Research classified by Journal of Economic Literature (JEL) codes

1. Forecasting with DSGE Models
2. Forecasting

2010

• Michael McAleer & Massimiliano Caporin, 2010, "Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/32, Apr.
• Massimiliano Caporin & Michael McAleer, 2010, "Ranking Multivariate GARCH Models by Problem Dimension," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/34, May.
• Massimiliano Caporin & Michael McAleer, 2010, "Model Selection and Testing of Conditional and Stochastic Volatility Models," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/58, Sep.
• Massimiliano Caporin & Michael McAleer, 2010, "Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/73, Nov.
• Anna Bottasso & Maurizio Conti & Massimiliano Piacenza & Davide Vannoni, 2010, "The Appropriateness of the Poolability Assumption for Multiproduct Technologies: Evidence from the English Water and Sewerage Utilities," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 183.
• John V. Duca & John Muellbauer & Anthony Murphy, 2010, "Housing Markets and the Financial Crisis of 2007-2009: Lessons for the Future," SERC Discussion Papers, Centre for Economic Performance, LSE, number 0049, Apr.
• Gabriella Deborah Legrenzi & Costas Milas, 2010, "Spend-and-Tax Adjustments and the Sustainability of the Government's Intertemporal Budget Constraint," CESifo Working Paper Series, CESifo, number 2926.
• Bahram Pesaran & M. Hashem Pesaran, 2010, "Conditional Volatility and Correlations of Weekly Returns and the VaR Analysis of 2008 Stock Market Crash," CESifo Working Paper Series, CESifo, number 3023.
• Guglielmo Maria Caporale & Roman Matousek & Chris Stewart, 2010, "EU Banks Rating Assignments: Is there Heterogeneity between New and Old Member Countries?," CESifo Working Paper Series, CESifo, number 3074.
• Eduardo Rodrigues-Oreggia, 2010, "The Impact of Natural Disasters on Human Development and Poverty at the Municipal Level in Mexico," CID Working Papers, Center for International Development at Harvard University, number 43, Jan.
• Manuel Dominguez & Ignacio Lobato, 2010, "Consistent Inference in Models Defined by COnditional Moment Restrictions: an Alternative to GMM," Working Papers, Centro de Investigacion Economica, ITAM, number 1005.
• Pierre L. Siklos, 2010, "Revisiting the Coyne Affair: a singular event that changed the course of Canadian monetary history," Canadian Journal of Economics, Canadian Economics Association, volume 43, issue 3, pages 994-1015, August, DOI: 10.1111/j.1540-5982.2010.01603.x.
• Katerina Arnostova & David Havrlant & Lubos Ruzicka & Peter Toth, 2010, "Short-Term Forecasting of Czech Quarterly GDP Using Monthly Indicators," Working Papers, Czech National Bank, Research and Statistics Department, number 2010/12, Dec.
• Jorge Andr√©s Perdomo Calvo & Hasbleidy CastaÔøΩeda & Juan Carlo Mendieta, 2010, "Evaluaci√≥n de impacto de las fases I y II del sistema de transporte masivo TransMilenio sobre el tiempo total de desplazamiento de los usuarios del tr," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 6884, Apr.
• Jorge Andr√©s Perdomo C., 2010, "Una propuesta metodol√≥gica para estimar los cambios sobre el valor de la propiedad: estudio de caso para Bogot√° aplicando propensity score matching y," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 7608, Sep.
• Jorge H. Maldonado & RocÔøΩo del Pilar Moreno-SÔøΩnchez & romoreno@uniandes.edu.co, 2010, "Estrategias de suavizaci√≥n del consumo y del ingreso de las madres beneficiarias del programa Familias en Acci√≥n: un an√°lisis cualitativo," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 7609, Sep.
• Nancy Milena Hoyos Gomez & Johanna Ramos & Lorena Vivas, 2010, "Un modelo SETAR para el PIB colombiano," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID.
• Jean Pietro Bonaldi, 2010, "Identification problems in the solution of linearized DSGE models," Borradores de Economia, Banco de la Republica, number 6859, Mar.
• Eliana Gonz�lez, 2010, "Bayesian Model Averaging. An Application to Forecast Inflation in Colombia," Borradores de Economia, Banco de la Republica, number 7013, May.
• Eliana Gonz�lez, 2010, "Bayesian Model Averaging. An Application to Forecast Inflation in Colombia," Borradores de Economia, Banco de la Republica, number 7014, May.
• Eliana Gonz�lez, 2010, "Bayesian Model Averaging. An Application to Forecast Inflation in Colombia," Borradores de Economia, Banco de la Republica, number 7015, May.
• Andr�s Gonz�lez & Omar mendoza & Hern�n Rinc�n & Norberto Rodr�guez, 2010, "Ciclo econ�mico y efecto inflacionario de la depreciaci�n de la moneda," Borradores de Economia, Banco de la Republica, number 7194, Jun.
• Luis Fernando Melo Velandia & Joan Camilo Granados Castro, 2010, "Regulaci�n y Valor en Riesgo," Borradores de Economia, Banco de la Republica, number 7272, Jul.
• Hern�n Rinc�n & Jorge Toro, 2010, "Are Capital Controls and Central Bank Intervention Effective?," Borradores de Economia, Banco de la Republica, number 7622, Oct.
• Manfred Grautoff & Mauricio Jaramillo J, 2010, "Una nueva dimensión del GDS. Interrogantes y reflexiones sobre el armamentismo" en América Latina y Colombia "," Perfil de Coyuntura Económica, Universidad de Antioquia, CIE.
• Amaury Jiménez Martínez & Brigitte Ballestas Lopez & Andrés Hernández Pontón, 2010, "Balance Y Perspectivas Del Impacto Económico Del Turismo De Cruceros En La Ciudad De Cartagena De Indias En El Periodo 1998-2008," Revista Jornadas de Investigación, Universidad de Cartagena.
• Ivan Savin, 2010, "A comparative study of the Lasso-type and heuristic model selection methods," Working Papers, COMISEF, number 042, Aug.
• LAURENT, Sébastien & ROMBOUTS, Jeroen V. K. & VIOLANTE, Francesco, 2010, "On the forecasting accuracy of multivariate GARCH models," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2010025, May.
• Minford, Patrick & Wickens, Michael R. & Le, Vo Phuong Mai, 2010, "Some Problems in the Testing of DSGE Models," CEPR Discussion Papers, Centre for Economic Policy Research, number 7621, Jan.
• Marcellino, Massimiliano & Knüppel, Malte & Jordà , Oscar, 2010, "Empirical Simultaneous Confidence Regions for Path-Forecasts," CEPR Discussion Papers, Centre for Economic Policy Research, number 7797, Apr.
• Muellbauer, John & Aron, Janine, 2010, "New methods for forecasting inflation, applied to the US," CEPR Discussion Papers, Centre for Economic Policy Research, number 7877, Jun.
• Muellbauer, John & Aron, Janine, 2010, "Does aggregating forecasts by CPI component improve inflation forecast accuracy in South Africa?," CEPR Discussion Papers, Centre for Economic Policy Research, number 7895, Jun.
• Hodrick, Robert J & Bekaert, Geert & Zhang, Xiaoyan, 2010, "Aggregate Idiosyncratic Volatility," CEPR Discussion Papers, Centre for Economic Policy Research, number 8149, Dec.
• Muellbauer, John & Sinclair, Peter & Aron, Janine & Farrell, Greg, 2010, "Exchange Rate Pass-through and Monetary Policy in South Africa," CEPR Discussion Papers, Centre for Economic Policy Research, number 8153, Dec.
• Gürkaynak, Refet & Edge, Rochelle, 2010, "How Useful Are Estimated DSGE Model Forecasts for Central Bankers?," CEPR Discussion Papers, Centre for Economic Policy Research, number 8158, Dec.
• Sucarrat, Genaro & Escribano, Álvaro, 2010, "The power log-GARCH model," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we1013, Jun.
• Vincent VANDENBERGHE & Fabio WALTENBERG, 2010, "Ageing Workforce, Productivity and Labour costs of Belgian Firms," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2010003, Feb.
• D. Borowczyk Martins & V. Vandenberghe, 2010, "Using Firm-Level Data to Assess Gender Wage Discrimination in the Belgian Labour Market," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2010007, Mar.
• Gabrieli, T., 2010, "Diverse societal beliefs and redistributive policies, but equal welfare: The trade-off effect of information," Working Papers, Department of Economics, City St George's, University of London, number 10/04.
• Montes-Rojas, G., 2010, "Nonparametric estimation of ATE and QTE: an application of Fractile Graphical Analysis," Working Papers, Department of Economics, City St George's, University of London, number 10/06.
• Gabrieli, T. & Galvao Jr, A. F. & Montes-Rojas, G., 2010, "Who benefits from reducing the cost of formality? Quantile regression discontinuity analysis," Working Papers, Department of Economics, City St George's, University of London, number 10/07.
• Bera, A. K. & Galvao Jr, A. F. & Montes-Rojas, G. & Park, S. Y., 2010, "Which quantile is the most informative? Maximum likelihood, maximum entropy and quantile regression," Working Papers, Department of Economics, City St George's, University of London, number 10/08.
• Baer, W & Margot, D & Montes-Rojas, G., 2010, "Argentina's default and the lack of dire consequences," Working Papers, Department of Economics, City St George's, University of London, number 10/09.
• Conrad, Christian & Karanasos, Menelaos, 2010, "Negative Volatility Spillovers In The Unrestricted Eccc-Garch Model," Econometric Theory, Cambridge University Press, volume 26, issue 3, pages 838-862, June.
• Kerstin Bernoth & Roberta Colavecchio & Magdolna Sass, 2010, "Drivers of Private Equity Investment in CEE and Western European Countries," Working Paper / FINESS, DIW Berlin, German Institute for Economic Research, number 3.5.
• Christian Dreger & Jürgen Wolters, 2010, "Hat die Finanzkrise zu einer instabilen Geldnachfrage geführt?," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, volume 79, issue 4, pages 135-145, DOI: 10.3790/vjh.79.4.135.
• Kerstin Bernoth & Roberta Colavecchio & Magdolna Sass, 2010, "Drivers of Private Equity Investment in CEE and Western European Countries," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1002.
• Guglielmo Maria Caporale & Roman Matousek & Chris Stewart, 2010, "EU Banks Rating Assignments: Is there Heterogeneity between New and Old Member Countries?," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1009.
• Christian Dreger & Jürgen Wolters, 2010, "Money Demand and the Role of Monetary Indicators in Forecasting Euro Area Inflation," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1064.
• Mohamed El Hedi Arouri & Fredj Jawadi & Khuong Nguyen Duc, 2010, "Modeling nonlinear and heterogeneous dynamic linkages in international monetary markets," Working Papers, Development and Policies Research Center (DEPOCEN), Vietnam, number 88, DOI: 10.1017/S136510051100037X.
• Giovanni Cerulli & Bianca Potì, 2010, "The differential impact of privately and publicly funded R&D on R&D investment and innovation: The Italian case," Working Papers, Doctoral School of Economics, Sapienza University of Rome, number 10, revised 2010.
• Yu-chin Chen & Kenneth Rogoff & Barbara Rossi, 2010, "Can Exchange Rates Forecast Commodity Prices?," Working Papers, Duke University, Department of Economics, number 10-07.
• Viktor Todorov & George Tauchen, 2010, "Volatility Jumps," Working Papers, Duke University, Department of Economics, number 10-09.
• Barbara Rossi & Tatevik Sekhposyan, 2010, "Has Models' Forecasting Performance for US Output Growth and Inflation Changed over Time, and When?," Working Papers, Duke University, Department of Economics, number 10-16.
• Alastair Hall & Atsushi Inoue & James M. Nason & Barbara Rossi, 2010, "Information Criteria for Impulse Response Function Matching Estimation of DSGE Models," Working Papers, Duke University, Department of Economics, number 10-28.
• Barbara Rossi & Raffaella Giacomini, 2010, "Model Comparisons in Unstable Environments," Working Papers, Duke University, Department of Economics, number 10-29.
• Tim Bollerslev & Natalia Sizova & George Tauchen, 2010, "Volatility in Equilibrium: Asymmetries and Dynamic Dependencies," Working Papers, Duke University, Department of Economics, number 10-34.
• Barbara Rossi & Tatevik Sekhposyan, 2010, "Understanding Models' Forecasting Performance," Working Papers, Duke University, Department of Economics, number 10-56.
• Han Hong & Ahmed Khwaja & A. Ronald Gallant, 2010, "Dynamic Entry with Cross Product Spillovers: An Application to the Generic Drug Industry," Working Papers, Duke University, Department of Economics, number 10-59.
• Viktor Todorov & George Tauchen, 2010, "The Realized Laplace Transform of Volatility," Working Papers, Duke University, Department of Economics, number 10-72.
• Viktor Todorov & Iaryna Grynkiv & George Tauchen, 2010, "Realized Laplace Transforms for Estimation of Jump Diffusive Volatility Models," Working Papers, Duke University, Department of Economics, number 10-75.
• Gabriel RODRIGUEZ, 2010, "Estimating Output Gap, Core Inflation, And The Nairu For Peru, 1979-2007," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 10, issue 1.
• HODGES, Hart & KNABB, Shawn D., 2010, "How Robust is the Relationship between Financial Intermediation and Economic Growth?," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 10, issue 1.
• KETENCI, Natalya, 2010, "Cointegration Analysis Of Tourism Demand For Turkey," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 10, issue 1.
• Bildirici, M.E. & Alp, E.A. & Bakirtas, T., 2010, "OIL PRICES AND CURRENT ACCOUNT DEFICITS: Analysis OF CAUSALITY in the USA," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 10, issue 1.
• Cohener, G. & Aguayo, E., 2010, "El dinamismo de la soja y su impacto en la economía paraguaya, 1991-2006," Estudios Economicos de Desarrollo Internacional, Euro-American Association of Economic Development, volume 10, issue 2, pages 77-106.
• Viktor Winschel & Markus Kr‰tzig, 2010, "Solving, Estimating, and Selecting Nonlinear Dynamic Models Without the Curse of Dimensionality," Econometrica, Econometric Society, volume 78, issue 2, pages 803-821, March.
• Luc Bauwens & Arie Preminger & Jeroen V. K. Rombouts, 2010, "Theory and inference for a Markov switching GARCH model," Econometrics Journal, Royal Economic Society, volume 13, issue 2, pages 218-244, July.
• Cipollini, Fabrizio & Gallo, Giampiero M., 2010, "Automated variable selection in vector multiplicative error models," Computational Statistics & Data Analysis, Elsevier, volume 54, issue 11, pages 2470-2486, November.
• Rossi, E. & Spazzini, F., 2010, "Model and distribution uncertainty in multivariate GARCH estimation: A Monte Carlo analysis," Computational Statistics & Data Analysis, Elsevier, volume 54, issue 11, pages 2786-2800, November.
• Bouezmarni, Taoufik & Rombouts, Jeroen V.K., 2010, "Nonparametric density estimation for positive time series," Computational Statistics & Data Analysis, Elsevier, volume 54, issue 2, pages 245-261, February.
• Poilly, Céline, 2010, "Does money matter for the identification of monetary policy shocks: A DSGE perspective," Journal of Economic Dynamics and Control, Elsevier, volume 34, issue 10, pages 2159-2178, October.
• Cogan, John F. & Cwik, Tobias & Taylor, John B. & Wieland, Volker, 2010, "Corrigendum to "New Keynesian versus old Keynesian government spending multipliers" [J. Econ. Dynam. Control 34(3) (2010) 281-295]," Journal of Economic Dynamics and Control, Elsevier, volume 34, issue 10, pages 2229-2229, October.
• Cogan, John F. & Cwik, Tobias & Taylor, John B. & Wieland, Volker, 2010, "New Keynesian versus old Keynesian government spending multipliers," Journal of Economic Dynamics and Control, Elsevier, volume 34, issue 3, pages 281-295, March.
• Boug, Pål & Cappelen, Adne & Swensen, Anders Rygh, 2010, "The new Keynesian Phillips curve revisited," Journal of Economic Dynamics and Control, Elsevier, volume 34, issue 5, pages 858-874, May.
• Malley, Jim & Woitek, Ulrich, 2010, "Technology shocks and aggregate fluctuations in an estimated hybrid RBC model," Journal of Economic Dynamics and Control, Elsevier, volume 34, issue 7, pages 1214-1232, July.
• Diks, Cees & Panchenko, Valentyn & van Dijk, Dick, 2010, "Out-of-sample comparison of copula specifications in multivariate density forecasts," Journal of Economic Dynamics and Control, Elsevier, volume 34, issue 9, pages 1596-1609, September.
• Cicinelli, Claudio & Cossio, Andrea & Nucci, Francesco & Ricchi, Ottavio & Tegami, Cristian, 2010, "The Italian Treasury Econometric Model (ITEM)," Economic Modelling, Elsevier, volume 27, issue 1, pages 125-133, January.
• Barnett, William A. & He, Susan, 2010, "Existence of singularity bifurcation in an Euler-equations model of the United States economy: Grandmont was right," Economic Modelling, Elsevier, volume 27, issue 6, pages 1345-1354, November.
• Pesaran, Bahram & Pesaran, M. Hashem, 2010, "Conditional volatility and correlations of weekly returns and the VaR analysis of 2008 stock market crash," Economic Modelling, Elsevier, volume 27, issue 6, pages 1398-1416, November.
• Le, Vo Phuong Mai & Minford, Patrick & Wickens, Michael, 2010, "The 'Puzzles' methodology: En route to Indirect Inference?," Economic Modelling, Elsevier, volume 27, issue 6, pages 1417-1428, November.
• Scheufele, Rolf, 2010, "Evaluating the German (New Keynesian) Phillips curve," The North American Journal of Economics and Finance, Elsevier, volume 21, issue 2, pages 145-164, August.
• Karamé, F., 2010, "Impulse-response functions in Markov-switching structural vector autoregressions: A step further," Economics Letters, Elsevier, volume 106, issue 3, pages 162-165, March.
• Linton, Oliver & Song, Kyungchul & Whang, Yoon-Jae, 2010, "An improved bootstrap test of stochastic dominance," Journal of Econometrics, Elsevier, volume 154, issue 2, pages 186-202, February.
• Conrad, Christian, 2010, "Non-negativity conditions for the hyperbolic GARCH model," Journal of Econometrics, Elsevier, volume 157, issue 2, pages 441-457, August.
• Jacobs, Jan P.A.M. & Wallis, Kenneth F., 2010, "Cointegration, long-run structural modelling and weak exogeneity: Two models of the UK economy," Journal of Econometrics, Elsevier, volume 158, issue 1, pages 108-116, September.
• Fanelli, Luca & Paruolo, Paolo, 2010, "Speed of adjustment in cointegrated systems," Journal of Econometrics, Elsevier, volume 158, issue 1, pages 130-141, September.
• Castle, Jennifer L. & Hendry, David F., 2010, "A low-dimension portmanteau test for non-linearity," Journal of Econometrics, Elsevier, volume 158, issue 2, pages 231-245, October.
• Francq, Christian & Zakoïan, Jean-Michel, 2010, "Inconsistency of the MLE and inference based on weighted LS for LARCH models," Journal of Econometrics, Elsevier, volume 159, issue 1, pages 151-165, November.
• Escanciano, Juan Carlos & Velasco, Carlos, 2010, "Specification tests of parametric dynamic conditional quantiles," Journal of Econometrics, Elsevier, volume 159, issue 1, pages 209-221, November.
• Clements, Michael P. & Beatriz Galvão, Ana, 2010, "First announcements and real economic activity," European Economic Review, Elsevier, volume 54, issue 6, pages 803-817, August.
• Adeyemi, Olutomi I. & Broadstock, David C. & Chitnis, Mona & Hunt, Lester C. & Judge, Guy, 2010, "Asymmetric price responses and the underlying energy demand trend: Are they substitutes or complements? Evidence from modelling OECD aggregate energy demand," Energy Economics, Elsevier, volume 32, issue 5, pages 1157-1164, September.
• Duca, John V. & Muellbauer, John & Murphy, Anthony, 2010, "Housing markets and the financial crisis of 2007-2009: Lessons for the future," Journal of Financial Stability, Elsevier, volume 6, issue 4, pages 203-217, December.
• Manjón-Antolín, Miguel C., 2010, "Firm size and short-term dynamics in aggregate entry and exit," International Journal of Industrial Organization, Elsevier, volume 28, issue 5, pages 464-476, September.
• Kurita, Takamitsu, 2010, "Effects of a signal-to-noise ratio on finite sample inference for cointegrating vectors," Mathematics and Computers in Simulation (MATCOM), Elsevier, volume 80, issue 10, pages 2033-2039, DOI: 10.1016/j.matcom.2010.03.008.
• Iskrev, Nikolay, 2010, "Local identification in DSGE models," Journal of Monetary Economics, Elsevier, volume 57, issue 2, pages 189-202, March.
• Javed Iqbal & Sara Azher & Ayesha Ijaz, 2010, "Predictive Ability of Value-at-Risk Methods: Evidence from the Karachi Stock Exchange-100 Index," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI_RP_2010_18, Aug.
• Timo Mitze, 2010, "Estimating Gravity Models of International Trade with Correlated Time-Fixed Regressors: To IV or not IV?," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI_RP_2010_22, Aug.
• Stefano Grassi & Tommaso Proietti, 2010, "Characterizing economic trends by Bayesian stochastic model specification search," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI_RP_2010_25, Aug.
• Nicolas Groshenny, 2010, "Monetary Policy, Inflation and Unemployment In Defense of the Federal Reserve," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2010-37, Dec.
• María del Carmen Melgar Hiraldo & José Antonio Ordaz Sanz, 2010, "Aplicación de los modelos inflados de ceros en el análisis de la siniestralidad y el componente de culpabilidad en el seguro de automóviles," Revista de Administración, Finanzas y Economía (Journal of Management, Finance and Economics), Tecnológico de Monterrey, Campus Ciudad de México, volume 4, issue 1, pages 44-63.
• Christopher Martin & C Milas, 2010, "Financial Stability and Monetary Policy," Department of Economics Working Papers, University of Bath, Department of Economics, number 5/10, May.
• Cruz Aké, Salvador & Venegas-Martínez, Francisco, 2010, "Valor de una empresa en riesgo de expropiación en un entorno de crisis financiera. Caso Banamex," El Trimestre Económico, Fondo de Cultura Económica, volume 77, issue 306, pages 473-503, abril-jun, DOI: http://dx.doi.org/10.20430/ete.v77i.
• Gaviria, Alejandro & Medina, Carlos & Palau, María del Mar, 2010, "Las consecuencias económicas de un nombre atípico. El caso colombiano," El Trimestre Económico, Fondo de Cultura Económica, volume 77, issue 307, pages 535-556, julio-sep, DOI: http://dx.doi.org/10.20430/ete.v77i.
• 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, DOI: 10.17533/udea.le.n73a7864.
• 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.