Research classified by Journal of Economic Literature (JEL) codes

1. Forecasting with DSGE Models
2. Forecasting

2017

• Dario Caldara & Christophe Kamps, 2017, "The Analytics of SVARs: A Unified Framework to Measure Fiscal Multipliers," The Review of Economic Studies, Review of Economic Studies Ltd, volume 84, issue 3, pages 1015-1040.
• Anisha Ghosh & Christian Julliard & Alex P. Taylor, 2017, "What Is the Consumption-CAPM Missing? An Information-Theoretic Framework for the Analysis of Asset Pricing Models," The Review of Financial Studies, Society for Financial Studies, volume 30, issue 2, pages 442-504.
• Francisco Barillas & Jay Shanken, 2017, "Which Alpha?," The Review of Financial Studies, Society for Financial Studies, volume 30, issue 4, pages 1316-1338.
• Mateescu Mihaela & Muscalu Sabin & Bozga Raluca, 2017, "Influence of TQM Practices and Service Innovation Types on Performances of the IT Romanian Companies," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 313-318, June.
• Andrew B. Martinez, 2017, "How quickly can we adapt to change? An assessment of hurricane damage mitigation efforts using forecast uncertainty," Economics Series Working Papers, University of Oxford, Department of Economics, number 831, Aug.
• Pérez-Fructuoso, María José, 2017, "Tarificación de bonos sobre catástrofes (cat bonds) con desencadenantes de índices de pérdidas. Modelación mediante un proceso de Ornstein-Uhlenbeck || Pricing Loss Index Triggered Cat Bonds. An Ornstein-Uhlenbeck Process-Based Model," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 24, issue 1, pages 340-361, Diciembre.
• Rania Jammazi & Duc Khuong Nguyen, 2017, "Estimating and forecasting portfolio’s Value-at-Risk with wavelet-based extreme value theory: Evidence from crude oil prices and US exchange rates," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, volume 68, issue 11, pages 1352-1362, November, DOI: 10.1057/s41274-016-0133-z.
• Emilio Zanetti Chini, 2017, "Generalizing Smooth Transition Autoregressions," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 138, May.
• Miguel Ataurima Arellano & Erika Collantes & Gabriel Rodriguez, 2017, "Empirical Modeling of Latin American Stock and Forex Markets Returns and Volatility using Markov-Switching GARCH Models," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2017-436.
• Andrew Phiri, 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, volume 13, issue 1, pages 1-9, March, DOI: 10.15208/beh.2017.01.
• Eva Grmanova & Ryszard Pukala, 2018, "Efficiency of insurance companies in the Czech Republic and Poland," Oeconomia Copernicana, Institute of Economic Research, volume 9, issue 1, pages 71-85, March, DOI: 10.24136/oc.2018.004.
• Piotr Lukasiewicz & Krzysztof Karpio & Arkadiusz Orlowski, 2017, "Two-part models of income distributions in Poland," Working Papers, Institute of Economic Research, number 64/2017, May, revised May 2017.
• Ruslan Skrynkovskyy & Grzegorz Pawlowski & Liliia Sytar, 2017, "Розробка Інструментарію Для Забезпечення Якості Трудового Потенціалу Промислових Підприємств
  [Development of Tools for Ensuring the Quality of Labor Potential of Industrial Enterprises]," Traektoriâ Nauki = Path of Science, Altezoro, s.r.o. & Dialog, volume 3, issue 9(26), pages 3009-3018, September, DOI: 10.22178/pos.26-8.
• Mubarak, Fadhlul & Wulandya, Siti Arni & Seran, Karlina & Soleh, Agus M & Andriansyah, Andriansyah, 2017, "Pemodelan Tingkat Suku Bunga Surat Perbendaharaan Negara 3 Bulan
  [Interest Rate Model of 3-Month Treasury Bill]," MPRA Paper, University Library of Munich, Germany, number 111537, Feb.
• Phiri, Andrew, 2017, "Threshold convergence between the federal fund rate and South African equity returns around the colocation period," MPRA Paper, University Library of Munich, Germany, number 76039, Jan.
• Yang, Bill Huajian, 2017, "Point-in-time PD term structure models for multi-period scenario loss projection: Methodologies and implementations for IFRS 9 ECL and CCAR stress testing," MPRA Paper, University Library of Munich, Germany, number 76271, Jan.
• Phiri, Andrew, 2017, "Has the South African Reserve Bank responded to equity prices since the sub-prime crisis? An asymmetric convergence approach," MPRA Paper, University Library of Munich, Germany, number 76542, Feb.
• Chatelain, Jean-Bernard & Ralf, Kirsten, 2017, "Publish and Perish: Creative Destruction and Macroeconomic Theory," MPRA Paper, University Library of Munich, Germany, number 76825, Feb.
• Pincheira, Pablo, 2017, "A Power Booster Factor for Out-of-Sample Tests of Predictability," MPRA Paper, University Library of Munich, Germany, number 77027, Feb.
• Tóth, Peter, 2017, "Nowcasting Slovak GDP by a Small Dynamic Factor Model," MPRA Paper, University Library of Munich, Germany, number 77245, Feb.
• Nazir, Sidra, 2017, "Encompassing Of Nested and Non-nested Models:Energy-Growth Models," MPRA Paper, University Library of Munich, Germany, number 77487, Mar.
• Phiri, Andrew, 2017, "The Feldstein-Horioka puzzle and the global recession period: Evidence from South Africa using asymmetric cointegration analysis," MPRA Paper, University Library of Munich, Germany, number 79096, May.
• Shijaku, Gerti & Dushku, Elona, 2017, "Foreign reserve holdings: an extended study through risk-inspired motives," MPRA Paper, University Library of Munich, Germany, number 79199.
• Asongu, Simplice & Anyanwu, John & Tchamyou, Vanessa, 2017, "Technology-driven information sharing and conditional financial development in Africa," MPRA Paper, University Library of Munich, Germany, number 79640, Jan.
• Yang, Bill Huajian, 2017, "Smoothing Algorithms by Constrained Maximum Likelihood," MPRA Paper, University Library of Munich, Germany, number 79911, Jun.
• Yang, Bill Huajian, 2017, "Forward Ordinal Probability Models for Point-in-Time Probability of Default Term Structure," MPRA Paper, University Library of Munich, Germany, number 79934, Sep.
• Hu, Xingwei, 2017, "A Theory of Dichotomous Valuation with Applications to Variable Selection," MPRA Paper, University Library of Munich, Germany, number 80457, Jun.
• Fasoranti, Modupe Mary & Alimi, Rasaq Santos, 2017, "Government Size, Political Institutions and Output Growth in Nigeria," MPRA Paper, University Library of Munich, Germany, number 80562.
• Yang, Bill Huajian, 2017, "Point-in-Time PD Term Structure Models with Loan Credit Quality as a Component," MPRA Paper, University Library of Munich, Germany, number 80641, Aug.
• Halkos, George & Matsiori, Steriani, 2017, "Estimating recreational values of coastal zones," MPRA Paper, University Library of Munich, Germany, number 80911, Aug.
• Nyholm, Juho, 2017, "Residual-based diagnostic tests for noninvertible ARMA models," MPRA Paper, University Library of Munich, Germany, number 81033, Aug.
• Asongu, Simplice & Nwachukwu, Jacinta, 2017, "At What Levels of Financial Development Does Information Sharing Matter?," MPRA Paper, University Library of Munich, Germany, number 81189, Jan.
• Asongu, Simplice & Nwachukwu, Jacinta C., 2017, "The Impact of Terrorism on Governance in African Countries," MPRA Paper, University Library of Munich, Germany, number 81192, Jan.
• Fries, Sébastien & Zakoian, Jean-Michel, 2017, "Mixed Causal-Noncausal AR Processes and the Modelling of Explosive Bubbles," MPRA Paper, University Library of Munich, Germany, number 81345, Sep.
• Steel, Mark F. J., 2017, "Model Averaging and its Use in Economics," MPRA Paper, University Library of Munich, Germany, number 81568, Sep.
• Asongu, Simplice & Nwachukwu, Jacinta, 2017, "Mobile Phone Innovation and Environmental Sustainability in Sub-Saharan Africa," MPRA Paper, University Library of Munich, Germany, number 81705, May.
• Halkos, George & Matsiori, Steriani & Dritsas, Sophoclis, 2017, "Exploring social values for marine protected areas: The case of Mediterranean monk seal," MPRA Paper, University Library of Munich, Germany, number 82490, Nov.
• Tchamyou, Vanessa & Asongu, Simplice, 2017, "Conditional Market Timing in the Mutual Fund Industry," MPRA Paper, University Library of Munich, Germany, number 82633, Jan.
• Asongu, Simplice & Tchamyou, Vanessa & Asongu, Ndemaze & Tchamyou, Nina, 2017, "The Comparative African Economics of Inclusive Development and Military Expenditure in Fighting Terrorism," MPRA Paper, University Library of Munich, Germany, number 83069, Jan.
• Asongu, Simplice & Le Roux, Sara & Biekpe, Nicholas, 2017, "Environmental Degradation, ICT and Inclusive Development in Sub-Saharan Africa," MPRA Paper, University Library of Munich, Germany, number 83218, Jan.
• Asongu, Simplice & Le Roux, Sara & Biekpe, Nicholas, 2017, "Enhancing ICT for Environmental Sustainability in Sub-Saharan Africa," MPRA Paper, University Library of Munich, Germany, number 83219, Jan.
• Becker, Martin & Klößner, Stefan & Pfeifer, Gregor, 2017, "Cross-Validating Synthetic Controls," MPRA Paper, University Library of Munich, Germany, number 83679, Aug.
• Asongu, Simplice & Tchamyou, Vanessa & Asongu, Ndemaze & Tchamyou, Nina, 2017, "Fighting terrorism in Africa: evidence from bundling and unbundling institutions," MPRA Paper, University Library of Munich, Germany, number 84342, Jan.
• Asongu, Simplice & Tchamyou, Vanessa & Minkoua N, Jules R. & Asongu, Ndemaze & Tchamyou, Nina, 2017, "Fighting terrorism in Africa: benchmarking policy harmonization," MPRA Paper, University Library of Munich, Germany, number 84343, Jan, revised Feb 2018.
• Nguyen, Duc Khuong & Walther, Thomas, 2017, "Modeling and forecasting commodity market volatility with long-term economic and financial variables," MPRA Paper, University Library of Munich, Germany, number 84464, May, revised Jan 2018.
• Asongu, Simplice & Biekpe, Nicholas, 2017, "Globalization and Terror in Africa," MPRA Paper, University Library of Munich, Germany, number 85056, May.
• Asongu, Simplice, 2017, "ICT, Openness and CO2 emissions in Africa," MPRA Paper, University Library of Munich, Germany, number 85058, May.
• Asongu, Simplice, 2017, "Comparative Sustainable Development in Sub-Saharan Africa," MPRA Paper, University Library of Munich, Germany, number 85487, Jun, revised Dec 2017.
• Asongu, Simplice & Efobi, Uchenna & Beecroft, Ibukun, 2017, "Aid in Modulating the Impact of Terrorism on FDI: No Positive Thresholds, No Policy," MPRA Paper, University Library of Munich, Germany, number 85488, Jan, revised Sep 2017.
• Steel, Mark F. J., 2017, "Model Averaging and its Use in Economics," MPRA Paper, University Library of Munich, Germany, number 90110, Sep, revised 16 Nov 2018.
• Gao, Yan & Zhang, Xinyu & Wang, Shouyang & Chong, Terence Tai Leung & Zou, Guohua, 2017, "Frequentist model averaging for threshold models," MPRA Paper, University Library of Munich, Germany, number 92036, Nov.
• Mawuli Segnon & Chi Keung Lau & Bernd Wilfling & Rangan Gupta, 2017, "Are Multifractal Processes Suited to Forecasting Electricity Price Volatility? Evidence from Australian Intraday Data," Working Papers, University of Pretoria, Department of Economics, number 201739, May.
• Nikola Radivojevic & Jelena Jovovic, 2017, "Examining of Determinants of Non-Performing Loans," Prague Economic Papers, Prague University of Economics and Business, volume 2017, issue 3, pages 300-316, DOI: 10.18267/j.pep.615.
• Martina Miskolczi & Jitka Langhamrová, 2017, "Využití metody vícestavové demografie při analýze trhu práce
  [Utilization of Multistate Demography Method at the Labour Market Analysis]," Politická ekonomie, Prague University of Economics and Business, volume 2017, issue 1, pages 82-95, DOI: 10.18267/j.polek.1128.
• Aleš Kresta & Tomáš Tichý & Mehdi Toloo, 2017, "Posouzení modelů odhadu tržního rizika s využitím DEA přístupu
  [Examination of Market Risk Estimation Models via DEA Approach Modelling]," Politická ekonomie, Prague University of Economics and Business, volume 2017, issue 2, pages 161-178, DOI: 10.18267/j.polek.1134.
• Cristina Amado & Annastiina Silvennoinen & Timo Terasvirta, 2017, "Modelling and Forecasting WIG20 Daily Returns," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 9, issue 3, pages 173-200, September.
• Dobromił Serwa & Piotr Wdowiński, 2017, "Modeling Macro-Financial Linkages: Combined Impulse Response Functions in SVAR Models," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 9, issue 4, pages 323-357, December.
• Antoine A. Djogbenou, 2017, "Model Selection In Factor-augmented Regressions With Estimated Factors," Working Paper, Economics Department, Queen's University, number 1391, Oct.
• Elitania Leyva Rayon, 2017, "Modelo multifactorial APT para el analisis de los factores de riesgo macroeconomico a los que se exponen los hedge funds," EconoQuantum, Revista de Economia y Finanzas, Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia., volume 14, issue 1, pages 7-33, Enero-Jun.
• Emese Lazar & Ning Zhang, 2017, "Model Risk of Expected Shortfall," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2017-10, Nov.
• Muhammad Khan & Nikolay Nenovsky, 2017, "Monetary Regimes and External Shocks Reaction: Empirical Investigations on Eastern European Economies," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 20, issue 66, pages 63-81, December.
• Artem Aganin, 2017, "Forecast comparison of volatility models on Russian stock market," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 48, pages 63-84.
• Guilherme Resende Oliveira & Guilherme Mendes Resende & Felipe Resende Oliveira, 2017, "Avaliação de (in)eficiência do programa empresarial do Fundo Constitucional de Financiamento do Centro-Oeste (FCO) em Goiás," Revista Brasileira de Estudos Regionais e Urbanos, Associação Brasileira de Estudos Regionais e Urbanos (ABER), volume 11, issue 1, pages 93-110.
• Gustavo Canavire-Bacarreza & Joaquin A. Urrego & Fabiola Saavedra, 2017, "Informalidad y movilidad en el mercado laboral: una aproximación de pseudo-panel," Revista Latinoamericana de Desarrollo Economico, Carrera de Economía de la Universidad Católica Boliviana (UCB), issue 27, pages 57-76.
• Emilian DOBRESCU, 2017, "Modelling an Emergent Economy and Parameter Instability Problem," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 5-28, June.
• Florin Marius Pavelescu, 2017, "Impactul factorului de inflamare a erorilor (VIF) asupra valorilor calculate ale testului Student în cazul regresiilor lineare multiple," Working Papers of Macroeconomic Modelling Seminar, Institute for Economic Forecasting, number 172804, Nov.
• Akaev, Askar A. (Акаев, Аскар) & Sarygulov, Askar I. (Сарыгулов, Аскар) & Sokolov, Valentin N. (Соколов, Валентин), 2017, "On the Possibility of Dynamic Optimization of Output by Changing the Level of Income Inequality
  [О Динамической Оптимизации Роста Ввп Путем Изменения Уровня Неравенства Доходов]," Ekonomicheskaya Politika / Economic Policy, Russian Presidential Academy of National Economy and Public Administration, volume 6, pages 8-23, December.
• Andreea – Cristina PETRICA & Stelian STANCU, 2017, "Empirical Results of Modeling EUR/RON Exchange Rate using ARCH, GARCH, EGARCH, TARCH and PARCH models," Romanian Statistical Review, Romanian Statistical Review, volume 65, issue 1, pages 57-72, March.
• Fadel Hamid Hadi Alhusseini & Taha al Shaybawee & Fedaa Abd Almajid Sabbar Alaraje, 2017, "Identify Relative importance of covariates in Bayesian lasso quantile regression via new algorithm in statistical program R," Romanian Statistical Review, Romanian Statistical Review, volume 65, issue 4, pages 99-110, December.
• Fadel Hamid Hadi ALHUSSEINI, 2017, "New Bayesian Lasso in Tobit Quantile Regression," Romanian Statistical Review Supplement, Romanian Statistical Review, volume 65, issue 6, pages 213-229, June.
• Domonkos Tomáš & Ostrihoň Filip & Å ikulová Ivana & Å iraňová Mária, 2017, "Analysing the Relevance of the MIP Scoreboard's Indicators," National Institute Economic Review, National Institute of Economic and Social Research, volume 239, issue 1, pages 32-52, February.
• Olumuyiwa Ganiyu Yinusa & Olalekan Bashir Aworinde & Isiaq Olasunkanmi Oseni, 2017, "The Revenue-Expenditure Nexus in Nigeria: Assymetric Cointegration Approach," South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, volume 15, issue 1, pages 47-61.
• Simone Kruse & Thomas Tischer & Timo Wittig, 2017, "A New Empirical Investigation Of The Platinum Spot Returns," Journal of Smart Economic Growth, , volume 2, issue 2, pages 141-148, September.
• Tatiana Polonyankina, 2017, "Does The Gravity Model Work For The Modelling Of Migration Between European Countries From 2011 To 2014?," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 4507428, Apr.
• Riadh El Abed, 2017, "Time Varying And Asymmetric Effect Between Oil Prices And Nominal Exchange Rate Volatility: A Multivariate Fiegarch-Dcc Approach," Journal of Academic Research in Economics, Spiru Haret University, Faculty of Accounting and Financial Management Constanta, volume 9, issue 1 (March), pages 86-106.
• Xinyu Zhang & Chu-An Liu, 2017, "Inference after Model Averaging in Linear Regression Models," IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan, number 17-A005, Apr, revised Apr 2018.
• Richard Simper & Maximilian J. B. Hall & WenBin Liu & Valentin Zelenyuk & Zhongbao Zhou, 2017, "How relevant is the choice of risk management control variable to non-parametric bank profit efficiency analysis? The case of South Korean banks," Annals of Operations Research, Springer, volume 250, issue 1, pages 105-127, March, DOI: 10.1007/s10479-015-1946-x.
• M. Papi & L. Pontecorvi & C. Donatucci, 2017, "Weighted average price in the Heston stochastic volatility model," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 40, issue 1, pages 351-373, November, DOI: 10.1007/s10203-017-0197-5.
• Eric. W. K. See-To & Yang Yang, 2017, "Market sentiment dispersion and its effects on stock return and volatility," Electronic Markets, Springer;IIM University of St. Gallen, volume 27, issue 3, pages 283-296, August, DOI: 10.1007/s12525-017-0254-5.
• Alessandra Amendola & Vincenzo Candila & Antonio Scognamillo, 2017, "On the influence of US monetary policy on crude oil price volatility," Empirical Economics, Springer, volume 52, issue 1, pages 155-178, February, DOI: 10.1007/s00181-016-1069-5.
• Lucille Wong & Eliyathamby A. Selvanathan & Saroja Selvanathan, 2017, "Empirical analysis of Australian consumption patterns," Empirical Economics, Springer, volume 52, issue 2, pages 799-823, March, DOI: 10.1007/s00181-016-1095-3.
• Constantin Bürgi & Tara M. Sinclair, 2017, "A nonparametric approach to identifying a subset of forecasters that outperforms the simple average," Empirical Economics, Springer, volume 53, issue 1, pages 101-115, August, DOI: 10.1007/s00181-016-1152-y.
• Fabian Krüger, 2017, "Survey-based forecast distributions for Euro Area growth and inflation: ensembles versus histograms," Empirical Economics, Springer, volume 53, issue 1, pages 235-246, August, DOI: 10.1007/s00181-017-1228-3.
• Wenming Shi & Kevin X. Li & Zhongzhi Yang & Ganggang Wang, 2017, "Time-varying copula models in the shipping derivatives market," Empirical Economics, Springer, volume 53, issue 3, pages 1039-1058, November, DOI: 10.1007/s00181-016-1146-9.
• Steven P. Cassou & Hedieh Shadmani & Jesús Vázquez, 2017, "Fiscal policy asymmetries and the sustainability of US government debt revisited," Empirical Economics, Springer, volume 53, issue 3, pages 1193-1215, November, DOI: 10.1007/s00181-016-1159-4.
• Fritz Breuss, 2017, "The Crisis Management of the ECB," Financial and Monetary Policy Studies, Springer, in: Nazaré da Costa Cabral & José Renato Gonçalves & Nuno Cunha Rodrigues, "The Euro and the Crisis", DOI: 10.1007/978-3-319-45710-9_13.
• Simplice A. Asongu & Jacinta C. Nwachukwu, 2017, "At what levels of financial development does information sharing matter?," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 3, issue 1, pages 1-30, December, DOI: 10.1186/s40854-017-0061-1.
• Bai Huang & Tae-Hwy Lee & Aman Ullah, 2017, "A combined estimator of regression models with measurement errors," Indian Economic Review, Springer, volume 52, issue 1, pages 73-91, December, DOI: 10.1007/s41775-017-0003-x.
• Thomas Reutterer & Kurt Hornik & Nicolas March & Kathrin Gruber, 2017, "A data mining framework for targeted category promotions," Journal of Business Economics, Springer, volume 87, issue 3, pages 337-358, April, DOI: 10.1007/s11573-016-0823-7.
• Naoya Sueishi & Arihiro Yoshimura, 2017, "Focused Information Criterion for Series Estimation in Partially Linear Models," The Japanese Economic Review, Springer, volume 68, issue 3, pages 352-363, September, DOI: 10.1111/jere.12139.
• Guillaume R. Fréchette & Emanuel Vespa, 2017, "The determinants of voting in multilateral bargaining games," Journal of the Economic Science Association, Springer;Economic Science Association, volume 3, issue 1, pages 26-43, July, DOI: 10.1007/s40881-017-0038-x.
• Christopher G. Gibbs, 2017, "Forecast combination, non-linear dynamics, and the macroeconomy," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 63, issue 3, pages 653-686, March, DOI: 10.1007/s00199-016-0951-x.
• Antonio Cabrales & Juan J. Dolado & Ricardo Mora, 2017, "Dual employment protection and (lack of) on-the-job training: PIAAC evidence for Spain and other European countries," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, volume 8, issue 4, pages 345-371, November, DOI: 10.1007/s13209-017-0166-9.
• Dennis Alvaro & Ángel Guillén & Gabriel Rodríguez, 2017, "Modelling the volatility of commodities prices using a stochastic volatility model with random level shifts," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 153, issue 1, pages 71-103, February, DOI: 10.1007/s10290-016-0271-z.
• Bogdan Batrinca & Christian W. Hesse & Philip C. Treleaven, 2017, "Developing a Volume Forecasting Model," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 7, issue 1, pages 1-1.

2016

• Santiago Gamba-Santamaria & Oscar Fernando Jaulin-Mendez & Luis Fernando Melo-Velandia & Carlos Andrés Quicazán-Moreno, 2016, "Comparison of methods for estimating the uncertainty of value at risk," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 33, issue 4, pages 595-624, October, DOI: 10.1108/SEF-03-2016-0055.
• Asai, M. & McAleer, M.J., 2016, "A Multivariate Asymmetric Long Memory Conditional Volatility Model with X, Regularity and Asymptotics," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2016-34, Aug.
• Chang, C-L. & McAleer, M.J., 2016, "A Simple Test for Causality in Volatility," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2016-40, Nov.
• Arturo Lorenzo Valdés & Leticia Armenta Fraire & Rocío Durán Vázquez, 2016, "A copula-TGARCH approach of conditional dependence between oil price and stock market index: the case of Mexico," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, volume 31, issue 1, pages 47-63.
• Antonio Ruiz-Porras & Javier Emmanuel Anguiano Pita, 2016, "Modelación de las dinámicas, volatilidades e interrelaciones de los rendimientos del petróleo mexicano, BRENT y WTI," Ensayos Revista de Economia, Universidad Autonoma de Nuevo Leon, Facultad de Economia, volume 0, issue 2, pages 175-194, November.
• Holford, Angus, 2016, "Do parents tax their children? Teenage labour supply and financial support," ISER Working Paper Series, Institute for Social and Economic Research, number 2016-05, Jul.
• Shovan Ray & A. Ganesh-Kumar & Sumana Chaudhuri, 2016, "Integrated Model of Computable General Equilibrium and Social Cost Benefit Analysis of an Indian Oil Refinery: Future Projections and Macroeconomic Effects," Working Papers, eSocialSciences, number id:11381, Sep.
• M. Ramachandran & G.Ananda Vadivelu, 2016, "Does Exchange Rate Intervention Trigger Volatility?," Working Papers, eSocialSciences, number id:8683, Jan.
• Byrne, JP & Cao, S & Korobilis, D, 2016, "Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty," Essex Finance Centre Working Papers, University of Essex, Essex Business School, number 18195, Aug.
• Gerda Claeskens & Jan Magnus & Andrey Vasnev & Wendun Wang, 2016, "The forecast combination puzzle: a simple theoretical explanation," Working Papers of Department of Decision Sciences and Information Management, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Decision Sciences and Information Management, Leuven, number 532152, Feb.
• Mihaela-Eugenia VASILACHE & Georgiana PANAITE, 2016, "The Impact of Minimum Wage on the Evolution of Earnings in Romania," Eco-Economics Review, Ecological University of Bucharest, Economics Faculty and Ecology and Environmental Protection Faculty, volume 2, issue 1, pages 60-77, June.
• Bing XIAO, 2016, "Conditional Relationship Between Beta and Return in the US Stock Market," Expert Journal of Business and Management, Sprint Investify, volume 4, issue 1, pages 46-55.
• C-Rene DOMINIQUE, 2016, "Analyzing Market Economies from the Perspective of Information Production, Policy, and Self-organized Equilibrium," Expert Journal of Economics, Sprint Investify, volume 4, issue 1, pages 14-23.
• Forgha Godfrey NJIMANTED & Daniel AKUME & Emmanuel Mbella MUKETE, 2016, "The Impact of Key Monetary Variables on the Economic Growth of the CEMAC Zone," Expert Journal of Economics, Sprint Investify, volume 4, issue 2, pages 54-67.
• M. Simona Andreano & Roberto Benedetti & Andrea Mazzitelli, 2016, "L?eterogeneit? spaziale nello sviluppo locale in Italia: un?analisi basata sulla costruzione di un indicatore sintetico," RIVISTA DI ECONOMIA E STATISTICA DEL TERRITORIO, FrancoAngeli Editore, volume 2016, issue 3, pages 9-27.
• Alfredo Cartone & Paolo Postiglione, 2016, "Modelli spaziali di regressione quantilica per l?analisi della convergenza economica regionale," RIVISTA DI ECONOMIA E STATISTICA DEL TERRITORIO, FrancoAngeli Editore, volume 2016, issue 3, pages 28-48.
• Evzen Kocenda & Michala Moravcova, 2016, "Intraday Effect of News on Emerging European Forex Markets: An Event Study Analysis," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2016/20, Sep, revised Sep 2016.
• Tófoli, Paula Virgínia & Ziegelmann, Flávio Augusto & Silva Filho, Osvaldo Candido & Pereira, Pedro L. Valls, 2016, "Dynamic D-Vine copula model with applications to Value-at-Risk (VaR)," Textos para discussão, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil), number 424, Jun.
• Cordeiro, Yara de Almeida Campos & Gaglianone, Wagner Piazza & Issler, João Victor, 2016, "Inattention in individual expectations," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 776.
• Alexander Chudik & George Kapetanios & M. Hashem Pesaran, 2016, "Big data analytics: a new perspective," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 268, Feb, DOI: 10.24149/gwp268.
• Alexander Chudik & George Kapetanios & M. Hashem Pesaran, 2016, "A one-covariate at a time, multiple testing approach to variable selection in high-dimensional linear regression models," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 290, Nov, DOI: 10.24149/gwp290.
• Kirstin Hubrich & Frauke Skudelny, 2016, "Forecast Combination for Euro Area Inflation - A Cure in Times of Crisis?," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2016-104, Aug, DOI: 10.17016/FEDS.2016.104.
• Manuel Gonzalez-Astudillo & John M. Roberts, 2016, "When Can Trend-Cycle Decompositions Be Trusted?," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2016-099, Dec, DOI: 10.17016/FEDS.2016.099.
• Leonardo Melosi, 2016, "Signaling Effects of Monetary Policy," Working Paper Series, Federal Reserve Bank of Chicago, number WP-2016-14, Sep.
• Cathrine Ulla Jensen & Toke Emil Panduro, 2016, "PanJen: A test for functional form with continuous variables," IFRO Working Paper, University of Copenhagen, Department of Food and Resource Economics, number 2016/08, Oct.
• Michiel van Dijk & George Philippidis & Geert Woltjer, 2016, "Catching up with history: A methodology to validate global CGE models," FOODSECURE Technical papers, LEI Wageningen UR, number 9, May.
• Bouscasse, H. & Joly, I. & Peyhardi, J., 2016, "Estimating travel mode choice, including rail in regional area, based on a new family of regression models," Working Papers, Grenoble Applied Economics Laboratory (GAEL), number 2016-04.
• Bouscasse, H. & Bonnel, P., 2016, "Socio-psychological determinants of mode choice habits," Working Papers, Grenoble Applied Economics Laboratory (GAEL), number 2016-05.
• Hernán Rincón & Norberto Rodríguez, 2016, "Nonlinear Pass-Through of Exchange Rate Shocks on Inflation: A Bayesian Smooth Transition VAR Approach," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 13-2016, Jan.
• Leoni Eleni Oikonomikou, 2016, "Forecasting the Market Risk Premium with Artificial Neural Networks," Courant Research Centre: Poverty, Equity and Growth - Discussion Papers, Courant Research Centre PEG, number 202, Apr.
• Leoni Eleni Oikonomikou, 2016, "Comparing the market risk premia forecasts in JSE and NYSE equity markets," Courant Research Centre: Poverty, Equity and Growth - Discussion Papers, Courant Research Centre PEG, number 203, Apr.
• Stephan Klasen & Simon Lange, 2016, "How Narrowly Should Anti-poverty Programs Be Targeted? Simulation Evidence from Bolivia and Indonesia," Courant Research Centre: Poverty, Equity and Growth - Discussion Papers, Courant Research Centre PEG, number 213, Aug.
• Constantin Burgi, 2016, "What Do We Lose When We Average Expectations?," Working Papers, The George Washington University, The Center for Economic Research, number 2016-013.
• Papa Ousmane Cissé & Abdou Kâ Diongue & Dominique Guegan, 2016, "Note on a new Seasonal Fractionally Integrated Separable Spatial Autoregressive Model," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01278126, Feb.
• Hayette Gatfaoui & Isabelle Nagot & Philippe de Peretti, 2016, "Are critical slowing down indicators useful to detect financial crises?," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01339815, Jan.
• Monica Billio & Lorenzo Frattarolo & Hayette Gatfaoui & Philippe de Peretti, 2016, "Clustering in Dynamic Causal Networks as a Measure of Systemic Risk on the Euro Zone," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01339826, Sep.
• Hayette Gatfaoui & Isabelle Nagot & Philippe de Peretti, 2016, "Are Critical Slowing Down Indicators Useful to Detect Financial Crises?," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01505202, Nov, DOI: 10.2139/ssrn.2861258.
• Olivier Bargain & Andreas Peichl, 2016, "Own-wage labor supply elasticities: variation across time and estimation methods," Post-Print, HAL, number hal-01447870, Dec, DOI: 10.1186/s40172-016-0050-z.
• Sylvain Barde & Ofce Observatoire Français Des Conjonctures Économiques, 2016, "Direct comparison of agent-based models of herding in financial markets," Post-Print, HAL, number hal-03604749, Dec, DOI: 10.1016/j.jedc.2016.10.005.
• Francesco Furlanetto & Nicolas Groshenny, 2016, "Mismatch Shocks and Unemployment During the Great Recession," Post-Print, HAL, number hal-04204699, Nov, DOI: 10.1002/jae.2498.
• Francesco Furlanetto & Nicolas Groshenny, 2016, "Reallocation shocks, persistence and nominal rigidities," Post-Print, HAL, number hal-04204706, Apr, DOI: 10.1016/j.econlet.2016.02.029.
• Serge Darolles & Gaëlle Le Fol & Gulten Mero, 2016, "Mixture of distribution hypothesis: Analyzing daily liquidity frictions and information flows," Post-Print, HAL, number hal-04590596, Jun.
• Papa Ousmane Cissé & Abdou Kâ Diongue & Dominique Guegan, 2016, "Note on a new Seasonal Fractionally Integrated Separable Spatial Autoregressive Model," Post-Print, HAL, number halshs-01278126, Feb.
• Jorge Cabrera Delgado & Patrick Bonnel, 2016, "Level of aggregation of zoning and temporal transferability of the gravity distribution model: The case of Lyon," Post-Print, HAL, number halshs-01328761, Feb, DOI: 10.1016/j.jtrangeo.2015.10.016.
• Monica Billio & Lorenzo Frattarolo & Hayette Gatfaoui & Philippe de Peretti, 2016, "Clustering in Dynamic Causal Networks as a Measure of Systemic Risk on the Euro Zone," Post-Print, HAL, number halshs-01339826, Sep.
• Vardan Baghdasaryan & Giovanna Iannantuoni & Valeria Maggian, 2016, "Electoral fraud and voter turnout," Post-Print, HAL, number halshs-01352122, Aug.
• Sylvain Barde & Ofce Observatoire Français Des Conjonctures Économiques, 2016, "Direct comparison of agent-based models of herding in financial markets," Sciences Po Economics Publications (main), HAL, number hal-03604749, Dec, DOI: 10.1016/j.jedc.2016.10.005.
• Rosnan Chotard & Michel Dacorogna & Marie Kratz, 2016, "Risk Measure Estimates in Quiet and Turbulent Times:An Empirical Study," Working Papers, HAL, number hal-01424285, Nov.
• Hélène Bouscasse & Iragaël Joly & Jean Peyhardi, 2016, "Estimating travel mode choice, including rail in regional area, based on a new family of regression models," Working Papers, HAL, number hal-01847227, Apr.
• Kruse, Robinson & Leschinski, Christian & Will, Michael, 2016, "Comparing Predictive Accuracy under Long Memory - With an Application to Volatility Forecasting," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-571, Feb.
• Lorentzen, Sindre & Osmundsen, Petter, 2016, "Forecastability and statistical characteristics of aggregate oil and gas investments on the Norwegian Continental Shelf b," UiS Working Papers in Economics and Finance, University of Stavanger, number 2016/9, Oct.
• GUERRON-QUINTANA, Pablo & INOUE, Atsushi & KILIAN, Lutz, 2016, "Impulse Response Matching Estimators for DSGE Models," Discussion paper series, Hitotsubashi Institute for Advanced Study, Hitotsubashi University, number HIAS-E-27, May.
• Giovanni Caggiano & Efrem Castelnuovo & Olivier Damette & Antoine Parent & Giovanni Pellegrino, 2016, "Liquidity Traps and Large-Scale Financial Crises," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2016n32, Oct.
• Shubhasis Dey, 2016, "Historical Events and the Gold Price," Working papers, Indian Institute of Management Kozhikode, number 198, May.
• Abhishek Gupta, 2016, "A Forecasting Metric for Evaluating DSGE Models for Policy Analysis," International Journal of Central Banking, International Journal of Central Banking, volume 12, issue 1, pages 33-65, March.
• Arturo Lorenzo-Valdés, 2016, "Dependencia Condicional entre los Mercados Bursátiles de México y Estados Unidos," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, volume 31, issue 1, pages 3-14, April.
• Dilip M. Nachane, 2016, "Dynamic stochastic general equilibrium (dsge) modelling: Theory and practice," Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India, number 2016-004, Jan.
• Shovan Ray & A. Ganesh Kumar & Sumana Chaudhuri, 2016, "Integrated model of computable general equilibrium and social cost benefit analysis of an Indian oil refinery: Future projections and macroeconomic effects," Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India, number 2016-024, Jul.
• Ting Wang & Carolin Strobl & Achim Zeileis & Edgar C. Merkle, 2016, "Score-Based Tests of Differential Item Functioning in the Two-Parameter Model," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2016-05, Mar.
• Michel Philipp & Achim Zeileis & Carolin Strobl, 2016, "A Toolkit for Stability Assessment of Tree-Based Learners," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2016-11, May.
• Michel Philipp & Carolin Strobl & Jimmy de la Torre & Achim Zeileis, 2016, "On the Estimation of Standard Errors in Cognitive Diagnosis Models," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2016-25, Sep.
• Florian Wickelmaier & Achim Zeileis, 2016, "Using Recursive Partitioning to Account for Parameter Heterogeneity in Multinomial Processing Tree Models," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2016-26, Sep.
• Paolo Brunori & Vito Peragine & Laura Serlenga, 2016, "Upward and downward bias when measuring inequality of opportunity," Working Papers, ECINEQ, Society for the Study of Economic Inequality, number 406, Aug.
• Yongquan Cao & Grey Gordon, 2016, "A Practical Approach to Testing Calibration Strategies," CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington, number 2016-004, Sep, revised Jan 2018.
• Slavko Bezeredi & Ivica Urban, 2016, "Predicting gross wages of non-employed persons in Croatia," Financial Theory and Practice, Institute of Public Finance, volume 40, issue 1, pages 1-61.
• Rangan Gupta & Shawkat Hammoudeh & Mampho P. Modise & Duc Khuong Nguyen, 2013, "Can Economic Uncertainty, Financial Stress and Consumer Sentiments Predict U.S. Equity Premium?," Working Papers, Department of Research, Ipag Business School, number 2013-20, Jan.
• Holford, Angus J., 2016, "Do Parents Tax Their Children? Teenage Labour Supply and Financial Support," IZA Discussion Papers, IZA Network @ LISER, number 10040, Jul.
• Entorf, Horst & Sattarova, Liliya, 2016, "The Analysis of Prison-Prisoner Data Using Cluster-Sample Econometrics: Prison Conditions and Prisoners' Assessments of the Future," IZA Discussion Papers, IZA Network @ LISER, number 10209, Sep.
• Koning, Pierre & van Sonsbeek, Jan-Maarten, 2016, "Making Disability Work? The Effects of Financial Incentives on Partially Disabled Workers," IZA Discussion Papers, IZA Network @ LISER, number 9624, Jan.
• Gimenez-Nadal, José Ignacio & Lafuente, Miguel & Molina, José Alberto & Velilla, Jorge, 2016, "Resampling and Bootstrap to Assess the Relevance of Variables: A New Algorithmic Approach with Applications to Entrepreneurship Data," IZA Discussion Papers, IZA Network @ LISER, number 9938, May.
• Simone Berardi & Gabriele Tedeschi, 2016, "How banks’ strategies influence financial cycles: An approach to identifying micro behavior," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2016/24.
• Mihaela SIMIONESCU, 2016, "The Identification Of Inflation Rate Determinants In The Usa Using The Stochastic Search Variable Selection," CES Working Papers, Centre for European Studies, Alexandru Ioan Cuza University, volume 8, issue 1, pages 171-181, March.
• H. W. Boer, 2016, "For Better or for Worse: Tax Reform in the Netherlands," De Economist, Springer, volume 164, issue 2, pages 125-157, June, DOI: 10.1007/s10645-016-9272-5.
• Christian Dreger & Jürgen Wolters, 2016, "On the empirical relevance of the Lucas critique: the case of euro area money demand," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 43, issue 1, pages 61-82, February, DOI: 10.1007/s10663-015-9289-z.
• A. Stewart Fotheringham & Taylor M. Oshan, 2016, "Geographically weighted regression and multicollinearity: dispelling the myth," Journal of Geographical Systems, Springer, volume 18, issue 4, pages 303-329, October, DOI: 10.1007/s10109-016-0239-5.
• Vo Le & David Meenagh & Patrick Minford & Michael Wickens & Yongdeng Xu, 2016, "Testing Macro Models by Indirect Inference: A Survey for Users," Open Economies Review, Springer, volume 27, issue 1, pages 1-38, February, DOI: 10.1007/s11079-015-9377-5.
• Evangelos C. Charalambakis & Ian Garrett, 2016, "On the prediction of financial distress in developed and emerging markets: Does the choice of accounting and market information matter? A comparison of UK and Indian Firms," Review of Quantitative Finance and Accounting, Springer, volume 47, issue 1, pages 1-28, July, DOI: 10.1007/s11156-014-0492-y.
• Jorge Barrientos Marín & Sebastián Ramírez & Elkin Tabares, 2016, "The Impact of the Mining Boom in Colombia: the case of the gold," Grupo Microeconomía Aplicada, Universidad de Antioquia, Departamento de Economía, number 75.
• Karoll Gomez, 2016, "An empirical analysis of unspanned risk for the U.S. yield curve," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 85, pages 11-51, Julio - D, DOI: 10.17533/udea.le.n85a01.
• Muhammad Husnain & Arshad Hassan & Eric Lamarque, 2016, "Shrinking the Variance-Covariance Matrix: Simpler is Better," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, volume 21, issue 1, pages 1-21, Jan-June.
• Siegenthaler Michael & Graff Michael & Mannino Massimo, 2016, "Characteristics and Drivers of the Swiss “Job Miracle”," Review of Economics, De Gruyter, volume 67, issue 1, pages 53-89, May, DOI: 10.1515/roe-2015-1005.
• Markus Engler & Vahidin Jeleskovic, 2016, "Intraday volatility, trading volume and trading intensity in the interbank market e-MID," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 201648.
• Stephanie Thomas, 2016, "A Standardized Method for the Evaluation of Adherence to Practice Guidelines," Department of Economics Working Papers, McMaster University, number 2016-14, Oct.
• Luke Fitzpatrick & Christopher F. Parmeter & Juan Agar, 2016, "Threshold Effects in Meta Analyses with Application to Benefit Transfer for Coral Reef Valuation," Working Papers, University of Miami, Department of Economics, number 2016-03, Feb.
• Papa Ousmane Cissé & Abdou Kâ Diongue & Dominique Guegan, 2016, "Note on a new Seasonal Fractionally Integrated Separable Spatial Autoregressive Model," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 16013, Feb.
• Hayette Gatfaoui & Isabelle Nagot & Philippe de Peretti, 2016, "Are critical slowing down indicators useful to detect financial crises?," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 16045, Jun.
• Monica Billio & Lorenzo Frattarolo & Hayette Gatfaoui & Philippe de Peretti, 2016, "Clustering in Dynamic Causal Networks as a Measure of Systemic Risk on the Euro Zone," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 16046, May.
• Michael Creel & Jiti Gao & Han Hong & Dennis Kristensen, 2016, "Bayesian Indirect Inference and the ABC of GMM," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 1/16.
• Yanfei Kang & Rob J. Hyndman & Kate Smith-Miles, 2016, "Visualising forecasting Algorithm Performance using Time Series Instance Spaces," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 10/16.
• D.S. Poskitt, 2016, "Singular Spectrum Analysis of Grenander Processes and Sequential Time Series Reconstruction," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 15/16.
• Bin Jiang & Anastasios Panagiotelis & George Athanasopoulos & Rob Hyndman & Farshid Vahid, 2016, "Bayesian Rank Selection in Multivariate Regression," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 6/16.
• Firmin DOKO TCHATOKA & Jean-Marie DUFOUR, 2016, "Exogeneity Tests, Incomplete Models, Weak Identification and Non-Gaussian Distributions : Invariance and Finite-Sample Distributional Theory," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 14-2016.
• Jean-Marie DUFOUR & Richard LUGER, 2016, "Identification-Robust Moment-Based Tests for Markov-Switching in Autoregressive Models," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 15-2016.
• Chris Sakellariou, 2016, "The “true” private school effect across countries using PISA-2012 Mathematics," Economic Growth Centre Working Paper Series, Nanyang Technological University, School of Social Sciences, Economic Growth Centre, number 1605, Apr.