Research classified by Journal of Economic Literature (JEL) codes

1. Forecasting with DSGE Models
2. Forecasting

2013

• Xu Cheng & Zhipeng Liao & Ruoyao Shi, 2013, "Uniform Asymptotic Risk of Averaging GMM Estimator Robust to Misspecification, Second Version," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 15-017, Aug, revised 25 Mar 2015.
• Bespalova, Olga, 2013, "Do the Renewable Portfolio Standards (RPS) promote the renewable electricity generation in the USA? Evidence from panel data econometric study," MPRA Paper, University Library of Munich, Germany, number 117670, May, revised 30 Nov 2013.
• Pieroni, Luca & d'Agostino, Giorgio & Bartolucci, Francesco, 2013, "Identifying corruption through latent class models: evidence from transition economies," MPRA Paper, University Library of Munich, Germany, number 43981, Jan.
• Guardabascio, Barbara & Ventura, Marco, 2013, "Estimating the dose-response function through the GLM approach," MPRA Paper, University Library of Munich, Germany, number 45013, Mar, revised 13 Mar 2013.
• Tsyplakov, Alexander, 2013, "Evaluation of Probabilistic Forecasts: Proper Scoring Rules and Moments," MPRA Paper, University Library of Munich, Germany, number 45186, Mar.
• Proietti, Tommaso & Luati, Alessandra, 2013, "The Exponential Model for the Spectrum of a Time Series: Extensions and Applications," MPRA Paper, University Library of Munich, Germany, number 45280, Mar.
• Koop, Gary & Korobilis, Dimitris, 2013, "A New Index of Financial Conditions," MPRA Paper, University Library of Munich, Germany, number 45463, Mar.
• Khan, Muhammad & Kebewar, mazen & Nenovsky, Nikolay, 2013, "Inflation Uncertainty, Output Growth Uncertainty and Macroeconomic Performance: Comparing Alternative Exchange Rate Regimes in Eastern Europe," MPRA Paper, University Library of Munich, Germany, number 45523, Mar.
• Deev, Oleg & Kajurova, Veronika & Stavarek, Daniel, 2013, "Testing rational speculative bubbles in Central European stock markets," MPRA Paper, University Library of Munich, Germany, number 46582, Feb.
• Lehmann, Robert & Wohlrabe, Klaus, 2013, "Sectoral gross value-added forecasts at the regional level: Is there any information gain?," MPRA Paper, University Library of Munich, Germany, number 46765, May.
• Bezemer, Dirk & Grydaki, Maria, 2013, "Debt and the U.S. Great Moderation," MPRA Paper, University Library of Munich, Germany, number 47399, Jun.
• Grydaki, Maria & Bezemer, Dirk, 2013, "Did Credit Decouple from Output in the Great Moderation?," MPRA Paper, University Library of Munich, Germany, number 47424, Jun.
• Doko Tchatoka, Firmin, 2013, "On bootstrap validity for specification tests with weak instruments," MPRA Paper, University Library of Munich, Germany, number 47485, Mar.
• Teneng, Dean, 2013, "Outperforming the naïve Random Walk forecast of foreign exchange daily closing prices using Variance Gamma and normal inverse Gaussian Levy processes," MPRA Paper, University Library of Munich, Germany, number 47851, Jun.
• Teneng, Dean, 2013, "NIG-Levy process in asset price modeling: case of Estonian companies," MPRA Paper, University Library of Munich, Germany, number 47852, Jun.
• Teneng, Dean, 2013, "A note on NIG-Levy process in asset price modeling: case of Estonian companies," MPRA Paper, University Library of Munich, Germany, number 47862, Jun.
• Sucarrat, Genaro & Grønneberg, Steffen & Escribano, Alvaro, 2013, "Estimation and Inference in Univariate and Multivariate Log-GARCH-X Models When the Conditional Density is Unknown," MPRA Paper, University Library of Munich, Germany, number 49344, Aug.
• Bunčák, Tomáš, 2013, "Jump Processes in Exchange Rates Modeling," MPRA Paper, University Library of Munich, Germany, number 49882, Sep.
• GUO-FITOUSSI, Liang, 2013, "A Comparison of the Finite Sample Properties of Selection Rules of Factor Numbers in Large Datasets," MPRA Paper, University Library of Munich, Germany, number 50005, Sep.
• Cruz, Christopher John & Mapa, Dennis, 2013, "An Early Warning System for Inflation in the Philippines Using Markov-Switching and Logistic Regression Models," MPRA Paper, University Library of Munich, Germany, number 50078.
• Barnett, William & Ghosh, Taniya, 2013, "Bifurcation Analysis of an Endogenous Growth Model," MPRA Paper, University Library of Munich, Germany, number 50131, Sep.
• Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2013, "On the Stratonovich – Kalman - Bucy filtering algorithm application for accurate characterization of financial time series with use of state-space model by central banks," MPRA Paper, University Library of Munich, Germany, number 50235, Sep.
• Caporin, Massimiliano & Jimenez-Martin, Juan-Angel & Gonzalez-Serrano, Lydia, 2013, "Currency hedging strategies, strategic benchmarks and the Global and Euro Sovereign financial crises," MPRA Paper, University Library of Munich, Germany, number 50940, Oct, revised 23 Oct 2013.
• Dimitris, Korobilis, 2013, "Forecasting with Factor Models: A Bayesian Model Averaging Perspective," MPRA Paper, University Library of Munich, Germany, number 52724, Jan.
• Bai, Jushan & Ando, Tomohiro, 2013, "Panel data models with grouped factor structure under unknown group membership," MPRA Paper, University Library of Munich, Germany, number 52782, Dec.
• Bai, Jushan & Ando, Tomohiro, 2013, "Multifactor asset pricing with a large number of observable risk factors and unobservable common and group-specific factors," MPRA Paper, University Library of Munich, Germany, number 52785, Jul, revised Dec 2013.
• Liu, Chu-An, 2013, "Distribution Theory of the Least Squares Averaging Estimator," MPRA Paper, University Library of Munich, Germany, number 54201, Oct.
• Karapanagiotidis, Paul, 2013, "Empirical evidence for nonlinearity and irreversibility of commodity futures prices," MPRA Paper, University Library of Munich, Germany, number 56801, Aug.
• Martin, Eisele & Zhu, Junyi, 2013, "Multiple imputation in a complex household survey - the German Panel on Household Finances (PHF): challenges and solutions," MPRA Paper, University Library of Munich, Germany, number 57666, Nov.
• Ciuiu, Daniel, 2013, "Qualitative variables and their reduction possibility. Application to time series models," MPRA Paper, University Library of Munich, Germany, number 59284, Jun, revised Aug 2013.
• CHIKHI, Mohamed & Benguesmi, Tarek, 2013, "تحليل سلوك مبيعات الكهرباء الموجه للقطاع العائلي في ظل وجود التقلبات الموسمية باستخدام نماذج Sarima
  [Analyzing the Cyclical Behavior of Electricity Sales in the Presence of Seasonal Fluctuations Using SARIMA Models]," MPRA Paper, University Library of Munich, Germany, number 84385, Nov, revised 2013.
• Goodness C. Aye & Mehmet Balcilar & Adel 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," Working Papers, University of Pretoria, Department of Economics, number 201304, Jan.
• Kirsten Thompson & Renee van Eyden & Rangan Gupta, 2013, "Identifying a financial conditions index for South Africa," Working Papers, University of Pretoria, Department of Economics, number 201333, Jul.
• Avgeris Nikolaos & Katrakilidis Constantinos, 2013, "A Dynamic Panel, Empirical Investigation on the Link between Inflation and Fiscal Imbalances. Does Heterogeneity Matter?," Prague Economic Papers, Prague University of Economics and Business, volume 2013, issue 2, pages 147-162, DOI: 10.18267/j.pep.445.
• Luigi Spaventa, 2013, "The use of econometric models for long-term policies: A critical view," PSL Quarterly Review, Economia civile, volume 66, issue 266, pages 267-290.
• Sánchez, Elmer, 2013, "Grado de inversión y flujos de inversión directa extranjera a economías emergentes," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 26, pages 61-79.
• Barrera, Carlos, 2013, "El sistema de predicción desagregada: Una evaluación de las proyecciones de inflación 2006-2011," Working Papers, Banco Central de Reserva del Perú, number 2013-009, Jul.
• Sánchez, Elmer, 2013, "Grado de inversión y flujos de inversión directa extranjera a economías emergentes," Working Papers, Banco Central de Reserva del Perú, number 2013-010, Aug.
• Stelios D. Bekiros, 2013, "Decoupling and the Spillover Effects of the US Financial Crisis: Evidence from the BRIC Markets," Working Paper series, Rimini Centre for Economic Analysis, number 21_13, Apr.
• Antonio Accetturo & Valter Di Giacinto & Giacinto Micucci & Marcello Pagnini, 2013, "Geography, Productivity and Trade: Does Selection Explain Why Some Locations Are More Productive than Others?," Working Paper series, Rimini Centre for Economic Analysis, number 24_13, May.
• Georges Dionne & Olfa Maalaoui Chun, 2013, "Default and liquidity regimes in the bond market during the 2002-2012 period," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 13-4, Sep.
• Neil Dias Karunaratne, 2013, "Macroeconomic Reform and Technical Efficiency in Australian - Riforme macroeconomiche ed efficienza tecnica nell’industria manifatturiera australiana – un’analisi stocastica della frontiera di produzi," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 66, issue 3, pages 345-369.
• Stephan B. Bruns & Christian Gross, 2013, "What if Energy Time Series are not Independent? Implications for Energy-GDP Causality Analysis," FCN Working Papers, E.ON Energy Research Center, Future Energy Consumer Needs and Behavior (FCN), number 10/2013, Sep.
• Stephan B. Bruns & Christian Gross & David I. Stern, 2013, "Is There Really Granger Causality Between Energy Use and Output?," FCN Working Papers, E.ON Energy Research Center, Future Energy Consumer Needs and Behavior (FCN), number 11/2013, Aug.
• Anna Batyra, 2013, "Are Turbulences of Sargent and Ljungqvist consistent with lower Aggregate Volatility?," GIAM Working Papers, Galatasaray University Economic Research Center, number 13-2, Feb.
• Pavelescu, Marius Florin, 2013, "Dynamics of Fixed Capital Productivity and the Macroeconomic Equilibrium," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 145-158, June.
• Pincheira, Pablo, 2013, "A Bunch of Models, a Bunch of Nulls and Inference about Predictive Ability," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 26-43, October.
• Emilian Dobrescu, 2013, "Updating the Romanian Economic Macromodel," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 5-31, December.
• Pavelescu, Florin Marius, 2013, "Factorii modelatori ai valorilor calculate ale Testului Student in cazul unei regresii liniare cu trei variabile explicative," Working Papers of Macroeconomic Modelling Seminar, Institute for Economic Forecasting, number 132603, Sep.
• Miruna MAZURENCU MARINESCU, 2013, "Some Conceptual Aspects of the Multilevel Modeling for the Study of Social-Economic Phenomena," REVISTA ADMINISTRATIE SI MANAGEMENT PUBLIC, Faculty of Administration and Public Management, Academy of Economic Studies, Bucharest, Romania, volume 2013, issue 20, pages 25-34, June.
• Roberta De Santis, 2013, "Is There a “Biodiversity Kuznets Curve” for the Main OECD Countries?," Rivista di Politica Economica, SIPI Spa, issue 3, pages 215-225, July-Sept.
• Lavinia Piemontese, 2013, "The Spread of Mafia in Northern Italy: The Role of Public Infrastructure," Rivista di Politica Economica, SIPI Spa, issue 4, pages 113-140, October-D.
• Tommaso Proietti & Alessandra Luati, 2013, "Generalised Linear Spectral Models," CEIS Research Paper, Tor Vergata University, CEIS, number 290, Oct, revised 03 Oct 2013.
• Emilio Zanetti Chini, 2013, "Generalizing smooth transition autoregressions," CEIS Research Paper, Tor Vergata University, CEIS, number 294, Oct, revised 25 Sep 2014.
• Norman Swanson & Richard Urbach, 2013, "Prediction and Simulation Using Simple Models Characterized by Nonstationarity and Seasonality," Departmental Working Papers, Rutgers University, Department of Economics, number 201323, Aug.
• Ebru ÇaÄŸlayan, 2011, "The Impact of Stock Index Futures on the Turkish Spot Market," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 10, issue 1, pages 73-91, April, DOI: 10.1177/097265271101000103.
• Vincenzo Candila, 2013, "A Comparison of the Forecasting Performances of Multivariate Volatility Models," Working Papers, Dipartimento di Scienze Economiche e Statistiche, Università degli Studi di Salerno, number 3_228, Nov.
• Jaroslava Hlouskova & Martin Wagner, 2013, "The Determinants of Long-Run Economic Growth: A Conceptually and Computationally Simple Approach," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), volume 149, issue IV, pages 445-492, December.
• Yu-Chin Hsu & Chung-Ming Kuan & Meng-Feng Yen, 2013, "A Generalized Stepwise Procedure with Improved Power for Multiple Inequalities Testing," IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan, number 13-A001, Jan.
• Yu-Chin Hsu & Xiaoxia Shi, 2013, "Model Selection Tests for Conditional Moment Inequality Models," IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan, number 13-A004, May.
• Teodor Sedlarski & Angel Eremiev, 2013, "Econometric Analysis of the Modified Phillips Curve in Finland 1988–2009," Yearbook of the Faculty of Economics and Business Administration, Sofia University, Faculty of Economics and Business Administration, Sofia University St Kliment Ohridski - Bulgaria, volume 11, issue 1, pages 227-251, March.
• Marco Huwiler & Daniel Kaufmann, 2013, "Combining disaggregate forecasts for inflation: The SNB's ARIMA model," Economic Studies, Swiss National Bank, number 2013-07.
• Jorge Pérez-Rodríguez & Julián Andrada-Félix, 2013, "Estimating critical values for testing the i.i.d. in standardized residuals from GARCH models in finite samples," Computational Statistics, Springer, volume 28, issue 2, pages 701-734, April, DOI: 10.1007/s00180-012-0325-1.
• John Dagsvik & Zhiyang Jia & Bjørn Vatne & Weizhen Zhu, 2013, "Is the Pareto–Lévy law a good representation of income distributions?," Empirical Economics, Springer, volume 44, issue 2, pages 719-737, April, DOI: 10.1007/s00181-011-0539-z.
• Luca Riccetti, 2013, "A copula–GARCH model for macro asset allocation of a portfolio with commodities," Empirical Economics, Springer, volume 44, issue 3, pages 1315-1336, June, DOI: 10.1007/s00181-012-0577-1.
• Antonio Arroyo & Aránzazu Juan, 2013, "Spanish regions catching-up to Europe: an analysis based on the IB-MPI unit root procedure," Empirical Economics, Springer, volume 45, issue 2, pages 715-733, October, DOI: 10.1007/s00181-012-0634-9.
• Eilev Jansen, 2013, "Wealth effects on consumption in financial crises: the case of Norway," Empirical Economics, Springer, volume 45, issue 2, pages 873-904, October, DOI: 10.1007/s00181-012-0640-y.
• Annalisa Fabretti, 2013, "On the problem of calibrating an agent based model for financial markets," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 8, issue 2, pages 277-293, October, DOI: 10.1007/s11403-012-0096-3.
• Gabriele Spilker & Tobias Böhmelt, 2013, "The impact of preferential trade agreements on governmental repression revisited," The Review of International Organizations, Springer, volume 8, issue 3, pages 343-361, September, DOI: 10.1007/s11558-012-9155-8.
• Dierk Herzer & Oliver Morrissey, 2013, "Foreign aid and domestic output in the long run," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 149, issue 4, pages 723-748, December, DOI: 10.1007/s10290-013-0169-y.
• Christopher CRUZ & Claire MAPA, 2013, "An Early Warning System For Inflation In The Philippines Using Markov-Switching And Logistic Regression Models," Theoretical and Practical Research in the Economic Fields, ASERS Publishing, volume 4, issue 2, pages 136-150.
• Pål Boug & Ådne Cappelen & Torbjørn Eika, 2013, "The importance of the distribution sector for exchange rate pass-through in a small open economy. A large scale macroeconometric modelling approach," Discussion Papers, Statistics Norway, Research Department, number 731, Jan.
• Ådne Cappelen & Arvid Raknerud & Marina Rybalka, 2013, "Returns to public R&D grants and subsidies," Discussion Papers, Statistics Norway, Research Department, number 740, May.
• André K. Anundsen & Eilev S. Jansen, 2013, "Self-reinforcing effects between housing prices and credit: an extended version," Discussion Papers, Statistics Norway, Research Department, number 756, Oct.
• Chen, Xiaoshan & Kirsanova, Tatiana & Leith, Campbell, 2013, "How Optimal is US Monetary Policy?," Stirling Economics Discussion Papers, University of Stirling, Division of Economics, number 2013-05, May.
• Miguel Belmonte & Gary Koop, 2013, "Model Switching and Model Averaging in Time-Varying Parameter Regression Models," Working Papers, University of Strathclyde Business School, Department of Economics, number 1302, Jan.
• Gary Koop, 2013, "Using VARs and TVP-VARs with Many Macroeconomic Variables," Working Papers, University of Strathclyde Business School, Department of Economics, number 1303, Jan.
• Gary Koop & Dimitris Korobilis, 2013, "A new index of financial conditions," Working Papers, University of Strathclyde Business School, Department of Economics, number 1307, Jun.
• Olutomi I Adeyemi & Lester C Hunt, 2013, "Accounting for asymmetric price responses and underlying energy demand trends in OECD industrial energy demand," Surrey Energy Economics Centre (SEEC), School of Economics Discussion Papers (SEEDS), Surrey Energy Economics Centre (SEEC), School of Economics, University of Surrey, number 142, Sep.
• Paul Levine & Peter McAdam & Peter Welz, 2013, "On Habit and the Socially Efficient Level of Consumption and Work Effort," School of Economics Discussion Papers, School of Economics, University of Surrey, number 0713, Oct.
• Robert E. Marks, 2013, "Validation and Functional Complexity," Discussion Papers, School of Economics, The University of New South Wales, number 2013-30, Oct.
• David Ardia & Lennart F. Hoogerheide, 2013, "Worldwide equity risk prediction," Applied Economics Letters, Taylor & Francis Journals, volume 20, issue 14, pages 1333-1339, September, DOI: 10.1080/13504851.2013.806775.
• Irma Hindrayanto & John A.D. Aston & Siem Jan Koopman & Marius Ooms, 2013, "Modelling trigonometric seasonal components for monthly economic time series," Applied Economics, Taylor & Francis Journals, volume 45, issue 21, pages 3024-3034, July, DOI: 10.1080/00036846.2012.690937.
• William A. Barnett & Isaac Kalonda Kanyama, 2013, "Time-varying parameters in the almost ideal demand system and the Rotterdam model: will the best specification please stand up?," Applied Economics, Taylor & Francis Journals, volume 45, issue 29, pages 4169-4183, October, DOI: 10.1080/00036846.2013.768014.
• Christoph Rothe & Dominik Wied, 2013, "Misspecification Testing in a Class of Conditional Distributional Models," Journal of the American Statistical Association, Taylor & Francis Journals, volume 108, issue 501, pages 314-324, March, DOI: 10.1080/01621459.2012.736903.
• Doko Tchatoka, Firmin, 2013, "On bootstrap validity for specification tests with weak instruments," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 16875, Aug, revised 05 Aug 2013.
• He, Xiaoli & Jacobs, Jan P.A.M. & Kuper, Gerard H. & Ligthart, Jenny E., 2013, "On the Impact of the Global Financial Crisis on the Euro Area," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 17209, Oct, revised 16 Oct 2013.
• Giray Gozgor, 2013, "The New Keynesian Phillips Curve in an Inflation Targeting Country: The Case of Turkey," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, volume 6, issue 1, pages 7-18, April.
• Cees Diks & Valentyn Panchenko & Oleg Sokolinskiy, & Dick van Dijk, 2013, "Comparing the Accuracy of Copula-Based Multivariate Density Forecasts in Selected Regions of Support," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-061/III, Apr.
• Atsushi Inoue & Lutz Kilian, 2013, "Inference on Impulse Response Functions in Structural VAR Models," DSSR Discussion Papers, Graduate School of Economics and Management, Tohoku University, number 11, Jul.
• Atsushi Inoue & Lutz Kilian, 2013, "Inference on Impulse Response Functions in Structural VAR Models," TERG Discussion Papers, Graduate School of Economics and Management, Tohoku University, number 307, Jul.
• Bernard FINGLETON & Silvia PALOMBI, 2013, "The Wage Curve Reconsidered: Is It Truly An 'Empirical Law Of Economics'?," Region et Developpement, Region et Developpement, LEAD, Universite du Sud - Toulon Var, volume 38, pages 49-92.
• Lavergne, Pascal, 2013, "Model Equivalence Tests in a Parametric Framework," TSE Working Papers, Toulouse School of Economics (TSE), number 13-379, Feb.
• Valerio Filoso, 2013, "Regression anatomy, revealed," Stata Journal, StataCorp LLC, volume 13, issue 1, pages 92-106, March.
• Barbara Rossi & Tatevik Sekhposyan, 2013, "Conditional predictive density evaluation in the presence of instabilities," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1368, Feb.
• Barbara Rossi & Tatevik Sekhposyan, 2013, "Evaluating predictive densities of U.S. output growth and inflation in a large macroeconomic data set," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1370, Feb.
• Matteo Barigozzi & Christian T. Brownlees, 2013, "Nets: Network estimation for time series," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1391, Oct.
• Audrino, Francesco & Fengler, Matthias, 2013, "Are classical option pricing models consistent with observed option second-order moments? Evidence from high-frequency data," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 1311, Mar.
• Caporin, Massimiliano & Ranaldo, Angelo & Velo, Gabriel G., 2013, "Stylized Facts and Dynamic Modeling of High-frequency Data on Precious Metals," Working Papers on Finance, University of St. Gallen, School of Finance, number 1318, May.
• Maddalena Cavicchioli, 2013, "�Determining the Number of Regimes in Markov-Switching VAR and VMA Models�," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2013:03.
• Hao Fang & Yen-Hsien Lee, 2013, "Are the Global REIT Markets Efficient by a New Approach?," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 60, issue 6, pages 743-757.
• Myriam Tabasso & Giuseppe Arbia, 2013, "Spatial Econometric Modelling Of Massive Datasets: The Contribution Of Data Mining," ERSA conference papers, European Regional Science Association, number ersa13p1004, Nov.
• Robert Lehmann & Klaus Wohlrabe, 2013, "Forecasting GDP at the regional level with many predictors," ERSA conference papers, European Regional Science Association, number ersa13p15, Nov.
• Zsuzsanna Csereklyei, 2013, "Measuring the Impacts of Nuclear Accidents on Energy Policy," Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics, number wuwp151, Mar.
• Manfred M. Fischer & Philipp Piribauer, 2013, "Model uncertainty in matrix exponential spatial growth regression models," Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics, number wuwp158, Oct.
• Csereklyei, Zsuzsanna, 2013, "Measuring the Impacts of Nuclear Accidents on Energy Policy," Department of Economics Working Paper Series, WU Vienna University of Economics and Business, number 151, Mar.
• Fischer, Manfred M. & Piribauer, Philipp, 2013, "Model uncertainty in matrix exponential spatial growth regression models," Department of Economics Working Paper Series, WU Vienna University of Economics and Business, number 158, Oct.
• Rodney W. Strachan & Herman K. Van Dijk, 2013, "Evidence On Features Of A Dsge Business Cycle Model From Bayesian Model Averaging," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 54, issue 1, pages 385-402, February, DOI: 10.1111/j.1468-2354.2012.00737.x.
• Markus Jochmann & Gary Koop & Roberto Leon‐Gonzalez & Rodney W. Strachan, 2013, "Stochastic search variable selection in vector error correction models with an application to a model of the UK macroeconomy," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 28, issue 1, pages 62-81, January.
• Dimitris Korobilis, 2013, "Var Forecasting Using Bayesian Variable Selection," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 28, issue 2, pages 204-230, March.
• Daniel L. Millimet & Rusty Tchernis, 2013, "Estimation Of Treatment Effects Without An Exclusion Restriction: With An Application To The Analysis Of The School Breakfast Program," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 28, issue 6, pages 982-1017, September.
• Fabrizio Cipollini & Robert F. Engle & Giampiero M. Gallo, 2013, "Semiparametric Vector Mem," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 28, issue 7, pages 1067-1086, November.
• Chun-Ping Chang & Chien-Chiang Lee, 2013, "The Economic Voting Hypothesis In The Presence Of Threshold Effects: Evidence From Asymmetric Modeling," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 58, issue 01, pages 1-29, DOI: 10.1142/S0217590813500045.
• Christian Dreger & Jürgen Wolters, 2013, "Money demand and the role of monetary indicators in forecasting euro area inflation," FIW Working Paper series, FIW, number 119, Apr.
• Rafal Weron & Michal Zator, 2013, "Revisiting the relationship between spot and futures prices in the Nord Pool electricity market," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/13/08, Oct.
• Jakub Nowotarski, 2013, "Short-term forecasting of electricity spot prices using model averaging (Krótkoterminowe prognozowanie spotowych cen energii elektrycznej z wykorzystaniem uśredniania modeli)," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/13/17, Dec.
• Laura Coroneo & Valentina Corradi & Paulo Santos Monteiro, 2013, "Testing for optimal monetary policy via moment inequalities," Discussion Papers, Department of Economics, University of York, number 13/07, Mar.
• Blagov, Boris & Funke, Michael, 2013, "The regime-dependent evolution of credibility: A fresh look at Hong Kong s linked exchange rate system," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 24/2013.
• Eisele, Martin & Zhu, Junyi, 2013, "Multiple imputation in a complex household survey - the German Panel on Household Finances (PHF): challenges and solutions," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 100007, Dec.
• Khan, Muhammad & Kebewar, Mazen & Nenovsky, Nikolay, 2013, "Inflation Uncertainty, Output Growth Uncertainty and Macroeconomic Performance: Comparing Alternative Exchange Rate Regimes in Eastern Europe," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 73689, Mar.
• Qin, Duo & He, Xinhua, 2013, "Globalisation effect on inflation in the Great Moderation era: New evidence from G10 countries," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 7, pages 1-32, DOI: 10.5018/economics-ejournal.ja.2013-.
• Drechsel, Katja & Scheufele, Rolf, 2013, "Bottom-up or Direct? Forecasting German GDP in a Data-rich Environment," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 7/2013.
• Lan, Hong & Meyer-Gohde, Alexander, 2013, "Pruning in perturbation DSGE models: Guidance from nonlinear moving average approximations," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2013-024.
• Chen, Haiqiang, 2013, "Robust estimation and inference for threshold models with integrated regressors," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2013-034.
• Zhang, Shulin & Okhrin, Ostap & Zhou, Qian M. & Song, Peter X.-K., 2013, "Goodness-of-fit test for specification of semiparametric copula dependence models," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2013-041.
• Schulz, Rainer & Wersing, Martin & Werwatz, Axel, 2013, "Automated valuation modelling: A specification exercise," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2013-046.
• Sacht, Stephen & Franke, Reiner & Jang, Tae-Seok, 2013, "Moment Matching versus Bayesian Estimation: Backward-Looking Behaviour in a New-Keynesian Baseline Model," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order, Verein für Socialpolitik / German Economic Association, number 79694.
• Berg, Tim Oliver & Henzel, Steffen, 2013, "Point and Density Forecasts for the Euro Area Using Many Predictors: Are Large BVARs Really Superior?," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order, Verein für Socialpolitik / German Economic Association, number 79783.
• Löffler, Max & Peichl, Andreas & Siegloch, Sebastian, 2013, "Validating Structural Labor Supply Models," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order, Verein für Socialpolitik / German Economic Association, number 79819.
• Franke, Reiner, 2013, "Competitive Moment Matching of a New-Keynesian and an Old-Keynesian Model," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order, Verein für Socialpolitik / German Economic Association, number 79988.
• Beißner, Patrick, 2013, "Coherent Price Systems and Uncertainty-Neutral Valuation," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order, Verein für Socialpolitik / German Economic Association, number 80010.
• Michel, Christian, 2013, "Identification and Estimation of Intra-Firm and Industry Competition via Ownership Change," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order, Verein für Socialpolitik / German Economic Association, number 80488.
• Fedoseeva, Svetlana, 2013, "Do German exporters PTM? Searching for right answers in sugar confectionery exports," Discussion Papers, Justus Liebig University Giessen, Center for international Development and Environmental Research (ZEU), number 62.
• Bargain, Olivier & Peichl, Andreas, 2013, "Steady-state labor supply elasticities: A survey," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 13-084.
• Kirstin Hubrich & Timo Teräsvirta, 2013, "Thresholds and Smooth Transitions in Vector Autoregressive Models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2013-18, Jun.
• Nima Nonejad, 2013, "Long Memory and Structural Breaks in Realized Volatility: An Irreversible Markov Switching Approach," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2013-26, 08.
• Emilio Zanetti Chini, 2013, "Generalizing smooth transition autoregressions," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2013-32, Sep.
• Tommaso Proietti & Alessandra Luati, 2013, "The Exponential Model for the Spectrum of a Time Series: Extensions and Applications," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2013-34, Oct.
• Torben G. Andersen & Oleg Bondarenko & Viktor Todorov & George Tauchen, 2013, "The Fine Structure of Equity-Index Option Dynamics," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2013-52, Jan.
• Asger Lunde & Anne Floor Brix & Wei Wei, 2015, "A Generalized Schwartz Model for Energy Spot Prices - Estimation using a Particle MCMC Method," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-46, Feb.
• Giovanni Caggiano & Pietro Calice & Leone Leonida, 2013, "Working Paper 190 - Early Warning Systems and Systemic Banking Crises in Low Income Countries: A Multinomial Logit Approach," Working Paper Series, African Development Bank, number 993, Dec.
• Samuel Bazzi & Michael A. Clemens, 2013, "Blunt Instruments: Avoiding Common Pitfalls in Identifying the Causes of Economic Growth," American Economic Journal: Macroeconomics, American Economic Association, volume 5, issue 2, pages 152-186, April.
• Mariana Cristina Ganescu & Mihaela Asandei & Andreea Gangone & Camelia Chirilă, 2013, "Performance Determinants for Responsible Supply Chain Management in the European Emerging Countries," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, volume 15, issue 33, pages 154-169, February.
• McIntosh, Christopher S. & Mittelhammer, Ron C. & Middleton, Jonathan N., 2013, "Listen to Your Data: Econometric Model Specification through Sonification," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C., Agricultural and Applied Economics Association, number 150702, DOI: 10.22004/ag.econ.150702.
• Olivia, Susan & Gibson, John, 2013, "Economic Rise and Decline in Indonesia – As Seen from Space," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C., Agricultural and Applied Economics Association, number 151210, DOI: 10.22004/ag.econ.151210.
• Majstorović, Aleksandar & Dukić, Dragan & Zogović, Mihajlo, 2013, "An Agricultural Land Value Assessment Model," Economics of Agriculture, Institute of Agricultural Economics, volume 60, issue 2, pages 1-10, July, DOI: 10.22004/ag.econ.152813.
• Bekkerman, Anton & Brester, Gary W. & McDonald, Tyrel J., 2013, "A Semiparametric Approach to Analyzing Differentiated Agricultural Products," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, volume 45, issue 01, pages 1-16, February, DOI: 10.22004/ag.econ.143640.
• Bodenhorn, Howard & Guinnane, Timothy & Mroz, Thomas, 2013, "Problems of Sample-selection Bias in the Historical Heights Literature: A Theoretical and Econometric Analysis," Center Discussion Papers, Yale University, Economic Growth Center, number 148749, May, DOI: 10.22004/ag.econ.148749.
• Olivier Bargain & Christina Orsini & Andreas Peichl, 2013, "Comparing Labor Supply Elasticities in Europe and the US: New Results," AMSE Working Papers, Aix-Marseille School of Economics, France, number 1321, Mar.
• Olivier Bargain & Andreas Peichl, 2013, "Steady-State Labor Supply Elasticities: An International Comparison," AMSE Working Papers, Aix-Marseille School of Economics, France, number 1322, Mar.
• Miklós Virag & Tamás Nyitrai, 2013, "Application of support vector machines on the basis of the first Hungarian bankruptcy model," Society and Economy, Akadémiai Kiadó, Hungary, volume 35, issue 2, pages 227-248, August.
• Francesca DI IORIO & Stefano FACHIN & Riccardo LUCCHETTI, 2013, "Can you do the wrong thing and still be right? Hypothesis Testing in I(2) and near-I(2) cointegrated VARs," Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali, number 395, Nov.
• Alex Luiz Ferreira & Sérgio Naruhiko Sakurai, 2013, "Personal charisma or the economy?: Macroeconomic indicators of presidential approval ratings in Brazil," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], volume 14, issue 3–4, pages 214-232.
• Fulvio Baldovin & Massimiliano Caporin & Michele Caraglio & Attilio Stella & Marco Zamparo, 2013, "Option pricing with non-Gaussian scaling and infinite-state switching volatility," Papers, arXiv.org, number 1307.6322, Jul, revised May 2014.
• Max H. Farrell, 2013, "Robust Inference on Average Treatment Effects with Possibly More Covariates than Observations," Papers, arXiv.org, number 1309.4686, Sep, revised Feb 2018.
• A Vadivel & M Ramachandran, 2013, "Does Exchange Rate Intervention Trigger Volatility," IEG Working Papers, Institute of Economic Growth, number 328.
• Arun Advani & Tymon Słoczyński, 2013, "Mostly harmless simulations? On the internal validity of empirical Monte Carlo studies," CeMMAP working papers, Institute for Fiscal Studies, number 64/13, Dec, DOI: 10.1920/wp.cem.2013.6413.
• Carlos P. Barros & Luis A. Gil-Alana, 2013, "The Housing Markets in Spain and Portugal: Evidence of Persistence," Review of Economics & Finance, Better Advances Press, Canada, volume 3, pages 19-32, November.
• Todor Krastevich, 2013, "Using Predictive Modeling to Improve Direct Marketing Performance," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 3, pages 25-55.
• Conrad, Christian & Weber, Enzo, 2013, "Measuring Persistence in Volatility Spillovers," University of Regensburg Working Papers in Business, Economics and Management Information Systems, University of Regensburg, Department of Economics, number 473, Apr.
• Antonio Accetturo & Valter Di Giacinto & Giacinto Micucci & Marcello Pagnini, 2013, "Geography, productivity and trade: does selection explain why some locations are more productive than others?," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 910, Apr.
• Matteo Luciani & Libero Monteforte, 2013, "Uncertainty and heterogeneity in factor models forecasting," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 930, Sep.
• Hector Manuel Zárate Solano & Angélica Rengifo Gómez, 2013, "Forecasting annual inflation with power transformations: the case of inflation targeting countries," Borradores de Economia, Banco de la Republica de Colombia, number 756, Feb, DOI: 10.32468/be.756.
• Dennis Sánchez, 2013, "Determinantes de los flujos de inversión extranjera directa estadounidense a través de un modelo gravitacional con componente espacial: evidencia para algunos países latinoamericanos," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, volume 31, issue 72, pages 35-50, December, DOI: 10.32468/Espe.7203.
• Matthieu Bussière, 2013, "In Defense of Early Warning Signals," Working papers, Banque de France, number 420.
• Frédérique Bec & Matteo Mogliani, 2013, "Nowcasting French GDP in Real-Time from Survey Opinions: Information or Forecast Combinations?," Working papers, Banque de France, number 436.
• Barbara Rossi, 2015, "Conditional Predictive Density Evaluation in the Presence of Instabilities," Working Papers, Barcelona School of Economics, number 688, Sep.
• Barbara Rossi, 2015, "Evaluating Predictive Densities of US Output Growth and Inflation in a Large Macroeconomic Data Set," Working Papers, Barcelona School of Economics, number 689, Sep.
• Matteo Barigozzi & Christian Brownlees, 2015, "Nets: Network Estimation for Time Series," Working Papers, Barcelona School of Economics, number 723, Sep.
• Bucevska Vesna, 2013, "An Empirical Evaluation of GARCH Models in Value-at-Risk Estimation: Evidence from the Macedonian Stock Exchange," Business Systems Research, Sciendo, volume 4, issue 1, pages 49-64, March, DOI: 10.2478/bsrj-2013-0005.
• Ilaski Barañano & M. Paz Moral, 2013, "Consumption–Leisure Trade-Offs And Persistency In Business Cycles," Bulletin of Economic Research, Wiley Blackwell, volume 65, issue 3, pages 280-298, July.
• Jennifer L. Castle & Xiaochuan Qin & W. Robert Reed, 2013, "Using Model Selection Algorithms To Obtain Reliable Coefficient Estimates," Journal of Economic Surveys, Wiley Blackwell, volume 27, issue 2, pages 269-296, April, DOI: 10.1111/joes.2013.27.issue-2.
• Tor Jacobson & Jesper Lindé & Kasper Roszbach, 2013, "Firm Default And Aggregate Fluctuations," Journal of the European Economic Association, European Economic Association, volume 11, issue 4, pages 945-972, August.
• Raymond Kan & Cesare Robotti & Jay Shanken, 2013, "Pricing Model Performance and the Two‐Pass Cross‐Sectional Regression Methodology," Journal of Finance, American Finance Association, volume 68, issue 6, pages 2617-2649, December, DOI: 10.1111/jofi.12035.
• Md Atikur Rahman Khan & D. S. Poskitt, 2013, "Moment tests for window length selection in singular spectrum analysis of short– and long–memory processes," Journal of Time Series Analysis, Wiley Blackwell, volume 34, issue 2, pages 141-155, March, DOI: j.1467-9892.2012.00820.x.
• Ke. Zhu, 2013, "A mixed portmanteau test for ARMA-GARCH models by the quasi-maximum exponential likelihood estimation approach," Journal of Time Series Analysis, Wiley Blackwell, volume 34, issue 2, pages 230-237, March, DOI: jtsa.12007.
• Jennifer L. Castle & Jurgen A. Doornik & David F. Hendry, 2013, "Model Selection in Equations with Many ‘Small’ Effects," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 75, issue 1, pages 6-22, February, DOI: j.1468-0084.2012.00727.x.
• Janine Aron & John Muellbauer, 2013, "New Methods for Forecasting Inflation, Applied to the US," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 75, issue 5, pages 637-661, October.
• James B. Mcdonald & Jeff Sorensen & Patrick A. Turley, 2013, "Skewness And Kurtosis Properties Of Income Distribution Models," Review of Income and Wealth, International Association for Research in Income and Wealth, volume 59, issue 2, pages 360-374, June.
• Janine Aron & John Muellbauer, 2013, "Wealth, Credit Conditions, and Consumption: Evidence from South Africa," Review of Income and Wealth, International Association for Research in Income and Wealth, volume 59, issue , pages 161-196, October.
• Oscar Martinez Ibañez & Miguel Manjón Antolín & Josep-Maria Arauzo-Carod, 2013, "The Geographical Scope of Industrial Location Determinants: An Alternative Approach," Tijdschrift voor Economische en Sociale Geografie, Royal Dutch Geographical Society KNAG, volume 104, issue 2, pages 194-214, April, DOI: 10.1111/tesg.2013.104.issue-2.
• Francesco Furlanetto & Nicolas Groshenny, 2013, "Mismatch shocks and unemployment during the Great Recession," Working Paper, Norges Bank, number 2013/16, Jun.
• Barbara Guardabascio & Marco Ventura, 2013, "Estimating the dose-response function through the GLM approach," German Stata Users' Group Meetings 2013, Stata Users Group, number 10, Jul.
• Hill Jonathan B., 2013, "Stochastically weighted average conditional moment tests of functional form," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 17, issue 2, pages 121-139, April, DOI: 10.1515/snde-2012-0019.
• Morley James & Piger Jeremy & Tien Pao-Lin, 2013, "Reproducing business cycle features: are nonlinear dynamics a proxy for multivariate information?," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 17, issue 5, pages 483-498, December, DOI: 10.1515/snde-2012-0036.
• Dias Francisco & Pinheiro Maximiano & Rua António, 2013, "Determining the number of global and country-specific factors in the euro area," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 17, issue 5, pages 573-617, December, DOI: 10.1515/snde-2012-0031.
• Ionela-Carmen, PIRNEA, 2013, "Study On The Performance Evaluation Models Of Small And Medium Enterprises In Romania," Management Strategies Journal, Constantin Brancoveanu University, volume 22, issue 4, pages 05-10.
• Catherine Baumont & Diego Legros, 2013, "Nature et impacts des effets spatiaux sur les valeurs immobilières. Le cas de l'espace urbanisé parisien," Revue économique, Presses de Sciences-Po, volume 64, issue 5, pages 911-950.