Research classified by Journal of Economic Literature (JEL) codes

1. Forecasting with DSGE Models
2. Forecasting

2010

• 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.
• 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.
• 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 , Ã’scar, 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.
• 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.

2009

• Andrés González & Kirstin Hubrich & Timo Teräsvirta, 2009, "Forecasting inflation with gradual regime shifts and exogenous information," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-03, Jan.
• Tim Bollerslev & Natalia Sizova & George Tauchen, 2009, "Volatility in Equilibrium: Asymmetries and Dynamic Dependencies," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-05, Feb.
• José Fajardo & Ernesto Mordecki, 2009, "Skewness Premium with Lévy Processes," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-10, Mar.
• Torben G. Andersen & Viktor Todorov, 2009, "Realized Volatility and Multipower Variation," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-49, May.
• Tue Gørgens & Allan Würtz, 2009, "Testing a parametric function against a nonparametric alternative in IV and GMM settings," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-54, Jan.
• Luca Benati & Paolo Surico, 2009, "VAR Analysis and the Great Moderation," American Economic Review, American Economic Association, volume 99, issue 4, pages 1636-1652, September, DOI: 10.1257/aer.99.4.1636.
• Paul Alagidede, 2009, "Are African Stock Markets Integrated with the Rest of the World?," The African Finance Journal, Africagrowth Institute, volume 11, issue 1, pages 37-53.
• Balagtas, Joseph Valdes & Holt, Matthew T., None, "AJAE Appendix: The Commodity Terms of Trade, Unit Roots, and Nonlinear Alternatives," American Journal of Agricultural Economics APPENDICES, Agricultural and Applied Economics Association, volume 91, issue 01, pages 1-21, DOI: 10.22004/ag.econ.164070.
• Bastianin, Andrea, 2009, "Modelling Asymmetric Dependence Using Copula Functions: An Application to Value-at-Risk in the Energy Sector," Sustainable Development Papers, Fondazione Eni Enrico Mattei (FEEM), number 50452, DOI: 10.22004/ag.econ.50452.
• Houssou, Nazaire & Zeller, Manfred, 2009, "Operational Models for Improving the Targeting Efficiency of Agricultural and Development Policies: A systematic comparison of different estimation methods using out-of-sample tests," 2009 Conference, August 16-22, 2009, Beijing, China, International Association of Agricultural Economists, number 51454, DOI: 10.22004/ag.econ.51454.
• Ioan TRENCA & Annamaria BENYOVSZKI, 2009, "Using credit scoring method for probability of non-financial companies default estimation at industry level," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 9, pages 45-58, May.
• Dorel BERCEANU & Marian SIMINICA, 2009, "The main theories of the dividend decision," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 9, pages 91-96, May.
• Raj Chetty, 2009, "Sufficient Statistics for Welfare Analysis: A Bridge Between Structural and Reduced-Form Methods," Annual Review of Economics, Annual Reviews, volume 1, issue 1, pages 451-488, May.
• Conrad, Christian & Weber, Enzo, 2013, "Measuring Persistence in Volatility Spillovers," Working Papers, University of Heidelberg, Department of Economics, number 0543, Apr.
• Vassil Tsanov, 2009, "Labor Market in Bulgaria: Institutions and Flexibility," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 3, pages 80-127.
• Plamen Petkov, 2009, "Cointegration Analysis of the Aggregate Production Function through Autoregressive Distributive Lags Models (ARDL)," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 4, pages 3-35.
• Carlos Enrique Carrasco Gutierrez & Reinaldo Castro Souza & Osmani Teixeira de Carvalho Guillén, 2009, "Selection of Optimal Lag Length in Cointegrated VAR Models with Weak Form of Common Cyclical Features," Fucape Working Papers, Fucape Business School, number 16, Aug.
• Jean-Marie Dufour & Lynda Khalaf & Maral Kichian, 2009, "Structural Multi-Equation Macroeconomic Models: Identification-Robust Estimation and Fit," Staff Working Papers, Bank of Canada, number 09-19, DOI: 10.34989/swp-2009-19.
• Jean-Marie Dufour & Lynda Khalaf & Maral Kichian, 2009, "Structural Inflation Models with Real Wage Rigidities: The Case of Canada," Staff Working Papers, Bank of Canada, number 09-21, DOI: 10.34989/swp-2009-21.
• Jean-Marie Dufour & Lynda Khalaf & Maral Kichian, 2009, "Assessing Indexation-Based Calvo Inflation Models," Staff Working Papers, Bank of Canada, number 09-7, DOI: 10.34989/swp-2009-7.
• Maritta Paloviita, 2009, "On the Generality of the New Keynesian Phillips Curves," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, volume 1, issue 55, pages 7-32, July - Se.
• Hasan Sahin & Ismail H. Genç, 2009, "An Empirical Analysis of Short Term Interest Rate Models for Turkey," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 3, issue 2, pages 107-119.
• Mert Ural, 2009, "Alternative Approaches for Estimating Value at Risk," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 3, issue 2, pages 63-86.
• Javier Mencía & Enrique Sentana, 2009, "Multivariate location-scale mixtures of normals and mean-variance-skewness portfolio allocation," Working Papers, Banco de España, number 0909, Jun.
• Javier Mencía & Enrique Sentana, 2009, "Distributional tests in multivariate dynamic models with Normal and Student t innovations," Working Papers, Banco de España, number 0929, Dec.