Research classified by Journal of Economic Literature (JEL) codes

1. Forecasting with DSGE Models
2. Forecasting

2017

• 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 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.
• Francesco Lamperti & Andrea Roventini & Amir Sani, 2017, "Agent-Based Model Calibration using Machine Learning Surrogates," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2017/11, Mar.
• Ales Marsal & Lorant Kaszab & Roman Horvath, 2017, "Government Spending and the Term Structure of Interest Rates in a DSGE Model," Working and Discussion Papers, Research Department, National Bank of Slovakia, number WP 3/2017, Sep.
• R. Lehmann & K. Wohlrabe, 2017, "Experts, firms, consumers or even hard data? Forecasting employment in Germany," Applied Economics Letters, Taylor & Francis Journals, volume 24, issue 4, pages 279-283, February, DOI: 10.1080/13504851.2016.1184219.
• Rangan Gupta, 2017, "Forecasting inflation in an inflation targeting economy: structural versus nonstructural models," Applied Economics, Taylor & Francis Journals, volume 49, issue 24, pages 2316-2321, May, DOI: 10.1080/00036846.2016.1237760.
• Colin O’hare & Youwei Li, 2017, "Modelling mortality: are we heading in the right direction?," Applied Economics, Taylor & Francis Journals, volume 49, issue 2, pages 170-187, January, DOI: 10.1080/00036846.2016.1192278.
• José Fajardo, 2017, "A new factor to explain implied volatility smirk," Applied Economics, Taylor & Francis Journals, volume 49, issue 40, pages 4026-4034, August, DOI: 10.1080/00036846.2016.1273505.
• Colin O’hare & Youwei Li, 2017, "Models of mortality rates – analysing the residuals," Applied Economics, Taylor & Francis Journals, volume 49, issue 52, pages 5309-5323, November, DOI: 10.1080/00036846.2017.1305092.
• Thomas Zwick & Katharina Frosch, 2017, "Attenuation bias when measuring inventive performance," Economics of Innovation and New Technology, Taylor & Francis Journals, volume 26, issue 3, pages 195-201, April, DOI: 10.1080/10438599.2016.1155270.
• Paul Catani & Timo Teräsvirta & Meiqun Yin, 2017, "A Lagrange multiplier test for testing the adequacy of constant conditional correlation GARCH model," Econometric Reviews, Taylor & Francis Journals, volume 36, issue 6-9, pages 599-621, October, DOI: 10.1080/07474938.2017.1307311.
• Jean-Marie Dufour & Richard Luger, 2017, "Identification-robust moment-based tests for Markov switching in autoregressive models," Econometric Reviews, Taylor & Francis Journals, volume 36, issue 6-9, pages 713-727, October, DOI: 10.1080/07474938.2017.1307548.
• Simplice Asongu & John Ssozi, 2017, "When is Foreign Aid Effective in Fighting Terrorism? Threshold Evidence," International Economic Journal, Taylor & Francis Journals, volume 31, issue 3, pages 370-389, July, DOI: 10.1080/10168737.2017.1350731.
• Ke Zhu & Wai Keung Li & Philip L. H. Yu, 2017, "Buffered Autoregressive Models With Conditional Heteroscedasticity: An Application to Exchange Rates," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 35, issue 4, pages 528-542, October, DOI: 10.1080/07350015.2015.1123634.
• Christian Menden & Christian R. Proaño, 2017, "Dissecting the financial cycle with dynamic factor models," Quantitative Finance, Taylor & Francis Journals, volume 17, issue 12, pages 1965-1994, December, DOI: 10.1080/14697688.2017.1357971.
• N. Taylor & Y. Xu, 2017, "The logarithmic vector multiplicative error model: an application to high frequency NYSE stock data," Quantitative Finance, Taylor & Francis Journals, volume 17, issue 7, pages 1021-1035, July, DOI: 10.1080/14697688.2016.1260756.
• Clements, A.E. & Hurn, A.S. & Lindsay, K.A. & Volkov, V.V, 2017, "A semi-parametric point process model of the interactions between equity markets," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 2017-06.
• Hwa, Tng Boon & Raghavan, Mala & Huey, Teh Tian, 2017, "Macro-financial effects of portfolio flows: Malaysia’s experience," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 2017-07.
• Dungey, Mardi & Harvey, John & Siklos, Pierre & Volkov, Vladimir, 2017, "Signed spillover effects building on historical decompositions," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 2017-11.
• Dungey, Mardi & Volkov, Vladimir, 2017, "R&D and wholesale trade are critical to the economy: Identifying dominant sectors from economic networks," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 2017-12.
• Brantly Callaway & Tong Li, 2017, "Quantile Treatment Effects in Difference in Differences Models with Panel Data," DETU Working Papers, Department of Economics, Temple University, number 1701, Aug.
• Chia-Lin Chang & Michael McAleer, 2018, "The Fiction of Full BEKK: Pricing Fossil Fuels and Carbon Emissions," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 17-015/III, Mar.
• Chia-Lin Chang & Michael McAleer, 2017, "The Correct Regularity Condition and Interpretation of Asymmetry in EGARCH," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 17-056/III, Jun.
• Michael mcAleer, 2017, "Stationarity and Invertibility of a Dynamic Correlation Matrix," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 17-082/III, Sep.
• Marek Jarociński & Bartosz Maćkowiak, 2017, "Granger Causal Priority and Choice of Variables in Vector Autoregressions," The Review of Economics and Statistics, MIT Press, volume 99, issue 2, pages 319-329, May.
• Steven Lehrer & Tian Xie, 2017, "Box Office Buzz: Does Social Media Data Steal the Show from Model Uncertainty When Forecasting for Hollywood?," The Review of Economics and Statistics, MIT Press, volume 99, issue 5, pages 749-755, December.
• Gouel, Christophe & Legrand, Nicolas, 2017, "Bayesian Estimation of the Storage Model using Information on Quantities," TSE Working Papers, Toulouse School of Economics (TSE), number 17-776, Mar.
• Chia-Lin Chang & Michael McAleer, 2017, "The Fiction of Full BEKK," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2017-06, Jan.
• Chia-Lin Chang & Michael McAleer, 2017, "The Correct Regularity Condition and Interpretation of Asymmetry in EGARCH," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2017-17, Jun.
• Roberta Cardani & Alessia Paccagnini & Stelios D. Bekiros, 2017, "The Effectiveness of Forward Guidance in an Estimated DSGE Model for the Euro Area: the Role of Expectations," Working Papers, School of Economics, University College Dublin, number 201701, Jan.
• Tae-Hwy Lee & Bai Huang & Aman Ullah, 2017, "A Combined Estimator of Regression Models with Measurement Errors," Working Papers, University of California at Riverside, Department of Economics, number 201902, Jun.
• Teresa Molina Millan & Karen Macours, 2017, "Attrition in randomized control trials: Using tracking information to correct bias," NOVAFRICA Working Paper Series, Universidade Nova de Lisboa, Nova School of Business and Economics, NOVAFRICA, number wp1702.
• Lieb, Lenard & Smeekes, Stephan, 2017, "Inference for Impulse Responses under Model Uncertainty," Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE), number 022, Oct, DOI: 10.26481/umagsb.2017022.
• Fernando Delbianco & Andrés Fioriti, 2017, "Empirical search and characterization of contemporaneity using breaks and regime switching
  [Búsqueda empírica y caracterización de contemporaneidad utilizando quiebres estructurales y cambios de régimen]," Estudios Economicos, Universidad Nacional del Sur, Departamento de Economia, volume 34, issue 68, pages 75-91, january-J.
• Galina Gagarina & Evgeniy Dzyuba & Roman Gubarev & Fanil Faizullin, 2017, "Forecasting of Socio-Economic Development of the Russian Regions," Economy of region, Centre for Economic Security, Institute of Economics of Ural Branch of Russian Academy of Sciences, volume 1, issue 4, pages 1080-1094.
• Tim Conley & Nirav Mehta & Ralph Stinebrickner & Todd Stinebrickner, 2017, "Social Interactions, Mechanisms, and Equilibrium: Evidence from a Model of Study Time and Academic Achievement," University of Western Ontario, Centre for Human Capital and Productivity (CHCP) Working Papers, University of Western Ontario, Centre for Human Capital and Productivity (CHCP), number 20177.
• Judith Anne Clarke, 2017, "Model Averaging OLS and 2SLS: An Application of the WALS Procedure," Econometrics Working Papers, Department of Economics, University of Victoria, number 1701, Jun.
• Mateusz Buczyński & Marcin Chlebus, 2017, "Is CAViaR model really so good in Value at Risk forecasting? Evidence from evaluation of a quality of Value-at-Risk forecasts obtained based on the: GARCH(1,1), GARCH-t(1,1), GARCH-st(1,1), QML-GARCH(1,1), CAViaR and the historical simulation models ," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2017-29, Dec, revised 06 Jan 2018.
• Anders Warne & Günter Coenen & Kai Christoffel, 2017, "Marginalized Predictive Likelihood Comparisons of Linear Gaussian State‐Space Models with Applications to DSGE, DSGE‐VAR, and VAR Models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 32, issue 1, pages 103-119, January.
• Erik Kole & Dick Dijk, 2017, "How to Identify and Forecast Bull and Bear Markets?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 32, issue 1, pages 120-139, January.
• Tommaso Proietti & Martyna Marczak & Gianluigi Mazzi, 2017, "Euromind‐ D : A Density Estimate of Monthly Gross Domestic Product for the Euro Area," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 32, issue 3, pages 683-703, April.
• Christophe Gouel & Nicolas Legrand, 2017, "Estimating the Competitive Storage Model with Trending Commodity Prices," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 32, issue 4, pages 744-763, June.
• Jack Fosten, 2017, "Model selection with estimated factors and idiosyncratic components," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 32, issue 6, pages 1087-1106, September.
• Dirk Ulbricht & Konstantin A. Kholodilin & Tobias Thomas, 2017, "Do Media Data Help to Predict German Industrial Production?," Journal of Forecasting, John Wiley & Sons, Ltd., volume 36, issue 5, pages 483-496, August.
• Kirstin Hubrich & Frauke Skudelny, 2017, "Forecast Combination for Euro Area Inflation: A Cure in Times of Crisis?," Journal of Forecasting, John Wiley & Sons, Ltd., volume 36, issue 5, pages 515-540, August.
• Angelia L. Grant & Joshua C.C. Chan, 2017, "A Bayesian Model Comparison for Trend‐Cycle Decompositions of Output," Journal of Money, Credit and Banking, Blackwell Publishing, volume 49, issue 2-3, pages 525-552, March, DOI: 10.1111/jmcb.12388.
• Menden, Christian & Proaño, Christian R., 2017, "Dissecting the financial cycle with dynamic factor models," BERG Working Paper Series, Bamberg University, Bamberg Economic Research Group, number 126.
• Itkonen, Juha & Juvonen, Petteri, 2017, "Nowcasting the Finnish economy with a large Bayesian vector autoregressive model," BoF Economics Review, Bank of Finland, number 6/2017.
• Falck, Elisabeth & Hoffmann, Mathias & Hürtgen, Patrick, 2017, "Disagreement and monetary policy," Discussion Papers, Deutsche Bundesbank, number 29/2017.
• Siemsen, Thomas & Vilsmeier, Johannes, 2017, "A stress test framework for the German residential mortgage market: Methodology and application," Discussion Papers, Deutsche Bundesbank, number 37/2017.
• Berger, Tino & Richter, Julia, 2017, "What has caused global business cycle decoupling: Smaller shocks or reduced sensitivity?," University of Göttingen Working Papers in Economics, University of Goettingen, Department of Economics, number 300.
• Hautsch, Nikolaus & Voigt, Stefan, 2017, "Large-scale portfolio allocation under transaction costs and model uncertainty," CFS Working Paper Series, Center for Financial Studies (CFS), number 582.
• Chatelain, Jean-Bernard & Ralf, Kirsten, 2017, "Publish and Perish: Creative Destruction and Macroeconomic Theory," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 149994.
• Doll, Jens & Rosenthal, Beatrice & Volkenand, Jonas & Hamella, Sandra, 2017, "Nowcasting des deutschen BIP," Weidener Diskussionspapiere, University of Applied Sciences Amberg-Weiden (OTH), number 59.
• El Abed, Riadh & Zardoub, Amna, 2017, "Time varying and asymmetric effect between sovereign credit market and financial market: The asymmetric DCC model," Economics Discussion Papers, Kiel Institute for the World Economy, number 2017-97.
• Demetrescu, Matei & Leppin, Julian Sebastian & Reitz, Stefan, 2017, "Homogenous vs. heterogenous transition functions in smooth transition regressions: A LM-type test," Kiel Working Papers, Kiel Institute for the World Economy, number 2094.
• Hautsch, Nikolaus & Voigt, Stefan, 2017, "Large-Scale Portfolio Allocation Under Transaction Costs and Model Uncertainty: Adaptive Mixing of High- and Low-Frequency Information," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking, Verein für Socialpolitik / German Economic Association, number 168222.

2016

• David Audretsch & Xiaodan Guo & Adrian Hepfer & Hugo Menendez & Xingzhi Xiao, 2016, "Ownership, productivity and firm survival in China," Economia e Politica Industriale: Journal of Industrial and Business Economics, Springer;Associazione Amici di Economia e Politica Industriale, volume 43, issue 1, pages 67-83, March, DOI: 10.1007/s40812-015-0021-6.
• David Audretsch & Xiaodan Guo & Adrian Hepfer & Hugo Menendez & Xingzhi Xiao, 2016, "Ownership, productivity and firm survival in China," Economia e Politica Industriale: Journal of Industrial and Business Economics, Springer;Associazione Amici di Economia e Politica Industriale, volume 43, issue 1, pages 67-83, March, DOI: 10.1007/s40812-015-0021-6.
• Olivier Bargain & Andreas Peichl, 2016, "Own-wage labor supply elasticities: variation across time and estimation methods," IZA Journal of Labor Economics, Springer;Forschungsinstitut zur Zukunft der Arbeit GmbH (IZA), volume 5, issue 1, pages 1-31, December, DOI: 10.1186/s40172-016-0050-z.
• Cathy W. S. Chen & Mike K. P. So & Thomas C. Chiang, 2016, "Evidence of Stock Returns and Abnormal Trading Volume: A Threshold Quantile Regression Approach," The Japanese Economic Review, Springer, volume 67, issue 1, pages 96-124, March, DOI: 10.1111/jere.12074.
• Rituparna Sen & Pulkit Mehrotra, 2016, "Modeling Jumps and Volatility of the Indian Stock Market Using High-Frequency Data," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 14, issue 1, pages 137-150, June, DOI: 10.1007/s40953-016-0028-5.
• Gabriele Fiorentini & Enrique Sentana, 2016, "Neglected serial correlation tests in UCARIMA models," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, volume 7, issue 1, pages 121-178, March, DOI: 10.1007/s13209-015-0132-3.
• Juan J. Dolado & Salvador Ortigueira & Rodolfo Stucchi, 2016, "Does dual employment protection affect TFP? Evidence from Spanish manufacturing firms," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, volume 7, issue 4, pages 421-459, November, DOI: 10.1007/s13209-016-0150-9.
• Alessandra Luati & Tommaso Proietti, 2016, "Generalised Partial Autocorrelations and the Mutual Information Between Past and Future," Springer Books, Springer, in: Mark Podolskij & Robert Stelzer & Steen Thorbjørnsen & Almut E. D. Veraart, "The Fascination of Probability, Statistics and their Applications", DOI: 10.1007/978-3-319-25826-3_14.
• Polanski, Arnold & Stoja, Evarist, 2016, "Extreme risk interdependence," ESRB Working Paper Series, European Systemic Risk Board, number 12, Jun.
• Mattia Guerini & Alessio Moneta, 2016, "A Method for Agent-Based Models Validation," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2016/16, Dec.
• Pål Boug & Ådne Cappelen & Anders Rygh Swensen, 2016, "Modelling OPEC behaviour. Theory and evidence," Discussion Papers, Statistics Norway, Research Department, number 843, Jul.
• Zacharias Psaradakis & Marian Vavra, 2016, "Portmanteau Tests for Linearity of Stationary Time Series," Working and Discussion Papers, Research Department, National Bank of Slovakia, number WP 1/2016, May.
• Luke Hartigan, 2016, "Testing for Symmetry in Weakly Dependent Time Series," Discussion Papers, School of Economics, The University of New South Wales, number 2016-18, Nov.
• Christian Kleiber & Achim Zeileis, 2016, "Visualizing Count Data Regressions Using Rootograms," The American Statistician, Taylor & Francis Journals, volume 70, issue 3, pages 296-303, July, DOI: 10.1080/00031305.2016.1173590.
• Carlos A. Medel & Pablo M. Pincheira, 2016, "The out-of-sample performance of an exact median-unbiased estimator for the near-unity AR(1) model," Applied Economics Letters, Taylor & Francis Journals, volume 23, issue 2, pages 126-131, February, DOI: 10.1080/13504851.2015.1057890.
• Hyeongwoo Kim & Wen Shi & Kwang-Myoung Hwang, 2016, "Estimating interest rate setting behaviour in Korea: a constrained ordered choices model approach," Applied Economics, Taylor & Francis Journals, volume 48, issue 23, pages 2199-2214, May, DOI: 10.1080/00036846.2015.1117045.
• Francesca Di Iorio & Stefano Fachin & Riccardo Lucchetti, 2016, "Can you do the wrong thing and still be right? Hypothesis testing in I(2) and near-I(2) cointegrated VARs," Applied Economics, Taylor & Francis Journals, volume 48, issue 38, pages 3665-3678, August, DOI: 10.1080/00036846.2016.1142660.
• Adusei Jumah & Robert M. Kunst, 2016, "Optimizing time-series forecasts for inflation and interest rates using simulation and model averaging," Applied Economics, Taylor & Francis Journals, volume 48, issue 45, pages 4366-4378, September, DOI: 10.1080/00036846.2016.1158915.
• Tommaso Proietti, 2016, "The Multistep Beveridge--Nelson Decomposition," Econometric Reviews, Taylor & Francis Journals, volume 35, issue 3, pages 373-395, March, DOI: 10.1080/07474938.2014.966631.
• Eric Eisenstat & Joshua C. C. Chan & Rodney W. Strachan, 2016, "Stochastic Model Specification Search for Time-Varying Parameter VARs," Econometric Reviews, Taylor & Francis Journals, volume 35, issue 8-10, pages 1638-1665, December, DOI: 10.1080/07474938.2015.1092808.
• Qingfeng Liu & Ryo Okui & Arihiro Yoshimura, 2016, "Generalized Least Squares Model Averaging," Econometric Reviews, Taylor & Francis Journals, volume 35, issue 8-10, pages 1692-1752, December, DOI: 10.1080/07474938.2015.1092817.
• Anders Bredahl Kock & Timo Teräsvirta, 2016, "Forecasting Macroeconomic Variables Using Neural Network Models and Three Automated Model Selection Techniques," Econometric Reviews, Taylor & Francis Journals, volume 35, issue 8-10, pages 1753-1779, December, DOI: 10.1080/07474938.2015.1035163.
• Marine Carrasco & Barbara Rossi, 2016, "In-Sample Inference and Forecasting in Misspecified Factor Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 34, issue 3, pages 313-338, July, DOI: 10.1080/07350015.2016.1186029.
• Philipp Piribauer & Jesús Crespo Cuaresma, 2016, "Bayesian Variable Selection in Spatial Autoregressive Models," Spatial Economic Analysis, Taylor & Francis Journals, volume 11, issue 4, pages 457-479, October, DOI: 10.1080/17421772.2016.1227468.
• Andrew J. Buck & George M. Lady, 2016, "Estimating a Falsified Model," DETU Working Papers, Department of Economics, Temple University, number 1601, May.
• Pierre Koning & Jan-Maarten van Sonsbeek, 2016, "Making Disability Work? The Effect of Financial Incentives on Partially Disabled Workers," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 16-001/V, Jan.
• Peter Reinhard Hansen & Pawel Janus & Siem Jan Koopman, 2016, "Realized Wishart-GARCH: A Score-driven Multi-Asset Volatility Model," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 16-061/III, Aug.
• Manabu Asai & Michael McAleer, 2016, "A Multivariate Asymmetric Long Memory Conditional Volatility Model with X, Regularity and Asymptotics," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 16-065/III, Aug.
• Andre Lucas & Anne Opschoor & Julia Schaumburg, 2016, "Accounting for Missing Values in Score-Driven Time-Varying Parameter Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 16-067/IV, Aug.
• Aiste Ruseckaite & Dennis Fok & Peter Goos, 2016, "Flexible Mixture-Amount Models for Business and Industry using Gaussian Processes," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 16-075/III, Sep.
• Tino Berger & Lorenzo Pozzi, 2016, "Is there really a Global Business Cycle? A Dynamic Factor Model with Stochastic Factor Selection," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 16-088/VI, Oct.
• Chia-Lin Chang & Michael McAleer, 2016, "A Simple Test for Causality in Volatility," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 16-094/III, Nov.
• Guido W. Imbens & Michal Kolesár, 2016, "Robust Standard Errors in Small Samples: Some Practical Advice," The Review of Economics and Statistics, MIT Press, volume 98, issue 4, pages 701-712, October.
• Lavergne, Pascal & Nguimkeu, Pierre, 2016, "A Hausman Specification Test of Conditional Moment Restrictions," TSE Working Papers, Toulouse School of Economics (TSE), number 16-743, Dec.
• Nikola Radivojevic & Milena Cvjetkovic & Saša Stepanov, 2016, "The new hybrid value at risk approach based on the extreme value theory," Estudios de Economia, University of Chile, Department of Economics, volume 43, issue 1 Year 20, pages 29-52, June.
• José Ignacio González Giangrossi, 2016, "Agregados monetarios Divisia y demanda de dinero en Uruguay," Documentos de Trabajo (working papers), Department of Economics - dECON, number 0916, Oct.
• Jack Fosten, 2016, "Model selection with factors and variables," University of East Anglia School of Economics Working Paper Series, School of Economics, University of East Anglia, Norwich, UK., number 2016-07, Mar.
• Vincent Vergnat, 2016, "Lutte contre la pauvreté et incitations à l’emploi : quelle politique pour les jeunes ?," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2016-13.
• Candelon, B. & Colletaz, G. & Hurlin, C. & Tokpavi, S., 2009, "Backtesting value-at-risk : a GMM duration-based test," Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR), number 062, Jan, DOI: 10.26481/umamet.2009062.
• Marine Carrasco & Barbara Rossi, 2016, "In-sample inference and forecasting in misspecified factor models," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1530, Apr.
• Barbara Rossi & Tatevik Sekhposyan & Matthieu Soupre, 2016, "Understanding the sources of macroeconomic uncertainty," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1531, May, revised Dec 2018.
• Galina Gagarina & Nikita Moiseev & Alla Ryzhakova & Gleb Ryzhakov, 2016, "Estimation And Forecast Of Regional Competitiveness Level," Economy of region, Centre for Economic Security, Institute of Economics of Ural Branch of Russian Academy of Sciences, volume 1, issue 4, pages 1040-1049.
• Duro Moreno, Juan Antonio & Turrión Prats, Judith, 2016, "Tourist seasonality in Catalonia: The relevance of demand factors," Working Papers, Universitat Rovira i Virgili, Department of Economics, number 2072/266571.
• Adams, Zeno & Fuess, Roland & Glueck, Thorsten, 2016, "Are Correlations Constant? Empirical and Theoretical Results on Popular Correlation Models in Finance," Working Papers on Finance, University of St. Gallen, School of Finance, number 1613, Jun.
• Brzezińska Justyna, 2016, "Ordinal Log-Linear Models for Contingency Tables," Folia Oeconomica Stetinensia, Paradigm, volume 16, issue 1, pages 264-273, December, DOI: 10.1515/foli-2016-0017.
• Kubus Mariusz, 2016, "Assessment of Predictor Importance with the Example of the Real Estate Market," Folia Oeconomica Stetinensia, Paradigm, volume 16, issue 2, pages 29-39, December, DOI: 10.1515/foli-2016-0023.
• Tinh Doan & Tran Quang Tuyen & Le Quan, 2016, "Lost in Transition? Declining Returns to Education in Vietnam," Working Papers in Economics, University of Waikato, number 16/01, Mar.