Research classified by Journal of Economic Literature (JEL) codes

1. Forecasting with DSGE Models
2. Forecasting

2016

• 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, Sciendo, 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, Sciendo, 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.
• Marcin Chlebus, 2016, "EWS-GARCH: New Regime Switching Approach to Forecast Value-at-Risk," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2016-06.
• Florian Huber & Gregor Kastner & Martin Feldkircher, 2016, "Should I stay or should I go? Bayesian inference in the threshold time varying parameter (TTVP) model," Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics, number wuwp235, Sep.
• Huber, Florian & Kastner, Gregor & Feldkircher, Martin, 2016, "Should I stay or should I go? Bayesian inference in the threshold time varying parameter (TTVP) model," Department of Economics Working Paper Series, WU Vienna University of Economics and Business, number 235, Sep.
• Konstantinos Theodoridis & Francesco Zanetti, 2016, "News shocks and labour market dynamics in matching models," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, volume 49, issue 3, pages 906-930, August, DOI: 10.1111/caje.12218.
• Patrick Gagliardini & Elisa Ossola & Olivier Scaillet, 2016, "Time‐Varying Risk Premium in Large Cross‐Sectional Equity Data Sets," Econometrica, Econometric Society, volume 84, issue , pages 985-1046, May.
• Chu‐An Liu & Biing‐Shen Kuo, 2016, "Model averaging in predictive regressions," Econometrics Journal, Royal Economic Society, volume 19, issue 2, pages 203-231, June.
• Raffaella Giacomini & Barbara Rossi, 2016, "Model Comparisons In Unstable Environments," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 57, issue 2, pages 369-392, May, DOI: 10.1111/iere.12161.
• Tomohiro Ando & Jushan Bai, 2016, "Panel Data Models with Grouped Factor Structure Under Unknown Group Membership," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 31, issue 1, pages 163-191, January.
• Matteo Barigozzi & Alessio Moneta, 2016, "Identifying the Independent Sources of Consumption Variation," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 31, issue 2, pages 420-449, March.
• Barbara Rossi & Tatevik Sekhposyan, 2016, "Forecast Rationality Tests in the Presence of Instabilities, with Applications to Federal Reserve and Survey Forecasts," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 31, issue 3, pages 507-532, April.
• Francesco Furlanetto & Nicolas Groshenny, 2016, "Mismatch Shocks and Unemployment During the Great Recession," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 31, issue 7, pages 1197-1214, November.
• Tim Oliver Berg, 2016, "Multivariate Forecasting with BVARs and DSGE Models," Journal of Forecasting, John Wiley & Sons, Ltd., volume 35, issue 8, pages 718-740, December.
• Robert Reed & Christina Lira & Lee Byung‐Ki & Junsoo Lee, 2016, "Free Trade Agreements and Foreign Direct Investment: The Role of Endogeneity and Dynamics," Southern Economic Journal, John Wiley & Sons, volume 83, issue 1, pages 176-201, July, DOI: 10.1002/soej.12136.
• Jin Seo Cho & Peter C.B. Phillips, 2016, "Pythagorean Generalization of Testing the Equality of Two Symmetric Positive Definite Matrices," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2016rwp-89, Aug.
• Jin Seo Cho & Peter C.B. Phillips, 2016, "Sequentially Testing Polynomial Model Hypotheses using Power Transforms of Regressors," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2016rwp-90, Aug.
• Kurz-Kim, Jeong-Ryeol, 2016, "Macroeconomic now- and forecasting based on the factor error correction model using targeted mixed frequency indicators," Discussion Papers, Deutsche Bundesbank, number 47/2016.
• Krüger, Jens J. & Rhiel, Mathias, 2016, "Determinants of ICT infrastructure: A cross-country statistical analysis," Darmstadt Discussion Papers in Economics, Darmstadt University of Technology, Department of Law and Economics, number 228.
• Stević, Željko & Tanackov, Ilija & Vasiljević, Marko & Vesković, Slavko, 2016, "Fuzzy Multicriteria Model for Ranking Suppliers in Manufacturing Company," Proceedings of the ENTRENOVA - ENTerprise REsearch InNOVAtion Conference (2016), Rovinj, Croatia, IRENET - Society for Advancing Innovation and Research in Economy, Zagreb, "Proceedings of the ENTRENOVA - ENTerprise REsearch InNOVAtion Conference, Rovinj, Croatia, 8-9 September 2016".
• Dreger, Christian & Wolters, Jürgen, 2016, "On the Empirical Relevance of the Lucas Critique: the Case of Euro Area Money Demand," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 43, issue 1, pages 61-82.
• Arbués, Ignacio & Ledo, Ramiro & Matilla-García, Mariano, 2016, "Automatic identification of general vector error correction models," Economics Discussion Papers, Kiel Institute for the World Economy, number 2016-33.
• Arbués, Ignacio & Ledo, Ramiro & Matilla-García, Mariano, 2016, "Automatic identification of general vector error correction models," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 10, pages 1-41, DOI: 10.5018/economics-ejournal.ja.2016-.
• Donadelli, Michael & Paradiso, Antonio & Riedel, Max, 2016, "A quasi real-time leading indicator for the EU industrial production," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 118 [rev.], revised 2016, DOI: 10.2139/ssrn.2694608.
• Jakusch, Sven Thorsten & Meyer, Steffen & Hackethal, Andreas, 2019, "Taming models of prospect theory in the wild? Estimation of Vlcek and Hens (2011)," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 146, revised 2019, DOI: 10.2139/ssrn.2845338.
• Hackethal, Andreas & Jakusch, Sven Thorsten & Meyer, Steffen, 2016, "Taring all investors with the same brush? Evidence for heterogeneity in individual preferences from a maximum likelihood approach," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 147, DOI: 10.2139/ssrn.2845866.
• Jakusch, Sven Thorsten, 2017, "On the applicability of maximum likelihood methods: From experimental to financial data," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 148, revised 2017, DOI: 10.2139/ssrn.2845871.
• Trimborn, Simon & Härdle, Wolfgang Karl, 2016, "CRIX or evaluating blockchain based currencies," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2016-021.
• Schnücker, Annika, 2016, "Restrictions Search for Panel VARs," VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association, number 145566.
• de Lazzer, Jakob, 2016, "Non-monotonic Selection Issues in Electoral Regression Discontinuity Designs," VfS Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association, number 145845.
• Zwick, Thomas & Frosch, Katharina, 2016, "Attenuation bias when measuring inventive performance," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 16-014.
• Markku Lanne & Jani Luoto, 2016, "Data-Driven Inference on Sign Restrictions in Bayesian Structural Vector Autoregression," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2016-04, Jan.
• Gustavo Fruet Dias & Cristina M. Scherrer & Fotis Papailias, 2016, "Volatility Discovery," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2016-07, Feb.
• Robinson Kruse & Christian Leschinski & Michael Will, 2016, "Comparing Predictive Accuracy under Long Memory - With an Application to Volatility Forecasting," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2016-17, May.
• Tim Bollerslev & Jia Li & Yuan Xue, 2016, "Volume, Volatility and Public News Announcements," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2016-19, Jun.
• Mouna Gammoudi & Mondher Cherif & Simplice A. Asongu, 2016, "FDI and Growth in the MENA countries: Are the GCC countries Different?," Research Africa Network Working Papers, Research Africa Network (RAN), number 16/015, Jun.
• Simplice A. Asongu & John C. Anyanwu & Vanessa S. Tchamyou, 2016, "Information sharing and conditional financial development in Africa," Research Africa Network Working Papers, Research Africa Network (RAN), number 16/054, Jan.
• Firmin Doko Tchatoka & Jean-Marie Dufour, 2016, "Exogeneity tests, weak identification, incomplete models and non-Gaussian distributions: Invariance and finite-sample distributional theory," Adelaide Economics Working Papers, Adelaide University, School of Economics, number 2016-01, Jan.
• Daniel Felix Ahelegbey & Monica Billio & Roberto Casarin, 2016, "Sparse Graphical Vector Autoregression: A Bayesian Approach," Annals of Economics and Statistics, GENES, issue 123-124, pages 333-361, DOI: 10.15609/annaeconstat2009.123-124.0.
• Jonathan D. Ketcham & Nicolai V. Kuminoff & Christopher A. Powers, 2016, "Choice Inconsistencies among the Elderly: Evidence from Plan Choice in the Medicare Part D Program: Comment," American Economic Review, American Economic Association, volume 106, issue 12, pages 3932-3961, December.
• Pierre Collin-Dufresne & Michael Johannes & Lars A. Lochstoer, 2016, "Parameter Learning in General Equilibrium: The Asset Pricing Implications," American Economic Review, American Economic Association, volume 106, issue 3, pages 664-698, March.
• Olimpia Neagu & Florin Dumiter & Alexandra Braica, 2016, "Inequality, Economic Growth and Trade Openness: a Study Case for Central and Eastern Countries (ECE)," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, volume 18, issue 43, pages 557-557, August.
• Maru?a Pescu (Beca) & Camelia ?tefan (Baraba?), 2016, "The Effects of Gaps and Disparities on Economic Growth. A Study of 10 Former Socialist Countries from the CEE, Members of the EU," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, volume 18, issue 43, pages 592-592, August.
• Liviu B. Vlad & Dragos C. Vasile & Octav-Ionut Macovei & Claudia E. Tuclea, 2016, "Determinant Factors of Green Marketing Adoption in the Hospitality Sector," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, volume 18, issue S10, pages 862-862, November.
• Fadel HAMID HADI ALHUSSEINI, 2016, "Some Methods Of Quantile Regression For Analysis Of The Poverty In Iraq," Journal of Social and Economic Statistics, Bucharest University of Economic Studies, volume 5, issue 1, pages 67-85, JULY.
• Rohit Malhorta, 2016, "Demystifying Optimal Welfare Weights Controversy From A Social Strategist Perspective," Journal of Social and Economic Statistics, Bucharest University of Economic Studies, volume 5, issue 2, pages 33-48, DECEMBER.
• Théophile T. Azomahou & Fatoumata L. Diallo, 2016, "Home vs. School Deworming and Meal Programs: Evidence from Rural Senegal," Journal of African Development, African Finance and Economic Association (AFEA), volume 18, issue 1, pages 31-60.
• Simplice Asongu & John Anyanwu & Vanessa Tchamyou, 2016, "Information sharing and conditional financial development in Africa," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., number 16/001, Jan.
• Mouna Gammoudi & Mondher Cherif & Simplice Asongu, 2016, "FDI and Growth in the MENA countries: Are the GCC countries Different?," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., number 16/015, Jun.
• Darko, Francis Addeah & Ricker-Gilbert, Jacob & Kilic, Talip & Florax, Raymond & Shively, Gerald, 2016, "Profitability of fertilizer use in SSA: evidence from rural Malawi," 2016 Fifth International Conference, September 23-26, 2016, Addis Ababa, Ethiopia, African Association of Agricultural Economists (AAAE), number 249269, Sep, DOI: 10.22004/ag.econ.249269.
• Dharmasena, Senarath & Bessler, David & Capps, Oral. Jr, 2016, "On the Evaluation of Probability Forecasts: An Application to Qualitative Choice Models," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts, Agricultural and Applied Economics Association, number 235424, May, DOI: 10.22004/ag.econ.235424.
• Gouel, Christophe & Legrand, Nicolas, 2016, "Bayesian Estimation of the Storage Model using Information on Quantities," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts, Agricultural and Applied Economics Association, number 235599, DOI: 10.22004/ag.econ.235599.
• Shr, Yau-Huo & Ready, Richard, 2016, "Comparing performance of discrete choice models in stated choice methods: A prediction-based approach using preference order data," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts, Agricultural and Applied Economics Association, number 236174, DOI: 10.22004/ag.econ.236174.
• Huang, Wei & Hagerman, Amy & Bessler, David A., 2016, "The Impact of Highly Pathogenic Avian Influenza on Table Egg Prices," Choices: The Magazine of Food, Farm, and Resource Issues, Agricultural and Applied Economics Association, volume 31, issue 2, pages 1-7, DOI: 10.22004/ag.econ.236294.
• Aneta Kosztowniak, 2016, "Verification of the Relationship between FDI and GDP in Poland," Acta Oeconomica, Akadémiai Kiadó, Hungary, volume 66, issue 2, pages 307-332, June.
• Gordon Rausser & David A. Bessler, 2016, "Information Recovery and Causality: A Tribute to George Judge," Annual Review of Resource Economics, Annual Reviews, volume 8, issue 1, pages 7-23, October.
• Saâd Benbachir & Mohammed Mehdi El Hamzi, 2016, "Non-Maturity Deposit Modeling in the Framework of Asset Liability Management," International Journal of Economics and Financial Research, Academic Research Publishing Group, volume 2, issue 5, pages 79-98, 05-2016.
• Ning Xu & Jian Hong & Timothy C. G. Fisher, 2016, "Model selection consistency from the perspective of generalization ability and VC theory with an application to Lasso," Papers, arXiv.org, number 1606.00142, Jun.
• Florian Huber & Gregor Kastner & Martin Feldkircher, 2016, "Should I stay or should I go? A latent threshold approach to large-scale mixture innovation models," Papers, arXiv.org, number 1607.04532, Jul, revised Jul 2018.
• Ning Xu & Jian Hong & Timothy C. G. Fisher, 2016, "Finite-sample and asymptotic analysis of generalization ability with an application to penalized regression," Papers, arXiv.org, number 1609.03344, Sep, revised Sep 2016.
• Le-Yu Chen & Sokbae Lee, 2016, "Best Subset Binary Prediction," Papers, arXiv.org, number 1610.02738, Oct, revised May 2018.
• Pedro H. C. Sant'Anna & Xiaojun Song, 2016, "Specification Tests for the Propensity Score," Papers, arXiv.org, number 1611.06217, Nov, revised Feb 2019.
• Patrick Gagliardini & Elisa Ossola & Olivier Scaillet, 2016, "A diagnostic criterion for approximate factor structure," Papers, arXiv.org, number 1612.04990, Dec, revised Aug 2017.
• Iulia-Oana ?TEFAN(BELCIC-?TEFAN), 2016, "The implications of financial performance on stock exchange indicators of listed companies: empirical evidence for the Romanian capital market," The Audit Financiar journal, Chamber of Financial Auditors of Romania, volume 14, issue 140, pages 875-875, August.
• Salman Huseynov & Fuad Mammadov, 2016, "A small scale forecasting and simulation model for Azerbaijan (FORSAZ)," Working Papers, Central Bank of Azerbaijan Republic, number 1608, Nov.
• Paolo Brunori & Vito Peragine & Laura Serlenga, 2016, "Upward and downward bias when measuring inequality of opportunity," SERIES, Dipartimento di Economia e Finanza - Università degli Studi di Bari "Aldo Moro", number 05-2016, Sep, revised Sep 2016.
• Irena Stefanova, 2016, "Statistical risk assessment in bank lending to citizens," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 1, pages 35-58.
• Federica Ciocchetta & Wanda Cornacchia & Roberto Felici & Michele Loberto, 2016, "Assessing financial stability risks from the real estate market in Italy," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 323, Mar.
• Santiago Gamba Santamaría & Oscar Fernando Jaulín Méndez & Luis Fernando Melo Velandia & Carlos Andrés Quicazán Moreno, 2016, "Comparison of Methods for Estimating the Uncertainty of Value at Risk," Borradores de Economia, Banco de la Republica de Colombia, number 927, Feb, DOI: 10.32468/be.927.
• Hernán Rincón-Castro & Norberto Rodríguez-Niño, 2016, "Nonlinear Pass-Through of Exchange Rate Shocks on Inflation: A Bayesian Smooth Transition VAR Approach," Borradores de Economia, Banco de la Republica de Colombia, number 930, Mar, DOI: 10.32468/be.930.
• Alexander Guarín-López & Ignacio Lozano-Espitia, 2016, "Credit Funding and Banking Fragility: An Empirical Analysis for Emerging Economies," Borradores de Economia, Banco de la Republica de Colombia, number 931, Mar, DOI: 10.32468/be.931.
• Daniel Mariño Ustacara & Luis Fernando Melo Velandia, 2016, "Regresión Cuantílica Dinámica para la Medición del Valor en Riesgo: una Aplicación a Datos Colombianos," Borradores de Economia, Banco de la Republica de Colombia, number 939, May, DOI: 10.32468/be.939.
• Daniel Mariño-Ustacara & Luis Fernando Melo-Velandia, 2016, "Relación entre los valores en riesgo de los principales mercados financieros colombianos: un enfoque a través de modelos multivariados de regresión cuantílica," Borradores de Economia, Banco de la Republica de Colombia, number 975, Dec, DOI: 10.32468/be.975.
• C. Thubin & Thomas Ferrière & Eric Monnet & Magali Marx & Vichett Oung, 2016, "The PRISME model: can disaggregation on the production side help to forecast GDP?," Working papers, Banque de France, number 596.
• M. Mogliani & Thomas Ferrière, 2016, "Rationality of announcements, business cycle asymmetry, and predictability of revisions. The case of French GDP," Working papers, Banque de France, number 600.
• Matthieu Soupre & Tatevik Sekhposyan & Barbara Rossi, 2016, "Understanding the Sources of Macroeconomic Uncertainty," Working Papers, Barcelona School of Economics, number 920, Jul.
• José Ignacio González Giangrossi, 2016, "Agregados monetarios Divisia y demanda de dinero en Uruguay," Documentos de trabajo, Banco Central del Uruguay, number 2016003.
• 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, Japanese Economic Association, volume 67, issue 1, pages 96-124, March.
• Brian Chi-ang Lin & Siqi Zheng & Felix Pretis & Lea Schneider & Jason E. Smerdon & David F. Hendry, 2016, "Detecting Volcanic Eruptions In Temperature Reconstructions By Designed Break-Indicator Saturation," Journal of Economic Surveys, Wiley Blackwell, volume 30, issue 3, pages 403-429, July, DOI: 10.1111/joes.12148.
• Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2016, "Sovereigns Versus Banks: Credit, Crises, And Consequences," Journal of the European Economic Association, European Economic Association, volume 14, issue 1, pages 45-79, February.
• Gualberto Zubieta Huaygua, 2016, "Análisis de los efectos de la inflación en el crecimiento económico: evidencia para la economía boliviana," Revista de Análisis del BCB, Banco Central de Bolivia, volume 24, issue 1, pages 9-47, June.
• André K. Anundsen, 2016, "Detecting imbalances in house prices: What goes up must come down?," Working Paper, Norges Bank, number 2016/11, Aug.
• Yuto Iwasaki & Sohei Kaihatsu, 2016, "Measuring Underlying Inflation Using Dynamic Model Averaging," Bank of Japan Working Paper Series, Bank of Japan, number 16-E-8, Jun.
• Button Patrick, 2016, "Model Uncertainty and Model Averaging in Regression Discontinuity Designs," Journal of Econometric Methods, De Gruyter, volume 5, issue 1, pages 103-116, January, DOI: 10.1515/jem-2014-0016.
• Nguimkeu Pierre, 2016, "An Improved Selection Test between Autoregressive and Moving Average Disturbances in Regression Models," Journal of Time Series Econometrics, De Gruyter, volume 8, issue 1, pages 41-54, January, DOI: 10.1515/jtse-2014-0036.
• Silvennoinen Annastiina & Teräsvirta Timo, 2016, "Testing constancy of unconditional variance in volatility models by misspecification and specification tests," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 20, issue 4, pages 347-364, September, DOI: 10.1515/snde-2015-0033.
• Ericsson Neil R., 2016, "Testing for and estimating structural breaks and other nonlinearities in a dynamic monetary sector," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 20, issue 4, pages 377-398, September, DOI: 10.1515/snde-2015-0104.
• Christopher L. Skeels & Frank Windmeijer, 2016, "On the Stock-Yogo Tables," Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK, number 16/679, Nov, revised 25 Nov 2016.
• Philippe Bernard & Najat El Mekkaoui de Freitas & Bertrand Maillet & Alejandro Modesto, 2016, "D’un indice de détection d’anomalies à l’usage des investisseurs," Revue économique, Presses de Sciences-Po, volume 67, issue 5, pages 1037-1056.
• Christophe Boucher & Patrick Kouontchou & Bertrand Maillet, 2016, "Du risque des mesures de risque systémique," Revue économique, Presses de Sciences-Po, volume 67, issue 2, pages 263-278.
• A. Chudik & G. Kapetanios & M. Hashem Pesaran, 2016, "Big Data Analytics: A New Perspective," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1611, Feb.
• Chudik, A. & Kapetanios, G. & Pesaran, Hashem, 2016, "A One-Covariate at a Time, Multiple Testing Approach to Variable Selection in High-Dimensional Linear Regression Models," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1677, Dec.
• Hossein Kavand & Marcel-Cristian Voia, 2016, "Estimation of Health Care Demand and its Implication on Income Effects of Individuals," Carleton Economic Papers, Carleton University, Department of Economics, number 16-01, Jan, revised 26 Jun 2017.
• Karen Poghosyan, 2016, "A Comparison of Different Short-Term Macroeconomic Forecasting Models: Evidence from Armenia," Journal of Central Banking Theory and Practice, Central bank of Montenegro, volume 5, issue 2, pages 81-99.
• Philip Gunby & Yinghua Jin, 2016, "Determinants of Chinese Government Size: An Extreme Bounds Analysis," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 16/25, Nov.
• Minford, Patrick & Wickens, Michael & Xu, Yongdeng, 2016, "Testing part of a DSGE model by Indirect Inference," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2016/12, Dec.
• Meenagh, David & Minford, Patrick & Wickens, Michael & Xu, Yongdeng, 2016, "What is the truth about DSGE models? Testing by indirect inference," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2016/14, Dec.
• Minford, Patrick & Wickens, Michael & Xu, Yongdeng, 2016, "Comparing different data descriptors in Indirect Inference tests on DSGE models," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2016/5, May.
• Pablo Guerron-Quintana & Atsushi Inoue & Lutz Kilian, 2016, "Impulse Response Matching Estimators for DSGE Models," CESifo Working Paper Series, CESifo, number 5730.
• Atsushi Inoue & Lutz Kilian, 2016, "Joint Confidence Sets for Structural Impulse Responses," CESifo Working Paper Series, CESifo, number 5746.
• Alexander Chudik & George Kapetanios & M. Hashem Pesaran, 2016, "Big Data Analytics: A New Perspective," CESifo Working Paper Series, CESifo, number 5824.
• Guglielmo Maria Caporale & Abdurrahman Nazif Catik & Mohamad Husam Helmi & Faek Nemla Ali & Coskun Akdeniz, 2016, "Monetary Policy Rules in Emerging Countries: Is there an Augmented Nonlinear Taylor Rule?," CESifo Working Paper Series, CESifo, number 5965.
• Stephen J. Cole & Fabio Milani, 2016, "The Misspecification of Expectations in New Keynesian Models: A DSGE-VAR Approach," CESifo Working Paper Series, CESifo, number 6099.
• Sindre Lorentzen & Petter Osmundsen, 2016, "Forecastability and Statistical Characteristics of Aggregate Oil and Gas Investments on the Norwegian Continental Shelf," CESifo Working Paper Series, CESifo, number 6113.
• Robert Lehmann & Klaus Wohlrabe, 2016, "Boosting und die Prognose der deutschen Industrieproduktion: Was verrät uns der Blick in die Details?," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 69, issue 03, pages 30-33, February.
• Ching-Wai Chiu & Haroon Mumtaz & Gabor Pinter, 2016, "VAR Models with Non-Gaussian Shocks," Discussion Papers, Centre for Macroeconomics (CFM), number 1609, Feb.
• Paul Schneider, 2015, "An Anatomy of the Equity Premium," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 15-61, Dec.
• Patrick Gagliardini & Elisa Ossola & O. Scaillet, 2016, "A Diagnostic Criterion for Approximate Factor Structure," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 16-51, Aug, revised Dec 2016.
• Li Lin & Didier Sornette, 2016, "A Simple Mechanism for Financial Bubbles: Time-Varying Momentum Horizon," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 16-61, Oct.
• Firmin Doko Tchatoka & Jean-Marie Dufour, 2016, "Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions: invariance and finite-sample distributional theory," CIRANO Working Papers, CIRANO, number 2016s-62, Dec.
• Jean-Marie Dufour & Richard Luger, 2016, "Identification-robust moment-based tests for Markov-switching in autoregressive models," CIRANO Working Papers, CIRANO, number 2016s-63, Dec.
• Andrés Eduardo Jiménez Gómez & Luis Fernando Melo Velandia, 2016, "Modelación de la asimetría y la curtosis condicionales en series financieras colombianas," Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE, volume 76.
• Santiago Gamba Santamar�a & Oscar Fernando Jaul�n M�ndez & Luis Fernando Melo Velandia & Carlos Andr�s Quicaz�n Moreno, 2016, "Comparison of Methods for Estimating the Uncertainty of Value at Risk," Borradores de Economia, Banco de la Republica, number 14263, Feb.
• Hern�n Rinc�n-Castro & Norberto Rodr�guez-Ni�o, 2016, "Nonlinear Pass-Through of Exchange Rate Shocks on Inflation: A Bayesian Smooth Transition VAR Approach," Borradores de Economia, Banco de la Republica, number 14299, Mar.
• Alexander Guar�n-L�pez & Ignacio Lozano-Espitia, 2016, "Credit Funding and Banking Fragility: An Empirical Analysis for Emerging Economies," Borradores de Economia, Banco de la Republica, number 14306, Mar.
• Marisol Valencia Cárdenas & Juan Gabriel Vanegas L�pez & Juan Carlos Correa Morales & Jorge An�bal Restrepo Morales, 2016, "Comparación de pronósticos para la dinámica del turismo en Medellín, Colombia," Revista Lecturas de Economía, Universidad de Antioquia, CIE, issue 86, pages 199-230.
• Miller Ariza, 2016, "Pronóstico del volumen de negociación del mercado secundario de renta fija en Colombia: a través de la modelación no lineal star," Vniversitas Económica, Universidad Javeriana - Bogotá, volume 0, issue 0, pages 1-46.
• BERTANHA, Marinho, 2016, "Regression Discontinuity Design with Many Thresholds," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2016026, Apr.
• Rossi, Barbara & Carrasco, Marine, 2016, "In-sample Inference and Forecasting in Misspecified Factor Models," CEPR Discussion Papers, Centre for Economic Policy Research, number 11388, Jul.
• Rossi, Barbara & Sekhposyan, Tatevik, 2016, "Forecast Rationality Tests in the Presence of Instabilities, With Applications to Federal Reserve and Survey Forecasts," CEPR Discussion Papers, Centre for Economic Policy Research, number 11391, Jul.
• Rossi, Barbara & Sekhposyan, Tatevik & Soupré, Mattheiu, 2016, "Understanding the Sources of Macroeconomic Uncertainty," CEPR Discussion Papers, Centre for Economic Policy Research, number 11415, Jul.
• Christian Gouriéroux & Joann Jasiak, 2016, "Robust Analysis of the Martingale Hypothesis," Working Papers, Center for Research in Economics and Statistics, number 2016-18, Apr.
• Jérémy L'Hour, 2016, "Distinguishing the Confounding Factors: Policy Evaluation, High-Dimension and Variable Selection," Working Papers, Center for Research in Economics and Statistics, number 2016-23, Jun.
• Blazsek, Szabolcs & Escribano, Álvaro, 2016, "Score-driven dynamic patent count panel data models," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 23458, Jul.
• Marcos Álvarez-Díaz & Manuel González-Gómez & María Soledad Otero-Giráldez, 2016, "La modelización de la demanda de turismo de economías emergentes: el caso de la llegada de turistas rusos a España," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, volume 39, issue 110, pages 112-125, Mayo.
• Ashton, Robert H., 2016, "The Value of Expert Opinion in the Pricing of Bordeaux Wine Futures," Journal of Wine Economics, Cambridge University Press, volume 11, issue 2, pages 261-288, August.
• Barnett, William A. & Eryilmaz, Unal, 2016, "An Analytical And Numerical Search For Bifurcations In Open Economy New Keynesian Models," Macroeconomic Dynamics, Cambridge University Press, volume 20, issue 2, pages 482-503, March.
• Jin Seo Cho & Myung-Ho Park & Peter C. B. Phillips, 2016, "Sequentially Testing Polynomial Model Hypotheses Using Power Transforms of Regressors," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2060, Jul.
• Guglielmo Maria Caporale & Abdurrahman Nazif Catik & Mohamad Husam Helmi & Faek Menla Ali & Coskun Akdeniz, 2016, "Monetary Policy Rules in Emerging Countries: Is There an Augmented Nonlinear Taylor Rule?," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1588.
• Annika Schnücker, 2016, "Restrictions Search for Panel VARs," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1612.
• Ha-Thu Nguyen, 2016, "Reject inference in application scorecards: evidence from France," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2016-10.
• Rosnan, Chotard & Michel, Dacorogna & Marie, Kratz, 2016, "Risk Measure Estimates in Quiet and Turbulent Times:An Empirical Study," ESSEC Working Papers, ESSEC Research Center, ESSEC Business School, number WP1618, Nov.
• Stefano Soccorsi, 2016, "Measuring Nonfundamentalness for Structural VARs," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2016-01, Jan.
• Sauer, Stephan & Coppens, François & Mayer, Manuel & Millischer, Laurent & Resch, Florian & Schulze, Klaas, 2016, "Advances in multivariate back-testing for credit risk underestimation," Working Paper Series, European Central Bank, number 1885, Feb.
• Jung, Alexander, 2016, "A portfolio demand approach for broad money in the euro area," Working Paper Series, European Central Bank, number 1929, Jul.
• Garcí­a, Juan Angel & Werner, Sebastian E. V., 2016, "Bond risk premia, macroeconomic factors and financial crisis in the euro area," Working Paper Series, European Central Bank, number 1938, Jul.
• Endrész, Marianna & Skudelny, Frauke, 2016, "Crisis severity and the international trade network," Working Paper Series, European Central Bank, number 1971, Oct.
• Hubrich, Kirstin & Skudelny, Frauke, 2016, "Forecast combination for euro area inflation: a cure in times of crisis?," Working Paper Series, European Central Bank, number 1972, Oct.
• Altu Kazar & G rkemli Kazar, 2016, "Globalization, Financial Development and Economic Growth," International Journal of Economics and Financial Issues, Econjournals, volume 6, issue 2, pages 578-587.
• Anvar V. Gumerov & Milyausha K. Biktemirova & Vitalii ?. Babushkin & Svetlana M. Nuryyakhmetova & Roman E. Moiseev & Anna B. Nikolaeva & Regina R. Kharisova & Vera P. Rukomoinikova, 2016, "Quality Functions Modeling of Industrial Enterprises Products," International Review of Management and Marketing, Econjournals, volume 6, issue 1, pages 165-169.
• Long, Zhiming & Herrera, Rémy, 2016, "Building original series of physical capital stocks for China's economy methodological problems, proposals for solutions and a new database," China Economic Review, Elsevier, volume 40, issue C, pages 33-53, DOI: 10.1016/j.chieco.2016.05.002.
• Sucarrat, Genaro & Grønneberg, Steffen & Escribano, Alvaro, 2016, "Estimation and inference in univariate and multivariate log-GARCH-X models when the conditional density is unknown," Computational Statistics & Data Analysis, Elsevier, volume 100, issue C, pages 582-594, DOI: 10.1016/j.csda.2015.12.005.
• Chan, Joshua C.C. & Grant, Angelia L., 2016, "Fast computation of the deviance information criterion for latent variable models," Computational Statistics & Data Analysis, Elsevier, volume 100, issue C, pages 847-859, DOI: 10.1016/j.csda.2014.07.018.
• Korobilis, Dimitris, 2016, "Prior selection for panel vector autoregressions," Computational Statistics & Data Analysis, Elsevier, volume 101, issue C, pages 110-120, DOI: 10.1016/j.csda.2016.02.011.
• Soccorsi, Stefano, 2016, "Measuring nonfundamentalness for structural VARs," Journal of Economic Dynamics and Control, Elsevier, volume 71, issue C, pages 86-101, DOI: 10.1016/j.jedc.2016.08.001.
• Barde, Sylvain, 2016, "Direct comparison of agent-based models of herding in financial markets," Journal of Economic Dynamics and Control, Elsevier, volume 73, issue C, pages 329-353, DOI: 10.1016/j.jedc.2016.10.005.
• Chen, W.D., 2016, "Policy failure or success? Detecting market failure in China's housing market," Economic Modelling, Elsevier, volume 56, issue C, pages 109-121, DOI: 10.1016/j.econmod.2016.03.024.
• Pouliot, William, 2016, "Robust tests for change in intercept and slope in linear regression models with application to manager performance in the mutual fund industry," Economic Modelling, Elsevier, volume 58, issue C, pages 523-534, DOI: 10.1016/j.econmod.2016.03.011.
• Araichi, Sawssen & Peretti, Christian de & Belkacem, Lotfi, 2016, "Solvency capital requirement for a temporal dependent losses in insurance," Economic Modelling, Elsevier, volume 58, issue C, pages 588-598, DOI: 10.1016/j.econmod.2016.03.007.
• Furlanetto, Francesco & Groshenny, Nicolas, 2016, "Reallocation shocks, persistence and nominal rigidities," Economics Letters, Elsevier, volume 141, issue C, pages 151-155, DOI: 10.1016/j.econlet.2016.02.029.
• Wang, Yun & Zhang, Yonghui & Zhou, Qiankun, 2016, "A Stein-like estimator for linear panel data models," Economics Letters, Elsevier, volume 141, issue C, pages 156-161, DOI: 10.1016/j.econlet.2016.02.016.
• Minford, Patrick & Wickens, Michael & Xu, Yongdeng, 2016, "Comparing different data descriptors in Indirect Inference tests on DSGE models," Economics Letters, Elsevier, volume 145, issue C, pages 157-161, DOI: 10.1016/j.econlet.2016.06.016.
• Hu, Junjuan & Chen, Zhenlong, 2016, "A unit root test against globally stationary ESTAR models when local condition is non-stationary," Economics Letters, Elsevier, volume 146, issue C, pages 89-94, DOI: 10.1016/j.econlet.2016.07.002.
• Lucas, André & Opschoor, Anne & Schaumburg, Julia, 2016, "Accounting for missing values in score-driven time-varying parameter models," Economics Letters, Elsevier, volume 148, issue C, pages 96-98, DOI: 10.1016/j.econlet.2016.09.026.
• Blazsek, Szabolcs & Escribano, Alvaro, 2016, "Score-driven dynamic patent count panel data models," Economics Letters, Elsevier, volume 149, issue C, pages 116-119, DOI: 10.1016/j.econlet.2016.10.026.
• Gao, Yan & Zhang, Xinyu & Wang, Shouyang & Zou, Guohua, 2016, "Model averaging based on leave-subject-out cross-validation," Journal of Econometrics, Elsevier, volume 192, issue 1, pages 139-151, DOI: 10.1016/j.jeconom.2015.07.006.
• Aßmann, Christian & Boysen-Hogrefe, Jens & Pape, Markus, 2016, "Bayesian analysis of static and dynamic factor models: An ex-post approach towards the rotation problem," Journal of Econometrics, Elsevier, volume 192, issue 1, pages 190-206, DOI: 10.1016/j.jeconom.2015.10.010.
• Inoue, Atsushi & Kilian, Lutz, 2016, "Joint confidence sets for structural impulse responses," Journal of Econometrics, Elsevier, volume 192, issue 2, pages 421-432, DOI: 10.1016/j.jeconom.2016.02.008.
• Caetano, Carolina & Rothe, Christoph & Yıldız, Neşe, 2016, "A discontinuity test for identification in triangular nonseparable models," Journal of Econometrics, Elsevier, volume 193, issue 1, pages 113-122, DOI: 10.1016/j.jeconom.2016.01.007.
• Leamer, Edward E., 2016, "S-values: Conventional context-minimal measures of the sturdiness of regression coefficients," Journal of Econometrics, Elsevier, volume 193, issue 1, pages 147-161, DOI: 10.1016/j.jeconom.2015.10.013.
• Li, Jia & Todorov, Viktor & Tauchen, George, 2016, "Inference theory for volatility functional dependencies," Journal of Econometrics, Elsevier, volume 193, issue 1, pages 17-34, DOI: 10.1016/j.jeconom.2016.01.004.
• Zhang, Shulin & Okhrin, Ostap & Zhou, Qian M. & Song, Peter X.-K., 2016, "Goodness-of-fit test for specification of semiparametric copula dependence models," Journal of Econometrics, Elsevier, volume 193, issue 1, pages 215-233, DOI: 10.1016/j.jeconom.2016.02.017.