Research classified by Journal of Economic Literature (JEL) codes

1. Forecasting with DSGE Models
2. Forecasting

2011

• 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.
• Gunnar Bardsen & Stan Hurn & Zoe McHugh, 2011, "Asymmetric unemployment rate dynamics in Australia," NCER Working Paper Series, National Centre for Econometric Research, number 71, Feb.
• Christopher Martin & Costas Milas, 2011, "Financial Crises and Monetary Policy: Evidence from the UK," Working Paper series, Rimini Centre for Economic Analysis, number 14_11, Feb.
• Dimitris Korobilis, 2011, "Hierarchical Shrinkage Priors for Dynamic Regressions with Many Predictors," Working Paper series, Rimini Centre for Economic Analysis, number 21_11, Apr.
• Wolfgang Polasek, 2011, "MCMC Estimation of Extended Hodrick-Prescott (HP) Filtering Models," Working Paper series, Rimini Centre for Economic Analysis, number 25_11, May.
• Miguel A. G. Belmonte & Gary Koop & Dimitris Korobilis, 2011, "Hierarchical Shrinkage in Time-Varying Parameter Models," Working Paper series, Rimini Centre for Economic Analysis, number 35_11, Jul.
• Markus Jochmann & Gary Koop, 2011, "Regime-Switching Cointegration," Working Paper series, Rimini Centre for Economic Analysis, number 40_11, Sep.
• Wolfgang Polasek, 2011, "The Extended Hodrick-Prescott (HP) Filter for Spatial Regression Smoothing," Working Paper series, Rimini Centre for Economic Analysis, number 45_11, Nov.
• Wolfgang Polasek, 2011, "The Hodrick-Prescott (HP) Filter as a Bayesian Regression Model," Working Paper series, Rimini Centre for Economic Analysis, number 46_11, Nov, revised Jan 2012.
• Sebastian Fossati, 2011, "Covariate Unit Root Tests with Good Size and Power," Working Papers, University of Alberta, Department of Economics, number 2011-04, May.
• Ivan Svetunkov, 2011, "New coefficients of econometrics models quality estimation," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 24, issue 4, pages 85-99.
• Turhan Korkmaz & Ahmet Bostanci, 2011, "The Comparison of Volatility Forecasting Models in VaR Calculations and Backtesting according to Basel II: An Application on ISE 100 Index," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 2, issue 3, pages 1-1.
• G.A. Karathanassis & V.I. Sogiakas, 2011, "The EMU Integration Structure and the Spillover Dynamics Towards the IAS Harmonization," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 26, pages 433-462.
• Gonzalo Cadenas Santiago & Alicia Sanchis Arellano, 2011, "Systemic Risk, an Empirical Approach," Journal of Financial Transformation, Capco Institute, volume 32, pages 1-17.
• Michael Jacobs, Jr., 2011, "Empirical Analysis and Trading Strategies for Defaulted Debt Securities with Models for Risk and Investment Management," Journal of Financial Transformation, Capco Institute, volume 32, pages 59-74.
• Kosrow Dehnad, 2011, "Behavioral Finance and Technical Analysis," Journal of Financial Transformation, Capco Institute, volume 32, pages 107-111.
• Acatrinei, Marius Cristian & Caraiani, Petre, 2011, "Modeling and Forecasting the Dynamics in Romanian Stock Market Indices Using Threshold Models," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 42-54, June.
• Corina SERBAN, 2011, "Competition as an Effective Tool in Developing Social Marketing Programs: Driving Behavior Change through Online Activities," Economia. Seria Management, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, volume 14, issue 2, pages 553-562, December.
• Walter Krämer, 2011, "The cult of statistical significance. What economists should and should not do to make their data talk," RatSWD Working Papers, German Data Forum (RatSWD), number 176.
• Jacek Leskow & Justyna Mokrzycka & Krzysztof Krawiec, 2011, "Modeling Stock Market Indexes With Copula Functions," "e-Finanse", University of Information Technology and Management, Institute of Financial Research and Analysis, volume 7, issue 2, pages 1-16, August.
• Firouz Fallahi & Gabriel Rodríguez, 2011, "Persistence of Unemployment in the Canadian Provinces," International Regional Science Review, , volume 34, issue 4, pages 438-458, October, DOI: 10.1177/0160017610383280.
• Ray Barrell & E. Philip Davis & Dilruba Karim & Iana Liadze, 2011, "How Idiosyncratic Are Banking Crises In Oecd Countries?," National Institute Economic Review, National Institute of Economic and Social Research, volume 216, issue 1, pages 53-58, April.
• Alireza Abbasi & Jorn Altmann & Liaquat Hossain, 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," TEMEP Discussion Papers, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), number 201176, Jun, revised Jun 2011.
• An Liu & Henk Folmer & Johan Oud, 2011, "W-based versus latent variables spatial autoregressive models: evidence from Monte Carlo simulations," The Annals of Regional Science, Springer;Western Regional Science Association, volume 47, issue 3, pages 619-639, December, DOI: 10.1007/s00168-010-0398-0.
• Joachim Frohn, 2011, "Glück, Nachhaltigkeit und Ökonometrie – zur Einbeziehung sozialer Aspekte in makroökonometrische Modelle," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, volume 4, issue 4, pages 253-267, January, DOI: 10.1007/s11943-010-0087-6.
• Nicolai Bissantz & Verena Steinorth & Daniel Ziggel, 2011, "Stabilität von Diversifikationseffekten im Markowitz-Modell," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, volume 5, issue 2, pages 145-157, August, DOI: 10.1007/s11943-011-0101-7.
• Matei Demetrescu & Uwe Hassler & Vladimir Kuzin, 2011, "Pitfalls of post-model-selection testing: experimental quantification," Empirical Economics, Springer, volume 40, issue 2, pages 359-372, April, DOI: 10.1007/s00181-009-0334-2.
• Balázs Égert & Evžen Kočenda, 2011, "Time-varying synchronization of European stock markets," Empirical Economics, Springer, volume 40, issue 2, pages 393-407, April, DOI: 10.1007/s00181-010-0341-3.
• Håvard Hungnes, 2011, "A demand system for input factors when there are technological changes in production," Empirical Economics, Springer, volume 40, issue 3, pages 581-600, May, DOI: 10.1007/s00181-010-0346-y.
• John Foster, 2011, "Evolutionary macroeconomics: a research agenda," Journal of Evolutionary Economics, Springer, volume 21, issue 1, pages 5-28, February, DOI: 10.1007/s00191-010-0187-z.

2010

• Chaovanapoonphol, Y. & Lim, C. & McAleer, M.J. & Wiboonpongse, A., 2010, "Time Series Modelling of Tourism Demand from the USA, Japan and Malaysia to Thailand," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2010-18, Mar.
• Franses, Ph.H.B.F. & McAleer, M.J. & Legerstee, R., 2010, "Evaluating Macroeconomic Forecast: A Review of Some Recent Developments," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2010-19, Mar.
• Caporin, M. & McAleer, M.J., 2010, "Ranking multivariate GARCH models by problem dimension," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2010-34, May.
• Caporin, M. & McAleer, M.J., 2010, "Threshold, news impact surfaces and dynamic asymmetric multivariate GARCH," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2010-36, May.
• Caporin, M. & McAleer, M.J., 2010, "Model Selection and Testing of Conditional and Stochastic Volatility Models," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2010-57, Oct.
• Sidika Basci & Asad Zaman & Arzdar Kiraci, 2010, "Variance Estimates and Model Selection," International Econometric Review (IER), Economic Research Association, volume 2, issue 2, pages 57-72, September.
• Jose Antonio Ordaz & Maria del Carmen Melgar & M. Kazim Khan, 2010, "Use and Extension of Count Data Models in the Determination of Relevant Factors for Claims in the Automobile Insurance Sector," European Research Studies Journal, European Research Studies Journal, volume 0, issue 4, pages 119-138.
• Adamopoulos Antonios, 2010, "Credit Market Development and Economic Growth: An Empirical Analysis for Ireland," European Research Studies Journal, European Research Studies Journal, volume 0, issue 4, pages 3-18.
• Marcel Fafchamps & Margherita Comola, 2010, "Testing Unilateral and Bilateral Link Formation," Working Papers, eSocialSciences, number id:2797, Aug.
• Guillaume R. Frechette & John H. Kagel & Massimo Morelli, 2010, "Pork Versus Public Goods: An Experimental Study of Public Good Provision Within a Legislative Bargaining Framework," Economics Working Papers, European University Institute, number ECO2010/37.
• Frédéric Karamé, 2010, "Impulse-Response Functions in Markov-Switching Structural Vector AutoRegressions: a Step Further," Documents de recherche, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne, number 10-03.
• Frédéric Karamé & Alexandra Olmedo, 2010, "Asymmetric Properties of Impulse Response Functions in Markov-Switching Structural Vector AutoRegressions," Documents de recherche, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne, number 10-04.
• Radovan Parrák & Jakub Seidler, 2010, "Mean-Variance & Mean-VaR Portfolio Selection: A Simulation Based Comparison in the Czech Crisis Environment," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2010/27, Nov, revised Nov 2010.
• Emerson Fernandes Marçal & Fernando Barbi, 2010, "“Quo Vadis Real? Estimating the Brazilian Real Exchange Rate Misalignment in Vector Error Correction Model with Structural Change”," Working Papers, Universidade de São Paulo, Faculdade de Economia, Administração e Contabilidade de Ribeirão Preto, number 10-2010.
• Daniel F. Waggoner & Tao Zha, 2010, "Confronting model misspecification in macroeconomics," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2010-18.
• Martin Fukac, 2010, "Impulse response identification in DSGE models," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 10-07.
• Martin Fukac & Adrian R. Pagan, 2010, "Structural macro-econometric modelling in a policy environment," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 10-08.
• Ole Bonnichsen & Jacob Ladenburg, 2010, "Reducing Status Quo Bias in Choice Experiments – An Application of a Protest Reduction Entreaty," IFRO Working Paper, University of Copenhagen, Department of Food and Resource Economics, number 2010/7, Jun.
• Marina Turuntseva & Tatiana Kiblitskaya, 2010, "Qualitative Specifics of Various Approaches to the Estimates of the RF Socio-Economic Indicators," Research Paper Series, Gaidar Institute for Economic Policy, issue 135P.
• William D. Larson, 2010, "Evaluating Alternative Methods of Forecasting House Prices: A Post-Crisis Reassessment," Working Papers, The George Washington University, The Center for Economic Research, number 2010-004, Dec, revised Feb 2011.
• Jean-Bernard Chatelain, 2010, "Can Statistics Do without Artefacts?," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00750495, Dec.
• Dominique Guegan & Pierre-André Maugis, 2010, "New Prospects on Vines," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00348884, Mar.
• Dominique Guegan & Pierre-André Maugis, 2010, "An Econometric Study of Vine Copulas," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00492124, May.
• J. Carlos Escanciano & Carlos Velasco, 2010, "Specification tests of parametric dynamic conditional quantiles," Post-Print, HAL, number hal-00732534, Sep, DOI: 10.1016/j.jeconom.2010.06.003.
• Christian Francq & Jean-Michel Zakoïan, 2010, "Inconsistency of the MLE and inference based on weighted LS for LARCH models," Post-Print, HAL, number hal-00732536, Sep, DOI: 10.1016/j.jeconom.2010.05.003.
• Cees Diks & Valentyn Panchenko & Dick van Dijk, 2010, "Out-of-sample comparison of copula specifications in multivariate density forecasts," Post-Print, HAL, number hal-00732675, Sep, DOI: 10.1016/j.jedc.2010.06.021.
• Céline Poilly, 2010, "Does money matter for the identification of monetary policy shocks: A DSGE perspective," Post-Print, HAL, number hal-00732759, Sep, DOI: 10.1016/j.jedc.2010.05.019.
• Frédéric Karamé, 2010, "Impulse–response functions in Markov-switching structural vector autoregressions: A step further," Post-Print, HAL, number hal-02297082, Mar, DOI: 10.1016/j.econlet.2009.11.009.
• Ivar Ekeland & Alfred Galichon & Marc Henry, 2010, "Optimal transportation and the falsifiability of incompletely specified economic models," Post-Print, HAL, number hal-03417660, DOI: 10.1007/s00199-008-0432-y.
• Christian Francq & Jean-Michel Zakoïan, 2010, "Inconsistency of the MLE and inference based on weighted LS for LARCH models," Post-Print, HAL, number hal-05417866, Nov, DOI: 10.1016/j.jeconom.2010.05.003.
• Mohamed El Hedi Arouri & Duc Khuong Nguyen & Fredj Jawadi, 2010, "What can we tell about monetary policy synchronization and interdependence over the 2007-2009 global financial crisis?," Working Papers, HAL, number hal-00507826, Aug.
• Jean-Bernard Chatelain, 2010, "Can Statistics Do without Artefacts?," Working Papers, HAL, number hal-00750495, Dec.
• Donauer, Stefanie & Heinen, Florian & Sibbertsen, Philipp, 2010, "Identification problems in ESTAR models and a new model," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-444, Mar.
• Heinen, Florian, 2010, "Evaluating a class of nonlinear time series models," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-445, Apr.
• Li, Yushu & Shukur, Ghazi, 2010, "Linear and Non-linear Causality Test in a LSTAR model - wavelet decomposition in a non-linear environment," Working Paper Series in Economics and Institutions of Innovation, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies, number 227, Apr.
• Wegmann , Bertil & Villani, Mattias, 2010, "Bayesian Inference in Structural Second-Price common Value Auctions," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 242, May.
• Hellström, Jörgen & Soultanaeva, Albina, 2010, "The Impact of Stock Market Jumps on Time-Varying Return Correlations: Empirical Evidence from the Baltic Countries," Umeå Economic Studies, Umeå University, Department of Economics, number 816, Dec.
• Gørgens, Tue & Würtz, Allan, 2010, "Testing a Parametric Function Against a Nonparametric Alternative in IV and GMM Settings," CEI Working Paper Series, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University, number 2010-9, Dec.
• Rogoff, Kenneth S. & Chen, Yu-Chin & Rossi, Barbara, 2010, "Can Exchange Rates Forecast Commodity Prices?," Scholarly Articles, Harvard University Department of Economics, number 29412033.
• Drechsler, Jörg, 2010, "Multiple imputation of missing values in the wave 2007 of the IAB Establishment Panel," IAB-Discussion Paper, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], number 201006.
• Polasek, Wolfgang & Sellner, Richard, 2010, "Spatial Chow-Lin Methods for Data Completion in Econometric Flow Models," Economics Series, Institute for Advanced Studies, number 255, Sep.
• Volker Wieland, 2010, "Commentary: Fiscal Stimulus and the Promise of Future Spending Cuts," International Journal of Central Banking, International Journal of Central Banking, volume 6, issue 1, pages 39-50, March.
• Christopher Martin & Costas Milas, 2010, "The Sub-Prime Crisis and UK Monetary Policy," International Journal of Central Banking, International Journal of Central Banking, volume 6, issue 3, pages 119-144, September.
• Florin Marius Pavelescu, 2010, "An Extensive Study on the Disturbances Generated by Collinearity in a Linear Regression Model with Three Explanatory Variables," Romanian Journal of Economics, Institute of National Economy, volume 31, issue 2(40), pages 65-93, December.
• Henrique Monteiro, 2010, "Residential Water Demand in Portugal: checking for efficiency-based justifications for increasing block tariffs," Working Papers Series 1, ISCTE-IUL, Business Research Unit (BRU-IUL), number ercwp0110, Jan.
• Melik KAMISLI & Nuray GIRGINER, 2010, "Islem Bazlý Manipulasyonun Istatistiksel Siniflandýrma Analizleriyle Belirlenmesi," Istanbul University Econometrics and Statistics e-Journal, Department of Econometrics, Faculty of Economics, Istanbul University, volume 11, issue 1, pages 1-30, May.
• Jorge González-Chapela, 2010, "Things that make us different: analysis of variance in the use of time," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2010-18, Apr.
• Millimet, Daniel L., 2010, "The Elephant in the Corner: A Cautionary Tale about Measurement Error in Treatment Effects Models," IZA Discussion Papers, IZA Network @ LISER, number 5140, Aug.
• Clarke, Paul & Crawford, Claire & Steele, Fiona & Vignoles, Anna, 2010, "The Choice Between Fixed and Random Effects Models: Some Considerations for Educational Research," IZA Discussion Papers, IZA Network @ LISER, number 5287, Oct.
• Tansel, Aysit & Ya?ar, P?nar, 2010, "Macroeconomic Impact of Remittances on Output Growth: Evidence from Turkey," IZA Discussion Papers, IZA Network @ LISER, number 5376, Dec.
• Raffaella Giacomini & Barbara Rossi, 2010, "Forecast comparisons in unstable environments," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 25, issue 4, pages 595-620, DOI: 10.1002/jae.1177.
• Òscar Jordà & Massimiliano Marcellino, 2010, "Path forecast evaluation," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 25, issue 4, pages 635-662, DOI: 10.1002/jae.1166.
• Chih Ming Tan, 2010, "No one true path: uncovering the interplay between geography, institutions, and fractionalization in economic development," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 25, issue 7, pages 1100-1127, November/.
• Karim Barhoumi & Olivier Darné & Laurent Ferrara, 2010, "Are disaggregate data useful for factor analysis in forecasting French GDP?," Journal of Forecasting, John Wiley & Sons, Ltd., volume 29, issue 1-2, pages 132-144, DOI: 10.1002/for.1162.
• Ataman Ozyildirim & Brian Schaitkin & Victor Zarnowitz, 2010, "Business cycles in the euro area defined with coincident economic indicators and predicted with leading economic indicators," Journal of Forecasting, John Wiley & Sons, Ltd., volume 29, issue 1-2, pages 6-28, DOI: 10.1002/for.1146.
• Alessio Moneta & Doris Entner & Patrik Hoyer & Alex Coad, 2010, "Causal Inference by Independent Component Analysis with Applications to Micro- and Macroeconomic Data," Jena Economics Research Papers, Friedrich-Schiller-University Jena, number 2010-031, May.
• Anna Conte & Peter G. Moffatt, 2010, "The econometric modeling of social Preferences," Jena Economics Research Papers, Friedrich-Schiller-University Jena, number 2010-042, Jun.
• Katja Ignatieva & Eckhard Platen, 2010, "Modelling Co-movements and Tail Dependency in the International Stock Market via Copulae," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 17, issue 3, pages 261-302, September, DOI: 10.1007/s10690-010-9116-2.
• Theodore Panagiotidis, 2010, "Market efficiency and the Euro: the case of the Athens stock exchange," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 37, issue 3, pages 237-251, July, DOI: 10.1007/s10663-008-9100-5.
• Hung-pin Lai & Cliff Huang, 2010, "Likelihood ratio tests for model selection of stochastic frontier models," Journal of Productivity Analysis, Springer, volume 34, issue 1, pages 3-13, August, DOI: 10.1007/s11123-009-0160-8.
• Vo Le & David Meenagh & Patrick Minford & Michael Wickens, 2010, "Two Orthogonal Continents? Testing a Two-country DSGE Model of the US and the EU Using Indirect Inference," Open Economies Review, Springer, volume 21, issue 1, pages 23-44, February, DOI: 10.1007/s11079-009-9141-9.
• Christian Dreger & Jürgen Wolters, 2010, "M3 money demand and excess liquidity in the euro area," Public Choice, Springer, volume 144, issue 3, pages 459-472, September, DOI: 10.1007/s11127-010-9679-5.
• Chuang-Chang Chang & Jun-Biao Lin, 2010, "The valuation of multivariate contingent claims under transformed trinomial approaches," Review of Quantitative Finance and Accounting, Springer, volume 34, issue 1, pages 23-36, January, DOI: 10.1007/s11156-009-0121-3.
• George Karathanassis & Vasilios Sogiakas, 2010, "Spill over effects of futures contracts initiation on the cash market: a regime shift approach," Review of Quantitative Finance and Accounting, Springer, volume 34, issue 1, pages 95-143, January, DOI: 10.1007/s11156-009-0149-4.
• Dimitris Psychoyios & George Dotsis & Raphael Markellos, 2010, "A jump diffusion model for VIX volatility options and futures," Review of Quantitative Finance and Accounting, Springer, volume 35, issue 3, pages 245-269, October, DOI: 10.1007/s11156-009-0153-8.
• Sang Hoon Kang & Seong-Min Yoon, 2010, "Sudden Changes and Persistence in Volatility of Korean Equity Sector Returns," Korean Economic Review, Korean Economic Association, volume 26, pages 431-451.
• Ala Roller & Ana Berdila & Dorian Nacu, 2010, "Securities Estimation Techniques in Republic of Moldova," Knowledge Horizons - Economics, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, volume 2, issue 2, pages 46-51, June.
• Paul Alagidede & Theodore Panagiotidis & Xu Zhang, 2010, "Why a Diversified Portfolio Should Include African Assets," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 1034, Nov.
• Sule Akkoyunlu & Boriss Siliverstovs, 2010, "Does the Law of One Price Hold in a High-Inflation Environment?," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 10-248, Jan, DOI: 10.3929/ethz-a-005975777.
• Kovács, Erzsébet & Dobos, Imre & Gelei, Andrea, 2010, "Üzleti kapcsolatok modellezése
  [Modelling business relations]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 7, pages 677-699.
• Massimiliano Caporin & Michael McAleer, 2010, "Model Selection and Testing of Conditional and Stochastic Volatility Models," KIER Working Papers, Kyoto University, Institute of Economic Research, number 724, Sep.
• Massimiliano Caporin & Michael McAleer, 2010, "Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH," KIER Working Papers, Kyoto University, Institute of Economic Research, number 741, Nov.
• R Naraidoo & I Paya, 2010, "Forecasting Monetary Policy Rules in South Africa," Working Papers, Lancaster University Management School, Economics Department, number 611194.
• Maximilian J. B. Hall & Karligash Kenjegalieva & Richard Simper, 2010, "Accounting for environmental factors, bias and negative numbers in efficiency estimation: A bootstrapping application to the Hong Kong banking sector," Discussion Paper Series, Department of Economics, Loughborough University, number 2010_03, Feb, revised Feb 2010.
• Muliaman D. Hadad & Maximilian J. B. Hall & Wimboh Santoso & Karligash Kenjegalieva & Richard Simper, 2010, "Productivity Changes and Risk Management in Indonesian Banking: An Application of a New Approach to Constructing Malmquist Indices," Discussion Paper Series, Department of Economics, Loughborough University, number 2010_04, Feb, revised Feb 2010.
• Jorge Andrés Perdomo, 2010, "A Propensity Score Matching and Spatial Hedonic Prices Approach for Estimating Property Value Fluctuations in Bogotá," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 73, pages 49-65.
• Sylvain Caurla & Franck Lecocq & Philippe Delacote & Ahmed Barkaoui, 2010, "The French Forest Sector Model: version 1.0. Presentation and theorical foundations," Working Papers - Cahiers du LEF, Laboratoire d'Economie Forestiere, AgroParisTech-INRA, number 2010-04, Dec.
• Sébastien Laurent & Jeroen V.K. Rombouts & Francesco Violante, 2010, "On the Forecasting Accuracy of Multivariate GARCH Models," Cahiers de recherche, CIRPEE, number 1021.
• Sebastian Ostrowski & Peter Reichling, 2010, "Measures of Predictive Success for Rating Functions," FEMM Working Papers, Otto-von-Guericke University Magdeburg, Faculty of Economics and Management, number 100018, Aug.
• Ralf Becker & Denise R Osborn & Dilem Yildirim, 2010, "A threshold cointegration analysis of interest rate pass-through to UK mortgage rates," Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester, number 141.
• Maria Grydaki & Stilianos Fountas, 2010, "What Explains Output Volatility? Evidence from the G3," Discussion Paper Series, Department of Economics, University of Macedonia, number 2010_09, Jul, revised Jul 2010.
• Maria Grydaki & Stilianos Fountas, 2010, "What Explains Nominal Exchange Rate Volatility? Evidence from the Latin American Countries," Discussion Paper Series, Department of Economics, University of Macedonia, number 2010_10, Jul, revised Jul 2010.
• Aysit Tansel & Pinar Yasar, 2010, "Macroeconomic Impact of Remittances on Output Growth: Evidence from Turkey," ERC Working Papers, ERC - Economic Research Center, Middle East Technical University, number 1002, Jun, revised Jun 2010.
• János Kövesi & Tamás Jónás & Zsuzsanna Eszter Tóth, 2010, "Separating the Measurement and Evaluation of Intellectual Capital Elements with Evaluator Functions," Theory Methodology Practice (TMP), Faculty of Economics, University of Miskolc, volume 6, issue 02, pages 37-47.
• Aysit Tansel & Pinar Yasar, 2010, "Macroeconomic impact of remittances on output growth: Evidence from Turkey," Migration Letters, Migration Letters, volume 7, issue 2, pages 132-143, October.
• Huston, Barry & McGibany, James M & Nourzad, Farrokh, 2010, "Does Money Matter? An Empirical Investigation," Working Papers and Research, Marquette University, Center for Global and Economic Studies and Department of Economics, number 2010-09, Sep.
• Nourzad, Farrokh, 2010, "Assessing the Predictive Power of Labor-Market Indicators of Inflation," Working Papers and Research, Marquette University, Center for Global and Economic Studies and Department of Economics, number 2010-10, Sep.
• Dominique Guegan & Pierre-André Maugis, 2010, "An Econometric Study of Vine Copulas," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 10040, May.
• Yin Liao & Heather M. Anderson & Farshid Vahid, 2010, "Do Jumps Matter? Forecasting Multivariate Realized Volatility allowing for Common Jumps," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 11/10, May.
• Md Atikur Rahman Khan & D.S. Poskitt, 2010, "Description Length Based Signal Detection in singular Spectrum Analysis," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 13/10, May.
• D.S. Poskitt & Arivalzahan Sengarapillai, 2010, "Dual P-Values, Evidential Tension and Balanced Tests," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 15/10, Jun.
• Shu Fan & Rob Hyndman, 2010, "Short-term load forecasting based on a semi-parametric additive model," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 17/10, Aug.
• John DiNardo & David S. Lee, 2010, "Program Evaluation and Research Designs," NBER Working Papers, National Bureau of Economic Research, Inc, number 16016, May.
• Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2010, "Financial Crises, Credit Booms, and External Imbalances: 140 Years of Lessons," NBER Working Papers, National Bureau of Economic Research, Inc, number 16567, Dec.
• Gunnar Bårdsen & Stan Hurn & Zoë McHugh, 2010, "Asymmetric unemployment rate dynamics in Australia," Working Paper Series, Department of Economics, Norwegian University of Science and Technology, number 10810, Jul.
• Nicolas Groshenny, 2010, "Monetary Policy, Inflation and Unemployment," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2010/14, Dec.
• Gabriel Rodríguez, 2010, "Application of Three Non-Linear Econometric Approaches to Identify Business Cycles in Peru," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, volume 2010, issue 2, pages 1-25, DOI: 10.1787/jbcma-2010-5km33sfv0xxn.
• Helmut Elsinger, 2010, "Independence Tests based on Symbolic Dynamics," Working Papers, Oesterreichische Nationalbank (Austrian Central Bank), number 165, Sep.
• Nikolay Robinzonov & Klaus Wohlrabe, 2010, "Freedom of Choice in Macroeconomic Forecasting ," CESifo Economic Studies, CESifo Group, volume 56, issue 2, pages 192-220, June.
• Christian T. Brownlees & Giampiero M. Gallo, 2010, "Comparison of Volatility Measures: a Risk Management Perspective," Journal of Financial Econometrics, Oxford University Press, volume 8, issue 1, pages 29-56, Winter.
• Yi-Ting Chen, 2010, "Generalized Moment Tests for Autoregressive Conditional Duration Models," Journal of Financial Econometrics, Oxford University Press, volume 8, issue 3, pages 345-391, Summer.
• Yu-Chin Chen & Kenneth S. Rogoff & Barbara Rossi, 2010, "Can Exchange Rates Forecast Commodity Prices?," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 125, issue 3, pages 1145-1194.
• Jennifer Castle & David Hendry, 2010, "A Low-Dimension Portmanteau Test for Non-linearity," Economics Series Working Papers, University of Oxford, Department of Economics, number 471, Jan.
• Massimiliano Caporin & Michael McAleer, 2010, "Ranking Multivariate GARCH Models by Problem Dimension," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0124, Dec.
• Gabriel Rodríguez, 2010, "Application of three non-linear econometric approaches to identify business cycles in Peru," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2010-284.
• Firouz Fallahi & Gabriel Rodríguez, 2010, "Persistence of unemployment in the canadian provinces," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2010-286.
• Edward P. Santos & Dennis S. Mapa & Eloisa T. Glindro, 2010, "Estimating inflation-at-risk (IaR) using extreme value theory (EVT)," Philippine Review of Economics, University of the Philippines School of Economics and Philippine Economic Society, volume 47, issue 2, pages 21-40, December.
• Karl-Kuno Kunze & Hans Gerhard Strohe, 2010, "Antipersistence in German stock returns," Statistische Diskussionsbeiträge, Universität Potsdam, Wirtschafts- und Sozialwissenschaftliche Fakultät, number 39, Aug.
• Bušs, Ginters, 2010, "Forecasts with single-equation Markov-switching model: an application to the gross domestic product of Latvia," MPRA Paper, University Library of Munich, Germany, number 20688, Feb.