Research classified by Journal of Economic Literature (JEL) codes
Top JEL
/ C: Mathematical and Quantitative Methods
/ / C5: Econometric Modeling
/ / / C52: Model Evaluation, Validation, and Selection
This JEL code is mentioned in the following RePEc Biblio entries:
2019
- Granziera, Eleonora & Sekhposyan, Tatevik, 2019, "Predicting relative forecasting performance: An empirical investigation," International Journal of Forecasting, Elsevier, volume 35, issue 4, pages 1636-1657, DOI: 10.1016/j.ijforecast.2019.01.010.
- Angelini, Elena & Lalik, Magdalena & Lenza, Michele & Paredes, Joan, 2019, "Mind the gap: A multi-country BVAR benchmark for the Eurosystem projections," International Journal of Forecasting, Elsevier, volume 35, issue 4, pages 1658-1668, DOI: 10.1016/j.ijforecast.2018.12.004.
- Thiele, Stephen, 2019, "Detecting underestimates of risk in VaR models," Journal of Banking & Finance, Elsevier, volume 101, issue C, pages 12-20, DOI: 10.1016/j.jbankfin.2019.01.018.
- Lazar, Emese & Zhang, Ning, 2019, "Model risk of expected shortfall," Journal of Banking & Finance, Elsevier, volume 105, issue C, pages 74-93, DOI: 10.1016/j.jbankfin.2019.05.017.
- Tedeschi, Gabriele & Recchioni, Maria Cristina & Berardi, Simone, 2019, "An approach to identifying micro behavior: How banks’ strategies influence financial cycles," Journal of Economic Behavior & Organization, Elsevier, volume 162, issue C, pages 329-346, DOI: 10.1016/j.jebo.2018.12.022.
- Liang, Annie, 2019, "Inference of preference heterogeneity from choice data," Journal of Economic Theory, Elsevier, volume 179, issue C, pages 275-311, DOI: 10.1016/j.jet.2018.09.010.
- Schneider, Paul, 2019, "An anatomy of the market return," Journal of Financial Economics, Elsevier, volume 132, issue 2, pages 325-350, DOI: 10.1016/j.jfineco.2018.10.015.
- Hossain, Marup & Mullally, Conner & Asadullah, M. Niaz, 2019, "Alternatives to calorie-based indicators of food security: An application of machine learning methods," Food Policy, Elsevier, volume 84, issue C, pages 77-91, DOI: 10.1016/j.foodpol.2019.03.001.
- Maroney, Neal & Wang, Wei & Kabir Hassan, M., 2019, "Incorporating active adjustment into a financing based model of capital structure," Journal of International Money and Finance, Elsevier, volume 90, issue C, pages 204-221, DOI: 10.1016/j.jimonfin.2018.09.011.
- Cao, Shuo & Huang, Huichou & Liu, Ruirui & MacDonald, Ronald, 2019, "The term structure of exchange rate predictability: Commonality, scapegoat, and disagreement," Journal of International Money and Finance, Elsevier, volume 95, issue C, pages 379-401, DOI: 10.1016/j.jimonfin.2018.03.013.
- Hwang, Youngjin, 2019, "Forecasting recessions with time-varying models," Journal of Macroeconomics, Elsevier, volume 62, issue C, DOI: 10.1016/j.jmacro.2019.103153.
- Blázquez, Maite & Herrarte, Ainhoa & Sáez, Felipe, 2019, "Training and job search assistance programmes in Spain: The case of long-term unemployed," Journal of Policy Modeling, Elsevier, volume 41, issue 2, pages 316-335, DOI: 10.1016/j.jpolmod.2019.03.004.
- Pincheira Brown, Pablo & Hardy, Nicolás, 2019, "Forecasting base metal prices with the Chilean exchange rate," Resources Policy, Elsevier, volume 62, issue C, pages 256-281, DOI: 10.1016/j.resourpol.2019.02.019.
- Salisu, Afees A. & Isah, Kazeem O. & Raheem, Ibrahim D., 2019, "Testing the predictability of commodity prices in stock returns of G7 countries: Evidence from a new approach," Resources Policy, Elsevier, volume 64, issue C, DOI: 10.1016/j.resourpol.2019.101520.
- Ba, Hélène A. & de Mey, Yann & Thoron, Sylvie & Demont, Matty, 2019, "Inclusiveness of contract farming along the vertical coordination continuum: Evidence from the Vietnamese rice sector," Land Use Policy, Elsevier, volume 87, issue C, DOI: 10.1016/j.landusepol.2019.104050.
- Nizam, Esma & Ng, Adam & Dewandaru, Ginanjar & Nagayev, Ruslan & Nkoba, Malik Abdulrahman, 2019, "The impact of social and environmental sustainability on financial performance: A global analysis of the banking sector," Journal of Multinational Financial Management, Elsevier, volume 49, issue C, pages 35-53, DOI: 10.1016/j.mulfin.2019.01.002.
- Ma, Feng & Wahab, M.I.M. & Zhang, Yaojie, 2019, "Forecasting the U.S. stock volatility: An aligned jump index from G7 stock markets," Pacific-Basin Finance Journal, Elsevier, volume 54, issue C, pages 132-146, DOI: 10.1016/j.pacfin.2019.02.006.
- Chun, Dohyun & Cho, Hoon & Ryu, Doojin, 2019, "Forecasting the KOSPI200 spot volatility using various volatility measures," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 514, issue C, pages 156-166, DOI: 10.1016/j.physa.2018.09.027.
- Radivojević, Nikola & Cvijanović, Drago & Sekulic, Dejan & Pavlovic, Dejana & Jovic, Srdjan & Maksimović, Goran, 2019, "Econometric model of non-performing loans determinants," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 520, issue C, pages 481-488, DOI: 10.1016/j.physa.2019.01.015.
- Isah, Kazeem O. & Raheem, Ibrahim D., 2019, "The hidden predictive power of cryptocurrencies and QE: Evidence from US stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 536, issue C, DOI: 10.1016/j.physa.2019.04.268.
- Baghdasaryan, Vardan & Iannantuoni, Giovanna & Maggian, Valeria, 2019, "Electoral fraud and voter turnout: An experimental study," European Journal of Political Economy, Elsevier, volume 58, issue C, pages 203-219, DOI: 10.1016/j.ejpoleco.2018.12.001.
- Debarsy, Nicolas & Ertur, Cem, 2019, "Interaction matrix selection in spatial autoregressive models with an application to growth theory," Regional Science and Urban Economics, Elsevier, volume 75, issue C, pages 49-69, DOI: 10.1016/j.regsciurbeco.2019.01.002.
- Croonenbroeck, Carsten & Stadtmann, Georg, 2019, "Renewable generation forecast studies – Review and good practice guidance," Renewable and Sustainable Energy Reviews, Elsevier, volume 108, issue C, pages 312-322, DOI: 10.1016/j.rser.2019.03.029.
- Aguilar-Rivera, Noé, 2019, "A framework for the analysis of socioeconomic and geographic sugarcane agro industry sustainability," Socio-Economic Planning Sciences, Elsevier, volume 66, issue C, pages 149-160, DOI: 10.1016/j.seps.2018.07.006.
- Adrian Pagan & Tim Robinson, 2019, "Implications of Partial Information for Econometric Modeling of Macroeconomic Systems," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2019-41, Jun.
- Qazi Haque, 2019, "Monetary Policy, Inflation Target and the Great Moderation: An Empirical Investigation," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2019-44, Jun.
- Joshua C. C. Chan, 2019, "Asymmetric Conjugate Priors for Large Bayesian VARs," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2019-51, Jul.
- Joshua C. C. Chan, 2019, "Minnesota-Type Adaptive Hierarchical Priors for Large Bayesian VARs," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2019-61, Aug.
- Mariano Kulish & Adrian Pagan, 2019, "Turning Point and Oscillatory Cycles," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2019-74, Sep.
- Joshua C.C. Chan, 2019, "Large Hybrid Time-Varying Parameter VARs," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2019-77, Oct.
- Adrian Pagan & Michael Wickens, 2019, "Checking If the Straitjacket Fits," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2019-81, Nov.
- Hérault, Nicolas & Jenkins, Stephen P., 2019, "How valid are synthetic panel estimates of poverty dynamics?," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 100043, Apr.
- Schneider, Eric B., 2020, "Sample-selection biases and the historical growth pattern of children," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 100826, Sep.
- Hajivassiliou, Vassilis & Savignac, Frédérique, 2019, "Novel approaches to coherency conditions in dynamic LDV models: quantifying financing constraints and a firm's decision and ability to innovate," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 102544, Oct.
- Hajivassiliou, Vassilis, 2019, "Estimation and specification testing of panel data models with non-ignorable persistent heterogeneity, contemporaneous and intertemporal simultaneity and observable and unobservable dynamics," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 102843, Sep.
- Hajivassiliou, Vassilis, 2019, "Switching regressions with imperfect regime classification information: theory and applications," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 103119, Nov.
- Thompson, Erica L. & Smith, Leonard A., 2019, "Escape from model-land," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 103310, Oct.
2018
- Jingchen Ren & Xu Guo, 2018, "A Three-Arm Non-Inferiority Test For Heteroscedastic Data," Advances in Decision Sciences, Asia University, Taiwan, volume 22, issue 1, pages 279-307, December.
- Philip Hans Franses, 2018, "Prediction Intervals For Expert-Adjusted Forecasts," Advances in Decision Sciences, Asia University, Taiwan, volume 22, issue 1, pages 308-320, December.
- Emilio Zanetti Chini, 2018, "Forecaster’s utility and forecasts coherence," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2018-01, Jan.
- Torben G. Andersen & Nicola Fusari & Viktor Todorov & Rasmus T. Varneskov, 2018, "Unified Inference for Nonlinear Factor Models from Panels with Fixed and Large Time Span," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2018-03, Jan.
- Torben G. Andersen & Nicola Fusari & Viktor Todorov & Rasmus T. Varneskov, 2018, "Option Panels in Pure-Jump Settings," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2018-04, Jan.
- Torben G. Andersen & Martin Thyrsgaard & Viktor Todorov, 2018, "Time-Varying Periodicity in Intraday Volatility," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2018-05, Jan.
- Torben G. Andersen & Nicola Fusari & Viktor Todorov, 2018, "The Risk Premia Embedded in Index Options," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2018-07, Jan.
- Torben G. Andersen & Nicola Fusari & Viktor Todorov, 2018, "Short-Term Market Risks Implied by Weekly Options," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2018-08, Jan.
- Torben G. Andersen & Rasmus T. Varneskov, 2018, "Consistent Inference for Predictive Regressions in Persistent VAR Economies," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2018-09, Feb.
- Isabel Casas & Xiuping Mao & Helena Veiga, 2018, "Reexamining financial and economic predictability with new estimators of realized variance and variance risk premium," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2018-10, Mar.
- Emilio Zanetti Chini, 2018, "Forecasting dynamically asymmetric fluctuations of the U.S. business cycle," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2018-13, Mar.
- Cristina Amado & Annastiina Silvennoinen & Timo Teräsvirta, 2018, "Models with Multiplicative Decomposition of Conditional Variances and Correlations," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2018-14, Apr.
- Changli He & Jian Kang & Timo Teräsvirta & Shuhua Zhang, 2018, "The Shifting Seasonal Mean Autoregressive Model and Seasonality in the Central England Monthly Temperature Series, 1772-2016," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2018-15, Apr.
- Sebastian Ankargren & Måns Unosson & Yukai Yang, 2018, "A mixed-frequency Bayesian vector autoregression with a steady-state prior," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2018-32, Dec.
- Simplice A. Asongu & Nicholas M. Odhiambo, 2018, "Drivers of Growth in Fast Emerging Economies: a Dynamic Instrumental Quantile Approach to Real Output and its Rates of Growth in BRICS and MINT countries, 2001-2011," Research Africa Network Working Papers, Research Africa Network (RAN), number 18/013, Jan.
- Simplice A. Asongu & Nicholas M. Odhiambo, 2018, "Environmental Degradation and Inclusive Human Development in sub†Saharan Africa," Research Africa Network Working Papers, Research Africa Network (RAN), number 18/017, Jan.
- Simplice A. Asongu, 2018, "CO2 emission thresholds for inclusive human development in Sub-Saharan Africa," Research Africa Network Working Papers, Research Africa Network (RAN), number 18/023, Jan.
- Simplice A. Asongu & Jacinta C. Nwachukwu & Sara le Roux, 2018, "The role of inclusive development and military expenditure in modulating the effect of terrorism on governance," Research Africa Network Working Papers, Research Africa Network (RAN), number 18/026, Jan.
- Simplice A. Asongu & Jacinta C. Nwachukwu & Chris Pyke, 2018, "The Comparative Economics of ICT, Environmental Degradation and Inclusive Human Development in Sub-Saharan Africa," Research Africa Network Working Papers, Research Africa Network (RAN), number 18/037, Jan.
- Simplice A. Asongu & Uduak S. Akpan & Salisu R. Isihak, 2018, "Determinants of Foreign Direct Investment in Fast-Growing Economies: Evidence from the BRICS and MINT Countries," Research Africa Network Working Papers, Research Africa Network (RAN), number 18/038, Jan.
- Simplice A. Asongu & Jacinta Nwachukwu & Nicholas Biekpe, 2018, "Foreign Aid, Terrorism and Growth: Conditional Evidence from Quantile Regression," Research Africa Network Working Papers, Research Africa Network (RAN), number 18/045, Jan.
- Simplice A. Asongu & Vanessa S. Tchamyou & Ndemaze Asongu & Nina Tchamyou, 2018, "The Comparative African Economics of Governance in Fighting Terrorism," Research Africa Network Working Papers, Research Africa Network (RAN), number 18/055, Jan.
- Simplice A. Asongu & Nicholas M. Odhiambo, 2018, "Drivers of Growth in Fast Emerging Economies: a Dynamic Instrumental Quantile Approach to Real Output and its Rates of Growth in BRICS and MINT countries, 2001-2011," AFEA Working Papers, African Finance and Economic Association (AFEA), number 18/011, Jan.
- Simplice A. Asongu & Nicholas M. Odhiambo, 2018, "Environmental Degradation and Inclusive Human Development in sub†Saharan Africa," AFEA Working Papers, African Finance and Economic Association (AFEA), number 18/015, Jan.
- Simplice A. Asongu, 2018, "CO2 emission thresholds for inclusive human development in Sub-Saharan Africa," AFEA Working Papers, African Finance and Economic Association (AFEA), number 18/020, Jan.
- Simplice A. Asongu & Jacinta C. Nwachukwu & Sara le Roux, 2018, "The role of inclusive development and military expenditure in modulating the effect of terrorism on governance," AFEA Working Papers, African Finance and Economic Association (AFEA), number 18/022, Jan.
- Simplice A. Asongu & Jacinta C. Nwachukwu & Chris Pyke, 2018, "The Comparative Economics of ICT, Environmental Degradation and Inclusive Human Development in Sub-Saharan Africa," AFEA Working Papers, African Finance and Economic Association (AFEA), number 18/031, Jan.
- Simplice A. Asongu & Uduak S. Akpan & Salisu R. Isihak, 2018, "Determinants of Foreign Direct Investment in Fast-Growing Economies: Evidence from the BRICS and MINT Countries," AFEA Working Papers, African Finance and Economic Association (AFEA), number 18/032, Jan.
- Simplice A. Asongu & Jacinta C. Nwachukwu & Nicholas Biekpe, 2018, "Foreign Aid, Terrorism and Growth: Conditional Evidence from Quantile Regression," AFEA Working Papers, African Finance and Economic Association (AFEA), number 18/038, Jan.
- Simplice A. Asongu & Vanessa S. Tchamyou & Ndemaze Asongu & Nina Tchamyou, 2018, "The Comparative African Economics of Governance in Fighting Terrorism," AFEA Working Papers, African Finance and Economic Association (AFEA), number 18/046, Jan.
- Simplice Asongu & Nicholas Odhiambo, 2018, "Drivers of Growth in Fast Emerging Economies: a Dynamic Instrumental Quantile Approach to Real Output and its Rates of Growth in BRICS and MINT countries, 2001-2011," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., number 18/013, Jan.
- Simplice Asongu & Nicholas Odhiambo, 2018, "Environmental Degradation and Inclusive Human Development in sub‐Saharan Africa," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., number 18/017, Jan.
- Simplice Asongu, 2018, "CO2 emission thresholds for inclusive human development in Sub-Saharan Africa," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., number 18/023, Jan.
- Simplice Asongu & Jacinta C. Nwachukwu & Sara le Roux, 2018, "The role of inclusive development and military expenditure in modulating the effect of terrorism on governance," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., number 18/026, Jan.
- Simplice Asongu & Jacinta C. Nwachukwu & Chris Pyke, 2018, "The Comparative Economics of ICT, Environmental Degradation and Inclusive Human Development in Sub-Saharan Africa," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., number 18/037, Jan.
- Simplice Asongu & Uduak S. Akpan & Salisu R. Isihak, 2018, "Determinants of Foreign Direct Investment in Fast-Growing Economies: Evidence from the BRICS and MINT Countries," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., number 18/038, Jan.
- Simplice Asongu & Jacinta Nwachukwu & Nicholas Biekpe, 2018, "Foreign Aid, Terrorism and Growth: Conditional Evidence from Quantile Regression," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., number 18/045, Jan.
- Simplice A. Asongu & Vanessa S. Tchamyou & Ndemaze Asongu & Nina Tchamyou, 2018, "The Comparative African Economics of Governance in Fighting Terrorism," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., number 18/055, Jan.
- Daniel Heymann & Gabriel Montes-Rojas, 2018, "On model-consistent expectations in macroeconomics," Económica, Instituto de Investigaciones Económicas, Facultad de Ciencias Económicas, Universidad Nacional de La Plata, volume 64, pages 22-45, January-D.
- Imelda Lorena Vazquez Jimenez & Ricardo Aguirre Choix & Maria Dolores Moreno Millanes, , "The Process Of The Strategic Planning Of The Nonprofit Organization In Southern Sonora, Mexico," Review of Socio - Economic Perspectives, Reviewsep, number 201823, DOI: https://doi.org/10.19275/RSEP047.
- Oscar Claveria, 2018, "“A new metric of consensus for Likert scales”," AQR Working Papers, University of Barcelona, Regional Quantitative Analysis Group, number 201810, Oct, revised Oct 2018.
- Ricardo Crisostomo & Lorena Couso, 2018, "Financial density forecasts: A comprehensive comparison of risk-neutral and historical schemes," Papers, arXiv.org, number 1801.08007, Jan, revised May 2018.
- R. Scott Hacker & Abdulnasser Hatemi-J, 2018, "Model Selection in Time Series Analysis: Using Information Criteria as an Alternative to Hypothesis Testing," Papers, arXiv.org, number 1805.08991, May.
- Timothy B. Armstrong & Michal Koles'ar, 2018, "Sensitivity Analysis using Approximate Moment Condition Models," Papers, arXiv.org, number 1808.07387, Aug, revised Jul 2020.
- Gary Koop & Dimitris Korobilis, 2018, "Bayesian dynamic variable selection in high dimensions," Papers, arXiv.org, number 1809.03031, Sep, revised May 2020.
- Stephan Smeekes & Etienne Wijler, 2018, "An Automated Approach Towards Sparse Single-Equation Cointegration Modelling," Papers, arXiv.org, number 1809.08889, Sep, revised Jul 2020.
- Arun Advani & Toru Kitagawa & Tymon S{l}oczy'nski, 2018, "Mostly Harmless Simulations? Using Monte Carlo Studies for Estimator Selection," Papers, arXiv.org, number 1809.09527, Sep, revised Apr 2019.
- Kfir Eliaz & Ran Spiegler, 2018, "The Model Selection Curse," Papers, arXiv.org, number 1810.02888, Oct.
- Pavlo Ilchuk & Petro Viblyi & Iryna Lashchyk, 2018, "Theoretical And Methodological Aspects Of The Anti-Crisis Capacity Of Enterprises," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", volume 4, issue 3, DOI: 10.30525/2256-0742/2018-4-3-88-93.
- Dmitrii Yadranskii & Viktor Chigrin & Elena Chumak, 2018, "The Economic, Social, And Spiritual Efficiency Of The Economic System: Approaches To Assessment," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", volume 4, issue 4, DOI: 10.30525/2256-0742/2018-4-4-380-386.
- Srini Vasan (Correspondence author) & Jack Baker & Ad¨¦lamar Alc¨¢ntara, 2018, "Use of Kernel Density and Raster Manipulation in GIS to Predict Population in New Mexico Census Tracts," Review of Economics & Finance, Better Advances Press, Canada, volume 14, pages 25-38, November.
- Andrew Lee-Poy, 2018, "Characterizing the Canadian Financial Cycle with Frequency Filtering Approaches," Staff Analytical Notes, Bank of Canada, number 2018-34, DOI: 10.34989/san-2018-34.
- Gergely Ganics & Atsushi Inoue & Barbara Rossi, 2018, "Confidence intervals for bias and size distortion in IV and local projections — IV models," Working Papers, Banco de España, number 1841, Dec.
- Gergely Ganics & Atsushi Inoue & Barbara Rossi, 2019, "Confidence Intervals for Bias and Size Distortion in IV and Local Projections–IV Models," Working Papers, Barcelona School of Economics, number 1077, Mar.
- Hernán Rincón-Castro & Norberto Rodríguez-Niño, 2018, "Nonlinear state and shock dependence of exchange rate pass through on prices," BIS Working Papers, Bank for International Settlements, number 690, Jan.
- Simplice Asongu & Jacinta Nwachukwu, 2018, "Fighting Terrorism: Empirics on Policy Harmonisation," German Economic Review, Verein für Socialpolitik, volume 19, issue 3, pages 237-259, August, DOI: 10.1111/geer.12126.
- Giampiero M. Gallo & Edoardo Otranto, 2018, "Combining sharp and smooth transitions in volatility dynamics: a fuzzy regime approach," Journal of the Royal Statistical Society Series C, Royal Statistical Society, volume 67, issue 3, pages 549-573, April, DOI: 10.1111/rssc.12253.
- Antonio Accetturo & Valter Di Giacinto & Giacinto Micucci & Marcello Pagnini, 2018, "Geography, productivity, and trade: Does selection explain why some locations are more productive than others?," Journal of Regional Science, Wiley Blackwell, volume 58, issue 5, pages 949-979, November, DOI: 10.1111/jors.12393.
- Bruno Albuquerque & Georgi Krustev, 2018, "Debt Overhang and Deleveraging in the US Household Sector: Gauging the Impact on Consumption," Review of Income and Wealth, International Association for Research in Income and Wealth, volume 64, issue 2, pages 459-481, June, DOI: 10.1111/roiw.12265.
- Kim Ristolainen, 2018, "Predicting Banking Crises with Artificial Neural Networks: The Role of Nonlinearity and Heterogeneity," Scandinavian Journal of Economics, Wiley Blackwell, volume 120, issue 1, pages 31-62, January, DOI: 10.1111/sjoe.12216.
- Giovanni Cerulli, 2018, "Data-driven sensitivity analysis for matching estimators," London Stata Conference 2018, Stata Users Group, number 02, Oct.
- Thomai Filippeli & Richard Harrison & Konstantinos Theodoridis, 2018, "DSGE-based priors for BVARs and quasi-Bayesian DSGE estimation," Bank of England working papers, Bank of England, number 716, Mar.
- Zacharias Bragoudakis, 2018, "Are the price adjustments asymmetric in basic food categories? The case of the Greek food market," Economic Bulletin, Bank of Greece, issue 47, pages 75-91, July.
- Rida Ahroum & Othmane Touri & Fatima-Zahra Sabiq & Boujemâa Achchab, 2018, "Investment strategies with rebalancing: How could they serve Sukuk secondary market?," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 18, issue 2, pages 91-100, June.
- Asongu Simplice & Nwachukwu Jacinta, 2018, "Fighting Terrorism: Empirics on Policy Harmonisation," German Economic Review, De Gruyter, volume 19, issue 3, pages 237-259, August, DOI: 10.1111/geer.12126.
- Mothuti Gosego & Phiri Andrew, 2018, "Inflation-Growth Nexus in Botswana: Can Lower Inflation Really Spur Growth in the Country?," Global Economy Journal, De Gruyter, volume 18, issue 4, pages 1-11, December, DOI: 10.1515/gej-2018-0045.
- Audrino Francesco, 2018, "Do match officials give preferential treatment to the strongest football teams? An analysis of four top European clubs," Journal of Quantitative Analysis in Sports, De Gruyter, volume 14, issue 4, pages 185-199, December, DOI: 10.1515/jqas-2018-0052.
- Escribano Alvaro & Torrado María, 2018, "Nonlinear and asymmetric pricing behaviour in the Spanish gasoline market," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 22, issue 5, pages 1-19, December, DOI: 10.1515/snde-2017-0065.
- Arun Advani & Toru Kitagawa & Tymon Sloczynski, 2018, "Mostly Harmless Simulations? On the Internal Validity of Empirical Monte Carlo Studies," Working Papers, Brandeis University, Department of Economics and International Business School, number 124, Sep.
- Meenagh, David & Minford, Patrick & Wickens, Michael & Xu, Yongdeng, 2018, "Testing DSGE Models by indirect inference: a survey of recent findings," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2018/14, Jun.
- Filippeli, Thomai & Harrison, Richard & Theodoridis, Konstantinos, 2018, "DSGE-based Priors for BVARs & Quasi-Bayesian DSGE Estimation," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2018/5, Jan.
- Xu, Yongdeng & Taylor, Nick & Lu, Wenna, 2018, "Illiquidity and Volatility Spillover effects in Equity Markets during and after the Global Financial Crisis: an MEM approach," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2018/6, Jan.
- Meenagh, David & Minford, Patrick & Wickens, Michael & Xu, Yongdeng, 2018, "The small sample properties of Indirect Inference in testing and estimating DSGE models," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2018/7, Mar.
- Héctor Gustavo González Padilla, 2018, "Competencia en el Mercado de Préstamos Bancarios en Argentina, 2006 – 2011," CEMA Working Papers: Serie Documentos de Trabajo., Universidad del CEMA, number 636, Jul.
- Zhuan Pei & Jörn-Steffen Pischke & Hannes Schwandt, 2018, "Poorly measured confounders are more useful on the left than on the right," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp1539, Apr.
- Tim Conley & Nirav Mehta & Ralph Stinebrickner & Todd Stinebrickner, 2018, "Social Interactions, Mechanisms, and Equilibrium: Evidence from a Model of Study Time and Academic Achievement," CESifo Working Paper Series, CESifo, number 6896.
- Jonas Dovern & Hans Manner, 2018, "Order Invariant Tests for Proper Calibration of Multivariate Density Forecasts," CESifo Working Paper Series, CESifo, number 7023.
- Giovanni Caggiano & Efrem Castelnuovo & Olivier Damette & Antoine Parent & Giovanni Pellegrino, 2018, "Liquidity Traps and Large-Scale Financial Crises," CESifo Working Paper Series, CESifo, number 7096.
- Øivind Anti Nilsen & Arvid Raknerud & Diana-Cristina Iancu, 2018, "Public R&D Support and Firms' Performance - A Panel Data Study," CESifo Working Paper Series, CESifo, number 7131.
- Joachim Freyberger & Andreas Neuhierl & Michael Weber & Michael Weber, 2018, "Dissecting Characteristics Nonparametrically," CESifo Working Paper Series, CESifo, number 7187.
- Evžen Kocenda & Michala Moravcová & Evžen Kočenda, 2018, "Intraday Effect of News on Emerging European Forex Markets: An Event Study Analysis," CESifo Working Paper Series, CESifo, number 7239.
- Max Löffler & Andreas Peichl & Sebastian Siegloch, 2018, "The Sensitivity of Structural Labor Supply Estimations to Modeling Assumptions," ifo Working Paper Series, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 259.
- Tsutomu Watanabe & Tomoyoshi Yabu, 2018, "The Demand for Money at the Zero Interest Rate Bound," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-444, Sep.
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