Research classified by Journal of Economic Literature (JEL) codes

1. Forecasting with DSGE Models
2. Forecasting

2011

• 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.
• E. Davis & Dilruba Karim & Iana Liadze, 2011, "Should multivariate early warning systems for banking crises pool across regions?," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 147, issue 4, pages 693-716, November, DOI: 10.1007/s10290-011-0102-1.

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.
• 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.
• 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.
• Freire González, Paulo Alejandro & Vivar Aguilar, Mayra Isabel & Maldonado, Diego, 2010, "Un nuevo enfoque para el análisis y calificación del Sistema Cooperativo Ecuatoriano
  [A new approach to the analysis and rating Ecuadorian Cooperative System]," MPRA Paper, University Library of Munich, Germany, number 21463, Feb, revised 05 Mar 2010.
• Buss, Ginters, 2010, "A note on GDP now-/forecasting with dynamic versus static factor models along a business cycle," MPRA Paper, University Library of Munich, Germany, number 22147, Apr.
• Fischer, Justina AV, 2010, "Accounting for Unobserved Country Heterogeneity in Happiness Research: Country Fixed Effects versus Region Fixed Effects," MPRA Paper, University Library of Munich, Germany, number 22272, Apr.
• Grassi, Stefano & Proietti, Tommaso, 2010, "Characterizing economic trends by Bayesian stochastic model specifi cation search," MPRA Paper, University Library of Munich, Germany, number 22569, May.
• Emenike, Kalu O., 2010, "Modelling Stock Returns Volatility In Nigeria Using GARCH Models," MPRA Paper, University Library of Munich, Germany, number 22723, Jan.
• Janczura, Joanna & Weron, Rafal, 2010, "Goodness-of-fit testing for regime-switching models," MPRA Paper, University Library of Munich, Germany, number 22871, May.
• Filoso, Valerio, 2010, "Regression Anatomy, Revealed," MPRA Paper, University Library of Munich, Germany, number 23224, Jun.
• Janczura, Joanna & Weron, Rafal, 2010, "Modeling electricity spot prices: Regime switching models with price-capped spike distributions," MPRA Paper, University Library of Munich, Germany, number 23296, Jun.
• Boubacar Mainassara, Yacouba, 2010, "Selection of weak VARMA models by Akaïke's information criteria," MPRA Paper, University Library of Munich, Germany, number 23412, Jun.
• Mitze, Timo, 2010, "Estimating Gravity Models of International Trade with Correlated Time-Fixed Regressors: To IV or not IV?," MPRA Paper, University Library of Munich, Germany, number 23540, Jun.
• Lanne, Markku & Saikkonen, Pentti, 2010, "Noncausal Vector Autoregression," MPRA Paper, University Library of Munich, Germany, number 23717, Apr.
• Iqbal, Javed & Azher, Sara & Ijza, Ayesha, 2010, "Predictive ability of Value-at-Risk methods: evidence from the Karachi Stock Exchange-100 Index," MPRA Paper, University Library of Munich, Germany, number 23752, Jan.
• Hasanov, Mübariz & Omay, Tolga, 2010, "The relationship between inflation, output growth, and their uncertainties: Evidence from selected CEE countries," MPRA Paper, University Library of Munich, Germany, number 23764, Jul.
• Malik, Sadia Mariam & Janjua, Yasin, 2010, "Geography, Institutions and Human Development: A Cross-Country Investigation Using Bayesian Model Averaging," MPRA Paper, University Library of Munich, Germany, number 24612, Mar.
• Boubacar Mainassara, Yacouba, 2010, "Selection of weak VARMA models by modified Akaike's information criteria," MPRA Paper, University Library of Munich, Germany, number 24981, Jun.
• Gupta, Abhishek, 2010, "A Forecasting Metric for Evaluating DSGE Models for Policy Analysis," MPRA Paper, University Library of Munich, Germany, number 26718, Oct.
• Faust, Jon & Gupta, Abhishek, 2010, "Posterior Predictive Analysis for Evaluating DSGE Models," MPRA Paper, University Library of Munich, Germany, number 26721, Oct.
• Skribans, Valerijs, 2010, "Investments model development with the system dynamic method," MPRA Paper, University Library of Munich, Germany, number 27235.
• Moauro, Filippo, 2010, "A monthly indicator of employment in the euro area: real time analysis of indirect estimates," MPRA Paper, University Library of Munich, Germany, number 27797, Dec, revised 30 Dec 2010.
• Doko Tchatoka, Firmin, 2010, "Subset hypotheses testing and instrument exclusion in the linear IV regression," MPRA Paper, University Library of Munich, Germany, number 29611, Nov, revised 02 Feb 2012.
• Hidayat, Budi & Thabrany, Hasbullah, 2010, "Cigarette smoking in Indonesia: examination of a myopic model of addictive behaviour," MPRA Paper, University Library of Munich, Germany, number 30194, Mar, revised 17 May 2010.
• Lanne, Markku & Saikkonen, Pentti, 2010, "Noncausal autoregressions for economic time series," MPRA Paper, University Library of Munich, Germany, number 32943, Aug.
• Liu, Chun, 2010, "Marginal likelihood calculation for gelfand-dey and Chib Method," MPRA Paper, University Library of Munich, Germany, number 34928, Oct.
• Marchese, Malvina, 2010, "Time series models of GDP: a reappraisal," MPRA Paper, University Library of Munich, Germany, number 36389.
• Guzman, Giselle C., 2010, "An inflation expectations horserace," MPRA Paper, University Library of Munich, Germany, number 36511, Jan.
• Jorge Andres, Perdomo Calvo & Jorge Andres, Perdomo Calvo, 2010, "Una propuesta metodológica para estimar los cambios sobre el valor de la propiedad: estudio de caso para Bogotá aplicando Propensity Score Matching y Precios Hedónicos Espaciales
  [A Propensity Score Matching and Spatial Hedonic Prices Approach for," MPRA Paper, University Library of Munich, Germany, number 37178, Oct.
• Valdivia, Daney & Loayza, Lilian, 2010, "Adopción de metas de inflación y su impacto en las expectativas de inflación y volatilidad del crecimiento económico: evidencia empírica para Bolivia
  [Inflation targeting and its impact on the inflation expectations and economic growth volatility:," MPRA Paper, University Library of Munich, Germany, number 37328, Nov, revised 25 Aug 2011.
• Cornille, David & Meyler, Aidan, 2010, "The behaviour of consumer gas prices in an environment of high and volatile oil prices," MPRA Paper, University Library of Munich, Germany, number 39099, Jul.
• Chatelain, Jean-Bernard, 2010, "Can statistics do without artefacts?," MPRA Paper, University Library of Munich, Germany, number 42867, Dec.
• Rumyantsev, Mikhail I., 2010, "К Вопросу Оценки Адекватности Имитационных Моделей Банковских Бизнес-Процессов
  [On the problem of the adequacy estimation of simulation models of the banking business processes]," MPRA Paper, University Library of Munich, Germany, number 48591, Nov.
• Molnar, Jozsef & Violi, Roberto & Zhou, Xiaolan, 2010, "Multimarket Contact in Italian Retail Banking: Competition and Welfare," MPRA Paper, University Library of Munich, Germany, number 48610, Oct, revised May 2013.
• Wong, Maisy, 2010, "The Relationship between Marginal Willingness-to-Pay in the Hedonic and Discrete Choice Models," MPRA Paper, University Library of Munich, Germany, number 51218.
• Ketenci, Natalya & Uz, Idil, 2010, "Trade in services: The elasticity approach for the case of Turkey," MPRA Paper, University Library of Munich, Germany, number 86596.
• Ruthira Naraidoo & Leroi Raputsoane, 2010, "Optimal monetary policy reaction function in a model with target zones and asymmetric preferences for South Africa," Working Papers, University of Pretoria, Department of Economics, number 201004, Mar.
• Ruthira Naraidoo & Kasai Ndahiriwe, 2010, "Financial asset prices, linear and nonlinear policy rules. An In-sample assessment of the reaction function of the South African Reserve Bank," Working Papers, University of Pretoria, Department of Economics, number 201006, Mar.
• Ruthira Naraidoo & Ivan Paya, 2010, "Forecasting Monetary Rules in South Africa," Working Papers, University of Pretoria, Department of Economics, number 201007, Mar.
• Mehmet Balcilar & Rangan Gupta & Zahra Shah, 2010, "An In-Sample and Out-of-Sample Empirical Investigation of the Nonlinearity in House Prices of South Africa," Working Papers, University of Pretoria, Department of Economics, number 201008, Mar.
• Rangan Gupta & Mampho P. Modise, 2010, "South African Stock Return Predictability in the Context of Data Mining: The Role of Financial Variables and International Stock Returns," Working Papers, University of Pretoria, Department of Economics, number 201027, Dec.
• Josef Arlt & Milan Bašta, 2010, "The Problem of the Yearly Inflation Rate and Its Implications for the Monetary Policy of the Czech National Bank," Prague Economic Papers, Prague University of Economics and Business, volume 2010, issue 2, pages 99-117, DOI: 10.18267/j.pep.366.
• Jan Hanousek & Evžen Kočenda, 2010, "Vliv vnitrodenních makroekonomických zpráv na akciové trhy nových států EU
  [Effect of Intraday Information Flow on the Emerging European Stock Markets]," Politická ekonomie, Prague University of Economics and Business, volume 2010, issue 4, pages 435-457, DOI: 10.18267/j.polek.740.
• John DiNardo & David S. Lee, 2010, "Program Evaluation and Research Designs," Working Papers, Princeton University, Department of Economics, Industrial Relations Section., number 1228, Apr.
• Patrick Bolton & Tano Santos & Jose A. Scheinkman, 2010, "Outside And Inside Liquidity," Working Papers, Princeton University, Department of Economics, Econometric Research Program., number 1395, Apr.
• Paulo M.M. Rodrigues & Antonio Rubia, 2010, "The Effects of Additive Outliers and Measurement Errors when Testing for Structural Breaks in Variance," Working Papers, Banco de Portugal, Economics and Research Department, number w201011.
• Nikolay Iskrev, 2010, "Evaluating the strength of identification in DSGE models. An a priori approach," Working Papers, Banco de Portugal, Economics and Research Department, number w201032.
• Paul Clarke & Claire Crawford & Fiona Steele & Anna Vignoles, 2010, "The choice between fixed and random effects models: some considerations for educational research," DoQSS Working Papers, Quantitative Social Science - UCL Social Research Institute, University College London, number 10-10, Jun.
• Lorraine Dearden, 2010, "Administrative Data and Economic Policy Evaluation," DoQSS Working Papers, Quantitative Social Science - UCL Social Research Institute, University College London, number 10-14, Jul.
• Kaddour Hadri & Rolf Larsson & Yao Rao, 2010, "Testing For Stationarity With a Break in Panels Where the Time Dimension is Finite," Economics Working Papers, Queen's Management School, Queen's University Belfast, number 10-08.
• Stan Hurn & Andrew McClelland & Kenneth Lindsay, 2010, "A quasi-maximum likelihood method for estimating the parameters of multivariate diffusions," NCER Working Paper Series, National Centre for Econometric Research, number 65, Oct.
• Wagner Piazza Gaglianone & Luiz Renato Lima & Oliver Linton & Daniel Smith, 2010, "Evaluating Value-at-Risk Models via Quantile Regression," NCER Working Paper Series, National Centre for Econometric Research, number 67, Nov.