Research classified by Journal of Economic Literature (JEL) codes

1. Forecasting with DSGE Models
2. Forecasting

2013

• 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.

2012

• Jeroen V.K. Rombouts & Lars Stentoft & Francesco Violante, 2012, "The Value of Multivariate Model Sophistication: An Application to pricing Dow Jones Industrial Average options," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-04, Jan.
• Christian Bach & Matt P. Dziubinski, 2012, "Commodity derivatives pricing with inventory effects," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-06, Feb.
• Cristina Amado & Timo Teräsvirta, 2012, "Modelling Changes in the Unconditional Variance of Long Stock Return Series," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-07, 02.
• Annastiina Silvennoinen & Timo Teräsvirta, 2012, "Modelling conditional correlations of asset returns: A smooth transition approach," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-09, 02.
• Matthew T. Holt & Timo Teräsvirta, 2012, "Global Hemispheric Temperature Trends and Co–Shifting: A Shifting Mean Vector Autoregressive Analysis," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-54, Nov.
• Igor Kheifets & Carlos Velasco, 2012, "Model Adequacy Checks for Discrete Choice Dynamic Models," Working Papers, New Economic School (NES), number w0170, Feb.
• Ali Acaravci & Ilhan Ozturk, 2012, "Electricity Consumption and Economic Growth Nexus: A Multivariate Analysis for Turkey," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, volume 14, issue 31, pages 246-257, February.
• Matevž Rasković & Barbara Mörec, 2012, "Organizational Change and Corporate Sustainability in an Economic Crisis: Evidence from Slovenia," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, volume 14, issue 32, pages 522-536, June.
• Yang, Shang-Ho & Reed, Michael R. & Saghaian, Sayed H., 2012, "International Pork Trade and Foot-and-Mouth Disease," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington, Agricultural and Applied Economics Association, number 124356, DOI: 10.22004/ag.econ.124356.
• Dharmasena, Senarath & Capps, Oral, Jr. & Bessler, David A., 2012, "Modeling Advertising Expenditures and Spillover Effects Applied to the U.S. Non-Alcoholic Beverage Industry: Vector Autoregression (VAR) and Polynomial Distributed Lag (PDL) Approaches," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington, Agricultural and Applied Economics Association, number 124363, Jun, DOI: 10.22004/ag.econ.124363.
• Mandal, Maitreyi & Lagerkvist, Carl Johan, 2012, "A Comparison of Traditional and Copula based VaR with Agricultural portfolio," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington, Agricultural and Applied Economics Association, number 124387, DOI: 10.22004/ag.econ.124387.
• Singbo, Alphonse G. & Emvalomatis, Grigorios & Alfons, Oude Lansink, 2013, "Assessing the impact of crop specialization on farms’ performance in vegetables farming in Benin: a non-neutral stochastic frontier approach," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C., Agricultural and Applied Economics Association, number 149172, DOI: 10.22004/ag.econ.149172.
• Yang, Shang-Ho & Reed, Michael R. & Saghaian, Sayed H., 2012, "Foot-and-Mouth Disease Impacts on U.S. Pork Exports: A Comparative Study of the Spatial Econometric Model versus the Gravity Model," 2012 Conference, August 18-24, 2012, Foz do Iguacu, Brazil, International Association of Agricultural Economists, number 124593, Aug, DOI: 10.22004/ag.econ.124593.
• MacDonald, Stephen & Pan, Suwen & Hudson, Darren & Tuan, Francis C., 2012, "Chinese Domestic Textile Demand: Where They Buy Does Matter," 2012 Conference, August 18-24, 2012, Foz do Iguacu, Brazil, International Association of Agricultural Economists, number 126354, DOI: 10.22004/ag.econ.126354.
• Xie, Tian, 2012, "Least Squares Model Averaging by Prediction Criterion," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 274619, Nov, DOI: 10.22004/ag.econ.274619.
• Coroneo, Laura & Corradi, Valentina & Santos Monterio, Paulo, , "Testing for optimal monetary policy via moment inequalities," Economic Research Papers, University of Warwick - Department of Economics, number 270654, DOI: 10.22004/ag.econ.270654.
• Rabeh Khalfaoui & Mohammed Boutahar, 2012, "Portfolio Risk Evaluation An Approach Based on Dynamic Conditional Correlations Models and Wavelet Multi-Resolution Analysis," AMSE Working Papers, Aix-Marseille School of Economics, France, number 1208, Mar.
• Tamás Kristóf & Miklós Virág, 2012, "Data reduction and univariate splitting — Do they together provide better corporate bankruptcy prediction?," Acta Oeconomica, Akadémiai Kiadó, Hungary, volume 62, issue 2, pages 205-228, June.
• Klaus Moeltner & James J. Murphy & John K. Stranlund & Maria Alejandra Velez, 2012, "Institutional Heterogeneity in Social Dilemma Games: A Bayesian Examination," Working Papers, University of Alaska Anchorage, Department of Economics, number 2012-04, Nov.
• Ulrich Horst & Michael Kupper & Andrea Macrina & Christoph Mainberger, 2012, "Continuous Equilibrium in Affine and Information-Based Capital Asset Pricing Models," Papers, arXiv.org, number 1201.1840, Jan, revised Oct 2012.
• Nadia STOIAN & Mariana BALAN, 2012, "Stochastic Models For Credit Risk," Internal Auditing and Risk Management, Athenaeum University of Bucharest, volume 1, issue 26, pages 35-44, March.
• Raffaella Giacomini & Barbara Rossi, 2012, "Model comparisons in unstable environments," CeMMAP working papers, Institute for Fiscal Studies, number 13/12, Jun, DOI: 10.1920/wp.cem.2012.1312.
• Guido Russi, 2012, "Estimating the Leverage Effect Using High Frequency Data," Review of Economics & Finance, Better Advances Press, Canada, volume 2, pages 1-24, February.
• Matteo Barigozzi & Roxana Halbleib & David Veredas, 2012, "Which model to match?," Working Papers, Banco de España, number 1229, Aug.
• Guido Bulligan & Massimiliano Marcellino & Fabrizio Venditti, 2012, "Forecasting economic activity with higher frequency targeted predictors," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 847, Jan.
• Valter Di Giacinto & Matteo Gomellini & Giacinto Micucci & Marcello Pagnini, 2012, "Mapping local productivity advantages in Italy: industrial districts, cities or both?," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 850, Jan.
• Lorenzo Bencivelli & Massimiliano Marcellino & Gianluca Moretti, 2012, "Selecting predictors by using Bayesian model averaging in bridge models," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 872, Jul.
• Martina Lučkaničová & Ivana Ondrušeková & Marcel Rešovský, 2012, "Employment Modelling In Slovakia: Comparing Logit Models In 2005 And 2009," Economic Annals, Faculty of Economics and Business, University of Belgrade, volume 57, issue 192, pages 25-40, January –.
• Stojanović Žaklina & Dragutinović-Mitrović Radmila, 2012, "The Serbian Functional Food Market: Does Regulation Make A Difference?," Economic Annals, Faculty of Economics and Business, University of Belgrade, volume 57, issue 193, pages 53-70, April- Ju.
• Pamfili Antipa & Karim Barhoumi & Véronique Brunhes-Lesage & Olivier Darn, 2012, "Nowcasting German GDP: A comparison of bridge and factor models," Working papers, Banque de France, number 401.
• Kaddour Hadri & Rolf Larsson & Yao Rao, 2012, "Testing For Stationarity With A Break In Panels Where The Time Dimension Is Finite," Bulletin of Economic Research, Wiley Blackwell, volume 64, issue Supplemen, pages 123-148, December, DOI: j.1467-8586.2012.00457.x.
• Ulrike Schneider & Martin Wagner, 2012, "Catching Growth Determinants with the Adaptive Lasso," German Economic Review, Verein für Socialpolitik, volume 13, issue 1, pages 71-85, February.
• Antonello D’ Agostino & Domenico Giannone, 2012, "Comparing Alternative Predictors Based on Large‐Panel Factor Models," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 74, issue 2, pages 306-326, April, DOI: j.1468-0084.2011.00642.x.
• Neville Zivanayi Mandimika & Zivanemoyo Chinzara, 2012, "Risk–Return Trade-Off And Behaviour Of Volatility On The South African Stock Market: Evidence From Both Aggregate And Disaggregate Data," South African Journal of Economics, Economic Society of South Africa, volume 80, issue 3, pages 345-366, September, DOI: j.1813-6982.2012.01328.x.
• STEFAN Raluca-Mariana & SERBAN Mariuta, 2012, "Neural Network Principles To Classify Economic Data," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, volume 63, issue 4-5, pages 223-233.
• Julio Humérez Quiroz, 2012, "Combinación de pronósticos.Una aplicación a la inflación de Bolivia," Revista de Análisis del BCB, Banco Central de Bolivia, volume 16, issue 1, pages 59-93, June.
• Francesco Furlanetto & Nicolas Groshenny, 2012, "Matching efficiency and business cycle fluctuations," Working Paper, Norges Bank, number 2012/07, Apr.
• Q. Farook Akram, 2012, "Macro effects of capital requirements and macroprudential policy," Working Paper, Norges Bank, number 2012/21, Dec.
• A. Gabrielsen & P. Zagaglia & A. Kirchner & Z. Liu, 2012, "Forecasting Value-at-Risk with Time-Varying Variance, Skewnessn and Kurtosis in an Exponential Weighted Moving Average Framework," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number wp831, Jun.
• Schneider Ulrike & Wagner Martin, 2012, "Catching Growth Determinants with the Adaptive Lasso," German Economic Review, De Gruyter, volume 13, issue 1, pages 71-85, February, DOI: 10.1111/j.1468-0475.2011.00541.x.
• Douglas Gomes dos Santos & Flávio Augusto Ziegelmann, 2012, "Volatility Estimation and Forecasting During Crisis Periods: A Study Comparing GARCH Models with Semiparametric Additive Models," Brazilian Review of Finance, Brazilian Society of Finance, volume 10, issue 1, pages 49-70.
• Jean-Bernard Chatelain & Kirsten Ralf, 2012, "Les liaisons fallacieuses : quasi-colinéarité et « suppresseur classique », aide au développement et croissance," Revue économique, Presses de Sciences-Po, volume 63, issue 3, pages 557-567.
• Christophe Boucher & Benjamin Hamidi & Patrick Kouontchou & Bertrand Maillet, 2012, "Une évaluation économique du risque de modèle pour les investisseurs de long terme," Revue économique, Presses de Sciences-Po, volume 63, issue 3, pages 591-600.
• Philip Hans Franses & Michael McAleer & Rianne Legerstee, 2012, "Evaluating Macroeconomic Forecasts: A Concise Review of Some Recent Developments," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 12/12, Jun.
• Oscar Jorda & Moritz Schularick & Alan Taylor, 2012, "When Credit Bites Back: Leverage, Business Cycles and Crises," Working Papers, University of California, Davis, Department of Economics, number 172, Oct.
• Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick, 2012, "What causes banking crises? An empirical investigation," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2012/14, Jun, revised Apr 2013.
• Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael, 2012, "Testing DSGE models by Indirect inference and other methods: some Monte Carlo experiments," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2012/15, Jun.
• Meenagh, David & Minford, Patrick & Wickens, Michael, 2012, "Testing macroeconomic models by indirect inference on unfiltered data," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2012/17, Jul.
• Liu, Chunping & Minford, Patrick, 2012, "How important is the credit channel? An empirical study of the US banking crisis," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2012/22, Aug, revised Dec 2013.
• Giacomini, Raffaella & Komunjer, Ivana, 2002, "Evaluation and Combination of Conditional Quantile Forecasts," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt4n99t4wz, Jun.
• Giacomini, Raffaella, 2002, "Comparing Density Forecasts via Weighted Likelihood Ratio Tests: Asymptotic and Bootstrap Methods," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt59s2g5j5, Jun.
• Giacomini, Raffaella & White, Halbert, 2003, "Tests of Conditional Predictive Ability," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt5jk0j5jh, Jun.
• Giovanni Cerulli & Bianca Potì, 2012, "Evaluating the robustness of the effect of public subsidies on firms’ R&D: an application to Italy," Journal of Applied Economics, Universidad del CEMA, volume 15, pages 287-320, November.
• Gebhard Flaig, 2012, "Why We Should Use High Values for the Smoothing Parameter of the Hodrick-Prescott Filter," CESifo Working Paper Series, CESifo, number 3816.
• Robert Lehmann & Klaus Wohlrabe, 2012, "Forecasting GDP at the Regional Level with Many Predictors," CESifo Working Paper Series, CESifo, number 3956.
• Sasa Zikovic & Randall Filer, 2012, "Ranking of VaR and ES Models: Performance in Developed and Emerging Markets," CESifo Working Paper Series, CESifo, number 3980.
• Massimiliano Caporin & Michael McAleer, 2010, "Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-217, May.
• Massimiliano Caporin & Michael McAleer, 2010, "Ranking Multivariate GARCH Models by Problem Dimension," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-219, May.
• Igor Kheifets & Carlos Velasco, 2012, "Model Adequacy Checks for Discrete Choice Dynamic Models," Working Papers, Center for Economic and Financial Research (CEFIR), number w0170, Feb.
• Carlos Medel, 2012, "How Informative are In–Sample Information Criteria to Forecasting? The Case of Chilean GDP," Working Papers Central Bank of Chile, Central Bank of Chile, number 657, Jan.
• Carlos Medel, 2012, "¿Akaike o Schwarz? ¿Cuál elegir para Predecir el PIB Chileno?," Working Papers Central Bank of Chile, Central Bank of Chile, number 658, Jan.
• Carlos A. Medel & Sergio C. Salgado, 2012, "Does BIC Estimate and Forecast Better Than AIC?," Working Papers Central Bank of Chile, Central Bank of Chile, number 679, Nov.
• Jeroen Rombouts & Lars Stentoft & Francesco Violente, 2012, "The Value of Multivariate Model Sophistication: An Application to pricing Dow Jones Industrial Average Options," CIRANO Working Papers, CIRANO, number 2012s-05, Feb.
• Michael B. Devereux & Viktoria Hnatkovska, 2012, "The extensive margin, sectoral shares, and international business cycles," Canadian Journal of Economics, Canadian Economics Association, volume 45, issue 2, pages 509-534, May, DOI: 10.1111/j.1540-5982.2012.01707.x.
• Wolfgang Polasek, 2012, "MCMC Estimation of Extended Hodrick-Prescott (HP) Filtering Models," DANUBE: Law and Economics Review, European Association Comenius - EACO, issue 1, pages 25-52, March.
• Tito Yepes & Alejandro Vivas & Isabella Mu�oz & Alejandro Becerra & Felipe Castro & Juan Carlos Junca & Arturo Qui�ones, 2012, "Evaluación del marco regulatorio expedido por la Comisión de Regulación de Comunicaciones entre 2009 y 2011. Informe Final," Informes de Investigación, Fedesarrollo, number 12984, Dec.
• Elkin Argemiro Castano Velez & Jorge Sierra Almanza, 2012, "Sobre la existencia de una raíz unitaria en la serie de tiempo mensual del precio de la electricidad en Colombia," Revista Lecturas de Economía, Universidad de Antioquia, CIE.
• Fredy Ocaris Pérez Ramírez & Armando Len�n T�mara Ay�s, 2012, "Análisis discriminante como seleccionador de variables incluyentes en el cálculo de la probabilidad de incumplimiento," Revista Ciencias Estratégicas, Universidad Pontificia Bolivariana.
• ROMBOUTS, Jeroen V. K. & STENTOFT, Lars & VIOLANTE, Francesco, 2012, "The value of multivariate model sophistication: an application to pricing Dow Jones Industrial Average options," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2012003, Feb.
• Giannone, Domenico & Lenza, Michele & Primiceri, Giorgio, 2012, "Prior Selection for Vector Autoregressions," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8755, Jan.
• Dolado, Juan J & Ortigueira, Salvador & Stucchi, Rodolfo, 2012, "Does dual employment protection affect TFP? Evidence from Spanish manufacturing firms," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8763, Jan.
• Muellbauer, John & Aron, Janine, 2012, "Wealth, Credit Conditions and Consumption: Evidence from South Africa," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8800, Feb.
• Crawford, Gregory, 2012, "Endogenous Product Choice: A Progress Report," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8862, Feb.
• Minford, Patrick & Wickens, Michael R. & Meenagh, David & Le, Vo Phuong Mai, 2012, "Testing DSGE models by Indirect inference and other methods: some Monte Carlo experiments," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9056, Jul.
• Minford, Patrick & Meenagh, David & Le, Vo Phuong Mai, 2012, "What causes banking crises? An empirical investigation," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9057, Jul.
• Minford, Patrick & Wickens, Michael R. & Meenagh, David, 2012, "Testing macroeconomic models by indirect inference on unfiltered data," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9058, Jul.
• Minford, Patrick & Liu, Chunping, 2012, "How important is the credit channel? An empirical study of the US banking crisis," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9142, Sep.
• Jeong, Kiho & Härdle, Wolfgang K. & Song, Song, 2012, "A Consistent Nonparametric Test For Causality In Quantile," Econometric Theory, Cambridge University Press, volume 28, issue 4, pages 861-887, August.
• Engsted, Tom & Pedersen, Thomas Q. & Tanggaard, Carsten, 2012, "The Log-Linear Return Approximation, Bubbles, and Predictability," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 47, issue 3, pages 643-665, June.
• Bekaert, Geert & Hodrick, Robert J. & Zhang, Xiaoyan, 2012, "Aggregate Idiosyncratic Volatility," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 47, issue 6, pages 1155-1185, December.
• Etner, François (ed.), 2012, "Comment justifier la multibancarité au sein des PME ?," Economics Thesis from University Paris Dauphine, Paris Dauphine University, number 123456789/10919.
• Katja Landau & Stephan Klasen & Walter Zucchini, 2012, "Measuring Vulnerability to Poverty Using Long-Term Panel Data," SOEPpapers on Multidisciplinary Panel Data Research, DIW Berlin, The German Socio-Economic Panel (SOEP), number 481.
• Olivier Bargain & Kristian Orsini & Andreas Peichl, 2012, "Comparing Labor Supply Elasticities in Europe and the US: New Results," SOEPpapers on Multidisciplinary Panel Data Research, DIW Berlin, The German Socio-Economic Panel (SOEP), number 525.
• A. Ronald Gallant & Han Hong & Ahmed Khwaja, 2012, "Bayesian Estimation of a Dynamic Game with Endogenous, Partially Observed, Serially Correlated State," Working Papers, Duke University, Department of Economics, number 12-01.
• Issa ALI & Reetu VERMA, 2012, "Economic Development and Structural Breaks: An Application of the Lee and Strazicich(2003) Lagrange Multiplier Test to the Libyan Economy, 1970-2007," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 12, issue 1.
• Domenico Giannone & Michèle Lenza & Giorgio E. Primiceri, 2012, "Prior Selection for Vector Autoregressions," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2012-002, Jan.
• Giannone, Domenico & Lenza, Michele & Primiceri, Giorgio E., 2012, "Prior selection for vector autoregressions," Working Paper Series, European Central Bank, number 1494, Nov.
• Orazio Attanasio & Erich Battistin & Alice Mesnard, 2012, "Food and Cash Transfers: Evidence from Colombia," Economic Journal, Royal Economic Society, volume 122, issue 559, pages 92-124, March, DOI: j.1468-0297.2011.02473.x.
• Paul Levine & Joseph Pearlman & George Perendia & Bo Yang, 2012, "Endogenous Persistence in an estimated DSGE Model Under Imperfect Information," Economic Journal, Royal Economic Society, volume 122, issue 565, pages 1287-1312, December, DOI: j.1468-0297.2012.02524.x.
• Viktor Todorov & George Tauchen, 2012, "The Realized Laplace Transform of Volatility," Econometrica, Econometric Society, volume 80, issue 3, pages 1105-1127, May, DOI: ECTA9133.
• Pierre‐Philippe Combes & Gilles Duranton & Laurent Gobillon & Diego Puga & Sébastien Roux, 2012, "The Productivity Advantages of Large Cities: Distinguishing Agglomeration From Firm Selection," Econometrica, Econometric Society, volume 80, issue 6, pages 2543-2594, November, DOI: ECTA8442.
• Mitra, Kaushik & Evans, George W. & Honkapohja, Seppo, 2012, "Baysian Model Averaging, Learning and Model Selection," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2012-11.
• Koop, Gary & Korobilis, Dimitris, 2012, "Large Time-Varying Parameter VARs," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2012-14.
• Korobilis, Dimitris, 2012, "Bayesian forecasting with highly correlated predictors," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2012-80.
• You, Kefei & Sarantis, Nicholas, 2012, "Structural breaks and the equilibrium real effective exchange rate of China: A NATREX approach," China Economic Review, Elsevier, volume 23, issue 4, pages 1146-1163, DOI: 10.1016/j.chieco.2012.08.002.
• Fossati, Sebastian, 2012, "Covariate unit root tests with good size and power," Computational Statistics & Data Analysis, Elsevier, volume 56, issue 11, pages 3070-3079, DOI: 10.1016/j.csda.2011.05.019.
• Ardia, David & Baştürk, Nalan & Hoogerheide, Lennart & van Dijk, Herman K., 2012, "A comparative study of Monte Carlo methods for efficient evaluation of marginal likelihood," Computational Statistics & Data Analysis, Elsevier, volume 56, issue 11, pages 3398-3414, DOI: 10.1016/j.csda.2010.09.001.
• Packalen, Mikko & Wirjanto, Tony S., 2012, "Inference about clustering and parametric assumptions in covariance matrix estimation," Computational Statistics & Data Analysis, Elsevier, volume 56, issue 1, pages 1-14, January.
• Karaivanov, Alexander, 2012, "Financial constraints and occupational choice in Thai villages," Journal of Development Economics, Elsevier, volume 97, issue 2, pages 201-220, DOI: 10.1016/j.jdeveco.2011.05.002.
• Rondina, Francesca, 2012, "The role of model uncertainty and learning in the US postwar policy response to oil prices," Journal of Economic Dynamics and Control, Elsevier, volume 36, issue 7, pages 1009-1041, DOI: 10.1016/j.jedc.2012.01.013.
• Heilemann, Ullrich & Findeis, Hagen, 2012, "Empirical determination of aggregate demand and supply curves: The example of the RWI Business Cycle Model," Economic Modelling, Elsevier, volume 29, issue 2, pages 158-165, DOI: 10.1016/j.econmod.2011.09.003.
• Argov, Eyal, 2012, "The choice of a foreign price measure in a Bayesian estimated new-Keynesian model for Israel," Economic Modelling, Elsevier, volume 29, issue 2, pages 408-420, DOI: 10.1016/j.econmod.2011.11.011.
• Buck, Andrew J. & Lady, George M., 2012, "Structural sign patterns and reduced form restrictions," Economic Modelling, Elsevier, volume 29, issue 2, pages 462-470, DOI: 10.1016/j.econmod.2011.12.003.
• Gupta, Rangan & Modise, Mampho P., 2012, "South African stock return predictability in the context data mining: The role of financial variables and international stock returns," Economic Modelling, Elsevier, volume 29, issue 3, pages 908-916, DOI: 10.1016/j.econmod.2011.12.013.
• Ourir, Awatef & Snoussi, Wafa, 2012, "Markets liquidity risk under extremal dependence: Analysis with VaRs methods," Economic Modelling, Elsevier, volume 29, issue 5, pages 1830-1836, DOI: 10.1016/j.econmod.2012.05.036.
• Brunhes-Lesage, Véronique & Darné, Olivier, 2012, "Nowcasting the French index of industrial production: A comparison from bridge and factor models," Economic Modelling, Elsevier, volume 29, issue 6, pages 2174-2182, DOI: 10.1016/j.econmod.2012.04.011.
• Becker, Ralf & Osborn, Denise R. & Yildirim, Dilem, 2012, "A threshold cointegration analysis of interest rate pass-through to UK mortgage rates," Economic Modelling, Elsevier, volume 29, issue 6, pages 2504-2513, DOI: 10.1016/j.econmod.2012.08.004.
• Halkos, George E. & Jones, Nikoleta, 2012, "Modeling the effect of social factors on improving biodiversity protection," Ecological Economics, Elsevier, volume 78, issue C, pages 90-99, DOI: 10.1016/j.ecolecon.2012.04.003.
• Caraiani, Petre, 2012, "Nonlinear dynamics in CEE stock markets indices," Economics Letters, Elsevier, volume 114, issue 3, pages 329-331, DOI: 10.1016/j.econlet.2011.11.010.
• Zhang, Lingxiang, 2012, "Test for linearity against STAR models with deterministic trends," Economics Letters, Elsevier, volume 115, issue 1, pages 16-19, DOI: 10.1016/j.econlet.2011.11.018.
• Hartmann, Matthias & Herwartz, Helmut, 2012, "Causal relations between inflation and inflation uncertainty—Cross sectional evidence in favour of the Friedman–Ball hypothesis," Economics Letters, Elsevier, volume 115, issue 2, pages 144-147, DOI: 10.1016/j.econlet.2011.12.036.
• Parente, Paulo M.D.C. & Santos Silva, J.M.C., 2012, "A cautionary note on tests of overidentifying restrictions," Economics Letters, Elsevier, volume 115, issue 2, pages 314-317, DOI: 10.1016/j.econlet.2011.12.047.
• Kvedaras, Virmantas & Zemlys, Vaidotas, 2012, "Testing the functional constraints on parameters in regressions with variables of different frequency," Economics Letters, Elsevier, volume 116, issue 2, pages 250-254, DOI: 10.1016/j.econlet.2012.03.009.
• Pesaran, M. Hashem, 2012, "On the interpretation of panel unit root tests," Economics Letters, Elsevier, volume 116, issue 3, pages 545-546, DOI: 10.1016/j.econlet.2012.04.049.
• Karamé, F., 2012, "An algorithm for generalized impulse-response functions in Markov-switching structural VAR," Economics Letters, Elsevier, volume 117, issue 1, pages 230-234, DOI: 10.1016/j.econlet.2012.04.089.
• Taylor, Nicholas, 2012, "Testing forecasting model versatility," Economics Letters, Elsevier, volume 117, issue 3, pages 803-806, DOI: 10.1016/j.econlet.2012.08.044.
• Moul, Charles C., 2012, "A new test for monopoly with limited cost data," Economics Letters, Elsevier, volume 117, issue 3, pages 891-894, DOI: 10.1016/j.econlet.2012.07.007.
• Hagemann, Andreas, 2012, "A simple test for regression specification with non-nested alternatives," Journal of Econometrics, Elsevier, volume 166, issue 2, pages 247-254, DOI: 10.1016/j.jeconom.2011.09.037.
• Hong, Han & Preston, Bruce, 2012, "Bayesian averaging, prediction and nonnested model selection," Journal of Econometrics, Elsevier, volume 167, issue 2, pages 358-369, DOI: 10.1016/j.jeconom.2011.09.021.
• Mariano, Roberto S. & Preve, Daniel, 2012, "Statistical tests for multiple forecast comparison," Journal of Econometrics, Elsevier, volume 169, issue 1, pages 123-130, DOI: 10.1016/j.jeconom.2012.01.014.
• Hnatkovska, Viktoria & Marmer, Vadim & Tang, Yao, 2012, "Comparison of misspecified calibrated models: The minimum distance approach," Journal of Econometrics, Elsevier, volume 169, issue 1, pages 131-138, DOI: 10.1016/j.jeconom.2012.01.007.
• Castle, Jennifer L. & Doornik, Jurgen A. & Hendry, David F., 2012, "Model selection when there are multiple breaks," Journal of Econometrics, Elsevier, volume 169, issue 2, pages 239-246, DOI: 10.1016/j.jeconom.2012.01.026.
• Clark, Todd E. & McCracken, Michael W., 2012, "In-sample tests of predictive ability: A new approach," Journal of Econometrics, Elsevier, volume 170, issue 1, pages 1-14, DOI: 10.1016/j.jeconom.2010.09.012.
• Fanelli, Luca, 2012, "Determinacy, indeterminacy and dynamic misspecification in linear rational expectations models," Journal of Econometrics, Elsevier, volume 170, issue 1, pages 153-163, DOI: 10.1016/j.jeconom.2012.04.002.
• Kim, Don H. & Singleton, Kenneth J., 2012, "Term structure models and the zero bound: An empirical investigation of Japanese yields," Journal of Econometrics, Elsevier, volume 170, issue 1, pages 32-49, DOI: 10.1016/j.jeconom.2011.12.005.
• Hall, Alastair R. & Inoue, Atsushi & Nason, James M. & Rossi, Barbara, 2012, "Information criteria for impulse response function matching estimation of DSGE models," Journal of Econometrics, Elsevier, volume 170, issue 2, pages 499-518, DOI: 10.1016/j.jeconom.2012.05.019.
• Marmer, Vadim & Otsu, Taisuke, 2012, "Optimal comparison of misspecified moment restriction models under a chosen measure of fit," Journal of Econometrics, Elsevier, volume 170, issue 2, pages 538-550, DOI: 10.1016/j.jeconom.2012.05.021.
• Waggoner, Daniel F. & Zha, Tao, 2012, "Confronting model misspecification in macroeconomics," Journal of Econometrics, Elsevier, volume 171, issue 2, pages 167-184, DOI: 10.1016/j.jeconom.2012.06.013.
• Chen, Yi-Ting, 2012, "A simple approach to standardized-residuals-based higher-moment tests," Journal of Empirical Finance, Elsevier, volume 19, issue 4, pages 427-453, DOI: 10.1016/j.jempfin.2012.04.006.
• Benavides, Guillermo & Capistrán, Carlos, 2012, "Forecasting exchange rate volatility: The superior performance of conditional combinations of time series and option implied forecasts," Journal of Empirical Finance, Elsevier, volume 19, issue 5, pages 627-639, DOI: 10.1016/j.jempfin.2012.07.001.
• Wu, Chih-Chiang & Chung, Huimin & Chang, Yu-Hsien, 2012, "The economic value of co-movement between oil price and exchange rate using copula-based GARCH models," Energy Economics, Elsevier, volume 34, issue 1, pages 270-282, DOI: 10.1016/j.eneco.2011.07.007.
• Hou, Aijun & Suardi, Sandy, 2012, "A nonparametric GARCH model of crude oil price return volatility," Energy Economics, Elsevier, volume 34, issue 2, pages 618-626, DOI: 10.1016/j.eneco.2011.08.004.
• Sueyoshi, Toshiyuki & Goto, Mika, 2012, "Efficiency-based rank assessment for electric power industry: A combined use of Data Envelopment Analysis (DEA) and DEA-Discriminant Analysis (DA)," Energy Economics, Elsevier, volume 34, issue 3, pages 634-644, DOI: 10.1016/j.eneco.2011.04.001.
• Nomikos, Nikos & Andriosopoulos, Kostas, 2012, "Modelling energy spot prices: Empirical evidence from NYMEX," Energy Economics, Elsevier, volume 34, issue 4, pages 1153-1169, DOI: 10.1016/j.eneco.2011.10.001.
• Haugom, Erik & Ullrich, Carl J., 2012, "Forecasting spot price volatility using the short-term forward curve," Energy Economics, Elsevier, volume 34, issue 6, pages 1826-1833, DOI: 10.1016/j.eneco.2012.07.017.
• Wang, Yudong & Wu, Chongfeng, 2012, "Forecasting energy market volatility using GARCH models: Can multivariate models beat univariate models?," Energy Economics, Elsevier, volume 34, issue 6, pages 2167-2181, DOI: 10.1016/j.eneco.2012.03.010.
• Pineda, S. & Conejo, A.J., 2012, "Managing the financial risks of electricity producers using options," Energy Economics, Elsevier, volume 34, issue 6, pages 2216-2227, DOI: 10.1016/j.eneco.2012.03.016.
• Hjalmarsson, Erik, 2012, "Some curious power properties of long-horizon tests," Finance Research Letters, Elsevier, volume 9, issue 2, pages 81-91, DOI: 10.1016/j.frl.2011.10.001.
• Crawford, Gregory S., 2012, "Endogenous product choice: A progress report," International Journal of Industrial Organization, Elsevier, volume 30, issue 3, pages 315-320, DOI: 10.1016/j.ijindorg.2011.12.006.
• O’Hare, Colin & Li, Youwei, 2012, "Explaining young mortality," Insurance: Mathematics and Economics, Elsevier, volume 50, issue 1, pages 12-25, DOI: 10.1016/j.insmatheco.2011.09.005.
• Giacometti, Rosella & Bertocchi, Marida & Rachev, Svetlozar T. & Fabozzi, Frank J., 2012, "A comparison of the Lee–Carter model and AR–ARCH model for forecasting mortality rates," Insurance: Mathematics and Economics, Elsevier, volume 50, issue 1, pages 85-93, DOI: 10.1016/j.insmatheco.2011.10.002.
• Griffin, Philip S. & Maller, Ross A. & Schaik, Kees van, 2012, "Asymptotic distributions of the overshoot and undershoots for the Lévy insurance risk process in the Cramér and convolution equivalent cases," Insurance: Mathematics and Economics, Elsevier, volume 51, issue 2, pages 382-392, DOI: 10.1016/j.insmatheco.2012.06.005.
• Bernardi, Mauro & Maruotti, Antonello & Petrella, Lea, 2012, "Skew mixture models for loss distributions: A Bayesian approach," Insurance: Mathematics and Economics, Elsevier, volume 51, issue 3, pages 617-623, DOI: 10.1016/j.insmatheco.2012.08.002.
• You, Kefei & Sarantis, Nicholas, 2012, "A twelve-area model for the equilibrium Chinese Yuan/US dollar nominal exchange rate," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 22, issue 1, pages 151-170, DOI: 10.1016/j.intfin.2011.08.005.
• Naraidoo, Ruthira & Paya, Ivan, 2012, "Forecasting monetary policy rules in South Africa," International Journal of Forecasting, Elsevier, volume 28, issue 2, pages 446-455, DOI: 10.1016/j.ijforecast.2011.04.006.
• Kim, Hyeongwoo & Durmaz, Nazif, 2012, "Bias correction and out-of-sample forecast accuracy," International Journal of Forecasting, Elsevier, volume 28, issue 3, pages 575-586, DOI: 10.1016/j.ijforecast.2012.02.009.
• Yallup, Peter J., 2012, "Models of the yield curve and the curvature of the implied forward rate function," Journal of Banking & Finance, Elsevier, volume 36, issue 1, pages 121-135, DOI: 10.1016/j.jbankfin.2011.06.010.
• Chrétien, Stéphane, 2012, "Bounds on the autocorrelation of admissible stochastic discount factors," Journal of Banking & Finance, Elsevier, volume 36, issue 7, pages 1943-1962, DOI: 10.1016/j.jbankfin.2012.03.002.
• Escanciano, Juan Carlos & Pei, Pei, 2012, "Pitfalls in backtesting Historical Simulation VaR models," Journal of Banking & Finance, Elsevier, volume 36, issue 8, pages 2233-2244, DOI: 10.1016/j.jbankfin.2012.04.004.
• Vashishtha, Ashutosh & Sharma, Anil K., 2012, "Indian financial market regulation: A dialectic model," Journal of Economics and Business, Elsevier, volume 64, issue 1, pages 77-89, DOI: 10.1016/j.jeconbus.2011.05.002.
• Bakshi, Gurdip & Chabi-Yo, Fousseni, 2012, "Variance bounds on the permanent and transitory components of stochastic discount factors," Journal of Financial Economics, Elsevier, volume 105, issue 1, pages 191-208, DOI: 10.1016/j.jfineco.2012.01.003.
• Dardanoni, Valentino & Li Donni, Paolo, 2012, "Incentive and selection effects of Medigap insurance on inpatient care," Journal of Health Economics, Elsevier, volume 31, issue 3, pages 457-470, DOI: 10.1016/j.jhealeco.2012.02.007.
• Caporale, Guglielmo Maria & Matousek, Roman & Stewart, Chris, 2012, "Ratings assignments: Lessons from international banks," Journal of International Money and Finance, Elsevier, volume 31, issue 6, pages 1593-1606, DOI: 10.1016/j.jimonfin.2012.02.018.
• Cohen-Cole, Ethan B. & Durlauf, Steven N. & Rondina, Giacomo, 2012, "Nonlinearities in growth: From evidence to policy," Journal of Macroeconomics, Elsevier, volume 34, issue 1, pages 42-58, DOI: 10.1016/j.jmacro.2011.07.001.
• Eicher, Theo S. & Helfman, Lindy & Lenkoski, Alex, 2012, "Robust FDI determinants: Bayesian Model Averaging in the presence of selection bias," Journal of Macroeconomics, Elsevier, volume 34, issue 3, pages 637-651, DOI: 10.1016/j.jmacro.2012.01.010.
• Féve, Patrick & Jidoud, Ahmat, 2012, "Identifying News Shocks from SVARs," Journal of Macroeconomics, Elsevier, volume 34, issue 4, pages 919-932, DOI: 10.1016/j.jmacro.2012.07.002.
• Jacobs, Jan P.A.M. & Otter, Pieter W. & den Reijer, Ard H.J., 2012, "Information, data dimension and factor structure," Journal of Multivariate Analysis, Elsevier, volume 106, issue C, pages 80-91, DOI: 10.1016/j.jmva.2011.11.003.
• Arghyrou, Michael G. & Gadea, Maria Dolores, 2012, "The single monetary policy and domestic macro-fundamentals: Evidence from Spain," Journal of Policy Modeling, Elsevier, volume 34, issue 1, pages 16-34, DOI: 10.1016/j.jpolmod.2011.09.002.
• Antipa, Pamfili & Barhoumi, Karim & Brunhes-Lesage, Véronique & Darné, Olivier, 2012, "Nowcasting German GDP: A comparison of bridge and factor models," Journal of Policy Modeling, Elsevier, volume 34, issue 6, pages 864-878, DOI: 10.1016/j.jpolmod.2012.01.010.
• Cappelen, Ådne & Raknerud, Arvid & Rybalka, Marina, 2012, "The effects of R&D tax credits on patenting and innovations," Research Policy, Elsevier, volume 41, issue 2, pages 334-345, DOI: 10.1016/j.respol.2011.10.001.
• Kao, Lie-Jane & Wu, Po-Cheng & Lee, Cheng-Few, 2012, "Time-changed GARCH versus the GARJI model for prediction of extreme news events: An empirical study," International Review of Economics & Finance, Elsevier, volume 21, issue 1, pages 115-129, DOI: 10.1016/j.iref.2011.05.001.
• Liu, Hung-Chun & Chiang, Shu-Mei & Cheng, Nick Ying-Pin, 2012, "Forecasting the volatility of S&P depositary receipts using GARCH-type models under intraday range-based and return-based proxy measures," International Review of Economics & Finance, Elsevier, volume 22, issue 1, pages 78-91, DOI: 10.1016/j.iref.2011.08.007.
• Wang, Chou-Wen & Wu, Chin-Wen & Tzang, Shyh-Weir, 2012, "Implementing option pricing models when asset returns follow an autoregressive moving average process," International Review of Economics & Finance, Elsevier, volume 24, issue C, pages 8-25, DOI: 10.1016/j.iref.2011.12.003.
• Rodney W. Strachan & Herman K. van Dijk, 2012, "Evidence on a DSGE Business Cycle model subject to Neutral and Investment-Specific Technology Shocks using Bayesian Model Averaging," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2012-03, Feb.
• Joshua C C Chan & Eric Eisenstat, 2012, "Marginal Likelihood Estimation with the Cross-Entropy Method," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2012-18, May.
• Yin Liao, 2012, "Does Modeling Jumps Help? A Comparison of Realized Volatility Models for Risk Prediction," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2012-26, Jun.
• Valentino Dardanoni & Paolo Li Donni, 2012, "Incentive and Selection Effects of Medigap Insurance on Inpatient Care," EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF), number 1203, revised Feb 2012.