Research classified by Journal of Economic Literature (JEL) codes

1. Forecasting with DSGE Models
2. Forecasting

2017

• E. Şimşek & M. Orhan & F. Macit, 2017, "Effect of Government Expenditure on GDP in the Turkish Economy," International Econometric Review (IER), Economic Research Association, volume 9, issue 2, pages 69-76, September.
• Korobilis, D, 2017, "Forecasting with many predictors using message passing algorithms," Essex Finance Centre Working Papers, University of Essex, Essex Business School, number 19565, May.
• Valentin EPURE, 2017, "Analysis of Structural Breaks in BET Index," Eco-Economics Review, Ecological University of Bucharest, Economics Faculty and Ecology and Environmental Protection Faculty, volume 3, issue 1, pages 21-34, June.
• M. Hakan Eratalay & Evgenii Vladimirov, 2017, "Mapping the Stocks in MICEX: Who Is Central in Moscow Stock Exchange?," EUSP Department of Economics Working Paper Series, European University at St. Petersburg, Department of Economics, number 2017/01, Jan.
• DorothŽe Charlier & Berang re Legendre & Anna Risch, 2017, "Fuel poverty and indoor pollution: Providing financial support vs. combatting poor housing?," Policy Papers, FAERE - French Association of Environmental and Resource Economists, number 2017.05, Sep.
• F. J. Callado-Munoz & J. Gonzalez-Chapela & N. Utrero-Gonzalez, 2017, "Analysis of Variance in Household Financial Portfolio Choice: Evidence from Spain," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 67, issue 5, pages 439-459, October.
• Tomas Havranek & Zuzana Irsova & Olesia Zeynalova, 2017, "Tuition Fees and University Enrollment: A Meta-Analysis," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2017/16, Aug, revised Aug 2017.
• Jiri Witzany, 2017, "A Bayesian Approach to Backtest Overfitting," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2017/18, Sep, revised Sep 2017.
• Evzen Kocenda & Michala Moravcova, 2017, "Exchange Rate Co-movements, Hedging and Volatility Spillovers in New EU Forex Markets," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2017/27, Nov, revised Nov 2017.
• Frencesco Lamperti & Andrea Roventini & Amir Sani, 2017, "Agent-based model calibration using machine learning surrogates," Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE), number 2017-09, Mar.
• Arnaud MILLIEN, 2017, "Electricity supply reliability and households decision to connect to the grid," Working Papers, FERDI, number P192, Jul.
• Arnaud MILLIEN, 2017, "Electricity supply reliability and households decision to connect to the grid," Working Papers, FERDI, number P192, Jul.
• Nikolay Gospodinov & Esfandiar Maasoumi, 2017, "General Aggregation of Misspecified Asset Pricing Models," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2017-10, Nov.
• Andrew Martinez, 2017, "Testing for Differences in Path Forecast Accuracy: Forecast-Error Dynamics Matter," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1717, Nov, DOI: 10.26509/frbc-wp-201717.
• Manuel Gonzalez-Astudillo, 2017, "GDP Trend-cycle Decompositions Using State-level Data," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2017-051, May, DOI: 10.17016/FEDS.2017.051.
• Yasuo Hirose & Takushi Kurozumi & Willem Van Zandweghe, 2017, "Monetary Policy and Macroeconomic Stability Revisited," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 17-1, Jan, DOI: 10.18651/RWP2017-01.
• Michael W. McCracken & Joseph McGillicuddy, 2017, "An Empirical Investigation of Direct and Iterated Multistep Conditional Forecasts," Working Papers, Federal Reserve Bank of St. Louis, number 2017-40, Nov, DOI: 10.20955/wp.2017.040.
• Giampiero M. Gallo & Edoardo Otranto, 2017, "Combining Sharp and Smooth Transitions in Volatility Dynamics: a Fuzzy Regime Approach," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number 2017_05, Aug.
• Peter Willemé, 2017, "Working Paper 14-17 - Modelling unobserved heterogeneity in distribution - Finite mixtures of the Johnson family of distributions," Working Papers, Federal Planning Bureau, Belgium, number 201714, Aug.
• Paolo Brunori & Vito Peragine & Laura Serlenga, 2017, "Upward and downward bias when measuring inequality of opportunity," Working Papers - Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa, number wp2017_02.rdf.
• Căpățînă Adrian-Nicolae, 2017, "Evaluarea riscului unui portofoliu de acțiuni utilizând metoda Value at Risk," Journal of Financial Studies, Institute of Financial Studies, volume 3, issue 2, pages 140-156, June.
• Jan Kiviet & Milan Pleus & Rutger Poldermans, 2017, "Accuracy and Efficiency of Various GMM Inference Techniques in Dynamic Micro Panel Data Models," Econometrics, MDPI, volume 5, issue 1, pages 1-54, March.
• Chia-Lin Chang & Michael McAleer, 2017, "A Simple Test for Causality in Volatility," Econometrics, MDPI, volume 5, issue 1, pages 1-5, March.
• Vardan Baghdasaryan & Giovanna Iannantuoni & Valeria Maggian, 2017, "Electoral fraud and voter turnout: An experimental study," Working Papers, Groupe d'Analyse et de Théorie Economique Lyon St-Etienne (GATE Lyon St-Etienne), Université de Lyon, number 1716.
• Vugar Rahimov & Nigar Jafarova & Fuad Ganbarov, 2017, "The Exchange Rate Pass-Through to CPI and its components in Oil-Exporting CIS Countries," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 06-2017, Feb.
• Maike Hohberg & Katja Landau & Thomas Kneib & Stephan Klasen & Walter Zucchini, 2017, "Vulnerability to poverty revisited: flexible modeling and better predictive performance," Courant Research Centre: Poverty, Equity and Growth - Discussion Papers, Courant Research Centre PEG, number 240, Nov.
• Francesco Lamperti & Andrea Roventini & Amir Sani, 2017, "Agent-Based Model Calibration using Machine Learning Surrogates," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-01499344, Apr.
• Rémy Herrera & Zhiming Long, 2017, "Capital accumulation, profit rates and cycles in China from 1952 to 2014: lessons from the evolution of Chinese industry," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-03233297, DOI: 10.3917/jie.pr1.0010.
• Monica Billio & Lorenzo Frattarolo & Dominique Guegan, 2017, "Multivariate Reflection Symmetry of Copula Functions," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01592147, Jul.
• Christophe Gouel & Nicolas Legrand, 2017, "Estimating the Competitive Storage Model with Trending Commodity Prices," Post-Print, HAL, number hal-01584507, DOI: 10.1002/jae.2553.
• Serge Darolles & Gaëlle Le Fol & Gulten Mero, 2017, "Mixture of Distribution Hypothesis: Analyzing daily liquidity frictions and information flows," Post-Print, HAL, number hal-01593402, DOI: 10.1016/j.jeconom.2017.08.014.
• Dorothée Charlier & Bérangère Legendre & Anna Risch, 2017, "Fuel poverty and indoor pollution: Providing financial support vs. combatting poor housing?," Post-Print, HAL, number hal-02098045, Sep.
• Bilel Sanhaji, 2017, "Testing for nonlinearity in conditional covariances," Post-Print, HAL, number hal-02879361, DOI: 10.1515/jtse-2016-0010.
• Marie-Ange Véganzonès-Varoudakis & Hoang Thanh Mai Nguyen, 2017, "Investment Climate, Outward Orientation and Manufacturing Firms’ Productivity: New Empirical Evidence," Post-Print, HAL, number hal-03049286, Jun.
• Marie-Ange Véganzonès-Varoudakis & Hoang Thanh Mai Nguyen, 2017, "Investment Climate, Outward Orientation and Manufacturing Firms’ Productivity: New Empirical Evidence," Post-Print, HAL, number hal-03049290, Nov.
• Rémy Herrera & Zhiming Long, 2017, "Capital accumulation, profit rates and cycles in China from 1952 to 2014: lessons from the evolution of Chinese industry," Post-Print, HAL, number hal-03233297, DOI: 10.3917/jie.pr1.0010.
• Sylvain Barde, 2017, "A Practical, Accurate, Information Criterion for Nth Order Markov Processes," Post-Print, HAL, number hal-03471817, Mar, DOI: 10.1007/s10614-016-9617-9.
• Muhammad Khan & Nikolay Nenovsky, 2017, "Monetary Regimes and External Shocks Reaction: Empirical Investigations on Eastern European Economies," Post-Print, HAL, number hal-03831265.
• Bilel Sanhaji, 2017, "Testing for Nonlinearity in Conditional Covariances," Post-Print, HAL, number hal-04218462, Jan, DOI: 10.1515/jtse-2016-0010.
• Monica Billio & Lorenzo Frattarolo & Dominique Guegan, 2017, "Multivariate Reflection Symmetry of Copula Functions," Post-Print, HAL, number halshs-01592147, Jul.
• Giovanni Caggiano & Efrem Castelnuovo & Olivier Damette & Antoine Parent & Giovanni Pellegrino, 2017, "Liquidity traps and large-scale financial crises," Post-Print, HAL, number halshs-01675562, Aug, DOI: 10.1016/j.jedc.2017.03.001.
• Andrew Phiri, 2017, "Threshold convergence between the federal fund rate and South African equity returns around the colocation period," Post-Print, HAL, number halshs-01861727, DOI: 10.15208/beh.2017.01.
• Francesco Lamperti & Andrea Roventini & Amir Sani, 2017, "Agent-Based Model Calibration using Machine Learning Surrogates," Sciences Po Economics Publications (main), HAL, number hal-01499344, Apr.
• Sylvain Barde, 2017, "A Practical, Accurate, Information Criterion for Nth Order Markov Processes," Sciences Po Economics Publications (main), HAL, number hal-03471817, Mar, DOI: 10.1007/s10614-016-9617-9.
• Francesco Lamperti & Andrea Roventini & Amir Sani, 2017, "Agent-Based Model Calibration using Machine Learning Surrogates," Working Papers, HAL, number hal-01499344, Apr.
• Francesco Lamperti & Andrea Roventini & Amir Sani, 2017, "Agent-Based Model Calibration using Machine Learning Surrogates," Working Papers, HAL, number hal-03458875, Mar.
• Vardan Baghdasaryan & Giovanna Iannantuoni & Valeria Maggian, 2017, "Electoral Fraud and Voter Turnout: An experimental study," Working Papers, HAL, number halshs-01511596, DOI: 10.2139/ssrn.2696203.
• Sanjay Sehgal & Piyush Pandey & Florent Deisting, 2017, "Time Varying Integration amongst the South Asian Equity Markets: An Empirical Study," Working papers of CATT, HAL, number hal-01885142, Apr.
• Waernbaum, Ingeborg & Pazzagli, Laura, 2017, "Model misspecification and bias for inverse probability weighting and doubly robust estimators," Working Paper Series, IFAU - Institute for Evaluation of Labour Market and Education Policy, number 2017:23, Dec.
• Takeuchi-Nogimori, Asuka, 2017, "An Empirical Analysis of Nikkei 225 Options Using Realized GARCH Models," Economic Review, Hitotsubashi University, volume 68, issue 2, pages 97-113, April, DOI: 10.15057/28531.
• Sonia Benito Muela & Carmen López-Martín & Mª Ángeles Navarro, 2017, "The Role of the Skewed Distributions in the Framework of Extreme Value Theory (EVT)," International Business Research, Canadian Center of Science and Education, volume 10, issue 11, pages 88-102, November.
• Andrew Phiri, 2017, "Long-run equilibrium adjustment between inflation and stock market returns in South Africa: a nonlinear perspective," International Journal of Sustainable Economy, Inderscience Enterprises Ltd, volume 9, issue 1, pages 19-33.
• Le-Yu Chen & Sokbae (Simon) Lee, 2017, "Best subset binary prediction," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP50/17, Nov.
• Melanie N Tomintz & Bernhard Kosar & Victor M García-Barrios, 2017, "simSALUD: Design and Implementation of an Open-source Wizard based Spatial Microsimulation Framework," International Journal of Microsimulation, International Microsimulation Association, volume 10, issue 2, pages 118-143.
• Gabriel Rodriguez, 2017, "Selecting between Autoregressive Conditional Heteroskedasticity Models: An Empirical Application to the Volatility of Stock Returns in Peru," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, volume 32, issue 1, pages 69-94, April.
• Mr. Jorge A Chan-Lau & Weimin Miao & Mr. Ken Miyajima & Mr. Jongsoon Shin, 2017, "Assessing Corporate Vulnerabilities in Indonesia: A Bottom-Up Default Analysis," IMF Working Papers, International Monetary Fund, number 2017/097, Apr.
• Christian Menden & Christian R. Proaño, 2017, "Dissecting the financial cycle with dynamic factor models," IMK Working Paper, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute, number 183-2017.
• Christian R. Proaño & Artur Tarassow, 2017, "Evaluating the predicting power of ordered probit models for multiple business cycle phases in the U.S. and Japan," IMK Working Paper, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute, number 188-2017.
• Salvador Cruz Aké & Nora Gavira Durón & Reyna Susana García Ruíz, 2017, "Eficiencia de los modelos Poisson y Logístico en la asignación de probabilidades de incumplimiento a empresas mineras mexicanas," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 12, issue 1, pages 1-21, Enero-Mar.
• Susanne Berger & Nathaniel Graham & Achim Zeileis, 2017, "Various Versatile Variances: An Object-Oriented Implementation of Clustered Covariances in R," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2017-12, Jul.
• Pei, Zhuan & Pischke, Jörn-Steffen & Schwandt, Hannes, 2017, "Poorly Measured Confounders Are More Useful on the Left Than on the Right," IZA Discussion Papers, IZA Network @ LISER, number 10647, Mar.
• Molina Millán, Teresa & Macours, Karen, 2017, "Attrition in Randomized Control Trials: Using Tracking Information to Correct Bias," IZA Discussion Papers, IZA Network @ LISER, number 10711, Apr.
• de la Rica, Sara & Gorjón, Lucía, 2017, "Assessing the Impact of a Minimum Income Scheme in the Basque Country," IZA Discussion Papers, IZA Network @ LISER, number 10867, Jun.
• Davidescu, Adriana Anamaria & Schneider, Friedrich, 2017, "Nature of the Relationship between Minimum Wage and the Shadow Economy Size: An Empirical Analysis for the Case of Romania," IZA Discussion Papers, IZA Network @ LISER, number 11247, Dec.
• Marno Verbeek, 2017, "Using linear regression to establish empirical relationships," World of Labour, LISER, pages 336-336, February.
• Simon Freyaldenhoven, 2017, "A Generalized Factor Model with Local Factors," 2017 Papers, Job Market Papers, number pfr361, Nov.
• Ken Miyajima & Jorge A. Chan-Lau & Weimin Miao & Jongsoon Shin, 2017, "Assessing Corporate Vulnerabilities in Indonesia: A Bottom-Up Default Analysis," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 24, issue 4, pages 269-289, December, DOI: 10.1007/s10690-017-9233-2.
• Cathy W. S. Chen & Muyi Li & Nga T. H. Nguyen & Songsak Sriboonchitta, 2017, "On Asymmetric Market Model with Heteroskedasticity and Quantile Regression," Computational Economics, Springer;Society for Computational Economics, volume 49, issue 1, pages 155-174, January, DOI: 10.1007/s10614-015-9550-3.
• Sylvain Barde, 2017, "A Practical, Accurate, Information Criterion for Nth Order Markov Processes," Computational Economics, Springer;Society for Computational Economics, volume 50, issue 2, pages 281-324, August, DOI: 10.1007/s10614-016-9617-9.
• Cristina Muñiz & Plácido Rodríguez & María José Suárez, 2017, "Participation in cultural activities: specification issues," Journal of Cultural Economics, Springer;The Association for Cultural Economics International, volume 41, issue 1, pages 71-93, February, DOI: 10.1007/s10824-015-9261-6.
• Ranoua Bouchouicha & Ferdinand M. Vieider, 2017, "Accommodating stake effects under prospect theory," Journal of Risk and Uncertainty, Springer, volume 55, issue 1, pages 1-28, August, DOI: 10.1007/s11166-017-9266-y.
• Chih-Chen Hsu & An-Sing Chen & Shih-Kuei Lin & Ting-Fu Chen, 2017, "The affine styled-facts price dynamics for the natural gas: evidence from daily returns and option prices," Review of Quantitative Finance and Accounting, Springer, volume 48, issue 3, pages 819-848, April, DOI: 10.1007/s11156-016-0569-x.
• Meng-Wen Wu & Chung-Hua Shen & Ting-Hsuan Chen, 2017, "Application of multi-level matching between financial performance and corporate social responsibility in the banking industry," Review of Quantitative Finance and Accounting, Springer, volume 49, issue 1, pages 29-63, July, DOI: 10.1007/s11156-016-0582-0.
• Iulian Lolea, 2017, "Where did the GARCH Models Perform Best in Terms of Volatility Forecasting? Equity vs. Commodities Markets," Academic Journal of Economic Studies, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, volume 3, issue 3, pages 79-86, September.
• Hiroyuki Watanabe, 2017, "A Pragmatic Method for Model-Selection Based on the Widely Applicable Bayesian Information Criterion," Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University, number DP2017-20, Aug.
• Virág, Miklós & Nyitrai, Tamás, 2017, "Magyar vállalkozások felszámolásának előrejelzése pénzügyi mutatóik idősorai alapján
  [Predicting the liquidation of Hungarian firms using a time series of their financial ratios]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 3, pages 305-324, DOI: 10.18414/KSZ.2017.3.305.
• Evzen Kocenda & Karen Poghosyan, 2017, "Export sophistication: A dynamic panel data approach," KIER Working Papers, Kyoto University, Institute of Economic Research, number 980 Classification-C52; C, Nov.
• Marisol Valencia Cárdenas & Juan Gabriel Vanegas López & Juan Carlos Correa Morales & Jorge Aníbal Restrepo Morales, 2017, "Comparing forecasts for tourism dynamics in Medellín, Colombia," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 86, pages 199-230, Enero - J, DOI: 10.17533/udea.le.n86a08.
• Anh Dinh Minh Nguyen, 2017, "U.K. Monetary Policy under Inflation Targeting," Bank of Lithuania Working Paper Series, Bank of Lithuania, number 41, Mar.
• Martin Boyer & Philippe De Donder & Claude Fluet & Marie-Louise Leroux & Pierre-Carl Michaud, 2017, "Long-term Care Insurance: Knowledge Barriers, Risk Perception and Adverse Selection," Cahiers de recherche, Chaire de recherche Industrielle Alliance sur les enjeux économiques des changements démographiques, number 1701.
• Damien Échevin & Qing Li & Marc-André Morin, 2017, "Hospital Readmission is Highly Predictable from Deep Learning," Cahiers de recherche, Chaire de recherche Industrielle Alliance sur les enjeux économiques des changements démographiques, number 1705.
• Jean-Marie Dufour & Richard Luger, 2017, "Identification-robust moment-based tests for Markov-switching in autoregressive models," Cahiers de recherche, Centre de recherche sur les risques, les enjeux économiques, et les politiques publiques, number 1701.
• Magdalena Petrovska & Gani Ramadani & Nikola Naumovski & Biljana Jovanovic, 2017, "Forecasting Macedonian Inflation: Evaluation of different models for short-term forecasting," Working Papers, National Bank of the Republic of North Macedonia, number 2017-06.
• Sharif Moghaddasi, Alireza & Mousavi Jahromi, Yeganeh, 2017, "Short-run and Long-run Effects of Financial Intermediation on Economic Growth," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 12, issue 1, pages 89-105, January.
• Branko Kavsek, 2017, "Using Words from Daily News Headlines to Predict the Movement of Stock Market Indices," Managing Global Transitions, University of Primorska, Faculty of Management Koper, volume 15, issue 2 (Summer, pages 109-121, DOI: 10.26493/1854-6935.15.109-121.
• Andrew Phiri, 2017, "The Unemployment-Stock Market Relationship in South Africa: Evidence from Symmetric and Asymmetric Cointegration Models," Managing Global Transitions, University of Primorska, Faculty of Management Koper, volume 15, issue 3 (Fall), pages 231-254, DOI: 10.26493/1854-6935.15.231-254.
• Andrew Phiri, 2017, "The Feldstein-Horioka puzzle and the global financial crisis: Evidence from South Africa using asymmetric cointegation analysis," Working Papers, Department of Economics, Nelson Mandela University, number 1701, May, revised May 2017.
• Andrew Phiri, 2017, "Has the South African Reserve Bank responded to equity returns since the sub-prime crisis? An asymmetric convergence appraoch," Working Papers, Department of Economics, Nelson Mandela University, number 1709, Aug, revised Aug 2017.
• Andrew Phiri, 2017, "Threshold convergence between the Federal fund rate and South African equity returns around the colocation period," Working Papers, Department of Economics, Nelson Mandela University, number 1710, Aug, revised Aug 2017.
• Guillaume Bernis & Nicolas Brunel & Antoine Kornprobst & Simone Scotti, 2017, "Stochastic Evolution of Distributions - Applications to CDS indices," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 17007, Jan.
• Arnaud Millien, 2017, "Electricity supply reliability and households decision to connect to the grid," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 17031, Jun.
• Monica Billio & Lorenzo Frattarolo & Dominique Guegan, 2017, "Multivariate Reflection Symmetry of Copula Functions," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 17033, Jul.
• Bin Jiang & George Athanasopoulos & Rob J Hyndman & Anastasios Panagiotelis & Farshid Vahid, 2017, "Macroeconomic forecasting for Australia using a large number of predictors," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 2/17.
• Raúl de Jesús Gutiérrez & Edgar Ortiz & Oswaldo García Salgado, 2017, "Los efectos de largo plazo de la asimetría y persistencia en la predicción de la volatilidad: evidencia para mercados accionarios de América Latina," Contaduría y Administración, Accounting and Management, volume 62, issue 4, pages 1063-1080, Octubre-D.
• Raúl de Jesús Gutiérrez & Edgar Ortiz & Oswaldo García Salgado, 2017, "Long-term effects of the asymmetry and persistence of the prediction of volatility: Evidence for the equity markets of Latin America," Contaduría y Administración, Accounting and Management, volume 62, issue 4, pages 1081-1099, Octubre-D.
• Hunt Allcott & Matthew Gentzkow, 2017, "Social Media and Fake News in the 2016 Election," NBER Working Papers, National Bureau of Economic Research, Inc, number 23089, Jan.
• Joachim Freyberger & Andreas Neuhierl & Michael Weber, 2017, "Dissecting Characteristics Nonparametrically," NBER Working Papers, National Bureau of Economic Research, Inc, number 23227, Mar.
• Zhuan Pei & Jörn-Steffen Pischke & Hannes Schwandt, 2017, "Poorly Measured Confounders are More Useful on the Left Than on the Right," NBER Working Papers, National Bureau of Economic Research, Inc, number 23232, Mar.
• Cristina Amado & Annastiina Silvennoinen & Timo Teräsvirta, 2017, "Modelling and forecasting WIG20 daily returns," NIPE Working Papers, NIPE - Universidade do Minho, number 09/2017.
• Ke, Wen-Chyan & Lin, Hsiou-Wei William, 2017, "An Improved Version of the Volume-Synchronized Probability of Informed Trading," Critical Finance Review, now publishers, volume 6, issue 2, pages 357-376, September, DOI: 10.1561/104.00000046.
• Francesca Rondina, 2017, "Model Uncertainty and the Direction of Fit of the Postwar U.S. Phillips Curve(s)," Working Papers, University of Ottawa, Department of Economics, number 1702E.
• Francine Gresnigt & Erik Kole & Philip Hans Franses, 2017, "Specification Testing in Hawkes Models," Journal of Financial Econometrics, Oxford University Press, volume 15, issue 1, pages 139-171.
• Francesco Calvori & Drew Creal & Siem Jan Koopman & André Lucas, 2017, "Testing for Parameter Instability across Different Modeling Frameworks," Journal of Financial Econometrics, Oxford University Press, volume 15, issue 2, pages 223-246.
• Erik Kole & Thijs Markwat & Anne Opschoor & Dick van Dijk, 2017, "Forecasting Value-at-Risk under Temporal and Portfolio Aggregation," Journal of Financial Econometrics, Oxford University Press, volume 15, issue 4, pages 649-677.
• Joshua D. Angrist & Peter D. Hull & Parag A. Pathak & Christopher R. Walters, 2017, "Leveraging Lotteries for School Value-Added: Testing and Estimation," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 132, issue 2, pages 871-919.
• Isaiah Andrews & Matthew Gentzkow & Jesse M. Shapiro, 2017, "Measuring the Sensitivity of Parameter Estimates to Estimation Moments," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 132, issue 4, pages 1553-1592.
• Joshua D. Angrist & Peter D. Hull & Parag A. Pathak & Christopher R. Walters, 2017, "Erratum to “Leveraging Lotteries for School Value-Added: Testing and Estimation”," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 132, issue 4, pages 2061-2062.
• Leonardo Melosi, 2017, "Signalling Effects of Monetary Policy," The Review of Economic Studies, Review of Economic Studies Ltd, volume 84, issue 2, pages 853-884.
• 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.