Research classified by Journal of Economic Literature (JEL) codes

1. Forecasting with DSGE Models
2. Forecasting

2013

• Wieland, Volker & Taylor, John B., 2010, "Surprising comparative properties of monetary models: Results from a new model database," Working Paper Series, European Central Bank, number 1261, Nov.
• Hubrich, Kirstin & González, Andrés & Teräsvirta, Timo, 2011, "Forecasting inflation with gradual regime shifts and exogenous information," Working Paper Series, European Central Bank, number 1363, Jul.
• Nicoletti, Giulio & Passaro, Raffaele, 2012, "Sometimes it helps: the evolving predictive power of spreads on GDP dynamics," Working Paper Series, European Central Bank, number 1447, Jul.
• Warne, Anders & Coenen, Günter & Christoffel, Kai, 2013, "Predictive likelihood comparisons with DSGE and DSGE-VAR models," Working Paper Series, European Central Bank, number 1536, Apr.
• Hubrich, Kirstin & Granziera, Eleonora & Moon, Hyungsik Roger, 2013, "A predictability test for a small number of nested models," Working Paper Series, European Central Bank, number 1580, Aug.
• Jarociński, Marek & Maćkowiak, Bartosz, 2013, "Granger-causal-priority and choice of variables in vector autoregressions," Working Paper Series, European Central Bank, number 1600, Oct.
• Bodenhorn, Howard & Guinnane, Timothy W. & Mroz, Thomas A., 2013, "Problems of Sample-Selection Bias in the Historical Heights Literature: A Theoretical and Econometric Analysis," Working Papers, Yale University, Department of Economics, number 114, May.
• Miguel, Belmonte & Gary, Koop, 2013, "Model Switching and Model Averaging in Time- Varying Parameter Regression Models," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2013-34.
• Gary, Koop, 2013, "Using VARs and TVP-VARs with Many Macroeconomic Variables," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2013-35.
• Afonso, António & Arghyrou, Michael G. & Bagdatoglou, George & Kontonikas, Alexandros, 2013, "On the time-varying relationship between EMU sovereign spreads and their determinants," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2013-47.
• Gary, Koop & Dimitris, Korobilis, 2013, "A New Index of Financial Conditions," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2013-48.
• Kirsanova, Tatiana & Leith, Campbell & Chen, Xiaoshan, 2013, "How Optimal is US Monetary Policy?," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2013-53.
• Boris Blagov, 2013, "Financial crises and time- varying risk premia in a small open economy: a Markov-Switching DSGE model for Estonia," Bank of Estonia Working Papers, Bank of Estonia, number wp2013-8, Dec, revised 09 Dec 2013.
• Hadad, Muliaman D. & Hall, Maximilian J.B. & Santoso, Wimboh & Simper, Richard, 2013, "Economies of scale and a process for identifying hypothetical merger potential in Indonesian commercial banks," Journal of Asian Economics, Elsevier, volume 26, issue C, pages 42-51, DOI: 10.1016/j.asieco.2013.04.006.
• Çakmaklı, Cem & Paap, Richard & van Dijk, Dick, 2013, "Measuring and predicting heterogeneous recessions," Journal of Economic Dynamics and Control, Elsevier, volume 37, issue 11, pages 2195-2216, DOI: 10.1016/j.jedc.2013.06.004.
• Brock, William A. & Durlauf, Steven N. & Rondina, Giacomo, 2013, "Design limits and dynamic policy analysis," Journal of Economic Dynamics and Control, Elsevier, volume 37, issue 12, pages 2710-2728, DOI: 10.1016/j.jedc.2013.07.008.
• Poghosyan, Karen & Boldea, Otilia, 2013, "Structural versus matching estimation: Transmission mechanisms in Armenia," Economic Modelling, Elsevier, volume 30, issue C, pages 136-148, DOI: 10.1016/j.econmod.2012.09.008.
• Li, Yushu, 2013, "Wavelet based outlier correction for power controlled turning point detection in surveillance systems," Economic Modelling, Elsevier, volume 30, issue C, pages 317-321, DOI: 10.1016/j.econmod.2012.08.028.
• Gupta, Rangan & Modise, Mampho P., 2013, "Macroeconomic Variables and South African Stock Return Predictability," Economic Modelling, Elsevier, volume 30, issue C, pages 612-622, DOI: 10.1016/j.econmod.2012.10.015.
• Kato, Takafumi, 2013, "A comparison of spatial error models through Monte Carlo experiments," Economic Modelling, Elsevier, volume 30, issue C, pages 743-753, DOI: 10.1016/j.econmod.2012.10.010.
• Barnett, William A. & Eryilmaz, Unal, 2013, "Hopf bifurcation in the Clarida, Gali, and Gertler model," Economic Modelling, Elsevier, volume 31, issue C, pages 401-404, DOI: 10.1016/j.econmod.2012.11.051.
• Guo, Zhichao & Feng, Yuanhua, 2013, "Modeling of the impact of the financial crisis and China's accession to WTO on China's exports to Germany," Economic Modelling, Elsevier, volume 31, issue C, pages 474-483, DOI: 10.1016/j.econmod.2012.12.015.
• Öğünç, Fethi & Akdoğan, Kurmaş & Başer, Selen & Chadwick, Meltem Gülenay & Ertuğ, Dilara & Hülagü, Timur & Kösem, Sevim & Özmen, Mustafa Utku & Tekatlı, Necati, 2013, "Short-term inflation forecasting models for Turkey and a forecast combination analysis," Economic Modelling, Elsevier, volume 33, issue C, pages 312-325, DOI: 10.1016/j.econmod.2013.04.001.
• Meniago, Christelle & Mukuddem-Petersen, Janine & Petersen, Mark A. & Mongale, Itumeleng P., 2013, "What causes household debt to increase in South Africa?," Economic Modelling, Elsevier, volume 33, issue C, pages 482-492, DOI: 10.1016/j.econmod.2013.04.028.
• Eriṣ, Mehmet N. & Ulaṣan, Bülent, 2013, "Trade openness and economic growth: Bayesian model averaging estimate of cross-country growth regressions," Economic Modelling, Elsevier, volume 33, issue C, pages 867-883, DOI: 10.1016/j.econmod.2013.05.014.
• Melvin, Michael & Prins, John & Shand, Duncan, 2013, "Forecasting Exchange Rates: an Investor Perspective," Handbook of Economic Forecasting, Elsevier, chapter 0, in: G. Elliott & C. Granger & A. Timmermann, "Handbook of Economic Forecasting", DOI: 10.1016/B978-0-444-62731-5.00013-0.
• Sin, Chor-Yiu (CY), 2013, "Using CARRX models to study factors affecting the volatilities of Asian equity markets," The North American Journal of Economics and Finance, Elsevier, volume 26, issue C, pages 552-564, DOI: 10.1016/j.najef.2013.02.021.
• Korobilis, Dimitris, 2013, "Bayesian forecasting with highly correlated predictors," Economics Letters, Elsevier, volume 118, issue 1, pages 148-150, DOI: 10.1016/j.econlet.2012.10.003.
• Zhang, Lingxiang, 2013, "Partial unit root and linear spurious regression: A Monte Carlo simulation study," Economics Letters, Elsevier, volume 118, issue 1, pages 189-191, DOI: 10.1016/j.econlet.2012.10.018.
• Mao, Guangyu, 2013, "Model selection for regression with heteroskedastic and autocorrelated errors," Economics Letters, Elsevier, volume 118, issue 3, pages 497-501, DOI: 10.1016/j.econlet.2012.12.035.
• Louis, Philippe & Van Laere, Elisabeth & Baesens, Bart, 2013, "Understanding and predicting bank rating transitions using optimal survival analysis models," Economics Letters, Elsevier, volume 119, issue 3, pages 280-283, DOI: 10.1016/j.econlet.2013.02.033.
• Atak, Alev & Kapetanios, George, 2013, "A factor approach to realized volatility forecasting in the presence of finite jumps and cross-sectional correlation in pricing errors," Economics Letters, Elsevier, volume 120, issue 2, pages 224-228, DOI: 10.1016/j.econlet.2013.03.051.
• Valadkhani, Abbas & Bollen, Bernard, 2013, "An alternative approach to the modelling of interest rate pass through and asymmetric adjustment," Economics Letters, Elsevier, volume 120, issue 3, pages 491-494, DOI: 10.1016/j.econlet.2013.06.006.
• Chicu, Mark & Masten, Matthew A., 2013, "A specification test for discrete choice models," Economics Letters, Elsevier, volume 121, issue 2, pages 336-339, DOI: 10.1016/j.econlet.2013.08.024.
• Kao, Yi-Cheng & Kuan, Chung-Ming & Chen, Shikuan, 2013, "Testing the predictive power of the term structure without data snooping bias," Economics Letters, Elsevier, volume 121, issue 3, pages 546-549, DOI: 10.1016/j.econlet.2013.10.020.
• Hurn, A.S. & Lindsay, K.A. & McClelland, A.J., 2013, "A quasi-maximum likelihood method for estimating the parameters of multivariate diffusions," Journal of Econometrics, Elsevier, volume 172, issue 1, pages 106-126, DOI: 10.1016/j.jeconom.2012.09.002.
• Laurent, Sébastien & Rombouts, Jeroen V.K. & Violante, Francesco, 2013, "On loss functions and ranking forecasting performances of multivariate volatility models," Journal of Econometrics, Elsevier, volume 173, issue 1, pages 1-10, DOI: 10.1016/j.jeconom.2012.08.004.
• Zhang, Xinyu & Wan, Alan T.K. & Zou, Guohua, 2013, "Model averaging by jackknife criterion in models with dependent data," Journal of Econometrics, Elsevier, volume 174, issue 2, pages 82-94, DOI: 10.1016/j.jeconom.2013.01.004.
• Arbués, Ignacio, 2013, "Determining the MSE-optimal cross section to forecast," Journal of Econometrics, Elsevier, volume 175, issue 2, pages 61-70, DOI: 10.1016/j.jeconom.2012.02.009.
• Inoue, Atsushi & Kilian, Lutz, 2013, "Inference on impulse response functions in structural VAR models," Journal of Econometrics, Elsevier, volume 177, issue 1, pages 1-13, DOI: 10.1016/j.jeconom.2013.02.009.
• Koop, Gary & Korobilis, Dimitris, 2013, "Large time-varying parameter VARs," Journal of Econometrics, Elsevier, volume 177, issue 2, pages 185-198, DOI: 10.1016/j.jeconom.2013.04.007.
• Rossi, Barbara & Sekhposyan, Tatevik, 2013, "Conditional predictive density evaluation in the presence of instabilities," Journal of Econometrics, Elsevier, volume 177, issue 2, pages 199-212, DOI: 10.1016/j.jeconom.2013.04.008.
• Gallegati, Marco & Ramsey, James B., 2013, "Bond vs stock market's Q: Testing for stability across frequencies and over time," Journal of Empirical Finance, Elsevier, volume 24, issue C, pages 138-150, DOI: 10.1016/j.jempfin.2013.10.003.
• Kang, Sang Hoon & Yoon, Seong-Min, 2013, "Modeling and forecasting the volatility of petroleum futures prices," Energy Economics, Elsevier, volume 36, issue C, pages 354-362, DOI: 10.1016/j.eneco.2012.09.010.
• Alexander, Carol & Prokopczuk, Marcel & Sumawong, Anannit, 2013, "The (de)merits of minimum-variance hedging: Application to the crack spread," Energy Economics, Elsevier, volume 36, issue C, pages 698-707, DOI: 10.1016/j.eneco.2012.11.016.
• 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".

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.
• Szymon Wlazlowski & Birger Nilsson & Jane Binner & Monica Giulietti & Nathan Joseph, 2012, "New York Mark‐Ups On Petroleum Products," Manchester School, University of Manchester, volume 80, issue 2, pages 145-171, March, DOI: j.1467-9957.2010.02192.x.
• 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, Centre for Economic Policy Research, 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, Centre for Economic Policy Research, number 8763, Jan.
• Muellbauer, John & Aron, Janine, 2012, "Wealth, Credit Conditions and Consumption: Evidence from South Africa," CEPR Discussion Papers, Centre for Economic Policy Research, number 8800, Feb.
• Crawford, Gregory, 2012, "Endogenous Product Choice: A Progress Report," CEPR Discussion Papers, Centre for Economic Policy Research, 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, Centre for Economic Policy Research, number 9056, Jul.
• Minford, Patrick & Meenagh, David & Le, Vo Phuong Mai, 2012, "What causes banking crises? An empirical investigation," CEPR Discussion Papers, Centre for Economic Policy Research, number 9057, Jul.
• Minford, Patrick & Wickens, Michael R. & Meenagh, David, 2012, "Testing macroeconomic models by indirect inference on unfiltered data," CEPR Discussion Papers, Centre for Economic Policy Research, 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, Centre for Economic Policy Research, 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.