Research classified by Journal of Economic Literature (JEL) codes

1. Forecasting with DSGE Models
2. Forecasting

2011

• Naraidoo, Ruthira & Raputsoane, Leroi, 2011, "Optimal monetary policy reaction function in a model with target zones and asymmetric preferences for South Africa," Economic Modelling, Elsevier, volume 28, issue 1-2, pages 251-258, January.
• Naraidoo, Ruthira & Raputsoane, Leroi, 2011, "Optimal monetary policy reaction function in a model with target zones and asymmetric preferences for South Africa," Economic Modelling, Elsevier, volume 28, issue 1, pages 251-258, DOI: 10.1016/j.econmod.2010.09.005.
• Ryu, Hang Keun, 2011, "Subjective model selection rules versus passive model selection rules," Economic Modelling, Elsevier, volume 28, issue 1, pages 459-472, DOI: 10.1016/j.econmod.2010.08.002.
• Balcilar, Mehmet & Gupta, Rangan & Shah, Zahra B., 2011, "An in-sample and out-of-sample empirical investigation of the nonlinearity in house prices of South Africa," Economic Modelling, Elsevier, volume 28, issue 3, pages 891-899, May.
• Chevallier, Julien, 2011, "Evaluating the carbon-macroeconomy relationship: Evidence from threshold vector error-correction and Markov-switching VAR models," Economic Modelling, Elsevier, volume 28, issue 6, pages 2634-2656, DOI: 10.1016/j.econmod.2011.08.003.
• Lady, George M. & Buck, Andrew J., 2011, "Structural models, information and inherited restrictions," Economic Modelling, Elsevier, volume 28, issue 6, pages 2820-2831, DOI: 10.1016/j.econmod.2011.08.021.
• Bjørnland, Hilde C. & Gerdrup, Karsten & Jore, Anne Sofie & Smith, Christie & Thorsrud, Leif Anders, 2011, "Weights and pools for a Norwegian density combination," The North American Journal of Economics and Finance, Elsevier, volume 22, issue 1, pages 61-76, January.
• Bollerslev, Tim & Gibson, Michael & Zhou, Hao, 2011, "Dynamic estimation of volatility risk premia and investor risk aversion from option-implied and realized volatilities," Journal of Econometrics, Elsevier, volume 160, issue 1, pages 235-245, January.
• Patton, Andrew J., 2011, "Volatility forecast comparison using imperfect volatility proxies," Journal of Econometrics, Elsevier, volume 160, issue 1, pages 246-256, January.
• Diks, Cees & Panchenko, Valentyn & van Dijk, Dick, 2011, "Likelihood-based scoring rules for comparing density forecasts in tails," Journal of Econometrics, Elsevier, volume 163, issue 2, pages 215-230, August.
• Rossi, Barbara & Sekhposyan, Tatevik, 2011, "Understanding models' forecasting performance," Journal of Econometrics, Elsevier, volume 164, issue 1, pages 158-172, September.
• Pesaran, M. Hashem & Pick, Andreas & Timmermann, Allan, 2011, "Variable selection, estimation and inference for multi-period forecasting problems," Journal of Econometrics, Elsevier, volume 164, issue 1, pages 173-187, September.
• Carriero, Andrea & Giacomini, Raffaella, 2011, "How useful are no-arbitrage restrictions for forecasting the term structure of interest rates?," Journal of Econometrics, Elsevier, volume 164, issue 1, pages 21-34, September.
• Todorov, Viktor & Tauchen, George & Grynkiv, Iaryna, 2011, "Realized Laplace transforms for estimation of jump diffusive volatility models," Journal of Econometrics, Elsevier, volume 164, issue 2, pages 367-381, October.
• Müller, Hans-Georg & Sen, Rituparna & Stadtmüller, Ulrich, 2011, "Functional data analysis for volatility," Journal of Econometrics, Elsevier, volume 165, issue 2, pages 233-245, DOI: 10.1016/j.jeconom.2011.08.002.
• Di Vaio, Gianfranco & Enflo, Kerstin, 2011, "Did globalization drive convergence? Identifying cross-country growth regimes in the long run," European Economic Review, Elsevier, volume 55, issue 6, pages 832-844, August.
• Moreno, Manuel & Serrano, Pedro & Stute, Winfried, 2011, "Statistical properties and economic implications of jump-diffusion processes with shot-noise effects," European Journal of Operational Research, Elsevier, volume 214, issue 3, pages 656-664, November.
• Lozano, Martín & Rubio, Gonzalo, 2011, "Evaluating alternative methods for testing asset pricing models with historical data," Journal of Empirical Finance, Elsevier, volume 18, issue 1, pages 136-146, January.
• Conrad, Christian & Karanasos, Menelaos & Zeng, Ning, 2011, "Multivariate fractionally integrated APARCH modeling of stock market volatility: A multi-country study," Journal of Empirical Finance, Elsevier, volume 18, issue 1, pages 147-159, January.
• Serinaldi, Francesco, 2011, "Distributional modeling and short-term forecasting of electricity prices by Generalized Additive Models for Location, Scale and Shape," Energy Economics, Elsevier, volume 33, issue 6, pages 1216-1226, DOI: 10.1016/j.eneco.2011.05.001.
• Fang, Ying & Ren, Yu & Yuan, Yufei, 2011, "Nonparametric estimation and testing of stochastic discount factor," Finance Research Letters, Elsevier, volume 8, issue 4, pages 196-205, DOI: 10.1016/j.frl.2011.04.001.
• Abbasi, Alireza & Altmann, Jörn & Hossain, Liaquat, 2011, "Identifying the effects of co-authorship networks on the performance of scholars: A correlation and regression analysis of performance measures and social network analysis measures," Journal of Informetrics, Elsevier, volume 5, issue 4, pages 594-607, DOI: 10.1016/j.joi.2011.05.007.
• Athanasopoulos, George & Hyndman, Rob J. & Song, Haiyan & Wu, Doris C., 2011, "The tourism forecasting competition," International Journal of Forecasting, Elsevier, volume 27, issue 3, pages 822-844, DOI: 10.1016/j.ijforecast.2010.04.009.
• Kim, Jae H. & Wong, Kevin & Athanasopoulos, George & Liu, Shen, 2011, "Beyond point forecasting: Evaluation of alternative prediction intervals for tourist arrivals," International Journal of Forecasting, Elsevier, volume 27, issue 3, pages 887-901, DOI: 10.1016/j.ijforecast.2010.02.014.
• Blaskowitz, Oliver & Herwartz, Helmut, 2011, "On economic evaluation of directional forecasts," International Journal of Forecasting, Elsevier, volume 27, issue 4, pages 1058-1065, October.
• Athanasopoulos, George & Hyndman, Rob J. & Song, Haiyan & Wu, Doris C., 2011, "The tourism forecasting competition," International Journal of Forecasting, Elsevier, volume 27, issue 3, pages 822-844, July.
• Kim, Jae H. & Wong, Kevin & Athanasopoulos, George & Liu, Shen, 2011, "Beyond point forecasting: Evaluation of alternative prediction intervals for tourist arrivals," International Journal of Forecasting, Elsevier, volume 27, issue 3, pages 887-901, July.
• McLeod, Logan, 2011, "A nonparametric vs. latent class model of general practitioner utilization: Evidence from Canada," Journal of Health Economics, Elsevier, volume 30, issue 6, pages 1261-1279, DOI: 10.1016/j.jhealeco.2011.08.005.
• Kurita, Takamitsu, 2011, "Long-run exclusion and the determination of cointegrating rank: Monte Carlo evidence," Mathematics and Computers in Simulation (MATCOM), Elsevier, volume 81, issue 9, pages 1733-1740, DOI: 10.1016/j.matcom.2011.01.007.
• Bottasso, Anna & Conti, Maurizio & Piacenz, Massimiliano & Vannoni, Davide, 2011, "The appropriateness of the poolability assumption for multiproduct technologies: Evidence from the English water and sewerage utilities," International Journal of Production Economics, Elsevier, volume 130, issue 1, pages 112-117, March.
• Bottasso, Anna & Conti, Maurizio & Piacenza, Massimiliano & Vannoni, Davide, 2011, "Corrigendum to "The appropriateness of the poolability assumption for multiproduct technologies: Evidence from the English water and sewerage utilities" [Int. J. Prod. Econ. 130 (2011) 112-117]," International Journal of Production Economics, Elsevier, volume 131, issue 2, pages 763-763, June.
• Jan P.A.M. Jacobs & Pieter W. Otter & Ard H.J. den Reijer, 2011, "Information, data dimension and factor structure," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2011-15, Jun.
• Ghosh, Anisha & Julliard, Christian & Taylor, Alex, 2011, "What is the Consumption-CAPM missing? An information-theoretic framework for the analysis of asset pricing models," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119061, Oct.
• Duca, John V. & Muellbauer, John & Murphy, Anthony, 2011, "House prices and credit constraints: making sense of the U.S. experience," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 58441, Mar.
• Duca, John V. & Muellbauer, John & Murphy, Anthony, 2011, "Shifting credit standards and the boom and bust in U.S. house prices," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 58533, Mar.
• Boriss Siliverstovs & Sule Akkoyunlu, 2011, "Does the Law of One Price Hold in a High-Inflation Environment? A Tale of Two Cities in Turkey," EcoMod2011, EcoMod, number 3139, Jul.
• Daniel L. Millimet, 2011, "The Elephant in the Corner: A Cautionary Tale about Measurement Error in Treatment Effects Models," Advances in Econometrics, Emerald Group Publishing Limited, "Missing Data Methods: Cross-sectional Methods and Applications", DOI: 10.1108/S0731-9053(2011)000027A004.
• A. Nazif Çatik & Christopher Martin & A. Özlem Onder, 2011, "Relative price variability and the Phillips Curve: evidence from Turkey," Journal of Economic Studies, Emerald Group Publishing Limited, volume 38, issue 5, pages 546-561, September, DOI: 10.1108/01443581111161814.
• Caporin, M. & McAleer, M.J., 2011, "Ranking Multivariate GARCH Models by Problem Dimension: An Empirical Evaluation," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2011-18, May.
• Aysit Tansel & Pinar Yasar, 2011, "Macroeconomic Impact of Remittances on Output Growth: Evidence from Turkey," Working Papers, Economic Research Forum, number 586, Jan, revised 05 Jan 2011.
• Peichl, Andreas & Bargain, Olivier & Orsini, Kristian, 2011, "Labor supply elasticities in Europe and the US," EUROMOD Working Papers, EUROMOD at the Institute for Social and Economic Research, number EM1/11, Jul.
• Matteo Barigozzi & Alessio Moneta, 2011, "The Rank of a System of Engel Curves. How Many Common Factors?," Papers on Economics and Evolution, Philipps University Marburg, Department of Geography, number 2011-01, Jan.
• Parente, Paulo M D C & Santos Silva, Joao M C, 2011, "A cautionary note on tests for overidentifying restrictions," Economics Discussion Papers, University of Essex, Department of Economics, number 3532.
• Stelios Bekiros, 2011, "Exchange Rates and Fundamentals: Co-Movement, Long-Run Relationships and Short-run Dynamics," Economics Working Papers, European University Institute, number ECO2011/21.
• Paulo M.D.C. Parente & Joao M.C. Santos Silva, 2011, "A Cautionary Note on Tests for Overidentifying Restrictions," Discussion Papers, University of Exeter, Department of Economics, number 1111.
• Katerina Arnostova & David Havrlant & Luboš Rùžièka & Peter Tóth, 2011, "Short-Term Forecasting of Czech Quarterly GDP Using Monthly Indicators," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 61, issue 6, pages 566-583, December.
• Milan Rippel & Ivo Jánský, 2011, "Value at Risk forecasting with the ARMA-GARCH family of models in times of increased volatility," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2011/27, Jul, revised Jul 2011.
• Andrea Bastianin & Matteo Manera & Anil Markandya & Elisa Scarpa, 2011, "Oil Price Forecast Evaluation with Flexible Loss Functions," Working Papers, Fondazione Eni Enrico Mattei, number 2011.91, Dec.
• Raúl de Jesús, Edgar Ortiz, 2011, "Risk in Emerging Stock Markets from Brazil and Mexico: Extreme Value Theory and Alternative Value at Risk Models," Frontiers in Finance and Economics, SKEMA Business School, volume 8, issue 2, pages 49-88, October.
• John V. Duca & John N. Muellbauer & Anthony Murphy, 2011, "House prices and credit constraints: making sense of the U.S. experience," Working Papers, Federal Reserve Bank of Dallas, number 1103.
• John V. Duca & John N. Muellbauer & Anthony Murphy, 2011, "Shifting credit standards and the boom and bust in U.S. house prices," Working Papers, Federal Reserve Bank of Dallas, number 1104.
• Michael D. Bauer, 2011, "Restrictions on Risk Prices in Dynamic Term Structure Models," Working Paper Series, Federal Reserve Bank of San Francisco, number 2011-03.
• Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2011, "When credit bites back: leverage, business cycles, and crises," Working Paper Series, Federal Reserve Bank of San Francisco, number 2011-27.
• Tor Jacobson & Jesper Lindé & Kasper Roszbach, 2011, "Firm default and aggregate fluctuations," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1029.
• Alberto Bisin & Andrea Moro & Giorgio Topa, 2011, "The empirical content of models with multiple equilibria in economies with social interactions," Staff Reports, Federal Reserve Bank of New York, number 504.
• Atsushi Inoue & Barbara Rossi, 2011, "Out-of-sample forecast tests robust to the choice of window size," Working Papers, Federal Reserve Bank of Philadelphia, number 11-31.
• Christian T. Brownlees & Fabrizio Cipollini & Giampiero M. Gallo, 2011, "Multiplicative Error Models," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number 2011_03, Feb, revised Apr 2011.
• Anisha Ghosh & Christian Julliard, 2011, "What is the Consumption-CAPM missing? An informative-Theoretic Framework for the Analysis of Asset Pricing Models," FMG Discussion Papers, Financial Markets Group, number dp691, Oct.
• Xiaoshan Chen & Ronald MacDonald, 2011, "Realised and Optimal Monetary Policy Rules in an Estimated Markov-Switching DSGE Model of the United Kingdom," Working Papers, Business School - Economics, University of Glasgow, number 2011_04, Jan.
• Jim Malley & Ulrich Woitek, 2011, "Productivity shocks and aggregate fluctuations in an estimated endogenous growth model with human capital," Working Papers, Business School - Economics, University of Glasgow, number 2011_20, Aug.
• Dierk Herzer, 2011, "Cross-country heterogeneity and the trade-income relationship," Ibero America Institute for Econ. Research (IAI) Discussion Papers, Ibero-America Institute for Economic Research, number 209, Jan.
• Ross McKitrick & Timothy Vogelsang, 2011, "Multivariate trend comparisons between autocorrelated climate series with general trend regressors," Working Papers, University of Guelph, Department of Economics and Finance, number 1109.
• Brice Mayag & Michel Grabisch & Christophe Labreuche, 2011, "A Representation of Preferences by the Choquet Integral with Respect to a 2-Additive Capacity," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00625706, DOI: 10.1007/s11238-010-9198-3.
• Dominique Guegan & Pierre-André Maugis, 2011, "An econometric Study for Vine Copulas," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00645799.
• Donghyun Oh & Almas Heshmati & Hans Lööf, 2011, "Technical Change and Total Factor Productivity Growth for Swedish Manufacturing and Service Industries," Post-Print, HAL, number hal-00693831, May, DOI: 10.1080/00036846.2011.564147.
• M. Ali Choudhary, 2011, "Neural Network Models for Inflation Forecasting: An Appraisal," Post-Print, HAL, number hal-00704670, Jun, DOI: 10.1080/00036846.2011.566190.
• Cees Diks & Valentyn Panchenko & Dick van Dijk, 2011, "Likelihood-based scoring rules for comparing density forecasts in tails," Post-Print, HAL, number hal-00834423, Jun, DOI: 10.1016/j.jeconom.2011.04.001.
• Andrea Carriero & Raffaella Giacomini, 2011, "How useful are no-arbitrage restrictions for forecasting the term structure of interest rates?," Post-Print, HAL, number hal-00844809, Jul, DOI: 10.1016/j.jeconom.2011.02.010.
• Heinen, Florian & Kaufmann, Hendrik & Sibbertsen, Philipp, 2011, "The dynamics of real exchange rates - A reconsideration," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-463, Jan.
• Heinen, Florian & Michael, Stefanie & Sibbertsen, Philipp, 2011, "Two competitive models and their identification problem: The ESTAR and TSTAR model," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-474, May.
• Doppelhofer, Gernot & Weeks, Melvyn, 2011, "Robust Growth Determinants," Discussion Paper Series in Economics, Norwegian School of Economics, Department of Economics, number 3/2011, Feb.
• K. Anundsen, André & S. Jansen, Eilev, 2011, "Self-reinforcing effects between housing prices and credit: Evidence from Norway," Memorandum, Oslo University, Department of Economics, number 13/2011, Apr.
• Guo, Yingwen & Zhou Z.F., Sherry, 2011, "Duration Analysis of Interest Rate Spells : Cross-National Study of Interest Rate Policy," Hitotsubashi Journal of Economics, Hitotsubashi University, volume 52, issue 1, pages 1-11, June, DOI: 10.15057/19214.
• Mahir Binici & Yin-Wong Cheung, 2011, "Exchange Rate Dynamics Under Alternative Optimal Interest Rate Rules," Working Papers, Hong Kong Institute for Monetary Research, number 362011, Dec.
• Toshiaki Watanabe, 2011, "Quantile Forecasts of Financial Returns Using Realized GARCH Models," Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number gd11-195, Jul.
• Nuno Boavida, 2011, "A selecção de indicadores no estudo prospectivo “Forecasting the carbon footprint to road freight transport in 2020” [Indicator selection in the foresight study “Forecasting the carbon footprint to road freight transport in 2020”]," IET Working Papers Series, Universidade Nova de Lisboa, IET/CICS.NOVA-Interdisciplinary Centre on Social Sciences, Faculty of Science and Technology, number 06/2011, Jun.
• Liu, Shuangzhe & Polasek, Wolfgang & Sellner, Richard, 2011, "Sensitivity Analysis of SAR Estimators," Economics Series, Institute for Advanced Studies, number 262, Jan.
• Polasek, Wolfgang, 2011, "The Extended Hodrick-Prescott (HP) Filter for Spatial Regression Smoothing," Economics Series, Institute for Advanced Studies, number 275, Nov.
• Costantini, Mauro & Kunst, Robert M., 2011, "On the Usefulness of the Diebold-Mariano Test in the Selection of Prediction Models," Economics Series, Institute for Advanced Studies, number 276, Nov.
• Polasek, Wolfgang, 2011, "The Hodrick-Prescott (HP) Filter as a Bayesian Regression Model," Economics Series, Institute for Advanced Studies, number 277, Nov.
• Chiara Scotti, 2011, "A Bivariate Model of Federal Reserve and ECB Main Policy Rates," International Journal of Central Banking, International Journal of Central Banking, volume 7, issue 3, pages 37-78, September.
• Alvaro Escribano & Genaro Sucarrat, 2011, "Automated model selection in finance: General-to-speci c modelling of the mean and volatility speci cations," Working Papers, Instituto Madrileño de Estudios Avanzados (IMDEA) Ciencias Sociales, number 2011-09, Jun.
• Álvaro Escribano & Rodolfo Stucchi, 2011, "Catching up in total factor productivity through the business cycle: Evidence from Spanish manufacturing firms," Working Papers, Instituto Madrileño de Estudios Avanzados (IMDEA) Ciencias Sociales, number 2011-10, Jun.
• Masato Ubukata & Toshiaki Watanabe, 2011, "Pricing Nikkei 225 Options Using Realized Volatility," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 11-E-18, Aug.
• Florin-Marius PAVELESCU, 2011, "Some aspects of the translog production function estimation," Romanian Journal of Economics, Institute of National Economy, volume 32, issue 1(41), pages 131-150, June.
• Mihaela BRATU, 2011, "Modeling And Forecasting The Exchange Rate In Romania," Romanian Journal of Economics, Institute of National Economy, volume 33, issue 2(bis)(42, pages 56-72, December.
• Carolin Strobl & Julia Kopf & Achim Zeileis, 2011, "A new method for detecting differential item functioning in the Rasch model," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2011-01, Jan.
• Edgar C. Merkle & Achim Zeileis, 2011, "Generalized Measurement Invariance Tests with Application to Factor Analysis," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2011-09, Apr.
• Thomas Windberger & Achim Zeileis, 2011, "Structural Breaks in Inflation Dynamics within the European Monetary Union," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2011-12, Jun.
• Hannah Frick & Carolin Strobl & Friedrich Leisch & Achim Zeileis, 2011, "Flexible Rasch Mixture Models with Package psychomix," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2011-21, Oct.
• Bettina Grün & Ioannis Kosmidis & Achim Zeileis, 2011, "Extended Beta Regression in R: Shaken, Stirred, Mixed, and Partitioned," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2011-22, Oct.
• Andrés Galvis, 2011, "Potencia Operativa de los Negocios en función de la estructura de inversiones y financiación: caso ecuatoriano," Analítika, Analítika - Revista de Análisis Estadístico/Journal of Statistical Analysis, volume 2, issue 2, pages 55-65, Diciembre.
• Hernández-Mejía, Sergio, 2011, "Capacidad predictiva de los modelos ARCH: una aplicación para los rendimientosdel índice de precios y cotizaciones de la Bolsa Mexicana de Valores," eseconomía, Escuela Superior de Economía, Instituto Politécnico Nacional, volume 0, issue 30, pages 3-19, segundo t.
• Yuksel Akay Unvan & Gamze Ozel, 2011, "Avrupa Birligi'ne Uyelik Surecinde Etkili Faktorlerin Kosullu Lojistik Regresyon Modelleri ile Degerlendirilmesi," Istanbul University Econometrics and Statistics e-Journal, Department of Econometrics, Faculty of Economics, Istanbul University, volume 14, issue 1, pages 62-83, May.
• Arzdar KIRACI, 2011, "Kukla Degiskenlerin T Istatistigi ile Aykiri Gozlemler Tespit Edilemez," Istanbul University Econometrics and Statistics e-Journal, Department of Econometrics, Faculty of Economics, Istanbul University, volume 15, issue 1, pages 1-14, November.
• Entorf, Horst, 2011, "Turning 18: What a Difference Application of Adult Criminal Law Makes," IZA Discussion Papers, IZA Network @ LISER, number 5434, Jan.
• Heshmati, Almas & Haouas, Ilham, 2011, "Economies of Scale in the Tunisian Industries," IZA Discussion Papers, IZA Network @ LISER, number 5737, May.
• Bargain, Olivier B. & Orsini, Kristian & Peichl, Andreas, 2011, "Labor Supply Elasticities in Europe and the US," IZA Discussion Papers, IZA Network @ LISER, number 5820, Jun.
• Gautier, Pieter A. & van Vuuren, Aico, 2011, "A Flexible Test for Present Bias and Time Preferences Using Land-Lease Contracts," IZA Discussion Papers, IZA Network @ LISER, number 5821, Jun.
• Mohammad R. Jahan-Parvar (bio) & Hassan Mohammadi (bio), 2011, "Oil Prices and Real Exchange Rates in Oil-Exporting Countries: A Bounds Testing Approach," Journal of Developing Areas, Tennessee State University, College of Business, volume 45, issue 1, pages 313-322, July-Dece.
• Krämer Walter & Arminger Gerhard, 2011, "“True Believers” or Numerical Terrorism at the Nuclear Power Plant," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 231, issue 5-6, pages 608-620, October, DOI: 10.1515/jbnst-2011-5-604.
• Ricardo Mestre & Peter McAdam, 2011, "Is forecasting with large models informative? Assessing the role of judgement in macroeconomic forecasts," Journal of Forecasting, John Wiley & Sons, Ltd., volume 30, issue 3, pages 303-324, April.
• Arnold Polanski & Evarist Stoja, 2011, "Dynamic density forecasts for multivariate asset returns," Journal of Forecasting, John Wiley & Sons, Ltd., volume 30, issue 6, pages 523-540, September.
• Anatoly Peresetsky & Alexandr Karminsky & Sergei Golovan, 2011, "Probability of default models of Russian banks," Economic Change and Restructuring, Springer, volume 44, issue 4, pages 297-334, November, DOI: 10.1007/s10644-011-9103-2.
• Wei Zhu & Harry Timmermans, 2011, "Modeling pedestrian shopping behavior using principles of bounded rationality: model comparison and validation," Journal of Geographical Systems, Springer, volume 13, issue 2, pages 101-126, June, DOI: 10.1007/s10109-010-0122-8.
• Wei Wang & Christine Amsler & Peter Schmidt, 2011, "Goodness of fit tests in stochastic frontier models," Journal of Productivity Analysis, Springer, volume 35, issue 2, pages 95-118, April, DOI: 10.1007/s11123-010-0188-9.
• Alexander Mihailov & Fabio Rumler & Johann Scharler, 2011, "The Small Open-Economy New Keynesian Phillips Curve: Empirical Evidence and Implied Inflation Dynamics," Open Economies Review, Springer, volume 22, issue 2, pages 317-337, April, DOI: 10.1007/s11079-009-9125-9.
• Yee Loon, 2011, "Model uncertainty, performance persistence and flows," Review of Quantitative Finance and Accounting, Springer, volume 36, issue 2, pages 153-205, February, DOI: 10.1007/s11156-010-0177-0.
• Muliaman Hadad & Maximilian Hall & Karligash Kenjegalieva & Wimboh Santoso & Richard Simper, 2011, "Banking efficiency and stock market performance: an analysis of listed Indonesian banks," Review of Quantitative Finance and Accounting, Springer, volume 37, issue 1, pages 1-20, July, DOI: 10.1007/s11156-010-0192-1.
• José Curto & José Pinto & Ana Morais & Isabel Lourenço, 2011, "The heteroskedasticity-consistent covariance estimator in accounting," Review of Quantitative Finance and Accounting, Springer, volume 37, issue 4, pages 427-449, November, DOI: 10.1007/s11156-010-0212-1.
• Hanas Cader & John Leatherman, 2011, "Small business survival and sample selection bias," Small Business Economics, Springer, volume 37, issue 2, pages 155-165, September, DOI: 10.1007/s11187-009-9240-4.
• Brice Mayag & Michel Grabisch & Christophe Labreuche, 2011, "A representation of preferences by the Choquet integral with respect to a 2-additive capacity," Theory and Decision, Springer, volume 71, issue 3, pages 297-324, September, DOI: 10.1007/s11238-010-9198-3.
• Keiichi Kubota & Hitoshi Takehara, 2011, "Market Efficiency, Role of Earnings Information, and Stock Returns: A Vector Autoregressive Model Approach," The Japanese Accounting Review, Research Institute for Economics & Business Administration, Kobe University, volume 1, pages 17-37, December.
• Philip Hans Franses & Michael McAleer & Rianne Legerstee, 2011, "Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments," KIER Working Papers, Kyoto University, Institute of Economic Research, number 771, Apr.
• Michael McAleer & Massimiliano Caporin, 2011, "Ranking Multivariate GARCH Models by Problem Dimension:An Empirical Evaluation," KIER Working Papers, Kyoto University, Institute of Economic Research, number 778, Jun.
• Masanori Mitsutsune & Takanori Adachi, 2011, "Estimating Noncooperative and Cooperative Models of Bargaining: An Empirical Comparison," KIER Working Papers, Kyoto University, Institute of Economic Research, number 799, Dec.
• Sadek MELHEM & Michel TERRAZA & Mohamed CHIKHI, 2011, "Cyclical Mackey Glass Model for Oil Bull Seasonal," Working Papers, LAMETA, Universtiy of Montpellier, number 11-10, May, revised May 2011.
• Andersson, Henrik & Hammitt, James & Lindberg, Gunnar & Sundström, Kristian, 2011, "Willingness to Pay and Sensitivity to Time Framing: A Theoretical Analysis and an Application on Car Safety," LERNA Working Papers, LERNA, University of Toulouse, number 11.20.354, Oct.
• Julio Lopez-Gallardo & Luis Reyes-Ortiz, 2011, "Effective Demand in the Recent Evolution of the US Economy," Economics Working Paper Archive, Levy Economics Institute, number wp_673, Jun.
• John K. Dagsvik & Weizhen Zhu & Bjørn H. Vatne & Zhiyang Jia, 2011, "Is the Pareto-Lévy Law a Good Representation of Income Distributions?," LIS Working papers, LIS Cross-National Data Center in Luxembourg, number 568, Aug.
• James McDonald & Patrick A. Turley & Jeff Sorensen, 2011, "Skewness and Kurtosis Properties of Income Distribution Models," LIS Working papers, LIS Cross-National Data Center in Luxembourg, number 569, Sep.
• Jean-Thomas Bernard & Michael Gavin & Lynda Khalaf & Marcel Voia, 2011, "The Environmental Kuznets Curve: Tipping Points, Uncertainty and Weak Identification," Cahiers de recherche CREATE, CREATE, number 2011-4.
• Ivan Savin & Peter Winker, 2011, "Heuristic model selection for leading indicators in Russia and Germany," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 201101.
• Cristina Davino, Rosaria Romano, 2011, "Sensitivity Analysis of Composite Indicators through Mixed Model Anova," Working Papers, Macerata University, Department of Studies on Economic Development (DiSSE), number 32-2011, Feb, revised Mar 2011.
• Mübariz Hasanov & Tolga Omay, 2011, "The Relationship Between Inflation, Output Growth, and Their Uncertainties: Evidence from Selected CEE Countries," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 47, issue 0, pages 5-20, July.
• Guillaume Blache, 2011, "Active labour market policies in Denmark: A comparative analysis of post-program effects," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 11071, Nov.
• Md Atikur Rahman Khan & D.S. Poskitt, 2011, "Moment Tests for Window Length Selection in Singular Spectrum Analysis of Short- and Long-Memory Processes," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 22/11, Sep.
• Md Atikur Rahman Khan & D.S. Poskitt, 2011, "Window Length Selection and Signal-Noise Separation and Reconstruction in Singular Spectrum Analysis," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 23/11, Oct.
• Rachael E. Goodhue & Carlo Russo, 2011, "Modeling Processor Market Power and the Incidence of Agricultural Policy: A Nonparametric Approach," NBER Chapters, National Bureau of Economic Research, Inc, "The Intended and Unintended Effects of US Agricultural and Biotechnology Policies".
• Till Stowasser & Florian Heiss & Daniel McFadden & Joachim Winter, 2011, ""Healthy, Wealthy and Wise?" Revisited: An Analysis of the Causal Pathways from Socioeconomic Status to Health," NBER Chapters, National Bureau of Economic Research, Inc, "Investigations in the Economics of Aging".
• Bruce A. Blonigen & Jeremy Piger, 2011, "Determinants of Foreign Direct Investment," NBER Working Papers, National Bureau of Economic Research, Inc, number 16704, Jan.
• Alberto Bisin & Andrea Moro & Giorgio Topa, 2011, "The Empirical Content of Models with Multiple Equilibria in Economies with Social Interactions," NBER Working Papers, National Bureau of Economic Research, Inc, number 17196, Jul.
• Till Stowasser & Florian Heiss & Daniel McFadden & Joachim Winter, 2011, ""Healthy, Wealthy and Wise?" Revisited: An Analysis of the Causal Pathways from Socio-economic Status to Health," NBER Working Papers, National Bureau of Economic Research, Inc, number 17273, Aug.
• Òscar Jordà & Moritz HP. Schularick & Alan M. Taylor, 2011, "When Credit Bites Back: Leverage, Business Cycles, and Crises," NBER Working Papers, National Bureau of Economic Research, Inc, number 17621, Nov.
• Cristina Amado & Timo Teräsvirta, 2011, "Modelling Volatility by Variance Decomposition," NIPE Working Papers, NIPE - Universidade do Minho, number 01/2011.
• Cristina Amado & Timo Teräsvirta, 2011, "Conditional Correlation Models of Autoregressive Conditional Heteroskedasticity with Nonstationary GARCH Equations," NIPE Working Papers, NIPE - Universidade do Minho, number 15/2011.
• Diaa Noureldin & Neil Shephard & Kevin Sheppard, 2011, "Multivariate High-Frequency-Based Volatility (HEAVY) Models," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2011-W01, Feb.
• Chris McDonald & Leif Anders Thorsrud, 2011, "Evaluating density forecasts: model combination strategies versus the RBNZ," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2011/03, Aug.
• Kovacs Ildiko & Karsai Zoltan-Krisztian & Suveg Orsolya & Joita Nicoleta, 2011, "The Relationship Between Macroeconomic Variables And Romanian Corporate Default Rates Between 2002-2008," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 1, pages 206-213, July.
• Jaroslav Borovička & Mark Hendricks & José A. Scheinkman, 2011, "Risk-Price Dynamics," Journal of Financial Econometrics, Oxford University Press, volume 9, issue 1, pages 3-65, Winter.
• Bertrand Candelon & Gilbert Colletaz & Christophe Hurlin & Sessi Tokpavi, 2011, "Backtesting Value-at-Risk: A GMM Duration-Based Test," Journal of Financial Econometrics, Oxford University Press, volume 9, issue 2, pages 314-343, Spring.
• Christian T. Brownlees & Fabrizio Cipollini & Giampiero M. Gallo, 2011, "Intra-daily Volume Modeling and Prediction for Algorithmic Trading," Journal of Financial Econometrics, Oxford University Press, volume 9, issue 3, pages 489-518, Summer.
• Patrick Bolton & Tano Santos & Jose A. Scheinkman, 2011, "Outside and Inside Liquidity," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 126, issue 1, pages 259-321.
• Tim Bollerslev & Natalia Sizova & George Tauchen, 2011, "Volatility in Equilibrium: Asymmetries and Dynamic Dependencies," Review of Finance, European Finance Association, volume 16, issue 1, pages 31-80.
• Vintila Georgeta & Toroapa Maria Georgia, 2011, "Building a Scoring Model for Bankruptcy Risk Prediction on Multiple Discriminant Analysis," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 2283-2288, May.
• Diaa Noureldin & Neil Shephard & Kevin Sheppard, 2011, "Multivariate High-Frequency-Based Volatility (HEAVY) Models," Economics Series Working Papers, University of Oxford, Department of Economics, number 533, Feb.
• Jennifer Castle & David Hendry, 2011, "On Not Evaluating Economic Models by Forecast Outcomes," Economics Series Working Papers, University of Oxford, Department of Economics, number 538, Feb.
• Janine Aron & John Muellbauer, 2011, "Wealth, Credit Conditions and Consumption: Evidence from South Africa," Economics Series Working Papers, University of Oxford, Department of Economics, number 580, Nov.
• Ortega Irizo, Francisco Javier & Gavilán Ruiz, José Manuel, 2011, "Algunas observaciones acerca del uso de software en la estimación del modelo Half-Normal = Some Notes about the Using of Software to Estimate the Half-Normal Model," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 11, issue 1, pages 3-16, June.
• Massimiliano Caporin & Gabriel G. Velo, 2011, "Modeling and forecasting realized range volatility," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0128, Feb.
• Gian Piero Aielli & Massimiliano Caporin, 2011, "Variance Clustering Improved Dynamic Conditional Correlation MGARCH Estimators," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0133, May.
• Gian Piero Aielli, 2011, "Dynamic Conditional Correlation: On properties and estimation," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0142, Nov.
• Òscar Jordà & Moritz Schularick & Alan M Taylor, 2011, "Financial Crises, Credit Booms, and External Imbalances: 140 Years of Lessons," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, volume 59, issue 2, pages 340-378, June.
• András Balatoni & Tamás Mellár, 2011, "Rövid távú elÅ‘rejelzÅ‘ modell Magyarországra," UPFBE Working Paper Series, Faculty of Business and Economics, University Pécs, number 2011/3, Sep.
• Francis J. DiTraglia, 2011, "Using Invalid Instruments on Purpose: Focused Moment Selection and Averaging for GMM," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 14-037, Nov, revised 04 Aug 2014.
• Francis J. DiTraglia, 2011, "Using Invalid Instruments on Purpose: Focused Moment Selection and Averaging for GMM, Second Version," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 14-045, Nov, revised 09 Dec 2014.
• Francis DiTraglia, 2011, "Using Invalid Instruments on Purpose: Focused Moment Selection and Averaging for GMM, Second Version," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 15-027, Nov, revised 10 Aug 2015.
• Ahmed Gulzar, 2011, "A Strategic Framework of Liberalising Trade in Services for Pakistan," The Pakistan Development Review, Pakistan Institute of Development Economics, volume 50, issue 4, pages 733-770.
• Ardia, David & Lennart, Hoogerheide & Nienke, Corré, 2011, "Stock index returns’ density prediction using GARCH models: Frequentist or Bayesian estimation?," MPRA Paper, University Library of Munich, Germany, number 28259, Jan.
• Santos, Edward P. & Mapa, Dennis S. & Glindro, Eloisa T., 2011, "Estimating Inflation-at-Risk (IaR) using Extreme Value Theory (EVT)," MPRA Paper, University Library of Munich, Germany, number 28266, Jan.
• Korobilis, Dimitris, 2011, "Hierarchical shrinkage priors for dynamic regressions with many predictors," MPRA Paper, University Library of Munich, Germany, number 30380, Apr.
• Situngkir, Hokky, 2011, "Pengertian dari dan untuk ketakmengertian: Social Complexity sebagai cara pandang baru dalam memahami fenomena sosial
  [Understanding from and to the inability to understand: Social Complexity as a new perspective to understand social phenomena]," MPRA Paper, University Library of Munich, Germany, number 30871, May.
• Tsyplakov, Alexander, 2011, "Evaluating density forecasts: a comment," MPRA Paper, University Library of Munich, Germany, number 31184, May.
• Miguel, Belmonte & Gary, Koop & Dimitris, Korobilis, 2011, "Hierarchical shrinkage in time-varying parameter models," MPRA Paper, University Library of Munich, Germany, number 31827, Jun.
• Pötscher, Benedikt M. & Schneider, Ulrike, 2011, "Distributional results for thresholding estimators in high-dimensional Gaussian regression models," MPRA Paper, University Library of Munich, Germany, number 31882, Jun.
• Mailu, Stephen & Lukibisi, Barasa & Waithaka, Michael, 2011, "Application of various count models: Sahiwal demand from Naivasha," MPRA Paper, University Library of Munich, Germany, number 32074, May, revised 06 Jul 2011.
• Tommaso, Proietti & Helmut, Luetkepohl, 2011, "Does the Box-Cox transformation help in forecasting macroeconomic time series?," MPRA Paper, University Library of Munich, Germany, number 32294, Jul.
• Janczura, Joanna & Weron, Rafal, 2011, "Goodness-of-fit testing for the marginal distribution of regime-switching models," MPRA Paper, University Library of Munich, Germany, number 32532, Jul.
• Qin, Duo & He, Xinhua, 2011, "Globalisation effect on inflation in the great moderation era: new evidence from G10 countries," MPRA Paper, University Library of Munich, Germany, number 32994, Aug.
• Halkos, George & Jones, Nikoleta, 2011, "Social factors influencing the decision to pay for the protection of biodiversity: A case study in two national parks of Northern Greece," MPRA Paper, University Library of Munich, Germany, number 34581, Nov.
• Jingwa A, Brian, 2011, "Improving biodiversity monitoring by modeling relative abundance from "presence only" data," MPRA Paper, University Library of Munich, Germany, number 35232, Sep.
• Travaglini, Guido, 2011, "Principal Components and Factor Analysis. A Comparative Study," MPRA Paper, University Library of Munich, Germany, number 35486, Oct.
• Bazdresch, Santiago, 2011, "Empirical policy functions as benchmarks for evaluation of dynamic capital structure models," MPRA Paper, University Library of Munich, Germany, number 35509, Apr, revised 01 Nov 2011.
• Mo, Pak Hung, 2011, "Minimum Wage Legislation and Economic Growth: Channels and Effects," MPRA Paper, University Library of Munich, Germany, number 35820, Dec.
• Guzman, Giselle C., 2011, "The case for higher frequency inflation expectations," MPRA Paper, University Library of Munich, Germany, number 36656, Jun.
• Escobari, Diego, 2011, "Testing for Stochastic and Beta-convergence in Latin American Countries," MPRA Paper, University Library of Munich, Germany, number 36741, May.
• Jorge Andres, Perdomo Calvo & Jorge Andres, Perdomo Calvo, 2011, "A methodological proposal to estimate changes of residential property value: case study developed in Bogota," MPRA Paper, University Library of Munich, Germany, number 37180, Mar.
• Herrera Gómez, Marcos & Mur Lacambra, Jesús & Ruiz Marín, Manuel, 2011, "¿Cuál matriz de pesos espaciales?. Un enfoque sobre selección de modelos
  [Which spatial weighting matrix? An approach for model selection]," MPRA Paper, University Library of Munich, Germany, number 37585.
• Peng, Fei & Kang, Lili & Jiang, Jun, 2011, "Selection and institutional shareholder activism in Chinese acquisitions," MPRA Paper, University Library of Munich, Germany, number 38701, Dec.
• Kang, Lili & Peng, Fei, 2011, "A selection analysis on education returns in China," MPRA Paper, University Library of Munich, Germany, number 38704, Apr.
• Sen, S. K. & Mukhopadhyay, I & Gupta, S, 2011, "A Game Theoretic Analysis of a Regional Approach toward the Sustainability of Kolkata-Agartala Transit Route," MPRA Paper, University Library of Munich, Germany, number 39118, Feb.
• Doko Tchatoka, Firmin, 2011, "Testing for partial exogeneity with weak identification," MPRA Paper, University Library of Munich, Germany, number 39504, Apr, revised Mar 2012.
• Sen, S. K. & Mukhopadhyay, I & Gupta, S, 2011, "Optimal pricing policy of continental transit route: a study of Kolkata-Agartala transit route," MPRA Paper, University Library of Munich, Germany, number 41005, Mar, revised 04 Apr 2012.
• Mutu, Simona & Breşfelean, Vasile Paul & Göndör, Mihaela, 2011, "The impact of the financial crisis on the interbank money markets behavior. Evidence from several CEE transition economies," MPRA Paper, University Library of Munich, Germany, number 42102, Dec.
• Jiranyakul, Komain, 2011, "The Link between Output Growth and Output Volatility in Five Crisis-Affected Asian Countries," MPRA Paper, University Library of Munich, Germany, number 46068.
• Rumyantsev, Mikhail I., 2011, "Изоморфизм И Гомоморфизм В Имитационном Моделировании
  [Isomorphism and homomorphism in simulation]," MPRA Paper, University Library of Munich, Germany, number 48633, Nov.
• Mohajan, Haradhan, 2011, "The NNP and Sustainability in Open Economy: Highlights on Recent World Economy and on Open Economy of Bangladesh," MPRA Paper, University Library of Munich, Germany, number 50673, May, revised 17 May 2011.
• Bilgili, Faik, 2011, "City price convergence in Turkey with structural breaks," MPRA Paper, University Library of Munich, Germany, number 54295, Oct.
• Kasai Ndahiriwe & Ruthira Naraidoo, 2011, "The Opportunistic approach to monetary policy and financial markets," Working Papers, University of Pretoria, Department of Economics, number 201103, Feb.
• Rangan Gupta & Mampho P. Modise, 2011, "Macroeconomic Variables and South African Stock Return Predictability," Working Papers, University of Pretoria, Department of Economics, number 201107, Mar.
• Mirriam Chitalu Chama-Chiliba & Rangan Gupta & Nonophile Nkambule & Naomi Tlotlego, 2011, "Forecasting Key Macroeconomic Variables of the South African Economy Using Bayesian Variable Selection," Working Papers, University of Pretoria, Department of Economics, number 201132, Dec.
• Jacek Osiewalski, 2011, "Bayesian Variations on the Frisch and Waugh Theme," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 3, issue 1, pages 39-47, March.
• Paweł Strawiński, 2011, "Dynamic Caliper Matching," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 3, issue 2, pages 97-110, June.
• Luis F. Martins, 2011, "Moment conditions model averaging with an application to a forward-looking monetary policy reaction function," Working Papers, Banco de Portugal, Economics and Research Department, number w201116.
• Paulo M.M. Rodrigues & Nazarii Salish, 2011, "Modeling and Forecasting Interval Time Series with Threshold Models: An Application to S&P500 Index Returns," Working Papers, Banco de Portugal, Economics and Research Department, number w201128.