Research classified by Journal of Economic Literature (JEL) codes

1. Forecasting with DSGE Models
2. Forecasting

2013

• Chen, Chien-Ming, 2013, "A critique of non-parametric efficiency analysis in energy economics studies," Energy Economics, Elsevier, volume 38, issue C, pages 146-152, DOI: 10.1016/j.eneco.2013.03.009.
• Janczura, Joanna & Trück, Stefan & Weron, Rafał & Wolff, Rodney C., 2013, "Identifying spikes and seasonal components in electricity spot price data: A guide to robust modeling," Energy Economics, Elsevier, volume 38, issue C, pages 96-110, DOI: 10.1016/j.eneco.2013.03.013.
• Stern, David I. & Enflo, Kerstin, 2013, "Causality between energy and output in the long-run," Energy Economics, Elsevier, volume 39, issue C, pages 135-146, DOI: 10.1016/j.eneco.2013.05.007.
• Chang, Kuang-Liang & Yu, Shih-Ti, 2013, "Does crude oil price play an important role in explaining stock return behavior?," Energy Economics, Elsevier, volume 39, issue C, pages 159-168, DOI: 10.1016/j.eneco.2013.05.008.
• Venditti, Fabrizio, 2013, "From oil to consumer energy prices: How much asymmetry along the way?," Energy Economics, Elsevier, volume 40, issue C, pages 468-473, DOI: 10.1016/j.eneco.2013.07.008.
• Bruns, Stephan B. & Gross, Christian, 2013, "What if energy time series are not independent? Implications for energy-GDP causality analysis," Energy Economics, Elsevier, volume 40, issue C, pages 753-759, DOI: 10.1016/j.eneco.2013.08.020.
• Tong, Bin & Wu, Chongfeng & Zhou, Chunyang, 2013, "Modeling the co-movements between crude oil and refined petroleum markets," Energy Economics, Elsevier, volume 40, issue C, pages 882-897, DOI: 10.1016/j.eneco.2013.10.008.
• Adofo, Yaw Osei & Evans, Joanne & Hunt, Lester Charles, 2013, "How sensitive to time period sampling is the asymmetric price response specification in energy demand modelling?," Energy Economics, Elsevier, volume 40, issue C, pages 90-109, DOI: 10.1016/j.eneco.2013.05.015.
• Vivian, Andrew & Wohar, Mark E., 2013, "The output gap and stock returns: Do cyclical fluctuations predict portfolio returns?," International Review of Financial Analysis, Elsevier, volume 26, issue C, pages 40-50, DOI: 10.1016/j.irfa.2012.05.002.
• Ciner, Cetin & Gurdgiev, Constantin & Lucey, Brian M., 2013, "Hedges and safe havens: An examination of stocks, bonds, gold, oil and exchange rates," International Review of Financial Analysis, Elsevier, volume 29, issue C, pages 202-211, DOI: 10.1016/j.irfa.2012.12.001.
• Martin, Christopher & Milas, Costas, 2013, "Financial crises and monetary policy: Evidence from the UK," Journal of Financial Stability, Elsevier, volume 9, issue 4, pages 654-661, DOI: 10.1016/j.jfs.2012.08.002.
• Spiliopoulos, Leonidas, 2013, "Beyond fictitious play beliefs: Incorporating pattern recognition and similarity matching," Games and Economic Behavior, Elsevier, volume 81, issue C, pages 69-85, DOI: 10.1016/j.geb.2013.04.005.
• Dixon, Peter B. & Rimmer, Maureen T., 2013, "Validation in Computable General Equilibrium Modeling," Handbook of Computable General Equilibrium Modeling, Elsevier, chapter 0, in: Peter B. Dixon & Dale Jorgenson, "Handbook of Computable General Equilibrium Modeling", DOI: 10.1016/B978-0-444-59568-3.00019-5.
• Schmidt, Sebastian & Wieland, Volker, 2013, "The New Keynesian Approach to Dynamic General Equilibrium Modeling: Models, Methods and Macroeconomic Policy Evaluation," Handbook of Computable General Equilibrium Modeling, Elsevier, chapter 0, in: Peter B. Dixon & Dale Jorgenson, "Handbook of Computable General Equilibrium Modeling", DOI: 10.1016/B978-0-444-59568-3.00022-5.
• Molnar, Jozsef & Violi, Roberto & Zhou, Xiaolan, 2013, "Multimarket contact in Italian retail banking: Competition and welfare," International Journal of Industrial Organization, Elsevier, volume 31, issue 5, pages 368-381, DOI: 10.1016/j.ijindorg.2013.06.003.
• Blackburn, Craig & Sherris, Michael, 2013, "Consistent dynamic affine mortality models for longevity risk applications," Insurance: Mathematics and Economics, Elsevier, volume 53, issue 1, pages 64-73, DOI: 10.1016/j.insmatheco.2013.04.007.
• Busetti, Fabio & Marcucci, Juri, 2013, "Comparing forecast accuracy: A Monte Carlo investigation," International Journal of Forecasting, Elsevier, volume 29, issue 1, pages 13-27, DOI: 10.1016/j.ijforecast.2012.04.011.
• Korobilis, Dimitris, 2013, "Hierarchical shrinkage priors for dynamic regressions with many predictors," International Journal of Forecasting, Elsevier, volume 29, issue 1, pages 43-59, DOI: 10.1016/j.ijforecast.2012.05.006.
• Proietti, Tommaso & Lütkepohl, Helmut, 2013, "Does the Box–Cox transformation help in forecasting macroeconomic time series?," International Journal of Forecasting, Elsevier, volume 29, issue 1, pages 88-99, DOI: 10.1016/j.ijforecast.2012.06.001.
• Jordà, Òscar & Knüppel, Malte & Marcellino, Massimiliano, 2013, "Empirical simultaneous prediction regions for path-forecasts," International Journal of Forecasting, Elsevier, volume 29, issue 3, pages 456-468, DOI: 10.1016/j.ijforecast.2012.12.002.
• Grydaki, Maria & Bezemer, Dirk, 2013, "The role of credit in the Great Moderation: A multivariate GARCH approach," Journal of Banking & Finance, Elsevier, volume 37, issue 11, pages 4615-4626, DOI: 10.1016/j.jbankfin.2013.01.039.
• Lönnbark, Carl, 2013, "On the role of the estimation error in prediction of expected shortfall," Journal of Banking & Finance, Elsevier, volume 37, issue 3, pages 847-853, DOI: 10.1016/j.jbankfin.2012.10.013.
• Reboredo, Juan C., 2013, "Is gold a safe haven or a hedge for the US dollar? Implications for risk management," Journal of Banking & Finance, Elsevier, volume 37, issue 8, pages 2665-2676, DOI: 10.1016/j.jbankfin.2013.03.020.
• Polanski, Arnold & Stoja, Evarist & Zhang, Ren, 2013, "Multidimensional risk and risk dependence," Journal of Banking & Finance, Elsevier, volume 37, issue 8, pages 3286-3294, DOI: 10.1016/j.jbankfin.2013.04.022.
• Wu, Meng-Wen & Shen, Chung-Hua, 2013, "Corporate social responsibility in the banking industry: Motives and financial performance," Journal of Banking & Finance, Elsevier, volume 37, issue 9, pages 3529-3547, DOI: 10.1016/j.jbankfin.2013.04.023.
• Elsinger, Helmut, 2013, "Comment on: A new test for chaos and determinism based on symbolic dynamics," Journal of Economic Behavior & Organization, Elsevier, volume 91, issue C, pages 131-138, DOI: 10.1016/j.jebo.2013.04.008.
• Bollerslev, Tim & Osterrieder, Daniela & Sizova, Natalia & Tauchen, George, 2013, "Risk and return: Long-run relations, fractional cointegration, and return predictability," Journal of Financial Economics, Elsevier, volume 108, issue 2, pages 409-424, DOI: 10.1016/j.jfineco.2013.01.002.
• Ampaabeng, Samuel K. & Tan, Chih Ming, 2013, "The long-term cognitive consequences of early childhood malnutrition: The case of famine in Ghana," Journal of Health Economics, Elsevier, volume 32, issue 6, pages 1013-1027, DOI: 10.1016/j.jhealeco.2013.08.001.
• Chen, Wei-Peng & Choudhry, Taufiq & Wu, Chih-Chiang, 2013, "The extreme value in crude oil and US dollar markets," Journal of International Money and Finance, Elsevier, volume 36, issue C, pages 191-210, DOI: 10.1016/j.jimonfin.2013.04.004.
• Kawakami, Kei, 2013, "Conditional forecast selection from many forecasts: An application to the Yen/Dollar exchange rate," Journal of the Japanese and International Economies, Elsevier, volume 28, issue C, pages 1-18, DOI: 10.1016/j.jjie.2013.01.006.
• Arouri, Mohamed & Jawadi, Fredj & Nguyen, Duc Khuong, 2013, "What can we tell about monetary policy synchronization and interdependence over the 2007–2009 global financial crisis?," Journal of Macroeconomics, Elsevier, volume 36, issue C, pages 175-187, DOI: 10.1016/j.jmacro.2012.11.006.
• Keating, John W., 2013, "What do we learn from Blanchard and Quah decompositions of output if aggregate demand may not be long-run neutral?," Journal of Macroeconomics, Elsevier, volume 38, issue PB, pages 203-217, DOI: 10.1016/j.jmacro.2013.07.007.
• Yu, Xiangrong, 2013, "Measurement error and policy evaluation in the frequency domain," Journal of Macroeconomics, Elsevier, volume 38, issue PB, pages 307-329, DOI: 10.1016/j.jmacro.2013.09.020.
• Barnett, William A. & Ghosh, Taniya, 2013, "Bifurcation analysis of an endogenous growth model," The Journal of Economic Asymmetries, Elsevier, volume 10, issue 1, pages 53-64, DOI: 10.1016/j.jeca.2013.09.003.
• Abbas, Faisal & Choudhury, Nirmalya, 2013, "Electricity consumption-economic growth Nexus: An aggregated and disaggregated causality analysis in India and Pakistan," Journal of Policy Modeling, Elsevier, volume 35, issue 4, pages 538-553, DOI: 10.1016/j.jpolmod.2012.09.001.
• Liao, Yin, 2013, "The benefit of modeling jumps in realized volatility for risk prediction: Evidence from Chinese mainland stocks," Pacific-Basin Finance Journal, Elsevier, volume 23, issue C, pages 25-48, DOI: 10.1016/j.pacfin.2013.01.002.
• Jin, Fei & Lee, Lung-fei, 2013, "Cox-type tests for competing spatial autoregressive models with spatial autoregressive disturbances," Regional Science and Urban Economics, Elsevier, volume 43, issue 4, pages 590-616, DOI: 10.1016/j.regsciurbeco.2013.03.003.
• Elsinger, Helmut, 2013, "Comment on: A non-parametric spatial independence test using symbolic entropy," Regional Science and Urban Economics, Elsevier, volume 43, issue 5, pages 838-840, DOI: 10.1016/j.regsciurbeco.2013.04.007.
• Gallegati, Marco & Ramsey, James B., 2013, "Structural change and phase variation: A re-examination of the q-model using wavelet exploratory analysis," Structural Change and Economic Dynamics, Elsevier, volume 25, issue C, pages 60-73, DOI: 10.1016/j.strueco.2013.02.002.
• Herzer, Dierk, 2013, "Cross-Country Heterogeneity and the Trade-Income Relationship," World Development, Elsevier, volume 44, issue C, pages 194-211, DOI: 10.1016/j.worlddev.2012.09.014.
• David I. Stern & Kerstin Enflo, 2013, "Causality Between Energy and Output in the Long-Run," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2013-01, Jan.
• Stephan B. Bruns & Christian Gross & David I. Stern, 2013, "Is There Really Granger Causality Between Energy Use and Output?," Crawford School Research Papers, Crawford School of Public Policy, The Australian National University, number 1307, Mar.
• Howard Bodenhorn & Timothy W. Guinnane & Thomas A. Mroz, 2013, "Problems of Sample-selection Bias in the Historical Heights Literature: A Theoretical and Econometric Analysis," Working Papers, Economic Growth Center, Yale University, number 1023, May.
• Fatih KARANFIL & Ata OZKAYA, 2013, "Indirect Taxes, Social Expenditures and Poverty:What Linkage?," Ege Academic Review, Ege University Faculty of Economics and Administrative Sciences, volume 13, issue 3, pages 337-350.
• Petralias, Athanassios & Petros, Sotirios & Prodromídis, Pródromos, 2013, "Greece in recession: economic predictions, mispredictions and policy implications," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 52626, Sep.
• Gerba, Eddie & Hauzenberger, Klemens, 2013, "Estimating US fiscal and monetary interactions in a time varying VAR," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 56393, Mar.
• Klaus Moeltner & James J. Murphy & John K. Stranlund & Maria Alejandra Velez, 2013, "Institutional heterogeneity in social dilemma games: a Bayesian examination," Chapters, Edward Elgar Publishing, chapter 2, in: John A. List & Michael K. Price, "Handbook on Experimental Economics and the Environment".
• Raffaella Giacomini, 2013, "The Relationship Between DSGE and VAR Models," Advances in Econometrics, Emerald Group Publishing Limited, "VAR Models in Macroeconomics – New Developments and Applications: Essays in Honor of Christopher A. Sims", DOI: 10.1108/S0731-9053(2013)0000031001.
• Refet S. Gürkaynak & Burçin Kısacıkoğlu & Barbara Rossi, 2013, "Do DSGE Models Forecast More Accurately Out-Of-Sample than VAR Models?☆The views expressed in this article are those of the authors," Advances in Econometrics, Emerald Group Publishing Limited, "VAR Models in Macroeconomics – New Developments and Applications: Essays in Honor of Christopher A. Sims", DOI: 10.1108/S0731-9053(2013)0000031002.
• Todd E. Clark & Michael W. McCracken, 2013, "Evaluating the Accuracy of Forecasts from Vector Autoregressions☆The views expressed herein are solely those of the authors and do not necessarily reflect the views of the Federal Reserve Bank of Cleveland, Federal Reserve Bank of St. Louis, Federal ," Advances in Econometrics, Emerald Group Publishing Limited, "VAR Models in Macroeconomics – New Developments and Applications: Essays in Honor of Christopher A. Sims", DOI: 10.1108/S0731-9053(2013)0000031004.
• Kirstin Hubrich & Timo Teräsvirta, 2013, "Thresholds and Smooth Transitions in Vector Autoregressive Models☆The views expressed in this article are those of the authors and should not be interpreted as reflecting the views of the European Central Bank," Advances in Econometrics, Emerald Group Publishing Limited, "VAR Models in Macroeconomics – New Developments and Applications: Essays in Honor of Christopher A. Sims", DOI: 10.1108/S0731-9053(2013)0000031008.
• Ivan Jeliazkov, 2013, "Nonparametric Vector Autoregressions: Specification, Estimation, and Inference," Advances in Econometrics, Emerald Group Publishing Limited, "VAR Models in Macroeconomics – New Developments and Applications: Essays in Honor of Christopher A. Sims", DOI: 10.1108/S0731-9053(2013)0000031009.
• 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.
• Arzdar Kiraci, 2013, "Confirmation, Correction and Improvement for Outlier Validation Using Dummy Variables," International Econometric Review (IER), Economic Research Association, volume 5, issue 2, pages 43-52, September.
• 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, DOI: 10.17533/udea.le.n78a15710.
• 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, DOI: 10.1080/03610918.2018.1554104.
• 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.
• 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.