explanatory variables and different panel-data estimates**

*by*Alfonso Ugarte

**Power-Law Distribution in the Debt-to-Fiscal Revenue Ratio: Empirical Evidence and a Theoretical Model**

*by*Gilles Dufrénot & Anne-Charlotte Paret Onorato

**State Correlation and Forecasting: A Bayesian Approach Using Unobserved Components Models**

*by*Luis Uzeda

**The specification of dynamic discrete-time two-state panel data models**

*by*Tue Gorgens & Dean Hyslop

**Improving on daily measures of price discovery**

*by*Gustavo Fruet Dias & Marcelo Fernandes & Cristina M. Scherrer

**Volume, Volatility and Public News Announcements**

*by*Tim Bollerslev & Jia Li & Yuan Xue

**Volatility Discovery**

*by*Gustavo Fruet Dias & Cristina M. Scherrer & Fotis Papailias

**Data-Driven Inference on Sign Restrictions in Bayesian Structural Vector Autoregression**

*by*Markku Lanne & Jani Luoto

**Automatic identification of general vector error correction models**

*by*Arbués, Ignacio & Ledo, Ramiro & Matilla-García, Mariano

**Connection Between Similarity and Estimation Results of Property Values Obtained by Statistical Methods**

*by*Zyga Jacek

**The Impact of Residential Development Pattern on Wildland Fire Suppression Expenditures**

*by*Anna M. Clark & Benjamin S. Rashford & Donald M. McLeod & Scott N. Lieske & Roger H. Coupal & Shannon E. Albeke

**Forecasting Conditional Probabilities of Binary Outcomes under Misspecification**

*by*Graham Elliott & Dalia Ghanem & Fabian Krüger

**Evolving Measures of Provider Market Power**

*by*David Dranove & Christopher Ody

**Modelling cross-dependencies between Spain’s regional tourism markets with an extension of the Gaussian process regression model**

*by*Oscar Claveria & Enric Monte & Salvador Torra

**How much catastrophe insurance fund needed in China for the ‘big one’? An estimation with comonotonicity method**

*by*Zheng-wen Wang & Ling Tian

**Forecasting Temperature Records in PEI, Canada**

*by*Sami Khedhiri

**On the volatility transmission between oil and stock markets: a comparison of emerging importers and exporters**

*by*Elie Bouri & Riza Demirer

**Do government stimulus programs have different effects in recessions, or by type of tax or spending program?**

*by*John J. Heim

**On the econometric modelling of consumer sentiment shocks in SVARs**

*by*Lance A. Fisher & Hyeon-seung Huh

**Empirical identification of factor models**

*by*Piyachart Phiromswad & Takeshi Yagihashi

**Nonlinearities and tests of asset price bubbles**

*by*Vipin Arora & Shuping Shi

**Asymmetry with respect to the memory in stock market volatilities**

*by*Carl Lönnbark

**Econometric modeling of panel data using parallel computing with Apache Spark**

*by*Michał Bernardelli

**Ownership And Capital Structure Of Pakistani Non-Financial Firms**

*by*Khan Shoaib & Suzuki Yasushi

**Towards data oriented analysis of the art market: survey and outlook**

*by*Dominik Filipiak & Agata Filipowska

**Model Estimates Of Gross Domestic Product In Relation to Export And Import Of Fuels, Focused on the Elasticity and Determination Of Directly and Indirectly Associated Rates**

*by*Gheorghe Savoiu & Emilia Gogu & Alexandru Ionescu

**Cybernetic Model Of The Economic Agent**

*by*Stefanescu, Roxana

**Investigation of Convergence of Returns in Asset Markets in Iran**

*by*Pourebadollahan Covich, Mohsen & Asgharpur, Hossein & Masoomzadeh, Sara

**Determinants of South Africa's Exports of Agriculture, Forestry and Fishing Products to SADC: A Gravity Model Approach - Le determinanti delle esportazioni di prodotti agri coli, della silvicoltura e della pesca dal Sud Africa verso i paesi della Comunità di Sviluppo del l’Africa Meridionale**

*by*MOSIKARI, Teboho Jeremiah & EITA, Joel Hinaunye

**Clustering methodology of the Russian Federation regions with account of sectoral structure of GRP**

*by*Aivazian, Sergei & Afanasiev, Mikhail & Kudrov, Alexander

**The relation between economic growth and foreign direct investment during the economic crisis in the European Union**

*by*Mihaela Simionescu

**Bayesian SVLEDEJ Model for Detecting Jumps in Logarithmic Growth Rates of One Month Forward Gas Contract Prices**

*by*Maciej Kostrzewski

**Impulse Response Functions in the Dynamic Stochastic General Equilibrium Vector Autoregression Model**

*by*Renata Wróbel-Rotter

**The Factors of Growth of Small Family Businesses. A Robust Estimation of the Behavioural Consistency in Panel Data Models**

*by*Vladimír Benáček & Eva Michalíková

**The Gravity Modelling of the Relationship between Exchange Rate Volatility and Foreign Trade in Visegrad Countries**

*by*Jana Simakova

**Determinant Factors Of Intra-Industry Trade: The Case Of Poland And Its European Union Trading Partners**

*by*Justyna Lapinska

**Macroeconomic Effects of Budget Expenditure in Bulgaria (Econometric Analysis)**

*by*Nikolay Velichkov

**Threshold Effects of Fiscal Policy on Economic Activity in Developing Countries**

*by*Salma Slimani

**Capital Structure Determinants of Small and Medium Enterprises in Croatia**

*by*Nataša Šarlija & Martina Harc

**The Growth Trade-off between Direct and Indirect Taxes in South Africa: Evidence from a STR Model**

*by*Andrew Phiri

**Shrinking the Variance-Covariance Matrix: Simpler is Better**

*by*Muhammad Husnain & Arshad Hassan & Eric Lamarque

**Financial Stress Indicator Variables and Monetary Policy in South Africa**

*by*Leroi RAPUTSOANE

**Analysis of the Unanticipated Factors in Portfolio Inflows to Indonesia: A SVAR Approach: 2001-2012**

*by*Insukindro INSUKINDRO & Arti ADJI & Aryo ALIYUDANTO

**A limitáras ajánlatok szerkezete és dinamikája a Budapesti Értéktőzsdén. Az OTP- és a Mol-részvények esete**

*by*Havran, Dániel & Váradi, Kata

**The Fundamentals of a Business Model Based on Responsible Investments**

*by*Vadim Dumitrascu & Roxana Arabela Dumitrascu

**Exploring the transitional behavior among value and growth stocks**

*by*Gengnan Chiang

**Estimating economies of scale and scope with flexible technology**

*by*Thomas P. Triebs & David S. Saal & Pablo Arocena & Subal C. Kumbhakar

**Exchange rate bands of inaction and play-hysteresis in Greek exports to the Euro Area, the US and Turkey: sectoral evidence**

*by*Ansgar Belke & Dominik Kronen

**Financing constraints in some selected manufacturing firms: An application of stochastic frontier approach**

*by*Abu Reza Mohammad Islam & Robin Hang Luo

**Gender equality in the workplace: The effect of gender equality on productivity growth among the Chilean manufacturers**

*by*Ruohan Wu & Xueyu Cheng

**Modeling the Development of Regional Economy and an Innovation Space Efficiency**

*by*Valery Makarov & Sergey Ayvazyan & Mikhail Afanasyev & Albert Bakhtizin & Ashkhen Nanavyan

**Is the Effect of Risk on Stock Returns Different in Up and Down Markets? A Multi-Country Study**

*by*Srikanta Kundu & Nityananda Sarkar

**Estimation of Multivariate Stochastic Volatility Models: A Comparative Monte Carlo Study**

*by*M. Hakan Eratalay

**Las demandas de factores productivos en la industria maquiladora**

*by*Jorge Ibarra Salazar & Francisco García Pérez

**Return and volatility interdependences in up and down markets across developed and emerging countries**

*by*Kundu, Srikanta & Sarkar, Nityananda

**Is the refining margin stationary?**

*by*Población, Javier & Serna, Gregorio

**Implication of spatial heterogeneity for airports' efficiency estimation**

*by*Pavlyuk, Dmitry

**Decision uncertainty in multi-attribute stated preference studies**

*by*Dekker, Thijs & Hess, Stephane & Brouwer, Roy & Hofkes, Marjan

**Urban house price surfaces near a World Heritage Site: Modeling conditional price and spatial heterogeneity**

*by*Fritsch, Markus & Haupt, Harry & Ng, Pin T.

**Realized correlation analysis of contagion**

*by*Vortelinos, Dimitrios I.

**“Modelling and forecasting mortgage delinquency and foreclosure in the UK.”**

*by*Aron, Janine & Muellbauer, John

**Congestion, agglomeration, and the structure of cities**

*by*Brinkman, Jeffrey C.

**The impact of monetary policy on corporate bonds in India**

*by*Sensarma, Rudra & Bhattacharyya, Indranil

**Econometric general equilibrium modeling**

*by*Jorgenson, Dale W.

**A semiparametric factor model for CDO surfaces dynamics**

*by*Choroś-Tomczyk, Barbara & Härdle, Wolfgang Karl & Okhrin, Ostap

**Government spending multipliers and the zero lower bound**

*by*Ji, Yangyang & Xiao, Wei

**Effects of incorrect specification on the finite sample properties of full and limited information estimators in DSGE models**

*by*Giesen, Sebastian & Scheufele, Rolf

**Foreign exchange reserve diversification and the “exorbitant privilege”: Global macroeconomic effects**

*by*Cova, Pietro & Pagano, Patrizio & Pisani, Massimiliano

**Common trends in global volatility**

*by*Clements, A.E. & Hurn, A.S. & Volkov, V.V.

**Analyzing volatility risk and risk premium in option contracts: A new theory**

*by*Carr, Peter & Wu, Liuren

**Quadratic variance swap models**

*by*Filipović, Damir & Gourier, Elise & Mancini, Loriano

**The interactive relationship between the US economic policy uncertainty and BRIC stock markets**

*by*Dakhlaoui, Imen & Aloui, Chaker

**Do exchange rate misalignments really affect economic growth? The case of Sub-Saharan African countries**

*by*Owoundi, Ferdinand

**Tail dependence of the Gaussian copula revisited**

*by*Furman, Edward & Kuznetsov, Alexey & Su, Jianxi & Zitikis, Ričardas

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**Imposing local curvature in the QUAIDS**

*by*Chang, Dongfeng & Serletis, Apostolos

**Land use change impacts of biofuels: Near-VAR evidence from the US**

*by*Piroli, Giuseppe & Ciaian, Pavel & Kancs, d'Artis

**Dimensions and logarithmic function in economics: A comment**

*by*Chilarescu, Constantin & Viasu, Ioana

**The ECB's New Multi-Country Model for the euro area: NMCM — Simulated with rational expectations**

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**A threshold cointegration analysis of interest rate pass-through to UK mortgage rates**

*by*Becker, Ralf & Osborn, Denise R. & Yildirim, Dilem

**Trade effects of regional integration: A panel cointegration analysis**

*by*Geldi, Hatice Kerra

**Analyzing long-term average adjustment of financial ratios with spatial interactions**

*by*Mate-Sanchez, Mariluz & López Hernández, Fernando A. & Lacambra, Jesus Mur

**The determinants of FDI in Turkey: A Markov Regime-Switching approach**

*by*Bilgili, Faik & Tülüce, Nadide Sevil Halıcı & Doğan, İbrahim

**Real-time forecasts of economic activity for Latin American economies**

*by*Liu, Philip & Matheson, Troy & Romeu, Rafael

**Modeling male and female employment policy in Greece from local data**

*by*Prodromídis, Pródromos-Ioánnis K.

**Structural sign patterns and reduced form restrictions**

*by*Buck, Andrew J. & Lady, George M.

**Measuring business cycles: A temporal disaggregation model with regime switching**

*by*Huang, Yu-Lieh

**Generalized Network Externality Function**

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**Bayesian prior elicitation in DSGE models: Macro- vs micropriors**

*by*Lombardi, Marco J. & Nicoletti, Giulio

**Impact of CEPA on the labor market of Hong Kong**

*by*Ching, Steve & Hsiao, Cheng & Wan, Shui Ki

**Structural breaks and the equilibrium real effective exchange rate of China: A NATREX approach**

*by*You, Kefei & Sarantis, Nicholas

**Modeling Gasoline Demand with Structural Breaks:New Evidence from Nigeria**

*by*Olusegun A. Omisakin & Abimbola M. Oyinlola & Oluwatosin A. Adeniyi

**Does Foreign Aid Accelerate Economic Growth? An Empirical Analysis for Nigeria**

*by*Ismail O. FASANYA & Adegbemi B.O ONAKOYA

**The Different Crowd Out Effects Of Tax Cut And Spending Deficits**

*by*John J. HEIM

**China: Trotz hoher gesamtwirtschaftlicher Dynamik noch keine Lokomotive der Weltwirtschaft**

*by*Christian Dreger & Yanqun Zhang

**The Comparison of GDP Strategies Forecasting in Romania**

*by*Mihaela BRATU SIMIONESCU

**Investigating structural differences of the Czech economy: Does asymmetry of shocks matter?**

*by*Pavel Herber & Daniel Němec

**¿Responde el Banco de la República a los movimientos en la tasa de cambio real?**

*by*Egberto Alexander Riveros Saavedra

**The extensive margin, sectoral shares, and international business cycles**

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**Combinación de pronósticos.Una aplicación a la inflación de Bolivia**

*by*Julio Humérez Quiroz

**¿Responde el Banco de la República a los movimientos en la tasa de cambio real?**

*by*Edgberto Alexander Riveros

**Measuring Innovation Potential at SME Level with a Neurofuzzy Hybrid Model**

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**A Survey of Systemic Risk Analytics**

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**Data reduction and univariate splitting — Do they together provide better corporate bankruptcy prediction?**

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**Organizational Change and Corporate Sustainability in an Economic Crisis: Evidence from Slovenia**

*by*Matevž Rasković & Barbara Mörec

**Fiscal Policy Multipliers on Subnational Government Spending**

*by*Jeffrey Clemens & Stephen Miran

**A Strategy To Improve The Gdp Index Forcasts In Romania Using Moving Average Models Of Historical Errors Of The Dobrescu Macromodel**

*by*Mihaela BRATU (SIMIONESCU)

**Análisis de la Sustitución de Fuentes Energéticas en Bolivia**

*by*Aliaga Lordemann, Javier & Capriles, Alejandro

**Cross-sectional GMM estimation under a common data shock**

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**Combining Long Memory and Level Shifts in Modeling and Forecasting the Volatility of Asset Returns**

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**Estimation of the Cost of Equity by Considering the Interdependences between Capital Markets**

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**Behavioral Finance and Technical Analysis**

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**Türkiye’de enflasyon beklentilerinin çapalanması ve güvenilirlik**

*by*Serkan ÇİÇEK & Cüneyt AKAR & Eray YÜCEL

**Denge döviz kurunun portföy yaklaşımı ile analizi: Türkiye örneği**

*by*Aydanur GACENER ATIŞ & Utku UTKULU

**Ramazan ayı, üretim için de on bir ayın sultanı mı?**

*by*Aslıhan Atabek Demirhan

**World Foodgrain Prices – The Effect of Exporting Countries’ Policies**

*by*SEKHAR, C.S.C.

**Preference-Directed Regulation When Ethical Environmental Policy Choices Are Formed With Limited Information**

*by*Christopher Jeffords

**A profit model for spread trading with an application to energy futures**

*by*Kanamura, Takashi & Rachev, Svetlozar T. & Fabozzi, Frank J.

**Modelling trades-through in a limited order book using Hawkes processes**

*by*Toke, Ioane Muni & Pomponio, Fabrizio

**On the predictive content of nonlinear transformations of lagged autoregression residuals and time series observations**

*by*Rossen, Anja

**Capturing the zero: A new class of zero-augmented distributions and multiplicative error processes**

*by*Hautsch, Nikolaus & Malec, Peter & Schienle, Melanie

**A Multiple State Duration Model with Endogenous Treatment**

*by*Mroz, T. & Picone, G.

**Mixture of bivariate Poisson regression models with an application to insurance**

*by*Lluís Bermúdez & Dimitris Karlis

**Option pricing in subdiffusive Bachelier model**

*by*Marcin Magdziarz & Sebastian Orzel & Aleksander Weron

**Subordinated alpha-stable Ornstein-Uhlenbeck process as a tool for financial data description**

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**Efficient estimation of Markov regime-switching models: An application to electricity spot prices**

*by*Joanna Janczura & Rafal Weron

**Systematically Misclassified Binary Dependant Variables**

*by*Vidhura Tennekoon & Robert Rosenman

**Behold, a Virgin is with HIV!: Misreporting Sexual Behaviour Among Infected Adolescents**

*by*Vidhura Tennekoon & Robert Rosenman

**A microeconometric analysis of album sales success in the Polish music market**

*by*Mateusz Mysliwski

**Continuous time filtering for a class of marked doubly stochastic Poisson processes**

*by*Marco Minozzo & Silvia Centanni

**A hierarchical geostatistical factor model for multivariate Poisson count data**

*by*Marco Minozzo & Clarissa Ferrari

**Multivariate geostatistical mapping of radioactive contamination in the Maddalena Archipelago (Sardinia, Italy)**

*by*Marco Minozzo & Clarissa Ferrari

**On the existence of some skew normal stationary processes**

*by*Marco Minozzo

**Evolutionary computational approach in TAR model estimation**

*by*Claudio Pizzi & Francesca Parpinel

**Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors**

*by*Monica Billio & Mila Getmansky & Andrew W. Lo & Loriana Pelizzon

**Stochastic Correlation and Risk Premia in Term Structure Models**

*by*Carl Chiarella & Chih-Ying Hsiao & Thuy-Duong To

**Estimating Behavioural Heterogeneity Under Regime Switching**

*by*Carl Chiarella & Xue-Zhong He & Weihong Huang & Huanhuan Zheng

**Volatility Forecasting: Downside Risk, Jumps and Leverage Effect**

*by*Audrino, Francesco & Hu, Yujia

**Bayesian Estimation of DSGE models: Is the Workhorse Model Identified?**

*by*Evren Caglar & Jagjit S. Chadha & Katsuyuki Shibayama

**Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments**

*by*Philip Hans Franses & Michael McAleer & Rianne Legerstee:

**Driving Forces of the Swiss Output Gap**

*by*Stefan Leist

**Reconsidering the Demand for Municipal Public Goods Specification : Evidence from French Municipalities**

*by*Marie-Estelle Binet

**Measuring Consumers' Attachment to Geographical Indications: Implications for Competition Policy**

*by*Hassan, Daniel & Monier-Dilhan, Sylvette & Orozco, Valérie

**Pareto versus lognormal: a maximum entropy test**

*by*Marco Bee & Massimo Riccaboni & Stefano Schiavo

**Modelling Regime Switching and Structural Breaks with an Infinite Dimension Markov Switching Model**

*by*Yong Song

**On the Choice of Prior in Bayesian Model Averaging**

*by*Einmahl, J.H.J. & Magnus, J.R. & Kumar, K.

**Bayesian Model Averaging and Weighted Average Least Squares : Equivariance, Stability, and Numerical Issues**

*by*De Luca, G. & Magnus, J.R.

**Long Memory Dynamics for Multivariate Dependence under Heavy Tails**

*by*Pawel Janus & Siem Jan Koopman & André Lucas

**Measuring and Predicting Heterogeneous Recessions**

*by*Cem Cakmakli & Richard Paap & Dick van Dijk

**Modelling Issues in Kernel Ridge Regression**

*by*Peter Exterkate

**Sparse and Robust Factor Modelling**

*by*Christophe Croux & Peter Exterkate

**Forecasting the U.S. Term Structure of Interest Rates using a Macroeconomic Smooth Dynamic Factor Model**

*by*Siem Jan Koopman & Michel van der Wel

**Relating Stochastic Volatility Estimation Methods**

*by*Charles S. Bos

**A Bayesian Analysis of Unobserved Component Models using Ox**

*by*Charles S. Bos

**Dynamic Correlation or Tail Dependence Hedging for Portfolio Selection**

*by*Redouane Elkamhia & Denitsa Stefanova

**An Alternative Bayesian Approach to Structural Breaks in Time Series Models**

*by*Sjoerd van den Hauwe & Richard Paap & Dick J.C. van Dijk

**Modeling and Estimation of Synchronization in Multistate Markov-Switching Models**

*by*Cem Cakmakli & Richard Paap & Dick J.C. van Dijk

**Structural Models, Information and Inherited Restrictions**

*by*Andrew J. Buck & George M. Lady

**Structural Sign Patterns and Reduced Form Restrictions**

*by*Andrew J. Buck & George M. Lady

**How do banks' funding costs affect interest margins?**

*by*Arvid Raknerud & Bjørn Helge Vatne & Ketil Rakkestad

**The new Keynesian Phillips curve: Does it fit Norwegian data?**

*by*Pål Boug & Ådne Cappelen & Anders R. Swensen

**Identifying the Effects of Co-Authorship Networks on the Performance of Scholars: A Correlation and Regression Analysis of Performance Measures and Social Network Analysis Measures**

*by*Alireza Abbasi & Jorn Altmann & Liaquat Hossain

**Estimation of Equicorrelated Diffusions from Incomplete Data**

*by*Robert A. Jones & Mohammad Zanganeh

**The Financial Accelerator: An Emerging Market Story**

*by*Shah Hussain & Amna Saeed & Amer Hassan

**The impact of ICT on the Italian productivity dynamics**

*by*E. et al. Saltari

**Trade Shocks from BRIC to South Africa: A Global VAR Analysis**

*by*Mustafa Yavuz Cakir & Alain Kabundi

**Fiscal regime changes and the sustainability of fiscal imbalance in South Africa; a smooth transition error-correction approach**

*by*Samuel S. Jibao & Niek Schoeman & Ruthira Naraidoo

**Some Variables are More Worthy Than Others: New Diffusion Index Evidence on the Monitoring of Key Economic Indicators**

*by*Norman R. Swanson & Nii Ayi Armah

**Predictive Density Construction and Accuracy Testing with Multiple Possibly Misspecified Diffusion Models**

*by*Norman R. Swanson & Valentina Corradi

**Predictive Inference Under Model Misspecification with an Application to Assessing the Marginal Predictive Content of Money for Output**

*by*Norman R. Swanson & Nii Ayi Armah

**Learning a bayesian network from ordinal data**

*by*Flaminia Musella

**Do Tax Cut And Spending Deficits Have Different Crowd Out Effects?**

*by*John J. Heim

**Is Crowd Out A Problem In Recessions?**

*by*John J. Heim

**Do Deficits Crowd Out Private Borrowing? Evidence From Flow Of Funds Accounts**

*by*John J. Heim

**Structural Threshold Regression**

*by*Andros Kourtellos & Thanasis Stengos & Chih Ming Tan

**Does Globalization affect Regional Growth? Evidence for NUTS-2 Regions in EU-27**

*by*Wolfgang Polasek & Richard Sellner

**Financial Crises and Monetary Policy: Evidence from the UK**

*by*Christopher Martin & Costas Milas

**The Opportunistic approach to monetary policy and financial markets**

*by*Kasai Ndahiriwe & Ruthira Naraidoo

**The role of exchange rate in Mongolia: A shock absorber or a source of shocks?**

*by*Doojav, Gan-Ochir

**Potensi Penerimaan Pajak Dari Underground Economy Di Indonesia**

*by*Nizar, Muhammad Afdi & Purnomo, Kuntarto

**Y-a-t-il une discrimination salariale à l'encontre des migrants d'origine Africaine en France ?**

*by*Hammouda, Nacer-Eddine & Souag, ali

**Heterogeneity of Saving-Investment Causality and Fiscal Coordination Implication: The Case of an African Monetary Union**

*by*NGUENA, Christian L.

**Изоморфизм И Гомоморфизм В Имитационном Моделировании**

*by*Rumyantsev, Mikhail I.

**Гибридная Имитационная Модель Отделения Банка Как Системы Массового Обслуживания: Роль Человеческого Фактора**

*by*Rumyantsev, Mikhail I.

**Everything You Always Wanted to Know about Log Periodic Power Laws for Bubble Modelling but Were Afraid to Ask**

*by*Fantazzini, Dean & Geraskin, Petr

**The Link between Output Growth and Output Volatility in Five Crisis-Affected Asian Countries**

*by*Jiranyakul, Komain

**Predicting corporate bankruptcy using a self-organizing map: An empirical study to improve the forecasting horizon of a financial failure model**

*by*du Jardin, Philippe & Séverin, Eric

**Testing for partial exogeneity with weak identification**

*by*Doko Tchatoka, Firmin

**Aging population and public pensions: theory and evidence**

*by*Verbič, Miroslav & Spruk, Rok

**Identifying regime shifts in Indian stock market: A Markov switching approach**

*by*Wasim, Ahmad & Bandi, Kamaiah

**The case for higher frequency inflation expectations**

*by*Guzman, Giselle C.

**Climate change: where is the hockey stick? evidence from millennial-scale reconstructed and updated temperature time series**

*by*Travaglini, Guido

**GMM estimation with noncausal instruments under rational expectations**

*by*Lof, Matthijs

**A predictive multi-agent approach to model systems with linear rational expectations**

*by*Mostafavi, Moeen & Fatehi, Ali-Reza & Shakouri G., Hamed & Von zur Muehlen, Peter

**Simulation of financial institutions activity in transitional economies**

*by*Rumyantsev, Mikhail I.

**The gasoline Industry in European Union and the USA**

*by*Polemis, Michail & Fotis, Panagiotis

**A new method to estimate the risk of financial intermediaries**

*by*Delis, Manthos D & Tsionas, Efthymios

**Efficiency of broadband internet adoption in European Union member states**

*by*Pavlyuk, Dmitry

**A Semigroups Approach to the Study of a Second Order Partial Differential Equation Applied in Economics**

*by*Chilarescu, Constantin & Viasu, Ioana Luciana

**China-Malaysia’s long run trading and exchange rate: complementary or conflicting?**

*by*Chan, Tze-Haw & Hooy, Chee-Wooi

**Relationship between inflation and economic growth in Azerbaijani economy: is there any threshold effect?**

*by*Hasanov, Fakhri

**Interpreting interaction terms in linear and non-linear models: A cautionary tale**

*by*Drichoutis, Andreas

**A structural modeling of exchange rate, prices and interest rates between Malaysia-China in the liberalization era**

*by*Chan, Tze-Haw

**Economic growth and carbon dioxide emissions: Empirical evidence from China**

*by*Halkos, George & Tzeremes, Nickolaos

**Analysing drivers of and barriers to the sustainable development: hidden economy and hidden migration**

*by*Albu, Lucian-Liviu & Ghizdeanu, Ion & Iorgulescu, Raluca

**Gasoline price asymmetries in the Euro Zone**

*by*Polemis, Michail & Fotis, Panagiotis

**What happened to efficiency in electricity industries after reforms?**

*by*Erdogdu, Erkan

**Estimating intertemporal and intratemporal substitutions when both income and substitution effects are present: the role of durable goods**

*by*pakos, michal

**Method of supply chain optimization in E-commerce**

*by*Suchánek, Petr & Bucki, Robert

**Does every stone fall in the same way? new gravity evidence on world trade**

*by*Cunedioglu, Ekrem & Yucel, Eray

**Good versus Bad Political Institutions and Economic Welfare**

*by*Mamoon, Dawood

**A Vector Auto-Regressıve (VAR) Model for the Turkish Financial Markets**

*by*Bayraci, Selcuk & Ari, Yakup & Yildirim, Yavuz

**Gravity and extended gravity: estimating a structural model of export entry**

*by*Morales, Eduardo & Sheu, Gloria & Zahler, Andrés

**Autoregression-Based Estimation of the New Keynesian Phillips Curve**

*by*Lanne, Markku & Luoto, Jani

**The fine structure of spectral properties for random correlation matrices: an application to financial markets**

*by*Livan, Giacomo & Alfarano, Simone & Scalas, Enrico

**The impact of power market reforms on electricity price-cost margins and cross-subsidy levels: a cross country panel data analysis**

*by*Erdogdu, Erkan

**Shadow banking and the dynamics of aggregate leverage: An application of the Kalman filter to cyclical leverage measures**

*by*Christian Calmès & Raymond Théoret

**Konsumausgaben und Aktienmarktentwicklung in Deutschland: Ein kointegriertes vektorautoregressives Modell**

*by*Andreas Nastansky & Hans Gerhard Strohe

**Rövid távú előrejelző modell Magyarországra**

*by*András Balatoni & Tamás Mellár

**A tree-form constant market share model for growth causes in international trade based on multi-level classification**

*by*Yuanhua Feng & Zhichao Guo & Christian Peitz & Xiangyong Tan

**Inflation variability and the relationship between inflation and growth**

*by*Raghbendra Jha & Tu Dang

**Dynamic Conditional Correlation: On properties and estimation**

*by*Gian Piero Aielli

**Variance Clustering Improved Dynamic Conditional Correlation MGARCH Estimators**

*by*Gian Piero Aielli & Massimiliano Caporin

**An Open-model Forecast-error Taxonomy**

*by*David Hendry & Grayham E. Mizon

**Unpredictability in Economic Analyis, Econometric Modelling and Forecasting**

*by*David Hendry

**Model Selection in Equations with Many 'Small' Effects**

*by*Jennifer Castle & David Hendry

**A Tale of 3 Cities: Model Selection in Over-, Exact, and Under-specified Equations**

*by*Jennifer Castle & David Hendry

**Conditional Correlation Models of Autoregressive Conditional Heteroskedasticity with Nonstationary GARCH Equations**

*by*Cristina Amado & Timo Teräsvirta

**Modelling Volatility by Variance Decomposition**

*by*Cristina Amado & Timo Teräsvirta

**Estimating Causal Installed-Base Effects: A Bias-Correction Approach**

*by*Sridhar Narayanan & Harikesh S. Nair

**The Empirical Content of Models with Multiple Equilibria in Economies with Social Interactions**

*by*Alberto Bisin & Andrea Moro & Giorgio Topa

**Identifying multiple regimes in the model of credit to households**

*by*Dobromil Serwa

**An Estimatable DCDP Model of Search and Matching in Real Estate Markets**

*by*Stuart J. Fowler & Jennifer J. Wilgus

**Do Policy-Related Shocks Affect Real Exchange Rates? An Empirical Analysis Using Sign Restrictions and a Penalty-Function Approach**

*by*Taya Dumrongrittikul

**Identification in structural VAR models with different volatility regimes**

*by*Emanuele BACCHIOCCHI

**Identification through heteroskedasticity: a likelihood-based approach**

*by*Emanuele BACCHIOCCHI

**Shifting Preferences at the Fed: Evidence from Rolling Dynamic Multipliers and Impulse Response Analysis**

*by*Matthew Greenwood-Nimmo & Youngcheol Shin

**Foreign exchange rates under Markov Regime switching model**

*by*Stéphane GOUTTE & Benteng Zou

**Fixed Exchange Rate Versus Inflation Targeting: Evidence from DSGE Modelling**

*by*Viktors Ajevskis & Kristine Vitola

**Food, Energy and Environment : is Bioenergy the missing link?**

*by*Pavel Ciaian & d'Artis Kancs

**La demande d’assurance contre le risque incendie de forêt: Une analyse empirique sur des propriétaires privés en France**

*by*Marielle Brunette & Stéphane Couture & Serge Garcia

**The Nonexistence of Instrumental Variables**

*by*Stephen Hall & George S. Tavlas & P. A. V. B. Swamy

**The Forward Rate Premium Puzzle: A Resolution?**

*by*Stephen Hall & P. A. V. B. Swamy & George S. Tavlas & Amangeldi Kenjegaliev

**Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments**

*by*Philip Hans Franses & Michael McAleer & Rianne Legerstee

**Use of data on planned contributions and stated beliefs in the measurement of social preferences**

*by*Anna Conte & M. Vittoria Levati

**What Can We Learn from a Cross-Section of Returns? An Investigation of Idiosyncratic Volatility Range**

*by*Serguey Khovansky & Zhylyevskyy, Oleksandr

**Income Asymmetries and the Permanent Income Hypothesis**

*by*Juan Urquiza

**Automated model selection in finance: General-to-speci c modelling of the mean and volatility speci cations**

*by*Alvaro Escribano & Genaro Sucarrat

**Does Globalization Affect Regional Growth? Evidence for NUTS-2 Regions in EU-27**

*by*Polasek, Wolfgang & Sellner, Richard

**Financial Network Systemic Risk Contributions**

*by*Nikolaus Hautsch & Julia Schaumburg & Melanie Schienle

**We develop a sequential trade model of Iceberg order execution in a limit order book. The Iceberg-trader has the freedom to expose his trading intentions or (partially) shield the true order size against other market participants. Order exposure can cause drastic market reactions (â€œmarket impactâ€ ) in the end leading to higher transaction costs. On the other hand the Iceberg trader faces a loss-in-priority when he hides his intentions, as most electronic limit order books penalize the usage of hidden liquidity. Thus the Iceberg-trader is faced with the problem to find the right trade-off. Our model provides optimal exposure strategies for Iceberg traders in limit order book markets. In particular, we provide a range of analytical statements that are in line with recent empirical findings on the determinants of traderâ€™s exposure strategies. In this framework, we also study the market impact also market impact of limit orders. We provide optimal exposure profiles for a range of hightech stocks from the US S&P500 and how they scale with the state-of-the-book. We finally test the Icebergâ€™s performance against the limit orders and find that Iceberg orders can significantly enhance trade performance by up to 60%**

*by*GÃ¶khan CebiroËœglu & Ulrich Horst

**Optimal Display of Iceberg Orders**

*by*GoÌˆkhan CebirogÌ†lu & Ulrich Horst & &

**Pricing Chinese rain: a multi-site multi-period equilibrium pricing model for rainfall derivatives**

*by*Wolfgang HÃ¤rdle & Maria Osipenko

**Difference based Ridge and Liu type Estimators in Semiparametric Regression Models**

*by*Esra Akdeniz Duran & Wolfgang Karl HÃ¤rdle & Maria Osipenko

**Securitization Rating Performance and Agency Incentives**

*by*Daniel Roesch & Harald Scheule

**Will You Still Want Me Tomorrow? The Dynamics of Families’ Long-Term Care Arrangements**

*by*Bridget Hiedemann & Michelle Sovinsky & Steven Stern

**Will You Still Want Me Tomorrow? The Dynamics of Families' Long-Term Care Arrangements**

*by*Michelle Goeree & Bridget Hiedemann & Steven Stern

**Parameter Identification in a Estimated New Keynesian Open Economy Model**

*by*Adolfson, Malin & Lindé, Jesper

**Models of Truncation, Sample Selection, and Limited Dependent Variables: Suggestions for a Common Language**

*by*Biørn, Erik & R. Wangen, Knut

**Is corporate social responsibility associated with lower wages?**

*by*Nyborg, Karine & Zhang, Tao

**Band Spectrum Regressions using Wavelet Analysis**

*by*Andersson, Fredrik N. G.

**Caste, local networks and lucrative jobs: Evidence from rural Nepal**

*by*Hatlebakk, Magnus & Iversen, Vegard & Torsvik, Gaute

**On the Choice of the Unit Period in Time Series Models**

*by*Peter Fuleky

**On the Choice of the Unit Period in Time Series Models**

*by*Peter Fuleky

**The Effect of Quality Differentials on Integration of the Seaborne Thermal Coal Market**

*by*Jason West

**Long-Dated Agricultural Futures Price Estimates Using the Seasonal Nelson-Siegel Model**

*by*Jason West

**Realised and Optimal Monetary Policy Rules in an Estimated Markov-Switching DSGE Model of the United Kingdom**

*by*Xiaoshan Chen & Ronald MacDonald

**Formula for Manufacturing Profit increase based on Thermodynamic Model**

*by*Michael Louis George

**A self-reported work sampling to assess the Emergency Department’s costs**

*by*Paolo Cremonesi & Enrico di Bella & Marcello Montefiori & Luca Persico

**Multiplicative Error Models**

*by*Christian T. Brownlees & Fabrizio Cipollini & Giampiero M. Gallo

**Value at Risk forecasting with the ARMA-GARCH family of models in times of increased volatility**

*by*Milan Rippel & Ivo Jánský

**The Factors of Growth of Small Family Businesses: A Robust Estimation of the Behavioral Consistency in the Panel Data Models**

*by*Vladimír Benáček & Eva Michalíková

**A Cautionary Note on Tests for Overidentifying Restrictions**

*by*Paulo M.D.C. Parente & Joao M.C. Santos Silva

**The Multiscale Causal Dynamics of Foreign Exchange Markets**

*by*Stelios Bekiros & Massimiliano Marcellino

**Nonlinear causality testing with stepwise multivariate filtering**

*by*Stelios Bekiros

**A Framework for Pension Policy Analysis in Ireland: PENMOD, a Dynamic Simulation Model**

*by*Callan, Tim & Van de Ven, Justin

**Performance implications of core and complementary pre-entry experience: The role of consumer heterogeneity in mobile telephony**

*by*JP Eggers & Michal Grajek & Tobias Kretschmer

**Shifting credit standards and the boom and bust in U.S. house prices**

*by*John V. Duca & John Muellbauer & Anthony Murphy

**House prices and credit constraints: making sense of the U.S. experience**

*by*John V. Duca & John Muellbauer & Anthony Murphy

**Portfolio credit risk of default and spread widening**

*by*Hongbiao Zhao

**The non-optimality of the Mexican indirect tax system**

*by*Castañón-Herrera, Alberto & Urzúa, Carlos M.

**Analyzing price level in a booming economy: the case of Azerbaijan**

*by*Hasanov Fakhri

**A SVECM Model of the UK Economy and The Term Premium**

*by*MARDI DUNGEY & M.TUGRUL VEHBI

**Inflation variability and the relationship between inflation and growth**

*by*Raghbendra Jha & Tu Dang

**Land Use Change Impacts of Biofuels: Near-VAR Evidence from the US**

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**Bayesian Analysis of DSGE Models**

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**Effects of smoking on productivity: estimating aggregate production technology using cross-sectional time series data**

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**Intervention of Japanese Monetary Authority in the Foreign Exchange Market**

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**Employment, Development and Research Expenditure in European Union: analysis of causality and comparison with the United States, 1993-2003**

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**“Efficiency Flooding”: Black-Box Frontiers and Policy Implications**

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**The Sources and Dynamics of Inflation in Indonesia: An ECM Model Estimation for 1952-2002**

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**Human Capital and Economic Development in Africa: An Econometric Analysis for 1950-2002**

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**Macroeconomic Modelling: Approaches and Experiences in Development Countries**

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**Estimación de la estructura a plazos de las tasas de interés en Colombia por medio del método de funciones B-spline cúbicas**

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**Los costos de la desinflación en Colombia según el modelo Buiter-Miller**

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**Identification of Equilibrium Models of Local Jurisdictions**

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**Interpreting and testing the scaling property in models where inefficiency depends on firm characteristics**

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**Credit Constraints and Distress Sales in Rural India: An Econometric Analysis**

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**A Multi-Level Panel Smooth Transition Autoregression for US Sectoral Production**

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**Defining the flexicurity index in application to European countries**

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**Human Capital: Infrastructural and Superstructural Constraints to Economic Performance across U.S. Native American Reservations and Trust Lands**

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