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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:
  1. > Econometrics > Forecasting

This topic is covered by the following reading lists:
  1. SOEP based publications
  2. Socio-Economics of Innovation

Most recent items first, undated at the end.
  • 2015 Modeling and Forecasting Crude Oil Price Volatility: Evidence from Historical and Recent Data
    by Thomas Lux & Mawuli K. Segnon & Rangan Gupta

  • 2015 Der Prognostiker des Jahres: Ein Zufallsergebnis? Möglichkeiten einer mehrdimensionalen Evaluierung von Konjunkturprognosen
    by Döhrn, Roland

  • 2015 EuroMInd-D: A density estimate of monthly gross domestic product for the euro area
    by Proietti, Tommaso & Marczak, Martyna & Mazzi, Gianluigi

  • 2015 Revisiting the long memory dynamics of implied-realized volatility relation: A new evidence from wavelet band spectrum regression
    by Barunik, Jozef & Barunikova, Michaela

  • 2015 Modeling and forecasting crude oil price volatility: Evidence from historical and recent data
    by Lux, Thomas & Segnon, Mawuli & Gupta, Rangan

  • 2015 We provide mathematical proofs for the results in "Testing Linearity Using Power Transforms of Regressors"
    by YAE IN BAEK & Jin Seo Cho & PETER C.B. PHILLIPS

  • 2015 Testing Linearity Using Power Transforms of Regressors
    by YAE IN BAEK & Jin Seo Cho & PETER C.B. PHILLIPS

  • 2015 Bayesian Variable Selection in Spatial Autoregressive Models
    by Jesus Crespo Cuaresma & Philipp Piribauer

  • 2015 La Modelización de la Demanda de Turismo de Economías Emergentes: El caso de la Llegada de Turistas Rusos a España
    by Marcos Alvarez-Díaz & Mª Soledad Otero-Giraldez & Manuel González-Gómez

  • 2015 The Econometrics of Networks: A Review
    by Daniel Felix Ahelegbey

  • 2015 Global Equity Market Volatility Spillovers: A Broader Role for the United States
    by Buncic, Daniel & Gisler, Katja I. M.

  • 2015 Direct calibration and comparison of agent-based herding models of financial markets
    by Sylvain Barde

  • 2015 A Practical, Universal, Information Criterion over Nth Order Markov Processes
    by Sylvain Barde

  • 2015 Frontiers in Time Series and Financial Econometrics: An Overview
    by Shiqing Ling & Michael McAleer & Howell Tong

  • 2015 On the Invertibility of EGARCH(p,q)
    by Guillaume Gaetan Martinet & Michael McAleer

  • 2015 A Note on the Flexibility of the Barnett and Hahm Functional Form
    by Diewert, W. Erwin

  • 2015 Model Equivalence Tests for Overidentifying Restrictions
    by Lavergne, Pascal

  • 2015 TIPS and the VIX: Spillovers from Stock Market Panic to Breakeven Inflation in an Automated, Non-linear Modeling Framework
    by Josh R. Stillwagon

  • 2015 Were the Scandinavian Banking Crises Predictable? A Neural Network Approach
    by Kim Ristolainen

  • 2015 Specification Testing in Hawkes Models
    by Francine Gresnigt & Erik Kole & Philip Hans Franses

  • 2015 In-Sample Confidence Bands and Out-of-Sample Forecast Bands for Time-Varying Parameters in Observation Driven Models
    by Francisco Blasques & Siem Jan Koopman & Katarzyna Lasak & André Lucas

  • 2015 On the Ambiguous Consequences of Omitting Variables
    by Giuseppe De Luca & Jan Magnus & Franco Peracchi

  • 2015 On the Invertibility of EGARCH(p,q)
    by Guillaume Gaetan Martinet & Michael McAleer

  • 2015 Estimating a Falsified Model: Some Impossibility Theorems
    by Andrew J. Buck & George M. Lady

  • 2015 The Explanatory Power and the Forecast Performance of Consumer Confidence Indices for Private Consumption Growth in Turkey
    by Hatice Gokce Karasoy & Caglar Yunculer

  • 2015 Forecast Combination, Non-linear Dynamics, and the Macroeconomy
    by Christopher Gibbs

  • 2015 Short-term Forecasting of Real GDP Using Monthly Data
    by Juraj Hucek & Alexander Karsay & Marian Vavra

  • 2015 Small-scale nowcasting models of GDP for selected CESEE countries
    by Martin Feldkircher & Florian Huber & Josef Schreiner & Julia Woerz & Marcel Tirpak & Peter Toth

  • 2015 Financial Stock Market Co-movement and Correlation: Evidence in the European Union (EU) Area Before and After the October 2008 Financial Crisis
    by Serdar Neslihanoglu

  • 2015 Using Stanford Parser Method For Assessing The Competencies Of It Professionals
    by Elena Alexandra Toader

  • 2015 Generalised partial autocorrelations and the mutual information between past and future
    by Alessandra Luati & Tommaso Proietti

  • 2015 EuroMInd-D: A Density Estimate of Monthly Gross Domestic Product for the Euro Area
    by Tommaso Proietti & Martyna Marczak & Gianluigi Mazzi

  • 2015 On the Selection of Common Factors for Macroeconomic Forecasting
    by Alessandro Giovannelli & Tommaso Proietti

  • 2015 Forecasting with VAR Models: Fat Tails and Stochastic Volatility
    by Ching-Wai (Jeremy) Chiu & Haroon Mumtaz & Gabor Pinter

  • 2015 Is Gold an Inflation-Hedge? Evidence from an Interrupted Markov-Switching Cointegration Model
    by Goodness C. Aye & Tsangyao Chang & Rangan Gupta

  • 2015 Forecasting Inflation in an Inflation Targeting Economy: Structural Versus Non-Structural Models
    by Rangan Gupta & Alessia Paccagnini & Charles Rahal

  • 2015 Modification of the LCOE model to estimate a cost of heat and power generation for Russia
    by Bratanova, Alexandra & Robinson, Jacqueline & Wagner, Liam

  • 2015 Collaboration with and without Coauthorship: Rocket Science Versus Economic Science
    by Barnett, William

  • 2015 Quantile forecasts of inflation under model uncertainty
    by Korobilis, Dimitris

  • 2015 A misspecification test for finite-mixture logistic models for clustered binary and ordered responses
    by Francesco, Bartolucci & Silvia, Bacci & Claudia, Pigini

  • 2015 Prior selection for panel vector autoregressions
    by Korobilis, Dimitris

  • 2015 A Note on DD Approach
    by Dinda, Soumyananda

  • 2015 Environmental attitude, motivations and values for marine biodiversity protection
    by Halkos, George & Matsiori, Steriani

  • 2015 Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty
    by Byrne, Joseph & Cao, Shuo & Korobilis, Dimitris

  • 2015 Nowcasting Regional GDP: The Case of the Free State of Saxony
    by Henzel, Steffen & Lehmann, Robert & Wohlrabe, Klaus

  • 2015 Stock Market Dynamics, Leveraged Network-Based Financial Accelerator and Monetary Policy
    by Riccetti, Luca & Russo, Alberto & Gallegati, Mauro

  • 2015 Measuring the Core Inflation in Turkey with the SM-AR Model
    by Kulaksizoglu, Tamer

  • 2015 The Out-of-sample Performance of an Exact Median-Unbiased Estimator for the Near-Unity AR(1) Model
    by Medel, Carlos & Pincheira, Pablo

  • 2015 Multivariate Forecasting with BVARs and DSGE Models
    by Berg, Tim Oliver

  • 2015 News Shocks and Labor Market Dynamics in Matching Models
    by Francesco Zanetti & Konstantinos Theodoridis

  • 2015 Business process simulation models usually incorporate several nodes that are important for the goal of the simulation, such as model of trading function reflecting the customer behavior, procurement function modeling company inputs and production & logistics optimization function. When modeling the management decisions the management function model with loopback on company economic outputs is also needed. However, the pain formulation of processes to be simulated often lacks some important internal links. That is why some formal approach can be important for the simulation success. In the presented paper an abstract architecture of business company model is defined and described formally. Next, the abstract model changed by incorporating it’s active entities – software agents. On this base a method of registering agents’ actions by means of a simulation run log is derived. The proposed approach combines basic notions of abstract agents’ architectures with process mining methodology. The process mining cases are represented by messages sent among the agents. The messages are then abstracted from the agents in order to obtain cases and process log registration. The process log is the used for model verification by means of Petri net and social networks calculated by process mining ProM6 software modules. Finally, the model validation with real data collected by a real company is presented showing that the company model and the agent structure is viable and corresponds to the real data company outputs
    by Dominik Vymětal & Sohei Ito

  • 2015 Minimising Selection Failure and Measuring Tax Gap: An Empirical Model
    by Kumar, Sudhanshu & Rao, R. Kavita

  • 2015 Natural Experiment Policy Evaluation: A Critique
    by Christopher A. Hennessy & Ilya A. Strebulaev

  • 2015 A Note on the Validity of Cross-Validation for Evaluating Time Series Prediction
    by Christoph Bergmeir & Rob J Hyndman & Bonsoo Koo

  • 2015 A Note on Possible Estimation Bias When Studying Persons with Work Disability in Active Labour Market Programs
    by Gerdes, Christer

  • 2015 Google Trends and Forecasting Performance of Exchange Rate Models
    by Levent Bulut

  • 2015 Google Arama Motoru ve Turk Lirasi-Dolar Kurunu Belirleyen Yapýsal Modeller
    by Levent Bulut

  • 2015 Dynamics of Real Per Capita GDP
    by Daniel Neuhoff & & &

  • 2015 Generalized Exogenous Processes in DSGE: A Bayesian Approach
    by Alexander Meyer-Gohde & Daniel Neuhoff & &

  • 2015 Forecasting Moscow Ambulance Trips
    by Filipp Bykov & Vladimir A. Gordin

  • 2015 Did US consumers `save for a rainy day' before the Great Recession?
    by Anundsen, Andre K. & Nymoen, Ragnar

  • 2015 Correlation and efficiency of propensity score-based estimators for average causal effects
    by Pingel, Ronnie & Waernbaum, Ingeborg

  • 2015 Baserunning - analyzing the sensitivity and economies of scale of the Swedish national freight model system using stochastic production-consumption-matrices
    by Westin , Jonas & de Jong , Gerard & Vierth , Inge & Krüger , Niclas & Karlsson, Rune & Johansson, Magnus

  • 2015 A comparative Study of Volatility Breaks
    by Grote, Claudia & Bertram, Philip

  • 2015 Forecasting an Aggregate in the Presence of Structural Breaks in the Disaggregates
    by William Larson

  • 2015 Can A Subset Of Forecasters Beat The Simple Average In The Spf?
    by Constantin Burgi

  • 2015 Targeting Performance and Poverty Effects of Proxy Means-Tested Transfers: Trade-offs and Challenges
    by Stephan Klasen & Simon Lange

  • 2015 Accuracy and Poverty Impacts of Proxy Means-Tested Transfers: An Empirical Assessment for Bolivia
    by Stephan Klasen & Simon Lange

  • 2015 Prior selection for panel vector autoregressions
    by Dimitris Korobilis.

  • 2015 Quantile forecasts of in‡ation under model uncertainty
    by Dimitris Korobilis.

  • 2015 Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty
    by Joseph P. Byrne & Shuo Cao. & Dimitris Korobilis.

  • 2015 The Role of News-Based Uncertainty Indices in Predicting Oil Markets: A Hybrid Nonparametric Quantile Causality Method
    by Mehmet Balcilar & Stelios Bekiros & Rangan Gupta

  • 2015 On the Invertibility of EGARCH(p,q)
    by Martinet, G.G. & McAleer, M.J.

  • 2015 Estimating US fiscal and monetary interactions: from Volcker chairmanship to the Great Recession
    by Eddie Gerba & Klemens Hauzenberger

  • 2015 Bayesian model comparison for time-varying parameter VARs with stochastic volatility
    by Joshua C.C. Chan & Eric Eisenstat

  • 2015 A Bayesian model comparison for trend-cycle decompositions of output
    by Joshua C.C. Chan & Angelia L. Grant

  • 2015 Modeling energy price dynamics: GARCH versus stochastic volatility
    by Joshua C.C. Chan & Angelia L. Grant

  • 2015 Mismatch Shocks and Unemployment During the Great Recession
    by Francesco Furlanetto & Nicolas Groshenny

  • 2015 Pitfalls of Estimating the Marginal Likelihood Using the Modified Harmonic Mean
    by Joshua C.C. Chan & Angelia L. Grant

  • 2015 Exact P-Values for Network Interference
    by Athey, Susan & Eckles, Dean & Imbens, Guido W.

  • 2015 Estimating the Competitive Storage Model with Trending Commodity Prices
    by Christophe Gouel & Nicolas Legrand

  • 2015 How is credit scoring used to predict default in China?
    by Ha-Thu Nguyen

  • 2015 War, Housing Rents, and Free Market: A Case of Berlin's Rental Housing Market during the World War I
    by Konstantin A. Kholodilin

  • 2015 Relaxing Rational Expectations
    by Lance Kent

  • 2015 MGARCH models: tradeoff between feasibility and flexibility
    by Daniel De Almeida & Luiz Hotta & Esther Ruiz

  • 2015 Inflation forecasting models for Uganda: is mobile money relevant?
    by Janine Aron & John Muellbauer & Rachel Sebudde

  • 2015 Testing macro models by indirect inference: a survey for users
    by Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael R. & Xu, Yongdeng

  • 2015 Comparing Indirect Inference and Likelihood testing: asymptotic and small sample results
    by Meenagh, David & Minford, Patrick & Wickens, Michael R. & Xu, Yongdeng

  • 2015 Inflation forecasting models for Uganda: is mobile money relevant?
    by Aron, Janine & Muellbauer, John & Sebudde, Rachel

  • 2015 Small sample performance of indirect inference on DSGE models
    by Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael R.

  • 2015 Prediciendo decisiones de agentes económicos: ¿Cómo determina el Banco de la República de Colombia la tasa de interés?
    by Gustavo Nicolás Páez

  • 2015 Can a data-rich environment help identify the sources of model misspecification?
    by Francesca Monti

  • 2015 Did US Consumers 'Save for a Rainy Day' Before the Great Recession?
    by André Kallåk Anundsen & Ragnar Nymoen

  • 2015 Nowcasting Regional GDP: The Case of the Free State of Saxony
    by Steffen Henzel & Robert Lehmann & Klaus Wohlrabe

  • 2015 Asymptotic Variance of Brier (Skill) Score in the Presence of Serial Correlation
    by Kajal Lahiri & Liu Yang

  • 2015 Restrictions on Risk Prices in Dynamic Term Structure Models
    by Michael D. Bauer

  • 2015 Accuracy and Efficiency of Various GMM Inference Techniques in Dynamic Micro Panel Data Models
    by Jan Frederik Kiviet & Milan Pleus & Rutger Poldermans

  • 2015 Testing macro models by indirect inference: a survey for users
    by Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael & Xu, Yongdeng

  • 2015 Comparing Indirect Inference and Likelihood testing: asymptotic and small sample results
    by Meenagh, David & Minford, Patrick & Wickens, Michael & Xu, Yongdeng

  • 2015 Small sample performance of indirect inference on DSGE models
    by Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael

  • 2015 Forecasting with VAR models: fat tails and stochastic volatility
    by Chiu, Ching-Wai (Jeremy) & Mumtaz, Haroon & Pinter, Gabor

  • 2015 Can a data-rich environment help identify the sources of model misspecification?
    by Monti, Francesca

  • 2015 Identification and real-time forecasting of Norwegian business cycles
    by Knut Are Aastveit & Anne Sofie Jore & Francesco Ravazzolo

  • 2015 Did US consumers ‘save for a rainy day’ before the Great Recession?
    by André K. Anundsen & Ragnar Nymoen

  • 2015 Alternative Tests for Correct Specification of Conditional Predictive Densities
    by Barbara Rossi & Tatevik Sekhposyan

  • 2015 Structural and atheoretic approaches to micro-econometrics of public policy evaluation.(in french)
    by S. Roux

  • 2015 News Shocks and Labor Market Dynamics in Matching Models
    by Konstantinos Theodoridis & Francesco Zanetti

  • 2015 A hat matrix for monotonicity constrained B-spline and P-spline regression
    by Kagerer, Kathrin

  • 2015 Aggregate Inflation Forecast with Bayesian Vector Autoregressive Models
    by Cesar Carrera & Alan Ledesma

  • 2015 A Misspecification Test for Finite-Mixture Logistic Models for Clustered Binary and Ordered Responses
    by Francesco BARTOLUCCI & Silvia BACCI & Claudia PIGINI

  • 2015 Fighting Terrorism: Empirics on Policy Harmonization
    by Simplice Asongu & Jacinta C. Nwachukwu

  • 2015 FDI, Aid, Terrorism: Conditional Threshold Evidence from Developing Countries
    by Simplice Asongu & Uchenna EFOBI & Ibukun BEECROFT

  • 2015 Determinants of Growth in Fast Developing Countries: Evidence from Bundling and Unbundling Institutions
    by Simplice Asongu

  • 2015 Drivers of Growth in Fast Emerging Economies: A Dynamic Instrumental Quantile Approach
    by Simplice Asongu

  • 2015 Conditional determinants of FDI in fast emerging economies: an instrumental quantile regression approach
    by Simplice Asongu & Oasis Kodila-Tedika

  • 2015 Drivers of FDI in Fast Growing Developing Countries: Evidence from Bundling and Unbundling Governance
    by Simplice Asongu & Jacinta C. Nwachukwu

  • 2015 Generalised partial autocorrelations and the mutual information between past and future
    by Tommaso Proietti & Alessandra Luati

  • 2015 Counting Processes for Retail Default Modeling
    by Nicholas M. Kiefer & C. Erik Larson

  • 2015 EuroMInd-D: A Density Estimate of Monthly Gross Domestic Product for the Euro Area
    by Tommaso Proietti & Martyna Marczak & Gianluigi Mazzi

  • 2015 Nowcasting GDP in Greece: A Note on Forecasting Improvements from the Use of Bridge Models
    by Dimitra Lamprou

  • 2015 A Comparative Analysis Of Macroeconomic Forecasts Accuracy In Spain And Romania
    by Simionescu, Mihaela

  • 2015 Specification tests in econometrics
    by Hausman, Jerry

  • 2015 Alternative models for forecasting the key macroeconomic variables in Armenia (in Russian)
    by Karen Poghosyan

  • 2015 Nowcasting Regional GDP: The Case of the Free State of Saxony
    by Steffen R. Henzel & Robert Lehmann & Klaus Wohlrabe

  • 2015 Forecasting Accuracy of a Multi-Country Macroeconometric Model for the Former Yugoslavia/Capacidad predictiva de los modelos estructurales frente a modelos de series temporales. Aplicación a un sistema multi-país en la antigua Yugoslavia
    by WEYERSTRASS, KLAUS

  • 2015 On the Ability to Disentangle the Two Errors in the Normal/Half-Normal Stochastic Frontier Model /Sobre la capacidad de separar los dos errores en el modelo de frontera estocástica normal/half-normal
    by GAVILAN, JOSE M. & ORTEGA IRIZO, FCO. JAVIER

  • 2015 From Learning to Productive Active Life in Romania and European Union
    by Mariana Balan

  • 2015 Averaging Across Asset Allocation Models
    by Peter Schanbacher

  • 2015 Asset Pricing and Probability of Information-based Trading: Application to the Tunisian Stock Market
    by Tarek Bouchaddekh & Abdelfatteh Bouri & Makram Nouaili

  • 2015 Early Warning Indicators of Banking Crisis in Asian Countries
    by Raja HMILI & Taoufik BOURAOUI

  • 2015 Accounting data and the credit spread: An empirical investigation
    by Demirovic, Amer & Tucker, Jon & Guermat, Cherif

  • 2015 Risky choices and emotion-based learning
    by Lucarelli, Caterina & Uberti, Pierpaolo & Brighetti, Gianni & Maggi, Mario

  • 2015 Measuring consumer perceptions of payment mode
    by Khan, Jashim & Belk, Russell W. & Craig-Lees, Margaret

  • 2015 ECB policy and Eurozone fragility: Was De Grauwe right?
    by Saka, Orkun & Fuertes, Ana-Maria & Kalotychou, Elena

  • 2015 Generalized risk premia
    by Schneider, Paul

  • 2015 Mixture pair-copula-constructions
    by Weiß, Gregor N.F. & Scheffer, Marcus

  • 2015 Barrier style contracts under Lévy processes: An alternative approach
    by Fajardo, José

  • 2015 Detection of arbitrage in a market with multi-asset derivatives and known risk-neutral marginals
    by Tavin, Bertrand

  • 2015 Measuring the liquidity part of volume
    by Darolles, Serge & Fol, Gaëlle Le & Mero, Gulten

  • 2015 Robustness of distance-to-default
    by Jessen, Cathrine & Lando, David

  • 2015 A wavelet-based nonlinear ARDL model for assessing the exchange rate pass-through to crude oil prices
    by Jammazi, Rania & Lahiani, Amine & Nguyen, Duc Khuong

  • 2015 Max-factor individual risk models with application to credit portfolios
    by Denuit, Michel & Kiriliouk, Anna & Segers, Johan

  • 2015 Testing equality of modified Sharpe ratios
    by Ardia, David & Boudt, Kris

  • 2015 The intrinsic bounds on the risk premium of Markovian pricing kernels
    by Han, Jihun & Park, Hyungbin

  • 2015 Rational speculative bubbles in the US stock market and political cycles
    by Wang, Miao & Wong, M. C. Sunny

  • 2015 Sentiment in oil markets
    by Deeney, Peter & Cummins, Mark & Dowling, Michael & Bermingham, Adam

  • 2015 A note on using the Hodrick–Prescott filter in electricity markets
    by Weron, Rafał & Zator, Michał

  • 2015 Real option valuation of power transmission investments by stochastic simulation
    by Pringles, Rolando & Olsina, Fernando & Garcés, Francisco

  • 2015 Volatility transmission in global financial markets
    by Clements, A.E. & Hurn, A.S. & Volkov, V.V.

  • 2015 The fine structure of equity-index option dynamics
    by Andersen, Torben G. & Bondarenko, Oleg & Todorov, Viktor & Tauchen, George

  • 2015 Option pricing with non-Gaussian scaling and infinite-state switching volatility
    by Baldovin, Fulvio & Caporin, Massimiliano & Caraglio, Michele & Stella, Attilio L. & Zamparo, Marco

  • 2015 Testing linearity using power transforms of regressors
    by Baek, Yae In & Cho, Jin Seo & Phillips, Peter C.B.

  • 2015 Hybrid generalized empirical likelihood estimators: Instrument selection with adaptive lasso
    by Caner, Mehmet & Fan, Qingliang

  • 2015 Simulated maximum likelihood estimation for discrete choices using transformed simulated frequencies
    by Lee, Donghoon & Song, Kyungchul

  • 2015 Model selection tests for moment inequality models
    by Shi, Xiaoxia

  • 2015 Asymptotic analysis of the squared estimation error in misspecified factor models
    by Onatski, Alexei

  • 2015 Forecasting with factor-augmented regression: A frequentist model averaging approach
    by Cheng, Xu & Hansen, Bruce E.

  • 2015 Disentangling the effects of multiple treatments—Measuring the net economic impact of the 1995 great Hanshin-Awaji earthquake
    by Fujiki, Hiroshi & Hsiao, Cheng

  • 2015 Nested forecast model comparisons: A new approach to testing equal accuracy
    by Clark, Todd E. & McCracken, Michael W.

  • 2015 Distribution theory of the least squares averaging estimator
    by Liu, Chu-An

  • 2015 Residual-based rank specification tests for AR–GARCH type models
    by Andreou, Elena & Werker, Bas J.M.

  • 2015 Tests for overidentifying restrictions in Factor-Augmented VAR models
    by Han, Xu

  • 2015 Copula-MGARCH with continuous covariance decomposition
    by Herwartz, Helmut & Raters, Fabian H.C.

  • 2015 Flexible model comparison of unobserved components models using particle Gibbs with ancestor sampling
    by Nonejad, Nima

  • 2015 Prediction model averaging estimator
    by Xie, Tian

  • 2015 Pitfalls of estimating the marginal likelihood using the modified harmonic mean
    by Chan, Joshua C.C. & Grant, Angelia L.

  • 2015 Consistency of model averaging estimators
    by Zhang, Xinyu

  • 2015 The misuse of the Vuong test for non-nested models to test for zero-inflation
    by Wilson, Paul

  • 2015 Log versus level in VAR forecasting: 42 million empirical answers—Expect the unexpected
    by Mayr, Johannes & Ulbricht, Dirk

  • 2015 Moment matching versus Bayesian estimation: Backward-looking behaviour in a New-Keynesian baseline model
    by Franke, Reiner & Jang, Tae-Seok & Sacht, Stephen

  • 2015 Identification of DSGE models—The effect of higher-order approximation and pruning
    by Mutschler, Willi

  • 2015 An Econometric Investigation of Forecasting Premium Fuel
    by Samuel Yeboah Asuamah & Joseph Ohene-Manu

  • 2015 The Relation between Current Account Deficit and Tourism: The Case of Turkey
    by Elçin Aykac Alp & Elif Guneren Genc

  • 2015 Predicción de la volatilidad en el mercado del petróleo mexicano ante la presencia de efectos asimétricos
    by Raúl De Jesús Gutiérrez & Reyna Vergara González & Miguel A. Díaz Carreño

  • 2015 Forecasting Tourist Arrivals To Langkawi Island Malaysia
    by Kamarul Ariffin MANSOR & Wan Irham ISHAK

  • 2015 Evaluating Econometric Evaluations of Post-Secondary Aid
    by Josh Angrist & David Autor & Sally Hudson & Amanda Pallais

  • 2015 Machine Learning Methods for Demand Estimation
    by Patrick Bajari & Denis Nekipelov & Stephen P. Ryan & Miaoyu Yang

  • 2015 A Measure of Robustness to Misspecification
    by Susan Athey & Guido Imbens

  • 2014 La cópula GED bivariada. Una aplicación en entornos de crisis
    by Mendoza, Alfonso. & Galvanovskis, Evalds.

  • 2014 Specifying parameters in computable general equilibrium models using optimal fingerprint detection methods
    by Koesler, Simon

  • 2014 Structural labor supply models and wage exogeneity
    by Löffler, Max & Peichl, Andreas & Siegloch, Sebastian

  • 2014 Assessing the Macroeconomic Forecasting Performance of Boosting: Evidence for the United States, the Euro Area, and Germany
    by Teresa, Buchen & Wohlrabe, Klaus

  • 2014 A score-test on measurement errors in rating transition times
    by Rafael Weißbach, Rafael & Voß, Sebastian

  • 2014 Outperforming IMF Forecasts by the Use of Leading Indicators
    by Drechsel, Katja & Giesen, Sebastian & Lindner, Axel

  • 2014 Monitoring Stationarity and Cointegration
    by Wagner, Martin & Wied, Dominik

  • 2014 China's national production function since 1997: A reinvestigation
    by Zhu, Yanyuan & Feng, Xiao

  • 2014 Testing for near I(2) trends when the signal to noise ratio is small
    by Juselius, Katarina

  • 2014 Modeling dynamics of metal price series via state space approach with two common factors
    by Golosnoy, Vasyl & Rossen, Anja

  • 2014 On the degree of homogeneity in dynamic heterogeneous panel data models
    by Offermanns, Christian J.

  • 2014 Messung des Marktrisikos mit generalisierter autoregressiver bedingter heteroskedastischer Modellierung der Volatilität: Ein Vergleich univariater und multivariater Konzepte
    by Krasnosselski, Nikolai & Cremers, Heinz & Sanddorf, Walter

  • 2014 Bank's strategies during the financial crisis
    by Recchioni, Maria Cristina & Tedeschi, Gabriele & Berardi, Simone

  • 2014 Do media data help to predict German industrial production?
    by Kholodilin, Konstantin A. & Thomas, Tobias & Ulbricht, Dirk

  • 2014 Impulse response matching estimators for DSGE models
    by Guerron-Quintana, Pablo & Inoue, Atsushi & Kilian, Lutz

  • 2014 Marginalized predictive likelihood comparisons of linear Gaussian state-space models with applications to DSGE, DSGEVAR, and VAR models
    by Warne, Anders & Coenen, Günter & Christoffel, Kai

  • 2014 Identification of prior information via moment-matching
    by Sacht, Stephen

  • 2014 Updating the option implied probability of default methodology
    by Vilsmeier, Johannes

  • 2014 Testing the Equality of Two Positive-Definite Matrices with Application to Information Matrix Testing
    by JIN SEO CHO & HALBERT WHITE

  • 2014 Evaluating the performance of VaR models in energy markets
    by Sasa Zikovic & Rafal Weron & Ivana Tomas Zikovic

  • 2014 The Impact of Brazilian Regional Development Funds on Regional Economic Growth: A spatial panel approach
    by Guilherme Resende & Tulio Cravo & Alexandre Carvalho

  • 2014 Power laws in citation distributions: Evidence from Scopus
    by Michał Brzeziński

  • 2014 Empirical modeling of the impact factor distribution
    by Michał Brzeziński

  • 2014 Modelización econométrica de la demanda de turistas británicos a España
    by Marcos Álvarez-Díaz & Manuel González-Gómez & María Soledad Otero-Giráldez & Ana Belén Trigo Iglesias

  • 2014 Sparse Graphical Vector Autoregression: A Bayesian Approach
    by Roberto Casarin & Daniel Felix Ahelegbey & Monica Billio

  • 2014 Precious Metals Under the Microscope: A High-Frequency Analysis
    by Caporin, Massimiliano & Ranaldo, Angelo & Velo, Gabriel G.

  • 2014 Heterogeneous Agents, the Financial Crisis and Exchange Rate Predictability
    by Buncic, Daniel & Piras, Gion Donat

  • 2014 Forecasting Copper Prices with Dynamic Averaging and Selection Models
    by Buncic, Daniel & Moretto, Carlo

  • 2014 Model comparisons in unstable environments
    by Raffaella Giacomini & Barbara Rossi

  • 2014 Forecast rationality tests in the presence of instabilities, with applications to Federal Reserve and survey forecasts
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  • 2014 On the Invertibility of EGARCH
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  • 2014 A One Line Derivation of EGARCH
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  • 2014 Forecast Models for Private Consumption
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  • 2014 The Predictive Performance of Fundamental Inflation Concepts: An Application to the Euro Area and the United States
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  • 2014 The Effect of Governance and Political Instability Determinants on Inflation in Iran
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  • 2014 Model Averaging in Predictive Regressions
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  • 2014 Measuring the Sensitivity of Parameter Estimates to Sample Statistics
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  • 2014 A Computational Implementation of GMM
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  • 2014 A Model Validation Procedure
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  • 2014 Bias Correction of Persistence Measures in Fractionally Integrated Models
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  • 2014 Focused Information Criterion for Series Estimation in Partially Linear Models
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  • 2014 Optimal hedging with the cointegrated vector autoregressive model
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  • 2014 The Swiss “Job Miracle”
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  • 2014 Forecasting Aggregates with Disaggregate Variables: Does Boosting Help to Select the Most Relevant Predictors?
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  • 2014 Bayesian Analysis of Dynamic Factor Models: An Ex-Post Approach towards the Rotation Problem
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  • 2014 Bayesian Treatment Effects Models with Variable Selection for Panel Outcomes with an Application to Earnings Effects of Maternity Leave
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  • 2014 Dual Labour Markets and (Lack of) On-the-Job Training: PIAAC Evidence from Spain and Other EU Countries
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  • 2014 Structural Labor Supply Models and Wage Exogeneity
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  • 2014 Matching Methods in Practice: Three Examples
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  • 2014 Outperforming IMF Forecasts by the Use of Leading Indicators
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  • 2014 Out-Of-Sample Comparisons of Overfit Models
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  • 2014 The Misspecification of Expectations in New Keynesian Models: A DSGE-VAR Approach
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  • 2014 Dependence of stock and commodity futures markets in China: implications for portfolio investment
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  • 2014 Can Economic Uncertainty, Financial Stress and Consumer Senti-ments Predict U.S. Equity Premium?
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  • 2014 A wavelet-based copula approach for modeling market risk in agricultural commodity markets
    by RIADH ALOUI & MOHAMED SAFOUANE BEN AISSA & DUC KHUONG NGUYEN

  • 2014 Oil prices and MENA stock markets:New evidence from nonlinear and asymmetric causalities during and after the crisis period
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  • 2014 Visualizing Count Data Regressions Using Rootograms
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  • 2014 Commodity Price Booms and Breaks: Detection, Magnitude and Implications for Developing Countries
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  • 2014 A Bayesian Approach to Modelling Bivariate Time-Varying Cointegration and Cointegrating Rank
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  • 2014 Forecasting with a mismatch-enhanced labor market matching function
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  • 2014 Simultaneous Confidence Corridors and Variable Selection for Generalized Additive Models
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  • 2014 The Great Mortgaging: Housing Finance, Crises, and Business Cycles
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  • 2014 Analysing Mechanisms for Meeting Global Emissions Target - A Dynamical Systems Approach
    by Ranganathan, Shyam & Bali Swain, Ranjula

  • 2014 A Dynamical Systems Approach To Modeling Human Development
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  • 2014 Serially Correlated Measurement Errors in Time Series Regression: The Potential of Instrumental Variable Estimators
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  • 2014 Model Order Selection in Seasonal/Cyclical Long Memory Models
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  • 2014 Model Risk in Backtesting Risk Measures
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  • 2014 An Empirical Assessment of Optimal Monetary Policy Delegation in the Euro Area
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  • 2014 Model uncertainty in panel vector autoregressive models
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  • 2014 Data-based priors for vector autoregressions with drifting coefficients
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  • 2014 Comparing Mobile Communication Service Prices Among Providers: A Hedonic Approach
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  • 2014 What predicts U.S. recessions?
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  • 2014 Evaluating Conditional Forecasts from Vector Autoregressions
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  • 2014 The great mortgaging: housing finance, crises, and business cycles
    by Jorda, Oscar & Schularick, Moritz & Taylor, Alan M.

  • 2014 Can spanned term structure factors drive stochastic yield volatility?
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  • 2014 Estimating (Markov-Switching) VAR Models without Gibbs Sampling: A Sequential Monte Carlo Approach
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  • 2014 Evaluating Conditional Forecasts from Vector Autoregressions
    by Clark, Todd E. & McCracken, Michael W.

  • 2014 Does Regression Discontinuity Design Work? Evidence from Random Election Outcomes
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  • 2014 Funzioni di domanda ed implicazioni di policy: un’applicazione al caso del Reddito di Garanzia
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  • 2014 The Impact of the 'Free Choice' Work/Family Reforms of France and Belgium. A Synthetic Control Analysis
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  • 2014 Range-based Volatility Estimation and Forecasting
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  • 2014 Bayesian default probability models
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  • 2014 On the Invertibility of EGARCH
    by Martinet, G.G. & McAleer, M.J.

  • 2014 A One Line Derivation of EGARCH
    by McAleer, M.J. & Hafner, C.M.

  • 2014 The Gender Wage Gap and Sample Selection via Risk Attitudes
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  • 2014 Mismatch Shocks and Unemployment During the Great Recession
    by Francesco Furlanetto & Nicolas Groshenny

  • 2014 Issues in Comparing Stochastic Volatility Models Using the Deviance Information Criterion
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  • 2014 Stochastic Model Specification Search for Time-Varying Parameter VARs
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  • 2014 Fast Computation of the Deviance Information Criterion for Latent Variable Models
    by Joshua C.C. Chan & Angelia L. Grant

  • 2014 To Hold Out or Not to Hold Out
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  • 2014 External Validation of Voter Turnout Models by Concealed Parameter Recovery
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  • 2014 New Entropy Restrictions and the Quest for Better Specified Asset Pricing Models
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  • 2014 Forecasting with Approximate Dynamic Factor Models: the Role of Non-Pervasive Shocks
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  • 2014 Default Predictors in Credit Scoring - Evidence from France’s Retail Banking Institution
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  • 2014 Log versus Level in VAR Forecasting: 42 Million Empirical Answers - Expect the Unexpected
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  • 2014 Do Media Data Help to Predict German Industrial Production?
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  • 2014 Unconventional Monetary Policy and Money Demand
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  • 2014 The Effects of Family Policy on Mothers' Labor Supply: Combining Evidence from a Structural Model and a Natural Experiment
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  • 2014 Structural Labor Supply Models and Wage Exogeneity
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  • 2014 The Effects of Family Policy on Mothers' Labor Supply: Combining Evidence from a Structural Model and a Natural Experiment
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  • 2014 Economic Relevance of Hidden Factors in International Bond Risk Premia
    by Tiozzo Pezzoli, Luca

  • 2014 On The Long-Term Macroeconomic Effects Of Social Security Spending:Evidence For 12 Eu Countries
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  • 2014 Specification Tests for Nonlinear Dynamic Models
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  • 2014 Identification of DSGE Models - the Effect of Higher-Order Approximation and Pruning
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  • 2014 Joint Confidence Sets for Structural Impulse Responses
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  • 2014 Impulse Response Matching Estimators for DSGE Models
    by Guerron-Quintana, Pablo A. & Inoue, Atsushi & Kilian, Lutz

  • 2014 Dual Labour Markets and (Lack of) On-The-Job Training: PIAAC Evidence from Spain and Other EU Countries
    by Cabrales, Antonio & Dolado, Juan J. & Mora, Ricardo

  • 2014 Economic theory and forecasting: lessons from the literature
    by Giacomini, Raffaella

  • 2014 Window Selection for Out-of-Sample Forecasting with Time-Varying Parameters
    by Inoue, Atsushi & Jin, Lu & Rossi, Barbara

  • 2014 The Great Mortgaging: Housing Finance, Crises, and Business Cycles
    by Jordà, Òscar & Schularick, Moritz & Taylor, Alan M.

  • 2014 Choosing the variables to estimate singular DSGE models: Comment
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  • 2014 The effectiveness of fiscal stimuli for working parents
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  • 2014 Time variation in the dynamic effects of unanticipated changes in tax policy
    by Joris de Wind

  • 2014 Reduced-rank time-varying vector autoregressions
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  • 2014 Specification, estimation and evaluation of vector smooth transition autoregressive models with applications
    by Terasvirta, Timo & Yang, Yukai

  • 2014 Linearity and misspecification tests for vector smooth transition regression models
    by Terasvirta, Timo & Yang, Yukai

  • 2014 Construction of value-at-risk forecasts under different distributional assumptions within a BEKK framework
    by Braione, Manuela & Scholtes, Nicolas K.

  • 2014 Testing constancy of the error covariance matrix in vector models against parametric alternatives using a spectral decomposition
    by YANG, Yukai

  • 2014 Pronósticos para una economía menos volátil: El caso colombiano
    by Santiago Cajiao Raigosa & Luis Fernando Melo Velandia & Daniel Parra Amado

  • 2014 Banking Fragility in Colombia: An Empirical Analysis Based on Balance Sheets
    by Ignacio Lozano & Alexander Guarín

  • 2014 Uso de la Metodología Wavelets para la Validación de la Regla de la Raíz del Tiempo y su Aplicación al Riesgo de Mercado
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  • 2014 Neglected Serial Correlation Tests In Ucarima Models
    by Gabriele Fiorentini & Enrique Sentana

  • 2014 Identification-robust inference for endogeneity parameters in linear structural models
    by Firmin Doko Tchatoka & Jean-Marie Dufour

  • 2014 On the Long-Term Macroeconomic Effects of Social Security Spending: Evidence for 12 EU Countries
    by Alfredo M. Pereira & Jorge M. Andraz

  • 2014 The Great Mortgaging: Housing Finance, Crises, and Business Cycles
    by Òscar Jordà & Moritz Schularick & Alan M. Taylor

  • 2014 Point and Density Forecasts for the Euro Area Using Bayesian VARs
    by Tim Oliver Berg & Steffen Henzel

  • 2014 Regularization for Spatial Panel Time Series Using the Adaptive LASSO
    by Clifford Lam & Pedro Souza

  • 2014 Asymmetry and Leverage in Conditional Volatility Models
    by Michael McAleer

  • 2014 On the Invertibility of EGARCH
    by Guillaume Gaetan Martinet & Michael McAleer

  • 2014 A One Line Derivation of DCC: Application of a Vector Random Coefficient Moving Average Process
    by Christian M. Hafner & Michael McAleer

  • 2014 A One Line Derivation of EGARCH
    by Michael McAleer & Christian M. Hafner

  • 2014 Does Weather Have an Impact on Electricity Distribution Efficiency? Evidence from South America
    by Karim L. Anaya & Michael G. Pollitt

  • 2014 ICT and Non-ICT investments: short and long run macro dynamics
    by F. Bacchini & M. E. Bontempi & R. Golinelli & C. Jona Lasinio

  • 2014 News and labour market dynamics in the data and in matching models
    by Theodoridis, Konstantinos & Zanetti, Francesco

  • 2014 Forecasting recessions in real time
    by Knut Are Aastveit & Anne Sofie Jore & Francesco Ravazzolo

  • 2014 Tests to Disentangle Breaks in Intercept from Slope in Linear Regression Models with Application to Management Performance in the Mutual Fund Industry
    by Jose Olmo & William Pouliot

  • 2014 Forecasting in Nonstationary Environments: What Works and What Doesn’t in Reduced-Form and Structural Models
    by Raffaella Giacomini & Barbara Rossi

  • 2014 Model Comparisons in Unstable Environments
    by Raffaella Giacomini & Barbara Rossi

  • 2014 Window Selection for Out-of-Sample Forecasting with Time-Varying Parameters
    by Atsushi Inoue & Lu Jin & Barbara Rossi

  • 2014 Forecast Rationality Tests in the Presence of Instabilities, With Applications to Federal Reserve and Survey Forecasts
    by Barbara Rossi & Tatevik Sekhposyany

  • 2014 Specification Analysis of International Treasury Yield Curve Factors
    by Pegoraro, F. & Siegel, A. F. & Tiozzo Pezzoli, L.

  • 2014 International Yield Curves and Principal Components Selection Techniques: An Empirical Assessment
    by Pegoraro, F. & Siegel, A. F. & Tiozzo Pezzoli, L.

  • 2014 New estimate of the MIBA forecasting model. Modeling first-release GDP using the Banque de France's Monthly Business Survey and the “blocking” approach
    by Mogliani, M. & Brunhes-Lesage, V. & Darné, O. & Pluyaud, B.

  • 2014 Putting Structure on the RD Design: Social Transfers and Youth Inactivity in France
    by Olivier Bargain & Karina Doorley

  • 2014 An update on EMU sovereign yield spread drivers in times of crisis: A panel data analysis
    by Marta Gómez-Puig & Simón Sosvilla-Rivero & María del Carmen Ramos-Herrera

  • 2014 Causality and Contagion in EMU Sovereign Debt Markets
    by Marta Gómez-Puig & Simón Sosvilla-Rivero

  • 2014 Mismatch Shocks and Unemployment During the Great Recession
    by Francesco Furlanetto & Nicolas Groshenny

  • 2014 On Bootstrap Validity for Specification Tests with Weak Instruments
    by Firmin Doko Tchatoka

  • 2014 Specification Tests with Weak and Invalid Instruments
    by Firmin Doko Tchatoka

  • 2014 Trend Mis-specifications and Estimated Policy Implications in DSGE Models
    by Varang Wiriyawit

  • 2014 The Risk Premia Embedded in Index Options
    by Torben G. Andersen & Nicola Fusari & Viktor Todorov

  • 2014 On the Selection of Common Factors for Macroeconomic Forecasting
    by Alessandro Giovannelli & Tommaso Proietti

  • 2014 On the identification of fractionally cointegrated VAR models with the F(d) condition
    by Paolo Santucci de Magistris & Federico Carlini

  • 2014 Outlier detection algorithms for least squares time series regression
    by Søren Johansen & Bent Nielsen

  • 2014 Testing Constancy of the Error Covariance Matrix in Vector Models against Parametric Alternatives using a Spectral Decomposition
    by Yukai Yang

  • 2014 The Growth of Cities
    by Duranton, Gilles & Puga, Diego

  • 2014 Consistent estimation in pseudo panels in the presence of selection bias
    by Mora, Jhon James & Muro, Juan

  • 2014 Testing for near I(2) trends when the signal-to-noise ratio is small
    by Juselius, Katarina

  • 2014 Association Between Self-Assessed Health and Attitude Towards Own Health
    by Irina Možajeva

  • 2014 Analysis Of The Cobb-Douglas Production Function As A Tool To Investigate The Impact Of Fdi Net Inflows On Gross Domestic Product Value In Poland In The Period 1994–2012
    by Aneta Kosztowniak

  • 2014 Directional accuracy for inflation and unemployment rate predictions in Romania
    by Mihaela Simionescu

  • 2014 Sztywność płac nominalnych w modelach DSGE małej skali. Analiza empiryczna dla Polski
    by Zbigniew Kuchta

  • 2014 Asymetria relacji cen paliw płynnych w Polsce i cen ropy naftowej
    by Robert Socha

  • 2014 Wpływ systemów emerytalnych na efekt Laffera w krajach OECD
    by Antoni Chrzonstowski

  • 2014 Stochastic discount factor for Mexico and Chile : a continuous updating estimation approach / Factor de descuento estocástico para México y Chile, un enfoque de estimación continuamente actualizada
    by Valencia Herrera, Humberto

  • 2014 Comparing Housing Booms and Mortgage Supply in the Major OECD Countries
    by Angus Armstrong & E. Philip Davis

  • 2014 Statistical Delimitation of the Profile of Local Elections Candidate – An Applied Statistics Research
    by Gheorghe SAVOIU & Emil BURTESCU & Marian TAICU

  • 2014 Measurement and Statistical Analysis Of the Components Of Quality in Statistics
    by Anna Alexandra FRUNZA & Vergil VOINEAGU

  • 2014 Attempting to Quantify the Accuracy of Complex Macroeconomic Forecasts
    by Emilian Dobrescu

  • 2014 Nonlinearity, Volatility and Fractional Integration in Daily Oil Prices: Smooth Transition Autoregressive ST-FI(AP)GARCH Models
    by Melike Bildirici & Özgür Ömer Ersin

  • 2014 Bayesian Forecasts Combination To Improve The Romanian Inflation Predictions Based On Econometric Models
    by Simionescu, Mihaela

  • 2014 Econometric cross-country analysis of the living population social comfort
    by Leshchaykina, Marina

  • 2014 Analysis of dependence between the random components of a stochastic production function for the purpose of technical efficiency estimation
    by Aivazian, Sergei & Afanasiev, Mikhail & Rudenko, Victoria

  • 2014 Asymmetric Price Adjustments in the Fuel Market
    by Katarzyna Leszkiewicz-Kędzior & Aleksander Welfe

  • 2014 Where do Moderation Terms Come from in Binary Choice Models?
    by Alfredo A. Romero

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  • 2014 Grouping Stock Markets with Time-Varying Copula-GARCH Model
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  • 2014 The Effect of Nonzero Autocorrelation Coefficients on the Distributions of Durbin-Watson Test Estimator: Three Autoregressive Models
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  • 2014 Causality and contagion in EMU sovereign debt markets
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  • 2014 Why does skewness and the fat-tail effect influence value-at-risk estimates? Evidence from alternative capital markets
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  • 2014 Monetary policy regimes: Implications for the yield curve and bond pricing
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  • 2014 The forward looking information content of equity and bond markets for aggregate investments
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  • 2014 Credit spread changes within switching regimes
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  • 2014 A new set of improved Value-at-Risk backtests
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  • 2014 The role of correlation dynamics in sector allocation
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  • 2014 Modelling long run comovements in equity markets: A flexible approach
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  • 2014 Early warning systems and systemic banking crises in low income countries: A multinomial logit approach
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  • 2014 Performance evaluation of optimized portfolio insurance strategies
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  • 2014 How important is the credit channel? An empirical study of the US banking crisis
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  • 2014 Are hazard models superior to traditional bankruptcy prediction approaches? A comprehensive test
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  • 2014 Exchange rates and fundamentals: Co-movement, long-run relationships and short-run dynamics
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  • 2014 CDOs and the financial crisis: Credit ratings and fair premia
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  • 2014 Trade intensity and purchasing power parity
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  • 2014 Improved method for static replication under the CEV model
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  • 2014 Modeling and forecasting the additive bias corrected extreme value volatility estimator
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  • 2014 Contagion, decoupling and the spillover effects of the US financial crisis: Evidence from the BRIC markets
    by Bekiros, Stelios D.

  • 2014 An empirical comparison of alternative schemes for combining electricity spot price forecasts
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  • 2014 Accounting for asymmetric price responses and underlying energy demand trends in OECD industrial energy demand
    by Adeyemi, Olutomi I. & Hunt, Lester C.

  • 2014 Design of experiments applied to environmental variables analysis in electricity utilities efficiency: The Brazilian case
    by Leme, Rafael C. & Paiva, Anderson P. & Steele Santos, Paulo E. & Balestrassi, Pedro P. & Galvão, Leandro de Lima

  • 2014 Modeling the daily electricity price volatility with realized measures
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  • 2014 What do market-calibrated stochastic processes indicate about the long-term price of crude oil?
    by Hahn, Warren J. & DiLellio, James A. & Dyer, James S.

  • 2014 Revisiting the relationship between spot and futures prices in the Nord Pool electricity market
    by Weron, Rafał & Zator, Michał

  • 2014 Modelling changes in the unconditional variance of long stock return series
    by Amado, Cristina & Teräsvirta, Timo

  • 2014 Dependence of stock and commodity futures markets in China: Implications for portfolio investment
    by Hammoudeh, Shawkat & Nguyen, Duc Khuong & Reboredo, Juan Carlos & Wen, Xiaoqian

  • 2014 Market impacts of trades for stocks listed on the Borsa Istanbul
    by Aktas, Osman Ulas & Kryzanowski, Lawrence

  • 2014 A new index of financial conditions
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  • 2014 The VIX, the variance premium and stock market volatility
    by Bekaert, Geert & Hoerova, Marie

  • 2014 Examining macroeconomic models through the lens of asset pricing
    by Borovička, Jaroslav & Hansen, Lars Peter

  • 2014 A predictability test for a small number of nested models
    by Granziera, Eleonora & Hubrich, Kirstin & Moon, Hyungsik Roger

  • 2014 A score-test on measurement errors in rating transition times
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  • 2014 A fast resample method for parametric and semiparametric models
    by Armstrong, Timothy B. & Bertanha, Marinho & Hong, Han

  • 2014 Multivariate rotated ARCH models
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  • 2014 An asymptotic analysis of likelihood-based diffusion model selection using high frequency data
    by Choi, Hwan-sik & Jeong, Minsoo & Park, Joon Y.

  • 2014 Specification analysis of linear quantile models
    by Escanciano, J.C. & Goh, S.C.

  • 2014 Model equivalence tests in a parametric framework
    by Lavergne, Pascal

  • 2014 Forecasting financial and macroeconomic variables using data reduction methods: New empirical evidence
    by Kim, Hyun Hak & Swanson, Norman R.

  • 2014 Volatility activity: Specification and estimation
    by Todorov, Viktor & Tauchen, George & Grynkiv, Iaryna

  • 2014 Time-varying sparsity in dynamic regression models
    by Kalli, Maria & Griffin, Jim E.

  • 2014 Can we reject linearity in an HAR-RV model for the S&P 500? Insights from a nonparametric HAR-RV
    by Lahaye, Jerome & Shaw, Philip

  • 2014 What drives the nonlinearity of time series: A frequency perspective
    by Caraiani, Petre

  • 2014 Bayesian endogeneity bias modeling
    by Montes-Rojas, Gabriel & Galvao, Antonio F.

  • 2014 Measuring the impact of nuclear accidents on energy policy
    by Csereklyei, Zsuzsanna

  • 2014 An update on EMU sovereign yield spread drivers in times of crisis: A panel data analysis
    by Gómez-Puig, Marta & Sosvilla-Rivero, Simón & Ramos-Herrera, María del Carmen

  • 2014 Macro effects of capital requirements and macroprudential policy
    by Akram, Q. Farooq

  • 2014 Can gold hedge and preserve value when the US dollar depreciates?
    by Reboredo, Juan C. & Rivera-Castro, Miguel A.

  • 2014 Multifactor consumption based asset pricing models using the US stock market as a reference: Evidence from a panel of developed economies
    by Hunter, John & Wu, Feng

  • 2014 Comparing the accuracy of multivariate density forecasts in selected regions of the copula support
    by Diks, Cees & Panchenko, Valentyn & Sokolinskiy, Oleg & van Dijk, Dick

  • 2014 Time-consistent investment policies in Markovian markets: A case of mean–variance analysis
    by Chen, Zhiping & Li, Gang & Zhao, Yonggan

  • 2014 Extracting market information from equity options with exponential Lévy processes
    by Fabozzi, Frank J. & Leccadito, Arturo & Tunaru, Radu S.

  • 2014 A structural econometric analysis of the informal sector heterogeneity
    by Nguimkeu, Pierre

  • 2014 Were Oil Price Markets the Source of Credit Crisis in European Countries? Evidence Using a VAR-MGARCH-DCC Model
    by Nadhem Selmi & Nejib Hachicha

  • 2014 Search for Predictors of Inflation Using VAR and BVAR: The Case of Czech Republic
    by Josef Stráský & Jaromír Baxa

  • 2014 Duration-Based Approach to VaR Independence Backtesting
    by Marta Małecka

  • 2014 Evaluación de impacto del sistema de transporte Metrolínea: revisión de metodologías
    by Juan Carlos Rodríguez Marín & Jhon Alexis Díaz Contreras

  • 2014 Plusvalía, salario real y eficiencia del trabajo en el sector manufacturero en Colombia
    by Jhon Alexander Méndez Sayago

  • 2014 Banking fragility in Colombia: An empirical analysis based on balance sheets
    by Ignacio Lozano & Alexander Guarín

  • 2014 The Impact Of The Main Macroeconomic Indicators On The Final Consumption Of The Population
    by Consuela Necșulescu & Luminița Șerbănescu

  • 2014 Video Games Contribution To Students’ Entrepreneurial Traits And Intent
    by Alexandra PERJU-MITRAN & Andreea E. BUDACIA

  • 2014 Determinants of foreign direct investment
    by Bruce A. Blonigen & Jeremy Piger

  • 2014 Evaluation der ifo Konjunkturprognosen
    by Steffen Henzel & Wolfgang Nierhaus & Timo Wollmershäuser

  • 2014 Der Blick in die Glaskugel wird schärfer: Eine Evaluation der Treffsicherheit der ifo Dresden Konjunkturprognosen
    by Robert Lehmann & Michael Weber

  • 2014 Long Term Trend Analysis in the Capital Market – The Case of Serbia
    by Snežana Radukić & Milica Radović

  • 2014 Use and Limitations of the Reserve Requirement Policy in Montenegro
    by Velibor Milošević

  • 2014 Banking fragility in Colombia: An empirical analysis based on balance sheets
    by Ignacio Lozano & Alexander Guarin

  • 2014 Relations between Volatility and Returns of Exchange Traded Funds of Emerging Markets and of USA
    by Prakash L. Dheeriya & Fahimeh Rezayat & Burhan F. Yavas

  • 2014 Is there a trade-off between the predictive power and the interpretability of bankruptcy models? The case of the first Hungarian bankruptcy prediction model
    by Miklós Virág & Tamás Nyitrai

  • 2014 Revisiting the nexus between financial development, FDI, and growth: New evidence from second generation econometric procedures in the Turkish context
    by Hasan Güngör & Salih Turan Katircioglu & Mehmet Mercan

  • 2014 Hand Surgery – Postoperative Recovery and Medical Tourism
    by Ruxandra Diana Sinescu & Andrea Anghel & Razvan Teohari Vulcanescu

  • 2014 Assessing the Impact of the National Cultural Framework on Responsible Corporate Behaviour towards Consumers: an Application of Geert Hofstede`s Cultural Model
    by Cristina Ganescu & Andreea Gangone & Mihaela Asandei

  • 2014(XXIV) An Extension Of The Methodology Of Using The Student Test In Case Of A Linear Regression With Three Explanatory Variables
    by Florin-Marius PAVELESCU

  • 2013 Identifying a financial conditions index for South Africa
    by Kirsten Thompson & Renee van Eyden & Rangan Gupta

  • 2013 The out-of-sample forecasting performance of non-linear models of real exchange rate behaviour: The case of the South African Rand
    by Goodness C. Aye & Mehmet Balcilar & Adel Bosch & Rangan Gupta & Francois Stofberg

  • 2013 The Spread of Mafia in Northern Italy: The Role of Public Infrastructure
    by Lavinia Piemontese

  • 2013 Is There a “Biodiversity Kuznets Curve” for the Main OECD Countries?
    by Roberta De Santis

  • 2013 Macroeconomic Reform and Technical Efficiency in Australian - Riforme macroeconomiche ed efficienza tecnica nell’industria manifatturiera australiana – un’analisi stocastica della frontiera di produzione
    by Karunaratne, Neil Dias

  • 2013 GARCH modellerinin performanslarının değerlendirilmesinde riske maruz değer (value-at-risk, VaR) yöntemi: İMKB100, Mali, Sınai ve Hizmet endeksleri üzerine bir uygulama
    by Önder BÜBERKÖKÜ

  • 2013 An Application of the Cusp Catastrophe Theory to the Istanbul Stock Exchange Crash of 2008
    by Hülya TÜTEK & Ünal SEVEN

  • 2013 Steady-state labor supply elasticities: A survey
    by Bargain, Olivier & Peichl, Andreas

  • 2013 Do German exporters PTM? Searching for right answers in sugar confectionery exports
    by Fedoseeva, Svetlana

  • 2013 Identification and Estimation of Intra-Firm and Industry Competition via Ownership Change
    by Michel, Christian

  • 2013 Coherent Price Systems and Uncertainty-Neutral Valuation
    by Beißner, Patrick

  • 2013 Competitive Moment Matching of a New-Keynesian and an Old-Keynesian Model
    by Franke, Reiner

  • 2013 Validating Structural Labor Supply Models
    by Löffler, Max & Peichl, Andreas & Siegloch, Sebastian

  • 2013 Point and Density Forecasts for the Euro Area Using Many Predictors: Are Large BVARs Really Superior?
    by Berg, Tim Oliver & Henzel, Steffen

  • 2013 Moment Matching versus Bayesian Estimation: Backward-Looking Behaviour in a New-Keynesian Baseline Model
    by Sacht, Stephen & Franke, Reiner & Jang, Tae-Seok

  • 2013 Inflation Uncertainty, Output Growth Uncertainty and Macroeconomic Performance: Comparing Alternative Exchange Rate Regimes in Eastern Europe
    by Khan, Muhammad & Kebewar, Mazen & Nenovsky, Nikolay

  • 2013 Multiple imputation in a complex household survey - the German Panel on Household Finances (PHF): challenges and solutions
    by Eisele, Martin & Zhu, Junyi

  • 2013 Testing for optimal monetary policy via moment inequalities
    by Laura Coroneo & Valentina Corradi & Paulo Santos Monteiro

  • 2013 Revisiting the relationship between spot and futures prices in the Nord Pool electricity market
    by Rafal Weron & Michal Zator

  • 2013 Money demand and the role of monetary indicators in forecasting euro area inflation
    by Christian Dreger & Jürgen Wolters

  • 2013 Model uncertainty in matrix exponential spatial growth regression models
    by Manfred M. Fischer & Philipp Piribauer

  • 2013 Measuring the Impacts of Nuclear Accidents on Energy Policy
    by Zsuzsanna Csereklyei

  • 2013 Forecasting GDP at the regional level with many predictors
    by Robert Lehmann & Klaus Wohlrabe

  • 2013 Spatial Econometric Modelling Of Massive Datasets: The Contribution Of Data Mining
    by MYRIAM TABASSO & GIUSEPPE ARBIA

  • 2013 “Determining the Number of Regimes in Markov-Switching VAR and VMA Models”
    by Maddalena Cavicchioli

  • 2013 Stylized Facts and Dynamic Modeling of High-frequency Data on Precious Metals
    by Caporin, Massimiliano & Ranaldo, Angelo & Velo, Gabriel G.

  • 2013 Are classical option pricing models consistent with observed option second-order moments? Evidence from high-frequency data
    by Audrino, Francesco & Fengler, Matthias

  • 2013 Nets: Network estimation for time series
    by Matteo Barigozzi & Christian T. Brownlees

  • 2013 Evaluating predictive densities of U.S. output growth and inflation in a large macroeconomic data set
    by Barbara Rossi & Tatevik Sekhposyan

  • 2013 Conditional predictive density evaluation in the presence of instabilities
    by Barbara Rossi & Tatevik Sekhposyan

  • 2013 Model Equivalence Tests in a Parametric Framework
    by Lavergne, Pascal

  • 2013 Comparing the Accuracy of Copula-Based Multivariate Density Forecasts in Selected Regions of Support
    by Cees Diks & Valentyn Panchenko & Oleg Sokolinskiy, & Dick van Dijk

  • 2013 On the Impact of the Global Financial Crisis on the Euro Area
    by He, Xiaoli & Jacobs, Jan P.A.M. & Kuper, Gerard H. & Ligthart, Jenny E.

  • 2013 On bootstrap validity for specification tests with weak instruments
    by Doko Tchatoka, Firmin

  • 2013 Validation and Functional Complexity
    by Robert E. Marks

  • 2013 On Habit and the Socially Efficient Level of Consumption and Work Effort
    by Paul Levine & Peter McAdam & Peter Welz

  • 2013 Accounting for asymmetric price responses and underlying energy demand trends in OECD industrial energy demand
    by Olutomi I Adeyemi & Lester C Hunt

  • 2013 A new index of financial conditions
    by Gary Koop & Dimitris Korobilis

  • 2013 Using VARs and TVP-VARs with Many Macroeconomic Variables
    by Gary Koop

  • 2013 Model Switching and Model Averaging in Time-Varying Parameter Regression Models
    by Miguel Belmonte & Gary Koop

  • 2013 Self-reinforcing effects between housing prices and credit: an extended version
    by André K. Anundsen & Eilev S. Jansen

  • 2013 Returns to public R&D grants and subsidies
    by Ådne Cappelen & Arvid Raknerud & Marina Rybalka

  • 2013 The importance of the distribution sector for exchange rate pass-through in a small open economy. A large scale macroeconometric modelling approach
    by Pål Boug & Ådne Cappelen & Torbjørn Eika

  • 2013 Combining disaggregate forecasts for inflation: The SNB's ARIMA model
    by Marco Huwiler & Daniel Kaufmann

  • 2013 Model Selection Tests for Conditional Moment Inequality Models
    by Yu-Chin Hsu & Xiaoxia Shi

  • 2013 A Generalized Stepwise Procedure with Improved Power for Multiple Inequalities Testing
    by Yu-Chin Hsu & Chung-Ming Kuan & Meng-Feng Yen

  • 2013 A Generalized Stepwise Procedure with Improved Power for Multiple Inequalities Testing
    by Yu-Chin Hsu & Chung-Ming Kuan & Meng-Feng Yen

  • 2013 A Comparison Of The Forecasting Performances Of Multivariate Volatility Models
    by Vincenzo Candila

  • 2013 Time-Varying Parameter in the Almost Ideal Demand System and the Rotterdam Model: Will the Best Specification Please Stand Up?
    by William A. Barnett and Isaac Kalonda-Kanyama

  • 2013 Prediction and Simulation Using Simple Models Characterized by Nonstationarity and Seasonality
    by Norman Swanson & Richard Urbach

  • 2013 Generalizing smooth transition autoregressions
    by Emilio Zanetti Chini

  • 2013 Generalised Linear Spectral Models
    by Tommaso Proietti & Alessandra Luati

  • 2013 Factorii modelatori ai valorilor calculate ale Testului Student in cazul unei regresii liniare cu trei variabile explicative
    by Pavelescu, Florin Marius

  • 2013 Are Turbulences of Sargent and Ljungqvist consistent with lower Aggregate Volatility?
    by Batyra, Anna

  • 2013 Is There Really Granger Causality Between Energy Use and Output?
    by Bruns, Stephan B. & Gross, Christian & Stern, David I.

  • 2013 What if Energy Time Series are not Independent? Implications for Energy-GDP Causality Analysis
    by Bruns, Stephan B. & Gross, Christian

  • 2013 Geography, Productivity and Trade: Does Selection Explain Why Some Locations Are More Productive than Others?
    by Antonio Accetturo & Valter Di Giacinto & Giacinto Micucci & Marcello Pagnini

  • 2013 Decoupling and the Spillover Effects of the US Financial Crisis: Evidence from the BRIC Markets
    by Stelios D. Bekiros

  • 2013 Grado de inversión y flujos de inversión directa extranjera a economías emergentes
    by Sánchez, Elmer

  • 2013 El sistema de predicción desagregada: Una evaluación de las proyecciones de inflación 2006-2011
    by Barrera, Carlos

  • 2013 Qualitative variables and their reduction possibility. Application to time series models
    by Ciuiu, Daniel

  • 2013 Multiple imputation in a complex household survey - the German Panel on Household Finances (PHF): challenges and solutions
    by Martin, Eisele & Zhu, Junyi

  • 2013 Empirical evidence for nonlinearity and irreversibility of commodity futures prices
    by Karapanagiotidis, Paul

  • 2013 Distribution Theory of the Least Squares Averaging Estimator
    by Liu, Chu-An

  • 2013 Multifactor asset pricing with a large number of observable risk factors and unobservable common and group-specific factors
    by Bai, Jushan & Ando, Tomohiro

  • 2013 Panel data models with grouped factor structure under unknown group membership
    by Bai, Jushan & Ando, Tomohiro

  • 2013 Forecasting with Factor Models: A Bayesian Model Averaging Perspective
    by Dimitris, Korobilis

  • 2013 Currency hedging strategies, strategic benchmarks and the Global and Euro Sovereign financial crises
    by Caporin, Massimiliano & Jimenez-Martin, Juan-Angel & Gonzalez-Serrano, Lydia

  • 2013 On the Stratonovich – Kalman - Bucy filtering algorithm application for accurate characterization of financial time series with use of state-space model by central banks
    by Ledenyov, Dimitri O. & Ledenyov, Viktor O.

  • 2013 Bifurcation Analysis of an Endogenous Growth Model
    by Barnett, William & Ghosh, Taniya

  • 2013 An Early Warning System for Inflation in the Philippines Using Markov-Switching and Logistic Regression Models
    by Cruz, Christopher John & Mapa, Dennis

  • 2013 A Comparison of the Finite Sample Properties of Selection Rules of Factor Numbers in Large Datasets
    by GUO-FITOUSSI, Liang

  • 2013 Jump Processes in Exchange Rates Modeling
    by Bunčák, Tomáš

  • 2013 Estimation and Inference in Univariate and Multivariate Log-GARCH-X Models When the Conditional Density is Unknown
    by Sucarrat, Genaro & Grønneberg, Steffen & Escribano, Alvaro

  • 2013 A note on NIG-Levy process in asset price modeling: case of Estonian companies
    by Teneng, Dean

  • 2013 NIG-Levy process in asset price modeling: case of Estonian companies
    by Teneng, Dean

  • 2013 Outperforming the naïve Random Walk forecast of foreign exchange daily closing prices using Variance Gamma and normal inverse Gaussian Levy processes
    by Teneng, Dean

  • 2013 On bootstrap validity for specification tests with weak instruments
    by Doko Tchatoka, Firmin

  • 2013 Did Credit Decouple from Output in the Great Moderation?
    by Grydaki, Maria & Bezemer, Dirk

  • 2013 Debt and the U.S. Great Moderation
    by Bezemer, Dirk & Grydaki, Maria

  • 2013 Sectoral gross value-added forecasts at the regional level: Is there any information gain?
    by Lehmann, Robert & Wohlrabe, Klaus

  • 2013 Testing rational speculative bubbles in Central European stock markets
    by Deev, Oleg & Kajurova, Veronika & Stavarek, Daniel

  • 2013 Inflation Uncertainty, Output Growth Uncertainty and Macroeconomic Performance: Comparing Alternative Exchange Rate Regimes in Eastern Europe
    by Khan, Muhammad & Kebewar, mazen & Nenovsky, Nikolay

  • 2013 A New Index of Financial Conditions
    by Koop, Gary & Korobilis, Dimitris

  • 2013 The Exponential Model for the Spectrum of a Time Series: Extensions and Applications
    by Proietti, Tommaso & Luati, Alessandra

  • 2013 Evaluation of Probabilistic Forecasts: Proper Scoring Rules and Moments
    by Tsyplakov, Alexander

  • 2013 Estimating the dose-response function through the GLM approach
    by Guardabascio, Barbara & Ventura, Marco

  • 2013 Identifying corruption through latent class models: evidence from transition economies
    by Pieroni, Luca & d'Agostino, Giorgio & Bartolucci, Francesco

  • 2013 Uniform Asymptotic Risk of Averaging GMM Estimator Robust to Misspecification, Second Version
    by Xu Cheng & Zhipeng Liao & Ruoyao Shi

  • 2013 To Hold Out or Not to Hold Out
    by Frank Schorfheide & Kenneth I. Wolpin

  • 2013 Signaling Effects of Monetary Policy
    by Leonardo Melosi

  • 2013 External Validation of Voter Turnout Models by Concealed Parameter Recovery
    by Antonio Merlo & Thomas R.Palfrey

  • 2013 Do Labor Reforms in Spain have an Effect on the Equilibrium Unemployment Rate?
    by Dionisio Ramirez & Gabriel Rodríguez

  • 2013 Forecasting and Nowcasting Macroeconomic Variables: A Methodological Overview
    by Jennifer Castle & David Hendry

  • 2013 Revealed Preference Tests of Network Formation Models
    by Khai Xiang Chiong

  • 2013 Assessing DSGE Model Nonlinearities
    by S. Borağan Aruoba & Luigi Bocola & Frank Schorfheide

  • 2013 To Hold Out or Not to Hold Out
    by Frank Schorfheide & Kenneth I. Wolpin

  • 2013 Sovereigns versus Banks: Credit, Crises, and Consequences
    by Òscar Jordà & Moritz HP. Schularick & Alan M. Taylor

  • 2013 Bubble Troubles? Rational Storage, Mean Reversion and Runs in Commodity Prices
    by Eugenio S. A. Bobenrieth & Juan R. A. Bobenrieth & Brian D. Wright

  • 2013 The VIX, the Variance Premium and Stock Market Volatility
    by Geert Bekaert & Marie Hoerova

  • 2013 Orthogonal Transformation of Coordinates in Copula M-GARCH Models – Bayesian analysis for WIG20 spot and futures returns
    by Mateusz Pipień

  • 2013 Comparing variable selection techniques for linear regression: LASSO and Autometrics
    by Camila Epprecht & Dominique Guegan & Álvaro Veiga

  • 2013 Empirical Projected Copula Process and Conditional Independence an Extended Version
    by Lorenzo Frattarolo & Dominique Guegan

  • 2013 Conditiona l Forecast Selection from Many Forecasts: An Application to the Yen/Dollar Exchange Rate
    by Kei Kawakami

  • 2013 Model Selection in the Presence of Incidental Parameters
    by Yoonseok Lee & Peter C.B. Phillips

  • 2013 Microcrédit, pauvreté et autonomisation des femmes au Bénin
    by Dieudonné Bleossi Dahoun & Olivier Manlan & Cosme Vodonou & Saint-Martin Mongan & Damien Mededji & Janvier P. Alofa

  • 2013 Default and Liquidity Regimes in the Bond Market during the 2002-2012 Period
    by Georges Dionne & Olfa Maalaoui Chun

  • 2013 Cross-Sectional Distribution of GARCH Coefficients across S&P 500 Constituents: Time-Variation over the Period 2000-2012
    by David Ardia & Lennart F. Hoogerheide

  • 2013 Worldwide equity Risk Prediction
    by David Ardia & Lennart F. Hoogerheide

  • 2013 Model choice and size distribution: a Bayequentist approach
    by John-Oliver Engler & Stefan Baumgaertner

  • 2013 Generalized Least Squares Model Averaging
    by Qingfeng Liu & Ryo Okui & Arihiro Yoshimura

  • 2013 What Do We Learn from Blanchard and Quah Decompositions If Aggregate Demand May Not be Long-Run Neutral?
    by John W. Keating

  • 2013 Mostly Harmless Simulations? On the Internal Validity of Empirical Monte Carlo Studies
    by Advani, Arun & Sloczynski, Tymon

  • 2013 Steady-State Labor Supply Elasticities: A Survey
    by Bargain, Olivier & Peichl, Andreas

  • 2013 Regression Analysis of Country Effects Using Multilevel Data: A Cautionary Tale
    by Bryan, Mark L. & Jenkins, Stephen P.

  • 2013 Putting Structure on the RD Design: Social Transfers and Youth Inactivity in France
    by Bargain, Olivier & Doorley, Karina

  • 2013 Bottom-up or Direct? Forecasting German GDP in a Data-rich Environment
    by Katja Drechsel & R. Scheufele

  • 2013 Modelling italian potential output and the output gap
    by Antonio Bassanetti & Michele Caivano & Alberto Locarno

  • 2013 On the time-varying relationship between EMU sovereign spreads and their determinants
    by António Afonso, & Michael G. Arghyrou, & George Bagdatoglou, & Alexandros Kontonikas

  • 2013 Rasch Mixture Models for DIF Detection: A Comparison of Old and New Score Specifications
    by Hannah Frick & Carolin Strobl & Achim Zeileis

  • 2013 Score-Based Tests of Measurement Invariance: Use in Practice
    by Ting Wang & Edgar C. Merkle & Achim Zeileis

  • 2013 Disentangling the Effects of Multiple Treatments -Measuring the Net Economic Impact of the 1995 Great Hanshin-Awaji Earthquake
    by Hiroshi Fujiki & Cheng Hsiao

  • 2013 Spatial Chow-Lin Models for Completing Growth Rates in Cross-sections
    by Wolfgang Polasek

  • 2013 Selection Bias in Innovation Studies. A Simple Test
    by Gaétan de Rassenfosse & Anja Schoen & Annelies Wastyn

  • 2013 Constructing a new leading indicator for unemployment from a survey among German employment agencies
    by Hutter, Christian & Weber, Enzo

  • 2013 Automated Valuation Modelling: A Specification Exercise
    by Rainer Schulz & Martin Wersing & Axel Werwatz &

  • 2013 Goodness-of-fit Test for Specification of Semiparametric Copula Dependence Models
    by Shulin Zhang, & Ostap Okhrin, & Qian M. Zhou & Peter X.-K. Song

  • 2013 Sharp deviation bounds for quadratic forms
    by Vladimir Spokoiny & Mayya Zhilova & &

  • 2013 Robust Estimation and Inference for Threshold Models with Integrated Regressors
    by Haiqiang Chen & & &

  • 2013 Pruning in Perturbation DSGE Models - Guidance from Nonlinear Moving Average Approximations
    by Hong Lan & Alexander Meyer-Gohde & &

  • 2013 Pricing Nikkei 225 Options Using Realized Volatility
    by Masato Ubukata & Toshiaki Watanabe

  • 2013 Measurement Error and Policy Evaluation in the Frequency Domain
    by Xiangrong Yu

  • 2013 Age-Cohort-Time Effects in Sickness Absence: Exploring a Large Data Set by Polynomial Regression
    by Biørn, Erik

  • 2013 Identifying Age-Cohort-Time Effects, Their Curvature and Interactions from Polynomials: Examples Related to Sickness Absence
    by Biørn, Erik

  • 2013 Economic Regime Shifts and the US Subprime Bubble
    by Anundsen, André Kallåk

  • 2013 Using Lasso-Type Penalties to Model Time-Varying Covariate Effects in Panel Data Regressions - A Novel Approach Illustrated by the 'Death of Distance' in International Trade
    by Hess, Wolfgang & Persson, Maria & Rubenbauer, Stephanie & Gertheiss, Jan

  • 2013 Causality Between Energy and Output in the Long-Run
    by Stern, David & Enflo, Kerstin

  • 2013 Using Lasso-Type Penalties to Model Time-Varying Covariate Effects in Panel Data Regressions – A Novel Approach Illustrated by the ‘Death of Distance’ in International Trade
    by Hess, Wolfgang & Persson, Maria & Rubenbauer, Stephanie & Gertheiss, Jan

  • 2013 Effects of correlated covariates on the efficiency of matching and inverse probability weighting estimators for causal inference
    by Pingel, Ronnie & Waernbaum, Ingeborg

  • 2013 Testing for Panel Unit Roots under General Cross-Sectional Dependence
    by Holgersson, Thomas & Månsson, Kristofer & Shukur, Ghazi

  • 2013 The regime-dependent evolution of credibility: A fresh look at Hong Kong’s linked exchange rate system
    by Blagov , Boris & Funke, Michael

  • 2013 How Optimal is US Monetary Policy?
    by Xiaoshan Chen & Tatiana Kirsanova & Campbell Leith

  • 2013 On the time-varying relationship between EMU sovereign spreads and their determinants
    by António Afonso & Michael G. Arghyrou & George Bagdatoglou & Alexandros Kontonikas

  • 2013 Shrinkage estimation of high-dimensional factor models with structural instabilities
    by Cheng, Xu & Liao, Zhipeng & Schorfheide, Frank

  • 2013 Sovereigns versus banks: credit, crises, and consequences
    by Jorda, Oscar & Schularick, Moritz & Taylor, Alan M.

  • 2013 Misspecification-robust inference in linear asset pricing models with irrelevant risk factors
    by Gospodinov, Nikolay & Kan, Raymond & Robotti, Cesare

  • 2013 Effects of minimum bid increment in internet auctions: Evidence from a field experiment
    by Janne Tukiainen

  • 2013 How to Identify and Forecast Bull and Bear Markets?
    by Kole, H.J.W.G. & van Dijk, D.J.C.

  • 2013 Some Tools for Robustifying Econometric Analyses
    by Hoornweg, V.

  • 2013 Estimating US fiscal and monetary interactions in a time varying VAR
    by Eddie Gerba & Klemens Hauzenberger

  • 2013 Greece in recession: economic predictions, mispredictions and policy implications
    by Athanassios Petralias & Sotirios Petros & Pródromos Prodromídis

  • 2013 Problems of Sample-selection Bias in the Historical Heights Literature: A Theoretical and Econometric Analysis
    by Howard Bodenhorn & Timothy W. Guinnane & Thomas A. Mroz

  • 2013 Is There Really Granger Causality Between Energy Use and Output?
    by Stephan B. Bruns & Christian Gross & David I. Stern

  • 2013 Causality Between Energy and Output in the Long-Run
    by David I. Stern & Kerstin Enflo

  • 2013 Financial crises and time- varying risk premia in a small open economy: a Markov-Switching DSGE model for Estonia
    by Boris Blagov

  • 2013 Problems of Sample-Selection Bias in the Historical Heights Literature: A Theoretical and Econometric Analysis
    by Bodenhorn, Howard & Guinnane, Timothy W. & Mroz, Thomas A.

  • 2013 Asymptotic Inference about Predictive Accuracy Using High Frequency Data
    by Jia Li & Andrew J. Patton

  • 2013 A wavelet-based copula approach for modeling market risk in agricultural commodity markets
    by RIADH ALOUI & MOHAMED SAFOUANE BEN AISSA & DUC KHUONG NGUYEN

  • 2013 Forecasting the Risk of Speculative Assets by Means of Copula Distributions
    by Benjamin Beckers & Helmut Herwartz & Moritz Seidel

  • 2013 Essai de construction de connaissances praticables : le cas de l’organisation du travail
    by Bouville, Gregor

  • 2013 A Small Macroeconometric Model for the Cyprus Economy
    by Aris Spanos & Niki Papadopoulou

  • 2013 New Goodness-of-fit Diagnostics for Conditional Discrete Response Models
    by Igor Kheifets & Carlos Velasco

  • 2013 Model Selection in the Presence of Incidental Parameters
    by Yoonseok Lee & Peter C.B. Phillips

  • 2013 Testing Linearity Using Power Transforms of Regressors
    by Yae In Baek & Jin Seo Cho & Peter C.B. Phillips

  • 2013 Nowcasting French GDP in Real-Time from Survey Opinions : Information or Forecast Combinations ?
    by Frédérique Bec & Matteo Mogliani

  • 2013 Exchange Rate Pass-Through to Consumer Prices in South Africa: Evidence from Micro-Data
    by Aron, Janine & Creamer, Kenneth & Muellbauer, John & Rankin, Neil

  • 2013 Granger-Causal-Priority and Choice of Variables in Vector Autoregressions
    by Jarocinski, Marek & Mackowiak, Bartosz Adam

  • 2013 Sovereigns versus Banks: Credit, Crises, and Consequences
    by Jordà, Òscar & Schularick, Moritz & Taylor, Alan M.

  • 2013 The growth of cities
    by Duranton, Gilles & Puga, Diego

  • 2013 Residual-based Rank Specification Tests for AR-GARCH type models
    by Andreou, Elena & Werker, Bas J M

  • 2013 Do DSGE Models Forecast More Accurately Out-of-Sample than VAR Models?
    by Gürkaynak, Refet S. & Kisacikoglu, Burçin & Rossi, Barbara

  • 2013 A Monte Carlo procedure for checking identification in DSGE models
    by Le, Vo Phuong Mai & Minford, Patrick & Wickens, Michael R.

  • 2013 A structural analysis of labour supply elasticities in the Netherlands
    by Nicole Bosch & Miriam Gielen & Egbert Jongen & Mauro Mastrogiacomo (DNB & CPB)

  • 2013 Forecasting annual inflation with power transformations: the case of inflation targeting countries
    by Héctor Manuel Záarte Solano & Angélica Rengifo Gómez

  • 2013 The Growth Of Cities
    by Gilles Duranton & Diego Puga

  • 2013 Dynamic Specification Tests For Dynamic Factor Models
    by Gabriele Fiorentini & Enrique Sentana

  • 2013 Forecasting gross value-added at the regional level: Are sectoral disaggregated predictions superior to direct ones?
    by Robert Lehmann & Klaus Wohlrabe

  • 2013 Point and Density Forecasts for the Euro Area Using Many Predictors: Are Large BVARs Really Superior?
    by Tim Oliver Berg & Steffen Henzel

  • 2013 Sovereigns versus Banks: Credit, Crises, and Consequences
    by Òscar Jordà & Moritz Schularick & Alan M. Taylor

  • 2013 Forecasting Exchange Rates: An Investor Perspective
    by Michael Melvin & John Prins & Duncan Shand

  • 2013 Assessing the Macroeconomic Forecasting Performance of Boosting - Evidence for the United States, the Euro Area, and Germany
    by Teresa Buchen & Klaus Wohlrabe

  • 2013 Finding the Best Indicators to Identify the Poor
    by Adama BAH

  • 2013 Testing and Estimating Models Using Indirect Inference
    by Le, Vo Phuong Mai & Meenagh, David

  • 2013 The dynamics of trading duration, volume and price volatility – a vector MEM model
    by Xu, Yongdeng

  • 2013 A Monte Carlo procedure for checking identification in DSGE models
    by Le, Vo Phuong Mai & Minford, Patrick & Wickens, Michael

  • 2013 Mismatch shocks and unemployment during the Great Recession
    by Francesco Furlanetto & Nicolas Groshenny

  • 2013 Nets: Network Estimation for Time Series
    by Matteo Barigozzi & Christian Brownlees

  • 2013 Evaluating Predictive Densities of US Output Growth and Inflation in a Large Macroeconomic Data Set
    by Barbara Rossi & Tatevik Sehkposyan

  • 2013 Conditional Predictive Density Evaluation in the Presence of Instabilities
    by Barbara Rossi & Tatevik Sehkposyan

  • 2013 Nowcasting French GDP in Real-Time from Survey Opinions: Information or Forecast Combinations?
    by Bec, F. & Mogliani, M.

  • 2013 In Defense of Early Warning Signals
    by Bussière, M.

  • 2013 Uncertainty and heterogeneity in factor models forecasting
    by Matteo Luciani & Libero Monteforte

  • 2013 Geography, productivity and trade: does selection explain why some locations are more productive than others?
    by Antonio Accetturo & Valter Di Giacinto & Giacinto Micucci & Marcello Pagnini

  • 2013 Measuring Persistence in Volatility Spillovers
    by Conrad, Christian & Weber, Enzo

  • 2013 Can you do the wrong thing and still be right? Hypothesis Testing in I(2) and near-I(2) cointegrated VARs
    by Francesca DI IORIO & Stefano FACHIN & Riccardo LUCCHETTI

  • 2013 Steady-State Labor Supply Elasticities: An International Comparison
    by Olivier Bargain & Andreas Peichl

  • 2013 Comparing Labor Supply Elasticities in Europe and the US: New Results
    by Olivier Bargain & Christina Orsini & Andreas Peichl

  • 2013 Mismatch Shocks and Unemployment During the Great Recession
    by Francesco Furlanetto & Nicolas Groshenny

  • 2013 The Fine Structure of Equity-Index Option Dynamics
    by Torben G. Andersen & Oleg Bondarenko & Viktor Todorov & George Tauchen

  • 2013 The Exponential Model for the Spectrum of a Time Series: Extensions and Applications
    by Tommaso Proietti & Alessandra Luati

  • 2013 Generalizing smooth transition autoregressions
    by Emilio Zanetti Chini

  • 2013 Long Memory and Structural Breaks in Realized Volatility: An Irreversible Markov Switching Approach
    by Nima Nonejad

  • 2013 Thresholds and Smooth Transitions in Vector Autoregressive Models
    by Kirstin Hubrich & Timo Teräsvirta

  • 2013 The New Keynesian Approach to Dynamic General Equilibrium Modeling: Models, Methods and Macroeconomic Policy Evaluation
    by Schmidt, Sebastian & Wieland, Volker

  • 2013 Validation in Computable General Equilibrium Modeling
    by Dixon, Peter B. & Rimmer, Maureen T.

  • 2013 Globalisation effect on inflation in the Great Moderation era: New evidence from G10 countries
    by Qin, Duo & He, Xinhua

  • 2013 Are the Global REIT Markets Efficient by a New Approach?
    by Hao Fang & Yen-Hsien Lee

  • 2013 The Wage Curve Reconsidered: Is It Truly An 'Empirical Law Of Economics'?
    by Bernard FINGLETON & Silvia PALOMBI

  • 2013 The New Keynesian Phillips Curve in an Inflation Targeting Country: The Case of Turkey
    by Giray Gozgor

  • 2013 Exponential Smoothing Technique In Correlation Structure Forecasting Of Visegrad Country Indices
    by Jozef GLOVA

  • 2013 The Determinants of Long-Run Economic Growth: A Conceptually and Computationally Simple Approach
    by Jaroslava Hlouskova & Martin Wagner

  • 2013 Some Conceptual Aspects of the Multilevel Modeling for the Study of Social-Economic Phenomena
    by Miruna MAZURENCU MARINESCU

  • 2013 Updating the Romanian Economic Macromodel
    by Emilian Dobrescu

  • 2013 A Bunch of Models, a Bunch of Nulls and Inference about Predictive Ability
    by Pincheira, Pablo

  • 2013 Dynamics of Fixed Capital Productivity and the Macroeconomic Equilibrium
    by Pavelescu, Marius Florin

  • 2013 Grado de inversión y flujos de inversión directa extranjera a economías emergentes
    by Sánchez, Elmer

  • 2013 The use of econometric models for long-term policies: A critical view
    by Luigi Spaventa

  • 2013 A Dynamic Panel, Empirical Investigation on the Link between Inflation and Fiscal Imbalances. Does Heterogeneity Matter?
    by Avgeris Nikolaos & Katrakilidis Constantinos

  • 2013 The out-of-sample forecasting performance of non-linear models of real exchange rate behaviour: The case of the South African Rand
    by Goodness C. Aye & Mehmet Balcilar & Adél Bosch & Rangan Gupta & Francois Stofberg

  • 2013 A test for the existence of a fractional root in a non-stationary time series
    by Diego Lemus & Elkin Castaño

  • 2013 A Comparative Study of the Lasso-type and Heuristic Model Selection Methods
    by Ivan Savin

  • 2013 Modeling long-run determinants of economic growth for the mauritian economy
    by Maylene Y Damoense-Azevedo

  • 2013 Analyzing MeMo-It supply side properties
    by Ottavio Ricchi

  • 2013 The new Istat Macroeconometric Model: improvements in statistical information availability and labour force projection
    by Gilberto Antonelli

  • 2013 The Istat MeMo-It Macroeconometric Model: comments and suggestions for possible extensions
    by Maria Elena Bontempi

  • 2013 Building the core of the Istat system of models for forecasting the Italian economy: MeMo-It
    by Fabio Bacchini & Cristina Brandimarte & Piero Crivelli & Roberta De Santis & Marco Fioramanti & Alessandro Girardi & Roberto Golinelli & Cecilia Jona-Lasinio & Massimo Mancini & Carmine Pappalardo & Daniela Rossi & Marco Ventura & Claudio Vicarelli

  • 2013 How informative are in-sample information criteria to forecasting? The case of Chilean GDP
    by Carlos A. Medel

  • 2013 Long-term Prior Return Patterns in Stock Returns: Evidence from Emerging Markets
    by Sanjay Sehgal & Sakshi Jain & Pr Laurence the Porteu de la Morandiere

  • 2013 Forecasting the Finnish Consumer Price Inflation Using Artificial Neural Network Models and Three Automated Model Selection Techniques
    by Anders Bredahl Kock & Timo Teräsvirta

  • 2013 An Estimated DSGE Model for Business Cycle Analysis in China
    by Biao Gu & Jianfeng Wang & Jingfei Wu

  • 2013 Ranking of VaR and ES Models: Performance in Developed and Emerging Markets
    by Saša ŽIKOVIÆ & Randall K. FILER

  • 2013 Confirmation, Correction and Improvement for Outlier Validation Using Dummy Variables: t-Statistics or F-Incremental Statistics is not enough in OLS
    by Arzdar Kiraci

  • 2013 Indirect Taxes, Social Expenditures and Poverty:What Linkage?
    by Fatih KARANFIL & Ata OZKAYA

  • 2013 Structural change and phase variation: A re-examination of the q-model using wavelet exploratory analysis
    by Gallegati, Marco & Ramsey, James B.

  • 2013 Comment on: A non-parametric spatial independence test using symbolic entropy
    by Elsinger, Helmut

  • 2013 Cox-type tests for competing spatial autoregressive models with spatial autoregressive disturbances
    by Jin, Fei & Lee, Lung-fei

  • 2013 The benefit of modeling jumps in realized volatility for risk prediction: Evidence from Chinese mainland stocks
    by Liao, Yin

  • 2013 Electricity consumption-economic growth Nexus: An aggregated and disaggregated causality analysis in India and Pakistan
    by Abbas, Faisal & Choudhury, Nirmalya

  • 2013 Measurement error and policy evaluation in the frequency domain
    by Yu, Xiangrong

  • 2013 What do we learn from Blanchard and Quah decompositions of output if aggregate demand may not be long-run neutral?
    by Keating, John W.

  • 2013 What can we tell about monetary policy synchronization and interdependence over the 2007–2009 global financial crisis?
    by Arouri, Mohamed & Jawadi, Fredj & Nguyen, Duc Khuong

  • 2013 Conditional forecast selection from many forecasts: An application to the Yen/Dollar exchange rate
    by Kawakami, Kei

  • 2013 The extreme value in crude oil and US dollar markets
    by Chen, Wei-Peng & Choudhry, Taufiq & Wu, Chih-Chiang

  • 2013 The long-term cognitive consequences of early childhood malnutrition: The case of famine in Ghana
    by Ampaabeng, Samuel K. & Tan, Chih Ming

  • 2013 Risk and return: Long-run relations, fractional cointegration, and return predictability
    by Bollerslev, Tim & Osterrieder, Daniela & Sizova, Natalia & Tauchen, George

  • 2013 Comment on: A new test for chaos and determinism based on symbolic dynamics
    by Elsinger, Helmut

  • 2013 Corporate social responsibility in the banking industry: Motives and financial performance
    by Wu, Meng-Wen & Shen, Chung-Hua

  • 2013 Multidimensional risk and risk dependence
    by Polanski, Arnold & Stoja, Evarist & Zhang, Ren

  • 2013 On the role of the estimation error in prediction of expected shortfall
    by Lönnbark, Carl

  • 2013 The role of credit in the Great Moderation: A multivariate GARCH approach
    by Grydaki, Maria & Bezemer, Dirk

  • 2013 Consistent dynamic affine mortality models for longevity risk applications
    by Blackburn, Craig & Sherris, Michael

  • 2013 Multimarket contact in Italian retail banking: Competition and welfare
    by Molnar, Jozsef & Violi, Roberto & Zhou, Xiaolan

  • 2013 Beyond fictitious play beliefs: Incorporating pattern recognition and similarity matching
    by Spiliopoulos, Leonidas

  • 2013 Hedges and safe havens: An examination of stocks, bonds, gold, oil and exchange rates
    by Ciner, Cetin & Gurdgiev, Constantin & Lucey, Brian M.

  • 2013 The output gap and stock returns: Do cyclical fluctuations predict portfolio returns?
    by Vivian, Andrew & Wohar, Mark E.

  • 2013 How sensitive to time period sampling is the asymmetric price response specification in energy demand modelling?
    by Adofo, Yaw Osei & Evans, Joanne & Hunt, Lester Charles

  • 2013 Modeling the co-movements between crude oil and refined petroleum markets
    by Tong, Bin & Wu, Chongfeng & Zhou, Chunyang

  • 2013 What if energy time series are not independent? Implications for energy-GDP causality analysis
    by Bruns, Stephan B. & Gross, Christian

  • 2013 From oil to consumer energy prices: How much asymmetry along the way?
    by Venditti, Fabrizio

  • 2013 Does crude oil price play an important role in explaining stock return behavior?
    by Chang, Kuang-Liang & Yu, Shih-Ti

  • 2013 Causality between energy and output in the long-run
    by Stern, David I. & Enflo, Kerstin

  • 2013 Identifying spikes and seasonal components in electricity spot price data: A guide to robust modeling
    by Janczura, Joanna & Trück, Stefan & Weron, Rafał & Wolff, Rodney C.

  • 2013 A critique of non-parametric efficiency analysis in energy economics studies
    by Chen, Chien-Ming

  • 2013 The (de)merits of minimum-variance hedging: Application to the crack spread
    by Alexander, Carol & Prokopczuk, Marcel & Sumawong, Anannit

  • 2013 Modeling and forecasting the volatility of petroleum futures prices
    by Kang, Sang Hoon & Yoon, Seong-Min

  • 2013 Bond vs stock market's Q: Testing for stability across frequencies and over time
    by Gallegati, Marco & Ramsey, James B.

  • 2013 Conditional predictive density evaluation in the presence of instabilities
    by Rossi, Barbara & Sekhposyan, Tatevik

  • 2013 Large time-varying parameter VARs
    by Koop, Gary & Korobilis, Dimitris

  • 2013 Inference on impulse response functions in structural VAR models
    by Inoue, Atsushi & Kilian, Lutz

  • 2013 Determining the MSE-optimal cross section to forecast
    by Arbués, Ignacio

  • 2013 Model averaging by jackknife criterion in models with dependent data
    by Zhang, Xinyu & Wan, Alan T.K. & Zou, Guohua

  • 2013 On loss functions and ranking forecasting performances of multivariate volatility models
    by Laurent, Sébastien & Rombouts, Jeroen V.K. & Violante, Francesco

  • 2013 A quasi-maximum likelihood method for estimating the parameters of multivariate diffusions
    by Hurn, A.S. & Lindsay, K.A. & McClelland, A.J.

  • 2013 Testing the predictive power of the term structure without data snooping bias
    by Kao, Yi-Cheng & Kuan, Chung-Ming & Chen, Shikuan

  • 2013 A specification test for discrete choice models
    by Chicu, Mark & Masten, Matthew A.

  • 2013 An alternative approach to the modelling of interest rate pass through and asymmetric adjustment
    by Valadkhani, Abbas & Bollen, Bernard

  • 2013 A factor approach to realized volatility forecasting in the presence of finite jumps and cross-sectional correlation in pricing errors
    by Atak, Alev & Kapetanios, George

  • 2013 Understanding and predicting bank rating transitions using optimal survival analysis models
    by Louis, Philippe & Van Laere, Elisabeth & Baesens, Bart

  • 2013 Model selection for regression with heteroskedastic and autocorrelated errors
    by Mao, Guangyu

  • 2013 Partial unit root and linear spurious regression: A Monte Carlo simulation study
    by Zhang, Lingxiang

  • 2013 Bayesian forecasting with highly correlated predictors
    by Korobilis, Dimitris

  • 2013 Using CARRX models to study factors affecting the volatilities of Asian equity markets
    by Sin, Chor-Yiu (CY)

  • 2013 Trade openness and economic growth: Bayesian model averaging estimate of cross-country growth regressions
    by Eriṣ, Mehmet N. & Ulaṣan, Bülent

  • 2013 What causes household debt to increase in South Africa?
    by Meniago, Christelle & Mukuddem-Petersen, Janine & Petersen, Mark A. & Mongale, Itumeleng P.

  • 2013 Short-term inflation forecasting models for Turkey and a forecast combination analysis
    by Öğünç, Fethi & Akdoğan, Kurmaş & Başer, Selen & Chadwick, Meltem Gülenay & Ertuğ, Dilara & Hülagü, Timur & Kösem, Sevim & Özmen, Mustafa Utku & Tekatlı, Necati

  • 2013 Modeling of the impact of the financial crisis and China's accession to WTO on China's exports to Germany
    by Guo, Zhichao & Feng, Yuanhua

  • 2013 Hopf bifurcation in the Clarida, Gali, and Gertler model
    by Barnett, William A. & Eryilmaz, Unal

  • 2013 A comparison of spatial error models through Monte Carlo experiments
    by Kato, Takafumi

  • 2013 Macroeconomic Variables and South African Stock Return Predictability
    by Gupta, Rangan & Modise, Mampho P.

  • 2013 Structural versus matching estimation: Transmission mechanisms in Armenia
    by Poghosyan, Karen & Boldea, Otilia

  • 2013 Design limits and dynamic policy analysis
    by Brock, William A. & Durlauf, Steven N. & Rondina, Giacomo

  • 2013 Measuring and predicting heterogeneous recessions
    by Çakmaklı, Cem & Paap, Richard & van Dijk, Dick

  • 2013 Economies of scale and a process for identifying hypothetical merger potential in Indonesian commercial banks
    by Hadad, Muliaman D. & Hall, Maximilian J.B. & Santoso, Wimboh & Simper, Richard

  • 2013 Empirical Verification of World’s Regions Profitability in Dynamic International Investment Strategy
    by Anna Czapkiewicz & Artur Machno

  • 2013 Analysis of ß-Convergence. From Traditional Cross-Section Model to Dynamic Panel Model
    by Joanna Gorna & Karolina Gorna & Elzbieta Szulc

  • 2013 Determinantes de los flujos de inversión extranjera directa estadounidense a través de un modelo gravitacional con componente espacial: evidencia para algunos países latinoamericanos
    by Dennis Sánchez Navarro

  • 2013 Valoración económica de bienes ambientales por beneficiarios circundantes y no circundantes
    by Mauricio G. Villena & Ericka Y. Lafuente

  • 2013 Desaceleración económica e inflación de activos financieros en Colombia
    by Mateo Clavijo

  • 2013 Evaluation of an Active Labour Market Programme in a Context of High Unemployment
    by Cristina Borra & Luis Palma & M. Carmen González & Luis F. Aguado

  • 2013 Default and liquidity regimes in the bond market during the 2002-2012 period
    by Georges Dionne & Olfa Maalaoui Chun

  • 2013 Quantitative Analysis of Business Success Indicators in the Banking Sector of the Republic of Serbia
    by Jelena Stanković & Vesna Janković-Milić & Snežana Radukić

  • 2013 Nature et impacts des effets spatiaux sur les valeurs immobilières. Le cas de l'espace urbanisé parisien
    by Catherine Baumont & Diego Legros

  • 2013 Study On The Performance Evaluation Models Of Small And Medium Enterprises In Romania
    by Ionela-Carmen, PIRNEA

  • 2013 An Empirical Evaluation of GARCH Models in Value-at-Risk Estimation: Evidence from the Macedonian Stock Exchange
    by Vesna Bucevska

  • 2013 Determinantes de los flujos de inversión extranjera directa estadounidense a través de un modelo gravitacional con componente espacial: evidencia para algunos países latinoamericanos
    by Dennis Sánchez

  • 2013 Using Predictive Modeling to Improve Direct Marketing Performance
    by Todor Krastevich

  • 2013 The Housing Markets in Spain and Portugal: Evidence of Persistence
    by Carlos P. Barros & Luis A. Gil-Alana

  • 2013 Personal charisma or the economy?: Macroeconomic indicators of presidential approval ratings in Brazil
    by Alex Luiz Ferreira & Sérgio Naruhiko Sakurai

  • 2013 Application of support vector machines on the basis of the first Hungarian bankruptcy model
    by Miklós Virag & Tamás Nyitrai

  • 2013 Performance Determinants for Responsible Supply Chain Management in the European Emerging Countries
    by Mariana Cristina Ganescu & Mihaela Asandei & Andreea Gangone & Camelia Chirilă

  • 2013 Blunt Instruments: Avoiding Common Pitfalls in Identifying the Causes of Economic Growth
    by Samuel Bazzi & Michael A. Clemens

  • 2012 Structural Breaks and Predictive Regressions Models of South African Equity Premium
    by Goodness C. Aye & Rangan Gupta & Mampho P. Modise

  • 2012 Selection bias in innovation studies: A simple test
    by De Rassenfosse, Gaétan & Wastyn, Annelies

  • 2012 Measuring Vulnerability to Poverty Using Long-Term Panel Data
    by Landau, Katja & Klasen, Stephan & Zucchini, Walter

  • 2012 Surprising comparative properties of monetary models: Results from a new model database
    by Taylor, John B. & Wieland, Volker

  • 2012 The new keynesian approach to dynamic general equilibrium modeling: Models, methods, and macroeconomic policy evaluation
    by Schmidt, Sebastian & Wieland, Volker

  • 2012 Globalisation effect on inflation in the great moderation era: New evidence from G10 countries
    by Qin, Duo & He, Xinhua

  • 2012 Consistent estimation of pseudo panels in the presence of selection bias
    by Mora Rodriguez, Jhon James & Muro, Juan

  • 2012 Fixed income strategies for trading and for asset management
    by Tinschert, Jonas & Cremers, Heinz

  • 2012 The directional identification problem in Bayesian factor analysis: An ex-post approach
    by Aßmann, Christian & Boysen-Hogrefe, Jens & Pape, Markus

  • 2012 Moment matching versus Bayesian estimation: Backward-looking behaviour in a New-Keynesian baseline model
    by Franke, Reiner & Jang, Tae-Seok & Sacht, Stephen

  • 2012 Modelling Primary Energy Consumption under Model Uncertainty
    by Zsuzsanna Csereklyei & Stefan Humer

  • 2012 Small sample properties of matching with caliper
    by Paweł Strawiński

  • 2012 Agglomeration Externalities and 1981-2006 Regional Growth in Brazil
    by Valente J. Matlaba & Mark Holmes & Philip McCann & Jacques Poot

  • 2012 Missing in Asynchronicity: A Kalman-EM Approach for Multivariate Realized Covariance Estimation
    by Corsi, Fulvio & Peluso, Stefano & Audrino, Francesco

  • 2012 The changing relationship between commodity prices and equity prices in commodity exporting
    by Barbara Rossi

  • 2012 Out-of-sample forecast tests robust to the choice of window size
    by Barbara Rossi & Atsushi Inoue

  • 2012 Evaluating Macroeconomic Forecasts: A Concise Review of Some Recent Developments
    by Philip Hans Franses & Michael McAleer & Rianne Legerstee

  • 2012 Robust Ranking of Multivariate GARCH Models by Problem Dimension
    by Massimiliano Caporin & Michael McAleer

  • 2012 News Shocks, Information Flows and SVARs
    by Fève, Patrick & Jidoud, Ahmat

  • 2012 Identifying News Shocks from SVARs
    by Fève, Patrick & Jidoud, Ahmat

  • 2012 A Trick of the (Pareto) Tail
    by Marco Bee & Massimo Riccaboni & Stefano Schiavo

  • 2012 Concept-Based Bayesian Model Averaging and Growth Empirics
    by Magnus, J.R. & Wang, W.

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  • 2012 Modeling and forecasting foreign exchange daily closing prices with normal inverse Gaussian
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  • 2012 The determinants of the academic outcome: an Bayesian approach using a sample of economics students from the University of Brasilia, Brazil
    by Ferreira Lima, Luis Cristovao

  • 2012 Managing the Uncertainty in the Hodrick Prescott Filter
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  • 2012 Estimating dynamic causal effects with unobserved confounders: a latent class version of the inverse probability weighted estimator
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  • 2012 Does BIC Estimate and Forecast Better than AIC?
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  • 2012 Does Output Gap, Labor's Share or Unemployment Rate Drive Inflation?
    by Lanne, Markku & Luoto, Jani

  • 2012 Portfolio risk evaluation: An approach based on dynamic conditional correlations models and wavelet multiresolution analysis
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  • 2012 Testing in the Presence of Nuisance Parameters: Some Comments on Tests Post-Model-Selection and Random Critical Values
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  • 2012 A plug-in averaging estimator for regressions with heteroskedastic errors
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  • 2012 Hopf bifurcation in the Clarida, Gali, and Gertler model
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  • 2012 Identifying spikes and seasonal components in electricity spot price data: A guide to robust modeling
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  • 2012 Modeling employment dynamics with state dependence and unobserved heterogeneity
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  • 2012 Supplementary appendix to "noncausal vector autoregression"
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  • 2012 Mortgage Lending and the Great moderation: a multivariate GARCH Approach
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  • 2012 How informative are in-sample information criteria to forecasting? the case of Chilean GDP
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  • 2012 Forecasting with Factor-Augmented Regression: A Frequentist Model Averaging Approach, Second Version
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  • 2012 Forecasting with Factor-Augmented Regression: A Frequentist Model Averaging Approach
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  • 2012 Multivariate Rotated ARCH Models
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  • 2012 Modelling Changes in the Unconditional Variance of Long Stock Return Series
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  • 2012 Comparing Predictive Accuracy, Twenty Years Later: A Personal Perspective on the Use and Abuse of Diebold-Mariano Tests
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  • 2012 Econometric regime shifts and the US subprime bubble
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  • 2012 Higher Order Improvements of the Sieve Bootstrap for Fractionally Integrated Processes
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  • 2012 Bias Reduction of Long Memory Parameter Estimators via the Pre-filtered Sieve Bootstrap
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  • 2012 Extending Unobserved Heterogeneity - A Strategy for Accounting for Respondent Perceptions in the Absence of Suitable Data
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  • 2012 VAR Modeling and Business Cycle Analysis: A Taxonomy of Errors
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  • 2012 Les liaisons fallacieuses : quasi-colinéarité et « suppresseur classique », aide au développement et croissance
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  • 2012 CAPP_DYN: A Dynamic Microsimulation Model for the Italian Social Security System
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  • 2012 Evaluating the forecast quality of GDP components: An application to G7
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  • 2012 Evaluating Macroeconomic Forecasts:A Concise Review of Some Recent Developments
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  • 2012 A real time Evaluation of Employment Forecasts in Switzerland
    by Michael Graff & Massimo Mannino & Michael Siegenthaler

  • 2012 Measuring and Predicting Heterogeneous Recessions
    by Cem Cakmakli & Richard Paap & Dick van Dijk

  • 2012 Bayesian Estimation of DSGE Models: Is the Workhorse Model Identified?
    by Evren Caglar & Jagjit S. Chadha & Katsuyuki Shibayama

  • 2012 The Directional Identification Problem in Bayesian Factor Analysis: An Ex-Post Approach
    by Christian Aßmann & Jens Boysen-Hogrefe & Markus Pape

  • 2012 Stabilization Policy as Bifurcation Selection: Would Keynesian Policy Work if the World Really Were Keynesian?
    by William Barnett & Yijun He

  • 2012 Center Manifold, Stability, and Bifurcations in Continuous Time Macroeconometric Systems
    by William Barnett & Yijun He

  • 2012 Hopf Bifurcation in the Clarida, Gali, and Gertler Model
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  • 2012 An Analytical and Numerical Search for Bifurcations in Open Economy New Keynesian Models
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  • 2012 Interpreting Permanent Shocks to Output When Aggregate Demand May Not be Neutral in the Long Run
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  • 2012 Time-Varying Parameters in the Almost Ideal Demand System and the Rotterdam Model: Will the Best Specication Please Stand Up?
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  • 2012 Lasso-type and Heuristic Strategies in Model Selection and Forecasting
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  • 2012 Comparing Labor Supply Elasticities in Europe and the US: New Results
    by Bargain, Olivier & Orsini, Kristian & Peichl, Andreas

  • 2012 Testing for Nonparametric Identification of Causal Effects in the Presence of a Quasi-Instrument
    by de Luna, Xavier & Johansson, Per

  • 2012 The Productivity Advantages of Large Cities: Distinguishing Agglomeration from Firm Selection
    by Combes, Pierre-Philippe & Duranton, Gilles & Gobillon, Laurent & Puga, Diego & Roux, Sébastien

  • 2012 The Productivity Advantages of Large Cities: Distinguishing Agglomeration from Firm Selection
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  • 2012 Misspecification Testing in a Class of Conditional Distributional Models
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  • 2012 Misspecification Testing in a Class of Conditional Distributional Models
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  • 2012 Uncertainty and Heterogeneity in factor models forecasting
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  • 2012 The Modeling of Expectations in Empirical DSGE Models: a Survey
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  • 2012 Expectation Formation and Monetary DSGE Models: Beyond the Rational Expectations Paradigm
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  • 2012 Modelling farm structural change: A feasibility study for ex-post modelling utilizing FADN and FSS data in Germany and developing an ex-ante forecast module for the CAPRI farm type layer baseline
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  • 2012 Testing for Measurement Invariance with Respect to an Ordinal Variable
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  • 2012 Marketing Response Models for Shrinking Beer Sales in Germany
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  • 2012 News Shocks, Information Flows and SVARs
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  • 2012 Identifying News Shocks from SVARs
    by Fève, Patrick & Jidoud, Ahmat

  • 2012 Simultaneous Statistical Inference in Dynamic Factor Models
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  • 2012 Parametric Inference and Dynamic State Recovery from Option Panels
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  • 2012 Time-Varying Vector Autoregressive Model - A Survey with the Application to the Japanese Macroeconomic Data -
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  • 2012 Spatial Spillover of Governance and Institutional Quality: A Spatial Econometric Approach
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  • 2012 On the role of the estimation error in prediction of expected shortfall
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  • 2012 Testing Common Nonlinear Features in Nonlinear Vector Autoregressive Models
    by Li, Dao & He, Changli

  • 2012 Testing for Linear Cointegration Against Smooth-Transition Cointegration
    by Li, Dao & He, Changli

  • 2012 Wavelet Based Outlier Correction for Power Controlled Turning Point Detection in Surveillance Systems
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  • 2012 A simple specification procedure for the transition function in persistent nonlinear time series models
    by Kaufmann, Hendrik & Kruse, Robinson & Sibbertsen, Philipp

  • 2012 The Relationship between Inflation, output growth, and their Uncertainties: Evidence from selected CEE countries
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  • 2012 Measuring Vulnerability to Poverty Using Long-Term Panel Data
    by Katja Landau & Stephan Klasen & Walter Zucchini

  • 2012 Bayesian forecasting with highly correlated predictors
    by Dimitris Korobilis

  • 2012 Large time-varying parameter VARs
    by Gary Koop & Dimitris Korobilis

  • 2012 Volatility Swings in the US Financial Markets
    by Giampiero M. Gallo & Edoardo Otranto

  • 2012 Realized Volatility and Change of Regimes
    by Giampiero M. Gallo & Edoardo Otranto

  • 2012 An Algorithm for Generalized Impulse-Response Functions in Markov-Switching Structural VAR
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  • 2012 Inflation forecasting and the crisis: assessing the impact on the performance of different forecasting models and methods
    by Christian Buelens

  • 2012 Does Modeling Jumps Help? A Comparison of Realized Volatility Models for Risk Prediction
    by Yin Liao

  • 2012 Marginal Likelihood Estimation with the Cross-Entropy Method
    by Joshua C C Chan & Eric Eisenstat

  • 2012 Evidence on a DSGE Business Cycle model subject to Neutral and Investment-Specific Technology Shocks using Bayesian Model Averaging
    by Rodney W. Strachan & Herman K. van Dijk

  • 2012 Bayesian Estimation of a Dynamic Game with Endogenous, Partially Observed, Serially Correlated State
    by A. Ronald Gallant & Han Hong & Ahmed Khwaja

  • 2012 Comparing Labor Supply Elasticities in Europe and the US: New Results
    by Olivier Bargain & Kristian Orsini & Andreas Peichl

  • 2012 Measuring Vulnerability to Poverty Using Long-Term Panel Data
    by Katja Landau & Stephan Klasen & Walter Zucchini

  • 2012 How important is the credit channel? An empirical study of the US banking crisis
    by Liu, Chunping & Minford, Patrick

  • 2012 Testing macroeconomic models by indirect inference on unfiltered data
    by Meenagh, David & Minford, Patrick & Wickens, Michael R.

  • 2012 What causes banking crises? An empirical investigation
    by Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick

  • 2012 Testing DSGE models by Indirect inference and other methods: some Monte Carlo experiments
    by Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael R.

  • 2012 Endogenous Product Choice: A Progress Report
    by Crawford, Gregory S

  • 2012 Wealth, Credit Conditions and Consumption: Evidence from South Africa
    by Aron, Janine & Muellbauer, John

  • 2012 Does dual employment protection affect TFP? Evidence from Spanish manufacturing firms
    by Dolado, Juan J. & Ortigueira, Salvador & Stucchi, Rodolfo

  • 2012 Prior Selection for Vector Autoregressions
    by Giannone, Domenico & Lenza, Michele & Primiceri, Giorgio E

  • 2012 The value of multivariate model sophistication: an application to pricing Dow Jones Industrial Average options
    by ROMBOUTS, Jeroen V. K. & STENTOFT, Lars & VIOLANTE, Francesco

  • 2012 Evaluación del marco regulatorio expedido por la Comisión de Regulación de Comunicaciones entre 2009 y 2011. Informe Final
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  • 2012 The Value of Multivariate Model Sophistication: An Application to pricing Dow Jones Industrial Average Options
    by Jeroen Rombouts & Lars Peter Stentoft & Francesco Violente

  • 2012 Model Adequacy Checks for Discrete Choice Dynamic Models
    by Igor Kheifets & Carlos Velasco

  • 2012 Ranking of VaR and ES Models: Performance in Developed and Emerging Markets
    by Sasa Zikovic & Randall Filer

  • 2012 Forecasting GDP at the Regional Level with Many Predictors
    by Robert Lehmann & Klaus Wohlrabe

  • 2012 Why We Should Use High Values for the Smoothing Parameter of the Hodrick-Prescott Filter
    by Gebhard Flaig

  • 2012 How important is the credit channel? An empirical study of the US banking crisis
    by Liu, Chunping & Minford, Patrick

  • 2012 Testing macroeconomic models by indirect inference on unfiltered data
    by Meenagh, David & Minford, Patrick & Wickens, Michael

  • 2012 Testing DSGE models by Indirect inference and other methods: some Monte Carlo experiments
    by Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael

  • 2012 What causes banking crises? An empirical investigation
    by Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick

  • 2012 When Credit Bites Back: Leverage, Business Cycles and Crises
    by Oscar Jorda & Moritz Schularick & Alan Taylor

  • 2012 Evaluating Macroeconomic Forecasts: A Concise Review of Some Recent Developments
    by Philip Hans Franses & Michael McAleer & Rianne Legerstee

  • 2012 Forecasting Value-at-Risk with Time-Varying Variance, Skewnessn and Kurtosis in an Exponential Weighted Moving Average Framework
    by A. Gabrielsen & P. Zagaglia & A. Kirchner & Z. Liu

  • 2012 Macro effects of capital requirements and macroprudential policy
    by Q. Farook Akram

  • 2012 Matching efficiency and business cycle fluctuations
    by Francesco Furlanetto & Nicolas Groshenny

  • 2012 Nowcasting German GDP: A comparison of bridge and factor models
    by Antipa, P. & Barhoumi, K. & Brunhes-Lesage, V. & Darné, O.

  • 2012 Selecting predictors by using Bayesian model averaging in bridge models
    by Lorenzo Bencivelli & Massimiliano Marcellino & Gianluca Moretti

  • 2012 Mapping local productivity advantages in Italy: industrial districts, cities or both?
    by Valter Di Giacinto & Matteo Gomellini & Giacinto Micucci & Marcello Pagnini

  • 2012 Forecasting economic activity with higher frequency targeted predictors
    by Guido Bulligan & Massimiliano Marcellino & Fabrizio Venditti

  • 2012 Which model to match?
    by Matteo Barigozzi & Roxana Halbleib & David Veredas

  • 2012 Institutional Heterogeneity in Social Dilemma Games: A Bayesian Examination
    by Klaus Moeltner & James J. Murphy & John K. Stranlund & Maria Alejandra Velez

  • 2012 Global Hemispheric Temperature Trends and Co–Shifting: A Shifting Mean Vector Autoregressive Analysis
    by Matthew T. Holt & Timo Teräsvirta

  • 2012 Modelling conditional correlations of asset returns: A smooth transition approach
    by Annastiina Silvennoinen & Timo Teräsvirta

  • 2012 Modelling Changes in the Unconditional Variance of Long Stock Return Series
    by Cristina Amado & Timo Teräsvirta

  • 2012 Commodity derivatives pricing with inventory effects
    by Christian Bach & Matt P. Dziubinski

  • 2012 The Value of Multivariate Model Sophistication: An Application to pricing Dow Jones Industrial Average options
    by Jeroen V.K. Rombouts & Lars Stentoft & Francesco Violante

  • 2012 Comment justifier la multibancarité au sein des PME ?
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  • 2012 Cross-country growth empirics and model uncertainty: An overview
    by Ulaşan, Bülent

  • 2012 Multidimensional Health Modelling: Association between Socioeconomic Factors and Health in Latvia
    by Irina Možajeva

  • 2012 Estimating the Impact of the Balassa-Samuelson Effect in Central and Eastern European Countries: A Revised Analysis of Panel Data Cointegration Tests
    by Mirjana Miletić

  • 2012 Using Fuzzy Logic for Evaluating the Level of Countries’ (Regions’) Economic Development
    by Gordan Stojić

  • 2012 The Impact Of Growth On Biodiversity: An Empirical Assessment
    by Roberta DE SANTIS

  • 2012 Determination of bank risk indicators and macroeconomic conditions in Venezuela (1997-2009)
    by Yasmin Briceño Santafé & Giampaolo Orlandoni Merli

  • 2012 The Harberger-Laursen-Metzler Effect In Poland
    by Piotr Misztal

  • 2012 Surprising Comparative Properties of Monetary Models: Results from a New Model Database
    by John B. Taylor & Volker Wieland

  • 2012 Forecasting the Bankruptcy Risk on the Example of Romanian Enterprises
    by Georgeta VINTILA & Georgia Maria TOROAPA

  • 2012 The Macromodel of the Moldovan Economy Medium-Term Forecast for Moldova
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  • 2012 The Demand for Money in China: A Reassessment Using the Bounds Testing Approach
    by Lee, Chien Chiang & Chang, Chun Ping

  • 2012 The European residents' attitude towards immigrants: A comparative analysis based on the ESS data
    by Demidova, Olga

  • 2012 Some specification aspects for three-factor models of a company's production potential taking into account intellectual capital
    by Aivazian, Sergei & Afanasiev, Mikhail & Rudenko, Victoria

  • 2012 A Structural Model Describe Chinese Tradesmen Attitudes Towards Greek Students Consumption Behavior
    by Sofia D. ANASTASIADOU

  • 2012 Using VARs and TVP-VARs with Many Macroeconomic Variables
    by Gary Koop

  • 2012 Econometric Model Concerning The Status and Evolution of The Automotive Industry in Romania
    by Alina Hagiu

  • 2012 Dynamic Effects Of Migrant Remittances On Growth: An Econometric Model With An Application To Southeast European Countries
    by MARIANA BALAN

  • 2012 Using confidence indicators for the assessment of the cyclical position of the economy
    by Olivér Miklós Rácz

  • 2012 On the Existence of a Unit Root in the Time Series of Monthly Electricity Prices in Colombia
    by Elkin Castaño & Jorge Sierra

  • 2012 The Factors That Influence Success of BMT Berkah Madani Cimanggis
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  • 2012 Bayesian estimation of Persistent Income Inequality using the Lognormal Stochastic Volatility Model
    by Haruhisa Nishino & Kazuhiko Kakamu & Takashi Oga

  • 2012 Diferencia de gastos según tamaño y composición familiar: una aplicación para Ecuador usando escalas de equivalencia
    by Yannira Chávez & Paúl Medina

  • 2012 A Mate-Matching Algorithm for Continuous-Time Microsimulation Models
    by Sabine Zinn

  • 2012 Forecasting Financial Statements Using Risk Management Associates Industry Data
    by Terrance Jalbert & James E. Briley & Mercedes Jalbert

  • 2012 The productivity advantages of spatial concentration: evidence from Italian Industrial districts and cities
    by Valter Di Giacinto & Matteo Gomellini & Giacinto Micucci & Marcello Pagnini

  • 2012 WALS Estimation and Forecasting in Factor-based Dynamic Models with an Application to Armenia
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  • 2012 An Out-of-sample Analysis of Mean-Variance Portfolios with Orthogonal GARCH Factors
    by Alessandro Cardinali

  • 2012 Supplement to "Race, Ethnicity, and Baseball Card Prices: A Replication, Correction, and Extension of Hewitt, Muñoz, Oliver, and Regoli"
    by David W. Findlay & John M. Santos

  • 2012 Beyond Race Cards in America’s Pastime: An Appreciative Reply to Findlay and Santos
    by Robert Muñoz, Jr.

  • 2012 Race, Ethnicity, and Baseball Card Prices: A Replication, Correction, and Extension of Hewitt, Muñoz, Oliver, and Regoli
    by David W. Findlay & John M. Santos

  • 2012 Implementing option pricing models when asset returns follow an autoregressive moving average process
    by Wang, Chou-Wen & Wu, Chin-Wen & Tzang, Shyh-Weir

  • 2012 Forecasting the volatility of S&P depositary receipts using GARCH-type models under intraday range-based and return-based proxy measures
    by Liu, Hung-Chun & Chiang, Shu-Mei & Cheng, Nick Ying-Pin

  • 2012 Time-changed GARCH versus the GARJI model for prediction of extreme news events: An empirical study
    by Kao, Lie-Jane & Wu, Po-Cheng & Lee, Cheng-Few

  • 2012 Nowcasting German GDP: A comparison of bridge and factor models
    by Antipa, Pamfili & Barhoumi, Karim & Brunhes-Lesage, Véronique & Darné, Olivier

  • 2012 The single monetary policy and domestic macro-fundamentals: Evidence from Spain
    by Arghyrou, Michael G. & Gadea, Maria Dolores

  • 2012 Information, data dimension and factor structure
    by Jacobs, Jan P.A.M. & Otter, Pieter W. & den Reijer, Ard H.J.

  • 2012 Identifying News Shocks from SVARs
    by Féve, Patrick & Jidoud, Ahmat

  • 2012 Robust FDI determinants: Bayesian Model Averaging in the presence of selection bias
    by Eicher, Theo S. & Helfman, Lindy & Lenkoski, Alex

  • 2012 Nonlinearities in growth: From evidence to policy
    by Cohen-Cole, Ethan B. & Durlauf, Steven N. & Rondina, Giacomo

  • 2012 Ratings assignments: Lessons from international banks
    by Caporale, Guglielmo Maria & Matousek, Roman & Stewart, Chris

  • 2012 Incentive and selection effects of Medigap insurance on inpatient care
    by Dardanoni, Valentino & Li Donni, Paolo

  • 2012 Variance bounds on the permanent and transitory components of stochastic discount factors
    by Bakshi, Gurdip & Chabi-Yo, Fousseni

  • 2012 Indian financial market regulation: A dialectic model
    by Vashishtha, Ashutosh & Sharma, Anil K.

  • 2012 Pitfalls in backtesting Historical Simulation VaR models
    by Escanciano, Juan Carlos & Pei, Pei

  • 2012 Bounds on the autocorrelation of admissible stochastic discount factors
    by Chrétien, Stéphane

  • 2012 Models of the yield curve and the curvature of the implied forward rate function
    by Yallup, Peter J.

  • 2012 A twelve-area model for the equilibrium Chinese Yuan/US dollar nominal exchange rate
    by You, Kefei & Sarantis, Nicholas

  • 2012 Asymptotic distributions of the overshoot and undershoots for the Lévy insurance risk process in the Cramér and convolution equivalent cases
    by Griffin, Philip S. & Maller, Ross A. & Schaik, Kees van

  • 2012 A comparison of the Lee–Carter model and AR–ARCH model for forecasting mortality rates
    by Giacometti, Rosella & Bertocchi, Marida & Rachev, Svetlozar T. & Fabozzi, Frank J.

  • 2012 Explaining young mortality
    by O’Hare, Colin & Li, Youwei

  • 2012 Endogenous product choice: A progress report
    by Crawford, Gregory S.

  • 2012 Some curious power properties of long-horizon tests
    by Hjalmarsson, Erik

  • 2012 Managing the financial risks of electricity producers using options
    by Pineda, S. & Conejo, A.J.

  • 2012 Forecasting energy market volatility using GARCH models: Can multivariate models beat univariate models?
    by Wang, Yudong & Wu, Chongfeng

  • 2012 Forecasting spot price volatility using the short-term forward curve
    by Haugom, Erik & Ullrich, Carl J.

  • 2012 Modelling energy spot prices: Empirical evidence from NYMEX
    by Nomikos, Nikos & Andriosopoulos, Kostas

  • 2012 Efficiency-based rank assessment for electric power industry: A combined use of Data Envelopment Analysis (DEA) and DEA-Discriminant Analysis (DA)
    by Sueyoshi, Toshiyuki & Goto, Mika

  • 2012 A nonparametric GARCH model of crude oil price return volatility
    by Hou, Aijun & Suardi, Sandy

  • 2012 The economic value of co-movement between oil price and exchange rate using copula-based GARCH models
    by Wu, Chih-Chiang & Chung, Huimin & Chang, Yu-Hsien

  • 2012 Forecasting exchange rate volatility: The superior performance of conditional combinations of time series and option implied forecasts
    by Benavides, Guillermo & Capistrán, Carlos

  • 2012 A simple approach to standardized-residuals-based higher-moment tests
    by Chen, Yi-Ting

  • 2012 Confronting model misspecification in macroeconomics
    by Waggoner, Daniel F. & Zha, Tao

  • 2012 Optimal comparison of misspecified moment restriction models under a chosen measure of fit
    by Marmer, Vadim & Otsu, Taisuke

  • 2012 Information criteria for impulse response function matching estimation of DSGE models
    by Hall, Alastair R. & Inoue, Atsushi & Nason, James M. & Rossi, Barbara

  • 2012 Term structure models and the zero bound: An empirical investigation of Japanese yields
    by Kim, Don H. & Singleton, Kenneth J.

  • 2012 Determinacy, indeterminacy and dynamic misspecification in linear rational expectations models
    by Fanelli, Luca

  • 2012 In-sample tests of predictive ability: A new approach
    by Clark, Todd E. & McCracken, Michael W.

  • 2012 Model selection when there are multiple breaks
    by Castle, Jennifer L. & Doornik, Jurgen A. & Hendry, David F.

  • 2012 Comparison of misspecified calibrated models: The minimum distance approach
    by Hnatkovska, Viktoria & Marmer, Vadim & Tang, Yao

  • 2012 Statistical tests for multiple forecast comparison
    by Mariano, Roberto S. & Preve, Daniel

  • 2012 Bayesian averaging, prediction and nonnested model selection
    by Hong, Han & Preston, Bruce

  • 2012 A simple test for regression specification with non-nested alternatives
    by Hagemann, Andreas

  • 2012 A new test for monopoly with limited cost data
    by Moul, Charles C.

  • 2012 Testing forecasting model versatility
    by Taylor, Nicholas

  • 2012 An algorithm for generalized impulse-response functions in Markov-switching structural VAR
    by Karamé, F.

  • 2012 On the interpretation of panel unit root tests
    by Pesaran, M. Hashem

  • 2012 Testing the functional constraints on parameters in regressions with variables of different frequency
    by Kvedaras, Virmantas & Zemlys, Vaidotas

  • 2012 A cautionary note on tests of overidentifying restrictions
    by Parente, Paulo M.D.C. & Santos Silva, J.M.C.

  • 2012 Causal relations between inflation and inflation uncertainty—Cross sectional evidence in favour of the Friedman–Ball hypothesis
    by Hartmann, Matthias & Herwartz, Helmut

  • 2012 Test for linearity against STAR models with deterministic trends
    by Zhang, Lingxiang

  • 2012 Nonlinear dynamics in CEE stock markets indices
    by Caraiani, Petre

  • 2012 Modeling the effect of social factors on improving biodiversity protection
    by Halkos, George E. & Jones, Nikoleta

  • 2012 A threshold cointegration analysis of interest rate pass-through to UK mortgage rates
    by Becker, Ralf & Osborn, Denise R. & Yildirim, Dilem

  • 2012 Nowcasting the French index of industrial production: A comparison from bridge and factor models
    by Brunhes-Lesage, Véronique & Darné, Olivier

  • 2012 Markets liquidity risk under extremal dependence: Analysis with VaRs methods
    by Ourir, Awatef & Snoussi, Wafa

  • 2012 South African stock return predictability in the context data mining: The role of financial variables and international stock returns
    by Gupta, Rangan & Modise, Mampho P.

  • 2012 Structural sign patterns and reduced form restrictions
    by Buck, Andrew J. & Lady, George M.

  • 2012 The choice of a foreign price measure in a Bayesian estimated new-Keynesian model for Israel
    by Argov, Eyal

  • 2012 Empirical determination of aggregate demand and supply curves: The example of the RWI Business Cycle Model
    by Heilemann, Ullrich & Findeis, Hagen

  • 2012 The role of model uncertainty and learning in the US postwar policy response to oil prices
    by Rondina, Francesca

  • 2012 Financial constraints and occupational choice in Thai villages
    by Karaivanov, Alexander

  • 2012 Structural breaks and the equilibrium real effective exchange rate of China: A NATREX approach
    by You, Kefei & Sarantis, Nicholas

  • 2012 Economic Development and Structural Breaks: An Application of the Lee and Strazicich(2003) Lagrange Multiplier Test to the Libyan Economy, 1970-2007
    by Issa ALI & Reetu VERMA

  • 2012 Investigating structural differences of the Czech economy: Does asymmetry of shocks matter?
    by Pavel Herber & Daniel Němec

  • 2012 Análisis discriminante como seleccionador de variables incluyentes en el cálculo de la probabilidad de incumplimiento
    by Fredy Ocaris Pérez Ramírez & Armando Lenín Támara Ayús

  • 2012 Sobre la existencia de una raíz unitaria en la serie de tiempo mensual del precio de la electricidad en Colombia
    by Castaño Velez, Elkin Argemiro & Sierra Almanza, Jorge

  • 2012 The extensive margin, sectoral shares, and international business cycles
    by Michael B. Devereux & Viktoria Hnatkovska

  • 2012 Evaluating the robustness of the effect of public subsidies on firms’ R&D: an application to Italy
    by Giovanni Cerulli & Bianca Potì

  • 2012 Une évaluation économique du risque de modèle pour les investisseurs de long terme
    by Christophe Boucher & Benjamin Hamidi & Patrick Kouontchou & Bertrand Maillet

  • 2012 Les liaisons fallacieuses : quasi-colinéarité et « suppresseur classique », aide au développement et croissance
    by Jean-Bernard Chatelain & Kirsten Ralf

  • 2012 Combinación de pronósticos.Una aplicación a la inflación de Bolivia
    by Julio Humérez Quiroz

  • 2012 Neural Network Principles To Classify Economic Data
    by STEFAN Raluca-Mariana & SERBAN Mariuta

  • 2012 The Serbian Functional Food Market: Does Regulation Make A Difference?
    by Stojanović Žaklina & Dragutinović-Mitrović Radmila

  • 2012 Employment Modelling In Slovakia: Comparing Logit Models In 2005 And 2009
    by Martina Lučkaničová & Ivana Ondrušeková & Marcel Rešovský

  • 2012 Estimating the Leverage Effect Using High Frequency Data
    by Guido Russi

  • 2012 Stochastic Models For Credit Risk
    by Nadia STOIAN & Mariana BALAN

  • 2012 Data reduction and univariate splitting — Do they together provide better corporate bankruptcy prediction?
    by Tamás Kristóf & Miklós Virág

  • 2012 Organizational Change and Corporate Sustainability in an Economic Crisis: Evidence from Slovenia
    by Matevž Rasković & Barbara Mörec

  • 2012 Electricity Consumption and Economic Growth Nexus: A Multivariate Analysis for Turkey
    by Ali Acaravci & Ilhan Ozturk

  • 2011 Forecasting Key Macroeconomic Variables of the South African Economy Using Bayesian Variable Selection
    by Mirriam Chitalu Chama-Chiliba & Rangan Gupta & Nonophile Nkambule & Naomi Tlotlego

  • 2011 Macroeconomic Variables and South African Stock Return Predictability
    by Rangan Gupta & Mampho P. Modise

  • 2011 Evaluating the carbon-macroeconomy relationship: Evidence from threshold vector error-correction and Markov-switching VAR models
    by Chevallier, Julien

  • 2011 Estimation of the Cost of Equity by Considering the Interdependences between Capital Markets
    by Maria PASCU-NEDELCU

  • 2011 Behavioral Finance and Technical Analysis
    by Dehnad, Kosrow

  • 2011 The EMU Integration Structure and the Spillover Dynamics Towards the IAS Harmonization
    by Karathanassis, G.A. & Sogiakas, V.I.

  • 2011 Seasonal adjustment and reliability of euro area GDP – Increased uncertainty in times of unusual developments?
    by Mehrhoff, Jens & Eiglsperger, Martin & Haine, Wim

  • 2011 The Forecasting Performance of an Estimated Medium Run Model
    by Kitlinski, Tobias & Schmidt, Torsten

  • 2011 Modellierung von Zinsstrukturkurven
    by Hewicker, Harald & Cremers, Heinz

  • 2011 Money and inflation in the euro area during the financial crisis
    by Dreger, Christian & Wolters, Jürgen

  • 2011 Moment matching versus Bayesian estimation: Backward-looking behaviour in the new-Keynesian three-equations model
    by Franke, Reiner & Jang, Tae-Seok & Sacht, Stephen

  • 2011 Improvements in rating models for the German corporate sector
    by Förstemann, Till

  • 2011 Evaluating the calibration of multi-step-ahead density forecasts using raw moments
    by Knüppel, Malte

  • 2011 Measuring equity in health: a normative decomposition
    by Li Donni, P; & Peragine, V; & Pignataro G;

  • 2011 A microeconometric analysis of album sales success in the Polish music market
    by Mateusz Mysliwski

  • 2011 Dynamic caliper matching
    by Paweł Strawiński

  • 2011 Interpreting Dummy Variables in Semi-logarithmic Regression Models: Exact Distributional Results
    by David E. Giles

  • 2011 A panel data approach to price-value correlations
    by Andrea Vaona

  • 2011 Forecasting correlations during the late-2000s financial crisis: short-run component, long-run component, and structural breaks
    by Audrino, Francesco

  • 2011 Bayesian Estimation of DSGE models: Is the Workhorse Model Identified?
    by Evren Caglar & Jagjit S. Chadha & Katsuyuki Shibayama

  • 2011 Ranking Multivariate GARCH Models by Problem Dimension: An Empirical Evaluation
    by Massimiliano Caporin & Michael McAleer

  • 2011 Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments
    by Philip Hans Franses & Michael McAleer & Rianne Legerstee:

  • 2011 Labor Supply Elasticities in Europe and the US
    by Olivier Bargain & Kristian Orsini & Andreas Peichl

  • 2011 Willingness to Pay and Sensitivity to Time Framing: A Theoretical Analysis and an Application on Car Safety
    by Andersson, Henrik & Hammitt, James & Lindberg, Gunnar & Sundström, Kristian

  • 2011 Pareto versus lognormal: a maximum entropy test
    by Marco Bee & Massimo Riccaboni & Stefano Schiavo

  • 2011 Structural versus Matching Estimation : Transmission Mechanisms in Armenia
    by Poghosyan, K. & Boldea, O.

  • 2011 WALS estimation and forecasting in factor-based dynamic models with an application to Armenia
    by Poghosyan, K. & Magnus, J.R.

  • 2011 On the Choice of Prior in Bayesian Model Averaging
    by Einmahl, J.H.J. & Magnus, J.R. & Kumar, K.

  • 2011 Bayesian Model Averaging and Weighted Average Least Squares : Equivariance, Stability, and Numerical Issues
    by De Luca, G. & Magnus, J.R.

  • 2011 From Expert Judgment to Model based Monetary Analysis: The Case of the Dutch Central Bank in the Postwar Period
    by Frank A.G. den Butter & Harro B.J.B. Maas

  • 2011 Measuring and Predicting Heterogeneous Recessions
    by Cem Cakmakli & Richard Paap & Dick van Dijk

  • 2011 Backtesting Value-at-Risk using Forecasts for Multiple Horizons, a Comment on the Forecast Rationality Tests of A.J. Patton and A. Timmermann
    by Lennart F. Hoogerheide & Francesco Ravazzolo & Herman K. van Dijk

  • 2011 A Flexible Test for Present Bias and Time Preferences using Land-Lease Contracts
    by Pieter A. Gautier & Aico van Vuuren

  • 2011 CDOs and the Financial Crisis: Credit Ratings and Fair Premia
    by Marcin Wojtowicz

  • 2011 Stock Index Returns' Density Prediction using GARCH Models: Frequentist or Bayesian Estimation?
    by Lennart F. Hoogerheide & David Ardia & Nienke Corre

  • 2011 Divergent Priors and well Behaved Bayes Factors
    by Rodney W. Strachan & Herman K. van Dijk

  • 2011 Modeling and Estimation of Synchronization in Multistate Markov-Switching Models
    by Cem Cakmakli & Richard Paap & Dick J.C. van Dijk

  • 2011 Structural Models, Information and Inherited Restrictions
    by Andrew J. Buck & George M. Lady

  • 2011 Structural Sign Patterns and Reduced Form Restrictions
    by Andrew J. Buck & George M. Lady

  • 2011 Exchange Rate Dynamics under Alternative Optimal Interest Rate Rules
    by Mahir Binici & Yin-Wong Cheung

  • 2011 Exchange Rate Equations Based on Interest Rate Rules : In-Sample and Out-of-Sample Performance (Faiz Kurallarina Dayali Doviz Kuru Denklemleri : Orneklem Ici ve Disi Performans)
    by Mahir Binici & Yin-Wong Cheung

  • 2011 Hierarchical Shrinkage in Time-Varying Parameter Models
    by Miguel Belmonte & Gary Koop & Dimitris Korobilis

  • 2011 Regime-Switching Cointegration
    by Markus Jochmann & Gary Koop

  • 2011 The new Keynesian Phillips curve: Does it fit Norwegian data?
    by Pål Boug & Ådne Cappelen & Anders R. Swensen

  • 2011 Identifying the Effects of Co-Authorship Networks on the Performance of Scholars: A Correlation and Regression Analysis of Performance Measures and Social Network Analysis Measures
    by Alireza Abbasi & Jorn Altmann & Liaquat Hossain

  • 2011 The Forecasting Performance of an Estimated Medium Run Model
    by Tobias Kitlinski & Torsten Schmidt

  • 2011 Covariate Unit Root Tests with Good Size and Power
    by Fossati, Sebastian

  • 2011 The Hodrick-Prescott (HP) Filter as a Bayesian Regression Model
    by Wolfgang Polasek

  • 2011 The Extended Hodrick-Prescott (HP) Filter for Spatial Regression Smoothing
    by Wolfgang Polasek

  • 2011 Regime-Switching Cointegration
    by Markus Jochmann & Gary Koop

  • 2011 Hierarchical Shrinkage in Time-Varying Parameter Models
    by Miguel A. G. Belmonte & Gary Koop & Dimitris Korobilis

  • 2011 MCMC Estimation of Extended Hodrick-Prescott (HP) Filtering Models
    by Wolfgang Polasek

  • 2011 Hierarchical Shrinkage Priors for Dynamic Regressions with Many Predictors
    by Dimitris Korobilis

  • 2011 Financial Crises and Monetary Policy: Evidence from the UK
    by Christopher Martin & Costas Milas

  • 2011 Asymmetric unemployment rate dynamics in Australia
    by Gunnar Bardsen & Stan Hurn & Zoe McHugh

  • 2011 Modeling and Forecasting Interval Time Series with Threshold Models: An Application to S&P500 Index Returns
    by Paulo M.M. Rodrigues & Nazarii Salish

  • 2011 Moment conditions model averaging with an application to a forward-looking monetary policy reaction function
    by Luis F. Martins

  • 2011 The Opportunistic approach to monetary policy and financial markets
    by Kasai Ndahiriwe & Ruthira Naraidoo

  • 2011 City price convergence in Turkey with structural breaks
    by Bilgili, Faik

  • 2011 The NNP and Sustainability in Open Economy: Highlights on Recent World Economy and on Open Economy of Bangladesh
    by Mohajan, Haradhan

  • 2011 Изоморфизм И Гомоморфизм В Имитационном Моделировании
    by Rumyantsev, Mikhail I.

  • 2011 The Link between Output Growth and Output Volatility in Five Crisis-Affected Asian Countries
    by Jiranyakul, Komain

  • 2011 The impact of the financial crisis on the interbank money markets behavior. Evidence from several CEE transition economies
    by Mutu, Simona & Breşfelean, Vasile Paul & Göndör, Mihaela

  • 2011 Optimal pricing policy of continental transit route: a study of Kolkata-Agartala transit route
    by Sen, S. K. & Mukhopadhyay, I & Gupta, S

  • 2011 Testing for partial exogeneity with weak identification
    by Doko Tchatoka, Firmin

  • 2011 A Game Theoretic Analysis of a Regional Approach toward the Sustainability of Kolkata-Agartala Transit Route
    by Sen, S. K. & Mukhopadhyay, I & Gupta, S

  • 2011 A selection analysis on education returns in China
    by Kang, Lili & Peng, Fei

  • 2011 Selection and institutional shareholder activism in Chinese acquisitions
    by Peng, Fei & Kang, Lili & Jiang, Jun

  • 2011 ¿Cuál matriz de pesos espaciales?. Un enfoque sobre selección de modelos
    by Herrera Gómez, Marcos & Mur Lacambra, Jesús & Ruiz Marín, Manuel

  • 2011 A methodological proposal to estimate changes of residential property value: case study developed in Bogota
    by Jorge Andres, Perdomo Calvo & Jorge Andres, Perdomo Calvo

  • 2011 Testing for Stochastic and Beta-convergence in Latin American Countries
    by Escobari, Diego

  • 2011 The case for higher frequency inflation expectations
    by Guzman, Giselle C.

  • 2011 Minimum Wage Legislation and Economic Growth: Channels and Effects
    by Mo, Pak Hung

  • 2011 Empirical policy functions as benchmarks for evaluation of dynamic capital structure models
    by Bazdresch, Santiago

  • 2011 Principal Components and Factor Analysis. A Comparative Study
    by Travaglini, Guido

  • 2011 Improving biodiversity monitoring by modeling relative abundance from "presence only" data
    by Jingwa A, Brian

  • 2011 Social factors influencing the decision to pay for the protection of biodiversity: A case study in two national parks of Northern Greece
    by Halkos, George & Jones, Nikoleta

  • 2011 Globalisation effect on inflation in the great moderation era: new evidence from G10 countries
    by Qin, Duo & He, Xinhua

  • 2011 Goodness-of-fit testing for the marginal distribution of regime-switching models
    by Janczura, Joanna & Weron, Rafal

  • 2011 Does the Box-Cox transformation help in forecasting macroeconomic time series?
    by Tommaso, Proietti & Helmut, Luetkepohl

  • 2011 Application of various count models: Sahiwal demand from Naivasha
    by Mailu, Stephen & Lukibisi, Barasa & Waithaka, Michael

  • 2011 Distributional results for thresholding estimators in high-dimensional Gaussian regression models
    by Pötscher, Benedikt M. & Schneider, Ulrike

  • 2011 Hierarchical shrinkage in time-varying parameter models
    by Miguel, Belmonte & Gary, Koop & Dimitris, Korobilis

  • 2011 Evaluating density forecasts: a comment
    by Tsyplakov, Alexander

  • 2011 Pengertian dari dan untuk ketakmengertian: Social Complexity sebagai cara pandang baru dalam memahami fenomena sosial
    by Situngkir, Hokky

  • 2011 Hierarchical shrinkage priors for dynamic regressions with many predictors
    by Korobilis, Dimitris

  • 2011 Estimating Inflation-at-Risk (IaR) using Extreme Value Theory (EVT)
    by Santos, Edward P. & Mapa, Dennis S. & Glindro, Eloisa T.

  • 2011 Stock index returns’ density prediction using GARCH models: Frequentist or Bayesian estimation?
    by Ardia, David & Lennart, Hoogerheide & Nienke, Corré

  • 2011 Using Invalid Instruments on Purpose: Focused Moment Selection and Averaging for GMM, Second Version
    by Francis J. DiTraglia

  • 2011 Using Invalid Instruments on Purpose: Focused Moment Selection and Averaging for GMM
    by Francis J. DiTraglia

  • 2011 Rövid távú előrejelző modell Magyarországra
    by András Balatoni & Tamás Mellár

  • 2011 Dynamic Conditional Correlation: On properties and estimation
    by Gian Piero Aielli

  • 2011 Variance Clustering Improved Dynamic Conditional Correlation MGARCH Estimators
    by Gian Piero Aielli & Massimiliano Caporin

  • 2011 Modeling and forecasting realized range volatility
    by Massimiliano Caporin & Gabriel G. Velo

  • 2011 Wealth, Credit Conditions and Consumption: Evidence from South Africa
    by Janine Aron & John Muellbauer

  • 2011 On Not Evaluating Economic Models by Forecast Outcomes
    by Jennifer Castle & David Hendry

  • 2011 Multivariate High-Frequency-Based Volatility (HEAVY) Models
    by Diaa Noureldin & Neil Shephard & Kevin Sheppard

  • 2011 Evaluating density forecasts: model combination strategies versus the RBNZ
    by Chris McDonald & Leif Anders Thorsrud

  • 2011 Multivariate High-Frequency-Based Volatility (HEAVY) Models
    by Diaa Noureldin & Neil Shephard & Kevin Sheppard

  • 2011 Conditional Correlation Models of Autoregressive Conditional Heteroskedasticity with Nonstationary GARCH Equations
    by Cristina Amado & Timo Teräsvirta

  • 2011 Modelling Volatility by Variance Decomposition
    by Cristina Amado & Timo Teräsvirta

  • 2011 When Credit Bites Back: Leverage, Business Cycles, and Crises
    by Òscar Jordà & Moritz HP. Schularick & Alan M. Taylor

  • 2011 "Healthy, Wealthy and Wise?" Revisited: An Analysis of the Causal Pathways from Socio-economic Status to Health
    by Till Stowasser & Florian Heiss & Daniel McFadden & Joachim Winter

  • 2011 The Empirical Content of Models with Multiple Equilibria in Economies with Social Interactions
    by Alberto Bisin & Andrea Moro & Giorgio Topa

  • 2011 Determinants of Foreign Direct Investment
    by Bruce A. Blonigen & Jeremy Piger

  • 2011 Window Length Selection and Signal-Noise Separation and Reconstruction in Singular Spectrum Analysis
    by Md Atikur Rahman Khan & D.S. Poskitt

  • 2011 Moment Tests for Window Length Selection in Singular Spectrum Analysis of Short- and Long-Memory Processes
    by Md Atikur Rahman Khan & D.S. Poskitt

  • 2011 Active labour market policies in Denmark: A comparative analysis of post-program effects
    by Guillaume Blache

  • 2011 Sensitivity Analysis of Composite Indicators through Mixed Model Anova
    by Cristina Davino, Rosaria Romano

  • 2011 Heuristic model selection for leading indicators in Russia and Germany
    by Ivan Savin & Peter Winker

  • 2011 The Environmental Kuznets Curve: Tipping Points, Uncertainty and Weak Identification
    by Jean-Thomas Bernard & Michael Gavin & Lynda Khalaf & Marcel Voia

  • 2011 Effective Demand in the Recent Evolution of the US Economy
    by Julio Lopez-Gallardo & Luis Reyes-Ortiz

  • 2011 Estimating Noncooperative and Cooperative Models of Bargaining: An Empirical Comparison
    by Masanori Mitsutsune & Takanori Adachi

  • 2011 Ranking Multivariate GARCH Models by Problem Dimension:An Empirical Evaluation
    by Michael McAleer & Massimiliano Caporin

  • 2011 Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments
    by Philip Hans Franses & Michael McAleer & Rianne Legerstee

  • 2011 A Flexible Test for Present Bias and Time Preferences Using Land-Lease Contracts
    by Gautier, Pieter A. & van Vuuren, Aico

  • 2011 A Flexible Test for Present Bias and Time Preferences Using Land-Lease Contracts
    by Gautier, Pieter & van Vuuren, Aico

  • 2011 Labor Supply Elasticities in Europe and the US
    by Bargain, Olivier & Orsini, Kristian & Peichl, Andreas

  • 2011 Labor Supply Elasticities in Europe and the US
    by Bargain, Olivier & Orsini, Kristian & Peichl, Andreas

  • 2011 Economies of Scale in the Tunisian Industries
    by Heshmati, Almas & Haouas, Ilham

  • 2011 Economies of Scale in the Tunisian Industries
    by Heshmati, Almas & Haouas, Ilham

  • 2011 Turning 18: What a Difference Application of Adult Criminal Law Makes
    by Entorf, Horst

  • 2011 Turning 18: What a Difference Application of Adult Criminal Law Makes
    by Entorf, Horst

  • 2011 Extended Beta Regression in R: Shaken, Stirred, Mixed, and Partitioned
    by Bettina Grün & Ioannis Kosmidis & Achim Zeileis

  • 2011 Flexible Rasch Mixture Models with Package psychomix
    by Hannah Frick & Carolin Strobl & Friedrich Leisch & Achim Zeileis

  • 2011 Structural Breaks in Inflation Dynamics within the European Monetary Union
    by Thomas Windberger & Achim Zeileis

  • 2011 Generalized Measurement Invariance Tests with Application to Factor Analysis
    by Edgar C. Merkle & Achim Zeileis

  • 2011 A new method for detecting differential item functioning in the Rasch model
    by Carolin Strobl & Julia Kopf & Achim Zeileis

  • 2011 Pricing Nikkei 225 Options Using Realized Volatility
    by Masato Ubukata & Toshiaki Watanabe

  • 2011 Catching up in total factor productivity through the business cycle: Evidence from Spanish manufacturing firms
    by Álvaro Escribano & Rodolfo Stucchi

  • 2011 Automated model selection in finance: General-to-speci c modelling of the mean and volatility speci cations
    by Alvaro Escribano & Genaro Sucarrat

  • 2011 The Hodrick-Prescott (HP) Filter as a Bayesian Regression Model
    by Polasek, Wolfgang

  • 2011 On the Usefulness of the Diebold-Mariano Test in the Selection of Prediction Models
    by Costantini, Mauro & Kunst, Robert M.

  • 2011 The Extended Hodrick-Prescott (HP) Filter for Spatial Regression Smoothing
    by Polasek, Wolfgang

  • 2011 Sensitivity Analysis of SAR Estimators
    by Liu, Shuangzhe & Polasek, Wolfgang & Sellner, Richard

  • 2011 A selecção de indicadores no estudo prospectivo “Forecasting the carbon footprint to road freight transport in 2020” [Indicator selection in the foresight study “Forecasting the carbon footprint to road freight transport in 2020”]
    by Nuno Boavida

  • 2011 Quantile Forecasts of Financial Returns Using Realized GARCH Models
    by Toshiaki Watanabe

  • 2011 Exchange Rate Dynamics Under Alternative Optimal Interest Rate Rules
    by Mahir Binici & Yin-Wong Cheung

  • 2011 Self-reinforcing effects between housing prices and credit: Evidence from Norway
    by K. Anundsen, André & S. Jansen, Eilev

  • 2011 Robust Growth Determinants
    by Doppelhofer, Gernot & Weeks, Melvyn

  • 2011 Two competitive models and their identification problem: The ESTAR and TSTAR model
    by Heinen, Florian & Michael, Stefanie & Sibbertsen, Philipp

  • 2011 The dynamics of real exchange rates - A reconsideration
    by Heinen, Florian & Kaufmann, Hendrik & Sibbertsen, Philipp

  • 2011 Multivariate trend comparisons between autocorrelated climate series with general trend regressors
    by Ross McKitrick & Timothy Vogelsang

  • 2011 Cross-country heterogeneity and the trade-income relationship
    by Dierk Herzer

  • 2011 Productivity shocks and aggregate fluctuations in an estimated endogenous growth model with human capital
    by Jim Malley & Ulrich Woitek

  • 2011 Realised and Optimal Monetary Policy Rules in an Estimated Markov-Switching DSGE Model of the United Kingdom
    by Xiaoshan Chen & Ronald MacDonald

  • 2011 Multiplicative Error Models
    by Christian T. Brownlees & Fabrizio Cipollini & Giampiero M. Gallo

  • 2011 Oil Price Forecast Evaluation with Flexible Loss Functions
    by Andrea Bastianin & Matteo Manera & Anil Markandya & Elisa Scarpa

  • 2011 Value at Risk forecasting with the ARMA-GARCH family of models in times of increased volatility
    by Milan Rippel & Ivo Jánský

  • 2011 A Cautionary Note on Tests for Overidentifying Restrictions
    by Paulo M.D.C. Parente & Joao M.C. Santos Silva

  • 2011 Exchange Rates and Fundamentals: Co-Movement, Long-Run Relationships and Short-run Dynamics
    by Stelios Bekiros

  • 2011 The Rank of a System of Engel Curves. How Many Common Factors?
    by Matteo Barigozzi & Alessio Moneta

  • 2011 Ranking Multivariate GARCH Models by Problem Dimension: An Empirical Evaluation
    by Caporin, M. & McAleer, M.J.

  • 2011 Shifting credit standards and the boom and bust in U.S. house prices
    by John V. Duca & John Muellbauer & Anthony Murphy

  • 2011 House prices and credit constraints: making sense of the U.S. experience
    by John V. Duca & John Muellbauer & Anthony Murphy

  • 2011 Information, data dimension and factor structure
    by Jan P.A.M. Jacobs & Pieter W. Otter & Ard H.J. den Reijer

  • 2011 Volatility Activity: Specification and Estimation
    by Viktor Todorov & George Tauchen & Iaryna Grynkiv

  • 2011 Levy Process Models for High Frequency Financial Data
    by George Tauchen

  • 2011 Inverse Realized Laplace Transforms for Nonparametric Volatility Estimation in Jump-Diffusions
    by Viktor Todorov & George Tauchen

  • 2011 Forecast Optimality Tests in the Presence of Instabilities
    by Barbara Rossi & Tatevik Sekhposyan

  • 2011 Out-of-Sample Forecast Tests Robust to Window Size Choice
    by Barbara Rossi & Atsushi Inoue

  • 2011 Money and Inflation in the Euro Area during the Financial Crisis
    by Christian Dreger & Jürgen Wolters

  • 2011 Premières preuves empiriques de chaos dans les ventes de biens à la mode - First empirical evidence of chaos in the sales of fashion goods
    by Adrien Bonache & Karen Moris

  • 2011 Firm-level Evidence on Gender Wage Discrimination in the Belgian Private Economy
    by Vincent VANDENBERGHE

  • 2011 Does dual employment protection affect TFP? Evidence from Spanish manufacturing firms
    by Juan Jóse Dolado & Salvador Ortigueira & Rodolfo Stucchi

  • 2011 When Credit Bites Back: Leverage, Business Cycles, and Crises
    by Jordà, Òscar & Schularick, Moritz & Taylor, Alan M.

  • 2011 Out-of-Sample Forecast Tests Robust to the Choice of Window Size
    by Inoue, Atsushi & Rossi, Barbara

  • 2011 A Flexible Test for Present Bias and Time Preferences using Land-Lease Contracts
    by Gautier, Pieter A & van Vuuren, Aico

  • 2011 Inference on Impulse Response Functions in Structural VAR Models
    by Inoue, Atsushi & Kilian, Lutz

  • 2011 Shifting Credit Standards and the Boom and Bust in US House Prices
    by Duca, John V & Muellbauer, John & Murphy, Anthony

  • 2011 House Prices and Credit Constraints: Making Sense of the US Experience
    by Duca, John V & Muellbauer, John & Murphy, Anthony

  • 2011 Forecast Rationality Tests Based on Multi-Horizon Bounds
    by Patton, Andrew J & Timmermann, Allan G

  • 2011 Hierarchical shrinkage in time-varying parameter models
    by BELMONTE, Miguel A.G. & KOOP, Gary & KOROBILIS, Dimitris

  • 2011 VAR forecasting using Bayesian variable selection
    by KOROBILIS, Dimitris

  • 2011 Hierarchical shrinkage priors for dynamic regressions with many predictors
    by KOROBILIS, Dimitris

  • 2011 Comparación de los modelos SETAR y STAR para el índice de empleo industrial colombiano
    by Milena Hoyos & Mario Galindo

  • 2011 Lack of Credibility, Inflation Persistence and Disinflation in Colombia
    by Andrés González G. & Franz Hamann

  • 2011 Forecasting With Many Predictors. An Empirical Comparison
    by Eliana González

  • 2011 An Identification-Robust Test for Time-Varying Parameters in the Dynamics of Energy Prices
    by Marie-Claude Beaulieu & Jean-Marie Dufour & Lynda Khalaf & Maral Kichian

  • 2011 Exchange Rate Dynamics under Alternative Optimal Interest Rate Rules
    by Mahir Binici & Yin-Wong Cheung

  • 2011 Productivity Shocks and Aggregate Fluctuations in an Estimated Endogenous Growth Model with Human Capital
    by Jim Malley & Ulrich Woitek

  • 2011 Robust Growth Determinants
    by Gernot Doppelhofer & Melvyn Weeks

  • 2011 House Prices and Credit Constraints: Making Sense of the U.S. Experience
    by John V. Duca & John Muellbauer & Anthony Murphy

  • 2011 Shifting Credit Standards and the Boom and Bust in U.S. House Prices
    by John V. Duca & John Muellbauer & Anthony Murphy

  • 2011 Ranking Multivariate GARCH Models by Problem Dimension: An Empirical Evaluation
    by Massimiliano Caporin & Michael McAleer

  • 2011 Using Model Selection Algorthims to Obtain Reliable Coefficient Estimates
    by Jennifer Castle & Xiaochuan Qin & W. Robert Reed

  • 2011 Robust Growth Determinants
    by Doppelhofer, G. & Weeks, M.

  • 2011 An efficient minimum distance estimator for DSGE models
    by Theodoridis, Konstantinos

  • 2011 Nowcasting GDP in Real-Time: A Density Combination Approach
    by Knut Are Aastveit & Karsten R. Gerdrup & Anne Sofie Jore & Leif Anders Thorsrud

  • 2011 Nowcasting GDP in real-time: A density combination approach
    by Knut Are Aastveit & Karsten R. Gerdrup & Anne Sofie Jore & Leif Anders Thorsrud

  • 2011 Evaluación de indicadores de inflación subyacente para Uruguay
    by Fernanda Cuitiño & Fiorella Tramontin & Leonardo Vicente

  • 2011 Investment forecasting with business survey data
    by Leandro D�Aurizio & Stefano Iezzi

  • 2011 Applying and interpreting model-based seasonal adjustment. The euro-area industrial production series
    by Agustín Maravall Herrero & Domingo Pérez Cañete

  • 2011 Updating the Option Implied Probability of Default Methodology
    by Johannes Vilsmeier

  • 2011 Consistent Dynamic Affine Mortality Model for Longevity Risk Applications
    by Craig Blackburn & Michael Sherris

  • 2011 A Copula-GARCH Model for Macro Asset Allocation of a Portfolio with Commodities: an Out-of-Sample Analysis
    by Luca RICCETTI

  • 2011 Parametric Inference and Dynamic State Recovery from Option Panels
    by Torben G. Andersen & Nicola Fusari & Viktor Todorov

  • 2011 Risk and Return: Long-Run Relationships, Fractional Cointegration, and Return Predictability
    by Tim Bollerslev & Daniela Osterrieder & Natalia Sizova & George Tauchen

  • 2011 Return Predictability, Model Uncertainty, and Robust Investment
    by Manuel Lukas

  • 2011 Forecasting performance of three automated modelling techniques during the economic crisis 2007-2009
    by Anders Bredahl Kock & Timo Teräsvirta

  • 2011 Forecasting Macroeconomic Variables using Neural Network Models and Three Automated Model Selection Techniques
    by Anders Bredahl Kock & Timo Teräsvirta

  • 2011 Conditional Correlation Models of Autoregressive Conditional Heteroskedasticity with Nonstationary GARCH Equations
    by Cristina Amado & Timo Teräsvirta

  • 2011 Characterizing economic trends by Bayesian stochastic model specification search
    by Stefano Grassi & Tommaso Proietti

  • 2011 Nonlinear models for autoregressive conditional heteroskedasticity
    by Timo Teräsvirta

  • 2011 Modelling Volatility by Variance Decomposition
    by Cristina Amado & Timo Teräsvirta

  • 2011 Econometric Modeling of Japan and Asia-Pacific Economies
    by

  • 2011 Volatility Shifts and Persistence in Variance: Evidence from the Sector Indices of Istanbul Stock Exchange
    by Efe Çağlar Çağli & Pinar Evrim Mandaci & Pinar Hakan Kahyaoğlu

  • 2011 What Do We Know About Exposure At Default On Contingent Credit Lines? - A Survey Of The Literature, Empirical Analysis And Models
    by Michael Jacobs, Jr. & Pinaki Bag

  • 2011 Impact Of Crude Oil Price Volatility On World Equity Markets Beharviur
    by Rakesh KUMAR & Mohammad TAMIMI

  • 2011 An Empirical Study Of Dividend Policy Models In Indian Context With Special Reference To Engineering Industry
    by Deepika AGGARWAL & Jasmeet Singh PASRICHA

  • 2011 How Idiosyncratic are Banking Crises in OECD Countries?
    by Ray Barrell & E. Philip Davis & Dilruba Karim & lana Liadze

  • 2011 Modeling Stock Market Indexes With Copula Functions
    by Jacek Leskow & Justyna Mokrzycka & Krzysztof Krawiec

  • 2011 Competition as an Effective Tool in Developing Social Marketing Programs: Driving Behavior Change through Online Activities
    by Corina SERBAN

  • 2011 Modeling and Forecasting the Dynamics in Romanian Stock Market Indices Using Threshold Models
    by Acatrinei, Marius Cristian & Caraiani, Petre

  • 2011 Empirical Analysis and Trading Strategies for Defaulted Debt Securities with Models for Risk and Investment Management
    by Jacobs, Jr., Michael

  • 2011 Systemic Risk, an Empirical Approach
    by Cadenas Santiago, Gonzalo & Sanchis Arellano, Alicia

  • 2011 The Comparison of Volatility Forecasting Models in VaR Calculations and Backtesting according to Basel II: An Application on ISE 100 Index
    by Korkmaz, Turhan & Bostanci, Ahmet

  • 2011 New coefficients of econometrics models quality estimation
    by Svetunkov, Ivan

  • 2011 Dynamic Caliper Matching
    by Paweł Strawiński

  • 2011 Bayesian Variations on the Frisch and Waugh Theme
    by Jacek Osiewalski

  • 2011 A Strategic Framework of Liberalising Trade in Services for Pakistan
    by Ahmed Gulzar

  • 2011 Algunas observaciones acerca del uso de software en la estimación del modelo Half-Normal = Some Notes about the Using of Software to Estimate the Half-Normal Model
    by Ortega Irizo, Francisco Javier & Gavilán Ruiz, José Manuel

  • 2011 Building a Scoring Model for Bankruptcy Risk Prediction on Multiple Discriminant Analysis
    by Vintila Georgeta & Toroapa Maria Georgia

  • 2011 The Relationship Between Macroeconomic Variables And Romanian Corporate Default Rates Between 2002-2008
    by Kovacs Ildiko & Karsai Zoltan-Krisztian & Suveg Orsolya & Joita Nicoleta

  • 2011 Market Efficiency, Role of Earnings Information, and Stock Returns: A Vector Autoregressive Model Approach
    by Keiichi Kubota & Hitoshi Takehara

  • 2011 “True Believers” or Numerical Terrorism at the Nuclear Power Plant
    by Walter Krämer & Gerhard Arminger

  • 2011 Oil Prices and Real Exchange Rates in Oil-Exporting Countries: A Bounds Testing Approach
    by Mohammad R. Jahan-Parvar (bio) & Hassan Mohammadi (bio)

  • 2011 Kukla Degiskenlerin T Istatistigi ile Aykiri Gozlemler Tespit Edilemez
    by Arzdar KIRACI

  • 2011 Avrupa Birligi'ne Uyelik Surecinde Etkili Faktorlerin Kosullu Lojistik Regresyon Modelleri ile Degerlendirilmesi
    by Yuksel Akay Unvan & Gamze Ozel

  • 2011 Potencia Operativa de los Negocios en función de la estructura de inversiones y financiación: caso ecuatoriano
    by Andrés Galvis

  • 2011 A Bivariate Model of Federal Reserve and ECB Main Policy Rates
    by Chiara Scotti

  • 2011 Duration Analysis of Interest Rate Spells : Cross-National Study of Interest Rate Policy
    by Guo, Yingwen & Zhou Z.F., Sherry

  • 2011 Risk in Emerging Stock Markets from Brazil and Mexico: Extreme Value Theory and Alternative Value at Risk Models
    by Raúl de Jesús, Edgar Ortiz

  • 2011 Short-Term Forecasting of Czech Quarterly GDP Using Monthly Indicators
    by Katerina Arnostova & David Havrlant & Luboš Rùžièka & Peter Tóth

  • 2011 Long-run exclusion and the determination of cointegrating rank: Monte Carlo evidence
    by Kurita, Takamitsu

  • 2011 A nonparametric vs. latent class model of general practitioner utilization: Evidence from Canada
    by McLeod, Logan

  • 2011 Nonparametric estimation and testing of stochastic discount factor
    by Fang, Ying & Ren, Yu & Yuan, Yufei

  • 2011 Distributional modeling and short-term forecasting of electricity prices by Generalized Additive Models for Location, Scale and Shape
    by Serinaldi, Francesco

  • 2011 Functional data analysis for volatility
    by Müller, Hans-Georg & Sen, Rituparna & Stadtmüller, Ulrich

  • 2011 Structural models, information and inherited restrictions
    by Lady, George M. & Buck, Andrew J.

  • 2011 Evaluating the carbon-macroeconomy relationship: Evidence from threshold vector error-correction and Markov-switching VAR models
    by Chevallier, Julien

  • 2011 Subjective model selection rules versus passive model selection rules
    by Ryu, Hang Keun

  • 2011 Optimal monetary policy reaction function in a model with target zones and asymmetric preferences for South Africa
    by Naraidoo, Ruthira & Raputsoane, Leroi

  • 2011 How much nominal rigidity is there in the US economy? Testing a new Keynesian DSGE model using indirect inference
    by Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael

  • 2011 Testing for Stochastic and Beta-convergence in Latin American Countries
    by ESCOBARI, Diego

  • 2011 Definition of Default and Quality of Scoring Functions
    by Jiri Witzany

  • 2011 Una propuesta metodológica para estimar los cambios sobre el valor de la propiedad: estudio de caso para Bogotá aplicando Propensity Score Matching.
    by Perdomo Calvo, Jorge Andrés

  • 2011 Regulación y valor en riesgo
    by Luis Fernando Melo & Joan Camilo Granados

  • 2011 Lack of Credibility, Inflation Persistence and Disinflation in Colombia
    by Andrés Gonzalez & Franz Hamann

  • 2011 The Aggregated Leverage Ratio and the Detection of Financial Vulnerability :Evidence from the United States and European Countries
    by Sonia Ondo-Ndong & Sandra Rigot

  • 2011 Influence of news from Moscow and New York on returns and risks of Baltic States’ stock markets
    by Kurt Brannas & Albina Soultanaeva

  • 2011 The Montenegrin Capital Market: Calendar Anomalies
    by Vesna Karadžic & Tamara Backovic Vulic

  • 2011 Regulación y valor en riesgo
    by Luis Fernando Melo & Joan Camilo Granados

  • 2011 The Comparative Analysis of Credit Risk Determinants In the Banking Sector of the Baltic States
    by Grigori Fainstein & Igor Novikov

  • 2011 Liquidity and Asset Prices: How Strong are the Linkages?
    by Christian Dreger & J¨¹rgen Wolters

  • 2011 The Forecasting Performance of Seasonal and Nonlinear Models
    by Houda Ben Hadj Boubaker

  • 2011 Confronting Prior Convictions: On Issues of Prior Sensitivity and Likelihood Robustness in Bayesian Analysis
    by Hedibert F. Lopes & Justin L. Tobias

  • 2011 Valuation and Risk Management of Collateralized Debt Obligations and Related Securities
    by Christian Bluhm & Christoph Wagner

  • 2011 An Attempt to Capture Leptokurtic of Returns and to Model Its Volatility: The Case of Beirut Stock Exchange
    by Elie BOURI

  • 2011 The Cult of Statistical Significance – What Economists Should and Should Not Do to Make their Data Talk
    by Walter Krämer

  • 2011 Frontiers of Real-Time Data Analysis
    by Dean Croushore

  • 2011(XXI) Modeling And Forecasting The Exchange Rate In Romania
    by Mihaela BRATU

  • 2011(XXI) Some aspects of the translog production function estimation
    by Florin-Marius PAVELESCU

  • 2010 South African Stock Return Predictability in the Context of Data Mining: The Role of Financial Variables and International Stock Returns
    by Rangan Gupta & Mampho P. Modise

  • 2010 An In-Sample and Out-of-Sample Empirical Investigation of the Nonlinearity in House Prices of South Africa
    by Mehmet Balcilar & Rangan Gupta & Zahra Shah

  • 2010 Forecasting Monetary Rules in South Africa
    by Ruthira Naraidoo & Ivan Paya

  • 2010 Financial asset prices, linear and nonlinear policy rules. An In-sample assessment of the reaction function of the South African Reserve Bank
    by Ruthira Naraidoo & Kasai Ndahiriwe

  • 2010 Optimal monetary policy reaction function in a model with target zones and asymmetric preferences for South Africa
    by Ruthira Naraidoo & Leroi Raputsoane

  • 2010 Dynamic hedging strategies: An application to the crude oil market
    by Lautier, Delphine & Galli, Alain

  • 2010 Las consecuencias económicas de un nombre atípico. El caso colombiano
    by Gaviria, Alejandro & Medina, Carlos & Palau, María del Mar

  • 2010 Valor de una empresa en riesgo de expropiación en un entorno de crisis financiera. Caso Banamex
    by Cruz Aké, Salvador & Venegas-Martínez, Francisco

  • 2010 Spatial model selection and spatial knowledge spillovers: a regional view of Germany
    by Klarl, Torben

  • 2010 The predictive accuracy of credit ratings: measurement and statistical inference
    by Orth, Walter

  • 2010 The Long-Run Effect of Foreign Aid on Domestic Output
    by Herzer, Dierk & Morrissey, Oliver

  • 2010 Ratingmodell zur Quantifizierung des Ausfallrisikos von LBO-Finanzierungen
    by Lang, Michael & Cremers, Heinz & Hentze, Rainald

  • 2010 Empirical simultaneous confidence regions for path-forecasts
    by Jordà, Òscar & Knüppel, Malte & Marcellino, Massimiliano

  • 2010 Robust Nonnested Testing for Ordinary Least Squares Regression When Some of the Regressors are Lagged Dependent Variables
    by Leslie G. Godrey

  • 2010 A robust test for error cross-section correlation in panel models
    by L Godfrey & T Yamagata

  • 2010 Foreign News and Spillovers in Emerging European Stock Markets
    by Evzen Kocenda & Jan Hanousek

  • 2010 Inference about Clustering and Parametric Assumptions in Covariance Matrix Estimation
    by Mikko Packalen & Tony Wirjanto

  • 2010 Latent Variables and Propensity Score Matching
    by Maciej Jakubowski

  • 2010 Bayesian Estimation of a Possibly Mis-Specified Linear Regression Model
    by David E. Giles

  • 2010 Latent Thresholds Analysis of Choice Data with Multiple Bids and Response Options
    by Mimako Kobayashi & Klaus Moeltner & Kimberly Rollins

  • 2010 Supplementary results for “Geographic Variation in Subprime Loan Features, Foreclosures and Prepayments”
    by Morgan J. Rose

  • 2010 The Unofficial Economy and the Business Cycle: A Test for Theories
    by Catalina Granda-Carvajal

  • 2010 The Lag in Effect of Inflation Targeting and Policy Evaluation
    by WenShwo Fang & Stephen M. Miller

  • 2010 Specification Analysis of Structural Quantile Regression Models
    by Juan Carlos Escanciano & Chuan Goh

  • 2010 Components of bull and bear markets: bull corrections and bear rallies
    by John M Maheu & Thomas H McCurdy & Yong Song

  • 2010 A Comparative Study of Monte Carlo Methods for Efficient Evaluation of Marginal Likelihood
    by David Ardia & Nalan Basturk & Lennart Hoogerheide & Herman K. van Dijk

  • 2010 Evidence on a Real Business Cycle Model with Neutral and Investment-Specific Technology Shocks using Bayesian Model Averaging
    by Rodney W. Strachan & Herman K. van Dijk

  • 2010 Modeling Trigonometric Seasonal Components for Monthly Economic Time Series
    by Irma Hindrayanto & John A.D. Aston & Siem Jan Koopman & Marius Ooms

  • 2010 Does cointegration matter? An analysis in a RBC perspective
    by Bisio Laura & Faccini Andrea

  • 2010 An Expanded Scope For Qualitative Economics
    by Andrew J. Buck & George M. Lady

  • 2010 Qualitative Matrices and Information
    by Andrew J. Buck & George M. Lady

  • 2010 Macroeconomic Impact of Remittances on Output Growth: Evidence From Turkey
    by Aysit Tansel & Pinar Yasar

  • 2010 A Bayesian Generalized Factor Model with Comparative Analysis (Genellestirilmis Faktor Modellerinin Bayesyen Yaklasimi ve Karsilastirmali Analizi)
    by Necati Tekatli

  • 2010 Modelling the Time Between Trades in the After-Hours Electronic Equity Futures Market
    by Dungey, Mardi & Jeyasreedharan, Nagaratnam & Li, Tuo

  • 2010 Consistency of Hedonic Price Indexes with Unobserved Characteristics
    by Iqbal Syed

  • 2010 Wealth effects on consumption in financial crises: the case of Norway
    by Eilev S. Jansen

  • 2010 Real-time Optimal Monetary Policy with Undistinguishable Model Parameters and Shock Processes Uncertainty
    by Alessandro Flamini & Costas Milas

  • 2010 Does Cointegration Matter? An Analysis in a RBC Perspective
    by Laura Bisio & Andrea Faccini

  • 2010 Endogenous Persistence in an Estimated DSGE Model under Imperfect Information
    by Paul Levine & Joseph Pearlman & George Perendia & Bo Yang

  • 2010 Risk-return tradeoff and the behaviour of volatility on the South African stock market: Evidence from both aggregate and disaggregate data
    by N.Z Mandimika & Z. Chinzara

  • 2010 Forecasting Monetary Policy Rules in South Africa
    by Ruthira Naraidoo & Ivan Paya

  • 2010 Experiments, Surveys and the Use of Representative Samples as Reference Data
    by Thomas Siedler & Bettina Sonnenberg

  • 2010 Consideratii privind eficienta adaugării unei noi variabile explicative intr-un model de regresie liniara
    by Pavelescu, Florin Marius

  • 2010 VAR Forecasting Using Bayesian Variable Selection
    by Dimitris Korobilis

  • 2010 Chow-Lin Methods in Spatial Mixed Models
    by Wolfgang Polasek & Richard Sellner & Carlos Llano

  • 2010 Why a Diversified Portfolio Should Include African Assets
    by Paul Alagidede & Theodore Panagiotidis & Xu Zhang

  • 2010 Did Globalization Drive Convergence? Identifying Cross-Country Growth Regimes in the Long Run
    by Gianfranco Di Vaio & Kerstin Enflo

  • 2010 Financial Stability and Monetary Policy
    by Christopher Martin & Costas Milas

  • 2010 Inflation Dynamics in the New EU Member States: How Relevant Are External Factors?
    by Alexander Mihailov & Fabio Rumler & Johann Scharler

  • 2010 Redes neuronales para predecir el tipo de cambio diario
    by Barrera, Carlos R.

  • 2010 Evaluating Value-at-Risk Models via Quantile Regression
    by Wagner Piazza Gaglianone & Luiz Renato Lima & Oliver Linton & Daniel Smith

  • 2010 A quasi-maximum likelihood method for estimating the parameters of multivariate diffusions
    by Stan Hurn & Andrew McClelland & Kenneth Lindsay

  • 2010 Administrative Data and Economic Policy Evaluation
    by Lorraine Dearden

  • 2010 The choice between fixed and random effects models: some considerations for educational research
    by Paul Clarke & Claire Crawford & Fiona Steele & Anna Vignoles

  • 2010 Evaluating the strength of identification in DSGE models. An a priori approach
    by Nikolay Iskrev

  • 2010 The Effects of Additive Outliers and Measurement Errors when Testing for Structural Breaks in Variance
    by Paulo M.M. Rodrigues & Antonio Rubia

  • 2010 The Relationship between Marginal Willingness-to-Pay in the Hedonic and Discrete Choice Models
    by Wong, Maisy

  • 2010 Multimarket Contact in Italian Retail Banking: Competition and Welfare
    by Molnar, Jozsef & Violi, Roberto & Zhou, Xiaolan

  • 2010 К Вопросу Оценки Адекватности Имитационных Моделей Банковских Бизнес-Процессов
    by Rumyantsev, Mikhail I.

  • 2010 Can statistics do without artefacts?
    by Chatelain, Jean-Bernard

  • 2010 The behaviour of consumer gas prices in an environment of high and volatile oil prices
    by Cornille, David & Meyler, Aidan

  • 2010 Adopción de metas de inflación y su impacto en las expectativas de inflación y volatilidad del crecimiento económico: evidencia empírica para Bolivia
    by Valdivia, Daney & Loayza, Lilian

  • 2010 Una propuesta metodológica para estimar los cambios sobre el valor de la propiedad: estudio de caso para Bogotá aplicando Propensity Score Matching y Precios Hedónicos Espaciales
    by Jorge Andres, Perdomo Calvo & Jorge Andres, Perdomo Calvo

  • 2010 An inflation expectations horserace
    by Guzman, Giselle C.

  • 2010 Time series models of GDP: a reappraisal
    by Marchese, Malvina

  • 2010 Marginal likelihood calculation for gelfand-dey and Chib Method
    by Liu, Chun

  • 2010 Noncausal autoregressions for economic time series
    by Lanne, Markku & Saikkonen, Pentti

  • 2010 Cigarette smoking in Indonesia: examination of a myopic model of addictive behaviour
    by Hidayat, Budi & Thabrany, Hasbullah

  • 2010 Subset hypotheses testing and instrument exclusion in the linear IV regression
    by Doko Tchatoka, Firmin

  • 2010 A monthly indicator of employment in the euro area: real time analysis of indirect estimates
    by Moauro, Filippo

  • 2010 Investments model development with the system dynamic method
    by Skribans, Valerijs

  • 2010 Posterior Predictive Analysis for Evaluating DSGE Models
    by Faust, Jon & Gupta, Abhishek

  • 2010 A Forecasting Metric for Evaluating DSGE Models for Policy Analysis
    by Gupta, Abhishek

  • 2010 Selection of weak VARMA models by modified Akaike's information criteria
    by Boubacar Mainassara, Yacouba

  • 2010 Geography, Institutions and Human Development: A Cross-Country Investigation Using Bayesian Model Averaging
    by Malik, Sadia Mariam & Janjua, Yasin

  • 2010 The relationship between inflation, output growth, and their uncertainties: Evidence from selected CEE countries
    by Hasanov, Mübariz & Omay, Tolga

  • 2010 Predictive ability of Value-at-Risk methods: evidence from the Karachi Stock Exchange-100 Index
    by Iqbal, Javed & Azher, Sara & Ijza, Ayesha

  • 2010 Noncausal Vector Autoregression
    by Lanne, Markku & Saikkonen, Pentti

  • 2010 Estimating Gravity Models of International Trade with Correlated Time-Fixed Regressors: To IV or not IV?
    by Mitze, Timo

  • 2010 Selection of weak VARMA models by Akaïke's information criteria
    by Boubacar Mainassara, Yacouba

  • 2010 Modeling electricity spot prices: Regime switching models with price-capped spike distributions
    by Janczura, Joanna & Weron, Rafal

  • 2010 Regression Anatomy, Revealed
    by Filoso, Valerio

  • 2010 Goodness-of-fit testing for regime-switching models
    by Janczura, Joanna & Weron, Rafal

  • 2010 Modelling Stock Returns Volatility In Nigeria Using GARCH Models
    by Emenike, Kalu O.

  • 2010 Characterizing economic trends by Bayesian stochastic model specifi cation search
    by Grassi, Stefano & Proietti, Tommaso

  • 2010 Accounting for Unobserved Country Heterogeneity in Happiness Research: Country Fixed Effects versus Region Fixed Effects
    by Fischer, Justina AV

  • 2010 A note on GDP now-/forecasting with dynamic versus static factor models along a business cycle
    by Buss, Ginters

  • 2010 Un nuevo enfoque para el análisis y calificación del Sistema Cooperativo Ecuatoriano
    by Freire González, Paulo Alejandro & Vivar Aguilar, Mayra Isabel & Maldonado, Diego

  • 2010 Forecasts with single-equation Markov-switching model: an application to the gross domestic product of Latvia
    by Bušs, Ginters

  • 2010 Antipersistence in German stock returns
    by Karl-Kuno Kunze & Hans Gerhard Strohe

  • 2010 Persistence of unemployment in the canadian provinces
    by Firouz Fallahi & Gabriel Rodríguez

  • 2010 Application of three non-linear econometric approaches to identify business cycles in Peru
    by Gabriel Rodríguez

  • 2010 Ranking Multivariate GARCH Models by Problem Dimension
    by Massimiliano Caporin & Michael McAleer

  • 2010 A Low-Dimension Portmanteau Test for Non-linearity
    by Jennifer Castle & David Hendry

  • 2010 Monetary Policy, Inflation and Unemployment
    by Nicolas Groshenny

  • 2010 Financial Crises, Credit Booms, and External Imbalances: 140 Years of Lessons
    by Òscar Jordà & Moritz Schularick & Alan M. Taylor

  • 2010 Program Evaluation and Research Designs
    by John DiNardo & David S. Lee

  • 2010 Short-term load forecasting based on a semi-parametric additive model
    by Shu Fan & Rob Hyndman

  • 2010 Dual P-Values, Evidential Tension and Balanced Tests
    by D.S. Poskitt & Arivalzahan Sengarapillai

  • 2010 Description Length Based Signal Detection in singular Spectrum Analysis
    by Md Atikur Rahman Khan & D.S. Poskitt

  • 2010 Do Jumps Matter? Forecasting Multivariate Realized Volatility allowing for Common Jumps
    by Yin Liao & Heather M. Anderson & Farshid Vahid

  • 2010 An Econometric Study of Vine Copulas
    by Dominique Guegan & Pierre-André Maugis

  • 2010 Assessing the Predictive Power of Labor-Market Indicators of Inflation
    by Nourzad, Farrokh

  • 2010 Does Money Matter? An Empirical Investigation
    by Huston, Barry & McGibany, James M & Nourzad, Farrokh

  • 2010 Macroeconomic Impact of Remittances on Output Growth: Evidence from Turkey
    by Aysit Tansel & Pinar Yasar

  • 2010 What Explains Nominal Exchange Rate Volatility? Evidence from the Latin American Countries
    by Maria Grydaki & Stilianos Fountas

  • 2010 What Explains Output Volatility? Evidence from the G3
    by Maria Grydaki & Stilianos Fountas

  • 2010 Measures of Predictive Success for Rating Functions
    by Sebastian Ostrowski & Peter Reichling

  • 2010 On the Forecasting Accuracy of Multivariate GARCH Models
    by Sébastien Laurent & Jeroen V.K. Rombouts & Francesco Violante

  • 2010 The French Forest Sector Model: version 1.0. Presentation and theorical foundations
    by Sylvain Caurla & Franck Lecocq & Philippe Delacote & Ahmed Barkaoui

  • 2010 Productivity Changes and Risk Management in Indonesian Banking: An Application of a New Approach to Constructing Malmquist Indices
    by Muliaman D. Hadad & Maximilian J. B. Hall & Wimboh Santoso & 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
    by Maximilian J. B. Hall & Karligash Kenjegalieva & Richard Simper

  • 2010 Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH
    by Massimiliano Caporin & Michael McAleer

  • 2010 Model Selection and Testing of Conditional and Stochastic Volatility Models
    by Massimiliano Caporin & Michael McAleer

  • 2010 Does the Law of One Price Hold in a High-Inflation Environment? A Tale of Two Cities in Turkey
    by Sule Akkoyunlu & Boriss Siliverstovs

  • 2010 Why a Diversified Portfolio Should Include African Assets
    by Paul Alagidede & Theodore Panagiotidis & Xu Zhang

  • 2010 The econometric modeling of social Preferences
    by Anna Conte & Peter G. Moffatt

  • 2010 Causal Inference by Independent Component Analysis with Applications to Micro- and Macroeconomic Data
    by Alessio Moneta & Doris Entner & Patrik Hoyer & Alex Coad

  • 2010 Macroeconomic Impact of Remittances on Output Growth: Evidence from Turkey
    by Tansel, Aysit & Yaşar, Pınar

  • 2010 Macroeconomic Impact of Remittances on Output Growth: Evidence from Turkey
    by Tansel, Aysit & Yaşar, Pınar

  • 2010 The Choice Between Fixed and Random Effects Models: Some Considerations for Educational Research
    by Clarke, Paul & Crawford, Claire & Steele, Fiona & Vignoles, Anna

  • 2010 The Choice Between Fixed and Random Effects Models: Some Considerations for Educational Research
    by Clarke, Paul & Crawford, Claire & Steele, Fiona & Vignoles, Anna

  • 2010 The Elephant in the Corner: A Cautionary Tale about Measurement Error in Treatment Effects Models
    by Millimet, Daniel L.

  • 2010 The Elephant in the Corner: A Cautionary Tale about Measurement Error in Treatment Effects Models
    by Millimet, Daniel L.

  • 2010 Is there a Superior Distance Function for Matching in Small Samples?
    by Eva Dettmann & Claudia Becker & Christian Schmeißer

  • 2010 Things that make us different: analysis of variance in the use of time
    by Jorge González-Chapela

  • 2010 Residential Water Demand in Portugal: checking for efficiency-based justifications for increasing block tariffs
    by Henrique Monteiro

  • 2010 Spatial Chow-Lin Methods for Data Completion in Econometric Flow Models
    by Polasek, Wolfgang & Sellner, Richard

  • 2010 Multiple imputation of missing values in the wave 2007 of the IAB Establishment Panel
    by Drechsler, Jörg

  • 2010 Predicting extreme VaR: Nonparametric quantile regression with refinements from extreme value theory
    by Julia Schaumburg

  • 2010 Testing a Parametric Function Against a Nonparametric Alternative in IV and GMM Settings
    by Ggens, Tue & Wⅱtz, Allan

  • 2010 The Impact of Stock Market Jumps on Time-Varying Return Correlations: Empirical Evidence from the Baltic Countries
    by Hellström, Jörgen & Soultanaeva, Albina

  • 2010 Bayesian Inference in Structural Second-Price common Value Auctions
    by Wegmann , Bertil & Villani, Mattias

  • 2010 Linear and Non-linear Causality Test in a LSTAR model - wavelet decomposition in a non-linear environment
    by Li, Yushu & Shukur, Ghazi

  • 2010 Realized volatility and overnight returns
    by Ahoniemi, Katja & Lanne, Markku

  • 2010 Evaluating a class of nonlinear time series models
    by Heinen, Florian

  • 2010 Identification problems in ESTAR models and a new model
    by Donauer, Stefanie & Heinen, Florian & Sibbertsen, Philipp

  • 2010 Evaluating Alternative Methods of Forecasting House Prices: A Post-Crisis Reassessment
    by William D. Larson

  • 2010 Reducing Status Quo Bias in Choice Experiments – An Application of a Protest Reduction Entreaty
    by Ole Bonnichsen & Jacob Ladenburg

  • 2010 “Quo Vadis Real? Estimating the Brazilian Real Exchange Rate Misalignment in Vector Error Correction Model with Structural Change”
    by Emerson Fernandes Marçal & Fernando Barbi

  • 2010 Mean-Variance & Mean-VaR Portfolio Selection: A Simulation Based Comparison in the Czech Crisis Environment
    by Radovan Parrák & Jakub Seidler

  • 2010 Asymmetric Properties of Impulse Response Functions in Markov-Switching Structural Vector AutoRegressions
    by Frédéric Karamé & Alexandra Olmedo

  • 2010 Impulse-Response Functions in Markov-Switching Structural Vector AutoRegressions: a Step Further
    by Frédéric Karamé

  • 2010 Pork Versus Public Goods: An Experimental Study of Public Good Provision Within a Legislative Bargaining Framework
    by Guillaume R. Frechette & John H. Kagel & Massimo Morelli

  • 2010 Threshold, news impact surfaces and dynamic asymmetric multivariate GARCH
    by Caporin, M. & McAleer, M.J.

  • 2010 Ranking multivariate GARCH models by problem dimension
    by Caporin, M. & McAleer, M.J.

  • 2010 Evaluating Macroeconomic Forecast: A Review of Some Recent Developments
    by Franses, Ph.H.B.F. & McAleer, M.J. & Legerstee, R.

  • 2010 Cointegration, long-run structural modelling and weak exogeneity: Two models of the UK economy
    by Jan PAM Jacobs & Kenneth F.Wallis

  • 2010 Monetary Policy, Inflation and Unemployment In Defense of the Federal Reserve
    by Nicolas Groshenny

  • 2010 Characterizing economic trends by Bayesian stochastic model specification search
    by Stefano Grassi & Tommaso Proietti

  • 2010 Estimating Gravity Models of International Trade with Correlated Time-Fixed Regressors: To IV or not IV?
    by Timo Mitze

  • 2010 Predictive Ability of Value-at-Risk Methods: Evidence from the Karachi Stock Exchange-100 Index
    by Javed Iqbal & Sara Azher & Ayesha Ijaz

  • 2010 Realized Laplace Transforms for Estimation of Jump Diffusive Volatility Models
    by Viktor Todorov & Iaryna Grynkiv & George Tauchen

  • 2010 The Realized Laplace Transform of Volatility
    by Viktor Todorov & George Tauchen

  • 2010 Dynamic Entry with Cross Product Spillovers: An Application to the Generic Drug Industry
    by Han Hong & Ahmed Khwaja & A. Ronald Gallant

  • 2010 Understanding Models' Forecasting Performance
    by Barbara Rossi & Tatevik Sekhposyan

  • 2010 Volatility in Equilibrium: Asymmetries and Dynamic Dependencies
    by Tim Bollerslev & Natalia Sizova & George Tauchen

  • 2010 Information Criteria for Impulse Response Function Matching Estimation of DSGE Models
    by Alastair Hall & Atsushi Inoue & James M. Nason & Barbara Rossi

  • 2010 Has Models' Forecasting Performance for US Output Growth and Inflation Changed over Time, and When?
    by Barbara Rossi & Tatevik Sekhposyan

  • 2010 Volatility Jumps
    by Viktor Todorov & George Tauchen

  • 2010 Can Exchange Rates Forecast Commodity Prices?
    by Yu-chin Chen & Kenneth Rogoff & Barbara Rossi

  • 2010 The differential impact of privately and publicly funded R&D on R&D investment and innovation: The Italian case
    by Giovanni Cerulli & Bianca Potì

  • 2010 Modeling nonlinear and heterogeneous dynamic linkages in international monetary markets
    by Mohamed El Hedi Arouri & Fredj Jawadi & Khuong Nguyen Duc

  • 2010 Variable Selection, Estimation and Inference for Multi-period Forecasting Problems
    by M. Hashem Pesaran & Andreas Pick & Allan Timmermann

  • 2010 Money Demand and the Role of Monetary Indicators in Forecasting Euro Area Inflation
    by Christian Dreger & Jürgen Wolters

  • 2010 EU Banks Rating Assignments: Is there Heterogeneity between New and Old Member Countries?
    by Guglielmo Maria Caporale & Roman Matousek & Chris Stewart

  • 2010 Drivers of Private Equity Investment in CEE and Western European Countries
    by Kerstin Bernoth & Roberta Colavecchio & Magdolna Sass

  • 2010 Drivers of Private Equity Investment in CEE and Western European Countries
    by Kerstin Bernoth & Roberta Colavecchio & Magdolna Sass

  • 2010 Dynamic Hedging Strategies: An Application to the Crude Oil Market
    by Lautier, Delphine & Galli, Alain

  • 2010 Using Firm-Level Data to Assess Gender Wage Discrimination in the Belgian Labour Market
    by D. BOROWCZYK MARTINS & V. VANDENBERGHE

  • 2010 Ageing Workforce, Productivity and Labour costs of Belgian Firms
    by Vincent VANDENBERGHE & Fabio WALTENBERG

  • 2010 The power log-GARCH model
    by Genaro Sucarrat & Alvaro Escribano

  • 2010 How Useful Are Estimated DSGE Model Forecasts for Central Bankers?
    by Edge, Rochelle M & Gürkaynak, Refet S.

  • 2010 Exchange Rate Pass-through and Monetary Policy in South Africa
    by Aron, Janine & Farrell, Greg & Muellbauer, John & Sinclair, Peter

  • 2010 Aggregate Idiosyncratic Volatility
    by Bekaert, Geert & Hodrick, Robert J & Zhang, Xiaoyan

  • 2010 Does aggregating forecasts by CPI component improve inflation forecast accuracy in South Africa?
    by Aron, Janine & Muellbauer, John

  • 2010 New methods for forecasting inflation, applied to the US
    by Aron, Janine & Muellbauer, John

  • 2010 Empirical Simultaneous Confidence Regions for Path-Forecasts
    by Jordà, Òscar & Knüppel, Malte & Marcellino, Massimiliano

  • 2010 Some Problems in the Testing of DSGE Models
    by Le, Vo Phuong Mai & Minford, Patrick & Wickens, Michael R.

  • 2010 On the forecasting accuracy of multivariate GARCH models
    by LAURENT, Sébastien & ROMBOUTS, Jeroen V. K. & VIOLANTE, Francesco

  • 2010 Are Capital Controls and Central Bank Intervention Effective?
    by Hernán Rincón & Jorge Toro

  • 2010 Regulación y Valor en Riesgo
    by Luis Fernando Melo Velandia & Joan Camilo Granados Castro

  • 2010 Ciclo económico y efecto inflacionario de la depreciación de la moneda
    by Andrés González & Omar mendoza & Hernán Rincón & Norberto Rodríguez

  • 2010 Bayesian Model Averaging. An Application to Forecast Inflation in Colombia
    by Eliana González

  • 2010 Bayesian Model Averaging. An Application to Forecast Inflation in Colombia
    by Eliana González

  • 2010 Bayesian Model Averaging. An Application to Forecast Inflation in Colombia
    by Eliana González

  • 2010 Identification problems in the solution of linearized DSGE models
    by Jean Pietro Bonaldi

  • 2010 Una propuesta metodológica para estimar los cambios sobre el valor de la propiedad: estudio de caso para Bogotá aplicando propensity score matching y
    by Jorge Andrés Perdomo C.

  • 2010 Evaluación 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
    by Jorge Andrés Perdomo Calvo & Hasbleidy Castañeda & Juan Carlo Mendieta

  • 2010 Short-Term Forecasting of Czech Quarterly GDP Using Monthly Indicators
    by Katerina Arnostova & David Havrlant & Lubos Ruzicka & Peter Toth

  • 2010 Consistent Inference in Models Defined by COnditional Moment Restrictions: an Alternative to GMM
    by Manuel Dominguez & Ignacio Lobato

  • 2010 EU Banks Rating Assignments: Is there Heterogeneity between New and Old Member Countries?
    by Guglielmo Maria Caporale & Roman Matousek & Chris Stewart

  • 2010 Conditional Volatility and Correlations of Weekly Returns and the VaR Analysis of 2008 Stock Market Crash
    by Bahram Pesaran & M. Hashem Pesaran

  • 2010 Spend-and-Tax Adjustments and the Sustainability of the Government's Intertemporal Budget Constraint
    by Gabriella Deborah Legrenzi & Costas Milas

  • 2010 Housing Markets and the Financial Crisis of 2007-2009: Lessons for the Future
    by John V. Duca & John Muellbauer & Anthony Murphy

  • 2010 The Appropriateness of the Poolability Assumption for Multiproduct Technologies: Evidence from the English Water and Sewerage Utilities
    by Anna Bottasso & Maurizio Conti & Massimiliano Piacenza & Davide Vannoni

  • 2010 Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH
    by Massimiliano Caporin & Michael McAleer

  • 2010 Model Selection and Testing of Conditional and Stochastic Volatility Models
    by Massimiliano Caporin & Michael McAleer

  • 2010 Ranking Multivariate GARCH Models by Problem Dimension
    by Massimiliano Caporin & Michael McAleer

  • 2010 Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH
    by Michael McAleer & Massimiliano Caporin

  • 2010 Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments
    by Philip Hans Franses & Michael McAleer & Rianne Legerstee

  • 2010 Time Series Modelling of Tourism Demand from the USA, Japan and Malaysia to Thailand
    by Yaovarate Chaovanapoonphol & Christine Lim & Michael McAleer & Aree Wiboonpongse

  • 2010 Conditional Volatility and Correlations of Weekly Returns and the VaR Analysis of 2008 Stock Market
    by Pesaran, M.H.

  • 2010 The Choice between fixed and random effects models: some considerations for educational research
    by Paul Clarke & Claire Crawford & Fiona Steele & Anna Vignoles

  • 2010 Weights and pools for a Norwegian density combination
    by Hilde Bjørnland & Karsten Gerdrup & Christie Smith & Anne Sofie Jore & Leif Anders Thorsrud

  • 2010 Modelos univariados de series de tiempo para predecir la inflación de corto plazo
    by Fernanda Cuitiño & Elena Ganón & Ina Tiscordio & Leonardo Vicente

  • 2010 Modelling Thirty Five Years of Coffee Prices in Brazil, Guatemala and India and the Law of One Price
    by Anindya Banerjee & Sushil Mohan & Bill Russell

  • 2010 Policy Evaluation and Uncertainty About the Effects of Oil Prices on Economic Activity
    by Francesca Rondina

  • 2010 The role of model uncertainty and learning in the U.S. postwar policy response to oil prices
    by Francesca Rondina

  • 2010 Risk Price Dynamics
    by Lars Peter Hansen & Jaroslav BoroviÄka & Mark Hendricks & Jose A. Scheinkman

  • 2010 Modelling Italian potential output and the output gap
    by Antonio Bassanetti & Michele Caivano & Alberto Locarno

  • 2010 Down the non-linear road from oil to consumer energy prices: no much asymmetry along the way
    by Fabrizio Venditti

  • 2010 The use of survey weights in regression analysis
    by Ivan Faiella

  • 2010 General Equilibrium Restrictions for Dynamic Factor Models
    by David de Antonio Liedo

  • 2010 Variable Selection for Market Basket Analysis
    by Dippold, Katrin & Hruschka, Harald

  • 2010 Policy evaluation and uncertainty about the effects of oil prices on economic activity
    by Francesca Rondina

  • 2010 The role of model uncertainty and learning in the U.S. postwar policy response to oil prices
    by Francesca Rondina

  • 2010 From Moments, Co-Moments and Mean-Variance weights to Copula Portfolio Allocation
    by Luca RICCETTI

  • 2010 Evidence on a Real Business Cycle model with Neutral and Investment-Specific Technology Shocks using Bayesian Model Averaging
    by Rodney W. Strachan & Herman K. van Dijk

  • 2010 Do Jumps Matter? Forecasting Multivariate Realized Volatility Allowing for Common Jumps
    by Yin Liao & Heather Anderson & Farshid Vahid

  • 2010 Bias Correction and Out-of-Sample Forecast Accuracy
    by Hyeongwoo Kim & Nazif Durmaz

  • 2010 The Model Confidence Set
    by Peter R. Hansen & Asger Lunde & James M. Nason

  • 2010 Estimating the effect of a variable in a high-dimensional regression model
    by Peter Sandholt Jensen & Allan H. Würtz

  • 2010 Detecting Structural Breaks using Hidden Markov Models
    by Christos Ntantamis

  • 2010 The log-linear return approximation, bubbles, and predictability
    by Tom Engsted & Thomas Q. Pedersen & Carsten Tanggaard

  • 2010 Asymmetric unemployment rate dynamics in Australia
    by Gunnar Bårdsen & Stan Hurn & Zoë McHugh

  • 2010 Forecasting with nonlinear time series models
    by Anders Bredahl Kock & Timo Teräsvirta

  • 2010 Management Of Stock Price And Its Effect On Economic Growth: Case Study Of West African Financial Markets
    by Drama Bedi Guy HERVE & Yao SHEN

  • 2010 On the Importance of the Arrival of New Information
    by Rómulo Chumacero

  • 2010 A Time-Varying Parameter Vector Autoregression Model for Forecasting Emerging Market Exchange Rates
    by Manish Kumar

  • 2010 Modeling of an Activated Sludge Wastewater Treatment Bioprocess
    by Monica ROMAN

  • 2010 Seeking Sustainability in an Age of Complexity. A New Environmental Paradigm
    by Laura Ungureanu

  • 2010 An Empirical Study of Exposure at Default
    by Michael Jacobs, Jr.

  • 2010 Bubbles And Crashes In Finance: A Phase Transition From Random To Deterministic Behaviour In Prices
    by John FRY

  • 2010 Impact of Initial Conditions on Transition Progress: The Case of Montenegro
    by Bozidar Cerovic

  • 2010 Forecasting Industry Employment for a Resource-Based Economy Using Bayesian Vector Autoregressive Models
    by Seung, Chang K. & Ahn, Sung K.

  • 2010 Modeling the Dependency Structure of Stock Index Returns using a Copula Function Approach
    by Necula, Ciprian

  • 2010 An Analysis Model for the Disturbances Generated by Collinearity in the Context of the OLS Method
    by Pavelescu, Florin Marius

  • 2010 Informational Criteria for the Homoscedasticity of Errors
    by Ciuiu, Daniel

  • 2010 Structural Breaks, Electricity Consumption and Economic Growth: Evidence from Turkey
    by Acaravici, Ali

  • 2010 The role of energy in economic growth: the case of Croatia
    by Nela Vlahinic-Dizdarevic & Sasa Zikovic

  • 2010 Bayesian Methods for Completing Data in Spatial Models
    by Wolfang Polasek & Carlos Llano & Richard Sellner

  • 2010 On the Relevance of the Bayesian Approach to Statistics
    by Christian P. Robert

  • 2010 An Applied Research on the Relations between Regional Economic Growth and Regional Logistics in China
    by Yang Shao & Jian-guo Zheng

  • 2010 Effect of Intraday Information Flow on the Emerging European Stock Markets
    by Jan Hanousek & Evžen Kočenda

  • 2010 The Problem of the Yearly Inflation Rate and Its Implications for the Monetary Policy of the Czech National Bank
    by Josef Arlt & Milan Bašta

  • 2010 Estimating inflation-at-risk (IaR) using extreme value theory (EVT)
    by Edward P. Santos & Dennis S. Mapa & Eloisa T. Glindro

  • 2010 Separating the Measurement and Evaluation of Intellectual Capital Elements with Evaluator Functions
    by János Kövesi & Tamás Jónás & Zsuzsanna Eszter Tóth

  • 2010 A Propensity Score Matching and Spatial Hedonic Prices Approach for Estimating Property Value Fluctuations in Bogotá
    by Jorge Andrés Perdomo

  • 2010 Üzleti kapcsolatok modellezése
    by Kovács, Erzsébet & Dobos, Imre & Gelei, Andrea

  • 2010 Securities Estimation Techniques in Republic of Moldova
    by Ala Roller & Ana Berdila & Dorian Nacu

  • 2010 Sudden Changes and Persistence in Volatility of Korean Equity Sector Returns
    by Sang Hoon Kang & Seong-Min Yoon

  • 2010 Islem Bazlý Manipulasyonun Istatistiksel Siniflandýrma Analizleriyle Belirlenmesi
    by Melik KAMISLI & Nuray GIRGINER

  • 2010 The Sub-Prime Crisis and UK Monetary Policy
    by Christopher Martin & Costas Milas

  • 2010 Commentary: Fiscal Stimulus and the Promise of Future Spending Cuts
    by Volker Wieland

  • 2010 Qualitative Specifics of Various Approaches to the Estimates of the RF Socio-Economic Indicators
    by Marina Turuntseva & Tatiana Kiblitskaya

  • 2010 Credit Market Development and Economic Growth: An Empirical Analysis for Ireland
    by Adamopoulos Antonios

  • 2010 Use and Extension of Count Data Models in the Determination of Relevant Factors for Claims in the Automobile Insurance Sector
    by Jose Antonio Ordaz & Maria del Carmen Melgar & M. Kazim Khan

  • 2010 Variance Estimates and Model Selection
    by Sýdýka Baþçý & Asad Zaman & Arzdar Kiracý

  • 2010 Econometric Errors in an _Applied Economics_ Article
    by Dimitris Hatzinikolaou

  • 2010 Aplicación de los modelos inflados de ceros en el análisis de la siniestralidad y el componente de culpabilidad en el seguro de automóviles
    by María del Carmen Melgar Hiraldo & José Antonio Ordaz Sanz

  • 2010 Effects of a signal-to-noise ratio on finite sample inference for cointegrating vectors
    by Kurita, Takamitsu

  • 2010 El dinamismo de la soja y su impacto en la economía paraguaya, 1991-2006
    by Cohener, G. & Aguayo, E.

  • 2010 OIL PRICES AND CURRENT ACCOUNT DEFICITS: Analysis OF CAUSALITY in the USA
    by BILDIRICI, M.E. & ALP, E.A. & BAKIRTAS, T.

  • 2010 Cointegration Analysis Of Tourism Demand For Turkey
    by KETENCI, Natalya

  • 2010 How Robust is the Relationship between Financial Intermediation and Economic Growth?
    by HODGES, Hart & KNABB, Shawn D.

  • 2010 Estimating Output Gap, Core Inflation, And The Nairu For Peru, 1979-2007
    by Gabriel RODRIGUEZ

  • 2010 Hat die Finanzkrise zu einer instabilen Geldnachfrage geführt?
    by Christian Dreger & Jürgen Wolters

  • 2010 Balance Y Perspectivas Del Impacto Económico Del Turismo De Cruceros En La Ciudad De Cartagena De Indias En El Periodo 1998-2008
    by AMAURY JIMÉNEZ MARTÍNEZ & BRIGITTE BALLESTAS LOPEZ & ANDRÉS HERNÁNDEZ PONTÓN

  • 2010 Una nueva dimensión del GDS. Interrogantes y reflexiones sobre el armamentismo" en América Latina y Colombia "
    by Grautoff, Manfred & Jaramillo J, Mauricio

  • 2010 Un modelo SETAR para el PIB colombiano
    by Nancy Milena Hoyos Gomez & Johanna Ramos & Lorena Vivas

  • 2010 Revisiting the Coyne Affair: a singular event that changed the course of Canadian monetary history
    by Pierre L. Siklos

  • 2010 Serbian Insurance Market – Select Issues
    by Mirjana Obadovic & Veselin Avdaliovic & Milica Obadovic

  • 2010 Advanced approaches for measuring total banking capital
    by Annalisa Di Clemente

  • 2010 Econometric Model For Analysing The Structural Funds Absorption At Regional Level €“ Sectoral Operational Programme Human Resources Development
    by Oana Gherghinescu

  • 2010 Assessing The Future Migration Potential Of The Eu Candidate Countries
    by Assoc. Prof. Ph.D Vesna Bucevska

  • 2010(XX) An Extensive Study on the Disturbances Generated by Collinearity in a Linear Regression Model with Three Explanatory Variables
    by FLORIN MARIUS PAVELESCU

  • 2009 Financial Market Conditions, Real Time, Nonlinearity and European Central Bank Monetary Policy: In-Sample and Out-of-Sample Assessment
    by Costas Milas & Ruthira Naraidoo

  • 2009 The Effect Of Defense Spending On Us Output: A Factor Augmented Vector Autoregression (Favar) Approach
    by Rangan Gupta & Alain Kabundi & Emmanuel Ziramba

  • 2009 Choices of wine consumption: measure of interaction terms and attributes
    by Magali Aubert & Véronique Meuriot

  • 2009 The distribution of realized variances: Marginal behaviors, asymmetric dependence and contagion effects
    by Ané, Thierry & Métais, Carole

  • 2009 Konjunkturprognose in Deutschland. Ein Beitrag zur Prognose der gesamtwirtschaftlichen Entwicklung auf Bundes- und Länderebene
    by Gerit Vogt

  • 2009 Estimating Distributions of Willingness to Pay for Heterogeneous Populations
    by Chhandita Das & Christopher M. Anderson & Stephen K. Swallow

  • 2009 Some New Insights into Monetary Transmission Mechanism in Bulgaria
    by Minea, Alexandru & Rault, Christophe

  • 2009 Optimal Hedge oranı tahminlemesi üzerine ampirik bir çalışma: VOB örneği
    by Gökçe AKSOY & Onur OLGUN

  • 2009 Productivity shocks and aggregate cycles in an estimated endogenous growth model
    by Jim Malley & Ulrich Woitek

  • 2009 Technology shocks and aggregate fluctuations in an estimated hybrid RBC model
    by Jim Malley & Ulrich Woitek

  • 2009 A non-stationary approach for financial returns with nonparametric heteroscedasticity
    by Gürtler, Marc & Kreiss, Jens-Peter & Rauh, Ronald

  • 2009 Endogeneity in Panel Data Models with Time-Varying and Time-Fixed Regressors: To IV or not IV?
    by Mitze, Timo

  • 2009 The search for a long-run aid and growth relationship: Pitfalls and findings
    by Nowak-Lehmann D., Felicitas & Martínez-Zarzoso, Inmaculada & Herzer, Dierk & Klasen, Stephan & Dreher, Axel

  • 2009 Cross-country heterogeneity and the trade-income relationship
    by Herzer, Dierk

  • 2009 Surprising comparative properties of monetary models: Results from a new data base
    by Taylor, John B. & Wieland, Volker

  • 2009 New Keynesian versus old Keynesian government spending multipliers
    by Cogan, John F. & Cwik, Tobias J. & Taylor, John B. & Wieland, Volker

  • 2009 The Effect Of Supplemental Insurance On Health Care Demand With Multiple Information: A Latent Class Analysis
    by Dardanoni V & Li Donni P

  • 2009 Türkiye’de Turizm Sektörünün Tarihsel Gelişimi ve Turizm Talebi İle Hizmet Sektörü Arasındaki İlişkinin Analizi
    by Elçin Aykaç alp

  • 2009 Cross-country heterogeneity and the trade-income relationship
    by Dierk Herzer

  • 2009 First Announcements and Real Economic Activity
    by Clements, Michael P. & Galvão, Ana Beatriz

  • 2009 Catching Growth Determinants with the Adaptive Lasso
    by Ulrike Schneider & Martin Wagner

  • 2009 Reproducing Business Cycle Features: How Important Is Nonlinearity Versus Multivariate Information?
    by James Morley & Jeremy Piger & Pao-Lin Tien

  • 2009 p-Value Adjustments for Asymptotic Control of the Generalized Familywise Error Rate
    by Christopher J. Bennett

  • 2009 Modelling Co-movements and Tail Dependency in the International Stock Market via Copulae
    by Katja Ignatieva & Eckhard Platen

  • 2009 Comment to "Weak instruments robust tests in GMM and the New Keynesian Phillips curve" by Frank Kleibergen and Sophocles Mavroeidis
    by Fabio Canova

  • 2009 Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH
    by Massimiliano Caporin & Michael McAleer

  • 2009 In-work transfers in good times and bad - simulations for Ireland
    by Olivier Bargain & Karina Doorley

  • 2009 The accuracy of predicted wages of the non-employed and implications for policy simulations from structural labour supply models
    by Robert Breunig & Joseph Mercante

  • 2009 The productivity advantages of large cities: Distinguishing agglomeration from firm selection
    by Pierre-Philippe Combes & Gilles Duranton & Diego Puga & Sebastien Roux

  • 2009 To Bridge, to Warp or to Wrap? A Comparative Study of Monte Carlo Methods for Efficient Evaluation of Marginal Likelihoods
    by David Ardia & Lennart Hoogerheide & Herman K. van Dijk

  • 2009 Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy
    by Markus Jochmann & Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan

  • 2009 Why the Linear Utility Function is a Risky Choice in Discrete-Choice Experiments
    by Michele Sennhauser

  • 2009 Technical Change and Total Factor Productivity Growth for Swedish Manufacturing and Service Industries
    by Dong-hyun Oh & Almas Heshmati & Hans Loof

  • 2009 The ‘Puzzles’ Methodology: En Route to Indirect Inference?
    by Vo Phuong Mai Le & Patrick Minford & Michael Wickens

  • 2009 Endogeneity in Panel Data Models with Time-Varying and Time-Fixed Regressors: To IV or not IV?
    by Timo Mitze

  • 2009 Quality Metrics For It Project Management
    by Felician ALECU & Paul POCATILU & Radu MARSANU

  • 2009 Housing Prices and the Role of Speculation: The Case of Seoul
    by Park, Donghyun & Xiao, Qin

  • 2009 Bayesian Multivariate Time Series Methods for Empirical Macroeconomics
    by Gary Koop & Dimitris Korobilis

  • 2009 Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy
    by Markus Jochmann & Gary Koop & Roberto Leon-Gonzalez & Rodney W. Strachan

  • 2009 Financial Market Conditions, Real Time, Nonlinearity and European Central Bank Monetary Policy: In-Sample and Out-of-Sample Assessment
    by Costas Milas & Ruthira Naraidoo

  • 2009 Real-time Optimal Monetary Policy with Undistinguishable Model Parameters and Shock Processes Uncertainty
    by Alessandro Flamini & Costas Milas

  • 2009 Estimating Output Gap, Core Inflation, and the NAIRU for Peru
    by Rodríguez, Gabriel

  • 2009 Using A Forward-Looking Phillips Curve to Estimate the Output Gap in Peru
    by Rodríguez, Gabriel

  • 2009 Have European Unemployment Rates Converged?
    by Ramírez Carrera, Dionisio & Rodríguez, Gabriel

  • 2009 Structural Macro-Econometric Modelling in a Policy Environment
    by Martin Fukac & Adrian Pagan

  • 2009 Detecting Common Dynamics in Transitory Components
    by Tim M Christensen & Stan Hurn & Adrian Pagan

  • 2009 Local Identification in DSGE Models
    by Nikolay Iskrev

  • 2009 Introducing the GED-Copula with an application to Financial Contagion in Latin America
    by Mendoza-Velázquez, Alfonso & Galvanovskis, Evalds

  • 2009 Análise da Dinâmica do Modelo IS-MP para a Economia Brasileira Contemporânea
    by Costa Junior, Celso Jose

  • 2009 Bandwidth selection for continuous-time Markov processes
    by Bandi, Federico & Corradi, Valentina & Moloche, Guillermo

  • 2009 Multidimensional health modeling: Association between socioeconomic and psychosocial factors and health in Latvia
    by Irina, Mozhaeva

  • 2009 A Comparison of Conditional Volatility Estimators for the ISE National 100 Index Returns
    by Köksal, Bülent

  • 2009 Allocative Efficiency among Fadama Fluted Pumkin Farmers in Imo State, Nigeria
    by Nwachukwu, Ifeanyi N. & Onyenweaku, Chris E.

  • 2009 Multidimensional health modeling: Association between socioeconomic and psychosocial factors and health in Latvia
    by Irina, Mozhaeva

  • 2009 Bayesian Model Selection and Forecasting in Noncausal Autoregressive Models
    by Lanne, Markku & Luoma, Arto & Luoto, Jani

  • 2009 Evaluating alternative methods for testing asset pricing models with historical data
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  • 2009 Selection of optimal lag length in cointegrated VAR models with weak form of common cyclical features
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  • 2009 Hidden Markov models with t components. Increased persistence and other aspects
    by Bulla, Jan

  • 2009 VAR forecasting using Bayesian variable selection
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  • 2009 Teste de Modelos Estatísticos para a Estrutura a Termo no Brasil
    by Varga, Gyorgy

  • 2009 Bayesian Multivariate Time Series Methods for Empirical Macroeconomics
    by Koop, Gary & Korobilis, Dimitris

  • 2009 External Shocks and the Indian Economy: Analyzing through a Small, Structural Quarterly Macroeconometric Model
    by NR, Bhanumurthy & Kumawat, Lokendra

  • 2009 The Predictive Power of Conditional Models: What Lessons to Draw with Financial Crisis in the Case of Pre-Emerging Capital Markets?
    by El Bouhadi, Abdelhamid & Achibane, Khalid

  • 2009 Monetary Model of Exchange Rate for Thailand: Long-run Relationship and Monetary Restrictions
    by Liew, Venus Khim-Sen & Baharumshah, Ahmad Zubaidi & Puah, Chin-Hong

  • 2009 Bayesian Estimation of the GARCH(1,1) Model with Student-t Innovations in R
    by Ardia, David

  • 2009 Normal versus Noncentral Chi-square Asymptotics of Misspecified Models
    by Chun, So Yeon & Alexander, Shapiro

  • 2009 Forecasting economy with Bayesian autoregressive distributed lag model: choosing optimal prior in economic downturn
    by Bušs, Ginters

  • 2009 Understanding forecast failure of ESTAR models of real exchange rates
    by Buncic, Daniel

  • 2009 Investigating causal relationship between stock return with respect to exchange rate and FII: evidence from India
    by Kumar, Sundaram

  • 2009 Misspecification and Heterogeneity in Single-Index, Binary Choice Models
    by Chen, Pian & Velamuri, Malathi

  • 2009 Testing the long-run implications of the expectation hypothesis using cointegration techniques with structural change
    by Marçal, Emerson F. & Valls Pereira, Pedro L. & Abbara, Omar

  • 2009 The Multistep Beveridge-Nelson Decomposition
    by Proietti, Tommaso

  • 2009 The Volatility of Thai Rice Price
    by Baharom, A.H. & Radam, Alias & Habibullah, M.S. & Hirnissa, M.T

  • 2009 Understanding forecast failure in ESTAR models of real exchange rates
    by Buncic, Daniel

  • 2009 Existence of Singularity Bifurcation in an Euler-Equations Model of the United States Economy: Grandmont was Right
    by Barnett, William A. & He, Susan

  • 2009 Efficient Estimation of Average Treatment Effects under Treatment-Based Sampling, Second Version
    by Kyungchul Song

  • 2009 Testing Predictive Ability and Power Robustification
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  • 2009 Efficient Estimation of Average Treatment Effects under Treatment-Based Sampling
    by Kyungchul Song

  • 2009 Testing Unilateral and Bilateral Link Formation
    by Marcel Fafchamps & Margherita Comola

  • 2009 Some Issues in Modeling and Forecasting Inflation in South Africa
    by Janine Aron

  • 2009 Impulse Response Identification in DSGE Models
    by Martin Fukac

  • 2009 Evaluating a monetary business cycle model with unemployment for the euro area
    by Nicolas Groshenny

  • 2009 Estimation of Treatment Effects Without an Exclusion Restriction: with an Application to the Analysis of the School Breakfast Program
    by Daniel L. Millimet & Rusty Tchernis

  • 2009 Risk Price Dynamics
    by Jaroslav Borovička & Lars Peter Hansen & Mark Hendricks & José A. Scheinkman

  • 2009 Pricing Model Performance and the Two-Pass Cross-Sectional Regression Methodology
    by Raymond Kan & Cesare Robotti & Jay Shanken

  • 2009 Complementarity and Aggregate Implications of Assortative Matching: A Nonparametric Analysis
    by Bryan S. Graham & Guido W. Imbens & Geert Ridder

  • 2009 Surprising Comparative Properties of Monetary Models: Results from a New Data Base
    by John B. Taylor & Volker Wieland

  • 2009 New Keynesian versus Old Keynesian Government Spending Multipliers
    by John F. Cogan & Tobias Cwik & John B. Taylor & Volker Wieland

  • 2009 Student sorting and bias in value added estimation: Selection on observables and unobservables
    by Jesse Rothstein

  • 2009 Evaluating a monetary business cycle model with unemployment for the euro area
    by Nicolas Groshenny

  • 2009 Vector Autoregresive Moving Average Identification for Macroeconomic Modeling: Algorithms and Theory
    by D.S. Poskitt

  • 2009 Evaluation of Nonlinear time-series models for real-time business cycle analysis of the Euro
    by Monica Billio & Laurent Ferrara & Dominique Guegan & Gian Luigi Mazzi

  • 2009 Modelling stock returns in Africa’s emerging equity markets
    by Paul Alagidede & Theodore Panagiotidis

  • 2009 A Framework for LGD Validation of Retail Portfolios
    by Stefan Hlawatsch

  • 2009 On Loss Functions and Ranking Forecasting Performances of Multivariate Volatility Models
    by Sébastien Laurent & Jeroen V.K. Rombouts & Francesco Violante

  • 2009 Credit Spread Changes within Switching Regimes
    by Olfa Maalaoui & Georges Dionne & Pascal François

  • 2009 Did Globalization Lead to Segmentation? Identifying Cross-Country Growth Regimes in the Long-Run
    by Gianfranco Di Vaio & Kerstin Enflo

  • 2009 A New Approach to Dealing With Negative Numbers in Efficiency Analysis: An Application to the Indonesian Banking Sector
    by Muliaman D. Hadad & Maximilian J. B. Hall & Wimboh Santoso & Karligash Kenjegalieva & Richard Simper

  • 2009 Productivity Changes in Indonesian Banking: Application of a New Approach to Estimating Malmquist Indices
    by Muliaman D. Hadad & Maximilian J. B. Hall & Wimboh Santoso & Karligash Kenjegalieva & Richard Simper

  • 2009 Did Globalization Lead to Segmentation? Identifying Cross-Country Growth Regimes in the Long-Run
    by Gianfranco Di Vaio & Kerstin Enflo

  • 2009 Inflation Dynamics in the New EU Member States: How Relevant Are External Factors?
    by Alexander Mihailov & Fabio Rumler & Johann Scharler

  • 2009 In-Work Transfers in Good Times and Bad: Simulations for Ireland
    by Bargain, Olivier & Doorley, Karina

  • 2009 In-Work Transfers in Good Times and Bad: Simulations for Ireland
    by Bargain, Olivier & Doorley, Karina

  • 2009 A Note on Adapting Propensity Score Matching and Selection Models to Choice Based Samples
    by Heckman, James J. & Todd, Petra E.

  • 2009 A Note on Adapting Propensity Score Matching and Selection Models to Choice Based Samples
    by Heckman, James J. & Todd, Petra E.

  • 2009 New Evidence on the Finite Sample Properties of Propensity Score Matching and Reweighting Estimators
    by Busso, Matias & DiNardo, John & McCrary, Justin

  • 2009 New Evidence on the Finite Sample Properties of Propensity Score Matching and Reweighting Estimators
    by Busso, Matias & DiNardo, John & McCrary, Justin

  • 2009 Determinants of interest rate exposure of Spanish banking industry
    by Gloria M. Soto Pacheco & Cristóbal González & Laura Ballester & Román Ferrer

  • 2009 Non-linear relation between industrial production and business surveys data
    by Giancarlo Bruno

  • 2009 The productivity advantages of large cities: Distinguishing agglomeration from firm selection
    by Pierre Philippe Combes & Gilles Duranton & Laurent Gobillon & Diego Puga & Sébastien Roux

  • 2009 Bayesian Methods for Completing Data in Space-time Panel Models
    by Llano, Carlos & Polasek, Wolfgang & Sellner, Richard

  • 2009 Growth Regressions, Principal Components and Frequentist Model Averaging
    by Wagner, Martin & Hlouskova, Jaroslava

  • 2009 Food and cash transfers: evidence from Colombia
    by Orazio Attanasio & Erich Battistin & Alice Mesnard

  • 2009 Does Technical Assistance Matter? An Impact Evaluation Approach to Estimate its Value Added
    by Luis Marcano & Inder J. Ruprah

  • 2009 On economic evaluation of directional forecasts
    by Oliver Blaskowitz & Helmut Herwartz

  • 2009 Combination of multivariate volatility forecasts
    by Alessandra Amendola & Giuseppe Storti

  • 2009 Option Pricing Using Realized Volatility and ARCH Type Models
    by Toshiaki Watanabe & Masato Ubukata

  • 2009 Forecasting a Large Dimensional Covariance Matrix of a Portfolio of Different Asset Classes
    by Lillie Lam & Laurence Fung & Ip-wing Yu

  • 2009 Wavelet Improvement of the Over-rejection of Unit root test under GARCH errors
    by Li, Yushu & Shukur, Ghazi

  • 2009 Testing for Unit Root against LSTAR Model: Wavelet Improvement under GARCH Distortion
    by Li, Yushu & Shukur, Ghazi

  • 2009 Uncertainty of Multiple Period Risk Measures
    by Lönnbark, Carl

  • 2009 Cost-effectiveness of screening for colorectal cancer with once-only flexible sigmoidoscopy and faecal occult blood test
    by Aas, Eline

  • 2009 Technical Change and Total Factor Productivity Growth for Swedish Manufacturing and Service Industries
    by Oh, Donghyun & Heshmati, Almas & Lööf, Hans

  • 2009 Noncausal vector autoregression
    by Lanne, Markku & Saikkonen, Pentti

  • 2009 Dynamics of inflation expectations in the euro area
    by Paloviita, Maritta

  • 2009 A Convex Hull Approach to Counterfactual Analysis of Trade Openness and Growth
    by Michael Funke & Marc Gronwald

  • 2009 Economic impacts of the RES Obligations in Austria – an Application of the Macro-Econometric Model e3.at
    by Dr. Ulrike Lehr & Dr. Marc Ingo Wolter & Anett Großmann

  • 2009 Productivity shocks and aggregate cycles in an estimated endogenous growth model
    by Jim Malley & Ulrich Woitek

  • 2009 Technology shocks and aggregate fluctuations in an estimated hybrid RBC model
    by Jim Malley & Ulrich Woitek

  • 2009 Semiparametric vector MEM
    by Fabrizio Cipollini & Robert F. Engle & Giampiero M. Gallo

  • 2009 Automated Variable Selection in Vector Multiplicative Error Models
    by Fabrizio Cipollini & Giampiero M. Gallo

  • 2009 Intra-daily Volume Modeling and Prediction for Algorithmic Trading
    by Christian T. Brownlees & Fabrizio Cipollini & Giampiero M. Gallo

  • 2009 Modelling Asymmetric Dependence Using Copula Functions: An application to Value-at-Risk in the Energy Sector
    by Andrea Bastianin

  • 2009 Personal Charisma or the Economy? Macroeconomic Indicators of Presidential Approval Ratings in Brazil
    by Alex Ferreira & Sérgio Naruhiko Sakurai

  • 2009 A Mathematical Analysis of the Long-run Behavior of Genetic Algorithms for Social Modeling
    by Waltman, L. & van Eck, N.J.P.

  • 2009 Banking stability measures
    by Miguel A. Segoviano & Charles Goodhart

  • 2009 The Multistep Beveridge-Nelson Decomposition
    by Tommaso Proietti

  • 2009 Understanding forecast failure of ESTAR models of real exchange rates
    by Daniel Buncic

  • 2009 Expected Returns and Volatility of Fama-French Factors
    by Chabi-Yo, Fousseni

  • 2009 A Robust Criterion for Determining the Number of Factors in Approximate Factor Models
    by Lucia Alessi & Matteo Barigozzi & Marco Capasso

  • 2009 Forecasting Large Datasets with Conditionally Heteroskedastic Dynamic Common Factors
    by Lucia Alessi & Matteo Barigozzi & Marco Capasso

  • 2009 Volatility in Equilibrium: Asymmetries and Dynamic Dependencies
    by Tim Bollerslev & Natalia Sizova & George Tauchen

  • 2009 Model Comparisons in Unstable Environments
    by Raffaella Giacomini & Barbara Rossi

  • 2009 Information Criteria For Impulse Response Function Matching Estimation Of Dsge Models
    by Alastair Hall & Atsushi & James M Nason & Barbara Rossi

  • 2009 Has Economic Modelsí Forecasting Performance for US Output Growth and Inflation Changed Over Time, and When?
    by Tatevik Sekhposyan & Barbara Rossi

  • 2009 Rating Assignments: Lessons from International Banks
    by Guglielmo Maria Caporale & Roman Matousek & Chris Stewart

  • 2009 Liquidity and Asset Prices: How Strong Are the Linkages?
    by Christian Dreger & Jürgen Wolters

  • 2009 Liquidity and Asset Prices: How Strong Are the Linkages?
    by Christian Dreger & Jürgen Wolters

  • 2009 The FDI-Growth Nexus in Latin America: The Role of Source Countries and Local Conditions
    by Patricia Prüfer & Gabriele Tondl

  • 2009 Social Security And Economic Performance In Portugal: After All That Has Been Said And Done How Much Has Actually Changed?
    by Alfredo M. Pereira & Jorge M. Andraz

  • 2009 Optimal Comparison of Misspecified Moment Restriction Models under a Chosen Measure of Fit
    by Vadim Marmer & Taisuke Otsu

  • 2009 An Improved Bootstrap Test of Stochastic Dominance
    by Oliver Linton & Kyungchul Song & Yoon-Jae Whang

  • 2009 An Employment Equation for Belgium
    by Vincent BODART & Philippe LEDENT & Fatemeh SHADMAN-METHA

  • 2009 Evaluating Value-at-Risk models via Quantile Regression
    by Wagner Piazza Gaglianone & Luiz Renato Lima & Oliver Linton & Daniel Smith

  • 2009 Automated financial multi-path GETS modelling
    by Genaro Sucarrat & Alvaro Escribano

  • 2009 How Happy are the Albanians: an Empirical ANALYSIS OF LIFE SATISFACTION
    by Julie Litchfield & Barry Reilly & Mario Veneziani

  • 2009 Testing Unilateral and Bilateral Link Formation
    by Margherita Comola & Marcel Fafchamps

  • 2009 Some Issues in Modeling and Forecasting Inflation in South Africa
    by Janine Aron & John Muellbauer

  • 2009 Fiscal stimulus and the promise of future spending cuts
    by Wieland, Volker

  • 2009 The 'Puzzles' Methodology: en route to Indirect Inference?
    by Le, Vo Phuong Mai & Minford, Patrick & Wickens, Michael R.

  • 2009 How much nominal rigidity is there in the US Economy? Testing a New Keynesian DSGE model using indirect inference
    by Le, Vo Phuong Mai & Minford, Patrick & Wickens, Michael R.

  • 2009 Frequentist Inference in Weakly Identified DSGE Models
    by Guerron-Quintana, Pablo A. & Inoue, Atsushi & Kilian, Lutz

  • 2009 Testing Unilateral and Bilateral Link Formation
    by Comola, Margherita & Fafchamps, Marcel

  • 2009 Two Orthogonal Continents? Testing a Two-country DSGE Model of the US and EU Using Indirect Inference
    by Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael R.

  • 2009 Identification of slowdowns and accelerations for the euro area economy
    by Darné, Olivier & Ferrara, Laurent

  • 2009 Food and Cash Transfers: Evidence from Colombia
    by Attanasio, Orazio & Battistin, Erich & Mesnard, Alice

  • 2009 Surprising comparative properties of monetary models: Results from a new data base
    by Taylor, John B. & Wieland, Volker

  • 2009 Do Local Projections Solve the Bias Problem in Impulse Response Inference?
    by Kilian, Lutz & Kim, Yun Jung

  • 2009 New Keynesian versus old Keynesian government spending multipliers
    by Cogan, John F. & Cwik, Tobias & Taylor, John B. & Wieland, Volker

  • 2009 Back to square one: identification issues in DSGE models
    by Canova, Fabio & Sala, Luca

  • 2009 The productivity advantages of large cities: Distinguishing agglomeration from firm selection
    by Combes, Pierre-Philippe & Duranton, Gilles & Gobillon, Laurent & Puga, Diego & Roux, Sébastien

  • 2009 Some Issues in Modeling and Forecasting Inflation in South Africa
    by Aron, Janine & Muellbauer, John

  • 2009 On the Statistical Identification of DSGE Models
    by Consolo, Agostino & Favero, Carlo A. & Paccagnini, Alessia

  • 2009 What do we know about comparing aggregate and disaggregate forecasts?
    by SBRANA, Giacomo & SILVESTRINI, Andrea

  • 2009 Consistent ranking of multivariate volatility models
    by LAURENT, Sebastien & ROMBOUTS, Jeroen V.K. & VIOLANTE, FRANCESCO

  • 2009 Evaluación de los modelos de pronóstico aplicados para la demanda turística internacional hacia Colombia
    by Dennys MarrugoTorrente

  • 2009 Un modelo SETAR para el PIB Colombiano
    by Milena Hoyos & Johanna Ramos & Lorena Vivas

  • 2009 Covariate Measurement Error:Bias Reduction under Response-based Sampling
    by Esmeralda Ramalho

  • 2009 Optimality and Diversifiability of Mean Variance and Arbitrage Pricing Portfolios
    by M. Hashem Pesaran & Paolo Zaffaroni

  • 2009 Hybrid Historical Simulation VaR and ES: Performance in Developed and Emerging Markets
    by Sasa Zikovic & Randall Filer

  • 2009 A Convex Hull Approach to Counterfactual Analysis of Trade Openness and Growth
    by Michael Funke & Marc Gronwald

  • 2009 Productivity Shocks and Aggregate Cycles in an Estimated Endogenous Growth Model
    by Jim Malley & Ulrich Woitek

  • 2009 Technology Shocks and Aggregate Fluctuations in an Estimated Hybrid RBC Model
    by Jim Malley & Ulrich Woitek

  • 2009 Rating Assignments: Lessons from International Banks
    by Guglielmo Maria Caporale & Roman Matousek & Chris Stewart

  • 2009 Intraday Price Discovery in Emerging European Stock Markets
    by Jan Hanousek & Evzen Kocenda

  • 2009 The Productivity Advantages of Large Cities: Distinguishing Agglomeration from Firm Selection
    by PierrePhilippe Combes & Gilles Duranton & Laurent Gobillon & Diego Puga & Sébastien Roux

  • 2009 A Correction Function Approach to Solve the Incidental Parameter Problem
    by Li, GuangJie & Leon-Gonzalez, Roberto

  • 2009 Consistent Estimation, Model Selection and Averaging of Dynamic Panel Data Models with Fixed Effect
    by Li, GuangJie

  • 2009 Some problems in the testing of DSGE models
    by Le, Vo Phuong Mai & Minford, Patrick & Wickens, Michael

  • 2009 Two Orthogonal Continents: Testing a Two-country DSGE Model of the US and EU Using Indirect Inference
    by Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael

  • 2009 The 'Puzzles' methodology: en route to Indirect Inference?
    by Le, Vo Phuong Mai & Minford, Patrick & Wickens, Michael

  • 2009 How To Pick The Best Regression Equation: A Review And Comparison Of Model Selection Algorithms
    by Jennifer L. Castle & Xiaochuan Qin & W. Robert Reed

  • 2009 Exact and heuristic algorithms for variable selection: Extended Leaps and Bounds
    by A. Pedro Duarte Silva

  • 2009 Have Structural Changes Eliminated the Out-of-Sample Ability of Financial Variables To Forecast Real Activity After the Mid-1980s? Evidence From the Canadian Economy
    by Akhter Faroque & William Veloce & Jean-Francois Lamarche

  • 2009 Efficient Evaluation of Multidimensional Time-Varying Density Forecasts with an Application to Risk Management
    by Evarist Stoja & Arnold Polanski

  • 2009 Dynamic Density Forecasts for Multivariate Asset Returns
    by Evarist Stoja & Arnold Polanski

  • 2009 Evaluating ensemble density combination - forecasting GDP and inflation
    by Karsten R. Gerdrup & Anne Sofie Jore & Christie Smith & Leif Anders Thorsrud

  • 2009 Forecasting inflation in France
    by Célérier, C.

  • 2009 Are disaggregate data useful for factor analysis in forecasting French GDP?
    by Barhoumi, K. & Darné, O. & Ferrara, L.

  • 2009 High and Low Frequency Correlations in Global Equity Markets
    by Robert F. Engle & José Gonzalo Rangel

  • 2009 Using Seasonal Models to Forecast Short-Run Inflation in Mexico
    by Carlos Capistrán & Christian Constandse & Manuel Ramos Francia

  • 2009 Forecasting Exchange Rate Volatility: The Superior Performance of Conditional Combinations of Time Series and Option Implied Forecasts
    by Guillermo Benavides & Carlos Capistrán

  • 2009 Comparing forecast accuracy: A Monte Carlo investigation
    by Fabio Busetti & Juri Marcucci & Giovanni Veronese

  • 2009 Distributional tests in multivariate dynamic models with Normal and Student t innovations
    by Javier Mencía & Enrique Sentana

  • 2009 Multivariate location-scale mixtures of normals and mean-variance-skewness portfolio allocation
    by Javier Mencía & Enrique Sentana

  • 2009 Assessing Indexation-Based Calvo Inflation Models
    by Jean-Marie Dufour & Lynda Khalaf & Maral Kichian

  • 2009 Structural Inflation Models with Real Wage Rigidities: The Case of Canada
    by Jean-Marie Dufour & Lynda Khalaf & Maral Kichian

  • 2009 Structural Multi-Equation Macroeconomic Models: Identification-Robust Estimation and Fit
    by Jean-Marie Dufour & Lynda Khalaf & Maral Kichian

  • 2009 Testing a parametric function against a nonparametric alternative in IV and GMM settings
    by Tue Gørgens & Allan Würtz

  • 2009 Realized Volatility and Multipower Variation
    by Torben G. Andersen & Viktor Todorov

  • 2009 Skewness Premium with Lévy Processes
    by José Fajardo & Ernesto Mordecki

  • 2009 Volatility in Equilibrium: Asymmetries and Dynamic Dependencies
    by Tim Bollerslev & Natalia Sizova & George Tauchen

  • 2009 Forecasting inflation with gradual regime shifts and exogenous information
    by Andrés González & Kirstin Hubrich & Timo Teräsvirta

  • 2009 Forecast Evaluation of Explanatory Models of Financial Variability
    by Sucarrat, Genaro

  • 2009 Capm With Information Cost
    by Hachicha NIZAR

  • 2009 Case Study Regarding The Co-Integration Of The Financial Derivates With Their Underlying Assets
    by Laura STEFANESCU

  • 2009 Spatial Model Specification for Contractual Arrangements between Rural Hospitals and Physicians
    by Fannin, J. Matthew & Barnes, James N.

  • 2009 Price Ratios and the Cross-section of Common Stock Returns on Bucharest Stock Exchange: Empirical Evidence
    by Tudor, Cristiana

  • 2009 A Review Of Student Test Properties In Condition Of Multifactorial Linear Regression
    by Pavelescu, Florin Marius

  • 2009 Volatility Models: from Conditional Heteroscedasticity to Cascades at Multiple Horizons
    by Subbotin, Alexandre

  • 2009 Questionable Innovations in Data Processing with Incomplete Information about the Analyzed System in Absence of Applications Limitations
    by Varshavsky, Alexander

  • 2009 Econometric Analysis of Financial Data in Risk Management
    by Fantazzini , Dean

  • 2009 Credit Risk Management (Cont.)
    by Fantazzini , Dean

  • 2009 Global financial crisis and VaR performance in emerging markets: A case of EU candidate states - Turkey and Croatia
    by Sasa Zikovic & Bora Aktan

  • 2009 Real-Time Market Abuse Detection with a Stochastic Parameter Model
    by Radosław Cholewiński

  • 2009 Bayesian Model Selection in the Analysis of Cointegration
    by Justyna Wróblewska

  • 2009 A Structural form Default Prediction Model for SMEs, Evidence from the Dutch Market
    by Frieda Rikkers & Andre E. Thibeault

  • 2009 Value-at-Risk Analysis for Asian Emerging Markets: Asymmetry and Fat Tails in Returns Innovation
    by Sang Hoon Kang & Seong-Min Yoon

  • 2009 Statistical Misspecification and the Reliability of Inference: The Simple T-Test in the Presence of Markov Dependence
    by Aris Spanos

  • 2009 Non-Linear Adjustment Process In Won/Dollar And Won/Yen Real Exchage Rates
    by Kyttack Hong & Dong-Hwan Oh

  • 2009 Ýlk Halka Arzlarda Uzun Dönem Getirilerinin Yapay Sinir Aðlarý ile ÝMKB Ýçin Ampirik Bir Çalýþma
    by Ulas UNLU & Birol YILDIZ & Abdullah YALAMA

  • 2009 Is it Risk? An Automated Approach to Explain the ex ante UIP Deviations of Brazil
    by Alex Luiz Ferreira.

  • 2009 Interdependencies between Expected Default Frequency and the Macro Economy
    by Per Asberg Sommar & Hovick Shahnazarian

  • 2009 Financial Innovations and the Interest Elasticity of Money Demand in the United Kingdom, 1963¡V2009
    by Mohammad S. Hasan

  • 2009 Performance Evaluation For The Banking Industry In Taiwan Based On Total Quality Management
    by Jui-Kuei Chen & I-Shuo Chen

  • 2009 Forecasting VaR and Expected Shortfall Using Dynamical Systems: A Risk Management Strategy
    by Cyril Caillault, Dominique Guégan

  • 2009 Model Selection and Estimation of Long-Memory Time-Series Models
    by Katelijne A.E. Carbonez

  • 2009 Could the jump diffusion technique enhance the effectiveness of futures hedging models?
    by Li, Ming-Yuan Leon

  • 2009 Bilateral Relationship between Consumption and GDP in Mexico and the USA: A Comment
    by Gomez Zaldivar, M. & Ventosa-Santaularia, D.

  • 2009 Konjunkturelle Frühindikatoren in der Krise: weiche Faktoren stärker als harte
    by Konstantin A. Kholodilin & Stefan Kooths

  • 2009 Geldpolitik und Vermögensmärkte
    by Christian Dreger & Jürgen Wolters

  • 2009 ¿Histéresis en la tasa de desempleo de Bogotá? Consideraciones sobre el uso de los test ADF y Zivot-Andrews
    by Andrés Eduardo Rangel Jiménez

  • 2009 A note on management efficiency and international banking. Some empirical panel evidence
    by Franz R. Hahn

  • 2009 Caractérisation et datation des cycles économiques en zone euro
    by Laurent Ferrara

  • 2009 Transition And Growth: What Was Taught And What Happened
    by Božidar Cerovic & Aleksandra Nojkovic

  • 2009 An Analytical Method Of Estimating Value-At-Risk On The Belgrade Stock Exchange
    by Milica D. Obadović & Mirjana M. Obadović

  • 2009 Alternative Approaches for Estimating Value at Risk
    by Mert Ural

  • 2009 An Empirical Analysis of Short Term Interest Rate Models for Turkey
    by Hasan Sahin & Ismail H. Genç

  • 2009 On the Generality of the New Keynesian Phillips Curves
    by Maritta Paloviita

  • 2009 Cointegration Analysis of the Aggregate Production Function through Autoregressive Distributive Lags Models (ARDL)
    by Plamen Petkov

  • 2009 Labor Market in Bulgaria: Institutions and Flexibility
    by Vassil Tsanov

  • 2009 Sufficient Statistics for Welfare Analysis: A Bridge Between Structural and Reduced-Form Methods
    by Raj Chetty

  • 2009 The main theories of the dividend decision
    by Dorel BERCEANU & Marian SIMINICA

  • 2009 Using credit scoring method for probability of non-financial companies default estimation at industry level
    by Ioan TRENCA & Annamaria BENYOVSZKI

  • 2009 Are African Stock Markets Integrated with the Rest of the World?
    by Paul Alagidede

  • 2009 VAR Analysis and the Great Moderation
    by Luca Benati & Paolo Surico

  • 2008 Türkiye turizm sektörünün talep analizi
    by Nezir KÖSE & Yeliz YALÇIN & Furkan EMİRMAHMUTOĞLU

  • 2008 Análisis de las funciones de importación y exportación de México (1980-2000)
    by Garcés Díaz, Daniel G.

  • 2008 Responses of Agricultural Prices, Industrial Prices and the Agricultural Terms of Trade to Money Supply Shocks in Bangladesh, 1973M1-2006M6
    by Akhand Akhtar Hossain

  • 2008 Accuracy and Properties of German Business Cycle Forecasts
    by Steffen Osterloh

  • 2008 A Comparative Study on the Role of Stochastic Trends in U.S. Macroeconomic Fluctuations, 1954-1988
    by Seymen, Atilim

  • 2008 Testing the New Keynesian Model on U.S. and Euro Area Data
    by Juselius, Mikael

  • 2008 Forecast Evaluation of Explanatory Models of Financial Return Variability
    by Sucarrat, Genaro

  • 2008 Evaluating the New Keynesian Phillips Curve under VAR-Based Learning
    by Fanelli, Luca

  • 2008 Should We Trust the Empirical Evidence from Present Value Models of the Current Account?
    by Mercereau, Benoît & Miniane, Jacques Alain

  • 2008 The New Keynesian Phillips curve tested on OECD panel data
    by Bjørnstad, Roger & Nymoen, Ragnar

  • 2008 Value-at-Risk and expected shortfall for rare events
    by Mittnik, Stefan & Yener, Tina

  • 2008 Exact inference in diagnosing value-at-risk estimates: A Monte Carlo device
    by Herwartz, Helmut

  • 2008 The single monetary policy and domestic macro-fundamentals: Evidence from Spain
    by Michael G. Arghyrou & Maria Dolores Gadea

  • 2008 Detecting Selection Bias in Community Disseminations of Universal Family-Based Prevention Programs
    by Laura Griner Hill & Scott G. Goates & Robert Rosenman

  • 2008 Evaluating Alternative Representations of the Choice Sets in Models of Labour Supply
    by R. Aaberge & T. Wennemo & U. Colombino

  • 2008 Agglomeration Externalities, Innovation and Regional Growth: Theoretical Perspectives and Meta-Analysis
    by Henri L.F. de Groot & Jacques Poot & Martijn J. Smit

  • 2008 Agglomeration Externalities, Innovation and Regional Growth: Theoretical Perspectives and Meta-Analysis
    by Henri L.F. de Groot & Jacques Poot & Martijn J. Smit

  • 2008 Cointegration Rank Test and Long Run Specification: A Note on the Robustness of Structural Demand Systems
    by D. Aristei & Luca Pieroni

  • 2008 Design Limits in Regime-Switching Cases
    by Beatrice Pataracchia

  • 2008 Testing for Granger (non)-Causality in a Time Varying Coefficient VAR Model
    by Dimitris K. Christopoulos & Miguel Leon-Ledesma

  • 2008 Comparison of Misspecified Calibrated Models: The Minimum Distance Approach
    by Hnatkovska, Viktoria & Marmer, Vadim & Tang, Yao

  • 2008 Optimal Comparison of Misspecified Moment Restriction Models under a Chosen Measure of Fit
    by Marmer, Vadim & Otsu, Taisuke

  • 2008 The FDI-Growth Nexus in Latin America : The Role of Source Countries and Local Conditions
    by Prüfer, P. & Tondl, G.

  • 2008 A Comparison of Two Averaging Techniques with an Application to Growth Empirics
    by Magnus, J.R. & Powell, O.R. & Prüfer, P.

  • 2008 Out-of-sample Comparison of Copula Specifications in Multivariate Density Forecasts
    by Cees Diks & Valentyn Panchenko & Dick van Dijk

  • 2008 Bayesian Averaging over Many Dynamic Model Structures with Evidence on the Great Ratios and Liquidity Trap Risk
    by Rodney W. Strachan & Herman K. van Dijk

  • 2008 Global Loss Diversification in the Insurance Sector
    by Oleg Sheremet & Andr� Lucas

  • 2008 Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails
    by Cees Diks & Valentyn Panchenko & Dick van Dijk

  • 2008 An Hourly Periodic State Space Model for Modelling French National Electricity Load
    by V. Dordonnat & S.J. Koopman & M. Ooms & A. Dessertaine & J. Collet

  • 2008 Out-of-sample comparison of copula specifications in multivariate density forecasts
    by Cees Diks & Valentyn Panchenko & Dick van Dijk

  • 2008 Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails
    by Cees Diks & Valentyn Panchenko & Dick van Dijk

  • 2008 A Note on Long Horizon Forecasts of Nonlinear Models of Real Exchange Rates: Comments on Rapach and Wohar (2006)
    by Daniel Buncic

  • 2008 Is There A Trade-off Between Regional Growth and National Income? Theory and Evidence from the EU
    by Young-Bae Kim

  • 2008 Neural Network Models for Inflation Forecasting: An Appraisal
    by Ali Choudhary & Adnan Haider

  • 2008 Asymmetric Price Responses and the Underlying Energy Demand Trend: Are they Substitutes or Complements? Evidence from Modelling OECD Aggregate Energy Demand
    by Olutomi I Adeyemi & David C Broadstock & Mona Chitnis & Lester C Hunt & Guy Judge

  • 2008 The effects of R&D tax credits on patenting and innovations
    by Ådne Cappelen & Arvid Raknerud & Marina Rybalka

  • 2008 A Demand System for Input Factors when there are Technological Changes in Production
    by Håvard Hungnes

  • 2008 Nonfundamental Representations of the Relation between Technology Shocks and Hours Worked
    by Matteo Barigozzi & Marco Capasso

  • 2008 One for All and All for One:Regression Checks With Many Regressors
    by Pascal Lavergne & Valentin Patilea

  • 2008 The income distribution with coarse data
    by Reza Daniels

  • 2008 Economic Impact of Political Cycles – The Relevance of European experinces for Romania
    by Jula, Dorin

  • 2008 The Sub-Prime Crisis and UK Monetary Policy
    by Christopher Martin & Costas Milas

  • 2008 Diffusion des innovations technologiques, emploi et théorie de compensation (The diffusion of technological innovations, employment and the compensation theory)
    by Sami Saafi

  • 2008 The Small Open-Economy New Keynesian Phillips Curve: Empirical Evidence and Implied Inflation Dynamics
    by Alexander Mihailov & Fabio Rumler & Johann Scharler

  • 2008 Combining Multivariate Density Forecasts Using Predictive Criteria
    by Hugo Gerard & Kristoffer Nimark

  • 2008 Developing analytical distributions for temperature indices for the purposes of pricing temperature-based weather derivatives
    by Adam Clements & A S Hurn & K A Lindsay

  • 2008 Estimating the Payoffs of Temperature-based Weather Derivatives
    by Adam Clements & A S Hurn & K A Lindsay

  • 2008 It never rains but it pours: Modelling the persistence of spikes in electricity prices
    by T M Christensen & A S Hurn & K A Lindsay

  • 2008 Forecasting investment: A fishing contest using survey data
    by Sara Serra & José R. Maria

  • 2008 Determining the number of factors in approximate factor models with global and group-specific factors
    by Francisco Craveiro Dias & Maximiano Pinheiro & António Rua

  • 2008 The Commodity Terms of Trade, Unit Roots, and Nonlinear Alternatives: A Smooth Transition Approach
    by Goodwin, Barry K. & Holt, Matthew T. & Prestemon, Jeffery P.

  • 2008 Extracting the Cyclical Component in Hours Worked: a Bayesian Approach
    by Bernardi, Mauro & Della Corte, Giuseppe & Proietti, Tommaso

  • 2008 Modeling Expectations with Noncausal Autoregressions
    by Lanne, Markku & Saikkonen, Pentti

  • 2008 Forecasting Stock Market Volatilities Using MIDAS Regressions: An Application to the Emerging Markets
    by Alper, C. Emre & Fendoglu, Salih & Saltoglu, Burak

  • 2008 A note on long horizon forecasts of nonlinear models of real exchange rates: Comments on Rapach and Wohar (2006)
    by Buncic, Daniel

  • 2008 Using sentiment to predict GDP growth and stock returns
    by Guzman, Giselle C.

  • 2008 Real Exchange Rate Behavior: New Evidence with Linear and Non-linear Endogenous Break(s)
    by Chan, Tze-Haw & Chong, Lee Lee & Khong, Wye Leong Roy

  • 2008 Estimating baseline real business cycle models of the Australian economy
    by Harding, Don & Negara, Siwage

  • 2008 Evaluation du Risque d’un Echantillon de Valeurs Mobilières de la Bourse de Casablanca
    by Abderrazik, Amal & Boutkardine, Mehdi & El Bahi, Nour El Houda & Kartoubi, Salah Eddine & El Bouhadi, Abdelhamid

  • 2008 Using Artificial intelligence to select the optimal E-CRM Based business needs
    by Amroush, Fadi & Baderddeen, Alkhoder & Yusef, Talal

  • 2008 LES déterminants du taux de change au Maroc : Une étude empirique
    by El Bouhadi, A. & Elkhider, Abdelkader & Kchirid, El Mustapha & Idriss, El Abbassi

  • 2008 Active Labour Market Policies in Denmark: A Comparative Analysis of Post-Program Effects
    by Blache, Guillaume

  • 2008 Range-Based Models in Estimating Value-at-Risk (VaR)
    by Mapa, Dennis & Beronilla, Nikkin

  • 2008 Forecasting in vector autoregressions with many predictors
    by Korobilis, Dimitris

  • 2008 Construction d’un portefeuille efficient : Application empirique à partir d’un échantillon de valeurs cotées à la Bourse des Valeurs de Casablanca
    by El Bouhadi, A. & Ounir, A. & El Maguiri, M.

  • 2008 Nuevas Herramientas para la Administración del Riesgo Crediticio: El caso de una Cartera Crediticia Ecuatoriana
    by Maldonado, Diego & Pazmiño, Mariela

  • 2008 Structural Breaks, Regime Change and Asymmetric Adjustment: A Short and Long Run Global Approach to the Output/Unemployment Dynamics
    by Mendonca, Gui Pedro

  • 2008 On the J-test for nonnested hypotheses and Bayesian extension
    by Rao, Surekha & Ghali, Moheb & Krieg, John

  • 2008 Bayesian Analysis of DSGE Models with Regime Switching
    by Eo, Yunjong

  • 2008 Oil Prices and Real Exchange Rates in Oil-Exporting Countries: A Bounds Testing Approach
    by Jahan-Parvar, Mohammad R. & Mohammadi, Hassan

  • 2008 The Differential Approach to Demand Analysis and the Rotterdam Model
    by Barnett, William A. & Serletis, Apostolos

  • 2008 Measuring Consumer Preferences and Estimating Demand Systems
    by Barnett, William A. & Serletis, Apostolos

  • 2008 Model and distribution uncertainty in multivariate GARCH estimation: a Monte Carlo analysis
    by Rossi, Eduardo & Spazzini, Filippo

  • 2008 Empirical assessment of bifurcation regions within new Keynesian models
    by Barnett, William A. & Duzhak, Evgeniya A.

  • 2008 The non-stationary influence of geography on the spatial agglomeration of production in the EU
    by Chasco, Coro & López, Ana María & Guillain, Rachel

  • 2008 Determining the Number of Market Segments Using an Experimental Design
    by Ana Oliveira-Brochado & Francisco Vitorino Martins

  • 2008 Bootstrap Tests of Stochastic Dominance with Asymptotic Similarity on the Boundary
    by Oliver Linton1 & Kyungchul Song & Yoon-Jae Whang

  • 2008 Testing Distributional Inequalities and Asymptotic Bias
    by Kyungchul Song

  • 2008 Multi-sector inflation forecasting - quarterly models for South Africa
    by Janine Aron & John Muellbauer

  • 2008 Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure
    by Cristina Amado & Timo Teräsvirta

  • 2008 Bayesian Averaging, Prediction and Nonnested Model Selection
    by Han Hong & Bruce Preston

  • 2008 Intangible Capital and Productivity: An Exploration on a Panel of Italian Manufacturing Firms
    by Maria Elena Bontempi & Jacques Mairesse

  • 2008 The Continuing Puzzle of Short Horizon Exchange Rate Forecasting
    by Kenneth S. Rogoff & Vania Stavrakeva

  • 2008 Can Exchange Rates Forecast Commodity Prices?
    by Yu-Chin Chen & Kenneth Rogoff & Barbara Rossi

  • 2008 Structural heterogeneity or asymmetric shocks? Poland and the euro area through the lens of a two-country DSGE model
    by Marcin Kolasa

  • 2008 Density forecasting for long-term peak electricity demand
    by Rob J Hyndman & Shu Fan

  • 2008 Beyond point forecasting: evaluation of alternative prediction intervals for tourist arrivals
    by Jae H. Kim & Haiyang Song & Kevin Wong & George Athanasopoulos & Shen Liu

  • 2008 The tourism forecasting competition
    by George Athanasopoulos & Rob J Hyndman & Haiyan Song & Doris C Wu

  • 2008 New prospects on vines
    by Dominique Guegan & Pierre-André Maugis

  • 2008 CAPP_DYN: A Dynamic Microsimulation Model for the Italian Social Security System
    by Carlo Mazzaferro & Marcello Morciano

  • 2008 Market Efficiency and the Euro: The case of the Athens Stock exchange
    by Theodore Panagiotidis

  • 2008 Seasonal Mackey-Glass-GARCH process and short-term dynamics
    by Catherine Kyrtsou & Michel Terraza

  • 2008 Macroeconomic Uncertainty and Performance in the European Union and Implications for the objectives of Monetary Policy
    by Don Bredin & Stilianos Fountas

  • 2008 Oil Prices: Heavy Tails, Mean Reversion and the Convenience Yield
    by Bernard, Jean-Thomas & Khalaf, Lynda & Kichian, Maral & McMahon, Sébastien

  • 2008 Nonlinear Impacts of International Business Cycles on the UK — a Bayesian Smooth Transition VAR
    by Deborah Gefang & Rodney Strachan

  • 2008 Efficiency in Indonesian Banking: Recent Evidence
    by Muliaman D. Hadad & Maximilian J. B. Hall & Wimboh Santoso & Ricky Satria & Karligash Kenjegalieva & Richard Simper

  • 2008 Efficiency and Malmquist Indices of Productivity Change in Indonesian Banking
    by Muliaman D. Hadad & Maximilian J. B. Hall & Wimboh Santoso & Ricky Satria & Karligash Kenjegalieva & Richard Simper

  • 2008 Banking Efficiency and Stock Market Performance: An Analysis of Listed Indonesian Banks
    by Muliaman D. Hadad & Maximilian J. B. Hall & Wimboh Santoso & Ricky Satria & Karligash Kenjegalieva & Richard Simper

  • 2008 Environmental Factors Affecting Hong Kong Banking: A Post-Asian Financial Crisis Efficiency Analysis
    by Karligash Kenjegalieva & Maximilian J. B. Hall & Richard Simper

  • 2008 Negative Volatility Spillovers in the Unrestricted ECCC-GARCH Model
    by Christian Conrad & Menelaos Karanasos

  • 2008 The Small Open-Economy New Keynesian Phillips Curve: Empirical Evidence and Implied Inflation Dynamics
    by Alexander Mihailov & Fabio Rumler & Johann Scharler

  • 2008 Do Temporary Contracts Affect TFP? Evidence from Spanish Manufacturing Firms
    by Dolado, Juan José & Stucchi, Rodolfo

  • 2008 Do Temporary Contracts Affect TFP? Evidence from Spanish Manufacturing Firms
    by Dolado, Juan J. & Stucchi, Rodolfo

  • 2008 Alternative Approaches to Evaluation in Empirical Microeconomics
    by Blundell, Richard & Costa Dias, Monica

  • 2008 Alternative Approaches to Evaluation in Empirical Microeconomics
    by Blundell, Richard & Costa Dias, Monica

  • 2008 Testing Mundell’s Intuition of Endogenous OCA Theory
    by Warin, Thierry & Wunnava, Phanindra V. & Janicki, Hubert

  • 2008 Testing Mundell's Intuition of Endogenous OCA Theory
    by Warin, Thierry & Wunnava, Phanindra V. & Janicki, Hubert

  • 2008 Recent Developments in the Econometrics of Program Evaluation
    by Imbens, Guido W. & Wooldridge, Jeffrey M.

  • 2008 Recent Developments in the Econometrics of Program Evaluation
    by Imbens, Guido W. & Wooldridge, Jeffrey M.

  • 2008 Minimizing Bias in Selection on Observables Estimators When Unconfoundness Fails
    by Millimet, Daniel L. & Tchernis, Rusty

  • 2008 Minimizing Bias in Selection on Observables Estimators When Unconfoundness Fails
    by Millimet, Daniel L. & Tchernis, Rusty

  • 2008 Estimating the Causal Effect of Gun Prevalence on Homicide Rates: A Local Average Treatment Effect Approach
    by Kovandzic, Tomislav & Schaffer, Mark E & Kleck, Gary

  • 2008 Estimating the Causal Effect of Gun Prevalence on Homicide Rates: A Local Average Treatment Effect Approach
    by Kovandzic, Tomislav & Schaffer, Mark & Kleck, Gary

  • 2008 Evaluating the German (New Keynesian) Phillips Curve
    by Rolf Scheufele

  • 2008 Forecasting Using Functional Coefficients Autoregressive Models
    by Giancarlo Bruno

  • 2008 Specification Tests of Parametric Dynamic Conditional Quantiles
    by Juan Carlos Escanciano & Carlos Velasco

  • 2008 Minimizing Bias in Selection on Observables Estimators When Unconfoundness Fails
    by Daniel Millimet & Rusty Tchernis

  • 2008 On the Specification of Propensity Scores: with Applications to the Analysis of Trade Policies
    by Daniel Millimet & Rusty Tchernis

  • 2008 Growth Expectation
    by Ippei Fujiwara

  • 2008 Catching Growth Determinants with the Adaptive LASSO
    by Schneider, Ulrike & Wagner, Martin

  • 2008 Optimizing Time-series Forecasts for Inflation and Interest Rates Using Simulation and Model Averaging
    by Jumah, Adusei & Kunst, Robert M.

  • 2008 Bootstrap tests of stochastic dominance with asymptotic similarity on the boundary
    by Oliver Linton & Kyungchul Song & Yoon-Jae Whang

  • 2008 Testing directional forecast value in the presence of serial correlation
    by Oliver Blaskowitz & Helmut Herwartz

  • 2008 Testing Multiplicative Error Models Using Conditional Moment Tests
    by Nikolaus Hautsch

  • 2008 Modelling High-Frequency Volatility and Liquidity Using Multiplicative Error Models
    by Nikolaus Hautsch & Vahidin Jeleskovic

  • 2008 Measuring and Modeling Risk Using High-Frequency Data
    by Wolfgang Härdle & Nikolaus Hautsch & Uta Pigorsch

  • 2008 JBendge: An Object-Oriented System for Solving, Estimating and Selecting Nonlinear Dynamic Models
    by Viktor Winschel & Markus Krätzig

  • 2008 The Accuracy of Long-term Real Estate Valuations
    by Rainer Schulz & Markus Staiber & Martin Wersing & Axel Werwatz

  • 2008 Solving, Estimating and Selecting Nonlinear Dynamic Models without the Curse of Dimensionality
    by Viktor Winschel & Markus Krätzig

  • 2008 House Prices and Replacement Cost: A Micro-Level Analysis
    by Rainer Schulz & Axel Werwatz

  • 2008 A Consistent Nonparametric Test for Causality in Quantile
    by Kiho Jeong & Wolfgang Härdle

  • 2008 Value-at-Risk and Expected Shortfall when there is long range dependence
    by Wolfgang Härdle & Julius Mungo

  • 2008 Environmental Factors Affecting Hong Kong Banking: A Post-Asian Financial Crisis Efficiency Analysis
    by Maximilian J. B. Hall & Karligash A. Kenjegalieva & Richard Simper

  • 2008 Stability Tests for Heterogeneous Panel Data
    by Felix Chan & Tommaso Mancini-Griffoli & Laurent L. Pauwels

  • 2008 Comparing Forecast Performance of Exchange Rate Models
    by Lillie Lam & Laurence Fung & Ip-wing Yu

  • 2008 Test of the Gaussian Copula on the Swedish Stock Market
    by Söderberg, Jonas

  • 2008 Willingness to Pay for Car Safety: Sensitivity to Time Framing
    by Andersson, Henrik & Hammitt, James & Lindberg, Gunnar & Sundström, Kristian

  • 2008 Firm Default and Aggregate Fluctuations
    by Jacobson, Tor & Kindell, Rikard & Lindé, Jesper & Roszbach, Kasper

  • 2008 Macroeconomic Impact on Expected Default Frequency
    by Åsberg Sommar, Per & Shahnazarian, Hovick

  • 2008 Proxying ability by family background in returns to schooling estimations is generally a bad idea
    by Mellander, Erik & Sandgren-Massih, Sofia

  • 2008 Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure
    by Amado, Cristina & Teräsvirta, Timo

  • 2008 Performance Evaluation Based on the Robust Mahalanobis Distance and Multilevel Modelling Using Two New Strategies
    by Hussain, S & Mohamed, M. A. & Holder, R. & Almasri, A. & Shukur, G

  • 2008 Estimating open economy Phillips curves for the euro area with directly measured expectations
    by Paloviita, Maritta

  • 2008 Cointegration implications of linear rational expectation models
    by Juselius, Mikael

  • 2008 A MEM-based Analysis of Volatility Spillovers in East Asian Financial Markets
    by Robert F. Engle & Giampiero M. Gallo & Margherita Velucchi

  • 2008 Comparison of Volatility Measures: a Risk Management Perspective
    by Christian T. Brownlees & Giampiero Gallo

  • 2008 Value-at-Risk on Central and Eastern European Stock Markets: An Empirical Investigation Using GARCH Models
    by Vít Bubák

  • 2008 Path Forecast Evaluation
    by Òscar Jordà & Massimiliano Marcellino

  • 2008 Seasonality in revisions of macroeconomic data
    by Franses, Ph.H.B.F. & Segers, R.

  • 2008 Bootstrap tests of stochastic dominance with asymptotic similarity on the boundary
    by Oliver Linton & Kyungchul Song & Yoon-Jae Whang

  • 2008 Relative Price Variability and the Philips Curve: Evidence from Turkey
    by A. Nazif Catik & Christopher Martin & A. Özlem Önder

  • 2008 The Frequency Of Price Adjustment And New Keynesian Business Cycle Dynamics
    by Richard Dennis

  • 2008 Modelling Thirty Five Years Of Coffee Prices In Brazil, Guatemala And India
    by Sushil Mohan & Bill Russell

  • 2008 Has modelsí forecasting performance for US output growth and inflation changed over time, and when?
    by Tatevik Sekhposyan & Barbara Rossi

  • 2008 Forecast Comparisons in Unstable Environments
    by Giacomini, Raffaella & Rossi, Barbara

  • 2008 Can Exchange Rates Forecast Commodity Prices?
    by Chen, Yu-chin & Rogoff, Kenneth & Rossi, Barbara

  • 2008 Which Structural Parameters Are "Structural"? Identifying the Sources of Instabilities in Economic Models
    by Inoue, Atsushi & Rossi, Barbara

  • 2008 How Banking competition Changed over Time
    by Jacob Bikker & Laura Spierdijk

  • 2008 Tests for Unbalanced Error Component Models Under Local Misspecication
    by Walter Sosa Escudero & Anil K. Bera

  • 2008 Money Velocity and Asset Prices in the Euro Area
    by Christian Dreger & Jürgen Wolters

  • 2008 M3 Money Demand and Excess Liquidity in the Euro Area
    by Christian Dreger & Jürgen Wolters

  • 2008 Money Velocity and Asset Prices in the Euro Area
    by Christian Dreger & Jürgen Wolters

  • 2008 M3 Money Demand and Excess Liquidity in the Euro Area
    by Christian Dreger & Jürgen Wolters

  • 2008 Catching up in total factor productivity through the business cycle : evidence from Spanish manufacturing surveys
    by Alvaro Escribano & Rodolfo Stucchi

  • 2008 Statistical Properties and Economic Implications of Jump-Diffusion Processes with Shot-Noise Effects
    by Manuel Moreno & Pedro Jose Serrano & Winfried Stute

  • 2008 Evaluating the Effect of Public Subsidies on firm R&D activity: an Application to Italy Using the Community Innovation Survey
    by Giovanni Cerulli & Bianca Poti'

  • 2008 Modelling and measuring the effects of public subsidies on business R&D: theoretical and econometric issues
    by Giovanni Cerulli

  • 2008 Multi-sector inflation forecasting - quarterly models for South Africa
    by Janine Aron & John Muellbauer

  • 2008 Monetary Policy Regimes and the Term Structure of Interest Rates
    by Bikbov, Ruslan & Chernov, Mikhail

  • 2008 Firm Default and Aggregate Fluctuations
    by Jacobson, Tor & Kindell, Rikard & Lindé, Jesper & Roszbach, Kasper F.

  • 2008 Do Temporary Contracts Affect TFP? Evidence from Spanish Manufacturing Firms
    by Dolado, Juan J. & Stucchi, Rodolfo

  • 2008 Path Forecast Evaluation
    by Jordà, Òscar & Marcellino, Massimiliano

  • 2008 How much structure in empirical models?
    by Canova, Fabio

  • 2008 Evaluating CPB's published GDP growth forecasts; a comparison with individual and pooled VAR based forecasts
    by Adam Elbourne & Henk Kranendonk & Rob Luginbuhl & Bert Smid & Martin Vromans

  • 2008 La transmisión de los choques a la tasa de cambio sobre la inflación
    by Andrés González & Hernán Rincóm & Norberto Rodríguez

  • 2008 Medidas De Riesgo Financiero Usando Cópulas: Teoría Y Aplicaciones
    by Oscar Becerra & Luis Fernando Melo

  • 2008 Business Cycles in the Euro Area Defined with Coincident Economic Indicators and Predicted with Leading Economic Indicators
    by Ataman Ozyildirim & Brian Schaitkin & Victor Zarnowitz

  • 2008 Multivariate Location-Scale Mixtures Of Normals And Mean-Variance-Skwness Portfolio Allocation
    by Enrique Sentana & Javier Mencía

  • 2008 Distributional Tests In Multivariate Dynamic Models With Normal And Student T Innovations
    by Enrique Sentana & Javier Mencía

  • 2008 Freedom of Choice in Macroeconomic Forecasting: An Illustration with German Industrial Production and Linear Models
    by Nikolay Robinzonov & Klaus Wohlrabe

  • 2008 Optimal Asset Allocation with Factor Models for Large Portfolios
    by M. Hashem Pesaran & Paolo Zaffaroni

  • 2008 The Reaction of Asset Prices to Macroeconomic Announcements in New EU Markets: Evidence from Intraday Data
    by Jan Hanousek & Evzen Kocenda & Ali M. Kutan

  • 2008 Bootstrap Tests of Stochastic Dominance with AsymptoticSimilarity on the Boundary
    by Oliver Linton & Kyungchul Song & Yoon-Jae Whang

  • 2008 How much nominal rigidity is there in the US economy? Testing a New Keynesian DSGE Model using indirect inference
    by Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael

  • 2008 The single monetary policy and domestic macro-fundamentals: Evidence from Spain
    by Arghyrou, Michael G & Gadea, Maria Dolores

  • 2008 Path Forecast Evaluation
    by Oscar Jorda & Massimiliano Marcellino

  • 2008 Are sectoral stock prices useful for predicting euro area GDP?
    by Andersson, Magnus & D'Agostino, Antonello

  • 2008 Selection on the basis of prior testing
    by Carlos Santos

  • 2008 Optimal Asset Allocation with Factor Models for Large Portfolios
    by Pesaran, M.H. & Zaffaroni, P.

  • 2008 Model Averaging in Risk Management with an Application to Futures Markets
    by Pesaran, M.H. & Schleicher, C. & Zaffaroni, P.

  • 2008 The impact of structural breaks on the stability of the out-of-sample predictive content of financial variables for Canada's real GDP growth: An encompassing approach
    by Akhter Faroque & William Veloce & Jean-Francois Lamarche

  • 2008 Modelling Household Expenditure on Health Care in Greece
    by Manos Matsaganis & Theodore Mitrakos & Panos Tsakloglou

  • 2008 Business cycle analysis and VARMA models
    by Christian Kascha & Karel Mertens

  • 2008 Estimating New Keynesian import price models
    by Ida Wolden Bache & Bjørn E. Naug

  • 2008 Assessing estimates of the exchange rate pass-through
    by Ida Wolden Bache

  • 2008 Monthly forecasting of French GDP: A revised version of the OPTIM model
    by Barhoumi, K. & Brunhes-Lesage, V. & Darné, O. & Ferrara, L. & Pluyaud, B. & Rouvreau, B.

  • 2008 Assessing the shape of the distribution of interest rates: lessons from French individual data
    by Lacroix, R.

  • 2008 Financing Constraints and a Firm's Decision and Ability to Innovate: Establishing Direct and Reverse Effects
    by Hajivassiliou, V. & Savignac, F.

  • 2008 An Inflation Forecasting Model for the Euro Area
    by Chauvin, V. & Devulder, A.

  • 2008 Testing for conditional heteroscedasticity in the components of inflation
    by Carmen Broto & Esther Ruiz

  • 2008 Inflation Targeting and Price-Level-Path Targeting in the GEM: Some Open Economy Considerations
    by Donald Coletti & René Lalonde & Dirk Muir

  • 2008 On Portfolio Separation Theorems with Heterogeneous Beliefs and Attitudes towards Risk
    by Fousseni Chabi-Yo & Eric Ghysels & Eric Renault

  • 2008 Nonparametric Regression on Latent Covariates with an Application to Semiparametric GARCH-in-Mean Models
    by Christian Conrad & Enno Mammen

  • 2008 Multivariate Fractionally Integrated APARCH Modeling of Stock Market Volatility: A multi-country study
    by Christian Conrad & Menelaos Karanasos & Ning Zeng

  • 2008 Application of the Generalized Method of Moments for Estimating Continuous-Time Models of U.S. Short-Term Interest Rates
    by Balázs Cserna

  • 2008 Expected Stock Returns and Variance Risk Premia
    by Tim Bollerslev & Tzuo Hao & George Tauchen

  • 2008 The cyclical component factor model
    by Christian M. Dahl & Henrik Hansen & John Smidt

  • 2008 The limiting properties of the QMLE in a general class of asymmetric volatility models
    by Christian M. Dahl & Emma M. Iglesias

  • 2008 Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure
    by Christina Amado & Timo Teräsvirta

  • 2008 Multivariate GARCH models
    by Annastiina Silvennoinen & Timo Teräsvirta

  • 2008 Modelling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH Model
    by Annastiina Silvennoinen & Timo Teräsvirta

  • 2008 Testing hypotheses in an I(2) model with applications to the persistent long swings in the Dmk/$ rate
    by Søren Johansen & Katarina Juselius & Roman Frydberg & Michael Goldberg

  • 2008 Should We Trust the Empirical Evidence from Present Value Models of the Current Account?
    by Mercereau, Benoît & Miniane, Jacques Alain

  • 2008 Evaluating New Keynesian Phillips Curve under VAR-Based Learning
    by Fanelli, Luca

  • 2008 Testing the New Keynesian Model on U.S. and Euro Area Data
    by Juselius, Mikael

  • 2008 The New Keynesian Phillips Curve Tested on OECD Panel Data
    by Bjørnstad, Roger & Nymoen, Ragnar

  • 2008 The Determinants of Health Care Utilization in Portugal: An Approach with Count Data Models
    by João Cotter Salvado

  • 2008 Assessing Relative Performance of Econometric Models in Measuring the Impact of Climate Change on Agriculture Using Spatial Autoregression
    by Seo, S. Niggol

  • 2008 Assessing the Increase of Italian Families Perceived Vulnerability
    by Stefania Gabriele & Corrado Pollastri & Michele Raitano

  • 2008 Impact Of Globalisation On The Evolution Of The Demographic Phenomenon
    by Nicolae Balan, Mariana & Vasile, Valentina

  • 2008 Spurious Regression And Cointegration. Numerical Example: Romania’S M2 Money Demand
    by Ruxanda, Gheorghe & Botezatu, Andreea

  • 2008 Measuring the Socio-Economic Bipolarization Phenomenon
    by Stefananescu, Stefan

  • 2008 A choice of the regression maximizing an unbiased estimate of the coefficient of determination
    by Ershov, Emil

  • 2008 Credit Risk Management
    by Fantazzini, Dean

  • 2008 Econometric Analysis of Financial Data in Risk Management (continuation). Section III: Managing Operational Risk
    by Fantazzini, Dean

  • 2008 An Econometric Analysis of Financial Data in Risk Management
    by Fantazzini, Dean

  • 2008 Déficit en la provisión local de servicios públicos y tipología municipal
    by Modest Fluvià & Ricard Rigall-i-Torrent & Anna Garriga

  • 2008 Consecuencias del efecto Bullwhip según distintas estrategias de gestión de la cadena de suministro: modelado y simulación = Bullwhip Effect Consequences according to Different Supply Chain Management Strategies: Modelling and Simulation
    by Campuzano Bolarín, Francisco & Lario Esteban, Francisco Cruz & Ros McDonnell, Lorenzo

  • 2008 Value-at-Risk for Greek Stocks
    by Timotheos Angelidis & Alexandros Benos

  • 2008 A csődelőrejelzés és a nem fizetési valószínűség számításának módszertani kérdéseiről
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  • 2007 Proyecciones desagregadas de inflación con modelos Sparse VAR robustos
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  • 2007 On the distribution of the adaptive LASSO estimator
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  • 2007 Romanian Capital Market And The Informational Efficiency
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  • 2007 Developing the concept of Sustainable Peace using Econometrics and scenarios granting Sustainable Peace in Colombia by year 2019
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  • 2007 Forecasting volatility: Evidence from the Macedonian stock exchange
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  • 2007 Interactions between interest rates and the transmission of monetary and economic news: the cases of US and UK
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  • 2007 Volatility Proxies for Discrete Time Models
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  • 2007 The Application of Robust Regression to a Production Function Comparison – the Example of Swiss Corn
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  • 2007 Web 2.0: Nothing Changes…but Everything is Different
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  • 2007 Does Black’s Hypothesis for Output Variability Hold for Mexico?
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  • 2007 Nonlinear time series: semiparametric and nonparametric methods
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  • 2007 Filtered Extreme Value Theory for Value-At-Risk Estimation
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  • 2007 Structural breaks and energy efficiency in Fiji
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  • 2007 Modèls Garch à la mémoire longue: application aux taux de change tunisiens
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  • 2007 Testing for a common latent variable in a linear regression
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  • 2007 The Predictive Performance of Asymmetric Normal Mixture GARCH in Risk Management: Evidence from Turkey
    by Cifter, Atilla & Ozun, Alper

  • 2007 Nonlinear Combination of Financial Forecast with Genetic Algorithm
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  • 2007 Evaluating the New Keynesian Phillips Curve under VAR-based learning
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  • 2007 Gordon and Newell queueing networks and copulas
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  • 2007 Inflation Forecasting in Pakistan using Artificial Neural Networks
    by Haider, Adnan & Hanif, Muhammad Nadeem

  • 2007 The Analysis of the Bucharest Stock Exchange Financial Sector
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  • 2007 Testing Conditional Independence via Rosenblatt Transforms
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  • 2007 A Low-Dimension Collinearity-Robust Test for Non-linearity
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  • 2007 Negative Blogs, Positive Outcomes: When should Firms Permit Employees to Blog Honestly?
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  • 2007 Construction and Interpretation of Model-Free Implied Volatility
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  • 2007 No-Arbitrage Semi-Martingale Restrictions for Continuous-Time Volatility Models subject to Leverage Effects, Jumps and i.i.d. Noise: Theory and Testable Distributional Implications
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  • 2007 Beliefs, Doubts and Learning: Valuing Economic Risk
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  • 2007 Risk and Predictability of Singapore’s Direct Residential Real Estate Market
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  • 2007 A state space model for exponential smoothing with group seasonality
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  • 2007 Automatic time series forecasting: the forecast package for R
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  • 2007 Premiers pas en régression linéaire avec SAS
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  • 2007 Purchasing Power Parity among developing countries and their trade-partners. Evidence from selected CEECs and Implications for their membership of EU
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  • 2007 Mixed Exponential Power Asymmetric Conditional Heteroskedasticity
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  • 2007 Theory and Inference for a Markov-Switching GARCH Model
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  • 2007 Neighborhood Effects, Urban Public Policies and Housing Values. A Spatial Econometric Perspective
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  • 2007 Testing Hypotheses in an I(2) Model with Applications to the Persistent Long Swings in the Dmk/$ Rate
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  • 2007 Long-run Determinants of Pollution: A Robustness Analysis
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  • 2007 Non-negativity Conditions for the Hyperbolic GARCH Model
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  • 2007 Monetary Policy and the Hybrid Phillips Curve
    by Christopher Martin & Costas Milas

  • 2007 Does high M4 money growth trigger large increases in UK inflation? Evidence from a regime-switching model
    by Costas Milas

  • 2007 Testing the Opportunistic Approach to Monetary Policy
    by Christopher Martin & Costas Milas

  • 2007 Modelling Volatilities and Conditional Correlations in Futures Markets with a Multivariate t Distribution
    by Pesaran, Bahram & Pesaran, M. Hashem

  • 2007 Modelling Volatilities and Conditional Correlations in Futures Markets with a Multivariate t Distribution
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  • 2007 A Note on Allen-Uzawa Partial Elasticities of Substitution: The Case of the Translog Cost Function
    by Christev, Atanas & Featherstone, Allen

  • 2007 A Note on Allen-Uzawa Partial Elasticities of Substitution: The Case of the Translog Cost Function
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  • 2007 Resources and Standards in Urban Schools
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  • 2007 Resources and Standards in Urban Schools
    by Machin, Stephen & McNally, Sandra & Meghir, Costas

  • 2007 Addressing the Employment-Poverty Nexus in Kenya: Comparing Cash-Transfer and Job-Creation Programmes
    by Eduardo Zepeda

  • 2007 Joint and Marginal Diagnostic Tests for Conditional Mean and Variance Specifications
    by Juan Carlos Escanciano

  • 2007 Backtesting Parametric Value-at-Risk with Estimation Risk
    by Juan Carlos Escanciano & Jose Olmo

  • 2007 A re-assessment of German import demand
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  • 2007 Mixed Exponential Power Asymmetric Conditional Heteroskedasticity
    by Mohammed Bouaddi & Jeroen V.K. Rombouts

  • 2007 Theory and inference for a Markov switching Garch model
    by Luc Bauwens & Arie Preminger & Jeroen V.K. Rombouts

  • 2007 Capturing Common Components in High-Frequency Financial Time Series: A Multivariate Stochastic Multiplicative Error Model
    by Nikolaus Hautsch

  • 2007 Long Memory Persistence in the Factor of Implied Volatility Dynamics
    by Wolfgang Härdle & Julius Mungo

  • 2007 A Generalized ARFIMA Process with Markov-Switching Fractional Differencing Parameter
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  • 2007 A VAR Framework for Forecasting Hong Kong'S Output and Inflation
    by Hans Genberg & Jian Chang

  • 2007 Bayesian forecast combination for VAR models
    by Andersson, Michael K & Karlsson, Sune

  • 2007 Using a New Open Economy Macroeconomics model to make real nominal exchange rate forecasts
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  • 2007 Model selection for monetary policy analysis How important is empirical validity?
    by Akram, Q. Farooq & Nymoen, Ragnar

  • 2007 Bayesian Forecast Combination for VAR Models
    by Andersson, Michael K & Karlsson, Sune

  • 2007 Computational Efficiency in Bayesian Model and Variable Selection
    by Eklund, Jana & Karlsson, Sune

  • 2007 An Embarrassment of Riches: Forecasting Using Large Panels
    by Eklund, Jana & Karlsson, Sune

  • 2007 New York mark-ups on petroleum products
    by Wlaslowski, Szymon & Binner, Jane & Guiletti, Monica & Joseph, Nathan & Nilsson, Birger

  • 2007 Multivariate GARCH models
    by Silvennoinen, Annastiina & Teräsvirta, Timo

  • 2007 Testing for Volatility Interactions in the Constant Conditional Correlation GARCH Model
    by Nakatani, Tomoaki & Teräsvirta, Timo

  • 2007 Developing Ridge Parameters for SUR Models
    by Alkhamisi, M.A. & Shukur, Ghazi

  • 2007 Exchange rate volatility, macro announcements and the choice of intraday seasonality filtering method
    by Laakkonen, Helinä

  • 2007 Estimating a small DSGE model under rational and measured expectations: some comparisons
    by Paloviita, Maritta

  • 2007 Rupture structurelle et demande de monnaie au Rwanda
    by Jean-François Goux & Thomas Rusuhuzwa Kigabo

  • 2007 A Model for Multivariate Non-negative Valued Processes in Financial Econometrics
    by Fabrizio Cipollini & Robert F. Engle & Giampiero M. Gallo

  • 2007 Volatility Spillovers, Interdependence and Comovements: A Markov Switching Approach
    by Giampiero Gallo & Edoardo Otranto

  • 2007 Evaluating the Empirical Performance of Alternative Econometric Models for Oil Price Forecasting
    by Matteo Manera & Chiara Longo & Anil Markandya & Elisa Scarpa

  • 2007 Detecting and Forecasting Economic Regimes in Multi-Agent Automated Exchanges
    by Ketter, W. & Collins, J. & Gini, M. & Gupta, A. & Schrater, P.

  • 2007 A rank-ordered logit model with unobserved heterogeneity in ranking capabilities
    by van Dijk, A. & Fok, D. & Paap, R.

  • 2007 Does Money Matter for the Identification of Monetary Policy Shocks: A DSGE Perspective
    by Céline Poilly

  • 2007 Financing constraints and a firm's decision and ability to innovate: establishing direct and reverse effects
    by Vassilis Hajivassiliou & Frédérique Savignac

  • 2007 Cointegration, Long-Run Structural Modelling And Weak Exogeneity: Two Models Of The Uk Economy
    by Jan P.A.M. Jacobs & Kenneth F. Wallis

  • 2007 Development and Validation of Credit-Scoring Models
    by Glennon, Dennis & Kiefer, Nicholas M. & Larson, C. Erik & Choi, Hwan-sik

  • 2007 Modelos econométricos dinámicos y desarrollo económico: Análisis del salario real, la productividad y el empleo en los países de la OCDE, 1965-2005
    by Guisan, M.C.

  • 2007 Causalidad y desarrollo económico: Análisis econométrico de los países de la OCDE, 1965-2005
    by Guisan, M.C.

  • 2007 Information Criteria for Impulse Response Function Matching Estimation of DSGE Models
    by Hall, Alastair & Inoue, Atsushi & Nason M, James & Rossi, Barbara

  • 2007 Information, data dimension and factor structure
    by Jan Jacobs & Pieter Otter & Ard den Reijer

  • 2007 A Note on the Use of R-squared in Model Selection
    by Alfredo A. Romero

  • 2007 Theory and inference for a Markov switching GARCH model
    by Luc, BAUWENS & Arie, PREMINGER & Jeroen, ROMBOUTS

  • 2007 Backtesting VaR Models: An Expected Shortfall Approach
    by Timotheos Angelidis & Stavros Degiannakis

  • 2007 Comparing Alternative Predictors Based on Large-Panel Factor Models
    by D'Agostino, Antonello & Giannone, Domenico

  • 2007 Growth and relative living standards - testing Barriers to Riches on post-war panel data
    by Meenagh, David & Minford, Patrick & Wang, Jiang

  • 2007 Mixed exponential power asymmetric conditional heteroskedasticity
    by BOUADDI, Mohammed & ROMBOUTS, Jeroen V.K.

  • 2007 Theory and inference for a Markov switching GARCH model
    by BAUWENS, Luc & PREMINGER, Arie & ROMBOUTS, Jeroen V.K.

  • 2007 Simulation based Bayesian econometric inference: principles and some recent computational advances
    by HOOGERHEIDE, Lennart F. & VAN DIJK, Herman K. & VAN OEST, Rutger D.

  • 2007 Las Consecuencias Económicas De Un Nombre Atípico. El Caso Colombiano
    by Alejandro Gaviria & Carlos Medina & María del Mar Palau

  • 2007 On The Efficiency And Consistency Of Likelihood Estimation In Multivariate Conditionally Heteroskedastic Dynamic Regression Models
    by Enrique Sentana & Gabriele Fiorentini

  • 2007 VAR Model Averaging for Multi-Step Forecasting
    by Johannes Mayr & Dirk Ulbricht

  • 2007 Log versus level in VAR forecasting: 16 Million empirical answers - expect the unexpected
    by Johannes Mayr & Dirk Ulbricht

  • 2007 Jointness of Growth Determinants
    by Gernot Doppelhofer & Melvyn Weeks

  • 2007 Resources and Standards in Urban Schools
    by Stephen Machin & Sandra McNally & Costas Meghir

  • 2007 Dynamic Stochastic General Equilibrium (DSGE) Priors for Bayesian Vector Autoregressive (BVAR) Models: DSGE Model Comparison
    by Theodoridis, Konstantinos

  • 2007 Growth and relative living standards - testing Barriers to Riches on post-war panel data
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  • 2007 Discriminating mean and variance shifts
    by Carlos Santos

  • 2007 Modelling Volatilities and Conditional Correlations in Futures Markets with a Multivariate t Distribution
    by Pesaran, B. & Pesaran, M.H.

  • 2007 Identification of a Loan Supply Function: A Cross-Country Test for the Existence of a Bank Lending Channel
    by Sophocles N. Brissimis & Matthaios D. Delis

  • 2007 Does Money Matter for the Identification of Monetary Policy Shocks: A DSGE Perspective
    by Poilly, C.

  • 2007 Testing heterogeneity within the euro area
    by Jondeau, E. & Sahuc, J-G.

  • 2007 Testing for trend
    by Fabio Busetti & Andrew Harvey

  • 2007 Back to square one: identification issues in DSGE models
    by Fabio Canova & Luca Sala

  • 2007 Implications of Asymmetry Risk for Portfolio Analysis and Asset Pricing
    by Fousseni Chabi-Yo & Dietmar Leisen & Eric Renault

  • 2007 Optimization in a Simulation Setting: Use of Function Approximation in Debt Strategy Analysis
    by David Jamieson Bolder & Tiago Rubin

  • 2007 Simulation-Based Tests of Forward-Looking Models Under VAR Learning Dynamics
    by Luca FANELLI & Giulio PALOMBA

  • 2007 Dynamic Estimation of Volatility Risk Premia and Investor Risk Aversion from Option-Implied and Realized Volatilities
    by Tim Bollerslev & Michael Gibson & Hao Zhou

  • 2007 Taking a DSGE Model to the Data Meaningfully
    by Franchi, Massimo & Jusélius, Katarina

  • 2007 A Rank-Order Test on the Statistical Performance of Neural Network Models for Regional Labor Market Forecasts
    by Patuelli, Roberto & Longhi, Simonetta & Reggiani, Aura & Nijkamp, Peter & Blien, Uwe

  • 2007 The Question of Economic Convergence - first part -
    by Iancu, Aurel

  • 2007 Testing for Heteroskedasticity on the Bucharest Stock Exchange
    by Radu Lupu & Iulia Lupu

  • 2007 La tasa de los fondos federales de Estados Unidos y la dinamica del mercado laboral en una economia pequena, abierta y dolarizada: Evidencia mediante la creacion y destruccion de empleo en Puerto Rico
    by Carlos A. Rodriguez & Karen Ortiz

  • 2007 Equilibrium Exchange Rates in the Eu New Members: Methodology, Estimation and Applicability to ERM II
    by Roman Horváth & Luboš Komárek

  • 2007 Challenges Facing the Polish Banking Industry: A Comparative Study with UK Banks
    by Catarina Figueira & Joseph G. Nellis & David Parker

  • 2007 Caracterización no lineal y predicción no paramétrica en el IBEX35/Nonlinear Characterization and Predictions of IBEX 35
    by OLMEDO,E. & VELASCO, F. & VALDERAS, J.M.

  • 2007 El canal del crédito bancario en Colombia: 1995-2005. Una aproximación mediante modelos de umbral
    by Maria Isabel Restrepo Estrada & Diana Constanza Restrepo Ochoa

  • 2007 Analyse der Prognoseeigenschaften von ifo-Konjunkturindikatoren unter Echtzeitbedingungen
    by Gerit Vogt

  • 2007 Monetary Policy Inertia or Persistent Shocks: A DSGE Analysis
    by Julio Carrillo & Patrick Fève & Julien Matheron

  • 2007 Comparación de Ponderaciones en Regresiones Probit Simultáneas en un Modelo para la Estimación de la Participación Laboral
    by Verónica Herrero & Mónica Bocco

  • 2007 Testing for Model Selection in Predicting Aggregate Variables
    by Giacomo Sbrana

  • 2007 Using Data Envelopment Analysis approach to estimate the health production efficiencies in China
    by ZHANG Ning & HU Angang & ZHENG Jinghai

  • 2007 Trade Reforms And Breakpoints In Australia’S Manufactured Trade: An Application Of The Zivot And Andrews Model
    by JAYANTHAKUMARAN, Kankesu & PAHLAVANI; Mosayeb & Frank NERI, Frank

  • 2007 Are Taylor-Based Monetary Policy Rules Forward-Looking?. An Investigation Using Superexogeneity Tests
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  • 2007 Instabile Geldnachfrage im Euroraum?
    by Christian Dreger & Jürgen Wolters

  • 2007 El canal del crédito bancario en Colombia: 1995-2005. Una aproximación mediante modelos de umbral
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  • 2007 Exchange Rate Pass-Through Effects:A Disaggregate Analysis Of Colombianimports Of Manufactured Goods
    by HERNÁN RINCÓN & ÉDGAR CAICEDO & NORBERTO RODRÍGUEZ

  • 2007 Sensitivity of international blocs´ trade effect to alternative specifications of the gravity equation
    by Yener Kandogan

  • 2007 Maquette d’inflation zone euro
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  • 2007 Exchange Rate Pass-Through Effects: A Disaggregate Analysis Of Colombian Imports Of Manufactured Goods
    by HERNÁN RINCÓN & ÉDGAR CAICEDO & NORBERTO RODRÍGUEZ

  • 2007 The Predictive Performance of Asymmetric Normal Mixture GARCH in Risk Management: Evidence from Turkey
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  • 2007 Econometric analysis of Labour Market in Bulgaria - 1991-2006
    by Anita Staneva

  • 2007 Strategic Solutions for Combining of Marketing Mix Elements
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  • 2007 Does Interest Rate Liberalisation Really Improve the Allocative Efficiency of Investment? Kenya's Experience
    by Nicholas Odhiambo

  • 2007 Return Dynamics in North African Stock Markets
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  • 2007-09 Minderung der Risiken bei Wertpapieranlagen zur Altersvorsorge mit marktneutralen Anlagestrategien
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  • 2006 Stochastic unit-root bilinear processes
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  • 2006 A closed form approach to valuing and hedging basket options
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  • 2006 A multiple testing procedure for neural network model selection
    by Michele La Rocca & Cira Perna

  • 2006 Equilibrium Specification and Structure of Technology: a Factor Substitution Analysis in French Industrial Demand of Energy
    by Sourour Baccar

  • 2006 Lag or Error? - Detecting the Nature of Spatial Correlation
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  • 2006 On the stability of the wealth effect
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  • 2006 The Empirical Relevance of the Lucas Critique
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  • 2006 Structural Estimation and Evaluation of Calvo-Style Inflation Models
    by Jean-Marie Dufour & Lynda Khalaf & Maral Kichian

  • 2006 Modelling autoregressive processes with a shifting mean
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  • 2005 Multivariate Autoregressive Conditional Heteroskedasticity with Smooth Transitions in Conditional Correlations
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  • 2005 Panel Smooth Transition Regression Models
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  • 2005 Analysing the Trade-GDP Nexus in Iran: A Bounds Testing Approach
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  • 2005 Multiple Structural Breaks in Australia's Macroeconomic Data: An Application of the Lumsdaine and Papell Test
    by Valadkhani, Abbas & Layton, Allan P. & Pahlavani, Mosayeb

  • 2005 Macroeconometric Modelling: Approaches and Experiences in Developing Countries
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  • 2005 Structural Changes in the Iranian Economy: An Empirical Analysis with Endogenously Determined Breaks
    by Pahlavani, Mosayeb & Wilson, Ed & Valadkhani, Abbas

  • 2005 A Consistent Diagnostic Test for Regression Models Using Projections
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  • 2005 On the Asymptotic Power Properties of Specification Tests for Dynamic Parametric Regressions
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  • 2005 Econometric modeling of business Telecommunications demand using Retina and Finite Mixtues
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  • 2005 Doctors’ fees in Ireland following the change in reimbursement : did they jump?
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  • 2005 Different Modeling Strategies for Discrete Choice Models of Female Labour Supply: Estimates for Switzerland
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  • 2005 Semiparametric Construction of Spatial Generalized Hedonic Models for Private Properties
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  • 2005 No One True Path: Uncovering the Interplay between Geography, Institutions, and Fractionalization in Economic Development
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  • 2005 Outlier Detection in GARCH Models
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  • 2005 A Meta-Analysis of Beta-Convergence: The Legendary Two-Percent
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  • 2005 Testing for Long Memory and Nonlinear Time Series: A Demand for Money Study
    by Derek Bond & Michael J. Harrison & Edward J. O'Brien

  • 2005 Exchange Rate Pass-through in a Small Open Economy
    by Pål Boug & Ådne Cappelen & Torbjørn Eika

  • 2005 Identifying Structural Breaks in Cointegrated VAR Models
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  • 2005 Unit Root Tests With Markov-Switching
    by Xiao Qin & Gee Kwang Randolph Tan

  • 2005 Making a match: combining theory and evidence in policy-oriented macroeconomic modelling
    by Alasdair Scott & George Kapetanios & Adrian Pagan

  • 2005 Extracting expectations from currency option prices: a comparison of methods
    by Marian Micu

  • 2005 Changing Effects of Monetary Policy in the U.S. –Evidence from a Time-Varying Coefficient VAR
    by Christian Melzer & Thorsten Neumann

  • 2005 Market consumpition and hidden consumption. A test for substitutability
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  • 2005 Models of Firm Dynamics and the Hazard Rate of Exits: Reconciling Theory and Evidence using Hazard Regression Models
    by Arnab Bhattacharjee

  • 2005 Estimation and Evaluation of a Segmented Markets Monetary Model
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  • 2005 Impacts of Employment Regulation: Towards an Evaluation Framework
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  • 2005 Assessing the Usefulness of Structural Vector Autoregressions
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  • 2005 Learning-by-Doing or Habit Formation?
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  • 2005 A Likelihood-Based Evaluation of the Segmented Markets Friction in Equilibrium Monetary Models
    by Filippo Occhino & John Landon-Lane

  • 2005 Usando información adicional en la estimación de la brecha producto en el Perú: una aproximación multivariada de componentes no observados
    by Gonzalo Llosa & Shirley Miller

  • 2005 Using additional information in estimating the output gap in Peru: a multivariate unobserved component approach
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  • 2005 Can Fluctuations in the Consumption-Wealth Ratio Help to Predict Exchange Rates?
    by Jorge Selaive & Vicente Tuesta R

  • 2005 Size Matters: Covariance Matrix Estimation Under the Alternative
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  • 2005 Can One Estimate the Unconditional Distribution of Post-Model-Selection Estimators ?
    by Leeb, Hannes & Pötscher, Benedikt M.

  • 2005 Testing the New Keynesian Phillips curve through Vector Autoregressive models: Results from the Euro area
    by Fanelli, Luca

  • 2005 Assessing the Number of Components in Mixture Models: a Review
    by Ana Oliveira-Brochado & Francisco Vitorino Martins

  • 2005 Testing Alternative Dynamic Systems for Modelling Tourism Demand
    by Maria M. De Mello & Natércia Fortuna

  • 2005 The Empirical Trap of Sign Reversals with Equality Restrictions
    by Stephen E. Haynes

  • 2005 Measures of human capital: A review of the literature
    by Trinh Le & John Gibson & Les Oxley

  • 2005 A Simple, Structural, and Empirical Model of the Antipodean Transmission Mechanism
    by Thomas A Lubik

  • 2005 Modelling Security Market Events in Continuous Time: Intensity Based, Multivariate Point Process Models
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  • 2005 Monetary policy and asset prices: To respond or not?
    by Gunnar Bårdsen & Q. Farooq Akram & Øyvind Eitrheim

  • 2005 Detecting Neglected Parameter Heterogeneity with Chow Tests
    by Joachim Zietz

  • 2005 Inflation Dynamics and the New Keynesian Phillips Curve: An Identification Robust Econometric Analysis
    by DUFOUR, Jean-Marie & KHALAF, Lynda & KICHIAN, Maral

  • 2005 Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression
    by DUFOUR, Jean-Marie & FARHAT, Abdeljelil & KHALAF, Lynda

  • 2005 Monte Carlo Tests with Nuisance Parameters: A General Approach to Finite-Sample Inference and Nonstandard Asymptotics
    by DUFOUR, Jean-Marie

  • 2005 Inflation dynamics and the New Keynesian Phillips Curve: an identification robust econometric analysis
    by DUFOUR, Jean-Marie Dufour & KHALAF, Lynda & KICHIAN, Maral

  • 2005 Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression
    by DUFOUR, Jean-Marie & FARHAT, Abdekjelik & KHALAF, Lynda

  • 2005 Monte Carlo Tests with Nuisance Parameters: A General Approach to Finite-Sample Inference and Nonstandard Asymptotics
    by DUFOUR, Jean-Marie

  • 2005 Another Look at Measures of Forecast Accuracy
    by Rob J. Hyndman & Anne B. Koehler

  • 2005 Rana, Formichiere o un Milione di Euro? UnÕanalisi delle scelte in condizioni di incertezza in un esperimento naturale
    by Fabrizio Botti & Anna Conte & Daniela T. Di Cagno & Carlo D'Ippoliti

  • 2005 Estimating the Risk Neutral Probability Density Functions Natural Spline versus Hypergeometric Approach Using European Style Options
    by Ruijun Bu & Kaddour Hadri

  • 2005 On the predictability of common risk factors in the US and UK interest rate swap markets: Evidence from non-linear and linear models
    by Ilias Lekkos & Costas Milas & Theodore Panagiotidis

  • 2005 The latent factor VAR model: Testing for a common component in the intraday trading process
    by Nikolaus Hautsch

  • 2005 The Response of Monetary Policy to Uncertainty: Theory and Empirical Evidence for the US
    by Christopher Martin & Costas Milas

  • 2005 On the predictability of common risk factors in the US and UK interest rate swap markets:Evidence from non-linear and linear models
    by Ilias Lekkos & Costas Milas & Theodore Panagiotidis

  • 2005 Uncertainty and UK Monetary Policy
    by Christopher Martin & Costas Milas

  • 2005 Uncertainty and Monetary Policy Rules in the United States
    by Christopher Martin & Costas Milas

  • 2005 The price-dividend relationship in inflationary and deflationary regimes
    by Jakob B Madsen & Costas Milas

  • 2005 Non-linear real exchange rate effects in the UK labour market
    by Gabriella Legrenzi & Costas Milas

  • 2005 Non-linear adjustments in fiscal policy
    by Gabriella Legrenzi & Costas Milas

  • 2005 Asymmetries in the Growth of Governments
    by Gabriella Legrenzi

  • 2005 Sensitivity of Propensity Score Methods to the Specifications
    by Zhong Zhao

  • 2005 Sensitivity of Propensity Score Methods to the Specifications
    by Zhao, Zhong

  • 2005 Cooperative Models in Action: Simulation of a Nash-Bargaining Model of Household Labor Supply with Taxation
    by Bargain, Olivier & Moreau, Nicolas

  • 2005 Cooperative Models in Action: Simulation of a Nash-Bargaining Model of Household Labor Supply with Taxation
    by Bargain, Olivier & Moreau, Nicolas

  • 2005 On Modeling Household Labor Supply with Taxation
    by Bargain, Olivier

  • 2005 On Modeling Household Labor Supply with Taxation
    by Bargain, Olivier

  • 2005 Modelos De Estimacion De La Probabilidad De Negociacion Informada: Una Comparacion Metodologica En El Mercado Español
    by David Abad & Antonio Rubia

  • 2005 German Exports to the Euro Area - A Cointegration Approach
    by Sabine Stephan

  • 2005 Can the Kydland-Prescott Model Pass the Cogley-Nason Test?
    by Fève, Patrick & Matheron, Julien

  • 2005 A Note on Allen-Uzawa Partial Elasticities of Substitution: The Case of the Translog Cost Function
    by Atanas Christev & Allen Featherstone

  • 2005 The Impact of Macroeconomic and Regulatory Factors on Bank Efficiency: A Non-Parametric Analysis of Hong Kong's Banking System
    by Leigh M. Drake & Maximilian J. B. Hall & Richard Simper

  • 2005 Forecast Combination and Model Averaging using Predictive Measures
    by Eklund, Jana & Karlsson, Sune

  • 2005 Panel Smooth Transition Regression Models
    by González, Andrés & Teräsvirta, Timo & van Dijk, Dick

  • 2005 Testing for Unit Roots in Nonlinear Dynamic Heterogeneous Panels
    by He, Changli & Sandberg, Rickard

  • 2005 Inference for Unit Roots in a Panel Smooth Transition Autoregressive Model where the Time Dimension is Fixed
    by He, Changli & Sandberg, Rickard

  • 2005 Dickey-Fuller Type of Tests against Nonlinear Dynamic Models
    by He, Changli & Sandberg, Rickard

  • 2005 Testing Parameter Constancy in Unit Root Autoregressive Models Against Continuous Change
    by He, Changli & Sandberg, Rickard

  • 2005 Multivariate Autoregressive Conditional Heteroskedasticity with Smooth Transitions in Conditional Correlations
    by Silvennoinen, Annastiina & Teräsvirta, Timo

  • 2005 Comparing alternative Phillips curve specifications: European results with survey-based expectations
    by Paloviita , Maritta

  • 2005 The role of expectations in euro area inflation dynamics
    by Paloviita, Maritta

  • 2005 Tenure Profiles and Efficient Separation in a Stochastic Productivity Model
    by Buhai, Sebastian & Teulings, Coen

  • 2005 Threshold Effects and Regional Economic Growth-Evidence from West Germany
    by Michael Funke & Annekatrin Niebuhr

  • 2005 Mankiw's Puzzle on Consumer Durables: A Misspecification
    by Tam Bang Vu

  • 2005 Konjunkturprognosen – Verfahren, Erfolgskontrolle und Prognosefehler
    by Michael Groemling

  • 2005 Modeling Factor Demands with SEM and VAR: An Empirical Comparison
    by Matteo Manera

  • 2005 A latent factor model for ordinal data to measure multivariate predictive ability of financial market movements
    by Philippe HUBER & Olivier SCAILLET & Maria-Pia VICTORIA-FESER

  • 2005 Estimation of Jump-Diffusion Process vis Empirical Characteristic Function
    by Michael Rockinger & Maria Semenova

  • 2005 Crescimento Económico e Ciclos Partidários: Uma Clarificação da Relação Existente
    by António Caleiro

  • 2005 Following the High Road or Not: What Does It Imply for Firms As to WTR Implementation
    by Fabrice Gilles

  • 2005 Testing Heterogeneity within the Euro Area Using a Structural Multi-Country Model
    by Eric Jondeau & Jean-Guillaume Sahuc

  • 2005 On the Design of Artificial Stock Markets
    by Boer-Sorban, K. & de Bruin, A. & Kaymak, U.

  • 2005 Weakly informative priors and well behaved Bayes factors
    by Strachan, R.W. & van Dijk, H.K.

  • 2005 Testable implications of forecast optimality
    by Andrew J. Patton & Allan Timmermann

  • 2005 A method of moments estimator for semiparametric index models
    by Bas Donkers & Marcia M. A. Schafgans

  • 2005 International Stock Return Comovements
    by Bekaert, Geert & Hodrick, Robert J. & Zhang, Xiaoyan

  • 2005 How Stable is the Forecasting Performance of the Yield Curve for Outpot Growth?
    by Rossi, Barbara & Giacomini, Raffaella

  • 2005 The Synchronisation of European Labour Markets: An Analysis Using Aggregate Philips Curves
    by Nicolien Schermer

  • 2005 Financing development: debt versus equity
    by Jo�l van der Weele

  • 2005 Privatisation and Economic Growth
    by Margaret McKenzie

  • 2005 'Making Work Pay' in a Rationed Labour Market: The Mini-Job Reform in Germany
    by Olivier Bargain & Marco Caliendo & Peter Haan & Kristian Orsini

  • 2005 Forecast Errors and the Macroeconomy: A Non-Linear Relationship?
    by Ulrich Fritsche & Jörg Döpke

  • 2005 A Matter of Principal
    by Lautier, Delphine

  • 2005 Real Options : Still looking for Evidence ?
    by Philippe, Henri

  • 2005 Les impôts locaux sont-ils gaspillés?
    by Marc BAUDRY

  • 2005 Estimating the Equilibrium Effective Exchange Rate for Potential EMU members
    by Nikolaos Giannellis & Athanasios Papadopoulos

  • 2005 Mean and variance causality between the Cyprus Stock Exchange and major equity markets
    by Eleni Constantinou & Robert Georgiades & Avo Kazandjian & George Kouretas

  • 2005 Gun Prevalence, Homicide Rates and Causality: A GMM Approach to Endogeneity Bias
    by Kleck, Gary & Kovandzic, Tomislav & Schaffer, Mark E

  • 2005 How Useful is Bagging in Forecasting Economic Time Series? A Case Study of US CPI Inflation
    by Inoue, Atsushi & Kilian, Lutz

  • 2005 Model Averaging and Value-at-Risk Based Evaluation of Large Multi-Asset Volatility Models for Risk Management
    by Pesaran, M Hashem & Zaffaroni, Paolo

  • 2005 Forecast Combination and Model Averaging Using Predictive Measures
    by Eklund, Jana & Karlsson, Sune

  • 2005 Bayesian Analysis of DSGE Models
    by An, Sungbae & Schorfheide, Frank

  • 2005 Estimation and Testing of Dynamic Models with Generalized Hyperbolic Innovations
    by Mencía, Javier & Sentana, Enrique

  • 2005 A model selection method for S-estimation
    by PREMINGER, Arie & SAKATA, Shinichi

  • 2005 The Behavioural Equilibrium Exchange Rate of the Czech Koruna
    by Lubos Komarek & Martin Melecky

  • 2005 Inflation Dynamics and the New Keynesian Phillips Curve: an Identification Robust Econometric Analysis
    by Jean-Marie Dufour & Lynda Khalaf & Maral Kichian

  • 2005 Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression
    by Jean-Marie Dufour & Abdeljelil Farhat & Lynda Khalaf

  • 2005 Monte Carlo tests with nuisance parameters: a general approach to finite-sample inference and non-standard asymptotics
    by Jean-Marie Dufour

  • 2005 Inflation Expectations in the Czech Interbank Market
    by Martin Fukac

  • 2005 A method of moments estimator for semiparametric index models
    by Bas Donkers & Marcia M Schafgans

  • 2005 Testable Implications of Forecast Optimality
    by Andrew J. Patton & Allan Timmermann

  • 2005 Jointness of Growth Determinants
    by Doppelhofer, G. & Weeks, M.

  • 2005 Monetary policy and asset prices: To respond or not?
    by Q. Farook Akram & Gunnar Bårdsen & Øyvind Eitrheim

  • 2005 An empirical evaluation of structural credit risk models
    by Nikola A. Tarashev

  • 2005 The Fed and the Question of Financial Stability: An Empirical Investigation
    by Grunspan, T.

  • 2005 Can the Kydland--Prescott Model Pass the Cogley--Nason Test?
    by Fève, P. & Matheron, J.

  • 2005 Can option smiles forecast changes in interest rates? An application to the US, the UK and the euro area
    by Marcello Pericoli

  • 2005 Intertemporal Substitution in Macroeconomics: Evidence from a Two-Dimensional Labour Supply Model with Money
    by Ali Dib & Louis Phaneuf

  • 2005 Inflation Dynamics and the New Keynesian Phillips Curve: An Identification-Robust Econometric Analysis
    by Jean-Marie Dufour & Lynda Khalaf & Maral Kichian

  • 2005 Learning-by-Doing or Habit Formation?
    by Hafedh Bouakez & Takashi Kano

  • 2005 Financial Crises and Money Demand in Jamaica
    by Fiona Atkins

  • 2005 A Quarterly Macroeconometric Model of the Turkish Economy
    by Cem Aysoy & Ahmet N. Kipici

  • 2005 The impact of budget deficit onto the exchange rate
    by Karel Vít

  • 2005 Financial Crisis Prediction: Specification of Pre-crisis Periods in Turkey, Argentina and Thailand
    by Petr Hájek

  • 2005 Los siniestros en el seguro del automóvil: un análisis econométrico aplicado/The accidents in the automobile insurance: an applied econometric analysis
    by MELGAR HIRALDO, M.C. & GUERRERO CASAS, F.M.

  • 2005 European Economic Policies at Work : the costs of Price Stability and Budget Consolidation
    by Carlo Altavilla & Ugo Marani

  • 2005 Identifying the German Inventory Cycle, A Multivariate Structural Time Series Approach Using Survey Data
    by Erich Langmantel

  • 2005 Some approachs to forecasting economic indicators
    by Marina Turuntseva & Sergey Drobyshevsky & Pavel Kadochnnikov

  • 2005 Do the Measurements of Financial Market Inflation Expectations Yield Relevant Macroeconomic Information?
    by Martin Fukaè

  • 2005 Cointegration and Structural Change in the Exports-Gdp Nexus: The Case of Iran, 1960-2003
    by Pahlavani, M.

  • 2005 Multiple Structural Breaks In Australia’S Macroeconomic Data: An Application Of The Lumsdaine And Papell Test
    by VALADKHANI, A. & LAYTON, Allan P. & PAHLAVANI, M.

  • 2005 Sources Of Economic Growth In Iran: A Cointegration Analysis In The Presence Of Structural Breaks, 1960-2003
    by Pahlavani, M.

  • 2005 Macroeconomic Modelling: Approaches and Experiences in Development Countries
    by Valadkhani, A.

  • 2005 Una evaluación de los pronósticos de inflación en Colombia bajo el esquema de inflación objetivo
    by Héctor Mauricio Nuñez Amortegui

  • 2005 Estimación de la estructura a plazos de las tasas de interés en Colombia por medio del método de funciones B-spline cúbicas
    by Diego Mauricio Vásquez & Luis Fernando Melo

  • 2005 A note on the Bandwidth choice when the null hypothesis is semiparametric
    by Jorge Barrientos Marín

  • 2005 Community tax evasion models: A stochastic dominance test
    by Néstor Gandelman

  • 2005 The empirics of the Solow growth model: Long-term evidence
    by Milton Barossi-Filho & Ricardo Gonçalves Silva & Eliezer Martins Diniz

  • 2005 Structural models of default: lessons from firm-level data
    by Nikola Tarashev

  • 2005 Explanation of Economic Growth Differences in the CEE Countries: Importance of the BOP Constraint
    by Virmantas Kvedaras

  • 2005 Sales Forecasting Using Artificial Neural Networks
    by Marusia Ivanova

  • 2005-11 Auswahl von Wertpapieren bei kurzfristigem Zeithorizont - Ein geeigneter Ansatz für die Altersversorgung?
    by Scholtz, Hellmut D.

  • 2005-05 Altersvorsorge mit einem Mix aus Exchange Traded Funds und Optionsscheinen
    by Scholtz, Hellmut D.

  • 2004 Forecasting the Bond-Equity Yield Ratio Using Regime Switching and Cointegration Models: An international Comparison
    by Mikael Petitjean & Pierre Giot

  • 2004 Are New Keynesian Phillips Curves Identified ?
    by Maral Kichian & Jean-Marie Dufour & Lynda Khalaf

  • 2004 A Specification Search Algorithm for Cointegrated Systems
    by Jerzy Mycielski & Michal Kurcewicz

  • 2004 Estimation of the fractionally integrated process with Missing Values: Simulation and Application
    by Valderio A. Reisen, UFES, Brazil. & Carlos Feitosa Luna & Manoel R. Sena Jr.

  • 2004 Semi-parametric procedures for Unit root and fractional cointegration tests
    by Valderio A. Reisen, DEST-UFES, Brazil & Luz A. M. Santander & GET-UFF

  • 2004 Elements in the Design of an Early Warning System for Sovereign Default
    by Ana-Maria Fuertes & Elena Kalotychou

  • 2004 Modified Hiemstra-Jones Test for Granger Non-causality
    by Cees Diks & Valentyn Panchenko

  • 2004 Are New Keynesian Phillips Curves Identified ?
    by Maral Kichian & Jean-Marie Dufour & Lynda Khalaf

  • 2004 Stylized Facts of Financial Time Series and Three Popular Models of Volatility
    by Malmsten, Hans & Teräsvirta, Timo

  • 2004 Generalized (Cross) Spectral Tests for Optimal Forecasts and Conditional Predictive Ability Under Generalized Loss Functions
    by Tae-Hwy Lee & Yongmiao Hong

  • 2004 Expected Value Models: A New Approach
    by Nour Meddahi

  • 2004 Testing Asset Pricing Model with Coskweness
    by Giovanni Urga & Giovanni Barone Adesi & Patrick Gagliardini

  • 2004 An Empirical Investigation of Habit-Based Asset Pricing Models
    by Sydney C. Ludvigson & Xiaohong Chen

  • 2004 Block Bootstrap for Parameter Estimation Error when Parameters are recursively estimated
    by Norman R. Swanson & Valentina Corradi

  • 2004 Monetary Rules for Emerging Market Economies
    by Alessandro Rebucci

  • 2004 Are New Keynesian Phillips Curves Identified ?
    by Maral Kichian & Jean-Marie Dufour & Lynda Khalaf

  • 2004 Evaluating The Performance Of Non-Experimental Estimators: Evidence From A Randomized Ui Program
    by Jose Galdo

  • 2004 End-of-Sample Conintegratio Breakdown Tests
    by Donald Andrews & Jae-Young Kim

  • 2004 Option pricing under NIG distribution: --- The empirical analysis of Nikkei 225 option ----
    by Koichi Maekawa & Ken-ichi Kawai

  • 2004 A conditional distribution model for limited stock index returns
    by Walter G. Sanddorf-Koehle & Ralph Friedmann

  • 2004 Monetary Policy and Capital Accumulation Processes :How did the FED react to the Transition Phases ?
    by Paolucci Frank

  • 2004 Another Characterization of Long Memory Behavior
    by Jerome J Collet & Dominique Guegan

  • 2004 Forecasting US Inflation Using Model Averaging
    by Dick van Dijk

  • 2004 Testing for Structural Stability of the Demand for Subscription Television Service in the United States
    by Uri , Noel D.

  • 2004 Reweighting Household Surveys for Tax Microsimulation Modelling: An Application to the New Zealand Household Economic Survey
    by John Creedy & Ivan Tuckwell

  • 2004 Volatilidad del mercado accionario y la crisis asiática. Evidencia internacional de asimetrías
    by Johnson, Christian A. & Soriano, Fabián A.

  • 2004 Pricing of options under different volatility models
    by Herzberg, Markus & Sibbertsen, Philipp

  • 2004 Nonparametric Analysis of Covariance : the Case of Inhomogeneous and Heteroscedastic Noise
    by Scholz, Achim & Neumeyer, Natalie & Munk, Axel

  • 2004 Classical and Bayesian Analysis of Univariate and Multivariate Stochastic Volatility Models
    by Liesenfeld, Roman & Richard, Jean-François

  • 2004 Testing for Causality in Variance using Multivariate GARCH Models
    by Hafner, Christian M. & Herwartz, Helmut

  • 2004 Evaluating the German Inventory Cycle Using Data from the Ifo Business Survey
    by Knetsch, Thomas A.

  • 2004 On the Empirical Content of Quantal Response Equilibrium
    by Philip A. Haile & Ali Hortacsu & Grigory Kosenok

  • 2004 End-of-Sample Cointegration Breakdown Tests
    by Donald W.K. Andrews & Jae-Young Kim

  • 2004 Diffusion of ISO 9000 Standards and International Trade
    by Michal Grajek

  • 2004 Redefined Productivity & Socio-Economic Development Oriented Management Decisions
    by DR.VSR.SUBRAMANIAM

  • 2004 Preferencias inciertas y modelo Spike en la valoración del patrimonio natural
    by José María Casado García & Jesus Barreiro & Luis Perez y Perez

  • 2004 Consumer Surveys and Reality
    by Maurizio Bovi

  • 2004 Inflation dynamics in the euro area and the role of expectations
    by Maritta Paloviita

  • 2004 Accelerate Your Socio-Economic Development – An Eccentric Bicircualr Model & Solutions
    by DR. VSR. SUBRAMANIAM

  • 2004 Monetary Policy with a Wider Information Set: a Bayesian Model Averaging Approach
    by Fabio Milani

  • 2004 System Identification in Noisy Data Environments: An Application to Six Asian Stock Markets
    by Cornelis A Los

  • 2004 Can Fluctuations in the Consumption-Wealth Ratio Help to Predict Exchange Rates?
    by Jorge Selaive & Vicente Tuesta

  • 2004 Luso-Spanish-Franco-English Relations Viewed From The Entrance Of Foreign Investment Funds
    by jose ramos pires manso

  • 2004 Luso-Spanish-Franco-English Relations Viewed From The Entrance Of Foreign Investment Funds
    by jose r. p. manso

  • 2004 Asymmetry, Persistence And Non-Linearity Of Spanish Unemployment Rates
    by Jose Maria Casado Garcia & Javier Trivez Bielsa

  • 2004 The Empirics of the Solow Growth Model: Long-Term Evidence
    by Milton Barossi-Filho & Ricardo Gonçalves Silva & Eliezer Martins Diniz

  • 2004 Proxying for Expected Returns with Price Earnings Ratios
    by Charlotte S. Hansen & Bjorn E. Tuypens

  • 2004 Long-Term Dependence Characteristics of European Stock Indices
    by CORNELIS A. LOS & JOANNA M. LIPKA

  • 2004 Static Hedging of Standard Options
    by Peter Carr & Liuren Wu

  • 2004 Non-stationarities in financial time series, the long range dependence and the IGARCH effects
    by Thomas Mikosch & Catalin Starica

  • 2004 Long range dependence effects and ARCH modelling
    by Thomas Mikosch & Catalin Starica

  • 2004 Changes of structure in financial time series and the GARCH model
    by Thomas Mikosch & Catalin Starica

  • 2004 Is it really long memory we see in financial returns?
    by Thomas Mikosch

  • 2004 Non-stationarities in stock returns
    by Catalin Starica & Clive Granger

  • 2004 Gaussian Tests of "Extremal White Noise" for Dependent, Heterogeneous, Heavy Tailed Time Series with an Application
    by Jonathan B. Hill

  • 2004 Regime-switching Vector Error Correction Model (VECM) analysis of UK meat consumption
    by Philip Kostov & John Lingard

  • 2004 Advancing the iid Test Based on Integration across the Correlation Integral: Ranges, Competition, and Power
    by Evzen Kocenda & Lubos Briatka

  • 2004 On the Small Sample Properties of Dickey Fuller and Maximum Likelihood Unit Root Tests on Discrete-Sampled Short-Term Interest Rates
    by Paulo M. M. Rodrigues & Antonio Rubia

  • 2004 Deterministic Seasonality in Dickey-Fuller Tests: Should We Care?
    by Artur C. B. da Silva Lopes

  • 2004 Asimetría, Persistencia Y No Linealidad De La Tasa De Desempleo Español
    by José María Casado García & F.Javier Trívez

  • 2004 Consistent Model Specification Tests Against Smooth Transition Alternatives
    by Jonathan B. Hill

  • 2004 A Structural Model of the Inflation Process in South Africa
    by Janine Aron & John Muellbauer & Benjamin Smit

  • 2004 A Framework for Forecasting the Components of the Consumer Price
    by Janine Aron & John Muellbauer & Coen Pretorius

  • 2004 Inflation and Endogenous Growth in Underground Economies
    by Dario Cziraky & Max Gillman

  • 2004 Modelling Stock Returns in the G-7 and in Selected CEE Economies: A Non-linear GARCH Approach
    by Balázs Égert & Yosra Koubaa

  • 2004 A Model Selection Test for Bivariate Failure-Time Data
    by Xiaohong Chen & Yanqin Fan

  • 2004 A multifactor model of stock returns with endogenous regime switching
    by Patrick Coggi & Bogdan Manescu

  • 2004 Australia-Thailand Free Trade Agreement: Challenges and Opportunities for Bilateral Trade Policy and Closer Economic Relations
    by Tran Van Hoa

  • 2004 Testing the Markov property with ultra-high frequency financial data
    by Matos, Joao Amaro de & Fernandes, Marcelo

  • 2004 An Alternative Asymptotic Analysis of Residual-Based Statistics
    by Andreou, E. & Werker, B.J.M.

  • 2004 Firm Size and Short-Term Dynamics in Aggregate Entry and Exit
    by Manjon, M.C.

  • 2004 Econometric Modelling in Blockholder Systems of Corporate Governance
    by Manjon, M.C.

  • 2004 Local Sensitivity and Diagnostic Tests
    by Magnus, J.R. & Vasnev, A.L.

  • 2004 Estimating Underlying Energy Demand Trends using UK Annual Data
    by John Dimitropoulos & Lester C Hunt & Guy Judge

  • 2004 Model Averaging and Value-at-Risk based Evaluation of Large Multi Asset Volatility Models for Risk Management
    by M. Hashem Pesaran & Paolo Zaffaroni

  • 2004 Can Long-Run Restrictions Identify Technology Shocks?
    by Christopher J. Erceg & Luca Guerrieri

  • 2004 Density Estimation and Combination under Model Ambiguity
    by Stefania D'Amico

  • 2004 Forecasting inflation: An art as well as a science!
    by Peter Vlaar & Ard den Reijer

  • 2004 New Phenomena Identified in a Stochastic Dynamic Macroeconometric Model: A Bifurcation Perspective
    by William A. Barnett & Yijun He

  • 2004 A Likelihood-Based Evaluation of the Segmented Markets Friction in Equilibrium Monetary Models
    by John Landon-Lane & Filippo Occhino

  • 2004 A Statistical Evaluation of Atmosphere-Ocean General Circulation Models: Complexity vs. Simplicity
    by Robert K. Kaufmann & David I. Stern

  • 2004 Land of Addicts? An Empirical Investigation of Habit-Based Asset Pricing Models
    by Sydney Ludvigson & Xiaohong Chen

  • 2004 Normal Mixture GARCH (1,1): Application to Exchange Rate Modelling
    by Carol Alexandra & Emese Lazar

  • 2004 Is the Currency Risk Priced in Equity Markets?
    by Francesco Giurda & Elias Tzavalis

  • 2004 A P* Model of Inflation in Puerto Rico
    by Rodríguez, Carlos A.

  • 2004 Evaluation of Dutch election programs: The impact of parameter uncertainty
    by Knoben, J. & Kerkhofs, M. & Graafland, J.J.

  • 2004 A Structural Model of the Inflation Process in South Africa
    by Janine Aron & John Muellbauer & Benjamin W. Smit

  • 2004 A Framework for Forecasting the Components of the Consumer Price Index: application to South Africa
    by Janine Aron & John Muellbauer & Coen Pretorius

  • 2004 `Weak` trends for inference and forecasting in finite samples
    by Guillaume Chevillon

  • 2004 Modelling Security Market Events in Continuous Time: Intensity Based, Multivariate Point Process Model
    by Clive Bowsher

  • 2004 Modelling inflation in the Euro Area
    by Eilev S. Jansen

  • 2004 Elements of a Theory of Design Limits to Optimal Policy
    by William A. Brock & Steven N. Durlauf

  • 2004 Assessing the Magnitude of the Concentration Parameter in a Simultaneous Equations Model
    by D. S. Poskitt & C. L. Skeels

  • 2004 Box-Cox Stochastic Volatility Models with Heavy-Tails and Correlated Errors
    by Xibin Zhang & Maxwell L. King

  • 2004 Estimating Components in Finite Mixtures and Hidden Markov Models
    by D.S. Poskitt & Jing Zhang

  • 2004 Nonlinear inflation dynamics: evidence from the UK
    by Christopher Martin & Michael Arghyrou & Costas Milas

  • 2004 Inferences for the Extremum of Quadratic Regression Models
    by Joseph G. Hirschberg & Jenny N. Lye

  • 2004 Dealing with Limited Overlap in Estimation of Average Treatment Effects
    by Richard K. Crump & V. Joseph Hotz & Guido W. Imbens & Oscar A. Mitnik

  • 2004 Oil and gas market in the UK: evidence from a cointegration approach
    by Theodore Panagiotidis & Emilie Rutledge

  • 2004 On Priors on Cointegrating Spaces
    by Rodney W. Strachan

  • 2004 Exceptions to Bartlett’s Paradox
    by Rodney W. Strachan & Herman K. van Dijk

  • 2004 The Value of Structural Information in the VAR Model
    by Rodney W. Strachan & Herman K. van Dijk

  • 2004 Bayesian Model Selection with an Uninformative Prior
    by Rodney W. Strachan & Herman K. van Dijk

  • 2004 In-Work Policies in Europe: Killing Two Birds with One Stone?
    by Bargain, Olivier & Orsini, Kristian

  • 2004 In-Work Policies in Europe: Killing Two Birds with One Stone?
    by Bargain, Olivier & Orsini, Kristian

  • 2004 Unemployment in the OECD: Models and Mysteries
    by Junankar, Pramod N. (Raja) & Madsen, Jakob B.

  • 2004 Unemployment in the OECD: Models and Mysteries
    by Junankar, P. N. (Raja) & Madsen, Jakob B.

  • 2004 Real Time Econometrics
    by Pesaran, M. Hashem & Timmermann, Allan

  • 2004 Real Time Econometrics
    by Pesaran, M. Hashem & Timmermann, Allan

  • 2004 Estimating The Probability Of Informed Trading: Further Evidence From An Order-Driven Market
    by David Abad & Antonio Rubia

  • 2004 Counts With An Endogenous Binary Regressor: A Series Expansion Approach
    by Andrés Romeu & Marcos Vera-Hernández

  • 2004 On The Small Sample Properties Of Dickey Fuller And Maximum Likelihood Unit Root Tests On Discrete-Sampled Short-Term Interest Rates
    by Paulo M.M. Rodrigues & Antonio Rubia

  • 2004 Vector-Autoregression Approach to Forecast Italian Imports
    by Carmine Pappalardo & Gianfranco Piras

  • 2004 Does trading volume really explain stock returns volatility?
    by Thierry Ané & Loredana Ureche-Rangau

  • 2004 Factor Demand and Market Power
    by Sjöström, Magnus

  • 2004 A Bayesian Approach to Modelling Graphical Vector Autoregressions
    by Corander, Jukka & Villani, Mattias

  • 2004 A smooth permanent surge process
    by González Gómez, Andrés

  • 2004 Evaluating exponential GARCH models
    by Malmsten, Hans

  • 2004 Evaluating models of autoregressive conditional duration
    by Meitz, Mika & Teräsvirta, Timo

  • 2004 Inflation dynamics in the euro area and the role of expectations: further results
    by Paloviita , Maritta

  • 2004 A flexible prior distribution for Markov switching autoregressions with Student-t errors
    by Deschamps, Philippe J.

  • 2004 Some Statistical Pitfalls In Copula Modeling For Financial Applications
    by Jean-David FERMANIAN & Olivier SCAILLET

  • 2004 Binary models with misclassification in the variable of interest
    by Esmeralda Ramalho

  • 2004 Covariate Measurement Error in Endogenous Stratified Samples
    by Esmeralda Ramalho

  • 2004 Competition, the Lisbon Strategy and the Euro
    by Anindya Banerjee & Bill Russell

  • 2004 Valuing structure, model uncertainty and model averaging in vector autoregressive processes
    by Strachan, R.W. & van Dijk, H.K.

  • 2004 Testing for causality in variance using multivariate GARCH models
    by Hafner, C.M. & Herwartz, H.

  • 2004 Improper priors with well defined Bayes Factors
    by Strachan, R.W. & van Dijk, H.K.

  • 2004 Estimation and testing of dynamic models with generalised hyperbolic innovations
    by Javier F. Mencia & Enrique Sentana

  • 2004 Simple tests for models of dependence between multiple financial time series, with applications to U.S. equity returns and exchange rates
    by Xiaohong Chen & Yanqin Fan & Andrew J. Patton

  • 2004 Market Price of Risk Specifications for Affine Models: Theory and Evidence
    by Patrick Cheridito & Damir Filipovic

  • 2004 The empirical relevance of the New Keynesian Phillips curve
    by Ragnar Nymoen & Gunnar Bardsen & Eilev S. Jansen

  • 2004 Properties of Optimal Forecasts
    by Allan Timmermann & Andrew J. Patton

  • 2004 Interpreting Permanent and Transitory Shocks to Output When Aggregate Demand May Not Be Neutral in the Long-run
    by John Keating

  • 2004 Efficient Semiparametric Estimation of Quantile Treatment Effects
    by Sergio Firpo

  • 2004 The Value of Structural Information in the VAR Model
    by Rodney W. Strachan & Herman K. van Dijk

  • 2004 Consistent LM-Tests for Linearity Against Compound Smooth Transition Alternatives
    by Jonathan B. Hill

  • 2004 The New Keynesian Phillips Curve: An empirical assessment
    by Florian PELGRIN & Alain GUAY & Richard LUGER

  • 2004 Smooth Test Of Density Forecast Evaluation With Independent And Serially Dependent Data
    by Aurobindo Ghosh & Anil K. Bera

  • 2004 Bootstrapping the HEGY Seasonal Unit Root Tests
    by Robert Taylor & Peter Burridge

  • 2004 Bagging Time Series Models
    by Lutz Kilian & Atsushi Inoue

  • 2004 Using additional information in estimating output gap in Peru: a multivariate unobserved component approach
    by Gonzalo Llosa/Shirley Miller

  • 2004 La demanda de dinero en Uruguay: 1980.1-2002.4
    by Elizabeth Bucacos & Gerardo Licandro

  • 2004 Legitimacy, Local Participation, and Compliance in the Galapagos Marine Reserve
    by Carlos Chavez & César Viteri

  • 2004 Forecasting Value-at-Risk Using the Markov-Switching ARCH Model
    by Wei-Ting Tang & Yin-Feng Gau

  • 2004 Structural Error Correction Model: A Bayesian Perspective
    by Chew Lian Chua & Peter Summers

  • 2004 Testing for Nonlinearity in Mean in the Presence of Heteroskedasticity
    by Stan Hurn

  • 2004 A Smooth Test for Density Forecast Evaluation
    by Aurobindo Ghosh & Anil K. Bera

  • 2004 Sensitivity of OLS estimates against ARFIMA error process as small sample Test for long memory
    by Anurag Banerjee

  • 2004 Are There Any Class Size Effects on Early Career Earnings in West Germany?
    by Hans J. Baumgartner

  • 2004 Growth and Inflation Forecasts for Germany: An Assessment of Accuracy and Dispersion
    by Jörg Döpke & Ulrich Fritsche

  • 2004 Discrete Choice Labor Supply: Conditional Logit vs. Random Coefficient Models
    by Peter Haan

  • 2004 La volatilité des prix des matières premières
    by Lautier, Delphine & Simon, Yves

  • 2004 A Structural Model of the Inflation Process in South Africa
    by Janine Aron & John Muellbauer & B. Smit

  • 2004 A Framework for Forecasting the Components of the Consumer Price Index: application to South Africa
    by Janine Aron & John Muellbauer & Coen Pretorius

  • 2004 Innovation Complimentarity and Scale of Production
    by Miravete, Eugenio J & Pernías, Jose C

  • 2004 Real Time Econometrics
    by Pesaran, M Hashem & Timmermann, Allan G

  • 2004 Bagging Time Series Models
    by Inoue, Atsushi & Kilian, Lutz

  • 2004 A full heteroscedastic one-way error components model allowing for unbalanced panel : Pseudo-maximum likelihood estimation and specification testing
    by LEJEUNE, Bernard

  • 2004 Los ciclos ganaderos en Colombia, 1950--2001
    by Gerson Javier Pérez V

  • 2004 Estimation And Testing Of Dynamic Models With Generalised Hyperbolic Innovations
    by Francisco Javier Mencía & Enrique Sentana

  • 2004 Advancing the iid Test Based on Integration across the Correlation Integral: Ranges, Competition, and Power
    by Evzen Kocenda & Lubos Briatka

  • 2004 An Empirical Investigation of Biased Survey Data and an Attempted Cure
    by James E. Prieger

  • 2004 ‘Real Time Econometrics’
    by Pesaran, M.H. & Timmermann, A.

  • 2004 A Simple Test for the Absence of Covariate Dependence in Duration Models
    by Bhattacharjee, A.

  • 2004 Testing for Long-Run PPP in a System Context: Evidence for the US, Germany and Japan
    by Dimitrios Sideris

  • 2004 Modelling inflation in the Euro Area
    by Eilev S. Jansen

  • 2004 Incorporating Labour Market Frictions into an Optimising-Based Monetary Policy Model
    by Moyen, S. & Sahuc, J-G.

  • 2004 Analysis of Optimal Bids in the Primary Auction of Mexican Federal Government Bonds: Results of a Structural Econometric Modeling Approach
    by Sara Gabriela Castellanos Pascacio & Marco Oviedo

  • 2004 Aggregation bias in macro models: does it matter foir the euro area?
    by Libero Monteforte

  • 2004 Business cycle non-linearities and productivity shocks
    by Paolo Piselli

  • 2004 Structural Change and Forecasting Long-Run Energy Prices
    by Jean-Thomas Bernard & Lynda Khalaf & Maral Kichian

  • 2004 The U.S. New Keynesian Phillips Curve: An Empirical Assessment
    by Alain Guay & Florian Pelgrin

  • 2004 Exact Tests of Equal Forecast Accuracy with an Application to the Term Structure of Interest Rates
    by Richard Luger

  • 2004 Estimating New Keynesian Phillips Curves Using Exact Methods
    by Lynda Khalaf & Maral Kichian

  • 2004 O Papel Da Oferta De Trabalho No Comportamento Dos Retornos À Educação No Brasil
    by Alexandre Augusto Seijas de Andrade & Naércio Aquino Menezes-Filho

  • 2004 Monetary Policy And External Vulnerability In Brazil
    by Carlos Fernando Lagrota R. Lopes

  • 2004 Identificando Bolhas Especulativas Racionais No Ibovespa (Pós-Plano Real), A Partir De Regimes Markovianos De Conversão
    by Diógenes Manoel Leiva Martin & Herbert Kimura & Wilson Toshiro Nakamura & Eduardo Kazuo Kayo

  • 2004 Country pair-correlations as a measure of financial integration: the case of the Euro equity markets
    by Manuela CROCI

  • 2004 Seasonal Unit Root Testing Based on the Temporal Aggregation of Seasonal Cycles
    by Gabriel Pons Rotger

  • 2004 Sample Selection in Models of Academic Performance
    by Matthew J. Cushing & Mary G. McGarvey

  • 2004 Curva de rendimientos y crecimiento de la producción real en la UEM: eficiencia y estabilidad predictiva./Yield Curve and Real Output Growth in the EMU: Efficiency and Predictive Stability
    by DUARTE, A. & VENETIS, I. & PAYÁ, I.

  • 2004 20 años de modelos ARCH: una visión de conjunto de las distintas variantes de la familia/20 Years of Arch Modelling: a Survey of Different Models in the Family
    by DE ARCE BORDA, R.

  • 2004 Habit Formation And Precautionary Saving: Evidence From The Korean Household Panel Studies
    by Wooheon Rhee

  • 2004 Usos y limitaciones de los procesos estocásticos en el tratamiento de distribuciones de rendimientos con colas gordas
    by José Carlos Ramirez Sánchez

  • 2004 The Applied Econometrics: Theory and Praxis (Roman Hušek and Jan Pelikán) (in Czech)
    by Jan Kodera

  • 2004 Size Matters: The Standard Error of Regressions in the American Economic Review
    by Stephen T. Ziliak & Deirdre N. McCloskey

  • 2004 A Comparison of Causality Tests Applied to the Bilateral Relationship between Consumption and GDP in the USA and Mexico
    by Guisan, M.Carmen

  • 2004 Dynamic Relations Between Macroeconomic Factors and the Jordanian Stock Market
    by Al-Sharkas, A.A.

  • 2004 Cuenta Corriente Yrestriccion Presupuestaria Intertemporal: Un Contraste De La Viabilidaddel Financieamientoexterno
    by JUAN CARLOS VARGASBERDUGO

  • 2004 What makes reforms likely: Political economy determinants of reforms in Latin America
    by Eduardo Lora & Mauricio Olivera

  • 2004 Evolution and structure of unemployment in the metropolitan area of Cali 1988-1998. Does the unemployment rate present hysteresis?
    by Carlos Castellar & Jose Ignacio Uribe

  • 2004 Output Variability and Economic Growth: the Japanese Case
    by Stilianos Fountas & Menelaos Karanasos & Alfonso Mendoza

  • 2004 Cuenta corriente y restricción presupuestaria intertemporal: un contraste de la viabilidad del financiamiento externo
    by Juan Carlos Vargas Berdugo

  • 2004 Sobre los efectos de la política monetaria en Colombia
    by Luis F. Melo & Álvaro Riascos

  • 2004 Economic Aspects of the Appraisal and Selection of Engineering Projects
    by Nadya Marinova

  • 2004 Models for Optimization Logistic Decisions (On The Example of the Bulgarian Army)
    by Vania Banabakova

  • 2004 Identificando Bolhas Especulativas Racionais no IBOVESPA (Pós-Plano Real), a partir de Regimes Markovianos de Conversão
    by Diógenes Manoel Leiva Martin & Eduardo Kazuo Kayo & Herbert Kimura & Wilson Toshiro Nakamura

  • 2003 Estimating nonlinear dynamic economies: A likelihood approach
    by Jesus Fernandez-Villaverde & Juan Rubio-Ramirez

  • 2003 Adaptive Learning, Model Uncertainty and Monetary Policy Inertia in a Large Information Environment
    by Fabio Milani

  • 2003 Asymptotic Principal Components Estimation of Large Factor Models
    by Victor Solo & Chris Heaton

  • 2003 A time series model for an exchange rate in a target zone with applications
    by Lundbergh, Stefan & Teräsvirta, Timo

  • 2003 Structural Change and Small-Sample Inference in a Long-Run Structural Var Model of UK Aggregate Demand
    by Dimitrios Papaikonomou

  • 2003 The Connection of Stock Markets Between Germany and the USA: New Evidence From a Co-integration Study
    by Eberts, Elke

  • 2003 Exchange and Interest Rates prior to EMU: The Case of Greece
    by Antzoulatos, Angelos A. & Wilfling, Bernd

  • 2003 Measuring the Discriminative Power of Rating Systems
    by Engelmann, Bernd & Hayden, Evelyn & Tasche, Dirk

  • 2003 The Forecasting Performance of German Stock Option Densities
    by Keller, Joachim & Glatzer, Ernst & Craig, Ben R. & Scheicher, Martin

  • 2003 Spatial Analysis Of Employment And Population Density: The Case Of The Agglomeration Of Dijon, 1999
    by Catherine Baumont & Cem Ertur & Julie Le Gallo

  • 2003 Modelling the misalignments of the Dollar-Sterling real exchange rate: a nonlinear cointegration perspective
    by Slim CHAOUACHI & Gilles DUFRENOT & Val=E9rie MIGNON

  • 2003 Are There Any Class Size Effects On Early Career Earnings In West Germany?
    by Hans J. Baumgartner

  • 2003 Tests of Conditional Predictive Ability
    by Raffaella Giacomini & Halbert White

  • 2003 Should Stock Market Indexes Time Varying Correlations Be Taken Into Account? A Conditional Variance Multivariate Approach
    by Ryan SULEIMANN

  • 2003 New Technology Stock Market Indexes Contagion: A VAR-dccMVGARCH Approach
    by Ryan SULEIMANN

  • 2003 The Contagion Effect Between the Volatilities of the NASDAQ-100 and the IT.CA :A Univariate and A Bivariate Switching Approach
    by Ryan SULEIMANN

  • 2003 Testing for Unit Roots: Mexico's GDP
    by Alejandro Diaz-Bautista & Ramon A. Castillo Ponce

  • 2003 The P* model as a general identity to analyze and forecast the behavior of the inflation rate in the economy of Puerto Rico
    by Carlos A. Rodríguez Ramos

  • 2003 An Alternative to the BDS Test: Integration Across The Correlation Integral
    by Evzen Kocenda

  • 2003 An efficiency analysis of banking systems: a comparison of European and United States large commercial banks using different functional forms
    by Bernardo Maggi & Stefania P. S. Rossi

  • 2003 Some Finite Sample Results On Testing For Granger Noncausality
    by Judith A. Clarke & Sadaf Mirza

  • 2003 Estimating the Probability of Informed Trading - Does Trade Misclassification Matter?
    by Joachim Grammig & Erik Theissen

  • 2003 Using composite estimators to improve both domain and total area estimation
    by Àlex Costa & Albert Satorra & Eva Ventura

  • 2003 Stepwise multiple testing as formalized data snooping
    by Joseph P. Romano & Michael Wolf

  • 2003 An empirical evaluation of small area estimators
    by Àlex Costa & Albert Satorra & Eva Ventura

  • 2003 New Asian Regionalism: Evidence of ASEAN+3 Free Trade Agreement From Extended Gravity Theory and New Modelling Approach
    by Tran Van Hoa

  • 2003 Growth of Asian Regional Trade and Income Convergence: Evidence from ASEAN+3 Based on Extended Helpman-Krugman Hypothesis and Flexible Modelling Approach
    by Tran Van Hoa

  • 2003 Fractional Integration and the Dynamics of UK Unemployment
    by Luis A. Gil-Alana & S.G. Brian Henry

  • 2003 A Simple Asymptotic Analysis of Residual-Based Statistics
    by Andreou, E. & Werker, B.J.M.

  • 2003 Validity of Discrete-Choice Experiments - Evidence for Health Risk Reduction
    by Harry Telser & Peter Zweifel

  • 2003 Growth and Inequality: Model Evaluation Based on an Estimation-Calibration Strategy
    by Hyeok Jeong & Robert M. Townsend

  • 2003 A Test for Comparing Multiple Misspecified Conditional Distributions
    by Valentina Corradi & Norman R. Swanson

  • 2003 Regional differences in small firm development: the case of Poland
    by Mulhern, Alan

  • 2003 Regional Development of Small Firms in Poland
    by Ghatak, Subrata & Mulhern, Alan & Stewart, Chris

  • 2003 Identifying growth characteristics in the Polish small firm stratum
    by Mulhern, Alan

  • 2003 Symmetric Normal Mixture GARCH
    by Carol Alexandra & Emese Lazar

  • 2003 Optimal f and Portfolio Return Optimisation in US Futures Markets
    by John Anderson & Robert W Faff

  • 2003 Non-Nested Models and the Likelihood Ratio Statistic: A Comparison of Simulation and Bootstrap Based Tests
    by George Kapetanios & Melvyn Weeks

  • 2003 Nonlinearities over the Business Cycle: an Application of the Smooth Transition Autoregressive Model to characterize GDP dynamics for the Euro-area and Portugal
    by Francisco Craveiro Dias

  • 2003 Test de l’effet de stabilisation automatique par la modélisation SVAR sans contrainte de long terme
    by Ghassan, Hassan B.

  • 2003 A Range-Based GARCH Model for Forecasting Volatility
    by Mapa, Dennis S.

  • 2003 Indicator Models of Real GDP Growth in Selected OECD Countries
    by Franck Sédillot & Nigel Pain

  • 2003 Can population projections be used for sensitivity tests on policy models?
    by John Bryant

  • 2003 Modelling structural change: the case of New Zealand
    by Olivier Basdevant & David Hargreaves

  • 2003 Modelling Security Market Events in Continuous Time: Intensity Based, Multivariate Point Process Models
    by Clive G. Bowsher

  • 2003 Empirical Information Criteria for Time Series Forecasting Model Selection
    by Md B. Billah & R.J. Hyndman & A.B. Koehler

  • 2003 Estimation of Asymmetric Box-Cox Stochastic Volatility Models Using MCMC Simulation
    by Xibin Zhang & Maxwell L. King

  • 2003 Employer Learning and Schooling-Related Statistical Discrimination in Britain
    by Galindo-Rueda, Fernando

  • 2003 Employer Learning and Schooling-Related Statistical Discrimination in Britain
    by Galindo-Rueda, Fernando

  • 2003 Forecasting The Conditional Covariance Matrix Of A Portfolio Under Long-Run Temporal Dependence
    by Antonio Rubia Serrano & Trino-Manuel Ñíguez

  • 2003 Volatility And Var Forecasting For The Ibex-35 Stock-Return Index Using Figarch-Type Processes And Different Evaluation Criteria
    by Trino-Manuel Ñíguez

  • 2003 Monetary Policy Shocks and Business Cycle Fluctuations in a Small Open Economy: Sweden 1986-2002
    by Lindé, Jesper

  • 2003 Testing the New Keynesian Phillips curve
    by Bårdsen, Gunnar & Jansen, Eilev S. & Nymoen, Ragnar

  • 2003 Testing constancy of the error covariance matrix in vector models
    by Eklund, Bruno & Teräsvirta, Timo

  • 2003 A nonlinear alternative to the unit root hypothesis
    by Eklund, Bruno

  • 2003 Testing the unit root hypothesis against the logistic smooth transition autoregressive model
    by Eklund, Bruno

  • 2003 Choosing Factors in a Multifactor Asset Pricing Model: A Bayesian Approach
    by Ericsson, Johan & Karlsson, Sune

  • 2003 Maximum Likelihood Ratio based small-sample tests for random coefficients in linear regression
    by Petzold, Max & Jonsson, Robert

  • 2003 Efficiency losses in milk marketing boards – the importance of exports
    by Brunstad, Rolf Jens & Gaasland, Ivar

  • 2003 STAR-GARCH Models for Stock Market Interactions in the Pacific Basin Region, Japan and US
    by Giorgio Busetti & Matteo Manera

  • 2003 The value of structural information in the VAR model
    by Strachan, R.W. & van Dijk, H.K.

  • 2003 Selecting a Nonlinear Time Series Model using Weighted Tests of Equal Forecast Accuracy
    by van Dijk, D.J.C. & Franses, Ph.H.B.F.

  • 2003 The P* model as a general identity to analyze and forecast the behavior of the inflation rate in the economy of Puerto Rico
    by Carlos A. Rodríguez Ramos

  • 2003 Employer Learning and Schooling-Related Statistical Discrimination in Britain
    by Galindo-Rueda, Fernando

  • 2003 Some million thresholds: Nonlinearity and cross-country growth regressions
    by Cuaresma, Jesus Crespo

  • 2003 Does the Purchasing Power Parity Hold in Emerging Markets? Evidence from Black Market Exchange Rates
    by Cerrato, Mario & Nicholas Sarantis

  • 2003 The Effect of Skill shortages on Unemployment and Real Wage Growth: A Simultaneous Equation Approach
    by Wallis, Gavin

  • 2003 US Monetary Policy Rules: the Case for Asymmetric Preferences
    by Surico, Paolo

  • 2003 Causality Tests, Interdependence and Model Selection: Aplication to OECD countries 1960-97
    by Guisan, M.Carmen

  • 2003 Recursive Predictability Tests for Real-Time Data
    by Rossi, Barbara & Inoue, Atsushi

  • 2003 Forecasting Inflation in the Netherlands and the Euro Area
    by A.H.J. den Reijer & P.J.G. Vlaar

  • 2003 Forecasting inflation: An art as well as a science!
    by P.J.G. Vlaar & A.H.J. den Reijer

  • 2003 On the Empirical Content of Quantal Response Equilibrium
    by Philip A. Haile & Ali Hortacsu & Grigory Kosenok

  • 2003 End-of-Sample Cointegration Breakdown Tests
    by Donald W.K. Andrews & Jae-Young Kim

  • 2003 Properties of Optimal Forecasts
    by Patton, Andrew J & Timmermann, Allan G

  • 2003 On the Selection of Forecasting Models
    by Inoue, Atsushi & Kilian, Lutz

  • 2003 Market risk in commodity markets: a VaR approach
    by GIOT, Pierre & LAURENT, Sébastien

  • 2003 Real-Time Tests of the Leading Economic Index: Do Changes in the Index Composition Matter?
    by Robert H. McGuckin & Ataman Ozyildirim

  • 2003 Non-nested Models and the likelihood Ratio Statistic: A Comparison of Simulation and Bootstrap-based Tests
    by Kapetanios, G. & Weeks, M.

  • 2003 Changes in Financial Structure and Asset Price Substitutability: A Test of the Bank Lending Channel
    by Sophocles N. Brissimis & Nicholas S. Magginas

  • 2003 Evaluation and Combination of Conditional Quantile Forecasts
    by Raffaella Giacomini & Ivana Komunjer

  • 2003 Long-Memory Forecasting of U.S. Monetary Indices
    by John Barkoulas & Christopher F. Baum

  • 2003 Stepwise Multiple Testing as Formalized Data Snooping
    by Joseph P. Romano & Michael Wolf

  • 2003 What is this thing called confidence? A comparative analysis of consumer confidence indices in eight major countries
    by Roberto Golinelli & Giuseppe Parigi

  • 2003 Testing the Stability of the Canadian Phillips Curve Using Exact Methods
    by Lynda Khalaf & Maral Kichian

  • 2003 The Canadian Phillips Curve and Regime Shifting
    by Frédérick Demers

  • 2003 A Stochastic Simulation Framework for the Government of Canada's Debt Strategy
    by David Jamieson Bolder

  • 2003 Are One Factor Logarithmic Volatility Models Useful to Fit the Features of Financial Data? An Application to Microsoft Data
    by Maria Helena Lopes Moreira da Veiga

  • 2003 An empirical analysis of international equity market co-movements: implications for informational efficiency
    by Manuela CROCI

  • 2003 Modeling the Demand for Currency Issued in Turkey
    by Ozge Akinci

  • 2003 Can pro-natalist policy be effective?
    by Marek Loužek

  • 2003 Makroelemzők inflációs várakozásai Magyarországon
    by Krekó, Judit & Vonnák, Balázs

  • 2003 Evaluation Of Equity Mutual Funds’ Performance Using A Multicriteria Methodology
    by K. Pendaraki & C. Zopounidis

  • 2003 Capital Flight In The 1990s – Lessons From E. Europe
    by Angelos A. Antzoulatos & Theodosios Sampaniotis

  • 2003 An International Comparison Of Long-Run Consumer Behaviour
    by Chris Stewart

  • 2003 Trade Policy and its Impact On Economic Growth: The Chilean Experience in the Period of 1960 to 1998
    by Nowak-Lehmann D., Felicitas

  • 2003 Implications des chocs communs et specifiques pour le federalisme budgetaire europeen
    by Alexis Garatti

  • 2002 Modelling Daily Value-at-Risk Using Realized Volatility and ARCH Type Models
    by Pierre Giot & Sébastien Laurent

  • 2002 A New Class of Multivariate skew Densities, with Application to GARCH Models
    by Luc Bauwens & Sébastien Laurent

  • 2002 Exact Testing of the Stability of the Phillips Curve
    by Lynda Khalaf & Maral Kichian

  • 2002 Two-Step Estimation of Discrete/Continuous Econometric Models with Interdependent Multinomial Choices
    by Denis Bolduc & Dimitri Sanga

  • 2002 Modeling and forecasting Brazilian industrial production: unit roots, seasonality and non-linearity
    by Filipe R. Campante & Luciano Vereda & Marcelo C. Medeiros

  • 2002 Structural Change Testing in Stochastic Volatility Models
    by J. del Hoyo & J.-Guillermo Llorente

  • 2002 The UK Personal Sector Demand for Risky Money
    by Binner, Jane & Elger, Thomas

  • 2002 A Monte Carlo Study on the Pitfalls in Determining Deterministic Components in Cointegrating Models
    by Hjelm, Göran & Johansson, Martin W

  • 2002 Testing parameter constancy in stationary vector autoregressive models against continuous change
    by He, Changli & Teräsvirta, Timo & González, Andres

  • 2002 EUROMON-Scenarios for the Euro Area Economy
    by P.J.A. van Els & S.G. Grob

  • 2002 Forecasting economic activity in Germany: how useful are sentiment indicators?
    by Schröder, Michael & Hüfner, Felix P.

  • 2002 The persistence and asymmetry of time-varying correlations
    by Baur, Dirk

  • 2002 Monitoring structural change in dynamic econometric models
    by Zeileis, Achim & Leisch, Friedrich & Kleiber, Christian & Hornik, Kurt

  • 2002 Testing the diffusion coefficient
    by Kleinow, Torsten

  • 2002 Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form
    by Kilian, Lutz & Gonçalves, Sílvia

  • 2002 Evaluating Density Forecasts with an Application to Stock Market Returns
    by Raunig, Burkhard & de Raaij, Gabriela

  • 2002 The Empirical Performance of Option Based Densities of Foreign Exchange
    by Keller, Joachim G. & Craig, Ben R.

  • 2002 Comparing the Predictive Information Content of College Football Rankings
    by Ray C. Fair & John F. Oster

  • 2002 Canadian Money Demand Functions Cointegration¨CRank Stability
    by Alfred A. Haug

  • 2002 Modeling electricity loads in California: ARMA models with hyperbolic noise
    by Joanna Nowicka-Zagrajek & Rafal Weron

  • 2002 Specification Searches in Spatial Econometrics: The Relevance of Hendry's Methodology
    by Raymond J.G.M. Florax & Hendrik Folmer & Sergio J. Rey

  • 2002 Uncovering Policy Makers' Loss Function
    by Paolo Surico

  • 2002 Labor-Supply Shifts and Economic Fluctuations
    by Yongsung Chang & Frank Schorfheide

  • 2002 Learning by Doing as a Propagation Mechanism
    by Yongsung Chang & Joao Gomes & Frank Schorfheide

  • 2002 Information, Alternative Markets, and Security Price Processes: A Survey of Literature
    by Rafiqul Bhuyan

  • 2002 What Type of Process Underlies Options? A Simple Robust Test
    by Peter Carr & Liuren Wu

  • 2002 Some million thresholds: Nonlinearity and cross-country growth regressions
    by Jesús Crespo Cuaresma

  • 2002 On the Futility of Testing the Error Term Assumptions in a Spurious Regression
    by David E. A. Giles

  • 2002 Evaluating Density Forecasts via the Copula Approach
    by Xiaohong Chen & Yanqin Fan

  • 2002 Structural Breaks and Diversification: The Impact of the 1997 Asian Financial Crisis on the Integration of Asia-Pacific Real Estate Markets
    by Pat Wilson & Ralf Zurbruegg & Richard Gerlach

  • 2002 A Score Test for Discreteness in GARCH Models
    by Henrik Amilon

  • 2002 A Comparison of Marginal Likelihood Computation Methods
    by Charles S. Bos

  • 2002 Detecting Serial Dependence in Tail Events
    by Cees Diks

  • 2002 The Empirical Economic Growth Literature
    by Raymond J.G.M. Florax & Henri L.F. de Groot & Reinout Heijungs

  • 2002 International Real Business Cycles: A comparison of competing models using likelihood techniques
    by Joann Bangs & John Landon-Lane

  • 2002 International Real Business Cycles and Increasing Returns to Scale: A Formal Analysis using Likelihood Methods
    by John Landon-Lane & Joann Bangs

  • 2002 Evaluating Dynamic Stochastic General Equilibrium Models using Likelihood
    by John Landon-Lane

  • 2002 Identifying potential fast growth firms in the Polish small firm stratum
    by Mulhern, Alan & Ghatak, Subrata

  • 2002 Polish small firms: structure, expectations and optimism
    by Ghatak, Subrata & Mulhern, Alan

  • 2002 Building Neural Network Models for Time Series: A Statistical Approach
    by Marcelo C. Medeiros & Timo Terasvirta & Gianluigi Rech

  • 2002 Evaluating the performance of GARCH models using White´s Reality Check
    by Leonardo Souza & Alvaro Veiga & Marcelo C. Medeiros

  • 2002 Augoregressive Conditional Kurtosis
    by Chris Brooks & Simon P. Burke & Gita Persand

  • 2002 Time-Varying Market, Interest Rate and Exchange Rate Risk in Australian Bank Portfolio Stock Returns: A Garch-M Approach
    by Susan Ryan & Andrew C. Worthington

  • 2002 Modeling the Macro-Economy of Bangladesh
    by Lord, Montague J.

  • 2002 The Aggregate Consumption Puzzle In Singapore
    by Tilak ABEYSINGHE & CHOY Keen Meng

  • 2002 The Empirical (ir)Relevance of the New Keynesian Phillips Curve
    by Gunnar Bårdsen & Eilev S. Jansen & Ragnar Nymoen

  • 2002 A smooth-transition model of the Australian unemployment rate
    by Gunnar Bårdsen & Stan Hurn & Zoë McHugh

  • 2002 Residual-based tests for cointegration and multiple regime shifts
    by Vasco J. Gabriel & Martin Sola & Zacharias Psaradakis

  • 2002 Bayesian Estimation of a Stochastic Volatility Model Using Option and Spot Prices
    by C.S. Forbes & G.M. Martin & J. Wright

  • 2002 Influence Diagnostics in GARCH Processes
    by Xibin Zhang & Maxwell L. King

  • 2002 A Class of Nonlinear Stochastic Volatility Models and Its Implications on Pricing Currency Options
    by Jun Yu & Zhenlin Yang & Xibin Zhang

  • 2002 Parametric Pricing of Higher Order Moments in S&P500 Options
    by G.C. Lim & G.M. Martin & V.L. Martin

  • 2002 Macroeconomic instability, capital accumulation and growth: The case of Turkey 1963-1999
    by Mustafa Ismihan & Kivilcim Metin-Özcan & Aysit Tansel

  • 2002 Analyzing I(2) Systems by Transformed Vector Autoregressions
    by Hans Christian Kongsted & Heino Bohn Nielsen

  • 2002 Testing the Nominal-to-Real Transformation
    by Hans Christian Kongsted

  • 2002 Tail-Dependence in Stock-Return Pairs
    by Fortin, Ines & Kuzmics, Christoph

  • 2002 Finding Good Predictors for Inflation: A Bayesian Model Averaging Approach
    by Jacobson, Tor & Karlsson, Sune

  • 2002 Regime Switches in Swedish Interest Rates
    by Erlandsson, Ulf

  • 2002 Building neural network models for time series: A statistical approach
    by Medeiros, Marcelo C. & Teräsvirta, Timo & Rech, Gianluigi

  • 2002 Inflation dynamics in the euro area and the role of expectations
    by Paloviita , Maritta

  • 2002 Inflation Differentials before and after the EMU
    by Giovanni Arese-Visconti

  • 2002 A Note on Ending Inventory Valuation in Multiperiod Production Scheduling
    by van den Heuvel, W. & Wagelmans, A.P.M.

  • 2002 The impact of wealth on consumption and retirement behaviour in the UK
    by David Blake

  • 2002 State-of-art on PLS Path Modeling through the available software
    by TENENHAUS, Michel & CHATELIN, Yves-Marie & ESPOSITO VINZI, Vincenzo

  • 2002 Causalidad y cointegracion en modelos econometricos: Aplicaciones a los paises de la OCDE y limitaciones de los tests de cointegracion
    by Guisan, M.Carmen

  • 2002 Optimal Tests for Nested Model Selection with Underlying Parameter Instability
    by Rossi, Barbara

  • 2002 Alternative Models for Stock Price Dynamic
    by Chernov, Mikhail & Gallant, A. Ronald & Ghysels, Eric & Tauchen, George

  • 2002 Alternative Measures of the Explanatory Power of Multivariate Probit Models with Continuous or Ordinal Responses
    by Martin Spieß & Gerhard Tutz

  • 2002 German Exports to the Euro Area
    by Sabine Stephan

  • 2002 Appréciation économétrique de la solvabilité des sociétés d'assurance non-vie
    by Hsini, Ridha

  • 2002 Testing for a New Economy in the 1990s
    by Ray C. Fair

  • 2002 College Football Rankings and Market Efficiency
    by Ray C. Fair & John F. Oster

  • 2002 End-of-Sample Instability Tests
    by Donald W.K. Andrews

  • 2002 Consistent Testing for Stochastic Dominance: A Subsampling Approach
    by Oliver Linton & Esfandiar Maasoumi & Whang, Yoon-Jae

  • 2002 Wavelets in Economics and Finance: Past and Future
    by Ramsey, J.B.

  • 2002 VARs, Common Factors and the Empirical Validation of Equilibrium Business Cycle Models
    by Giannone, Domenico & Reichlin, Lucrezia & Sala, Luca

  • 2002 In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use?
    by Inoue, Atsushi & Kilian, Lutz

  • 2002 Learning by Doing as a Propagation Mechanism
    by Chang, Yongsung & Gomes, Joao F & Schorfheide, Frank

  • 2002 An Evaluation Framework for Alternative VaR Models
    by Bams, Dennis & Lehnert, Thorsten & Wolff, Christian C

  • 2002 Factor Forecasts for the UK
    by Artis, Michael J & Banerjee, Anindya & Marcellino, Massimiliano

  • 2002 Bubbles and long-range dependence in asset prices volatilities
    by KIRMAN, Alan & TEYSSIÈRE, Gilles

  • 2002 The information content of implied volatility in agricultural commodity markets
    by GIOT, Pierre

  • 2002 A diagnostic m-test for distributional specification of parametric conditional heteroscedasticity models for financial data
    by LEJEUNE, Bernard

  • 2002 A new class of multivariate skew densities, with application to GARCH models
    by BAUWENS, Luc & LAURENT, Sébastien

  • 2002 Analytic Evaluation of Volatility Forecasts
    by Torben G. Andersen & Tim Bollerslev & Nour Meddahi

  • 2002 Alternative Models for Stock Price Dynamics
    by Mikhail Chernov & A. Ronald Gallant & Eric Ghysels & George Tauchen

  • 2002 Testing for Drift in a Time Series
    by Busettti, F. & Harvey, A.

  • 2002 Generalised Mean-Variance Analysis and Robust Portfolio Diversification
    by Wright, S.M. & Satchell, S.E.

  • 2002 Estimating the Probability of Informed Trading - Does Trade Misclassification Matter?
    by Joachim Grammig & Erik Theissen

  • 2002 Comparing Density Forecasts via Weighted Likelihood Ratio Tests: Asymptotic and Bootstrap Methods
    by Raffaella Giacomini

  • 2002 Macroeconomic Instability, Capital Accumulation and Growth : The Case of Turkey 1963-1999
    by Mustafa Ismihan & Aysit Tansel & Kivilcim Metin-Ozcan

  • 2002 Evaluating the Quarterly Projection Model: A Preliminary Investigation
    by Robert Amano1 & Kim McPhail & Hope Pioro & Andrew Rennison

  • 2002 Herramientas estadisticas para el estudio de perfiles de riesgo
    by Eva Boj del Val & M. Mercedes Claramunt Bielsa & Jose Fortiana Gregori

  • 2002 Sensitivity of Simulation Results to Competing SAM Updates
    by M. Alejandro Cardenete & Ferran Sancho

  • 2002 Hausman Tests for Inefficient Estimators: Application to Demand for Health Care Service (revised)
    by Michael Creel

  • 2002 Weak exogeneity in partially nonstationary models
    by Antonio Aznar & Manuel Salvador

  • 2002 Testing misspecified non-nested factor demand systems: Some Monte Carlo results
    by Matteo Manera

  • 2002 Estimation of an effectively globally regular demand system: An application to United States meat consumption
    by Anitoliy Skripnichenko & Kevin Chen

  • 2002 Improving GARCH volatility forecasts with regime-switching GARCH
    by Franc Klaassen

  • 2002 Stima del Value-at-Risk con il Filtro di Kalman
    by Cristina Sommacampagna

  • 2002 Small is Beautiful?-Entwicklungslinien im Makroökonometrischen Modellbau
    by Ullrich Heilemann

  • 2002 Prognosegehalt von ifo-Geschäftserwartungen und ZEW-Konjunkturerwartungen: Ein ökonometrischer Vergleich
    by Felix Hüfner & Michael Schröder

  • 2002 Testing for Structural Changes in the Presence of Long Memory
    by Walter Kramer & Philipp Sibbertsen

  • 2002 Una nota metodológica acerca de aplicaciones del filtro de Kalman a las calibraciones en modelos de ciclo real
    by Jesús Ruiz

  • 2002 Trend Estimation And De-Trending Using Bidirectional Filtering
    by D.S.G. Pollock

  • 2002 Modelling Investment Decisions though Logistic Regressions (using data on mass privatisation)
    by Aleksandar Tsvetkov & Mariana Kotseva

  • 2001 Return Interval, Dependence Structure and Multivariate Normality
    by Thierry Ané & Chiraz Labidi

  • 2001 Value-At-Risk For Long And Short Trading Positions
    by Pierre Giot and S»bastien Laurent

  • 2001 Using High Frequency Data to Calculate, Model and Forecast Realized Volatility
    by Roel Oomen

  • 2001 Normal versus Student in Measuring Value at Risk. An Empirical Bayesian Overview
    by Gonzalo GarcÃa-Donato, Pedro Gento and Juan Ortega, University of Castilla-La Mancha

  • 2001 Bootstrap LR Tests for Sign and Amplitude Asymmetries
    by Jerry Coakley; Ana-Maria Fuertes

  • 2001 Microeconomic Models for Long-Memory in the Volatility of Financial Time Series
    by Alan P. Kirman, Gilles Teyssiere

  • 2001 Modelling Business Cycle Features Using Switching Regime Models
    by Clements, M.C. & Krolzig, H.-M.

  • 2001 An Eigenfunction Approach for Volatility Modeling
    by Meddahi, N.

  • 2001 A Theoretical Comparison Between Integrated and Realized Volatilies
    by Meddahi, N.

  • 2001 Exact Nonparametric Two-Sample Homogeneity Tests for Possibly Discrete Distributions
    by Dufour, J.M. & Farhat, A.

  • 2001 Conditional Skewness Modelling for Stock Returns
    by Brännäs, Kurt & Nordman, Niklas

  • 2001 An Alternative Conditional Asymmetry Specification for Stock Returns
    by Brännäs, Kurt & Nordman, Niklas

  • 2001 A Neural Network Versus Black-Scholes: A Comparison of Pricing and Hedging Performances
    by Amilon, Henrik

  • 2001 Predicting Corporate Failure in the UK: A Multidimensional Scaling Approach
    by Neophytou, E. & Molinero, C.M.

  • 2001 Can the Mortensen & Pissarides Model Reproduce the Asymmetric Dynamics of US and French Aggregate Gross Job Flows?
    by Karame, F.

  • 2001 A fast Subsampling Method for Nonlinear Dynamic Models
    by Hong, H. & Scaillet, O. & Tamer, E.

  • 2001 The Two-Fixed Point Lemma
    by Oleg Kozlovski & Sebastien van Strien & Robin de Vilder

  • 2001 Models implementation: A state of the art
    by David, Albert

  • 2001 Unternehmens- versus Analystenbefragungen: Zum Prognosegehalt von ifo-Geschäftserwartungen und ZEW-Konjunkturerwartungen
    by Hüfner, Felix P. & Schröder, Michael

  • 2001 Semiparametric diffusion estimation and application to a stock market index
    by Härdle, Wolfgang & Kleinow, Torsten & Korostelev, Alexander P. & Logeay, Camille & Platen, Eckhard

  • 2001 Interest rate volatility prior to monetary union under alternative pre-switch regimes
    by Wilfling, Bernd

  • 2001 Econometric application of linear programming: a model of Russian large-scale farm (the case of the Moscow Region)
    by Nikolai Svetlov

  • 2001 Bayesian Modelling of Catch in a Northwest Atlantic Fishery
    by Carmen Fernandez & Eduardo Ley & Mark Steel

  • 2001 Model uncertainty in cross-country growth regressions
    by Carmen Fernandez & Eduardo Ley & Mark Steel

  • 2001 Lag Length Estimation in Large Dimensional Systems
    by Jesus Gonzalo & Jean-Yves Pitarakis

  • 2001 Rate-optimal data-driven specification testing in regression models
    by Emmanuel Guerre & Pascal Lavergne

  • 2001 Model Selection and Simplification Using Lattices
    by Jaromir Antoch & Jan Hanousek

  • 2001 Expenditure Levels, Prices and Consumption Patterns in a Cross-Sectioin of Countries
    by Robert Stehrer

  • 2001 Testing for Time Dependence in Parameters
    by Ralf Becker & Walter Enders & A. Stan Hurn

  • 2001 Semiparametric Diffusion Estimation and Application to a Stock Market Index
    by Wolfgang Hardle & Torsten Kleinow & Alexander Korostelev & Camille Logeay & Eckhard Platen

  • 2001 Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size
    by Olivier Ledoit & Michael Wolf

  • 2001 The Contingent Valuation Method in Health Care: An Economic Evaluation of Alzheimer's Disease
    by Dario Bonato & Sandra Nocera & Harry Telser

  • 2001 A Bayesian Analysis of the PPP Puzzle using an Unobserved Components Model
    by Richard Kleijn & Herman K. van Dijk

  • 2001 Estimating and Restricting Growth Rates and Cointegration Means With Applications to Consumption and Money Demand
    by Håvard Hungnes

  • 2001 Are Predicted Lifetime Consumption Profiles Robust with respect to Model Specifications?
    by Tom Kornstad

  • 2001 European Enlargement and Expansion of Polish SMEs
    by Ghatak, Subrata & Mulhern, Alan & Stewart, Chris

  • 2001 Statistical methods for modelling neural networks
    by Marcelo C. Medeiros & Timo Terasvirta

  • 2001 Monetary policy during Brazil´s Real Plan: estimating the Central Bank´s reaction function
    by Maria José Salgado & Márcio Gomes Pinto Garcia & Marcelo C. Medeiros

  • 2001 International Evidence of the Predictability of Prices of Securititised Real Estate Assets: Econometric Models versus Neural Networks
    by Chris Brooks & Sotiris Tsolacos

  • 2001 Macroeconomic Policies for Poverty Reduction in Cambodia
    by Lord, Montague J.

  • 2001 Introduction into macroeconomic modeling foundations
    by Dobrescu, Emilian

  • 2001 One-step and two-step estimation of the effects of exogenous variables on technical efficiency levels
    by Wang, Hung-jen & Schmidt, Peter

  • 2001 Economic Forecasting: Some Lessons from Recent Research
    by David Hendry & Michael P. Clements

  • 2001 Modelling Business Cycle Features Using Switching Regime Models
    by Hans-Martin Krolzig & Michael P. Clements

  • 2001 A simple method for testing cointegration subject to regime changes
    by Vasco J. Gabriel & Martin Sola & Zacharias Psaradakis

  • 2001 Inflation and Output Growth Uncertainty and their Relationship with Inflation and Output Growth
    by Fountas, Stilianos & Karanasos,Menelaos

  • 2001 An Eigenfunction Approach for Volatility Modeling
    by MEDDAHI, Nour

  • 2001 A Theoretical Comparison Between Integrated and Realized Volatilies
    by MEDDAHI, Nour

  • 2001 Exact Nonparametric Two-Sample Homogeneity Tests for Possibly Discrete Distributions
    by DUFOUR, Jean-Marie & FARHAT, Abdeljelil

  • 2001 On the Nature and Role of Hypothesis Tests
    by McLean, A.

  • 2001 Labour Market Dynamics in RBC Models
    by A. Johri & M-A. Letendre

  • 2001 How to Deal with Structural Breaks in Practical Cointegration Analysis
    by Roselyne Joyeux

  • 2001 Space-time analysis of GDP disparities among European regions: A Markov chains approach
    by LE GALLO, Julie

  • 2001 Assessing Monetary Rules Performance across EMU Countries
    by Carlo Altavilla

  • 2001 Measuring the Effects of Monetary Policy in the Euro Area: The Role of Anticipated Policy
    by Jan Gottschalk & Florian Höppner

  • 2001 Empirical Performance of the Czech and Hungarian Index Options under Jump
    by Lee, Gabriel S. & Boss, Michael & Klisz, Chris

  • 2001 Graphical diagnostics of endogeneity
    by de Luna, Xavier & Johansson, Per

  • 2001 Clustering and Joint Marketing in Retail Trade
    by Bohlin, Nils

  • 2001 The Empirical Relevance of Simple Forward- and Backward-looking Models: A View from a Dynamic General Equilibrium Model
    by Lindé, Jesper

  • 2001 Estimating New-Keynesian Phillips Curves: A Full Information Maximum Likelihood Approach
    by Lindé, Jesper

  • 2001 Is the Short-run Phillips Curve Nonlinear? Empirical Evidence for Australia, Sweden and the United States
    by Eliasson, Ann-Charlotte

  • 2001 TAR models and real exchange rates
    by Johansson, Martin

  • 2001 GARCH Estimation and Discrete Stock Prices
    by Amilon, Henrik

  • 2001 The Dynamic Response of the Budget Balance to Tax, Spending and Output Shocks: Does Model Specification Matter?
    by Hjelm, Göran

  • 2001 Testing exogeneity under distributional misspecification
    by de Luna, Xavier & Johansson, Per

  • 2001 The effects of institutional and technological change and business cycle fluctuations on seasonal patterns in quarterly industrial production series
    by van Dijk, Dick & Strikholm, Birgit & Teräsvirta, Timo

  • 2001 Dollarization in Lithuania: An Econometric Approach
    by Vetlov, Igor

  • 2001 Econometric Analysis of the Market Share Attraction Model
    by Fok, D. & Franses, Ph.H.B.F. & Paap, R.

  • 2001 Does Demand and Price Uncertainty affect Belgian and Spanish Corporate Investment?
    by Marga PEETERS

  • 2001 An Exploration into Pigou's Theory of Cycles
    by Beaudry, Paul & Portier, Franck

  • 2001 Modelling Scale-Consistent VaR with the Truncated Lévy Flight
    by Lehnert, Thorsten & Wolff, Christian C

  • 2001 Value-at-risk for long and short trading positions
    by GIOT, Pierre & LAURENT, Sébastien

  • 2001 On the dynamics of lending and deposit interest rates in emerging markets: a non-linear approach
    by Ana María Iregui & Costas Milas & Jesús Otero

  • 2001 Forecasting the spot prices of various coffee types using linear and non-linear error correction models
    by Costas Milas & Jesus Otero & Theodore Panagiotidis

  • 2001 Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects
    by Jean-Thomas Bernard & Jean-Marie Dufour & Ian Genest & Lynda Khalaf

  • 2001 A Consistent Test for the Martingale Difference Hypothesis
    by Manuel A. Dominguez & Ignacio N. Lobato

  • 2001 An Exploratory Analysis of the Effect of Current Income on the Relative Change in Aggregate Consumption: A Heterogeneous Household Approach
    by Manisha Chakrabarty & Anke Schmalenbach

  • 2001 Measuring the Effects of Monetary Policy in the Euro Area: The Role of Anticipated Policy
    by Jan Gottschalk & Florian Höppner

  • 2001 International Shocks and the Role of Domestic Policy in Australia
    by Mardi Dungey

  • 2001 Inference about predictive ability
    by McCracken,M.W. & West,K.D.

  • 2001 Apparent scaling
    by Ole E. Barndorff-Nielsen & Karsten Prause

  • 2001 A small continuous time macro-econometric model of the Czech Republic
    by Emil Stavrev

  • 2001 Unobserved components in an error-correction model of consumption for Southern European countries
    by Nicholas Sarantis & Chris Stewart

  • 2001 The treatment of seasonality in error correction models as unobserved component: a case study for an Austrian consumption function
    by Michael Wüger & Gerhard Thury

  • 2001 Integrated Conditional Moment testing of quantile regression models
    by Herman J. Bierens & Donna K. Ginther

  • 2001 Un modello a soglia per la volatilità del mercato azionario italiano: performance previsive e valutazione del rischio di portafoglio
    by Asmara Jamaleh

  • 2001 Modeling the IMF's Statistical Discrepancy in the Global Current Account
    by Jaime Marquez & Lisa Workman

  • 2001 Can Currency Demand Be Stable Under a Financial Crisis? The Case of Mexico
    by By May Khamis & Alfredo M. Leone

  • 2001 Las importaciones de mercancías en la economía española
    by RAMIL DÍAZ, Mª

  • 2001 Estacionariedad en torno a un nivel con ruptura. Un estudio de simulación
    by PRESNO CASQUERO, Mª J. & LÓPEZ MENÉNDEZ, A.J.

  • 2001 Volatility Forecasting Models for The Won-Dollar Exchange Rate
    by Jaewoon Koo & Seungjun Lee

  • 2001 Structual Break: Tests of the Present-Value Government Borrowing Constraint and Stability of Debt-GDP Ratio in the UK: 1970-2000
    by Ghatak A.

  • 2001 An International Comparison of Long-Run Consumer Behaviour
    by Stewart C.

  • 2001 Long-Term Trends and Short-Run Dynamics in International Stock Markets
    by Harissis H. & Mesomeris S. & Staikouras S.

  • 2001 A Consistent Test for the Parametric Specification of the Hazard Function
    by Yanqin Fan & Paul Rilstone

  • 2001 Bayesian estimation and model selection for the weekly Colombian exchange rate
    by Norberto Rodríguez

  • 2001 Monetary aggregates as indicators of economic activity in Canada: empirical evidence
    by Pierre L. Siklos & Andrew G. Barton

  • 2000 ASYMMETRIES IN CONDITIONAL MEAN AND VARIANCE: MODELLING STOCK RETURNS BY asMA-asQGARCH
    by Brännäs, Kurt & de Gooijer, Jan G.

  • 2000 Forecasting with smooth transition autoregressive models
    by Lundbergh, Stefan & Teräsvirta, Timo

  • 2000 Time-Varying Smooth Transition Autoregressive Models
    by Lundbergh, Stefan & Teräsvirta, Timo & van Dijk, Dick

  • 2000 Underlying Trends and Seasonality in UK Energy Demands: A Sectorial Analysis
    by Hunt, L.C. & Judge, G. & Ninomiya, Y.

  • 2000 Labor Adjustment Costs and Endogenous Cycling in Dynamic General Equilibrium Models
    by Fairise, X. & Feve, P.

  • 2000 Economies of Scale and Food Consumption : a Reappraisal of the Deaton-Paxson Paradox
    by Gardes, F. & Starzec, C.

  • 2000 Testing Restrictions in Nonparametric Efficiency Models
    by Simar, L. & Wilson, P.W.

  • 2000 On Jumps and ARCH Effects in Natural Resource Prices. An Application to Stumpage Prices from Pacific Northwest National Forests
    by Saphores, J.D. & Khalaf, L. & Pelletier, D.

  • 2000 Combining Modelling Strategies to Analyse Teaching Styles Data
    by Spencer, N.H.

  • 2000 Testing for the Cointegrating Rank of a Conditional Vector Autoregressive Process with a Linear Time Trend
    by Kauppi, H.

  • 2000 The Real Price of Housing and Money Supply Shocks: Time Series Evidence and Theoretical Simulations
    by Lastrapes, W.D.

  • 2000 The Score of Condionally Heteroskedastic Dynamic Regression Models with Student T Innovations, and an LM Test for Multivariate Normality
    by Fiorentini, G. & Sentana, E. & Calzolari, G.

  • 2000 The Relationship between the Markup and Inflation in the G7 plus One Economies
    by Banerjee, A. & Russell, B.

  • 2000 Non-Parametric Specification Tests for Conditional Duration Models
    by Fernandes, M. & Grammig, J.

  • 2000 Industry Structure and the Dynamics of Price Adjustment
    by Banerjee, A. & Russell, B.

  • 2000 The Markup and the Business Cycle Reconsidered
    by Banerjee, A. & Russell, B.

  • 2000 A Small Sample Correction of the Test for Cointegrating Rank in the Vector Autoregressive Model
    by Johansen, S.

  • 2000 An Optimal Test against a Random Walk Component in a Non-Orthogonal Unobserved Components Model
    by Bailey, R.W. & Taylor, A.M.R.

  • 2000 Medium-Run Scenarios Of The Romanian Economy
    by Dobrescu, Emilian

  • 2000 The Role of Fundamentalists and Technicians in Exchange Rate Determination
    by Moosa , Imad A. & Korczak, Marta

  • 2000 Dealing with Methodological Problems when Testing for Purchasing Power Parity: Evidence from Greece
    by Sideris, Dimitrios

  • 2000 Sources of Output Volatility in Greece
    by George Hondroyiannis & Evangelia Papapetrou

  • 2000 The impact of non-profit temping agencies on individual labour market success in the West German state of Rhineland-Palatinate
    by Lechner, Michael & Pfeiffer, Friedhelm & Spengler, Hannes & Almus, Matthias

  • 2000 Unemployment and input prices: A fractional cointegration approach
    by Caporale, Guglielmo Maria & Gil-Alaña, Luis A.

  • 2000 Fractional integration and the dynamics of UK unemployment
    by Gil-Alaña, Luis A. & Henry, Brian

  • 2000 Spatial R&D spillovers and economic growth : evidence from West Germany
    by Funke, Michael & Niebuhr, Annekatrin

  • 2000 Convergence and the effects of spatial interaction
    by Niebuhr, Annekatrin

  • 2000 A Simple Cointegrating Rank Test Without Vector Autoregression
    by Mototsugu Shintani

  • 2000 Should the Dea's Stride Data Be Used for Economic Analyses of Markets for Illegal Drugs?
    by Horowitz, Joel L.

  • 2000 Assortment Variety : Attribute versus Product-Based
    by van Herpen, H.W.I. & Pieters, R.

  • 2000 Modelling Technical Progress: An Application of the Stochastic Trend Model to UK Energy Demand
    by Lester C. Hunt & Guy Judge & Yashushi Ninomiya

  • 2000 An Empirical Analysis of the Long-run Energy Demand in Japan: 1887 -1998
    by Yasushi Ninomiya

  • 2000 Expectations in Export Price Formation Tests using Cointegrated VAR Models
    by Pål Boug & Ådne Cappelen & Anders R. Swensen

  • 2000 Option Pricing with a Dividend General Equilibrium Model
    by Kyriakos Chourdakis & Elias Tzavalis

  • 2000 Time series modelling and forecasting of Sarawak black pepper price
    by Liew, Venus Khim-Sen & Shitan, Mahendran & Hussain, Huzaimi

  • 2000 Partially linear models
    by Hardle, Wolfgang & LIang, Hua & Gao, Jiti

  • 2000 Testing Steady-State Implications for the NAIRU
    by Gunnar Bårdsen & Ragnar Nymoen

  • 2000 Model Specification and Inflation Forecast Uncertainty
    by Gunnar Bårdsen & Eilev S. Jansen & Ragnar Nymoen

  • 2000 The Forecast Performance of Long Memory and Markov Switching Models
    by Vasco J. Gabriel & Luis F. Martins

  • 2000 The Properties of Cointegration Tests in Models with Structural Change
    by Vasco J. Gabriel & Luis F. Martins

  • 2000 Valid Bayesian Estimation of the Cointegrating Error Correction Model
    by Strachan, R.

  • 2000 Wage Function: Australian Estimates Using the Income Distribution Survey
    by Creedy, J. & Duncan, A.S. & Harris, M.N. & Scutella, R.

  • 2000 Simulation-Based Exact Tests with Unidentified Nuisance Parameters Under the Null Hypothesis: the Case of Jumps Tests in Models with Conditional Heteroskedasticity
    by Khalaf, Lynda & Saphores, Jean-Daniel & Bilodeau, Jean-François

  • 2000 On Jumps and ARCH Effects in Natural Resource Prices. An Application to Stumpage Prices from Pacific Northwest National Forests
    by Saphores, Jean-Daniel & Khalaf, Lynda & Pelletier, Denis

  • 2000 Simulation-Based Exact Tests with Unidentified Nuisance Parameters under the Null Hypothesis : the Case of Jumps Tests in Model with Conditional Heteroskedasticity
    by Khalaf, Lynda & Saphores, Jean-Daniel & Bilodeau, Jean-François

  • 2000 On Jumps and Arch Effects in Natural Resource Prices. An Application to Stumpage Prices from Pacific Northwest National Forests
    by Saphores, Jean-Daniel & Khalaf, Lynda & Pelletier, Denis

  • 2000 The Vector Floor and Ceiling Model
    by Gary Koop & Simon Potter

  • 2000 Econométrie spatiale 2 -Hétérogénéité spatiale
    by LE GALLO, Julie

  • 2000 Econométrie spatiale 1 -Autocorrélation spatiale
    by LE GALLO, Julie

  • 2000 Macroeconomic Forecasts and the Nature of Economic Shocks in Germany
    by Jörg Döpke

  • 2000 The Score Of Conditionally Heteroskedastic Dynamic Regression Models With Student T Innovations, An Lm Test For Multivariate Normality
    by Gabriele Fiorentini & Enrique Sentana & Giorgio Calzolari

  • 2000 A Comparative Analysis of the Czech Republic and Hungary. Using small Continuous-Time Macroeconometric Models
    by Stavrev, Emil

  • 2000 A Small Continuous Time Macro-Econometric Model of the Czech Republic
    by Stavrev, Emil

  • 2000 Forecasting European GDP Using Self-Exciting Threshold Autoregressive Models. A Warning
    by Crespo-Cuaresma, Jesus

  • 2000 Monetary Policy Analysis in Backward-Looking Models
    by Lindé, Jesper

  • 2000 Testing for the Lucas Critique: A Quantitative Investigation
    by Lindé, Jesper

  • 2000 Progress from forecast failure : the Norwegian consumption function
    by Eitrheim,O. & Jansen,E.S. & Nymoen,R.

  • 2000 Stochastic Volatility and Pricing Bias in the Swedish OMX-Index Call Option Market
    by Byström , Hans

  • 2000 Testing exogeneity in cross-section regression by sorting data
    by de Luna, Xavier & Johansson, Per

  • 2000 Smooth Transition Autoregressive Models - A Survey of Recent Developments
    by van Dijk, Dick & Teräsvirta, Timo & Franses, Philip Hans

  • 2000 Equity in Swedish Health Care Reconsidered: New Results based on the Finite Mixture Model
    by Gerdtham, Ulf-G. & Trivedi, Pravin K.

  • 2000 Semi-parametric indirect inference
    by Ramdan Dridi & Eric Renault

  • 2000 Simulated asymptotic least squares theory
    by Ramdan Dridi

  • 2000 Two Cheers for the Aggregated (S, s) Model!
    by Richard W P Holt

  • 2000 Germany and the euro area: differences in the transmission process of monetary policy
    by K.S.E.M. Hubrich & P.J.G. Vlaar

  • 2000 Estimer la relation entre invalidité et emploi dans le cas de Madagascar
    by Jean-Christophe Dumont

  • 2000 Estimer la relation entre invalidité et emploi dans le cas de Madagascar
    by Dumont, Jean-Christophe

  • 2000 Measuring Predictability: Theory And Macroeconomic Applications
    by Diebold, Francis X & Kilian, Lutz

  • 2000 A comparison of financial duration models via density forecasts
    by BAUWENS , Luc & GIOT, Pierre & GRAMMIG, Joachim & VEREDAS, David

  • 2000 Bayesian non-linear modellings of the short term US interest rate: the help of non-parametric tools
    by LUBRANO, Michel

  • 2000 Exact Tests for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions
    by Jean-Marie Dufour & Lynda Khalaf

  • 2000 No Need to Run Millions of Regressions
    by Jan-Egbert Sturm

  • 2000 Model Selection and Simplification Using Lattices
    by Jan Hanousek & Jaromir Antoch

  • 2000 Decision Structures and Discrete Choices: An Application to Labour Market Participation and Fertility
    by Di Tommaso, M.L. & Weeks, M.

  • 2000 Small Scale Bayesian VAR Modeling of the Japanese Macro Economy Using the Posterior Information Criterion and Monte Carlo Experiments
    by Munehisa Kasuya & Tomoki Tanemura

  • 2000 Monetary Rules for Emerging Market Economies
    by Fabio Ghironi & Alessandro Rebucci

  • 2000 A re-evaluation of empirical tests of the Fisher hypothesis
    by Basma Bekdache & Christopher F. Baum

  • 2000 Alternative Monetary Rules for a Small Open Economy: The Case of Canada
    by Fabio Ghironi

  • 2000 Some Explorations, Using Canadian Data, of the S-Variable in Akerlof, Dickens, and Perry (1996)
    by Seamus, Hogan & Pichette, Lise

  • 2000 Asymmetries In The Capacity-Inflation Trade-Off
    by PEDRO PABLO ALVAREZ LOIS

  • 2000 International Linkages in Short- and Long-Term Interest Rates
    by Guglielmo Maria Caporale & Geoffrey Williams

  • 2000 A monetary analysis of the Drachma/ECU exchange rate determination, 1980-1991
    by George Zis & Athanasios P. Papadopoulos

  • 2000 Diagnosing Shocks in Stock Market Returns of Greater China
    by W.C Lo & W.S. Chan

  • 2000 Comparación de la capacidad predictiva de los modelos de coeficientes fijos frente a variables en los modelos econométricos regionales: un análisis para Cataluña
    by RAMOS LOBO, R. & CLAR LÓPEZ, M. & SURIÑACH CARALT, J.

  • 2000 Monetary and Fiscal Policies' Efficiency and the Determination of a Nominal Equilibrium Exchange Rate
    by Emil Stavrev

  • 2000 Volatility Behaviour in Emerging Markets: A Case Study of the Athens Stock Exchange, Using Daily and Intra-Daily Data
    by Kyrtsou, C. & Terraza, V.

  • 2000 Vector Autoregressive Models with Structural Changes in Regression Coefficients and in Variance-Covariance Matrices
    by Jushan Bai

  • 2000 Phases of the Canadian business cycle
    by Philip M. Bodman & Mark Crosby

  • 1999 Can Portemanteau Nonlinearity Tests Serve as General Mis-Specification Tests? Evidence from Symmetric and Asymmetric GARCH Models
    by Brooks, C. & Henry, O.T.

  • 1999 The Net Barter Terms Of Trade : A Smooth Transition Approach
    by Persson, Anna & Teräsvirta, Timo

  • 1999 A Semi-Markov Approach to Modeling Volatility Dynamics
    by Maheu, J.M. & McCurdy, T.H.

  • 1999 A Semi-Markov Approach to Modeling Volatility Dynamics
    by Maheu, J.M. & McCurdy, T.H.

  • 1999 Dynamique d'adoption de standards et test de non-coordination spaciale
    by Bouzitat, C. & Hardouin, C. & Guyon, X.

  • 1999 Dynamique d'adoption de standards et test de non-coordination spaciale
    by Bouzitat, C. & Hardouin, C. & Guyon, X.

  • 1999 Data-Driven Nonparametric Spectral Density Estimators for Economic Time Series: A Monte Carlo Study
    by Kilian, L. & Bergean, I.

  • 1999 Unit Roots, Trend Breaks and Transitory Dynamics: A Macroeconomic Perspective
    by Kilian, L. & Ohanian, L.E.

  • 1999 On the Finite-Sample Accuracy of Nonparametric Resampling Algorithms for Economic Time Series
    by Berkowitz, J. & Birgean, I. & Kilian, L.

  • 1999 Maximum Likelihood in the Frequency Domain: a Time to Build Example
    by Christiano, L.J. & Vigfusson, R.J.

  • 1999 Maximum Likelihood in the Frequency Domain: a Time to Build Example
    by Christiano, L.J. & Vigfusson, R.J.

  • 1999 GIS-Based Simulation of Accessibility to Enhance Hedonic Modeling and Property Value Appraisal: An Application to Quebec City Metropolitan Area
    by Theriault, M. & Des Rosier, F. & Vandersmissen, M.H.

  • 1999 How Sure are we About PPP Panel Evidence with the Null of Stationary Real Exchange Rates
    by Kuo, B.-S. & Mikkola, A.

  • 1999 Testing for Non-Linearity in Intra-Day Financial Series : The Cases of Two French Stocks
    by Chauveau, T. & Damon, J. & Guegan, D.

  • 1999 Identification and Estimation of a Labour Market Model for the Tradeables Sector: the Greek Case
    by Milas, C. & Otero, J.

  • 1999 Analyzing the Time between Trades with a Gamma Compounded Hazard Model. An Application to LIFFE Bund Future Transactions
    by Nikolaus Hautsch

  • 1999 Model uncertainty in cross-country growth regressions
    by Carmen Fernandez & Eduardo Ley & Mark Steel

  • 1999 Some Pretesting Issues on Testing for Granger Noncausality
    by Judith A. Giles & Sadaf Mirza

  • 1999 Evaluating Theories of Income Dynamics: A Probabilistic Approach
    by Robert Aebi & Klaus Neusser & Peter Steiner

  • 1999 Have Exchange Rates Become More Closely Tied? Evidence from a New Multivariate GARCH Model
    by Klaassen, F.J.G.M.

  • 1999 Long Swings in Exchange Rates : Are They Really in the Data?
    by Klaassen, F.J.G.M.

  • 1999 Purchasing Power Parity : Evidence from a New Test
    by Klaassen, F.J.G.M.

  • 1999 A re-evaluation of empirical tests of the Fisher hypothesis
    by Basma Bekdache & Christopher F. Baum

  • 1999 Методологические Основы Системного Анализа Социально-Экономических Процессов
    by Kaluzhsky, Mikhail

  • 1999 The Elasticities Approach to Egypt’s Balance of Payments and Equilibrium Exchange Rate
    by Lord, Montague J.

  • 1999 Paretian Quasi-Orders: Two Agents
    by SPRUMONT, Yves

  • 1999 Analyzing the Time between Trades with a Gamma Compounded Hazard Model. An Application to LIFFE Bund Future Transactions
    by Nikolaus Hautsch

  • 1999 A VAR Model for Monetary Policy Analysis in a Small Open Economy
    by Jacobson, Tor & Jansson, Per & Vredin, Anders & Warne, Anders

  • 1999 Efficient estimation of price adjustment coefficients
    by Lyhagen, Johan

  • 1999 Is the short-run Phillips curve nonlinear? Empirical evidence for Australia, Sweden and the United States
    by Eliasson, Ann-Charlotte

  • 1999 Smooth transitions in a UK consumption function
    by Eliasson, Ann-Charlotte

  • 1999 Testing for the Lucas Critique: A Quantitative Investigation
    by Lindé, Jesper

  • 1999 We have just averaged over two trillion cross-country growth regressions
    by Eduardo Ley & Mark F J Steel

  • 1999 Consistent Model and Moment Selection Criteria for GMM Estimation with Applications to Dynamic Panel Data Models
    by Donald W.K. Andrews & Biao Lu

  • 1999 Vector Autoregressive Models with Structural Changes in Regression Coefficients and in Variance-Covariance Matrices
    by Jushan Bai

  • 1999 Bartlett Identities Tests
    by Chesher, Andrew & Dhaene, Geert & Gouriéroux, Christian & Scaillet, Olivier

  • 1999 Modelling and Identifying Central Banks' Preferences
    by Favero, Carlo A. & Rovelli, Riccardo

  • 1999 How Sure Are We About PPP? Panel Evidence with the Null of Stationary Real Exchange Rates
    by Kuo, Biing-Shen & Mikkola, Anne

  • 1999 Bartlett identities tests
    by CHESHER, Andrew & DHAENE, Geert & GOURIEROUX, Christian & SCAILLET, Olivier

  • 1999 A New Class of Stochastic Volatility Models with Jumps: Theory and Estimation
    by Mikhail Chernov & A. Ronald Gallant & Eric Ghysels & George Tauchen

  • 1999 Non-nested Hypothesis Testing: An Overview
    by Pesaran, M. H. & Weeks, M.

  • 1999 Model Selection in Threshold Models
    by Kapetanios, G.

  • 1999 A Method for Taking Models to the Data
    by Peter N. Ireland

  • 1999 Estimating One-Factor Models of Short-Term Interest Rates
    by Mc Manus, Des & Watt, David

  • 1999 Encompassing tests when no model is encompassing
    by West,K.D.

  • 1999 Selecting the Order of an ARCH Model
    by Anthony W. Hughes & Maxwell L. King & Kwek Kian Teng

  • 1999 Modelling conditional heteroskedasticity: Application to the "IBEX-35" stock-return index
    by Angel León & Juan Mora

  • 1999 articles: Welfare reform and spatial matchingbetween clients and jobs
    by Ashish Sen & Paul Metaxatos & Siim Sööt & Vonu Thakuriah

  • 1999 Statistical and mathematical sources of regional science theory: Map pattern analysis as an example
    by Daniel A. Griffith

  • 1999 Is a significant socio-economic structural change a pre-requisite for `initial' fertility decline in the LDCs? Evidence from Thailand based on a multivariate cointegration/vector error correction modelling approach
    by Abul M. M. Masih & Rumi Masih

  • 1999 Stock market prices and long-range dependence
    by Murad S. Taqqu & Vadim Teverovsky & Walter Willinger

  • 1999 Spurious deterministic seasonality and autocorrelation corrections with quarterly data: Further Monte Carlo results
    by Artur C. B. da Silva Lopes

  • 1999 Performance of periodic time series models in forecasting
    by Helmut Herwartz

  • 1999 Estimation of a German money demand system - a long-run analysis
    by Kirstin Hubrich

  • 1999 Encompassing and rational expectations: How sequential corroboration can imply refutation
    by David F. Hendry & Neil R. Ericsson

  • 1999 Análisis de la Función de Producción Agraria para distintos niveles de Agregación
    by CEPAS LÓPEZ, S. & DIOS PALOMARES, R.

  • 1999 Estimaciones paramétricas y no paramétricas del ingreso de los ocupados del Gran Buenos Aires
    by Patricia Botargués & Diego Petrecolla

  • 1999 Forecast Quality Matrix: A Methodological Survey of Judging Forecast Quality of Capital Market Forecasts
    by Peter Andres & Markus Spiwoks

  • 1999 Specification Search and Levels of Significance in Econometric Models
    by Steven B. Caudill & Randall G. Holcombe

  • 1998 Evaluating The Forecast of Densities of Linear and Non-Linear Models: Applications to Output Growth and Unemployment
    by Clements, M.P. & Smith J.

  • 1998 Comparisons of Estimators and Tests Based on Modified Likelihood And Message Length Functions
    by Laskar, M.R. & King, M.L.

  • 1998 Testing Convergence in Economic Growth for OECD Countries
    by Nahar, S. & Inder, B.

  • 1998 The Australian Business Cycle: Job Palooka or Dead Cat Bounce?
    by Bodman, P.M. & Crosby, M.

  • 1998 Phases of the Canadian Business Cycle
    by Bodman, P.M. & Crosby, M.

  • 1998 Encompassing the VAR: A Formalization of Seasonal Encompassing with an Application on a German Macromodel
    by Andreas Beyer

  • 1998 Evaluating GARCH models
    by Lundbergh, Stefan & Teräsvirta, Timo

  • 1998 Nonlinear error-correction and the UK demand for broad money, 1878-1993
    by Teräsvirta, Timo & Eliasson, Ann-Charlotte

  • 1998 Do Long-Memory Models Have Long Memory?
    by Andersson, Michael K.

  • 1998 Statistical Inference in Micro Simulation Models: Incorporationg External Information
    by Klevmarken, N.A.

  • 1998 Interaction entre taux d'interet allemands et francais: Un reexamen de l'hypothese de dominance allemande
    by Podevin, M.

  • 1998 La methode d'estimation des moindres carres modifies ou fully modified
    by Hurlin, C. & MB.P. N'Diaye, P.

  • 1998 Pitfalls in Constructing Bootstrap Confidence Intervals for Asymptotically Pivotal Statistics
    by Kilian, L.

  • 1998 Bayesian Analysis of Road Accidents: A General Framework for Multinominal Case
    by Bolduc, D. & Bonin, S.

  • 1998 Multivalued Stochastic Dominance to Determine the Efficient Set of Assets: Evidence from the Warsow Stock Market
    by Trzpiot, G.

  • 1998 Compatibilite et contradiction entre systemes lineaires theoriques et experimentaux; principes mathematiques de l'analyse en composantes principales sous contraintes
    by Rolle, J.-D.

  • 1998 Forecasting (LOG) Volatility Models
    by Christodoulakis, G.A. & Satchell, S.E.

  • 1998 Effet des modes de négociation sur les échanges
    by Gouriéroux, Christian & Le Fol, Gaëlle

  • 1998 The Good News and the Bad News about Long-run Stock Market Returns
    by Robertson, Donald & Wright, Stephen

  • 1998 Teaching Groups as Foci for Evaluating GCE Advanced Level Cost-Effectiveness : Some Practical Methodological Innovations
    by Fielding, A.

  • 1998 Why Use Arbitrary Points Scores: Ordered Categories in Models of Educational Progress
    by Fielding, A.

  • 1998 Comparing Evaluation Methodologies for Stochastic Dynamic General Equilibrium Models
    by Eva Ortega

  • 1998 Substitution Possibilities for Energy in the Italian Economy: A General to Specific Econometric Analysis
    by Claudio Morana

  • 1998 Die gemeinnützige Arbeitnehmerüberlassung in Rheinland-Pfalz: Eine ökonometrische Analyse des Wiedereingliederungserfolgs
    by Almus, Matthias & Egeln, Jürgen & Lechner, Michael & Pfeiffer, Friedhelm & Spengler, Hannes

  • 1998 An equality test across nonparametric regressions
    by Lavergne, Pascal

  • 1998 Nonparametric significance testing
    by Lavergne, Pascal & Vuong, Quang

  • 1998 Non-uniformity of job-matching in a transition economy: A nonparametric analysis for the Czech Republic
    by Profit, Stefan & Sperlich, Stefan

  • 1998 Economia sintetica
    by Luis Vildosola

  • 1998 Impulse Response Priors for Discriminating Structural Vector Autoregressions
    by Mark Dwyer

  • 1998 A Pedagogical Note on the Long Run of Macro Economic Models
    by Peter McAdam

  • 1998 Improving Garch Volatility Forecasts
    by Klaassen, F.J.G.M.

  • 1998 Price Sensitivity of Residential Energy Consumption in Norway
    by Runa Nesbakken

  • 1998 Rational Expectations in Price Setting. Tests Based on Norwegian Export Prices
    by Ingvild Svendsen

  • 1998 Asymmetric Volatility Dynamics: Evidence From the Istanbul Stock Exchange
    by Okay, Nesrin

  • 1998 Regression-Based Tests of Predictive Ability
    by Kenneth D. West & Michael W. McCracken

  • 1998 Simulation-Based Finite-Sample Normality Tests in Linear Regressions
    by DUFOUR, Jean-Marie & FARHAT, Abdeljelil & GARDIOL, Lucien

  • 1998 An I(2) Cointegration Analysis of Small-Country Import Price Determination
    by Hans Christian Kongsted

  • 1998 Statistical Inference in Micro Simulation Models: Incorporating external information
    by Klevmarken, N. Anders

  • 1998 Modelling economic high-frequency time series with STAR-STGARCH models
    by Lundbergh, Stefan & Teräsvirta, Timo

  • 1998 Robust Testing for Fractional Integration Using the Bootstrap
    by Andersson, Michael K. & Gredenhoff, Mikael P.

  • 1998 Regression Analysis and Time Use Data A Comparison of Microeconometric Approaches with Data from the Swedish Time Use Survey (HUS)
    by Flood, Lennart & Gråsjö, Urban

  • 1998 Dynamic asymmetries in US unemployment
    by Gary Koop & Simon M. Potter

  • 1998 Innovation Complementarity and Scale of Production
    by Miravete, Eugenio J. & Pernias, Jose C.

  • 1998 Unemployment Durations of French Young People
    by d’Addio, Anna Cristina

  • 1998 Demand-Supply Interactions and Unemployment Dynamics: Can there be Path Dependency ? The Case of Belgium, 1955-1994
    by Shadman-Mehta, Fatemeh & Sneessens, Henri R.

  • 1998 Reading Interest Rate and Bond Futures Options' Smiles Around the 1997 French Snap Election
    by Coutant, Sophie & Jondeau, Eric & Rockinger, Michael

  • 1998 Reading the Smile: The Message Conveyed by Methods which Infer Risk Neutral Densities
    by Jondeau, Eric & Rockinger, Michael

  • 1998 How Efficient are Firms in Transition Countries? Firm-Level Evidence from Bulgaria and Romania
    by Konings, Jozef & Repkin, Alexander

  • 1998 Estimation from cross-sections of integrated time-series
    by Adda, Jérôme & Robin, Jean-Marc

  • 1998 Unemployment durations of French young people
    by D’ADDIO, Anna Christina

  • 1998 What Data Should Be Used to Price Options?
    by Mikhail Chernov & Eric Ghysels

  • 1998 Modeling fixed income excess returns
    by Basma Bekdache & Christopher F. Baum

  • 1998 Testing for ARCH in the Presence of a Possibly Misspecified Conditional Mean
    by Robin L. Lumsdaine & Serena Ng

  • 1998 Fractional Monetary Dynamics
    by John Barkoulas & Christopher F. Baum & Mustafa Caglayan

  • 1998 Testing for Structural Change in Conditional Models
    by Bruce E. Hansen

  • 1998 Reading Interest Rate and Bond Futures Options' Smiles: How PIBOR and National Operators Appreciated the 1997 French Snap Election
    by Coutant, S. & Jondeau, E. & Rockinger, M.

  • 1998 Reading the Smile: The Message Conveyed by Methods Which Infer Risk Neutral
    by Jondeau, E. & Rockinger, M.

  • 1998 On the Nature of Dependence in the Volatility of US Stock Returns
    by Michelle L. Barnes

  • 1998 Non-linear Threshold Relationships between Inflation and Nominal Returns: A Time Series Approach to 39 Different Countries
    by Michelle L. Barnes

  • 1998 Friedman and Schwartz (1982) revisited: Assessing annual and phase-average models of money demand in the United Kingdom
    by David F. Hendry & Kevin M. Prestwich & Neil R. Ericsson

  • 1998 The stability of German money demand: Not just a myth
    by Michael Scharnagl

  • 1998 Stability of the demand for M1 and harmonized M3 in Finland
    by Antti Ripatti

  • 1998 Exogeneity, causality, and co-breaking in economic policy analysis of a small econometric model of money in the UK
    by Grayham E. Mizon & David F. Hendry

  • 1998 Implicaciones en la utilización de una variable agregada para medir la producción de los aeropuertos españoles
    by Roberto Rendeiro Martín-Cejas

  • 1997 A Comparison of the Forecasting Performance of Markov-Switching and Threshold Autoregressive Models of US GNP
    by Clements, M.P. & Krolzig, H.-M.

  • 1997 Seasonality, Cointegration, and the Forecasting of Energy Demand
    by Clements, M.P. & Madlener, R.

  • 1997 The Role of Seasonality in Economic Time Series: Reinterpretating Money-Output Causality in U.S. Data
    by Lee, H.S. & Siklos, P.L.

  • 1997 Testing that Stock Returns Are Uncorrelated Using A General Box-Pierce Q Test
    by Nankervis, J.C. & Savin, N.E. & Lobato, I.

  • 1997 The Power of Hessian and Outer Product Based Wald and LM Tests
    by Parks, R.W. & Savin, N.E. & Wurtz, A.H.

  • 1997 Testing the Consumption-Capm in Developing Equity Markets
    by Cashin, P. & McDermott, C. J.

  • 1997 Exchange rates and Fundamentals: What Do We Learn From Long-Horizon Regressions?
    by Kilian, L.

  • 1997 Testing Linearity against Nonlinear Moving Average Models
    by Brännäs, Kurt & de Gooijer, Jan G. & Teräsvirta, Timo

  • 1997 Testing for Asymmetric Pricing in the Canadian Retail Gasoline Market
    by Godby, R. & Stengos, T. & Wandsschneider, B.

  • 1997 Consistent Model Specification test for Regression Function Based on Nonparametric Wavelet Estimation
    by Stengos, T. & Sun, Y.

  • 1997 Robust GMM Estimators and Tests for Models of the Term Structure of Interest Rates
    by Elvezio Ronchetti & Fabio Trojani

  • 1997 Measurement of Perceived Environmental Uncertainties: Response and Extension
    by Miller, K.D.

  • 1997 Residual-Based Bootstrap Tests for Normality in Autoregressions
    by Kilian, L. & Demiroglu, U.

  • 1997 Test du CAPM pour le marche des actions suisses
    by Isakov, D

  • 1997 L'effet de levier
    by Thibierge, C & Thomas, P.

  • 1997 Dynamic Labour Market Behaviour in the British Household Panel Survey : The Effects of Recall Bias and Panel Attrition
    by Paull, G

  • 1997 Identification, Estimation and Testing of Conditionally Heteroskedastic Factor Model
    by Sentana, E. & Fiorentini, G.

  • 1997 The Turnpike Property and the Central Limit Theorem in Stochastic Models of Economic Dynamics
    by Flam, S.D. & Evstigneev, I.V.

  • 1997 Which alternative to choose: does the excess sensitivity hypothesis or a time varying term premium explain the failure of the rational expectations hypothesis of the term structure?
    by Tzavalis, Elias

  • 1997 The Choice of the Working Sector in Italy
    by Bardasi, E. & Monfardini, C.

  • 1997 Forecasting Seasonal UK Consumption Components
    by Clements, M.P. & Smith, J.

  • 1997 Application of Neural Networks to House Pricing and Bond Rating
    by Daniëls, H.A.M. & Kamp, B. & Verkooijen, W.J.H.

  • 1997 Comparing Predictions and Outcomes : Theory and Application to Income Changes
    by Das, J.W.M. & Dominitz, J. & van Soest, A.H.O.

  • 1997 Testing for Integration using Evolving Trend and Seasonals Models: A Bayesian Approach
    by Gary Koop & Herman K. van Dijk & Henk Hoek

  • 1997 Introduction to the JBES Special Issue on Structural Estimation in Applied Microeconomics
    by Keane, Michael & Wolpin, Kenneth

  • 1997 A measure of monetary conditions
    by Richard Dennis

  • 1997 Answering the Critics: Yes, ARCH Models Do Provide Good Volatility Forecasts
    by Torben G. Andersen & Tim Bollerslev

  • 1997 Statistical Inference for Computable General Equilibrium Models with Application to a Model of the Moroccan Economy
    by ABDELKHALEK, Touhami & DUFOUR, Jean-Marie

  • 1997 Bootstrap Testing for Fractional Integration
    by Andersson, Michael K. & Gredenhoff, Mikael P.

  • 1997 Modeling Nordic Stock Returns with Asymmetric GARCH models
    by Hagerud, Gustaf E.

  • 1997 Limited and Full Information Estimation of the Rational Expectations Demand for Money Model: Application to Finnish M1
    by Ripatti, Antti

  • 1997 Liquidity-Corrected Variance Ratios and the Effect of Foreign Equity Ownership on Information in an Emerging Market
    by Coppejans, Mark & Domowitz, Ian

  • 1997 Consistent Moment Selection Procedures for Generalized Method of Moments Estimation
    by Donald W.K. Andrews

  • 1997 Forecasts with production expectations integrated into a macroeconomic model
    by Jakob B. MADSEN

  • 1997 The Behaviour of the Real Exchange Rate: A Re-examination Using Finite Sample Approach
    by Kuo, Biing-Shen & Mikkola, Anne

  • 1997 How to deal with unobservable variables in economics
    by Krelle, Wilhelm

  • 1997 A Simple Regime-Switching Model for Stochastic Volatilities
    by Christopeit, Norbert & Axel Cron

  • 1997 An Analysis of Sample Attrition in Panel Data: The Michigan Panel Study of Income Dynamics
    by John Fitzgerald & Peter Gottschalk & Robert Moffitt

  • 1997 Reexamining the Term Structure of Interest Rates and the Interwar Demand for Money
    by Christopher F. Baum & Clifford F. Thies

  • 1997 A Comparison of Alternative Methodologies for Estimating Potential Output and the Output Gap
    by Chantal Dupasquier & Alain Guay & Pierre St-Amant

  • 1997 La courbe de Phillips au Canada : un examen de quelques hypothèses
    by Jean-François Fillion & André Léonard

  • 1997 Menu Costs, Relative Prices, and Inflation: Evidence for Canada
    by Robert A. Amano & R. Tiff Macklem

  • 1997 What Does Downward Nominal-Wage Rigidity Imply for Monetary Policy?
    by Seamus Hogan

  • 1997 A Consistent Nonparametric Test of Ergodicity for Time Series with Applications
    by Domowitz, I. & El-Gamal, M.A.

  • 1997 Regression-Based Tests of Predictive Ability
    by West, K.D. & McCracken, M.W.

  • 1997 A Bayesian Interpretation of Extremim Estimators
    by El-Gamal, M.A.

  • 1997 A Monte Carlo Study of Ec-Estimation in Panel Data Models with Limited Dependent Variables and Heterogeneity
    by El-Gamal, M.A.

  • 1997 Selección de modelos no anidados. Un estudio de Monte Carlo
    by Pons Novell, Jordi

  • 1996 Evaluating the Rationality of Fixed-Event Forecasts
    by Clements, M.C.

  • 1996 Monotonic Extension on Economic Domains
    by Thomson, W.

  • 1996 Skewness of Earnings and the Believability Hypothesis : How Does the Financial Market Discount Accounting Earnings Disclosures?
    by Krishnan, M & Sankaraguruswamy, S & Song Shin, H

  • 1996 Cognition in Seemingly Riskless Choices and Judgments
    by Levy-Garboua, L. & Montmarquette, C.

  • 1996 Testing for Structural Change in Cointegrated Regression Models: Some Comparisons and Generalizations
    by Hao, K.

  • 1996 Trends, Lead Times and Forecasting
    by Saligari, G.R. & Snyder, R.D.

  • 1996 Conditional Independance in Sample Selection Models
    by Angrist, J.D.

  • 1996 Trend-Stationarity in the I(2) Cointegration Model
    by Clara Jørgensen & Hans Christian Kongsted & Anders Rahbek

  • 1996 Modelling the Demand for M3 in the unified Germany
    by Wolters, Jürgen & Teräsvirta, Timo & Lütkepohl, Helmut

  • 1996 Two Stylized Facts and the Garch (1,1) Model
    by Teräsvirta, Timo

  • 1996 Testing Linearity against Nonlinear Moving Average Models
    by Brännäs, Kurt & Gooijer, Jan G. de & Teräsvirta, Timo

  • 1996 Power Properties of Linearity Tests for Time Series
    by Teräsvirta, Timo

  • 1996 A Note on the Interpretation of the Rational Addiction Model
    by Ferguson, B

  • 1996 Robust Inference: The Approach Based on Influence Functions
    by M. Markatou & Elvezio Ronchetti

  • 1996 Forecasting Private Consumption Structure in European Countries: SKIM Model Results and Comparison with other Approaches
    by Arranz, M.

  • 1996 Pricing-to-Market in the Presence of Freight Rate and Exchange Rate Changes: Evidence from Canadian Data
    by Bryan, I.

  • 1996 Forecasting Using First Available Versus Fully Revised Economic Time Series data
    by Swanson, N.R.

  • 1996 Addressing Collinearity Among Competing Econometric Forecasts: Regression Based Forecast Combination Using Model Selection
    by Swanson, N.R. & Zeng, T.

  • 1996 Identifying Outlier Firms in Multiple Output Efficiency Models
    by Hill, R.J. & Fox, K.J.

  • 1996 Informational Complexity Criteria For Regression Models
    by Bozdogan, H. & Haughton, D.

  • 1996 Testing the CCAPM on Spanish Data: A New Approach
    by Rubio, E.M.

  • 1996 Tabu Search in Audit Scheduling
    by Dodin, B. & Elimam, A.A. & Rolland, E.

  • 1996 Testing the Long Run Effect of Investment on Output in the Presence of Cointegration
    by Lau, S.H.P.

  • 1996 Un regard epistemologique sur la pratique econometrique contemporaine
    by Ado, I. & Boughrara, A.

  • 1996 Auction Theory and Practice Evidence from the Market for Jewellery
    by Chanel, O. & Gerard-Varet, L.A.

  • 1996 A Simple Test for Spatial Correlation in Probit Models
    by Pinkse, J. & Slade, M.

  • 1996 A Score Test for Non-nested Hypotheses with Applications to Discrete Data Models
    by J M C Santos Silva

  • 1996 On the Corrections to Information Matrix Tests
    by Francisco Cribari-Neto

  • 1996 Shortages, interest rates, and money demand in Poland, 1969-1995
    by Erwin Nijsse & Elmer Sterken,

  • 1996 Testing calibrated general equilibrium models
    by Fabio Canova & Eva Ortega

  • 1996 Forecast Comparison in L2
    by Bruce Mizrach

  • 1996 Cognition in Seemingly Riskless Choices and Judgments
    by Levy-Garboua, L. & Montmarquette, C.

  • 1996 On the Use of Multivariate Cointegration Analysis in Residential Energy Demand Modelling
    by Madlener, Reinhard

  • 1996 Stability of the Demand for M1 and Harmonized M3 in Finland
    by Ripatti, Antti

  • 1996 Conditional Independence Restrictions: Testing and Estimation
    by Oliver Linton & Pedro Gozalo

  • 1996 Can animal spirits explain the dynamics of European unemployment?
    by Patrick FÈVE & François LANGOT

  • 1996 Does Modern Econometrics replicate the Phillips Curve?
    by Shadman-Mehta, Fatemeh

  • 1996 Estimation of TAR Models
    by Bruce E. Hansen

  • 1996 Nonlinear Nonparametric Prediction of the 90-Day T-Bill Rate
    by John Barkoulas & Christopher F. Baum & Joseph Onochie

  • 1996 Fractional Differencing Modeling and Forecasting of Eurocurrency Deposit Rates
    by John Barkoulas & Christopher F. Baum

  • 1996 Fractional Cointegration Analysis of Long Term International Interest Rates
    by John Barkoulas & Christopher F. Baum & Gurkan S. Oguz

  • 1996 Time-Varying Risk Premia in the Foreign Currency Futures Basis
    by John Barkoulas & Christopher F. Baum

  • 1995 Loansable Funds, Endogenous Money, and Minsky's Financial Fragility Hypothesis
    by Lavoie, M

  • 1995 Investigating Stability and Linearity of a German M1 Money Demand Function
    by Lütkepohl, Helmut & Teräsvirta, Timo & Wolters, Jürgen

  • 1995 Testing Parameter Constancy and super Exogeneity in Econometric Equations
    by Jansen, Eilev S. & Teräsvirta, Timo

  • 1995 Using Mixture Models to Detect Sex Bias in Health Outcomes in Bangladesh
    by Morduch, J. & Stern, H.S.

  • 1995 Using Mixtures Models to Detect Sex Bias in Health Outcome in Bangladesh
    by Morduch, J.

  • 1995 Detecting Nonlinearity by Modelling the Differenced Series
    by Aprahamian, F. & Peguin-Feissolle, A.

  • 1995 Forecasting Inflation from the Term Structure
    by Tzavalis, E. & Wickens, M.R.

  • 1995 Heterogeneity, Matching, and Endogenous Labour Market Segmentation
    by Rioux, L.

  • 1995 Agreement and Disagreement Between Unit Root Tests
    by Boero, K.L.A.G. & Burridge, P. & Sheldon, M.

  • 1995 A Test for Independence Based on the Correlation Dimension
    by Brock, W.A. & Dechert, W.D. & LeBaron, B. & Scheinkman, J.A.

  • 1995 Import Price Formation and Pricing to Market: A Test on Norwegian Data
    by Bjørn E. Naug & Ragnar Nymoen

  • 1995 Multivariate unit root tests
    by Renato Flôres & Pierre-Yves Preumont & Ariane Szafarz

  • 1995 Reliability of the Translog Cost Function : Some Theory & an Application to the Demand of Energy in French Manufacturing
    by Baccar, Sourour

  • 1995 A Factor-Analytic Probit Model for Representing the Market Structure in Panel Data
    by Elrod, Terry & Keane, Michael

  • 1995 Household Energy Demand Analysis: An Empirical Application of the Closure Test Principle
    by Madlener, Reinhard

  • 1995 Prediction Risk and the Forecasting of Stock Market Indexes
    by Haefke, Christian & Helmenstein, Christian

  • 1995 Testing Additivity in Generalized Nonparametric Regression Models
    by Oliver Linton & Pedro Gozalo

  • 1995 Capital, Labour, Materials and Additional R&D Investment in Japan. The Issue of (Double-) Counting
    by Peeters, Marga & Ghijsen, Paul

  • 1995 Predictive Tests for Structural Change with Unknown Breakpoint
    by Eric Ghysels & Alain Guay & Alastair Hall

  • 1995 Asymptotic Null Distribution of the Likelihood Ratio Test in Markov Switching Models
    by René Garcia

  • 1994 Are Real Wages and Unemployment Related?
    by Jacobson, Tor & Vredin, Anders & Warne, Anders

  • 1994 The Persistence in Volatility of the US Term Premium 1970-1986
    by Tzavalis, E. & Wickens, M.R.

  • 1994 The Rational Expectations Hypothesis of the Term Structure: Reconciling the Evidence
    by Tzavalis, Elias & Wickens, Micheal

  • 1994 To fine or to punish in the Late Middle Ages. A Time Series Analysis of Justice Administration in Nivelles, 1424-1536
    by de la Croix, David & Rousseaux, Xavier & Urbain, Jean-Pierre

  • 1994 Dynamic Specification and Testing for Unit Roots and Co-Integration
    by Anindya Banerjee

  • 1994 A Macroeconomic Model for Romania's Flexible Exchange Rate System
    by Lord, Montague J.

  • 1994 An empirical derivation of the industry wage equation
    by Mason, Patrick L.

  • 1994 The Predictive Ability of Several Models of Exchange Rate Volatility
    by Kenneth D. West & Dongchul Cho

  • 1994 Comovements in Large Systems
    by GONZALO, Jesus & PITARAKIS, Jean-Yves

  • 1993 Testing Between Alternative Wage-Employment Bargaining Models Using Belgian Aggreggate Data
    by Vannetelbosch, Vincent J.

  • 1993 Exploration of economic systems in the transition period
    by Albu, Lucian-Liviu

  • 1992 La quasi marche aléatoire
    by Alexandre, Hervé

  • 1992 Dynamic effects of tariff liberalization: An intertemporal CGE approach
    by Keuschnigg,Christian & Kohler,Wilhelm

  • 1992 Union Membership in the United States: The Decline Continues
    by Henry S. Farber & Alan Krueger

  • 1992 Posterior Odds Testing for a Unit Root with Data-Based Model Selection
    by Peter C.B. Phillips & Werner Ploberger

  • 1992 The Forecasting Accuracy of Crude Oil Futures Prices
    by Manmohan S. Kumar

  • 1992 Other Things Equal
    by Donald N. McCloskey

  • 1991 Testing for Structural Breaks
    by Allan W. Gregory & James M. Nason

  • 1991 Dynamic Structural Models: Problems and Prospects. Mixed Continuous Discrete Controls and Market Interactions
    by Ariel Pakes

  • 1991 Time Series Modelling with a Bayesian Frame of Reference: 1. Concepts and Illustrations
    by Peter C.B. Phillips & Werner Ploberger

  • 1991 Testing the Null Hypothesis of Stationarity Against the Alternative of a Unit Root: How Sure Are We That Economic Time Series Have a Unit Root?
    by Denis Kwiatkowski & Peter C.B. Phillips & Peter Schmidt

  • 1991 The Spurious Effect of Unit Roots on Exogeneity Tests in Vector Autoregressions: An Analytical Study
    by Hiro Y. Toda & Peter C.B. Phillips

  • 1991 Vector Autoregression and Causality
    by Hiro Y. Toda & Peter C.B. Phillips

  • 1991 The Long-Run Australian Consumption Function Reexamined: An Empirical Exercise in Bayesian Influence
    by Peter C.B. Phillips

  • 1990 Some Structural Hypotheses in a Multivariate Cointegration Analysis of the Purchasing Power Parity and the Uncovered Interest Parity for UK
    by Søren Johansen & Katarina Juselius

  • 1988 Il problema della coerenza delle previsioni nei modelli econometrici non lineari
    by Calzolari, Giorgio & Panattoni, Lorenzo

  • 1986 Parametric and nonparametric Monte Carlo estimates of standard errors of forecasts in econometric models
    by Bianchi, Carlo & Calzolari, Giorgio & Weihs, Claus

  • 1986 Forecasts and constraints on policy actions: the reliability of alternative instruments
    by Bianchi, Carlo & Brillet, Jean-Louis & Calzolari, Giorgio

  • 1986 On The Use and Misuse of Input-Output Based Impact Analysis in Evaluation
    by Grady, Patrick & Muller, R. Andrew

  • 1986 Generalized autoregressive conditional heteroskedasticity
    by Tim Bollerslev

  • 1985 Effectiveness versus reliability of policy actions under government budget constraint: the case of France
    by Bianchi, Carlo & Brillet, Jean-Louis & Calzolari, Giorgio

  • 1985 The state of the art in Canadian macroeconomic modelling
    by Grady, Patrick

  • 1984 Analyse et mesure de l'incertitude en prevision d'un modele econometrique. Application au modele mini-DMS
    by Bianchi, Carlo & Brillet, Jean-Louis & Calzolari, Giorgio

  • 1984 Information Criterion and Estimation of Misspecified Qualitative Choice Models
    by Brownstone, David

  • 1982 Stime 2SLS con componenti principali di un modello non lineare dell' economia italiana
    by Bianchi, Carlo & Calzolari, Giorgio & Sartori, Franco

  • 1982 Evaluating forecast uncertainty due to errors in estimated coefficients: empirical comparison of alternative methods
    by Bianchi, Carlo & Calzolari, Giorgio

  • 1982 Morbidity and pollution: model specification analysis for time-series data on hospital admissions
    by Krumm, Ronald J. & Graves, Philip E.

  • 1977 Stochastic simulation as a validation tool for econometric models
    by Calzolari, Giorgio & Corsi, Paolo

  • 1976 Simulation properties of alternative methods of estimation: an application to a model of the Italian economy
    by Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo

  • Robust Estimation and Inference for Threshold Models with Integrated Regressors
    by Haiqiang Chen

  • Beta Regimes for the Yield Curve
    by Francesco Audrino & Enrico De Giorgi

  • Reevaluating Terrorism and Economic Growth: Dynamic Panel Analysis and Cross-Sectional Dependence
    by Khusrav Gaibulloev & Todd Sandler & Donggyu Sul

  • The Italian Treasury Econometric Model (ITEM)
    by Claudio Cicinelli & Andrea Cossio & Francesco Nucci & Ottavio Ricchi & Cristian Tegami

  • A new index of financial conditions
    by Gary Koop & Dimitris Korobilis

  • Testing Equality of Covariance Matrices via Pythagorean Means
    by Jin Seo Cho & Peter C.B. Phillips

  • Time-Varying Risk Premium In Large Cross-Sectional Equidity Datasets
    by Patrick GAGLIARDINI & Elisa OSSOLA & Olivier SCAILLET

  • Time-Varying Risk Premium In Large Cross-Sectional Equidity Datasets
    by Patrick GAGLIARDINI & Elisa OSSOLA & Olivier SCAILLET

  • Assessing multivariate predictors of financial market movements: A latent factor framework for ordinal data
    by Philippe HUBER & Olivier SCAILLET & Maria-Pia VICTORIA-FESER

  • Look-Ahead Benchmark Biasin Portfolio Performance Evaluation
    by Gilles DANIEL & Didier SORNETTE & Peter WOHRMANN

  • Identifying Fiscal Policy Shocks In Chile And Colombia
    by Jorge E. Restrepo & Hernán Rincón

  • Spillovers from Foreign Direct Investment: Within or between Industries?
    by Maurice Kugler

  • Una aproximación a la dinámica de las tasas de interés de corto plazo en Colombia a través de modelos GARCH multivariados
    by Luis Fernando Melo Velandia & Oscar Reinaldo Becerra Camargo

  • Capital Account Controls, Bank’s Efficiency, Growth and Macroeconomic Volatility in the FLAR’s Member Countries?
    by Humberto Mora & Hernán Rincón

  • Medidas de Riesgo, Características y Técnicas de Medición: Una Aplicación del VAR y el ES a la Tasa Interbancaria de Colombia
    by Luis Fernando Melo Velandia & Oscar reinaldo Becerra Camargo

  • Exchange Rate Pass-Through Effects: A Disaggregate Analysis of Colombian Imports of Manufactured Goods
    by Hernán Rincón & Edgar Caicedo & Norberto Rodríguez

  • Un Pronóstico no Paramétrico de la Inflación Colombiana
    by Norberto Rodríguez N. & Patricia Siado C.

  • Expansions and Contractions in Some Latin American Countries: A view Throught Non-Linear Models
    by Luis Eduardo Arango & Luis Fernando Melo

  • Returns and Interest Rate: A Nonlinear Relationship in the Bogotá Stock Market
    by Luis Eduardo Arango & Andrés González & Carlos Esteban Posada

  • Relación entre el Índice de Precios del Productor (IPP) y el Indice de Precios al Consumidor
    by Carlos Huertas & Munir A. Jalil

  • A Nonlinear Specification of Demand for Narrow Money in Colombia
    by Luis Eduardo Arango & Andrés González

  • Testing the Short-Long-Run Exchange Rate Effects on Trade Balance: The Case of Colombia
    by Hernán Rincón

  • Mismatch Shocks and Unemployment During the Great Recession
    by Francesco Furlanetto & Nicolas Groshenny

  • Testing for Seasonal Unit Roots with Temporally Aggregated Time Series
    by Rotger, Gabriel Pons

  • This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.