## Research classified by
*Journal of
Economic Literature* (JEL) codes

Top JEL

/ C: Mathematical and Quantitative Methods

/ / C5: Econometric Modeling

/ / /

**C52: Model Evaluation, Validation, and Selection**

**This JEL code is mentioned in the follow RePEc Biblio entries:**

**This topic is covered by the following reading lists:**

Most recent items first, undated at the end.

**Modelling and forecasting WIG20 daily returns**

*by*Cristina Amado & Annastiina Silvennoinen & Timo Teräsvirta

**Inference from the futures: ranking the noise cancelling accuracy of realized measures**

*by*Giorgio Mirone

**A Pragmatic Method for Model-Selection Based on the Widely Applicable Bayesian Information Criterion**

*by*Hiroyuki Watanabe

**Large-Scale Portfolio Allocation Under Transaction Costs and Model Uncertainty: Adaptive Mixing of High- and Low-Frequency Information**

*by*Hautsch, Nikolaus & Voigt, Stefan

**Nowcasting des deutschen BIP**

*by*Doll, Jens & Rosenthal, Beatrice & Volkenand, Jonas & Hamella, Sandra

**Publish and Perish: Creative Destruction and Macroeconomic Theory**

*by*Chatelain, Jean-Bernard & Ralf, Kirsten

**What has caused global business cycle decoupling: Smaller shocks or reduced sensitivity?**

*by*Berger, Tino & Richter, Julia

**Disagreement and monetary policy**

*by*Falck, Elisabeth & Hoffmann, Mathias & Hürtgen, Patrick

**Dissecting the financial cycle with dynamic factor models**

*by*Menden, Christian & Proaño, Christian R.

**Model Averaging OLS and 2SLS: An Application of the WALS Procedure**

*by*Judith Anne Clarke

**Inference for Impulse Responses under Model Uncertainty**

*by*Lieb, Lenard & Smeekes, Stephan

**The Effectiveness of Forward Guidance in an Estimated DSGE Model for the Euro Area: the Role of Expectations**

*by*Roberta Cardani & Alessia Paccagnini & Stelios D. Bekiros

**The Correct Regularity Condition and Interpretation of Asymmetry in EGARCH**

*by*Chia-Lin Chang & Michael McAleer

**The Fiction of Full BEKK**

*by*Chia-Lin Chang & Michael McAleer

**Bayesian Estimation of the Storage Model using Information on Quantities**

*by*Gouel, Christophe & Legrand, Nicolas

**Stationarity and Invertibility of a Dynamic Correlation Matrix**

*by*Michael mcAleer

**The Correct Regularity Condition and Interpretation of Asymmetry in EGARCH**

*by*Chia-Lin Chang & Michael McAleer

**The Fiction of Full BEKK**

*by*Chia-Lin Chang & Michael McAleer

**R&D and wholesale trade are critical to the economy: Identifying dominant sectors from economic networks**

*by*Dungey, Mardi & Volkov, Vladimir

**Signed spillover effects building on historical decompositions**

*by*Dungey, Mardi & Harvey, John & Siklos, Pierre & Volkov, Vladimir

**Macro-financial effects of portfolio flows: Malaysia’s experience**

*by*Hwa, Tng Boon & Raghavan, Mala & Huey, Teh Tian

**A semi-parametric point process model of the interactions between equity markets**

*by*Clements, A.E. & Hurn, A.S. & Lindsay, K.A. & Volkov, V.V

**Time Varying Integration amongst the South Asian Equity Markets: An Empirical Study**

*by*Florent DEISTING & Sanjay SEHGAL & Piyush PANDEY

**Government Spending and the Term Structure of Interest Rates in a DSGE Model**

*by*Ales Marsal & Lorant Kaszab & Roman Horvath

**Agent-Based Model Calibration using Machine Learning Surrogates**

*by*Francesco Lamperti & Andrea Roventini & Amir Sani

**Does The Gravity Model Work For The Modelling Of Migration Between European Countries From 2011 To 2014?**

*by*Tatiana Polonyankina

**Model Selection in Factor-Augmented Regressions with Estimated Factors**

*by*Antoine A. Djogbenou

**Are Multifractal Processes Suited to Forecasting Electricity Price Volatility? Evidence from Australian Intraday Data**

*by*Mawuli Segnon & Chi Keung Lau & Bernd Wilfling & Rangan Gupta

**Exploring social values for marine protected areas: The case of Mediterranean monk seal**

*by*Halkos, George & Matsiori, Steriani & Dritsas, Sophoclis

**Mobile Phone Innovation and Environmental Sustainability in Sub-Saharan Africa**

*by*Asongu, Simplice & Nwachukwu, Jacinta

**Model Averaging and its Use in Economics**

*by*Steel, Mark F. J.

**Mixed Causal-Noncausal AR Processes and the Modelling of Explosive Bubbles**

*by*Fries, Sébastien & Zakoian, Jean-Michel

**The Impact of Terrorism on Governance in African Countries**

*by*Asongu, Simplice & Nwachukwu, Jacinta C.

**At What Levels of Financial Development Does Information Sharing Matter?**

*by*Asongu, Simplice & Nwachukwu, Jacinta

**Residual-based diagnostic tests for noninvertible ARMA models**

*by*Nyholm, Juho

**Estimating recreational values of coastal zones**

*by*Halkos, George & Matsiori, Steriani

**Point-in-Time PD Term Structure Models with Loan Credit Quality as a Component**

*by*Yang, Bill Huajian

**Government Size, Political Institutions and Output Growth in Nigeria**

*by*Fasoranti, Modupe Mary & Alimi, Rasaq Santos

**A Theory of Dichotomous Valuation with Applications to Variable Selection**

*by*Hu, Xingwei

**Forward Ordinal Probability Models for Point-in-Time Probability of Default Term Structure**

*by*Yang, Bill Huajian

**Smoothing Algorithms by Constrained Maximum Likelihood**

*by*Yang, Bill Huajian

**Technology-driven information sharing and conditional financial development in Africa**

*by*Asongu, Simplice & Anyanwu, John & Tchamyou, Vanessa

**Foreign reserve holdings: an extended study through risk-inspired motives**

*by*Shijaku, Gerti & Dushku, Elona

**The Feldstein-Horioka puzzle and the global recession period: Evidence from South Africa using asymmetric cointegration analysis**

*by*Phiri, Andrew

**Encompassing Of Nested and Non-nested Models:Energy-Growth Models**

*by*Nazir, Sidra

**Nowcasting Slovak GDP by a Small Dynamic Factor Model**

*by*Tóth, Peter

**A Power Booster Factor for Out-of-Sample Tests of Predictability**

*by*Pincheira, Pablo

**Publish and Perish: Creative Destruction and Macroeconomic Theory**

*by*Chatelain, Jean-Bernard & Ralf, Kirsten

**Has the South African Reserve Bank responded to equity prices since the sub-prime crisis? An asymmetric convergence approach**

*by*Phiri, Andrew

**Point-in-time PD term structure models for multi-period scenario loss projection: Methodologies and implementations for IFRS 9 ECL and CCAR stress testing**

*by*Yang, Bill Huajian

**Threshold convergence between the federal fund rate and South African equity returns around the colocation period**

*by*Phiri, Andrew

**Two-part models of income distributions in Poland**

*by*Piotr Lukasiewicz & Krzysztof Karpio & Arkadiusz Orlowski

**Generalizing Smooth Transition Autoregressions**

*by*Emilio Zanetti Chini

**Model Uncertainty and the Direction of Fit of the Postwar U.S. Phillips Curve(s)**

*by*Francesca Rondina

**Modelling and forecasting WIG20 daily returns**

*by*Cristina Amado & Annastiina Silvennoinen & Timo Teräsvirta

**Poorly Measured Confounders are More Useful on the Left Than on the Right**

*by*Zhuan Pei & Jörn-Steffen Pischke & Hannes Schwandt

**Dissecting Characteristics Nonparametrically**

*by*Joachim Freyberger & Andreas Neuhierl & Michael Weber

**Social Media and Fake News in the 2016 Election**

*by*Hunt Allcott & Matthew Gentzkow

**Macroeconomic forecasting for Australia using a large number of predictors**

*by*Bin Jiang & George Athanasopoulos & Rob J Hyndman & Anastasios Panagiotelis & Farshid Vahid

**Multivariate Reflection Symmetry of Copula Functions**

*by*Monica Billio & Lorenzo Frattarolo & Dominique Guegan

**Electricity supply reliability and households decision to connect to the grid**

*by*Arnaud Millien

**Stochastic Evolution of Distributions - Applications to CDS indices**

*by*Guillaume Bernis & Nicolas Brunel & Antoine Kornprobst & Simone Scotti

**Identification-robust moment-based tests for Markov-switching in autoregressive models**

*by*Jean-Marie Dufour & Richard Luger

**U.K. Monetary Policy under Inflation Targeting**

*by*Anh Dinh Minh Nguyen

**Assessing the Impact of a Minimum Income Scheme in the Basque Country**

*by*de la Rica, Sara & Gorjón, Lucía

**Attrition in Randomized Control Trials: Using Tracking Information to Correct Bias**

*by*Molina Millán, Teresa & Macours, Karen

**Poorly Measured Confounders Are More Useful on the Left Than on the Right**

*by*Pei, Zhuan & Pischke, Jörn-Steffen & Schwandt, Hannes

**Various Versatile Variances: An Object-Oriented Implementation of Clustered Covariances in R**

*by*Susanne Berger & Nathaniel Graham & Achim Zeileis

**Dissecting the financial cycle with dynamic factor models**

*by*Christian Menden & Christian R. Proaño

**The Exchange Rate Pass-Through to CPI and its components in Oil-Exporting CIS Countries**

*by*Vugar Rahimov & Nigar Jafarova & Fuad Ganbarov

**Electoral fraud and voter turnout: An experimental study**

*by*Vardan Baghdasaryan & Giovanna Iannantuoni & Valeria Maggian

**Upward and downward bias when measuring inequality of opportunity**

*by*Paolo Brunori & Vito Peragine & Laura Serlenga

**Combining Sharp and Smooth Transitions in Volatility Dynamics: a Fuzzy Regime Approach**

*by*Giampiero M. Gallo & Edoardo Otranto

**Monetary Policy and Macroeconomic Stability Revisited**

*by*Hirose, Yasuo & Kurozumi, Takushi & Van Zandweghe, Willem

**GDP Trend-cycle Decompositions Using State-level Data**

*by*Manuel Gonzalez-Astudillo

**Testing for Differences in Path Forecast Accuracy: Forecast-Error Dynamics Matter**

*by*Martinez, Andrew

**Electricity supply reliability and households decision to connect to the grid**

*by*Arnaud MILLIEN

**Electricity supply reliability and households decision to connect to the grid**

*by*Arnaud MILLIEN

**Agent-based model calibration using machine learning surrogates**

*by*Frencesco Lamperti & Andrea Roventini & Amir Sani

**A Bayesian Approach to Backtest Overfitting**

*by*Jiri Witzany

**Tuition Fees and University Enrollment: A Meta-Analysis**

*by*Tomas Havranek & Zuzana Irsova & Olesia Zeynalova

**Fuel poverty and indoor pollution: Providing financial support vs. combatting poor housing?**

*by*DorothŽe Charlier & Berang re Legendre & Anna Risch

**Mapping the Stocks in MICEX: Who Is Central in Moscow Stock Exchange?**

*by*M. Hakan Eratalay & Evgenii Vladimirov

**The Fiction of Full BEKK**

*by*Chang, C-L. & McAleer, M.J.

**Stationarity and Invertibility of a Dynamic Correlation Matrix**

*by*McAleer, M.J.

**The Correct Regularity Condition and Interpretation of Asymmetry in EGARCH**

*by*Chang, C-L. & McAleer, M.J.

**Signed spillover effects building on historical decompositions**

*by*Mardi Dungey & John Harvey & Pierre Siklos & Vladimir Volkov

**Macro-financial effects of portfolio flows: Malaysia’s experience**

*by*Tng Boon Hwa & Mala Raghavan & Teh Tian Huey

**Measuring the output gap using stochastic model specification search**

*by*Joshua C C Chan & Angelia L Grant

**New Goodness-of-fit Diagnostics for Conditional Discrete Response Models**

*by*Igor Kheifets & Carlos Velasco

**Optimality of linear factor structures**

*by*Szüle, Borbála

**Score-driven non-linear multivariate dynamic location models**

*by*Licht, Adrian & Escribano Sáez, Álvaro & Blazsek, Szabolcs Istvan

**Dynamic conditional score models with time-varying location, scale and shape parameters**

*by*Escribano Sáez, Álvaro & Blazsek, Szabolcs Istvan & Ayala, Astrid

**Nonlinear and asymmetric pricing behaviour in the Spanish gasoline market**

*by*Torrado, María & Escribano Sáez, Álvaro

**Are multifractal processes suited to forecasting electricity price volatility? Evidence from Australian intraday data**

*by*Mawuli Segnon & Chi Keung Lau & Bernd Wilfling & Rangan Gupta

**Empirical Evaluation of Overspecified Asset Pricing Models**

*by*Manresa, Elena & Peñaranda, Francisco & Sentana, Enrique

**Un modelo de equilibrio general dinámico para la evaluación de la política económica en Colombia**

*by*Rodrigo Suescún & Roberto Steiner

**Outliers in semi-parametric Estimation of Treatment Effects**

*by*Darwin Ugarte Ontiveros & Gustavo Canavire-Bacarreza & Luis Castro Peñarrieta

**Dissecting Characteristics Nonparametrically**

*by*Joachim Freyberger & Andreas Neuhierl & Michael Weber

**Investment climate, outward orientation and manufacturing firm productivity: New empirical evidence**

*by*Hoang Thanh Mai NGUYEN & Marie-Ange VEGANZONES-VAROUDAKIS

**Machine learning at central banks**

*by*Chakraborty, Chiranjit & Joseph, Andreas

**Borderline: judging the adequacy of return distribution estimation techniques in initial margin models**

*by*Houllier, Melanie & Murphy, David

**Forecasting multidimensional tail risk at short and long horizons**

*by*Polanski, Arnold & Stoja, Evarist

**Output gap, monetary policy trade-offs and financial frictions**

*by*Francesco Furlanetto & Paolo Gelain & Marzie Taheri Sanjani

**Assessing the Predictive Ability of Sovereign Default Risk on Exchange Rate Returns**

*by*Claudia Foroni & Francesco Ravazzolo & Barbara Sadaba

**Validity and Reliability of Contingent Valuation and Life Satisfaction Measures of Welfare: An Application to the Value of National Olympic Success**

*by*Brad R. Humphreys & Bruce K. Johnson & John C. Whitehead

**Enhancing ICT for Environmental Sustainability in Sub-Saharan Africa**

*by*Simplice Asongu & Sara Le Roux & Nicholas Biekpe

**Environmental Degradation, ICT and Inclusive Development in Sub-Saharan Africa**

*by*Simplice Asongu & Sara Le Roux & Nicholas Biekpe

**The Comparative African Economics of Inclusive Development and Military Expenditure in Fighting Terrorism**

*by*Simplice Asongu & Vanessa Tchamyou & Ndemaze Asongu & Nina Tchamyou

**Conditional Market Timing in the Mutual Fund Industry**

*by*Vanessa Tchamyou & Simplice Asongu

**Mobile Phone Innovation and Environmental Sustainability in Sub-Saharan Africa**

*by*Simplice Asongu & Jacinta C. Nwachukwu

**The Impact of Terrorism on Governance in African Countries**

*by*Simplice Asongu & Jacinta C. Nwachukwu

**At What Levels of Financial Development Does Information Sharing Matter?**

*by*Simplice Asongu & Jacinta C. Nwachukwu

**Technology-driven information sharing and conditional financial development in Africa**

*by*Simplice Asongu & John C. Anyanwu & Vanessa S. Tchamyou

**Monetary Policy, Target Inflation and the Great Moderation: An Empirical Investigation**

*by*Qazi Haque

**Exogeneity Tests, Incomplete Models, Weak Identification and Non-Gaussian Distributions: Invariance and Finite-Sample Distributional Theory**

*by*Firmin Doko Tchatoka & Jean-Marie Dufour

**The Walking Debt Crisis**

*by*Tobias Basse & Robinson Kruse & Christoph Wegener

**Global Hemispheric Temperatures and Co–Shifting: A Vector Shifting–Mean Autoregressive Analysis**

*by*Matthew T. Holt & Timo Teräsvirta

**Sir Clive Granger's contributions to nonlinear time series and econometrics**

*by*Timo Teräsvirta

**Does Statistical Significance Help to Evaluate Predictive Performance of Competing Models?**

*by*Levent Bulut

**Modelling the volatility of commodities prices using a stochastic volatility model with random level shifts**

*by*Dennis Alvaro & Ángel Guillén & Gabriel Rodríguez

**Forecast combination, non-linear dynamics, and the macroeconomy**

*by*Christopher G. Gibbs

**The determinants of voting in multilateral bargaining games**

*by*Guillaume R. Fréchette & Emanuel Vespa

**A data mining framework for targeted category promotions**

*by*Thomas Reutterer & Kurt Hornik & Nicolas March & Kathrin Gruber

**At what levels of financial development does information sharing matter?**

*by*Simplice A. Asongu & Jacinta C. Nwachukwu

**Fiscal policy asymmetries and the sustainability of US government debt revisited**

*by*Steven P. Cassou & Hedieh Shadmani & Jesús Vázquez

**Time-varying copula models in the shipping derivatives market**

*by*Wenming Shi & Kevin X. Li & Zhongzhi Yang & Ganggang Wang

**Survey-based forecast distributions for Euro Area growth and inflation: ensembles versus histograms**

*by*Fabian Krüger

**A nonparametric approach to identifying a subset of forecasters that outperforms the simple average**

*by*Constantin Bürgi & Tara M. Sinclair

**Empirical analysis of Australian consumption patterns**

*by*Lucille Wong & Eliyathamby A. Selvanathan & Saroja Selvanathan

**On the influence of US monetary policy on crude oil price volatility**

*by*Alessandra Amendola & Vincenzo Candila & Antonio Scognamillo

**Market sentiment dispersion and its effects on stock return and volatility**

*by*Eric. W. K. See-To & Yang Yang

**Time Varying And Asymmetric Effect Between Oil Prices And Nominal Exchange Rate Volatility: A Multivariate Fiegarch-Dcc Approach**

*by*RIADH EL ABED

**The Revenue-Expenditure Nexus in Nigeria: Assymetric Cointegration Approach**

*by*Olumuyiwa Ganiyu Yinusa & Olalekan Bashir Aworinde & Isiaq Olasunkanmi Oseni

**Analysing the Relevance of the MIP Scoreboard's Indicators**

*by*Domonkos TomÃ¡Å¡ & OstrihoÅˆ Filip & Å ikulovÃ¡ Ivana & Å iraÅˆovÃ¡ MÃ¡ria

**New Bayesian Lasso in Tobit Quantile Regression**

*by*Fadel Hamid Hadi ALHUSSEINI

**Empirical Results of Modeling EUR/RON Exchange Rate using ARCH, GARCH, EGARCH, TARCH and PARCH models**

*by*Andreea – Cristina PETRICA & Stelian STANCU

**GARCH model and fat tails of the Chinese stock market returns - New evidences**

*by*Michael Day & Mark Diamond & Jeff Card & Jake Hurd & Jianping Xu

**Modelling an Emergent Economy and Parameter Instability Problem**

*by*Emilian DOBRESCU

**Informalidad y movilidad en el mercado laboral: una aproximación de pseudo-panel**

*by*Canavire-Bacarreza, Gustavo & A. Urrego, Joaquin & Saavedra, Fabiola

**Modelling and Forecasting WIG20 Daily Returns**

*by*Cristina Amado & Annastiina Silvennoinen & Timo Terasvirta

**Posouzení modelů odhadu tržního rizika s využitím DEA přístupu**

*by*Aleš Kresta & Tomáš Tichý & Mehdi Toloo

**Využití metody vícestavové demografie při analýze trhu práce**

*by*Martina Miskolczi & Jitka Langhamrová

**Examining of Determinants of Non-Performing Loans**

*by*Nikola Radivojevic & Jelena Jovovic

**Розробка Інструментарію Для Забезпечення Якості Трудового Потенціалу Промислових Підприємств**

*by*Ruslan Skrynkovskyy & Grzegorz Pawlowski & Liliia Sytar

**Threshold convergence between the federal fund rate and South African equity returns around the colocation period**

*by*Andrew Phiri

**Estimating and forecasting portfolio’s Value-at-Risk with wavelet-based extreme value theory: Evidence from crude oil prices and US exchange rates**

*by*Rania Jammazi & Duc Khuong Nguyen

**Influence of TQM Practices and Service Innovation Types on Performances of the IT Romanian Companies**

*by*Mateescu Mihaela & Muscalu Sabin & Bozga Raluca

**Which Alpha?**

*by*Francisco Barillas & Jay Shanken

**What Is the Consumption-CAPM Missing? An Information-Theoretic Framework for the Analysis of Asset Pricing Models**

*by*Anisha Ghosh & Christian Julliard & Alex P. Taylor

**The Analytics of SVARs: A Unified Framework to Measure Fiscal Multipliers**

*by*Dario Caldara & Christophe Kamps

**Signalling Effects of Monetary Policy**

*by*Leonardo Melosi

**Measuring the Sensitivity of Parameter Estimates to Estimation Moments**

*by*Isaiah Andrews & Matthew Gentzkow & Jesse M. Shapiro

**Leveraging Lotteries for School Value-Added: Testing and Estimation**

*by*Joshua D. Angrist & Peter D. Hull & Parag A. Pathak & Christopher R. Walters

**Forecasting Value-at-Risk under Temporal and Portfolio Aggregation**

*by*Erik Kole & Thijs Markwat & Anne Opschoor & Dick van Dijk

**Testing for Parameter Instability across Different Modeling Frameworks**

*by*Francesco Calvori & Drew Creal & Siem Jan Koopman & AndrÃ© Lucas

**An Improved Version of the Volume-Synchronized Probability of Informed Trading**

*by*Ke, Wen-Chyan & Lin, Hsiou-Wei William

**Long-term effects of the asymmetry and persistence of the prediction of volatility: Evidence for the equity markets of Latin America**

*by*Raúl de Jesús Gutiérrez & Edgar Ortiz & Oswaldo García Salgado

**Los efectos de largo plazo de la asimetría y persistencia en la predicción de la volatilidad: evidencia para mercados accionarios de América Latina**

*by*Raúl de Jesús Gutiérrez & Edgar Ortiz & Oswaldo García Salgado

**Forecasting Performance and Information Measures. Revisiting the M-Competition /Evaluación de Predicciones y Medidas de Información. Reexamen de la M-Competición**

*by*LÓPEZ MENÉNDEZ, ANA JESÚS & PÉREZ SUÁREZ, RIGOBERTO

**Comparing forecasts for tourism dynamics in Medellín, Colombia**

*by*Marisol Valencia Cárdenas & Juan Gabriel Vanegas López & Juan Carlos Correa Morales & Jorge Aníbal Restrepo Morales

**Magyar vállalkozások felszámolásának előrejelzése pénzügyi mutatóik idősorai alapján**

*by*Nyitrai, Tamás & Virág, Miklós

**Where did the GARCH Models Perform Best in Terms of Volatility Forecasting? Equity vs. Commodities Markets**

*by*Iulian Lolea

**Application of multi-level matching between financial performance and corporate social responsibility in the banking industry**

*by*Meng-Wen Wu & Chung-Hua Shen & Ting-Hsuan Chen

**The affine styled-facts price dynamics for the natural gas: evidence from daily returns and option prices**

*by*Chih-Chen Hsu & An-Sing Chen & Shih-Kuei Lin & Ting-Fu Chen

**Participation in cultural activities: specification issues**

*by*Cristina Muñiz & Plácido Rodríguez & María José Suárez

**A Practical, Accurate, Information Criterion for Nth Order Markov Processes**

*by*Sylvain Barde

**On Asymmetric Market Model with Heteroskedasticity and Quantile Regression**

*by*Cathy W. S. Chen & Muyi Li & Nga T. H. Nguyen & Songsak Sriboonchitta

**Using linear regression to establish empirical relationships**

*by*Marno Verbeek

**simSALUD: Design and Implementation of an Open-source Wizard based Spatial Microsimulation Framework**

*by*Melanie N Tomintz & Bernhard Kosar & Victor M García-Barrios

**The Role of the Skewed Distributions in the Framework of Extreme Value Theory (EVT)**

*by*Sonia Benito Muela & Carmen López-Martín & Mª Ángeles Navarro

**Analysis of Variance in Household Financial Portfolio Choice: Evidence from Spain**

*by*F. J. Callado-Munoz & J. Gonzalez-Chapela & N. Utrero-Gonzalez

**Analysis of Structural Breaks in BET Index**

*by*Valentin EPURE

**Effect of Government Expenditure on GDP in the Turkish Economy**

*by*E. Simsek & M. Orhan & F. Macit

**Environmental attitude, motivations and values for marine biodiversity protection**

*by*Halkos, George & Matsiori, Steriani

**Nominal uncertainty, real uncertainty and macroeconomic performance in a time-varying asymmetric framework: Implications for monetary policy**

*by*Shah, Said Zamin & Baharumshah, Ahmad Zubaidi & Hook, Law Siong & Habibullah, Muzafar Shah

**Examining dynamic currency linkages amongst South Asian economies: An empirical study**

*by*Sehgal, Sanjay & Pandey, Piyush & Diesting, Florent

**Conditional market timing in the mutual fund industry**

*by*Tchamyou, Vanessa S. & Asongu, Simplice A.

**Does gold Liquidity learn from the greenback or the equity?**

*by*Smimou, K.

**Detecting spatial and temporal house price diffusion in the Netherlands: A Bayesian network approach**

*by*Teye, Alfred Larm & Ahelegbey, Daniel Felix

**Detecting spatial and temporal house price diffusion in the Netherlands: A Bayesian network approach**

*by*Teye, Alfred Larm & Ahelegbey, Daniel Felix

**Bank lending to small business in India: Analyzing productivity and efficiency**

*by*Ramcharran, Harri

**Invariance, observational equivalence, and identification: Some implications for the empirical performance of affine term structure models**

*by*Juneja, Januj

**Are correlations constant? Empirical and theoretical results on popular correlation models in finance**

*by*Adams, Zeno & Füss, Roland & Glück, Thorsten

**Pricing and disentanglement of American puts in the hyper-exponential jump-diffusion model**

*by*Leippold, Markus & Vasiljević, Nikola

**Physician payment schemes and physician productivity: Analysis of Turkish healthcare reforms**

*by*Erus, Burcay & Hatipoglu, Ozan

**Volatility patterns of the constituents of FTSE100 in the aftermath of the U.K. Brexit referendum**

*by*Ben Sita, Bernard

**Dynamic interaction between economic policy uncertainty and financial stress: A multi-scale correlation framework**

*by*Sun, Xiaolei & Yao, Xiaoyang & Wang, Jun

**A deep learning ensemble approach for crude oil price forecasting**

*by*Zhao, Yang & Li, Jianping & Yu, Lean

**Portfolio optimization of renewable energy assets: Hydro, wind, and photovoltaic energy in the regulated market in Brazil**

*by*Pinheiro Neto, Daywes & Domingues, Elder Geraldo & Coimbra, António Paulo & de Almeida, Aníbal Traça & Alves, Aylton José & Calixto, Wesley Pacheco

**Habit formation and exhaustible resource risk-pricing**

*by*Kakeu, Johnson & Nguimkeu, Pierre

**A rough multi-factor model of electricity spot prices**

*by*Bennedsen, Mikkel

**Joint price and volumetric risk in wind power trading: A copula approach**

*by*Pircalabu, A. & Hvolby, T. & Jung, J. & Høg, E.

**Assessing farmers' willingness to supply biomass as energy feedstock: Cereal straw in Apulia (Italy)**

*by*Giannoccaro, Giacomo & de Gennaro, Bernardo C. & De Meo, Emilio & Prosperi, Maurizio

**Credit funding and banking fragility: A forecasting model for emerging economies**

*by*Guarin, Alexander & Lozano, Ignacio

**An empirical assessment of Optimal Monetary Policy in the Euro area**

*by*Chen, Xiaoshan & Kirsanova, Tatiana & Leith, Campbell

**Mixed-scale jump regressions with bootstrap inference**

*by*Li, Jia & Todorov, Viktor & Tauchen, George & Chen, Rui

**Mixture of distribution hypothesis: Analyzing daily liquidity frictions and information flows**

*by*Darolles, Serge & Le Fol, Gaëlle & Mero, Gulten

**Rationalization and identification of binary games with correlated types**

*by*Liu, Nianqing & Vuong, Quang & Xu, Haiqing

**New goodness-of-fit diagnostics for conditional discrete response models**

*by*Kheifets, Igor & Velasco, Carlos

**Tests of equal accuracy for nested models with estimated factors**

*by*Gonçalves, Sílvia & McCracken, Michael W. & Perron, Benoit

**Fitting a two phase threshold multiplicative error model**

*by*Perera, Indeewara & Koul, Hira L.

**Least squares estimation of large dimensional threshold factor models**

*by*Massacci, Daniele

**Forecasting cointegrated nonstationary time series with time-varying variance**

*by*Tu, Yundong & Yi, Yanping

**Impulse response matching estimators for DSGE models**

*by*Guerron-Quintana, Pablo & Inoue, Atsushi & Kilian, Lutz

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