Research classified by Journal of Economic Literature (JEL) codes

1. Forecasting with DSGE Models
2. Forecasting

2015

• Simplice Asongu, 2015, "Drivers of Growth in Fast Emerging Economies: A Dynamic Instrumental Quantile Approach," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., number 15/009, Apr.
• Simplice Asongu, 2015, "Determinants of Growth in Fast Developing Countries: Evidence from Bundling and Unbundling Institutions," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., number 15/010, Mar.
• Simplice Asongu & Uchenna EFOBI & Ibukun BEECROFT, 2015, "FDI, Aid, Terrorism: Conditional Threshold Evidence from Developing Countries," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., number 15/019, May.
• Simplice Asongu & Jacinta C. Nwachukwu, 2015, "Fighting Terrorism: Empirics on Policy Harmonization," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., number 15/024, Jun.
• Asongu Simplice & John Ssozi, 2015, "When is Foreign Aid Effective in Fighting Terrorism? Threshold Evidence," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., number 15/031, Sep.
• Simplice Asongu & Ghassen El Montasser & Hassen Toumi, 2015, "Testing the Relationships between Energy Consumption, CO2 emissions and Economic Growth in 24 African Countries: a Panel ARDL Approach," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., number 15/037, Sep.
• Ma, Wanglin & Abdulai, Awudu, 2015, "Linking apple farmers to markets: Determinants and impacts of marketing contracts in China," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California, Agricultural and Applied Economics Association, number 202719, DOI: 10.22004/ag.econ.202719.
• Amendola, Alessandra & Candila, Vincenzo & Scognamillo, Antonio, 2015, "On the influence of the U.S. monetary policy on the crude oil price volatility," 2015 Fourth Congress, June 11-12, 2015, Ancona, Italy, Italian Association of Agricultural and Applied Economics (AIEAA), number 207860, Jun, DOI: 10.22004/ag.econ.207860.
• Gouel, Christophe & LEgrand, Nicolas, 2015, "Estimating the Competitive Storage Model with Trending Commodity Prices," 2015 Conference, August 9-14, 2015, Milan, Italy, International Association of Agricultural Economists, number 211688, DOI: 10.22004/ag.econ.211688.
• Hoang, Hoa & Meyers, William H., 2015, "Food demand in Vietnam: structural changes and projections to 2030," 2015 Conference, August 9-14, 2015, Milan, Italy, International Association of Agricultural Economists, number 212456, DOI: 10.22004/ag.econ.212456.
• Taha, Fawzi A. & Hahn, William F., 2015, "HPAI Impact on EU-27’s Import Demand for Cooked and Uncooked Poultry and Other Meats," International Food and Agribusiness Management Review, International Food and Agribusiness Management Association, volume 18, issue A, pages 1-22, July, DOI: 10.22004/ag.econ.207012.
• Carvalho, Glauco Rodrigues & Bessler, David & Hemme, Torsten & Schröer-Merker, Eva, 2015, "Understanding International Milk Price Relationships," 2015 Annual Meeting, January 31-February 3, 2015, Atlanta, Georgia, Southern Agricultural Economics Association, number 196692, Feb, DOI: 10.22004/ag.econ.196692.
• Sorin Marius Pirnac, 2015, "Technical Analysis Of Ftse 100 Index Using Quantmod Package," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, volume 2, issue 43, pages 114-122.
• Francesco BARTOLUCCI & Silvia BACCI & Claudia PIGINI, 2015, "A Misspecification Test for Finite-Mixture Logistic Models for Clustered Binary and Ordered Responses," Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali, number 410, Jul.
• Raphael Rocha Gouvêa & Bernardo Patta Schettini, 2015, "Empirical estimates for the Brazilian total imports equation using quarterly national accounts data (1996–2010)," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], volume 16, issue 2, pages 250-271.
• Raffaella Giacomini & Barbara Rossi, 2015, "Forecasting in Nonstationary Environments: What Works and What Doesn't in Reduced-Form and Structural Models," Annual Review of Economics, Annual Reviews, volume 7, issue 1, pages 207-229, August.
• Cesar Carrera & Alan Ledesma, 2015, "Aggregate Inflation Forecast with Bayesian Vector Autoregressive Models," Working Papers, Peruvian Economic Association, number 50, Jul.
• Ricardo Crisostomo, 2015, "An Analysis of the Heston Stochastic Volatility Model: Implementation and Calibration using Matlab," Papers, arXiv.org, number 1502.02963, Feb, revised Mar 2015.
• Susan Athey & Dean Eckles & Guido Imbens, 2015, "Exact P-values for Network Interference," Papers, arXiv.org, number 1506.02084, Jun.
• Carlo Marinelli & Stefano d'Addona, 2015, "Nonparametric estimates of pricing functionals," Papers, arXiv.org, number 1506.06568, Jun, revised Sep 2017.
• Efstathios Panayi & Gareth W. Peters & Jon Danielsson & Jean-Pierre Zigrand, 2015, "Designating market maker behaviour in Limit Order Book markets," Papers, arXiv.org, number 1508.04348, Aug.
• Toru Kitagawa & Chris Muris, 2015, "Model averaging in semiparametric estimation of treatment effects," CeMMAP working papers, Institute for Fiscal Studies, number 46/15, Aug, DOI: 10.1920/wp.cem.2015.4615.
• Jia Chen & Degui Li & Oliver Linton & Zudi Lu, 2015, "Semiparametric model averaging of ultra-high dimensional time series," CeMMAP working papers, Institute for Fiscal Studies, number 62/15, Oct, DOI: 10.1920/wp.cem.2015.6215.
• Kagerer, Kathrin, 2015, "A hat matrix for monotonicity constrained B-spline and P-spline regression," University of Regensburg Working Papers in Business, Economics and Management Information Systems, University of Regensburg, Department of Economics, number 484, Mar.
• Konstantinos Theodoridis & Francesco Zanetti, 2015, "News Shocks and Labor Market Dynamics in Matching Models," BCAM Working Papers, Birkbeck Centre for Applied Macroeconomics, number 1501, Apr.
• Zacharias Psaradakis & Marián Vávra, 2015, "Portmanteau Tests for Linearity of Stationary Time Series," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 1514, Sep.
• Bruno Albuquerque & Georgi Krustev, 2015, "Debt Overhang and Deleveraging in the US Household Sector: Gauging the Impact on Consumption," Staff Working Papers, Bank of Canada, number 15-47, DOI: 10.34989/swp-2015-47.
• Yara de Almeida Campos Cordeiro & Wagner Piazza Gaglianone & João Victor Issler, 2015, "Inattention in Individual Expectations," Working Papers Series, Central Bank of Brazil, Research Department, number 395, Aug.
• Paolo Guarda & Abdelaziz Rouabah, 2015, "Is the financial sector Luxembourg?s engine of growth?," BCL working papers, Central Bank of Luxembourg, number 97, Aug.
• Ana Inés Gárriz & Demian Tupac Panigo, 2015, "Prebisch Reciprocity Principle. An Application for the Common Automotive Policy between Argentina and Brazil," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, volume 1, issue 73, pages 117-147, December.
• Sébastien Roux, 2015, "Structural and atheoretic approaches to micro-econometrics of public policy evaluation.(in french)," Working papers, Banque de France, number 565.
• Tatevik Sekhposyan & Barbara Rossi, 2015, "Alternative Tests for Correct Specification of Conditional Predictive Densities," Working Papers, Barcelona School of Economics, number 758, Sep.
• Michael Funke & Chang Shu & Xiaoqiang Cheng & Sercan Eraslan, 2015, "Assessing the CNH-CNY pricing differential: role of fundamentals, contagion and policy," BIS Working Papers, Bank for International Settlements, number 492, Feb.
• Logan McLeod, 2015, "The Association Between Physician Supply And The Mix Of Generalist And Specialist Services Used," Contemporary Economic Policy, Western Economic Association International, volume 33, issue 3, pages 434-449, July.
• Robert Lehmann & Klaus Wohlrabe, 2015, "Forecasting GDP at the Regional Level with Many Predictors," German Economic Review, Verein für Socialpolitik, volume 16, issue 2, pages 226-254, May.
• Sarolta Laczó, 2015, "Risk Sharing With Limited Commitment And Preference Heterogeneity: Structural Estimation And Testing," Journal of the European Economic Association, European Economic Association, volume 13, issue 2, pages 265-292, April.
• Neil Kellard & Denise Osborn & Jerry Coakley & Simone D. Grose & Gael M. Martin & Donald S. Poskitt, 2015, "Bias Correction of Persistence Measures in Fractionally Integrated Models," Journal of Time Series Analysis, Wiley Blackwell, volume 36, issue 5, pages 721-740, September.
• Mihailo Radoman & Marcel C. Voia, 2015, "Youth Training Programs and Their Impact on Career and Spell Duration of Professional Soccer Players," LABOUR, CEIS, volume 29, issue 2, pages 163-193, June.
• André K. Anundsen & Ragnar Nymoen, 2015, "Did US consumers ‘save for a rainy day’ before the Great Recession?," Working Paper, Norges Bank, number 2015/08, May.
• Knut Are Aastveit & Anne Sofie Jore & Francesco Ravazzolo, 2015, "Identification and real-time forecasting of Norwegian business cycles," Working Paper, Norges Bank, number 2015/09, May.
• Francesca Monti, 2015, "Can a data-rich environment help identify the sources of model misspecification?," Bank of England working papers, Bank of England, number 527, Mar.
• Ching-Wai (Jeremy) Chiu & Haroon Mumtaz & Gabor Pinter, 2015, "Forecasting with VAR models: fat tails and stochastic volatility," Bank of England working papers, Bank of England, number 528, May.
• Arnold Polanski & Evarist Stoja, 2015, "Extreme risk interdependence," Bank of England working papers, Bank of England, number 563, Nov.
• Iryna Kaminska & Matt Roberts-Sklar, 2015, "A global factor in variance risk premia and local bond pricing," Bank of England working papers, Bank of England, number 576, Dec.
• Seungmoon Choi, 2015, "Maximum Likelihood Estimation of Continuous-Time Diffusion Models for Korean Short-Term Interest Rates," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, volume 21, issue 4, pages 28-58, December.
• Zhongjun Qu & Denis Tkachenko, 2015, "Global Identification in DSGE Models Allowing for Indeterminacy," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number wp2015-001, Aug.
• Zhongjun Qu, 2015, "A Composite Likelihood Framework for Analyzing Singular DSGE Models," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number wp2015-002, Jun.
• Albuquerque Bruno & Baumann Ursel & Krustev Georgi, 2015, "US household deleveraging following the Great Recession – a model-based estimate of equilibrium debt," The B.E. Journal of Macroeconomics, De Gruyter, volume 15, issue 1, pages 255-307, January, DOI: 10.1515/bejm-2013-0190.
• Lehmann Robert & Wohlrabe Klaus, 2015, "Forecasting GDP at the Regional Level with Many Predictors," German Economic Review, De Gruyter, volume 16, issue 2, pages 226-254, May, DOI: 10.1111/geer.12042.
• Dehejia Rajeev, 2015, "Experimental and Non-Experimental Methods in Development Economics: A Porous Dialectic," Journal of Globalization and Development, De Gruyter, volume 6, issue 1, pages 47-69, June, DOI: 10.1515/jgd-2014-0005.
• Silva João M. C. Santos & Tenreyro Silvana & Windmeijer Frank, 2015, "Testing Competing Models for Non-negative Data with Many Zeros," Journal of Econometric Methods, De Gruyter, volume 4, issue 1, pages 29-46, January, DOI: 10.1515/jem-2013-0005.
• Jochmann Markus & Koop Gary, 2015, "Regime-switching cointegration," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 19, issue 1, pages 35-48, February, DOI: 10.1515/snde-2012-0064.
• Nonejad Nima, 2015, "Particle Gibbs with ancestor sampling for stochastic volatility models with: heavy tails, in mean effects, leverage, serial dependence and structural breaks," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 19, issue 5, pages 561-584, December, DOI: 10.1515/snde-2014-0043.
• Fernanda Maria Muller & Fábio Mariano Bayer, 2015, "Numerical evaluation of likelihood inferences in Beta-t-Skew-EGARCH models," Brazilian Review of Finance, Brazilian Society of Finance, volume 13, issue 1, pages 40-73.
• Mihailo Radoman & Marcel-Cristian Voia, 2015, "Internal Promotion in Competitive Sports: Evidence from the English Premier League," Carleton Economic Papers, Carleton University, Department of Economics, number 15-09, Oct.
• Meenagh, David & Minford, Patrick & Oyekola, Olayinka, 2015, "Oil Prices and the Dynamics of Output and Real Exchange Rate," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2015/18, Nov.
• Meenagh, David & Minford, Patrick & Oyekola, Olayinka, 2015, "Energy Business Cycles," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2015/19, Nov.
• Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael, 2015, "Small sample performance of indirect inference on DSGE models," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2015/2, Jan.
• Meenagh, David & Minford, Patrick & Wickens, Michael & Xu, Yongdeng, 2015, "Comparing Indirect Inference and Likelihood testing: asymptotic and small sample results," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2015/8, Jul.
• Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael & Xu, Yongdeng, 2015, "Testing macro models by indirect inference: a survey for users," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2015/9, Jul.
• Christophe Gouel & Nicolas Legrand, 2015, "Estimating the competitive storage model with trending commodity prices," Working Papers, Chaire Economie du climat, number 1513.
• Jan Frederik Kiviet & Milan Pleus & Rutger Poldermans, 2015, "Accuracy and Efficiency of Various GMM Inference Techniques in Dynamic Micro Panel Data Models," CESifo Working Paper Series, CESifo, number 5189.
• Michael D. Bauer, 2015, "Restrictions on Risk Prices in Dynamic Term Structure Models," CESifo Working Paper Series, CESifo, number 5241.
• Kajal Lahiri & Liu Yang, 2015, "Asymptotic Variance of Brier (Skill) Score in the Presence of Serial Correlation," CESifo Working Paper Series, CESifo, number 5290.
• Steffen Henzel & Robert Lehmann & Klaus Wohlrabe, 2015, "Nowcasting Regional GDP: The Case of the Free State of Saxony," CESifo Working Paper Series, CESifo, number 5336.
• André Kallåk Anundsen & Ragnar Nymoen, 2015, "Did US Consumers 'Save for a Rainy Day' Before the Great Recession?," CESifo Working Paper Series, CESifo, number 5347.
• Tim Oliver Berg, 2015, "Forecast Accuracy of a BVAR under Alternative Specifications of the Zero Lower Bound," ifo Working Paper Series, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 203.
• Francesca Monti, 2015, "Can a data-rich environment help identify the sources of model misspecification?," Discussion Papers, Centre for Macroeconomics (CFM), number 1505, Jan.
• Carlos Medel & Pablo Pincheira, 2015, "The Out-of-Sample Performance of An Exact Median-Unbiased Estimator for the Near-Unity Ar(1)Model," Working Papers Central Bank of Chile, Central Bank of Chile, number 768, Sep.
• Markus LEIPPOLD & Nikola VASILJEVIC, 2015, "Pricing and Disentanglement of American Puts in the Hyper-Exponential Jump-Diffusion Model," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 15-08, Feb, revised Mar 2015.
• Paul Schneider & Fabio Trojani, 2015, "Divergence and the Price of Uncertainty," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 15-60, Nov.
• Jorgen Hansen & Xingfei Liu, 2015, "Estimating labour supply responses and welfare participation: Using a natural experiment to validate a structural labour supply model," Canadian Journal of Economics, Canadian Economics Association, volume 48, issue 5, pages 1831-1854, December, DOI: 10.1111/caje.12181.
• Dante Amengual & Enrique Sentana, 2015, "Is a Normal Copula the Right Copula?," Working Papers, CEMFI, number wp2015_1504, Aug.
• Kamarul Ariffin MANSOR & Wan Irham ISHAK, 2015, "Forecasting Tourist Arrivals To Langkawi Island Malaysia," CrossCultural Management Journal, Fundația Română pentru Inteligența Afacerii, Editorial Department, issue 1, pages 69-76, June.
• Gustavo Nicol√°s P√°ez, 2015, "Prediciendo decisiones de agentes econ√≥micos: ¬øC√≥mo determina el Banco de la Rep√∫blica de Colombia la tasa de inter√©s?," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 12567, Feb.
• Raúl De Jesús Gutiérrez & Reyna Vergara Gonz�lez & Miguel A. D�az Carre�o, 2015, "Predicción de la volatilidad en el mercado del petróleo mexicano ante la presencia de efectos asimétricos," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID.
• Alejandro Ramírez Vigoya, 2015, "Ajuste de una función de producción al sector financiero en Colombia," Revista Facultad de Ciencias Económicas, Universidad Militar Nueva Granada, volume 0, issue 1, pages 141-156.
• Gabriela Zepeda-Mercado, 2015, "Sincronización cíclica del sector manufacturero de méxico y estados unidos desde una perspectiva no lineal autorregresiva con transición suave," Revista Facultad de Ciencias Económicas, Universidad Militar Nueva Granada, volume 23, issue 2, pages 163-175.
• Henk-Wim de Boer, 2015, "A structural analysis of labour supply and involuntary unemployment in the Netherlands," CPB Discussion Paper, CPB Netherlands Bureau for Economic Policy Analysis, number 312, Sep.
• Minford, Patrick & Wickens, Michael R. & Meenagh, David & Le, Vo Phuong Mai, 2015, "Small sample performance of indirect inference on DSGE models," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10382, Feb.
• Muellbauer, John & Aron, Janine & Sebudde, Rachel, 2015, "Inflation forecasting models for Uganda: is mobile money relevant?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10739, Jul.
• Minford, Patrick & Wickens, Michael R. & Meenagh, David & Xu, Yongdeng, 2015, "Comparing Indirect Inference and Likelihood testing: asymptotic and small sample results," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10765, Aug.
• Minford, Patrick & Wickens, Michael R. & Meenagh, David & Le, Vo Phuong Mai & Xu, Yongdeng, 2015, "Testing macro models by indirect inference: a survey for users," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10766, Aug.
• Sentana, Enrique & Amengual, Dante, 2015, "Is a normal copula the right copula?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10809, Sep.
• Rubio-Ramírez, Juan Francisco & Schorfheide, Frank & Fernández-Villaverde, Jesús, 2015, "Solution and Estimation Methods for DSGE Models," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11032, Dec.
• Janine Aron & John Muellbauer & Rachel Sebudde, 2015, "Inflation forecasting models for Uganda: is mobile money relevant?," CSAE Working Paper Series, Centre for the Study of African Economies, University of Oxford, number 2015-17.
• Blazsek, Szabolcs & Escribano, Álvaro, 2015, "Dynamic conditional score patent count panel data models," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we1510, Nov.
• Almeida, Daniel de & Hotta, Luiz & Ruiz Ortega, Esther, 2015, "MGARCH models: tradeoff between feasibility and flexibility," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number ws1516, Jul.
• Nikolai Dokuchaev, 2015, "Modelling Possibility of Short-Term Forecasting of Market Parameters for Portfolio Selection," Annals of Economics and Finance, Society for AEF, volume 16, issue 1, pages 143-161, May.
• Chen, Haiqiang, 2015, "Robust Estimation And Inference For Threshold Models With Integrated Regressors," Econometric Theory, Cambridge University Press, volume 31, issue 4, pages 778-810, August.
• Tchatoka, Firmin Doko, 2015, "Subset Hypotheses Testing And Instrument Exclusion In The Linear Iv Regression," Econometric Theory, Cambridge University Press, volume 31, issue 6, pages 1192-1228, December.
• Lance Kent, 2015, "Relaxing Rational Expectations," Working Papers, Economics Department, William & Mary, number 159, Mar.
• Konstantin A. Kholodilin, 2015, "War, Housing Rents, and Free Market: A Case of Berlin's Rental Housing Market during the World War I," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1477.
• Ha-Thu Nguyen, 2015, "How is credit scoring used to predict default in China?," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2015-1.
• Christophe Gouel & Nicolas Legrand, 2015, "Estimating the Competitive Storage Model with Trending Commodity Prices," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2015-15.
• T.P. Sinha, 2015, "Has Black Income as a Proportion of GDP in India Declined in the Post-Reform Period?," Indian Economic Review, Department of Economics, Delhi School of Economics, volume 50, issue 2, pages 273-316.
• GUISAN, Maria-Carmen, 2015, "Selected Readings On Econometrics Methodology, 2001-2010: Causality, Measure Of Variables, Dynamic Models And Economic Approaches To Growth And Development," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 15, issue 2, pages 213-220.
• Camba-Méndez, Gonzalo & Kapetanios, George & Papailias, Fotis & Weale, Martin R., 2015, "An automatic leading indicator, variable reduction and variable selection methods using small and large datasets: Forecasting the industrial production growth for euro area economies," Working Paper Series, European Central Bank, number 1773, Apr.
• Albuquerque, Bruno & Krustev, Georgi, 2015, "Debt overhang and deleveraging in the US household sector: gauging the impact on consumption," Working Paper Series, European Central Bank, number 1843, Aug.
• De Bruyckere, Valerie, 2015, "Systemic risk rankings and network centrality in the European banking sector," Working Paper Series, European Central Bank, number 1848, Sep.
• Ciccarelli, Matteo & García, Juan Angel, 2015, "International spillovers in inflation expectations," Working Paper Series, European Central Bank, number 1857, Oct.
• Athey, Susan & Eckles, Dean & Imbens, Guido W., 2015, "Exact P-Values for Network Interference," Research Papers, Stanford University, Graduate School of Business, number 3287, Jun.
• Athey, Susan & Eckles, Dean & Imbens, Guido W., 2015, "Exact P-Values for Network Interference," Research Papers, Stanford University, Graduate School of Business, number 3351, Jun.
• El in Aykac Alp & Elif Guneren Genc, 2015, "The Relation between Current Account Deficit and Tourism: The Case of Turkey," International Journal of Economics and Financial Issues, Econjournals, volume 5, issue 2, pages 448-453.
• Samuel Yeboah Asuamah & Joseph Ohene-Manu, 2015, "An Econometric Investigation of Forecasting Premium Fuel," International Journal of Energy Economics and Policy, Econjournals, volume 5, issue 3, pages 716-724.
• Ali Acaravci & Sinan Erdogan & Guray Akalin, 2015, "The Electricity Consumption, Real Income, Trade Openness and Foreign Direct Investment: The Empirical Evidence from Turkey," International Journal of Energy Economics and Policy, Econjournals, volume 5, issue 4, pages 1050-1057.
• P. Byrne, Joseph & Cao, Shuo & Korobilis, Dimitris, 2015, "Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2015-71.
• Korobilis, Dimitris, 2015, "Quantile forecasts of inflation under model uncertainty," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2015-72, Apr.
• Korobilis, Dimitris, 2015, "Prior selection for panel vector autoregressions," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2015-73, Apr.
• Mutschler, Willi, 2015, "Identification of DSGE models—The effect of higher-order approximation and pruning," Journal of Economic Dynamics and Control, Elsevier, volume 56, issue C, pages 34-54, DOI: 10.1016/j.jedc.2015.04.007.
• Cantore, Cristiano & Levine, Paul & Pearlman, Joseph & Yang, Bo, 2015, "CES technology and business cycle fluctuations," Journal of Economic Dynamics and Control, Elsevier, volume 61, issue C, pages 133-151, DOI: 10.1016/j.jedc.2015.09.006.
• Afonso, António & Arghyrou, Michael G. & Bagdatoglou, George & Kontonikas, Alexandros, 2015, "On the time-varying relationship between EMU sovereign spreads and their determinants," Economic Modelling, Elsevier, volume 44, issue C, pages 363-371, DOI: 10.1016/j.econmod.2014.07.025.
• King, Daniel & Botha, Ferdi, 2015, "Modelling stock return volatility dynamics in selected African markets," Economic Modelling, Elsevier, volume 45, issue C, pages 50-73, DOI: 10.1016/j.econmod.2014.11.008.
• Franke, Reiner & Jang, Tae-Seok & Sacht, Stephen, 2015, "Moment matching versus Bayesian estimation: Backward-looking behaviour in a New-Keynesian baseline model," The North American Journal of Economics and Finance, Elsevier, volume 31, issue C, pages 126-154, DOI: 10.1016/j.najef.2014.11.001.
• Buncic, Daniel & Moretto, Carlo, 2015, "Forecasting copper prices with dynamic averaging and selection models," The North American Journal of Economics and Finance, Elsevier, volume 33, issue C, pages 1-38, DOI: 10.1016/j.najef.2015.03.002.
• Mayr, Johannes & Ulbricht, Dirk, 2015, "Log versus level in VAR forecasting: 42 million empirical answers—Expect the unexpected," Economics Letters, Elsevier, volume 126, issue C, pages 40-42, DOI: 10.1016/j.econlet.2014.11.008.
• Wilson, Paul, 2015, "The misuse of the Vuong test for non-nested models to test for zero-inflation," Economics Letters, Elsevier, volume 127, issue C, pages 51-53, DOI: 10.1016/j.econlet.2014.12.029.
• Zhang, Xinyu, 2015, "Consistency of model averaging estimators," Economics Letters, Elsevier, volume 130, issue C, pages 120-123, DOI: 10.1016/j.econlet.2015.03.017.
• Chan, Joshua C.C. & Grant, Angelia L., 2015, "Pitfalls of estimating the marginal likelihood using the modified harmonic mean," Economics Letters, Elsevier, volume 131, issue C, pages 29-33, DOI: 10.1016/j.econlet.2015.03.036.
• Xie, Tian, 2015, "Prediction model averaging estimator," Economics Letters, Elsevier, volume 131, issue C, pages 5-8, DOI: 10.1016/j.econlet.2015.03.027.
• Nonejad, Nima, 2015, "Flexible model comparison of unobserved components models using particle Gibbs with ancestor sampling," Economics Letters, Elsevier, volume 133, issue C, pages 35-39, DOI: 10.1016/j.econlet.2015.04.034.
• Herwartz, Helmut & Raters, Fabian H.C., 2015, "Copula-MGARCH with continuous covariance decomposition," Economics Letters, Elsevier, volume 133, issue C, pages 73-76, DOI: 10.1016/j.econlet.2015.05.023.
• Krämer, Walter & Wied, Dominik, 2015, "A simple and focused backtest of value at risk," Economics Letters, Elsevier, volume 137, issue C, pages 29-31, DOI: 10.1016/j.econlet.2015.10.028.
• Han, Xu, 2015, "Tests for overidentifying restrictions in Factor-Augmented VAR models," Journal of Econometrics, Elsevier, volume 184, issue 2, pages 394-419, DOI: 10.1016/j.jeconom.2014.04.024.
• Andreou, Elena & Werker, Bas J.M., 2015, "Residual-based rank specification tests for AR–GARCH type models," Journal of Econometrics, Elsevier, volume 185, issue 2, pages 305-331, DOI: 10.1016/j.jeconom.2014.11.001.
• Liu, Chu-An, 2015, "Distribution theory of the least squares averaging estimator," Journal of Econometrics, Elsevier, volume 186, issue 1, pages 142-159, DOI: 10.1016/j.jeconom.2014.07.002.
• Clark, Todd E. & McCracken, Michael W., 2015, "Nested forecast model comparisons: A new approach to testing equal accuracy," Journal of Econometrics, Elsevier, volume 186, issue 1, pages 160-177, DOI: 10.1016/j.jeconom.2014.06.016.
• Fujiki, Hiroshi & Hsiao, Cheng, 2015, "Disentangling the effects of multiple treatments—Measuring the net economic impact of the 1995 great Hanshin-Awaji earthquake," Journal of Econometrics, Elsevier, volume 186, issue 1, pages 66-73, DOI: 10.1016/j.jeconom.2014.10.010.
• Cheng, Xu & Hansen, Bruce E., 2015, "Forecasting with factor-augmented regression: A frequentist model averaging approach," Journal of Econometrics, Elsevier, volume 186, issue 2, pages 280-293, DOI: 10.1016/j.jeconom.2015.02.010.
• Onatski, Alexei, 2015, "Asymptotic analysis of the squared estimation error in misspecified factor models," Journal of Econometrics, Elsevier, volume 186, issue 2, pages 388-406, DOI: 10.1016/j.jeconom.2015.02.016.
• Shi, Xiaoxia, 2015, "Model selection tests for moment inequality models," Journal of Econometrics, Elsevier, volume 187, issue 1, pages 1-17, DOI: 10.1016/j.jeconom.2015.01.004.
• Lee, Donghoon & Song, Kyungchul, 2015, "Simulated maximum likelihood estimation for discrete choices using transformed simulated frequencies," Journal of Econometrics, Elsevier, volume 187, issue 1, pages 131-153, DOI: 10.1016/j.jeconom.2014.12.009.
• Caner, Mehmet & Fan, Qingliang, 2015, "Hybrid generalized empirical likelihood estimators: Instrument selection with adaptive lasso," Journal of Econometrics, Elsevier, volume 187, issue 1, pages 256-274, DOI: 10.1016/j.jeconom.2015.01.007.
• Baek, Yae In & Cho, Jin Seo & Phillips, Peter C.B., 2015, "Testing linearity using power transforms of regressors," Journal of Econometrics, Elsevier, volume 187, issue 1, pages 376-384, DOI: 10.1016/j.jeconom.2015.03.041.
• Baldovin, Fulvio & Caporin, Massimiliano & Caraglio, Michele & Stella, Attilio L. & Zamparo, Marco, 2015, "Option pricing with non-Gaussian scaling and infinite-state switching volatility," Journal of Econometrics, Elsevier, volume 187, issue 2, pages 486-497, DOI: 10.1016/j.jeconom.2015.02.033.
• Andersen, Torben G. & Bondarenko, Oleg & Todorov, Viktor & Tauchen, George, 2015, "The fine structure of equity-index option dynamics," Journal of Econometrics, Elsevier, volume 187, issue 2, pages 532-546, DOI: 10.1016/j.jeconom.2015.02.037.
• Hong, Han & Mahajan, Aprajit & Nekipelov, Denis, 2015, "Extremum estimation and numerical derivatives," Journal of Econometrics, Elsevier, volume 188, issue 1, pages 250-263, DOI: 10.1016/j.jeconom.2014.05.019.
• Lu, Xun & Su, Liangjun, 2015, "Jackknife model averaging for quantile regressions," Journal of Econometrics, Elsevier, volume 188, issue 1, pages 40-58, DOI: 10.1016/j.jeconom.2014.11.005.
• Poskitt, D.S. & Grose, Simone D. & Martin, Gael M., 2015, "Higher-order improvements of the sieve bootstrap for fractionally integrated processes," Journal of Econometrics, Elsevier, volume 188, issue 1, pages 94-110, DOI: 10.1016/j.jeconom.2015.03.045.
• Hong, Han & Li, Weiming & Wang, Boyu, 2015, "Estimation of dynamic discrete models from time aggregated data," Journal of Econometrics, Elsevier, volume 188, issue 2, pages 435-446, DOI: 10.1016/j.jeconom.2015.03.009.
• Lee, Yoonseok & Phillips, Peter C.B., 2015, "Model selection in the presence of incidental parameters," Journal of Econometrics, Elsevier, volume 188, issue 2, pages 474-489, DOI: 10.1016/j.jeconom.2015.03.012.
• Farrell, Max H., 2015, "Robust inference on average treatment effects with possibly more covariates than observations," Journal of Econometrics, Elsevier, volume 189, issue 1, pages 1-23, DOI: 10.1016/j.jeconom.2015.06.017.
• Cai, Zongwu & Juhl, Ted & Yang, Bingduo, 2015, "Functional index coefficient models with variable selection," Journal of Econometrics, Elsevier, volume 189, issue 2, pages 272-284, DOI: 10.1016/j.jeconom.2015.03.022.
• Cheng, Tzu-Chang F. & Ing, Ching-Kang & Yu, Shu-Hui, 2015, "Toward optimal model averaging in regression models with time series errors," Journal of Econometrics, Elsevier, volume 189, issue 2, pages 321-334, DOI: 10.1016/j.jeconom.2015.03.026.
• Clements, A.E. & Hurn, A.S. & Volkov, V.V., 2015, "Volatility transmission in global financial markets," Journal of Empirical Finance, Elsevier, volume 32, issue C, pages 3-18, DOI: 10.1016/j.jempfin.2014.12.002.
• Shen, Chung-Hua & Luo, Fuyan & Huang, Dengshi, 2015, "Analysis of earnings management influence on the investment efficiency of listed Chinese companies," Journal of Empirical Finance, Elsevier, volume 34, issue C, pages 60-78, DOI: 10.1016/j.jempfin.2015.08.003.
• Pringles, Rolando & Olsina, Fernando & Garcés, Francisco, 2015, "Real option valuation of power transmission investments by stochastic simulation," Energy Economics, Elsevier, volume 47, issue C, pages 215-226, DOI: 10.1016/j.eneco.2014.11.011.
• Weron, Rafał & Zator, Michał, 2015, "A note on using the Hodrick–Prescott filter in electricity markets," Energy Economics, Elsevier, volume 48, issue C, pages 1-6, DOI: 10.1016/j.eneco.2014.11.014.
• Camarero, Mariam & Forte, Anabel & Garcia-Donato, Gonzalo & Mendoza, Yurena & Ordoñez, Javier, 2015, "Variable selection in the analysis of energy consumption–growth nexus," Energy Economics, Elsevier, volume 52, issue PA, pages 207-216, DOI: 10.1016/j.eneco.2015.10.012.
• Deeney, Peter & Cummins, Mark & Dowling, Michael & Bermingham, Adam, 2015, "Sentiment in oil markets," International Review of Financial Analysis, Elsevier, volume 39, issue C, pages 179-185, DOI: 10.1016/j.irfa.2015.01.005.
• Wang, Miao & Wong, M. C. Sunny, 2015, "Rational speculative bubbles in the US stock market and political cycles," Finance Research Letters, Elsevier, volume 13, issue C, pages 1-9, DOI: 10.1016/j.frl.2015.03.009.
• Han, Jihun & Park, Hyungbin, 2015, "The intrinsic bounds on the risk premium of Markovian pricing kernels," Finance Research Letters, Elsevier, volume 13, issue C, pages 36-44, DOI: 10.1016/j.frl.2015.03.005.
• Ardia, David & Boudt, Kris, 2015, "Testing equality of modified Sharpe ratios," Finance Research Letters, Elsevier, volume 13, issue C, pages 97-104, DOI: 10.1016/j.frl.2015.02.008.
• Sogiakas, Vasilios & Karathanassis, George, 2015, "Informational efficiency and spurious spillover effects between spot and derivatives markets," Global Finance Journal, Elsevier, volume 27, issue C, pages 46-72, DOI: 10.1016/j.gfj.2015.04.004.
• Denuit, Michel & Kiriliouk, Anna & Segers, Johan, 2015, "Max-factor individual risk models with application to credit portfolios," Insurance: Mathematics and Economics, Elsevier, volume 62, issue C, pages 162-172, DOI: 10.1016/j.insmatheco.2015.03.006.
• Jammazi, Rania & Lahiani, Amine & Nguyen, Duc Khuong, 2015, "A wavelet-based nonlinear ARDL model for assessing the exchange rate pass-through to crude oil prices," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 34, issue C, pages 173-187, DOI: 10.1016/j.intfin.2014.11.011.
• Bec, Frédérique & Mogliani, Matteo, 2015, "Nowcasting French GDP in real-time with surveys and “blocked” regressions: Combining forecasts or pooling information?," International Journal of Forecasting, Elsevier, volume 31, issue 4, pages 1021-1042, DOI: 10.1016/j.ijforecast.2014.11.006.
• Berg, Tim O. & Henzel, Steffen R., 2015, "Point and density forecasts for the euro area using Bayesian VARs," International Journal of Forecasting, Elsevier, volume 31, issue 4, pages 1067-1095, DOI: 10.1016/j.ijforecast.2015.03.006.
• Jessen, Cathrine & Lando, David, 2015, "Robustness of distance-to-default," Journal of Banking & Finance, Elsevier, volume 50, issue C, pages 493-505, DOI: 10.1016/j.jbankfin.2014.05.016.
• Darolles, Serge & Fol, Gaëlle Le & Mero, Gulten, 2015, "Measuring the liquidity part of volume," Journal of Banking & Finance, Elsevier, volume 50, issue C, pages 92-105, DOI: 10.1016/j.jbankfin.2014.09.007.
• Tavin, Bertrand, 2015, "Detection of arbitrage in a market with multi-asset derivatives and known risk-neutral marginals," Journal of Banking & Finance, Elsevier, volume 53, issue C, pages 158-178, DOI: 10.1016/j.jbankfin.2014.12.023.
• Fajardo, José, 2015, "Barrier style contracts under Lévy processes: An alternative approach," Journal of Banking & Finance, Elsevier, volume 53, issue C, pages 179-187, DOI: 10.1016/j.jbankfin.2015.01.002.
• Weiß, Gregor N.F. & Scheffer, Marcus, 2015, "Mixture pair-copula-constructions," Journal of Banking & Finance, Elsevier, volume 54, issue C, pages 175-191, DOI: 10.1016/j.jbankfin.2015.01.008.
• Bernard, Carole & Vanduffel, Steven, 2015, "A new approach to assessing model risk in high dimensions," Journal of Banking & Finance, Elsevier, volume 58, issue C, pages 166-178, DOI: 10.1016/j.jbankfin.2015.03.007.
• Cai, Zongwu & Ren, Yu & Yang, Bingduo, 2015, "A semiparametric conditional capital asset pricing model," Journal of Banking & Finance, Elsevier, volume 61, issue C, pages 117-126, DOI: 10.1016/j.jbankfin.2015.09.002.
• Audrino, Francesco & Fengler, Matthias R., 2015, "Are classical option pricing models consistent with observed option second-order moments? Evidence from high-frequency data," Journal of Banking & Finance, Elsevier, volume 61, issue C, pages 46-63, DOI: 10.1016/j.jbankfin.2015.08.018.
• Christiansen, Nels, 2015, "Greasing the wheels: Pork and public goods contributions in a legislative bargaining experiment," Journal of Economic Behavior & Organization, Elsevier, volume 120, issue C, pages 64-79, DOI: 10.1016/j.jebo.2015.10.004.
• Schneider, Paul, 2015, "Generalized risk premia," Journal of Financial Economics, Elsevier, volume 116, issue 3, pages 487-504, DOI: 10.1016/j.jfineco.2015.03.003.
• Andersen, Torben G. & Fusari, Nicola & Todorov, Viktor, 2015, "The risk premia embedded in index options," Journal of Financial Economics, Elsevier, volume 117, issue 3, pages 558-584, DOI: 10.1016/j.jfineco.2015.06.005.
• Saka, Orkun & Fuertes, Ana-Maria & Kalotychou, Elena, 2015, "ECB policy and Eurozone fragility: Was De Grauwe right?," Journal of International Money and Finance, Elsevier, volume 54, issue C, pages 168-185, DOI: 10.1016/j.jimonfin.2015.03.002.
• Funke, Michael & Shu, Chang & Cheng, Xiaoqiang & Eraslan, Sercan, 2015, "Assessing the CNH–CNY pricing differential: Role of fundamentals, contagion and policy," Journal of International Money and Finance, Elsevier, volume 59, issue C, pages 245-262, DOI: 10.1016/j.jimonfin.2015.07.008.
• Dreger, Christian & Wolters, Jürgen, 2015, "Unconventional monetary policy and money demand," Journal of Macroeconomics, Elsevier, volume 46, issue C, pages 40-54, DOI: 10.1016/j.jmacro.2015.07.005.
• Khan, Jashim & Belk, Russell W. & Craig-Lees, Margaret, 2015, "Measuring consumer perceptions of payment mode," Journal of Economic Psychology, Elsevier, volume 47, issue C, pages 34-49, DOI: 10.1016/j.joep.2015.01.006.
• Lucarelli, Caterina & Uberti, Pierpaolo & Brighetti, Gianni & Maggi, Mario, 2015, "Risky choices and emotion-based learning," Journal of Economic Psychology, Elsevier, volume 49, issue C, pages 59-73, DOI: 10.1016/j.joep.2015.04.004.
• Dragomirescu-Gaina, Catalin & Elia, Leandro & Weber, Anke, 2015, "A fast-forward look at tertiary education attainment in Europe 2020," Journal of Policy Modeling, Elsevier, volume 37, issue 5, pages 804-819, DOI: 10.1016/j.jpolmod.2015.05.002.
• Li, Gang & Li, Yong, 2015, "Forecasting copper futures volatility under model uncertainty," Resources Policy, Elsevier, volume 46, issue P2, pages 167-176, DOI: 10.1016/j.resourpol.2015.09.009.
• Geyer, Johannes & Haan, Peter & Wrohlich, Katharina, 2015, "The effects of family policy on maternal labor supply: Combining evidence from a structural model and a quasi-experimental approach," Labour Economics, Elsevier, volume 36, issue C, pages 84-98, DOI: 10.1016/j.labeco.2015.07.001.
• Fantazzini, Dean & Toktamysova, Zhamal, 2015, "Forecasting German car sales using Google data and multivariate models," International Journal of Production Economics, Elsevier, volume 170, issue PA, pages 97-135, DOI: 10.1016/j.ijpe.2015.09.010.
• Swanson, Norman R. & Urbach, Richard, 2015, "Prediction and simulation using simple models characterized by nonstationarity and seasonality," International Review of Economics & Finance, Elsevier, volume 40, issue C, pages 312-323, DOI: 10.1016/j.iref.2015.02.027.
• Caporin, Massimiliano & Velo, Gabriel G., 2015, "Realized range volatility forecasting: Dynamic features and predictive variables," International Review of Economics & Finance, Elsevier, volume 40, issue C, pages 98-112, DOI: 10.1016/j.iref.2015.02.021.
• Demirovic, Amer & Tucker, Jon & Guermat, Cherif, 2015, "Accounting data and the credit spread: An empirical investigation," Research in International Business and Finance, Elsevier, volume 34, issue C, pages 233-250, DOI: 10.1016/j.ribaf.2015.02.013.
• Joshua C.C. Chan & Angelia L. Grant, 2015, "Pitfalls of Estimating the Marginal Likelihood Using the Modified Harmonic Mean," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2015-08, Mar.
• Francesco Furlanetto & Nicolas Groshenny, 2015, "Mismatch Shocks and Unemployment During the Great Recession," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2015-17, Jun.
• Joshua C.C. Chan & Angelia L. Grant, 2015, "Modeling energy price dynamics: GARCH versus stochastic volatility," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2015-20, Jun.
• Joshua C.C. Chan & Angelia L. Grant, 2015, "A Bayesian model comparison for trend-cycle decompositions of output," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2015-31, Aug.
• Joshua C.C. Chan & Eric Eisenstat, 2015, "Bayesian model comparison for time-varying parameter VARs with stochastic volatility," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2015-32, Aug.
• Silva, João M. C. Santos & Tenreyro, Silvana & Windmeijer, Frank, 2015, "Testing competing models for non-negative data with many zeros," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 63663, Jan.
• Lleo, Sebastien & Ziemba, Bill, 2015, "The Swiss black swan bad scenario: is Switzerland another casualty of the Eurozone crisis," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 65107, Aug.
• Monti, Francesca, 2015, "Can a data-rich environment help identify the sources of model misspecification?," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 86320, Jan.
• Giuseppe De Luca & Jan R. Magnus & Franco Peracchi, 2015, "On the ambiguous consequences of omitting variables," EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF), number 1505, revised May 2015.
• George Lady & Andres J. Buck, 2015, "Estimating a Falsified Model: Some Impossibility Theorems," EcoMod2015, EcoMod, number 8326, Jul.
• Gulten Mero & Serge Darolles & Gaëlle Le Fol, 2015, "Financial Market Liquidity: Who Is Acting Strategically?," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2015-14.
• Marcel Aloy & Gilles Dufrénot, 2015, "A Comparison of the Fed’s and ECB’s Strategies during the Subprime Crisis," International Symposia in Economic Theory and Econometrics, Emerald Group Publishing Limited, "Monetary Policy in the Context of the Financial Crisis: New Challenges and Lessons", DOI: 10.1108/S1571-038620150000024024.
• Martinet, G.G. & McAleer, M.J., 2015, "On the Invertibility of EGARCH(p,q)," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2015-12, Feb.
• Mehmet Balcilar & Rangan Gupta & STELIOS BEKIROS, 2015, "The Role Of News-Based Uncertainty Indices In Predicting Oil Markets: A Hybrid Nonparametric Quantile Causality Method," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-02.
• Mariana NICOLAE-BALAN & Raluca Ioana IORGULESCU, 2015, "Analysis Models for Territorial Variation of Demographic Phenomena. The Case of Romania," Eco-Economics Review, Ecological University of Bucharest, Economics Faculty and Ecology and Environmental Protection Faculty, volume 1, issue 1, pages 25-32, June.