Research classified by Journal of Economic Literature (JEL) codes

1. Forecasting with DSGE Models
2. Forecasting

2017

• Simplice A. Asongu & Vanessa Tchamyou & Ndemaze Asongu & Nina Tchamyou, 2017, "The Comparative African Economics of Inclusive Development and Military Expenditure in Fighting Terrorism," Research Africa Network Working Papers, Research Africa Network (RAN), number 17/031, Jan.
• Simplice A. Asongu & Sara le Roux & Nicholas Biekpe, 2017, "Environmental Degradation, ICT and Inclusive Development in Sub-Saharan Africa," Research Africa Network Working Papers, Research Africa Network (RAN), number 17/038, Jan.
• Simplice A. Asongu & Sara le Roux & Nicholas Biekpe, 2017, "Enhancing ICT for Environmental Sustainability in Sub-Saharan Africa," Research Africa Network Working Papers, Research Africa Network (RAN), number 17/039, Jan.
• Simplice A. Asongu & Vanessa S. Tchamyou & Ndemaze Asongu & Nina Tchamyou, 2017, "Fighting terrorism in Africa: evidence from bundling and unbundling institutions," Research Africa Network Working Papers, Research Africa Network (RAN), number 17/047, Jan.
• Simplice A. Asongu & Vanessa S. Tchamyou & Jules R. Minkoua N & Ndemaze Asongu & Nina P. Tchamyou, 2017, "Fighting terrorism in Africa: benchmarking policy harmonization," Research Africa Network Working Papers, Research Africa Network (RAN), number 17/049, Jan.
• Simplice A. Asongu & Nicholas Biekpe, 2017, "Globalization and Terror in Africa," Research Africa Network Working Papers, Research Africa Network (RAN), number 17/053, May.
• Simplice A. Asongu, 2017, "ICT, Openness and CO2 emissions in Africa," Research Africa Network Working Papers, Research Africa Network (RAN), number 17/055, May.
• Simplice A. Asongu, 2017, "Comparative Sustainable Development in Sub-Saharan Africa," Research Africa Network Working Papers, Research Africa Network (RAN), number 17/060, Jan.
• Simplice A. Asongu & Uchenna R. Efobi & Ibukun Beecroft, 2017, "Aid in Modulating the Impact of Terrorism on FDI: No Positive Thresholds, No Policy," Research Africa Network Working Papers, Research Africa Network (RAN), number 17/061, Jan.
• Pacific K. T. Yapatake, 2017, "The Slow growth of Foreign Direct Investment in Central African Republic," CEREDEC Working Papers, Centre de Recherche pour le Développement Economique (CEREDEC), number 17/001, Jan.
• Qazi Haque, 2017, "Monetary Policy, Target Inflation and the Great Moderation: An Empirical Investigation," Adelaide Economics Working Papers, Adelaide University, School of Economics, number 2017-10, Jul.
• Qazi Haque, 2017, "Monetary Policy, Inflation Target and the Great Moderation: An Empirical Investigation," Adelaide Economics Working Papers, Adelaide University, School of Economics, number 2017-13, Nov.
• Marie Allard & Camille Bronsard & Christian Gouriéroux, 2017, "Aversions to Impatience, Uncertainty and Illiquidity," Annals of Economics and Statistics, GENES, issue 125-126, pages 9-39.
• Marine CARRASCO & Mohamed DOUKALI, 2017, "Efficient Estimation Using Regularized Jackknife IV Estimator," Annals of Economics and Statistics, GENES, issue 128, pages 109-149, DOI: 10.15609/annaeconstat2009.128.0109.
• Darwin Ugarte Ontiveros & Gustavo Canavire-Bacarreza & Luis Castro Peñarrieta, 2017, "Outliers in semi-parametric Estimation of Treatment Effects," Development Research Working Paper Series, Institute for Advanced Development Studies, number 06/2017, Oct.
• Damian Kozbur, 2017, "Testing-Based Forward Model Selection," American Economic Review, American Economic Association, volume 107, issue 5, pages 266-269, May.
• Simplice Asongu & Vanessa Tchamyou & Ndemaze Asongu & Nina Tchamyou, 2017, "The Comparative African Economics of Inclusive Development and Military Expenditure in Fighting Terrorism," Journal of African Development, African Finance and Economic Association (AFEA), volume 19, issue 2, pages 77-91.
• Simplice Asongu & John C. Anyanwu & Vanessa S. Tchamyou, 2017, "Technology-driven information sharing and conditional financial development in Africa," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., number 17/010, Jan.
• Simplice Asongu & Jacinta C. Nwachukwu, 2017, "At What Levels of Financial Development Does Information Sharing Matter?," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., number 17/017, Jun.
• Simplice Asongu & Jacinta C. Nwachukwu, 2017, "The Impact of Terrorism on Governance in African Countries," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., number 17/019, Jan.
• Simplice Asongu & Jacinta C. Nwachukwu, 2017, "Mobile Phone Innovation and Environmental Sustainability in Sub-Saharan Africa," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., number 17/025, May.
• Vanessa Tchamyou & Simplice Asongu, 2017, "Conditional Market Timing in the Mutual Fund Industry," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., number 17/028, Jan.
• Simplice Asongu & Vanessa Tchamyou & Ndemaze Asongu & Nina Tchamyou, 2017, "The Comparative African Economics of Inclusive Development and Military Expenditure in Fighting Terrorism," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., number 17/031, Jan.
• Simplice Asongu & Sara Le Roux & Nicholas Biekpe, 2017, "Environmental Degradation, ICT and Inclusive Development in Sub-Saharan Africa," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., number 17/038, Jan.
• Simplice Asongu & Sara Le Roux & Nicholas Biekpe, 2017, "Enhancing ICT for Environmental Sustainability in Sub-Saharan Africa," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., number 17/039, Jan.
• Simplice Asongu & Vanessa Tchamyou & Ndemaze Asongu & Nina Tchamyou, 2017, "Fighting terrorism in Africa: evidence from bundling and unbundling institutions," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., number 17/047, Jan.
• Simplice Asongu & Vanessa Tchamyou & Jules Minkoua & Ndemaze Asongu, 2017, "Fighting terrorism in Africa: benchmarking policy harmonization," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., number 17/049, Jan.
• Simplice Asongu & Nicholas Biekpe, 2017, "Globalization and Terror in Africa," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., number 17/053, May.
• Simplice Asongu, 2017, "ICT, Openness and CO2 emissions in Africa," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., number 17/055, May.
• Simplice Asongu, 2017, "The Comparative Sustainable Development in Sub-Saharan Africa," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., number 17/060, Jun.
• Simplice Asongu & Uchenna R. Efobi & Ibukun Beecroft, 2017, "Aid in Modulating the Impact of Terrorism on FDI: No Positive Thresholds, No Policy," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., number 17/061, Jan.
• Phiri, Andrew, 2017, "Threshold convergence between the federal fund rate and South African equity returns around the colocation period," Business and Economic Horizons (BEH), Prague Development Center (PRADEC), volume 13, issue 01, DOI: 10.22004/ag.econ.264621.
• Djogbenou, Antoine A., 2017, "Model Selection in Factor-Augmented Regressions with Estimated Factors," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 274717, Oct, DOI: 10.22004/ag.econ.274717.
• Martin PAŽICKÃ, 2017, "Stock Price Simulation Using Bootstrap And Monte Carlo," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, volume 64, issue 2, pages 155-170, June.
• Yara de Almeida Campos Cordeiro & Wagner Piazza Gaglianone & João Victor Issler, 2017, "Inattention in individual expectations," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], volume 17, issue 1, pages 40-59.
• Catherine L. Kling & Raymond W. Arritt & Gray Calhoun & David A. Keiser, 2017, "Integrated Assessment Models of the Food, Energy, and Water Nexus: A Review and an Outline of Research Needs," Annual Review of Resource Economics, Annual Reviews, volume 9, issue 1, pages 143-163, October, DOI: 10.1146/annurev-resource-100516-033.
• Мекенбаева К.Б. & Жузбаев А.М., 2017, "Краткосрочное Прогнозирование Экономической Активности В Казахстане," Economic Review(National Bank of Kazakhstan), National Bank of Kazakhstan, issue 3, pages 20-35.
• Brad R. Humphreys & Bruce K. Johnson & John C. Whitehead, 2017, "Validity and Reliability of Contingent Valuation and Life Satisfaction Measures of Welfare: An Application to the Value of National Olympic Success," Working Papers, Department of Economics, Appalachian State University, number 17-08.
• Vahagn Grigoryan & Arpine Dallakyan, 2007, "Equilibrium Real Exchange Rate Model of Armenia," Working Papers, Central Bank of Armenia, number 1.
• Evzen Kocenda & Karen Poghosyan, 2017, "Export sophistication: A dynamic panel data approach," Working Papers, Central Bank of Armenia, number 8, Nov.
• Francesco Lamperti & Andrea Roventini & Amir Sani, 2017, "Agent-Based Model Calibration using Machine Learning Surrogates," Papers, arXiv.org, number 1703.10639, Mar, revised Apr 2017.
• Patrick Kline & Christopher R. Walters, 2017, "On Heckits, LATE, and Numerical Equivalence," Papers, arXiv.org, number 1706.05982, Jun, revised Oct 2018.
• Michael B. Gordy & Alexander J. McNeil, 2017, "Spectral backtests of forecast distributions with application to risk management," Papers, arXiv.org, number 1708.01489, Aug, revised Jul 2019.
• Nikolaus Hautsch & Stefan Voigt, 2017, "Large-Scale Portfolio Allocation Under Transaction Costs and Model Uncertainty," Papers, arXiv.org, number 1709.06296, Sep, revised Jun 2018.
• Lenard Lieb & Stephan Smeekes, 2017, "Inference for Impulse Responses under Model Uncertainty," Papers, arXiv.org, number 1709.09583, Sep, revised Oct 2019.
• Alberto Abadie & Susan Athey & Guido Imbens & Jeffrey Wooldridge, 2017, "When Should You Adjust Standard Errors for Clustering?," Papers, arXiv.org, number 1710.02926, Oct, revised Sep 2022.
• Mika Meitz & Pentti Saikkonen, 2017, "Testing for observation-dependent regime switching in mixture autoregressive models," Papers, arXiv.org, number 1711.03959, Nov.
• Vugar Rahimov & Nigar Jafarova, 2017, "The exchange rate pass-through to CPI inflation and its components in Azerbaijan," Working Papers, Central Bank of Azerbaijan Republic, number 1701, Feb.
• Le-Yu Chen & Sokbae (Simon) Lee, 2017, "Best subset binary prediction," CeMMAP working papers, Institute for Fiscal Studies, number 50/17, Nov, DOI: 10.1920/wp.cem.2017.5017.
• Kyrylo Mykolaychuk & Galina Savina, 2017, "Features Of Evaluation Of The Competitive Status Of Tourist Enterprises," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", volume 3, issue 4, DOI: 10.30525/2256-0742/2017-3-4-179-184.
• Claudia Foroni & Francesco Ravazzolo & Barbara Sadaba, 2017, "Assessing the Predictive Ability of Sovereign Default Risk on Exchange Rate Returns," Staff Working Papers, Bank of Canada, number 17-19, DOI: 10.34989/swp-2017-19.
• André Binette & Dmitri Tchebotarev, 2017, "Evaluating Real GDP Growth Forecasts in the Bank of Canada Monetary Policy Report," Staff Analytical Notes, Bank of Canada, number 17-21, DOI: 10.34989/san-2017-21.
• Daniel Ordoñez-Callamand & Luis F. Melo-Velandia & Oscar M. Valencia-Arana, 2017, "Current Account Sustainability in Latin America Considering Nonlinearities," Borradores de Economia, Banco de la Republica de Colombia, number 987, Mar, DOI: 10.32468/be.987.
• Ming-Chung Chang & Ching-Hua Yu, 2017, "Estimation of energy productivity change in Baltic Sea and EU non-Baltic Sea states," Baltic Journal of Economics, Baltic International Centre for Economic Policy Studies, volume 17, issue 1, pages 78-102.
• Naoya Sueishi & Arihiro Yoshimura, 2017, "Focused Information Criterion for Series Estimation in Partially Linear Models," The Japanese Economic Review, Japanese Economic Association, volume 68, issue 3, pages 352-363, September.
• Torben G. Andersen & Nicola Fusari & Viktor Todorov, 2017, "Short-Term Market Risks Implied by Weekly Options," Journal of Finance, American Finance Association, volume 72, issue 3, pages 1335-1386, June.
• Christian Gouriéroux & Jean-Michel Zakoïan, 2017, "Local explosion modelling by non-causal process," Journal of the Royal Statistical Society Series B, Royal Statistical Society, volume 79, issue 3, pages 737-756, June.
• ROTARU Florica Georgeta & CRISTACHE Silvia Elena & CIOBOTAR Georgeta Narcisa, 2017, "Stochastic Linkage Analysis And Structural Changes That Influence The Educational System In The European Union In Accordance With The "Europe 2020 Strategy"," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, volume 69, issue 1, pages 129-147, April.
• Francesco Furlanetto & Paolo Gelain & Marzie Taheri Sanjani, 2017, "Output gap, monetary policy trade-offs and financial frictions," Working Paper, Norges Bank, number 2017/8, Apr.
• Arnold Polanski & Evarist Stoja, 2017, "Forecasting multidimensional tail risk at short and long horizons," Bank of England working papers, Bank of England, number 660, Jun.
• Melanie Houllier & David Murphy, 2017, "Borderline: judging the adequacy of return distribution estimation techniques in initial margin models," Bank of England working papers, Bank of England, number 673, Sep.
• Chiranjit Chakraborty & Andreas Joseph, 2017, "Machine learning at central banks," Bank of England working papers, Bank of England, number 674, Sep.
• Iryna Kaminska & Matt Roberts-Sklar, 2017, "Volatility in equity markets and monetary policy rate uncertainty," Bank of England working papers, Bank of England, number 700, Dec.
• Seungmoon Choi & Byungkuk Kim, 2017, "Analysis of Call Rate Behaviour Using Regime-switching Diffusion Process Model (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, volume 23, issue 1, pages 23-54, March.
• Seungmoon Choi & Byungkuk Kim, 2017, "Analysis of Call Rate Behaviour Using Regime-switching Diffusion Process Model (in Korean)," Working Papers, Economic Research Institute, Bank of Korea, number 2017-7, Feb.
• Sanhaji Bilel, 2017, "Testing for Nonlinearity in Conditional Covariances," Journal of Time Series Econometrics, De Gruyter, volume 9, issue 2, pages 1-22, July, DOI: 10.1515/jtse-2016-0010.
• Bu Ruijun & Cheng Jie & Hadri Kaddour, 2017, "Specification analysis in regime-switching continuous-time diffusion models for market volatility," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 21, issue 1, pages 65-80, February, DOI: 10.1515/snde-2016-0047.
• Berg Tim Oliver, 2017, "Forecast accuracy of a BVAR under alternative specifications of the zero lower bound," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 21, issue 2, pages 1-29, April, DOI: 10.1515/snde-2015-0084.
• Rémy Herrera & Zhiming Long, 2017, "Capital accumulation, profit rates and cycles in China from 1952 to 2014: lessons from the evolution of Chinese industry," Journal of Innovation Economics, De Boeck Université, volume 0, issue 2, pages 59-82.
• Hoang Thanh Mai NGUYEN & Marie-Ange VEGANZONES-VAROUDAKIS, 2017, "Investment climate, outward orientation and manufacturing firm productivity: New empirical evidence," Working Papers, CERDI, number 201717, Oct.
• Joachim Freyberger & Andreas Neuhierl & Michael Weber & Michael Weber, 2017, "Dissecting Characteristics Nonparametrically," CESifo Working Paper Series, CESifo, number 6391.
• Dan A. Black & Joonhwi Joo & Robert LaLonde & Jeffrey Andrew Smith & Evan J. Taylor, 2017, "Simple Tests for Selection: Learning More from Instrumental Variables," CESifo Working Paper Series, CESifo, number 6392.
• Tincho Almuzara & Dante Amengual & Enrique Sentana, 2017, "Normality Tests for Latent Variables," Working Papers, CEMFI, number wp2017_1708, Feb.
• Dante Amengual & Marine Carrasco & Enrique Sentana, 2017, "Testing Distributional Assumptions Using a Continuum of Moments," Working Papers, CEMFI, number wp2017_1709, Mar.
• Elena Manresa & Francisco Peñaranda & Enrique Sentana, 2017, "Empirical Evaluation of Overspecified Asset Pricing Models," Working Papers, CEMFI, number wp2017_1711, May.
• Ricardo Crisóstomo, 2017, "Speed and biases of Fourier-based pricing choices: Analysis of the Bates and Asymmetric Variance Gamma models," CNMV Working Papers, CNMV- Spanish Securities Markets Commission - Research and Statistics Department, number CNMV Working Papers no. 6.
• Ricardo Crisóstomo & Lorena Couso, 2017, "Financial density forecasts: A comprehensive comparison of risk-neutral and historical schemes," CNMV Working Papers, CNMV- Spanish Securities Markets Commission - Research and Statistics Department, number CNMV Working Papers no. 6.
• Darwin Ugarte Ontiveros & Gustavo Canavire-Bacarreza & Luis Castro Pe�arrieta, 2017, "Outliers in semi-parametric Estimation of Treatment Effects," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 15810, Oct.
• Rodrigo Suescún & Roberto Steiner, 2017, "Un modelo de equilibrio general dinámico para la evaluación de la política económica en Colombia," Informes de Investigación, Fedesarrollo, number 15736, Jul.
• Laura Daniela Castillo Paredes & Josefa Ramoni-Perazzi, 2017, "La volatilidad del tipo de cambio paralelo en Venezuela 2005-2015," Apuntes del Cenes, Universidad Pedagógica y Tecnológica de Colombia, volume 36, issue 63, pages 95-135.
• Lya Paola Sierra Suárez & Jaime Andr�s Collazos-Rodr�guez & Johana Sanabria-Dom�nguez & Pavel Vidal-Alejandro, 2017, "La construcción de indicadores de la actividad económica: una revisión bibliográfica," Apuntes del Cenes, Universidad Pedagógica y Tecnológica de Colombia, volume 36, issue 64, pages 79-107.
• Johanna Mildred Méndez-Sayago & Jhon Alex�nder M�ndez-Sayago & Hugo Alfonso Hern�ndez Escolar, 2017, "El impacto de las tasas retributivas para el control de vertimientos en Colombia," Apuntes del Cenes, Universidad Pedagógica y Tecnológica de Colombia, volume 36, issue 64, pages 167-198.
• Juan Carlos Rodríguez Marín & Pedro Delgado Jaimes & Taide Botello Velasco, 2017, "Determinantes del precio de la vivienda en Bucaramanga," Revista Equidad y Desarrollo, Universidad de la Salle, issue 30, pages 39-59, DOI: 10.19052/ed.3649.
• María Celeste Gómez, 2017, "Retornos a la educación y premios por calificación: estimación y sesgos asociados al caso argentino," Revista Equidad y Desarrollo, Universidad de la Salle, issue 30, pages 11-37, DOI: 10.19052/ed.4327.
• Minford, Patrick & Wickens, Michael R. & Xu, Yongdeng, 2017, "Comparing different data descriptors in Indirect Inference tests on DSGE models," CEPR Discussion Papers, Centre for Economic Policy Research, number 11816, Jan.
• Minford, Patrick & Meenagh, David & Xu, Yongdeng & Wickens, Michael R., 2017, "What is the truth about DSGE models? Testing by indirect inference," CEPR Discussion Papers, Centre for Economic Policy Research, number 11817, Jan.
• Minford, Patrick & Wickens, Michael R. & Xu, Yongdeng, 2017, "Testing part of a DSGE model by Indirect Inference," CEPR Discussion Papers, Centre for Economic Policy Research, number 11819, Jan.
• Sentana, Enrique & Manresa, Elena & Penaranda, Francisco, 2017, "Empirical Evaluation of Overspecified Asset Pricing Models," CEPR Discussion Papers, Centre for Economic Policy Research, number 12085, Jun.
• Mawuli Segnon & Chi Keung Lau & Bernd Wilfling & Rangan Gupta, 2017, "Are multifractal processes suited to forecasting electricity price volatility? Evidence from Australian intraday data," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 6117, May.
• Escribano, Álvaro & Torrado, María, 2017, "Nonlinear and asymmetric pricing behaviour in the Spanish gasoline market," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 24984, Jul.
• Ayala, Astrid & Blazsek, Szabolcs & Escribano, Álvaro, 2017, "Dynamic conditional score models with time-varying location, scale and shape parameters," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 25043, Jul.
• Blazsek, Szabolcs & Escribano, Álvaro & Licht, Adrian, 2017, "Score-driven non-linear multivariate dynamic location models," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 25739, Oct.
• Mariti, Massimo B. & Gonçalves Mazzeu, Joao Henrique & Veiga, Helena, 2017, "Modeling and forecasting the oil volatility index," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number 25985, Nov.
• Tomáš, Domonkos & Filip, Ostrihoň & Ivana, Šikulová & Mária, Širaňová, 2017, "Analysing the Relevance of the MIP Scoreboard's Indicators," National Institute Economic Review, National Institute of Economic and Social Research, volume 239, issue , pages 32-52, February.
• Szüle, Borbála, 2017, "Optimality of linear factor structures," Corvinus Economics Working Papers (CEWP), Corvinus University of Budapest, number 2017/02, Mar.
• Igor Kheifets & Carlos Velasco, 2017, "New Goodness-of-fit Diagnostics for Conditional Discrete Response Models," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1924R, Jun.
• Anamaria-Cătălina RADU & Mihai-Cristian ORZAN & Sebastian CEPTUREANU & Ivona STOICA, 2017, "User Satisfaction Regarding Healthcare Education Services Conducted within EU Funded Projects," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, volume 51, issue 1, pages 89-102.
• Dumitru-Iulian NASTAC & Alexandru ISAIC-MANIU & Irina-Maria DRAGAN, 2017, "Analyzing the Profitability Performance of SMEs Using a Neural Model," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, volume 51, issue 4, pages 55-71.
• Mihaela COVRIG & Dumitru BADEA, 2017, "Some Generalized Linear Models for the Estimation of the Mean Frequency of Claims in Motor Insurance," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, volume 51, issue 4, pages 91-107.
• Chevillon, Guillaume, 2017, "Robustness of Multistep Forecasts and Predictive Regressions at Intermediate and Long Horizons," ESSEC Working Papers, ESSEC Research Center, ESSEC Business School, number WP1710, Jul.
• Ciccarelli, Matteo & García, Juan Angel & Montes-Galdón, Carlos, 2017, "Unconventional monetary policy and the anchoring of inflation expectations," Working Paper Series, European Central Bank, number 1995, Jan.
• Abadie, Alberto & Athey, Susan & Imbens, Guido W. & Wooldridge, Jeffrey, 2017, "When Should You Adjust Standard Errors for Clustering?," Research Papers, Stanford University, Graduate School of Business, number repec:ecl:stabus:3596, Oct.
• Andreas G. Georgantopoulos & Ioannis Filos, 2017, "Board Structure and Bank Performance: Evidence for the Greek Banking Industry during Crisis Period," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 1, pages 56-67.
• Said Zamin Shah & Said Zamin Shah & Ahmad Zubaidi Baharumshah & Muzafar Shah Habibullah & Law Siong Hook, 2017, "The Asymmetric Effects of Real and Nominal Uncertainty on Inflation and Output Growth: Empirical Evidence from Bangladesh," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 1, pages 377-386.
• Hanan Naser, 2017, "Can Gold Investments Provide a Good Hedge Against Inflation? An Empirical Analysis," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 1, pages 470-475.
• Shahram Fattahi & Kiomars Sohaili & Hamed Monkaresi & Fatemeh Mehrabi, 2017, "Modelling and Forecasting Recessions in Oil-exporting Countries: The Case of Iran," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 3, pages 569-574.
• Mohammad Omrani & Mohammad Nabi Shahiki Tash & Ahmad Akbari, 2017, "Price Transmission in Iranian Wholesale-retail Meat Market: Implications for Market Power," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 3, pages 594-601.
• Zahra Naoar Masih, 2017, "Causality between Defence Spending and Economic Growth in Sub-Saharan Africa: Evidence on a Controversial Empirical Issue," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 5, pages 169-177.
• Khairul Kabir Sumon & Md. Sazib Miyan, 2017, "Inflation and Economic Growth: An Empirical Evidence of Bangladesh (1986-2016)," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 5, pages 454-464.
• Tuyen Ngoc Nguyen & Winai Wongsurawat, 2017, "Multivariate Cointegration and Causality between Electricity Consumption, Economic Growth, Foreign Direct Investment and Exports: Recent Evidence from Vietnam," International Journal of Energy Economics and Policy, Econjournals, volume 7, issue 3, pages 287-293.
• Hossain, Akhand Akhtar & Arwatchanakarn, Popkarn, 2017, "Does Money Have a Role in Monetary Policy for Price Stability under Inflation Targeting in Thailand?," Journal of Asian Economics, Elsevier, volume 53, issue C, pages 37-55, DOI: 10.1016/j.asieco.2017.10.003.
• Grant, Angelia L. & Chan, Joshua C.C., 2017, "Reconciling output gaps: Unobserved components model and Hodrick–Prescott filter," Journal of Economic Dynamics and Control, Elsevier, volume 75, issue C, pages 114-121, DOI: 10.1016/j.jedc.2016.12.004.
• Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael, 2017, "A Monte Carlo procedure for checking identification in DSGE models," Journal of Economic Dynamics and Control, Elsevier, volume 76, issue C, pages 202-210, DOI: 10.1016/j.jedc.2017.01.009.
• Caggiano, Giovanni & Castelnuovo, Efrem & Damette, Olivier & Parent, Antoine & Pellegrino, Giovanni, 2017, "Liquidity traps and large-scale financial crises," Journal of Economic Dynamics and Control, Elsevier, volume 81, issue C, pages 99-114, DOI: 10.1016/j.jedc.2017.03.001.
• Guerini, Mattia & Moneta, Alessio, 2017, "A method for agent-based models validation," Journal of Economic Dynamics and Control, Elsevier, volume 82, issue C, pages 125-141, DOI: 10.1016/j.jedc.2017.06.001.
• Aruoba, S. Borağan & Bocola, Luigi & Schorfheide, Frank, 2017, "Assessing DSGE model nonlinearities," Journal of Economic Dynamics and Control, Elsevier, volume 83, issue C, pages 34-54, DOI: 10.1016/j.jedc.2017.07.006.
• Liu, Jing & Wei, Yu & Ma, Feng & Wahab, M.I.M., 2017, "Forecasting the realized range-based volatility using dynamic model averaging approach," Economic Modelling, Elsevier, volume 61, issue C, pages 12-26, DOI: 10.1016/j.econmod.2016.11.020.
• Mogliani, Matteo & Darné, Olivier & Pluyaud, Bertrand, 2017, "The new MIBA model: Real-time nowcasting of French GDP using the Banque de France's monthly business survey," Economic Modelling, Elsevier, volume 64, issue C, pages 26-39, DOI: 10.1016/j.econmod.2017.03.003.
• Ma, Feng & Liu, Jing & Huang, Dengshi & Chen, Wang, 2017, "Forecasting the oil futures price volatility: A new approach," Economic Modelling, Elsevier, volume 64, issue C, pages 560-566, DOI: 10.1016/j.econmod.2017.04.020.
• Fang, Libing & Yu, Honghai & Li, Lei, 2017, "The effect of economic policy uncertainty on the long-term correlation between U.S. stock and bond markets," Economic Modelling, Elsevier, volume 66, issue C, pages 139-145, DOI: 10.1016/j.econmod.2017.06.007.
• Salisu, Afees A. & Isah, Kazeem O., 2017, "Revisiting the oil price and stock market nexus: A nonlinear Panel ARDL approach," Economic Modelling, Elsevier, volume 66, issue C, pages 258-271, DOI: 10.1016/j.econmod.2017.07.010.
• Balcombe, Kelvin & Fraser, Iain, 2017, "Do bubbles have an explosive signature in markov switching models?," Economic Modelling, Elsevier, volume 66, issue C, pages 81-100, DOI: 10.1016/j.econmod.2017.06.001.
• Araichi, Sawssen & Peretti, Christian de & Belkacem, Lotfi, 2017, "Reserve modelling and the aggregation of risks using time varying copula models," Economic Modelling, Elsevier, volume 67, issue C, pages 149-158, DOI: 10.1016/j.econmod.2016.11.016.
• Fitzpatrick, Luke & Parmeter, Christopher F. & Agar, Juan, 2017, "Threshold Effects in Meta-Analyses With Application to Benefit Transfer for Coral Reef Valuation," Ecological Economics, Elsevier, volume 133, issue C, pages 74-85, DOI: 10.1016/j.ecolecon.2016.11.015.
• Tu, Yundong, 2017, "On spurious regressions with partial unit root processes," Economics Letters, Elsevier, volume 150, issue C, pages 142-145, DOI: 10.1016/j.econlet.2016.11.028.
• Xie, Tian, 2017, "Heteroscedasticity-robust model screening: A useful toolkit for model averaging in big data analytics," Economics Letters, Elsevier, volume 151, issue C, pages 119-122, DOI: 10.1016/j.econlet.2016.12.019.
• Wichman, Casey J. & Ferraro, Paul J., 2017, "A cautionary tale on using panel data estimators to measure program impacts," Economics Letters, Elsevier, volume 151, issue C, pages 82-90, DOI: 10.1016/j.econlet.2016.11.029.
• Bürgi, Constantin, 2017, "Bias, rationality and asymmetric loss functions," Economics Letters, Elsevier, volume 154, issue C, pages 113-116, DOI: 10.1016/j.econlet.2017.03.002.
• Yao, Wenying & Kam, Timothy & Vahid, Farshid, 2017, "On weak identification in structural VARMA models," Economics Letters, Elsevier, volume 156, issue C, pages 1-6, DOI: 10.1016/j.econlet.2017.03.035.
• Fosten, Jack, 2017, "Confidence intervals in regressions with estimated factors and idiosyncratic components," Economics Letters, Elsevier, volume 157, issue C, pages 71-74, DOI: 10.1016/j.econlet.2017.05.034.
• Chang, Chia-Lin & McAleer, Michael, 2017, "The correct regularity condition and interpretation of asymmetry in EGARCH," Economics Letters, Elsevier, volume 161, issue C, pages 52-55, DOI: 10.1016/j.econlet.2017.09.017.
• Guerron-Quintana, Pablo & Inoue, Atsushi & Kilian, Lutz, 2017, "Impulse response matching estimators for DSGE models," Journal of Econometrics, Elsevier, volume 196, issue 1, pages 144-155, DOI: 10.1016/j.jeconom.2016.09.009.
• Tu, Yundong & Yi, Yanping, 2017, "Forecasting cointegrated nonstationary time series with time-varying variance," Journal of Econometrics, Elsevier, volume 196, issue 1, pages 83-98, DOI: 10.1016/j.jeconom.2016.09.012.
• Massacci, Daniele, 2017, "Least squares estimation of large dimensional threshold factor models," Journal of Econometrics, Elsevier, volume 197, issue 1, pages 101-129, DOI: 10.1016/j.jeconom.2016.11.001.
• Perera, Indeewara & Koul, Hira L., 2017, "Fitting a two phase threshold multiplicative error model," Journal of Econometrics, Elsevier, volume 197, issue 2, pages 348-367, DOI: 10.1016/j.jeconom.2016.12.002.
• Gonçalves, Sílvia & McCracken, Michael W. & Perron, Benoit, 2017, "Tests of equal accuracy for nested models with estimated factors," Journal of Econometrics, Elsevier, volume 198, issue 2, pages 231-252, DOI: 10.1016/j.jeconom.2017.01.004.
• Kheifets, Igor & Velasco, Carlos, 2017, "New goodness-of-fit diagnostics for conditional discrete response models," Journal of Econometrics, Elsevier, volume 200, issue 1, pages 135-149, DOI: 10.1016/j.jeconom.2017.05.017.
• Liu, Nianqing & Vuong, Quang & Xu, Haiqing, 2017, "Rationalization and identification of binary games with correlated types," Journal of Econometrics, Elsevier, volume 201, issue 2, pages 249-268, DOI: 10.1016/j.jeconom.2017.08.007.
• Darolles, Serge & Le Fol, Gaëlle & Mero, Gulten, 2017, "Mixture of distribution hypothesis: Analyzing daily liquidity frictions and information flows," Journal of Econometrics, Elsevier, volume 201, issue 2, pages 367-383, DOI: 10.1016/j.jeconom.2017.08.014.
• Li, Jia & Todorov, Viktor & Tauchen, George & Chen, Rui, 2017, "Mixed-scale jump regressions with bootstrap inference," Journal of Econometrics, Elsevier, volume 201, issue 2, pages 417-432, DOI: 10.1016/j.jeconom.2017.08.017.
• Chen, Xiaoshan & Kirsanova, Tatiana & Leith, Campbell, 2017, "An empirical assessment of Optimal Monetary Policy in the Euro area," European Economic Review, Elsevier, volume 100, issue C, pages 95-115, DOI: 10.1016/j.euroecorev.2017.07.012.
• Guarin, Alexander & Lozano, Ignacio, 2017, "Credit funding and banking fragility: A forecasting model for emerging economies," Emerging Markets Review, Elsevier, volume 32, issue C, pages 168-189, DOI: 10.1016/j.ememar.2017.06.004.
• Marinelli, Carlo & d’Addona, Stefano, 2017, "Nonparametric estimates of pricing functionals," Journal of Empirical Finance, Elsevier, volume 44, issue C, pages 19-35, DOI: 10.1016/j.jempfin.2017.07.005.
• Byrne, Joseph P. & Cao, Shuo & Korobilis, Dimitris, 2017, "Forecasting the term structure of government bond yields in unstable environments," Journal of Empirical Finance, Elsevier, volume 44, issue C, pages 209-225, DOI: 10.1016/j.jempfin.2017.09.004.
• Giannoccaro, Giacomo & de Gennaro, Bernardo C. & De Meo, Emilio & Prosperi, Maurizio, 2017, "Assessing farmers' willingness to supply biomass as energy feedstock: Cereal straw in Apulia (Italy)," Energy Economics, Elsevier, volume 61, issue C, pages 179-185, DOI: 10.1016/j.eneco.2016.11.009.
• Pircalabu, A. & Hvolby, T. & Jung, J. & Høg, E., 2017, "Joint price and volumetric risk in wind power trading: A copula approach," Energy Economics, Elsevier, volume 62, issue C, pages 139-154, DOI: 10.1016/j.eneco.2016.11.023.
• Bennedsen, Mikkel, 2017, "A rough multi-factor model of electricity spot prices," Energy Economics, Elsevier, volume 63, issue C, pages 301-313, DOI: 10.1016/j.eneco.2017.02.007.
• Kakeu, Johnson & Nguimkeu, Pierre, 2017, "Habit formation and exhaustible resource risk-pricing," Energy Economics, Elsevier, volume 64, issue C, pages 1-12, DOI: 10.1016/j.eneco.2017.03.013.
• Pinheiro Neto, Daywes & Domingues, Elder Geraldo & Coimbra, António Paulo & de Almeida, Aníbal Traça & Alves, Aylton José & Calixto, Wesley Pacheco, 2017, "Portfolio optimization of renewable energy assets: Hydro, wind, and photovoltaic energy in the regulated market in Brazil," Energy Economics, Elsevier, volume 64, issue C, pages 238-250, DOI: 10.1016/j.eneco.2017.03.020.
• Zhao, Yang & Li, Jianping & Yu, Lean, 2017, "A deep learning ensemble approach for crude oil price forecasting," Energy Economics, Elsevier, volume 66, issue C, pages 9-16, DOI: 10.1016/j.eneco.2017.05.023.
• Wei, Yu & Liu, Jing & Lai, Xiaodong & Hu, Yang, 2017, "Which determinant is the most informative in forecasting crude oil market volatility: Fundamental, speculation, or uncertainty?," Energy Economics, Elsevier, volume 68, issue C, pages 141-150, DOI: 10.1016/j.eneco.2017.09.016.
• Kahouli, Bassem, 2017, "The short and long run causality relationship among economic growth, energy consumption and financial development: Evidence from South Mediterranean Countries (SMCs)," Energy Economics, Elsevier, volume 68, issue C, pages 19-30, DOI: 10.1016/j.eneco.2017.09.013.
• Miao, Hong & Ramchander, Sanjay & Wang, Tianyang & Yang, Dongxiao, 2017, "Influential factors in crude oil price forecasting," Energy Economics, Elsevier, volume 68, issue C, pages 77-88, DOI: 10.1016/j.eneco.2017.09.010.
• Asongu, Simplice A. & Le Roux, Sara & Biekpe, Nicholas, 2017, "Environmental degradation, ICT and inclusive development in Sub-Saharan Africa," Energy Policy, Elsevier, volume 111, issue C, pages 353-361, DOI: 10.1016/j.enpol.2017.09.049.
• Sun, Xiaolei & Yao, Xiaoyang & Wang, Jun, 2017, "Dynamic interaction between economic policy uncertainty and financial stress: A multi-scale correlation framework," Finance Research Letters, Elsevier, volume 21, issue C, pages 214-221, DOI: 10.1016/j.frl.2016.12.010.
• Ben Sita, Bernard, 2017, "Volatility patterns of the constituents of FTSE100 in the aftermath of the U.K. Brexit referendum," Finance Research Letters, Elsevier, volume 23, issue C, pages 137-146, DOI: 10.1016/j.frl.2017.02.011.
• Barrell, Ray & Karim, Dilruba & Ventouri, Alexia, 2017, "Interest rate liberalization and capital adequacy in models of financial crises," Journal of Financial Stability, Elsevier, volume 33, issue C, pages 261-272, DOI: 10.1016/j.jfs.2016.09.001.
• Erus, Burcay & Hatipoglu, Ozan, 2017, "Physician payment schemes and physician productivity: Analysis of Turkish healthcare reforms," Health Policy, Elsevier, volume 121, issue 5, pages 553-557, DOI: 10.1016/j.healthpol.2017.02.012.
• Kang, Yanfei & Hyndman, Rob J. & Smith-Miles, Kate, 2017, "Visualising forecasting algorithm performance using time series instance spaces," International Journal of Forecasting, Elsevier, volume 33, issue 2, pages 345-358, DOI: 10.1016/j.ijforecast.2016.09.004.
• Chiu, Ching-Wai (Jeremy) & Mumtaz, Haroon & Pintér, Gábor, 2017, "Forecasting with VAR models: Fat tails and stochastic volatility," International Journal of Forecasting, Elsevier, volume 33, issue 4, pages 1124-1143, DOI: 10.1016/j.ijforecast.2017.03.001.
• Döpke, Jörg & Fritsche, Ulrich & Pierdzioch, Christian, 2017, "Predicting recessions with boosted regression trees," International Journal of Forecasting, Elsevier, volume 33, issue 4, pages 745-759, DOI: 10.1016/j.ijforecast.2017.02.003.
• Leippold, Markus & Vasiljević, Nikola, 2017, "Pricing and disentanglement of American puts in the hyper-exponential jump-diffusion model," Journal of Banking & Finance, Elsevier, volume 77, issue C, pages 78-94, DOI: 10.1016/j.jbankfin.2017.01.014.
• Adams, Zeno & Füss, Roland & Glück, Thorsten, 2017, "Are correlations constant? Empirical and theoretical results on popular correlation models in finance," Journal of Banking & Finance, Elsevier, volume 84, issue C, pages 9-24, DOI: 10.1016/j.jbankfin.2017.07.003.
• Koning, Pierre & van Sonsbeek, Jan-Maarten, 2017, "Making disability work? The effects of financial incentives on partially disabled workers," Labour Economics, Elsevier, volume 47, issue C, pages 202-215, DOI: 10.1016/j.labeco.2017.05.008.
• Chen, Xiaoshan & Kirsanova, Tatiana & Leith, Campbell, 2017, "How optimal is US monetary policy?," Journal of Monetary Economics, Elsevier, volume 92, issue C, pages 96-111, DOI: 10.1016/j.jmoneco.2017.09.009.
• Mokni, Khaled & Mansouri, Faysal, 2017, "Conditional dependence between international stock markets: A long memory GARCH-copula model approach," Journal of Multinational Financial Management, Elsevier, volume 42, issue , pages 116-131, DOI: 10.1016/j.mulfin.2017.10.006.
• Juneja, Januj, 2017, "Invariance, observational equivalence, and identification: Some implications for the empirical performance of affine term structure models," The Quarterly Review of Economics and Finance, Elsevier, volume 64, issue C, pages 292-305, DOI: 10.1016/j.qref.2016.08.003.
• Ramcharran, Harri, 2017, "Bank lending to small business in India: Analyzing productivity and efficiency," The Quarterly Review of Economics and Finance, Elsevier, volume 65, issue C, pages 16-24, DOI: 10.1016/j.qref.2016.06.003.
• Teye, Alfred Larm & Ahelegbey, Daniel Felix, 2017, "Detecting spatial and temporal house price diffusion in the Netherlands: A Bayesian network approach," Regional Science and Urban Economics, Elsevier, volume 65, issue C, pages 56-64, DOI: 10.1016/j.regsciurbeco.2017.04.005.
• Smimou, K., 2017, "Does gold Liquidity learn from the greenback or the equity?," Research in International Business and Finance, Elsevier, volume 41, issue C, pages 461-479, DOI: 10.1016/j.ribaf.2017.04.030.
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• Sehgal, Sanjay & Pandey, Piyush & Diesting, Florent, 2017, "Examining dynamic currency linkages amongst South Asian economies: An empirical study," Research in International Business and Finance, Elsevier, volume 42, issue C, pages 173-190, DOI: 10.1016/j.ribaf.2017.05.008.
• Shah, Said Zamin & Baharumshah, Ahmad Zubaidi & Hook, Law Siong & Habibullah, Muzafar Shah, 2017, "Nominal uncertainty, real uncertainty and macroeconomic performance in a time-varying asymmetric framework: Implications for monetary policy," Research in International Business and Finance, Elsevier, volume 42, issue C, pages 75-93, DOI: 10.1016/j.ribaf.2017.05.012.
• Halkos, George & Matsiori, Steriani, 2017, "Environmental attitude, motivations and values for marine biodiversity protection," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, volume 69, issue C, pages 61-70, DOI: 10.1016/j.socec.2017.05.009.
• Asongu, Simplice A. & Nwachukwu, Jacinta C., 2017, "The Impact of Terrorism on Governance in African Countries," World Development, Elsevier, volume 99, issue C, pages 253-270, DOI: 10.1016/j.worlddev.2017.05.023.
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• Tng Boon Hwa & Mala Raghavan & Teh Tian Huey, 2017, "Macro-Financial Effects of Portfolio Flows: Malaysia's Experience," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2017-35, May.
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• Theresa Leary, 2017, "Moroccan Public Debt and Economic Growth," EcoMod2017, EcoMod, number 10590, Jul.
• Yurun Yang & Ahmet Goncu & Athanasios Pantelous, 2017, "Pairs trading with commodity futures: evidence from the Chinese market," China Finance Review International, Emerald Group Publishing Limited, volume 7, issue 3, pages 274-294, August, DOI: 10.1108/CFRI-09-2016-0109.
• SeEun Jung, 2017, "The gender wage gap and sample selection via risk attitudes," International Journal of Manpower, Emerald Group Publishing Limited, volume 38, issue 2, pages 318-335, May, DOI: 10.1108/IJM-08-2015-0136.
• Sanjay Sehgal & Sonal Babbar, 2017, "Evaluating alternative performance benchmarks for Indian mutual fund industry," Journal of Advances in Management Research, Emerald Group Publishing Limited, volume 14, issue 2, pages 222-250, May, DOI: 10.1108/JAMR-04-2016-0028.
• Chang, C-L. & McAleer, M.J., 2017, "The Correct Regularity Condition and Interpretation of Asymmetry in EGARCH," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2017-17, Jun.
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