Research classified by Journal of Economic Literature (JEL) codes

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Top JEL
/ C: Mathematical and Quantitative Methods
/ / C5: Econometric Modeling
/ / / C52: Model Evaluation, Validation, and Selection

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This JEL code is mentioned in the following RePEc Biblio entries:

1. > Econometrics > Forecasting
2. > Schools of Economic Thought, Epistemology of Economics > Economic Methodology > Dynamic Stochastic General Equilibrium > Estimated DSGE Models > Forecasting with DSGE Models

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This topic is covered by the following reading lists:

1. SOEP based publications
2. Socio-Economics of Innovation

3108

• Cristina Amado & Annastiina Silvennoinen & Timo Terasvirta, 2017. "Modelling and Forecasting WIG20 Daily Returns," Central European Journal of Economic Modelling and Econometrics, CEJEME, vol. 9(3), pages 173-200, September.
  • Cristina Amado & Annastiina Silvennoinen & Timo Teräsvirta, 2017. "Modelling and forecasting WIG20 daily returns," NIPE Working Papers 09/2017, NIPE - Universidade do Minho.
  • Cristina Amado & Annastiina Silvennoinen & Timo Teräsvirta, 3108. "Modelling and forecasting WIG20 daily returns," CREATES Research Papers 2017-29, Department of Economics and Business Economics, Aarhus University.

2906

• Giorgio Mirone, 2906. "Inference from the futures: ranking the noise cancelling accuracy of realized measures," CREATES Research Papers 2017-24, Department of Economics and Business Economics, Aarhus University.

2803

• Emilio Zanetti Chini, 2018. "Forecasting dynamically asymmetric fluctuations of the U.S. business cycle," DEM Working Papers Series 156, University of Pavia, Department of Economics and Management.
  • Emilio Zanetti Chini, 2803. "Forecasting dynamically asymmetric fluctuations of the U.S. business cycle," CREATES Research Papers 2018-13, Department of Economics and Business Economics, Aarhus University.

2702

• Torben G. Andersen & Rasmus T. Varneskov, 2702. "Consistent Inference for Predictive Regressions in Persistent VAR Economies," CREATES Research Papers 2018-09, Department of Economics and Business Economics, Aarhus University.

2504

• Cristina Amado & Annastiina Silvennoinen & Timo Ter¨asvirta, 2018. "Models with Multiplicative Decomposition of Conditional Variances and Correlations," NIPE Working Papers 07/2018, NIPE - Universidade do Minho.
  • Cristina Amado & Annastiina Silvennoinen & Timo Teräsvirta, 2504. "Models with Multiplicative Decomposition of Conditional Variances and Correlations," CREATES Research Papers 2018-14, Department of Economics and Business Economics, Aarhus University.
• Changli He & Jian Kang & Timo Teräsvirta & Shuhua Zhang, 2504. "The Shifting Seasonal Mean Autoregressive Model and Seasonality in the Central England Monthly Temperature Series, 1772-2016," CREATES Research Papers 2018-15, Department of Economics and Business Economics, Aarhus University.

2019

• Langlois, Hugues & Chaieb, Ines & Scaillet, O., 2019. "Time-Varying Risk Premia in Large International Equity Markets," Les Cahiers de Recherche 1250, HEC Paris, revised 29 May 2019.

2018

• McAdam, Peter & Warne, Anders, 2018. "Euro area real-time density forecasting with financial or labor market frictions," Working Paper Series 2140, European Central Bank.
• Nikolay Iskrev, 2018. "Are asset price data informative about news shocks? A DSGE perspective," Working Papers REM 2018/33, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
  • Iskrev, Nikolay, 2018. "Are asset price data informative about news shocks? A DSGE perspective," Working Paper Series 2161, European Central Bank.
• Meenagh, David & Minford, Patrick & Wickens, Michael & Xu, Yongdeng, 2018. "Testing DSGE Models by indirect inference: a survey of recent findings," Cardiff Economics Working Papers E2018/14, Cardiff University, Cardiff Business School, Economics Section.
• Filippeli, Thomai & Harrison, Richard & Theodoridis, Konstantinos, 2018. "DSGE-based Priors for BVARs & Quasi-Bayesian DSGE Estimation," Cardiff Economics Working Papers E2018/5, Cardiff University, Cardiff Business School, Economics Section.
• Xu, Yongdeng & Taylor, Nick & Lu, Wenna, 2018. "Illiquidity and volatility spillover effects in equity markets during and after the global financial crisis: An MEM approach," International Review of Financial Analysis, Elsevier, vol. 56(C), pages 208-220.
  • Xu, Yongdeng & Taylor, Nick & Lu, Wenna, 2018. "Illiquidity and Volatility Spillover effects in Equity Markets during and after the Global Financial Crisis: an MEM approach," Cardiff Economics Working Papers E2018/6, Cardiff University, Cardiff Business School, Economics Section.
• Minford, Patrick & Wickens, Michael & Xu, Yongdeng, 2016. "Comparing different data descriptors in Indirect Inference tests on DSGE models," Economics Letters, Elsevier, vol. 145(C), pages 157-161.
  • Minford, Patrick & Wickens, Michael & Xu, Yongdeng, 2016. "Comparing different data descriptors in Indirect Inference tests on DSGE models," Cardiff Economics Working Papers E2016/5, Cardiff University, Cardiff Business School, Economics Section.
  • Meenagh, David & Minford, Patrick & Wickens, Michael & Xu, Yongdeng, 2018. "Comparing different data descriptors in Indirect Inference tests on DSGE models," Cardiff Economics Working Papers E2018/7, Cardiff University, Cardiff Business School, Economics Section.
  • Minford, Patrick & Wickens, Michael R. & Xu, Yongdeng, 2017. "Comparing different data descriptors in Indirect Inference tests on DSGE models," CEPR Discussion Papers 11816, C.E.P.R. Discussion Papers.
• Pei, Zhuan & Pischke, Jörn-Steffen & Schwandt, Hannes, 2017. "Poorly Measured Confounders Are More Useful on the Left Than on the Right," IZA Discussion Papers 10647, Institute for the Study of Labor (IZA).
  • Zhuan Pei & Jörn-Steffen Pischke & Hannes Schwandt, 2018. "Poorly Measured Confounders Are More Useful On the Left than On the Right," CEP Discussion Papers dp1539, Centre for Economic Performance, LSE.
  • Zhuan Pei & Jörn-Steffen Pischke & Hannes Schwandt, 2017. "Poorly Measured Confounders are More Useful on the Left Than on the Right," NBER Working Papers 23232, National Bureau of Economic Research, Inc.
• Timothy Conley & Nirav Mehta & Ralph Stinebrickner & Todd Stinebrickner, 2015. "Social Interactions, Mechanisms, and Equilibrium: Evidence from a Model of Study Time and Academic Achievement," NBER Working Papers 21418, National Bureau of Economic Research, Inc.
  • Tim Conley & Nirav Mehta & Ralph Stinebrickner & Todd Stinebrickner, 2018. "Social Interactions, Mechanisms, and Equilibrium: Evidence from a Model of Study Time and Academic Achievement," CESifo Working Paper Series 6896, CESifo Group Munich.
  • Tim Conley & Nirav Mehta & Ralph Stinebrickner & Todd Stinebrickner, 2015. "Social Interactions, Mechanisms, and Equilibrium: Evidence from a Model of Study Time and Academic Achievement," University of Western Ontario, Centre for Human Capital and Productivity (CHCP) Working Papers 20154, University of Western Ontario, Centre for Human Capital and Productivity (CHCP).
  • Tim Conley & Nirav Mehta & Ralph Stinebrickner & Todd Stinebrickner, 2017. "Social Interactions, Mechanisms, and Equilibrium: Evidence from a Model of Study Time and Academic Achievement," University of Western Ontario, Centre for Human Capital and Productivity (CHCP) Working Papers 20177, University of Western Ontario, Centre for Human Capital and Productivity (CHCP).
  • Tim Conley & Nirav Mehta & Todd Stinebrickner & Ralph Stinebrickner, 2017. "Social Interactions, Mechanisms, and Equilibrium: Evidence From a Model of Study Time and Academic Achievement," Working Papers 2017-042, Human Capital and Economic Opportunity Working Group.
• Jonas Dovern & Hans Manner, 2018. "Order Invariant Tests for Proper Calibration of Multivariate Density Forecasts," CESifo Working Paper Series 7023, CESifo Group Munich.
• Giovanni Caggiano & Efrem Castelnuovo & Olivier Damette & Antoine Parent & Giovanni Pellegrino, 2018. "Liquidity Traps and Large-Scale Financial Crises," CESifo Working Paper Series 7096, CESifo Group Munich.
• Arvid Raknerud & Diana-Cristina Iancu & Øivind A. Nilsen, 2018. "Public R&D Support and Firms’ Performance. A Panel Data Study," Discussion Papers 878, Statistics Norway, Research Department.
  • Øivind Anti Nilsen & Arvid Raknerud & Diana-Cristina Iancu, 2018. "Public R&D Support and Firms' Performance - A Panel Data Study," CESifo Working Paper Series 7131, CESifo Group Munich.
  • Nilsen, Øivind A. & Raknerud, Arvid & Iancu, Diana-Cristina, 2018. "Public R&D Support and Firms’ Performance A Panel Data Study," Discussion Paper Series in Economics 13/2018, Norwegian School of Economics, Department of Economics.
• Löffler, Max & Peichl, Andreas & Siegloch, Sebastian, 2013. "Validating Structural Labor Supply Models," Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79819, Verein für Socialpolitik / German Economic Association.
  • Max Löffler & Andreas Peichl & Sebastian Siegloch, 2018. "The Sensitivity of Structural Labor Supply Estimations to Modeling Assumptions," ifo Working Paper Series 259, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
  • Loeffler, Max & Peichl, Andreas & Siegloch, Sebastian, 2018. "The Sensitivity of Structural Labor Supply Estimations to Modeling Assumptions," IZA Discussion Papers 11425, Institute for the Study of Labor (IZA).
  • Max Löffler & Andreas Peichl & Sebastian Siegloch, 2014. "Structural Labor Supply Models and Wage Exogeneity," SOEPpapers on Multidisciplinary Panel Data Research 675, DIW Berlin, The German Socio-Economic Panel (SOEP).
  • Loeffler, Max & Peichl, Andreas & Siegloch, Sebastian, 2014. "Structural Labor Supply Models and Wage Exogeneity," IZA Discussion Papers 8281, Institute for the Study of Labor (IZA).
  • Löffler, Max & Peichl, Andreas & Siegloch, Sebastian, 2014. "Structural labor supply models and wage exogeneity," ZEW Discussion Papers 14-040, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
• Dhruv Grover & Sebastian Bauhoff & Jed Friedman, 2018. "Using Supervised Learning to Select Audit Targets in Performance-Based Financing in Health: An Example from Zambia," Working Papers 481, Center for Global Development.
• Ines Chaieb & Hugues Langlois & O. Scaillet, 2018. "Time-Varying Risk Premia in Large International Equity Markets," Swiss Finance Institute Research Paper Series 18-04, Swiss Finance Institute, revised Jun 2018.
• Lettau, Martin & Pelger, Markus, 2018. "Estimating Latent Asset-Pricing Factors," CEPR Discussion Papers 12926, C.E.P.R. Discussion Papers.
• Gabriele Fiorentini & Enrique Sentana, 2018. "Specification tests for non-Gaussian maximum likelihood estimators," Working Paper series 18-22, Rimini Centre for Economic Analysis.
  • Fiorentini, Gabriele & Sentana, Enrique, 2018. "Specification tests for non-Gaussian maximum likelihood estimators," CEPR Discussion Papers 12934, C.E.P.R. Discussion Papers.
  • Gabriele Fiorentini & Enrique Sentana, 2018. "Specification tests for non-Gaussian maximum likelihood estimators," Econometrics Working Papers Archive 2018_05, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
• Di Bonaventura, Luca & Forni, Mario & Pattarin, Francesco, 2018. "The Forcasting Performance of Dynamic Factor Models with Vintage Data," CEPR Discussion Papers 13034, C.E.P.R. Discussion Papers.
• Licht, Adrian & Escribano Sáez, Álvaro & Blazsek, Szabolcs Istvan, 2018. "Seasonal quasi-vector autoregressive models for macroeconomic data," UC3M Working papers. Economics 26316, Universidad Carlos III de Madrid. Departamento de Economía.
• Afees A. Salisu & Ahamuefula Ephraim Ogbonna & Paul Adeoye Omosebi, 2018. "Does the choice of estimator matter for forecasting? A revisit," Working Papers 053, Centre for Econometric and Allied Research, University of Ibadan.
• Afees A. Salisu & Kazeem Isah & Lateef O. Akanni, 2018. "Predicting the stock prices of G7 countries with Bitcoin prices," Working Papers 054, Centre for Econometric and Allied Research, University of Ibadan.
• Kazeem Isah & Ibrahim D. Raheem, 2018. "The Hidden Predictive Power of Cryptocurrencies: Evidence from US Stock Market," Working Papers 056, Centre for Econometric and Allied Research, University of Ibadan.
• Afees A. Salisu & Ibrahim D. Raheem, 2018. "A new procedure for pre-testing the distribution properties of Stock returns," Working Papers 057, Centre for Econometric and Allied Research, University of Ibadan.
• Andrew Phiri, 2018. "Nonlinear Relationship between Exchange Rate Volatility and Economic Growth," EERI Research Paper Series EERI RP 2018/08, Economics and Econometrics Research Institute (EERI), Brussels.
• Stephan B. Bruns & Johannes König & David I. Stern, 2018. "Replication and robustness analysis of 'energy and economic growth in the USA: a multivariate approach'," CAMA Working Papers 2018-18, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Joshua C.C. Chan & Eric Eisenstat, 2018. "Comparing hybrid time-varying parameter VARs," CAMA Working Papers 2018-31, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Bo Zhang & Joshua C.C. Chan & Jamie L. Cross, 2018. "Stochastic volatility models with ARMA innovations: An application to G7 inflation forecasts," CAMA Working Papers 2018-32, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Schneider, Eric B., 2018. "Sample selection biases and the historical growth pattern of children," LSE Research Online Documents on Economics 87075, London School of Economics and Political Science, LSE Library.
• Pei, Zhuan & Pischke, Jorn-Steffen & Schwandt, Hannes, 2018. "Poorly measured confounders are more useful on the left than on the right," LSE Research Online Documents on Economics 88690, London School of Economics and Political Science, LSE Library.
• Schneider, Eric B., 2018. "Sample selection biases and the historical growth pattern of children," Economic History Working Papers 87075, London School of Economics and Political Science, Department of Economic History.
• Chia-Lin Chang & Shu-Han Hsu & Michael McAleer, 2018. "An Event Study of Chinese Tourists to Taiwan," Tinbergen Institute Discussion Papers 18-003/III, Tinbergen Institute.
  • Chang, C-L. & Hsu, S.-H. & McAleer, M.J., 2018. "An Event Study of Chinese Tourists to Taiwan," Econometric Institute Research Papers 2018-003/III, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Chia-Lin Chang & Shu-Han Hsu & Michael McAleer, 2018. "An event study of chinese tourists to Taiwan," Documentos de Trabajo del ICAE 2018-01, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
• Chia-Lin Chang & Michael McAleer, 2018. "The Fiction of Full BEKK: Pricing Fossil Fuels and Carbon Emissions," Documentos de Trabajo del ICAE 2018-08, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Chang, C-L. & McAleer, M.J., 2018. "The fiction of full BEKK: Pricing fossil fuels and carbon emissions," Econometric Institute Research Papers EI2018-12, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Chia-Lin Chang & Michael McAleer, 2018. "The Fiction of Full BEKK: Pricing Fossil Fuels and Carbon Emissions," Tinbergen Institute Discussion Papers 17-015/III, Tinbergen Institute.
• Davillas, A.; & Jones, A.M.;, 2018. "Parametric models for biomarkers based on flexible size distributions," Health, Econometrics and Data Group (HEDG) Working Papers 18/05, HEDG, c/o Department of Economics, University of York.
  • Davillas, Apostolos & Jones, Andrew M., 2018. "Parametric models for biomarkers based on flexible size distributions," ISER Working Paper Series 2018-03, Institute for Social and Economic Research.
• Hérault, Nicolas & Jenkins, Stephen P., 2018. "How valid are synthetic panel estimates of poverty dynamics?," GLO Discussion Paper Series 207, Global Labor Organization (GLO).
  • Hérault, Nicolas & Jenkins, Stephen P., 2018. "How valid are synthetic panel estimates of poverty dynamics?," ISER Working Paper Series 2018-05, Institute for Social and Economic Research.
  • Herault, Nicolas & Jenkins, Stephen P., 2018. "How Valid Are Synthetic Panel Estimates of Poverty Dynamics?," IZA Discussion Papers 11484, Institute for the Study of Labor (IZA).
• Michael B. Gordy & Alexander J. McNeil, 2018. "Spectral Backtests of Forecast Distributions with Application to Risk Management," Finance and Economics Discussion Series 2018-021, Board of Governors of the Federal Reserve System (U.S.).
• Manuel Gonzalez-Astudillo, 2018. "An Output Gap Measure for the Euro Area : Exploiting Country-Level and Cross-Sectional Data Heterogeneity," Finance and Economics Discussion Series 2018-040, Board of Governors of the Federal Reserve System (U.S.).
• Gabriele Fiorentini & Enrique Sentana, 2018. "Specification tests for non-Gaussian maximum likelihood estimators," Working Paper series 18-22, Rimini Centre for Economic Analysis.
  • Gabriele Fiorentini & Enrique Sentana, 2018. "Specification tests for non-Gaussian maximum likelihood estimators," Econometrics Working Papers Archive 2018_05, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
  • Fiorentini, Gabriele & Sentana, Enrique, 2018. "Specification tests for non-Gaussian maximum likelihood estimators," CEPR Discussion Papers 12934, C.E.P.R. Discussion Papers.
• Huber, Martin & Imhof, David, 2018. "Machine Learning with Screens for Detecting Bid-Rigging Cartels," FSES Working Papers 494, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland.
• Christoph Kuzmics & Daniel Rodenburger, 2018. "A case of evolutionary stable attainable equilibrium in the lab," Graz Economics Papers 2018-05, University of Graz, Department of Economics.
• Jonas Dovern & Hans Manner, 2018. "Order Invariant Tests for Proper Calibration of Multivariate Density Forecasts," Graz Economics Papers 2018-09, University of Graz, Department of Economics.
• Chatelain, Jean-Bernard & Ralf, Kirsten, 2017. "Publish and Perish: Creative Destruction and Macroeconomic Theory," EconStor Preprints 149994, ZBW - German National Library of Economics.
  • Jean-Bernard Chatelain & Kirsten Ralf, 2018. "Publish and Perish: Creative Destruction and Macroeconomic Theory," PSE Working Papers halshs-01720655, HAL.
  • Chatelain, Jean-Bernard & Ralf, Kirsten, 2017. "Publish and Perish: Creative Destruction and Macroeconomic Theory," MPRA Paper 76825, University Library of Munich, Germany.
• Jean-Bernard Chatelain & Kirsten Ralf, 2018. "Publish and Perish: Creative Destruction and Macroeconomic Theory," Working Papers halshs-01720655, HAL.
• Arvid Raknerud & Diana-Cristina Iancu & Øivind A. Nilsen, 2018. "Public R&D Support and Firms’ Performance. A Panel Data Study," Discussion Papers 878, Statistics Norway, Research Department.
• Gary Koop & Stuart McIntyre & James Mitchell, 2018. "UK regional nowcasting using a mixed frequency vector autoregressive model," Working Papers 1805, University of Strathclyde Business School, Department of Economics.
• Lorenzo Camponovo, 2018. "Bootstrap Inference for Penalized GMM Estimators with Oracle Properties," School of Economics Discussion Papers 0618, School of Economics, University of Surrey.
• Evren Erdogan Cosar & Saygýn Sahinoz, 2018. "Quantifying Uncertainty and Identifying its Impacts on the Turkish Economy," Working Papers 1806, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
• Chang, C-L. & Hsu, S.-H. & McAleer, M.J., 2018. "An Event Study of Chinese Tourists to Taiwan," Econometric Institute Research Papers 2018-003/III, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Chia-Lin Chang & Shu-Han Hsu & Michael McAleer, 2018. "An Event Study of Chinese Tourists to Taiwan," Tinbergen Institute Discussion Papers 18-003/III, Tinbergen Institute.
  • Chia-Lin Chang & Shu-Han Hsu & Michael McAleer, 2018. "An event study of chinese tourists to Taiwan," Documentos de Trabajo del ICAE 2018-01, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
• Garcia Mandico, Silvia & Garcia-Gomez, Pilar & Gielen, Anne C. & O'Donnell, Owen, 2018. "Earnings Responses to Disability Benefit Cuts," IZA Discussion Papers 11410, Institute for the Study of Labor (IZA).
  • Silvia Garcia Mandico & Pilar (P.) Garcia-Gomez & Anne (A.C.) Gielen & Owen (O.A.) O'Donnell, 2018. "Earnings responses to disability benefit cuts," Tinbergen Institute Discussion Papers 18-023/V, Tinbergen Institute.
• Slawa Rokicki & Jessica Cohen & Gunther Fink & Joshua Salomon & Mary Beth Landrum, 2018. "Inference with difference-in-differences with a small number of groups: a review, simulation study and empirical application using SHARE data," CHaRMS Working Papers 18-01, Centre for HeAlth Research at the Management School (CHaRMS).
  • Slawa Rokicki & Jessica Cohen & Günther Fink & Joshua A. Salomon & Mary Beth Landrum, 2018. "Inference with difference-in-differences with a small number of groups: a review, simulation study and empirical application using SHARE data," Working Papers 201802, Geary Institute, University College Dublin.
• Chia-Lin Chang & Shu-Han Hsu & Michael McAleer, 2018. "An Event Study of Chinese Tourists to Taiwan," Tinbergen Institute Discussion Papers 18-003/III, Tinbergen Institute.
  • Chia-Lin Chang & Shu-Han Hsu & Michael McAleer, 2018. "An event study of chinese tourists to Taiwan," Documentos de Trabajo del ICAE 2018-01, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Chang, C-L. & Hsu, S.-H. & McAleer, M.J., 2018. "An Event Study of Chinese Tourists to Taiwan," Econometric Institute Research Papers 2018-003/III, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
• Chia-Lin Chang & Michael McAleer, 2018. "The Fiction of Full BEKK: Pricing Fossil Fuels and Carbon Emissions," Documentos de Trabajo del ICAE 2018-08, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
• Cristiano Cantore & Filippo Ferroni & Miguel A. Leon-Ledesma, 2018. "The Missing Link: Monetary Policy and The Labor Share," Studies in Economics 1808, School of Economics, University of Kent.
• ASONGU, Simplice & ODHIAMBO, Nicholas, 2018. "Drivers Of Growth In Fast Emerging Economies: A Dynamic Instrumental Quantile Approach To Real Output And Its Rates Of Growth In Brics And Mint Countries, 2001-2011," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 18(1), pages 5-22.
  • Simplice Asongu & Nicholas Odhiambo, 2018. "Drivers of Growth in Fast Emerging Economies: a Dynamic Instrumental Quantile Approach to Real Output and its Rates of Growth in BRICS and MINT countries, 2001-2011," Working Papers 18/013, African Governance and Development Institute..
  • Asongu, Simplice A & Odhiambo, Nicholas M, 2018. "Drivers of growth in fast emerging economies: A dynamic instrumental quantile approach to real output and its rates of growth in BRICS and mint countries, 2001-2011," Working Papers 23818, University of South Africa, Department of Economics.
• Simplice Asongu & Nicholas Odhiambo, 2018. "Environmental Degradation and Inclusive Human Development in sub‐Saharan Africa," Working Papers 18/017, African Governance and Development Institute..
  • Asongu, Simplice A & Odhiambo, Nicholas M., 2018. "Environmental degradation and inclusive human development in Sub-Saharan Africa," Working Papers 23840, University of South Africa, Department of Economics.
• Davillas, Apostolos & Jones, Andrew M., 2018. "Parametric models for biomarkers based on flexible size distributions," ISER Working Paper Series 2018-03, Institute for Social and Economic Research.
  • Davillas, A.; & Jones, A.M.;, 2018. "Parametric models for biomarkers based on flexible size distributions," Health, Econometrics and Data Group (HEDG) Working Papers 18/05, HEDG, c/o Department of Economics, University of York.
• Majune, Socrates Kraido, 2018. "Theory and Practice of Testing for a Single Structural Break in Stata," EconStor Preprints 172517, ZBW - German National Library of Economics.
• Herault, Nicolas & Jenkins, Stephen P., 2018. "How Valid Are Synthetic Panel Estimates of Poverty Dynamics?," IZA Discussion Papers 11484, Institute for the Study of Labor (IZA).
  • Hérault, Nicolas & Jenkins, Stephen P., 2018. "How valid are synthetic panel estimates of poverty dynamics?," GLO Discussion Paper Series 207, Global Labor Organization (GLO).
  • Hérault, Nicolas & Jenkins, Stephen P., 2018. "How valid are synthetic panel estimates of poverty dynamics?," ISER Working Paper Series 2018-05, Institute for Social and Economic Research.
• Nilsen, Øivind A. & Raknerud, Arvid & Iancu, Diana-Cristina, 2018. "Public R&D Support and Firms’ Performance A Panel Data Study," Discussion Paper Series in Economics 13/2018, Norwegian School of Economics, Department of Economics.
• Karlsson, Sune & Österholm, Pär, 2018. "Is the US Phillips Curve Stable? Evidence from Bayesian VARs," Working Papers 2018:5, Örebro University, School of Business.
• Carolin Strobl & Julia Kopf & Raphael Hartmann & Achim Zeileis, 2018. "Anchor point selection: An approach for anchoring without anchor items," Working Papers 2018-03, Faculty of Economics and Statistics, University of Innsbruck.
• Iskrev, Nikolay, 2018. "Are asset price data informative about news shocks? A DSGE perspective," Working Paper Series 2161, European Central Bank.
  • Nikolay Iskrev, 2018. "Are asset price data informative about news shocks? A DSGE perspective," Working Papers REM 2018/33, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
• Nikolay Iskrev, 2018. "Calibration and the estimation of macroeconomic models," Working Papers REM 2018/34, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
• Paolo Brunori & Vito Peragine & Laura Serlenga, 2016. "Upward and downward bias when measuring inequality of opportunity," SERIES 05-2016, Dipartimento di Economia e Finanza - Università degli Studi di Bari "Aldo Moro", revised Sep 2016.
  • Brunori, Paolo & Peragine, Vito & Serlenga, Laura, 2018. "Upward and Downward Bias When Measuring Inequality of Opportunity," IZA Discussion Papers 11405, Institute for the Study of Labor (IZA).
  • Paolo Brunori & Vito Peragine & Laura Serlenga, 2017. "Upward and downward bias when measuring inequality of opportunity," Working Papers - Economics wp2017_02.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
  • Paolo Brunori & Vito Peragine & Laura Serlenga, 2016. "Upward and downward bias when measuring inequality of opportunity," Working Papers 406, ECINEQ, Society for the Study of Economic Inequality.
• Löffler, Max & Peichl, Andreas & Siegloch, Sebastian, 2013. "Validating Structural Labor Supply Models," Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79819, Verein für Socialpolitik / German Economic Association.
  • Loeffler, Max & Peichl, Andreas & Siegloch, Sebastian, 2018. "The Sensitivity of Structural Labor Supply Estimations to Modeling Assumptions," IZA Discussion Papers 11425, Institute for the Study of Labor (IZA).
  • Max Löffler & Andreas Peichl & Sebastian Siegloch, 2014. "Structural Labor Supply Models and Wage Exogeneity," SOEPpapers on Multidisciplinary Panel Data Research 675, DIW Berlin, The German Socio-Economic Panel (SOEP).
  • Max Löffler & Andreas Peichl & Sebastian Siegloch, 2018. "The Sensitivity of Structural Labor Supply Estimations to Modeling Assumptions," ifo Working Paper Series 259, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
  • Loeffler, Max & Peichl, Andreas & Siegloch, Sebastian, 2014. "Structural Labor Supply Models and Wage Exogeneity," IZA Discussion Papers 8281, Institute for the Study of Labor (IZA).
  • Löffler, Max & Peichl, Andreas & Siegloch, Sebastian, 2014. "Structural labor supply models and wage exogeneity," ZEW Discussion Papers 14-040, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
• Hérault, Nicolas & Jenkins, Stephen P., 2018. "How valid are synthetic panel estimates of poverty dynamics?," GLO Discussion Paper Series 207, Global Labor Organization (GLO).
  • Herault, Nicolas & Jenkins, Stephen P., 2018. "How Valid Are Synthetic Panel Estimates of Poverty Dynamics?," IZA Discussion Papers 11484, Institute for the Study of Labor (IZA).
  • Hérault, Nicolas & Jenkins, Stephen P., 2018. "How valid are synthetic panel estimates of poverty dynamics?," ISER Working Paper Series 2018-05, Institute for Social and Economic Research.
• Arvid Raknerud & Diana-Cristina Iancu & Øivind A. Nilsen, 2018. "Public R&D Support and Firms’ Performance. A Panel Data Study," Discussion Papers 878, Statistics Norway, Research Department.
  • Nilsen, Øivind Anti & Raknerud, Arvid & Lancu, Diana-Cristina, 2018. "Public R&D Support and Firms' Performance: A Panel Data Study," IZA Discussion Papers 11651, Institute for the Study of Labor (IZA).
  • Nilsen, Øivind A. & Raknerud, Arvid & Iancu, Diana-Cristina, 2018. "Public R&D Support and Firms’ Performance A Panel Data Study," Discussion Paper Series in Economics 13/2018, Norwegian School of Economics, Department of Economics.
  • Øivind Anti Nilsen & Arvid Raknerud & Diana-Cristina Iancu, 2018. "Public R&D Support and Firms' Performance - A Panel Data Study," CESifo Working Paper Series 7131, CESifo Group Munich.
• ASONGU, Simplice & ODHIAMBO, Nicholas, 2018. "Drivers Of Growth In Fast Emerging Economies: A Dynamic Instrumental Quantile Approach To Real Output And Its Rates Of Growth In Brics And Mint Countries, 2001-2011," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 18(1), pages 5-22.
  • Asongu, Simplice A & Odhiambo, Nicholas M, 2018. "Drivers of growth in fast emerging economies: A dynamic instrumental quantile approach to real output and its rates of growth in BRICS and mint countries, 2001-2011," Working Papers 23818, University of South Africa, Department of Economics.
  • Simplice Asongu & Nicholas Odhiambo, 2018. "Drivers of Growth in Fast Emerging Economies: a Dynamic Instrumental Quantile Approach to Real Output and its Rates of Growth in BRICS and MINT countries, 2001-2011," Working Papers 18/013, African Governance and Development Institute..
• Asongu, Simplice A & Odhiambo, Nicholas M., 2018. "Environmental degradation and inclusive human development in Sub-Saharan Africa," Working Papers 23840, University of South Africa, Department of Economics.
  • Simplice Asongu & Nicholas Odhiambo, 2018. "Environmental Degradation and Inclusive Human Development in sub‐Saharan Africa," Working Papers 18/017, African Governance and Development Institute..
• Simplice Asongu, 2018. "CO2 emission thresholds for inclusive human development in Sub-Saharan Africa," Working Papers 18/023, African Governance and Development Institute..
• Hernán Rincón-Castro & Norberto Rodríguez-Niño, 2018. "Nonlinear state and shock dependence of exchange rate pass through on prices," BIS Working Papers 690, Bank for International Settlements.
• Filippeli, Thomai & Harrison, Richard & Theodoridis, Konstantinos, 2018. "DSGE-based priors for BVARs and quasi-Bayesian DSGE estimation," Bank of England working papers 716, Bank of England.
• Dondashe, Nandipha & Phiri, Andrew, 2018. "Determinants of FDI in South Africa: Do macroeconomic variables matter?," MPRA Paper 83636, University Library of Munich, Germany.
  • Nandipha Dondashe & Andrew Phiri, 2018. "Determinants of FDI in South Africa: Do macroeconomic variables matter?," Working Papers 1802, Department of Economics, Nelson Mandela University, revised Jan 2018.
• Phiri, Andrew, 2018. "Robust analysis of convergence in per capita GDP in BRICS economies," MPRA Paper 86936, University Library of Munich, Germany.
  • Andrew Phiri, 2018. "Robust analysis of convergence in per capita GDP in BRICS economies," Working Papers 1822, Department of Economics, Nelson Mandela University.
• Mothuti, Gosego & Phiri, Andrew, 2018. "inflation-growth nexus in Botswana: Can lower inflation really spur growth in the country?," MPRA Paper 87497, University Library of Munich, Germany.
  • Gosego Mothuti & Andrew Phiri, 2018. "Inflation-growth nexus in Botswana: Can lower inflation really spur growth in the country?," Working Papers 1824, Department of Economics, Nelson Mandela University.
• Izunna Anyikwa & Nicolene Haaman & Andrew Phiri, 2018. "Persistence of suicides in G20 countries: SPSM approach to three generations of unit root tests," Working Papers 1825, Department of Economics, Nelson Mandela University.
• Papa Ousmane Cissé & Dominique Guégan & Abdou Kâ Diongue, 2018. "On parameters estimation of the Seasonal FISSAR Model," Documents de travail du Centre d'Economie de la Sorbonne 18018, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• Patrick Van Roy & Stijn Ferrari & Cristina Vespro, 2018. "Sensitivity of credit risk stress test results: Modelling issues with an application to Belgium," Working Paper Research 338, National Bank of Belgium.
• Patrick Kline & Christopher R. Walters, 2017. "On Heckits, LATE, and Numerical Equivalence," Papers 1706.05982, arXiv.org, revised Mar 2018.
  • Patrick M. Kline & Christopher R. Walters, 2018. "On Heckits, LATE, and Numerical Equivalence," NBER Working Papers 24477, National Bureau of Economic Research, Inc.
  • Patrick Kline & Christopher R. Walters, 2018. "On Heckits, LATE, and Numerical Equivalence," CESifo Working Paper Series 6994, CESifo Group Munich.
• Martin Lettau & Markus Pelger, 2018. "Estimating Latent Asset-Pricing Factors," NBER Working Papers 24618, National Bureau of Economic Research, Inc.
• Steven F. Lehrer & Tian Xie, 2018. "The Bigger Picture: Combining Econometrics with Analytics Improve Forecasts of Movie Success," NBER Working Papers 24755, National Bureau of Economic Research, Inc.
• Luis Daniel Torres Gonzalez & Jangho Yang, 2018. "The Persistent Statistical Structure of the US Input-Output Coefficient Matrices: 1963-2007," Working Papers 1804, New School for Social Research, Department of Economics.
• Cristina Amado & Annastiina Silvennoinen & Timo Ter¨asvirta, 2018. "Models with Multiplicative Decomposition of Conditional Variances and Correlations," NIPE Working Papers 07/2018, NIPE - Universidade do Minho.
  • Cristina Amado & Annastiina Silvennoinen & Timo Teräsvirta, 2504. "Models with Multiplicative Decomposition of Conditional Variances and Correlations," CREATES Research Papers 2018-14, Department of Economics and Business Economics, Aarhus University.
• Giovanni Caggiano & Efrem Castelnuovo & Olivier Damette & Antoine Parent & Giovanni Pellegrino, 2018. "Liquidity Traps and Large-Scale Financial Crises," "Marco Fanno" Working Papers 0221, Dipartimento di Scienze Economiche "Marco Fanno".
• Emilio Zanetti Chini, 2018. "Forecasting dynamically asymmetric fluctuations of the U.S. business cycle," DEM Working Papers Series 156, University of Pavia, Department of Economics and Management.
  • Emilio Zanetti Chini, 2803. "Forecasting dynamically asymmetric fluctuations of the U.S. business cycle," CREATES Research Papers 2018-13, Department of Economics and Business Economics, Aarhus University.
• Gajdzik, Bożena & Gawlik, Remigiusz, 2018. "Choosing the Production Function Model for an Optimal Measurement of the Restructuring Efficiency of the Polish Metallurgical Sector in Years 2000–2015," MPRA Paper 83618, University Library of Munich, Germany.
• Nandipha Dondashe & Andrew Phiri, 2018. "Determinants of FDI in South Africa: Do macroeconomic variables matter?," Working Papers 1802, Department of Economics, Nelson Mandela University, revised Jan 2018.
  • Dondashe, Nandipha & Phiri, Andrew, 2018. "Determinants of FDI in South Africa: Do macroeconomic variables matter?," MPRA Paper 83636, University Library of Munich, Germany.
• Sabaj, Ernil & Kahveci, Mustafa, 2018. "Forecasting tax revenues in an emerging economy: The case of Albania," MPRA Paper 84404, University Library of Munich, Germany.
• Mashabela, Juliet & Raputsoane, Leroi, 2018. "The behaviour of disaggregated transitory and potential output over the economic cycle," MPRA Paper 84422, University Library of Munich, Germany.
• Bensalma, Ahmed, 2018. "Two Distinct Seasonally Fractionally Differenced Periodic Processes," MPRA Paper 84969, University Library of Munich, Germany.
• Jackson, Emerson Abraham, 2018. "Comparison between Static and Dynamic Forecast in Autoregressive Integrated Moving Average for Seasonally Adjusted Headline Consumer Price Index," MPRA Paper 86180, University Library of Munich, Germany, revised 12 Apr 2018.
• Andrew Phiri, 2018. "Robust analysis of convergence in per capita GDP in BRICS economies," Working Papers 1822, Department of Economics, Nelson Mandela University.
  • Phiri, Andrew, 2018. "Robust analysis of convergence in per capita GDP in BRICS economies," MPRA Paper 86936, University Library of Munich, Germany.
• Gosego Mothuti & Andrew Phiri, 2018. "Inflation-growth nexus in Botswana: Can lower inflation really spur growth in the country?," Working Papers 1824, Department of Economics, Nelson Mandela University.
  • Mothuti, Gosego & Phiri, Andrew, 2018. "inflation-growth nexus in Botswana: Can lower inflation really spur growth in the country?," MPRA Paper 87497, University Library of Munich, Germany.
• Izunna Anyikwa & Nicolene Haaman & Andrew Phiri, 2018. "Persistence of suicides in G20 countries: SPSM approach to three generations of unit root tests," Working Papers 1825, Department of Economics, Nelson Mandela University.
  • Anyikwa, Izunna & Hamman, Nicolene & Phiri, Andrew, 2018. "Persistence of suicides in G20 countries: SPSM approach to three generations of unit root tests," MPRA Paper 87790, University Library of Munich, Germany.
• Slawa Rokicki & Jessica Cohen & Günther Fink & Joshua A. Salomon & Mary Beth Landrum, 2018. "Inference with difference-in-differences with a small number of groups: a review, simulation study and empirical application using SHARE data," Working Papers 201802, Geary Institute, University College Dublin.
  • Slawa Rokicki & Jessica Cohen & Gunther Fink & Joshua Salomon & Mary Beth Landrum, 2018. "Inference with difference-in-differences with a small number of groups: a review, simulation study and empirical application using SHARE data," CHaRMS Working Papers 18-01, Centre for HeAlth Research at the Management School (CHaRMS).
• Fiorentini, Gabriele & Sentana, Enrique, 2018. "Specification tests for non-Gaussian maximum likelihood estimators," CEPR Discussion Papers 12934, C.E.P.R. Discussion Papers.
  • Gabriele Fiorentini & Enrique Sentana, 2018. "Specification tests for non-Gaussian maximum likelihood estimators," Working Paper series 18-22, Rimini Centre for Economic Analysis.
  • Gabriele Fiorentini & Enrique Sentana, 2018. "Specification tests for non-Gaussian maximum likelihood estimators," Econometrics Working Papers Archive 2018_05, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
• Fortin, Alain-Philippe & Simonato, Jean-Guy & Dionne, Georges, 2018. "Forecasting Expected Shortfall: Should we use a Multivariate Model for Stock Market Factors?," Working Papers 18-4, HEC Montreal, Canada Research Chair in Risk Management.
• Lu, Xun & Miao, Ke & Su, Liangjun, 2018. "Determination of Different Types of Fixed Effects in Three-Dimensional Panels," Economics and Statistics Working Papers 10-2018, Singapore Management University, School of Economics.
• Fela ÖZBEY, 2018. "Evaluation Estimation Performances of Liu Type and Two-Parameter Ridge Estimators Using Monte Carlo Experiments," Proceedings of International Academic Conferences 7508770, International Institute of Social and Economic Sciences.
• Chu-An Liu, 2018. "Averaging Estimators for Kernel Regressions," IEAS Working Paper : academic research 18-A005, Institute of Economics, Academia Sinica, Taipei, Taiwan.
• Marie Briere & Ariane Szafarz, 2018. "Factors and Sectors in Asset Allocation: Stronger Together?," Working Papers CEB 18-016, ULB -- Universite Libre de Bruxelles.

2017

• Andrew Phiri, 2017. "Threshold convergence between the federal fund rate and South African equity returns around the colocation period," Business and Economic Horizons (BEH), Prague Development Center, vol. 13(1), pages 1-9, March.
  • Andrew Phiri, 2017. "Threshold convergence between the Federal fund rate and South African equity returns around the colocation period," Working Papers 1710, Department of Economics, Nelson Mandela University, revised Aug 2017.
  • Phiri, Andrew, 2017. "Threshold convergence between the federal fund rate and South African equity returns around the colocation period," MPRA Paper 76039, University Library of Munich, Germany.
• Yang, Bill Huajian, 2017. "Point-in-time PD term structure models for multi-period scenario loss projection: Methodologies and implementations for IFRS 9 ECL and CCAR stress testing," MPRA Paper 76271, University Library of Munich, Germany.
• Phiri, Andrew, 2017. "Has the South African Reserve Bank responded to equity prices since the sub-prime crisis? An asymmetric convergence approach," MPRA Paper 76542, University Library of Munich, Germany.
• Chatelain, Jean-Bernard & Ralf, Kirsten, 2017. "Publish and Perish: Creative Destruction and Macroeconomic Theory," EconStor Preprints 149994, ZBW - German National Library of Economics.
  • Jean-Bernard Chatelain & Kirsten Ralf, 2018. "Publish and Perish: Creative Destruction and Macroeconomic Theory," PSE Working Papers halshs-01720655, HAL.
  • Chatelain, Jean-Bernard & Ralf, Kirsten, 2017. "Publish and Perish: Creative Destruction and Macroeconomic Theory," MPRA Paper 76825, University Library of Munich, Germany.
• Pincheira, Pablo, 2017. "A Power Booster Factor for Out-of-Sample Tests of Predictability," MPRA Paper 77027, University Library of Munich, Germany.
• Tóth, Peter, 2014. "Malý dynamický faktorový model na krátkodobé prognózovanie slovenského HDP
  [A Small Dynamic Factor Model for the Short-Term Forecasting of Slovak GDP]," MPRA Paper 63713, University Library of Munich, Germany.
  • Tóth, Peter, 2017. "Nowcasting Slovak GDP by a Small Dynamic Factor Model," MPRA Paper 77245, University Library of Munich, Germany.
• Nazir, Sidra, 2017. "Encompassing Of Nested and Non-nested Models:Energy-Growth Models," MPRA Paper 77487, University Library of Munich, Germany.
• Phiri, Andrew, 2017. "The Feldstein-Horioka puzzle and the global recession period: Evidence from South Africa using asymmetric cointegration analysis," MPRA Paper 79096, University Library of Munich, Germany.
• Shijaku, Gerti & Dushku, Elona, 2017. "Foreign reserve holdings: an extended study through risk-inspired motives," MPRA Paper 79199, University Library of Munich, Germany.
• Simplice Asongu & John C. Anyanwu & Vanessa S. Tchamyou, 2017. "Technology-driven information sharing and conditional financial development in Africa," Working Papers 17/010, African Governance and Development Institute..
  • Asongu, Simplice & Anyanwu, John & Tchamyou, Vanessa, 2017. "Technology-driven information sharing and conditional financial development in Africa," MPRA Paper 79640, University Library of Munich, Germany.
• Yang, Bill Huajian, 2017. "Smoothing Algorithms by Constrained Maximum Likelihood," MPRA Paper 79911, University Library of Munich, Germany.
• Yang, Bill Huajian, 2017. "Forward Ordinal Probability Models for Point-in-Time Probability of Default Term Structure," MPRA Paper 79934, University Library of Munich, Germany.
• Hu, Xingwei, 2017. "A Theory of Dichotomous Valuation with Applications to Variable Selection," MPRA Paper 80457, University Library of Munich, Germany.
• Fasoranti, Modupe Mary & Alimi, Rasaq Santos, 2017. "Government Size, Political Institutions and Output Growth in Nigeria," MPRA Paper 80562, University Library of Munich, Germany.
• Yang, Bill Huajian, 2017. "Point-in-Time PD Term Structure Models with Loan Credit Quality as a Component," MPRA Paper 80641, University Library of Munich, Germany.
• Halkos, George & Matsiori, Steriani, 2017. "Estimating recreational values of coastal zones," MPRA Paper 80911, University Library of Munich, Germany.
• Nyholm, Juho, 2017. "Residual-based diagnostic tests for noninvertible ARMA models," MPRA Paper 81033, University Library of Munich, Germany.
• Simplice A. Asongu & Jacinta C. Nwachukwu, 2017. "At what levels of financial development does information sharing matter?," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 3(1), pages 1-30, December.
  • Simplice Asongu & Jacinta C. Nwachukwu, 2017. "At What Levels of Financial Development Does Information Sharing Matter?," Working Papers 17/017, African Governance and Development Institute..
  • Asongu, Simplice & Nwachukwu, Jacinta, 2017. "At What Levels of Financial Development Does Information Sharing Matter?," MPRA Paper 81189, University Library of Munich, Germany.
• Asongu, Simplice A. & Nwachukwu, Jacinta C., 2017. "The Impact of Terrorism on Governance in African Countries," World Development, Elsevier, vol. 99(C), pages 253-270.
  • Simplice Asongu & Jacinta C. Nwachukwu, 2017. "The Impact of Terrorism on Governance in African Countries," Working Papers 17/019, African Governance and Development Institute..
  • Asongu, Simplice & Nwachukwu, Jacinta C., 2017. "The Impact of Terrorism on Governance in African Countries," MPRA Paper 81192, University Library of Munich, Germany.
• Fries, Sébastien & Zakoian, Jean-Michel, 2017. "Mixed Causal-Noncausal AR Processes and the Modelling of Explosive Bubbles," MPRA Paper 81345, University Library of Munich, Germany.
• Steel, Mark F. J., 2017. "Model Averaging and its Use in Economics," MPRA Paper 81568, University Library of Munich, Germany.
• Simplice Asongu & Jacinta C. Nwachukwu, 2017. "Mobile Phone Innovation and Environmental Sustainability in Sub-Saharan Africa," Working Papers 17/025, African Governance and Development Institute..
  • Asongu, Simplice & Nwachukwu, Jacinta, 2017. "Mobile Phone Innovation and Environmental Sustainability in Sub-Saharan Africa," MPRA Paper 81705, University Library of Munich, Germany.
• Halkos, George & Matsiori, Steriani & Dritsas, Sophoclis, 2017. "Exploring social values for marine protected areas: The case of Mediterranean monk seal," MPRA Paper 82490, University Library of Munich, Germany.
• Tchamyou, Vanessa S. & Asongu, Simplice A., 2017. "Conditional market timing in the mutual fund industry," Research in International Business and Finance, Elsevier, vol. 42(C), pages 1355-1366.
  • Vanessa Tchamyou & Simplice Asongu, 2017. "Conditional Market Timing in the Mutual Fund Industry," Working Papers 17/028, African Governance and Development Institute..
  • Tchamyou, Vanessa & Asongu, Simplice, 2017. "Conditional Market Timing in the Mutual Fund Industry," MPRA Paper 82633, University Library of Munich, Germany.
• Simplice Asongu & Vanessa Tchamyou & Ndemaze Asongu & Nina Tchamyou, 2017. "The Comparative African Economics of Inclusive Development and Military Expenditure in Fighting Terrorism," Journal of African Development, African Finance and Economic Association, vol. 19(2), pages 77-91.
  • Simplice Asongu & Vanessa Tchamyou & Ndemaze Asongu & Nina Tchamyou, 2017. "The Comparative African Economics of Inclusive Development and Military Expenditure in Fighting Terrorism," Working Papers 17/031, African Governance and Development Institute..
  • Asongu, Simplice & Tchamyou, Vanessa & Asongu, Ndemaze & Tchamyou, Nina, 2017. "The Comparative African Economics of Inclusive Development and Military Expenditure in Fighting Terrorism," MPRA Paper 83069, University Library of Munich, Germany.
• Asongu, Simplice A. & Le Roux, Sara & Biekpe, Nicholas, 2017. "Environmental degradation, ICT and inclusive development in Sub-Saharan Africa," Energy Policy, Elsevier, vol. 111(C), pages 353-361.
  • Simplice Asongu & Sara Le Roux & Nicholas Biekpe, 2017. "Environmental Degradation, ICT and Inclusive Development in Sub-Saharan Africa," Working Papers 17/038, African Governance and Development Institute..
  • Asongu, Simplice & Le Roux, Sara & Biekpe, Nicholas, 2017. "Environmental Degradation, ICT and Inclusive Development in Sub-Saharan Africa," MPRA Paper 83218, University Library of Munich, Germany.
• Asongu, Simplice A. & Le Roux, Sara & Biekpe, Nicholas, 2018. "Enhancing ICT for environmental sustainability in sub-Saharan Africa," Technological Forecasting and Social Change, Elsevier, vol. 127(C), pages 209-216.
  • Simplice Asongu & Sara Le Roux & Nicholas Biekpe, 2017. "Enhancing ICT for Environmental Sustainability in Sub-Saharan Africa," Working Papers 17/039, African Governance and Development Institute..
  • Asongu, Simplice & Le Roux, Sara & Biekpe, Nicholas, 2017. "Enhancing ICT for Environmental Sustainability in Sub-Saharan Africa," MPRA Paper 83219, University Library of Munich, Germany.
• Martin Becker & Stefan Klößner & Gregor Pfeifer, 2018. "Cross-Validating Synthetic Controls," Economics Bulletin, AccessEcon, vol. 38(1), pages 603-609.
  • Becker, Martin & Klößner, Stefan & Pfeifer, Gregor, 2017. "Cross-Validating Synthetic Controls," MPRA Paper 83679, University Library of Munich, Germany.
• Simplice Asongu & Vanessa Tchamyou & Ndemaze Asongu & Nina Tchamyou, 2017. "Fighting terrorism in Africa: evidence from bundling and unbundling institutions," Working Papers 17/047, African Governance and Development Institute..
  • Asongu, Simplice & Tchamyou, Vanessa & Asongu, Ndemaze & Tchamyou, Nina, 2017. "Fighting terrorism in Africa: evidence from bundling and unbundling institutions," MPRA Paper 84342, University Library of Munich, Germany.
• Asongu, Simplice A. & Tchamyou, Vanessa S. & Minkoua N., Jules R. & Asongu, Ndemaze & Tchamyou, Nina P., 2018. "Fighting terrorism in Africa: Benchmarking policy harmonization," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 492(C), pages 1931-1957.
  • Simplice Asongu & Vanessa Tchamyou & Jules Minkoua & Ndemaze Asongu, 2017. "Fighting terrorism in Africa: benchmarking policy harmonization," Working Papers 17/049, African Governance and Development Institute..
  • Asongu, Simplice & Tchamyou, Vanessa & Minkoua N, Jules R. & Asongu, Ndemaze & Tchamyou, Nina, 2017. "Fighting terrorism in Africa: benchmarking policy harmonization," MPRA Paper 84343, University Library of Munich, Germany, revised Feb 2018.
• Nguyen, Duc Khuong & Walther, Thomas, 2017. "Modeling and forecasting commodity market volatility with long-term economic and financial variables," MPRA Paper 84464, University Library of Munich, Germany, revised Jan 2018.
• Simplice Asongu & Nicholas Biekpe, 2017. "Globalization and Terror in Africa," Working Papers 17/053, African Governance and Development Institute..
  • Asongu, Simplice & Biekpe, Nicholas, 2017. "Globalization and Terror in Africa," MPRA Paper 85056, University Library of Munich, Germany.
• Simplice Asongu, 2017. "ICT, Openness and CO2 emissions in Africa," Working Papers 17/055, African Governance and Development Institute..
  • Asongu, Simplice, 2017. "ICT, Openness and CO2 emissions in Africa," MPRA Paper 85058, University Library of Munich, Germany.
• Asongu, Simplice, 2017. "Comparative Sustainable Development in Sub-Saharan Africa," MPRA Paper 85487, University Library of Munich, Germany, revised Dec 2017.
• Simplice Asongu & Uchenna R. Efobi & Ibukun Beecroft, 2017. "Aid in Modulating the Impact of Terrorism on FDI: No Positive Thresholds, No Policy," Working Papers 17/061, African Governance and Development Institute..
  • Asongu, Simplice & Efobi, Uchenna & Beecroft, Ibukun, 2017. "Aid in Modulating the Impact of Terrorism on FDI: No Positive Thresholds, No Policy," MPRA Paper 85488, University Library of Munich, Germany, revised Sep 2017.
• Mawuli Segnon & Chi Keung Lau & Bernd Wilfling & Rangan Gupta, 2017. "Are multifractal processes suited to forecasting electricity price volatility? Evidence from Australian intraday data," CQE Working Papers 6117, Center for Quantitative Economics (CQE), University of Muenster.
  • Mawuli Segnon & Chi Keung Lau & Bernd Wilfling & Rangan Gupta, 2017. "Are Multifractal Processes Suited to Forecasting Electricity Price Volatility? Evidence from Australian Intraday Data," Working Papers 201739, University of Pretoria, Department of Economics.
• Martina Miskolczi & Jitka Langhamrová, 2017. "Využití metody vícestavové demografie při analýze trhu práce
  [Utilization of Multistate Demography Method at the Labour Market Analysis]," Politická ekonomie, University of Economics, Prague, vol. 2017(1), pages 82-95.
• Antoine A. Djogbenou, 2017. "Model Selection in Factor-Augmented Regressions with Estimated Factors," Working Papers 1391, Queen's University, Department of Economics.
• Florin Marius Pavelescu, 2017. "Impactul factorului de inflamare a erorilor (VIF) asupra valorilor calculate ale testului Student în cazul regresiilor lineare multiple," Working Papers of Macroeconomic Modelling Seminar 172804, Institute for Economic Forecasting.
• Andreea – Cristina PETRICA & Stelian STANCU, 2017. "Empirical Results of Modeling EUR/RON Exchange Rate using ARCH, GARCH, EGARCH, TARCH and PARCH models," Romanian Statistical Review, Romanian Statistical Review, vol. 65(1), pages 57-72, March.
• Domonkos Tomáš & Ostrihoň Filip & Å ikulová Ivana & Å iraňová Mária, 2017. "Analysing the Relevance of the MIP Scoreboard's Indicators," National Institute Economic Review, National Institute of Economic and Social Research, vol. 239(1), pages 32-52, February.
• Tatiana Polonyankina, 2017. "Does The Gravity Model Work For The Modelling Of Migration Between European Countries From 2011 To 2014?," Proceedings of Economics and Finance Conferences 4507428, International Institute of Social and Economic Sciences.
• Xinyu Zhang & Chu-An Liu, 2017. "Inference after Model Averaging in Linear Regression Models," IEAS Working Paper : academic research 17-A005, Institute of Economics, Academia Sinica, Taipei, Taiwan, revised Apr 2018.
• Lamperti, Francesco & Roventini, Andrea & Sani, Amir, 2018. "Agent-based model calibration using machine learning surrogates," Journal of Economic Dynamics and Control, Elsevier, vol. 90(C), pages 366-389.
  • Francesco Lamperti & Andrea Roventini & Amir Sani, 2017. "Agent-Based Model Calibration using Machine Learning Surrogates," LEM Papers Series 2017/11, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
  • Francesco Lamperti & Andrea Roventini & Amir Sani, 2017. "Agent-Based Model Calibration using Machine Learning Surrogates," Sciences Po publications 2017-09, Sciences Po.
  • Francesco Lamperti & Andrea Roventini & Amir Sani, 2017. "Agent-Based Model Calibration using Machine Learning Surrogates," Papers 1703.10639, arXiv.org, revised Apr 2017.
  • Frencesco Lamperti & Andrea Roventini & Amir Sani, 2017. "Agent-based model calibration using machine learning surrogates," Documents de Travail de l'OFCE 2017-09, Observatoire Francais des Conjonctures Economiques (OFCE).
  • Francesco Lamperti & Andrea Roventini & Amir Sani, 2017. "Agent-Based Model Calibration using Machine Learning Surrogates," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01499344, HAL.
• Sylvain Barde, 2017. "A Practical, Accurate, Information Criterion for Nth Order Markov Processes," Computational Economics, Springer;Society for Computational Economics, vol. 50(2), pages 281-324, August.
  • Sylvain Barde, 2017. "A Practical, Accurate, Information Criterion for Nth Order Markov Processes," Sciences Po publications info:hdl:2441/5fafm6me7k8, Sciences Po.
• Alessandra Amendola & Vincenzo Candila & Antonio Scognamillo, 2017. "On the influence of US monetary policy on crude oil price volatility," Empirical Economics, Springer, vol. 52(1), pages 155-178, February.
• Lucille Wong & Eliyathamby A. Selvanathan & Saroja Selvanathan, 2017. "Empirical analysis of Australian consumption patterns," Empirical Economics, Springer, vol. 52(2), pages 799-823, March.
• Thomas Reutterer & Kurt Hornik & Nicolas March & Kathrin Gruber, 2017. "A data mining framework for targeted category promotions," Journal of Business Economics, Springer, vol. 87(3), pages 337-358, April.
• Christopher G. Gibbs, 2017. "Forecast combination, non-linear dynamics, and the macroeconomy," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 63(3), pages 653-686, March.
  • Christopher Gibbs, 2015. "Forecast Combination, Non-linear Dynamics, and the Macroeconomy," Discussion Papers 2015-05, School of Economics, The University of New South Wales.
• Dennis Alvaro & Ángel Guillén & Gabriel Rodríguez, 2017. "Modelling the volatility of commodities prices using a stochastic volatility model with random level shifts," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 153(1), pages 71-103, February.
• Bogdan Batrinca & Christian W. Hesse & Philip C. Treleaven, 2017. "Developing a Volume Forecasting Model," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 7(1), pages 1-1.
• Bogdan Batrinca & Christian W. Hesse & Philip C. Treleaven, 2017. "Developing a Volume Forecasting Model," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 0, pages 1-1.
• Lamperti, Francesco & Roventini, Andrea & Sani, Amir, 2018. "Agent-based model calibration using machine learning surrogates," Journal of Economic Dynamics and Control, Elsevier, vol. 90(C), pages 366-389.
  • Francesco Lamperti & Andrea Roventini & Amir Sani, 2017. "Agent-Based Model Calibration using Machine Learning Surrogates," Sciences Po publications 2017-09, Sciences Po.
  • Francesco Lamperti & Andrea Roventini & Amir Sani, 2017. "Agent-Based Model Calibration using Machine Learning Surrogates," LEM Papers Series 2017/11, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
  • Francesco Lamperti & Andrea Roventini & Amir Sani, 2017. "Agent-Based Model Calibration using Machine Learning Surrogates," Papers 1703.10639, arXiv.org, revised Apr 2017.
  • Frencesco Lamperti & Andrea Roventini & Amir Sani, 2017. "Agent-based model calibration using machine learning surrogates," Documents de Travail de l'OFCE 2017-09, Observatoire Francais des Conjonctures Economiques (OFCE).
  • Francesco Lamperti & Andrea Roventini & Amir Sani, 2017. "Agent-Based Model Calibration using Machine Learning Surrogates," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01499344, HAL.
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• Hwa, Tng Boon & Raghavan, Mala & Huey, Teh Tian, 2017. "Macro-financial effects of portfolio flows: Malaysia’s experience," Working Papers 2017-07, University of Tasmania, Tasmanian School of Business and Economics.
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• Dungey, Mardi & Harvey, John & Siklos, Pierre & Volkov, Vladimir, 2017. "Signed spillover effects building on historical decompositions," Working Papers 2017-11, University of Tasmania, Tasmanian School of Business and Economics.
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• Michael mcAleer, 2017. "Stationarity and Invertibility of a Dynamic Correlation Matrix," Tinbergen Institute Discussion Papers 17-082/III, Tinbergen Institute.
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• DorothŽe Charlier & Berang re Legendre & Anna Risch, 2017. "Fuel poverty and indoor pollution: Providing financial support vs. combatting poor housing?," Policy Papers 2017.05, FAERE - French Association of Environmental and Resource Economists.
• Tomas Havranek & Zuzana Irsova & Olesia Zeynalova, 2017. "Tuition Fees and University Enrollment: A Meta-Analysis," Working Papers IES 2017/16, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Aug 2017.
• Jiri Witzany, 2017. "A Bayesian Approach to Backtest Overfitting," Working Papers IES 2017/18, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Sep 2017.
• Evzen Kocenda & Michala Moravcova, 2017. "Exchange Rate Co-movements, Hedging and Volatility Spillovers in New EU Forex Markets," Working Papers IES 2017/27, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Nov 2017.
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• Arnaud MILLIEN, 2017. "Electricity supply reliability and households decision to connect to the grid," Working Papers P192, FERDI.
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• Martinez, Andrew, 2017. "Testing for Differences in Path Forecast Accuracy: Forecast-Error Dynamics Matter," Working Paper 1717, Federal Reserve Bank of Cleveland.
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• Hirose, Yasuo & Kurozumi, Takushi & Van Zandweghe, Willem, 2017. "Monetary Policy and Macroeconomic Stability Revisited," Research Working Paper RWP 17-1, Federal Reserve Bank of Kansas City.
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• Peter Willemé, 2017. "Working Paper 14-17 - Modelling unobserved heterogeneity in distribution - Finite mixtures of the Johnson family of distributions," Working Papers 1714, Federal Planning Bureau, Belgium.
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• Clements, A.E. & Hurn, A.S. & Lindsay, K.A. & Volkov, V.V, 2017. "A semi-parametric point process model of the interactions between equity markets," Working Papers 2017-06, University of Tasmania, Tasmanian School of Business and Economics.
• Tng Boon Hwa & Mala Raghavan & Teh Tian Huey, 2017. "Macro-financial effects of portfolio flows: Malaysia’s experience," CAMA Working Papers 2017-35, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Hwa, Tng Boon & Raghavan, Mala & Huey, Teh Tian, 2017. "Macro-financial effects of portfolio flows: Malaysia’s experience," Working Papers 2017-07, University of Tasmania, Tasmanian School of Business and Economics.
• Mardi Dungey & John Harvey & Pierre Siklos & Vladimir Volkov, 2017. "Signed spillover effects building on historical decompositions," CAMA Working Papers 2017-52, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Dungey, Mardi & Harvey, John & Siklos, Pierre & Volkov, Vladimir, 2017. "Signed spillover effects building on historical decompositions," Working Papers 2017-11, University of Tasmania, Tasmanian School of Business and Economics.
• Dungey, Mardi & Volkov, Vladimir, 2018. "R&D and wholesale trade are critical to the economy: Identifying dominant sectors from economic networks," Economics Letters, Elsevier, vol. 162(C), pages 81-85.
  • Dungey, Mardi & Volkov, Vladimir, 2017. "R&D and wholesale trade are critical to the economy: Identifying dominant sectors from economic networks," Working Papers 2017-12, University of Tasmania, Tasmanian School of Business and Economics.
• Brantly Callaway & Tong Li, 2017. "Quantile Treatment Effects in Difference in Differences Models with Panel Data," DETU Working Papers 1701, Department of Economics, Temple University.
• Chia-Lin Chang & Michael McAleer, 2018. "The Fiction of Full BEKK: Pricing Fossil Fuels and Carbon Emissions," Documentos de Trabajo del ICAE 2018-08, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Chia-Lin Chang & Michael McAleer, 2018. "The Fiction of Full BEKK: Pricing Fossil Fuels and Carbon Emissions," Tinbergen Institute Discussion Papers 17-015/III, Tinbergen Institute.
  • Chang, C-L. & McAleer, M.J., 2018. "The fiction of full BEKK: Pricing fossil fuels and carbon emissions," Econometric Institute Research Papers EI2018-12, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
• Chang, Chia-Lin & McAleer, Michael, 2017. "The correct regularity condition and interpretation of asymmetry in EGARCH," Economics Letters, Elsevier, vol. 161(C), pages 52-55.
  • Chia-Lin Chang & Michael McAleer, 2017. "The Correct Regularity Condition and Interpretation of Asymmetry in EGARCH," Documentos de Trabajo del ICAE 2017-17, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Chia-Lin Chang & Michael McAleer, 2017. "The Correct Regularity Condition and Interpretation of Asymmetry in EGARCH," Tinbergen Institute Discussion Papers 17-056/III, Tinbergen Institute.
  • Chang, C-L. & McAleer, M.J., 2017. "The Correct Regularity Condition and Interpretation of Asymmetry in EGARCH," Econometric Institute Research Papers EI2017-17, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
• McAleer, M.J., 2017. "Stationarity and Invertibility of a Dynamic Correlation Matrix," Econometric Institute Research Papers TI 2017-082/III, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Michael mcAleer, 2017. "Stationarity and Invertibility of a Dynamic Correlation Matrix," Tinbergen Institute Discussion Papers 17-082/III, Tinbergen Institute.
• Gouel, Christophe & Legrand, Nicolas, 2016. "Bayesian Estimation of the Storage Model using Information on Quantities," 2016 Annual Meeting, July 31-August 2, 2016, Boston, Massachusetts 235599, Agricultural and Applied Economics Association.
  • Gouel, Christophe & Legrand, Nicolas, 2017. "Bayesian Estimation of the Storage Model using Information on Quantities," TSE Working Papers 17-776, Toulouse School of Economics (TSE).
• Chang, C-L. & McAleer, M.J., 2017. "The Fiction of Full BEKK," Econometric Institute Research Papers TI 2017-015/III, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Chia-Lin Chang & Michael McAleer, 2017. "The Fiction of Full BEKK," Documentos de Trabajo del ICAE 2017-06, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
• Chang, Chia-Lin & McAleer, Michael, 2017. "The correct regularity condition and interpretation of asymmetry in EGARCH," Economics Letters, Elsevier, vol. 161(C), pages 52-55.
  • Chia-Lin Chang & Michael McAleer, 2017. "The Correct Regularity Condition and Interpretation of Asymmetry in EGARCH," Tinbergen Institute Discussion Papers 17-056/III, Tinbergen Institute.
  • Chia-Lin Chang & Michael McAleer, 2017. "The Correct Regularity Condition and Interpretation of Asymmetry in EGARCH," Documentos de Trabajo del ICAE 2017-17, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Chang, C-L. & McAleer, M.J., 2017. "The Correct Regularity Condition and Interpretation of Asymmetry in EGARCH," Econometric Institute Research Papers EI2017-17, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
• Roberta Cardani & Alessia Paccagnini & Stelios D. Bekiros, 2017. "The Effectiveness of Forward Guidance in an Estimated DSGE Model for the Euro Area: the Role of Expectations," Working Papers 201701, School of Economics, University College Dublin.
• Molina Millán, Teresa & Macours, Karen, 2017. "Attrition in Randomized Control Trials: Using Tracking Information to Correct Bias," IZA Discussion Papers 10711, Institute for the Study of Labor (IZA).
  • Teresa Molina Millan & Karen Macours, 2017. "Attrition in randomized control trials: Using tracking information to correct bias," NOVAFRICA Working Paper Series wp1702, Universidade Nova de Lisboa, Faculdade de Economia, NOVAFRICA.
  • Macours, Karen & Molina Millan, Teresa, 2017. "Attrition in Randomized Control Trials: Using tracking information to correct bias," CEPR Discussion Papers 11962, C.E.P.R. Discussion Papers.
• Lenard Lieb & Stephan Smeekes, 2017. "Inference for Impulse Responses under Model Uncertainty," Papers 1709.09583, arXiv.org, revised May 2018.
  • Lieb, Lenard & Smeekes, Stephan, 2017. "Inference for Impulse Responses under Model Uncertainty," Research Memorandum 022, Maastricht University, Graduate School of Business and Economics (GSBE).
• Timothy Conley & Nirav Mehta & Ralph Stinebrickner & Todd Stinebrickner, 2015. "Social Interactions, Mechanisms, and Equilibrium: Evidence from a Model of Study Time and Academic Achievement," NBER Working Papers 21418, National Bureau of Economic Research, Inc.
  • Tim Conley & Nirav Mehta & Ralph Stinebrickner & Todd Stinebrickner, 2017. "Social Interactions, Mechanisms, and Equilibrium: Evidence from a Model of Study Time and Academic Achievement," University of Western Ontario, Centre for Human Capital and Productivity (CHCP) Working Papers 20177, University of Western Ontario, Centre for Human Capital and Productivity (CHCP).
  • Tim Conley & Nirav Mehta & Ralph Stinebrickner & Todd Stinebrickner, 2015. "Social Interactions, Mechanisms, and Equilibrium: Evidence from a Model of Study Time and Academic Achievement," University of Western Ontario, Centre for Human Capital and Productivity (CHCP) Working Papers 20154, University of Western Ontario, Centre for Human Capital and Productivity (CHCP).
  • Tim Conley & Nirav Mehta & Todd Stinebrickner & Ralph Stinebrickner, 2017. "Social Interactions, Mechanisms, and Equilibrium: Evidence From a Model of Study Time and Academic Achievement," Working Papers 2017-042, Human Capital and Economic Opportunity Working Group.
  • Tim Conley & Nirav Mehta & Ralph Stinebrickner & Todd Stinebrickner, 2018. "Social Interactions, Mechanisms, and Equilibrium: Evidence from a Model of Study Time and Academic Achievement," CESifo Working Paper Series 6896, CESifo Group Munich.
• Judith Anne Clarke, 2017. "Model Averaging OLS and 2SLS: An Application of the WALS Procedure," Econometrics Working Papers 1701, Department of Economics, University of Victoria.
• Mateusz Buczyński & Marcin Chlebus, 2017. "Is CAViaR model really so good in Value at Risk forecasting? Evidence from evaluation of a quality of Value-at-Risk forecasts obtained based on the: GARCH(1,1), GARCH-t(1,1), GARCH-st(1,1), QML-GARCH(," Working Papers 2017-29, Faculty of Economic Sciences, University of Warsaw.
• Menden, Christian & Proaño, Christian R., 2017. "Dissecting the financial cycle with dynamic factor models," BERG Working Paper Series 126, Bamberg University, Bamberg Economic Research Group.
• Falck, Elisabeth & Hoffmann, Mathias & Hürtgen, Patrick, 2017. "Disagreement and monetary policy," Discussion Papers 29/2017, Deutsche Bundesbank.
• Siemsen, Thomas & Vilsmeier, Johannes, 2017. "A stress test framework for the German residential mortgage market: Methodology and application," Discussion Papers 37/2017, Deutsche Bundesbank.
• Berger, Tino & Richter, Julia, 2017. "What has caused global business cycle decoupling: Smaller shocks or reduced sensitivity?," Center for European, Governance and Economic Development Research Discussion Papers 300, University of Goettingen, Department of Economics.
• Martin Boyer & Philippe De Donder & Claude Fluet & Marie-Louise Leroux & Pierre-Carl Michaud, 2017. "Long-Term Care Insurance: Knowledge Barriers, Risk Perception and Adverse Selection," NBER Working Papers 23918, National Bureau of Economic Research, Inc.
  • Martin Boyer & Philippe De Donder & Claude Fluet & Marie-Louise Leroux & Pierre-Carl Michaud, 2017. "Long-term Care Insurance: Knowledge Barriers, Risk Perception and Adverse Selection," Cahiers de recherche 1701, Chaire de recherche Industrielle Alliance sur les enjeux économiques des changements démographiques.
  • Martin Boyer & Philippe De Donder & Claude Fluet & Marie-Louise Leroux & Pierre-Carl Michaud, 2017. "Long-Term Care Insurance: Knowledge Barriers, Risk Perception and Adverse Selection," CESifo Working Paper Series 6698, CESifo Group Munich.
  • Martin Boyer & Philippe De Donder & Claude-Denys Fluet & Marie-Louise Leroux & Pierre-Carl Michaud, 2017. "Long-Term Care Insurance: Knowledge Barriers, Risk Perception and Adverse Selection," Cahiers de recherche 1711, Centre de recherche sur les risques, les enjeux économiques, et les politiques publiques.
  • M. Martin Boyer & Philippe De Donder & Claude Fluet & Marie-Louise Leroux & Pierre-Carl Michaud, 2017. "Long-Term Care Insurance: Knowledge Barriers, Risk Perception and Adverse Selection," CIRANO Working Papers 2017s-17, CIRANO.
• Damien Échevin & Qing Li & Marc-André Morin, 2017. "Hospital Readmission is Highly Predictable from Deep Learning," Cahiers de recherche 1705, Chaire de recherche Industrielle Alliance sur les enjeux économiques des changements démographiques.
• Jean-Marie DUFOUR & Richard LUGER, 2016. "Identification-Robust Moment-Based Tests for Markov-Switching in Autoregressive Models," Cahiers de recherche 15-2016, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  • Jean-Marie Dufour & Richard Luger, 2017. "Identification-robust moment-based tests for Markov-switching in autoregressive models," Cahiers de recherche 1701, Centre de recherche sur les risques, les enjeux économiques, et les politiques publiques.
  • Jean-Marie Dufour & Richard Luger, 2016. "Identification-robust moment-based tests for Markov-switching in autoregressive models," CIRANO Working Papers 2016s-63, CIRANO.
• Magdalena Petrovska & Gani Ramadani & Nikola Naumovski & Biljana Jovanovic, 2017. "Forecasting Macedonian Inflation: Evaluation of different models for short-term forecasting," Working Papers 2017-06, National Bank of the Republic of Macedonia.
• Andrew Phiri, 2017. "The Feldstein-Horioka puzzle and the global financial crisis: Evidence from South Africa using asymmetric cointegation analysis," Working Papers 1701, Department of Economics, Nelson Mandela University, revised May 2017.
• Andrew Phiri, 2017. "Has the South African Reserve Bank responded to equity returns since the sub-prime crisis? An asymmetric convergence appraoch," Working Papers 1709, Department of Economics, Nelson Mandela University, revised Aug 2017.
• Andrew Phiri, 2017. "Threshold convergence between the federal fund rate and South African equity returns around the colocation period," Business and Economic Horizons (BEH), Prague Development Center, vol. 13(1), pages 1-9, March.
  • Phiri, Andrew, 2017. "Threshold convergence between the federal fund rate and South African equity returns around the colocation period," MPRA Paper 76039, University Library of Munich, Germany.
  • Andrew Phiri, 2017. "Threshold convergence between the Federal fund rate and South African equity returns around the colocation period," Working Papers 1710, Department of Economics, Nelson Mandela University, revised Aug 2017.
• Guillaume Bernis & Nicolas Brunel & Antoine Kornprobst & Simone Scotti, 2017. "Stochastic Evolution of Distributions - Applications to CDS indices," Documents de travail du Centre d'Economie de la Sorbonne 17007, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• Arnaud Millien, 2017. "Electricity supply reliability and households decision to connect to the grid," Documents de travail du Centre d'Economie de la Sorbonne 17031, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• Monica Billio & Lorenzo Frattarolo & Dominique Guégan, 2017. "Multivariate Reflection Symmetry of Copula Functions," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01592147, HAL.
  • Monica Billio & Lorenzo Frattarolo & Dominique Guegan, 2017. "Multivariate Reflection Symmetry of Copula Functions," Documents de travail du Centre d'Economie de la Sorbonne 17033, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• Bin Jiang & George Athanasopoulos & Rob J Hyndman & Anastasios Panagiotelis & Farshid Vahid, 2017. "Macroeconomic forecasting for Australia using a large number of predictors," Monash Econometrics and Business Statistics Working Papers 2/17, Monash University, Department of Econometrics and Business Statistics.
• Hunt Allcott & Matthew Gentzkow, 2017. "Social Media and Fake News in the 2016 Election," NBER Working Papers 23089, National Bureau of Economic Research, Inc.
• Joachim Freyberger & Andreas Neuhierl & Michael Weber, 2017. "Dissecting Characteristics Nonparametrically," CESifo Working Paper Series 6391, CESifo Group Munich.
  • Joachim Freyberger & Andreas Neuhierl & Michael Weber, 2017. "Dissecting Characteristics Nonparametrically," NBER Working Papers 23227, National Bureau of Economic Research, Inc.
• Pei, Zhuan & Pischke, Jörn-Steffen & Schwandt, Hannes, 2017. "Poorly Measured Confounders Are More Useful on the Left Than on the Right," IZA Discussion Papers 10647, Institute for the Study of Labor (IZA).
  • Zhuan Pei & Jörn-Steffen Pischke & Hannes Schwandt, 2017. "Poorly Measured Confounders are More Useful on the Left Than on the Right," NBER Working Papers 23232, National Bureau of Economic Research, Inc.
  • Zhuan Pei & Jörn-Steffen Pischke & Hannes Schwandt, 2018. "Poorly Measured Confounders Are More Useful On the Left than On the Right," CEP Discussion Papers dp1539, Centre for Economic Performance, LSE.
• Cristina Amado & Annastiina Silvennoinen & Timo Terasvirta, 2017. "Modelling and Forecasting WIG20 Daily Returns," Central European Journal of Economic Modelling and Econometrics, CEJEME, vol. 9(3), pages 173-200, September.
  • Cristina Amado & Annastiina Silvennoinen & Timo Teräsvirta, 2017. "Modelling and forecasting WIG20 daily returns," NIPE Working Papers 09/2017, NIPE - Universidade do Minho.
  • Cristina Amado & Annastiina Silvennoinen & Timo Teräsvirta, 3108. "Modelling and forecasting WIG20 daily returns," CREATES Research Papers 2017-29, Department of Economics and Business Economics, Aarhus University.
• Francesca Rondina, 2017. "Model Uncertainty and the Direction of Fit of the Postwar U.S. Phillips Curve(s)," Working Papers 1702E, University of Ottawa, Department of Economics.
• Emilio Zanetti Chini, 2013. "Generalizing smooth transition autoregressions," CREATES Research Papers 2013-32, Department of Economics and Business Economics, Aarhus University.
  • Emilio Zanetti Chini, 2017. "Generalizing Smooth Transition Autoregressions," DEM Working Papers Series 138, University of Pavia, Department of Economics and Management.
  • Emilio Zanetti Chini, 2013. "Generalizing smooth transition autoregressions," CEIS Research Paper 294, Tor Vergata University, CEIS, revised 25 Sep 2014.
  • Emilio Zanetti Chini, 2016. "Generalizing smooth transition autoregressions," DEM Working Papers Series 114, University of Pavia, Department of Economics and Management.
• Piotr Lukasiewicz & Krzysztof Karpio & Arkadiusz Orlowski, 2017. "Two-part models of income distributions in Poland," Working Papers 64/2017, Institute of Economic Research, revised May 2017.
• Waernbaum, Ingeborg & Pazzagli, Laura, 2017. "Model misspecification and bias for inverse probability weighting and doubly robust estimators," Working Paper Series 2017:23, IFAU - Institute for Evaluation of Labour Market and Education Policy.
• Andrew Phiri, 2017. "Long-run equilibrium adjustment between inflation and stock market returns in South Africa: a nonlinear perspective," International Journal of Sustainable Economy, Inderscience Enterprises Ltd, vol. 9(1), pages 19-33.
  • Phiri, Andrew, 2016. "Long run equilibrium adjustment between inflation and stock market returns in South Africa: A nonlinear perspective," MPRA Paper 70260, University Library of Munich, Germany.
• Le-Yu Chen & Sokbae Lee, 2016. "Best Subset Binary Prediction," Papers 1610.02738, arXiv.org, revised May 2018.
  • Le-Yu Chen & Sokbae (Simon) Lee, 2017. "Best subset binary prediction," CeMMAP working papers CWP50/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Christian Menden & Christian R. Proaño, 2017. "Dissecting the financial cycle with dynamic factor models," IMK Working Paper 183-2017, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
• Christian R. Proaño & Artur Tarassow, 2017. "Evaluating the predicting power of ordered probit models for multiple business cycle phases in the U.S. and Japan," IMK Working Paper 188-2017, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
• Susanne Berger & Nathaniel Graham & Achim Zeileis, 2017. "Various Versatile Variances: An Object-Oriented Implementation of Clustered Covariances in R," Working Papers 2017-12, Faculty of Economics and Statistics, University of Innsbruck.
• Zhuan Pei & Jörn-Steffen Pischke & Hannes Schwandt, 2017. "Poorly Measured Confounders are More Useful on the Left Than on the Right," NBER Working Papers 23232, National Bureau of Economic Research, Inc.
  • Pei, Zhuan & Pischke, Jörn-Steffen & Schwandt, Hannes, 2017. "Poorly Measured Confounders Are More Useful on the Left Than on the Right," IZA Discussion Papers 10647, Institute for the Study of Labor (IZA).
  • Zhuan Pei & Jörn-Steffen Pischke & Hannes Schwandt, 2018. "Poorly Measured Confounders Are More Useful On the Left than On the Right," CEP Discussion Papers dp1539, Centre for Economic Performance, LSE.
• Teresa Molina Millan & Karen Macours, 2017. "Attrition in randomized control trials: Using tracking information to correct bias," NOVAFRICA Working Paper Series wp1702, Universidade Nova de Lisboa, Faculdade de Economia, NOVAFRICA.
  • Molina Millán, Teresa & Macours, Karen, 2017. "Attrition in Randomized Control Trials: Using Tracking Information to Correct Bias," IZA Discussion Papers 10711, Institute for the Study of Labor (IZA).
  • Macours, Karen & Molina Millan, Teresa, 2017. "Attrition in Randomized Control Trials: Using tracking information to correct bias," CEPR Discussion Papers 11962, C.E.P.R. Discussion Papers.
• de la Rica, Sara & Gorjón, Lucía, 2017. "Assessing the Impact of a Minimum Income Scheme in the Basque Country," IZA Discussion Papers 10867, Institute for the Study of Labor (IZA).
• Davidescu, Adriana Anamaria & Schneider, Friedrich, 2017. "Nature of the Relationship between Minimum Wage and the Shadow Economy Size: An Empirical Analysis for the Case of Romania," IZA Discussion Papers 11247, Institute for the Study of Labor (IZA).
• Marno Verbeek, 2017. "Using linear regression to establish empirical relationships," IZA World of Labor, Institute for the Study of Labor (IZA), pages 336-336, February.
• Simon Freyaldenhoven, 2017. "A Generalized Factor Model with Local Factors," 2017 Papers pfr361, Job Market Papers.
• Cathy W. S. Chen & Muyi Li & Nga T. H. Nguyen & Songsak Sriboonchitta, 2017. "On Asymmetric Market Model with Heteroskedasticity and Quantile Regression," Computational Economics, Springer;Society for Computational Economics, vol. 49(1), pages 155-174, January.
• Cristina Muñiz & Plácido Rodríguez & María José Suárez, 2017. "Participation in cultural activities: specification issues," Journal of Cultural Economics, Springer;The Association for Cultural Economics International, vol. 41(1), pages 71-93, February.
• Hiroyuki Watanabe, 2017. "A Pragmatic Method for Model-Selection Based on the Widely Applicable Bayesian Information Criterion," Discussion Paper Series DP2017-20, Research Institute for Economics & Business Administration, Kobe University.
• Virág, Miklós & Nyitrai, Tamás, 2017. "Magyar vállalkozások felszámolásának előrejelzése pénzügyi mutatóik idősorai alapján
  [Predicting the liquidation of Hungarian firms using a time series of their financial ratios]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(3), pages 305-324.
• Karen Poghosyan & Evžen Kočenda, 2016. "Determinants of export sophistication: Evidence from Monte Carlo simulations," Working Papers 360, Leibniz Institut für Ost- und Südosteuropaforschung (Institute for East and Southeast European Studies).
  • Evzen Kocenda & Karen Poghosyan, 2017. "Export sophistication: A dynamic panel data approach," KIER Working Papers 980 Classification-C52; C, Kyoto University, Institute of Economic Research.
• Marisol Valencia Cárdenas & Juan Gabriel Vanegas López & Juan Carlos Correa Morales & Jorge Aníbal Restrepo Morales, 2017. "Comparing forecasts for tourism dynamics in Medellín, Colombia," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 86, pages 199-230, Enero - J.
• Anh Dinh Minh Nguyen, 2017. "U.K. Monetary Policy under Inflation Targeting," Bank of Lithuania Working Paper Series 41, Bank of Lithuania.
• Timo Teräsvirta, 2017. "Sir Clive Granger's contributions to nonlinear time series and econometrics," CREATES Research Papers 2017-04, Department of Economics and Business Economics, Aarhus University.
• Matthew T. Holt & Timo Teräsvirta, 2017. "Global Hemispheric Temperatures and Co–Shifting: A Vector Shifting–Mean Autoregressive Analysis," CREATES Research Papers 2017-05, Department of Economics and Business Economics, Aarhus University.
• Tobias Basse & Robinson Kruse & Christoph Wegener, 2017. "The Walking Debt Crisis," CREATES Research Papers 2017-06, Department of Economics and Business Economics, Aarhus University.
• Firmin DOKO TCHATOKA & Jean-Marie DUFOUR, 2016. "Exogeneity Tests, Incomplete Models, Weak Identification and Non-Gaussian Distributions : Invariance and Finite-Sample Distributional Theory," Cahiers de recherche 14-2016, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  • Firmin Doko Tchatoka & Jean-Marie Dufour, 2017. "Exogeneity Tests, Incomplete Models, Weak Identification and Non-Gaussian Distributions: Invariance and Finite-Sample Distributional Theory," School of Economics Working Papers 2017-01, University of Adelaide, School of Economics.
  • Firmin Doko Tchatoka & Jean-Marie Dufour, 2016. "Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions: invariance and finite-sample distributional theory," CIRANO Working Papers 2016s-62, CIRANO.
• Qazi Haque, 2017. "Monetary Policy, Target Inflation and the Great Moderation: An Empirical Investigation," School of Economics Working Papers 2017-10, University of Adelaide, School of Economics.
• Qazi Haque, 2017. "Monetary Policy, Inflation Target and the Great Moderation: An Empirical Investigation," School of Economics Working Papers 2017-13, University of Adelaide, School of Economics.
• Darwin Ugarte Ontiveros & Gustavo Canavire-Bacarreza & Luis Castro Peñarrieta, 2017. "Outliers in semi-parametric Estimation of Treatment Effects," DOCUMENTOS DE TRABAJO CIEF 015810, UNIVERSIDAD EAFIT.
  • Darwin Ugarte Ontiveros & Gustavo Canavire-Bacarreza & Luis Castro Peñarrieta, 2017. "Outliers in semi-parametric Estimation of Treatment Effects," Development Research Working Paper Series 06/2017, Institute for Advanced Development Studies.
• Asongu, Simplice & Anyanwu, John & Tchamyou, Vanessa, 2017. "Technology-driven information sharing and conditional financial development in Africa," MPRA Paper 79640, University Library of Munich, Germany.
  • Simplice Asongu & John C. Anyanwu & Vanessa S. Tchamyou, 2017. "Technology-driven information sharing and conditional financial development in Africa," Working Papers 17/010, African Governance and Development Institute..
• Simplice A. Asongu & Jacinta C. Nwachukwu, 2017. "At what levels of financial development does information sharing matter?," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 3(1), pages 1-30, December.
  • Asongu, Simplice & Nwachukwu, Jacinta, 2017. "At What Levels of Financial Development Does Information Sharing Matter?," MPRA Paper 81189, University Library of Munich, Germany.
  • Simplice Asongu & Jacinta C. Nwachukwu, 2017. "At What Levels of Financial Development Does Information Sharing Matter?," Working Papers 17/017, African Governance and Development Institute..
• Asongu, Simplice A. & Nwachukwu, Jacinta C., 2017. "The Impact of Terrorism on Governance in African Countries," World Development, Elsevier, vol. 99(C), pages 253-270.
  • Asongu, Simplice & Nwachukwu, Jacinta C., 2017. "The Impact of Terrorism on Governance in African Countries," MPRA Paper 81192, University Library of Munich, Germany.
  • Simplice Asongu & Jacinta C. Nwachukwu, 2017. "The Impact of Terrorism on Governance in African Countries," Working Papers 17/019, African Governance and Development Institute..
• Asongu, Simplice & Nwachukwu, Jacinta, 2017. "Mobile Phone Innovation and Environmental Sustainability in Sub-Saharan Africa," MPRA Paper 81705, University Library of Munich, Germany.
  • Simplice Asongu & Jacinta C. Nwachukwu, 2017. "Mobile Phone Innovation and Environmental Sustainability in Sub-Saharan Africa," Working Papers 17/025, African Governance and Development Institute..
• Tchamyou, Vanessa S. & Asongu, Simplice A., 2017. "Conditional market timing in the mutual fund industry," Research in International Business and Finance, Elsevier, vol. 42(C), pages 1355-1366.
  • Tchamyou, Vanessa & Asongu, Simplice, 2017. "Conditional Market Timing in the Mutual Fund Industry," MPRA Paper 82633, University Library of Munich, Germany.
  • Vanessa Tchamyou & Simplice Asongu, 2017. "Conditional Market Timing in the Mutual Fund Industry," Working Papers 17/028, African Governance and Development Institute..
• Simplice Asongu & Vanessa Tchamyou & Ndemaze Asongu & Nina Tchamyou, 2017. "The Comparative African Economics of Inclusive Development and Military Expenditure in Fighting Terrorism," Journal of African Development, African Finance and Economic Association, vol. 19(2), pages 77-91.
  • Asongu, Simplice & Tchamyou, Vanessa & Asongu, Ndemaze & Tchamyou, Nina, 2017. "The Comparative African Economics of Inclusive Development and Military Expenditure in Fighting Terrorism," MPRA Paper 83069, University Library of Munich, Germany.
  • Simplice Asongu & Vanessa Tchamyou & Ndemaze Asongu & Nina Tchamyou, 2017. "The Comparative African Economics of Inclusive Development and Military Expenditure in Fighting Terrorism," Working Papers 17/031, African Governance and Development Institute..
• Asongu, Simplice A. & Le Roux, Sara & Biekpe, Nicholas, 2017. "Environmental degradation, ICT and inclusive development in Sub-Saharan Africa," Energy Policy, Elsevier, vol. 111(C), pages 353-361.
  • Asongu, Simplice & Le Roux, Sara & Biekpe, Nicholas, 2017. "Environmental Degradation, ICT and Inclusive Development in Sub-Saharan Africa," MPRA Paper 83218, University Library of Munich, Germany.
  • Simplice Asongu & Sara Le Roux & Nicholas Biekpe, 2017. "Environmental Degradation, ICT and Inclusive Development in Sub-Saharan Africa," Working Papers 17/038, African Governance and Development Institute..
• Asongu, Simplice A. & Le Roux, Sara & Biekpe, Nicholas, 2018. "Enhancing ICT for environmental sustainability in sub-Saharan Africa," Technological Forecasting and Social Change, Elsevier, vol. 127(C), pages 209-216.
  • Asongu, Simplice & Le Roux, Sara & Biekpe, Nicholas, 2017. "Enhancing ICT for Environmental Sustainability in Sub-Saharan Africa," MPRA Paper 83219, University Library of Munich, Germany.
  • Simplice Asongu & Sara Le Roux & Nicholas Biekpe, 2017. "Enhancing ICT for Environmental Sustainability in Sub-Saharan Africa," Working Papers 17/039, African Governance and Development Institute..
• Asongu, Simplice & Tchamyou, Vanessa & Asongu, Ndemaze & Tchamyou, Nina, 2017. "Fighting terrorism in Africa: evidence from bundling and unbundling institutions," MPRA Paper 84342, University Library of Munich, Germany.
  • Simplice Asongu & Vanessa Tchamyou & Ndemaze Asongu & Nina Tchamyou, 2017. "Fighting terrorism in Africa: evidence from bundling and unbundling institutions," Working Papers 17/047, African Governance and Development Institute..
• Asongu, Simplice A. & Tchamyou, Vanessa S. & Minkoua N., Jules R. & Asongu, Ndemaze & Tchamyou, Nina P., 2018. "Fighting terrorism in Africa: Benchmarking policy harmonization," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 492(C), pages 1931-1957.
  • Asongu, Simplice & Tchamyou, Vanessa & Minkoua N, Jules R. & Asongu, Ndemaze & Tchamyou, Nina, 2017. "Fighting terrorism in Africa: benchmarking policy harmonization," MPRA Paper 84343, University Library of Munich, Germany, revised Feb 2018.
  • Simplice Asongu & Vanessa Tchamyou & Jules Minkoua & Ndemaze Asongu, 2017. "Fighting terrorism in Africa: benchmarking policy harmonization," Working Papers 17/049, African Governance and Development Institute..
• Asongu, Simplice & Biekpe, Nicholas, 2017. "Globalization and Terror in Africa," MPRA Paper 85056, University Library of Munich, Germany.
  • Simplice Asongu & Nicholas Biekpe, 2017. "Globalization and Terror in Africa," Working Papers 17/053, African Governance and Development Institute..
• Asongu, Simplice, 2017. "ICT, Openness and CO2 emissions in Africa," MPRA Paper 85058, University Library of Munich, Germany.
  • Simplice Asongu, 2017. "ICT, Openness and CO2 emissions in Africa," Working Papers 17/055, African Governance and Development Institute..
• Simplice Asongu, 2017. "The Comparative Sustainable Development in Sub-Saharan Africa," Working Papers 17/060, African Governance and Development Institute..
• Asongu, Simplice & Efobi, Uchenna & Beecroft, Ibukun, 2017. "Aid in Modulating the Impact of Terrorism on FDI: No Positive Thresholds, No Policy," MPRA Paper 85488, University Library of Munich, Germany, revised Sep 2017.
  • Simplice Asongu & Uchenna R. Efobi & Ibukun Beecroft, 2017. "Aid in Modulating the Impact of Terrorism on FDI: No Positive Thresholds, No Policy," Working Papers 17/061, African Governance and Development Institute..
• Brad R. Humphreys & Bruce K. Johnson & John C. Whitehead, 2017. "Validity and Reliability of Contingent Valuation and Life Satisfaction Measures of Welfare: An Application to the Value of National Olympic Success," Working Papers 17-08, Department of Economics, Appalachian State University.
• Lamperti, Francesco & Roventini, Andrea & Sani, Amir, 2018. "Agent-based model calibration using machine learning surrogates," Journal of Economic Dynamics and Control, Elsevier, vol. 90(C), pages 366-389.
  • Francesco Lamperti & Andrea Roventini & Amir Sani, 2017. "Agent-Based Model Calibration using Machine Learning Surrogates," Sciences Po publications 2017-09, Sciences Po.
  • Francesco Lamperti & Andrea Roventini & Amir Sani, 2017. "Agent-Based Model Calibration using Machine Learning Surrogates," Papers 1703.10639, arXiv.org, revised Apr 2017.
  • Frencesco Lamperti & Andrea Roventini & Amir Sani, 2017. "Agent-based model calibration using machine learning surrogates," Documents de Travail de l'OFCE 2017-09, Observatoire Francais des Conjonctures Economiques (OFCE).
  • Francesco Lamperti & Andrea Roventini & Amir Sani, 2017. "Agent-Based Model Calibration using Machine Learning Surrogates," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01499344, HAL.
  • Francesco Lamperti & Andrea Roventini & Amir Sani, 2017. "Agent-Based Model Calibration using Machine Learning Surrogates," LEM Papers Series 2017/11, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
• Hautsch, Nikolaus & Voigt, Stefan, 2017. "Large-scale portfolio allocation under transaction costs and model uncertainty," CFS Working Paper Series 582, Center for Financial Studies (CFS).
  • Nikolaus Hautsch & Stefan Voigt, 2017. "Large-Scale Portfolio Allocation Under Transaction Costs and Model Uncertainty," Papers 1709.06296, arXiv.org, revised Jun 2018.
• Lieb, Lenard & Smeekes, Stephan, 2017. "Inference for Impulse Responses under Model Uncertainty," Research Memorandum 022, Maastricht University, Graduate School of Business and Economics (GSBE).
  • Lenard Lieb & Stephan Smeekes, 2017. "Inference for Impulse Responses under Model Uncertainty," Papers 1709.09583, arXiv.org, revised May 2018.
• Foroni, Claudia & Ravazzolo, Francesco & Sadaba, Barbara, 2018. "Assessing the predictive ability of sovereign default risk on exchange rate returns," Journal of International Money and Finance, Elsevier, vol. 81(C), pages 242-264.
  • Claudia Foroni & Francesco Ravazzolo & Barbara Sadaba, 2017. "Assessing the Predictive Ability of Sovereign Default Risk on Exchange Rate Returns," Staff Working Papers 17-19, Bank of Canada.
• Daniel Ordoñez-Callamand & Luis F. Melo-Velandia & Oscar M. Valencia-Arana, 2017. "Current Account Sustainability in Latin America Considering Nonlinearities," Borradores de Economia 987, Banco de la Republica de Colombia.
• ROTARU Florica Georgeta & CRISTACHE Silvia Elena & CIOBOTAR Georgeta Narcisa, 2017. "Stochastic Linkage Analysis And Structural Changes That Influence The Educational System In The European Union In Accordance With The "Europe 2020 Strategy"," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 69(1), pages 129-147, April.
• Francesco Furlanetto & Paolo Gelain & Marzie Taheri Sanjani, 2017. "Output gap, monetary policy trade-offs and financial frictions," Working Paper 2017/8, Norges Bank.
• Polanski, Arnold & Stoja, Evarist, 2017. "Forecasting multidimensional tail risk at short and long horizons," Bank of England working papers 660, Bank of England.
• Houllier, Melanie & Murphy, David, 2017. "Borderline: judging the adequacy of return distribution estimation techniques in initial margin models," Bank of England working papers 673, Bank of England.
• Chakraborty, Chiranjit & Joseph, Andreas, 2017. "Machine learning at central banks," Bank of England working papers 674, Bank of England.
• Kaminska, Iryna & Roberts-Sklar, Matt, 2018. "Volatility in equity markets and monetary policy rate uncertainty," Journal of Empirical Finance, Elsevier, vol. 45(C), pages 68-83.
  • Kaminska, Iryna & Roberts-Sklar, Matt, 2017. "Volatility in equity markets and monetary policy rate uncertainty," Bank of England working papers 700, Bank of England.
• Seungmoon Choi & Byungkuk Kim, 2017. "Analysis of Call Rate Behaviour Using Regime-switching Diffusion Process Model (in Korean)," Working Papers 2017-7, Economic Research Institute, Bank of Korea.
• Bu Ruijun & Cheng Jie & Hadri Kaddour, 2017. "Specification analysis in regime-switching continuous-time diffusion models for market volatility," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 21(1), pages 65-80, February.

2016

• Markku Lanne & Jani Luoto, 2016. "Data-Driven Inference on Sign Restrictions in Bayesian Structural Vector Autoregression," CREATES Research Papers 2016-04, Department of Economics and Business Economics, Aarhus University.
• Gustavo Fruet Dias & Cristina M. Scherrer & Fotis Papailias, 2016. "Volatility Discovery," CREATES Research Papers 2016-07, Department of Economics and Business Economics, Aarhus University.
• Kruse, Robinson & Leschinski, Christian & Will, Michael, 2016. "Comparing Predictive Accuracy under Long Memory - With an Application to Volatility Forecasting," Hannover Economic Papers (HEP) dp-571, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
  • Robinson Kruse & Christian Leschinski & Michael Will, 2016. "Comparing Predictive Accuracy under Long Memory - With an Application to Volatility Forecasting," CREATES Research Papers 2016-17, Department of Economics and Business Economics, Aarhus University.
• Tim Bollerslev & Jia Li & Yuan Xue, 2016. "Volume, Volatility and Public News Announcements," CREATES Research Papers 2016-19, Department of Economics and Business Economics, Aarhus University.
• Firmin Doko Tchatoka & Jean-Marie Dufour, 2016. "Exogeneity tests, weak identification, incomplete models and non-Gaussian distributions: Invariance and finite-sample distributional theory," School of Economics Working Papers 2016-01, University of Adelaide, School of Economics.
• Daniel Felix Ahelegbey & Monica Billio & Roberto Casarin, 2016. "Sparse Graphical Vector Autoregression: A Bayesian Approach," Annals of Economics and Statistics, GENES, issue 123-124, pages 333-361.
  • Roberto Casarin & Daniel Felix Ahelegbey & Monica Billio, 2014. "Sparse Graphical Vector Autoregression: A Bayesian Approach," Working Papers 2014:29, Department of Economics, University of Venice "Ca' Foscari".
• Jonathan D. Ketcham & Nicolai V. Kuminoff & Christopher A. Powers, 2016. "Choice Inconsistencies among the Elderly: Evidence from Plan Choice in the Medicare Part D Program: Comment," American Economic Review, American Economic Association, vol. 106(12), pages 3932-3961, December.
• Pierre Collin-Dufresne & Michael Johannes & Lars A. Lochstoer, 2016. "Parameter Learning in General Equilibrium: The Asset Pricing Implications," American Economic Review, American Economic Association, vol. 106(3), pages 664-698, March.
• Olimpia Neagu & Florin Dumiter & Alexandra Braica, 2016. "Inequality, Economic Growth and Trade Openness: a Study Case for Central and Eastern Countries (ECE)," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, vol. 18(43), pages 557-557, August.
• Maru?a Pescu (Beca) & Camelia ?tefan (Baraba?), 2016. "The Effects of Gaps and Disparities on Economic Growth. A Study of 10 Former Socialist Countries from the CEE, Members of the EU," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, vol. 18(43), pages 592-592, August.
• Liviu B. Vlad & Dragos C. Vasile & Octav-Ionut Macovei & Claudia E. Tuclea, 2016. "Determinant Factors of Green Marketing Adoption in the Hospitality Sector," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, vol. 18(S10), pages 862-862, November.
• Fadel HAMID HADI ALHUSSEINI, 2016. "Some Methods Of Quantile Regression For Analysis Of The Poverty In Iraq," Journal of Social and Economic Statistics, Bucharest University of Economic Studies, vol. 5(1), pages 67-85, JULY.
• Théophile T. Azomahou & Fatoumata L. Diallo, 2016. "Home vs. School Deworming and Meal Programs: Evidence from Rural Senegal," Journal of African Development, African Finance and Economic Association, vol. 18(1), pages 31-60.
• Asongu, Simplice & Anyanwu, John & Tchamyou, Vanessa, 2016. "Information sharing and conditional financial development in Africa," MPRA Paper 74653, University Library of Munich, Germany.
  • Simplice Asongu & John Anyanwu & Vanessa Tchamyou, 2016. "Information sharing and conditional financial development in Africa," Working Papers 16/001, African Governance and Development Institute..
• Gammoudi, Mouna & Cherif, Mondher & Asongu, Simplice A, 2016. "FDI and Growth in the MENA countries: Are the GCC countries Different?," MPRA Paper 74227, University Library of Munich, Germany.
  • Mouna Gammoudi & Mondher Cherif & Simplice Asongu, 2016. "FDI and Growth in the MENA countries: Are the GCC countries Different?," Working Papers 16/015, African Governance and Development Institute..
• Darko, Francis Addeah & Ricker-Gilbert, Jacob & Kilic, Talip & Florax, Raymond & Shively, Gerald, 2016. "Profitability of fertilizer use in SSA: evidence from rural Malawi," 2016 AAAE Fifth International Conference, September 23-26, 2016, Addis Ababa, Ethiopia 249269, African Association of Agricultural Economists (AAAE).
• Dharmasena, Senarath & Bessler, David & Capps, Oral. Jr, 2016. "On the Evaluation of Probability Forecasts: An Application to Qualitative Choice Models," 2016 Annual Meeting, July 31-August 2, 2016, Boston, Massachusetts 235424, Agricultural and Applied Economics Association.
• Gouel, Christophe & Legrand, Nicolas, 2016. "Bayesian Estimation of the Storage Model using Information on Quantities," 2016 Annual Meeting, July 31-August 2, 2016, Boston, Massachusetts 235599, Agricultural and Applied Economics Association.
  • Gouel, Christophe & Legrand, Nicolas, 2017. "Bayesian Estimation of the Storage Model using Information on Quantities," TSE Working Papers 17-776, Toulouse School of Economics (TSE).
• Shr, Yau-Huo & Ready, Richard, 2016. "Comparing performance of discrete choice models in stated choice methods: A prediction-based approach using preference order data," 2016 Annual Meeting, July 31-August 2, 2016, Boston, Massachusetts 236174, Agricultural and Applied Economics Association.
• Huang, Wei & Hagerman, Amy & Bessler, David A., 2016. "The Impact of Highly Pathogenic Avian Influenza on Table Egg Prices," Choices, Agricultural and Applied Economics Association, vol. 31(2).
• Aneta Kosztowniak, 2016. "Verification of the Relationship between FDI and GDP in Poland," Acta Oeconomica, Akadémiai Kiadó, Hungary, vol. 66(2), pages 307-332, June.
• Gordon Rausser & David A. Bessler, 2016. "Information Recovery and Causality: A Tribute to George Judge," Annual Review of Resource Economics, Annual Reviews, vol. 8(1), pages 7-23, October.
• Saâd Benbachir & Mohammed Mehdi El Hamzi, 2016. "Non-Maturity Deposit Modeling in the Framework of Asset Liability Management," International Journal of Economics and Financial Research, Academic Research Publishing Group, vol. 2(5), pages 79-98, 05-2016.
• Xu, Ning & Hong, Jian & Fisher, Timothy, 2016. "Model selection consistency from the perspective of generalization ability and VC theory with an application to Lasso," MPRA Paper 71670, University Library of Munich, Germany.
  • Ning Xu & Jian Hong & Timothy C. G. Fisher, 2016. "Model selection consistency from the perspective of generalization ability and VC theory with an application to Lasso," Papers 1606.00142, arXiv.org.
• Florian Huber & Gregor Kastner & Martin Feldkircher, 2016. "Should I stay or should I go? Bayesian inference in the threshold time varying parameter (TTVP) model," Department of Economics Working Papers wuwp235, Vienna University of Economics and Business, Department of Economics.
  • Florian Huber & Gregor Kastner & Martin Feldkircher, 2016. "A New Approach To Time Varying Parameters in Vector Autoregressive Models," Papers 1607.04532, arXiv.org, revised Jan 2018.
  • Huber, Florian & Kastner, Gregor & Feldkircher, Martin, 2016. "Should I stay or should I go? Bayesian inference in the threshold time varying parameter (TTVP) model," Department of Economics Working Paper Series 5178, WU Vienna University of Economics and Business.
• Xu, Ning & Hong, Jian & Fisher, Timothy, 2016. "Finite-sample and asymptotic analysis of generalization ability with an application to penalized regression," MPRA Paper 73622, University Library of Munich, Germany.
  • Ning Xu & Jian Hong & Timothy C. G. Fisher, 2016. "Finite-sample and asymptotic analysis of generalization ability with an application to penalized regression," Papers 1609.03344, arXiv.org, revised Sep 2016.
• Le-Yu Chen & Sokbae Lee, 2016. "Best Subset Binary Prediction," Papers 1610.02738, arXiv.org, revised May 2018.
  • Le-Yu Chen & Sokbae (Simon) Lee, 2017. "Best subset binary prediction," CeMMAP working papers CWP50/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Patrick Gagliardini & Elisa Ossola & O. Scaillet, 2016. "A Diagnostic Criterion for Approximate Factor Structure," Swiss Finance Institute Research Paper Series 16-51, Swiss Finance Institute, revised Dec 2016.
  • Patrick Gagliardini & Elisa Ossola & Olivier Scaillet, 2016. "A diagnostic criterion for approximate factor structure," Papers 1612.04990, arXiv.org, revised Aug 2017.
• Iulia-Oana ?TEFAN(BELCIC-?TEFAN), 2016. "The implications of financial performance on stock exchange indicators of listed companies: empirical evidence for the Romanian capital market," The Audit Financiar journal, Chamber of Financial Auditors of Romania, vol. 14(140), pages 875-875, August.
• Huseynov, Salman & Mammadov, Fuad, 2016. "A small scale forecasting and simulation model for Azerbaijan (FORSAZ)," MPRA Paper 76348, University Library of Munich, Germany.
  • Salman Huseynov & Fuad Mammadov, 2016. "A small scale forecasting and simulation model for Azerbaijan (FORSAZ)," Working Papers 1608, Central Bank of Azerbaijan Republic.
• Paolo Brunori & Vito Peragine & Laura Serlenga, 2016. "Upward and downward bias when measuring inequality of opportunity," Working Papers 406, ECINEQ, Society for the Study of Economic Inequality.
  • Paolo Brunori & Vito Peragine & Laura Serlenga, 2017. "Upward and downward bias when measuring inequality of opportunity," Working Papers - Economics wp2017_02.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
  • Brunori, Paolo & Peragine, Vito & Serlenga, Laura, 2018. "Upward and Downward Bias When Measuring Inequality of Opportunity," IZA Discussion Papers 11405, Institute for the Study of Labor (IZA).
  • Paolo Brunori & Vito Peragine & Laura Serlenga, 2016. "Upward and downward bias when measuring inequality of opportunity," SERIES 05-2016, Dipartimento di Economia e Finanza - Università degli Studi di Bari "Aldo Moro", revised Sep 2016.
• Irena Stefanova, 2016. "Statistical risk assessment in bank lending to citizens," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 1, pages 35-58.
• Federica Ciocchetta & Wanda Cornacchia & Roberto Felici & Michele Loberto, 2016. "Assessing financial stability risks from the real estate market in Italy," Questioni di Economia e Finanza (Occasional Papers) 323, Bank of Italy, Economic Research and International Relations Area.
• Santiago Gamba-Santamaria & Oscar Fernando Jaulin-Mendez & Luis Fernando Melo-Velandia & Carlos Andrés Quicazán-Moreno, 2016. "Comparison of methods for estimating the uncertainty of value at risk," Studies in Economics and Finance, Emerald Group Publishing, vol. 33(4), pages 595-624, October.
  • Santiago Gamba Santamaría & Oscar Fernando Jaulín Méndez & Luis Fernando Melo Velandia & Carlos Andrés Quicazán Moreno, 2016. "Comparison of Methods for Estimating the Uncertainty of Value at Risk," BORRADORES DE ECONOMIA 014263, BANCO DE LA REPÚBLICA.
  • Santiago Gamba Santamaría & Oscar Fernando Jaulín Méndez & Luis Fernando Melo Velandia & Carlos Andrés Quicazán Moreno, 2016. "Comparison of Methods for Estimating the Uncertainty of Value at Risk," Borradores de Economia 927, Banco de la Republica de Colombia.
• Hernán Rincón-Castro & Norberto Rodríguez-Niño, 2016. "Nonlinear Pass-Through of Exchange Rate Shocks on Inflation: A Bayesian Smooth Transition VAR Approach," BORRADORES DE ECONOMIA 014299, BANCO DE LA REPÚBLICA.
  • Hernán Rincón-Castro & Norberto Rodríguez-Niño, 2016. "Nonlinear Pass-Through of Exchange Rate Shocks on Inflation: A Bayesian Smooth Transition VAR Approach," Borradores de Economia 930, Banco de la Republica de Colombia.
• Alexander Guarín-López & Ignacio Lozano-Espitia, 2016. "Credit Funding and Banking Fragility: An Empirical Analysis for Emerging Economies," BORRADORES DE ECONOMIA 014306, BANCO DE LA REPÚBLICA.
  • Alexander Guarín-López & Ignacio Lozano-Espitia, 2016. "Credit Funding and Banking Fragility: An Empirical Analysis for Emerging Economies," Borradores de Economia 931, Banco de la Republica de Colombia.
• Daniel Mariño Ustacara & Luis Fernando Melo Velandia, 2016. "Regresión Cuantílica Dinámica para la Medición del Valor en Riesgo: una Aplicación a Datos Colombianos," Borradores de Economia 939, Banco de la Republica de Colombia.
• Daniel Mariño-Ustacara & Luis Fernando Melo-Velandia, 2016. "Relación entre los valores en riesgo de los principales mercados financieros colombianos: un enfoque a través de modelos multivariados de regresión cuantílica," Borradores de Economia 975, Banco de la Republica de Colombia.
• C. Thubin & T. Ferrière & E. Monnet & M. Marx & V. Oung, 2016. "The PRISME model: can disaggregation on the production side help to forecast GDP?," Working papers 596, Banque de France.
• M. Mogliani & T. Ferrière, 2016. "Rationality of announcements, business cycle asymmetry, and predictability of revisions. The case of French GDP," Working papers 600, Banque de France.
• Rossi, Barbara & Sekhposyan, Tatevik & Soupre, Mattheiu, 2016. "Understanding the Sources of Macroeconomic Uncertainty," CEPR Discussion Papers 11415, C.E.P.R. Discussion Papers.
  • Barbara Rossi & Tatevik Sekhposyan & Matthiew Soupre, 2016. "Understanding the Sources of Macroeconomic Uncertainty," Working Papers 920, Barcelona Graduate School of Economics.
  • Barbara Rossi & Tatevik Sekhposyan & Matthieu Soupre, 2016. "Understanding the sources of macroeconomic uncertainty," Economics Working Papers 1531, Department of Economics and Business, Universitat Pompeu Fabra, revised Feb 2017.
• José Ignacio González Giangrossi, 2016. "Agregados monetarios Divisia y demanda de dinero en Uruguay," Documentos de trabajo 2016003, Banco Central del Uruguay.
• Felix Pretis & Lea Schneider & Jason E. Smerdon & David F. Hendry, 2016. "Detecting Volcanic Eruptions In Temperature Reconstructions By Designed Break-Indicator Saturation," Journal of Economic Surveys, Wiley Blackwell, vol. 30(3), pages 403-429, July.
  • David Hendry & Felix Pretis & Lea Schneider & Jason E. Smerdon, 2016. "Detecting Volcanic Eruptions in Temperature Reconstructions by Designed Break-Indicator Saturation," Economics Series Working Papers 780, University of Oxford, Department of Economics.
• Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2016. "Sovereigns Versus Banks: Credit, Crises, And Consequences," Journal of the European Economic Association, European Economic Association, vol. 14(1), pages 45-79, February.
  • Òscar Jordà & Moritz HP. Schularick & Alan M. Taylor, 2013. "Sovereigns versus Banks: Credit, Crises, and Consequences," NBER Chapters,in: Sovereign Debt and Financial Crises National Bureau of Economic Research, Inc.
  • Òscar Jordà & Moritz HP. Schularick & Alan M. Taylor, 2013. "Sovereigns versus Banks: Credit, Crises, and Consequences," NBER Working Papers 19506, National Bureau of Economic Research, Inc.
  • Ã’scar Jordà & Moritz HP. Schularick & Alan M. Taylor, 2014. "Sovereigns versus Banks: Credit, Crises and Consequences," Working Papers Series 3, Institute for New Economic Thinking.
  • Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2013. "Sovereigns versus Banks: Credit, Crises, and Consequences," CESifo Working Paper Series 4431, CESifo Group Munich.
  • Jorda, Oscar & Schularick, Moritz & Taylor, Alan M., 2013. "Sovereigns versus Banks: Credit, Crises, and Consequences," Working Paper Series 2013-37, Federal Reserve Bank of San Francisco, revised 01 Feb 2014.
  • Jordà, Òscar & Schularick, Moritz & Taylor, Alan M., 2013. "Sovereigns versus Banks: Credit, Crises, and Consequences," CEPR Discussion Papers 9678, C.E.P.R. Discussion Papers.
• André K. Anundsen, 2016. "Detecting imbalances in house prices: What goes up must come down?," Working Paper 2016/11, Norges Bank.
• Yuto Iwasaki & Sohei Kaihatsu, 2016. "Measuring Underlying Inflation Using Dynamic Model Averaging," Bank of Japan Working Paper Series 16-E-8, Bank of Japan.
• Silvennoinen Annastiina & Teräsvirta Timo, 2016. "Testing constancy of unconditional variance in volatility models by misspecification and specification tests," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 20(4), pages 347-364, September.
  • Annastiina Silvennoinen & Timo Teräsvirta, 2015. "Testing constancy of unconditional variance in volatility models by misspecification and specification tests," CREATES Research Papers 2015-47, Department of Economics and Business Economics, Aarhus University.
  • Annastiina Silvennoinen & Timo Terasvirta, 2015. "Testing constancy of unconditional variance in volatility models by misspecification and specification tests," NCER Working Paper Series 108, National Centre for Econometric Research.
• Ericsson Neil R., 2016. "Testing for and estimating structural breaks and other nonlinearities in a dynamic monetary sector," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 20(4), pages 377-398, September.
• Christopher L. Skeels & Frank Windmeijer, 2016. "On the Stock-Yogo Tables," Bristol Economics Discussion Papers 16/679, Department of Economics, University of Bristol, UK, revised 25 Nov 2016.
• Philippe Bernard & Najat El Mekkaoui de Freitas & Bertrand Maillet & Alejandro Modesto, 2016. "D’un indice de détection d’anomalies à l’usage des investisseurs," Revue économique, Presses de Sciences-Po, vol. 67(5), pages 1037-1056.
• Christophe Boucher & Patrick Kouontchou & Bertrand Maillet, 2016. "Du risque des mesures de risque systémique," Revue économique, Presses de Sciences-Po, vol. 67(2), pages 263-278.
  • Christophe Boucher & Patrick Kouontchou & Bertrand Maillet, 2015. "Du risque des mesures de risque systémique," Post-Print hal-01243404, HAL.
• Alexander Chudik & George Kapetanios & M. Hashem Pesaran, 2016. "Big Data Analytics: A New Perspective," CESifo Working Paper Series 5824, CESifo Group Munich.
  • A. Chudik & G. Kapetanios & M. Hashem Pesaran, 2016. "Big Data Analytics: A New Perspective," Cambridge Working Papers in Economics 1611, Faculty of Economics, University of Cambridge.
  • Chudik, Alexander & Kapetanios, George & Pesaran, M. Hashem, 2016. "Big data analytics: a new perspective," Globalization and Monetary Policy Institute Working Paper 268, Federal Reserve Bank of Dallas.
• Chudik, Alexander & Kapetanios, George & Pesaran, M. Hashem, 2016. "A one-covariate at a time, multiple testing approach to variable selection in high-dimensional linear regression models," Globalization and Monetary Policy Institute Working Paper 290, Federal Reserve Bank of Dallas.
  • Chudik, A. & Kapetanios, G. & Pesaran, Hashem, 2016. "A One-Covariate at a Time, Multiple Testing Approach to Variable Selection in High-Dimensional Linear Regression Models," Cambridge Working Papers in Economics 1677, Faculty of Economics, University of Cambridge.
• Hossein Kavand & Marcel-Cristian Voia, 2016. "Estimation of Health Care Demand and its Implication on Income Effects of Individuals," Carleton Economic Papers 16-01, Carleton University, Department of Economics, revised 26 Jun 2017.
• Karen Poghosyan, 2016. "A Comparison of Different Short-Term Macroeconomic Forecasting Models: Evidence from Armenia," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 5(2), pages 81-99.
• Philip Gunby & Yinghua Jin, 2016. "Determinants of Chinese Government Size: An Extreme Bounds Analysis," Working Papers in Economics 16/25, University of Canterbury, Department of Economics and Finance.
• Minford, Patrick & Wickens, Michael & Xu, Yongdeng, 2016. "Testing part of a DSGE model by Indirect Inference," Cardiff Economics Working Papers E2016/12, Cardiff University, Cardiff Business School, Economics Section.
  • Minford, Patrick & Wickens, Michael R. & Xu, Yongdeng, 2017. "Testing part of a DSGE model by Indirect Inference," CEPR Discussion Papers 11819, C.E.P.R. Discussion Papers.
• Meenagh, David & Minford, Patrick & Wickens, Michael & Xu, Yongdeng, 2016. "What is the truth about DSGE models? Testing by indirect inference," Cardiff Economics Working Papers E2016/14, Cardiff University, Cardiff Business School, Economics Section.
  • Meenagh, David & Minford, Patrick & Wickens, Michael R. & Xu, Yongdeng, 2017. "What is the truth about DSGE models? Testing by indirect inference," CEPR Discussion Papers 11817, C.E.P.R. Discussion Papers.
• Minford, Patrick & Wickens, Michael & Xu, Yongdeng, 2016. "Comparing different data descriptors in Indirect Inference tests on DSGE models," Economics Letters, Elsevier, vol. 145(C), pages 157-161.
  • Minford, Patrick & Wickens, Michael & Xu, Yongdeng, 2016. "Comparing different data descriptors in Indirect Inference tests on DSGE models," Cardiff Economics Working Papers E2016/5, Cardiff University, Cardiff Business School, Economics Section.
  • Meenagh, David & Minford, Patrick & Wickens, Michael & Xu, Yongdeng, 2018. "Comparing different data descriptors in Indirect Inference tests on DSGE models," Cardiff Economics Working Papers E2018/7, Cardiff University, Cardiff Business School, Economics Section.
  • Minford, Patrick & Wickens, Michael R. & Xu, Yongdeng, 2017. "Comparing different data descriptors in Indirect Inference tests on DSGE models," CEPR Discussion Papers 11816, C.E.P.R. Discussion Papers.
• Guerron-Quintana, Pablo & Inoue, Atsushi & Kilian, Lutz, 2017. "Impulse response matching estimators for DSGE models," Journal of Econometrics, Elsevier, vol. 196(1), pages 144-155.
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• Chudik, Alexander & Kapetanios, George & Pesaran, M. Hashem, 2016. "Big data analytics: a new perspective," Globalization and Monetary Policy Institute Working Paper 268, Federal Reserve Bank of Dallas.
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• Guglielmo Maria Caporale & Abdurrahman Nazif Catik & Mohamad Husam Helmi & Faek Menla Ali & Coskun Akdeniz, 2016. "Monetary Policy Rules in Emerging Countries: Is There an Augmented Nonlinear Taylor Rule?," Discussion Papers of DIW Berlin 1588, DIW Berlin, German Institute for Economic Research.
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• Stephen Cole & Fabio Milani, 2014. "The Misspecification of Expectations in New Keynesian Models: A DSGE-VAR Approach," Working Papers 131407, University of California-Irvine, Department of Economics.
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• Lorentzen, Sindre & Osmundsen, Petter, 2016. "Forecastability and statistical characteristics of aggregate oil and gas investments on the Norwegian Continental Shelf b," UiS Working Papers in Economics and Finance 2016/9, University of Stavanger.
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• Robert Lehmann & Klaus Wohlrabe, 2016. "Boosting und die Prognose der deutschen Industrieproduktion: Was verrät uns der Blick in die Details?," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 69(03), pages 30-33, February.
• Chiu, Ching-Wai (Jeremy) & Mumtaz, Haroon & Pinter, Gabor, 2016. "VAR models with non-Gaussian shocks," LSE Research Online Documents on Economics 86238, London School of Economics and Political Science, LSE Library.
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• Paul Schneider, 2015. "An Anatomy of the Equity Premium," Swiss Finance Institute Research Paper Series 15-61, Swiss Finance Institute.
• Patrick Gagliardini & Elisa Ossola & Olivier Scaillet, 2016. "A diagnostic criterion for approximate factor structure," Papers 1612.04990, arXiv.org, revised Aug 2017.
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• Li Lin & Didier Sornette, 2016. "A Simple Mechanism for Financial Bubbles: Time-Varying Momentum Horizon," Swiss Finance Institute Research Paper Series 16-61, Swiss Finance Institute.
• Firmin DOKO TCHATOKA & Jean-Marie DUFOUR, 2016. "Exogeneity Tests, Incomplete Models, Weak Identification and Non-Gaussian Distributions : Invariance and Finite-Sample Distributional Theory," Cahiers de recherche 14-2016, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
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• Jean-Marie DUFOUR & Richard LUGER, 2016. "Identification-Robust Moment-Based Tests for Markov-Switching in Autoregressive Models," Cahiers de recherche 15-2016, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
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• Andrés Eduardo Jiménez Gómez & Luis Fernando Melo Velandia, 2016. "Modelación de la asimetría y la curtosis condicionales en series financieras colombianas," REVISTA DESARROLLO Y SOCIEDAD, UNIVERSIDAD DE LOS ANDES-CEDE, vol. 76, February.
• Santiago Gamba-Santamaria & Oscar Fernando Jaulin-Mendez & Luis Fernando Melo-Velandia & Carlos Andrés Quicazán-Moreno, 2016. "Comparison of methods for estimating the uncertainty of value at risk," Studies in Economics and Finance, Emerald Group Publishing, vol. 33(4), pages 595-624, October.
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• Hernán Rincón-Castro & Norberto Rodríguez-Niño, 2016. "Nonlinear Pass-Through of Exchange Rate Shocks on Inflation: A Bayesian Smooth Transition VAR Approach," Borradores de Economia 930, Banco de la Republica de Colombia.
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• Alexander Guarín-López & Ignacio Lozano-Espitia, 2016. "Credit Funding and Banking Fragility: An Empirical Analysis for Emerging Economies," Borradores de Economia 931, Banco de la Republica de Colombia.
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• Valencia Cárdenas, Marisol & Vanegas López, Juan Gabriel & Correa Morales, Juan Carlos & Restrepo Morales, Jorge Aníbal, 2016. "Comparación de pronósticos para la dinámica del turismo en Medellín, Colombia," REVISTA LECTURAS DE ECONOMÍA, UNIVERSIDAD DE ANTIOQUIA - CIE, issue 86, pages 199-230, December.
• Miller Ariza, 2016. "Pronóstico del volumen de negociación del mercado secundario de renta fija en Colombia: a través de la modelación no lineal star," VNIVERSITAS ECONÓMICA 014297, UNIVERSIDAD JAVERIANA - BOGOTÁ.
• BERTANHA, Marinho, 2016. "Regression Discontinuity Design with Many Thresholds," CORE Discussion Papers 2016026, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• Marine Carrasco & Barbara Rossi, 2016. "In-Sample Inference and Forecasting in Misspecified Factor Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 34(3), pages 313-338, July.
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• Barbara Rossi & Tatevik Sekhposyan, 2016. "Forecast Rationality Tests in the Presence of Instabilities, with Applications to Federal Reserve and Survey Forecasts," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(3), pages 507-532, April.
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• Barbara Rossi & Tatevik Sekhposyan & Matthiew Soupre, 2016. "Understanding the Sources of Macroeconomic Uncertainty," Working Papers 920, Barcelona Graduate School of Economics.
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• Christian Gouriéroux & Joann Jasiak, 2016. "Robust Analysis of the Martingale Hypothesis," Working Papers 2016-18, Center for Research in Economics and Statistics.
• Jérémy L'Hour, 2016. "Distinguishing the Confounding Factors: Policy Evaluation, High-Dimension and Variable Selection," Working Papers 2016-23, Center for Research in Economics and Statistics.
• Blazsek, Szabolcs & Escribano, Alvaro, 2016. "Score-driven dynamic patent count panel data models," Economics Letters, Elsevier, vol. 149(C), pages 116-119.
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• Marcos Álvarez-Díaz & Manuel González-Gómez & María Soledad Otero-Giráldez, 2016. "La modelización de la demanda de turismo de economías emergentes: el caso de la llegada de turistas rusos a España," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, vol. 39(110), pages 112-125, Mayo.
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• Barnett, William A. & Eryilmaz, Unal, 2016. "An Analytical And Numerical Search For Bifurcations In Open Economy New Keynesian Models," Macroeconomic Dynamics, Cambridge University Press, vol. 20(02), pages 482-503, March.
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• Aastveit, Knut Are & Jore, Anne Sofie & Ravazzolo, Francesco, 2016. "Identification and real-time forecasting of Norwegian business cycles," International Journal of Forecasting, Elsevier, vol. 32(2), pages 283-292.
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• Blasques, Francisco & Koopman, Siem Jan & Łasak, Katarzyna & Lucas, André, 2016. "In-sample confidence bands and out-of-sample forecast bands for time-varying parameters in observation-driven models," International Journal of Forecasting, Elsevier, vol. 32(3), pages 875-887.
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• Liu, Weiling & Moench, Emanuel, 2016. "What predicts US recessions?," International Journal of Forecasting, Elsevier, vol. 32(4), pages 1138-1150.
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• Buncic, Daniel & Gisler, Katja I.M., 2016. "Global equity market volatility spillovers: A broader role for the United States," International Journal of Forecasting, Elsevier, vol. 32(4), pages 1317-1339.
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• Anand, Abhinav & Li, Tiantian & Kurosaki, Tetsuo & Kim, Young Shin, 2016. "Foster–Hart optimal portfolios," Journal of Banking & Finance, Elsevier, vol. 68(C), pages 117-130.
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• Buncic, Daniel & Piras, Gion Donat, 2016. "Heterogeneous agents, the financial crisis and exchange rate predictability," Journal of International Money and Finance, Elsevier, vol. 60(C), pages 313-359.
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• Buncic, Daniel & Lentner, Philipp, 2016. "The term structure of interest rates in an estimated New Keynesian policy model," Journal of Macroeconomics, Elsevier, vol. 50(C), pages 126-150.
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• Jung, Alexander, 2016. "Is euro area money demand for M3 still stable?," The Quarterly Review of Economics and Finance, Elsevier, vol. 60(C), pages 29-39.
• Schorfheide, Frank & Wolpin, Kenneth I., 2016. "To hold out or not to hold out," Research in Economics, Elsevier, vol. 70(2), pages 332-345.
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• Khan, Muhammad Arshad & Abbas, Faisal, 2016. "The dynamics of electricity demand in Pakistan: A panel cointegration analysis," Renewable and Sustainable Energy Reviews, Elsevier, vol. 65(C), pages 1159-1178.
• Shi, Yanlin & Ho, Kin-Yip & Liu, Wai-Man, 2016. "Public information arrival and stock return volatility: Evidence from news sentiment and Markov Regime-Switching Approach," International Review of Economics & Finance, Elsevier, vol. 42(C), pages 291-312.
• Kundu, Srikanta & Sarkar, Nityananda, 2016. "Return and volatility interdependences in up and down markets across developed and emerging countries," Research in International Business and Finance, Elsevier, vol. 36(C), pages 297-311.
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• Matteo Barigozzi & Alessio Moneta, 2016. "Identifying the Independent Sources of Consumption Variation," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(2), pages 420-449, March.
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• Ching-Wai Chiu & Haroon Mumtaz & Gabor Pinter, 2016. "VAR Models with Non-Gaussian Shocks," Discussion Papers 1609, Centre for Macroeconomics (CFM).
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• Gulten Mero & Serge Darollesa & Gaëlle Le Fol, 2016. "Financial Market Liquidity: Who Is Acting Strategically?," THEMA Working Papers 2016-08, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
• Wanglin Ma & Awudu Abdulai, 2016. "Linking apple farmers to markets: Determinants and impacts of marketing contracts in China," China Agricultural Economic Review, Emerald Group Publishing, vol. 8(1), pages 2-21, February.
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• Manabu Asai & Michael McAleer, 2016. "A Multivariate Asymmetric Long Memory Conditional Volatility Model with X, Regularity and Asymptotics," Tinbergen Institute Discussion Papers 16-065/III, Tinbergen Institute.
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• Chia-Lin Chang & Michael McAleer, 2017. "A Simple Test for Causality in Volatility," Econometrics, MDPI, Open Access Journal, vol. 5(1), pages 1-5, March.
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• Arturo Lorenzo Valdés & Leticia Armenta Fraire & Rocío Durán Vázquez, 2016. "A copula-TGARCH approach of conditional dependence between oil price and stock market index: the case of Mexico," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, vol. 31(1), pages 47-63.
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• Holford, Angus J., 2016. "Do Parents Tax Their Children? Teenage Labour Supply and Financial Support," IZA Discussion Papers 10040, Institute for the Study of Labor (IZA).
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• Mihaela-Eugenia VASILACHE & Georgiana PANAITE, 2016. "The Impact of Minimum Wage on the Evolution of Earnings in Romania," Eco-Economics Review, Ecological University of Bucharest, Economics Faculty and Ecology and Environmental Protection Faculty, vol. 2(1), pages 60-77, June.
• Bing XIAO, 2016. "Conditional Relationship Between Beta and Return in the US Stock Market," Expert Journal of Business and Management, Sprint Investify, vol. 4(1), pages 46-55.
• C-Rene DOMINIQUE, 2016. "Analyzing Market Economies from the Perspective of Information Production, Policy, and Self-organized Equilibrium," Expert Journal of Economics, Sprint Investify, vol. 4(1), pages 14-23.
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• Forgha Godfrey NJIMANTED & Daniel AKUME & Emmanuel Mbella MUKETE, 2016. "The Impact of Key Monetary Variables on the Economic Growth of the CEMAC Zone," Expert Journal of Economics, Sprint Investify, vol. 4(2), pages 54-67.
• Evzen Kocenda & Michala Moravcova, 2016. "Intraday Effect of News on Emerging European Forex Markets: An Event Study Analysis," Working Papers IES 2016/20, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Sep 2016.
• Yara de Almeida Campos Cordeiro & Wagner Piazza Gaglianone & João Victor Issler, 2017. "Inattention in individual expectations," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], vol. 17(1), pages 40-59.
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• Alexander Chudik & George Kapetanios & M. Hashem Pesaran, 2016. "Big Data Analytics: A New Perspective," CESifo Working Paper Series 5824, CESifo Group Munich.
  • Chudik, Alexander & Kapetanios, George & Pesaran, M. Hashem, 2016. "Big data analytics: a new perspective," Globalization and Monetary Policy Institute Working Paper 268, Federal Reserve Bank of Dallas.
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• Chudik, A. & Kapetanios, G. & Pesaran, Hashem, 2016. "A One-Covariate at a Time, Multiple Testing Approach to Variable Selection in High-Dimensional Linear Regression Models," Cambridge Working Papers in Economics 1677, Faculty of Economics, University of Cambridge.
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• Kirstin Hubrich & Frauke Skudelny, 2017. "Forecast Combination for Euro Area Inflation: A Cure in Times of Crisis?," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 36(5), pages 515-540, August.
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• Manuel Gonzalez-Astudillo & John M. Roberts, 2016. "When Can Trend-Cycle Decompositions Be Trusted?," Finance and Economics Discussion Series 2016-099, Board of Governors of the Federal Reserve System (U.S.).
• Leonardo Melosi, 2017. "Signalling Effects of Monetary Policy," Review of Economic Studies, Oxford University Press, vol. 84(2), pages 853-884.
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• Cathrine Ulla Jensen & Toke Emil Panduro, 2016. "PanJen: A test for functional form with continuous variables," IFRO Working Paper 2016/08, University of Copenhagen, Department of Food and Resource Economics.
• Michiel van Dijk & George Philippidis & Geert Woltjer, 2016. "Catching up with history: A methodology to validate global CGE models," FOODSECURE Technical papers 9, LEI Wageningen UR.
• Bouscasse, H. & Joly, I. & Peyhardi, J., 2016. "Estimating travel mode choice, including rail in regional area, based on a new family of regression models," Working Papers 2016-04, Grenoble Applied Economics Laboratory (GAEL).
• Bouscasse, H. & Bonnel, P., 2016. "Socio-psychological determinants of mode choice habits," Working Papers 2016-05, Grenoble Applied Economics Laboratory (GAEL).
• Leoni Eleni Oikonomikou, 2016. "Forecasting the Market Risk Premium with Artificial Neural Networks," Courant Research Centre: Poverty, Equity and Growth - Discussion Papers 202, Courant Research Centre PEG.
• Leoni Eleni Oikonomikou, 2016. "Comparing the market risk premia forecasts in JSE and NYSE equity markets," Courant Research Centre: Poverty, Equity and Growth - Discussion Papers 203, Courant Research Centre PEG.
• Stephan Klasen & Simon Lange, 2016. "How Narrowly Should Anti-poverty Programs Be Targeted? Simulation Evidence from Bolivia and Indonesia," Courant Research Centre: Poverty, Equity and Growth - Discussion Papers 213, Courant Research Centre PEG.
• Constantin Burgi, 2016. "What Do We Lose When We Average Expectations?," Working Papers 2016-013, The George Washington University, Department of Economics, Research Program on Forecasting.
• Hayette Gatfaoui & Isabelle Nagot & Philippe de Peretti, 2016. "Are critical slowing down indicators useful to detect financial crises?," Documents de travail du Centre d'Economie de la Sorbonne 16045, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
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• Monica Billio & Lorenzo Frattarolo & Hayette Gatfaoui & Philippe de Peretti, 2016. "Clustering in Dynamic Causal Networks as a Measure of Systemic Risk on the Euro Zone," Documents de travail du Centre d'Economie de la Sorbonne 16046r, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Sep 2016.
  • Monica Billio & Lorenzo Frattarolo & Hayette Gatfaoui & Philippe De Peretti, 2016. "Clustering in Dynamic Causal Networks as a Measure of Systemic Risk on the Euro Zone," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01339826, HAL.
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• Olivier Bargain & Andreas Peichl, 2016. "Own-wage labor supply elasticities: variation across time and estimation methods," IZA Journal of Labor Economics, Springer;Forschungsinstitut zur Zukunft der Arbeit GmbH (IZA), vol. 5(1), pages 1-31, December.
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• Vardan, Baghdasaryan & Giovanna, Iannantuoni & Valeria, Maggian, 2015. "Electoral fraud and voter turnout," Working Papers 315, University of Milano-Bicocca, Department of Economics, revised 25 Nov 2015.
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• Rosnan, Chotard & Michel, Dacorogna & Marie, Kratz, 2016. "Risk Measure Estimates in Quiet and Turbulent Times:An Empirical Study," ESSEC Working Papers WP1618, ESSEC Research Center, ESSEC Business School.
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• Robinson Kruse & Christian Leschinski & Michael Will, 2016. "Comparing Predictive Accuracy under Long Memory - With an Application to Volatility Forecasting," CREATES Research Papers 2016-17, Department of Economics and Business Economics, Aarhus University.
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• Sucarrat, Genaro & Grønneberg, Steffen, 2016. "Models of Financial Return With Time-Varying Zero Probability," MPRA Paper 68931, University Library of Munich, Germany.
• Liu, Chu-An & Tao, Jing, 2016. "Model selection and model averaging in nonparametric instrumental variables models," MPRA Paper 69492, University Library of Munich, Germany.
• R. Lehmann & K. Wohlrabe, 2017. "Experts, firms, consumers or even hard data? Forecasting employment in Germany," Applied Economics Letters, Taylor & Francis Journals, vol. 24(4), pages 279-283, February.
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• Phiri, Andrew, 2016. "Asymmetric pass-through effects from monetary policy to housing prices in South Africa," MPRA Paper 70258, University Library of Munich, Germany.
• Andrew Phiri, 2017. "Long-run equilibrium adjustment between inflation and stock market returns in South Africa: a nonlinear perspective," International Journal of Sustainable Economy, Inderscience Enterprises Ltd, vol. 9(1), pages 19-33.
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• Christian Gouriéroux & Jean-Michel Zakoïan, 2017. "Local explosion modelling by non-causal process," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 79(3), pages 737-756, June.
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• Colin O’hare & Youwei Li, 2017. "Modelling mortality: are we heading in the right direction?," Applied Economics, Taylor & Francis Journals, vol. 49(2), pages 170-187, January.
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• Colin O’hare & Youwei Li, 2017. "Models of mortality rates – analysing the residuals," Applied Economics, Taylor & Francis Journals, vol. 49(52), pages 5309-5323, November.
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• Ning Xu & Jian Hong & Timothy C. G. Fisher, 2016. "Model selection consistency from the perspective of generalization ability and VC theory with an application to Lasso," Papers 1606.00142, arXiv.org.
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• José Fajardo, 2017. "A new factor to explain implied volatility smirk," Applied Economics, Taylor & Francis Journals, vol. 49(40), pages 4026-4034, August.
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• Fajardo, José, 2016. "Power Style Contracts Under Asymmetric Lévy Processes," MPRA Paper 71813, University Library of Munich, Germany.
• Ning Xu & Jian Hong & Timothy C. G. Fisher, 2016. "Finite-sample and asymptotic analysis of generalization ability with an application to penalized regression," Papers 1609.03344, arXiv.org, revised Sep 2016.
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• Khoza, Keorapetse & Thebe, Relebogile & Phiri, Andrew, 2016. "Nonlinear impact of inflation on economic growth in South Africa: A smooth transition regression (STR) analysis," MPRA Paper 73840, University Library of Munich, Germany.
• Andrew Phiri, 2017. "The Unemployment-Stock Market Relationship in South Africa: Evidence from Symmetric and Asymmetric Cointegration Models," Managing Global Transitions, University of Primorska, Faculty of Management Koper, vol. 15(3 (Fall)), pages 231-254.
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• Mouna Gammoudi & Mondher Cherif & Simplice Asongu, 2016. "FDI and Growth in the MENA countries: Are the GCC countries Different?," Working Papers 16/015, African Governance and Development Institute..
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• Motloja, Lehlohonolo & Makhoana, Tsholofelo & Kassoma, Rooyen & Houdman, Rozadian & Phiri, Andrew, 2016. "Changes in the optimal tax rate in South Africa prior and subsequent to the global recession period," MPRA Paper 74342, University Library of Munich, Germany.
• Simplice Asongu & John Anyanwu & Vanessa Tchamyou, 2016. "Information sharing and conditional financial development in Africa," Working Papers 16/001, African Governance and Development Institute..
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• Fourie, Justin & Pretorius, Theuns & Harvey, Rhett & Henrico, Van Niekerk & Phiri, Andrew, 2016. "Nonlinear relationship between exchange rate volatility and economic growth: A South African perspective," MPRA Paper 74671, University Library of Munich, Germany.
• Ali, Amjad, 2016. "Issue of Income Inequality under the perceptive of Macroeconomic Instability: An Empirical Analysis of Pakistan," MPRA Paper 74963, University Library of Munich, Germany.
• Salman Huseynov & Fuad Mammadov, 2016. "A small scale forecasting and simulation model for Azerbaijan (FORSAZ)," Working Papers 1608, Central Bank of Azerbaijan Republic.
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• Shijaku, Gerti, 2016. "The role of money as an important pillar for monetary policy: the case of Albania," MPRA Paper 79088, University Library of Munich, Germany.
• Jana Marková & Božena Hrvoľová, 2016. "Share Valuation Using the Comparative Method," Acta Oeconomica Pragensia, University of Economics, Prague, vol. 2016(6), pages 16-37.
• Chiu, Ching-Wai (Jeremy) & Mumtaz, Haroon & Pinter, Gabor, 2016. "VAR models with non-Gaussian shocks," LSE Research Online Documents on Economics 86238, London School of Economics and Political Science, LSE Library.
  • Ching-Wai (Jeremy) Chiu & Haroon Mumtaz & Gabor Pinter, 2016. "VAR Models with Non-Gaussian Shocks," CReMFi Discussion Papers 4, CReMFi, School of Economics and Finance, QMUL.
  • Ching-Wai Chiu & Haroon Mumtaz & Gabor Pinter, 2016. "VAR Models with Non-Gaussian Shocks," Discussion Papers 1609, Centre for Macroeconomics (CFM).
• Ching-Wai (Jeremy) Chiu & Haroon Mumtaz & Gabor Pinter, 2016. "Bayesian Vector Autoregressions with Non-Gaussian Shocks," CReMFi Discussion Papers 5, CReMFi, School of Economics and Finance, QMUL.
• Raul De Jesus Gutierrez & Edgar Ortiz Calisto & Oswaldo Garcia Salgado & Veronica Angeles Morales, 2016. "Medicion del riesgo de la cola en el mercado del petroleo mexicano aplicando la teoria de valores extremos condicional," EconoQuantum, Revista de Economia y Negocios, Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia., vol. 13(2), pages 77-98, Julio-Dic.
• Ranoua Bouchouicha & Ferdinand Vieider, 2016. "Accommodating Stake Effects under Prospect Theory," Economics & Management Discussion Papers em-dp2016-03, Henley Business School, Reading University.
• Mamipour, Siab & Najafzadeh, Behnam, 2016. "Environmental Efficiency Assessment of Iranian Electric Power Companies: Comparison between Radial and Non-Radial Models," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, vol. 3(3), pages 153-178, November.
• Mirjana Miletić & Siniša Miletić, 2016. "Performance of VaR in Developed and CEE Countries during the Global Financial Crisis," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 54-75, March.
• Chin Wen CHEONG & Lee Min CHERNG & Grace Lee Ching YAP, 2016. "Heterogeneous Market Hypothesis Evaluations using Various Jump-Robust Realized Volatility," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 50-64, December.
• Daria Loginova, 2016. "The Econometric Analysis in Right Economy: Research of Institutional Barriers During Right Realization on the Example of Lands Distribution Processes in Moscow Region. Patterns in Neighboring Areas," Published Papers logq6, Russian Presidential Academy of National Economy and Public Administration.
• Francesco Bartolucci & Fulvia Pennoni & Giorgio Vittadini, 2016. "Causal Latent Markov Model for the Comparison of Multiple Treatments in Observational Longitudinal Studies," Journal of Educational and Behavioral Statistics, , vol. 41(2), pages 146-179, April.
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• Robert Reed & Christina Lira & Byung-Ki Lee & Junsoo Lee, 2016. "Free Trade Agreements and Foreign Direct Investment: The Role of Endogeneity and Dynamics," Southern Economic Journal, Southern Economic Association, vol. 83(1), pages 176-201, July.
• Simin Mozayeni & Parisa Amirmostofian, 2016. "Comparison of Parametric and Nonparametric Modeling: Aesthetic Effect of Kamran Khavarani?s Paintings," International Journal of Social Sciences, International Institute of Social and Economic Sciences, vol. 5(1), pages 72-92, February.
• Bucio, Christian & De Jesús, Raul & Cabello, Alejandra, 2016. "Valor en riesgo anual de los mercados accionarios de México y Estados Unidos: VaR tradicional vs VaR cópulas elípticas," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, vol. 6(1), pages 83-114, enero-jun.
• Chu-An Liu & Jing Tao, 2016. "Model Selection and Model Averaging in Nonparametric Instrumental Variables Models," IEAS Working Paper : academic research 16-A002, Institute of Economics, Academia Sinica, Taipei, Taiwan.
• Shou-Yung Yin & Chu-An Liu & Chang-Ching Lin, 2016. "Focused Information Criterion and Model Averaging for Large Panels with a Multifactor Error Structure," IEAS Working Paper : academic research 16-A016, Institute of Economics, Academia Sinica, Taipei, Taiwan.
• Sophie van H¸llen & Duo Qin, 2016. "Compulsory Schooling and the Returns to Education: A Re-examination," Working Papers 199, Department of Economics, SOAS, University of London, UK.
• Fabiana Rocha & Veronica Orellano, Karina Bugarin, 2016. "Local public finances in Brazil: are mayoral characteristics important?," Working Papers, Department of Economics 2016_04, University of São Paulo (FEA-USP).
• Barde, Sylvain, 2016. "Direct comparison of agent-based models of herding in financial markets," Journal of Economic Dynamics and Control, Elsevier, vol. 73(C), pages 329-353.
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• Henryk Gurgul & Artur Machno, 2016. "Modeling dependence structure among European markets and among Asian-Pacific markets: a regime switching regular vine copula approach," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 24(3), pages 763-786, September.
• Tamer Kulaksizoglu, 2016. "Measuring the Turkish core inflation with a shifting mean model," Empirical Economics, Springer, vol. 51(1), pages 57-70, August.
• Philipp Piribauer, 2016. "Heterogeneity in spatial growth clusters," Empirical Economics, Springer, vol. 51(2), pages 659-680, September.
• Zouheir Mighri & Faysal Mansouri, 2016. "Asymmetric price transmission within the Argentinean stock market: an asymmetric threshold cointegration approach," Empirical Economics, Springer, vol. 51(3), pages 1115-1149, November.
• Rickard Sandberg, 2016. "Testing for unit roots in nonlinear heterogeneous panels with smoothly changing trends: an application to Scandinavian unemployment rates," Empirical Economics, Springer, vol. 51(3), pages 1053-1083, November.
• David Audretsch & Xiaodan Guo & Adrian Hepfer & Hugo Menendez & Xingzhi Xiao, 2016. "Ownership, productivity and firm survival in China," Economia e Politica Industriale: Journal of Industrial and Business Economics, Springer;Associazione Amici di Economia e Politica Industriale, vol. 43(1), pages 67-83, March.
• David Audretsch & Xiaodan Guo & Adrian Hepfer & Hugo Menendez & Xingzhi Xiao, 2016. "Ownership, productivity and firm survival in China," Economia e Politica Industriale: Journal of Industrial and Business Economics, Springer;Associazione Amici di Economia e Politica Industriale, vol. 43(1), pages 67-83, March.
• Olivier Bargain & Andreas Peichl, 2016. "Own-wage labor supply elasticities: variation across time and estimation methods," IZA Journal of Labor Economics, Springer;Forschungsinstitut zur Zukunft der Arbeit GmbH (IZA), vol. 5(1), pages 1-31, December.
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• Rituparna Sen & Pulkit Mehrotra, 2016. "Modeling Jumps and Volatility of the Indian Stock Market Using High-Frequency Data," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 14(1), pages 137-150, June.
• Sami Khedhiri, 2016. "Forecasting Temperature Records in PEI, Canada," Letters in Spatial and Resource Sciences, Springer, vol. 9(1), pages 43-55, March.
• Gabriele Fiorentini & Enrique Sentana, 2016. "Neglected serial correlation tests in UCARIMA models," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 7(1), pages 121-178, March.
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• Juan J. Dolado & Salvador Ortigueira & Rodolfo Stucchi, 2016. "Does dual employment protection affect TFP? Evidence from Spanish manufacturing firms," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 7(4), pages 421-459, November.
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• Arnold Polanski & Evarist Stoja, 2016. "Extreme risk interdependence," ESRB Working Paper Series 12, European Systemic Risk Board.
• Guerini, Mattia & Moneta, Alessio, 2017. "A method for agent-based models validation," Journal of Economic Dynamics and Control, Elsevier, vol. 82(C), pages 125-141.
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• Krüger, Jens J. & Rhiel, Mathias, 2016. "Determinants of ICT infrastructure: A cross-country statistical analysis," Darmstadt Discussion Papers in Economics 228, Darmstadt University of Technology, Department of Law and Economics.
• Arbués, Ignacio & Ledo, Ramiro & Matilla-García, Mariano, 2016. "Automatic identification of general vector error correction models," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy (IfW), vol. 10, pages 1-41.
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• Arbués, Ignacio & Ledo, Ramiro & Matilla-García, Mariano, 2016. "Automatic identification of general vector error correction models," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy (IfW), vol. 10, pages 1-41.
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• Donadelli, Michael & Paradiso, Antonio & Riedel, Max, 2016. "A quasi real-time leading indicator for the EU industrial production," SAFE Working Paper Series 118 [rev.], Research Center SAFE - Sustainable Architecture for Finance in Europe, Goethe University Frankfurt.
• Jakusch, Sven Thorsten & Meyer, Steffen & Hackethal, Andreas, 2016. "Taming models of prospect theory in the Wild? Estimation of Vlcek and Hens (2011)," SAFE Working Paper Series 146, Research Center SAFE - Sustainable Architecture for Finance in Europe, Goethe University Frankfurt.
• Hackethal, Andreas & Jakusch, Sven Thorsten & Meyer, Steffen, 2016. "Taring all investors with the same brush? Evidence for heterogeneity in individual preferences from a maximum likelihood approach," SAFE Working Paper Series 147, Research Center SAFE - Sustainable Architecture for Finance in Europe, Goethe University Frankfurt.
• Jakusch, Sven Thorsten, 2016. "On the applicability of maximum likelihood methods: From experimental to financial data," SAFE Working Paper Series 148, Research Center SAFE - Sustainable Architecture for Finance in Europe, Goethe University Frankfurt.
• Schnücker, Annika, 2016. "Restrictions Search for Panel VARs," Annual Conference 2016 (Augsburg): Demographic Change 145566, Verein für Socialpolitik / German Economic Association.
• de Lazzer, Jakob, 2016. "Non-monotonic Selection Issues in Electoral Regression Discontinuity Designs," Annual Conference 2016 (Augsburg): Demographic Change 145845, Verein für Socialpolitik / German Economic Association.
• Thomas Zwick & Katharina Frosch, 2017. "Attenuation bias when measuring inventive performance," Economics of Innovation and New Technology, Taylor & Francis Journals, vol. 26(3), pages 195-201, April.
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• Guglielmo Maria Caporale & Abdurrahman Nazif Catik & Mohamad Husam Helmi & Faek Nemla Ali & Coskun Akdeniz, 2016. "Monetary Policy Rules in Emerging Countries: Is there an Augmented Nonlinear Taylor Rule?," CESifo Working Paper Series 5965, CESifo Group Munich.
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• Annika Schnücker, 2016. "Restrictions Search for Panel VARs," Discussion Papers of DIW Berlin 1612, DIW Berlin, German Institute for Economic Research.
• Ha-Thu Nguyen, 2016. "Reject inference in application scorecards: evidence from France," EconomiX Working Papers 2016-10, University of Paris Nanterre, EconomiX.
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• Simon Trimborn & Wolfgang Karl Härdle, 2015. "CRIX or evaluating Blockchain based currencies," SFB 649 Discussion Papers SFB649DP2015-048, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
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• Jorge Barrientos Marín & Sebastián Ramírez & Elkin Tabares, 2016. "The Impact of the Mining Boom in Colombia: the case of the gold," Grupo Microeconomía Aplicada 75, Universidad de Antioquia, Departamento de Economía.
• Karoll Gomez, 2016. "An empirical analysis of unspanned risk for the U.S. yield curve," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 85, pages 11-51, Julio - D.
• Muhammad Husnain & Arshad Hassan & Eric Lamarque, 2016. "Shrinking the Variance-Covariance Matrix: Simpler is Better," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, vol. 21(1), pages 1-21, Jan-June.
• Pål Boug & Ådne Cappelen & Anders Rygh Swensen, 2016. "Modelling OPEC behaviour. Theory and evidence," Discussion Papers 843, Statistics Norway, Research Department.
• Marian Vavra, 2012. "Testing Non-linearity Using a Modified Q Test," Birkbeck Working Papers in Economics and Finance 1204, Birkbeck, Department of Economics, Mathematics & Statistics.
  • Zacharias Psaradakis & Marian Vavra, 2016. "Portmanteau Tests for Linearity of Stationary Time Series," Working and Discussion Papers WP 1/2016, Research Department, National Bank of Slovakia.
  • Zacharias Psaradakis & Marián Vávra, 2015. "Portmanteau Tests for Linearity of Stationary Time Series," Birkbeck Working Papers in Economics and Finance 1514, Birkbeck, Department of Economics, Mathematics & Statistics.
• Luke Hartigan, 2016. "Testing for Symmetry in Weakly Dependent Time Series," Discussion Papers 2016-18, School of Economics, The University of New South Wales.
• Carlos A. Medel & Pablo M. Pincheira, 2016. "The out-of-sample performance of an exact median-unbiased estimator for the near-unity AR(1) model," Applied Economics Letters, Taylor & Francis Journals, vol. 23(2), pages 126-131, February.
  • Carlos Medel & Pablo Pincheira, 2015. "The Out-of-Sample Performance of An Exact Median-Unbiased Estimator for the Near-Unity Ar(1)Model," Working Papers Central Bank of Chile 768, Central Bank of Chile.
  • Medel, Carlos & Pincheira, Pablo, 2015. "The Out-of-sample Performance of an Exact Median-Unbiased Estimator for the Near-Unity AR(1) Model," MPRA Paper 62552, University Library of Munich, Germany.
• Hyeongwoo Kim & Wen Shi & Kwang-Myoung Hwang, 2016. "Estimating interest rate setting behaviour in Korea: a constrained ordered choices model approach," Applied Economics, Taylor & Francis Journals, vol. 48(23), pages 2199-2214, May.
  • Hyeongwoo Kim & Wen Shi & Kwang-Myoung Hwang, 2015. "Estimating Interest Rate Setting Behavior in Korea: A Constrained Ordered Choices Model Approach," Auburn Economics Working Paper Series auwp2015-17, Department of Economics, Auburn University.
• Francesca Di Iorio & Stefano Fachin & Riccardo Lucchetti, 2016. "Can you do the wrong thing and still be right? Hypothesis testing in I(2) and near-I(2) cointegrated VARs," Applied Economics, Taylor & Francis Journals, vol. 48(38), pages 3665-3678, August.
  • Francesca DI IORIO & Stefano FACHIN & Riccardo LUCCHETTI, 2013. "Can you do the wrong thing and still be right? Hypothesis Testing in I(2) and near-I(2) cointegrated VARs," Working Papers 395, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
• Tommaso Proietti, 2016. "The Multistep Beveridge--Nelson Decomposition," Econometric Reviews, Taylor & Francis Journals, vol. 35(3), pages 373-395, March.
  • Proietti, Tommaso, 2009. "The Multistep Beveridge-Nelson Decomposition," MPRA Paper 15345, University Library of Munich, Germany.
  • Proietti, Tommaso, 2011. "The Multistep Beveridge-Nelson Decomposition," Working Papers 09/2011, University of Sydney Business School, Discipline of Business Analytics.
  • Tommaso Proietti, 2009. "The Multistep Beveridge-Nelson Decomposition," EERI Research Paper Series EERI_RP_2009_24, Economics and Econometrics Research Institute (EERI), Brussels.
• Eric Eisenstat & Joshua C. C. Chan & Rodney W. Strachan, 2016. "Stochastic Model Specification Search for Time-Varying Parameter VARs," Econometric Reviews, Taylor & Francis Journals, vol. 35(8-10), pages 1638-1665, December.
  • Eric Eisenstat & Joshua C.C. Chan & Rodney W. Strachan, 2014. "Stochastic Model Specification Search for Time-Varying Parameter VARs," CAMA Working Papers 2014-23, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Eric Eisenstat & Joshua C.C. Chan & Rodney Strachan, 2014. "Stochastic Model Specification Search for Time-Varying Parameter VARs," Working Paper series 44_14, Rimini Centre for Economic Analysis.
• Qingfeng Liu & Ryo Okui & Arihiro Yoshimura, 2016. "Generalized Least Squares Model Averaging," Econometric Reviews, Taylor & Francis Journals, vol. 35(8-10), pages 1692-1752, December.
  • Qingfeng Liu & Ryo Okui & Arihiro Yoshimura, 2013. "Generalized Least Squares Model Averaging," KIER Working Papers 855, Kyoto University, Institute of Economic Research.
• Anders Bredahl Kock & Timo Teräsvirta, 2016. "Forecasting Macroeconomic Variables Using Neural Network Models and Three Automated Model Selection Techniques," Econometric Reviews, Taylor & Francis Journals, vol. 35(8-10), pages 1753-1779, December.
  • Anders Bredahl Kock & Timo Teräsvirta, 2011. "Forecasting Macroeconomic Variables using Neural Network Models and Three Automated Model Selection Techniques," CREATES Research Papers 2011-27, Department of Economics and Business Economics, Aarhus University.
• Andrew J. Buck & George M. Lady, 2016. "Estimating a Falsified Model," DETU Working Papers 1601, Department of Economics, Temple University.
• Koning, Pierre & van Sonsbeek, Jan-Maarten, 2017. "Making disability work? The effects of financial incentives on partially disabled workers," Labour Economics, Elsevier, vol. 47(C), pages 202-215.
  • Koning, Pierre & van Sonsbeek, Jan-Maarten, 2016. "Making Disability Work? The Effects of Financial Incentives on Partially Disabled Workers," IZA Discussion Papers 9624, Institute for the Study of Labor (IZA).
  • Pierre Koning & Jan-Maarten van Sonsbeek, 2016. "Making Disability Work? The Effect of Financial Incentives on Partially Disabled Workers," Tinbergen Institute Discussion Papers 16-001/V, Tinbergen Institute.
• Peter Reinhard Hansen & Pawel Janus & Siem Jan Koopman, 2016. "Realized Wishart-GARCH: A Score-driven Multi-Asset Volatility Model," Tinbergen Institute Discussion Papers 16-061/III, Tinbergen Institute.
• Asai, M. & McAleer, M.J., 2016. "A Multivariate Asymmetric Long Memory Conditional Volatility Model with X, Regularity and Asymptotics," Econometric Institute Research Papers EI2016-34, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Manabu Asai & Michael McAleer, 2016. "A Multivariate Asymmetric Long Memory Conditional Volatility Model with X, Regularity and Asymptotics," Tinbergen Institute Discussion Papers 16-065/III, Tinbergen Institute.
• Lucas, André & Opschoor, Anne & Schaumburg, Julia, 2016. "Accounting for missing values in score-driven time-varying parameter models," Economics Letters, Elsevier, vol. 148(C), pages 96-98.
  • Andre Lucas & Anne Opschoor & Julia Schaumburg, 2016. "Accounting for Missing Values in Score-Driven Time-Varying Parameter Models," Tinbergen Institute Discussion Papers 16-067/IV, Tinbergen Institute.
• Aiste Ruseckaite & Dennis Fok & Peter Goos, 2016. "Flexible Mixture-Amount Models for Business and Industry using Gaussian Processes," Tinbergen Institute Discussion Papers 16-075/III, Tinbergen Institute.
• Tino Berger & Lorenzo Pozzi, 2016. "Is there really a Global Business Cycle? A Dynamic Factor Model with Stochastic Factor Selection," Tinbergen Institute Discussion Papers 16-088/VI, Tinbergen Institute.
• Chia-Lin Chang & Michael McAleer, 2017. "A Simple Test for Causality in Volatility," Econometrics, MDPI, Open Access Journal, vol. 5(1), pages 1-5, March.
  • Chang, C-L. & McAleer, M.J., 2016. "A Simple Test for Causality in Volatility," Econometric Institute Research Papers EI2016-40, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Chia-Lin Chang & Michael McAleer, 2016. "A Simple Test for Causality in Volatility," Tinbergen Institute Discussion Papers 16-094/III, Tinbergen Institute.
• Guido W. Imbens & Michal Kolesár, 2016. "Robust Standard Errors in Small Samples: Some Practical Advice," The Review of Economics and Statistics, MIT Press, vol. 98(4), pages 701-712, October.
  • Guido W. Imbens & Michal Kolesar, 2012. "Robust Standard Errors in Small Samples: Some Practical Advice," NBER Working Papers 18478, National Bureau of Economic Research, Inc.
• Lavergne, Pascal & Nguimkeu, Pierre, 2016. "A Hausman Specification Test of Conditional Moment Restrictions," TSE Working Papers 16-743, Toulouse School of Economics (TSE).
• Nikola Radivojevic & Milena Cvjetkovic & Saša Stepanov, 2016. "The new hybrid value at risk approach based on the extreme value theory," Estudios de Economia, University of Chile, Department of Economics, vol. 43(1 Year 20), pages 29-52, June.
• José Ignacio González Giangrossi, 2016. "Agregados monetarios Divisia y demanda de dinero en Uruguay," Documentos de Trabajo (working papers) 0916, Department of Economics - dECON.
• Jack Fosten, 2016. "Model selection with factors and variables," University of East Anglia School of Economics Working Paper Series 2016-07, School of Economics, University of East Anglia, Norwich, UK..
• Vincent Vergnat, 2016. "Lutte contre la pauvreté et incitations à l’emploi : quelle politique pour les jeunes ?," Working Papers of BETA 2016-13, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
• Marine Carrasco & Barbara Rossi, 2016. "In-Sample Inference and Forecasting in Misspecified Factor Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 34(3), pages 313-338, July.
  • Carrasco, Marine & Rossi, Barbara, 2016. "In-sample Inference and Forecasting in Misspecified Factor Models," CEPR Discussion Papers 11388, C.E.P.R. Discussion Papers.
  • Marine Carrasco & Barbara Rossi, 2016. "In-sample inference and forecasting in misspecified factor models," Economics Working Papers 1530, Department of Economics and Business, Universitat Pompeu Fabra.
• Rossi, Barbara & Sekhposyan, Tatevik & Soupre, Mattheiu, 2016. "Understanding the Sources of Macroeconomic Uncertainty," CEPR Discussion Papers 11415, C.E.P.R. Discussion Papers.
  • Barbara Rossi & Tatevik Sekhposyan & Matthieu Soupre, 2016. "Understanding the sources of macroeconomic uncertainty," Economics Working Papers 1531, Department of Economics and Business, Universitat Pompeu Fabra, revised Feb 2017.
  • Barbara Rossi & Tatevik Sekhposyan & Matthiew Soupre, 2016. "Understanding the Sources of Macroeconomic Uncertainty," Working Papers 920, Barcelona Graduate School of Economics.
• Galina Gagarina & Nikita Moiseev & Alla Ryzhakova & Gleb Ryzhakov, 2016. "Estimation And Forecast Of Regional Competitiveness Level," Economy of region, Centre for Economic Security, Institute of Economics of Ural Branch of Russian Academy of Sciences, vol. 1(4), pages 1040-1049.
• Duro Moreno, Juan Antonio & Turrión Prats, Judith, 2016. "Tourist seasonality in Catalonia: The relevance of demand factors," Working Papers 2072/266571, Universitat Rovira i Virgili, Department of Economics.
• Adams, Zeno & Füss, Roland & Glück, Thorsten, 2017. "Are correlations constant? Empirical and theoretical results on popular correlation models in finance," Journal of Banking & Finance, Elsevier, vol. 84(C), pages 9-24.
  • Adams, Zeno & Fuess, Roland & Glueck, Thorsten, 2016. "Are Correlations Constant? Empirical and Theoretical Results on Popular Correlation Models in Finance," Working Papers on Finance 1613, University of St. Gallen, School of Finance.
• Tinh Doan & Quan Le & Tuyen Quang Tran, 2018. "Lost in Transition? Declining Returns to Education in Vietnam," The European Journal of Development Research, Palgrave Macmillan;European Association of Development Research and Training Institutes (EADI), vol. 30(2), pages 195-216, April.
  • Tinh Doan & Tran Quang Tuyen & Le Quan, 2016. "Lost in Transition? Declining Returns to Education in Vietnam," Working Papers in Economics 16/01, University of Waikato.
• Marcin Chlebus, 2016. "EWS-GARCH: New Regime Switching Approach to Forecast Value-at-Risk," Working Papers 2016-06, Faculty of Economic Sciences, University of Warsaw.
• Florian Huber & Gregor Kastner & Martin Feldkircher, 2016. "A New Approach To Time Varying Parameters in Vector Autoregressive Models," Papers 1607.04532, arXiv.org, revised Jan 2018.
  • Florian Huber & Gregor Kastner & Martin Feldkircher, 2016. "Should I stay or should I go? Bayesian inference in the threshold time varying parameter (TTVP) model," Department of Economics Working Papers wuwp235, Vienna University of Economics and Business, Department of Economics.
  • Huber, Florian & Kastner, Gregor & Feldkircher, Martin, 2016. "Should I stay or should I go? Bayesian inference in the threshold time varying parameter (TTVP) model," Department of Economics Working Paper Series 5178, WU Vienna University of Economics and Business.
• Florian Huber & Gregor Kastner & Martin Feldkircher, 2016. "A New Approach To Time Varying Parameters in Vector Autoregressive Models," Papers 1607.04532, arXiv.org, revised Jan 2018.
  • Huber, Florian & Kastner, Gregor & Feldkircher, Martin, 2016. "Should I stay or should I go? Bayesian inference in the threshold time varying parameter (TTVP) model," Department of Economics Working Paper Series 5178, WU Vienna University of Economics and Business.
  • Florian Huber & Gregor Kastner & Martin Feldkircher, 2016. "Should I stay or should I go? Bayesian inference in the threshold time varying parameter (TTVP) model," Department of Economics Working Papers wuwp235, Vienna University of Economics and Business, Department of Economics.
• Patrick Gagliardini & Elisa Ossola & Olivier Scaillet, 2016. "Time‐Varying Risk Premium in Large Cross‐Sectional Equity Data Sets," Econometrica, Econometric Society, vol. 84, pages 985-1046, May.
  • Ossola, Elisa & Gagilardini, Patrick & Scaillet, Olivier, 2015. "Time-varying risk premium in large cross-sectional equity datasets," Working Papers unige:76321, University of Geneva, Geneva School of Economics and Management.
• Chu‐An Liu & Biing‐Shen Kuo, 2016. "Model averaging in predictive regressions," Econometrics Journal, Royal Economic Society, vol. 19(2), pages 203-231, June.
  • Liu, Chu-An & Kuo, Biing-Shen, 2014. "Model Averaging in Predictive Regressions," MPRA Paper 54198, University Library of Munich, Germany.
• Raffaella Giacomini & Barbara Rossi, 2016. "Model Comparisons In Unstable Environments," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 57, pages 369-392, May.
  • Raffaella Giacomini & Barbara Rossi, 2009. "Model Comparisons in Unstable Environments," Working Papers 09-10, Duke University, Department of Economics.
  • Raffaella Giacomini & Barbara Rossi, 2012. "Model comparisons in unstable environments," CeMMAP working papers CWP13/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Raffaella Giacomini & Barbara Rossi, 2014. "Model comparisons in unstable environments," Economics Working Papers 1437, Department of Economics and Business, Universitat Pompeu Fabra, revised Jan 2015.
  • Barbara Rossi & Raffaella Giacomini, 2010. "Model Comparisons in Unstable Environments," Working Papers 10-29, Duke University, Department of Economics.
  • Raffaella Giacomini & Barbara Rossi, 2014. "Model Comparisons in Unstable Environments," Working Papers 784, Barcelona Graduate School of Economics.
• Tomohiro Ando & Jushan Bai, 2016. "Panel Data Models with Grouped Factor Structure Under Unknown Group Membership," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(1), pages 163-191, January.
  • Bai, Jushan & Ando, Tomohiro, 2013. "Panel data models with grouped factor structure under unknown group membership," MPRA Paper 52782, University Library of Munich, Germany.
• Matteo Barigozzi & Alessio Moneta, 2016. "Identifying the Independent Sources of Consumption Variation," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(2), pages 420-449, March.
  • Matteo Barigozzi & Alessio Moneta, 2012. "Identifying the Independent Sources of Consumption Variation," LEM Papers Series 2012/16, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
  • Barigozzi, Matteo & Moneta, Alessio, 2016. "Identifying the independent sources of consumption variation," LSE Research Online Documents on Economics 60979, London School of Economics and Political Science, LSE Library.
• Barbara Rossi & Tatevik Sekhposyan, 2016. "Forecast Rationality Tests in the Presence of Instabilities, with Applications to Federal Reserve and Survey Forecasts," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(3), pages 507-532, April.
  • Barbara Rossi & Tatevik Sekhposyany, 2014. "Forecast Rationality Tests in the Presence of Instabilities, With Applications to Federal Reserve and Survey Forecasts," Working Papers 765, Barcelona Graduate School of Economics.
  • Barbara Rossi & Tatevik Sekhposyan, 2014. "Forecast rationality tests in the presence of instabilities, with applications to Federal Reserve and survey forecasts," Economics Working Papers 1426, Department of Economics and Business, Universitat Pompeu Fabra, revised Nov 2014.
  • Rossi, Barbara & Sekhposyan, Tatevik, 2016. "Forecast Rationality Tests in the Presence of Instabilities, With Applications to Federal Reserve and Survey Forecasts," CEPR Discussion Papers 11391, C.E.P.R. Discussion Papers.
• Cho, Jin Seo & Phillips, Peter C.B., 2018. "Pythagorean generalization of testing the equality of two symmetric positive definite matrices," Journal of Econometrics, Elsevier, vol. 202(1), pages 45-56.
  • Jin Seo Cho & Peter C.B. Phillips, 2016. "Pythagorean Generalization of Testing the Equality of Two Symmetric Positive Definite Matrices," Working papers 2016rwp-89, Yonsei University, Yonsei Economics Research Institute.
• Jin Seo Cho & Myung-Ho Park & Peter C. B. Phillips, 2016. "Sequentially Testing Polynomial Model Hypotheses Using Power Transforms of Regressors," Cowles Foundation Discussion Papers 2060, Cowles Foundation for Research in Economics, Yale University.
  • Jin Seo Cho & Peter C.B. Phillips, 2016. "Sequentially Testing Polynomial Model Hypotheses using Power Transforms of Regressors," Working papers 2016rwp-90, Yonsei University, Yonsei Economics Research Institute.
• Kurz-Kim, Jeong-Ryeol, 2016. "Macroeconomic now- and forecasting based on the factor error correction model using targeted mixed frequency indicators," Discussion Papers 47/2016, Deutsche Bundesbank.
• Siegenthaler Michael & Graff Michael & Mannino Massimo, 2016. "Characteristics and Drivers of the Swiss “Job Miracle”," Review of Economics, De Gruyter, vol. 67(1), pages 53-89, May.
• Markus Engler & Vahidin Jeleskovic, 2016. "Intraday volatility, trading volume and trading intensity in the interbank market e-MID," MAGKS Papers on Economics 201648, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
• Stephanie Thomas, 2016. "A Standardized Method for the Evaluation of Adherence to Practice Guidelines," Department of Economics Working Papers 2016-14, McMaster University.
• Fitzpatrick, Luke & Parmeter, Christopher F. & Agar, Juan, 2017. "Threshold Effects in Meta-Analyses With Application to Benefit Transfer for Coral Reef Valuation," Ecological Economics, Elsevier, vol. 133(C), pages 74-85.
  • Luke Fitzpatrick & Christopher F. Parmeter & Juan Agar, 2016. "Threshold Effects in Meta Analyses with Application to Benefit Transfer for Coral Reef Valuation," Working Papers 2016-03, University of Miami, Department of Economics.
• Papa Ousmane Cissé & Abdou Kâ Diongue & Dominique Guegan, 2016. "Note on a new Seasonal Fractionally Integrated Separable Spatial Autoregressive Model," Documents de travail du Centre d'Economie de la Sorbonne 16013, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• Hayette Gatfaoui & Isabelle Nagot & Philippe De Peretti, 2016. "Are critical slowing down indicators useful to detect financial crises?," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01339815, HAL.
  • Hayette Gatfaoui & Isabelle Nagot & Philippe de Peretti, 2016. "Are critical slowing down indicators useful to detect financial crises?," Documents de travail du Centre d'Economie de la Sorbonne 16045, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  • Hayette Gatfaoui & Isabelle Nagot & Philippe de Peretti, 2016. "Are critical slowing down indicators useful to detect financial crises?," Documents de travail du Centre d'Economie de la Sorbonne 16045r, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Nov 2016.
• Monica Billio & Lorenzo Frattarolo & Hayette Gatfaoui & Philippe de Peretti, 2016. "Clustering in Dynamic Causal Networks as a Measure of Systemic Risk on the Euro Zone," Documents de travail du Centre d'Economie de la Sorbonne 16046r, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Sep 2016.
  • Monica Billio & Lorenzo Frattarolo & Hayette Gatfaoui & Philippe de Peretti, 2016. "Clustering in Dynamic Causal Networks as a Measure of Systemic Risk on the Euro Zone," Documents de travail du Centre d'Economie de la Sorbonne 16046, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  • Monica Billio & Lorenzo Frattarolo & Hayette Gatfaoui & Philippe De Peretti, 2016. "Clustering in Dynamic Causal Networks as a Measure of Systemic Risk on the Euro Zone," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01339826, HAL.
• Michael Creel & Jiti Gao & Han Hong & Dennis Kristensen, 2016. "Bayesian Indirect Inference and the ABC of GMM," Monash Econometrics and Business Statistics Working Papers 1/16, Monash University, Department of Econometrics and Business Statistics.
• Kang, Yanfei & Hyndman, Rob J. & Smith-Miles, Kate, 2017. "Visualising forecasting algorithm performance using time series instance spaces," International Journal of Forecasting, Elsevier, vol. 33(2), pages 345-358.
  • Yanfei Kang & Rob J. Hyndman & Kate Smith-Miles, 2016. "Visualising forecasting Algorithm Performance using Time Series Instance Spaces," Monash Econometrics and Business Statistics Working Papers 10/16, Monash University, Department of Econometrics and Business Statistics.
• D.S. Poskitt, 2016. "Singular Spectrum Analysis of Grenander Processes and Sequential Time Series Reconstruction," Monash Econometrics and Business Statistics Working Papers 15/16, Monash University, Department of Econometrics and Business Statistics.
• Bin Jiang & Anastasios Panagiotelis & George Athanasopoulos & Rob Hyndman & Farshid Vahid, 2016. "Bayesian Rank Selection in Multivariate Regression," Monash Econometrics and Business Statistics Working Papers 6/16, Monash University, Department of Econometrics and Business Statistics.
• Firmin Doko Tchatoka & Jean-Marie Dufour, 2016. "Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions: invariance and finite-sample distributional theory," CIRANO Working Papers 2016s-62, CIRANO.
  • Firmin DOKO TCHATOKA & Jean-Marie DUFOUR, 2016. "Exogeneity Tests, Incomplete Models, Weak Identification and Non-Gaussian Distributions : Invariance and Finite-Sample Distributional Theory," Cahiers de recherche 14-2016, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
• Jean-Marie Dufour & Richard Luger, 2016. "Identification-robust moment-based tests for Markov-switching in autoregressive models," CIRANO Working Papers 2016s-63, CIRANO.
  • Jean-Marie DUFOUR & Richard LUGER, 2016. "Identification-Robust Moment-Based Tests for Markov-Switching in Autoregressive Models," Cahiers de recherche 15-2016, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  • Jean-Marie Dufour & Richard Luger, 2017. "Identification-robust moment-based tests for Markov-switching in autoregressive models," Cahiers de recherche 1701, Centre de recherche sur les risques, les enjeux économiques, et les politiques publiques.
• Chris Sakellariou, 2016. "The “true” private school effect across countries using PISA-2012 Mathematics," Economic Growth Centre Working Paper Series 1605, Nanyang Technological University, School of Social Sciences, Economic Growth Centre.
• Jan F. Kiviet & Zhenxi Chen, 2016. "A critical appraisal of studies analyzing co-movement of international stock markets with a focus on East-Asian indices," Economic Growth Centre Working Paper Series 1606, Nanyang Technological University, School of Social Sciences, Economic Growth Centre.
• Lukasz Prorokowski, 2016. "Rank-order statistics for validating discriminative power of credit risk models," Bank i Kredyt, Narodowy Bank Polski, vol. 47(3), pages 227-250.
• Dobromił Serwa & Piotr Wdowiński, 2016. "Macro-financial linkages in the Polish economy: combined impulse-response functions in SVAR models," NBP Working Papers 246, Narodowy Bank Polski, Economic Research Department.
• Fernández-Villaverde, J. & Rubio-Ramírez, J.F. & Schorfheide, F., 2016. "Solution and Estimation Methods for DSGE Models," Handbook of Macroeconomics, Elsevier.
  • Fernández-Villaverde, Jesús & Rubio-Ramírez, Juan Francisco & Schorfheide, Frank, 2015. "Solution and Estimation Methods for DSGE Models," CEPR Discussion Papers 11032, C.E.P.R. Discussion Papers.
  • Jesús Fernández-Villaverde & Juan F. Rubio Ramírez & Frank Schorfheide, 2016. "Solution and Estimation Methods for DSGE Models," NBER Working Papers 21862, National Bureau of Economic Research, Inc.
• Lars P. Hansen & Thomas J. Sargent, 2016. "Sets of Models and Prices of Uncertainty," NBER Working Papers 22000, National Bureau of Economic Research, Inc.
• Francis X. Diebold & Minchul Shin, 2017. "Assessing point forecast accuracy by stochastic error distance," Econometric Reviews, Taylor & Francis Journals, vol. 36(6-9), pages 588-598, October.
  • Francis X. Diebold & Minchul Shin, 2014. "Assessing Point Forecast Accuracy by Stochastic Error Distance," PIER Working Paper Archive 14-038, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  • Francis X. Diebold & Minchul Shin, 2016. "Assessing Point Forecast Accuracy by Stochastic Error Distance," NBER Working Papers 22516, National Bureau of Economic Research, Inc.
• Steven Lehrer & Tian Xie, 2017. "Box Office Buzz: Does Social Media Data Steal the Show from Model Uncertainty When Forecasting for Hollywood?," The Review of Economics and Statistics, MIT Press, vol. 99(5), pages 749-755, December.
  • Steven Lehrer & Tian Xie, 2016. "Box Office Buzz: Does Social Media Data Steal the Show from Model Uncertainty When Forecasting for Hollywood?," NBER Working Papers 22959, National Bureau of Economic Research, Inc.
• Sam Asher & Denis Nekipelov & Paul Novosad & Stephen P. Ryan, 2016. "Classification Trees for Heterogeneous Moment-Based Models," NBER Working Papers 22976, National Bureau of Economic Research, Inc.
• Jonathon M. Clegg, 2016. "Perception vs Reality: How does the British electorate evaluate economic performance of incumbent governments in the post war period?," Oxford University Economic and Social History Series _143, Economics Group, Nuffield College, University of Oxford.
• David Havrlant & Peter Tóth & Julia Wörz, 2016. "On the optimal number of indicators – nowcasting GDP growth in CESEE," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue 4, pages 54-72.
• Karen Poghosyan & Evžen Kočenda, 2016. "Determinants of export sophistication: Evidence from Monte Carlo simulations," Working Papers 360, Leibniz Institut für Ost- und Südosteuropaforschung (Institute for East and Southeast European Studies).
  • Evzen Kocenda & Karen Poghosyan, 2017. "Export sophistication: A dynamic panel data approach," KIER Working Papers 980 Classification-C52; C, Kyoto University, Institute of Economic Research.
• Muhammad Akhtaruzzaman & Christopher Hajzler & P. Dorian Owen, 2018. "Does institutional quality resolve the Lucas Paradox?," Applied Economics, Taylor & Francis Journals, vol. 50(5), pages 455-474, January.
  • Muhammad Akhtaruzzaman & Christopher Hajzler & P. Dorian Owen, 2016. "Does institutional quality resolve the Lucas Paradox?," Working Papers 1611, University of Otago, Department of Economics, revised Dec 2016.
• Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2016. "The great mortgaging: housing finance, crises and business cycles," Economic Policy, CEPR;CES;MSH, vol. 31(85), pages 107-152.
  • Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2014. "The Great Mortgaging: Housing Finance, Crises, and Business Cycles," NBER Working Papers 20501, National Bureau of Economic Research, Inc.
  • Jordà, Òscar & Schularick, Moritz & Taylor, Alan M., 2014. "The Great Mortgaging: Housing Finance, Crises, and Business Cycles," CEPR Discussion Papers 10161, C.E.P.R. Discussion Papers.
  • Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2014. "The Great Mortgaging: Housing Finance, Crises, and Business Cycles," CESifo Working Paper Series 4993, CESifo Group Munich.
  • Oscar Jorda & Moritz Schularick & Alan M. Taylor, 2014. "The Great Mortgaging: Housing Finance, Crises, and Business Cycles," Working Papers 252014, Hong Kong Institute for Monetary Research.
  • Jorda, Oscar & Schularick, Moritz & Taylor, Alan M., 2014. "The Great Mortgaging: Housing Finance, Crises, and Business Cycles," Working Paper Series 2014-23, Federal Reserve Bank of San Francisco.
• Xu Cheng & Zhipeng Liao & Frank Schorfheide, 2016. "Shrinkage Estimation of High-Dimensional Factor Models with Structural Instabilities," Review of Economic Studies, Oxford University Press, vol. 83(4), pages 1511-1543.
  • Cheng, Xu & Liao, Zhipeng & Schorfheide, Frank, 2013. "Shrinkage estimation of high-dimensional factor models with structural instabilities," Working Papers 14-4, Federal Reserve Bank of Philadelphia.
  • Xu Cheng & Zhipeng Liao & Frank Schorfheide, 2014. "Shrinkage Estimation of High-Dimensional Factor Models with Structural Instabilities," NBER Working Papers 19792, National Bureau of Economic Research, Inc.
• Jonathon M. Clegg, 2016. "Perception vs Reality: How Does The British Electorate Evaluate Economic Performance of Incumbent Governments In The Post War Period?," Oxford University Economic and Social History Series _143, University of Oxford, Department of Economics.
• Godfrey Keller & Martin Cripps, 2003. "Strategic Experimentation with Exponential Bandits," Economics Series Working Papers 143, University of Oxford, Department of Economics.
• Felix Pretis & Lea Schneider & Jason E. Smerdon & David F. Hendry, 2016. "Detecting Volcanic Eruptions In Temperature Reconstructions By Designed Break-Indicator Saturation," Journal of Economic Surveys, Wiley Blackwell, vol. 30(3), pages 403-429, July.
  • David Hendry & Felix Pretis & Lea Schneider & Jason E. Smerdon, 2016. "Detecting Volcanic Eruptions in Temperature Reconstructions by Designed Break-Indicator Saturation," Economics Series Working Papers 780, University of Oxford, Department of Economics.
• Felix Pretis & James Reade & Genaro Sucarrat, 2016. "General-to-Specific (GETS) Modelling And Indicator Saturation With The R Package Gets," Economics Series Working Papers 794, University of Oxford, Department of Economics.
• Emilio Zanetti Chini, 2013. "Generalizing smooth transition autoregressions," CREATES Research Papers 2013-32, Department of Economics and Business Economics, Aarhus University.
  • Emilio Zanetti Chini, 2017. "Generalizing Smooth Transition Autoregressions," DEM Working Papers Series 138, University of Pavia, Department of Economics and Management.
  • Emilio Zanetti Chini, 2016. "Generalizing smooth transition autoregressions," DEM Working Papers Series 114, University of Pavia, Department of Economics and Management.
  • Emilio Zanetti Chini, 2013. "Generalizing smooth transition autoregressions," CEIS Research Paper 294, Tor Vergata University, CEIS, revised 25 Sep 2014.
• Gabriel Rodríguez & Dennis Alvaro & Ángel Guillén, 2016. " Modelling the Volatility of Commodities Prices using a Stochastic Volatility Model with Random Level Shifts [Modelando la volatilidad de los precios de los commodities utilizando un modelo de volatil," Documentos de Trabajo / Working Papers 2016-414, Departamento de Economía - Pontificia Universidad Católica del Perú.
• Gabriel Rodríguez & José Carlos Gonzáles Tanaka, 2016. " An Empirical Application of a Random Level Shifts Model with Time-Varying Probability and Mean Reversion to the Volatility of Latin-American Forex Markets Returns [Una aplicación empírica de un model," Documentos de Trabajo / Working Papers 2016-415, Departamento de Economía - Pontificia Universidad Católica del Perú.
• Gabriel Rodríguez, 2016. " Modeling Latin-American Stock and Forex Markets Volatility: Empirical Application of a Model with Random Level Shifts and Genuine Long Memory [Modelando la volatilidad de los mercados bursátiles y ca," Documentos de Trabajo / Working Papers 2016-416, Departamento de Economía - Pontificia Universidad Católica del Perú.

2015

• Alalade S. Yimka & Agbatogun Taofeek & Cole Abimbola & Adekunle Olusegun, 2015. "Credit Risk Management and Financial Performance of Selected Commercial Banks in Nigeria," Journal of Economic and Financial Studies (JEFS), LAR Center Press, vol. 3(1), pages 1-11, February.
• Gavilan, Jose M. & Ortega Irizo, Fco. Javier, 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," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 33, pages 619-632, Mayo.
• Weyerstrass, Klaus, 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 sistem," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 33, pages 463-486, Mayo.
• Rostan, Pierre & Belhachemi, Rachid & Rostan, Alexandra, 2015. "Appraising the Financial Sustainability of a Pension System with Signal Processing/Evaluando la sostenibilidad financiera del sistema de pensiones con el procesamiento de la señal," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 33, pages 801-816, Septiembr.
• Henzel Steffen R. & Wohlrabe Klaus & Lehmann Robert, 2015. "Nowcasting Regional GDP: The Case of the Free State of Saxony," Review of Economics, De Gruyter, vol. 66(1), pages 71-98, April.
  • Steffen Henzel & Robert Lehmann & Klaus Wohlrabe, 2015. "Nowcasting Regional GDP: The Case of the Free State of Saxony," CESifo Working Paper Series 5336, CESifo Group Munich.
  • Henzel, Steffen & Lehmann, Robert & Wohlrabe, Klaus, 2015. "Nowcasting Regional GDP: The Case of the Free State of Saxony," MPRA Paper 63714, University Library of Munich, Germany.
• Vardan, Baghdasaryan & Giovanna, Iannantuoni & Valeria, Maggian, 2015. "Electoral fraud and voter turnout," Working Papers 315, University of Milano-Bicocca, Department of Economics, revised 25 Nov 2015.
  • Vardan Baghdasaryan & Giovanna Iannantuoni & Valeria Maggian, 2016. "Electoral fraud and voter turnout," Post-Print halshs-01352122, HAL.
• Christoph Bergmeir & Rob J Hyndman & Bonsoo Koo, 2015. "A Note on the Validity of Cross-Validation for Evaluating Time Series Prediction," Monash Econometrics and Business Statistics Working Papers 10/15, Monash University, Department of Econometrics and Business Statistics.
• Zhenxi Chen & Jan F. Kiviet & Weihong Huang, 2015. "On the integration of China's main stock exchange with the international financial market," Economic Growth Centre Working Paper Series 1505, Nanyang Technological University, School of Social Sciences, Economic Growth Centre.
• Christopher A. Hennessy & Ilya A. Strebulaev, 2015. "Beyond Random Assignment: Credible Inference of Causal Effects in Dynamic Economies," NBER Working Papers 20978, National Bureau of Economic Research, Inc.
• Torben G. Andersen & Nicola Fusari & Viktor Todorov, 2015. "The Pricing of Short-Term market Risk: Evidence from Weekly Options," NBER Working Papers 21491, National Bureau of Economic Research, Inc.
• Steven Berry & Philip Haile, 2016. "Identification in Differentiated Products Markets," Annual Review of Economics, Annual Reviews, vol. 8(1), pages 27-52, October.
  • Steven T. Berry & Philip A. Haile, 2015. "Identification in Differentiated Products Markets," Cowles Foundation Discussion Papers 2019, Cowles Foundation for Research in Economics, Yale University.
  • Steven T. Berry & Philip Haile, 2015. "Identification in Differentiated Products Markets," NBER Working Papers 21500, National Bureau of Economic Research, Inc.
  • Steven Berry & Phil Haile, 2015. "Identification in differentiated product markets," CeMMAP working papers CWP47/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Kumar, Sudhanshu & Rao, R. Kavita, 2015. "Minimising Selection Failure and Measuring Tax Gap: An Empirical Model," Working Papers 15/150, National Institute of Public Finance and Policy.
• Nicolae-Marius JULA, 2015. "Modelling loans and deposits during electoral years in Romania," Computational Methods in Social Sciences (CMSS), "Nicolae Titulescu" University of Bucharest, Faculty of Economic Sciences, vol. 3(1), pages 43-48, June.
• Mihaela Simionescu, 2015. "The Accuracy Analysis of Inflation Rate Forecasts in Euro Area," Global Economic Observer, "Nicolae Titulescu" University of Bucharest, Faculty of Economic Sciences;Institute for World Economy of the Romanian Academy, vol. 3(1), pages 80-85, May.
• Martin Feldkircher & Florian Huber & Josef Schreiner & Marcel Tirpák & Peter Tóth & Julia Wörz, 2015. "Bridging the information gap: small-scale nowcasting models of GDP growth for selected CESEE countries," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue 2, pages 56-75.
• John-Oliver Engler & Stefan Baumgärtner, 2015. "Model Choice and Size Distribution: A Bayequentist Approach," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 97(3), pages 978-997.
  • John-Oliver Engler & Stefan Baumgaertner, 2013. "Model choice and size distribution: a Bayequentist approach," Working Paper Series in Economics 265, University of Lüneburg, Institute of Economics.
• Yi-Ting Chen, 2015. "Modeling Maximum Entropy Distributions for Financial Returns by Moment Combination and Selection," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 13(2), pages 414-455.
• Konstantinos Theodoridis & Francesco Zanetti, 2016. "News shocks and labour market dynamics in matching models," Canadian Journal of Economics, Canadian Economics Association, vol. 49(3), pages 906-930, August.
  • Konstantinos Theodoridis & Francesco Zanetti, 2015. "News Shocks and Labor Market Dynamics in Matching Models," BCAM Working Papers 1501, Birkbeck Centre for Applied Macroeconomics.
  • Francesco Zanetti & Konstantinos Theodoridis, 2015. "News Shocks and Labor Market Dynamics in Matching Models," Economics Series Working Papers 745, University of Oxford, Department of Economics.
• Pablo Lavado (ed.), 2015. "Técnicas de Muestreo y Tamaños de Muestra para Evaluaciones de Impacto," Books, Fondo Editorial, Universidad del Pacífico, edition 1, volume 1, number 07-20, June.
• Paul Bedon Garcia & Gabriel Rodriguez, 2015. "Univariate Autoregressive Conditional Heteroskedasticity Models: An Application to the Peruvian Stock Market Returns," Documentos de Trabajo / Working Papers 2015-400, Departamento de Economía - Pontificia Universidad Católica del Perú.
• Ricardo Quineche & Gabriel Rodríguez, 2015. "Data-Dependent Methods for the Lag Length Selection in Unit Root Tests with Structural Change," Documentos de Trabajo / Working Papers 2015-404, Departamento de Economía - Pontificia Universidad Católica del Perú.
• Tim Oliver Berg, 2016. "Multivariate Forecasting with BVARs and DSGE Models," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 35(8), pages 718-740, December.
  • Berg, Tim Oliver, 2015. "Multivariate Forecasting with BVARs and DSGE Models," MPRA Paper 62405, University Library of Munich, Germany.
• Carlos A. Medel & Pablo M. Pincheira, 2016. "The out-of-sample performance of an exact median-unbiased estimator for the near-unity AR(1) model," Applied Economics Letters, Taylor & Francis Journals, vol. 23(2), pages 126-131, February.
  • Carlos Medel & Pablo Pincheira, 2015. "The Out-of-Sample Performance of An Exact Median-Unbiased Estimator for the Near-Unity Ar(1)Model," Working Papers Central Bank of Chile 768, Central Bank of Chile.
  • Medel, Carlos & Pincheira, Pablo, 2015. "The Out-of-sample Performance of an Exact Median-Unbiased Estimator for the Near-Unity AR(1) Model," MPRA Paper 62552, University Library of Munich, Germany.
• Kulaksizoglu, Tamer, 2015. "Measuring the Core Inflation in Turkey with the SM-AR Model," MPRA Paper 62653, University Library of Munich, Germany.
• Riccetti, Luca & Russo, Alberto & Gallegati, Mauro, 2016. "Stock market dynamics, leveraged network-based financial accelerator and monetary policy," International Review of Economics & Finance, Elsevier, vol. 43(C), pages 509-524.
  • Riccetti, Luca & Russo, Alberto & Gallegati, Mauro, 2015. "Stock Market Dynamics, Leveraged Network-Based Financial Accelerator and Monetary Policy," MPRA Paper 63622, University Library of Munich, Germany.
• Henzel Steffen R. & Wohlrabe Klaus & Lehmann Robert, 2015. "Nowcasting Regional GDP: The Case of the Free State of Saxony," Review of Economics, De Gruyter, vol. 66(1), pages 71-98, April.
  • Steffen Henzel & Robert Lehmann & Klaus Wohlrabe, 2015. "Nowcasting Regional GDP: The Case of the Free State of Saxony," CESifo Working Paper Series 5336, CESifo Group Munich.
  • Henzel, Steffen & Lehmann, Robert & Wohlrabe, Klaus, 2015. "Nowcasting Regional GDP: The Case of the Free State of Saxony," MPRA Paper 63714, University Library of Munich, Germany.
• P. Byrne, Joseph & Cao, Shuo & Korobilis, Dimitris, 2015. "Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty," SIRE Discussion Papers 2015-71, Scottish Institute for Research in Economics (SIRE).
  • Byrne, JP & Cao, S & Korobilis, D, 2016. "Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty," Essex Finance Centre Working Papers 18195, University of Essex, Essex Business School.
  • Byrne, Joseph & Cao, Shuo & Korobilis, Dimitris, 2015. "Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty," MPRA Paper 63844, University Library of Munich, Germany.
  • Joseph P. Byrne & Shuo Cao. & Dimitris Korobilis., 2015. "Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty," Working Papers 2015_08, Business School - Economics, University of Glasgow.
• Halkos, George & Matsiori, Steriani, 2017. "Environmental attitude, motivations and values for marine biodiversity protection," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 69(C), pages 61-70.
  • Halkos, George & Matsiori, Steriani, 2015. "Environmental attitude, motivations and values for marine biodiversity protection," MPRA Paper 63947, University Library of Munich, Germany.
• Dinda, Soumyananda, 2015. "A Note on DD Approach," MPRA Paper 63949, University Library of Munich, Germany.
• Korobilis, Dimitris, 2016. "Prior selection for panel vector autoregressions," Computational Statistics & Data Analysis, Elsevier, vol. 101(C), pages 110-120.
  • Korobilis, Dimitris, 2015. "Prior selection for panel vector autoregressions," SIRE Discussion Papers 2015-73, Scottish Institute for Research in Economics (SIRE).
  • Korobilis, Dimitris, 2015. "Prior selection for panel vector autoregressions," MPRA Paper 64143, University Library of Munich, Germany.
  • Dimitris Korobilis., 2015. "Prior selection for panel vector autoregressions," Working Papers 2015_10, Business School - Economics, University of Glasgow.
• Francesco BARTOLUCCI & Silvia BACCI & Claudia PIGINI, 2015. "A Misspecification Test for Finite-Mixture Logistic Models for Clustered Binary and Ordered Responses," Working Papers 410, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
  • Francesco, Bartolucci & Silvia, Bacci & Claudia, Pigini, 2015. "A misspecification test for finite-mixture logistic models for clustered binary and ordered responses," MPRA Paper 64220, University Library of Munich, Germany.
• Dimitris Korobilis., 2015. "Quantile forecasts of inflation under model uncertainty," Working Papers 2015_09, Business School - Economics, University of Glasgow.
  • Korobilis, Dimitris, 2015. "Quantile forecasts of inflation under model uncertainty," MPRA Paper 64341, University Library of Munich, Germany.
  • Korobilis, Dimitris, 2015. "Quantile forecasts of inflation under model uncertainty," SIRE Discussion Papers 2015-72, Scottish Institute for Research in Economics (SIRE).
• William Barnett, 2015. "Collaboration with and without Coauthorship: Rocket Science Versus Economic Science," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 201501, University of Kansas, Department of Economics, revised Aug 2015.
  • Barnett, William, 2015. "Collaboration with and without Coauthorship: Rocket Science Versus Economic Science," MPRA Paper 65236, University Library of Munich, Germany.
• Bratanova, Alexandra & Robinson, Jacqueline & Wagner, Liam, 2015. "Modification of the LCOE model to estimate a cost of heat and power generation for Russia," MPRA Paper 65925, University Library of Munich, Germany.
• Francesco Bartolucci & Fulvia Pennoni & Giorgio Vittadini, 2016. "Causal Latent Markov Model for the Comparison of Multiple Treatments in Observational Longitudinal Studies," Journal of Educational and Behavioral Statistics, , vol. 41(2), pages 146-179, April.
  • Bartolucci, Francesco & Pennoni, Fulvia & Vittadini, Giorgio, 2015. "Causal latent Markov model for the comparison of multiple treatments in observational longitudinal studies," MPRA Paper 66492, University Library of Munich, Germany.
• Hanif, Muhammad Nadim & Malik, Muhammad Jahanzeb, 2015. "Evaluating Performance of Inflation Forecasting Models of Pakistan," MPRA Paper 66843, University Library of Munich, Germany.
• Fantazzini, Dean & Toktamysova, Zhamal, 2015. "Forecasting German car sales using Google data and multivariate models," International Journal of Production Economics, Elsevier, vol. 170(PA), pages 97-135.
  • Fantazzini, Dean & Toktamysova, Zhamal, 2015. "Forecasting German Car Sales Using Google Data and Multivariate Models," MPRA Paper 67110, University Library of Munich, Germany.
• Asongu, Simplice & Efobi, Uchenna & Beecroft, Ibukun, 2015. "FDI, Aid, Terrorism: Conditional Threshold Evidence from Developing Countries," MPRA Paper 67856, University Library of Munich, Germany.
  • Asongu, Simplice & Efobi, Uchenna & Beecroft, Ibukun, 2015. "FDI, Aid, Terrorism: Conditional Threshold Evidence from Developing Countries," EconStor Preprints 114569, ZBW - German National Library of Economics.
  • Simplice Asongu & Uchenna EFOBI & Ibukun BEECROFT, 2015. "FDI, Aid, Terrorism: Conditional Threshold Evidence from Developing Countries," Working Papers 15/019, African Governance and Development Institute..
• Thomas Lux & Mawuli K. Segnon & Rangan Gupta, 2015. "Modeling and Forecasting Crude Oil Price Volatility: Evidence from Historical and Recent Data," Working Papers 201511, University of Pretoria, Department of Economics.
  • Lux, Thomas & Segnon, Mawuli & Gupta, Rangan, 2015. "Modeling and forecasting crude oil price volatility: Evidence from historical and recent data," FinMaP-Working Papers 31, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
• Barunik, Jozef & Barunikova, Michaela, 2015. "Revisiting the long memory dynamics of implied-realized volatility relation: A new evidence from wavelet band spectrum regression," FinMaP-Working Papers 43, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
• Tommaso Proietti & Martyna Marczak & Gianluigi Mazzi, 2017. "Euromind‐ D : A Density Estimate of Monthly Gross Domestic Product for the Euro Area," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(3), pages 683-703, April.
  • Tommaso Proietti & Martyna Marczak & Gianluigi Mazzi, 2015. "EuroMInd-D: A Density Estimate of Monthly Gross Domestic Product for the Euro Area," CREATES Research Papers 2015-12, Department of Economics and Business Economics, Aarhus University.
  • Proietti, Tommaso & Marczak, Martyna & Mazzi, Gianluigi, 2015. "EuroMInd-D: A density estimate of monthly gross domestic product for the euro area," Hohenheim Discussion Papers in Business, Economics and Social Sciences 03-2015, University of Hohenheim, Faculty of Business, Economics and Social Sciences.
  • Tommaso Proietti & Martyna Marczak & Gianluigi Mazzi, 2015. "EuroMInd-D: A Density Estimate of Monthly Gross Domestic Product for the Euro Area," CEIS Research Paper 340, Tor Vergata University, CEIS, revised 10 Apr 2015.
• Deeken, Tim, 2015. "Knowledge spillovers: On the impact of genetic distance and data revisions," Working Paper Series in Economics 74, Karlsruhe Institute of Technology (KIT), Department of Economics and Business Engineering.
• Donadelli, Michael & Paradiso, Antonio & Riedel, Max, 2015. "A novel ex-ante leading indicator for the EU industrial production," SAFE Working Paper Series 118, Research Center SAFE - Sustainable Architecture for Finance in Europe, Goethe University Frankfurt.
• Döhrn, Roland, 2015. "Der Prognostiker des Jahres: Ein Zufallsergebnis? Möglichkeiten einer mehrdimensionalen Evaluierung von Konjunkturprognosen," IBES Diskussionsbeiträge 208, University of Duisburg-Essen, Institute of Business and Economic Studie (IBES).
• Conrad, Christian & Schienle, Melanie, 2015. "Misspecification Testing in GARCH-MIDAS Models," Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 112919, Verein für Socialpolitik / German Economic Association.
• Demetrescu, Matei & Kruse, Robinson, 2015. "Testing heteroskedastic time series for normality," Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113221, Verein für Socialpolitik / German Economic Association.
• Bec, Frédérique & Mogliani, Matteo, 2015. "Nowcasting French GDP in real-time with surveys and “blocked” regressions: Combining forecasts or pooling information?," International Journal of Forecasting, Elsevier, vol. 31(4), pages 1021-1042.
  • Bec, F. & Mogliani, M., 2013. "Nowcasting French GDP in Real-Time from Survey Opinions: Information or Forecast Combinations?," Working papers 436, Banque de France.
  • Frédérique Bec & Matteo Mogliani, 2013. "Nowcasting French GDP in Real-Time from Survey Opinions : Information or Forecast Combinations ?," Working Papers 2013-21, Center for Research in Economics and Statistics.
• Berg, Tim O. & Henzel, Steffen R., 2015. "Point and density forecasts for the euro area using Bayesian VARs," International Journal of Forecasting, Elsevier, vol. 31(4), pages 1067-1095.
  • Tim Oliver Berg & Steffen Henzel, 2013. "Point and Density Forecasts for the Euro Area Using Many Predictors: Are Large BVARs Really Superior?," ifo Working Paper Series 155, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
  • Tim Oliver Berg & Steffen Henzel, 2014. "Point and Density Forecasts for the Euro Area Using Bayesian VARs," CESifo Working Paper Series 4711, CESifo Group Munich.
  • Berg, Tim Oliver & Henzel, Steffen, 2013. "Point and Density Forecasts for the Euro Area Using Many Predictors: Are Large BVARs Really Superior?," Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79783, Verein für Socialpolitik / German Economic Association.
• Jessen, Cathrine & Lando, David, 2015. "Robustness of distance-to-default," Journal of Banking & Finance, Elsevier, vol. 50(C), pages 493-505.
• Darolles, Serge & Fol, Gaëlle Le & Mero, Gulten, 2015. "Measuring the liquidity part of volume," Journal of Banking & Finance, Elsevier, vol. 50(C), pages 92-105.
  • Serge Darolles & Gaëlle Le Fol & Gulten Mero, 2015. "Measuring the Liquidity Part of Volume," Post-Print hal-01632766, HAL.
• Tavin, Bertrand, 2015. "Detection of arbitrage in a market with multi-asset derivatives and known risk-neutral marginals," Journal of Banking & Finance, Elsevier, vol. 53(C), pages 158-178.
• Fajardo, José, 2015. "Barrier style contracts under Lévy processes: An alternative approach," Journal of Banking & Finance, Elsevier, vol. 53(C), pages 179-187.
• Weiß, Gregor N.F. & Scheffer, Marcus, 2015. "Mixture pair-copula-constructions," Journal of Banking & Finance, Elsevier, vol. 54(C), pages 175-191.
• Bernard, Carole & Vanduffel, Steven, 2015. "A new approach to assessing model risk in high dimensions," Journal of Banking & Finance, Elsevier, vol. 58(C), pages 166-178.
• Cai, Zongwu & Ren, Yu & Yang, Bingduo, 2015. "A semiparametric conditional capital asset pricing model," Journal of Banking & Finance, Elsevier, vol. 61(C), pages 117-126.
• Audrino, Francesco & Fengler, Matthias R., 2015. "Are classical option pricing models consistent with observed option second-order moments? Evidence from high-frequency data," Journal of Banking & Finance, Elsevier, vol. 61(C), pages 46-63.
  • Audrino, Francesco & Fengler, Matthias, 2013. "Are classical option pricing models consistent with observed option second-order moments? Evidence from high-frequency data," Economics Working Paper Series 1311, University of St. Gallen, School of Economics and Political Science.
• Christiansen, Nels, 2015. "Greasing the wheels: Pork and public goods contributions in a legislative bargaining experiment," Journal of Economic Behavior & Organization, Elsevier, vol. 120(C), pages 64-79.
• Schneider, Paul, 2015. "Generalized risk premia," Journal of Financial Economics, Elsevier, vol. 116(3), pages 487-504.
• Andersen, Torben G. & Fusari, Nicola & Todorov, Viktor, 2015. "The risk premia embedded in index options," Journal of Financial Economics, Elsevier, vol. 117(3), pages 558-584.
  • Torben G. Andersen & Nicola Fusari & Viktor Todorov, 1501. "The Risk Premia Embedded in Index Options," CREATES Research Papers 2018-07, Department of Economics and Business Economics, Aarhus University.
  • Torben G. Andersen & Nicola Fusari & Viktor Todorov, 2014. "The Risk Premia Embedded in Index Options," CREATES Research Papers 2014-56, Department of Economics and Business Economics, Aarhus University.
• Saka, Orkun & Fuertes, Ana-Maria & Kalotychou, Elena, 2015. "ECB policy and Eurozone fragility: Was De Grauwe right?," Journal of International Money and Finance, Elsevier, vol. 54(C), pages 168-185.
  • Fuertes, Ana-Maria & Kalotychou, Elena & Saka, Orkun, 2014. "ECB Policy and Eurozone Fragility: Was De Grauwe Right?," CEPS Papers 9414, Centre for European Policy Studies.
• Funke, Michael & Shu, Chang & Cheng, Xiaoqiang & Eraslan, Sercan, 2015. "Assessing the CNH–CNY pricing differential: Role of fundamentals, contagion and policy," Journal of International Money and Finance, Elsevier, vol. 59(C), pages 245-262.
  • Michael Funke & Chang Shu & Xiaoqiang Cheng & Sercan Eraslan, 2015. "Assessing the CNH-CNY pricing differential: role of fundamentals, contagion and policy," BIS Working Papers 492, Bank for International Settlements.
• Dreger, Christian & Wolters, Jürgen, 2015. "Unconventional monetary policy and money demand," Journal of Macroeconomics, Elsevier, vol. 46(C), pages 40-54.
  • Christian Dreger & Jürgen Wolters, 2014. "Unconventional Monetary Policy and Money Demand," Discussion Papers of DIW Berlin 1382, DIW Berlin, German Institute for Economic Research.
• Khan, Jashim & Belk, Russell W. & Craig-Lees, Margaret, 2015. "Measuring consumer perceptions of payment mode," Journal of Economic Psychology, Elsevier, vol. 47(C), pages 34-49.
• Lucarelli, Caterina & Uberti, Pierpaolo & Brighetti, Gianni & Maggi, Mario, 2015. "Risky choices and emotion-based learning," Journal of Economic Psychology, Elsevier, vol. 49(C), pages 59-73.
• Dragomirescu-Gaina, Catalin & Elia, Leandro & Weber, Anke, 2015. "A fast-forward look at tertiary education attainment in Europe 2020," Journal of Policy Modeling, Elsevier, vol. 37(5), pages 804-819.
  • Dragomirescu-Gaina, Catalin & Elia, Leandro & Weber, Anke, 2014. "A fast-forward look at tertiary education attainment in Europe 2020," MPRA Paper 57957, University Library of Munich, Germany.
• Li, Gang & Li, Yong, 2015. "Forecasting copper futures volatility under model uncertainty," Resources Policy, Elsevier, vol. 46(P2), pages 167-176.
• Geyer, Johannes & Haan, Peter & Wrohlich, Katharina, 2015. "The effects of family policy on maternal labor supply: Combining evidence from a structural model and a quasi-experimental approach," Labour Economics, Elsevier, vol. 36(C), pages 84-98.
• Fantazzini, Dean & Toktamysova, Zhamal, 2015. "Forecasting German car sales using Google data and multivariate models," International Journal of Production Economics, Elsevier, vol. 170(PA), pages 97-135.
  • Fantazzini, Dean & Toktamysova, Zhamal, 2015. "Forecasting German Car Sales Using Google Data and Multivariate Models," MPRA Paper 67110, University Library of Munich, Germany.
• Swanson, Norman R. & Urbach, Richard, 2015. "Prediction and simulation using simple models characterized by nonstationarity and seasonality," International Review of Economics & Finance, Elsevier, vol. 40(C), pages 312-323.
  • Norman Swanson & Richard Urbach, 2013. "Prediction and Simulation Using Simple Models Characterized by Nonstationarity and Seasonality," Departmental Working Papers 201323, Rutgers University, Department of Economics.
• Caporin, Massimiliano & Velo, Gabriel G., 2015. "Realized range volatility forecasting: Dynamic features and predictive variables," International Review of Economics & Finance, Elsevier, vol. 40(C), pages 98-112.
• Demirovic, Amer & Tucker, Jon & Guermat, Cherif, 2015. "Accounting data and the credit spread: An empirical investigation," Research in International Business and Finance, Elsevier, vol. 34(C), pages 233-250.
• Chan, Joshua C.C. & Grant, Angelia L., 2015. "Pitfalls of estimating the marginal likelihood using the modified harmonic mean," Economics Letters, Elsevier, vol. 131(C), pages 29-33.
  • Joshua C.C. Chan & Angelia L. Grant, 2015. "Pitfalls of Estimating the Marginal Likelihood Using the Modified Harmonic Mean," CAMA Working Papers 2015-08, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Francesco Furlanetto & Nicolas Groshenny, 2016. "Mismatch Shocks and Unemployment During the Great Recession," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(7), pages 1197-1214, November.
  • Francesco Furlanetto & Nicolas Groshenny, 2013. "Mismatch shocks and unemployment during the Great Recession," Working Paper 2013/16, Norges Bank.
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  • Francesco Furlanetto & Nicolas Groshenny, 2014. "Mismatch Shocks and Unemployment During the Great Recession," School of Economics Working Papers 2014-07, University of Adelaide, School of Economics.
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• Chan, Joshua C.C. & Grant, Angelia L., 2016. "Modeling energy price dynamics: GARCH versus stochastic volatility," Energy Economics, Elsevier, vol. 54(C), pages 182-189.
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• Angelia L. Grant & Joshua C.C. Chan, 2017. "A Bayesian Model Comparison for Trend‐Cycle Decompositions of Output," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 49(2-3), pages 525-552, March.
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• Joshua C.C. Chan & Eric Eisenstat, 2015. "Bayesian model comparison for time-varying parameter VARs with stochastic volatility," CAMA Working Papers 2015-32, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Silva João M. C. Santos & Tenreyro Silvana & Windmeijer Frank, 2015. "Testing Competing Models for Non-negative Data with Many Zeros," Journal of Econometric Methods, De Gruyter, vol. 4(1), pages 1-18, January.
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• Lleo, Sebastien & Ziemba, Bill, 2015. "The Swiss black swan bad scenario: is Switzerland another casualty of the Eurozone crisis," LSE Research Online Documents on Economics 65107, London School of Economics and Political Science, LSE Library.
• Monti, Francesca, 2015. "Can a data-rich environment help identify the sources of model misspecification?," LSE Research Online Documents on Economics 86320, London School of Economics and Political Science, LSE Library.
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• Mariana NICOLAE-BALAN & Raluca Ioana IORGULESCU, 2015. "Analysis Models for Territorial Variation of Demographic Phenomena. The Case of Romania," Eco-Economics Review, Ecological University of Bucharest, Economics Faculty and Ecology and Environmental Protection Faculty, vol. 1(1), pages 25-32, June.
• Raja HMILI & Taoufik BOURAOUI, 2015. "Early Warning Indicators of Banking Crisis in Asian Countries," Expert Journal of Finance, Sprint Investify, vol. 3(1), pages 1-8.
• Levent Bulut, 2017. "Does Statistical Significance Help to Evaluate Predictive Performance of Competing Models?," Journal of Economics and Financial Analysis, Tripal Publishing House, vol. 1(1), pages 1-13.
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• Hale, Galina & Krainer, John & McCarthy, Erin, 2015. "Aggregation level in stress testing models," Working Paper Series 2015-14, Federal Reserve Bank of San Francisco.
• Bognanni, Mark & Herbst, Edward, 2014. "Estimating (Markov-Switching) VAR Models without Gibbs Sampling: A Sequential Monte Carlo Approach," Working Paper 1427, Federal Reserve Bank of Cleveland.
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• Gonçalves, Sílvia & McCracken, Michael W. & Perron, Benoit, 2017. "Tests of equal accuracy for nested models with estimated factors," Journal of Econometrics, Elsevier, vol. 198(2), pages 231-252.
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• McCracken, Michael W. & Owyang, Michael T. & Sekhposyan, Tatevik, 2015. "Real-Time Forecasting with a Large, Mixed Frequency, Bayesian VAR," Working Papers 2015-30, Federal Reserve Bank of St. Louis.
• Christophe Gouel & Nicolas Legrand, 2017. "Estimating the Competitive Storage Model with Trending Commodity Prices," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(4), pages 744-763, June.
  • Christophe Gouel & Nicolas Legrand, 2015. "Estimating the Competitive Storage Model with Trending Commodity Prices," EconomiX Working Papers 2015-15, University of Paris Nanterre, EconomiX.
  • Christophe Gouel & Nicolas Legrand, 2015. "Estimating the Competitive Storage Model with Trending Commodity Prices," FOODSECURE Technical papers 6, LEI Wageningen UR.
  • Gouel, Christophe & LEgrand, Nicolas, 2015. "Estimating the Competitive Storage Model with Trending Commodity Prices," 2015 Conference, August 9-14, 2015, Milan, Italy 211688, International Association of Agricultural Economists.
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• P. Byrne, Joseph & Cao, Shuo & Korobilis, Dimitris, 2015. "Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty," SIRE Discussion Papers 2015-71, Scottish Institute for Research in Economics (SIRE).
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• Korobilis, Dimitris, 2015. "Quantile forecasts of inflation under model uncertainty," MPRA Paper 64341, University Library of Munich, Germany.
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• Korobilis, Dimitris, 2016. "Prior selection for panel vector autoregressions," Computational Statistics & Data Analysis, Elsevier, vol. 101(C), pages 110-120.
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• Patrick Gagliardini & Elisa Ossola & Olivier Scaillet, 2016. "Time‐Varying Risk Premium in Large Cross‐Sectional Equity Data Sets," Econometrica, Econometric Society, vol. 84, pages 985-1046, May.
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• Stephan Klasen & Simon Lange, 2015. "Accuracy and Poverty Impacts of Proxy Means-Tested Transfers: An Empirical Assessment for Bolivia," Courant Research Centre: Poverty, Equity and Growth - Discussion Papers 164, Courant Research Centre PEG.
• Stephan Klasen & Simon Lange, 2015. "Targeting Performance and Poverty Effects of Proxy Means-Tested Transfers: Trade-offs and Challenges," Ibero America Institute for Econ. Research (IAI) Discussion Papers 231, Ibero-America Institute for Economic Research.
• Constantin Burgi, 2015. "Can A Subset Of Forecasters Beat The Simple Average In The Spf?," Working Papers 2015-001, The George Washington University, Department of Economics, Research Program on Forecasting.
• William Larson, 2015. "Forecasting an Aggregate in the Presence of Structural Breaks in the Disaggregates," Working Papers 2015-002, The George Washington University, Department of Economics, Research Program on Forecasting.
• Döpke, Jörg & Fritsche, Ulrich & Pierdzioch, Christian, 2017. "Predicting recessions with boosted regression trees," International Journal of Forecasting, Elsevier, vol. 33(4), pages 745-759.
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• Constantin Bürgi & Tara M. Sinclair, 2017. "A nonparametric approach to identifying a subset of forecasters that outperforms the simple average," Empirical Economics, Springer, vol. 53(1), pages 101-115, August.
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• Christophe Boucher & Patrick Kouontchou & Bertrand Maillet, 2016. "Du risque des mesures de risque systémique," Revue économique, Presses de Sciences-Po, vol. 67(2), pages 263-278.
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• Marcel Aloy & Gilles Dufrénot, 2015. "A Comparison of the Fed’s and ECB’s Strategies during the Subprime Crisis," International Symposia in Economic Theory and Econometrics,in: Monetary Policy in the Context of the Financial Crisis: New Challenges and Lessons, volume 24, pages 419-449 Emerald Publishing Ltd.
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• Darolles, Serge & Fol, Gaëlle Le & Mero, Gulten, 2015. "Measuring the liquidity part of volume," Journal of Banking & Finance, Elsevier, vol. 50(C), pages 92-105.
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• Grote, Claudia & Bertram, Philip, 2015. "A comparative Study of Volatility Breaks," Hannover Economic Papers (HEP) dp-558, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
• Jörg Döpke & Ulrich Fritsche & Christian Pierdzioch, 2015. "Predicting Recessions in Germany With Boosted Regression Trees," Macroeconomics and Finance Series 201505, University of Hamburg, Department of Socioeconomics.
• Tommaso Proietti & Martyna Marczak & Gianluigi Mazzi, 2017. "Euromind‐ D : A Density Estimate of Monthly Gross Domestic Product for the Euro Area," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(3), pages 683-703, April.
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• Nicholas M. Kiefer & C. Erik Larson, 2015. "Counting Processes for Retail Default Modeling," CREATES Research Papers 2015-17, Department of Economics and Business Economics, Aarhus University.
• Alessandra Luati & Tommaso Proietti, 2015. "Generalised partial autocorrelations and the mutual information between past and future," CEIS Research Paper 344, Tor Vergata University, CEIS, revised 05 Jun 2015.
  • Tommaso Proietti & Alessandra Luati, 2015. "Generalised partial autocorrelations and the mutual information between past and future," CREATES Research Papers 2015-24, Department of Economics and Business Economics, Aarhus University.
• Markku Lanne & Jani Luoto, 2015. "Estimation of DSGE Models under Diffuse Priors and Data-Driven Identification Constraints," CREATES Research Papers 2015-37, Department of Economics and Business Economics, Aarhus University.
• Mikkel Bennedsen, 2015. "Rough electricity: a new fractal multi-factor model of electricity spot prices," CREATES Research Papers 2015-42, Department of Economics and Business Economics, Aarhus University.
• Silvennoinen Annastiina & Teräsvirta Timo, 2016. "Testing constancy of unconditional variance in volatility models by misspecification and specification tests," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 20(4), pages 347-364, September.
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• Hyeongwoo Kim & Wen Shi & Kwang-Myoung Hwang, 2016. "Estimating interest rate setting behaviour in Korea: a constrained ordered choices model approach," Applied Economics, Taylor & Francis Journals, vol. 48(23), pages 2199-2214, May.
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• Francesco Furlanetto & Nicolas Groshenny, 2016. "Mismatch Shocks and Unemployment During the Great Recession," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(7), pages 1197-1214, November.
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  • Francesco Furlanetto & Nicolas Groshenny, 2015. "Mismatch Shocks and Unemployment During the Great Recession," School of Economics Working Papers 2015-14, University of Adelaide, School of Economics.
  • Francesco Furlanetto & Nicolas Groshenny, 2014. "Mismatch Shocks and Unemployment During the Great Recession," School of Economics Working Papers 2014-07, University of Adelaide, School of Economics.
  • Francesco Furlanetto & Nicolas Groshenny, 2015. "Mismatch Shocks and Unemployment During the Great Recession," CAMA Working Papers 2015-17, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
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• Susan Athey & Guido Imbens, 2015. "A Measure of Robustness to Misspecification," American Economic Review, American Economic Association, vol. 105(5), pages 476-480, May.
• Patrick Bajari & Denis Nekipelov & Stephen P. Ryan & Miaoyu Yang, 2015. "Machine Learning Methods for Demand Estimation," American Economic Review, American Economic Association, vol. 105(5), pages 481-485, May.
• Josh Angrist & David Autor & Sally Hudson & Amanda Pallais, 2015. "Evaluating Econometric Evaluations of Post-Secondary Aid," American Economic Review, American Economic Association, vol. 105(5), pages 502-507, May.
• Sheilla Aoko OTIENO & Benson Munyali WAMALWA & Nelson Owuor ONYANGO & Joseph Antony Makoteku OTTIENO & Victor ONGOMA, 2015. "Comparison Of Least Absolute Shrinkage And Selection Operator And Maximum Likelihood Estimators To Establish Determinants Of Immunization In Trans-Nzoia County," Journal of Social and Economic Statistics, Bucharest University of Economic Studies, vol. 4(1), pages 29-45, JULY.
• Asongu, Simplice & Nwachukwu, Jacinta, 2015. "Drivers of FDI in Fast Growing Developing Countries: Evidence from Bundling and Unbundling Governance," MPRA Paper 67294, University Library of Munich, Germany.
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• Asongu, Simplice & Kodila-Tedika, Oasis, 2015. "Conditional determinants of FDI in fast emerging economies: an instrumental quantile regression approach," MPRA Paper 67297, University Library of Munich, Germany.
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• Asongu, Simplice, 2015. "Drivers of Growth in Fast Emerging Economies: A Dynamic Instrumental Quantile Approach," MPRA Paper 67309, University Library of Munich, Germany.
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• Asongu, Simplice, 2015. "Determinants of Growth in Fast Developing Countries: Evidence from Bundling and Unbundling Institutions," MPRA Paper 67310, University Library of Munich, Germany.
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• Asongu, Simplice & Efobi, Uchenna & Beecroft, Ibukun, 2015. "FDI, Aid, Terrorism: Conditional Threshold Evidence from Developing Countries," EconStor Preprints 114569, ZBW - German National Library of Economics.
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• Asongu, Simplice & Nwachukwu, Jacinta, 2015. "Fighting Terrorism: Empirics on Policy Harmonization," MPRA Paper 68314, University Library of Munich, Germany.
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• Simplice Asongu & John Ssozi, 2017. "When is Foreign Aid Effective in Fighting Terrorism? Threshold Evidence," International Economic Journal, Taylor & Francis Journals, vol. 31(3), pages 370-389, July.
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• Asongu, Simplice & El Montasser, Ghassen & Toumi, Hassen, 2015. "Testing the Relationships between Energy Consumption, CO2 emissions and Economic Growth in 24 African Countries: a Panel ARDL Approach," MPRA Paper 69442, University Library of Munich, Germany.
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• Wanglin Ma & Awudu Abdulai, 2016. "Linking apple farmers to markets: Determinants and impacts of marketing contracts in China," China Agricultural Economic Review, Emerald Group Publishing, vol. 8(1), pages 2-21, February.
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• Christophe Gouel & Nicolas Legrand, 2017. "Estimating the Competitive Storage Model with Trending Commodity Prices," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(4), pages 744-763, June.
  • Christophe Gouel & Nicolas Legrand, 2015. "Estimating the competitive storage model with trending commodity prices," Working Papers 1513, Chaire Economie du climat.
  • Gouel, Christophe & LEgrand, Nicolas, 2015. "Estimating the Competitive Storage Model with Trending Commodity Prices," 2015 Conference, August 9-14, 2015, Milan, Italy 211688, International Association of Agricultural Economists.
  • Christophe Gouel & Nicolas Legrand, 2015. "Estimating the Competitive Storage Model with Trending Commodity Prices," FOODSECURE Technical papers 6, LEI Wageningen UR.
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  • Christophe Gouel & Nicolas Legrand, 2015. "Estimating the Competitive Storage Model with Trending Commodity Prices," EconomiX Working Papers 2015-15, University of Paris Nanterre, EconomiX.
• Hoang, Hoa & Meyers, William H., 2015. "Food demand in Vietnam: structural changes and projections to 2030," 2015 Conference, August 9-14, 2015, Milan, Italy 212456, International Association of Agricultural Economists.
• Taha, Fawzi A. & Hahn, William F., 2015. "HPAI Impact on EU-27’s Import Demand for Cooked and Uncooked Poultry and Other Meats," International Food and Agribusiness Management Review, International Food and Agribusiness Management Association (IFAMA), vol. 18(A).
• Carvalho, Glauco Rodrigues & Bessler, David & Hemme, Torsten & Schröer-Merker, Eva, 2015. "Understanding International Milk Price Relationships," 2015 Annual Meeting, January 31-February 3, 2015, Atlanta, Georgia 196692, Southern Agricultural Economics Association.
• Sorin Marius Pirnac, 2015. "Technical Analysis Of Ftse 100 Index Using Quantmod Package," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, vol. 2(43), pages 114-122.
• Francesco, Bartolucci & Silvia, Bacci & Claudia, Pigini, 2015. "A misspecification test for finite-mixture logistic models for clustered binary and ordered responses," MPRA Paper 64220, University Library of Munich, Germany.
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• Raphael Rocha Gouvêa & Bernardo Patta Schettini, 2015. "Empirical estimates for the Brazilian total imports equation using quarterly national accounts data (1996–2010)," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], vol. 16(2), pages 250-271.
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• Cesar Carrera & Alan Ledesma, 2015. "Aggregate Inflation Forecast with Bayesian Vector Autoregressive Models," Working Papers 2015-50, Peruvian Economic Association.
• Kagerer, Kathrin, 2015. "A hat matrix for monotonicity constrained B-spline and P-spline regression," University of Regensburg Working Papers in Business, Economics and Management Information Systems 484, University of Regensburg, Department of Economics.
• Konstantinos Theodoridis & Francesco Zanetti, 2016. "News shocks and labour market dynamics in matching models," Canadian Journal of Economics, Canadian Economics Association, vol. 49(3), pages 906-930, August.
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• Meenagh, David & Minford, Patrick & Oyekola, Olayinka, 2015. "Oil Prices and the Dynamics of Output and Real Exchange Rate," Cardiff Economics Working Papers E2015/18, Cardiff University, Cardiff Business School, Economics Section.
• Meenagh, David & Minford, Patrick & Oyekola, Olayinka, 2015. "Energy Business Cycles," Cardiff Economics Working Papers E2015/19, Cardiff University, Cardiff Business School, Economics Section.
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• Meenagh, David & Minford, Patrick & Wickens, Michael R. & Xu, Yongdeng, 2015. "Comparing Indirect Inference and Likelihood testing: asymptotic and small sample results," CEPR Discussion Papers 10765, C.E.P.R. Discussion Papers.
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• Christophe Gouel & Nicolas Legrand, 2017. "Estimating the Competitive Storage Model with Trending Commodity Prices," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(4), pages 744-763, June.
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• André K. Anundsen & Ragnar Nymoen, 2015. "Did US consumers ‘save for a rainy day’ before the Great Recession?," Working Paper 2015/08, Norges Bank.
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• Berg Tim Oliver, 2017. "Forecast accuracy of a BVAR under alternative specifications of the zero lower bound," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 21(2), pages 1-29, April.
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• Monti, Francesca, 2015. "Can a data-rich environment help identify the sources of model misspecification?," Bank of England working papers 527, Bank of England.
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• Carlos A. Medel & Pablo M. Pincheira, 2016. "The out-of-sample performance of an exact median-unbiased estimator for the near-unity AR(1) model," Applied Economics Letters, Taylor & Francis Journals, vol. 23(2), pages 126-131, February.
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• Markus LEIPPOLD & Nikola VASILJEVIC, 2015. "Pricing and Disentanglement of American Puts in the Hyper-Exponential Jump-Diffusion Model," Swiss Finance Institute Research Paper Series 15-08, Swiss Finance Institute, revised Mar 2015.
• Paul Schneider & Fabio Trojani, 2015. "Divergence and the Price of Uncertainty," Swiss Finance Institute Research Paper Series 15-60, Swiss Finance Institute.
• Jorgen Hansen & Xingfei Liu, 2015. "Estimating labour supply responses and welfare participation: Using a natural experiment to validate a structural labour supply model," Canadian Journal of Economics, Canadian Economics Association, vol. 48(5), pages 1831-1854, December.
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• Amengual, Dante & Sentana, Enrique, 2015. "Is a normal copula the right copula?," CEPR Discussion Papers 10809, C.E.P.R. Discussion Papers.
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• Kamarul Ariffin MANSOR & Wan Irham ISHAK, 2015. "Forecasting Tourist Arrivals To Langkawi Island Malaysia," CrossCultural Management Journal, Fundația Română pentru Inteligența Afacerii, Editorial Department, issue 1, pages 69-76, June.
• Gustavo Nicolás Páez, 2015. "Prediciendo decisiones de agentes económicos: ¿Cómo determina el Banco de la República de Colombia la tasa de interés?," DOCUMENTOS CEDE 012567, UNIVERSIDAD DE LOS ANDES-CEDE.
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• Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael, 2015. "Small sample performance of indirect inference on DSGE models," Cardiff Economics Working Papers E2015/2, Cardiff University, Cardiff Business School, Economics Section.
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• Janine Aron & John Muellbauer & Rachel Sebudde, 2015. "Inflation forecasting models for Uganda: is mobile money relevant?," CSAE Working Paper Series 2015-17, Centre for the Study of African Economies, University of Oxford.
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• Vo Phuong Mai Le & David Meenagh & Patrick Minford & Michael Wickens & Yongdeng Xu, 2016. "Testing Macro Models by Indirect Inference: A Survey for Users," Open Economies Review, Springer, vol. 27(1), pages 1-38, February.
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• Nikolai Dokuchaev, 2015. "Modelling Possibility of Short-Term Forecasting of Market Parameters for Portfolio Selection," Annals of Economics and Finance, Society for AEF, vol. 16(1), pages 143-161, May.
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• Asongu, Simplice & Efobi, Uchenna & Beecroft, Ibukun, 2015. "FDI, Aid, Terrorism: Conditional Threshold Evidence from Developing Countries," EconStor Preprints 114569, ZBW - German National Library of Economics.
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• Tommaso Proietti & Martyna Marczak & Gianluigi Mazzi, 2017. "Euromind‐ D : A Density Estimate of Monthly Gross Domestic Product for the Euro Area," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(3), pages 683-703, April.
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• Tommaso Proietti & Alessandra Luati, 2015. "Generalised partial autocorrelations and the mutual information between past and future," CREATES Research Papers 2015-24, Department of Economics and Business Economics, Aarhus University.
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• Elena Alexandra Toader, 2015. "Using Stanford Parser Method For Assessing The Competencies Of It Professionals," Proceedings of International Academic Conferences 1003988, International Institute of Social and Economic Sciences.
• Serdar Neslihanoglu, 2015. "Financial Stock Market Co-movement and Correlation: Evidence in the European Union (EU) Area Before and After the October 2008 Financial Crisis," Proceedings of International Academic Conferences 2604587, International Institute of Social and Economic Sciences.
• Behrooz Noori, 2015. "An analysis of mobile banking customers for a bank strategy and policy planning," Proceedings of International Academic Conferences 3104516, International Institute of Social and Economic Sciences.
• . Harshita & Shveta Singh & Surendra S. Yadav, 2015. "Indian stock market and the asset pricing models," Proceedings of Economics and Finance Conferences 2204802, International Institute of Social and Economic Sciences.
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• Juraj Hucek & Alexander Karsay & Marian Vavra, 2015. "Short-term Forecasting of Real GDP Using Monthly Data," Working and Discussion Papers OP 1/2015, Research Department, National Bank of Slovakia.
• Christopher G. Gibbs, 2017. "Forecast combination, non-linear dynamics, and the macroeconomy," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 63(3), pages 653-686, March.
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• Annastiina Silvennoinen & Timo Teräsvirta, 2015. "Modeling Conditional Correlations of Asset Returns: A Smooth Transition Approach," Econometric Reviews, Taylor & Francis Journals, vol. 34(1-2), pages 174-197, February.
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• J. Miguel Marin & Genaro Sucarrat, 2015. "Financial density selection," The European Journal of Finance, Taylor & Francis Journals, vol. 21(13-14), pages 1195-1213, November.
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• Francis X. Diebold, 2015. "Comparing Predictive Accuracy, Twenty Years Later: A Personal Perspective on the Use and Abuse of Diebold-Mariano Tests," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 33(1), pages 1-1, January.
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• Blasques, Francisco & Koopman, Siem Jan & Łasak, Katarzyna & Lucas, André, 2016. "In-sample confidence bands and out-of-sample forecast bands for time-varying parameters in observation-driven models," International Journal of Forecasting, Elsevier, vol. 32(3), pages 875-887.
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• Kim Ristolainen, 2015. "Were the Scandinavian Banking Crises Predictable? A Neural Network Approach," Discussion Papers 99, Aboa Centre for Economics.
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• Sylvain Barde, 2015. "A Practical, Universal, Information Criterion over Nth Order Markov Processes," Studies in Economics 1504, School of Economics, University of Kent.
• Sylvain Barde, 2015. "Direct calibration and comparison of agent-based herding models of financial markets," Studies in Economics 1507, School of Economics, University of Kent.
• Sylvain Barde, 2015. "A fast algorithm for finding the confidence set of large collections of models," Studies in Economics 1519, School of Economics, University of Kent.
• Buncic, Daniel & Gisler, Katja I.M., 2016. "Global equity market volatility spillovers: A broader role for the United States," International Journal of Forecasting, Elsevier, vol. 32(4), pages 1317-1339.
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• Korobilis, Dimitris, 2015. "Quantile forecasts of inflation under model uncertainty," MPRA Paper 64341, University Library of Munich, Germany.
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• Baldovin, Fulvio & Caporin, Massimiliano & Caraglio, Michele & Stella, Attilio L. & Zamparo, Marco, 2015. "Option pricing with non-Gaussian scaling and infinite-state switching volatility," Journal of Econometrics, Elsevier, vol. 187(2), pages 486-497.
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  • Gjelsvik, Marit Linnea & Nymoen, Ragnar & Sparrman, Victoria, 2015. "Have Inflation Targeting and EU labour Immigration Changed the System of Wage Formation in Norway," Memorandum 18/2015, Oslo University, Department of Economics.
• Lucas, André & Zhang, Xin, 2016. "Score-driven exponentially weighted moving averages and Value-at-Risk forecasting," International Journal of Forecasting, Elsevier, vol. 32(2), pages 293-302.
  • André Lucas & Xin Zhang, 2014. "Score Driven exponentially Weighted Moving Average and Value-at-Risk Forecasting," Tinbergen Institute Discussion Papers 14-092/IV/DSF77, Tinbergen Institute, revised 09 Sep 2015.
  • Lucas, André & Zhang, Xin, 2015. "Score Driven Exponentially Weighted Moving Averages and Value-at-Risk Forecasting," Working Paper Series 309, Sveriges Riksbank (Central Bank of Sweden).
• Alexander Meyer-Gohde & Daniel Neuhoff, 2015. "Generalized Exogenous Processes in DSGE: A Bayesian Approach," SFB 649 Discussion Papers SFB649DP2015-014, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Daniel Neuhoff, 2015. "Dynamics of Real Per Capita GDP," SFB 649 Discussion Papers SFB649DP2015-039, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Simon Trimborn & Wolfgang Karl Härdle, 2015. "CRIX or evaluating Blockchain based currencies," SFB 649 Discussion Papers SFB649DP2015-048, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  • Simon Trimborn & Wolfgang Karl Härdle, 2016. "CRIX or evaluating blockchain based currencies," SFB 649 Discussion Papers SFB649DP2016-021, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Achim Ahrens, 2015. "Civil conflicts in Africa: Climate, economic shocks, nighttime lights and spill-over effects," SEEC Discussion Papers 1501, Spatial Economics and Econometrics Centre, Heriot Watt University.
• Abbas ali Rezaei, 2015. "“Revenue-led Spending” or “Spending-led Revenue” : Evidence from Iran (1978-2012)," Hyperion Economic Journal, Faculty of Economic Sciences, Hyperion University of Bucharest, Romania, vol. 3(1), pages 3-19, March.
• Henk-Wim de Boer & Egbert Jongen & Jan Kabatek, 2014. "The effectiveness of fiscal stimuli for working parents," CPB Discussion Paper 286, CPB Netherlands Bureau for Economic Policy Analysis.
  • Henk-Wim de Boer & Egbert L.W. Jongen & Jan Kabatek, 2015. "The Effectiveness of Fiscal Stimuli for Working Parents," Melbourne Institute Working Paper Series wp2015n19, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
  • de Boer, Henk-Wim & Jongen, Egbert L. W. & Kabátek, Jan, 2015. "The Effectiveness of Fiscal Stimuli for Working Parents," IZA Discussion Papers 9298, Institute for the Study of Labor (IZA).
• Tarek Bouchaddekh & Abdelfatteh Bouri & Makram Nouaili, 2015. "Asset Pricing and Probability of Information-based Trading: Application to the Tunisian Stock Market," Accounting and Finance, Institute of Accounting and Finance, issue 1, pages 58-65, March.
• Steven Berry & Philip Haile, 2016. "Identification in Differentiated Products Markets," Annual Review of Economics, Annual Reviews, vol. 8(1), pages 27-52, October.
  • Steven T. Berry & Philip A. Haile, 2015. "Identification in Differentiated Products Markets," Cowles Foundation Discussion Papers 2019, Cowles Foundation for Research in Economics, Yale University.
  • Steven Berry & Phil Haile, 2015. "Identification in differentiated product markets," CeMMAP working papers CWP47/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Steven T. Berry & Philip Haile, 2015. "Identification in Differentiated Products Markets," NBER Working Papers 21500, National Bureau of Economic Research, Inc.
• Jia Chen & Degui Li & Oliver Linton & Zudi Lu, 2015. "Semiparametric Model Averaging of Ultra-High Dimensional Time Series," Discussion Papers 15/18, Department of Economics, University of York.
  • Jia Chen & Degui Li & Oliver Linton & Zudi Lu, 2015. "Semiparametric model averaging of ultra-high dimensional time series," CeMMAP working papers CWP62/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Florin-Marius PAVELESCU, 2015. "Modelling factors of Student test statistics dispersion in a multiple linear regression," Romanian Journal of Economics, Institute of National Economy, vol. 41(2(50)), pages 25-41, december.
• Levent Bulut, 2015. "Google Arama Motoru ve Turk Lirasi-Dolar Kurunu Belirleyen Yapýsal Modeller," IPEK Working Papers 1501, Ipek University, Department of Economics.
• Levent Bulut, 2015. "Google Trends and Forecasting Performance of Exchange Rate Models," IPEK Working Papers 1505, Ipek University, Department of Economics.
• , "undated". "," IPEK Working Papers 1509, Ipek University, Department of Economics.
• Gerdes, Christer, 2015. "A Note on Possible Estimation Bias When Studying Persons with Work Disability in Active Labour Market Programs," IZA Discussion Papers 9264, Institute for the Study of Labor (IZA).
• Henk-Wim de Boer & Egbert Jongen & Jan Kabatek, 2014. "The effectiveness of fiscal stimuli for working parents," CPB Discussion Paper 286, CPB Netherlands Bureau for Economic Policy Analysis.
  • de Boer, Henk-Wim & Jongen, Egbert L. W. & Kabátek, Jan, 2015. "The Effectiveness of Fiscal Stimuli for Working Parents," IZA Discussion Papers 9298, Institute for the Study of Labor (IZA).
  • Henk-Wim de Boer & Egbert L.W. Jongen & Jan Kabatek, 2015. "The Effectiveness of Fiscal Stimuli for Working Parents," Melbourne Institute Working Paper Series wp2015n19, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
• Słoczyński, Tymon, 2012. "New Evidence on Linear Regression and Treatment Effect Heterogeneity," MPRA Paper 39524, University Library of Munich, Germany.
  • Sloczynski, Tymon, 2015. "New Evidence on Linear Regression and Treatment Effect Heterogeneity," IZA Discussion Papers 9491, Institute for the Study of Labor (IZA).
• Camarero, Mariam & Forte, Anabel & Garcia-Donato, Gonzalo & Mendoza, Yurena & Ordoñez, Javier, 2015. "Variable selection in the analysis of energy consumption–growth nexus," Energy Economics, Elsevier, vol. 52(PA), pages 207-216.
  • Mariam Camarero & Anabel Forte & Gonzalo García-Donato & Yurena Mendoza & Javier Ordóñez, 2015. "Variable selection in the analysis of energy consumption-growth nexus," Working Papers 2015/15, Economics Department, Universitat Jaume I, Castellón (Spain).
• Schanbacher Peter, 2015. "Averaging Across Asset Allocation Models," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 235(1), pages 61-81, February.
• Flaig Gebhard, 2015. "Why We Should Use High Values for the Smoothing Parameter of the Hodrick-Prescott Filter," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 235(6), pages 518-538, December.
  • Gebhard Flaig, 2012. "Why We Should Use High Values for the Smoothing Parameter of the Hodrick-Prescott Filter," CESifo Working Paper Series 3816, CESifo Group Munich.
• Wagner Martin & Hlouskova Jaroslava, 2015. "Growth Regressions, Principal Components Augmented Regressions and Frequentist Model Averaging," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 235(6), pages 642-662, December.
• Barnett, William, 2015. "Collaboration with and without Coauthorship: Rocket Science Versus Economic Science," MPRA Paper 65236, University Library of Munich, Germany.
  • William Barnett, 2015. "Collaboration with and without Coauthorship: Rocket Science Versus Economic Science," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 201501, University of Kansas, Department of Economics, revised Aug 2015.
• Seunghwa Rho & Peter Schmidt, 2015. "Are all firms inefficient?," Journal of Productivity Analysis, Springer, vol. 43(3), pages 327-349, June.
• Kelvin Balcombe & Iain Fraser, 2015. "Parametric preference functionals under risk in the gain domain: A Bayesian analysis," Journal of Risk and Uncertainty, Springer, vol. 50(2), pages 161-187, April.
• Januj Juneja, 2015. "An evaluation of alternative methods used in the estimation of Gaussian term structure models," Review of Quantitative Finance and Accounting, Springer, vol. 44(1), pages 1-24, January.
• Mariana Balan, 2015. "From Learning to Productive Active Life in Romania and European Union," Knowledge Horizons - Economics, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, vol. 7(3), pages 180-186, September.
• Thor Pajhede, 2015. "Backtesting Value-at-Risk: A Generalized Markov Framework," Discussion Papers 15-18, University of Copenhagen. Department of Economics.
• Julius Stakenas, 2015. "Forecasting Lithuanian Inflation," Bank of Lithuania Working Paper Series 17, Bank of Lithuania.

2014

• Biørn, Erik, 2014. "Serially Correlated Measurement Errors in Time Series Regression: The Potential of Instrumental Variable Estimators," Memorandum 28/2014, Oslo University, Department of Economics.
• Ranganathan, Shyam & Bali Swain, Ranjula & Sumpter, David, 2014. "A Dynamical Systems Approach To Modeling Human Development," Working Paper Series 2014:9, Uppsala University, Department of Economics.
• Ranganathan, Shyam & Bali Swain, Ranjula, 2014. "Analysing Mechanisms for Meeting Global Emissions Target - A Dynamical Systems Approach," Working Paper Series 2014:10, Uppsala University, Department of Economics.
• Watanabe, Toshiaki, 2014. "Bayesian Analysis of Business Cycle in Japan Using Markov Switching Model with Stochastic Volatility and Fat-tail Distribution," Economic Review, Hitotsubashi University, vol. 65(2), pages 156-167, April.
• Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2016. "The great mortgaging: housing finance, crises and business cycles," Economic Policy, CEPR;CES;MSH, vol. 31(85), pages 107-152.
  • Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2014. "The Great Mortgaging: Housing Finance, Crises, and Business Cycles," NBER Working Papers 20501, National Bureau of Economic Research, Inc.
  • Oscar Jorda & Moritz Schularick & Alan M. Taylor, 2014. "The Great Mortgaging: Housing Finance, Crises, and Business Cycles," Working Papers 252014, Hong Kong Institute for Monetary Research.
  • Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2014. "The Great Mortgaging: Housing Finance, Crises, and Business Cycles," CESifo Working Paper Series 4993, CESifo Group Munich.
  • Jordà, Òscar & Schularick, Moritz & Taylor, Alan M., 2014. "The Great Mortgaging: Housing Finance, Crises, and Business Cycles," CEPR Discussion Papers 10161, C.E.P.R. Discussion Papers.
  • Jorda, Oscar & Schularick, Moritz & Taylor, Alan M., 2014. "The Great Mortgaging: Housing Finance, Crises, and Business Cycles," Working Paper Series 2014-23, Federal Reserve Bank of San Francisco.
• Shuzhuan Zheng & Rong Liu & Lijian Yang & Wolfgang Karl Härdle, 2014. "Simultaneous Confidence Corridors and Variable Selection for Generalized Additive Models," SFB 649 Discussion Papers SFB649DP2014-008, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Mohsen Mehrara & Abbas Ali Rezaei, 2014. "The Long Run Relationship between Government Revenue and Expenditure in Iran: A Co integration Analysis in the Presence of Structural Breaks," International Journal of Academic Research in Business and Social Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Business and Social Sciences, vol. 4(5), pages 288-301, May.
• Hutter, Christian & Weber, Enzo, 2014. "Forecasting with a mismatch-enhanced labor market matching function," IAB Discussion Paper 201416, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
• Chew Lian Chua & Sarantis Tsiaplias, 2014. "A Bayesian Approach to Modelling Bivariate Time-Varying Cointegration and Cointegrating Rank," Melbourne Institute Working Paper Series wp2014n27, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
• Sanjay Sehgal & Srividya Subramaniam & Florent Deisting, 2014. "Tests of Equity Market Anomalies for Select Emerging Markets," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 8(3), pages 27-46.
• Cinthia Irene Carrazco Soto & Sonia Elizabeth Maldonado-Radillo & Virginia Guadalupe Lopez Torres, 2014. "Validity And Reliability Of A Measurement Tool For The Diversity Management: Aerospace Industry, Evaluacion De La Validez Y Confiabilidad De Un Instrumento De Medicion De La Gestion De La Diversidad: ," Revista Internacional Administracion & Finanzas, The Institute for Business and Finance Research, vol. 7(5), pages 1-10.
• Erginbay UGURLU, 2014. "Forecasting Volatility: Evidence from the Bucharest Stock Exchange," International Conference on Economic Sciences and Business Administration, Spiru Haret University, vol. 1(1), pages 302-310, December.
• Rodrigo Mariscal & Andrew Powell, 2014. "Commodity Price Booms and Breaks: Detection, Magnitude and Implications for Developing Countries," Research Department Publications IDB-WP-444, Inter-American Development Bank, Research Department.
• Florin-Marius PAVELESCU, 2014. "An Extension Of The Methodology Of Using The Student Test In Case Of A Linear Regression With Three Explanatory Variables," Romanian Journal of Economics, Institute of National Economy, vol. 38(1(47)), pages 89-106, June.
• Christian Kleiber & Achim Zeileis, 2016. "Visualizing Count Data Regressions Using Rootograms," The American Statistician, Taylor & Francis Journals, vol. 70(3), pages 296-303, July.
  • Kleiber, Christian & Zeileis, Achim, 2014. "Visualizing Count Data Regressions Using Rootograms," Working papers 2014/13, Faculty of Business and Economics - University of Basel.
  • Christian Kleiber & Achim Zeileis, 2014. "Visualizing Count Data Regressions Using Rootograms," Working Papers 2014-20, Faculty of Economics and Statistics, University of Innsbruck.
• Gupta, Rangan & Hammoudeh, Shawkat & Modise, Mampho P. & Nguyen, Duc Khuong, 2014. "Can economic uncertainty, financial stress and consumer sentiments predict U.S. equity premium?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 33(C), pages 367-378.
  • Rangan Gupta & Shawkat Hammoudeh & Mampho P. Modise & Duc Khuong Nguyen, 2013. "Can Economic Uncertainty, Financial Stress and Consumer Sentiments Predict U.S. Equity Premium?," Working Papers 2013-20, Department of Research, Ipag Business School.
  • Rangan Gupta & Shawkat Hammoudeh & Mampho P. Modise & Duc Khuong Nguyen, 2014. "Can Economic Uncertainty, Financial Stress and Consumer Senti-ments Predict U.S. Equity Premium?," Working Papers 2014-436, Department of Research, Ipag Business School.
  • Rangan Gupta & Shawkat Hammoudeh & Mampho P. Modise & Duc Khuong Nguyen, 2013. "Can Economic Uncertainty, Financial Stress and Consumer Sentiments Predict U.S. Equity Premium?," Working Papers 201351, University of Pretoria, Department of Economics.
• Gómez-Puig, Marta & Sosvilla-Rivero, Simón, 2014. "Causality and contagion in EMU sovereign debt markets," International Review of Economics & Finance, Elsevier, vol. 33(C), pages 12-27.
  • Marta Gómez-Puig & Simón Sosvilla-Rivero, 2014. "Causality and contagion in EMU sovereign debt markets," Working Papers 2014-03, Universitat de Barcelona, UB Riskcenter.
  • Marta Gómez-Puig & Simón Sosvilla-Rivero, 2014. "“Causality and Contagion in EMU Sovereign Debt Markets”," IREA Working Papers 201403, University of Barcelona, Research Institute of Applied Economics, revised Feb 2014.
  • Marta Gómez-Puig & Simón Sosvilla-Rivero, 2014. "Causality and Contagion in EMU Sovereign Debt Markets," Working Papers 14-03, Asociación Española de Economía y Finanzas Internacionales.
• Gómez-Puig, Marta & Sosvilla-Rivero, Simón & Ramos-Herrera, María del Carmen, 2014. "An update on EMU sovereign yield spread drivers in times of crisis: A panel data analysis," The North American Journal of Economics and Finance, Elsevier, vol. 30(C), pages 133-153.
  • Marta Gómez-Puig & Simón Sosvilla-Rivero & María del Carmen Ramos-Herrera, 2014. "An update on EMU sovereign yield spread drivers in times of crisis: A panel data analysis," Working Papers 14-07, Asociación Española de Economía y Finanzas Internacionales.
  • Marta Gómez-Puig & Simón Sosvilla-Rivero & María del Carmen Ramos-Herrera, 2014. "“An Update on EMU Sovereign Yield Spread Drivers in Times of Crisis: A Panel Data Analysis”," IREA Working Papers 201407, University of Barcelona, Research Institute of Applied Economics, revised Mar 2014.
  • Marta Gómez-Puig & Simón Sosvilla-Rivero & María del Carmen Ramos-Herrera, 2014. "An update on EMU sovereign yield spread drivers in time of crisis: A panel data analysis," Working Papers 2014-04, Universitat de Barcelona, UB Riskcenter.
• Stephen Cole & Fabio Milani, 2014. "The Misspecification of Expectations in New Keynesian Models: A DSGE-VAR Approach," Working Papers 131407, University of California-Irvine, Department of Economics.
  • Stephen J. Cole & Fabio Milani, 2016. "The Misspecification of Expectations in New Keynesian Models: A DSGE-VAR Approach," CESifo Working Paper Series 6099, CESifo Group Munich.
• Calhoun, Gray, 2014. "Out-Of-Sample Comparisons of Overfit Models," Staff General Research Papers Archive 32462, Iowa State University, Department of Economics.
• Katja Drechsel & S. Giesen & Axel Lindner, 2014. "Outperforming IMF Forecasts by the Use of Leading Indicators," IWH Discussion Papers 4, Halle Institute for Economic Research.
• Guido W. Imbens, 2015. "Matching Methods in Practice: Three Examples," Journal of Human Resources, University of Wisconsin Press, vol. 50(2), pages 373-419.
  • Guido Imbens, 2014. "Matching Methods in Practice: Three Examples," NBER Working Papers 19959, National Bureau of Economic Research, Inc.
  • Imbens, Guido W., 2014. "Matching Methods in Practice: Three Examples," IZA Discussion Papers 8049, Institute for the Study of Labor (IZA).
• Löffler, Max & Peichl, Andreas & Siegloch, Sebastian, 2013. "Validating Structural Labor Supply Models," Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79819, Verein für Socialpolitik / German Economic Association.
  • Loeffler, Max & Peichl, Andreas & Siegloch, Sebastian, 2018. "The Sensitivity of Structural Labor Supply Estimations to Modeling Assumptions," IZA Discussion Papers 11425, Institute for the Study of Labor (IZA).
  • Loeffler, Max & Peichl, Andreas & Siegloch, Sebastian, 2014. "Structural Labor Supply Models and Wage Exogeneity," IZA Discussion Papers 8281, Institute for the Study of Labor (IZA).
  • Max Löffler & Andreas Peichl & Sebastian Siegloch, 2014. "Structural Labor Supply Models and Wage Exogeneity," SOEPpapers on Multidisciplinary Panel Data Research 675, DIW Berlin, The German Socio-Economic Panel (SOEP).
  • Max Löffler & Andreas Peichl & Sebastian Siegloch, 2018. "The Sensitivity of Structural Labor Supply Estimations to Modeling Assumptions," ifo Working Paper Series 259, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
  • Löffler, Max & Peichl, Andreas & Siegloch, Sebastian, 2014. "Structural labor supply models and wage exogeneity," ZEW Discussion Papers 14-040, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
• Cabrales, Antonio & Dolado, Juan J. & Mora, Ricardo, 2014. "Dual Labour Markets and (Lack of) On-The-Job Training: PIAAC Evidence from Spain and Other EU Countries," CEPR Discussion Papers 10246, C.E.P.R. Discussion Papers.
  • Cabrales, Antonio & Dolado, Juan J. & Mora, Ricardo, 2014. "Dual Labour Markets and (Lack of) On-the-Job Training: PIAAC Evidence from Spain and Other EU Countries," IZA Discussion Papers 8649, Institute for the Study of Labor (IZA).
  • Antonio Cabrales & Juan J. Dolado & Ricardo Mora, 2014. "Dual Labour Markets And (Lack Of) On-Thejob Training: Piaac Evidence From Spain And Other Eu Countries," Studies on the Spanish Economy eee2014-14, FEDEA.
• Liana Jacobi & Helga Wagner & Sylvia Frühwirth-Schnatter, 2014. "Bayesian Treatment Effects Models with Variable Selection for Panel Outcomes with an Application to Earnings Effects of Maternity Leave," NRN working papers 2014-12, The Austrian Center for Labor Economics and the Analysis of the Welfare State, Johannes Kepler University Linz, Austria.
• Federica Alberti & Anna Conte & Kei Tsutsui, 2014. "Accuracy of proposers' beliefs in an allocation-type game," Jena Economic Research Papers 2014-002, Friedrich-Schiller-University Jena.
• Eduardo Loría & Emmanuel Salas, 2014. "A Nonlinear Relationship: Unemployment and Economic Growth (Construction Sector) in Spain, 1995.1–2012.2," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 20(4), pages 439-453, November.
• Mark Andor & Frederik Hesse, 2014. "The StoNED age: the departure into a new era of efficiency analysis? A monte carlo comparison of StoNED and the “oldies” (SFA and DEA)," Journal of Productivity Analysis, Springer, vol. 41(1), pages 85-109, February.
• Aljar Meesters, 2014. "A note on the assumed distributions in stochastic frontier models," Journal of Productivity Analysis, Springer, vol. 42(2), pages 171-173, October.
• Marc Scholten & Daniel Read, 2014. "Prospect theory and the “forgotten” fourfold pattern of risk preferences," Journal of Risk and Uncertainty, Springer, vol. 48(1), pages 67-83, February.
• Richard Sweeney, 2014. "Equivalent valuations in cash flow and accounting models," Review of Quantitative Finance and Accounting, Springer, vol. 42(1), pages 29-49, January.
• Massimo Costabile & Arturo Leccadito & Ivar Massabó & Emilio Russo, 2014. "A reduced lattice model for option pricing under regime-switching," Review of Quantitative Finance and Accounting, Springer, vol. 42(4), pages 667-690, May.
• Anna Conte & Peter Moffatt, 2014. "The econometric modelling of social preferences," Theory and Decision, Springer, vol. 76(1), pages 119-145, January.
  • Anna Conte & Peter G. Moffatt, 2010. "The econometric modeling of social Preferences," Jena Economic Research Papers 2010-042, Friedrich-Schiller-University Jena.
• Mirela Niculae & Mihaela Simionescu, 2014. "A Panel Data Analysis for Financial Stability Indicators," Knowledge Horizons - Economics, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, vol. 6(4), pages 46-50, December.
• Jing Zeng, 2014. "Forecasting Aggregates with Disaggregate Variables: Does Boosting Help to Select the Most Relevant Predictors?," Working Paper Series of the Department of Economics, University of Konstanz 2014-20, Department of Economics, University of Konstanz.
• Michael Graff & Massimo Mannino & Michael Siegenthaler, 2014. "The Swiss "Job Miracle"," KOF Working papers 14-368, KOF Swiss Economic Institute, ETH Zurich.
• Nyitrai, Tamás, 2014. "Növelhető-e a csőd-előrejelző modellek előre jelző képessége az új klasszifikációs módszerek nélkül?
  [Can the predictive capacity of bankruptcy forecasting models be increased without new classific," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(5), pages 566-585.
• Lukasz Gatarek & Søren Johansen, 2014. "Optimal hedging with the cointegrated vector autoregressive model," Discussion Papers 14-22, University of Copenhagen. Department of Economics.
  • Søren Johansen & Bent Nielsen, 2014. "Optimal hedging with the cointegrated vector autoregressive model," Discussion Papers 14-23, University of Copenhagen. Department of Economics.
  • Søren Johansen & Lukasz Gatarek, 2014. "Optimal hedging with the cointegrated vector autoregressive model," CREATES Research Papers 2014-40, Department of Economics and Business Economics, Aarhus University.
• Naoya Sueishi & Arihiro Yoshimura, 2017. "Focused Information Criterion for Series Estimation in Partially Linear Models," The Japanese Economic Review, Japanese Economic Association, vol. 68(3), pages 352-363, September.
  • Naoya Sueishi & Arihiro Yoshimura, 2014. "Focused Information Criterion for Series Estimation in Partially Linear Models," Discussion papers e-14-001, Graduate School of Economics Project Center, Kyoto University.
• Bloechl, Andreas, 2014. "Reducing the Excess Variability of the Hodrick-Prescott Filter by Flexible Penalization," Discussion Papers in Economics 17940, University of Munich, Department of Economics.
• Blöchl, Andreas, 2014. "Trend Estimation with Penalized Splines as Mixed Models for Series with Structural Breaks," Discussion Papers in Economics 18446, University of Munich, Department of Economics.
• Bloechl, Andreas, 2014. "Penalized Splines, Mixed Models and the Wiener-Kolmogorov Filter," Discussion Papers in Economics 21406, University of Munich, Department of Economics.
• Yong-Ching Chiou & Yao-Chih Hsieh & Wenyi Lin, 2014. "Determinants of effective tax rates for firms listed on Chinese stock market: Panel models with two-sided censors," Journal of Economic and Financial Studies (JEFS), LAR Center Press, vol. 2(5), pages 1-5, October.
• Karim L. Anaya & Michael G. Pollitt, 2014. "Does Weather Have an Impact on Electricity Distribution Efficiency? Evidence from South America," Cambridge Working Papers in Economics 1424, Faculty of Economics, University of Cambridge.
• Velibor Milošević, 2014. "Use and Limitations of the Reserve Requirement Policy in Montenegro," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 3(2), pages 5-20.
• Snežana Radukić & Milica Radović, 2014. "Long Term Trend Analysis in the Capital Market – The Case of Serbia," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 3(3), pages 5-18.
• Michael McAleer & Christian M. Hafner, 2014. "A One Line Derivation of EGARCH," Econometrics, MDPI, Open Access Journal, vol. 2(2), pages 1-6, June.
  • McAleer, M.J. & Hafner, C.M., 2014. "A One Line Derivation of EGARCH," Econometric Institute Research Papers EI2014-20, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Michael McAleer & Christian M. Hafner, 2014. "A One Line Derivation of EGARCH," Working Papers in Economics 14/16, University of Canterbury, Department of Economics and Finance.
  • Michael McAleer & Christian M. Hafner, 2014. "A One Line Derivation of EGARCH," Documentos de Trabajo del ICAE 2014-15, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Michael McAleer & Christian M. Hafner, 2014. "A One Line Derivation of EGARCH," Tinbergen Institute Discussion Papers 14-069/III, Tinbergen Institute.
• Christian M. Hafner & Michael McAleer, 2014. "A One Line Derivation of DCC: Application of a Vector Random Coefficient Moving Average Process," Tinbergen Institute Discussion Papers 14-087/III, Tinbergen Institute.
  • Christian M. Hafner & Michael McAleer, 2014. "A One Line Derivation of DCC: Application of a Vector Random Coefficient Moving Average Process," Working Papers in Economics 14/19, University of Canterbury, Department of Economics and Finance.
  • Christian M. Hafner & Michael McAleer, 2014. "A One Line Derivation of DCC: Application of a Vector Random Coefficient Moving Average Process," Documentos de Trabajo del ICAE 2014-29, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
• Martinet, G.G. & McAleer, M.J., 2014. "On the Invertibility of EGARCH," Econometric Institute Research Papers EI2014-22, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Guillaume Gaetan Martinet & Michael McAleer, 2014. "On the Invertibility of EGARCH," Working Papers in Economics 14/21, University of Canterbury, Department of Economics and Finance.
  • Guillaume Gaetan Martinet & Michael McAleer, 2014. "On the Invertibility of EGARCH," Tinbergen Institute Discussion Papers 14-096/III, Tinbergen Institute.
  • Guillaume Gaetan Martinet & Michael McAleer, 2014. "On the Invertibility of EGARCH," Documentos de Trabajo del ICAE 2014-28, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
• Michael McAleer, 2014. "Asymmetry and Leverage in Conditional Volatility Models," Econometrics, MDPI, Open Access Journal, vol. 2(3), pages 1-6, September.
  • Michael McAleer, 2014. "Asymmetry and Leverage in Conditional Volatility Models," Tinbergen Institute Discussion Papers 14-125/III, Tinbergen Institute.
  • Michael McAleer, 2014. "Asymmetry and Leverage in Conditional Volatility Models," Working Papers in Economics 14/24, University of Canterbury, Department of Economics and Finance.
• Clifford Lam & Pedro Souza, 2014. "Regularization for Spatial Panel Time Series Using the Adaptive LASSO," STICERD - Econometrics Paper Series 578, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
• Berg, Tim O. & Henzel, Steffen R., 2015. "Point and density forecasts for the euro area using Bayesian VARs," International Journal of Forecasting, Elsevier, vol. 31(4), pages 1067-1095.
  • Tim Oliver Berg & Steffen Henzel, 2013. "Point and Density Forecasts for the Euro Area Using Many Predictors: Are Large BVARs Really Superior?," ifo Working Paper Series 155, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
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• Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2016. "The great mortgaging: housing finance, crises and business cycles," Economic Policy, CEPR;CES;MSH, vol. 31(85), pages 107-152.
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• Igor L. Kheifets, 2015. "Specification tests for nonlinear dynamic models," Econometrics Journal, Royal Economic Society, vol. 18(1), pages 67-94, February.
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• Javier Eliecer Pirateque Niño, 2014. "Uso de la Metodología Wavelets para la Validación de la Regla de la Raíz del Tiempo y su Aplicación al Riesgo de Mercado," BORRADORES DE ECONOMIA 011137, BANCO DE LA REPÚBLICA.
• Ignacio Lozano & Alexander Guarin, 2014. "Banking fragility in Colombia: An empirical analysis based on balance sheets," Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 32(75), pages 48-63, December.
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• Ignacio Lozano & Alexander Guarin, 2014. "Banking fragility in Colombia: An empirical analysis based on balance sheets," Revista Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 32(75), pages 48-63, December.
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• Jhon Alexander Méndez Sayago, 2014. "Plusvalía, salario real y eficiencia del trabajo en el sector manufacturero en Colombia," REVISTA APUNTES DEL CENES, UNIVERSIDAD PEDAGOGICA Y TECNOLOGICA DE COLOMBIA, June.
• Juan Carlos Rodríguez Marín & Jhon Alexis Díaz Contreras, 2014. "Evaluación de impacto del sistema de transporte Metrolínea: revisión de metodologías," REVISTA EQUIDAD Y DESARROLLO, UNIVERSIDAD DE LA SALLE, September.
• Yukai Yang, 2014. "Testing Constancy of the Error Covariance Matrix in Vector Models against Parametric Alternatives using a Spectral Decomposition," CREATES Research Papers 2014-11, Department of Economics and Business Economics, Aarhus University.
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• Braione, Manuela & Scholtes, Nicolas K., 2014. "Construction of value-at-risk forecasts under different distributional assumptions within a BEKK framework," CORE Discussion Papers 2014059, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• Timo Teräsvirta & Yukai Yang, 2014. "Linearity and Misspecification Tests for Vector Smooth Transition Regression Models," CREATES Research Papers 2014-04, Department of Economics and Business Economics, Aarhus University.
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• Timo Teräsvirta & Yukai Yang, 2014. "Specification, Estimation and Evaluation of Vector Smooth Transition Autoregressive Models with Applications," CREATES Research Papers 2014-08, Department of Economics and Business Economics, Aarhus University.
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• Joris de Wind & Luca Gambetti, 2014. "Reduced-rank time-varying vector autoregressions," CPB Discussion Paper 270, CPB Netherlands Bureau for Economic Policy Analysis.
• Joris de Wind, 2014. "Time variation in the dynamic effects of unanticipated changes in tax policy," CPB Discussion Paper 271, CPB Netherlands Bureau for Economic Policy Analysis.
• Henk-Wim de Boer & Egbert Jongen & Jan Kabatek, 2014. "The effectiveness of fiscal stimuli for working parents," CPB Discussion Paper 286, CPB Netherlands Bureau for Economic Policy Analysis.
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• Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2016. "The great mortgaging: housing finance, crises and business cycles," Economic Policy, CEPR;CES;MSH, vol. 31(85), pages 107-152.
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• Inoue, Atsushi & Jin, Lu & Rossi, Barbara, 2014. "Window Selection for Out-of-Sample Forecasting with Time-Varying Parameters," CEPR Discussion Papers 10168, C.E.P.R. Discussion Papers.
• Giacomini, Raffaella, 2014. "Economic theory and forecasting: lessons from the literature," CEPR Discussion Papers 10201, C.E.P.R. Discussion Papers.
• Cabrales, Antonio & Dolado, Juan J. & Mora, Ricardo, 2014. "Dual Labour Markets and (Lack of) On-the-Job Training: PIAAC Evidence from Spain and Other EU Countries," IZA Discussion Papers 8649, Institute for the Study of Labor (IZA).
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• Inoue, Atsushi & Kilian, Lutz, 2016. "Joint confidence sets for structural impulse responses," Journal of Econometrics, Elsevier, vol. 192(2), pages 421-432.
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• Mutschler, Willi, 2015. "Identification of DSGE models—The effect of higher-order approximation and pruning," Journal of Economic Dynamics and Control, Elsevier, vol. 56(C), pages 34-54.
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• Igor L. Kheifets, 2015. "Specification tests for nonlinear dynamic models," Econometrics Journal, Royal Economic Society, vol. 18(1), pages 67-94, February.
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• Alfredo M. Pereira & Jorge M. Andraz, 2014. "On the Long-Term Macroeconomic Effects of Social Security Spending: Evidence for 12 EU Countries," CEFAGE-UE Working Papers 2014_08, University of Evora, CEFAGE-UE (Portugal).
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• Dreger, Christian & Wolters, Jürgen, 2014. "Money demand and the role of monetary indicators in forecasting euro area inflation," International Journal of Forecasting, Elsevier, vol. 30(2), pages 303-312.
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• Rossi, Barbara & Sekhposyan, Tatevik, 2014. "Evaluating predictive densities of US output growth and inflation in a large macroeconomic data set," International Journal of Forecasting, Elsevier, vol. 30(3), pages 662-682.
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• Wojtowicz, Marcin, 2014. "CDOs and the financial crisis: Credit ratings and fair premia," Journal of Banking & Finance, Elsevier, vol. 39(C), pages 1-13.
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• Cevat Bilgin, 2014. "Determinants of tax morale in Spain and Turkey: an empirical analysis," European Journal of Government and Economics, Europa Grande, vol. 3(1), pages 60-74, June.
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• Mendoza, Alfonso. & Galvanovskis, Evalds., 2014. "La cópula GED bivariada. Una aplicación en entornos de crisis," El Trimestre Económico, Fondo de Cultura Económica, vol. 0(323), pages .721-746, julio-sep.
• SeEun Jung, 2017. "The gender wage gap and sample selection via risk attitudes," International Journal of Manpower, Emerald Group Publishing, vol. 38(2), pages 318-335, May.
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• Soumyananda Dinda, 2014. "China integrates Asia with the world: an empirical study," Journal of Chinese Economic and Foreign Trade Studies, Emerald Group Publishing, vol. 7(2), pages 70-89, May.
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• Michael McAleer & Christian M. Hafner, 2014. "A One Line Derivation of EGARCH," Econometrics, MDPI, Open Access Journal, vol. 2(2), pages 1-6, June.
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• Guillaume Gaetan Martinet & Michael McAleer, 2014. "On the Invertibility of EGARCH," Documentos de Trabajo del ICAE 2014-28, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
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• Saka, Orkun & Fuertes, Ana-Maria & Kalotychou, Elena, 2015. "ECB policy and Eurozone fragility: Was De Grauwe right?," Journal of International Money and Finance, Elsevier, vol. 54(C), pages 168-185.
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• Mei-Yu LEE, 2014. "The Effect of Nonzero Autocorrelation Coefficients on the Distributions of Durbin-Watson Test Estimator: Three Autoregressive Models," Expert Journal of Economics, Sprint Investify, vol. 2(3), pages 85-99.
• Anna CZAPKIEWICZ & Pawel MAJDOSZ, 2014. "Grouping Stock Markets with Time-Varying Copula-GARCH Model," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 64(2), pages 144-159, March.
• Petra Andrlíková, 2014. "Bayesian default probability models," Working Papers IES 2014/14, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Apr 2014.
• Daniel Bencik, 2014. "Range-based Volatility Estimation and Forecasting," Working Papers IES 2014/34, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Dec 2014.
• Federico Podestà, 2014. "The Impact of the 'Free Choice' Work/Family Reforms of France and Belgium. A Synthetic Control Analysis," FBK-IRVAPP Working Papers 2014-06, Research Institute for the Evaluation of Public Policies (IRVAPP), Bruno Kessler Foundation.
• Claudio Daminato & Nadir Zanini, 2014. "Funzioni di domanda ed implicazioni di policy: un’applicazione al caso del Reddito di Garanzia," FBK-IRVAPP Working Papers 2014-09, Research Institute for the Evaluation of Public Policies (IRVAPP), Bruno Kessler Foundation.
• Cabrales, Antonio & Dolado, Juan J. & Mora, Ricardo, 2014. "Dual Labour Markets and (Lack of) On-the-Job Training: PIAAC Evidence from Spain and Other EU Countries," IZA Discussion Papers 8649, Institute for the Study of Labor (IZA).
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• Clark, Todd E. & McCracken, Michael W., 2014. "Evaluating Conditional Forecasts from Vector Autoregressions," Working Papers 2014-25, Federal Reserve Bank of St. Louis.
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• Bognanni, Mark & Herbst, Edward, 2014. "Estimating (Markov-Switching) VAR Models without Gibbs Sampling: A Sequential Monte Carlo Approach," Working Paper 1427, Federal Reserve Bank of Cleveland.
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• Christensen, Jens H.E. & Lopez, Jose A. & Rudebusch, Glenn D., 2014. "Can Spanned Term Structure Factors Drive Stochastic Yield Volatility?," Working Paper Series 2014-3, Federal Reserve Bank of San Francisco.
• Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2016. "The great mortgaging: housing finance, crises and business cycles," Economic Policy, CEPR;CES;MSH, vol. 31(85), pages 107-152.
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• Grover, Sean P. & McCracken, Michael W., 2014. "Factor-based prediction of industry-wide bank stress," Review, Federal Reserve Bank of St. Louis, vol. 96(2), pages 173-194.
• Clark, Todd E. & McCracken, Michael W., 2014. "Evaluating Conditional Forecasts from Vector Autoregressions," Working Paper 1413, Federal Reserve Bank of Cleveland.
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• Liu, Weiling & Moench, Emanuel, 2016. "What predicts US recessions?," International Journal of Forecasting, Elsevier, vol. 32(4), pages 1138-1150.
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• Schöni, Olivier & Seger, Lukas, 2014. "Comparing Mobile Communication Service Prices Among Providers: A Hedonic Approach," FSES Working Papers 448, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland.
• Korobilis, Dimitris, 2014. "Data-based priors for vector autoregressions with drifting coefficients," SIRE Discussion Papers 2014-022, Scottish Institute for Research in Economics (SIRE).
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• Koop, Gary & Korobilis, Dimitris, 2016. "Model uncertainty in Panel Vector Autoregressive models," European Economic Review, Elsevier, vol. 81(C), pages 115-131.
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• Chen, Xiaoshan & Kirsanova, Tatiana & Leith, Campbell, 2014. "An Empirical Assessment of Optimal Monetary Policy Delegation in the Euro Area," SIRE Discussion Papers 2015-04, Scottish Institute for Research in Economics (SIRE).
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• Duncan, Alfred & Nolan, Charles, 2014. "Disputes, Debt and Equity," SIRE Discussion Papers 2015-29, Scottish Institute for Research in Economics (SIRE).
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• Chatelain, Jean-Bernard & Ralf, Kirsten, 2014. "Spurious regressions and near-multicollinearity, with an application to aid, policies and growth," EconStor Open Access Articles, ZBW - German National Library of Economics, pages 85-96.
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• Margherita Comola & Marcel Fafchamps, 2014. "Testing Unilateral and Bilateral Link Formation," Economic Journal, Royal Economic Society, vol. 124(579), pages 954-976, September.
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• SeEun Jung, 2017. "The gender wage gap and sample selection via risk attitudes," International Journal of Manpower, Emerald Group Publishing, vol. 38(2), pages 318-335, May.
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• Adama BAH, 2013. "Finding the Best Indicators to Identify the Poor," Working Papers 201324, CERDI.
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• Bargain, Olivier & Doorley, Karina, 2013. "Putting Structure on the RD Design: Social Transfers and Youth Inactivity in France," IZA Discussion Papers 7508, Institute for the Study of Labor (IZA).
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• Evers, Corinna & Rohde, Johannes, 2014. "Model Risk in Backtesting Risk Measures," Hannover Economic Papers (HEP) dp-529, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
• Leschinski, Christian & Sibbertsen, Philipp, 2014. "Model Order Selection in Seasonal/Cyclical Long Memory Models," Hannover Economic Papers (HEP) dp-535, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
• F. Bacchini & M. E. Bontempi & R. Golinelli & C. Jona Lasinio, 2014. "ICT and Non-ICT investments: short and long run macro dynamics," Working Papers wp956, Dipartimento Scienze Economiche, Universita' di Bologna.
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• D.S. Poskitt & Gael M. Martin & Simone D. Grose, 2012. "Bias Reduction of Long Memory Parameter Estimators via the Pre-filtered Sieve Bootstrap," Monash Econometrics and Business Statistics Working Papers 8/12, Monash University, Department of Econometrics and Business Statistics.
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• K. Nadarajah & Gael M. Martin & D.S. Poskitt, 2014. "Issues in the Estimation of Mis-Specified Models of Fractionally Integrated Processes," Monash Econometrics and Business Statistics Working Papers 18/14, Monash University, Department of Econometrics and Business Statistics.
• Neil Kellard & Denise Osborn & Jerry Coakley & Simone D. Grose & Gael M. Martin & Donald S. Poskitt, 2015. "Bias Correction of Persistence Measures in Fractionally Integrated Models," Journal of Time Series Analysis, Wiley Blackwell, vol. 36(5), pages 721-740, September.
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• Julia Polak & Maxwell L. King & Xibin Zhang, 2014. "A Model Validation Procedure," Monash Econometrics and Business Statistics Working Papers 21/14, Monash University, Department of Econometrics and Business Statistics.
• Jiti Gao & Han Hong, 2014. "A Computational Implementation of GMM," Monash Econometrics and Business Statistics Working Papers 24/14, Monash University, Department of Econometrics and Business Statistics.
• M. Atikur Rahman Khan & D.S. Poskitt, 2014. "On The Theory and Practice of Singular Spectrum Analysis Forecasting," Monash Econometrics and Business Statistics Working Papers 3/14, Monash University, Department of Econometrics and Business Statistics.
• Firmin Doko Tchatoka & Jean‐Marie Dufour, 2014. "Identification‐robust inference for endogeneity parameters in linear structural models," Econometrics Journal, Royal Economic Society, vol. 17(1), pages 165-187, February.
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• Anastasiadis, Simon & Kerr, Suzi & Zhang, Wei & Allan, Corey & Power, William, 2014. "Land Use in Rural New Zealand: Spatial Land-use, Land-use Change, and Model Validation," 2013 Conference, August 28-30, 2013, Christchurch, New Zealand 189507, New Zealand Agricultural and Resource Economics Society.
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• Jan Kiviet & Milan Pleus & Rutger Poldermans, 2017. "Accuracy and Efficiency of Various GMM Inference Techniques in Dynamic Micro Panel Data Models," Econometrics, MDPI, Open Access Journal, vol. 5(1), pages 1-54, March.
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• Xu Cheng & Zhipeng Liao & Frank Schorfheide, 2016. "Shrinkage Estimation of High-Dimensional Factor Models with Structural Instabilities," Review of Economic Studies, Oxford University Press, vol. 83(4), pages 1511-1543.
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• Marco Del Negro & Marc P. Giannoni & Frank Schorfheide, 2015. "Inflation in the Great Recession and New Keynesian Models," American Economic Journal: Macroeconomics, American Economic Association, vol. 7(1), pages 168-196, January.
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• Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2016. "The great mortgaging: housing finance, crises and business cycles," Economic Policy, CEPR;CES;MSH, vol. 31(85), pages 107-152.
  • Jorda, Oscar & Schularick, Moritz & Taylor, Alan M., 2014. "The Great Mortgaging: Housing Finance, Crises, and Business Cycles," Working Paper Series 2014-23, Federal Reserve Bank of San Francisco.
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• Isaiah Andrews & Matthew Gentzkow & Jesse M. Shapiro, 2017. "Measuring the Sensitivity of Parameter Estimates to Estimation Moments," The Quarterly Journal of Economics, Oxford University Press, vol. 132(4), pages 1553-1592.
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• Søren Johansen & Bent Nielsen, 2014. "Outlier detection algorithms for least squares time series regression," CREATES Research Papers 2014-39, Department of Economics and Business Economics, Aarhus University.
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• Paulo Chahuara & Jorge Trelles, 2014. "Impactos Heterogéneos del Acceso a Internet sobre el Bienestar: Evidencia a partir de Microdatos en el Perú," Documentos de Trabajo 24, OSIPTEL.
• Valter Di Giacinto & Matteo Gomellini & Giacinto Micucci & Marcello Pagnini, 2014. "Mapping local productivity advantages in Italy: industrial districts, cities or both?," Journal of Economic Geography, Oxford University Press, vol. 14(2), pages 365-394.
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• Nikolay Gospodinov & Raymond Kan & Cesare Robotti, 2014. "Misspecification-Robust Inference in Linear Asset-Pricing Models with Irrelevant Risk Factors," Review of Financial Studies, Society for Financial Studies, vol. 27(7), pages 2139-2170.
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• Theodoridis, Konstantinos & Zanetti, Francesco, 2014. "News and labour market dynamics in the data and in matching models," Bank of England working papers 488, Bank of England.
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• Villalba Padilla, Fátima Irina & Flores-Ortega, Miguel, 2014. "Análisis de la volatilidad del índice principal del mercado bursátil mexicano, del índice de riesgo país y de la mezcla mexicana de exportación mediante un modelo GARCH trivariado asimétrico || Volati," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, vol. 17(1), pages 3-22, June.
• Dean Fantazzini & Mario Maggi, 2014. "Proposed Coal Power Plants and Coal-To-Liquids Plants: Which Ones Survive and Why?," DEM Working Papers Series 082, University of Pavia, Department of Economics and Management.
• Aneta Kosztowniak, 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," Oeconomia Copernicana, Institute of Economic Research, vol. 5(4), pages 169-190, December.
• Korobilis, Dimitris, 2014. "Data-based priors for vector autoregressions with drifting coefficients," SIRE Discussion Papers 2014-022, Scottish Institute for Research in Economics (SIRE).
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• Ke Zhu & Wai Keung Li & Philip L. H. Yu, 2017. "Buffered Autoregressive Models With Conditional Heteroscedasticity: An Application to Exchange Rates," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 35(4), pages 528-542, October.
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• Chu‐An Liu & Biing‐Shen Kuo, 2016. "Model averaging in predictive regressions," Econometrics Journal, Royal Economic Society, vol. 19(2), pages 203-231, June.
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• Tsyplakov, Alexander, 2014. "Theoretical guidelines for a partially informed forecast examiner," MPRA Paper 55017, University Library of Munich, Germany.
• Nonejad, Nima, 2014. "Particle Gibbs with Ancestor Sampling Methods for Unobserved Component Time Series Models with Heavy Tails, Serial Dependence and Structural Breaks," MPRA Paper 55664, University Library of Munich, Germany.
• Khani Hoolari, Seyed Morteza & Abounoori, Abbas Ali & Mohammadi, Teymour, 2014. "The Effect of Governance and Political Instability Determinants on Inflation in Iran," MPRA Paper 55827, University Library of Munich, Germany, revised Mar 2014.
• Mapa, Dennis S. & Paz, Nino Joseph I. & Eustaquio, John D. & Mindanao, Miguel Antonio C., 2014. "Forecasting Time-Varying Correlation using the Dynamic Conditional Correlation (DCC) Model," MPRA Paper 55861, University Library of Munich, Germany.
• Albis, Manuel Leonard F. & Mapa, Dennis S., 2014. "Bayesian Averaging of Classical Estimates in Asymmetric Vector Autoregressive (AVAR) Models," MPRA Paper 55902, University Library of Munich, Germany.
• Yan, Jin & Yoo, Hong Il, 2014. "The seeming unreliability of rank-ordered data as a consequence of model misspecification," MPRA Paper 56285, University Library of Munich, Germany.
• Sinha, Pankaj & Agnihotri, Shalini, 2014. "Sensitivity of Value at Risk estimation to NonNormality of returns and Market capitalization," MPRA Paper 56307, University Library of Munich, Germany, revised 26 May 2014.
• Karapanagiotidis, Paul, 2014. "Dynamic modeling of commodity futures prices," MPRA Paper 56805, University Library of Munich, Germany.
• Cevat Bilgin, 2014. "Determinants of tax morale in Spain and Turkey: an empirical analysis," European Journal of Government and Economics, Europa Grande, vol. 3(1), pages 60-74, June.
  • Bilgin, Cevat, 2014. "Determinants of Tax Morale in Spain and Turkey: An Empirical Analysis," MPRA Paper 57204, University Library of Munich, Germany.
• Callado Muñoz, Francisco Jose & González Chapela, Jorge & Utrero González, Natalia, 2014. "Analysis of deviance in household financial portfolio choice: evidence from Spain," MPRA Paper 57497, University Library of Munich, Germany.
• Paolo Zagaglia, 2014. "International portfolio allocation with European fixed-income funds: What scope for Italian funds?," Working Paper series 18_14, Rimini Centre for Economic Analysis.
  • Zagaglia, Paolo, 2014. "International portfolio allocation with European fixed-income funds: What scope for Italian funds?," MPRA Paper 57878, University Library of Munich, Germany.
• Dragomirescu-Gaina, Catalin & Elia, Leandro & Weber, Anke, 2015. "A fast-forward look at tertiary education attainment in Europe 2020," Journal of Policy Modeling, Elsevier, vol. 37(5), pages 804-819.
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• Koop, Gary & Korobilis, Dimitris, 2016. "Model uncertainty in Panel Vector Autoregressive models," European Economic Review, Elsevier, vol. 81(C), pages 115-131.
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  • Koop, Gary & Korobilis, Dimitris, 2014. "Model Uncertainty in Panel Vector Autoregressive Models," MPRA Paper 58131, University Library of Munich, Germany.
  • Koop, Gary & Korobilis, Dimitris, 2014. "Model Uncertainty in Panel Vector Autoregressive Models," SIRE Discussion Papers 2014-011, Scottish Institute for Research in Economics (SIRE).
  • Gary Koop & Dimitris Korobilis, 2015. "Model Uncertainty in Panel Vector Autoregressive Models," Working Paper series 15-35, Rimini Centre for Economic Analysis.
  • Gary Koop & Dimitris Korobilis, 2014. "Model Uncertainty in Panel Vector Autoregressive Models," Working Paper series 39_14, Rimini Centre for Economic Analysis.
  • Gary Koop & Dimitris Korobilis, 2014. "Model uncertainty in panel vector autoregressive models," Working Papers 2014_10, Business School - Economics, University of Glasgow.
• Ruja, Catalin, 2014. "Macro Stress-Testing Credit Risk in Romanian Banking System," MPRA Paper 58244, University Library of Munich, Germany.
• Rehman, Atiq-ur- & Malik, Muhammad Irfan, 2014. "The Modi ed R a Robust Measure of Association for Time Series," MPRA Paper 60025, University Library of Munich, Germany.
• Klein, Torsten L., 2014. "Communicating quantitative information: tables vs graphs," MPRA Paper 60514, University Library of Munich, Germany.
• Klein, Torsten L., 2014. "The small multiple in econometrics – a redesign," MPRA Paper 60521, University Library of Munich, Germany.
• Alexiou, Constantinos & Tsaliki, Persefoni & Tsoulfidis, Lefteris, 2014. "Classical Theory of Investment. Panel Cointegration Evidence from Thirteen EU Countries," MPRA Paper 60598, University Library of Munich, Germany.
• Bachoc, Francois & Leeb, Hannes & Pötscher, Benedikt M., 2014. "Valid confidence intervals for post-model-selection predictors," MPRA Paper 60643, University Library of Munich, Germany.
• LONZO LUBU, Gastonfils, 2014. "Taille Optimale De L’Etat En Rd Congo
  [Optimal Size Of Government In The Democratic Republic Of Congo]," MPRA Paper 60715, University Library of Munich, Germany.
• Barrera, Carlos, 2014. "La relación entre los ciclos discretos en la inflación y el crecimiento: Perú 1993 - 2012," Working Papers 2014-024, Banco Central de Reserva del Perú.
  • Barrera-Chaupis, Carlos, 2014. "La relación entre los ciclos discretos en la inflación y el crecimiento: Perú 1993-2012
    [The relationship between inflation's and growth's discrete cycles: Peru 1993-2012]," MPRA Paper 60959, University Library of Munich, Germany.
• Moahmed Hassan, Hisham & Mahgoub Mohamed, Tariq, 2014. "Rainfall Drought Simulating Using Stochastic SARIMA Models for Gadaref Region, Sudan," MPRA Paper 61153, University Library of Munich, Germany.
• Ezzat, Hassan & Kirkulak, Berna, 2014. "Information Arrival and Volatility: Evidence from the Saudi Arabia Stock Exchange (Tadawul)," MPRA Paper 61160, University Library of Munich, Germany.
• O'Hare, Colin & Li, Youwei, 2014. "Identifying structural breaks in stochastic mortality models," MPRA Paper 62994, University Library of Munich, Germany.
• Tóth, Peter, 2014. "Malý dynamický faktorový model na krátkodobé prognózovanie slovenského HDP
  [A Small Dynamic Factor Model for the Short-Term Forecasting of Slovak GDP]," MPRA Paper 63713, University Library of Munich, Germany.
  • Tóth, Peter, 2017. "Nowcasting Slovak GDP by a Small Dynamic Factor Model," MPRA Paper 77245, University Library of Munich, Germany.
• Kundu, Nobinkhor & Mollah, Muhammad Musharuf Hossain, 2014. "Empirical Approaches to the Post-Keynesian Theory of Demand for Money: An Error Correction Model of Bangladesh," MPRA Paper 65727, University Library of Munich, Germany, revised 14 Oct 2014.
• Dirk Ulbricht & Konstantin A. Kholodilin & Tobias Thomas, 2017. "Do Media Data Help to Predict German Industrial Production?," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 36(5), pages 483-496, August.
  • Konstantin A. Kholodilin & Tobias Thomas & Dirk Ulbricht, 2014. "Do Media Data Help to Predict German Industrial Production?," Discussion Papers of DIW Berlin 1393, DIW Berlin, German Institute for Economic Research.
  • Kholodilin, Konstantin A. & Thomas, Tobias & Ulbricht, Dirk, 2014. "Do media data help to predict German industrial production?," DICE Discussion Papers 149, University of Düsseldorf, Düsseldorf Institute for Competition Economics (DICE).
• Recchioni, Maria Cristina & Tedeschi, Gabriele & Berardi, Simone, 2014. "Bank's strategies during the financial crisis," FinMaP-Working Papers 25, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
• Krasnosselski, Nikolai & Cremers, Heinz & Sanddorf, Walter, 2014. "Messung des Marktrisikos mit generalisierter autoregressiver bedingter heteroskedastischer Modellierung der Volatilität: Ein Vergleich univariater und multivariater Konzepte," Frankfurt School - Working Paper Series 208, Frankfurt School of Finance and Management.
• Offermanns, Christian J., 2014. "On the degree of homogeneity in dynamic heterogeneous panel data models," Discussion Papers 2014/25, Free University Berlin, School of Business & Economics.
• Golosnoy, Vasyl & Rossen, Anja, 2014. "Modeling dynamics of metal price series via state space approach with two common factors," HWWI Research Papers 156, Hamburg Institute of International Economics (HWWI).
• Juselius, Katarina, 2014. "Testing for near I(2) trends when the signal-to-noise ratio is small," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy (IfW), vol. 8, pages 1-30.
  • Katarina Juselius, 2013. "Testing for Near I (2) Trends When the Signal to Noise Ratio is Small," Discussion Papers 14-01, University of Copenhagen. Department of Economics.
  • Juselius, Katarina, 2014. "Testing for near I(2) trends when the signal to noise ratio is small," Economics Discussion Papers 2014-8, Kiel Institute for the World Economy (IfW).
• Juselius, Katarina, 2014. "Testing for near I(2) trends when the signal-to-noise ratio is small," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy (IfW), vol. 8, pages 1-30.
  • Katarina Juselius, 2013. "Testing for Near I (2) Trends When the Signal to Noise Ratio is Small," Discussion Papers 14-01, University of Copenhagen. Department of Economics.
  • Juselius, Katarina, 2014. "Testing for near I(2) trends when the signal to noise ratio is small," Economics Discussion Papers 2014-8, Kiel Institute for the World Economy (IfW).
• Mora, Jhon James & Muro, Juan, 2014. "Consistent estimation in pseudo panels in the presence of selection bias," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy (IfW), vol. 8, pages 1-25.
  • Mora Rodriguez, Jhon James & Muro, Juan, 2012. "Consistent estimation of pseudo panels in the presence of selection bias," Economics Discussion Papers 2012-26, Kiel Institute for the World Economy (IfW).
• Aßmann, Christian & Boysen-Hogrefe, Jens & Pape, Markus, 2014. "Bayesian analysis of dynamic factor models: An ex-post approach towards the rotation problem," Kiel Working Papers 1902, Kiel Institute for the World Economy (IfW).
• Drechsel, Katja & Giesen, Sebastian & Lindner, Axel, 2014. "Outperforming IMF Forecasts by the Use of Leading Indicators," Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100393, Verein für Socialpolitik / German Economic Association.
  • Drechsel, Katja & Giesen, Sebastian & Lindner, Axel, 2014. "Outperforming IMF Forecasts by the Use of Leading Indicators," IWH Discussion Papers 4/2014, Halle Institute for Economic Research (IWH).
• Zhu, Yanyuan & Feng, Xiao, 2014. "China's national production function since 1997: A reinvestigation," Working Papers in Economics 2014,2, Bundeswehr University Munich, Economic Research Group.
• Wagner, Martin & Wied, Dominik, 2014. "Monitoring Stationarity and Cointegration," Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100386, Verein für Socialpolitik / German Economic Association.
• Drechsel, Katja & Giesen, Sebastian & Lindner, Axel, 2014. "Outperforming IMF Forecasts by the Use of Leading Indicators," IWH Discussion Papers 4/2014, Halle Institute for Economic Research (IWH).
  • Drechsel, Katja & Giesen, Sebastian & Lindner, Axel, 2014. "Outperforming IMF Forecasts by the Use of Leading Indicators," Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100393, Verein für Socialpolitik / German Economic Association.
• Rafael Weißbach, Rafael & Voß, Sebastian, 2014. "A score-test on measurement errors in rating transition times," Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100532, Verein für Socialpolitik / German Economic Association.
• Klaus Wohlrabe & Teresa Buchen, 2014. "Assessing the Macroeconomic Forecasting Performance of Boosting: Evidence for the United States, the Euro Area and Germany," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 33(4), pages 231-242, July.
  • Teresa Buchen & Klaus Wohlrabe, 2013. "Assessing the Macroeconomic Forecasting Performance of Boosting - Evidence for the United States, the Euro Area, and Germany," CESifo Working Paper Series 4148, CESifo Group Munich.
  • Teresa, Buchen & Wohlrabe, Klaus, 2014. "Assessing the Macroeconomic Forecasting Performance of Boosting: Evidence for the United States, the Euro Area, and Germany," Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100626, Verein für Socialpolitik / German Economic Association.
• Löffler, Max & Peichl, Andreas & Siegloch, Sebastian, 2013. "Validating Structural Labor Supply Models," Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79819, Verein für Socialpolitik / German Economic Association.
  • Loeffler, Max & Peichl, Andreas & Siegloch, Sebastian, 2018. "The Sensitivity of Structural Labor Supply Estimations to Modeling Assumptions," IZA Discussion Papers 11425, Institute for the Study of Labor (IZA).
  • Löffler, Max & Peichl, Andreas & Siegloch, Sebastian, 2014. "Structural labor supply models and wage exogeneity," ZEW Discussion Papers 14-040, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
  • Max Löffler & Andreas Peichl & Sebastian Siegloch, 2014. "Structural Labor Supply Models and Wage Exogeneity," SOEPpapers on Multidisciplinary Panel Data Research 675, DIW Berlin, The German Socio-Economic Panel (SOEP).
  • Max Löffler & Andreas Peichl & Sebastian Siegloch, 2018. "The Sensitivity of Structural Labor Supply Estimations to Modeling Assumptions," ifo Working Paper Series 259, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
  • Loeffler, Max & Peichl, Andreas & Siegloch, Sebastian, 2014. "Structural Labor Supply Models and Wage Exogeneity," IZA Discussion Papers 8281, Institute for the Study of Labor (IZA).
• Koesler, Simon, 2014. "Specifying parameters in computable general equilibrium models using optimal fingerprint detection methods," ZEW Discussion Papers 14-092, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
• Paul Catani & Timo Teräsvirta & Meiqun Yin, 2014. "A Lagrange Multiplier Test for Testing the Adequacy of the Constant Conditional Correlation GARCH Model," CREATES Research Papers 2014-03, Department of Economics and Business Economics, Aarhus University.
• Terasvirta, Timo & Yang, Yukai, 2014. "Linearity and misspecification tests for vector smooth transition regression models," CORE Discussion Papers 2014061, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Timo Teräsvirta & Yukai Yang, 2014. "Linearity and Misspecification Tests for Vector Smooth Transition Regression Models," CREATES Research Papers 2014-04, Department of Economics and Business Economics, Aarhus University.
• Terasvirta, Timo & Yang, Yukai, 2014. "Specification, estimation and evaluation of vector smooth transition autoregressive models with applications," CORE Discussion Papers 2014062, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Timo Teräsvirta & Yukai Yang, 2014. "Specification, Estimation and Evaluation of Vector Smooth Transition Autoregressive Models with Applications," CREATES Research Papers 2014-08, Department of Economics and Business Economics, Aarhus University.
• YANG, Yukai, 2014. "Testing constancy of the error covariance matrix in vector models against parametric alternatives using a spectral decomposition," CORE Discussion Papers 2014017, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Yukai Yang, 2014. "Testing Constancy of the Error Covariance Matrix in Vector Models against Parametric Alternatives using a Spectral Decomposition," CREATES Research Papers 2014-11, Department of Economics and Business Economics, Aarhus University.
• Søren Johansen & Bent Nielsen, 2014. "Outlier detection algorithms for least squares time series regression," Economics Papers 2014-W04, Economics Group, Nuffield College, University of Oxford.
  • Søren Johansen & Bent Nielsen, 2014. "Outlier detection algorithms for least squares time series regression," CREATES Research Papers 2014-39, Department of Economics and Business Economics, Aarhus University.
• Paolo Santucci de Magistris & Federico Carlini, 2014. "On the identification of fractionally cointegrated VAR models with the F(d) condition," CREATES Research Papers 2014-43, Department of Economics and Business Economics, Aarhus University.
• Tommaso Proietti, 2016. "On the Selection of Common Factors for Macroeconomic Forecasting," Advances in Econometrics,in: Dynamic Factor Models, volume 35, pages 593-628 Emerald Publishing Ltd.
  • Giovannelli, Alessandro & Proietti, Tommaso, 2014. "On the Selection of Common Factors for Macroeconomic Forecasting," MPRA Paper 60673, University Library of Munich, Germany.
  • Alessandro Giovannelli & Tommaso Proietti, 2014. "On the Selection of Common Factors for Macroeconomic Forecasting," CREATES Research Papers 2014-46, Department of Economics and Business Economics, Aarhus University.
  • Alessandro Giovannelli & Tommaso Proietti, 2015. "On the Selection of Common Factors for Macroeconomic Forecasting," CEIS Research Paper 332, Tor Vergata University, CEIS, revised 12 Mar 2015.
• Andersen, Torben G. & Fusari, Nicola & Todorov, Viktor, 2015. "The risk premia embedded in index options," Journal of Financial Economics, Elsevier, vol. 117(3), pages 558-584.
  • Torben G. Andersen & Nicola Fusari & Viktor Todorov, 1501. "The Risk Premia Embedded in Index Options," CREATES Research Papers 2018-07, Department of Economics and Business Economics, Aarhus University.
  • Torben G. Andersen & Nicola Fusari & Viktor Todorov, 2014. "The Risk Premia Embedded in Index Options," CREATES Research Papers 2014-56, Department of Economics and Business Economics, Aarhus University.
• Varang Wiriyawit, 2014. "Trend Mis-specifications and Estimated Policy Implications in DSGE Models," ANU Working Papers in Economics and Econometrics 2014-615, Australian National University, College of Business and Economics, School of Economics.
• Doko Tchatoka, Firmin Sabro, 2012. "Specification Tests with Weak and Invalid Instruments," MPRA Paper 40185, University Library of Munich, Germany.
  • Firmin Doko Tchatoka, 2014. "Specification Tests with Weak and Invalid Instruments," School of Economics Working Papers 2014-05, University of Adelaide, School of Economics.
  • Doko Tchatoka, Firmin, 2012. "Specification tests with weak and invalid instruments," Working Papers 15063, University of Tasmania, Tasmanian School of Business and Economics, revised 26 Jun 2012.
• Firmin Doko Tchatoka, 2015. "On bootstrap validity for specification tests with weak instruments," Econometrics Journal, Royal Economic Society, vol. 18(1), pages 137-146, February.
  • Doko Tchatoka, Firmin, 2013. "On bootstrap validity for specification tests with weak instruments," Working Papers 16875, University of Tasmania, Tasmanian School of Business and Economics, revised 05 Aug 2013.
  • Firmin Doko Tchatoka, 2014. "On Bootstrap Validity for Specification Tests with Weak Instruments," School of Economics Working Papers 2014-06, University of Adelaide, School of Economics.
  • Doko Tchatoka, Firmin, 2013. "On bootstrap validity for specification tests with weak instruments," MPRA Paper 47485, University Library of Munich, Germany.
• Francesco Furlanetto & Nicolas Groshenny, 2016. "Mismatch Shocks and Unemployment During the Great Recession," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(7), pages 1197-1214, November.
  • Francesco Furlanetto & Nicolas Groshenny, 2013. "Mismatch shocks and unemployment during the Great Recession," Working Paper 2013/16, Norges Bank.
  • Francesco Furlanetto & Nicolas Groshenny, 2014. "Mismatch Shocks and Unemployment During the Great Recession," School of Economics Working Papers 2014-07, University of Adelaide, School of Economics.
  • Francesco Furlanetto & Nicolas Groshenny, 2015. "Mismatch Shocks and Unemployment During the Great Recession," CAMA Working Papers 2015-17, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Francesco Furlanetto & Nicolas Groshenny, 2015. "Mismatch Shocks and Unemployment During the Great Recession," School of Economics Working Papers 2015-14, University of Adelaide, School of Economics.
  • Francesco Furlanetto & Nicolas Groshenny, 2014. "Mismatch Shocks and Unemployment During the Great Recession," CAMA Working Papers 2014-57, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Patrick Feve & Ahmat Jidoud, 2014. "News Shocks, Information Flows and SVARs," Annals of Economics and Statistics, GENES, issue 113-114, pages 293-307.
  • Fève, Patrick & Jidoud, Ahmat, 2012. "News Shocks, Information Flows and SVARs," IDEI Working Papers 705, Institut d'Économie Industrielle (IDEI), Toulouse.
  • Fève, Patrick & Jidoud, Ahmat, 2012. "News Shocks, Information Flows and SVARs," TSE Working Papers 12-286, Toulouse School of Economics (TSE).
• Gómez-Puig, Marta & Sosvilla-Rivero, Simón, 2014. "Causality and contagion in EMU sovereign debt markets," International Review of Economics & Finance, Elsevier, vol. 33(C), pages 12-27.
  • Marta Gómez-Puig & Simón Sosvilla-Rivero, 2014. "Causality and contagion in EMU sovereign debt markets," Working Papers 2014-03, Universitat de Barcelona, UB Riskcenter.
  • Marta Gómez-Puig & Simón Sosvilla-Rivero, 2014. "Causality and Contagion in EMU Sovereign Debt Markets," Working Papers 14-03, Asociación Española de Economía y Finanzas Internacionales.
  • Marta Gómez-Puig & Simón Sosvilla-Rivero, 2014. "“Causality and Contagion in EMU Sovereign Debt Markets”," IREA Working Papers 201403, University of Barcelona, Research Institute of Applied Economics, revised Feb 2014.
• Gómez-Puig, Marta & Sosvilla-Rivero, Simón & Ramos-Herrera, María del Carmen, 2014. "An update on EMU sovereign yield spread drivers in times of crisis: A panel data analysis," The North American Journal of Economics and Finance, Elsevier, vol. 30(C), pages 133-153.
  • Marta Gómez-Puig & Simón Sosvilla-Rivero & María del Carmen Ramos-Herrera, 2014. "An update on EMU sovereign yield spread drivers in time of crisis: A panel data analysis," Working Papers 2014-04, Universitat de Barcelona, UB Riskcenter.
  • Marta Gómez-Puig & Simón Sosvilla-Rivero & María del Carmen Ramos-Herrera, 2014. "An update on EMU sovereign yield spread drivers in times of crisis: A panel data analysis," Working Papers 14-07, Asociación Española de Economía y Finanzas Internacionales.
  • Marta Gómez-Puig & Simón Sosvilla-Rivero & María del Carmen Ramos-Herrera, 2014. "“An Update on EMU Sovereign Yield Spread Drivers in Times of Crisis: A Panel Data Analysis”," IREA Working Papers 201407, University of Barcelona, Research Institute of Applied Economics, revised Mar 2014.
• Cristina Ganescu & Andreea Gangone & Mihaela Asandei, 2014. "Assessing the Impact of the National Cultural Framework on Responsible Corporate Behaviour towards Consumers: an Application of Geert Hofstede`s Cultural Model," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, vol. 16(35), pages 351-351, February.
• Ruxandra Diana Sinescu & Andrea Anghel & Razvan Teohari Vulcanescu, 2014. "Hand Surgery – Postoperative Recovery and Medical Tourism," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, vol. 16(Special 8), pages 1125-1125, August.
• Torres, Catalina M. & Colombo, Sergio & Hanley, Nick, 2014. "Incorrectly accounting for preference heterogeneity in choice experiments: Implications for welfare measurement," Economia Agraria y Recursos Naturales, Spanish Association of Agricultural Economists, vol. 14(2).
• Simon Anastasiadis & Suzi Kerr & Wei Zhang & Corey Allan & William Power, 2014. "Land Use in Rural New Zealand: Spatial Land Use, Land-use Change, and Model Validation," Working Papers 14_07, Motu Economic and Public Policy Research.
  • Anastasiadis, Simon & Kerr, Suzi & Zhang, Wei & Allan, Corey & Power, William, 2014. "Land Use in Rural New Zealand: Spatial Land-use, Land-use Change, and Model Validation," 2013 Conference, August 28-30, 2013, Christchurch, New Zealand 189507, New Zealand Agricultural and Resource Economics Society.
• Bargain, Olivier & Doorley, Karina, 2013. "Putting Structure on the RD Design: Social Transfers and Youth Inactivity in France," IZA Discussion Papers 7508, Institute for the Study of Labor (IZA).
  • Olivier Bargain & Karina Doorley, 2014. "Putting Structure on the RD Design: Social Transfers and Youth Inactivity in France," AMSE Working Papers 1406, Aix-Marseille School of Economics, Marseille, France, revised 23 Feb 2014.
  • Olivier Bargain & Karina Doorley, 2014. "Putting Structure on the RD Design: Social Transfers and Youth Inactivity in France," Working Papers halshs-00967329, HAL.
• Hasan Güngör & Salih Turan Katircioglu & Mehmet Mercan, 2014. "Revisiting the nexus between financial development, FDI, and growth: New evidence from second generation econometric procedures in the Turkish context," Acta Oeconomica, Akadémiai Kiadó, Hungary, vol. 64(1), pages 73-89, March.
• Miklós Virág & Tamás Nyitrai, 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," Acta Oeconomica, Akadémiai Kiadó, Hungary, vol. 64(4), pages 419-440, December.
• Ivona Stoica & Anamaria-Catalina Radu & Andra Dobrescu & Olguta Anca Orzan, 2014. "Modeling User Satisfaction Of Medical Educational Services," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, vol. 1(16), pages 1-22.
• Gómez-Puig, Marta & Sosvilla-Rivero, Simón, 2014. "Causality and contagion in EMU sovereign debt markets," International Review of Economics & Finance, Elsevier, vol. 33(C), pages 12-27.
  • Marta Gómez-Puig & Simón Sosvilla-Rivero, 2014. "“Causality and Contagion in EMU Sovereign Debt Markets”," IREA Working Papers 201403, University of Barcelona, Research Institute of Applied Economics, revised Feb 2014.
  • Marta Gómez-Puig & Simón Sosvilla-Rivero, 2014. "Causality and contagion in EMU sovereign debt markets," Working Papers 2014-03, Universitat de Barcelona, UB Riskcenter.
  • Marta Gómez-Puig & Simón Sosvilla-Rivero, 2014. "Causality and Contagion in EMU Sovereign Debt Markets," Working Papers 14-03, Asociación Española de Economía y Finanzas Internacionales.
• Gómez-Puig, Marta & Sosvilla-Rivero, Simón & Ramos-Herrera, María del Carmen, 2014. "An update on EMU sovereign yield spread drivers in times of crisis: A panel data analysis," The North American Journal of Economics and Finance, Elsevier, vol. 30(C), pages 133-153.
  • Marta Gómez-Puig & Simón Sosvilla-Rivero & María del Carmen Ramos-Herrera, 2014. "An update on EMU sovereign yield spread drivers in times of crisis: A panel data analysis," Working Papers 14-07, Asociación Española de Economía y Finanzas Internacionales.
  • Marta Gómez-Puig & Simón Sosvilla-Rivero & María del Carmen Ramos-Herrera, 2014. "An update on EMU sovereign yield spread drivers in time of crisis: A panel data analysis," Working Papers 2014-04, Universitat de Barcelona, UB Riskcenter.
  • Marta Gómez-Puig & Simón Sosvilla-Rivero & María del Carmen Ramos-Herrera, 2014. "“An Update on EMU Sovereign Yield Spread Drivers in Times of Crisis: A Panel Data Analysis”," IREA Working Papers 201407, University of Barcelona, Research Institute of Applied Economics, revised Mar 2014.
• Prakash L. Dheeriya & Fahimeh Rezayat & Burhan F. Yavas, 2014. "Relations between Volatility and Returns of Exchange Traded Funds of Emerging Markets and of USA," Review of Economics & Finance, Better Advances Press, Canada, vol. 4, pages 44-46, Feburary.
• Javier Eliecer Pirateque Niño, 2014. "Uso de la Metodología Wavelets para la validación de la regla de la raíz del tiempo y su aplicación al riesgo de mercado," Borradores de Economia 809, Banco de la Republica de Colombia.
• Ignacio Lozano & Alexander Guarín, 2014. "Fragilidad Bancaria en Colombia: Un Análisis Basado en las Hojas de Balance," Borradores de Economia 813, Banco de la Republica de Colombia.
• Ignacio Lozano & Alexander Guarín, 2014. "Banking fragility in Colombia: An empirical analysis based on balance sheets," ENSAYOS SOBRE POLÍTICA ECONÓMICA, BANCO DE LA REPÚBLICA - ESPE, vol. 32(75), pages 48-63, December.
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  • Ignacio Lozano & Alexander Guarín, 2014. "Banking Fragility in Colombia: An Empirical Analysis Based on Balance Sheets," BORRADORES DE ECONOMIA 011145, BANCO DE LA REPÚBLICA.
  • Ignacio Lozano & Alexander Guarín, 2014. "Banking Fragility in Colombia: An Empirical Analysis Based on Balance Sheets," Borradores de Economia 813i, Banco de la Republica de Colombia.
• Santiago Cajiao Raigosa & Luis Fernando Melo Velandia & Daniel Parra Amado, 2014. "Pronósticos para una economía menos volátil: el caso colombiano," COYUNTURA ECONÓMICA, FEDESARROLLO, December.
  • Santiago Cajiao Raigosa & Luis Fernando Melo Velandia & Daniel Parra Amado, 2014. "Pronósticos para una economía menos volátil: El caso colombiano," BORRADORES DE ECONOMIA 011252, BANCO DE LA REPÚBLICA.
  • Santiago Cajiao Raigosa & Luis Fernando Melo Velandia & Daniel Parra Amado, 2014. "Pronósticos para una economía menos volátil: El caso colombiano," Borradores de Economia 821, Banco de la Republica de Colombia.
• Andrés Eduardo Jiménez Gómez & Luis Fernando Melo Velandia, 2014. "Modelación de la asimetría y curtosis condicionales: una aplicación VaR para series colombianas," Borradores de Economia 834, Banco de la Republica de Colombia.
• Ignacio Lozano & Alexander Guarín, 2014. "Banking fragility in Colombia: An empirical analysis based on balance sheets," ENSAYOS SOBRE POLÍTICA ECONÓMICA, BANCO DE LA REPÚBLICA - ESPE, vol. 32(75), pages 48-63, December.
  • Ignacio Lozano & Alexander Guarin, 2014. "Banking fragility in Colombia: An empirical analysis based on balance sheets," Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 32(75), pages 48-63, December.
  • Ignacio Lozano & Alexander Guarín, 2014. "Banking Fragility in Colombia: An Empirical Analysis Based on Balance Sheets," BORRADORES DE ECONOMIA 011145, BANCO DE LA REPÚBLICA.
  • Ignacio Lozano & Alexander Guarín, 2014. "Banking Fragility in Colombia: An Empirical Analysis Based on Balance Sheets," Borradores de Economia 813i, Banco de la Republica de Colombia.
• Mogliani, Matteo & Darné, Olivier & Pluyaud, Bertrand, 2017. "The new MIBA model: Real-time nowcasting of French GDP using the Banque de France's monthly business survey," Economic Modelling, Elsevier, vol. 64(C), pages 26-39.
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• Pegoraro, F. & Siegel, A. F. & Tiozzo Pezzoli, L., 2014. "International Yield Curves and Principal Components Selection Techniques: An Empirical Assessment," Working papers 489, Banque de France.
• Pegoraro, F. & Siegel, A. F. & Tiozzo Pezzoli, L., 2014. "Specification Analysis of International Treasury Yield Curve Factors," Working papers 490, Banque de France.
• Barbara Rossi & Tatevik Sekhposyan, 2016. "Forecast Rationality Tests in the Presence of Instabilities, with Applications to Federal Reserve and Survey Forecasts," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(3), pages 507-532, April.
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  • Barbara Rossi & Tatevik Sekhposyany, 2014. "Forecast Rationality Tests in the Presence of Instabilities, With Applications to Federal Reserve and Survey Forecasts," Working Papers 765, Barcelona Graduate School of Economics.
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• Inoue, Atsushi & Jin, Lu & Rossi, Barbara, 2017. "Rolling window selection for out-of-sample forecasting with time-varying parameters," Journal of Econometrics, Elsevier, vol. 196(1), pages 55-67.
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• Raffaella Giacomini & Barbara Rossi, 2016. "Model Comparisons In Unstable Environments," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 57, pages 369-392, May.
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  • Raffaella Giacomini & Barbara Rossi, 2014. "Model Comparisons in Unstable Environments," Working Papers 784, Barcelona Graduate School of Economics.
  • Raffaella Giacomini & Barbara Rossi, 2012. "Model comparisons in unstable environments," CeMMAP working papers CWP13/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Raffaella Giacomini & Barbara Rossi, 2014. "Model comparisons in unstable environments," Economics Working Papers 1437, Department of Economics and Business, Universitat Pompeu Fabra, revised Jan 2015.
  • Barbara Rossi & Raffaella Giacomini, 2010. "Model Comparisons in Unstable Environments," Working Papers 10-29, Duke University, Department of Economics.
• Raffaella Giacomini & Barbara Rossi, 2015. "Forecasting in Nonstationary Environments: What Works and What Doesn't in Reduced-Form and Structural Models," Annual Review of Economics, Annual Reviews, vol. 7(1), pages 207-229, August.
  • Raffaella Giacomini & Barbara Rossi, 2014. "Forecasting in nonstationary environments: What works and what doesn't in reduced-form and structural models," Economics Working Papers 1476, Department of Economics and Business, Universitat Pompeu Fabra.
  • Raffaella Giacomini & Barbara Rossi, 2014. "Forecasting in Nonstationary Environments: What Works and What Doesn't in Reduced-Form and Structural Models," Working Papers 819, Barcelona Graduate School of Economics.
• Beißner, Patrick, 2013. "Coherent Price Systems and Uncertainty-Neutral Valuation," Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 80010, Verein für Socialpolitik / German Economic Association.
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• Jose Olmo & William Pouliot, 2014. "Tests to Disentangle Breaks in Intercept from Slope in Linear Regression Models with Application to Management Performance in the Mutual Fund Industry," Discussion Papers 14-02, Department of Economics, University of Birmingham.
• Philip Hans Franses & Michael McAleer & Rianne Legerstee, 2014. "Evaluating Macroeconomic Forecasts: A Concise Review Of Some Recent Developments," Journal of Economic Surveys, Wiley Blackwell, vol. 28(2), pages 195-208, April.
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  • Philip Hans Franses & Michael McAleer & Rianne Legerstee, 2012. "Evaluating Macroeconomic Forecasts:A Concise Review of Some Recent Developments," KIER Working Papers 821, Kyoto University, Institute of Economic Research.
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• Markku Lanne & Jani Luoto, 2014. "Does Output Gap, Labour's Share or Unemployment Rate Drive Inflation?," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 76(5), pages 715-726, October.
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• Knut Are Aastveit & Anne Sofie Jore & Francesco Ravazzolo, 2014. "Forecasting recessions in real time," Working Paper 2014/02, Norges Bank.
• Francesco Zanetti & Konstantinos Theodoridis, 2014. "News and Labor Market Dynamics in the Data and in Matching Models," Economics Series Working Papers 699, University of Oxford, Department of Economics.
  • Theodoridis, Konstantinos & Zanetti, Francesco, 2014. "News and labour market dynamics in the data and in matching models," Bank of England working papers 488, Bank of England.
• Fabio Bacchini & Maria Elena Bontempi & Roberto Golinelli & Cecilia Jona-Lasinio, 2014. "ICT and Non-ICT investments: short and long run macro dynamics," Working Papers LuissLab 14113, Dipartimento di Economia e Finanza, LUISS Guido Carli.
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• Christian Kleiber & Achim Zeileis, 2016. "Visualizing Count Data Regressions Using Rootograms," The American Statistician, Taylor & Francis Journals, vol. 70(3), pages 296-303, July.
  • Christian Kleiber & Achim Zeileis, 2014. "Visualizing Count Data Regressions Using Rootograms," Working Papers 2014-20, Faculty of Economics and Statistics, University of Innsbruck.
  • Kleiber, Christian & Zeileis, Achim, 2014. "Visualizing Count Data Regressions Using Rootograms," Working papers 2014/13, Faculty of Business and Economics - University of Basel.
• Johannes Geyer & Peter Haan & Katharina Wrohlich, 2014. "The Effects of Family Policy on Mothers' Labor Supply: Combining Evidence from a Structural Model and a Natural Experiment," Discussion Papers of DIW Berlin 1366, DIW Berlin, German Institute for Economic Research.
  • Johannes Geyer & Peter Haan & Katharina Wrohlich, 2014. "The Effects of Family Policy on Mothers' Labor Supply: Combining Evidence from a Structural Model and a Natural Experiment," SOEPpapers on Multidisciplinary Panel Data Research 645, DIW Berlin, The German Socio-Economic Panel (SOEP).
• Löffler, Max & Peichl, Andreas & Siegloch, Sebastian, 2013. "Validating Structural Labor Supply Models," Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79819, Verein für Socialpolitik / German Economic Association.
  • Loeffler, Max & Peichl, Andreas & Siegloch, Sebastian, 2018. "The Sensitivity of Structural Labor Supply Estimations to Modeling Assumptions," IZA Discussion Papers 11425, Institute for the Study of Labor (IZA).
  • Max Löffler & Andreas Peichl & Sebastian Siegloch, 2014. "Structural Labor Supply Models and Wage Exogeneity," SOEPpapers on Multidisciplinary Panel Data Research 675, DIW Berlin, The German Socio-Economic Panel (SOEP).
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• Johannes Geyer & Peter Haan & Katharina Wrohlich, 2014. "The Effects of Family Policy on Mothers' Labor Supply: Combining Evidence from a Structural Model and a Natural Experiment," SOEPpapers on Multidisciplinary Panel Data Research 645, DIW Berlin, The German Socio-Economic Panel (SOEP).
  • Johannes Geyer & Peter Haan & Katharina Wrohlich, 2014. "The Effects of Family Policy on Mothers' Labor Supply: Combining Evidence from a Structural Model and a Natural Experiment," Discussion Papers of DIW Berlin 1366, DIW Berlin, German Institute for Economic Research.
• Dreger, Christian & Wolters, Jürgen, 2015. "Unconventional monetary policy and money demand," Journal of Macroeconomics, Elsevier, vol. 46(C), pages 40-54.
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• Dirk Ulbricht & Konstantin A. Kholodilin & Tobias Thomas, 2017. "Do Media Data Help to Predict German Industrial Production?," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 36(5), pages 483-496, August.
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• Mayr, Johannes & Ulbricht, Dirk, 2015. "Log versus level in VAR forecasting: 42 million empirical answers—Expect the unexpected," Economics Letters, Elsevier, vol. 126(C), pages 40-42.
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• Ha-Thu Nguyen, 2014. "Default Predictors in Credit Scoring - Evidence from France’s Retail Banking Institution," EconomiX Working Papers 2014-26, University of Paris Nanterre, EconomiX.
• Marek Jarociński & Bartosz Maćkowiak, 2014. "Choosing variables in macroeconomic modelling," Research Bulletin, European Central Bank, vol. 20, pages 5-8.
• de Bondt, Gabe & Dieden, Heinz Christian & Muzikarova, Sona & Vincze, Istvan, 2014. "Modelling industrial new orders for the euro area," Statistics Paper Series 6, European Central Bank.
• Baumann, Ursel & Albuquerque, Bruno & Krustev, Georgi, 2014. "Has US household deleveraging ended? a model-based estimate of equilibrium debt," Working Paper Series 1643, European Central Bank.
• Bekaert, Geert & Hoerova, Marie, 2014. "The VIX, the variance premium and stock market volatility," Journal of Econometrics, Elsevier, vol. 183(2), pages 181-192.
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  • Hoerova, Marie & Bekaert, Geert, 2014. "The VIX, the variance premium and stock market volatility," Working Paper Series 1675, European Central Bank.
• Bakshi, Gurdip & Chabi-Yo, Fousseni, 2014. "New Entropy Restrictions and the Quest for Better Specified Asset Pricing Models," Working Paper Series 2014-07, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
• Antonio Merlo & Thomas R.Palfrey, 2013. "External Validation of Voter Turnout Models by Concealed Parameter Recovery," PIER Working Paper Archive 13-012, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
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• Schorfheide, Frank & Wolpin, Kenneth I., 2016. "To hold out or not to hold out," Research in Economics, Elsevier, vol. 70(2), pages 332-345.
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  • Schorfheide, Frank & Wolpin, Kenneth I., 2014. "To Hold Out or Not to Hold Out," Working Papers 14-018, Rice University, Department of Economics.
  • Frank Schorfheide & Kenneth I. Wolpin, 2013. "To Hold Out or Not to Hold Out," NBER Working Papers 19565, National Bureau of Economic Research, Inc.
• Nadhem Selmi & Nejib Hachicha, 2014. "Were Oil Price Markets the Source of Credit Crisis in European Countries? Evidence Using a VAR-MGARCH-DCC Model," International Journal of Energy Economics and Policy, Econjournals, vol. 4(2), pages 169-177.
• Korobilis, Dimitris, 2014. "Data-based priors for vector autoregressions with drifting coefficients," MPRA Paper 53772, University Library of Munich, Germany.
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  • Dimitris Korobilis, 2014. "Data-based priors for vector autoregressions with drifting coefficients," Working Papers 2014_04, Business School - Economics, University of Glasgow.
• Koop, Gary & Korobilis, Dimitris, 2016. "Model uncertainty in Panel Vector Autoregressive models," European Economic Review, Elsevier, vol. 81(C), pages 115-131.
  • Gary Koop & Dimitris Korobilis, 2014. "Model uncertainty in panel vector autoregressive models," Working Papers 1408, University of Strathclyde Business School, Department of Economics.
  • Koop, Gary & Korobilis, Dimitris, 2014. "Model Uncertainty in Panel Vector Autoregressive Models," SIRE Discussion Papers 2014-011, Scottish Institute for Research in Economics (SIRE).
  • Koop, Gary & Korobilis, Dimitris, 2014. "Model Uncertainty in Panel Vector Autoregressive Models," MPRA Paper 58131, University Library of Munich, Germany.
  • Gary Koop & Dimitris Korobilis, 2015. "Model Uncertainty in Panel Vector Autoregressive Models," Working Paper series 15-35, Rimini Centre for Economic Analysis.
  • Gary Koop & Dimitris Korobilis, 2014. "Model Uncertainty in Panel Vector Autoregressive Models," Working Paper series 39_14, Rimini Centre for Economic Analysis.
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• Chen, Xiaoshan & Kirsanova, Tatiana & Leith, Campbell, 2014. "An Empirical Assessment of Optimal Monetary Policy Delegation in the Euro Area," Stirling Economics Discussion Papers 2014-11, University of Stirling, Division of Economics.
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• Grassi, S. & Proietti, T., 2014. "Characterising economic trends by Bayesian stochastic model specification search," Computational Statistics & Data Analysis, Elsevier, vol. 71(C), pages 359-374.
  • Grassi, Stefano & Proietti, Tommaso, 2010. "Characterizing economic trends by Bayesian stochastic model specifi cation search," MPRA Paper 22569, University Library of Munich, Germany.
  • Stefano Grassi & Tommaso Proietti, 2011. "Characterizing economic trends by Bayesian stochastic model specification search," CREATES Research Papers 2011-16, Department of Economics and Business Economics, Aarhus University.
  • Stefano Grassi & Tommaso Proietti, 2010. "Characterizing economic trends by Bayesian stochastic model specification search," EERI Research Paper Series EERI_RP_2010_25, Economics and Econometrics Research Institute (EERI), Brussels.
• Caporin, Massimiliano & McAleer, Michael, 2014. "Robust ranking of multivariate GARCH models by problem dimension," Computational Statistics & Data Analysis, Elsevier, vol. 76(C), pages 172-185.
  • Massimiliano Caporin & Michael McAleer, 2012. "Robust Ranking of Multivariate GARCH Models by Problem Dimension," Working Papers in Economics 12/06, University of Canterbury, Department of Economics and Finance.
  • Massimiliano Caporin & Michael McAleer, 2012. "Robust Ranking of Multivariate GARCH Models by Problem Dimension," Documentos de Trabajo del ICAE 2012-06, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, revised Apr 2012.
  • Caporin, M. & McAleer, M.J., 2012. "Robust Ranking of Multivariate GARCH Models by Problem Dimension," Econometric Institute Research Papers EI2012-13, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Michael McAleer & Massimiliano Caporin, 2012. "Robust Ranking of Multivariate GARCH Models by Problem Dimension," KIER Working Papers 815, Kyoto University, Institute of Economic Research.
• Aielli, Gian Piero & Caporin, Massimiliano, 2014. "Variance clustering improved dynamic conditional correlation MGARCH estimators," Computational Statistics & Data Analysis, Elsevier, vol. 76(C), pages 556-576.
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• Nguimkeu, Pierre, 2014. "A structural econometric analysis of the informal sector heterogeneity," Journal of Development Economics, Elsevier, vol. 107(C), pages 175-191.
• Fabozzi, Frank J. & Leccadito, Arturo & Tunaru, Radu S., 2014. "Extracting market information from equity options with exponential Lévy processes," Journal of Economic Dynamics and Control, Elsevier, vol. 38(C), pages 125-141.
• Chen, Zhiping & Li, Gang & Zhao, Yonggan, 2014. "Time-consistent investment policies in Markovian markets: A case of mean–variance analysis," Journal of Economic Dynamics and Control, Elsevier, vol. 40(C), pages 293-316.
• Diks, Cees & Panchenko, Valentyn & Sokolinskiy, Oleg & van Dijk, Dick, 2014. "Comparing the accuracy of multivariate density forecasts in selected regions of the copula support," Journal of Economic Dynamics and Control, Elsevier, vol. 48(C), pages 79-94.
• Hunter, John & Wu, Feng, 2014. "Multifactor consumption based asset pricing models using the US stock market as a reference: Evidence from a panel of developed economies," Economic Modelling, Elsevier, vol. 36(C), pages 557-565.
• Reboredo, Juan C. & Rivera-Castro, Miguel A., 2014. "Can gold hedge and preserve value when the US dollar depreciates?," Economic Modelling, Elsevier, vol. 39(C), pages 168-173.
• Akram, Q. Farooq, 2014. "Macro effects of capital requirements and macroprudential policy," Economic Modelling, Elsevier, vol. 42(C), pages 77-93.
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• Gómez-Puig, Marta & Sosvilla-Rivero, Simón & Ramos-Herrera, María del Carmen, 2014. "An update on EMU sovereign yield spread drivers in times of crisis: A panel data analysis," The North American Journal of Economics and Finance, Elsevier, vol. 30(C), pages 133-153.
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  • Marta Gómez-Puig & Simón Sosvilla-Rivero & María del Carmen Ramos-Herrera, 2014. "“An Update on EMU Sovereign Yield Spread Drivers in Times of Crisis: A Panel Data Analysis”," IREA Working Papers 201407, University of Barcelona, Research Institute of Applied Economics, revised Mar 2014.
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• Csereklyei, Zsuzsanna, 2014. "Measuring the impact of nuclear accidents on energy policy," Ecological Economics, Elsevier, vol. 99(C), pages 121-129.
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  • Zsuzsanna Csereklyei, 2013. "Measuring the Impacts of Nuclear Accidents on Energy Policy," Department of Economics Working Papers wuwp151, Vienna University of Economics and Business, Department of Economics.
• Montes-Rojas, Gabriel & Galvao, Antonio F., 2014. "Bayesian endogeneity bias modeling," Economics Letters, Elsevier, vol. 122(1), pages 36-39.
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• Caraiani, Petre, 2014. "What drives the nonlinearity of time series: A frequency perspective," Economics Letters, Elsevier, vol. 125(1), pages 40-42.
• Lahaye, Jerome & Shaw, Philip, 2014. "Can we reject linearity in an HAR-RV model for the S&P 500? Insights from a nonparametric HAR-RV," Economics Letters, Elsevier, vol. 125(1), pages 43-46.
• Kalli, Maria & Griffin, Jim E., 2014. "Time-varying sparsity in dynamic regression models," Journal of Econometrics, Elsevier, vol. 178(2), pages 779-793.
• Todorov, Viktor & Tauchen, George & Grynkiv, Iaryna, 2014. "Volatility activity: Specification and estimation," Journal of Econometrics, Elsevier, vol. 178(P1), pages 180-193.
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• Kim, Hyun Hak & Swanson, Norman R., 2014. "Forecasting financial and macroeconomic variables using data reduction methods: New empirical evidence," Journal of Econometrics, Elsevier, vol. 178(P2), pages 352-367.
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• Lavergne, Pascal, 2014. "Model equivalence tests in a parametric framework," Journal of Econometrics, Elsevier, vol. 178(P3), pages 414-425.
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• Escanciano, J.C. & Goh, S.C., 2014. "Specification analysis of linear quantile models," Journal of Econometrics, Elsevier, vol. 178(P3), pages 495-507.
• Choi, Hwan-sik & Jeong, Minsoo & Park, Joon Y., 2014. "An asymptotic analysis of likelihood-based diffusion model selection using high frequency data," Journal of Econometrics, Elsevier, vol. 178(P3), pages 539-557.
• Noureldin, Diaa & Shephard, Neil & Sheppard, Kevin, 2014. "Multivariate rotated ARCH models," Journal of Econometrics, Elsevier, vol. 179(1), pages 16-30.
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• Armstrong, Timothy B. & Bertanha, Marinho & Hong, Han, 2014. "A fast resample method for parametric and semiparametric models," Journal of Econometrics, Elsevier, vol. 179(2), pages 128-133.
• Voß, Sebastian & Weißbach, Rafael, 2014. "A score-test on measurement errors in rating transition times," Journal of Econometrics, Elsevier, vol. 180(1), pages 16-29.
• Granziera, Eleonora & Hubrich, Kirstin & Moon, Hyungsik Roger, 2014. "A predictability test for a small number of nested models," Journal of Econometrics, Elsevier, vol. 182(1), pages 174-185.
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• Borovička, Jaroslav & Hansen, Lars Peter, 2014. "Examining macroeconomic models through the lens of asset pricing," Journal of Econometrics, Elsevier, vol. 183(1), pages 67-90.
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• Bekaert, Geert & Hoerova, Marie, 2014. "The VIX, the variance premium and stock market volatility," Journal of Econometrics, Elsevier, vol. 183(2), pages 181-192.
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• Aktas, Osman Ulas & Kryzanowski, Lawrence, 2014. "Market impacts of trades for stocks listed on the Borsa Istanbul," Emerging Markets Review, Elsevier, vol. 20(C), pages 152-175.
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  [Dating structural changes in time series : the case of the Moroccan macroeconomic serie," MPRA Paper 68168, University Library of Munich, Germany.
• Fischer, Manfred M. & Piribauer, Philipp, 2013. "Model uncertainty in matrix exponential spatial growth regression models," Department of Economics Working Paper Series 4013, WU Vienna University of Economics and Business.
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• Zagaglia, Paolo, 2014. "International portfolio allocation with European fixed-income funds: What scope for Italian funds?," MPRA Paper 57878, University Library of Munich, Germany.
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• Koop, Gary & Korobilis, Dimitris, 2016. "Model uncertainty in Panel Vector Autoregressive models," European Economic Review, Elsevier, vol. 81(C), pages 115-131.
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• Chen, Xiaoshan & Kirsanova, Tatiana & Leith, Campbell, 2014. "An Empirical Assessment of Optimal Monetary Policy Delegation in the Euro Area," SIRE Discussion Papers 2015-04, Scottish Institute for Research in Economics (SIRE).
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• Koop, Gary & Korobilis, Dimitris, 2016. "Model uncertainty in Panel Vector Autoregressive models," European Economic Review, Elsevier, vol. 81(C), pages 115-131.
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  • Gary Koop & Dimitris Korobilis, 2014. "Model uncertainty in panel vector autoregressive models," Working Papers 1408, University of Strathclyde Business School, Department of Economics.
  • Koop, Gary & Korobilis, Dimitris, 2014. "Model Uncertainty in Panel Vector Autoregressive Models," MPRA Paper 58131, University Library of Munich, Germany.
  • Koop, Gary & Korobilis, Dimitris, 2014. "Model Uncertainty in Panel Vector Autoregressive Models," SIRE Discussion Papers 2014-011, Scottish Institute for Research in Economics (SIRE).
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  • Coen N. Teulings, 2013. "Tenure Profiles and Efficient Separation in a Stochastic Productivity Model," Discussion Papers 7, Central European Labour Studies Institute (CELSI).
  • Buhai, Ioan Sebastian & Teulings, Coen N, 2006. "Tenure Profiles and Efficient Separation in a Stochastic Productivity Model," CEPR Discussion Papers 5577, C.E.P.R. Discussion Papers.
  • Sebastian Buhai & Coenraad N. Teulings, 2006. "Tenure Profiles and Efficient Separation in a Stochastic Productivity Model," CESifo Working Paper Series 1688, CESifo Group Munich.
  • Buhai, Sebastian & Teulings, Coen, 2005. "Tenure Profiles and Efficient Separation in a Stochastic Productivity Model," Working Papers 05-9, University of Aarhus, Aarhus School of Business, Department of Economics, revised 03 Oct 2006.
  • Buhai, Sebastian & Teulings, Coen, 2006. "Tenure Profiles and Efficient Separation in a Stochastic Productivity Model," IZA Discussion Papers 1997, Institute for the Study of Labor (IZA).
• Rainer Schulz & Martin Wersing & Axel Werwatz, 2014. "Automated valuation modelling: a specification exercise," Journal of Property Research, Taylor & Francis Journals, vol. 31(2), pages 131-153, June.
  • Rainer Schulz & Martin Wersing & Axel Werwatz, 2013. "Automated Valuation Modelling: A Specification Exercise," SFB 649 Discussion Papers SFB649DP2013-046, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• José Fajardo & Ernesto Mordecki, 2014. "Skewness premium with Lévy processes," Quantitative Finance, Taylor & Francis Journals, vol. 14(9), pages 1619-1626, September.
  • José Fajardo & Ernesto Mordecki, 2006. "Skewness Premium with Lévy Processes," IBMEC RJ Economics Discussion Papers 2006-04, Economics Research Group, IBMEC Business School - Rio de Janeiro.
  • José Fajardo & Ernesto Mordecki, 2009. "Skewness Premium with Lévy Processes," CREATES Research Papers 2009-10, Department of Economics and Business Economics, Aarhus University.
• Yao, Wenying & Kam, Timothy & Vahid, Farshid, 2014. "VAR(MA), what is it good for? more bad news for reduced-form estimation and inference," Working Papers 2014-14, University of Tasmania, Tasmanian School of Business and Economics.
• Bulent Ulasan, 2014. "Openness to International Trade and Economic Growth : A Cross-Country Empirical Investigation," Working Papers 1407, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
• Mihaela Simionescu, 2014. "Directional accuracy for inflation and unemployment rate predictions in Romania," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Eastern Macedonia and Thrace Institute of Technology (EMATTECH), Kavala, Greece, vol. 7(2), pages 129-138, September.
• Andrew J. Buck & George M. Lady, 2015. "A New Approach to Model Verification, Falsification and Selection," Econometrics, MDPI, Open Access Journal, vol. 3(3), pages 1-28, June.
  • Andrew J. Buck & George M. Lady, 2014. "A New Approach to Model Verification, Falsification and Selection," DETU Working Papers 1403, Department of Economics, Temple University.
• Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2016. "Sovereigns Versus Banks: Credit, Crises, And Consequences," Journal of the European Economic Association, European Economic Association, vol. 14(1), pages 45-79, February.
  • Òscar Jordà & Moritz HP. Schularick & Alan M. Taylor, 2013. "Sovereigns versus Banks: Credit, Crises, and Consequences," NBER Chapters,in: Sovereign Debt and Financial Crises National Bureau of Economic Research, Inc.
  • Òscar Jordà & Moritz HP. Schularick & Alan M. Taylor, 2013. "Sovereigns versus Banks: Credit, Crises, and Consequences," NBER Working Papers 19506, National Bureau of Economic Research, Inc.
  • Ã’scar Jordà & Moritz HP. Schularick & Alan M. Taylor, 2014. "Sovereigns versus Banks: Credit, Crises and Consequences," Working Papers Series 3, Institute for New Economic Thinking.
  • Jorda, Oscar & Schularick, Moritz & Taylor, Alan M., 2013. "Sovereigns versus Banks: Credit, Crises, and Consequences," Working Paper Series 2013-37, Federal Reserve Bank of San Francisco, revised 01 Feb 2014.
  • Jordà, Òscar & Schularick, Moritz & Taylor, Alan M., 2013. "Sovereigns versus Banks: Credit, Crises, and Consequences," CEPR Discussion Papers 9678, C.E.P.R. Discussion Papers.
  • Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2013. "Sovereigns versus Banks: Credit, Crises, and Consequences," CESifo Working Paper Series 4431, CESifo Group Munich.
• Francesco Calvori & Drew Creal & Siem Jan Koopman & Andre Lucas, 2014. "Testing for Parameter Instability in Competing Modeling Frameworks," Tinbergen Institute Discussion Papers 14-010/IV/DSF71, Tinbergen Institute.
• Michael McAleer & Christian M. Hafner, 2014. "A One Line Derivation of EGARCH," Econometrics, MDPI, Open Access Journal, vol. 2(2), pages 1-6, June.
  • McAleer, M.J. & Hafner, C.M., 2014. "A One Line Derivation of EGARCH," Econometric Institute Research Papers EI2014-20, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Michael McAleer & Christian M. Hafner, 2014. "A One Line Derivation of EGARCH," Tinbergen Institute Discussion Papers 14-069/III, Tinbergen Institute.
  • Michael McAleer & Christian M. Hafner, 2014. "A One Line Derivation of EGARCH," Working Papers in Economics 14/16, University of Canterbury, Department of Economics and Finance.
  • Michael McAleer & Christian M. Hafner, 2014. "A One Line Derivation of EGARCH," Documentos de Trabajo del ICAE 2014-15, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
• Christian M. Hafner & Michael McAleer, 2014. "A One Line Derivation of DCC: Application of a Vector Random Coefficient Moving Average Process," Documentos de Trabajo del ICAE 2014-29, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Christian M. Hafner & Michael McAleer, 2014. "A One Line Derivation of DCC: Application of a Vector Random Coefficient Moving Average Process," Tinbergen Institute Discussion Papers 14-087/III, Tinbergen Institute.
  • Christian M. Hafner & Michael McAleer, 2014. "A One Line Derivation of DCC: Application of a Vector Random Coefficient Moving Average Process," Working Papers in Economics 14/19, University of Canterbury, Department of Economics and Finance.
• Lucas, André & Zhang, Xin, 2016. "Score-driven exponentially weighted moving averages and Value-at-Risk forecasting," International Journal of Forecasting, Elsevier, vol. 32(2), pages 293-302.
  • André Lucas & Xin Zhang, 2014. "Score Driven exponentially Weighted Moving Average and Value-at-Risk Forecasting," Tinbergen Institute Discussion Papers 14-092/IV/DSF77, Tinbergen Institute, revised 09 Sep 2015.
  • Lucas, André & Zhang, Xin, 2015. "Score Driven Exponentially Weighted Moving Averages and Value-at-Risk Forecasting," Working Paper Series 309, Sveriges Riksbank (Central Bank of Sweden).
• Martinet, G.G. & McAleer, M.J., 2014. "On the Invertibility of EGARCH," Econometric Institute Research Papers EI2014-22, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Guillaume Gaetan Martinet & Michael McAleer, 2014. "On the Invertibility of EGARCH," Tinbergen Institute Discussion Papers 14-096/III, Tinbergen Institute.
  • Guillaume Gaetan Martinet & Michael McAleer, 2014. "On the Invertibility of EGARCH," Working Papers in Economics 14/21, University of Canterbury, Department of Economics and Finance.
  • Guillaume Gaetan Martinet & Michael McAleer, 2014. "On the Invertibility of EGARCH," Documentos de Trabajo del ICAE 2014-28, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
• Michael McAleer, 2014. "Asymmetry and Leverage in Conditional Volatility Models," Econometrics, MDPI, Open Access Journal, vol. 2(3), pages 1-6, September.
  • Michael McAleer, 2014. "Asymmetry and Leverage in Conditional Volatility Models," Working Papers in Economics 14/24, University of Canterbury, Department of Economics and Finance.
  • Michael McAleer, 2014. "Asymmetry and Leverage in Conditional Volatility Models," Tinbergen Institute Discussion Papers 14-125/III, Tinbergen Institute.
• Claeskens, Gerda & Magnus, Jan R. & Vasnev, Andrey L. & Wang, Wendun, 2016. "The forecast combination puzzle: A simple theoretical explanation," International Journal of Forecasting, Elsevier, vol. 32(3), pages 754-762.
  • Gerda Claeskens & Jan Magnus & Andrey Vasnev & Wendun Wang, 2014. "The Forecast Combination Puzzle: A Simple Theoretical Explanation," Tinbergen Institute Discussion Papers 14-127/III, Tinbergen Institute.
  • Gerda Claeskens & Jan Magnus & Andrey Vasnev & Wendun Wang, 2016. "The forecast combination puzzle: a simple theoretical explanation," Working Papers Department of Decision Sciences and Information Management 532152, KU Leuven, Faculty of Economics and Business, Department of Decision Sciences and Information Management.
• Aneta Kosztowniak, 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," Oeconomia Copernicana, Polskie Towarzystwo Ekonomiczne Oddzial w Toruniu, Wydzial Nauk Ekonomicznych i Zarzadzania UMK, vol. 5(4), pages 169-190, December.
• Maistre, Samuel & Lavergne, Pascal & Patilea, Valentin, 2014. "Powerful nonparametric checks for quantile regression," TSE Working Papers 14-501, Toulouse School of Economics (TSE).
• Lavergne, Pascal & Maistre, Samuel & Patilea, Valentin, 2014. "A Significance Test for Covariates in Nonparametric Regression," TSE Working Papers 14-502, Toulouse School of Economics (TSE).
• Cati Torres & Sergio Colombo & Nick Hanley, 2014. "Incorrectly accounting for preference heterogeneity in choice experiments: what are the implications for welfare measurement?," Discussion Papers in Environment and Development Economics 2014-07, University of St. Andrews, School of Geography and Sustainable Development.
  • Catalina M. Torres & Sergio Colombo & Nick Hanley, 2014. "Incorrectly accounting for preference heterogeneity in choice experiments: what are the implications for welfare measurement?," DEA Working Papers 65, Universitat de les Illes Balears, Departament d'Economía Aplicada.
• Michael McAleer & Christian M. Hafner, 2014. "A One Line Derivation of EGARCH," Econometrics, MDPI, Open Access Journal, vol. 2(2), pages 1-6, June.
  • McAleer, M.J. & Hafner, C.M., 2014. "A One Line Derivation of EGARCH," Econometric Institute Research Papers EI2014-20, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Michael McAleer & Christian M. Hafner, 2014. "A One Line Derivation of EGARCH," Documentos de Trabajo del ICAE 2014-15, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Michael McAleer & Christian M. Hafner, 2014. "A One Line Derivation of EGARCH," Working Papers in Economics 14/16, University of Canterbury, Department of Economics and Finance.
  • Michael McAleer & Christian M. Hafner, 2014. "A One Line Derivation of EGARCH," Tinbergen Institute Discussion Papers 14-069/III, Tinbergen Institute.
• Francisco Javier Eransus & Alfonso Novales Cinca, 2014. "Parameter Estimation Error in Tests of Predictive Performance under Discrete Loss Functions," Documentos de Trabajo del ICAE 2014-22, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
• Francisco J. Eransus & Alfonso Novales Cinca, 2011. "A statistical test for forecast evaluation under a discrete loss function," Documentos de Trabajo del ICAE 2011-07, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Francisco Javier Eransus & Alfonso Novales Cinca, 2014. "A statistical test for forecast evaluation under a discrete loss function," Documentos de Trabajo del ICAE 2014-24, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
• Martinet, G.G. & McAleer, M.J., 2014. "On the Invertibility of EGARCH," Econometric Institute Research Papers EI2014-22, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Guillaume Gaetan Martinet & Michael McAleer, 2014. "On the Invertibility of EGARCH," Documentos de Trabajo del ICAE 2014-28, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Guillaume Gaetan Martinet & Michael McAleer, 2014. "On the Invertibility of EGARCH," Working Papers in Economics 14/21, University of Canterbury, Department of Economics and Finance.
  • Guillaume Gaetan Martinet & Michael McAleer, 2014. "On the Invertibility of EGARCH," Tinbergen Institute Discussion Papers 14-096/III, Tinbergen Institute.
• Christian M. Hafner & Michael McAleer, 2014. "A One Line Derivation of DCC: Application of a Vector Random Coefficient Moving Average Process," Tinbergen Institute Discussion Papers 14-087/III, Tinbergen Institute.
  • Christian M. Hafner & Michael McAleer, 2014. "A One Line Derivation of DCC: Application of a Vector Random Coefficient Moving Average Process," Documentos de Trabajo del ICAE 2014-29, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Christian M. Hafner & Michael McAleer, 2014. "A One Line Derivation of DCC: Application of a Vector Random Coefficient Moving Average Process," Working Papers in Economics 14/19, University of Canterbury, Department of Economics and Finance.
• Barbara Rossi & Tatevik Sekhposyan, 2014. "Alternative tests for correct specification of conditional predictive densities," Economics Working Papers 1416, Department of Economics and Business, Universitat Pompeu Fabra, revised Jul 2017.
  • Barbara Rossi & Tatevik Sekhposyan, 2015. "Alternative Tests for Correct Specification of Conditional Predictive Densities," Working Papers 758, Barcelona Graduate School of Economics.
• Barbara Rossi & Tatevik Sekhposyan, 2016. "Forecast Rationality Tests in the Presence of Instabilities, with Applications to Federal Reserve and Survey Forecasts," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(3), pages 507-532, April.
  • Barbara Rossi & Tatevik Sekhposyany, 2014. "Forecast Rationality Tests in the Presence of Instabilities, With Applications to Federal Reserve and Survey Forecasts," Working Papers 765, Barcelona Graduate School of Economics.
  • Barbara Rossi & Tatevik Sekhposyan, 2014. "Forecast rationality tests in the presence of instabilities, with applications to Federal Reserve and survey forecasts," Economics Working Papers 1426, Department of Economics and Business, Universitat Pompeu Fabra, revised Nov 2014.
  • Rossi, Barbara & Sekhposyan, Tatevik, 2016. "Forecast Rationality Tests in the Presence of Instabilities, With Applications to Federal Reserve and Survey Forecasts," CEPR Discussion Papers 11391, C.E.P.R. Discussion Papers.
• Inoue, Atsushi & Jin, Lu & Rossi, Barbara, 2017. "Rolling window selection for out-of-sample forecasting with time-varying parameters," Journal of Econometrics, Elsevier, vol. 196(1), pages 55-67.
  • Atsushi Inoue & Lu Jin & Barbara Rossi, 2014. "Rolling Window Selection for Out-of-Sample Forecasting with Time-Varying Parameters," Working Papers 768, Barcelona Graduate School of Economics.
  • Atsushi Inoue & Lu Jin & Barbara Rossi, 2014. "Rolling window selection for out-of-sample forecasting with time-varying parameters," Economics Working Papers 1435, Department of Economics and Business, Universitat Pompeu Fabra, revised Apr 2016.
• Raffaella Giacomini & Barbara Rossi, 2016. "Model Comparisons In Unstable Environments," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 57, pages 369-392, May.
  • Raffaella Giacomini & Barbara Rossi, 2009. "Model Comparisons in Unstable Environments," Working Papers 09-10, Duke University, Department of Economics.
  • Raffaella Giacomini & Barbara Rossi, 2014. "Model comparisons in unstable environments," Economics Working Papers 1437, Department of Economics and Business, Universitat Pompeu Fabra, revised Jan 2015.
  • Raffaella Giacomini & Barbara Rossi, 2012. "Model comparisons in unstable environments," CeMMAP working papers CWP13/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Barbara Rossi & Raffaella Giacomini, 2010. "Model Comparisons in Unstable Environments," Working Papers 10-29, Duke University, Department of Economics.
  • Raffaella Giacomini & Barbara Rossi, 2014. "Model Comparisons in Unstable Environments," Working Papers 784, Barcelona Graduate School of Economics.
• Raffaella Giacomini & Barbara Rossi, 2015. "Forecasting in Nonstationary Environments: What Works and What Doesn't in Reduced-Form and Structural Models," Annual Review of Economics, Annual Reviews, vol. 7(1), pages 207-229, August.
  • Raffaella Giacomini & Barbara Rossi, 2014. "Forecasting in Nonstationary Environments: What Works and What Doesn't in Reduced-Form and Structural Models," Working Papers 819, Barcelona Graduate School of Economics.
  • Raffaella Giacomini & Barbara Rossi, 2014. "Forecasting in nonstationary environments: What works and what doesn't in reduced-form and structural models," Economics Working Papers 1476, Department of Economics and Business, Universitat Pompeu Fabra.
• Buncic, Daniel & Moretto, Carlo, 2015. "Forecasting copper prices with dynamic averaging and selection models," The North American Journal of Economics and Finance, Elsevier, vol. 33(C), pages 1-38.
  • Buncic, Daniel & Moretto, Carlo, 2014. "Forecasting Copper Prices with Dynamic Averaging and Selection Models," Economics Working Paper Series 1430, University of St. Gallen, School of Economics and Political Science.
• Buncic, Daniel & Piras, Gion Donat, 2016. "Heterogeneous agents, the financial crisis and exchange rate predictability," Journal of International Money and Finance, Elsevier, vol. 60(C), pages 313-359.
  • Buncic, Daniel & Piras, Gion Donat, 2014. "Heterogeneous Agents, the Financial Crisis and Exchange Rate Predictability," Economics Working Paper Series 1436, University of St. Gallen, School of Economics and Political Science, revised Oct 2015.
• Massimiliano Caporin & Angelo Ranaldo & Gabriel G. Velo, 2015. "Precious metals under the microscope: a high-frequency analysis," Quantitative Finance, Taylor & Francis Journals, vol. 15(5), pages 743-759, May.
  • Caporin, Massimiliano & Ranaldo, Angelo & Velo, Gabriel G., 2014. "Precious Metals Under the Microscope: A High-Frequency Analysis," Working Papers on Finance 1409, University of St. Gallen, School of Finance.
• Daniel Felix Ahelegbey & Monica Billio & Roberto Casarin, 2016. "Sparse Graphical Vector Autoregression: A Bayesian Approach," Annals of Economics and Statistics, GENES, issue 123-124, pages 333-361.
  • Roberto Casarin & Daniel Felix Ahelegbey & Monica Billio, 2014. "Sparse Graphical Vector Autoregression: A Bayesian Approach," Working Papers 2014:29, Department of Economics, University of Venice "Ca' Foscari".
• Marcos Álvarez-Díaz & Manuel González-Gómez & María Soledad Otero-Giráldez & Ana Belén Trigo Iglesias, 2014. "Modelización econométrica de la demanda de turistas británicos a España," Working Papers 1404, Universidade de Vigo, Departamento de Economía Aplicada.
• Brzezinski, Michal, 2014. "Empirical modeling of the impact factor distribution," Journal of Informetrics, Elsevier, vol. 8(2), pages 362-368.
  • Michał Brzeziński, 2014. "Empirical modeling of the impact factor distribution," Working Papers 2014-01, Faculty of Economic Sciences, University of Warsaw.
• Michal Brzezinski, 2015. "Power laws in citation distributions: evidence from Scopus," Scientometrics, Springer;Akadémiai Kiadó, vol. 103(1), pages 213-228, April.
  • Michał Brzeziński, 2014. "Power laws in citation distributions: Evidence from Scopus," Working Papers 2014-05, Faculty of Economic Sciences, University of Warsaw.
• Irina Možajeva, 2014. "Association Between Self-Assessed Health and Attitude Towards Own Health," Economic Research Guardian, Weissberg Publishing, vol. 4(2), pages 97-120, December.
• Guilherme Resende & Tulio Cravo & Alexandre Carvalho, 2014. "The Impact of Brazilian Regional Development Funds on Regional Economic Growth: A spatial panel approach," ERSA conference papers ersa14p123, European Regional Science Association.
• Margherita Comola & Marcel Fafchamps, 2014. "Testing Unilateral and Bilateral Link Formation," Economic Journal, Royal Economic Society, vol. 124(579), pages 954-976, September.
  • Comola, Margherita & Fafchamps, Marcel, 2009. "Testing Unilateral and Bilateral Link Formation," CEPR Discussion Papers 7406, C.E.P.R. Discussion Papers.
  • Margherita Comola & Marcel Fafchamps, 2009. "Testing Unilateral and Bilateral Link Formation," CSAE Working Paper Series 2009-13, Centre for the Study of African Economies, University of Oxford.
  • Margherita Comola & Marcel Fafchamps, 2014. "Testing Unilateral and Bilateral Link Formation," PSE - Labex "OSE-Ouvrir la Science Economique" hal-00825261, HAL.
  • Marcel Fafchamps & Margherita Comola, 2010. "Testing Unilateral and Bilateral Link Formation," Working Papers id:2797, eSocialSciences.
• Firmin Doko Tchatoka & Jean‐Marie Dufour, 2014. "Identification‐robust inference for endogeneity parameters in linear structural models," Econometrics Journal, Royal Economic Society, vol. 17(1), pages 165-187, February.
  • Doko Tchatoka, Firmin & Dufour, Jean-Marie, 2012. "Identification-robust inference for endogeneity parameters in linear structural models," MPRA Paper 40695, University Library of Munich, Germany.
  • Doko Tchatoka, Firmin & Dufour, Jean-Marie, 2012. "Identification-robust inference for endogeneity parameters in linear structural models," Working Papers 15064, University of Tasmania, Tasmanian School of Business and Economics, revised 01 Aug 2012.
  • Firmin Doko Tchatoka & Jean-Marie Dufour, 2014. "Identification-robust inference for endogeneity parameters in linear structural models," CIRANO Working Papers 2014s-17, CIRANO.
  • Firmin DOKO TCHATOKA & Jean-Marie DUFOUR, 2014. "Identification-Robust Inference for Endogeneity Parameters in Linear Structural Models," Cahiers de recherche 03-2014, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
• Hendrik Kaufmann & Florian Heinen & Philipp Sibbertsen, 2014. "The Dynamics Of Real Exchange Rates: A Reconsideration," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 29(5), pages 758-773, August.
  • Heinen, Florian & Kaufmann, Hendrik & Sibbertsen, Philipp, 2011. "The dynamics of real exchange rates - A reconsideration," Hannover Economic Papers (HEP) dp-463, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
• Miguel A.G. Belmonte & Gary Koop & Dimitris Korobilis, 2014. "Hierarchical Shrinkage in Time‐Varying Parameter Models," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 33(1), pages 80-94, January.
  • Miguel Belmonte & Gary Koop & Dimitris Korobilis, 2011. "Hierarchical Shrinkage in Time-Varying Parameter Models," Working Papers 1137, University of Strathclyde Business School, Department of Economics.
  • Miguel A. G. Belmonte & Gary Koop & Dimitris Korobilis, 2011. "Hierarchical Shrinkage in Time-Varying Parameter Models," Working Paper series 35_11, Rimini Centre for Economic Analysis.
  • Miguel, Belmonte & Gary, Koop & Dimitris, Korobilis, 2011. "Hierarchical shrinkage in time-varying parameter models," MPRA Paper 31827, University Library of Munich, Germany.
  • Belmonte, Miguel A & Koop, Gary & Korobilis, Dimitris, 2011. "Hierarchical Shrinkage in Time-Varying Parameter Models," SIRE Discussion Papers 2012-68, Scottish Institute for Research in Economics (SIRE).
  • BELMONTE, Miguel A.G. & KOOP, Gary & KOROBILIS, Dimitris, 2011. "Hierarchical shrinkage in time-varying parameter models," CORE Discussion Papers 2011036, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• Klaus Wohlrabe & Teresa Buchen, 2014. "Assessing the Macroeconomic Forecasting Performance of Boosting: Evidence for the United States, the Euro Area and Germany," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 33(4), pages 231-242, July.
  • Teresa Buchen & Klaus Wohlrabe, 2013. "Assessing the Macroeconomic Forecasting Performance of Boosting - Evidence for the United States, the Euro Area, and Germany," CESifo Working Paper Series 4148, CESifo Group Munich.
  • Teresa, Buchen & Wohlrabe, Klaus, 2014. "Assessing the Macroeconomic Forecasting Performance of Boosting: Evidence for the United States, the Euro Area, and Germany," Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100626, Verein für Socialpolitik / German Economic Association.
• Bryan S. Graham & Guido W. Imbens & Geert Ridder, 2014. "Complementarity and aggregate implications of assortative matching: A nonparametric analysis," Quantitative Economics, Econometric Society, vol. 5, pages 29-66, March.
  • Bryan S. Graham & Guido W. Imbens & Geert Ridder, 2009. "Complementarity and Aggregate Implications of Assortative Matching: A Nonparametric Analysis," NBER Working Papers 14860, National Bureau of Economic Research, Inc.
• Azam, Kazim, 2014. "Effects of Marginal Speci cations on Copula Estimation," The Warwick Economics Research Paper Series (TWERPS) 1053, University of Warwick, Department of Economics.
• Sasa Zikovic & Rafal Weron & Ivana Tomas Zikovic, 2014. "Evaluating the performance of VaR models in energy markets," HSC Research Reports HSC/14/12, Hugo Steinhaus Center, Wroclaw University of Technology.
• Jin Seo Cho & Halbert White, 2014. "Testing the Equality of Two Positive-Definite Matrices with Application to Information Matrix Testing," Working papers 2014rwp-67, Yonsei University, Yonsei Economics Research Institute.
• Vilsmeier, Johannes, 2014. "Updating the option implied probability of default methodology," Discussion Papers 43/2014, Deutsche Bundesbank.
• Sacht, Stephen, 2014. "Identification of prior information via moment-matching," Economics Working Papers 2014-04, Christian-Albrechts-University of Kiel, Department of Economics.
• Anders Warne & Günter Coenen & Kai Christoffel, 2017. "Marginalized Predictive Likelihood Comparisons of Linear Gaussian State‐Space Models with Applications to DSGE, DSGE‐VAR, and VAR Models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(1), pages 103-119, January.
  • Warne, Anders & Coenen, Günter & Christoffel, Kai, 2014. "Marginalized predictive likelihood comparisons of linear Gaussian state-space models with applications to DSGE, DSGEVAR, and VAR models," CFS Working Paper Series 478, Center for Financial Studies (CFS).
• Guerron-Quintana, Pablo & Inoue, Atsushi & Kilian, Lutz, 2017. "Impulse response matching estimators for DSGE models," Journal of Econometrics, Elsevier, vol. 196(1), pages 144-155.
  • Guerron-Quintana, Pablo A. & Inoue, Atsushi & Kilian, Lutz, 2014. "Impulse Response Matching Estimators for DSGE Models," CEPR Discussion Papers 10298, C.E.P.R. Discussion Papers.
  • Guerron-Quintana, Pablo & Inoue, Atsushi & Kilian, Lutz, 2014. "Impulse response matching estimators for DSGE models," CFS Working Paper Series 498, Center for Financial Studies (CFS).
  • Pablo Guerron-quintana & Atsushi Inoue & Lutz Kilian, 2014. "Impulse response matching estimators for DSGE models," Vanderbilt University Department of Economics Working Papers 14-00014, Vanderbilt University Department of Economics.
  • GUERRON-QUINTANA, Pablo & INOUE, Atsushi & KILIAN, Lutz, 2016. "Impulse Response Matching Estimators for DSGE Models," Discussion paper series HIAS-E-27, Hitotsubashi Institute for Advanced Study, Hitotsubashi University.
  • Pablo Guerron-Quintana & Atsushi Inoue & Lutz Kilian, 2016. "Impulse Response Matching Estimators for DSGE Models," CESifo Working Paper Series 5730, CESifo Group Munich.

2013

• Pål Boug & Ådne Cappelen & Torbjørn Eika, 2013. "The importance of the distribution sector for exchange rate pass-through in a small open economy. A large scale macroeconometric modelling approach," Discussion Papers 731, Statistics Norway, Research Department.
• Ådne Cappelen & Arvid Raknerud & Marina Rybalka, 2013. "Returns to public R&D grants and subsidies," Discussion Papers 740, Statistics Norway, Research Department.
• André K. Anundsen & Eilev S. Jansen, 2013. "Self-reinforcing effects between housing prices and credit: an extended version," Discussion Papers 756, Statistics Norway, Research Department.
• Chen, Xiaoshan & Kirsanova, Tatiana & Leith, Campbell, 2017. "How optimal is US monetary policy?," Journal of Monetary Economics, Elsevier, vol. 92(C), pages 96-111.
  • Xiaoshan Chen & Tatiana Kirsanova & Campbell Leith, 2013. "How Optimal is US Monetary Policy?," Working Papers 2013_08, Business School - Economics, University of Glasgow.
  • Chen, Xiaoshan & Kirsanova, Tatiana & Leith, Campbell, 2013. "How Optimal is US Monetary Policy?," Stirling Economics Discussion Papers 2013-05, University of Stirling, Division of Economics.
  • Kirsanova, Tatiana & Leith, Campbell & Chen, Xiaoshan, 2013. "How Optimal is US Monetary Policy?," SIRE Discussion Papers 2013-53, Scottish Institute for Research in Economics (SIRE).
• Miguel Belmonte & Gary Koop, 2014. "Model Switching and Model Averaging in Time-Varying Parameter Regression Models," Advances in Econometrics,in: Bayesian Model Comparison, volume 34, pages 45-69 Emerald Publishing Ltd.
  • Miguel, Belmonte & Gary, Koop, 2013. "Model Switching and Model Averaging in Time- Varying Parameter Regression Models," SIRE Discussion Papers 2013-34, Scottish Institute for Research in Economics (SIRE).
  • Miguel Belmonte & Gary Koop, 2013. "Model Switching and Model Averaging in Time-Varying Parameter Regression Models," Working Papers 1302, University of Strathclyde Business School, Department of Economics.
• Gary Koop, 2012. "Using VARs and TVP-VARs with Many Macroeconomic Variables," Central European Journal of Economic Modelling and Econometrics, CEJEME, vol. 4(3), pages 143-167, September.
  • Gary, Koop, 2013. "Using VARs and TVP-VARs with Many Macroeconomic Variables," SIRE Discussion Papers 2013-35, Scottish Institute for Research in Economics (SIRE).
  • Gary Koop, 2013. "Using VARs and TVP-VARs with Many Macroeconomic Variables," Working Papers 1303, University of Strathclyde Business School, Department of Economics.
• Koop, Gary & Korobilis, Dimitris, 2014. "A new index of financial conditions," European Economic Review, Elsevier, vol. 71(C), pages 101-116.
  • Gary Koop & Dimitris Korobilis, "undated". "A new index of financial conditions," Working Papers 2013_06, Business School - Economics, University of Glasgow.
  • Gary Koop & Dimitris Korobilis, 2013. "A new index of financial conditions," Working Papers 1307, University of Strathclyde Business School, Department of Economics.
  • Gary, Koop & Dimitris, Korobilis, 2013. "A New Index of Financial Conditions," SIRE Discussion Papers 2013-48, Scottish Institute for Research in Economics (SIRE).
  • Koop, Gary & Korobilis, Dimitris, 2013. "A New Index of Financial Conditions," MPRA Paper 45463, University Library of Munich, Germany.
• Adeyemi, Olutomi I. & Hunt, Lester C., 2014. "Accounting for asymmetric price responses and underlying energy demand trends in OECD industrial energy demand," Energy Economics, Elsevier, vol. 45(C), pages 435-444.
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• Paul Levine & Peter McAdam & Peter Welz, 2013. "On Habit and the Socially Efficient Level of Consumption and Work Effort," School of Economics Discussion Papers 0713, School of Economics, University of Surrey.
• Robert E. Marks, 2013. "Validation and Functional Complexity," Discussion Papers 2013-30, School of Economics, The University of New South Wales.
• David Ardia & Lennart F. Hoogerheide, 2013. "Worldwide equity risk prediction," Applied Economics Letters, Taylor & Francis Journals, vol. 20(14), pages 1333-1339, September.
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• Irma Hindrayanto & John A.D. Aston & Siem Jan Koopman & Marius Ooms, 2013. "Modelling trigonometric seasonal components for monthly economic time series," Applied Economics, Taylor & Francis Journals, vol. 45(21), pages 3024-3034, July.
  • Irma Hindrayanto & John A.D. Aston & Siem Jan Koopman & Marius Ooms, 2010. "Modeling Trigonometric Seasonal Components for Monthly Economic Time Series," Tinbergen Institute Discussion Papers 10-018/4, Tinbergen Institute.
• William A. Barnett & Isaac Kalonda Kanyama, 2013. "Time-varying parameters in the almost ideal demand system and the Rotterdam model: will the best specification please stand up?," Applied Economics, Taylor & Francis Journals, vol. 45(29), pages 4169-4183, October.
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• Christoph Rothe & Dominik Wied, 2013. "Misspecification Testing in a Class of Conditional Distributional Models," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 108(501), pages 314-324, March.
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• Firmin Doko Tchatoka, 2015. "On bootstrap validity for specification tests with weak instruments," Econometrics Journal, Royal Economic Society, vol. 18(1), pages 137-146, February.
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  • Doko Tchatoka, Firmin, 2013. "On bootstrap validity for specification tests with weak instruments," Working Papers 16875, University of Tasmania, Tasmanian School of Business and Economics, revised 05 Aug 2013.
  • Firmin Doko Tchatoka, 2014. "On Bootstrap Validity for Specification Tests with Weak Instruments," School of Economics Working Papers 2014-06, University of Adelaide, School of Economics.
• He, Xiaoli & Jacobs, Jan & Kuper, Gerard & Ligthart, Jenny, 2013. "On the impact of the global financial crisis on the euro area," Research Report 13011-EEF, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
  • He, Xiaoli & Jacobs, Jan P.A.M. & Kuper, Gerard H. & Ligthart, Jenny E., 2013. "On the Impact of the Global Financial Crisis on the Euro Area," Working Papers 17209, University of Tasmania, Tasmanian School of Business and Economics, revised 16 Oct 2013.
• Giray Gozgor, 2013. "The New Keynesian Phillips Curve in an Inflation Targeting Country: The Case of Turkey," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Eastern Macedonia and Thrace Institute of Technology (EMATTECH), Kavala, Greece, vol. 6(1), pages 7-18, April.
• Cees Diks & Valentyn Panchenko & Oleg Sokolinskiy, & Dick van Dijk, 2013. "Comparing the Accuracy of Copula-Based Multivariate Density Forecasts in Selected Regions of Support," Tinbergen Institute Discussion Papers 13-061/III, Tinbergen Institute.
• Inoue, Atsushi & Kilian, Lutz, 2013. "Inference on impulse response functions in structural VAR models," Journal of Econometrics, Elsevier, vol. 177(1), pages 1-13.
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  • Atsushi Inoue & Lutz Kilian, 2013. "Inference on Impulse Response Functions in Structural VAR Models," DSSR Discussion Papers 11, Graduate School of Economics and Management, Tohoku University.
  • Atsushi Inoue & Lutz Kilian, 2013. "Inference on Impulse Response Functions in Structural VAR Models," TERG Discussion Papers 307, Graduate School of Economics and Management, Tohoku University.
• Inoue, Atsushi & Kilian, Lutz, 2013. "Inference on impulse response functions in structural VAR models," Journal of Econometrics, Elsevier, vol. 177(1), pages 1-13.
  • Inoue, Atsushi & Kilian, Lutz, 2011. "Inference on Impulse Response Functions in Structural VAR Models," CEPR Discussion Papers 8419, C.E.P.R. Discussion Papers.
  • Atsushi Inoue & Lutz Kilian, 2013. "Inference on Impulse Response Functions in Structural VAR Models," TERG Discussion Papers 307, Graduate School of Economics and Management, Tohoku University.
  • Atsushi Inoue & Lutz Kilian, 2013. "Inference on Impulse Response Functions in Structural VAR Models," DSSR Discussion Papers 11, Graduate School of Economics and Management, Tohoku University.
• Bernard FINGLETON & Silvia PALOMBI, 2013. "The Wage Curve Reconsidered: Is It Truly An 'Empirical Law Of Economics'?," Region et Developpement, Region et Developpement, LEAD, Universite du Sud - Toulon Var, vol. 38, pages 49-92.
• Lavergne, Pascal, 2014. "Model equivalence tests in a parametric framework," Journal of Econometrics, Elsevier, vol. 178(P3), pages 414-425.
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• Valerio Filoso, 2013. "Regression anatomy, revealed," Stata Journal, StataCorp LP, vol. 13(1), pages 92-106, March.
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• Rossi, Barbara & Sekhposyan, Tatevik, 2013. "Conditional predictive density evaluation in the presence of instabilities," Journal of Econometrics, Elsevier, vol. 177(2), pages 199-212.
  • Barbara Rossi & Tatevik Sehkposyan, 2013. "Conditional Predictive Density Evaluation in the Presence of Instabilities," Working Papers 688, Barcelona Graduate School of Economics.
  • Barbara Rossi & Tatevik Sekhposyan, 2013. "Conditional predictive density evaluation in the presence of instabilities," Economics Working Papers 1368, Department of Economics and Business, Universitat Pompeu Fabra.
• Rossi, Barbara & Sekhposyan, Tatevik, 2014. "Evaluating predictive densities of US output growth and inflation in a large macroeconomic data set," International Journal of Forecasting, Elsevier, vol. 30(3), pages 662-682.
  • Barbara Rossi & Tatevik Sehkposyan, 2013. "Evaluating Predictive Densities of US Output Growth and Inflation in a Large Macroeconomic Data Set," Working Papers 689, Barcelona Graduate School of Economics.
  • Barbara Rossi & Tatevik Sekhposyan, 2013. "Evaluating predictive densities of U.S. output growth and inflation in a large macroeconomic data set," Economics Working Papers 1370, Department of Economics and Business, Universitat Pompeu Fabra.
• Matteo Barigozzi & Christian Brownlees, 2013. "Nets: Network Estimation for Time Series," Working Papers 723, Barcelona Graduate School of Economics.
  • Matteo Barigozzi & Christian T. Brownlees, 2013. "Nets: Network estimation for time series," Economics Working Papers 1391, Department of Economics and Business, Universitat Pompeu Fabra.
• Audrino, Francesco & Fengler, Matthias R., 2015. "Are classical option pricing models consistent with observed option second-order moments? Evidence from high-frequency data," Journal of Banking & Finance, Elsevier, vol. 61(C), pages 46-63.
  • Audrino, Francesco & Fengler, Matthias, 2013. "Are classical option pricing models consistent with observed option second-order moments? Evidence from high-frequency data," Economics Working Paper Series 1311, University of St. Gallen, School of Economics and Political Science.
• Caporin, Massimiliano & Ranaldo, Angelo & Velo, Gabriel G., 2013. "Stylized Facts and Dynamic Modeling of High-frequency Data on Precious Metals," Working Papers on Finance 1318, University of St. Gallen, School of Finance.
• Maddalena Cavicchioli, 2013. "Determining the Number of Regimes in Markov-Switching VAR and VMA Models," Working Papers 2013:03, Department of Economics, University of Venice "Ca' Foscari".
• Hao Fang & Yen-Hsien Lee, 2013. "Are the Global REIT Markets Efficient by a New Approach?," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 60(6), pages 743-757, December.
• Myriam Tabasso & Giuseppe Arbia, 2013. "Spatial Econometric Modelling Of Massive Datasets: The Contribution Of Data Mining," ERSA conference papers ersa13p1004, European Regional Science Association.
• Robert Lehmann & Klaus Wohlrabe, 2015. "Forecasting GDP at the Regional Level with Many Predictors," German Economic Review, Verein für Socialpolitik, vol. 16(2), pages 226-254, May.
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  • Robert Lehmann & Klaus Wohlrabe, 2013. "Forecasting GDP at the regional level with many predictors," ERSA conference papers ersa13p15, European Regional Science Association.
  • Lehmann, Robert & Wohlrabe, Klaus, 2013. "Forecasting GDP at the regional level with many predictors," Discussion Papers in Economics 17104, University of Munich, Department of Economics.
• Csereklyei, Zsuzsanna, 2014. "Measuring the impact of nuclear accidents on energy policy," Ecological Economics, Elsevier, vol. 99(C), pages 121-129.
  • Csereklyei, Zsuzsanna, 2013. "Measuring the Impacts of Nuclear Accidents on Energy Policy," Department of Economics Working Paper Series 3826, WU Vienna University of Economics and Business.
  • Zsuzsanna Csereklyei, 2013. "Measuring the Impacts of Nuclear Accidents on Energy Policy," Department of Economics Working Papers wuwp151, Vienna University of Economics and Business, Department of Economics.
• Fischer, Manfred M. & Piribauer, Philipp, 2013. "Model uncertainty in matrix exponential spatial growth regression models," Department of Economics Working Paper Series 4013, WU Vienna University of Economics and Business.
  • Piribauer, Philipp & Fischer, Manfred M., 2014. "Model uncertainty in matrix exponential spatial growth regression models," MPRA Paper 77548, University Library of Munich, Germany.
  • Manfred M. Fischer & Philipp Piribauer, 2013. "Model uncertainty in matrix exponential spatial growth regression models," Department of Economics Working Papers wuwp158, Vienna University of Economics and Business, Department of Economics.
• Csereklyei, Zsuzsanna, 2014. "Measuring the impact of nuclear accidents on energy policy," Ecological Economics, Elsevier, vol. 99(C), pages 121-129.
  • Zsuzsanna Csereklyei, 2013. "Measuring the Impacts of Nuclear Accidents on Energy Policy," Department of Economics Working Papers wuwp151, Vienna University of Economics and Business, Department of Economics.
  • Csereklyei, Zsuzsanna, 2013. "Measuring the Impacts of Nuclear Accidents on Energy Policy," Department of Economics Working Paper Series 3826, WU Vienna University of Economics and Business.
• Manfred M. Fischer & Philipp Piribauer, 2013. "Model uncertainty in matrix exponential spatial growth regression models," Department of Economics Working Papers wuwp158, Vienna University of Economics and Business, Department of Economics.
  • Fischer, Manfred M. & Piribauer, Philipp, 2013. "Model uncertainty in matrix exponential spatial growth regression models," Department of Economics Working Paper Series 4013, WU Vienna University of Economics and Business.
  • Piribauer, Philipp & Fischer, Manfred M., 2014. "Model uncertainty in matrix exponential spatial growth regression models," MPRA Paper 77548, University Library of Munich, Germany.
• Rodney W. Strachan & Herman K. Van Dijk, 2013. "Evidence On Features Of A Dsge Business Cycle Model From Bayesian Model Averaging," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 54(1), pages 385-402, February.
  • Rodney Strachan & Herman K. van Dijk, 2012. "Evidence on Features of a DSGE Business Cycle Model from Bayesian Model Averaging," Tinbergen Institute Discussion Papers 12-025/4, Tinbergen Institute.
• Markus Jochmann & Gary Koop & Roberto Leon‐Gonzalez & Rodney W. Strachan, 2013. "Stochastic search variable selection in vector error correction models with an application to a model of the UK macroeconomy," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 28(1), pages 62-81, January.
  • Markus Jochmann & Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan, 2009. "Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy," Working Papers 0919, University of Strathclyde Business School, Department of Economics.
  • Jochmann, Markus & Koop, Gary & Leon-Gonzalez & Strachan, Rodney W., 2009. "Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy," SIRE Discussion Papers 2009-44, Scottish Institute for Research in Economics (SIRE).
  • Markus Jochmann & Gary Koop & Roberto Leon-Gonzalez & Rodney W. Strachan, 2009. "Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy," Working Paper series 44_09, Rimini Centre for Economic Analysis.
• Dimitris Korobilis, 2013. "Var Forecasting Using Bayesian Variable Selection," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 28(2), pages 204-230, March.
  • Korobilis, Dimitris, 2009. "VAR forecasting using Bayesian variable selection," MPRA Paper 21124, University Library of Munich, Germany.
  • KOROBILIS, Dimitris, 2011. "VAR forecasting using Bayesian variable selection," CORE Discussion Papers 2011022, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Dimitris Korobilis, 2010. "VAR Forecasting Using Bayesian Variable Selection," Working Paper series 51_10, Rimini Centre for Economic Analysis, revised Apr 2011.
• Daniel L. Millimet & Rusty Tchernis, 2013. "Estimation Of Treatment Effects Without An Exclusion Restriction: With An Application To The Analysis Of The School Breakfast Program," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 28(6), pages 982-1017, September.
  • Daniel L. Millimet & Rusty Tchernis, 2009. "Estimation of Treatment Effects Without an Exclusion Restriction: with an Application to the Analysis of the School Breakfast Program," NBER Working Papers 15539, National Bureau of Economic Research, Inc.
• Fabrizio Cipollini & Robert F. Engle & Giampiero M. Gallo, 2013. "Semiparametric Vector Mem," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 28(7), pages 1067-1086, November.
  • Fabrizio Cipollini & Robert F. Engle & Giampiero M. Gallo, 2009. "Semiparametric vector MEM," Econometrics Working Papers Archive wp2009_03, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
• Chun-Ping Chang & Chien-Chiang Lee, 2013. "The Economic Voting Hypothesis In The Presence Of Threshold Effects: Evidence From Asymmetric Modeling," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 58(01), pages 1-29.
• Dreger, Christian & Wolters, Jürgen, 2014. "Money demand and the role of monetary indicators in forecasting euro area inflation," International Journal of Forecasting, Elsevier, vol. 30(2), pages 303-312.
  • Christian Dreger & Jürgen Wolters, 2010. "Money Demand and the Role of Monetary Indicators in Forecasting Euro Area Inflation," Discussion Papers of DIW Berlin 1064, DIW Berlin, German Institute for Economic Research.
  • Christian Dreger & Jürgen Wolters, 2013. "Money demand and the role of monetary indicators in forecasting euro area inflation," FIW Working Paper series 119, FIW.
• Weron, Rafał & Zator, Michał, 2014. "Revisiting the relationship between spot and futures prices in the Nord Pool electricity market," Energy Economics, Elsevier, vol. 44(C), pages 178-190.
  • Rafal Weron & Michal Zator, 2013. "Revisiting the relationship between spot and futures prices in the Nord Pool electricity market," HSC Research Reports HSC/13/08, Hugo Steinhaus Center, Wroclaw University of Technology.
• Jakub Nowotarski, 2013. "Short-term forecasting of electricity spot prices using model averaging (Krótkoterminowe prognozowanie spotowych cen energii elektrycznej z wykorzystaniem uśredniania modeli)," HSC Research Reports HSC/13/17, Hugo Steinhaus Center, Wroclaw University of Technology.
• Coroneo, Laura & Corradi, Valentina & Santos Monteiro, Paulo, 2012. "Testing for optimal monetary policy via moment inequalities," The Warwick Economics Research Paper Series (TWERPS) 985, University of Warwick, Department of Economics.
  • Laura Coroneo & Valentina Corradi & Paulo Santos Monteiro, 2013. "Testing for optimal monetary policy via moment inequalities," Discussion Papers 13/07, Department of Economics, University of York.
• Eisele, Martin & Zhu, Junyi, 2013. "Multiple imputation in a complex household survey - the German Panel on Household Finances (PHF): challenges and solutions," EconStor Preprints 100007, ZBW - German National Library of Economics.
• Khan, Muhammad & Kebewar, mazen & Nenovsky, Nikolay, 2013. "Inflation Uncertainty, Output Growth Uncertainty and Macroeconomic Performance: Comparing Alternative Exchange Rate Regimes in Eastern Europe," MPRA Paper 45523, University Library of Munich, Germany.
  • Khan, Muhammad & Kebewar, Mazen & Nenovsky, Nikolay, 2013. "Inflation Uncertainty, Output Growth Uncertainty and Macroeconomic Performance: Comparing Alternative Exchange Rate Regimes in Eastern Europe," EconStor Preprints 73689, ZBW - German National Library of Economics.
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• Qin, Duo & He, Xinhua, 2013. "Globalisation effect on inflation in the Great Moderation era: New evidence from G10 countries," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy (IfW), vol. 7, pages 1-32.
  • Qin, Duo & He, Xinhua, 2011. "Globalisation effect on inflation in the great moderation era: new evidence from G10 countries," MPRA Paper 32994, University Library of Munich, Germany.
  • Qin, Duo & He, Xinhua, 2012. "Globalisation effect on inflation in the great moderation era: New evidence from G10 countries," Economics Discussion Papers 2012-56, Kiel Institute for the World Economy (IfW).
• Katja Heinisch & Rolf Scheufele, 2018. "Bottom-up or direct? Forecasting German GDP in a data-rich environment," Empirical Economics, Springer, vol. 54(2), pages 705-745, March.
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