Research classified by Journal of Economic Literature (JEL) codes

1. Forecasting with DSGE Models
2. Forecasting

2011

• 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 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.
• Pål Boug & Ådne Cappelen & Anders R. Swensen, 2011, "The new Keynesian Phillips curve: Does it fit Norwegian data?," Discussion Papers, Statistics Norway, Research Department, number 652, May.
• Markus Jochmann & Gary Koop, 2011, "Regime-Switching Cointegration," Working Papers, University of Strathclyde Business School, Department of Economics, number 1125, May.
• Miguel Belmonte & Gary Koop & Dimitris Korobilis, 2011, "Hierarchical Shrinkage in Time-Varying Parameter Models," Working Papers, University of Strathclyde Business School, Department of Economics, number 1137, Jun.
• Lütkepohl, Helmut & Proietti, Tommaso, 2011, "Does the Box-Cox transformation help in forecasting macroeconomic time series?," Working Papers, University of Sydney Business School, Discipline of Business Analytics, number 08/2011, Oct.
• Proietti, Tommaso, 2011, "The Multistep Beveridge-Nelson Decomposition," Working Papers, University of Sydney Business School, Discipline of Business Analytics, number 09/2011, Oct.
• Paul Alagidede & Theodore Panagiotidis & Xu Zhang, 2011, "Why a diversified portfolio should include African assets," Applied Economics Letters, Taylor & Francis Journals, volume 18, issue 14, pages 1333-1340, DOI: 10.1080/13504851.2010.537617.
• WenShwo Fang & Stephen Miller, 2011, "The lag in effect of inflation targeting and policy evaluation," Applied Economics Letters, Taylor & Francis Journals, volume 18, issue 14, pages 1371-1375, DOI: 10.1080/13504851.2010.537624.
• Jorge Perdomo, 2011, "A methodological proposal to estimate changes of residential property value: case study developed in Bogota," Applied Economics Letters, Taylor & Francis Journals, volume 18, issue 16, pages 1577-1581, DOI: 10.1080/13504851.2011.554360.
• Timo Terasvirta & Zhenfang Zhao, 2011, "Stylized facts of return series, robust estimates and three popular models of volatility," Applied Financial Economics, Taylor & Francis Journals, volume 21, issue 1-2, pages 67-94, DOI: 10.1080/09603107.2011.523195.
• Wagner Piazza Gaglianone & Luiz Renato Lima & Oliver Linton & Daniel R. Smith, 2011, "Evaluating Value-at-Risk Models via Quantile Regression," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 29, issue 1, pages 150-160, January, DOI: 10.1198/jbes.2010.07318.
• Viktor Todorov & George Tauchen, 2011, "Volatility Jumps," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 29, issue 3, pages 356-371, July, DOI: 10.1198/jbes.2010.08342.
• Bertil Wegmann & Mattias Villani, 2011, "Bayesian Inference in Structural Second-Price Common Value Auctions," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 29, issue 3, pages 382-396, July, DOI: 10.1198/jbes.2011.08289.
• Andrew J. Patton & Allan Timmermann, 2011, "Forecast Rationality Tests Based on Multi-Horizon Bounds," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 30, issue 1, pages 1-17, June, DOI: 10.1080/07350015.2012.634337.
• Pascal Lavergne & Valentin Patilea, 2011, "One for All and All for One: Regression Checks With Many Regressors," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 30, issue 1, pages 41-52, January, DOI: 10.1198/jbes.2011.07152.
• Firmin Doko Tchatoka, 2011, "Subset hypotheses testing and instrument exclusion in the linear IV regression," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 10668.
• Mahir Binici & Yin-Wong Cheung, 2011, "Exchange Rate Equations Based on Interest Rate Rules : In-Sample and Out-of-Sample Performance (Faiz Kurallarina Dayali Doviz Kuru Denklemleri : Orneklem Ici ve Disi Performans)," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1114.
• Mahir Binici & Yin-Wong Cheung, 2011, "Exchange Rate Dynamics under Alternative Optimal Interest Rate Rules," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1116.
• Efe Çağlar Çağli & Pinar Evrim Mandaci & Pinar Hakan Kahyaoğlu, 2011, "Volatility Shifts and Persistence in Variance: Evidence from the Sector Indices of Istanbul Stock Exchange," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, volume 4, issue 3, pages 119-140, December.
• Andrew J. Buck & George M. Lady, 2011, "Structural Sign Patterns and Reduced Form Restrictions," DETU Working Papers, Department of Economics, Temple University, number 1102, Jun.
• Andrew J. Buck & George M. Lady, 2011, "Structural Models, Information and Inherited Restrictions," DETU Working Papers, Department of Economics, Temple University, number 1103, Jun.
• Cem Cakmakli & Richard Paap & Dick J.C. van Dijk, 2011, "Modeling and Estimation of Synchronization in Multistate Markov-Switching Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 11-002/4, Jan.
• Rodney W. Strachan & Herman K. van Dijk, 2011, "Divergent Priors and well Behaved Bayes Factors," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 11-006/4, Jan.
• Lennart F. Hoogerheide & David Ardia & Nienke Corre, 2011, "Stock Index Returns' Density Prediction using GARCH Models: Frequentist or Bayesian Estimation?," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 11-020/4, Jan.
• Marcin Wojtowicz, 2011, "CDOs and the Financial Crisis: Credit Ratings and Fair Premia," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 11-022/2/DSF 8, Feb.
• Pieter A. Gautier & Aico van Vuuren, 2011, "A Flexible Test for Present Bias and Time Preferences using Land-Lease Contracts," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 11-087/3, Jun.
• Lennart F. Hoogerheide & Francesco Ravazzolo & Herman K. van Dijk, 2011, "Backtesting Value-at-Risk using Forecasts for Multiple Horizons, a Comment on the Forecast Rationality Tests of A.J. Patton and A. Timmermann," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 11-131/4, Sep.
• Cem Cakmakli & Richard Paap & Dick van Dijk, 2011, "Measuring and Predicting Heterogeneous Recessions," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 11-154/4, Nov, revised 15 Nov 2011.
• Frank A.G. den Butter & Harro B.J.B. Maas, 2011, "From Expert Judgment to Model based Monetary Analysis: The Case of the Dutch Central Bank in the Postwar Period," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 11-161/3, Nov.
• De Luca, G. & Magnus, J.R., 2011, "Bayesian Model Averaging and Weighted Average Least Squares : Equivariance, Stability, and Numerical Issues," Discussion Paper, Tilburg University, Center for Economic Research, number 2011-082.
• Einmahl, J.H.J. & Magnus, J.R. & Kumar, K., 2011, "On the Choice of Prior in Bayesian Model Averaging," Discussion Paper, Tilburg University, Center for Economic Research, number 2011-003.
• Poghosyan, K. & Magnus, J.R., 2011, "WALS estimation and forecasting in factor-based dynamic models with an application to Armenia," Discussion Paper, Tilburg University, Center for Economic Research, number 2011-054.
• Poghosyan, K. & Boldea, O., 2011, "Structural versus Matching Estimation : Transmission Mechanisms in Armenia," Discussion Paper, Tilburg University, Center for Economic Research, number 2011-104.
• De Luca, G. & Magnus, J.R., 2011, "Bayesian Model Averaging and Weighted Average Least Squares : Equivariance, Stability, and Numerical Issues," Other publications TiSEM, Tilburg University, School of Economics and Management, number 3aa66f2e-55c5-4ddb-8acf-7.
• Poghosyan, K. & Magnus, J.R., 2011, "WALS estimation and forecasting in factor-based dynamic models with an application to Armenia," Other publications TiSEM, Tilburg University, School of Economics and Management, number 419d588e-7827-4cdd-b989-4.
• Poghosyan, K. & Boldea, O., 2011, "Structural versus Matching Estimation : Transmission Mechanisms in Armenia," Other publications TiSEM, Tilburg University, School of Economics and Management, number cbb75e20-8475-4f79-ba65-d.
• Marco Bee & Massimo Riccaboni & Stefano Schiavo, 2011, "Pareto versus lognormal: a maximum entropy test," Department of Economics Working Papers, Department of Economics, University of Trento, Italia, number 1102.
• Andersson, Henrik & Hammitt, James K. & Lindberg, Gunnar & Sundström, Kristian, 2011, "Willingness to Pay and Sensitivity to Time Framing: A Theoretical Analysis and an Application on Car Safety," TSE Working Papers, Toulouse School of Economics (TSE), number 11-271, Oct.
• Giuseppe De Luca & Jan R. Magnus, 2011, "Bayesian model averaging and weighted-average least squares: Equivariance, stability, and numerical issues," Stata Journal, StataCorp LLC, volume 11, issue 4, pages 518-544, December.
• Liam Delaney & Alan Fernihough & James P. Smith, 2011, "Exporting Poor Health: The Irish in England," Working Papers, Geary Institute, University College Dublin, number 201114 Keywords : healthy, Jul.
• Francisco J. Eransus & Alfonso Novales Cinca, 2011, "A statistical test for forecast evaluation under a discrete loss function," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2011-07.
• Philip Hans Franses & Michael McAleer & Rianne Legerstee:, 2011, "Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2011-11.
• Massimiliano Caporin & Michael McAleer, 2011, "Ranking Multivariate GARCH Models by Problem Dimension: An Empirical Evaluation," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2011-20.
• Olivier Bargain & Kristian Orsini & Andreas Peichl, 2011, "Labor Supply Elasticities in Europe and the US," Working Papers, School of Economics, University College Dublin, number 201114, Jul.
• Theo S Eicher & Lindy Helfman & Alex Lenkoski, 2011, "Robust FDI Determinants: Bayesian Model Averaging In The Presence Of Selection Bias," Working Papers, University of Washington, Department of Economics, number UWEC-2011-07-FC, Apr.
• Aloysius Deno Hervino, 2011, "Avoiding Risk In Working Capital Credit Distribution In Indonesia," Economic Journal of Emerging Markets, Universitas Islam Indonesia, volume 3, issue 2, pages 199-210.
• Evren Caglar & Jagjit S. Chadha & Katsuyuki Shibayama, 2011, "Bayesian Estimation of DSGE models: Is the Workhorse Model Identified?," Studies in Economics, School of Economics, University of Kent, number 1125, Nov.
• Audrino, Francesco, 2011, "Forecasting correlations during the late-2000s financial crisis: short-run component, long-run component, and structural breaks," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 1112, Apr.
• Maria PASCU-NEDELCU, 2011, "Estimation of the Cost of Equity by Considering the Interdependences between Capital Markets," The Valuation Journal, The National Association of Authorized Romanian Valuers, volume 6, issue 2, pages 76-99.
• Andrea Vaona, 2011, "A panel data approach to price-value correlations," Working Papers, University of Verona, Department of Economics, number 14/2011, Oct.
• David E. Giles, 2011, "Interpreting Dummy Variables in Semi-logarithmic Regression Models: Exact Distributional Results," Econometrics Working Papers, Department of Economics, University of Victoria, number 1101, Jan.
• Paweł Strawiński, 2011, "Dynamic caliper matching," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2011-25, Dec.
• Marcello Pagnini & Valter Di Giacinto & Giacinto Micucci & Matteo Gomellini, 2011, "Mapping Local Productivity Advantages In Italy: Industrial Districts, Cities Or Both?," ERSA conference papers, European Regional Science Association, number ersa11p1806, Sep.
• Luca Fanelli & Giulio Palomba, 2011, "Simulation‐based tests of forward‐looking models under VAR learning dynamics," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 26, issue 5, pages 762-782, August.
• Mateusz Mysliwski, 2011, "A microeconometric analysis of album sales success in the Polish music market," Working Papers, Department of Applied Econometrics, Warsaw School of Economics, number 54, May.
• George Tauchen, 2011, "Stochastic Volatility in General Equilibrium," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., volume 1, issue 04, pages 707-731, DOI: 10.1142/S2010139211000237.
• Li Donni, P & Peragine, V & Pignataro G, 2011, "Measuring equity in health: a normative decomposition," Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York, number 11/06, May.
• Knüppel, Malte, 2011, "Evaluating the calibration of multi-step-ahead density forecasts using raw moments," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2011,32.
• Förstemann, Till, 2011, "Improvements in rating models for the German corporate sector," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, number 2011,11.
• Franke, Reiner & Jang, Tae-Seok & Sacht, Stephen, 2011, "Moment matching versus Bayesian estimation: Backward-looking behaviour in the new-Keynesian three-equations model," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2011-10.
• Dreger, Christian & Wolters, Jürgen, 2011, "Liquidity and Asset Prices: How Strong Are the Linkages?," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 1, pages 43-52.
• Dreger, Christian & Wolters, Jürgen, 2011, "Money and inflation in the euro area during the financial crisis," Discussion Papers, European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics, number 300.
• Hewicker, Harald & Cremers, Heinz, 2011, "Modellierung von Zinsstrukturkurven," Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management, number 165.
• Kitlinski, Tobias & Schmidt, Torsten, 2011, "The Forecasting Performance of an Estimated Medium Run Model," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 301.
• Mehrhoff, Jens & Eiglsperger, Martin & Haine, Wim, 2011, "Seasonal adjustment and reliability of euro area GDP – Increased uncertainty in times of unusual developments?," VfS Annual Conference 2011 (Frankfurt, Main): The Order of the World Economy - Lessons from the Crisis, Verein für Socialpolitik / German Economic Association, number 48721.

2010

• Stefan Klößner, 2010, "A high-low-based omnibus test for symmetry, the Lévy property, and other hypotheses on intraday returns," Finance and Stochastics, Springer, volume 14, issue 1, pages 1-12, January, DOI: 10.1007/s00780-009-0088-x.
• Lan Liu & Hao Lin, 2010, "Covariance estimation: do new methods outperform old ones?," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 34, issue 2, pages 187-195, April, DOI: 10.1007/s12197-009-9104-4.
• Ivar Ekeland & Alfred Galichon & Marc Henry, 2010, "Optimal transportation and the falsifiability of incompletely specified economic models," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 42, issue 2, pages 355-374, February, DOI: 10.1007/s00199-008-0432-y.
• William Barnett & Evgeniya Duzhak, 2010, "Empirical assessment of bifurcation regions within New Keynesian models," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 45, issue 1, pages 99-128, October, DOI: 10.1007/s00199-008-0430-0.
• Olivier Bargain & Marco Caliendo & Peter Haan & Kristian Orsini, 2010, "“Making work pay” in a rationed labor market," Journal of Population Economics, Springer;European Society for Population Economics, volume 23, issue 1, pages 323-351, January, DOI: 10.1007/s00148-008-0220-9.
• George Lady & James Quirk, 2010, "The global LeChatelier Principle and multimarket equilibria," Review of Economic Design, Springer;Society for Economic Design, volume 14, issue 1, pages 193-201, March, DOI: 10.1007/s10058-008-0063-6.
• Eilev S. Jansen, 2010, "Wealth effects on consumption in financial crises: the case of Norway," Discussion Papers, Statistics Norway, Research Department, number 616, Apr.
• Alagidede, Paul & Panagiotidis, Theodore & Zhang, Xu, 2010, "Why a diversified portfolio should include African assets," Stirling Economics Discussion Papers, University of Stirling, Division of Economics, number 2010-15, Nov.
• Iqbal Syed, 2010, "Consistency of Hedonic Price Indexes with Unobserved Characteristics," Discussion Papers, School of Economics, The University of New South Wales, number 2010-03, Jan.
• Pål Boug & Andreas Fagereng, 2010, "Exchange rate volatility and export performance: a cointegrated VAR approach," Applied Economics, Taylor & Francis Journals, volume 42, issue 7, pages 851-864, DOI: 10.1080/00036840802600491.
• Rangan Gupta & Alain Kabundi & Emmanuel Ziramba, 2010, "The Effect Of Defense Spending On Us Output: A Factor Augmented Vector Autoregression (Favar) Approach," Defence and Peace Economics, Taylor & Francis Journals, volume 21, issue 2, pages 135-147, DOI: 10.1080/10242690903569056.
• Catalina Granda-Carvajal, 2010, "The Unofficial Economy and the Business Cycle: A Test for Theories," International Economic Journal, Taylor & Francis Journals, volume 24, issue 4, pages 573-586, DOI: 10.1080/10168737.2010.525998.
• Jan Bulla, 2010, "Hidden Markov models with t components. Increased persistence and other aspects," Quantitative Finance, Taylor & Francis Journals, volume 11, issue 3, pages 459-475, DOI: 10.1080/14697681003685563.
• Dungey, Mardi & Jeyasreedharan, Nagaratnam & Li, Tuo, 2010, "Modelling the Time Between Trades in the After-Hours Electronic Equity Futures Market," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 10451, May, revised 30 May 2012.
• Necati Tekatli, 2010, "A Bayesian Generalized Factor Model with Comparative Analysis (Genellestirilmis Faktor Modellerinin Bayesyen Yaklasimi ve Karsilastirmali Analizi)," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1018.
• Manish Kumar, 2010, "A Time-Varying Parameter Vector Autoregression Model for Forecasting Emerging Market Exchange Rates," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, volume 3, issue 2, pages 21-39, December.
• Andrew J. Buck & George M. Lady, 2010, "Qualitative Matrices and Information," DETU Working Papers, Department of Economics, Temple University, number 1003, Mar.
• Andrew J. Buck & George M. Lady, 2010, "An Expanded Scope For Qualitative Economics," DETU Working Papers, Department of Economics, Temple University, number 1007, May.
• Laura Bisio & Andrea Faccini, 2010, "Does cointegration matter? An analysis in a RBC perspective," CIMEO Working Paper Series, Centre for Investigation and Modelling of Experimental Observations (CIMEO), number 66, May.
• Irma Hindrayanto & John A.D. Aston & Siem Jan Koopman & Marius Ooms, 2010, "Modeling Trigonometric Seasonal Components for Monthly Economic Time Series," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 10-018/4, Feb.
• Rodney W. Strachan & Herman K. van Dijk, 2010, "Evidence on a Real Business Cycle Model with Neutral and Investment-Specific Technology Shocks using Bayesian Model Averaging," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 10-050/4, May.
• David Ardia & Nalan Basturk & Lennart Hoogerheide & Herman K. van Dijk, 2010, "A Comparative Study of Monte Carlo Methods for Efficient Evaluation of Marginal Likelihood," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 10-059/4, Jun.
• Yaovarate Chaovanapoonphol & Christine Lim & Michael McAleer & Aree Wiboonpongse, 2010, "Time Series Modelling of Tourism Demand from the USA, Japan and Malaysia to Thailand," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-722, Mar.
• Philip Hans Franses & Michael McAleer & Rianne Legerstee, 2010, "Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-729, Mar.
• Massimiliano Caporin & Michael McAleer, 2010, "Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-740, May.
• Massimiliano Caporin & Michael McAleer, 2010, "Ranking Multivariate GARCH Models by Problem Dimension," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-742, May.
• John M Maheu & Thomas H McCurdy & Yong Song, 2010, "Components of bull and bear markets: bull corrections and bear rallies," Working Papers, University of Toronto, Department of Economics, number tecipa-402, Apr.
• Juan Carlos Escanciano & Chuan Goh, 2010, "Specification Analysis of Structural Quantile Regression Models," Working Papers, University of Toronto, Department of Economics, number tecipa-415, Nov.
• Stephen Machin & Sandra McNally & Costas Meghir, 2010, "Resources and Standards in Urban Schools," Journal of Human Capital, University of Chicago Press, volume 4, issue 4, pages 365-393, DOI: 10.1086/658634.
• WenShwo Fang & Stephen M. Miller, 2010, "The Lag in Effect of Inflation Targeting and Policy Evaluation," Working papers, University of Connecticut, Department of Economics, number 2010-01, Jan.
• Catalina Granda-Carvajal, 2010, "The Unofficial Economy and the Business Cycle: A Test for Theories," Working papers, University of Connecticut, Department of Economics, number 2010-17, Jul.
• Elena Andreou & Bas J.M. Werker, 2010, "An Alternative Asymptotic Analysis of Residual-Based Statistics," University of Cyprus Working Papers in Economics, University of Cyprus Department of Economics, number 08-2010, Nov.
• Rómulo Chumacero, 2010, "On the Importance of the Arrival of New Information," Estudios de Economia, University of Chile, Department of Economics, volume 37, issue 2 Year 20, pages 207-215, December.
• Alexandre Petkovic & David Veredas, 2010, "Aggregation of linear models for panel data," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/136203.
• Morgan J. Rose, 2010, "Supplementary results for “Geographic Variation in Subprime Loan Features, Foreclosures and Prepayments”," UMBC Economics Department Working Papers, UMBC Department of Economics, number 10-119, May.
• Timotheos Angelidis & Alexandros Benos & Stavros Degiannakis, 2010, "The Use of GARCH Models in VaR Estimation," Working Papers, University of Peloponnese, Department of Economics, number 0048.
• Drama Bedi Guy HERVE & Yao SHEN, 2010, "Management Of Stock Price And Its Effect On Economic Growth: Case Study Of West African Financial Markets," Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, volume 5, issue 3(13)/Fal, pages 231-246.
• David E. Giles, 2010, "Bayesian Estimation of a Possibly Mis-Specified Linear Regression Model," Econometrics Working Papers, Department of Economics, University of Victoria, number 1004, Dec.
• Maciej Jakubowski, 2010, "Latent Variables and Propensity Score Matching," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2010-06, Jun.
• Mikko Packalen & Tony Wirjanto, 2010, "Inference about Clustering and Parametric Assumptions in Covariance Matrix Estimation," Working Papers, University of Waterloo, Department of Economics, number 1012, Nov, revised Nov 2010.
• Evzen Kocenda & Jan Hanousek, 2010, "Foreign News and Spillovers in Emerging European Stock Markets," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp983, May.
• Pierre L. Siklos, 2010, "Revisiting the Coyne Affair: a singular event that changed the course of Canadian monetary history," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, volume 43, issue 3, pages 994-1015, August, DOI: 10.1111/j.1540-5982.2010.01603.x.
• L Godfrey & T Yamagata, 2010, "A robust test for error cross-section correlation in panel models," Discussion Papers, Department of Economics, University of York, number 10/16, Jul.
• Leslie G. Godrey, 2010, "Robust Nonnested Testing for Ordinary Least Squares Regression When Some of the Regressors are Lagged Dependent Variables," Discussion Papers, Department of Economics, University of York, number 10/22, Oct.
• Jordà, Òscar & Knüppel, Malte & Marcellino, Massimiliano, 2010, "Empirical simultaneous confidence regions for path-forecasts," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2010,06.
• Dreger, Christian & Wolters, Jürgen, 2010, "M3 Money Demand and Excess Liquidity in the Euro Area," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 144, issue 3, pages 459-472.
• Lang, Michael & Cremers, Heinz & Hentze, Rainald, 2010, "Ratingmodell zur Quantifizierung des Ausfallrisikos von LBO-Finanzierungen," Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management, number 136.
• Herzer, Dierk & Morrissey, Oliver, 2010, "The Long-Run Effect of Foreign Aid on Domestic Output," Proceedings of the German Development Economics Conference, Hannover 2010, Verein für Socialpolitik, Research Committee Development Economics, number 1.
• Dettmann, Eva & Becker, Claudia & Schmeißer, Christian, 2010, "Is there a Superior Distance Function for Matching in Small Samples?," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 3/2010.
• Schaumburg, Julia, 2010, "Predicting extreme VaR: Nonparametric quantile regression with refinements from extreme value theory," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2010-009.
• Orth, Walter, 2010, "The predictive accuracy of credit ratings: measurement and statistical inference," Discussion Papers in Econometrics and Statistics, University of Cologne, Institute of Econometrics and Statistics, number 2/10.
• Klarl, Torben, 2010, "Spatial model selection and spatial knowledge spillovers: a regional view of Germany," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 10-005.
• Anders Bredahl Kock & Timo Teräsvirta, 2010, "Forecasting with nonlinear time series models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-01, Jan.
• Gunnar Bårdsen & Stan Hurn & Zoë McHugh, 2010, "Asymmetric unemployment rate dynamics in Australia," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-02, Jan.
• Tom Engsted & Thomas Q. Pedersen & Carsten Tanggaard, 2010, "The log-linear return approximation, bubbles, and predictability," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-37, Jul.
• Christos Ntantamis, 2010, "Detecting Structural Breaks using Hidden Markov Models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-52, Aug.
• Peter Sandholt Jensen & Allan H. Würtz, 2010, "Estimating the effect of a variable in a high-dimensional regression model," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-73, Nov.
• Peter R. Hansen & Asger Lunde & James M. Nason, 2010, "The Model Confidence Set," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-76, Mar.
• Hyeongwoo Kim & Nazif Durmaz, 2010, "Bias Correction and Out-of-Sample Forecast Accuracy," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2010-02, May.
• Yin Liao & Heather Anderson & Farshid Vahid, 2010, "Do Jumps Matter? Forecasting Multivariate Realized Volatility Allowing for Common Jumps," ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics, number 2010-520, May.
• Rodney W. Strachan & Herman K. van Dijk, 2010, "Evidence on a Real Business Cycle model with Neutral and Investment-Specific Technology Shocks using Bayesian Model Averaging," ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics, number 2010-522, May.
• Parks, Joanna C. & Smith, Aaron D. & Alston, Julian M., 2010, "Quantifying Obesity in Economic Research: How Misleading is the Body Mass Index?," 2010 Annual Meeting, July 25-27, 2010, Denver, Colorado, Agricultural and Applied Economics Association, number 61841, May, DOI: 10.22004/ag.econ.61841.
• Espinosa-Goded, Maria & Barreiro-Hurlé, Jesús, 2010, "Las preferencias discontinuas en los experimentos de elección: impacto en el cálculo de la prima de los programas agroambientales," Economia Agraria y Recursos Naturales, Spanish Association of Agricultural Economists, volume 10, issue 01, pages 1-22, DOI: 10.22004/ag.econ.99607.
• Rodríguez, Gabriel, 2010, "Using A Forward-Looking Phillips Curve to Estimate the Output Gap in Peru," Review of Applied Economics, Lincoln University, Department of Financial and Business Systems, volume 6, issue 01-2, pages 1-13, April, DOI: 10.22004/ag.econ.143270.
• Assoc. Prof. Ph.D Vesna Bucevska, 2010, "Assessing The Future Migration Potential Of The Eu Candidate Countries," Revista Tinerilor Economisti (The Young Economists Journal), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 14, pages 131-142, April.
• Oana Gherghinescu, 2010, "Econometric Model For Analysing The Structural Funds Absorption At Regional Level - Sectoral Operational Programme Human Resources Development," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, volume 2, issue 12, pages 1-5.
• Luca RICCETTI, 2010, "From Moments, Co-Moments and Mean-Variance weights to Copula Portfolio Allocation," Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali, number 351, Nov.
• Francesca Rondina, 2010, "The role of model uncertainty and learning in the U.S. postwar policy response to oil prices," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 834.10, Jun.
• Francesca Rondina, 2010, "Policy evaluation and uncertainty about the effects of oil prices on economic activity," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 855.10, Nov.
• Annalisa Di Clemente, 2010, "Advanced approaches for measuring total banking capital," BANCARIA, Bancaria Editrice, volume 2, pages 68-75, February.
• Dippold, Katrin & Hruschka, Harald, 2010, "Variable Selection for Market Basket Analysis," University of Regensburg Working Papers in Business, Economics and Management Information Systems, University of Regensburg, Department of Economics, number 443, Feb.
• David de Antonio Liedo, 2010, "General Equilibrium Restrictions for Dynamic Factor Models," Working Papers, Banco de España, number 1012, Apr.
• Ivan Faiella, 2010, "The use of survey weights in regression analysis," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 739, Jan.
• Fabrizio Venditti, 2010, "Down the non-linear road from oil to consumer energy prices: no much asymmetry along the way," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 751, Mar.
• Antonio Bassanetti & Michele Caivano & Alberto Locarno, 2010, "Modelling Italian potential output and the output gap," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 771, Sep.
• Mirjana Obadovic & Veselin Avdaliovic & Milica Obadovic, 2010, "Serbian Insurance Market – Select Issues," Economic Annals, Faculty of Economics and Business, University of Belgrade, volume 55, issue 187, pages 109-124, October –.
• Escanciano, J. Carlos & Olmo, Jose, 2010, "Backtesting Parametric Value-at-Risk With Estimation Risk," Journal of Business & Economic Statistics, American Statistical Association, volume 28, issue 1, pages 36-51.
• Francesca Rondina, 2015, "The role of model uncertainty and learning in the U.S. postwar policy response to oil prices," Working Papers, Barcelona School of Economics, number 478, Sep.
• Francesca Rondina, 2015, "Policy Evaluation and Uncertainty About the Effects of Oil Prices on Economic Activity," Working Papers, Barcelona School of Economics, number 522, Sep.
• Rochelle M. Edge & Refet S. Gurkaynak, 2010, "How Useful Are Estimated DSGE Model Forecasts for Central Bankers?," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, volume 41, issue 2 (Fall), pages 209-259.
• Anindya Banerjee & Sushil Mohan & Bill Russell, 2010, "Modelling Thirty Five Years of Coffee Prices in Brazil, Guatemala and India and the Law of One Price," Discussion Papers, Department of Economics, University of Birmingham, number 10-22, Jul.
• Fernanda Cuitiño & Elena Ganón & Ina Tiscordio & Leonardo Vicente, 2010, "Modelos univariados de series de tiempo para predecir la inflación de corto plazo," Documentos de trabajo, Banco Central del Uruguay, number 2010008, Aug.
• Robert Breunig & Joseph Mercante, 2010, "The Accuracy of Predicted Wages of the Non‐Employed and Implications for Policy Simulations from Structural Labour Supply Models," The Economic Record, The Economic Society of Australia, volume 86, issue 272, pages 49-70, March, DOI: 10.1111/j.1475-4932.2009.00619.x.
• Lorraine Dearden, 2010, "Administrative Data and Economic Policy Evaluation," The Economic Record, The Economic Society of Australia, volume 86, issue s1, pages 18-21, September, DOI: 10.1111/j.1475-4932.2010.00666.x.
• Christopher Martin & Costas Milas, 2010, "Testing The Opportunistic Approach To Monetary Policy," Manchester School, University of Manchester, volume 78, issue 2, pages 110-125, March, DOI: 10.1111/j.1467-9957.2009.02133.x.
• Pierre L. Siklos & Yang Zhang, 2010, "Identifying The Shocks Driving Inflation In China," Pacific Economic Review, Wiley Blackwell, volume 15, issue 2, pages 204-223, May, DOI: 10.1111/j.1468-0106.2010.00498.x.
• Ram Sharan Kharel & Christopher Martin & Costas Milas, 2010, "The Complex Response Of Monetary Policy To The Exchange Rate," Scottish Journal of Political Economy, Scottish Economic Society, volume 57, issue 1, pages 103-117, February, DOI: 10.1111/j.1467-9485.2009.00509.x.
• Hilde Bjørnland & Karsten Gerdrup & Christie Smith & Anne Sofie Jore & Leif Anders Thorsrud, 2010, "Weights and pools for a Norwegian density combination," Working Paper, Norges Bank, number 2010/06, May.
• Luca Fanelli, 2010, "Determinacy, indeterminacy and dynamic misspecification in linear rational expectations models," Quaderni di Dipartimento, Department of Statistics, University of Bologna, number 4.
• João Frois Caldeira & Marcelo Savino Portugal, 2010, "Long-Short Market Neutral and Index Tracking Strategies Based on Cointegrated Portfolios," Brazilian Review of Finance, Brazilian Society of Finance, volume 8, issue 4, pages 469-504.
• Paul Clarke & Claire Crawford & Fiona Steele & Anna Vignoles, 2010, "The Choice between fixed and random effects models: some considerations for educational research," The Centre for Market and Public Organisation, The Centre for Market and Public Organisation, University of Bristol, UK, number 10/240, Jun.
• Pesaran, M.H., 2010, "Conditional Volatility and Correlations of Weekly Returns and the VaR Analysis of 2008 Stock Market," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1025, May.
• Yaovarate Chaovanapoonphol & Christine Lim & Michael McAleer & Aree Wiboonpongse, 2010, "Time Series Modelling of Tourism Demand from the USA, Japan and Malaysia to Thailand," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/05, Mar.
• Philip Hans Franses & Michael McAleer & Rianne Legerstee, 2010, "Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/09, Mar.