Research classified by Journal of Economic Literature (JEL) codes

1. Forecasting with DSGE Models
2. Forecasting

2014

• Guillaume Weisang, 2014, "Factor Selection in Dynamic Hedge Fund Replication Models: A Bayesian Approach," Advances in Econometrics, Emerald Group Publishing Limited, "Bayesian Model Comparison", DOI: 10.1108/S0731-905320140000034009.
• Angela Vossmeyer, 2014, "Determining the Proper Specification for Endogenous Covariates in Discrete Data Settings," Advances in Econometrics, Emerald Group Publishing Limited, "Bayesian Model Comparison", DOI: 10.1108/S0731-905320140000034010.
• Esther Hee Lee, 2014, "Copula Analysis of Correlated Counts," Advances in Econometrics, Emerald Group Publishing Limited, "Bayesian Model Comparison", DOI: 10.1108/S0731-905320140000034021.
• Soumyananda Dinda, 2014, "China integrates Asia with the world: an empirical study," Journal of Chinese Economic and Foreign Trade Studies, Emerald Group Publishing Limited, volume 7, issue 2, pages 70-89, May, DOI: 10.1108/JCEFTS-06-2013-0022.
• Kevin W. Caves & Hal J. Singer, 2014, "Econometric tests for analyzing common impact," Research in Law and Economics, Emerald Group Publishing Limited, "The Law and Economics of Class Actions", DOI: 10.1108/S0193-589520140000026005.
• McAleer, M.J. & Hafner, C.M., 2014, "A One Line Derivation of EGARCH," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2014-20, Jun.
• Martinet, G.G. & McAleer, M.J., 2014, "On the Invertibility of EGARCH," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2014-22, Jul.
• McAleer, M.J., 2014, "Asymmetry and Leverage in Conditional Volatility Models," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number 77759, Sep.
• Karim L. Anaya & Michael G. Pollitt, 2014, "Does Weather Have an Impact on Electricity Distribution Efficiency? Evidence from South America," Working Papers, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge, number EPRG 1404, Mar.
• Fuertes, Ana-Maria & Kalotychou, Elena & Saka, Orkun, 2014, "ECB Policy and Eurozone Fragility: Was De Grauwe Right?," CEPS Papers, Centre for European Policy Studies, number 9414, Jun.
• Mei-Yu LEE, 2014, "The Effect of Nonzero Autocorrelation Coefficients on the Distributions of Durbin-Watson Test Estimator: Three Autoregressive Models," Expert Journal of Economics, Sprint Investify, volume 2, issue 3, pages 85-99.
• Anna CZAPKIEWICZ & Pawel MAJDOSZ, 2014, "Grouping Stock Markets with Time-Varying Copula-GARCH Model," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 64, issue 2, pages 144-159, March.
• Petra Andrlíková, 2014, "Bayesian default probability models," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2014/14, Apr, revised Apr 2014.
• Daniel Bencik, 2014, "Range-based Volatility Estimation and Forecasting," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2014/34, Dec, revised Dec 2014.
• Federico Podestà, 2014, "The Impact of the 'Free Choice' Work/Family Reforms of France and Belgium. A Synthetic Control Analysis," FBK-IRVAPP Working Papers, Research Institute for the Evaluation of Public Policies (IRVAPP), Bruno Kessler Foundation, number 2014-06, Nov.
• Claudio Daminato & Nadir Zanini, 2014, "Funzioni di domanda ed implicazioni di policy: un’applicazione al caso del Reddito di Garanzia," FBK-IRVAPP Working Papers, Research Institute for the Evaluation of Public Policies (IRVAPP), Bruno Kessler Foundation, number 2014-09, Dec.
• Antonio Cabrales & Juan J. Dolado & Ricardo Mora, 2014, "Dual Labour Markets And (Lack Of) On-Thejob Training: Piaac Evidence From Spain And Other Eu Countries," Studies on the Spanish Economy, FEDEA, number eee2014-14, Nov.
• Todd E. Clark & Michael W. McCracken, 2014, "Evaluating Conditional Forecasts from Vector Autoregressions," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1413, Oct, DOI: 10.26509/frbc-wp-201413.
• Mark Bognanni & Edward P. Herbst, 2014, "Estimating (Markov-Switching) VAR Models without Gibbs Sampling: A Sequential Monte Carlo Approach," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1427, Nov, DOI: 10.26509/frbc-wp-201427.
• Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch, 2014, "Can Spanned Term Structure Factors Drive Stochastic Yield Volatility?," Working Paper Series, Federal Reserve Bank of San Francisco, number 2014-3, Jan, DOI: 10.24148/wp2014-03.
• Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2014, "The Great Mortgaging: Housing Finance, Crises, and Business Cycles," Working Paper Series, Federal Reserve Bank of San Francisco, number 2014-23, Sep, DOI: 10.24148/wp2014-23.
• Sean P. Grover & Michael W. McCracken, 2014, "Factor-based prediction of industry-wide bank stress," Review, Federal Reserve Bank of St. Louis, volume 96, issue 2, pages 173-194.
• Todd E. Clark & Michael W. McCracken, 2014, "Evaluating Conditional Forecasts from Vector Autoregressions," Working Papers, Federal Reserve Bank of St. Louis, number 2014-25, Sep, DOI: 10.20955/wp.2014.025.
• Weiling Liu & Emanuel Moench, 2014, "What predicts U.S. recessions?," Staff Reports, Federal Reserve Bank of New York, number 691, Sep.
• Schöni, Olivier & Seger, Lukas, 2014, "Comparing Mobile Communication Service Prices Among Providers: A Hedonic Approach," FSES Working Papers, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland, number 448, Apr.
• Michael McAleer & Christian M. Hafner, 2014, "A One Line Derivation of EGARCH," Econometrics, MDPI, volume 2, issue 2, pages 1-6, June.
• Michael McAleer, 2014, "Asymmetry and Leverage in Conditional Volatility Models," Econometrics, MDPI, volume 2, issue 3, pages 1-6, September.
• Dimitris Korobilis, 2014, "Data-based priors for vector autoregressions with drifting coefficients," Working Papers, Business School - Economics, University of Glasgow, number 2014_04, Jan.
• Gary Koop & Dimitris Korobilis, 2014, "Model uncertainty in panel vector autoregressive models," Working Papers, Business School - Economics, University of Glasgow, number 2014_10, Aug.
• Xiaoshan Chen & Tatiana Kirsanova & Campbell Leith, 2014, "An Empirical Assessment of Optimal Monetary Policy Delegation in the Euro Area," Working Papers, Business School - Economics, University of Glasgow, number 2014_19, Nov.
• Alfred Duncan & Charles Nolan, 2014, "Disputes, Debt and Equity," Working Papers, Business School - Economics, University of Glasgow, number 2014_20, Dec.
• Margherita Comola & Marcel Fafchamps, 2014, "Testing Unilateral and Bilateral Link Formation," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00825261, Sep, DOI: 10.1111/ecoj.12071.
• Jean-Bernard Chatelain & Kirsten Ralf, 2014, "Spurious regressions and near-multicollinearity, with an application to aid, policies and growth," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00978147, Mar, DOI: 10.1016/j.jmacro.2013.11.003.
• Margherita Comola & Marcel Fafchamps, 2014, "Testing Unilateral and Bilateral Link Formation," Post-Print, HAL, number hal-00825261, Sep, DOI: 10.1111/ecoj.12071.
• Olivier Bargain & Kristian Orsini & Andreas Peichl, 2014, "Comparing Labor Supply Elasticities in Europe and the United States: New Results," Post-Print, HAL, number hal-01463097.
• Sanjay Sehgal & Srividya Subramaniam & Florent Deisting, 2014, "Tests Of Equity Market Anomalies For Select Emerging Markets," Post-Print, HAL, number hal-01881907.
• Serge Darolles & Gaëlle Le Fol & Gulten Mero, 2014, "Mixture of distribution hypothesis: Analyzing daily liquidity frictions and information flows," Post-Print, HAL, number hal-04582298, Dec.
• Jean-Thomas Bernard & Michael Gavin & Lynda Khalaf & Marcel Voia, 2014, "Environmental Kuznets Curve: Tipping Points, Uncertainty and Weak Identification," Post-Print, HAL, number hal-04926606, Mar, DOI: 10.1007/s10640-014-9767-y.
• Margherita Comola & Marcel Fafchamps, 2014, "Testing Unilateral and Bilateral Link Formation," PSE-Ecole d'économie de Paris (Postprint), HAL, number hal-00825261, Sep, DOI: 10.1111/ecoj.12071.
• Seeun Jung, 2014, "The Gender Wage Gap and Sample Selection via Risk Attitudes," PSE Working Papers, HAL, number halshs-00965520, May.
• Adama Bah, 2015, "Finding the Best Indicators to Identify the Poor," Working Papers, HAL, number halshs-00936201, Jun.
• Seeun Jung, 2014, "The Gender Wage Gap and Sample Selection via Risk Attitudes," Working Papers, HAL, number halshs-00965520, May.
• Olivier Bargain & Karina Doorley, 2014, "Putting Structure on the RD Design: Social Transfers and Youth Inactivity in France," Working Papers, HAL, number halshs-00967329, Feb.
• Evers, Corinna & Rohde, Johannes, 2014, "Model Risk in Backtesting Risk Measures," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-529, Apr.
• Leschinski, Christian & Sibbertsen, Philipp, 2014, "Model Order Selection in Seasonal/Cyclical Long Memory Models," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-535, Sep.
• Biørn, Erik, 2014, "Serially Correlated Measurement Errors in Time Series Regression: The Potential of Instrumental Variable Estimators," Memorandum, Oslo University, Department of Economics, number 28/2014, Dec.
• Ranganathan, Shyam & Bali Swain, Ranjula & Sumpter, David, 2014, "A Dynamical Systems Approach To Modeling Human Development," Working Paper Series, Uppsala University, Department of Economics, number 2014:9, Oct.
• Ranganathan, Shyam & Bali Swain, Ranjula, 2014, "Analysing Mechanisms for Meeting Global Emissions Target - A Dynamical Systems Approach," Working Paper Series, Uppsala University, Department of Economics, number 2014:10, Oct.
• Watanabe, Toshiaki, 2014, "Bayesian Analysis of Business Cycle in Japan Using Markov Switching Model with Stochastic Volatility and Fat-tail Distribution," Economic Review, Hitotsubashi University, volume 65, issue 2, pages 156-167, April, DOI: 10.15057/27348.
• Oscar Jorda & Moritz Schularick & Alan M. Taylor, 2014, "The Great Mortgaging: Housing Finance, Crises, and Business Cycles," Working Papers, Hong Kong Institute for Monetary Research, number 252014, Sep.
• Noureldin, Diaa & Shephard, Neil & Sheppard, Kevin, 2014, "Multivariate rotated ARCH models," Scholarly Articles, Harvard University Department of Economics, number 34650305.
• Mohsen Mehrara & Abbas Ali Rezaei, 2014, "The Long Run Relationship between Government Revenue and Expenditure in Iran: A Co integration Analysis in the Presence of Structural Breaks," International Journal of Academic Research in Business and Social Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Business and Social Sciences, volume 4, issue 5, pages 288-301, May.
• Hutter, Christian & Weber, Enzo, 2014, "Forecasting with a mismatch-enhanced labor market matching function," IAB-Discussion Paper, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], number 201416.
• Chew Lian Chua & Sarantis Tsiaplias, 2014, "A Bayesian Approach to Modelling Bivariate Time-Varying Cointegration and Cointegrating Rank," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2014n27, Dec.
• Sanjay Sehgal & Srividya Subramaniam & Florent Deisting, 2014, "Tests of Equity Market Anomalies for Select Emerging Markets," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 8, issue 3, pages 27-46.
• Cinthia Irene Carrazco Soto & Sonia Elizabeth Maldonado-Radillo & Virginia Guadalupe Lopez Torres, 2014, "Validity And Reliability Of A Measurement Tool For The Diversity Management: Aerospace Industry, Evaluacion De La Validez Y Confiabilidad De Un Instrumento De Medicion De La Gestion De La Diversidad: Industria Aeroespacial," Revista Internacional Administracion & Finanzas, The Institute for Business and Finance Research, volume 7, issue 5, pages 1-10.
• Erginbay UGURLU, 2014, "Forecasting Volatility: Evidence from the Bucharest Stock Exchange," International Conference on Economic Sciences and Business Administration, Spiru Haret University, volume 1, issue 1, pages 302-310, December.
• Rodrigo Mariscal & Andrew Powell, 2014, "Commodity Price Booms and Breaks: Detection, Magnitude and Implications for Developing Countries," Research Department Publications, Inter-American Development Bank, Research Department, number IDB-WP-444, Jan.
• Raffaella Giacomini, 2014, "Economic theory and forecasting: lessons from the literature," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP41/14, Sep.
• Florin-Marius PAVELESCU, 2014, "An Extension Of The Methodology Of Using The Student Test In Case Of A Linear Regression With Three Explanatory Variables," Romanian Journal of Economics, Institute of National Economy, volume 38, issue 1(47), pages 89-106, June.
• Christian Kleiber & Achim Zeileis, 2014, "Visualizing Count Data Regressions Using Rootograms," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2014-20, Jul.
• Rangan Gupta & Shawkat Hammoudeh & Mampho P. Modise & Duc Khuong Nguyen, 2014, "Can Economic Uncertainty, Financial Stress and Consumer Senti-ments Predict U.S. Equity Premium?," Working Papers, Department of Research, Ipag Business School, number 2014-436, Jan.
• Marta Gómez-Puig & Simón Sosvilla-Rivero, 2014, "“Causality and Contagion in EMU Sovereign Debt Markets”," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 201403, Feb, revised Feb 2014.
• Marta Gómez-Puig & Simón Sosvilla-Rivero & María del Carmen Ramos-Herrera, 2014, "“An Update on EMU Sovereign Yield Spread Drivers in Times of Crisis: A Panel Data Analysis”," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 201407, Mar, revised Mar 2014.
• Stephen Cole & Fabio Milani, 2014, "The Misspecification of Expectations in New Keynesian Models: A DSGE-VAR Approach," Working Papers, University of California-Irvine, Department of Economics, number 131407, Apr.
• Calhoun, Gray, 2014, "Out-Of-Sample Comparisons of Overfit Models," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 32462, Mar.
• Imbens, Guido W., 2014, "Matching Methods in Practice: Three Examples," IZA Discussion Papers, IZA Network @ LISER, number 8049, Mar.
• Löffler, Max & Peichl, Andreas & Siegloch, Sebastian, 2014, "Structural Labor Supply Models and Wage Exogeneity," IZA Discussion Papers, IZA Network @ LISER, number 8281, Jun.
• Cabrales, Antonio & Dolado, Juan J. & Mora, Ricardo, 2014, "Dual Labour Markets and (Lack of) On-the-Job Training: PIAAC Evidence from Spain and Other EU Countries," IZA Discussion Papers, IZA Network @ LISER, number 8649, Nov.
• Liana Jacobi & Helga Wagner & Sylvia Frühwirth-Schnatter, 2014, "Bayesian Treatment Effects Models with Variable Selection for Panel Outcomes with an Application to Earnings Effects of Maternity Leave," NRN working papers, The Austrian Center for Labor Economics and the Analysis of the Welfare State, Johannes Kepler University Linz, Austria, number 2014-12, Feb.
• Federica Alberti & Anna Conte & Kei Tsutsui, 2014, "Accuracy of proposers' beliefs in an allocation-type game," Jena Economics Research Papers, Friedrich-Schiller-University Jena, number 2014-002, Jan.
• Eduardo Loría & Emmanuel Salas, 2014, "A Nonlinear Relationship: Unemployment and Economic Growth (Construction Sector) in Spain, 1995.1–2012.2," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 20, issue 4, pages 439-453, November, DOI: 10.1007/s11294-014-9496-6.
• Mark Andor & Frederik Hesse, 2014, "The StoNED age: the departure into a new era of efficiency analysis? A monte carlo comparison of StoNED and the “oldies” (SFA and DEA)," Journal of Productivity Analysis, Springer, volume 41, issue 1, pages 85-109, February, DOI: 10.1007/s11123-013-0354-y.
• Aljar Meesters, 2014, "A note on the assumed distributions in stochastic frontier models," Journal of Productivity Analysis, Springer, volume 42, issue 2, pages 171-173, October, DOI: 10.1007/s11123-014-0387-x.
• Marc Scholten & Daniel Read, 2014, "Prospect theory and the “forgotten” fourfold pattern of risk preferences," Journal of Risk and Uncertainty, Springer, volume 48, issue 1, pages 67-83, February, DOI: 10.1007/s11166-014-9183-2.
• Richard Sweeney, 2014, "Equivalent valuations in cash flow and accounting models," Review of Quantitative Finance and Accounting, Springer, volume 42, issue 1, pages 29-49, January, DOI: 10.1007/s11156-012-0332-x.
• Massimo Costabile & Arturo Leccadito & Ivar Massabó & Emilio Russo, 2014, "A reduced lattice model for option pricing under regime-switching," Review of Quantitative Finance and Accounting, Springer, volume 42, issue 4, pages 667-690, May, DOI: 10.1007/s11156-013-0357-9.
• Anna Conte & Peter Moffatt, 2014, "The econometric modelling of social preferences," Theory and Decision, Springer, volume 76, issue 1, pages 119-145, January, DOI: 10.1007/s11238-012-9309-4.
• Mirela Niculae & Mihaela Simionescu, 2014, "A Panel Data Analysis for Financial Stability Indicators," Knowledge Horizons - Economics, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, volume 6, issue 4, pages 46-50, December.
• Jing Zeng, 2014, "Forecasting Aggregates with Disaggregate Variables: Does Boosting Help to Select the Most Relevant Predictors?," Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz, number 2014-20, Sep.
• Michael Graff & Massimo Mannino & Michael Siegenthaler, 2014, "The Swiss "Job Miracle"," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 14-368, Dec, DOI: 10.3929/ethz-a-010703460.
• Abderrezzak Benhabib & Amina Merabet & Mohamed Benachenhou & Yamina Grari & Fouzi Boudia & Hadjira Merabet, 2014, "Environmental and Individual Determinants of Female Entrepreneurship in Algeria: Applying the Structural Equation Modeling," Entrepreneurial Business and Economics Review, Centre for Strategic and International Entrepreneurship at the Cracow University of Economics., volume 2, issue 1, pages 65-80.
• Nyitrai, Tamás, 2014, "Növelhető-e a csőd-előrejelző modellek előre jelző képessége az új klasszifikációs módszerek nélkül?
  [Can the predictive capacity of bankruptcy forecasting models be increased without new classification methods?]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 5, pages 566-585.
• Søren Johansen & Bent Nielsen, 2014, "Optimal hedging with the cointegrated vector autoregressive model," Discussion Papers, University of Copenhagen. Department of Economics, number 14-23, Sep.
• Naoya Sueishi & Arihiro Yoshimura, 2014, "Focused Information Criterion for Series Estimation in Partially Linear Models," Discussion papers, Graduate School of Economics Project Center, Kyoto University, number e-14-001, Apr.
• Bloechl, Andreas, 2014, "Reducing the Excess Variability of the Hodrick-Prescott Filter by Flexible Penalization," Discussion Papers in Economics, University of Munich, Department of Economics, number 17940, Jan.
• Blöchl, Andreas, 2014, "Trend Estimation with Penalized Splines as Mixed Models for Series with Structural Breaks," Discussion Papers in Economics, University of Munich, Department of Economics, number 18446, Feb.
• Bloechl, Andreas, 2014, "Penalized Splines, Mixed Models and the Wiener-Kolmogorov Filter," Discussion Papers in Economics, University of Munich, Department of Economics, number 21406.
• Yong-Ching Chiou & Yao-Chih Hsieh & Wenyi Lin, 2014, "Determinants of effective tax rates for firms listed on Chinese stock market: Panel models with two-sided censors," Journal of Economic and Financial Studies (JEFS), LAR Center Press, volume 2, issue 5, pages 1-5, October.
• Fabio Bacchini & Maria Elena Bontempi & Roberto Golinelli & Cecilia Jona-Lasinio, 2014, "ICT and Non-ICT investments: short and long run macro dynamics," Working Papers LuissLab, Dipartimento di Economia e Finanza, LUISS Guido Carli, number 14113.
• D.S. Poskitt & Gael M. Martin & Simone D. Grose, 2014, "Bias Reduction of Long Memory Parameter Estimators via the Pre-filtered Sieve Bootstrap," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 10/14.
• K. Nadarajah & Gael M. Martin & D.S. Poskitt, 2014, "Issues in the Estimation of Mis-Specified Models of Fractionally Integrated Processes," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 18/14.
• Simone D. Grose & Gael M. Martin & D.S. Poskitt, 2014, "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 19/14.
• Julia Polak & Maxwell L. King & Xibin Zhang, 2014, "A Model Validation Procedure," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 21/14.
• Jiti Gao & Han Hong, 2014, "A Computational Implementation of GMM," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 24/14.
• M. Atikur Rahman Khan & D.S. Poskitt, 2014, "On The Theory and Practice of Singular Spectrum Analysis Forecasting," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 3/14.
• Firmin DOKO TCHATOKA & Jean-Marie DUFOUR, 2014, "Identification-Robust Inference for Endogeneity Parameters in Linear Structural Models," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 03-2014.
• Simon Anastasiadis & Suzi Kerr & Wei Zhang & Corey Allan & William Power, 2014, "Land Use in Rural New Zealand: Spatial Land Use, Land-use Change, and Model Validation," Motu Working Papers, Motu Economic and Public Policy Research, number 14_07, Aug.
• Jan F. Kiviet & Milan Pleus & Rutger Poldermans, 2014, "Accuracy and efficiency of various GMM inference techniques in dynamic micro panel data models," Economic Growth Centre Working Paper Series, Nanyang Technological University, School of Social Sciences, Economic Growth Centre, number 1415, Dec.
• Xu Cheng & Zhipeng Liao & Frank Schorfheide, 2014, "Shrinkage Estimation of High-Dimensional Factor Models with Structural Instabilities," NBER Working Papers, National Bureau of Economic Research, Inc, number 19792, Jan.
• Marco Del Negro & Marc P. Giannoni & Frank Schorfheide, 2014, "Inflation in the Great Recession and New Keynesian Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 20055, Apr.
• Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2014, "The Great Mortgaging: Housing Finance, Crises, and Business Cycles," NBER Working Papers, National Bureau of Economic Research, Inc, number 20501, Sep.
• Isaiah Andrews & Matthew Gentzkow & Jesse M. Shapiro, 2014, "Measuring the Sensitivity of Parameter Estimates to Estimation Moments," NBER Working Papers, National Bureau of Economic Research, Inc, number 20673, Nov.
• Søren Johansen & Bent Nielsen, 2014, "Outlier detection algorithms for least squares time series regression," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2014-W04, Sep.
• 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.
• Daniel King & Ferdi Botha, 2014, "Modelling Stock Return Volatility Dynamics in Selected African Markets," ERSA Working Paper Series, Economic Research Southern Africa, number 410, Jan.
• 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.