Research classified by Journal of Economic Literature (JEL) codes

1. Forecasting with DSGE Models
2. Forecasting

2014

• Paulo Chahuara & Jorge Trelles, 2014, "Impactos Heterogeneos del Acceso a Internet sobre el Bienestar: Evidencia a partir de Microdatos en el Peru," Documentos de Trabajo, OSIPTEL, number 24, Jul.
• Valter Di Giacinto & Matteo Gomellini & Giacinto Micucci & Marcello Pagnini, 2014, "Mapping local productivity advantages in Italy: industrial districts, cities or both?," Journal of Economic Geography, Oxford University Press, volume 14, issue 2, pages 365-394.
• Peter Carr & Liuren Wu, 2014, "Static Hedging of Standard Options," Journal of Financial Econometrics, Oxford University Press, volume 12, issue 1, pages 3-46.
• Yu-Chin Hsu & Chung-Ming Kuan & Meng-Feng Yen, 2014, "A Generalized Stepwise Procedure with Improved Power for Multiple Inequalities Testing," Journal of Financial Econometrics, Oxford University Press, volume 12, issue 4, pages 730-755.
• Nikolay Gospodinov & Raymond Kan & Cesare Robotti, 2014, "Misspecification-Robust Inference in Linear Asset-Pricing Models with Irrelevant Risk Factors," The Review of Financial Studies, Society for Financial Studies, volume 27, issue 7, pages 2139-2170.
• Francesco Zanetti & Konstantinos Theodoridis, 2014, "News and Labor Market Dynamics in the Data and in Matching Models," Economics Series Working Papers, University of Oxford, Department of Economics, number 699, Feb.
• Villalba Padilla, Fátima Irina & Flores-Ortega, Miguel, 2014, "Análisis de la volatilidad del índice principal del mercado bursátil mexicano, del índice de riesgo país y de la mezcla mexicana de exportación mediante un modelo GARCH trivariado asimétrico || Volatility Analysis of the Core Mexican Stock Market Ind," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 17, issue 1, pages 3-22, June.
• Dean Fantazzini & Mario Maggi, 2014, "Proposed Coal Power Plants and Coal-To-Liquids Plants: Which Ones Survive and Why?," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 082, Jul.
• Aneta Kosztowniak, 2014, "Analysis Of The Cobb-Douglas Production Function As A Tool To Investigate The Impact Of Fdi Net Inflows On Gross Domestic Product Value In Poland In The Period 1994–2012," Oeconomia Copernicana, Institute of Economic Research, volume 5, issue 4, pages 169-190, December, DOI: 10.12775/OeC.2014.032.
• Korobilis, Dimitris, 2014, "Data-based priors for vector autoregressions with drifting coefficients," MPRA Paper, University Library of Munich, Germany, number 53772, Jan.
• Zhu, Ke & Li, Wai Keung & Yu, Philip L.H., 2014, "Buffered autoregressive models with conditional heteroscedasticity: An application to exchange rates," MPRA Paper, University Library of Munich, Germany, number 53874, Feb.
• Liu, Chu-An & Kuo, Biing-Shen, 2014, "Model Averaging in Predictive Regressions," MPRA Paper, University Library of Munich, Germany, number 54198, Mar.
• Tsyplakov, Alexander, 2014, "Theoretical guidelines for a partially informed forecast examiner," MPRA Paper, University Library of Munich, Germany, number 55017, Apr.
• Nonejad, Nima, 2014, "Particle Gibbs with Ancestor Sampling Methods for Unobserved Component Time Series Models with Heavy Tails, Serial Dependence and Structural Breaks," MPRA Paper, University Library of Munich, Germany, number 55664, May.
• Khani Hoolari, Seyed Morteza & Abounoori, Abbas Ali & Mohammadi, Teymour, 2014, "The Effect of Governance and Political Instability Determinants on Inflation in Iran," MPRA Paper, University Library of Munich, Germany, number 55827, Jan, revised Mar 2014.
• Mapa, Dennis S. & Paz, Nino Joseph I. & Eustaquio, John D. & Mindanao, Miguel Antonio C., 2014, "Forecasting Time-Varying Correlation using the Dynamic Conditional Correlation (DCC) Model," MPRA Paper, University Library of Munich, Germany, number 55861.
• Albis, Manuel Leonard F. & Mapa, Dennis S., 2014, "Bayesian Averaging of Classical Estimates in Asymmetric Vector Autoregressive (AVAR) Models," MPRA Paper, University Library of Munich, Germany, number 55902.
• Yan, Jin & Yoo, Hong Il, 2014, "The seeming unreliability of rank-ordered data as a consequence of model misspecification," MPRA Paper, University Library of Munich, Germany, number 56285, May.
• Sinha, Pankaj & Agnihotri, Shalini, 2014, "Sensitivity of Value at Risk estimation to NonNormality of returns and Market capitalization," MPRA Paper, University Library of Munich, Germany, number 56307, Mar, revised 26 May 2014.
• Karapanagiotidis, Paul, 2014, "Dynamic modeling of commodity futures prices," MPRA Paper, University Library of Munich, Germany, number 56805, Jun.
• Bilgin, Cevat, 2014, "Determinants of Tax Morale in Spain and Turkey: An Empirical Analysis," MPRA Paper, University Library of Munich, Germany, number 57204.
• Callado Muñoz, Francisco Jose & González Chapela, Jorge & Utrero González, Natalia, 2014, "Analysis of deviance in household financial portfolio choice: evidence from Spain," MPRA Paper, University Library of Munich, Germany, number 57497, Jul.
• Zagaglia, Paolo, 2014, "International portfolio allocation with European fixed-income funds: What scope for Italian funds?," MPRA Paper, University Library of Munich, Germany, number 57878, Aug.
• Dragomirescu-Gaina, Catalin & Elia, Leandro & Weber, Anke, 2014, "A fast-forward look at tertiary education attainment in Europe 2020," MPRA Paper, University Library of Munich, Germany, number 57957, Jun.
• Koop, Gary & Korobilis, Dimitris, 2014, "Model Uncertainty in Panel Vector Autoregressive Models," MPRA Paper, University Library of Munich, Germany, number 58131.
• Ruja, Catalin, 2014, "Macro Stress-Testing Credit Risk in Romanian Banking System," MPRA Paper, University Library of Munich, Germany, number 58244, Jul.
• Rehman, Atiq-ur- & Malik, Muhammad Irfan, 2014, "The modified R a robust measure of association for time series," MPRA Paper, University Library of Munich, Germany, number 60025, Apr.
• Klein, Torsten L., 2014, "Communicating quantitative information: tables vs graphs," MPRA Paper, University Library of Munich, Germany, number 60514, Dec.
• Klein, Torsten L., 2014, "The small multiple in econometrics – a redesign," MPRA Paper, University Library of Munich, Germany, number 60521, Dec.
• Alexiou, Constantinos & Tsaliki, Persefoni & Tsoulfidis, Lefteris, 2014, "Classical Theory of Investment. Panel Cointegration Evidence from Thirteen EU Countries," MPRA Paper, University Library of Munich, Germany, number 60598, Dec.
• Bachoc, Francois & Leeb, Hannes & Pötscher, Benedikt M., 2014, "Valid confidence intervals for post-model-selection predictors," MPRA Paper, University Library of Munich, Germany, number 60643, Dec.
• LONZO LUBU, Gastonfils, 2014, "Taille Optimale De L’Etat En Rd Congo
  [Optimal Size Of Government In The Democratic Republic Of Congo]," MPRA Paper, University Library of Munich, Germany, number 60715, Dec.
• Barrera-Chaupis, Carlos, 2014, "La relación entre los ciclos discretos en la inflación y el crecimiento: Perú 1993-2012
  [The relationship between inflation's and growth's discrete cycles: Peru 1993-2012]," MPRA Paper, University Library of Munich, Germany, number 60959, Dec.
• Moahmed Hassan, Hisham & Mahgoub Mohamed, Tariq, 2014, "Rainfall Drought Simulating Using Stochastic SARIMA Models for Gadaref Region, Sudan," MPRA Paper, University Library of Munich, Germany, number 61153.
• Ezzat, Hassan & Kirkulak, Berna, 2014, "Information Arrival and Volatility: Evidence from the Saudi Arabia Stock Exchange (Tadawul)," MPRA Paper, University Library of Munich, Germany, number 61160, Feb.
• O'Hare, Colin & Li, Youwei, 2014, "Identifying structural breaks in stochastic mortality models," MPRA Paper, University Library of Munich, Germany, number 62994, Oct.
• Tóth, Peter, 2014, "Malý dynamický faktorový model na krátkodobé prognózovanie slovenského HDP
  [A Small Dynamic Factor Model for the Short-Term Forecasting of Slovak GDP]," MPRA Paper, University Library of Munich, Germany, number 63713, Oct.
• Kundu, Nobinkhor & Mollah, Muhammad Musharuf Hossain, 2014, "Empirical Approaches to the Post-Keynesian Theory of Demand for Money: An Error Correction Model of Bangladesh," MPRA Paper, University Library of Munich, Germany, number 65727, Aug, revised 14 Oct 2014.
• EL BOUHADI, Hamid & OUAHID, Driss, 2014, "Datation des changements structurels au sein d’une chronique : le cas des séries macroéconomiques marocaines
  [Dating structural changes in time series : the case of the Moroccan macroeconomic series]," MPRA Paper, University Library of Munich, Germany, number 68168, Dec.
• Piribauer, Philipp & Fischer, Manfred M., 2014, "Model uncertainty in matrix exponential spatial growth regression models," MPRA Paper, University Library of Munich, Germany, number 77548, Jun.
• Lu Wencong & Cheng Ying & Mohummed Shofi Ullah Mazumder, 2014, "Competent Alternative Model for the Peasants' Medical Expenditures in China: A Case of New Rural Cooperative Medical Service System (Nrcms) in Zhejiang Province," Prague Economic Papers, Prague University of Economics and Business, volume 2014, issue 2, pages 233-249, DOI: 10.18267/j.pep.482.
• Rodney W. Strachan & Herman K. van Dijk, 2014, "Divergent Priors and Well Behaved Bayes Factors," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 6, issue 1, pages 1-31, March.
• Małgorzata Doman & Ryszard Doman, 2014, "Dynamic Linkages in the Pairs (GBP/EUR, USD/EUR) and (GBP/USD, EUR/USD): How Do They Change During a Day?," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 6, issue 1, pages 33-56, March.
• Alfredo A. Romero, 2014, "Where do Moderation Terms Come from in Binary Choice Models?," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 6, issue 1, pages 57-68, March.
• Katarzyna Leszkiewicz-Kędzior & Aleksander Welfe, 2014, "Asymmetric Price Adjustments in the Fuel Market," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 6, issue 2, pages 105-127, June.
• Ursel Baumann, 2014, "Has US Household Deleveraging Ended? A Model-Based Estimate of Equilibrium Debt," Working Papers, Banco de Portugal, Economics and Research Department, number w201404.
• Richard Simper & Maximilian J.B. Hall & Wenbin B. Liu & Valentin Zelenyuk & Zhongbao Zhou, 2014, "How Relevant is the Choice of Risk Management Control Variable to Non-parametric Bank Profit Efficiency Analysis?," CEPA Working Papers Series, School of Economics, University of Queensland, Australia, number WP122014, Dec.
• Thomai Filippeli & Konstantinos Theodoridis, 2014, "DSGE Priors for BVAR Models," Working Papers, Queen Mary University of London, School of Economics and Finance, number 713, Mar.
• Barrera, Carlos, 2014, "La relación entre los ciclos discretos en la inflación y el crecimiento: Perú 1993 - 2012," Working Papers, Banco Central de Reserva del Perú, number 2014-024, Dec.
• Stephen McKnight & Alexander Mihailov & Kerry Patterson & Fabio Rumler, 2014, "The Predictive Performance of Fundamental Inflation Concepts: An Application to the Euro Area and the United States," Economics Discussion Papers, Department of Economics, University of Reading, number em-dp2014-03, May.
• Marc Giannoni & Frank Schorfheide & Marco Del Negro, 2014, "Inflation in the Great Recession and New Keynesian Models," 2014 Meeting Papers, Society for Economic Dynamics, number 506.
• Peussa, Aleksandr, 2014, "Forecast Models for Private Consumption," ETLA Reports, The Research Institute of the Finnish Economy, number 34, Oct.
• Paolo Zagaglia, 2014, "International portfolio allocation with European fixed-income funds: What scope for Italian funds?," Working Paper series, Rimini Centre for Economic Analysis, number 18_14, Jul.
• Gary Koop & Dimitris Korobilis, 2014, "Model Uncertainty in Panel Vector Autoregressive Models," Working Paper series, Rimini Centre for Economic Analysis, number 39_14, Nov.
• Eric Eisenstat & Joshua C.C. Chan & Rodney Strachan, 2014, "Stochastic Model Specification Search for Time-Varying Parameter VARs," Working Paper series, Rimini Centre for Economic Analysis, number 44_14, Dec.
• Sergei Aivazian & Mikhail Afanasiev & Victoria Rudenko, 2014, "Analysis of dependence between the random components of a stochastic production function for the purpose of technical efficiency estimation," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 34, issue 2, pages 3-18.
• Marina Leshchaykina, 2014, "Econometric cross-country analysis of the living population social comfort," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 36, issue 4, pages 102-117.
• Mihaela Simionescu, 2014, "Bayesian Forecasts Combination To Improve The Romanian Inflation Predictions Based On Econometric Models," UTMS Journal of Economics, University of Tourism and Management, Skopje, Macedonia, volume 5, issue 2, pages 131-140.
• Melike Bildirici & Özgür Ömer Ersin, 2014, "Nonlinearity, Volatility and Fractional Integration in Daily Oil Prices: Smooth Transition Autoregressive ST-FI(AP)GARCH Models," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 108-135, October.
• Emilian Dobrescu, 2014, "Attempting to Quantify the Accuracy of Complex Macroeconomic Forecasts," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 5-21, December.
• Saman, Corina, 2014, "Testing for nonlinearity of the relationship between stock prices and exchange rate in Romania," Working Papers of Institute for Economic Forecasting, Institute for Economic Forecasting, number 141110, Nov.
• Anna Alexandra FRUNZA & Vergil VOINEAGU, 2014, "Measurement and Statistical Analysis Of the Components Of Quality in Statistics," Romanian Statistical Review Supplement, Romanian Statistical Review, volume 62, issue 11, pages 11-18, November.
• Gheorghe SAVOIU & Emil BURTESCU & Marian TAICU, 2014, "Statistical Delimitation of the Profile of Local Elections Candidate – An Applied Statistics Research," Romanian Statistical Review Supplement, Romanian Statistical Review, volume 62, issue 7, pages 115-123, July.
• Valentina Corradi & Mervyn J. Silvapulle & Norman Swanson, 2014, "Consistent Pretesting for Jumps," Departmental Working Papers, Rutgers University, Department of Economics, number 201408, Jun.
• Stephan B. Bruns & Christian Gross & David I. Stern, 2014, "Is There Really Granger Causality between Energy Use and Output?," The Energy Journal, , volume 35, issue 4, pages 101-134, October, DOI: 10.5547/01956574.35.4.5.
• Angus Armstrong & E. Philip Davis, 2014, "Comparing Housing Booms and Mortgage Supply in the Major OECD Countries," National Institute Economic Review, National Institute of Economic and Social Research, volume 230, issue 1, pages 3-15, November.
• Massimo Franchi & Paolo Paruolo, 2014, "Inverting a matrix function around a singularity via local rank factorization," DSS Empirical Economics and Econometrics Working Papers Series, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome, number 2014/6, Dec.
• Ji Ung Sun, 2014, "An Economic Analysis For The Capacitated Hub Location-Routing Problem," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 0100680, May.
• Valencia Herrera, Humberto, 2014, "Factor de descuento estocástico para México y Chile, un enfoque de estimación continuamente actualizada / Stochastic discount factor for Mexico and Chile : a continuous updating estimation approach," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 4, issue 2, pages 103-122, julio-dic.
• Antoni Chrzonstowski, 2014, "Wpływ systemów emerytalnych na efekt Laffera w krajach OECD," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 1, pages 141-160.
• Robert Socha, 2014, "Asymetria relacji cen paliw płynnych w Polsce i cen ropy naftowej," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 5, pages 133-160.
• Zbigniew Kuchta, 2014, "Sztywność płac nominalnych w modelach DSGE małej skali. Analiza empiryczna dla Polski," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 6, pages 31-56.
• Yan Li & Liangjun Su & Yuewu Xu, 2014, "A Combined Approach to the Inference of Conditional Factor Models," Working Papers, Singapore Management University, School of Economics, number 10-2014, Aug.
• Xun Lu & Liangjun Su, 2014, "Jackknife Model Averaging for Quantile Regressions," Working Papers, Singapore Management University, School of Economics, number 11-2014, Aug.
• Atsushi Inoue & Lutz Kilian, 2014, "Joint Confidence Sets for Structural Impulse Responses," Departmental Working Papers, Southern Methodist University, Department of Economics, number 1401, Feb.
• Atsushi Inoue & Mototsugu Shintania, 2014, "Quasi-Bayesian Model Selection," Departmental Working Papers, Southern Methodist University, Department of Economics, number 1402, Feb.
• Duo Qin & Sophie van H¸llen & Qing-Chao Wang, 2014, "What Happens to Wage Elasticities When We Strip Playometrics? Revisiting Married Women Labour Supply Model," Working Papers, Department of Economics, SOAS University of London, UK, number 190, Dec.
• Paola Biffi & Gian Clemente, 2014, "Selecting stochastic mortality models for the Italian population," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 37, issue 2, pages 255-286, October, DOI: 10.1007/s10203-012-0131-9.
• José Fajardo, 2014, "Symmetry and Bates’ rule in Ornstein–Uhlenbeck stochastic volatility models," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 37, issue 2, pages 319-327, October, DOI: 10.1007/s10203-012-0136-4.
• Andrea Vaona, 2014, "A panel data approach to price–value correlations," Empirical Economics, Springer, volume 47, issue 1, pages 21-34, August, DOI: 10.1007/s00181-013-0733-2.
• Stefan Sperlich, 2014, "On the choice of regularization parameters in specification testing: a critical discussion," Empirical Economics, Springer, volume 47, issue 2, pages 427-450, September, DOI: 10.1007/s00181-013-0752-z.
• Masanori Mitsutsune & Takanori Adachi, 2014, "Estimating noncooperative and cooperative models of bargaining: an empirical comparison," Empirical Economics, Springer, volume 47, issue 2, pages 669-693, September, DOI: 10.1007/s00181-013-0755-9.
• Rafa Madariaga & Joan Martori & Ramon Oller, 2014, "Income, distance and amenities. An empirical analysis," Empirical Economics, Springer, volume 47, issue 3, pages 1129-1146, November, DOI: 10.1007/s00181-013-0772-8.
• Robert Lehmann & Klaus Wohlrabe, 2014, "Forecasting gross value-added at the regional level: are sectoral disaggregated predictions superior to direct ones?," Review of Regional Research: Jahrbuch für Regionalwissenschaft, Springer;Gesellschaft für Regionalforschung (GfR), volume 34, issue 1, pages 61-90, February, DOI: 10.1007/s10037-013-0083-8.
• Edgar Merkle & Jinyan Fan & Achim Zeileis, 2014, "Testing for Measurement Invariance with Respect to an Ordinal Variable," Psychometrika, Springer;The Psychometric Society, volume 79, issue 4, pages 569-584, October, DOI: 10.1007/s11336-013-9376-7.

2013

• Hoornweg, V., 2013, "Some Tools for Robustifying Econometric Analyses," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number 50163, Nov.
• Kole, H.J.W.G. & van Dijk, D.J.C., 2013, "How to Identify and Forecast Bull and Bear Markets?," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2013-016-F&A, Oct.
• Saša ŽIKOVIÆ & Randall K. FILER, 2013, "Ranking of VaR and ES Models: Performance in Developed and Emerging Markets," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 63, issue 4, pages 327-359, August.
• Biao Gu & Jianfeng Wang & Jingfei Wu, 2013, "An Estimated DSGE Model for Business Cycle Analysis in China," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, volume 8, issue 3, pages 390-429, September.
• Anders Bredahl Kock & Timo Teräsvirta, 2013, "Forecasting the Finnish Consumer Price Inflation Using Artificial Neural Network Models and Three Automated Model Selection Techniques," Finnish Economic Papers, Finnish Economic Association, volume 26, issue 1, pages 13-24, Spring.
• Tukiainen, Janne, 2013, "Effects of minimum bid increment in internet auctions: Evidence from a field experiment," Working Papers, VATT Institute for Economic Research, number 44.
• Nikolay Gospodinov & Raymond Kan & Cesare Robotti, 2013, "Misspecification-robust inference in linear asset pricing models with irrelevant risk factors," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2013-09, Oct.
• Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2013, "Sovereigns versus Banks: Credit, Crises, and Consequences," Working Paper Series, Federal Reserve Bank of San Francisco, number 2013-37, DOI: 10.24148/wp2013-37.
• Marco Del Negro & Marc Giannoni & Frank Schorfheide, 2013, "Inflation in the Great Recession and New Keynesian models," Staff Reports, Federal Reserve Bank of New York, number 618.
• S. Boragan Aruoba & Luigi Bocola & Frank Schorfheide, 2013, "Assessing DSGE model nonlinearities," Working Papers, Federal Reserve Bank of Philadelphia, number 13-47.
• Xu Cheng & Zhipeng Liao & Frank Schorfheide, 2013, "Shrinkage estimation of high-dimensional factor models with structural instabilities," Working Papers, Federal Reserve Bank of Philadelphia, number 14-4, Dec.
• António Afonso & Michael G. Arghyrou & George Bagdatoglou & Alexandros Kontonikas, 2013, "On the time-varying relationship between EMU sovereign spreads and their determinants," Working Papers, Business School - Economics, University of Glasgow, number 2013_05, Feb.
• Xiaoshan Chen & Tatiana Kirsanova & Campbell Leith, 2013, "How Optimal is US Monetary Policy?," Working Papers, Business School - Economics, University of Glasgow, number 2013_08, Mar.
• He, Xiaoli & Jacobs, Jan & Kuper, Gerard & Ligthart, Jenny, 2013, "On the impact of the global financial crisis on the euro area," Research Report, University of Groningen, Research Institute SOM (Systems, Organisations and Management), number 13011-EEF.
• Lorenzo Frattarolo & Dominique Guegan, 2013, "Empirical Projected Copula Process and Conditional Independence An Extended Version," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00881185, Oct.
• Camila Epprecht & Dominique Guegan & Álvaro Veiga & Joel Correa da Rosa, 2017, "Variable selection and forecasting via automated methods for linear models: LASSO/adaLASSO and Autometrics," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00917797, Oct.
• Mohamed El Hedi Arouri & Fredj Jawadi & Duc Khuong Nguyen, 2013, "What can we tell about monetary policy synchronization and interdependence over the 2007-2009 global financial crisis?," Grenoble Ecole de Management (Post-Print), HAL, number hal-01410577, Jun, DOI: 10.1016/j.jmacro.2012.11.006.
• Mohamed El Hedi Arouri & Fredj Jawadi & Duc Khuong Nguyen, 2013, "What can we tell about monetary policy synchronization and interdependence over the 2007-2009 global financial crisis?," Post-Print, HAL, number hal-01410577, Jun, DOI: 10.1016/j.jmacro.2012.11.006.
• Fatih Karanfil & Ata Ozkaya, 2013, "Indirect Taxes, Social Expenditures and Poverty: What Linkage?," Post-Print, HAL, number hal-01449926.
• Nicolas Groshenny, 2013, "Monetary Policy, Inflation And Unemployment: In Defense Of The Federal Reserve," Post-Print, HAL, number hal-04204720, Sep, DOI: 10.1017/S1365100512000053.
• Muhammad Khan & Mazen Kebewar & Nikolay Nenovsky, 2013, "Inflation Uncertainty, Output Growth Uncertainty and Macroeconomic Performance: Comparing Alternative Exchange Rate Regimes in Eastern Europe," Working Papers, HAL, number halshs-00804556, Mar.
• Olivier Bargain & Andreas Peichl, 2013, "Steady-State Labor Supply Elasticities: An International Comparison," Working Papers, HAL, number halshs-00805744, Mar.
• Athanassios Petralias & Sotirios Petros & Pródromos Prodromídis, 2013, "Greece in Recession: Economic predictions, mispredictions and policy implications," GreeSE – Hellenic Observatory Papers on Greece and Southeast Europe, Hellenic Observatory, LSE, number 75, Sep.
• Holgersson, Thomas & Månsson, Kristofer & Shukur, Ghazi, 2013, "Testing for Panel Unit Roots under General Cross-Sectional Dependence," Working Paper Series in Economics and Institutions of Innovation, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies, number 327, Oct.
• Pingel, Ronnie & Waernbaum, Ingeborg, 2013, "Effects of correlated covariates on the efficiency of matching and inverse probability weighting estimators for causal inference," Working Paper Series, IFAU - Institute for Evaluation of Labour Market and Education Policy, number 2013:5, Feb.
• Hess, Wolfgang & Persson, Maria & Rubenbauer, Stephanie & Gertheiss, Jan, 2013, "Using Lasso-Type Penalties to Model Time-Varying Covariate Effects in Panel Data Regressions – A Novel Approach Illustrated by the ‘Death of Distance’ in International Trade," Working Paper Series, Research Institute of Industrial Economics, number 961, Mar.
• Stern, David & Enflo, Kerstin, 2013, "Causality Between Energy and Output in the Long-Run," Lund Papers in Economic History, Lund University, Department of Economic History, number 126, Jan.
• Hess, Wolfgang & Persson, Maria & Rubenbauer, Stephanie & Gertheiss, Jan, 2013, "Using Lasso-Type Penalties to Model Time-Varying Covariate Effects in Panel Data Regressions - A Novel Approach Illustrated by the 'Death of Distance' in International Trade," Working Papers, Lund University, Department of Economics, number 2013:5, Feb.
• Anundsen, André Kallåk, 2013, "Economic Regime Shifts and the US Subprime Bubble," Memorandum, Oslo University, Department of Economics, number 05/2013, Jan.
• Biørn, Erik, 2013, "Identifying Age-Cohort-Time Effects, Their Curvature and Interactions from Polynomials: Examples Related to Sickness Absence," Memorandum, Oslo University, Department of Economics, number 08/2013, Mar.
• Biørn, Erik, 2013, "Age-Cohort-Time Effects in Sickness Absence: Exploring a Large Data Set by Polynomial Regression," Memorandum, Oslo University, Department of Economics, number 19/2013, Jun.
• Xiangrong Yu, 2013, "Measurement Error and Policy Evaluation in the Frequency Domain," Working Papers, Hong Kong Institute for Monetary Research, number 172013, Oct.
• Masato Ubukata & Toshiaki Watanabe, 2013, "Pricing Nikkei 225 Options Using Realized Volatility," Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number gd12-273, Jan.
• Hutter, Christian & Weber, Enzo, 2013, "Constructing a new leading indicator for unemployment from a survey among German employment agencies," IAB-Discussion Paper, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], number 201317.
• Gaétan de Rassenfosse & Anja Schoen & Annelies Wastyn, 2013, "Selection Bias in Innovation Studies. A Simple Test," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2013n08, Mar.
• Sanjay Sehgal & Sakshi Jain & Pr Laurence the Porteu de la Morandiere, 2013, "Long-term Prior Return Patterns in Stock Returns: Evidence from Emerging Markets," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 7, issue 2, pages 53-78.
• Lino Meraz Ruiz & Sonia Elizabeth Maldonado Radillo, 2013, "Use Of Content Validation On Sme’S Competitiveness Instruments,Validez De Contenido De Un Instrumento De Medicion De La Competitividad De Las Pymes Vitivinicolas Del Valle De Guadalupe," Revista Internacional Administracion & Finanzas, The Institute for Business and Finance Research, volume 6, issue 6, pages 103-114.
• Arun Advani & Tymon Sloczynski, 2013, "Mostly harmless simulations? On the internal validity of empirical Monte Carlo studies," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP64/13, Dec.
• Wolfgang Polasek, 2013, "Spatial Chow-Lin Models for Completing Growth Rates in Cross-sections," Economics Series, Institute for Advanced Studies, number 295, Apr.
• Hülya TÜTEK & Ünal SEVEN, 2013, "An Application of the Cusp Catastrophe Theory to the Istanbul Stock Exchange Crash of 2008," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 28, issue 330, pages 41-60.
• Önder BÜBERKÖKÜ, 2013, "GARCH modellerinin performanslarının değerlendirilmesinde riske maruz değer (value-at-risk, VaR) yöntemi: İMKB100, Mali, Sınai ve Hizmet endeksleri üzerine bir uygulama," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 28, issue 330, pages 81-104.
• Hiroshi Fujiki & Cheng Hsiao, 2013, "Disentangling the Effects of Multiple Treatments - Measuring the Net Economic Impact of the 1995 Great Hanshin-Awaji Earthquake," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 13-E-03, Jun.
• Ting Wang & Edgar C. Merkle & Achim Zeileis, 2013, "Score-Based Tests of Measurement Invariance: Use in Practice," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2013-33, Oct.
• Hannah Frick & Carolin Strobl & Achim Zeileis, 2013, "Rasch Mixture Models for DIF Detection: A Comparison of Old and New Score Specifications," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2013-36, Dec.
• Carlos A. Medel, 2013, "How informative are in-sample information criteria to forecasting? The case of Chilean GDP," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., volume 50, issue 1, pages 133-161, May.
• Fabio Bacchini & Cristina Brandimarte & Piero Crivelli & Roberta De Santis & Marco Fioramanti & Alessandro Girardi & Roberto Golinelli & Cecilia Jona-Lasinio & Massimo Mancini & Carmine Pappalardo & D, 2013, "Building the core of the Istat system of models for forecasting the Italian economy: MeMo-It," Rivista di statistica ufficiale, ISTAT - Italian National Institute of Statistics - (Rome, ITALY), volume 15, issue 1, pages 17-45.
• Maria Elena Bontempi, 2013, "The Istat MeMo-It Macroeconometric Model: comments and suggestions for possible extensions," Rivista di statistica ufficiale, ISTAT - Italian National Institute of Statistics - (Rome, ITALY), volume 15, issue 1, pages 47-56.
• Gilberto Antonelli, 2013, "The new Istat Macroeconometric Model: improvements in statistical information availability and labour force projection," Rivista di statistica ufficiale, ISTAT - Italian National Institute of Statistics - (Rome, ITALY), volume 15, issue 1, pages 5-16.
• Ottavio Ricchi, 2013, "Analyzing MeMo-It supply side properties," Rivista di statistica ufficiale, ISTAT - Italian National Institute of Statistics - (Rome, ITALY), volume 15, issue 1, pages 57-64.
• António Afonso, & Michael G. Arghyrou, & George Bagdatoglou, & Alexandros Kontonikas, 2013, "On the time-varying relationship between EMU sovereign spreads and their determinants," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2013/05, Feb.
• Antonio Bassanetti & Michele Caivano & Alberto Locarno, 2013, "Modelling italian potential output and the output gap," Working Papers, Department of the Treasury, Ministry of the Economy and of Finance, number 7, Aug.
• Bargain, Olivier B. & Doorley, Karina, 2013, "Putting Structure on the RD Design: Social Transfers and Youth Inactivity in France," IZA Discussion Papers, IZA Network @ LISER, number 7508, Jul.
• Bryan, Mark L. & Jenkins, Stephen P., 2013, "Regression Analysis of Country Effects Using Multilevel Data: A Cautionary Tale," IZA Discussion Papers, IZA Network @ LISER, number 7583, Aug.
• Bargain, Olivier B. & Peichl, Andreas, 2013, "Steady-State Labor Supply Elasticities: A Survey," IZA Discussion Papers, IZA Network @ LISER, number 7698, Oct.
• Advani, Arun & Sloczynski, Tymon, 2013, "Mostly Harmless Simulations? On the Internal Validity of Empirical Monte Carlo Studies," IZA Discussion Papers, IZA Network @ LISER, number 7874, Dec.
• Maylene Y Damoense-Azevedo, 2013, "Modeling long-run determinants of economic growth for the mauritian economy," Journal of Developing Areas, Tennessee State University, College of Business, volume 47, issue 1, pages 1-21, January-J.
• Savin Ivan, 2013, "A Comparative Study of the Lasso-type and Heuristic Model Selection Methods," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 233, issue 4, pages 526-549, August, DOI: 10.1515/jbnst-2013-0406.
• John W. Keating, 2013, "What Do We Learn from Blanchard and Quah Decompositions If Aggregate Demand May Not be Long-Run Neutral?," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 201302, Jan.
• William A. Barnett & Taniya Ghosh, 2013, "Bifurcation Analysis of an Endogenous Growth Model," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 201306, Oct, revised Oct 2013.
• Ulrich Horst & Michael Kupper & Andrea Macrina & Christoph Mainberger, 2013, "Continuous equilibrium in affine and information-based capital asset pricing models," Annals of Finance, Springer, volume 9, issue 4, pages 725-755, November, DOI: 10.1007/s10436-012-0216-z.
• Rodolphe Buda, 2013, "SIMUL 3.2: An Econometric Tool for Multidimensional Modelling," Computational Economics, Springer;Society for Computational Economics, volume 41, issue 4, pages 517-524, April, DOI: 10.1007/s10614-011-9291-x.
• Henrik Andersson & James Hammitt & Gunnar Lindberg & Kristian Sundström, 2013, "Willingness to Pay and Sensitivity to Time Framing: A Theoretical Analysis and an Application on Car Safety," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, volume 56, issue 3, pages 437-456, November, DOI: 10.1007/s10640-013-9644-0.
• Henrik Andersson & James Hammitt & Gunnar Lindberg & Kristian Sundström, 2013, "Erratum to: Willingness to Pay and Sensitivity to Time Framing: A Theoretical Analysis and an Application on Car Safety," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, volume 56, issue 3, pages 457-457, November, DOI: 10.1007/s10640-013-9733-0.
• Aart Kraay & Norikazu Tawara, 2013, "Can specific policy indicators identify reform priorities?," Journal of Economic Growth, Springer, volume 18, issue 3, pages 253-283, September, DOI: 10.1007/s10887-013-9092-2.
• Eduardo Fé, 2013, "Estimating production frontiers and efficiency when output is a discretely distributed economic bad," Journal of Productivity Analysis, Springer, volume 39, issue 3, pages 285-302, June, DOI: 10.1007/s11123-012-0287-x.
• Hung-pin Lai, 2013, "Estimation of the threshold stochastic frontier model in the presence of an endogenous sample split variable," Journal of Productivity Analysis, Springer, volume 40, issue 2, pages 227-237, October, DOI: 10.1007/s11123-012-0319-6.
• Daniel Cavagnaro & Mark Pitt & Richard Gonzalez & Jay Myung, 2013, "Discriminating among probability weighting functions using adaptive design optimization," Journal of Risk and Uncertainty, Springer, volume 47, issue 3, pages 255-289, December, DOI: 10.1007/s11166-013-9179-3.
• Vo Le & David Meenagh & Patrick Minford & Zhirong Ou, 2013, "What Causes Banking Crises? An Empirical Investigation for the World Economy," Open Economies Review, Springer, volume 24, issue 4, pages 581-611, September, DOI: 10.1007/s11079-013-9274-8.
• Pål Boug & Ådne Cappelen & Torbjørn Eika, 2013, "Exchange Rate Pass-through in a Small Open Economy: the Importance of the Distribution Sector," Open Economies Review, Springer, volume 24, issue 5, pages 853-879, November, DOI: 10.1007/s11079-013-9271-y.
• Martin Kukuk & Michael Rönnberg, 2013, "Corporate credit default models: a mixed logit approach," Review of Quantitative Finance and Accounting, Springer, volume 40, issue 3, pages 467-483, April, DOI: 10.1007/s11156-012-0281-4.
• Katarina Juselius, 2013, "Testing for Near I (2) Trends When the Signal to Noise Ratio is Small," Discussion Papers, University of Copenhagen. Department of Economics, number 14-01, Dec.
• Qingfeng Liu & Ryo Okui & Arihiro Yoshimura, 2013, "Generalized Least Squares Model Averaging," KIER Working Papers, Kyoto University, Institute of Economic Research, number 855, Mar.
• Diego Lemus & Elkin Castaño, 2013, "A test for the existence of a fractional root in a non-stationary time series," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 78, pages 151-184.
• Goodness C. Aye & Mehmet Balcilar & Adél Bosch & Rangan Gupta & Francois Stofberg, 2013, "The out-of-sample forecasting performance of non-linear models of real exchange rate behaviour: The case of the South African Rand," European Journal of Comparative Economics, Cattaneo University (LIUC), volume 10, issue 1, pages 121-148, April.
• Lehmann, Robert & Wohlrabe, Klaus, 2013, "Forecasting GDP at the regional level with many predictors," Discussion Papers in Economics, University of Munich, Department of Economics, number 17104, Sep.
• John-Oliver Engler & Stefan Baumgaertner, 2013, "Model choice and size distribution: a Bayequentist approach," Working Paper Series in Economics, University of Lüneburg, Institute of Economics, number 265, Feb.
• David Ardia & Lennart F. Hoogerheide, 2013, "Worldwide equity Risk Prediction," Cahiers de recherche, CIRPEE, number 1312.
• David Ardia & Lennart F. Hoogerheide, 2013, "Cross-Sectional Distribution of GARCH Coefficients across S&P 500 Constituents: Time-Variation over the Period 2000-2012," Cahiers de recherche, CIRPEE, number 1313.
• Georges Dionne & Olfa Maalaoui Chun, 2013, "Default and Liquidity Regimes in the Bond Market during the 2002-2012 Period," Cahiers de recherche, CIRPEE, number 1322.
• Dieudonné Bleossi Dahoun & Olivier Manlan & Cosme Vodonou & Saint-Martin Mongan & Damien Mededji & Janvier P. Alofa, 2013, "Microcrédit, pauvreté et autonomisation des femmes au Bénin," Working Papers PMMA, PEP-PMMA, number 2013-13.
• Yoonseok Lee & Peter C.B. Phillips, 2013, "Model Selection in the Presence of Incidental Parameters," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 159, Oct.
• John W. Keating, 2013, "Interpreting Permanent Shocks to Output When Aggregate Demand May Not Be Neutral in the Long Run," Journal of Money, Credit and Banking, Blackwell Publishing, volume 45, issue 4, pages 747-756, June.
• Kei Kawakami, 2013, "Conditional Forecast Selection from Many Forecasts: An Application to the Yen/Dollar Exchange Rate," Department of Economics - Working Papers Series, The University of Melbourne, number 1167.
• Lorenzo Frattarolo & Dominique Guegan, 2013, "Empirical Projected Copula Process and Conditional Independence an Extended Version," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 13068, Oct.
• Camila Epprecht & Dominique Guegan & Álvaro Veiga, 2013, "Comparing variable selection techniques for linear regression: LASSO and Autometrics," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 13080, Nov.
• Camila Epprecht & Dominique Guegan & Álvaro Veiga & Joel Correa da Rosa, 2013, "Variable selection and forecasting via automated methods for linear models: LASSO/adaLASSO and Autometrics," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 13080r, Nov, revised Oct 2017.
• D.S. Poskitt & Simone D. Grose & Gael M. Martin, 2013, "Higher-Order Improvements of the Sieve Bootstrap for Fractionally Integrated Processes," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 25/13.
• Simone D. Grose & Gael M. Martin & Donald S. Poskitt, 2013, "Bias Correction of Persistence Measures in Fractionally Integrated Models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 29/13.
• Mateusz Pipień, 2013, "Orthogonal Transformation of Coordinates in Copula M-GARCH Models – Bayesian analysis for WIG20 spot and futures returns," NBP Working Papers, Narodowy Bank Polski, number 151.
• Eugenio S. A. Bobenrieth & Juan R. A. Bobenrieth & Brian D. Wright, 2014, "Bubble Troubles? Rational Storage, Mean Reversion, and Runs in Commodity Prices," NBER Chapters, National Bureau of Economic Research, Inc, "The Economics of Food Price Volatility".
• Òscar Jordà & Moritz HP. Schularick & Alan M. Taylor, 2013, "Sovereigns versus Banks: Credit, Crises, and Consequences," NBER Chapters, National Bureau of Economic Research, Inc, "Sovereign Debt and Financial Crises".
• Geert Bekaert & Marie Hoerova, 2013, "The VIX, the Variance Premium and Stock Market Volatility," NBER Working Papers, National Bureau of Economic Research, Inc, number 18995, Apr.
• Eugenio S. A. Bobenrieth & Juan R. A. Bobenrieth & Brian D. Wright, 2013, "Bubble Troubles? Rational Storage, Mean Reversion and Runs in Commodity Prices," NBER Working Papers, National Bureau of Economic Research, Inc, number 19037, May.
• Òscar Jordà & Moritz HP. Schularick & Alan M. Taylor, 2013, "Sovereigns versus Banks: Credit, Crises, and Consequences," NBER Working Papers, National Bureau of Economic Research, Inc, number 19506, Oct.
• Frank Schorfheide & Kenneth I. Wolpin, 2013, "To Hold Out or Not to Hold Out," NBER Working Papers, National Bureau of Economic Research, Inc, number 19565, Oct.
• S. Borağan Aruoba & Luigi Bocola & Frank Schorfheide, 2013, "Assessing DSGE Model Nonlinearities," NBER Working Papers, National Bureau of Economic Research, Inc, number 19693, Dec.
• Khai Xiang Chiong, 2013, "Revealed Preference Tests of Network Formation Models," Working Papers, NET Institute, number 13-23, Sep.
• Todor Krastevich, 2013, "Predicting Consumer Choices Through Analysis of Interactions in Social Networks," Economic Alternatives, University of National and World Economy, Sofia, Bulgaria, issue 3, pages 24-40, September.
• Peter Carr & Liuren Wu, 2013, "Static Hedging of Standard Options," Journal of Financial Econometrics, Oxford University Press, volume 12, issue 1, pages 3-46, December.
• Jennifer Castle & David Hendry & Oleg Kitov, 2013, "Forecasting and Nowcasting Macroeconomic Variables: A Methodological Overview," Economics Series Working Papers, University of Oxford, Department of Economics, number 674, Sep.
• Dionisio Ramirez & Gabriel Rodríguez, 2013, "Do Labor Reforms in Spain have an Effect on the Equilibrium Unemployment Rate?," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2013-367.
• Antonio Merlo & Thomas R.Palfrey, 2013, "External Validation of Voter Turnout Models by Concealed Parameter Recovery," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 13-012, Feb.
• Leonardo Melosi, 2013, "Signaling Effects of Monetary Policy," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 13-029, Mar.
• Frank Schorfheide & Kenneth I. Wolpin, 2013, "To Hold Out or Not to Hold Out," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 13-059, Oct.