Research classified by Journal of Economic Literature (JEL) codes

1. Forecasting with DSGE Models
2. Forecasting

2017

• 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.

2016

• Tommaso Proietti, 2016, "On the Selection of Common Factors for Macroeconomic Forecasting," Advances in Econometrics, Emerald Group Publishing Limited, "Dynamic Factor Models", DOI: 10.1108/S0731-905320150000035015.
• Daniel J. Henderson & Christopher F. Parmeter, 2016, "Model Averaging Over Nonparametric Estimators," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Aman Ullah", DOI: 10.1108/S0731-905320160000036024.
• Yu Yvette Zhang & Ximing Wu & Qi Li, 2016, "A Simple Consistent Nonparametric Estimator of the Lorenz Curve," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Aman Ullah", DOI: 10.1108/S0731-905320160000036028.
• Wanglin Ma & Awudu Abdulai, 2016, "Linking apple farmers to markets," China Agricultural Economic Review, Emerald Group Publishing Limited, volume 8, issue 1, pages 2-21, February, DOI: 10.1108/CAER-04-2015-0035.
• 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.
• Jan F. Kiviet & Zhenxi Chen, 2016, "A critical appraisal of studies analyzing co-movement of international stock markets with a focus on East-Asian indices," Economic Growth Centre Working Paper Series, Nanyang Technological University, School of Social Sciences, Economic Growth Centre, number 1606, Feb.
• Lukasz Prorokowski, 2016, "Rank-order statistics for validating discriminative power of credit risk models," Bank i Kredyt, Narodowy Bank Polski, volume 47, issue 3, pages 227-250.
• Dobromił Serwa & Piotr Wdowiński, 2016, "Macro-financial linkages in the Polish economy: combined impulse-response functions in SVAR models," NBP Working Papers, Narodowy Bank Polski, number 246.
• Jesús Fernández-Villaverde & Juan F. Rubio Ramírez & Frank Schorfheide, 2016, "Solution and Estimation Methods for DSGE Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 21862, Jan.
• Lars P. Hansen & Thomas J. Sargent, 2016, "Sets of Models and Prices of Uncertainty," NBER Working Papers, National Bureau of Economic Research, Inc, number 22000, Feb.
• Francis X. Diebold & Minchul Shin, 2016, "Assessing Point Forecast Accuracy by Stochastic Error Distance," NBER Working Papers, National Bureau of Economic Research, Inc, number 22516, Aug.
• Steven Lehrer & Tian Xie, 2016, "Box Office Buzz: Does Social Media Data Steal the Show from Model Uncertainty When Forecasting for Hollywood?," NBER Working Papers, National Bureau of Economic Research, Inc, number 22959, Dec.
• Sam Asher & Denis Nekipelov & Paul Novosad & Stephen P. Ryan, 2016, "Classification Trees for Heterogeneous Moment-Based Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 22976, Dec.
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• Olimpia Ban & Versavia Ancusa, 2016, "Analysis Of Social Validation Behaviour On Travel Online Reviews Websites," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 1, pages 561-571, July.
• Ban Olimpia & Ancusa Versavia, 2016, "Evaluation Credibility Of Opinions On A Travel Tourism Website," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 2, pages 305-312, December.
• Karen Poghosyan & Evžen Kočenda, 2016, "Determinants of export sophistication: Evidence from Monte Carlo simulations," Working Papers, Leibniz Institut für Ost- und Südosteuropaforschung (Leibniz Institute for East and Southeast European Studies), number 360, Oct.
• Muhammad Akhtaruzzaman & Christopher Hajzler & P. Dorian Owen, 2016, "Does institutional quality resolve the Lucas Paradox?," Working Papers, University of Otago, Department of Economics, number 1611, Dec, revised Dec 2016.
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• Jonathon M. Clegg, 2016, "Perception vs Reality: How Does The British Electorate Evaluate Economic Performance of Incumbent Governments In The Post War Period?," Oxford Economic and Social History Working Papers, University of Oxford, Department of Economics, number _143, Mar.
• Godfrey Keller & Martin Cripps & Olin School of Business & Washington University & Sven Rady & Department of Economics & University of Munich, 2003, "Strategic Experimentation with Exponential Bandits," Economics Series Working Papers, University of Oxford, Department of Economics, number 143, Jan.
• David Hendry & Lea Schneider & Jason E. Smerdon, 2016, "Detecting Volcanic Eruptions in Temperature Reconstructions by Designed Break-Indicator Saturation," Economics Series Working Papers, University of Oxford, Department of Economics, number 780, Feb.
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• Emilio Zanetti Chini, 2016, "Generalizing smooth transition autoregressions," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 114, Jan.
• Gabriel Rodríguez & Dennis Alvaro & Ángel Guillén, 2016, "Modelling the Volatility of Commodities Prices using a Stochastic Volatility Model with Random Level Shifts," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2016-414.
• Gabriel Rodríguez & José Carlos Gonzáles Tanaka, 2016, "An Empirical Application of a Random Level Shifts Model with Time-Varying Probability and Mean Reversion to the Volatility of Latin-American Forex Markets Returns [Una aplicación empírica de un modelo de cambios de nivel aleatorios con probabilidades," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2016-415.
• Gabriel Rodríguez, 2016, "Modeling Latin-American Stock and Forex Markets Volatility: Empirical Application of a Model with Random Level Shifts and Genuine Long Memory [Modelando la volatilidad de los mercados bursátiles y cambiarios en América Latina: Aplicación empírica de ," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2016-416.
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• Liu, Chu-An & Tao, Jing, 2016, "Model selection and model averaging in nonparametric instrumental variables models," MPRA Paper, University Library of Munich, Germany, number 69492, Feb.
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• Ching-Wai (Jeremy) Chiu & Haroon Mumtaz & Gabor Pinter, 2016, "VAR Models with Non-Gaussian Shocks," CReMFi Discussion Papers, CReMFi, School of Economics and Finance, QMUL, number 4, Feb.
• Ching-Wai (Jeremy) Chiu & Haroon Mumtaz & Gabor Pinter, 2016, "Bayesian Vector Autoregressions with Non-Gaussian Shocks," CReMFi Discussion Papers, CReMFi, School of Economics and Finance, QMUL, number 5, Jul.
• Raul De Jesus Gutierrez & Edgar Ortiz Calisto & Oswaldo Garcia Salgado & Veronica Angeles Morales, 2016, "Medicion del riesgo de la cola en el mercado del petroleo mexicano aplicando la teoria de valores extremos condicional," EconoQuantum, Revista de Economia y Finanzas, Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia., volume 13, issue 2, pages 77-98, Julio-Dic.
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• Mirjana Miletić & Siniša Miletić, 2016, "Performance of VaR in Developed and CEE Countries during the Global Financial Crisis," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 54-75, March.
• Chin Wen CHEONG & Lee Min CHERNG & Grace Lee Ching YAP, 2016, "Heterogeneous Market Hypothesis Evaluations using Various Jump-Robust Realized Volatility," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 50-64, December.
• Francesco Bartolucci & Fulvia Pennoni & Giorgio Vittadini, 2016, "Causal Latent Markov Model for the Comparison of Multiple Treatments in Observational Longitudinal Studies," Journal of Educational and Behavioral Statistics, , volume 41, issue 2, pages 146-179, April, DOI: 10.3102/1076998615622234.
• Simin Mozayeni & Parisa Amirmostofian, 2016, "Comparison of Parametric and Nonparametric Modeling: Aesthetic Effect of Kamran Khavarani?s Paintings," International Journal of Social Sciences, International Institute of Social and Economic Sciences, volume 5, issue 1, pages 72-92, February.
• Bucio, Christian & De Jesús, Raul & Cabello, Alejandra, 2016, "Valor en riesgo anual de los mercados accionarios de México y Estados Unidos: VaR tradicional vs VaR cópulas elípticas," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 6, issue 1, pages 83-114, enero-jun.
• Riadh El Abed & Samir Maktouf, 2016, "Long Memory And Asymmetric Effect In East Asian Foreign Exchange Markets," Journal of Academic Research in Economics, Spiru Haret University, Faculty of Accounting and Financial Management Constanta, volume 8, issue 2 (July), pages 294-306.
• Chu-An Liu & Jing Tao, 2016, "Model Selection and Model Averaging in Nonparametric Instrumental Variables Models," IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan, number 16-A002, Mar.
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• 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.
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• 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.
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