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

2025

• Fethi Ogunc & Orhun Ozel, 2025. "Buyuk Kur Soklari ve Kur Geciskenliginde Dogrusal Olmayan Etkiler," Working Papers 2505, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
• Delfina Ricordi & Martín Sola & Fabio Spagnolo & Nicola Spagnolo, 2025. "Do Periods of Extreme Asset Price Volatility Signal the Beginning of a Recession? An International Comparison," Department of Economics Working Papers 2025_03, Universidad Torcuato Di Tella.
• Ergenç Cansu & Aktaş Rafet, 2025. "Sector-specific financial forecasting with machine learning algorithm and SHAP interaction values," Financial Internet Quarterly (formerly e-Finanse), Sciendo, vol. 21(1), pages 42-66.
• Becker, Sascha O. & Boll, P. David & Voth, Hans-Joachim, 2025. "Spatial Unit Roots in Regressions: A Practitioner's Guide and a Stata Package," IZA Discussion Papers 17651, Institute of Labor Economics (IZA).
  • Becker, Sascha O & Boll, P. David & Voth, Hans-Joachim, 2025. "Spatial Unit Roots in Regressions : A Practitioner’s Guide and a Stata Package," The Warwick Economics Research Paper Series (TWERPS) 1541, University of Warwick, Department of Economics.
  • Sascha O. Becker & P. David Boll & Hans-Joachim Voth, 2025. "Spatial Unit Roots in Regressions: A Practitioner's Guide and a Stata Package," SoDa Laboratories Working Paper Series 2025-01, Monash University, SoDa Laboratories.
  • Sascha O. Becker & P. David Boll & Hans-Joachim Voth, 2025. "Spatial Unit Roots in Regressions: A Practitioner’s Guide and a Stata Package," CESifo Working Paper Series 11651, CESifo.
  • Sascha O. Becker & P. David Boll & Hans-Joachim Voth, 2025. "Spatial Unit Roots in Regressions: A Practitioner’s Guide and a Stata Package," Monash Economics Working Papers 2025-01, Monash University, Department of Economics.
• Käfer, Niclas & Mörke, Mathis & Weigert, Florian & Wiest, Tobias, 2025. "A Bayesian stochastic discount factor for the cross-section of individual equity options," CFR Working Papers 25-01, University of Cologne, Centre for Financial Research (CFR).
• Chowdhury, Sumit & Marjit, Sugata & Das, Gouranga, 2025. "Free Trade Agreement (FTA) and Employment," GLO Discussion Paper Series 1557, Global Labor Organization (GLO).
• Fidanoski, Filip & Dixit, Vinayak & Ortmann, Andreas, 2025. "Risky Intertemporal Choices Have A Common Value Function, But A Separate Choice Function," I4R Discussion Paper Series 205, The Institute for Replication (I4R).
• Demetrescu, Matei & Frondel, Manuel & Tomberg, Lukas & Vance, Colin, 2025. "Fixed effects, lagged dependent variables, and bracketing: Cautionary remarks," Ruhr Economic Papers 1151, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
• Antonello Cirulli & Gianluca De Nard & Joshua Traut & Patrick Walker, 2025. "Low risk, high variability: practical guide for portfolio construction," ECON - Working Papers 463, Department of Economics - University of Zurich, revised Mar 2025.
• Nicoleta Cristache & Nicoleta Valentina Florea & Marian Nastase & Gabriel Croitoru & Costinela Fortea & Manuela-Violeta Tureatca, 2025. "The Influence of Political, Social, and Economic Factors on the Acceptance of Technology in the Workplace in the Context of Industrial Revolution 4.0," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, vol. 27(68), pages 1-76, February.
• Thi Lan LE & Minh Thuy DO & Thi Man DO & Anh Vu MAI, 2025. "Determinants of investment decisions of enterprises to economic zone in Vietnam," Access Journal, Access Press Publishing House, vol. 6(1), pages 103-121, November.
• Ranjan Kumar DASH & Anatolijs KRIVINS & Valters KAZE, 2025. "Economic Evaluation of Land in Agribusiness: Soil Fertility Factor," Access Journal, Access Press Publishing House, vol. 6(1), pages 25-45, November.
• Thuy Linh LE & Van Cuong LE & Thi Lan LE, 2025. "The impact of artificial intelligence on e-commerce entrepreneurship: the mediating role of business opportunity awareness," Access Journal, Access Press Publishing House, vol. 6(2), pages 452-463, April.
• Becker, Sascha O. & Boll, P. David & Voth, Hans-Joachim, 2025. "Spatial Unit Roots in Regressions: A Practitioner's Guide and a Stata Package," IZA Discussion Papers 17651, Institute of Labor Economics (IZA).
  • Sascha O. Becker & P. David Boll & Hans-Joachim Voth, 2025. "Spatial Unit Roots in Regressions: A Practitioner's Guide and a Stata Package," SoDa Laboratories Working Paper Series 2025-01, Monash University, SoDa Laboratories.
  • Sascha O. Becker & P. David Boll & Hans-Joachim Voth, 2025. "Spatial Unit Roots in Regressions: A Practitioner’s Guide and a Stata Package," CESifo Working Paper Series 11651, CESifo.
  • Sascha O. Becker & P. David Boll & Hans-Joachim Voth, 2025. "Spatial Unit Roots in Regressions: A Practitioner’s Guide and a Stata Package," Monash Economics Working Papers 2025-01, Monash University, Department of Economics.
  • Becker, Sascha O & Boll, P. David & Voth, Hans-Joachim, 2025. "Spatial Unit Roots in Regressions : A Practitioner’s Guide and a Stata Package," The Warwick Economics Research Paper Series (TWERPS) 1541, University of Warwick, Department of Economics.
• Ахмет Алишер // Akhmet Alisher & Мусса Айдынбек // Mussa Aidynbek, 2025. "Влияние цен на нефть на бизнес циклы Казахстана: эмпирический подход с учетом асимметрии // The Impact of Oil Prices on Kazakhstan’s Business Cycles: An Empirical Approach Considering Asymmetry," Working Papers #2025-2, National Bank of Kazakhstan.
• Rodrigo García Arancibia & Ignacio Girela & Daniela Agostina Gonzalez, 2025. "Global Multidimensional Poverty Prediction using World Development Indicators," Working Papers 350, Red Nacional de Investigadores en Economía (RedNIE).
• Gonzalo, Jesús & Pitarakis, Jean-Yves, 2025. "Detecting sparse cointegration," UC3M Working papers. Economics 45708, Universidad Carlos III de Madrid. Departamento de Economía.
  • Jesus Gonzalo & Jean-Yves Pitarakis, 2025. "Detecting Sparse Cointegration," Papers 2501.13839, arXiv.org.
• Dzemski, Andreas & Okui, Ryo & Wang, Wenjie, 2025. "Location Characteristics of Conditional Selective Confidence Intervals via Polyhedral Methods," Working Papers in Economics 851, University of Gothenburg, Department of Economics.
  • Andreas Dzemski & Ryo Okui & Wenjie Wang, 2025. "Location Characteristics of Conditional Selective Confidence Intervals via Polyhedral Methods," Papers 2502.20917, arXiv.org.
• Dzemski, Andreas & Okui, Ryo & Wang, Wenjie, 2025. "Inference on effect size after multiple hypothesis testing," Working Papers in Economics 852, University of Gothenburg, Department of Economics.
  • Andreas Dzemski & Ryo Okui & Wenjie Wang, 2025. "Inference on effect size after multiple hypothesis testing," Papers 2503.22369, arXiv.org.
• Francesca Carta & Domenico Depalo, 2025. "Country demographic and socio-economic structure and household consumption," Questioni di Economia e Finanza (Occasional Papers) 920, Bank of Italy, Economic Research and International Relations Area.
• Wilmer Martínez-Rivera & Edgar Caicedo-García & Juan Bonilla-Pérez, 2025. "Instantaneous Inflation as a Predictor of Inflation," Borradores de Economia 1296, Banco de la Republica de Colombia.
• Joseph Chukwudi Odionye & Ndukwe O. Dibia & Ndubuisi Eme Uguru & Ndubuisi Agoh & Veronica Adaku Ihezukwu & Emeka Atuma & Chima Keneth Ifeanyi, 2025. "Evaluating The Heterogeneous Role Of Institutional Quality In Mitigating The Adverse Effects Of Capital Flight On Nigeria’S Economic Growth: Fresh Insights From A Quantile Nonlinear Ardl Framework," Economic Annals, Faculty of Economics and Business, University of Belgrade, vol. 70(244), pages 143-171, January –.
• Po Li & Tingting Que & Jing Xie & Yuxiang Zhong, 2025. "Analyzing data on convertible bond issuances by Chinese firms, this study demonstrates that firms issuing convertible bonds achieve significantly higher market value compared to their counterparts. To," Working Papers 202501, University of Macau, Faculty of Business Administration.
• Po Li & Tingting Que & Jing Xie & Yuxiang Zhong, 2025. "Convertible Bonds and Firm Value: Evidence from China and Beyond," Working Papers 202522, University of Macau, Faculty of Business Administration.
• Mitton Todd, 2025. "De-emphasizing Statistical Significance," Accounting, Economics, and Law: A Convivium, De Gruyter, vol. 15(1), pages 99-104.
• Herculano Miguel C. & Jacob Punnoose, 2025. "Financial Condition Indices in an Incomplete Data Environment," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 29(1), pages 19-38.
  • Miguel Herculano & Punnoose Jacob, 2023. "Financial Condition Indices in an Incomplete Data Environment," CAMA Working Papers 2023-42, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Blazsek Szabolcs & Jörding August & Rai Simran, 2025. "Generalized Autoregressive Conditional Betas: A New Multivariate Score-Driven Filter," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 29(1), pages 95-128.
• Blazsek Szabolcs & Licht Adrian & Ayala Astrid & Liu Su-Ping, 2025. "Core Inflation Rate for China and the ASEAN-10 Countries: Smoothed Signal for Score-Driven Local Level Plus Scale Models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 29(2), pages 177-212.
• Gupta Rangan & Sun Xiaojin, 2025. "Time-Varying Parameter Four-Equation DSGE Model," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 29(2), pages 235-246.
• Minford, Patrick & Xu, Yongdeng, 2025. "Indirect Inference for the Identification of Star Variables in Macroeconomic Models," Cardiff Economics Working Papers E2025/8, Cardiff University, Cardiff Business School, Economics Section.
• Becker, Sascha O. & Boll, P. David & Voth, Hans-Joachim, 2025. "Spatial Unit Roots in Regressions: A Practitioner's Guide and a Stata Package," IZA Discussion Papers 17651, Institute of Labor Economics (IZA).
  • Sascha O. Becker & P. David Boll & Hans-Joachim Voth, 2025. "Spatial Unit Roots in Regressions: A Practitioner’s Guide and a Stata Package," CESifo Working Paper Series 11651, CESifo.
  • Sascha O. Becker & P. David Boll & Hans-Joachim Voth, 2025. "Spatial Unit Roots in Regressions: A Practitioner's Guide and a Stata Package," SoDa Laboratories Working Paper Series 2025-01, Monash University, SoDa Laboratories.
  • Sascha O. Becker & P. David Boll & Hans-Joachim Voth, 2025. "Spatial Unit Roots in Regressions: A Practitioner’s Guide and a Stata Package," Monash Economics Working Papers 2025-01, Monash University, Department of Economics.
  • Becker, Sascha O & Boll, P. David & Voth, Hans-Joachim, 2025. "Spatial Unit Roots in Regressions : A Practitioner’s Guide and a Stata Package," The Warwick Economics Research Paper Series (TWERPS) 1541, University of Warwick, Department of Economics.
• Sumit Chowdhury & Sugata Marjit & Gouranga Das, 2025. "Free Trade Agreement (FTA) and Employment," CESifo Working Paper Series 11657, CESifo.
• Katja Gehr & Michael Pflüger, 2025. "Cities, Aggregate Welfare, and Growth," CESifo Working Paper Series 11716, CESifo.
• Tom L. Dudda & Lars Hornuf, 2025. "The Perks and Perils of Machine Learning in Business and Economic Research," CESifo Working Paper Series 11721, CESifo.
• Bryan T. Kelly & Semyon Malamud & Emil Siriwardane & Hongyu Wu, 2025. "Behavioral Impulse Responses," Swiss Finance Institute Research Paper Series 25-04, Swiss Finance Institute.
• Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2025. "The information matrix test for Markov switching autoregressive models with covariate-dependent transition probabilities," Working Papers wp2025_2502, CEMFI.
• Sona Benecka, 2025. "Forecasting Disaggregated Producer Prices: A Fusion of Machine Learning and Econometric Techniques," Working Papers 2025/2, Czech National Bank, Research and Statistics Department.
• Sascha Becker & David Boll & Hans-Joachim Voth, 2025. "Spatial Unit Roots in Regressions: A Practitioner’s Guide and a Stata Package," RF Berlin - CReAM Discussion Paper Series 2502, Rockwool Foundation Berlin (RF Berlin) - Centre for Research and Analysis of Migration (CReAM).
• Jesus Gonzalo & Jean-Yves Pitarakis, 2025. "Detecting Sparse Cointegration," Papers 2501.13839, arXiv.org.
  • Gonzalo, Jesús & Pitarakis, Jean-Yves, 2025. "Detecting sparse cointegration," UC3M Working papers. Economics 45708, Universidad Carlos III de Madrid. Departamento de Economía.
• Pellegrino, Filippo, 2025. "Selecting time-series hyperparameters with the artificial jackknife," Computational Statistics & Data Analysis, Elsevier, vol. 209(C).
• Beckmann, Joscha & Kerkemeier, Marco & Kruse-Becher, Robinson, 2025. "Regime-specific exchange rate predictability," Journal of Economic Dynamics and Control, Elsevier, vol. 176(C).
• Meléndez, Alexander & Rodríguez, Gabriel, 2025. "Evolving impacts of fiscal policy on macroeconomic fluctuations in Peru," Economic Analysis and Policy, Elsevier, vol. 85(C), pages 1135-1158.
• Qiu, Yue & Qu, Shaoguang & Shi, Zhentao & Xie, Tian, 2025. "Predicting cryptocurrency volatility: The power of model clustering," Economic Modelling, Elsevier, vol. 144(C).
• Hernández, Juan R., 2025. "Covered interest parity: A forecasting approach to estimate the neutral band," Economic Modelling, Elsevier, vol. 148(C).
• Qian, Yihe & Zhang, Yang, 2025. "Long-term forecasting in asset pricing: Machine learning models’ sensitivity to macroeconomic shifts and firm-specific factors," The North American Journal of Economics and Finance, Elsevier, vol. 78(C).
• Raj, Prakash & Bera, Koushik & Selvaraju, N., 2025. "A hybrid model for intraday volatility prediction in Bitcoin markets," The North American Journal of Economics and Finance, Elsevier, vol. 78(C).
• Younker, James, 2025. "Calculating effective degrees of freedom for forecast combinations and ensemble models," Economics Letters, Elsevier, vol. 247(C).
• Francq, Christian & Zakoïan, Jean-Michel, 2025. "Inference on dynamic systemic risk measures," Journal of Econometrics, Elsevier, vol. 247(C).
• Antoine, Bertille & Sun, Wenqian, 2025. "Simulation-based estimation with many auxiliary statistics applied to long-run dynamic analysis," Journal of Econometrics, Elsevier, vol. 248(C).
• Doko Tchatoka, Firmin & Dufour, Jean-Marie, 2025. "Exogeneity tests and weak identification in IV regressions: Asymptotic theory and point estimation," Journal of Econometrics, Elsevier, vol. 248(C).
• Budanova, Sofya, 2025. "Penalized estimation of finite mixture models," Journal of Econometrics, Elsevier, vol. 249(PB).
• Mayer, Alexander & Wied, Dominik & Troster, Victor, 2025. "Quantile Granger causality in the presence of instability," Journal of Econometrics, Elsevier, vol. 249(PB).
• Lin, Tzu-Chi & Liu, Chu-An, 2025. "Model averaging prediction for possibly nonstationary autoregressions," Journal of Econometrics, Elsevier, vol. 249(PB).
• Tu, Yundong & Wang, Siwei, 2025. "Quantile prediction with factor-augmented regression: Structural instability and model uncertainty," Journal of Econometrics, Elsevier, vol. 249(PB).
• Fok, Dennis & Paap, Richard, 2025. "New misspecification tests for multinomial logit models," Journal of choice modelling, Elsevier, vol. 54(C).
  • Fok, D. & Paap, R., 2019. "New Misspecification Tests for Multinomial Logit Models," Econometric Institute Research Papers EI2019-24, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
• Li, Chen Xu & Li, Chenxu & Li, Chun, 2025. "Implied local volatility models," Journal of Empirical Finance, Elsevier, vol. 80(C).
• Luo, Jiawen & Chen, Zhenbiao & Cheng, Mingmian, 2025. "Forecasting realized betas using predictors indicating structural breaks and asymmetric risk effects," Journal of Empirical Finance, Elsevier, vol. 80(C).
• Paschalidou, Eleftheria G. & Thomaidis, Nikolaos S., 2025. "Risk factors in the formulation of day-ahead electricity prices: Evidence from the Spanish case," Energy Economics, Elsevier, vol. 142(C).
• Costantini, Valeria & Martini, Chiara & Mina, Benedetta & Zoli, Mariangela, 2025. "The welfare impact of climate action: A distributional analysis for Italy," Energy Economics, Elsevier, vol. 143(C).
• Hasanov, Fakhri J. & Aliyeva, Heyran & Almozaini, Majed S. & Bollino, Carlo Andrea, 2025. "Evaluating hypothetical carbon pricing for Saudi Arabia using a macroeconometric modeling framework," Energy Economics, Elsevier, vol. 145(C).
• Goodell, John W. & Muckley, Cal B. & Neelakantan, Parvati & Ryan, Darragh & Yu, Pei-Shan, 2025. "AI culture ‘profiling’ and anti-money laundering: Efficacy vs ethics," International Review of Financial Analysis, Elsevier, vol. 101(C).
• Escobar-Anel, Marcos & Hou, Yangyang & Stentoft, Lars, 2025. "The shifted GARCH model with affine variance: Applications in pricing," Finance Research Letters, Elsevier, vol. 71(C).
• Blazsek, Szabolcs & Kong, Dejun & Shadoff, Samantha R., 2025. "Within-regime volatility dynamics for observable- and Markov-switching score-driven models," Finance Research Letters, Elsevier, vol. 73(C).
• Yoshida, Valter T. & Schiozer, Rafael & de Genaro, Alan & dos Santos, Toni R.E., 2025. "A novel credit model risk measure: Do more data lead to lower model risk?," The Quarterly Review of Economics and Finance, Elsevier, vol. 100(C).
• Chun, Dohyun & Cho, Hoon & Ryu, Doojin, 2025. "Volatility forecasting and volatility-timing strategies: A machine learning approach," Research in International Business and Finance, Elsevier, vol. 75(C).
• Thomas Persson, 2025. "Machine Learning Methods," Journal of Economics and Econometrics, Economics and Econometrics Society, vol. 68(2), pages 106-129.
• Kseniya Bortnikova & Josef Bajzik & Evzen Kocenda, 2025. "How Do Event Studies Capture Impact of Macroeconomic News in Forex Market? A meta-Analysis," Working Papers IES 2025/01, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Jan 2025.
• Lutz Kilian, 2025. "Impulse Response Diagnostics for Priors on Parameters in Structural Vector Autoregressions," Working Papers 2507, Federal Reserve Bank of Dallas.
• Atsushi Inoue & Lutz Kilian, 2025. "The Conventional Impulse Response Prior in VAR Models with Sign Restrictions," Working Papers 2516, Federal Reserve Bank of Dallas.
• Richard K. Crump & Nikolay Gospodinov, 2025. "How Uncertain Is the Estimated Probability of a Future Recession?," Liberty Street Economics 20250529, Federal Reserve Bank of New York.
• Shakhzod Abdullaevich Makhmudov, 2025. "Forecasting Banking System Liquidity Using Payment System Data in Uzbekistan," IHEID Working Papers 05-2025, Economics Section, The Graduate Institute of International Studies, revised 17 Feb 2025.
• Thanasis Stengos & Theodore Panagiotidis & Georgios Papapanagiotou, 2025. "On the time-varying causal relationships that drive bitcoin returns," Working Papers 2501, University of Guelph, Department of Economics and Finance.
• Luke P. Jackson & Katarina Juselius & Andrew B. Martinez & Felix Pretis, 2025. "Modelling the dependence between recent changes in polar ice sheets: Implications for global sea-level projections," Working Papers 2025-002, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
• Andreas Dzemski & Ryo Okui & Wenjie Wang, 2025. "Location Characteristics of Conditional Selective Confidence Intervals via Polyhedral Methods," Papers 2502.20917, arXiv.org.
  • Dzemski, Andreas & Okui, Ryo & Wang, Wenjie, 2025. "Location Characteristics of Conditional Selective Confidence Intervals via Polyhedral Methods," Working Papers in Economics 851, University of Gothenburg, Department of Economics.
• Andreas Dzemski & Ryo Okui & Wenjie Wang, 2025. "Inference on effect size after multiple hypothesis testing," Papers 2503.22369, arXiv.org.
  • Dzemski, Andreas & Okui, Ryo & Wang, Wenjie, 2025. "Inference on effect size after multiple hypothesis testing," Working Papers in Economics 852, University of Gothenburg, Department of Economics.
• Larrahondo, Cristhian & Chávez, Augusto & Giles Álvarez, Laura & Andrian, Leandro Gaston, 2025. "The exchange rate passthrough to domestic prices, new evidence from Colombia," IDB Publications (Working Papers) 13959, Inter-American Development Bank.
• Becker, Sascha O & Boll, P. David & Voth, Hans-Joachim, 2025. "Spatial Unit Roots in Regressions : A Practitioner’s Guide and a Stata Package," The Warwick Economics Research Paper Series (TWERPS) 1541, University of Warwick, Department of Economics.
  • Becker, Sascha O. & Boll, P. David & Voth, Hans-Joachim, 2025. "Spatial Unit Roots in Regressions: A Practitioner's Guide and a Stata Package," IZA Discussion Papers 17651, Institute of Labor Economics (IZA).
  • Sascha O. Becker & P. David Boll & Hans-Joachim Voth, 2025. "Spatial Unit Roots in Regressions: A Practitioner's Guide and a Stata Package," SoDa Laboratories Working Paper Series 2025-01, Monash University, SoDa Laboratories.
  • Sascha O. Becker & P. David Boll & Hans-Joachim Voth, 2025. "Spatial Unit Roots in Regressions: A Practitioner’s Guide and a Stata Package," CESifo Working Paper Series 11651, CESifo.
  • Sascha O. Becker & P. David Boll & Hans-Joachim Voth, 2025. "Spatial Unit Roots in Regressions: A Practitioner’s Guide and a Stata Package," Monash Economics Working Papers 2025-01, Monash University, Department of Economics.
• Muffert, Johanna & Winkler, Erwin, 2025. "Using Machine Learning to Understand the Heterogeneous Earnings Effects of Exports," IZA Discussion Papers 17667, Institute of Labor Economics (IZA).
• João Felix & Michel Alexandre & Gilberto Tadeu Lima, 2025. "Applying Machine Learning Algorithms to Predict the Size of the Informal Economy," Computational Economics, Springer;Society for Computational Economics, vol. 65(3), pages 1169-1189, March.
  • Joao Felix & Michel Alexandre & Gilberto Tadeu Lima, 2023. "Applying Machine Learning Algorithms to Predict the Size of the Informal Economy," Working Papers, Department of Economics 2023_10, University of São Paulo (FEA-USP), revised 11 Sep 2023.
• Marco Zanotti, 2025. "Do global forecasting models require frequent retraining?," Working Papers 551, University of Milano-Bicocca, Department of Economics.
• Becker, Sascha O & Boll, P. David & Voth, Hans-Joachim, 2025. "Spatial Unit Roots in Regressions : A Practitioner’s Guide and a Stata Package," The Warwick Economics Research Paper Series (TWERPS) 1541, University of Warwick, Department of Economics.
  • Sascha O. Becker & P. David Boll & Hans-Joachim Voth, 2025. "Spatial Unit Roots in Regressions: A Practitioner’s Guide and a Stata Package," Monash Economics Working Papers 2025-01, Monash University, Department of Economics.
  • Becker, Sascha O. & Boll, P. David & Voth, Hans-Joachim, 2025. "Spatial Unit Roots in Regressions: A Practitioner's Guide and a Stata Package," IZA Discussion Papers 17651, Institute of Labor Economics (IZA).
  • Sascha O. Becker & P. David Boll & Hans-Joachim Voth, 2025. "Spatial Unit Roots in Regressions: A Practitioner's Guide and a Stata Package," SoDa Laboratories Working Paper Series 2025-01, Monash University, SoDa Laboratories.
  • Sascha O. Becker & P. David Boll & Hans-Joachim Voth, 2025. "Spatial Unit Roots in Regressions: A Practitioner’s Guide and a Stata Package," CESifo Working Paper Series 11651, CESifo.
• Ratbek Dzhumashev & Ainura Tursunalieva, 2025. "A test for instrumental variable validity using a correlation restriction," Monash Economics Working Papers 2025-06, Monash University, Department of Economics.
• Yuying Sun & Feng Chen & Jiti Gao, 2025. "Model Averaging for Time-Varying Vector Autoregressions," Monash Econometrics and Business Statistics Working Papers 1/25, Monash University, Department of Econometrics and Business Statistics.
• Zhouyu Shen & Dacheng Xiu, 2025. "Can Machines Learn Weak Signals?," NBER Working Papers 33421, National Bureau of Economic Research, Inc.
• Oriol González-Casasús & Frank Schorfheide, 2025. "Misspecification-Robust Shrinkage and Selection for VAR Forecasts and IRFs," NBER Working Papers 33474, National Bureau of Economic Research, Inc.
• Susan Athey & Raj Chetty & Guido Imbens, 2025. "The Experimental Selection Correction Estimator: Using Experiments to Remove Biases in Observational Estimates," NBER Working Papers 33817, National Bureau of Economic Research, Inc.
• Hassan Faghani & Steven VanOmmeren, 2025. "Staggered Difference-in-Differences Estimation for Antitrust Analysis: A Review of Literature and Recommendations for Practitioners*," Journal of Competition Law and Economics, Oxford University Press, vol. 21(1), pages 44-80.
• Álvaro Cartea & Samuel N Cohen & Robert Graumans & Saad Labyad & Leandro Sánchez-Betancourt & Leon van Veldhuijzen, 2025. "Statistical Predictions of Trading Strategies in Electronic Markets," Journal of Financial Econometrics, Oxford University Press, vol. 23(2), pages 31-53.
• Oriol Gonzalez-Casasus & Frank Schorfheide, 2025. "Misspecification-Robust Shrinkage and Selection for VAR Forecasts and IRFs," PIER Working Paper Archive 25-003, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
• Lutero, Giancarlo & Piovani, Alessandro, 2025. "Several seasonal adjustment strategies in problematic contexts," MPRA Paper 123354, University Library of Munich, Germany.
• Francq, Christian & Trapani, Lorenzo & Zakoian, Jean-Michel, 2025. "Inference on breaks in weak location time series models with quasi-Fisher scores," MPRA Paper 123741, University Library of Munich, Germany.
• Beck, Krzysztof & Wyszyński, Mateusz & Dubel, Marcin, 2025. "Bayesian dynamic systems modelling. Bayesian model averaging for dynamic panels with weakly exogenous regressors," MPRA Paper 124689, University Library of Munich, Germany.
• Daniel Felix Ahelegbey & Roberto Casarin & Emmanuel Senyo Fianu & Luigi Grossi, 2025. "Structural changes in contagion channels: the impact of COVID-19 on the Italian electricity market," Annals of Operations Research, Springer, vol. 345(2), pages 1035-1060, February.
• Richard A. Ashley & Faezeh Najafi, 2025. "The Ashley and Patterson (1986) test for serial independence in daily stock returns, revisited," Annals of Operations Research, Springer, vol. 346(1), pages 567-584, March.
• Aomar Ibourk & Zakaria Elouaourti & Mohammed-Ali Bougzime, 2025. "Impact evaluation of the ‘IDMAJ’ wage subsidy program on employment quality in Morocco," International Journal of Economic Policy Studies, Springer, vol. 19(1), pages 135-158, February.
• Lekharani Gohain & Amit K. Biswas, 2025. "The Drivers of India’s Agricultural Trade: A Study Based on Major Crops," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 23(1), pages 159-174, March.
• Eric Iversen & Arvid Raknerud & Marit Klemetsen & Brita Bye, 2025. "Innovation outcomes of public R&D support. A new approach to identifying output additionality," Discussion Papers 1020, Statistics Norway, Research Department.
• Juncal Cunado & David Gabauer & Rangan Gupta & Chien-Chiang Lee, 2025. "On the propagation mechanism of international real interest rate spillovers: evidence from more than 200 years of data," Applied Economics, Taylor & Francis Journals, vol. 57(7), pages 790-804, February.
  • Juncal Cunado & David Gabauer & Rangan Gupta & Chien-Chiang Lee, 2022. "On the Propagation Mechanism of International Real Interest Rate Spillovers: Evidence from More than 200 Years of Data," Working Papers 202212, University of Pretoria, Department of Economics.

2024

• Cox, James C. & Sadiraj, Vjollca & Walker, James M., 2024. "Power asymmetry in repeated play of provision and appropriation games," Journal of Economic Behavior & Organization, Elsevier, vol. 220(C), pages 222-236.
  • James C. Cox & Vjollca Sadiraj & James M. Walker, 2023. "Power Asymmetry in Repeated Play of Provision and Appropriation Games," Experimental Economics Center Working Paper Series 2022-04, Experimental Economics Center, Andrew Young School of Policy Studies, Georgia State University.
  • James C. Cox & Vjollca Sadiraj & James M. Walker, 2024. "Power Asymmetry in Repeated Play of Provision and Appropriation Games," Experimental Economics Center Working Paper Series 2024-01, Experimental Economics Center, Andrew Young School of Policy Studies, Georgia State University.
• Cheikh T. Ndour & Simplice A. Asongu, 2024. "Information Technology, Gender Economic Inclusion and Environment Sustainability in Sub-Sahara Africa," Working Papers of the African Governance and Development Institute. 24/001, African Governance and Development Institute..
  • Cheikh T. Ndour & Simplice A. Asongu, 2024. "Information Technology, Gender Economic Inclusion and Environment Sustainability in Sub-Sahara Africa," Working Papers 24/001, European Xtramile Centre of African Studies (EXCAS).
  • Cheikh T. Ndour & Simplice A. Asongu, 2024. "Information Technology, Gender Economic Inclusion and Environment Sustainability in Sub-Sahara Africa," Working Papers of The Association for Promoting Women in Research and Development in Africa (ASPROWORDA). 24/004, The Association for Promoting Women in Research and Development in Africa (ASPROWORDA).
• Kazeem B. Ajide & Olorunfemi Y. Alimi & Simplice A. Asongu, 2024. "Intelligence and its Effects on Environmental Decline: A Worldwide Analysis," Working Papers of the African Governance and Development Institute. 24/017, African Governance and Development Institute..
  • Kazeem B. Ajide & Olorunfemi Y. Alimi & Simplice A. Asongu, 2024. "Intelligence and its Effects on Environmental Decline: A Worldwide Analysis," Working Papers 24/017, European Xtramile Centre of African Studies (EXCAS).
• Daniel Borup & Philippe Goulet Coulombe & Erik Christian Montes Schütte & David E. Rapach & Sander Schwenk-Nebbe, 2022. "The Anatomy of Out-of-Sample Forecasting Accuracy," FRB Atlanta Working Paper 2022-16, Federal Reserve Bank of Atlanta.
  • Daniel Borup & Philippe Goulet Coulombe & Erik Christian Montes Schütte & David E. Rapach & Sander Schwenk-Nebbe, 2024. "The Anatomy of Out-of-Sample Forecasting Accuracy," FRB Atlanta Working Paper 2022-16b, Federal Reserve Bank of Atlanta.
• Inoue, Atsushi & Kilian, Lutz, 2024. "When Is the Use of Gaussian-inverse Wishart-Haar Priors Appropriate?," CEPR Discussion Papers 19227, C.E.P.R. Discussion Papers.
  • Atsushi Inoue & Lutz Kilian, 2024. "When Is the Use of Gaussian-inverse Wishart-Haar Priors Appropriate?," Working Papers 2404, Federal Reserve Bank of Dallas.
• Siddhartha Chib & Simon C. Smith, 2024. "Factor Selection and Structural Breaks," Finance and Economics Discussion Series 2024-037, Board of Governors of the Federal Reserve System (U.S.).
• Michael B. Gordy & Alexander J. McNeil, 2024. "Spectral backtests unbounded and folded," Finance and Economics Discussion Series 2024-060, Board of Governors of the Federal Reserve System (U.S.).
• Thomas R. Cook & Zach Modig & Nathan M. Palmer, 2024. "Explaining Machine Learning by Bootstrapping Partial Marginal Effects and Shapley Values," Finance and Economics Discussion Series 2024-075, Board of Governors of the Federal Reserve System (U.S.).
• Arne Henningsen & Guy Low & David Wuepper & Tobias Dalhaus & Hugo Storm & Dagim Belay & Stefan Hirsch, 2024. "Estimating Causal Effects with Observational Data: Guidelines for Agricultural and Applied Economists," IFRO Working Paper 2024/03, University of Copenhagen, Department of Food and Resource Economics.
• Davaasukh Damdinjav & Dulamzaya Batjargal & Ninjin Batmunkh, 2024. "Distress Prediction and Stress Testing of Nonfinancial Firms: Case of Mongolia," IHEID Working Papers 16-2024, Economics Section, The Graduate Institute of International Studies.
• Alpha Nur Setyawan Pudjono, 2024. "Examining the Causal Relationships of Balanced Scorecard Perspectives on Organizational Performance Improvement: A Case Study from the Indonesian Public Sector," GATR Journals afr232, Global Academy of Training and Research (GATR) Enterprise.
• Thanasis Stengos & Stelios Arvanitis & Mehmet Pinar & Nikolas Topaloglou, 2024. "Multi-Objective Frequentistic Model Averaging with an Application to Economic Growth," Working Papers 2401, University of Guelph, Department of Economics and Finance.
• Gary Cornwall & Marina Gindelsky, 2024. "House Prices, Debt Burdens, and the Heterogeneous Effects of Mortgage Rate Shocks," Working Papers 2024-003, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
• Branco, Rafael R. & Rubesam, Alexandre & Zevallos, Mauricio, 2024. "Forecasting realized volatility: Does anything beat linear models?," Journal of Empirical Finance, Elsevier, vol. 78(C).
  • Rafael Branco & Alexandre Rubesam & Mauricio Zevallos, 2024. "Forecasting realized volatility: Does anything beat linear models?," Post-Print hal-04835657, HAL.
• Dierkes, Maik & Fitter, Krischan & Sibbertsen, Philipp, 2024. "Monitoring Breaks in Fractional Cointegration," Hannover Economic Papers (HEP) dp-728, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
• Jannik Kreye & Philipp Sibbertsen, 2024. "Testing for a Forecast Accuracy Breakdown under Long Memory," Papers 2409.07087, arXiv.org.
  • Kreye, Tom Jannik & Sibbertsen, Philipp, 2024. "Testing for a Forecast Accuracy Breakdown under Long Memory," Hannover Economic Papers (HEP) dp-729, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
• Justin Contat & William M. Doerner & Robert N. Renner & Malcolm J. Rogers, 2024. "Measuring Price Effects from Disasters using Public Data: A Case Study of Hurricane Ian," FHFA Staff Working Papers 24-04, Federal Housing Finance Agency.
• Karlsson, Sune & Kiss, Tamás & Nguyen, Hoang & Österholm, Pär, 2024. "US Interest Rates: Are Relations Stable?," Working Papers 2024:3, Örebro University, School of Business.
• Kiss, Tamás & Mazur, Stepan & Nguyen, Hoang & Österholm, Pär, 2024. "VAR Models with Fat Tails and Dynamic Asymmetry," Working Papers 2024:8, Örebro University, School of Business.
• Lenza, Michele & Savoia, Ettore, 2024. "Do we need firm data to understand macroeconomic dynamics?," Working Paper Series 438, Sveriges Riksbank (Central Bank of Sweden).
• Bischof, Stephan, 2024. "Test-based measurement of skill mismatch: a validation of five different measurement approaches using the NEPS," Journal for Labour Market Research, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], vol. 58, pages 1-11.
• José María Arranz & Carlos García-Serrano, 2024. "You’ll never seek alone: The impact of active labour market policies on finding a job," Journal for Labour Market Research, Springer;Institute for Employment Research/ Institut für Arbeitsmarkt- und Berufsforschung (IAB), vol. 58(1), pages 1-19, December.
  • Arranz, José María & García-Serrano, Carlos, 2024. "You'll never seek alone: The impact of active labour market policies on finding a job," Journal for Labour Market Research, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], vol. 58, pages 1-20.
• Bjarni G. Einarsson, 2024. "Online Monitoring of Policy Optimality," Economics wp95, Department of Economics, Central bank of Iceland.
• Gabriel, Stefan & Kunst, Robert M., 2024. "Cointegrated portfolios and volatility modeling in the cryptocurrency market," IHS Working Paper Series 52, Institute for Advanced Studies.
• Daniel Borup & Jonas N. Eriksen & Mads M. Kjær & Martin Thyrsgaard, 2024. "Predicting Bond Return Predictability," Management Science, INFORMS, vol. 70(2), pages 931-951, February.
  • Daniel Borup & Jonas N. Eriksen & Mads M. Kjær & Martin Thyrsgaard, 2020. "Predicting bond return predictability," CREATES Research Papers 2020-09, Department of Economics and Business Economics, Aarhus University.
• Achim Ahrens & Christian B. Hansen & Mark E. Schaffer & Thomas Wiemann, 2025. "Model Averaging and Double Machine Learning," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 40(3), pages 249-269, April.
  • Achim Ahrens & Christian B. Hansen & Mark E. Schaffer & Thomas Wiemann, 2024. "Model Averaging and Double Machine Learning," Papers 2401.01645, arXiv.org, revised Sep 2024.
  • Ahrens, Achim & Hansen, Christian B. & Schaffer, Mark E & Wiemann, Thomas, 2024. "Model Averaging and Double Machine Learning," IZA Discussion Papers 16714, Institute of Labor Economics (IZA).
• Ali Mehrabani & Shahnaz Parsaeian & Aman Ullah, 2024. "Shrinkage Estimation and Forecasting in Dynamic Regression Models under Structural Instability," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202410, University of Kansas, Department of Economics.
• Ali Mehrabani, 2024. "Stein-Like Shrinkage Estimators for Coefficients of a Single-Equation in Simultaneous Equation Systems," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202414, University of Kansas, Department of Economics.
• Charles Guy Njike Leunga & Donatien Hainaut, 2024. "Affine Heston model style with self-exciting jumps and long memory," Annals of Finance, Springer, vol. 20(1), pages 1-43, March.
• Rachid Belhachemi, 2024. "Option Valuation with Conditional Heteroskedastic Hidden Truncation Models," Computational Economics, Springer;Society for Computational Economics, vol. 63(6), pages 2585-2601, June.
• Carlos A. Abanto-Valle & Gabriel Rodríguez & Luis M. Castro Cepero & Hernán B. Garrafa-Aragón, 2024. "Approximate Bayesian Estimation of Stochastic Volatility in Mean Models Using Hidden Markov Models: Empirical Evidence from Emerging and Developed Markets," Computational Economics, Springer;Society for Computational Economics, vol. 64(3), pages 1775-1801, September.
• Jinshun Wu & Luyao Wu, 2024. "Bayesian Local Likelihood Estimation of Time-Varying DSGE Models: Allowing for Indeterminacy," Computational Economics, Springer;Society for Computational Economics, vol. 64(4), pages 2437-2476, October.
• Sharif Mozumder & Mohammad Zoynul Abedin & Raad Lalon & Amjad Hossain, 2024. "Which User-Friendly Model is the Best for BASEL-III? An Emerging Market Study," Computational Economics, Springer;Society for Computational Economics, vol. 64(5), pages 3049-3086, November.
• Mark T. Plaat & Laura Spierdijk, 2024. "Do Different Bank-Level Securitization Variables Measure The Same Thing? A Confirmatory Factor Analysis," De Economist, Springer, vol. 172(4), pages 339-363, December.
• Dejan Glavas, 2024. "Determinants of CO2 Emissions: A Machine Learning Approach," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 30(2), pages 215-217, May.
• Kevin Credit & Matthew Lehnert, 2024. "A structured comparison of causal machine learning methods to assess heterogeneous treatment effects in spatial data," Journal of Geographical Systems, Springer, vol. 26(4), pages 483-510, October.
• Batuhan Kilic & Onur Can Bayrak & Fatih Gülgen & Mert Gurturk & Perihan Abay, 2024. "Unveiling the impact of machine learning algorithms on the quality of online geocoding services: a case study using COVID-19 data," Journal of Geographical Systems, Springer, vol. 26(4), pages 601-622, October.
• Emre Tepe, 2024. "A random forests-based hedonic price model accounting for spatial autocorrelation," Journal of Geographical Systems, Springer, vol. 26(4), pages 511-540, October.
• Raffaele Marchi & Alessandro Moro, 2024. "Forecasting Fiscal Crises in Emerging Markets and Low-Income Countries with Machine Learning Models," Open Economies Review, Springer, vol. 35(1), pages 189-213, February.
  • Raffaele De Marchi & Alessandro Moro, 2023. "Forecasting fiscal crises in emerging markets and low-income countries with machine learning models," Temi di discussione (Economic working papers) 1405, Bank of Italy, Economic Research and International Relations Area.
• David Meenagh & Patrick Minford & Yongdeng Xu, 2024. "Indirect Inference and Small Sample Bias — Some Recent Results," Open Economies Review, Springer, vol. 35(2), pages 245-259, April.
  • Meenagh, David & Minford, Patrick & Xu, Yongdeng, 2023. "Indirect Inference and Small Sample Bias - Some Recent Results," Cardiff Economics Working Papers E2023/15, Cardiff University, Cardiff Business School, Economics Section.
• Günter J. Hitsch & Sanjog Misra & Walter W. Zhang, 2024. "Heterogeneous treatment effects and optimal targeting policy evaluation," Quantitative Marketing and Economics (QME), Springer, vol. 22(2), pages 115-168, June.
• Alessandro Bitetto & Paola Cerchiello & Stefano Filomeni & Alessandra Tanda & Barbara Tarantino, 2024. "Can we trust machine learning to predict the credit risk of small businesses?," Review of Quantitative Finance and Accounting, Springer, vol. 63(3), pages 925-954, October.
• Joseph S. Briggs & Andrew Caplin & Søren Leth-Petersen & Christopher Tonetti, 2024. "Identification of Marginal Treatment Effects using Subjective Expectations," NBER Working Papers 32309, National Bureau of Economic Research, Inc.
  • Joseph Briggs & Andrew Chaplin & Soeren Leth-Petersen & Christopher Tonetti, 2024. "Identification of Marginal Treatment Effects using Subjective Expectations," CEBI working paper series 24-06, University of Copenhagen. Department of Economics. The Center for Economic Behavior and Inequality (CEBI).
  • Briggs, Joseph & Caplin, Andrew & Leth-Petersen, Søren & Tonetti, Christopher, 2024. "Identification of Marginal Treatment Effects using Subjective Expectations," CEPR Discussion Papers 18995, C.E.P.R. Discussion Papers.
• Nikunj Patel & Aakruti Patel & Bhavesh Patel, 2024. "The Role of Institutional Investors in The Indian Stock Markets During the Pandemic," Capital Markets Review, Malaysian Finance Association, vol. 32(1), pages 75-99.
• Minsu Chang & Frank Schorfheide, 2024. "On the Effects of Monetary Policy Shocks on Income and Consumption Heterogeneity," PIER Working Paper Archive 24-003, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  • Minsu Chang & Frank Schorfheide, 2024. "On the Effects of Monetary Policy Shocks on Income and Consumption Heterogeneity," NBER Working Papers 32166, National Bureau of Economic Research, Inc.
• Briggs, Joseph & Caplin, Andrew & Leth-Petersen, Søren & Tonetti, Christopher, 2024. "Identification of Marginal Treatment Effects using Subjective Expectations," CEPR Discussion Papers 18995, C.E.P.R. Discussion Papers.
  • Joseph S. Briggs & Andrew Caplin & Søren Leth-Petersen & Christopher Tonetti, 2024. "Identification of Marginal Treatment Effects using Subjective Expectations," NBER Working Papers 32309, National Bureau of Economic Research, Inc.
  • Joseph Briggs & Andrew Chaplin & Soeren Leth-Petersen & Christopher Tonetti, 2024. "Identification of Marginal Treatment Effects using Subjective Expectations," CEBI working paper series 24-06, University of Copenhagen. Department of Economics. The Center for Economic Behavior and Inequality (CEBI).
• Christiane Baumeister & Florian Huber & Thomas K. Lee & Francesco Ravazzolo, 2024. "Forecasting Natural Gas Prices in Real Time," NBER Working Papers 33156, National Bureau of Economic Research, Inc.
• Lenza, Michele & Moutachaker, Inès & Paredes, Joan, 2023. "Density forecasts of inflation: a quantile regression forest approach," Working Paper Series 2830, European Central Bank.
  • M. Lenza & I. Moutachaker & I. Moutachaker, 2024. "Density forecasts of inflation : a quantile regression forest approach," Documents de Travail de l'Insee - INSEE Working Papers 2024-12, Institut National de la Statistique et des Etudes Economiques.
  • Lenza, Michele & Moutachaker, Inès & Paredes, Joan, 2023. "Density forecasts of inflation: a quantile regression forest approach," CEPR Discussion Papers 18298, C.E.P.R. Discussion Papers.
• Vessela Dimitrova, 2024. "Hidden Economy in Bulgaria Estimated by the MIMIC Approach," Ikonomiceski i Sotsialni Alternativi, University of National and World Economy, Sofia, Bulgaria, issue 4, pages 35-51, December.
• Jian Chen & Michael P Clements & Andrew Urquhart, 2024. "Modeling Price and Variance Jump Clustering Using the Marked Hawkes Process," Journal of Financial Econometrics, Oxford University Press, vol. 22(3), pages 743-772.
• Emese Lazar & Shuyuan Qi & Radu Tunaru, 2024. "Measures of Model Risk for Continuous-Time Finance Models," Journal of Financial Econometrics, Oxford University Press, vol. 22(5), pages 1456-1481.
• Anastasios Kagkadis & Ingmar Nolte & Sandra Nolte & Nikolaos Vasilas, 2024. "Factor Timing with Portfolio Characteristics," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 14(1), pages 84-118.
• Todd Mitton, 2024. "Economic Significance in Corporate Finance," The Review of Corporate Finance Studies, Society for Financial Studies, vol. 13(1), pages 38-79.
• Brenda Guevara & Gabriel Rodríguez & Lorena Yamuca Salvatierra, 2024. "External Shocks and Economic Fluctuations in Peru: Empirical Evidence using Mixture Innovation TVP-VAR-SV Models," Documentos de Trabajo / Working Papers 2024-529, Departamento de Economía - Pontificia Universidad Católica del Perú.
• Gabriel Rodriguez & Paola Alvarado Silva & Moisés Cáceres Quispe, 2024. "Regime-Switching, Stochastic Volatility and Impacts of Monetary Policy Shocks on Macroeconomic Fluctuations in Peru," Documentos de Trabajo / Working Papers 2024-537, Departamento de Economía - Pontificia Universidad Católica del Perú.
• Gabriel Rodriguez & Joseph Santisteban, 2024. "Regime-Switching, Stochastic Volatility, Fiscal Policy Shocks and Macroeconomic Fluctuations in Peru," Documentos de Trabajo / Working Papers 2024-539, Departamento de Economía - Pontificia Universidad Católica del Perú.
• Minsu Chang & Frank Schorfheide, 2024. "On the Effects of Monetary Policy Shocks on Income and Consumption Heterogeneity," NBER Working Papers 32166, National Bureau of Economic Research, Inc.
  • Minsu Chang & Frank Schorfheide, 2024. "On the Effects of Monetary Policy Shocks on Income and Consumption Heterogeneity," PIER Working Paper Archive 24-003, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
• Balcombe, Kelvin & Fraser, Iain, 2024. "A Note on an Alternative Approach to Experimental Design of Lottery Prospects," MPRA Paper 119743, University Library of Munich, Germany.
• Aknouche, Abdelhakim & Rabehi, Nadia, 2024. "Inspecting a seasonal ARIMA model with a random period," MPRA Paper 120758, University Library of Munich, Germany.
• Jakob Vanschoonbeek, 2024. "The Spatial Political Economy of Discontent," Working Papers of VIVES - Research Centre for Regional Economics 750408, KU Leuven, Faculty of Economics and Business (FEB), VIVES - Research Centre for Regional Economics.
  • Vanschoonbeek, Jakob, 2024. "The Spatial Political Economy of Discontent," MPRA Paper 122310, University Library of Munich, Germany.
• ALAMI CHENTOUFI, Reda, 2024. "Penalized Convex Estimation in Dynamic Location-Scale models," MPRA Paper 123283, University Library of Munich, Germany.
• Georgiana Pleșa, 2024. "Impact of Globalization on Macroeconomic Dynamics Using a Time-varying Bayesian VAR," Prague Economic Papers, Prague University of Economics and Business, vol. 2024(4), pages 380-413.
• Nikolay Iskrev, 2024. "On the band spectral estimation of business cycle models," Working Papers w202419, Banco de Portugal, Economics and Research Department.
• Tenorio, Juan & Perez, Wilder, 2024. "GDP nowcasting with Machine Learning and Unstructured Data," Working Papers 2024-003, Banco Central de Reserva del Perú.
• Gravina, Antonio Francesco & Lanzafame, Matteo, 2024. "“What’s Your Shape?” A Data-Driven Approach to Estimating the Environmental Kuznets Curve," ADB Economics Working Paper Series 731, Asian Development Bank.
• Matonana, Ntombiyesibini & Phiri, Andrew, 2024. "Who in the World can Africa Catch-up to? Evidence from Income Convergence Analysis," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 77(3), pages 417-444.
• Ribeiro, Márcio Bruno, 2024. "Uma avaliação dos impactos do Fundo Constitucional de Financiamento do Nordeste na agricultura familiar," Revista Brasileira de Estudos Regionais e Urbanos, Associação Brasileira de Estudos Regionais e Urbanos (ABER), vol. 18(3), pages 409-436.
• Corina SÂMAN & Bianca PĂUNA & Alina Mirela STĂNICĂ, 2024. "Linkage Between Pollution and Growth: The Role of Inequality," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 146-157, July.
• Pablo PINCHEIRA-BROWN & Nicolás HARDY, 2024. "More predictable than ever, with the worst MSPE ever," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 5-30, December.
• Ronak Paul & Rashmi Rashmi, 2024. "Do Unwanted Births Affect the Educational Well-Being of Indian Children? Evidence from a Panel Study," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, vol. 18(3-4), pages 310-335, November.
• Mehmet Muzaffer Sandalc?, 2024. "The Modelling of Potential Evapotranspiration Based on Climate Data Using Empirical and Heuristic Methods," Proceedings of International Academic Conferences 14816441, International Institute of Social and Economic Sciences.
• Leonardo Barros Torres & Gilberto Tadeu Lima & Jaylson Jair da Silveira, 2024. "Endogenous Tax Compliance and Macroeconomic Performance Driven by Satisficing Evolutionary Dynamics," Working Papers, Department of Economics 2024_10, University of São Paulo (FEA-USP).
• Luis A. F. Alvarez & Bruno Ferman, 2024. "On “Imputation of Counterfactual Outcomes when the Errors are Predictable'': Discussions on Misspecification and Suggestions of Sensitivity Analyses," Working Papers, Department of Economics 2024_16, University of São Paulo (FEA-USP).
• Christian Aßmann & Jens Boysen-Hogrefe & Markus Pape, 2024. "Post-processing for Bayesian analysis of reduced rank regression models with orthonormality restrictions," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 108(3), pages 577-609, September.
• L. Schneider & B. Tavin, 2024. "Seasonal volatility in agricultural markets: modelling and empirical investigations," Annals of Operations Research, Springer, vol. 334(1), pages 7-58, March.
• Mehdi Mili & Jean‐Michel Sahut & Frédéric Teulon & Lubica Hikkerova, 2024. "A multidimensional Bayesian model to test the impact of investor sentiment on equity premium," Annals of Operations Research, Springer, vol. 334(1), pages 919-939, March.
• Gianna Figà-Talamanca & Marco Patacca, 2024. "An explorative analysis of sentiment impact on S&P 500 components returns, volatility and downside risk," Annals of Operations Research, Springer, vol. 342(3), pages 2095-2117, November.
• Dario Musolino & Balazs Kotosz, 2024. "A new territorial attractiveness index at the international scale: design, application and patterns in Italy," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 72(4), pages 1159-1187, April.
• Honorata Bogusz & Szymon Winnicki & Piotr Wójcik, 2024. "What factors contribute to uneven suburbanisation? Predicting the number of migrants from Warsaw to its suburbs with machine learning," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 72(4), pages 1353-1382, April.
• Jingru Xu & Xiangjing Tong & Baochen Yang, 2024. "The spatial spillover effect of carbon emission trading scheme on green innovation in China’s cities," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 73(2), pages 639-669, August.
• Heng Chen & Cheng Peng & Shuang Guo & Zhi Yang & Wei Lu, 2024. "A decision-support framework for industrial green transformation: empirical analysis of the northeast industrial district in China," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 73(4), pages 1917-1958, December.
• Patrick Oliver Schenk & Christoph Kern, 2024. "Connecting algorithmic fairness to quality dimensions in machine learning in official statistics and survey production," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, vol. 18(2), pages 131-184, June.
• Rogelio Mercado & Victor Pontines, 2024. "Which financial inclusion indicators and dimensions matter for income inequality? A Bayesian model averaging approach," Empirical Economics, Springer, vol. 67(2), pages 609-654, August.
  • Rogelio Mercado Jr. & Victor Pontines, 2022. "Which Financial Inclusion Indicators and Dimensions Matter for Income Inequality? A Bayesian Model Averaging Approach," CAMA Working Papers 2022-67, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Rogelio V. Mercado, Jr. & Victor Pontines, 2022. "Which Financial Inclusion Indicators and Dimensions Matter for Income Inequality? A Bayesian Model Averaging Approach," Working Papers wp47, South East Asian Central Banks (SEACEN) Research and Training Centre.
• Antonio Aguirre & Ignacio N. Lobato, 2024. "Evidence of non-fundamentalness in OECD capital stocks," Empirical Economics, Springer, vol. 67(2), pages 761-772, August.
• Fameliti Stavroula & Skintzi Vasiliki, 2024. "Macroeconomic attention and commodity market volatility," Empirical Economics, Springer, vol. 67(5), pages 1967-2007, November.
• Sharif Mozumder & M. Kabir Hassan & M. Humayun Kabir, 2024. "An evaluation of the adequacy of Lévy and extreme value tail risk estimates," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 10(1), pages 1-26, December.
• Tae-Hwy Lee & Aman Ullah & He Wang, 2024. "The second-order bias and mean squared error of quantile regression estimators," Indian Economic Review, Springer, vol. 59(1), pages 11-68, October.
• Luis A. Gil-Alana & Emmanuel Joel Aikins Abakah & Nieves Carmona-González & Aviral Kumar Tiwari, 2024. "Consumer sentiments across G7 and BRICS economies: Are they related?," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 48(2), pages 323-344, June.
• Meilian Zhang & Ting Yin & Emiko Usui & Takashi Oshio & Yi Zhang, 2024. "Unraveling the determinants of overemployment and underemployment among older workers in Japan: A machine learning approach," The Japanese Economic Review, Springer, vol. 75(4), pages 691-737, December.
  • Meilian ZHANG & Ting YIN & Emiko USUI & Takashi OSHIO & Yi ZHANG, 2024. "Unraveling the Determinants of Overemployment and Underemployment among Older Workers in Japan: A machine learning approach," Discussion papers 24034, Research Institute of Economy, Trade and Industry (RIETI).
• Isaac K. Ofori & Camara K. Obeng & Simplice A. Asongu, 2024. "What Really Drives Economic Growth in Sub-Saharan Africa? Evidence from the Lasso Regularization and Inferential Techniques," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 15(1), pages 144-179, March.
  • Isaac K. Ofori & Camara K. Obeng & Simplice A. Asongu, 2022. "What Really Drives Economic Growth in Sub-Saharan Africa? Evidence from The Lasso Regularization and Inferential Techniques," Working Papers 22/061, European Xtramile Centre of African Studies (EXCAS).
  • Isaac K. Ofori & Camara K. Obeng & Simplice A. Asongu, 2022. "What Really Drives Economic Growth in Sub-Saharan Africa? Evidence from The Lasso Regularization and Inferential Techniques," Working Papers of the African Governance and Development Institute. 22/061, African Governance and Development Institute..
• Stephan Bischof, 2024. "Test-based measurement of skill mismatch: a validation of five different measurement approaches using the NEPS," Journal for Labour Market Research, Springer;Institute for Employment Research/ Institut für Arbeitsmarkt- und Berufsforschung (IAB), vol. 58(1), pages 1-17, December.
• Arranz, José María & García-Serrano, Carlos, 2024. "You'll never seek alone: The impact of active labour market policies on finding a job," Journal for Labour Market Research, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], vol. 58, pages 1-20.
  • José María Arranz & Carlos García-Serrano, 2024. "You’ll never seek alone: The impact of active labour market policies on finding a job," Journal for Labour Market Research, Springer;Institute for Employment Research/ Institut für Arbeitsmarkt- und Berufsforschung (IAB), vol. 58(1), pages 1-19, December.
• Janna Hinz & Andreas Nicklisch & Mey-Ling Sommer, 2024. "Reciprocity models revisited: intention factors and reference values," International Journal of Game Theory, Springer;Game Theory Society, vol. 53(2), pages 299-324, June.
• Irina Georgescu & Jani Kinnunen, 2024. "Dynamic interactions between GDP, renewable energy, innovation, and CO2 emissions in Finland: a fourier-augmented ARDL analysis," Letters in Spatial and Resource Sciences, Springer, vol. 17(1), pages 1-23, December.
• Jinia Mukerjee & Roy Thurik & Olivier Torrès & Annelot Wismans, 2024. "Measuring organizational play in small businesses," Management Review Quarterly, Springer, vol. 74(4), pages 2443-2476, December.
• Tim Leung & Hyungbin Park & Heejun Yeo, 2024. "Robust long-term growth rate of expected utility for leveraged ETFs," Mathematics and Financial Economics, Springer, volume 18, number 5, September.
• Marta Małecka & Radosław Pietrzyk, 2024. "A spectral approach to evaluating VaR forecasts: stock market evidence from the subprime mortgage crisis, through COVID-19, to the Russo–Ukrainian war," Quality & Quantity: International Journal of Methodology, Springer, vol. 58(5), pages 4533-4567, October.
• Martina Rechbauer & Silke Rünger, 2024. "Measuring the impact of tax loss carryforwards on capital structure choice: the accuracy of earnings-based proxies," Review of Managerial Science, Springer, vol. 18(6), pages 1681-1708, June.
• Riadh Trabelsi, 2024. "Sources of macroeconomic fluctuations in Tunisia: a structural VAR approach," SN Business & Economics, Springer, vol. 4(10), pages 1-28, October.
• Andrea Beccarini, 2024. "Testing omitted variables in VARs," Statistical Papers, Springer, vol. 65(5), pages 3093-3109, July.
• Ard H. J. den Reijer & Pieter W. Otter & Jan P. A. M. Jacobs, 2024. "An heuristic scree plot criterion for the number of factors," Statistical Papers, Springer, vol. 65(6), pages 3991-4000, August.
• Ioannis N. Kallianiotis, 2024. "Fed’s Dual Mandate: Maximum Employment and Price Stability," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 14(3), pages 1-3.
• Paolo Zagaglia, 2024. "Stocks, Gold and Crude Oil: How Valuable are Volatility and Correlation Timing?," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 14(6), pages 1-5.
• Teshome Hailemeskel Abebe, 2024. "Regression Analysis: A Theoretical Approach," Journal of Statistical and Econometric Methods, SCIENPRESS Ltd, vol. 13(1), pages 1-1.
• Hao Hao & Bai Huang & Tae-hwy Lee, 2024. "Model averaging estimation of panel data models with many instruments and boosting," Journal of Applied Statistics, Taylor & Francis Journals, vol. 51(1), pages 53-69, January.
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• Liu Yang & Kajal Lahiri & Adrian Pagan, 2024. "Getting the ROC into Sync," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 42(1), pages 109-121, January.
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• David Ardia & Arnaud Dufays & Carlos Ordás Criado, 2024. "Linking Frequentist and Bayesian Change-Point Methods," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 42(4), pages 1155-1168, October.
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• Timothy G. Conley & Nirav Mehta & Ralph Stinebrickner & Todd Stinebrickner, 2024. "Social Interactions, Mechanisms, and Equilibrium: Evidence from a Model of Study Time and Academic Achievement," Journal of Political Economy, University of Chicago Press, vol. 132(3), pages 824-866.
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• Gabriel Montes-Rojas & Zacharias Psaradakis & Martín Sola, 2024. "On Regime Separation in Markov-Switching Quantile Regressions," Department of Economics Working Papers 2024_05, Universidad Torcuato Di Tella.
• Dullien Sebastian, 2024. "European Industrial Policy in the 2020s: Rationale, Challenges and Limitations," Intereconomics: Review of European Economic Policy, Sciendo, vol. 59(5), pages 249-253.
• Wisniewski Radoslaw & Wiśniewski Dawid, 2024. "Management and Valuation in Real Estate Cycle a Decade of Experience," Real Estate Management and Valuation, Sciendo, vol. 32(3), pages 31-52.
• Szymon Lis & Robert Slepaczuk & Paweł Sakowski, 2024. "This study investigates the impact of investor sentiment on stock returns and trading volume, challenging the efficient market hypothesis. Using CRSP data from May 1998 to March 2022, methods like Fam," Working Papers 2024-18, Faculty of Economic Sciences, University of Warsaw.
• Peter McAdam & Anders Warne, 2024. "Density forecast combinations: The real‐time dimension," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 43(5), pages 1153-1172, August.
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• Pablo Pincheira Brown & Nicolás Hardy, 2024. "Correlation‐based tests of predictability," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 43(6), pages 1835-1858, September.
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• Pablo Pincheira Brown & Nicolás Hardy, 2024. "The mean squared prediction error paradox," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 43(6), pages 2298-2321, September.
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• Joseph Chukwudi Odionye & Innocent Uchechukwu Duru & Innocent Chile Nzeh & Ndubuisi Eme Uguru & Kelechi Promise Uzoma, 2024. "Heterogeneous Influence of Capital Flight and Economic Policy Uncertainty on Domestic Investment in Nigeria: New Evidence from Quantile Nonlinear ARDL," Journal of International Commerce, Economics and Policy (JICEP), World Scientific Publishing Co. Pte. Ltd., vol. 15(03), pages 1-33, October.
• Christian Aßmann & Jens Boysen-Hogrefe & Markus Pape, 2024. "Post-processing for Bayesian analysis of reduced rank regression models with orthonormality restrictions," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 108(3), pages 577-609, September.
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• Krause, Thomas & Sfrappini, Eleonora & Tonzer, Lena & Zgherea, Cristina, 2024. "How do EU banks' funding costs respond to the CRD IV? An assessment based on the Banking Union directives database," IWH Discussion Papers 12/2024, Halle Institute for Economic Research (IWH).
• Heinisch, Katja, 2024. "Step by step - A quarterly evaluation of EU Commission's GDP forecasts," IWH Discussion Papers 22/2024, Halle Institute for Economic Research (IWH).
• Yani Quarta Mondiana & Henny Pramoedyo & Atiek Iriany & Marjono, 2024. "Exploring Geographical Variability in Sugarcane Yields: A Geographically Weighted Panel Regression Approach with MM Estimation," Advances in Decision Sciences, Asia University, Taiwan, vol. 28(1), pages 35-65, March.
• Yani Quarta Mondiana & Henny Pramoedyo & Atiek Iriany & Marjono, 2024. "Exploring Geographical Variability in Sugarcane Yields: A Geographically Weighted Panel Regression Approach with MM Estimation," Advances in Decision Sciences, Asia University, Taiwan, vol. 28(2), pages 35-65, June.
• Cheikh T. Ndour & Simplice A. Asongu, 2024. "Information Technology, Gender Economic Inclusion and Environment Sustainability in Sub-Sahara Africa," Working Papers 24/001, European Xtramile Centre of African Studies (EXCAS).
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• Alban Moura & Olivier Pierrard, 2024. "Bayesian Evaluation of DSGE Models with Housing and Collateral Effects," Annals of Economics and Statistics, GENES, issue 155, pages 91-124.
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• Gabrielli Florencia & Culós Verónica & Herrera Gómez Marcos & Willington Manuel, 2024. "Market power in the liquid fuels wholesale chain in Argentina: an empirical analysis," Asociación Argentina de Economía Política: Working Papers 4732, Asociación Argentina de Economía Política.
• Marian Nastase & Gabriel Croitoru & Nicoleta Valentina Florea & Nicoleta Cristache & Ramona Lile, 2024. "The Perceptions of Employees from Romanian Companies on Adoption of Artificial Intelligence in Recruitment and Selection Processes," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, vol. 26(66), pages 421-421, Aprilie.
• Cheikh T. Ndour & Simplice A. Asongu, 2024. "Information Technology, Gender Economic Inclusion and Environment Sustainability in Sub-Sahara Africa," Working Papers of The Association for Promoting Women in Research and Development in Africa (ASPROWORDA). 24/004, The Association for Promoting Women in Research and Development in Africa (ASPROWORDA).
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• Vrins, Frédéric & Wang, Linqi, 2024. "Asymmetric short-rate model without lower bound," LIDAM Reprints LFIN 2024005, Université catholique de Louvain, Louvain Finance (LFIN).
• Algieri, Bernardina & Iania, Leonardo & Leccadito, Arturo & Meloni, Giulia, 2024. "Message in a bottle: Forecasting wine prices," LIDAM Reprints LFIN 2024006, Université catholique de Louvain, Louvain Finance (LFIN).
• Merve Kılınç Yılmaz & Yusuf Şahin & Kenan Oğuzhan Oruç, 2024. "Price Forecasting of Feed Raw Materials Used in Dairy Farming: A Methodological Comparison," Alphanumeric Journal, Bahadir Fatih Yildirim, vol. 12(3), pages 249-280, December.
• Адилханова Зарина // Adilkhanova Zarina & Ержан Ислам // Yerzhan Islam, 2024. "Система селективно - комбинированного прогноза инфляции (SSCIF)// Selective-Combined Inflation Forecasting System," Working Papers #2024-13, National Bank of Kazakhstan.
• Anna A. Maigur, 2024. "Machine learning algorithms for predicting unemployment duration in Russia," Russian Journal of Economics, ARPHA Platform, vol. 10(4), pages 365-384, December.
• Achim Ahrens & Christian B. Hansen & Mark E. Schaffer & Thomas Wiemann, 2025. "Model Averaging and Double Machine Learning," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 40(3), pages 249-269, April.
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• Arnaud Dufays & Elysee Aristide Houndetoungan & Alain Coën, 2022. "Selective Linear Segmentation for Detecting Relevant Parameter Changes [Risks and Portfolio Decisions Involving Hedge Funds]," Journal of Financial Econometrics, Oxford University Press, vol. 20(4), pages 762-805.
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• Ballinari, Daniele, 2024. "Calibrating doubly-robust estimators with unbalanced treatment assignment," Economics Letters, Elsevier, vol. 241(C).
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• Giovanni Angelini & Luca Fanelli & Luca Neri, 2024. "Invalid proxies and volatility changes," Working Papers wp1193, Dipartimento Scienze Economiche, Universita' di Bologna.
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• Kreye, Tom Jannik & Sibbertsen, Philipp, 2024. "Testing for a Forecast Accuracy Breakdown under Long Memory," Hannover Economic Papers (HEP) dp-729, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
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• Manuel Benazic & Dean Uckar, 2024. "The Impact Of Selected Macroeconomic Variables On House Prices In Croatia," Economic Thought and Practice, Department of Economics and Business, University of Dubrovnik, vol. 33(1), pages 65-88, june.
• Ivana Bekic & Jadranka Ivanković & Magdalena Bednjanec, 2024. "Extroversion-Introversion Dimension Of The Hult Prize Participants Due To Creative Innovation Process," Economic Thought and Practice, Department of Economics and Business, University of Dubrovnik, vol. 33(2), pages 405-424, December.
• Xiaohang Ren & Kang Yuan & Lizhu Tao & Cheng Yan, 2024. "Carbon Prices Forecasting Using Group Information," Energy RESEARCH LETTERS, Asia-Pacific Applied Economics Association, vol. 4(4), pages 1-6.
• Svetoslav Borisov, 2024. "Bitcoin – Hedge or Speculative Asset: Analysis of Its Role and Nature," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 5, pages 148-170.
• Rizwan Raheem Ahmed & Dalia Streimikiene & Justas Streimikis & Indre Siksnelyte-Butkiene, 2024. "A comparative analysis of multivariate approaches for data analysis in management sciences," E&M Economics and Management, Technical University of Liberec, Faculty of Economics, vol. 27(1), pages 192-210, March.
• Musrrat Parveen & Amal Awadh Hadi Alshehri, 2024. "Factors influencing career sustainability in Saudi Arabian banks: A PLS-SEM analysis," E&M Economics and Management, Technical University of Liberec, Faculty of Economics, vol. 27(3), pages 154-171, September.
• Jeffrey Mollins & Rachit Lumb, 2024. "Seasonal Adjustment of Weekly Data," Discussion Papers 2024-17, Bank of Canada.
• Esther Cáceres, 2024. "The predictive power of house price imbalance indicators," Economic Bulletin, Banco de España, issue 2024/Q3.
• Simone Narizzano & Marco Orlandi & Antonio Scalia, 2024. "The Bank of Italy’s statistical model for the credit assessment of non-financial firms," Mercati, infrastrutture, sistemi di pagamento (Markets, Infrastructures, Payment Systems) 53, Bank of Italy, Directorate General for Markets and Payment System.
• Simone Narizzano & Marco Orlandi & Antonio Scalia, 2024. "The Bank of Italy’s statistical model for the credit assessment of non-financial firms," Temi di discussione (Economic working papers) 53, Bank of Italy, Economic Research and International Relations Area.
• Gary Cornwall & Marina Gindelsky, 2024. "Nowcasting Distributional National Accounts for the United States: A Machine Learning Approach," BEA Papers 0130, Bureau of Economic Analysis.
• Juan R. Hernández, 2024. "Covered interest parity: a forecasting approach to estimate the neutral band," BIS Working Papers 1206, Bank for International Settlements.
• Urmat Dzhunkeev, 2024. "Forecasting Inflation in Russia Using Gradient Boosting and Neural Networks," Russian Journal of Money and Finance, Bank of Russia, vol. 83(1), pages 53-76, March.
• Alexandra Bozhechkova & Urmat Dzhunkeev, 2024. "CLARA and CARLSON: Combination of Ensemble and Neural Network Machine Learning Methods for GDP Forecasting," Russian Journal of Money and Finance, Bank of Russia, vol. 83(3), pages 45-69, September.
• Matteo Picchio & Michele Ubaldi, 2024. "Unemployment and health: A meta‐analysis," Journal of Economic Surveys, Wiley Blackwell, vol. 38(4), pages 1437-1472, September.
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• Hui Chen & Winston Wei Dou & Leonid Kogan, 2024. "Measuring “Dark Matter” in Asset Pricing Models," Journal of Finance, American Finance Association, vol. 79(2), pages 843-902, April.
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• Federica Ciocchetta & Elisa Guglielminetti & Alessandro Mistretta, 2024. "What Drives House Prices in Europe?," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 86(5), pages 1089-1121, October.
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• PARTACHI Ion & MIJA Simion, 2024. "Moldova Gdp Forecasting Using Bayesian Multivariate Models," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 76(1), pages 85-93, March.
• PARTACHI Ion & MIJA Simion & HERTELIU Claudiu, 2024. "Analysis Of The Impact Of Covid-19 On Key Demographic Indicators In Romania And Moldova Using Econometric Modeling," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 76(4), pages 132-139, December.
• Yong Li & Sushanta K. Mallick & Nianling Wang & Jun Yu & Tao Zeng, 2024. "Deviance Information Criterion for Model Selection:Theoretical Justification and Applications," Working Papers 202415, University of Macau, Faculty of Business Administration.
• Yong Li & Zhou Wu & Jun Yu & Tao Zeng, 2024. "A Note on AIC and TIC for Model Selection," Working Papers 202420, University of Macau, Faculty of Business Administration.
• Chuanglian Chen & Xiaobin Liu & Jun Yu & Tao Zeng, 2024. "The Time-varying Zone-like and Asymmetric Preference of Central Banks: Evidence from China," Working Papers 202421, University of Macau, Faculty of Business Administration.
• Giovanni Angelini & Luca Fanelli & Luca Neri, 2024. "Invalid proxies and volatility changes," Papers 2403.08753, arXiv.org, revised Feb 2025.
  • Giovanni Angelini & Luca Fanelli & Luca Neri, 2024. "Invalid proxies and volatility changes," Working Papers wp1193, Dipartimento Scienze Economiche, Universita' di Bologna.
• Cummins Joseph & Miller Douglas L. & Smith Brock & Simon David, 2024. "Matching on Noise: Finite Sample Bias in the Synthetic Control Estimator," Journal of Econometric Methods, De Gruyter, vol. 13(1), pages 67-95, January.
  • Joseph Cummins & Brock Smith & Douglas L. Miller & David Eliot Simon, 2023. "Matching on Noise: Finite Sample Bias in the Synthetic Control Estimator," Working papers 2023-07, University of Connecticut, Department of Economics.
• Xu Yongdeng, 2024. "Quasi Maximum Likelihood Estimation of Vector Multiplicative Error Model using the ECCC-GARCH Representation," Journal of Time Series Econometrics, De Gruyter, vol. 16(1), pages 1-27.
• Yang Lixiong, 2024. "High dimensional threshold model with a time-varying threshold based on Fourier approximation," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 28(1), pages 83-117, February.
• Chernis Tony, 2024. "Combining Large Numbers of Density Predictions with Bayesian Predictive Synthesis," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 28(2), pages 293-317, April.
  • Tony Chernis, 2023. "Combining Large Numbers of Density Predictions with Bayesian Predictive Synthesis," Staff Working Papers 23-45, Bank of Canada.
• Jacobi Liana & Kwok Chun Fung & Ramírez-Hassan Andrés & Nghiem Nhung, 2024. "Posterior Manifolds over Prior Parameter Regions: Beyond Pointwise Sensitivity Assessments for Posterior Statistics from MCMC Inference," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 28(2), pages 403-434, April.
• Ayala Astrid & Blazsek Szabolcs & Licht Adrian, 2024. "Volatility Forecasting Using Quasi-Score-Driven Models with an Application to the Coronavirus Pandemic Period," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 28(5), pages 785-805.
• Delgado, M. A. & Vainora, J., 2024. "Conditional Distribution Model Specification Testing Using Chi-Square Goodness-of-Fit Tests," Cambridge Working Papers in Economics 2440, Faculty of Economics, University of Cambridge.
• Jemesa Landers & Tom Coupé & Andrea Menclova, 2024. "The Long-Term Impact of Experiencing War on Life Satisfaction: Evidence from the Life in Transition Survey," Working Papers in Economics 24/12, University of Canterbury, Department of Economics and Finance.
• Xu, Yongdeng & Guan, Bo & Lu, Wenna & Heravi, Saeed, 2024. "Macroeconomic shocks and volatility spillovers between stock, bond, gold and crude oil markets," Energy Economics, Elsevier, vol. 136(C).
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• Rodrigo Adão & Arnaud Costinot & Dave Donaldson, 2023. "Putting Quantitative Models to the Test: An Application to Trump’s Trade War," NBER Working Papers 31321, National Bureau of Economic Research, Inc.
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• Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2024. "The information matrix test for Gaussian mixtures," Working Papers wp2024_2401, CEMFI.
• Joseph S. Briggs & Andrew Caplin & Søren Leth-Petersen & Christopher Tonetti, 2024. "Identification of Marginal Treatment Effects using Subjective Expectations," NBER Working Papers 32309, National Bureau of Economic Research, Inc.
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• Oren Danieli & Daniel Nevo & Itai Walk & Bar Weinstein & Dan Zeltzer, 2023. "Negative Control Falsification Tests for Instrumental Variable Designs," Papers 2312.15624, arXiv.org, revised Apr 2025.
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• Atsushi Inoue & Lutz Kilian, 2024. "When Is the Use of Gaussian-inverse Wishart-Haar Priors Appropriate?," Working Papers 2404, Federal Reserve Bank of Dallas.
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• Blazsek, Szabolcs & Escribano, Alvaro & Kristof, Erzsebet, 2024. "Global, Arctic, and Antarctic sea ice volume predictions using score-driven threshold climate models," Energy Economics, Elsevier, vol. 134(C).
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• Blazsek, Szabolcs & Escribano, Álvaro & Licht, Adrian, 2024. "Anthropogenic effects of climate change: Further evidence from a fractionally integrated ice-age model," UC3M Working papers. Economics 44712, Universidad Carlos III de Madrid. Departamento de Economía.
• Choi, Jaedo & Moon, Hyungsik Roger & Cho, Jin Seo, 2024. "Sequentially Estimating The Structural Equation By Power Transformation," Econometric Theory, Cambridge University Press, vol. 40(1), pages 98-161, February.
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• Shi, Ruoyao, 2024. "An Averaging Estimator For Two-Step M-Estimation In Semiparametric Models," Econometric Theory, Cambridge University Press, vol. 40(3), pages 652-687, June.
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  • Ruoyao Shi, 2022. "An Averaging Estimator for Two Step M Estimation in Semiparametric Models," Working Papers 202211, University of California at Riverside, Department of Economics.
  • Ruoyao Shi, 2022. "An Averaging Estimator for Two Step M Estimation in Semiparametric Models," Working Papers 202201, University of California at Riverside, Department of Economics.
• Algieri, Bernardina & Iania, Leonardo & Leccadito, Arturo & Meloni, Giulia, 2024. "Message in a bottle: Forecasting wine prices," Journal of Wine Economics, Cambridge University Press, vol. 19(1), pages 64-91, February.
  • Algieri, Bernardina & Iania, Leonardo & Leccadito, Arturo & Meloni, Giulia, 2023. "Message in a Bottle: Forecasting wine prices," LIDAM Discussion Papers LFIN 2023004, Université catholique de Louvain, Louvain Finance (LFIN).
• Allayioti, Anastasia & Venditti, Fabrizio, 2024. "The role of comovement and time-varying dynamics in forecasting commodity prices," Working Paper Series 2901, European Central Bank.
• Linzenich, Jan & Meunier, Baptiste, 2024. "Nowcasting Made Easier: a toolbox for economists," Working Paper Series 3004, European Central Bank.
• Siphat Lim & Edman Flores & Casey Barnett, 2024. "Analyzing the Effectiveness of a System of Equation Model in Comparison to Single Equation Models for Predicting General Price Level in Cambodia," International Journal of Economics and Financial Issues, Econjournals, vol. 14(5), pages 156-166, September.
• Ilyes Abidi & Mariem Nsaibi, 2024. "Assessing the Impact of Renewable Energy in Mitigating Climate Change: A Comprehensive Study on Effectiveness and Adaptation Support," International Journal of Energy Economics and Policy, Econjournals, vol. 14(3), pages 442-454, May.
• Adhitya Nugraha & Hermanto Siregar & Idqan Fahmi & Zenal Asikin & Dikky Indrawan & Harianto Harianto & Salis Aprilian, 2024. "Identification of Factors Affecting Net Zero Emission Level in Indonesia," International Journal of Energy Economics and Policy, Econjournals, vol. 14(5), pages 203-210, September.
• Dmitry Kulikov & Nicolas Reigl, 2024. "The natural rate of unemployment in Estonia: empirical determinants and a new semi-structural model," Bank of Estonia Working Papers wp2023-06, Bank of Estonia, revised 23 Feb 2024.
• Dmitry Kulikov & Nicolas Reigl, 2024. "The natural rate of unemployment in Estonia: empirical determinants and a new semi-structural model," Bank of Estonia Working Papers wp2023-6, Bank of Estonia, revised 23 Feb 2024.
• Barde, Sylvain, 2024. "Bayesian estimation of large-scale simulation models with Gaussian process regression surrogates," Computational Statistics & Data Analysis, Elsevier, vol. 196(C).
  • Sylvain Barde, 2022. "Bayesian Estimation of Large-Scale Simulation Models with Gaussian Process Regression Surrogates," Studies in Economics 2203, School of Economics, University of Kent.
• Cordoni, Francesco & Dorémus, Nicolas & Moneta, Alessio, 2024. "Identification of vector autoregressive models with nonlinear contemporaneous structure," Journal of Economic Dynamics and Control, Elsevier, vol. 162(C).
  • Francesco Cordoni & Nicolas Doremus & Alessio Moneta, 2023. "Identification of Vector Autoregressive Models with Nonlinear Contemporaneous Structure," LEM Papers Series 2023/07, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
• Wu, Frank C.Z., 2024. "A high-dimensional additive nonparametric model," Journal of Economic Dynamics and Control, Elsevier, vol. 166(C).
• Sethi, Chandan & Mishra, Bibhuti Ranjan & Sethi, Dinabandhu, 2024. "Exploring the nexus between inflation targeting and exchange market pressure: Evidence from the global financial crisis," Economic Analysis and Policy, Elsevier, vol. 84(C), pages 1359-1369.
• Crespo Cuaresma, Jesús & Fernández, Oscar, 2024. "Explaining long-term bond yields synchronization dynamics in Europe," Economic Modelling, Elsevier, vol. 133(C).
  • Crespo Cuaresma, Jesus & Fernandez, Oscar, 2023. "Explaining Long-Term Bond Yields Synchronization Dynamics in Europe," Department of Economics Working Paper Series 344, WU Vienna University of Economics and Business.
  • Jesus Crespo Cuaresma & Oscar Fernandez, 2023. "Explaining Long-Term Bond Yields Synchronization Dynamics in Europe," Department of Economics Working Papers wuwp344, Vienna University of Economics and Business, Department of Economics.
• Arbués, Ignacio & Matilla-García, Mariano, 2024. "Multibenchmark reality checks," Economic Modelling, Elsevier, vol. 140(C).
• Hampl, Filip & Vágnerová Linnertová, Dagmar & Horváth, Matúš, 2024. "Crypto havens during war times? Evidence from the Russian invasion of Ukraine," The North American Journal of Economics and Finance, Elsevier, vol. 71(C).
• Canepa, Alessandra, 2024. "Inflation dynamics and persistence: The importance of the uncertainty channel," The North American Journal of Economics and Finance, Elsevier, vol. 72(C).
• Bufalo, Michele & Ceci, Claudia & Orlando, Giuseppe, 2024. "Addressing the financial impact of natural disasters in the era of climate change," The North American Journal of Economics and Finance, Elsevier, vol. 73(C).
• Zhao, Jing, 2024. "Impact of green finance on low-carbon transformation: Spatial spillover effects in China," The North American Journal of Economics and Finance, Elsevier, vol. 74(C).
• Ren, Tingting & Li, Shaofang & Zhang, Siying, 2024. "Stock market extreme risk prediction based on machine learning: Evidence from the American market," The North American Journal of Economics and Finance, Elsevier, vol. 74(C).
• Ballinari, Daniele, 2024. "Calibrating doubly-robust estimators with unbalanced treatment assignment," Economics Letters, Elsevier, vol. 241(C).
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• Tu, Yundong & Wang, Siwei, 2024. "Selection inconsistency for factor-augmented regressions," Economics Letters, Elsevier, vol. 241(C).
• Cerulli, Giovanni, 2024. "Optimal initial donor selection for the synthetic control method," Economics Letters, Elsevier, vol. 244(C).
• Hajivassiliou, Vassilis & Savignac, Frédérique, 2024. "Simultaneously Incomplete and Incoherent (SII) Dynamic LDV Models: With an Application to Financing Constraints and Firms’ Decision to Innovate," Journal of Econometrics, Elsevier, vol. 238(1).
  • Hajivassiliou, Vassilis & Savignac, Frédérique, 2024. "Simultaneously incomplete and incoherent (SII) dynamic LDV models: with an application to financing constraints and firms’ decision to innovate," LSE Research Online Documents on Economics 119379, London School of Economics and Political Science, LSE Library.
• Angelini, Giovanni & Cavaliere, Giuseppe & Fanelli, Luca, 2024. "An identification and testing strategy for proxy-SVARs with weak proxies," Journal of Econometrics, Elsevier, vol. 238(2).
  • Giovanni Angelini & Giuseppe Cavaliere & Luca Fanelli, 2022. "An identification and testing strategy for proxy-SVARs with weak proxies," Papers 2210.04523, arXiv.org, revised Oct 2023.
• He, Changli & Kang, Jian & Silvennoinen, Annastiina & Teräsvirta, Timo, 2024. "Long monthly temperature series and the Vector Seasonal Shifting Mean and Covariance Autoregressive model," Journal of Econometrics, Elsevier, vol. 239(1).
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• Jiao, Xiyu & Pretis, Felix & Schwarz, Moritz, 2024. "Testing for coefficient distortion due to outliers with an application to the economic impacts of climate change," Journal of Econometrics, Elsevier, vol. 239(1).
• Diebold, Francis X. & Rudebusch, Glenn D. & Göbel, Maximilian & Goulet Coulombe, Philippe & Zhang, Boyuan, 2024. "Reprint of: When will Arctic sea ice disappear? Projections of area, extent, thickness, and volume," Journal of Econometrics, Elsevier, vol. 239(1).
• Li, Yifan & Nolte, Ingmar & Pham, Manh Cuong, 2024. "Parametric risk-neutral density estimation via finite lognormal-Weibull mixtures," Journal of Econometrics, Elsevier, vol. 241(2).
• Amengual, Dante & Fiorentini, Gabriele & Sentana, Enrique, 2024. "Specification tests for non-Gaussian structural vector autoregressions," Journal of Econometrics, Elsevier, vol. 244(2).
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• Armillotta, Mirko & Gorgi, Paolo, 2024. "Pseudo-variance quasi-maximum likelihood estimation of semi-parametric time series models," Journal of Econometrics, Elsevier, vol. 246(1).
• Chudik, Alexander & Pesaran, M. Hashem & Sharifvaghefi, Mahrad, 2024. "Variable selection in high dimensional linear regressions with parameter instability," Journal of Econometrics, Elsevier, vol. 246(1).
• Bermudez, P. de Zea & Marín, J. Miguel & Rue, Håvard & Veiga, Helena, 2024. "Integrated nested Laplace approximations for threshold stochastic volatility models," Econometrics and Statistics, Elsevier, vol. 30(C), pages 15-35.
  • Zea Bermudez, Patrícia de & Marín Díazaraque, Juan Miguel & Rue, Havard & Lopes Moreira da Veiga, María Helena, 2021. "Integrated nested Laplace approximations for threshold stochastic volatility models," DES - Working Papers. Statistics and Econometrics. WS 31804, Universidad Carlos III de Madrid. Departamento de Estadística.
• Ahelegbey, Daniel Felix & Billio, Monica & Casarin, Roberto, 2024. "Modeling Turning Points in the Global Equity Market," Econometrics and Statistics, Elsevier, vol. 30(C), pages 60-75.
  • Daniel Felix Ahelegbey & Monica Billio & Roberto Casarin, 2020. "Modeling Turning Points In Global Equity Market," DEM Working Papers Series 195, University of Pavia, Department of Economics and Management.
• Quainoo, Ruth & Howard, Gregory & Gaur, Vasundhara & Lang, Corey, 2024. "Model choice and framing effects: Do discrete choice modeling decisions affect loss aversion estimates?," Journal of choice modelling, Elsevier, vol. 53(C).
• Branco, Rafael R. & Rubesam, Alexandre & Zevallos, Mauricio, 2024. "Forecasting realized volatility: Does anything beat linear models?," Journal of Empirical Finance, Elsevier, vol. 78(C).
  • Rafael Branco & Alexandre Rubesam & Mauricio Zevallos, 2024. "Forecasting realized volatility: Does anything beat linear models?," Post-Print hal-04835657, HAL.
• Bonaccolto, Giovanni & Caporin, Massimiliano & Iacopini, Matteo, 2024. "Extreme time-varying spillovers between high carbon emission stocks, green bond and crude oil: Comment," Energy Economics, Elsevier, vol. 132(C).
• Tselika, Kyriaki & Tselika, Maria & Demetriades, Elias, 2024. "Quantifying the short-term asymmetric effects of renewable energy on the electricity merit-order curve," Energy Economics, Elsevier, vol. 132(C).
• Haas, Christian & Budin, Constantin & d’Arcy, Anne, 2024. "How to select oil price prediction models — The effect of statistical and financial performance metrics and sentiment scores," Energy Economics, Elsevier, vol. 133(C).
• Blazsek, Szabolcs & Escribano, Alvaro & Kristof, Erzsebet, 2024. "Global, Arctic, and Antarctic sea ice volume predictions using score-driven threshold climate models," Energy Economics, Elsevier, vol. 134(C).
  • Blazsek, Szabolcs & Escribano, Álvaro & Kristof, Erzsebet, 2024. "Global, Arctic, and Antarctic sea ice volume predictions: using score-driven threshold climate models," UC3M Working papers. Economics 39546, Universidad Carlos III de Madrid. Departamento de Economía.
• Xu, Yongdeng & Guan, Bo & Lu, Wenna & Heravi, Saeed, 2024. "Macroeconomic shocks and volatility spillovers between stock, bond, gold and crude oil markets," Energy Economics, Elsevier, vol. 136(C).
  • Xu, Yongdeng & Guan, Bo & Lu, Wenna & Heravi, Saeed, 2024. "Macroeconomic shocks and volatility spillovers between stock, bond, gold and crude oil markets," Cardiff Economics Working Papers E2024/15, Cardiff University, Cardiff Business School, Economics Section.
• Zhang, Bo & Nguyen, Bao H. & Sun, Chuanwang, 2024. "Forecasting oil prices: Can large BVARs help?," Energy Economics, Elsevier, vol. 137(C).
• Tian, Guangning & Peng, Yuchao & Du, Huancheng & Meng, Yuhao, 2024. "Forecasting crude oil returns in different degrees of ambiguity: Why machine learn better?," Energy Economics, Elsevier, vol. 139(C).
• Çağlayan-Akay, Ebru & Topal, Kadriye Hilal, 2024. "Forecasting Turkish electricity consumption: A critical analysis of single and hybrid models," Energy, Elsevier, vol. 305(C).
• Michalski, Lachlan & Low, Rand Kwong Yew, 2024. "Determinants of corporate credit ratings: Does ESG matter?," International Review of Financial Analysis, Elsevier, vol. 94(C).
• Esparcia, Carlos & Escribano, Ana & Jareño, Francisco, 2024. "Assessing the crypto market stability after the FTX collapse: A study of high frequency volatility and connectedness," International Review of Financial Analysis, Elsevier, vol. 94(C).
• Heger, Julia & Min, Aleksey & Zagst, Rudi, 2024. "Analyzing credit spread changes using explainable artificial intelligence," International Review of Financial Analysis, Elsevier, vol. 94(C).
• Cakici, Nusret & Zaremba, Adam, 2024. "What drives stock returns across countries? Insights from machine learning models," International Review of Financial Analysis, Elsevier, vol. 96(PA).
• Escobar-Anel, Marcos & Spies, Ben & Zagst, Rudi, 2024. "Mean–variance optimization under affine GARCH: A utility-based solution," Finance Research Letters, Elsevier, vol. 59(C).
• Reesor, R. Mark & Stentoft, Lars & Zhu, Xiaotian, 2024. "A critical analysis of the Weighted Least Squares Monte Carlo method for pricing American options," Finance Research Letters, Elsevier, vol. 64(C).
• Jing, Zhongbo & Li, Qin & Zhao, Hongyi & Zhao, Yang, 2024. "Predicting stock price crash risk in China: A modified graph WaveNet model," Finance Research Letters, Elsevier, vol. 64(C).
• Zhang, Aoran & Zhou, Chunyang, 2024. "A closed-form solution for spot volatility from options under limited data," Finance Research Letters, Elsevier, vol. 67(PA).
• Li, Chenxing & Zhang, Zehua & Zhao, Ran, 2024. "Volatility or higher moments: Which is more important in return density forecasts of stochastic volatility model?," Finance Research Letters, Elsevier, vol. 67(PB).
  • Li, Chenxing & Zhang, Zehua & Zhao, Ran, 2023. "Volatility or higher moments: Which is more important in return density forecasts of stochastic volatility model?," MPRA Paper 118459, University Library of Munich, Germany.
• Escobar-Anel, Marcos & Stentoft, Lars & Ye, Xize, 2024. "Not all VIXs are (Informationally) equal: Evidence from affine GARCH option pricing models," Finance Research Letters, Elsevier, vol. 69(PA).
• Jiang, Fuwei & Ma, Tian & Zhu, Feifei, 2024. "Fundamental characteristics, machine learning, and stock price crash risk," Journal of Financial Markets, Elsevier, vol. 69(C).
• Segnon, Mawuli & Gupta, Rangan & Wilfling, Bernd, 2024. "Forecasting stock market volatility with regime-switching GARCH-MIDAS: The role of geopolitical risks," International Journal of Forecasting, Elsevier, vol. 40(1), pages 29-43.
  • Mawuli Segnon & Rangan Gupta & Bernd Wilfling, 2022. "Forecasting Stock Market Volatility with Regime-Switching GARCH-MIDAS: The Role of Geopolitical Risks," Working Papers 202203, University of Pretoria, Department of Economics.
• Gonzalo, Jesús & Pitarakis, Jean-Yves, 2024. "Out-of-sample predictability in predictive regressions with many predictor candidates," International Journal of Forecasting, Elsevier, vol. 40(3), pages 1166-1178.
  • Gonzalo, Jesús & Pitarakis, Jean-Yves, 2020. "Out of sample predictability in predictive regressions with many predictor candidates," UC3M Working papers. Economics 31554, Universidad Carlos III de Madrid. Departamento de Economía.
  • Jesus Gonzalo & Jean-Yves Pitarakis, 2023. "Out of Sample Predictability in Predictive Regressions with Many Predictor Candidates," Papers 2302.02866, arXiv.org, revised Oct 2023.
• Cox, James C. & Sadiraj, Vjollca & Walker, James M., 2024. "Power asymmetry in repeated play of provision and appropriation games," Journal of Economic Behavior & Organization, Elsevier, vol. 220(C), pages 222-236.
  • James C. Cox & Vjollca Sadiraj & James M. Walker, 2023. "Power Asymmetry in Repeated Play of Provision and Appropriation Games," Experimental Economics Center Working Paper Series 2022-04, Experimental Economics Center, Andrew Young School of Policy Studies, Georgia State University.
  • James C. Cox & Vjollca Sadiraj & James M. Walker, 2024. "Power Asymmetry in Repeated Play of Provision and Appropriation Games," Experimental Economics Center Working Paper Series 2024-01, Experimental Economics Center, Andrew Young School of Policy Studies, Georgia State University.
• Cao, Cong, 2024. "How to better predict the effect of urban traffic and weather on air pollution? Norwegian evidence from machine learning approaches," Journal of Economic Behavior & Organization, Elsevier, vol. 221(C), pages 544-569.
• Martinoli, Mario & Moneta, Alessio & Pallante, Gianluca, 2024. "Calibration and validation of macroeconomic simulation models by statistical causal search," Journal of Economic Behavior & Organization, Elsevier, vol. 228(C).
  • Mario Martinoli & Alessio Moneta & Gianluca Pallante, 2022. "Calibration and Validation of Macroeconomic Simulation Models by Statistical Causal Search," LEM Papers Series 2022/33, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
• Belo, Frederico & Deng, Yao & Salomao, Juliana, 2024. "Estimating and testing investment-based asset pricing models," Journal of Financial Economics, Elsevier, vol. 162(C).
• Ringstad, Ingrid Emilie Flessum & Tselika, Kyriaki, 2024. "Connectedness between green bonds, clean energy markets and carbon quota prices: Time and frequency dynamics," Journal of Commodity Markets, Elsevier, vol. 36(C).
• Cavicchioli, Maddalena, 2024. "A matrix unified framework for deriving various impulse responses in Markov switching VAR: Evidence from oil and gas markets," The Journal of Economic Asymmetries, Elsevier, vol. 29(C).
• Auteri, Monica & Cremaschini, Alessandro, 2024. "Ownership or procurement, which matters? exploring asymmetries in local public transportation in Italy through a semi-parametric approach," The Journal of Economic Asymmetries, Elsevier, vol. 30(C).
• Georgalos, Konstantinos, 2024. "Gender effects for loss aversion: A reconsideration," Journal of Economic Psychology, Elsevier, vol. 105(C).
• Potts, Todd B. & Yerger, David B., 2024. "The macroeconomic impact of energy price shocks: Threshold effects and the fracking boom," Resources Policy, Elsevier, vol. 90(C).
• Ho, Paul & Lubik, Thomas A. & Matthes, Christian, 2024. "Averaging impulse responses using prediction pools," Journal of Monetary Economics, Elsevier, vol. 146(C).
  • Paul Ho & Thomas A. Lubik & Christian Matthes, 2023. "Averaging Impulse Responses Using Prediction Pools," Working Paper 23-04, Federal Reserve Bank of Richmond.
• Chuang, O-Chia & Chuang, Hui-Ching & Wang, Zixuan & Xu, Jin, 2024. "Profitability of technical trading rules in the Chinese stock market," Pacific-Basin Finance Journal, Elsevier, vol. 84(C).
• Pan, Ging-Ginq & Shiu, Yung-Ming & Wu, Tu-Cheng, 2024. "Extrapolation and option-implied kurtosis in volatility forecasting," Pacific-Basin Finance Journal, Elsevier, vol. 84(C).
• Manner, Hans & Rodríguez, Gabriel & Stöckler, Florian, 2024. "A changepoint analysis of exchange rate and commodity price risks for Latin American stock markets," International Review of Economics & Finance, Elsevier, vol. 89(PA), pages 1385-1403.
  • Hans Manner & Gabriel Rodriguez & Florian St ckler, 2021. "A changepoint analysis of exchange rate and commodity price risks for Latin American stock markets," Graz Economics Papers 2021-14, University of Graz, Department of Economics.
• Gabauer, David & Gupta, Rangan & Marfatia, Hardik A. & Miller, Stephen M., 2024. "Estimating U.S. housing price network connectedness: Evidence from dynamic Elastic Net, Lasso, and ridge vector autoregressive models," International Review of Economics & Finance, Elsevier, vol. 89(PB), pages 349-362.
  • David Gabauer & Rangan Gupta & Hardik A. Marfatia & Stephen M. Miller, 2020. "Estimating U.S. Housing Price Network Connectedness: Evidence from Dynamic Elastic Net, Lasso, and Ridge Vector Autoregressive Models," Working Papers 202065, University of Pretoria, Department of Economics.
  • David Gabauer & Rangan Gupta & Hardik A. Marfatia & Stephen M. Miller, 2020. "Estimating U.S. Housing Price Network Connectedness: Evidence from Dynamic Elastic Net, Lasso, and Ridge Vector Autoregressive Models," Working papers 2020-08, University of Connecticut, Department of Economics.
• Garcia-Jorcano, Laura & Sanchis-Marco, Lidia, 2024. "Forecasting the effect of extreme sea-level rise on financial market risk," International Review of Economics & Finance, Elsevier, vol. 93(PB), pages 1-27.
• Li, Zhao-Chen & Xie, Chi & Wang, Gang-Jin & Zhu, You & Zeng, Zhi-Jian & Gong, Jue, 2024. "Forecasting global stock market volatilities: A shrinkage heterogeneous autoregressive (HAR) model with a large cross-market predictor set," International Review of Economics & Finance, Elsevier, vol. 93(PB), pages 673-711.
• Li, Zhe & Liang, Shuguang & Pan, Xianyou & Pang, Meng, 2024. "Credit risk prediction based on loan profit: Evidence from Chinese SMEs," Research in International Business and Finance, Elsevier, vol. 67(PA).
• Esparcia, Carlos & López, Raquel, 2024. "Performance of crypto-Forex portfolios based on intraday data," Research in International Business and Finance, Elsevier, vol. 69(C).
• Coleman, Thomas S., 2024. "Re-evaluating John Snow's 1856 south London study," Social Science & Medicine, Elsevier, vol. 344(C).
• Bailly, Hugo & Mortier, Frédéric & Giraud, Gaël, 2024. "Empirical analysis of a debt-augmented Goodwin model for the United States," Structural Change and Economic Dynamics, Elsevier, vol. 70(C), pages 619-633.
• Yang, Jinyu & Dong, Dayong & Liang, Chao, 2024. "Climate policy uncertainty and the U.S. economic cycle," Technological Forecasting and Social Change, Elsevier, vol. 202(C).
• Hajivassiliou, Vassilis & Savignac, Frédérique, 2024. "Simultaneously Incomplete and Incoherent (SII) Dynamic LDV Models: With an Application to Financing Constraints and Firms’ Decision to Innovate," Journal of Econometrics, Elsevier, vol. 238(1).
  • Hajivassiliou, Vassilis & Savignac, Frédérique, 2024. "Simultaneously incomplete and incoherent (SII) dynamic LDV models: with an application to financing constraints and firms’ decision to innovate," LSE Research Online Documents on Economics 119379, London School of Economics and Political Science, LSE Library.
• Rodrigo Adão & Arnaud Costinot & Dave Donaldson, 2023. "Putting Quantitative Models to the Test: An Application to Trump’s Trade War," NBER Working Papers 31321, National Bureau of Economic Research, Inc.
  • Adao, Rodrigo & Costinot, Arnaud & Donaldson, Dave, 2024. "Putting quantitative models to the test: an application to Trump's trade war," LSE Research Online Documents on Economics 126756, London School of Economics and Political Science, LSE Library.
  • Rodrigo Adão & Arnaud Costinot & Dave Donaldson, 2023. "Putting Quantitative Models to the Test: An Application to Trump’s Trade War," CESifo Working Paper Series 10484, CESifo.
  • Rodrigo Adao & Arnaud Costinot & Dave Donaldson, 2024. "Putting quantitative models to the test: An application to Trump's trade war," CEP Discussion Papers dp2002, Centre for Economic Performance, LSE.
• Tom Engsted, 2024. "What Is the False Discovery Rate in Empirical Research?," Econ Journal Watch, Econ Journal Watch, vol. 21(1), pages 1-92–112, March.
• Kwame Asiam Addey & John Baptist D. Jatoe, 2024. "Implications of crop yield distributions for multiperil crop insurance rating in Ghana: a lasso model application," Agricultural Finance Review, Emerald Group Publishing Limited, vol. 84(2/3), pages 246-265, August.
• Christina Anderl & Guglielmo Maria Caporale, 2024. "Time-varying parameters in monetary policy rules: a GMM approach," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 51(9), pages 148-176, January.
  • Christina Anderl & Guglielmo Maria Caporale, 2023. "Time-Varying Parameters in Monetary Policy Rules: A GMM Approach," CESifo Working Paper Series 10451, CESifo.
• Daria Wotzka & Pawel Fracz & Jolanta Staszewska & Joachim Foltys & Malgorzata Smolarek & Krzysztof Orzechowski, 2024. "The Application of Selected Supervised Machine Learning Methods in the Classification of Family Businesses in the Context of Cluster Formation," European Research Studies Journal, European Research Studies Journal, vol. 0(4), pages 248-272.
• Vanschoonbeek, Jakob, 2024. "The Spatial Political Economy of Discontent," MPRA Paper 122310, University Library of Munich, Germany.
  • Jakob Vanschoonbeek, 2024. "The Spatial Political Economy of Discontent," Working Papers of VIVES - Research Centre for Regional Economics 750408, KU Leuven, Faculty of Economics and Business (FEB), VIVES - Research Centre for Regional Economics.
• Meilian Zhang & Ting Yin & Emiko Usui & Takashi Oshio & Yi Zhang, 2024. "Unraveling the determinants of overemployment and underemployment among older workers in Japan: A machine learning approach," The Japanese Economic Review, Springer, vol. 75(4), pages 691-737, December.
  • Meilian ZHANG & Ting YIN & Emiko USUI & Takashi OSHIO & Yi ZHANG, 2024. "Unraveling the Determinants of Overemployment and Underemployment among Older Workers in Japan: A machine learning approach," Discussion papers 24034, Research Institute of Economy, Trade and Industry (RIETI).
• Francesca D'Auria & Christophe Planas & Rafal Raciborski & Alessandro Rossi & Anna Thum-Thysen, 2024. "Robustness of the Trend-Cycle Decomposition of Total Factor Productivity in EUCAM," European Economy - Discussion Papers 198, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.

2023

• He, Changli & Kang, Jian & Silvennoinen, Annastiina & Teräsvirta, Timo, 2023. "Long monthly European temperature series and the North Atlantic Oscillation," Energy Economics, Elsevier, vol. 126(C).
  • Changli He & Jian Kang & Annastiina Silvennoinen & Timo Teräsvirta, 2023. "Long Monthly European Temperature Series and the North Atlantic Oscillation," Economics Working Papers 2023-03, Department of Economics and Business Economics, Aarhus University.
• Petra E. Todd & Kenneth I. Wolpin, 2023. "The Best of Both Worlds: Combining Randomized Controlled Trials with Structural Modeling," Journal of Economic Literature, American Economic Association, vol. 61(1), pages 41-85, March.
• Dorel Mihai Paraschiv & Narciz Balasoiu & Souhir Ben-Amor & Raul Cristian Bag, 2023. "Hybridising Neurofuzzy Model the Seasonal Autoregressive Models for Electricity Price Forecasting on Germany’s Spot Market," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, vol. 25(63), pages 463-463, April.
• Awa Traoré & Cheikh T. Ndour & Simplice A. Asongu, 2023. "Promoting Environmental Sustainability in Africa: Evidence from Governance Synergy," Working Papers 23/002, European Xtramile Centre of African Studies (EXCAS).
  • Awa Traoré & Cheikh T. Ndour & Simplice A. Asongu, 2023. "Promoting Environmental Sustainability in Africa: Evidence from Governance Synergy," Working Papers of the African Governance and Development Institute. 23/002, African Governance and Development Institute..
• Awa Traoré & Simplice A. Asongu, 2023. "Diffusion of Green technology, Governance and CO2 emissions in Sub-Saharan Africa," Working Papers 23/054, European Xtramile Centre of African Studies (EXCAS).
  • Awa Traoré & Simplice A. Asongu, 2023. "Diffusion of Green technology, Governance and CO2 emissions in Sub-Saharan Africa," Working Papers of the African Governance and Development Institute. 23/054, African Governance and Development Institute..
• Lucian MIRESCU & Ana-Maria Camelia POPESCU, 2023. "A Statistical Study On Key Performance Indicators In Health System," Management and Marketing Journal, University of Craiova, Faculty of Economics and Business Administration, vol. 0(1), pages 25-35, May.
• Algieri, Bernardina & Iania, Leonardo & Leccadito, Arturo & Meloni, Giulia, 2024. "Message in a bottle: Forecasting wine prices," Journal of Wine Economics, Cambridge University Press, vol. 19(1), pages 64-91, February.
  • Algieri, Bernardina & Iania, Leonardo & Leccadito, Arturo & Meloni, Giulia, 2023. "Message in a Bottle: Forecasting wine prices," LIDAM Discussion Papers LFIN 2023004, Université catholique de Louvain, Louvain Finance (LFIN).
• Алимбаева Лаура // Alimbayeva Laura, 2023. "Оценка опережающих свойств краткосрочных экономических индикаторов Казахстана. // Assessment of leading properties of short-term economic indicators of Kazakhstan," Working Papers #2023-11, National Bank of Kazakhstan.
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• Rodríguez, Gabriel & Castillo B., Paul & Hasegawa, Harumi, 2023. "Does the Central Bank of Peru respond to exchange rate movements? A Bayesian estimation of a New Keynesian DSGE model with FX interventions," The North American Journal of Economics and Finance, Elsevier, vol. 68(C).
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• KANO, Takashi, 2023. "Posterior Inferences on Incomplete Structural Models : The Minimal Econometric Interpretation," Discussion paper series HIAS-E-128, Hitotsubashi Institute for Advanced Study, Hitotsubashi University.
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• Shahnaz Parsaeian, 2023. "Structural Breaks in Seemingly Unrelated Regression Models," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202308, University of Kansas, Department of Economics.
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• Michel Ferreira Cardia Haddad & Szabolcs Blazsek & Philip Arestis & Franz Fuerst & Hsia Hua Sheng, 2023. "The two-component Beta-t-QVAR-M-lev: a new forecasting model," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 37(4), pages 379-401, December.
• Kathryn E. Easterday & Pradyot K. Sen, 2023. "Another look at the dividend-price relationship in the accounting valuation framework," Review of Quantitative Finance and Accounting, Springer, vol. 61(3), pages 879-925, October.
• Csató, László & Bodnár, Gergely, 2023. "Mérhetnénk jobban a csapatok erejét a Bajnokok Ligájában? Fontos megjegyzés az Európai Labdarúgó-szövetség számára [How to better measure team strength in the Champions League. An important message," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(7), pages 813-827.
• Anna Matuszyk, 2023. "Comparison of different approaches using Random Forest for imbalanced credit data," Bank i Kredyt, Narodowy Bank Polski, vol. 54(4), pages 419-436.
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• Jinyong Hahn & John D. Singleton & Neşe Yildiz, 2023. "Identification of Non-Additive Fixed Effects Models: Is the Return to Teacher Quality Homogeneous?," NBER Working Papers 31384, National Bureau of Economic Research, Inc.
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• Vasil Bozev, 2023. "A Study of Convergence in the Poverty of the Working Poor among European Union Countries," Ikonomiceski i Sotsialni Alternativi, University of National and World Economy, Sofia, Bulgaria, issue 2, pages 117-129, June.
• Sina Smid, 2023. "Understanding cultural differences and extreme attitudes in the 2021 OECD Trust Survey: Text analysis of open-ended responses," OECD Working Papers on Public Governance 57, OECD Publishing.
• Laura Garcia-Jorcano & Lidia Sanchis-Marco, 2023. "Measuring Systemic Risk Using Multivariate Quantile-Located ES Models," Journal of Financial Econometrics, Oxford University Press, vol. 21(1), pages 1-72.
• Seok Young Hong & Ingmar Nolte & Stephen J Taylor & Xiaolu Zhao, 2023. "Volatility Estimation and Forecasts Based on Price Durations," Journal of Financial Econometrics, Oxford University Press, vol. 21(1), pages 106-144.
• Timo Dimitriadis & iaochun Liu & Julie Schnaitmann, 2023. "Encompassing Tests for Value at Risk and Expected Shortfall Multistep Forecasts Based on Inference on the Boundary," Journal of Financial Econometrics, Oxford University Press, vol. 21(2), pages 412-444.
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• Alessio Sancetta, 2023. "Intraday Trades Profile Estimation: An Intensity Approach," Journal of Financial Econometrics, Oxford University Press, vol. 21(3), pages 651-677.
• Shenyi Pan & Harry Joe & Guofu Li, 2023. "Conditional Inferences Based on Vine Copulas with Applications to Credit Spread Data of Corporate Bonds," Journal of Financial Econometrics, Oxford University Press, vol. 21(3), pages 714-741.
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• Alberto Abadie & Susan Athey & Guido W Imbens & Jeffrey M Wooldridge, 2023. "When Should You Adjust Standard Errors for Clustering?," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 138(1), pages 1-35.
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• Simon Jäger & Benjamin Schoefer & Josef Zweimüller, 2023. "Marginal Jobs and Job Surplus: A Test of the Efficiency of Separations," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 90(3), pages 1265-1303.
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• Henry Penikas, 2023. "Unaccounted model risk for Basel IRB models deemed acceptable by conventional validation criteria," Risk Management, Palgrave Macmillan, vol. 25(4), pages 1-25, December.
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• Mohajan, Devajit & Mohajan, Haradhan, 2023. "Sensitivity Analysis for Profit Maximization with Respect to Per Unit Cost of Subsidiary Raw Materials," MPRA Paper 116538, University Library of Munich, Germany, revised 10 Jan 2023.
• Mohajan, Devajit & Mohajan, Haradhan, 2023. "Sensitivity Analysis between Lagrange Multipliers and Consumer Budget: Utility Maximization Case," MPRA Paper 116907, University Library of Munich, Germany, revised 19 Feb 2023.
• Mohajan, Devajit & Mohajan, Haradhan, 2023. "A Study on Nonlinear Budget Constraint of a Local Industrial Firm of Bangladesh: A Profit Maximization Investigation," MPRA Paper 117324, University Library of Munich, Germany, revised 27 Mar 2023.
• Mohajan, Devajit & Mohajan, Haradhan, 2023. "Economic Investigation of Lagrange Multiplier if Cost of Inputs and Budget Size of a Firm Increase: A Profit Maximization Endeavor," MPRA Paper 117993, University Library of Munich, Germany, revised 07 May 2023.
• Mohajan, Devajit & Mohajan, Haradhan, 2023. "An Economical Study When Cost of Irregular Raw Materials of an Industry Increases for Nonlinear Budget Constraint," MPRA Paper 118176, University Library of Munich, Germany, revised 05 May 2023.
• Mohajan, Devajit, 2023. "Ponderal Index: An Important Anthropometric Indicator for Physical Growth," MPRA Paper 118334, University Library of Munich, Germany, revised 13 Feb 2023.
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• Babangida, Jamilu Said, 2023. "Nonlinearity in emerging market indices: A comprehensive study of stock exchange market dynamics," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 72, pages 23-37.
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• Bianca PĂUNA & Corina SÂMAN, 2023. "Inequality and the Environment: The Synergy or the Trade-off Effect," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 159-175, December.
• Shilov, Kirill (Шилов, Кирилл) & Zubarev, Andrey (Зубарев, Андрей), 2023. "Return factors of Ether cryptocurrency: on chain metrics and DeFi," Working Papers w20220221, Russian Presidential Academy of National Economy and Public Administration.
• Josué Diwambuena & Raquel Fonseca & Stefan Schubert, 2023. "Labor Market Institutions, Productivity, and the Business Cycle: An Application to Italy," Cahiers de recherche / Working Papers 2302, Chaire de recherche sur les enjeux économiques intergénérationnels / Research Chair in Intergenerational Economics.
• Alessandro Giovannelli & Marco Lippi & Tommaso Proietti, 2023. "Band-Pass Filtering with High-Dimensional Time Series," Papers 2305.06618, arXiv.org.
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• Fayaz Ahmad Lone & M. Imran Ganaie & Showkat A. Ganaie & M. Shafi Bhat & Javeed Ahmad Rather, 2023. "Evaluation Criteria for the Suitability of Apple Cultivation in Kashmir Valley, India," Asian Journal of Agriculture and Development, Southeast Asian Regional Center for Graduate Study and Research in Agriculture (SEARCA), vol. 20(1), pages 71-85, June.
• Laura Felber & Simon Beyeler, 2023. "Nowcasting economic activity using transaction payments data," Working Papers 2023-01, Swiss National Bank.
• João Felix & Michel Alexandre & Gilberto Tadeu Lima, 2025. "Applying Machine Learning Algorithms to Predict the Size of the Informal Economy," Computational Economics, Springer;Society for Computational Economics, vol. 65(3), pages 1169-1189, March.
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• Erdinc Akyildirim & Alper A. Hekimoglu & Ahmet Sensoy & Frank J. Fabozzi, 2023. "Extending the Merton model with applications to credit value adjustment," Annals of Operations Research, Springer, vol. 326(1), pages 27-65, July.
• Éva Gyurkovics & Tibor Takács, 2023. "Estimation of the potential GDP by a new robust filter method," 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. 31(4), pages 1183-1207, December.
• Laura Spierdijk, 2023. "Assessing the consistency of the fixed-effects estimator: a regression-based Wald test," Empirical Economics, Springer, vol. 64(4), pages 1599-1630, April.
• Tamás Kiss & Hoang Nguyen & Pär Österholm, 2023. "Modelling Okun’s law: Does non-Gaussianity matter?," Empirical Economics, Springer, vol. 64(5), pages 2183-2213, May.
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• Rodrigo Mulero & Alfredo Garcia-Hiernaux, 2023. "Forecasting unemployment with Google Trends: age, gender and digital divide," Empirical Economics, Springer, vol. 65(2), pages 587-605, August.
• David Neto, 2023. "Penalized leads-and-lags cointegrating regression: a simulation study and two empirical applications," Empirical Economics, Springer, vol. 65(2), pages 949-971, August.
• Sarra Ghaddab & Manel Kacem & Christian Peretti & Lotfi Belkacem, 2023. "Extreme severity modeling using a GLM-GPD combination: application to an excess of loss reinsurance treaty," Empirical Economics, Springer, vol. 65(3), pages 1105-1127, September.
• Weijia Peng & Chun Yao, 2023. "Sector-level equity returns predictability with machine learning and market contagion measure," Empirical Economics, Springer, vol. 65(4), pages 1761-1798, October.
• Florian Eckert & Nina Mühlebach, 2023. "Global and local components of output gaps," Empirical Economics, Springer, vol. 65(5), pages 2301-2331, November.
• Galina Williams & Irina Kinchin, 2023. "The application of discrete choice experiments eliciting young peoples’ preferences for healthcare: a systematic literature review," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), vol. 24(6), pages 987-998, August.
• India Flint & Jasmina Medjedovic & Ewa Drogon O’Flaherty & Elena Alvarez-Baron & Karthinathan Thangavelu & Natasa Savic & Aurelie Meunier & Louise Longworth, 2023. "Mapping analysis to predict SF-6D utilities from health outcomes in people with focal epilepsy," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), vol. 24(7), pages 1061-1072, September.
• Jiri Kukacka & Ladislav Kristoufek, 2023. "Fundamental and speculative components of the cryptocurrency pricing dynamics," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 9(1), pages 1-23, December.
• James Yae & Yang Luo, 2023. "Robust monitoring machine: a machine learning solution for out-of-sample R $$^2$$ 2 -hacking in return predictability monitoring," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 9(1), pages 1-28, December.
• Saulius Jokubaitis & Dmitrij Celov, 2023. "Business Cycle Synchronization in the EU: A Regional-Sectoral Look through Soft-Clustering and Wavelet Decomposition," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 19(3), pages 311-371, November.
• Mustafa Yurtsever, 2023. "Unemployment rate forecasting: LSTM-GRU hybrid approach," Journal for Labour Market Research, Springer;Institute for Employment Research/ Institut für Arbeitsmarkt- und Berufsforschung (IAB), vol. 57(1), pages 1-9, December.
• Henk-Wim Boer & Egbert L. W. Jongen, 2023. "Analysing tax-benefit reforms in the Netherlands using structural models and natural experiments," Journal of Population Economics, Springer;European Society for Population Economics, vol. 36(1), pages 179-209, January.
• Christos Agiakloglou & Apostolos Tsimpanos, 2023. "Evaluating the performance of AIC and BIC for selecting spatial econometric models," Journal of Spatial Econometrics, Springer, vol. 4(1), pages 1-35, December.
• Rudrani Bhattacharya & Bornali Bhandari & Sudipto Mundle, 2023. "Nowcasting India’s Quarterly GDP Growth: A Factor-Augmented Time-Varying Coefficient Regression Model (FA-TVCRM)," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 21(1), pages 213-234, March.
• Shikha Gupta & Nand Kumar, 2023. "Time varying dynamics of globalization effect in India," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 22(1), pages 81-97, January.
• Joern Block & Reza Fathollahi, 2023. "Foundation ownership and firm growth," Review of Managerial Science, Springer, vol. 17(8), pages 2633-2654, November.
• Antonio Marsi, 2023. "Predicting European stock returns using machine learning," SN Business & Economics, Springer, vol. 3(7), pages 1-25, July.
• Paulo Chávez & Gabriel Rodríguez, 2023. "Time changing effects of external shocks on macroeconomic fluctuations in Peru: empirical application using regime-switching VAR models with stochastic volatility," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 159(2), pages 505-544, May.
  • Gabriel Rodríguez & Paulo Chávez, 2022. "Time Changing Effects of External Shocks on Macroeconomic Fluctuations in Peru: Empirical Application Using Regime-Switching VAR Models with Stochastic Volatility," Documentos de Trabajo / Working Papers 2022-509, Departamento de Economía - Pontificia Universidad Católica del Perú.
• Saeed Shaker-Akhtekhane & Solmaz Poorabbas, 2023. "Value-at-Risk Estimation Using an Interpolated Distribution of Financial Returns Series," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 13(1), pages 1-6.
• Cordoni, Francesco & Dorémus, Nicolas & Moneta, Alessio, 2024. "Identification of vector autoregressive models with nonlinear contemporaneous structure," Journal of Economic Dynamics and Control, Elsevier, vol. 162(C).
  • Francesco Cordoni & Nicolas Doremus & Alessio Moneta, 2023. "Identification of Vector Autoregressive Models with Nonlinear Contemporaneous Structure," LEM Papers Series 2023/07, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
• Ådne Cappelen & Pierre Mohnen & Arvid Raknerud & Marina Rybalka, 2023. "A new approach to estimating private returns to R&D," Discussion Papers 1005, Statistics Norway, Research Department.
• Masako Ikefuji & Jan Magnus & Andrey Vasnev, 2023. "The role of data and priors in estimating climate sensitivity," ISER Discussion Paper 1217, Institute of Social and Economic Research, The University of Osaka.
  • Ikefuji, Masako & Magnus, Jan R. & Vasnev, Andrey L., 2023. "The role of data and priors in estimating climate sensitivity," Working Papers BAWP-2023-02, University of Sydney Business School, Discipline of Business Analytics.
• Hoang Nguyen & Trong-Nghia Nguyen & Minh-Ngoc Tran, 2023. "A dynamic leverage stochastic volatility model," Applied Economics Letters, Taylor & Francis Journals, vol. 30(1), pages 97-102, January.
  • Nguyen, Hoang & Nguyen, Trong-Nghia & Tran, Minh-Ngoc, 2021. "A dynamic leverage stochastic volatility model," Working Papers 2021:14, Örebro University, School of Business.
• Chaonan Jiang & Davide La Vecchia & Elvezio Ronchetti & Olivier Scaillet, 2023. "Saddlepoint Approximations for Spatial Panel Data Models," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 118(542), pages 1164-1175, April.
  • Chaonan Jiang & Davide La Vecchia & Elvezio Ronchetti & O. Scaillet, 2019. "Saddlepoint Approximations for Spatial Panel Data Models," Swiss Finance Institute Research Paper Series 19-18, Swiss Finance Institute, revised Mar 2019.
  • Chaonan Jiang & Davide La Vecchia & Elvezio Ronchetti & Olivier Scaillet, 2020. "Saddlepoint approximations for spatial panel data models," Papers 2001.10377, arXiv.org, revised Jul 2021.
• Joshua C. C. Chan, 2023. "Large Hybrid Time-Varying Parameter VARs," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 41(3), pages 890-905, July.
  • Joshua C.C. Chan, 2019. "Large hybrid time-varying parameter VARs," CAMA Working Papers 2019-77, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Joshua C. C. Chan, 2022. "Large Hybrid Time-Varying Parameter VARs," Papers 2201.07303, arXiv.org, revised Jun 2022.
• Frédéric Vrins & Linqi Wang, 2023. "Asymmetric short-rate model without lower bound," Quantitative Finance, Taylor & Francis Journals, vol. 23(2), pages 279-295, February.
  • Vrins, Frédéric & Wang, Linqi, 2021. "Asymmetric short-rate model without lower bound," LIDAM Discussion Papers LFIN 2021006, Université catholique de Louvain, Louvain Finance (LFIN).
• Anna Gloria Billé & Alessio Tomelleri & Francesco Ravazzolo, 2023. "Forecasting regional GDPs: a comparison with spatial dynamic panel data models," Spatial Economic Analysis, Taylor & Francis Journals, vol. 18(4), pages 530-551, October.
  • Anna Gloria Billé & Alessio Tomelleri & Francesco Ravazzolo, 2021. "Forecasting Regional GDPs: a Comparison with Spatial Dynamic Panel Data Models," FBK-IRVAPP Working Papers 2021-02, Research Institute for the Evaluation of Public Policies (IRVAPP), Bruno Kessler Foundation.
• Mirko Armillotta & Paolo Gorgi, 2023. "Pseudo-variance quasi-maximum likelihood estimation of semi-parametric time series models," Tinbergen Institute Discussion Papers 23-054/III, Tinbergen Institute.
• Thomas H. Jørgensen, 2023. "Sensitivity to Calibrated Parameters," The Review of Economics and Statistics, MIT Press, vol. 105(2), pages 474-481, March.
  • Thomas H. J{o}rgensen, 2020. "Sensitivity to Calibrated Parameters," Papers 2004.12100, arXiv.org, revised Mar 2021.
  • Thomas Jorgensen, 2020. "Sensitivity to Calibrated Parameters," CeMMAP working papers CWP16/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Thomas H. Jørgensen, 2021. "Sensitivity to Calibrated Parameters," CEBI working paper series 20-14, University of Copenhagen. Department of Economics. The Center for Economic Behavior and Inequality (CEBI).
• Stanca Lorenzo, 2023. "Robust Bayesian Choice," Working papers 079, Department of Economics, Social Studies, Applied Mathematics and Statistics (Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche), University of Torino.
• Luca Benati & Thomas A. Lubik, 2023. "Impulse Response Analysis at the Zero Lower Bound," Diskussionsschriften dp2306, Universitaet Bern, Departement Volkswirtschaft.
• Tae-Hwy Lee & Aman Ullah & He Wang, 2023. "The Second-order Bias and Mean Squared Error of Quantile Regression Estimators," Working Papers 202313, University of California at Riverside, Department of Economics.
• Cummins Joseph & Miller Douglas L. & Smith Brock & Simon David, 2024. "Matching on Noise: Finite Sample Bias in the Synthetic Control Estimator," Journal of Econometric Methods, De Gruyter, vol. 13(1), pages 67-95, January.
  • Joseph Cummins & Brock Smith & Douglas L. Miller & David Eliot Simon, 2023. "Matching on Noise: Finite Sample Bias in the Synthetic Control Estimator," Working papers 2023-07, University of Connecticut, Department of Economics.
• Vladimir M. Markovic & Nikola Radivojevic & Tatjana Ivanovic & Slobodan Radisic & Nenad Novakovic, 2023. "The quantum harmonic oscillator expected shortfall model," Estudios de Economia, University of Chile, Department of Economics, vol. 50(2 Year 20), pages 233-261, December.
• Alejo Estavillo & Gabriela Mordecki, 2023. "Nowcasting del PIB para Uruguay en base a un modelo de ecuaciones puente," Documentos de Trabajo (working papers) 23-26, Instituto de Economía - IECON.
• Gaël Le Mens & Balász Kovács & Michael T. Hannan & Guillem Pros, 2023. "Uncovering the semantics of concepts using GPT-4 and Other recent large language models," Economics Working Papers 1864, Department of Economics and Business, Universitat Pompeu Fabra.
• Berezka Kateryna & Kovalchuk Olha, 2023. "The Application of Association Rules to Detect the Effects of Vaccinations against Covid-19 in the EU-27. Preliminary Estimates," Econometrics. Advances in Applied Data Analysis, Sciendo, vol. 27(1), pages 1-16, March.
• Węcel Krzysztof & Sawiński Marcin & Stróżyna Milena & Lewoniewski Włodzimierz & Księżniak Ewelina & Stolarski Piotr & Abramowicz Witold, 2023. "Artificial intelligence—friend or foe in fake news campaigns," Economics and Business Review, Sciendo, vol. 9(2), pages 41-70, April.
• Volvach Olena, 2023. "Assessment of the efficiency of use of EPS by business," Economics, Sciendo, vol. 11(1), pages 233-249, June.
• Berezka Kateryna M. & Kovalchuk Olha Ya., 2023. "Associative Rules for Modeling International Security Decisions in the Context of the Ukrainian-Russian War. Preliminary Evaluations," Folia Oeconomica Stetinensia, Sciendo, vol. 23(2), pages 67-85, December.
• Moretti Melita, 2023. "Validating a Scale for Innovation in Sustainable Water Management in the Manufacturing Sector: A Slovenian Study," Naše gospodarstvo/Our economy, Sciendo, vol. 69(4), pages 12-25, December.
• Ciocîrlan Cecilia & Zwak-Cantoriu Maria-Cristina & Stancea Andreea & Plăcintă Dimitrie-Daniel, 2023. "European Macroeconomic Dynamics on Financial Markets and Economic Policy: A Cross Country Study for Spillover Effects," Studia Universitatis Babeș-Bolyai Oeconomica, Sciendo, vol. 68(3), pages 40-63, December.
• Marcin Chlebus & Artur Nowak, 2023. "From Alchemy to Analytics: Unleashing the Potential of Technical Analysis in Predicting Noble Metal Price Movement," Working Papers 2023-13, Faculty of Economic Sciences, University of Warsaw.
• Crespo Cuaresma, Jesús & Fernández, Oscar, 2024. "Explaining long-term bond yields synchronization dynamics in Europe," Economic Modelling, Elsevier, vol. 133(C).
  • Crespo Cuaresma, Jesus & Fernandez, Oscar, 2023. "Explaining Long-Term Bond Yields Synchronization Dynamics in Europe," Department of Economics Working Paper Series 344, WU Vienna University of Economics and Business.
  • Jesus Crespo Cuaresma & Oscar Fernandez, 2023. "Explaining Long-Term Bond Yields Synchronization Dynamics in Europe," Department of Economics Working Papers wuwp344, Vienna University of Economics and Business, Department of Economics.
• Crespo Cuaresma, Jesús & Fernández, Oscar, 2024. "Explaining long-term bond yields synchronization dynamics in Europe," Economic Modelling, Elsevier, vol. 133(C).
  • Jesus Crespo Cuaresma & Oscar Fernandez, 2023. "Explaining Long-Term Bond Yields Synchronization Dynamics in Europe," Department of Economics Working Papers wuwp344, Vienna University of Economics and Business, Department of Economics.
  • Crespo Cuaresma, Jesus & Fernandez, Oscar, 2023. "Explaining Long-Term Bond Yields Synchronization Dynamics in Europe," Department of Economics Working Paper Series 344, WU Vienna University of Economics and Business.
• Gilles Duranton & Diego Puga, 2023. "Urban Growth and Its Aggregate Implications," Econometrica, Econometric Society, vol. 91(6), pages 2219-2259, November.
  • Gilles Duranton & Diego Puga, 2019. "Urban Growth and its Aggregate Implications," NBER Working Papers 26591, National Bureau of Economic Research, Inc.
  • Gilles Duranton & Diego Puga, 2020. "Urban Growth and its Aggreate Implications," Working Papers wp2020_2013, CEMFI.
  • Puga, Diego & Duranton, Gilles, 2019. "Urban growth and its aggregate implications," CEPR Discussion Papers 14215, C.E.P.R. Discussion Papers.
• Gary Koop & Dimitris Korobilis, 2023. "Bayesian Dynamic Variable Selection In High Dimensions," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 64(3), pages 1047-1074, August.
  • Gary Koop & Dimitris Korobilis, 2018. "Bayesian dynamic variable selection in high dimensions," Papers 1809.03031, arXiv.org, revised May 2020.
  • Korobilis, Dimitris & Koop, Gary, 2020. "Bayesian dynamic variable selection in high dimensions," MPRA Paper 100164, University Library of Munich, Germany.
  • Gary Koop & Dimitris Korobilis, 2020. "Bayesian dynamic variable selection in high dimensions," Working Papers 2020_11, Business School - Economics, University of Glasgow.
• Pär Österholm & Aubrey Poon, 2023. "Trend Inflation in Sweden," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(4), pages 4707-4716, October.
  • Österholm, Pär & Poon, Aubrey, 2022. "Trend Inflation in Sweden," Working Papers 2022:2, Örebro University, School of Business.
• Aaron J. Amburgey & Michael W. McCracken, 2023. "On the real‐time predictive content of financial condition indices for growth," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(2), pages 137-163, March.
  • Aaron Amburgey & Michael W. McCracken, 2022. "On the Real-Time Predictive Content of Financial Conditions Indices for Growth," Working Papers 2022-003, Federal Reserve Bank of St. Louis, revised 03 Jun 2022.
• Tsutomu Watanabe & Tomoyoshi Yabu, 2023. "The demand for money at the zero interest rate bound," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(6), pages 968-976, September.
  • Tsutomu Watanabe & Tomoyoshi Yabu, 2018. "The Demand for Money at the Zero Interest Rate Bound," CARF F-Series CARF-F-444, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
  • Tsutomu Watanabe & Tomoyoshi Yabu, 2022. "The Demand for Money at the Zero Interest Rate Bound," CARF F-Series CARF-F-552, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
• Josefine Quast & Maik H. Wolters, 2023. "The Federal Reserve's output gap: The unreliability of real‐time reliability tests," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(7), pages 1101-1111, November.
  • Quast, Josefine & Wolters, Maik H., 2023. "The Federal Reserve's output gap: The unreliability of real-time realiability tests," IMFS Working Paper Series 179, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
• Tamás Kiss & Stepan Mazur & Hoang Nguyen & Pär Österholm, 2023. "Modeling the relation between the US real economy and the corporate bond‐yield spread in Bayesian VARs with non‐Gaussian innovations," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(2), pages 347-368, March.
  • Kiss, Tamás & Mazur, Stepan & Nguyen, Hoang & Österholm, Pär, 2021. "Modelling the Relation between the US Real Economy and the Corporate Bond-Yield Spread in Bayesian VARs with non-Gaussian Disturbances," Working Papers 2021:9, Örebro University, School of Business.
• Stephen G. Hall & George S. Tavlas & Yongli Wang, 2023. "Forecasting inflation: The use of dynamic factor analysis and nonlinear combinations," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(3), pages 514-529, April.
  • Stephen G. Hall & George S. Tavlas & Yongli Wang, 2022. "Forecasting Inflation: The Use of Dynamic Factor Analysis and Nonlinear Combinations," Discussion Papers 22-12, Department of Economics, University of Birmingham.
  • Stephen G. Hall & George S. Tavlas & Yongli Wang, 2023. "Forecasting inflation: the use of dynamic factor analysis and nonlinear combinations," Working Papers 314, Bank of Greece.
• Carlos Cañizares Martínez & Gabe J. de Bondt & Arne Gieseck, 2023. "Forecasting housing investment," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(3), pages 543-565, April.
  • Martínez, Carlos Cañizares & de Bondt, Gabe & Gieseck, Arne, 2023. "Forecasting housing investment," Working Paper Series 2807, European Central Bank.
• Timothy G. Conley & Sílvia Gonçalves & Min Seong Kim & Benoit Perron, 2023. "Bootstrap inference under cross‐sectional dependence," Quantitative Economics, Econometric Society, vol. 14(2), pages 511-569, May.
  • Timothy Conley & Sílvia Gonçalves & Min Seong Kim & Benoit Perron, 2022. "Bootstrap Inference Under Cross Sectional Dependence," Working papers 2022-14, University of Connecticut, Department of Economics.
• Josefine Quast & Maik H. Wolters, 2023. "The Federal Reserve's output gap: The unreliability of real‐time reliability tests," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(7), pages 1101-1111, November.
  • Quast, Josefine & Wolters, Maik H., 2023. "The Federal Reserve's output gap: The unreliability of real-time realiability tests," IMFS Working Paper Series 179, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
• Bensch, Gunther & Ankel-Peters, Jörg & Vance, Colin, 2023. "Spotlight on Researcher Decisions – Infrastructure Evaluation, Instrumental Variables, and Specification Screening," VfS Annual Conference 2023 (Regensburg): Growth and the "sociale Frage" 277703, Verein für Socialpolitik / German Economic Association.
  • Ankel-Peters, Jörg & Bensch, Gunther & Vance, Colin, 2023. "Spotlight on researcher decisions: Infrastructure evaluation, instrumental variables, and specification screening," Ruhr Economic Papers 991, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
• Ankel-Peters, Jörg & Bensch, Gunther & Vance, Colin, 2023. "Spotlight on researcher decisions: Infrastructure evaluation, instrumental variables, and specification screening," Ruhr Economic Papers 991, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
  • Bensch, Gunther & Ankel-Peters, Jörg & Vance, Colin, 2023. "Spotlight on Researcher Decisions – Infrastructure Evaluation, Instrumental Variables, and Specification Screening," VfS Annual Conference 2023 (Regensburg): Growth and the "sociale Frage" 277703, Verein für Socialpolitik / German Economic Association.

2022

• Wei Li & Florentina Paraschiv & Georgios Sermpinis, 2022. "A data-driven explainable case-based reasoning approach for financial risk detection," Quantitative Finance, Taylor & Francis Journals, vol. 22(12), pages 2257-2274, December.
  • Wei Li & Florentina Paraschiv & Georgios Sermpinis, 2021. "A Data-driven Explainable Case-based Reasoning Approach for Financial Risk Detection," Papers 2107.08808, arXiv.org.
  • Li, Wei & Paraschiv, Florentina & Sermpinis, Georgios, 2021. "A data-driven explainable case-based reasoning approach for financial risk detection," IRTG 1792 Discussion Papers 2021-010, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
• Alexander Wehrli & Didier Sornette, 2022. "Classification of flash crashes using the Hawkes(p,q) framework," Quantitative Finance, Taylor & Francis Journals, vol. 22(2), pages 213-240, February.
  • Alexander Wehrli & Didier Sornette, 2020. "Classification of flash crashes using the Hawkes(p,q) framework," Swiss Finance Institute Research Paper Series 20-92, Swiss Finance Institute.
• Nguyen, BH & Zhang, Bo, 2022. "Forecasting oil Prices: can large BVARs help?," Working Papers 2022-04, University of Tasmania, Tasmanian School of Business and Economics.
• Roman Frydman & Joshua Stillwagon & Halina Frydman, 2022. "Underreacting to News or Responding to Change? Reexamining Macroeconomic Expectations," Working Papers Series inetwp179, Institute for New Economic Thinking.
• Giuseppe De Luca & Jan R. Magnus & Franco Peracchi, 2022. "Asymptotic properties of the weighted-average least squares (WALS) estimator," EIEF Working Papers Series 2203, Einaudi Institute for Economics and Finance (EIEF), revised Mar 2022.
  • Giuseppe De Luca & Jan Magnus & Franco Peracchi, 2022. "Asymptotic properties of the weighted average least squares (WALS) estimator," Tinbergen Institute Discussion Papers 22-022/III, Tinbergen Institute.
• Samuel Bazzi & Robert A. Blair & Christopher Blattman & Oeindrila Dube & Matthew Gudgeon & Richard Peck, 2022. "The Promise and Pitfalls of Conflict Prediction: Evidence from Colombia and Indonesia," The Review of Economics and Statistics, MIT Press, vol. 104(4), pages 764-779, October.
  • Samuel Bazzi & Robert A. Blair & Christopher Blattman & Oeindrila Dube & Matthew Gudgeon & Richard Peck, 2019. "The Promise and Pitfalls of Conflict Prediction: Evidence from Colombia and Indonesia," Boston University - Department of Economics - The Institute for Economic Development Working Papers Series dp-328, Boston University - Department of Economics.
  • Bazzi, Samuel & Blair, Robert & Blattman, Chris & Dube, Oeindrila & Gudgeon, Matthew & Peck, Richard, 2019. "The Promise and Pitfalls of Conflict Prediction: Evidence from Colombia and Indonesia," SocArXiv bkrn8, Center for Open Science.
  • Blattman, Christopher & Dube, Oeindrila & Bazzi, Samuel & Gudgeon, Matthew & Peck, Richard & Blair, Robert, 2019. "The Promise and Pitfalls of Conflict Prediction: Evidence from Colombia and Indonesia," CEPR Discussion Papers 13829, C.E.P.R. Discussion Papers.
  • Samuel Bazzi & Robert A. Blair & Christopher Blattman & Oeindrila Dube & Matthew Gudgeon & Richard Merton Peck, 2019. "The Promise and Pitfalls of Conflict Prediction: Evidence from Colombia and Indonesia," NBER Working Papers 25980, National Bureau of Economic Research, Inc.
• Christiane Baumeister & Dimitris Korobilis & Thomas K. Lee, 2022. "Energy Markets and Global Economic Conditions," The Review of Economics and Statistics, MIT Press, vol. 104(4), pages 828-844, October.
  • Christiane Baumeister & Dimitris Korobilis & Thomas K. Lee, 2020. "Energy Markets and Global Economic Conditions," Working Papers 2020_08, Business School - Economics, University of Glasgow.
  • Christiane Baumeister & Dimitris Korobilis & Thomas K. Lee, 2020. "Energy Markets and Global Economic Conditions," NBER Working Papers 27001, National Bureau of Economic Research, Inc.
  • Baumeister, Christiane & Korobilis, Dimitris & Lee, Thomas K., 2020. "Energy Markets and Global Economic Conditions," CEPR Discussion Papers 14580, C.E.P.R. Discussion Papers.
  • Christiane Baumeister & Dimitris Korobilis & Thomas K. Lee, 2020. "Energy Markets and Global Economic Conditions," CESifo Working Paper Series 8282, CESifo.
• Beatriz de la Flor & Javier Ojea-Ferreiro & Eva Ferreira, 2022. "The Hedging Cost of Forgetting the Exchange Rate," Documentos de Trabajo del ICAE 2022-01, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
• Joshua D. Angrist & Brigham Frandsen, 2022. "Machine Labor," Journal of Labor Economics, University of Chicago Press, vol. 40(S1), pages 97-140.
  • Joshua Angrist & Brigham Frandsen, 2019. "Machine Labor," NBER Working Papers 26584, National Bureau of Economic Research, Inc.
• Shi, Ruoyao, 2024. "An Averaging Estimator For Two-Step M-Estimation In Semiparametric Models," Econometric Theory, Cambridge University Press, vol. 40(3), pages 652-687, June.
  • Ruoyao Shi, 2021. "An Averaging Estimator for Two Step M Estimation in Semiparametric Models," Working Papers 202105, University of California at Riverside, Department of Economics.
  • Ruoyao Shi, 2022. "An Averaging Estimator for Two Step M Estimation in Semiparametric Models," Working Papers 202201, University of California at Riverside, Department of Economics.
  • Ruoyao Shi, 2022. "An Averaging Estimator for Two Step M Estimation in Semiparametric Models," Working Papers 202211, University of California at Riverside, Department of Economics.
• Shi, Ruoyao, 2024. "An Averaging Estimator For Two-Step M-Estimation In Semiparametric Models," Econometric Theory, Cambridge University Press, vol. 40(3), pages 652-687, June.
  • Ruoyao Shi, 2021. "An Averaging Estimator for Two Step M Estimation in Semiparametric Models," Working Papers 202105, University of California at Riverside, Department of Economics.
  • Ruoyao Shi, 2022. "An Averaging Estimator for Two Step M Estimation in Semiparametric Models," Working Papers 202211, University of California at Riverside, Department of Economics.
  • Ruoyao Shi, 2022. "An Averaging Estimator for Two Step M Estimation in Semiparametric Models," Working Papers 202201, University of California at Riverside, Department of Economics.
• Hao Hao & Bai Huang & Tae-hwy Lee, 2024. "Model averaging estimation of panel data models with many instruments and boosting," Journal of Applied Statistics, Taylor & Francis Journals, vol. 51(1), pages 53-69, January.
  • Hao Hao & Bai Huang & Tae-Hwy Lee, 2022. "Model Averaging Estimation of Panel Data Models with Many Instruments and Boosting," Working Papers 202212, University of California at Riverside, Department of Economics.
• Justin Dang & Aman Ullah, 2022. "Generalized Kernel Regularized Least Squares Estimator with Parametric Error Covariance," Working Papers 202303, University of California at Riverside, Department of Economics, revised Mar 2023.
• Timothy G. Conley & Sílvia Gonçalves & Min Seong Kim & Benoit Perron, 2023. "Bootstrap inference under cross‐sectional dependence," Quantitative Economics, Econometric Society, vol. 14(2), pages 511-569, May.
  • Timothy Conley & Sílvia Gonçalves & Min Seong Kim & Benoit Perron, 2022. "Bootstrap Inference Under Cross Sectional Dependence," Working papers 2022-14, University of Connecticut, Department of Economics.
• Barde, Sylvain, 2024. "Bayesian estimation of large-scale simulation models with Gaussian process regression surrogates," Computational Statistics & Data Analysis, Elsevier, vol. 196(C).
  • Sylvain Barde, 2022. "Bayesian Estimation of Large-Scale Simulation Models with Gaussian Process Regression Surrogates," Studies in Economics 2203, School of Economics, University of Kent.
• Tran, Thuy Nhung, 2022. "The Volatility of the Stock Market and Financial Cycle: GARCH Family Models," Jurnal Ekonomi Malaysia, Faculty of Economics and Business, Universiti Kebangsaan Malaysia, vol. 56(1), pages 151-168.
• Tsutomu Watanabe & Tomoyoshi Yabu, 2023. "The demand for money at the zero interest rate bound," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(6), pages 968-976, September.
  • Tsutomu Watanabe & Tomoyoshi Yabu, 2018. "The Demand for Money at the Zero Interest Rate Bound," Working Papers on Central Bank Communication 002, University of Tokyo, Graduate School of Economics.
  • Tsutomu Watanabe & Tomoyoshi Yabu, 2022. "The Demand for Money at the Zero Interest Rate Bound," Working Papers on Central Bank Communication 044, University of Tokyo, Graduate School of Economics.
  • Tsutomu Watanabe & Tomoyoshi Yabu, 2022. "The Demand for Money at the Zero Interest Rate Bound," CARF F-Series CARF-F-552, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
  • Tsutomu Watanabe & Tomoyoshi Yabu, 2018. "The Demand for Money at the Zero Interest Rate Bound," CARF F-Series CARF-F-444, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
• Kashaev, Nail & Aguiar, Victor H., 2022. "A random attention and utility model," Journal of Economic Theory, Elsevier, vol. 204(C).
  • Nail Kashaev & Victor H. Aguiar, 2021. "A Random Attention and Utility Model," Papers 2105.11268, arXiv.org, revised May 2022.
  • Nail Kashaev & Victor H. Aguiar, 2022. "A Random Attention and Utility Model," University of Western Ontario, Departmental Research Report Series 20223, University of Western Ontario, Department of Economics.
• Victor H. Aguiar & Roberto Serrano, 2022. "Slutsky Matrix Symmetry: A New Behavioral Condition," Working Papers 2022-004, Brown University, Department of Economics.
  • Victor H. Aguiar & Roberto Serrano, 2022. "Slutsky Matrix Symmetry: A New Behavioral Condition," University of Western Ontario, Departmental Research Report Series 20228, University of Western Ontario, Department of Economics.
• Toleva Borislava, 2022. "ANOVA bootstrapped principal components analysis for logistic regression," Croatian Review of Economic, Business and Social Statistics, Sciendo, vol. 8(1), pages 18-31, June.
• Sroka Łukasz, 2022. "Applying Block Bootstrap Methods in Silver Prices Forecasting," Econometrics. Advances in Applied Data Analysis, Sciendo, vol. 26(2), pages 15-29, June.
• Mešić Amar & Miškić Smiljka & Stević Željko & Mastilo Zoran, 2022. "Hybrid MCDM Solutions for Evaluation of the Logistics Performance Index of the Western Balkan Countries," Economics, Sciendo, vol. 10(1), pages 13-34, June.
• Wołowiec Tomasz & Pavlov Kostiantyn & Pavlova Olena & Zaichuk Kateryna, 2022. "Tourist Services of the Western Region of Ukraine: Rating and Analysis," Economics, Sciendo, vol. 10(1), pages 183-198, June.
• Trajkov Aleksandar & Andreeski Cvetko & Biljan Jovanka, 2022. "Measuring the Impact of the Coviid-19 Crisis on the Foreign Tourist Receipts," Economic Themes, Sciendo, vol. 60(1), pages 1-19, March.
• Berezka Kateryna M. & Kovalchuk Olha Ya. & Banakh Serhiy V. & Zlyvko Stanislav V. & Hrechaniuk Roksolana, 2022. "A Binary Logistic Regression Model for Support Decision Making in Criminal Justice," Folia Oeconomica Stetinensia, Sciendo, vol. 22(1), pages 1-17, June.
• Sakouvogui Kekoura & Guilavogui Mama Genevieve, 2022. "How are the United States Banks faring during the COVID-19 Pandemic? Evidence of Economic Efficiency Measures," Open Economics, De Gruyter, vol. 5(1), pages 11-29, January.
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• Dimitris Korobilis & Kenichi Shimizu, 2022. "Bayesian Approaches to Shrinkage and Sparse Estimation," Foundations and Trends(R) in Econometrics, now publishers, vol. 11(4), pages 230-354, June.
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• Lycheva, Maria & Mironenkov, Alexey & Kurbatskii, Alexey & Fantazzini, Dean, 2022. "Forecasting oil prices with penalized regressions, variance risk premia and Google data," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 68, pages 28-49.
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• Dimitris Korobilis & Kenichi Shimizu, 2022. "Bayesian Approaches to Shrinkage and Sparse Estimation," Foundations and Trends(R) in Econometrics, now publishers, vol. 11(4), pages 230-354, June.
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  • Fantazzini, Dean & Kurbatskii, Alexey & Mironenkov, Alexey & Lycheva, Maria, 2022. "Forecasting oil prices with penalized regressions, variance risk premia and Google data," MPRA Paper 118239, University Library of Munich, Germany.
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• Byron Botha & Rulof Burger & Kevin Kotzé & Neil Rankin & Daan Steenkamp, 2023. "Big data forecasting of South African inflation," Empirical Economics, Springer, vol. 65(1), pages 149-188, July.
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• Robert H. Patrick, 2022. "Financial Panel Data Models, Strict Versus Contemporaneous Exogeneity, and Durbin-Wu-Hausman Specification Tests," Springer Books, in: Cheng-Few Lee & Alice C. Lee (ed.), Encyclopedia of Finance, edition 0, chapter 78, pages 1799-1828, Springer.
• Anna D’Ambrosio & Sandro Montresor, 2022. "The pro-export effect of subnational migration networks: new evidence from Spanish provinces," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 158(1), pages 53-107, February.
• Martinoli, Mario & Moneta, Alessio & Pallante, Gianluca, 2024. "Calibration and validation of macroeconomic simulation models by statistical causal search," Journal of Economic Behavior & Organization, Elsevier, vol. 228(C).
  • Mario Martinoli & Alessio Moneta & Gianluca Pallante, 2022. "Calibration and Validation of Macroeconomic Simulation Models by Statistical Causal Search," LEM Papers Series 2022/33, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
• Sander Barendse & Andrew J. Patton, 2022. "Comparing Predictive Accuracy in the Presence of a Loss Function Shape Parameter," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(3), pages 1057-1069, June.
  • Sander Barendse & Andrew J. Patton, 2020. "Comparing Predictive Accuracy in the Presence of a Loss Function Shape Parameter," Economics Series Working Papers 909, University of Oxford, Department of Economics.
• Michael W. McCracken & Joseph T. McGillicuddy & Michael T. Owyang, 2022. "Binary Conditional Forecasts," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(3), pages 1246-1258, June.
  • Michael W. McCracken & Joseph McGillicuddy & Michael T. Owyang, 2019. "Binary Conditional Forecasts," Working Papers 2019-029, Federal Reserve Bank of St. Louis, revised Apr 2021.
• Lutz Kilian, 2022. "Comment on Giacomini, Kitagawa, and Read’s “Narrative Restrictions and Proxies”," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(4), pages 1429-1433, October.
  • Lutz Kilian, 2021. "Comment on Giacomini, Kitagawa and Read's 'Narrative Restrictions and Proxies'," Working Papers 2117, Federal Reserve Bank of Dallas.

2021

• Tii N. Nchofoung & Simplice A. Asongu, 2021. "ICT for Sustainable Development: Global Comparative Evidence of Globalisation Thresholds," Working Papers 20/061, European Xtramile Centre of African Studies (EXCAS).
• Simplice A. Asongu & Joseph Nnanna, 2021. "Globalization, Governance, and the Green Economy in Sub‐Saharan Africa: Policy Thresholds," World Affairs, John Wiley & Sons, vol. 184(2), pages 176-212, June.
  • Asongu, Simplice & Nnanna, Joseph, 2021. "Globalization, Governance and the Green Economy in Sub-Saharan Africa: Policy Thresholds," MPRA Paper 109905, University Library of Munich, Germany.
  • Simplice A. Asongu & Joseph Nnanna, 2021. "Globalization, Governance and the Green Economy in Sub-Saharan Africa: Policy Thresholds," Working Papers 21/015, European Xtramile Centre of African Studies (EXCAS).
  • Simplice A. Asongu & Joseph Nnanna, 2021. "Globalization, Governance and the Green Economy in Sub-Saharan Africa: Policy Thresholds," Working Papers of the African Governance and Development Institute. 21/015, African Governance and Development Institute..
  • Simplice A. Asongu & Joseph Nnanna, 2021. "Globalization, Governance and the Green Economy in Sub-Saharan Africa: Policy Thresholds," Research Africa Network Working Papers 21/015, Research Africa Network (RAN).
• Asongu, Simplice & Nchofoung, Tii, 2021. "The terrorism-finance nexus contingent on globalisation and governance dynamics in Africa," MPRA Paper 110130, University Library of Munich, Germany.
  • Simplice A. Asongu & Tii N. Nchofoung, 2021. "The terrorism-finance nexus contingent on globalisation and governance dynamics in Africa," Working Papers 21/016, European Xtramile Centre of African Studies (EXCAS).
  • Simplice A. Asongu & Tii N. Nchofoung, 2021. "The terrorism-finance nexus contingent on globalisation and governance dynamics in Africa," Research Africa Network Working Papers 21/016, Research Africa Network (RAN).
  • Simplice A. Asongu & Tii N. Nchofoung, 2021. "The terrorism-finance nexus contingent on globalisation and governance dynamics in Africa," Working Papers of the African Governance and Development Institute. 21/016, African Governance and Development Institute..
• Simplice Asongu & Rexon Nting, 2021. "The mobile phone in governance for environmental sustainability in Sub-Saharan Africa," Journal of Economic and Administrative Sciences, Emerald Group Publishing Limited, vol. 39(1), pages 225-243, June.
  • Simplice A. Asongu & Rexon T. Nting, 2021. "The Mobile Phone in Governance for Environmental Sustainability in Sub-Saharan Africa," Working Papers of the African Governance and Development Institute. 21/035, African Governance and Development Institute..
  • Simplice A. Asongu & Rexon T. Nting, 2021. "The Mobile Phone in Governance for Environmental Sustainability in Sub-Saharan Africa," Working Papers 21/035, European Xtramile Centre of African Studies (EXCAS).
  • Asongu, Simplice & Nting, Rexon, 2021. "The Mobile Phone in Governance for Environmental Sustainability in Sub-Saharan Africa," MPRA Paper 110608, University Library of Munich, Germany.
  • Simplice A. Asongu & Rexon T. Nting, 2021. "The Mobile Phone in Governance for Environmental Sustainability in Sub-Saharan Africa," Research Africa Network Working Papers 21/035, Research Africa Network (RAN).
• Ofori, Isaac K. & Quaidoo, Christopher & Ofori, Pamela E., 2021. "What Drives Financial Sector Development in Africa? Insights from Machine Learning," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, issue forthcomi.
  • Isaac K. Ofori & Christopher Quaidoo & Pamela E. Ofori, 2021. "What Drives Financial Sector Development in Africa? Insights from Machine Learning," Research Africa Network Working Papers 21/074, Research Africa Network (RAN).
  • Isaac K. Ofori & Christopher Quaidoo & Pamela E. Ofori, 2021. "What Drives Financial Sector Development in Africa? Insights from Machine Learning," Working Papers 21/074, European Xtramile Centre of African Studies (EXCAS).
  • Isaac K. Ofori & Christopher Quaidoo & Pamela E. Ofori, 2021. "What Drives Financial Sector Development in Africa? Insights from Machine Learning," Working Papers of the African Governance and Development Institute. 21/074, African Governance and Development Institute..
• Poghosyan, Karen & Poghosyan, Ruben, 2021. "On the applicability of dynamic factor models for forecasting real GDP growth in Armenia," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 61, pages 28-46.
  • Karen Poghosyan & Ruben Poghosyan, 2021. "On the Applicability of Dynamic Factor Models for Forecasting Real GDP Growth in Armenia," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 71(1), pages 52-79, June.
• Anna Gloria Billé & Alessio Tomelleri & Francesco Ravazzolo, 2023. "Forecasting regional GDPs: a comparison with spatial dynamic panel data models," Spatial Economic Analysis, Taylor & Francis Journals, vol. 18(4), pages 530-551, October.
  • Anna Gloria Billé & Alessio Tomelleri & Francesco Ravazzolo, 2021. "Forecasting Regional GDPs: a Comparison with Spatial Dynamic Panel Data Models," FBK-IRVAPP Working Papers 2021-02, Research Institute for the Evaluation of Public Policies (IRVAPP), Bruno Kessler Foundation.
• Maranzano, Paolo & Cerdeira Bento, Joao Paulo & Manera, Matteo, 2021. "The Role of Education and Income Inequality on Environmental Quality. A Panel Data Analysis of the EKC Hypothesis on OECD," FEEM Working Papers 310225, Fondazione Eni Enrico Mattei (FEEM).
  • Paolo Maranzano & Joao Paulo Cerdeira Bento & Matteo Manera, 2021. "The Role of Education and Income Inequality on Environmental Quality. A Panel Data Analysis of the EKC Hypothesis on OECD," Working Papers 2021.08, Fondazione Eni Enrico Mattei.
• Lutz Kilian, 2022. "Comment on Giacomini, Kitagawa, and Read’s “Narrative Restrictions and Proxies”," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(4), pages 1429-1433, October.
  • Lutz Kilian, 2021. "Comment on Giacomini, Kitagawa and Read's 'Narrative Restrictions and Proxies'," Working Papers 2117, Federal Reserve Bank of Dallas.
• Neil R. Ericsson, 2021. "Dynamic Econometrics in Action: A Biography of David F. Hendry," International Finance Discussion Papers 1311, Board of Governors of the Federal Reserve System (U.S.).
• Giacomini, Raffaella & Kitagawa, Toru & Read, Matthew, 2021. "Robust Bayesian Analysis for Econometrics," CEPR Discussion Papers 16488, C.E.P.R. Discussion Papers.
  • Raffaella Giacomini & Toru Kitagawa & Matthew Read, 2021. "Robust Bayesian Analysis for Econometrics," Working Paper Series WP-2021-11, Federal Reserve Bank of Chicago.
• Freyaldenhoven, Simon, 2022. "Factor models with local factors — Determining the number of relevant factors," Journal of Econometrics, Elsevier, vol. 229(1), pages 80-102.
  • Simon Freyaldenhoven, 2021. "Factor Models with Local Factors—Determining the Number of Relevant Factors," Working Papers 21-15, Federal Reserve Bank of Philadelphia.
• Simon Freyaldenhoven & Christian Hansen & Jorge Pérez Pérez & Jesse M. Shapiro, 2021. "Visualization, Identification, and Estimation in the Linear Panel Event-Study Design," NBER Working Papers 29170, National Bureau of Economic Research, Inc.
  • Jorge Eduardo Pérez, 2022. "Visualization, identification, and estimation in linear panel event-study design," Colombian Stata Users' Group Meetings 2022 05, Stata Users Group.
  • Freyaldenhoven Simon & Hansen Christian & Pérez Pérez Jorge & Shapiro Jesse M., 2022. "Visualization, Identification, and Estimation in the Linear Panel Event Study Design," Working Papers 2022-07, Banco de México.
  • Simon Freyaldenhoven & Christian Hansen & Jorge Perez Perez & Jesse Shapiro, 2021. "Visualization, Identification, and stimation in the Linear Panel Event-Study Design," Working Papers 21-44, Federal Reserve Bank of Philadelphia.
• Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2021. "Multivariate Hermite polynomials and information matrix tests," Working Paper series 21-12, Rimini Centre for Economic Analysis.
  • Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2021. "Multivariate Hermite polynomials and information matrix tests," Econometrics Working Papers Archive 2021_07, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
  • Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2021. "Multivariate Hermite polynomials and information matrix tests," Working Papers wp2021_2103, CEMFI.
• Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2022. "Tests for Random Coefficient Variation in Vector Autoregressive Models," Advances in Econometrics, in: Essays in Honour of Fabio Canova, volume 44, pages 1-35, Emerald Group Publishing Limited.
  • Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2021. "Tests for random coefficient variation in vector autoregressive models," Working Papers wp2021_2108, CEMFI.
  • Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2021. "Tests for random coefficient variation in vector autoregressive models," Econometrics Working Papers Archive 2021_18, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
  • Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2021. "Tests for random coefficient variation in vector autoregressive models," Working Paper series 21-21, Rimini Centre for Economic Analysis.
• Emil Heesche & Peter Bogetoft, 2021. "Incentives in regulatory DEA models with discretionary outputs: The case of Danish water regulation," IFRO Working Paper 2021/04, University of Copenhagen, Department of Food and Resource Economics.
• Fabian Knorre & Martin Wagner & Maximilian Grupe, 2021. "Monitoring Cointegrating Polynomial Regressions: Theory and Application to the Environmental Kuznets Curves for Carbon and Sulfur Dioxide Emissions," Econometrics, MDPI, vol. 9(1), pages 1-35, March.
  • Knorre, Fabian & Wagner, Martin & Grupe, Maximilian, 2020. "Monitoring Cointegrating Polynomial Regressions: Theory and Application to the Environmental Kuznets Curves for Carbon and Sulfur Dioxide Emissions," IHS Working Paper Series 27, Institute for Advanced Studies.
• Katarina Juselius, 2021. "Searching for a Theory That Fits the Data: A Personal Research Odyssey," Econometrics, MDPI, vol. 9(1), pages 1-27, February.
  • Katarina Juselius, 2018. "Searching for a theory that fits the data: A personal research odyssey," Discussion Papers 18-07, University of Copenhagen. Department of Economics.
• Gustavo Canavire-Bacarreza & Luis Castro Peñarrieta & Darwin Ugarte Ontiveros, 2021. "Outliers in Semi-Parametric Estimation of Treatment Effects," Econometrics, MDPI, vol. 9(2), pages 1-32, April.
  • 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.
  • Darwin Ugarte Ontiveros & Gustavo Canavire-Bacarreza & Luis Castro Peñarrieta, 2017. "Outliers in semi-parametric Estimation of Treatment Effects," Documentos de Trabajo de Valor Público 15810, Universidad EAFIT.
• David H. Bernstein & Andrew B. Martinez, 2021. "Jointly Modeling Male and Female Labor Participation and Unemployment," Econometrics, MDPI, vol. 9(4), pages 1-14, December.
  • David H. Bernstein & Andrew B. Martinez, 2021. "Jointly Modeling Male and Female Labor Participation and Unemployment," Working Papers 2021-006, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
• Dean Fantazzini & Julia Pushchelenko & Alexey Mironenkov & Alexey Kurbatskii, 2021. "Forecasting Internal Migration in Russia Using Google Trends: Evidence from Moscow and Saint Petersburg," Forecasting, MDPI, vol. 3(4), pages 1-30, October.
  • Fantazzini, Dean & Pushchelenko, Julia & Mironenkov, Alexey & Kurbatskii, Alexey, 2021. "Forecasting internal migration in Russia using Google Trends: Evidence from Moscow and Saint Petersburg," MPRA Paper 110452, University Library of Munich, Germany.
• Tamás Kiss & Hoang Nguyen & Pär Österholm, 2021. "Modelling Returns in US Housing Prices—You’re the One for Me, Fat Tails," JRFM, MDPI, vol. 14(11), pages 1-17, October.
  • Kiss, Tamás & Nguyen, Hoang & Österholm, Pär, 2020. "Modelling Returns in US Housing Prices – You’re the One for Me, Fat Tails," Working Papers 2020:13, Örebro University, School of Business.
• Pushpa Dissanayake & Teresa Flock & Johanna Meier & Philipp Sibbertsen, 2021. "Modelling Short- and Long-Term Dependencies of Clustered High-Threshold Exceedances in Significant Wave Heights," Mathematics, MDPI, vol. 9(21), pages 1-33, November.
  • Dissanayake, Pushpa & Flock, Teresa & Meier, Johanna & Sibbertsen, Philipp, 2021. "Modelling Short- and Long-Term Dependencies of Clustered High-Threshold Exceedances in Significant Wave Heights," Hannover Economic Papers (HEP) dp-690, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
• Diego Chicana & Rafael Nivin, 2021. "Evaluating Growth-at-Risk as a tool for monitoring macro-financial risks in the Peruvian economy," IHEID Working Papers 07-2021, Economics Section, The Graduate Institute of International Studies.
• Dimitris Korobilis & Kenichi Shimizu, 2022. "Bayesian Approaches to Shrinkage and Sparse Estimation," Foundations and Trends(R) in Econometrics, now publishers, vol. 11(4), pages 230-354, June.
  • Korobilis, Dimitris & Shimizu, Kenichi, 2021. "Bayesian Approaches to Shrinkage and Sparse Estimation," MPRA Paper 111631, University Library of Munich, Germany.
  • Dimitris Korobilis & Kenichi Shimizu, 2021. "Bayesian Approaches to Shrinkage and Sparse Estimation," Working Papers 2021_19, Business School - Economics, University of Glasgow.
  • Dimitris Korobilis & Kenichi Shimizu, 2022. "Bayesian Approaches to Shrinkage and Sparse Estimation," Working Paper series 22-02, Rimini Centre for Economic Analysis.
  • Dimitris Korobilis & Kenichi Shimizu, 2021. "Bayesian Approaches to Shrinkage and Sparse Estimation," Papers 2112.11751, arXiv.org.
• Céline Huber & Luc Doyen & Sylvie Ferrari, 2021. "Profitability and conservation goals reconciled through biodiversity offsets," Bordeaux Economics Working Papers 2021-19, Bordeaux School of Economics (BSE).
• Julia Kielmann & Hans Manner & Aleksey Min, 2021. "Stock Market Returns and Oil Price Shocks: A CoVaR Analysis based on Dynamic Vine Copula Models," Graz Economics Papers 2021-01, University of Graz, Department of Economics.
• Manner, Hans & Rodríguez, Gabriel & Stöckler, Florian, 2024. "A changepoint analysis of exchange rate and commodity price risks for Latin American stock markets," International Review of Economics & Finance, Elsevier, vol. 89(PA), pages 1385-1403.
  • Hans Manner & Gabriel Rodriguez & Florian St ckler, 2021. "A changepoint analysis of exchange rate and commodity price risks for Latin American stock markets," Graz Economics Papers 2021-14, University of Graz, Department of Economics.
• Neil R. Ericsson, 2021. "Dynamic Econometrics in Action: A Biography of David F. Hendry," Working Papers 2021-001, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
• David H. Bernstein & Andrew B. Martinez, 2021. "Jointly Modeling Male and Female Labor Participation and Unemployment," Econometrics, MDPI, vol. 9(4), pages 1-14, December.
  • David H. Bernstein & Andrew B. Martinez, 2021. "Jointly Modeling Male and Female Labor Participation and Unemployment," Working Papers 2021-006, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
• Siddhartha Chib & Minchul Shin & Anna Simoni, 2022. "Bayesian estimation and comparison of conditional moment models," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 84(3), pages 740-764, July.
  • Siddhartha Chib & Minchul Shin & Anna Simoni, 2019. "Bayesian Estimation and Comparison of Conditional Moment Models," Working Papers 19-51, Federal Reserve Bank of Philadelphia.
  • Siddhartha Chib & Minchul Shin & Anna Simoni, 2022. "Bayesian Estimation and Comparison of Conditional Moment Models," Post-Print hal-03504122, HAL.
  • Siddhartha Chib & Minchul Shin & Anna Simoni, 2021. "Bayesian Estimation and Comparison of Conditional Moment Models," Papers 2110.13531, arXiv.org.
• Denisa Banulescu-Radu & Christophe Hurlin & Jérémy Leymarie & Olivier Scaillet, 2021. "Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures," Management Science, INFORMS, vol. 67(9), pages 5730-5754, September.
  • Denisa Banulescu & Christophe Hurlin & Jeremy Leymarie & O. Scaillet, 2019. "Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures," Swiss Finance Institute Research Paper Series 19-48, Swiss Finance Institute.
  • Denisa Banulescu-Radu & Christophe Hurlin & Jérémy Leymarie & Olivier Scaillet, 2021. "Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures," Post-Print hal-03526444, HAL.
  • Banulescu-Radu, Denisa & Hurlin, Christophe & Leymarie, Jeremy & Scaillet, Olivier, 2020. "Backtesting marginal expected shortfalland related systemic risk measures," Working Papers unige:134136, University of Geneva, Geneva School of Economics and Management.
  • Denisa Banulescu & Christophe Hurlin & Jeremy Leymarie & Olivier Scaillet, 2020. "Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures," Working Papers halshs-03088668, HAL.
• Jena, Sangram Keshari & Lahiani, Amine & Tiwari, Aviral Kumar & Roubaud, David, 2021. "Uncovering the complex asymmetric relationship between trading activity and commodity futures price: Evidenced from QNARDL study," Resources Policy, Elsevier, vol. 74(C).
  • Sangram Keshari Jena & Amine Lahiani & Aviral Kumar Tiwari & David Roubaud, 2021. "Uncovering the complex asymmetric relationship between trading activity and commodity futures price: Evidenced from QNARDL study," Post-Print hal-03573202, HAL.
• Pushpa Dissanayake & Teresa Flock & Johanna Meier & Philipp Sibbertsen, 2021. "Modelling Short- and Long-Term Dependencies of Clustered High-Threshold Exceedances in Significant Wave Heights," Mathematics, MDPI, vol. 9(21), pages 1-33, November.
  • Dissanayake, Pushpa & Flock, Teresa & Meier, Johanna & Sibbertsen, Philipp, 2021. "Modelling Short- and Long-Term Dependencies of Clustered High-Threshold Exceedances in Significant Wave Heights," Hannover Economic Papers (HEP) dp-690, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
• Virk, Nader & Javed, Farrukh & Awartani, Basel, 2021. "A reality check on the GARCH-MIDAS volatility models," Working Papers 2021:2, Örebro University, School of Business.
• Karlsson, Sune & Mazur, Stepan & Nguyen, Hoang, 2023. "Vector autoregression models with skewness and heavy tails," Journal of Economic Dynamics and Control, Elsevier, vol. 146(C).
  • Sune Karlsson & Stepan Mazur & Hoang Nguyen, 2021. "Vector autoregression models with skewness and heavy tails," Papers 2105.11182, arXiv.org.
  • Karlsson, Sune & Mazur, Stepan & Nguyen, Hoang, 2021. "Vector autoregression models with skewness and heavy tails," Working Papers 2021:8, Örebro University, School of Business.
• Tamás Kiss & Stepan Mazur & Hoang Nguyen & Pär Österholm, 2023. "Modeling the relation between the US real economy and the corporate bond‐yield spread in Bayesian VARs with non‐Gaussian innovations," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(2), pages 347-368, March.
  • Kiss, Tamás & Mazur, Stepan & Nguyen, Hoang & Österholm, Pär, 2021. "Modelling the Relation between the US Real Economy and the Corporate Bond-Yield Spread in Bayesian VARs with non-Gaussian Disturbances," Working Papers 2021:9, Örebro University, School of Business.
• Hoang Nguyen & Trong-Nghia Nguyen & Minh-Ngoc Tran, 2023. "A dynamic leverage stochastic volatility model," Applied Economics Letters, Taylor & Francis Journals, vol. 30(1), pages 97-102, January.
  • Nguyen, Hoang & Nguyen, Trong-Nghia & Tran, Minh-Ngoc, 2021. "A dynamic leverage stochastic volatility model," Working Papers 2021:14, Örebro University, School of Business.
• Nguyen, Hoang & Javed, Farrukh, 2023. "Dynamic relationship between Stock and Bond returns: A GAS MIDAS copula approach," Journal of Empirical Finance, Elsevier, vol. 73(C), pages 272-292.
  • Nguyen, Hoang & Javed, Farrukh, 2021. "Dynamic relationship between Stock and Bond returns: A GAS MIDAS copula approach," Working Papers 2021:15, Örebro University, School of Business.
• Michael W. McCracken & Michael T. Owyang & Tatevik Sekhposyan, 2021. "Real-Time Forecasting and Scenario Analysis Using a Large Mixed-Frequency Bayesian VAR," International Journal of Central Banking, International Journal of Central Banking, vol. 17(71), pages 1-41, December.
  • Michael W. McCracken & Michael T. Owyang & Tatevik Sekhposyan, 2015. "Real-Time Forecasting and Scenario Analysis using a Large Mixed-Frequency Bayesian VAR," Working Papers 2015-030, Federal Reserve Bank of St. Louis, revised 10 Apr 2020.
• Bárbara Ruth Trejo Becerril & Alberto Gallegos David, 2021. "Estimación del Riesgo de Mercado utilizando el VaR y la Beta del CAPM," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 16(2), pages 1-26, Abril - J.
• Bárbara Ruth Trejo Becerril & Alberto Gallegos David, 2021. "Estimación del Riesgo de Mercado utilizando el VaR y la Beta del CAPM," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 16(2), pages 1-26, Abril - J.
• Denisa Banulescu-Radu & Christophe Hurlin & Jérémy Leymarie & Olivier Scaillet, 2021. "Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures," Management Science, INFORMS, vol. 67(9), pages 5730-5754, September.
  • Denisa Banulescu & Christophe Hurlin & Jeremy Leymarie & O. Scaillet, 2019. "Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures," Swiss Finance Institute Research Paper Series 19-48, Swiss Finance Institute.
  • Denisa Banulescu-Radu & Christophe Hurlin & Jérémy Leymarie & Olivier Scaillet, 2021. "Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures," Post-Print hal-03526444, HAL.
  • Banulescu-Radu, Denisa & Hurlin, Christophe & Leymarie, Jeremy & Scaillet, Olivier, 2020. "Backtesting marginal expected shortfalland related systemic risk measures," Working Papers unige:134136, University of Geneva, Geneva School of Economics and Management.
  • Denisa Banulescu & Christophe Hurlin & Jeremy Leymarie & Olivier Scaillet, 2020. "Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures," Working Papers halshs-03088668, HAL.
• Bastos, João A. & Matos, Sara M., 2022. "Explainable models of credit losses," European Journal of Operational Research, Elsevier, vol. 301(1), pages 386-394.
  • João A. Bastos & Sara M. Matos, 2021. "Explainable models of credit losses," Working Papers REM 2021/0161, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
• Granguillhome Ochoa, Rogelio & Lach, Samantha & Masaki, Takaaki & Rodríguez-Castelán, Carlos, 2022. "Mobile internet adoption in West Africa," Technology in Society, Elsevier, vol. 68(C).
  • Rodriguez Castelan,Carlos & Granguillhome Ochoa,Rogelio & Lach,Samantha & Masaki,Takaaki, 2021. "Mobile Internet Adoption in West Africa," Policy Research Working Paper Series 9560, The World Bank.
  • Rodriguez Castelan, Carlos & Ochoa, Rogelio Granguillhome & Lach, Samantha & Masaki, Takaaki, 2021. "Mobile Internet Adoption in West Africa," IZA Discussion Papers 14151, Institute of Labor Economics (IZA).
• Francesco Campigli & Gabriele Tedeschi & Maria Cristina Recchioni, 2021. "The talkative variables of the hybrid Heston model: Yields’ maturity and economic (in)stability," Working Papers 2021/03, Economics Department, Universitat Jaume I, Castellón (Spain).
• Zamira Oskonbaeva, 2021. "Main drivers of tobacco consumption among adolescents- the case of Kyrgyzstan," Journal of Applied Microeconometrics, Holistence Publications, vol. 1(1), pages 29-39, June.
• Vibhuti Vasishth & Sanjay Sehgal & Gagan Sharma, 2021. "Size Effect in Indian Equity Market: Myth or Reality?," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 28(1), pages 101-119, March.
• Robert Donnelly & Francisco J.R. Ruiz & David Blei & Susan Athey, 2021. "Counterfactual inference for consumer choice across many product categories," Quantitative Marketing and Economics (QME), Springer, vol. 19(3), pages 369-407, December.
  • Rob Donnelly & Francisco R. Ruiz & David Blei & Susan Athey, 2019. "Counterfactual Inference for Consumer Choice Across Many Product Categories," Papers 1906.02635, arXiv.org, revised Aug 2023.
• A. Hachicha & F. Hachicha, 2021. "Analysis of the bitcoin stock market indexes using comparative study of two models SV with MCMC algorithm," Review of Quantitative Finance and Accounting, Springer, vol. 56(2), pages 647-673, February.
• Cem Cakmakli & Verda Ozturk, 2021. "Economic Value of Modeling the Joint Distribution of Returns and Volatility: Leverage Timing," Koç University-TUSIAD Economic Research Forum Working Papers 2110, Koc University-TUSIAD Economic Research Forum.
• Florian Eckert & Nina Mühlebach, 2021. "Global and Local Components of Output Gaps," KOF Working papers 21-497, KOF Swiss Economic Institute, ETH Zurich.
• Hui Chen & Antoine Didisheim & Simon Scheidegger, 2021. "Deep Structural Estimation: With an Application to Option Pricing," Papers 2102.09209, arXiv.org.
  • Hui Chen & Antoine Didisheim & Simon Scheidegger, 2021. "Deep Structural Estimation:With an Application to Option Pricing," Cahiers de Recherches Economiques du Département d'économie 21.14, Université de Lausanne, Faculté des HEC, Département d’économie.
• Schlicht, Ekkehart, 2021. "VCC - A Program for Estimating Time-Varying Coefficients. Console Version With Source Code in C," Discussion Papers in Economics 75514, University of Munich, Department of Economics.
  • Schlicht, Ekkehart, 2005. "VCC - A Program for Estimating Time-Varying Coefficients. Console Version With Source Code in C," Software in Economics 719, University of Munich, Department of Economics.
• Schlicht, Ekkehart, 2021. "VC - A Program for Estimating Time-Varying Coefficients," Discussion Papers in Economics 74981, University of Munich, Department of Economics.
  • Schlicht, Ekkehart, 2022. "VC - A Program for Estimating Time-Varying Coefficients," Discussion Papers in Economics 92509, University of Munich, Department of Economics.
  • Schlicht, Ekkehart, 2022. "VC - A Program for Estimating Time-Varying Coefficients," Software in Economics 92509, University of Munich, Department of Economics.
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• Boriss Siliverstovs, 2021. "Gauging the Effect of Influential Observations on Measures of Relative Forecast Accuracy in a Post-COVID-19 Era: Application to Nowcasting Euro Area GDP Growth," Working Papers 2021/01, Latvijas Banka.
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• François Gardes, 2021. "Sur l'anthropologie économique de Bourdieu et la sociologie de la consommation de Simon Langlois," Documents de travail du Centre d'Economie de la Sorbonne 21021, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
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• Sebastian Galiani & Juan Pantano, 2021. "Structural Models: Inception and Frontier," NBER Working Papers 28698, National Bureau of Economic Research, Inc.
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• Baumeister, Christiane, 2021. "Measuring Market Expectations," CEPR Discussion Papers 16520, C.E.P.R. Discussion Papers.
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• Charles W. Calomiris & Nida Çakır Melek & Harry Mamaysky, 2021. "Predicting the Oil Market," NBER Working Papers 29379, National Bureau of Economic Research, Inc.
• Bhattacharya, Rudrani & Bhandari, Bornali & Mundle, Sudipto, 2021. "Nowcasting India's Quarterly GDP Growth: A Factor Augmented Time-Varying Coefficient Regression Model (FA-TVCRM)," Working Papers 21/357, National Institute of Public Finance and Policy.
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• Rudrani Bhattacharya & Bornali Bhandari & Sudipto Mundle, 2021. "Nowcasting India's Quarterly GDP Growth: A Factor Augmented Time-Varying Coefficient Regression Model (FA-TVCRM)," NCAER Working Papers 130, National Council of Applied Economic Research.
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• Iva Raycheva, 2021. "Child Poverty among European Countries and Bulgaria’s Place among Them. Statistical Analysis of Convergence," Ikonomiceski i Sotsialni Alternativi, University of National and World Economy, Sofia, Bulgaria, issue 3, pages 37-51, September.
• Katarina Juselius, 2021. "Disequilibrium macroeconometrics [The financial crisis and the systemic failure of the academics profession]," Industrial and Corporate Change, Oxford University Press and the Associazione ICC, vol. 30(2), pages 357-376.
• Cristiano Cantore & Filippo Ferroni & Miguel León-Ledesma, 2021. "The Missing Link: Monetary Policy and The Labor Share," Journal of the European Economic Association, European Economic Association, vol. 19(3), pages 1592-1620.
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• Yacine Aït-Sahalia & Chenxu Li & Chen Xu Li & Ralph Koijen, 2021. "Implied Stochastic Volatility Models," Review of Economic Studies, Oxford University Press, vol. 34(1), pages 394-450.
• Irina Zviadadze, 2021. "Term Structure of Risk in Expected Returns [Stock returns and volatility: Pricing the short-run and long-run components of market risk]," The Review of Financial Studies, Society for Financial Studies, vol. 34(12), pages 6032-6086.
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• Solano Sánchez, Miguel Ángel & Núñez Tabales, Julia M. & Caridad y Ocerin, José M., 2021. "Un modelo hedónico para los alquileres turísticos en la ciudad de Sevilla. || A hedonic model for the vacation rentals in the city of Seville," 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. 31(1), pages 144-160, June.
• Alessandro Bitetto & Paola Cerchiello & Stefano Filomeni & Alessandra Tanda & Barbara Tarantino, 2021. "Machine Learning and Credit Risk: Empirical Evidence from SMEs," DEM Working Papers Series 201, University of Pavia, Department of Economics and Management.
• Alessandro Bitetto & Stefano Filomeni & Michele Modina, 2021. "Understanding corporate default using Random Forest: The role of accounting and market information," DEM Working Papers Series 205, University of Pavia, Department of Economics and Management.
• Jesús Mur, 2021. "A Simple Test of Spatial Autocorrelation for Centered Variables," Revista Economía, Fondo Editorial - Pontificia Universidad Católica del Perú, vol. 44(87), pages 41-55.
• Fernando A. López Hernández & Román Mínguez Salidos, 2021. "The Scan-LM to Test Instability in the Constant Coefficient of Spatial Autoregressive Models," Revista Economía, Fondo Editorial - Pontificia Universidad Católica del Perú, vol. 44(87), pages 74-88.
• Carlos A. Abanto-Valle & Gabriel Rodríguez & Luis M. Castro Cepero & Hernán B. Garrafa-Aragón, 2021. "Approximate Bayesian Estimation of Stochastic Volatility in Mean Models using Hidden Markov Models: Empirical Evidence from Stock Latin American Markets," Documentos de Trabajo / Working Papers 2021-502, Departamento de Economía - Pontificia Universidad Católica del Perú.
• Rodríguez, Gabriel & Castillo B., Paul & Hasegawa, Harumi, 2023. "Does the Central Bank of Peru respond to exchange rate movements? A Bayesian estimation of a New Keynesian DSGE model with FX interventions," The North American Journal of Economics and Finance, Elsevier, vol. 68(C).
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• Kistóth, Krisztina, 2021. "Measuring and Analysing the Financial Performance of State-Owned Economic Entities," Public Finance Quarterly, Corvinus University of Budapest, vol. 66(S2), pages 31-51.
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• Subramaniam, Viswanatha, 2021. "Developmment aceleration - a practical methodology," MPRA Paper 107606, University Library of Munich, Germany.
• Pablo Pincheira-Brown & Nicolás Hardy & Cristobal Henrriquez & Ignacio Tapia & Andrea Bentancor, 2023. "Forecasting Base Metal Prices with an International Stock Index," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 73(3), pages 277-302, October.
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  • Simplice A. Asongu & Joseph Nnanna, 2021. "Globalization, Governance and the Green Economy in Sub-Saharan Africa: Policy Thresholds," Working Papers 21/015, European Xtramile Centre of African Studies (EXCAS).
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• Simplice Asongu & Rexon Nting, 2021. "The mobile phone in governance for environmental sustainability in Sub-Saharan Africa," Journal of Economic and Administrative Sciences, Emerald Group Publishing Limited, vol. 39(1), pages 225-243, June.
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• Dimitris Korobilis & Kenichi Shimizu, 2022. "Bayesian Approaches to Shrinkage and Sparse Estimation," Foundations and Trends(R) in Econometrics, now publishers, vol. 11(4), pages 230-354, June.
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• Ignace De Vos & Gerdie Everaert & Vasilis Sarafidis, 2021. "A method for evaluating the rank condition for CCE estimators," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 21/1013, Ghent University, Faculty of Economics and Business Administration.
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• Kombarov, Sayan, 2021. "Action in Economics: Mathematical Derivation of Laws of Economics from the Principle of Least Action in Physics," MPRA Paper 112474, University Library of Munich, Germany.
• Afees A. Salisu & Umar Bida Ndako & Rangan Gupta, 2021. "Forecasting US Output Growth with Large Information Sets," Working Papers 202103, University of Pretoria, Department of Economics.
• Baumeister, Christiane, 2021. "Measuring Market Expectations," CEPR Discussion Papers 16520, C.E.P.R. Discussion Papers.
  • Christiane Baumeister, 2021. "Measuring Market Expectations," Working Papers 202163, University of Pretoria, Department of Economics.
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• Maryam Movahedifar & Hossein Hassani & Masoud Yarmohammadi & Mahdi Kalantari & Rangan Gupta, 2021. "A robust approach for outlier imputation: Singular Spectrum Decomposition," Working Papers 202164, University of Pretoria, Department of Economics.
• Matthew D. Cocci & Mikkel Plagborg-Møller, 2021. "Standard Errors for Calibrated Parameters," Working Papers 2021-20, Princeton University. Economics Department..
• Nikolay Iskrev, 2021. "Spectral decomposition of the information about latent variables in dynamic macroeconomic models," Working Papers w202105, Banco de Portugal, Economics and Research Department.
• Bhumjai Tangsawasdirat & Suranan Tanpoonkiat & Burasakorn Tangsatchanan, 2021. "Credit Risk Database: Credit Scoring Models for Thai SMEs," PIER Discussion Papers 168, Puey Ungphakorn Institute for Economic Research.
• N'Golo Kone, 2021. "Efficient mean-variance portfolio selection by double regularization," Working Paper 1453, Economics Department, Queen's University.
• Gomez-Gonzalez, Jose Eduardo & Gualtero-Briceño, Daniela & Melo-Velandia, Luis Fernando, 2021. "Estimating the Value at Risk of a bank’s portfolio in sovereign bonds using a DCC-Copula model," Working papers 75, Red Investigadores de Economía.
• Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2021. "Multivariate Hermite polynomials and information matrix tests," Econometrics Working Papers Archive 2021_07, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
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• Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2022. "Tests for Random Coefficient Variation in Vector Autoregressive Models," Advances in Econometrics, in: Essays in Honour of Fabio Canova, volume 44, pages 1-35, Emerald Group Publishing Limited.
  • Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2021. "Tests for random coefficient variation in vector autoregressive models," Econometrics Working Papers Archive 2021_18, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
  • Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2021. "Tests for random coefficient variation in vector autoregressive models," Working Paper series 21-21, Rimini Centre for Economic Analysis.
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• OJAGHLOU , Mortaza & SATVATİ, Rozita, 2021. "An Analysis of the Relationship between Inflation and Gold Prices: Evidence from Turkey," Bulletin of Economic Theory and Analysis, BETA Journals, vol. 6(2), pages 79-89, December.
• Saissi Hassani, Samir & Dionne, Georges, 2021. "The New International Regulation of Market Risk: Roles of VaR and CVaR in Model Validation," Working Papers 21-1, HEC Montreal, Canada Research Chair in Risk Management.
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• Saissi Hassani, Samir & Dionne, Georges, 2021. "The new international regulation of market risk: Roles of VaR and CVaR in model validation," Working Papers 20-3, HEC Montreal, Canada Research Chair in Risk Management.
  • Saissi Hassani, Samir & Dionne, Georges, 2021. "The New International Regulation of Market Risk: Roles of VaR and CVaR in Model Validation," Working Papers 21-1, HEC Montreal, Canada Research Chair in Risk Management.
• Oluseye Ibukun, Cleopatra & Temilola Osinubi, Tolulope & Nathaniel Oladunjoye, Opeyemi, 2021. "Growth-Led Energy Hypothesis In Nigeria: An Asymmetric Investigation," Ilorin Journal of Economic Policy, Department of Economics, University of Ilorin, vol. 8(1), pages 31-45, June.
• Emilian DOBRESCU, 2021. "Potential Output: A Market Conditionalities Interpretation," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 5-38, December.
• Josué Diwambuena & Raquel Fonseca & Stefan Schubert, 2021. "Italian Labour Frictions and Wage Rigidities in an Estimated DSGE," CIRANO Working Papers 2021s-33, CIRANO.
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  • Josué Diwambuena & Raquel Fonseca & Stefan Schubert, 2021. "Italian Labour Frictions and Wage Rigidities in an Estimated DSGE," BEMPS - Bozen Economics & Management Paper Series BEMPS88, Faculty of Economics and Management at the Free University of Bozen.
• Proietti, Tommaso & Pedregal, Diego J., 2023. "Seasonality in High Frequency Time Series," Econometrics and Statistics, Elsevier, vol. 27(C), pages 62-82.
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• De Vos, Ignace & Everaert, Gerdie & Sarafidis, Vasilis, 2021. "A method for evaluating the rank condition for CCE estimators," MPRA Paper 112305, University Library of Munich, Germany, revised 09 Mar 2022.
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• Don Bredin & Stilianos Fountas, 2021. "Inflation, Inflation Uncertainty, and Markov Regime Switching Heteroskedasticity: Evidence from European Countries," South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, vol. 19(2), pages 181-200.
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• Christos Agiakloglou & Apostolos Tsimpanos, 2021. "Evaluating information criteria for selecting spatial processes," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 66(3), pages 677-697, June.
• Hoang Ha Vo & Takeshi Mizunoya & Cong Dinh Nguyen, 2021. "Determinants of farmers’ adaptation decisions to climate change in the central coastal region of Vietnam," Asia-Pacific Journal of Regional Science, Springer, vol. 5(2), pages 327-349, June.
• Kenshiro Ninomiya & Masaaki Tokuda, 2021. "Structural change and financial instability in the US economy," Evolutionary and Institutional Economics Review, Springer, vol. 18(1), pages 205-226, April.
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• Jitender, 2021. "Value-at-Risk Estimation of Equity Market Risk in India," Acta Universitatis Sapientiae, Economics and Business, Sciendo, vol. 9(1), pages 1-24, September.
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• Kramer, Anke & Kiesel, Rüdiger, 2021. "Exogenous factors for order arrivals on the intraday electricity market," Energy Economics, Elsevier, vol. 97(C).
• Sun, Jie & Zhao, Xiaojun & Xu, Chao, 2021. "Crude oil market autocorrelation: Evidence from multiscale quantile regression analysis," Energy Economics, Elsevier, vol. 98(C).
• Yang, Haijun & Han, Xin & Wang, Li, 2021. "Is there a bubble in the shale gas market?," Energy, Elsevier, vol. 215(PA).
• Nunes, Luis Eduardo & Lima, Marcus Vinicius Andrade de & Davison, Matthew & Leite, André Luis da Silva, 2021. "Switch and defer option in renewable energy projects: Evidences from Brazil," Energy, Elsevier, vol. 231(C).
• Kim, Alisa & Trimborn, Simon & Härdle, Wolfgang Karl, 2021. "VCRIX — A volatility index for crypto-currencies," International Review of Financial Analysis, Elsevier, vol. 78(C).
  • Kim, Alisa & Trimborn, Simon & Härdle, Wolfgang Karl, 2019. "VCRIX - a volatility index for crypto-currencies," IRTG 1792 Discussion Papers 2019-027, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
• Silahli, Baykar & Dingec, Kemal Dincer & Cifter, Atilla & Aydin, Nezir, 2021. "Portfolio value-at-risk with two-sided Weibull distribution: Evidence from cryptocurrency markets," Finance Research Letters, Elsevier, vol. 38(C).
• Huang, Zhuo & Liang, Fang & Wang, Tianyi & Li, Chao, 2021. "Modeling dynamic higher moments of crude oil futures," Finance Research Letters, Elsevier, vol. 39(C).
• Zhou, Jian & Shen, Yixuan & Pantelous, Athanasios A. & Zhang, Hui, 2021. "The range of uncertainty on the property market pricing: The case of the city of Shanghai," Finance Research Letters, Elsevier, vol. 40(C).
• Zhao, Yuqian, 2021. "Validating intra-day risk premium in cross-sectional return curves," Finance Research Letters, Elsevier, vol. 43(C).
• Ferrari, Stijn & Van Roy, Patrick & Vespro, Cristina, 2021. "Sensitivity of credit risk stress test results: Modelling issues with an application to Belgium," Journal of Financial Stability, Elsevier, vol. 52(C).
  • 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.
• Avanzi, Benjamin & Taylor, Greg & Wang, Melantha & Wong, Bernard, 2021. "SynthETIC: An individual insurance claim simulator with feature control," Insurance: Mathematics and Economics, Elsevier, vol. 100(C), pages 296-308.
• Maxime Fajeau, 2021. "Too much finance or too many weak instruments?," International Economics, CEPII research center, issue 165, pages 14-36.
  • Fajeau, Maxime, 2021. "Too much finance or too many weak instruments?," International Economics, Elsevier, vol. 165(C), pages 14-36.
• Calice, Pietro & Leonida, Leone & Muzzupappa, Eleonora, 2021. "Concentration-stability vs concentration-fragility. New cross-country evidence," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 74(C).
• Costantini, Mauro & Kunst, Robert M., 2021. "On using predictive-ability tests in the selection of time-series prediction models: A Monte Carlo evaluation," International Journal of Forecasting, Elsevier, vol. 37(2), pages 445-460.
  • Costantini, Mauro & Kunst, Robert M., 2018. "On Using Predictive-ability Tests in the Selection of Time-series Prediction Models: A Monte Carlo Evaluation," Economics Series 341, Institute for Advanced Studies.
• Richardson, Adam & van Florenstein Mulder, Thomas & Vehbi, Tuğrul, 2021. "Nowcasting GDP using machine-learning algorithms: A real-time assessment," International Journal of Forecasting, Elsevier, vol. 37(2), pages 941-948.
  • Adam Richardson & Thomas van Florenstein Mulder & Tugrul Vehbi, 2019. "Nowcasting New Zealand GDP using machine learning algorithms," IFC Bulletins chapters, in: Bank for International Settlements (ed.), The use of big data analytics and artificial intelligence in central banking, volume 50, Bank for International Settlements.
  • Adam Richardson & Thomas van Florenstein Mulder & Tugrul Vehbi, 2018. "Nowcasting New Zealand GDP using machine learning algorithms," CAMA Working Papers 2018-47, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Adam Richardson & Thomas van Florenstein Mulder & Tugrul Vehbi, 2019. "Nowcasting GDP using machine learning algorithms: A real-time assessment," Reserve Bank of New Zealand Discussion Paper Series DP2019/03, Reserve Bank of New Zealand.
• Chan, Joshua C.C., 2021. "Minnesota-type adaptive hierarchical priors for large Bayesian VARs," International Journal of Forecasting, Elsevier, vol. 37(3), pages 1212-1226.
  • Joshua C. C. Chan, 2019. "Minnesota-type adaptive hierarchical priors for large Bayesian VARs," CAMA Working Papers 2019-61, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Baumeister, Christiane & Guérin, Pierre, 2021. "A comparison of monthly global indicators for forecasting growth," International Journal of Forecasting, Elsevier, vol. 37(3), pages 1276-1295.
  • Christiane Baumeister & Pierre Guérin, 2020. "A Comparison of Monthly Global Indicators for Forecasting Growth," NBER Working Papers 28014, National Bureau of Economic Research, Inc.
  • Christiane Baumeister & Pierre Guerin, 2020. "A Comparison of Monthly Global Indicators for Forecasting Growth," CAMA Working Papers 2020-93, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Christiane Baumeister & Pierre Guérin, 2020. "A Comparison of Monthly Global Indicators for Forecasting Growth," CESifo Working Paper Series 8656, CESifo.
  • Baumeister, Christiane & Guerin, Pierre, 2020. "A Comparison of Monthly Global Indicators for Forecasting Growth," CEPR Discussion Papers 15403, C.E.P.R. Discussion Papers.
• Proietti, Tommaso & Giovannelli, Alessandro & Ricchi, Ottavio & Citton, Ambra & Tegami, Christían & Tinti, Cristina, 2021. "Nowcasting GDP and its components in a data-rich environment: The merits of the indirect approach," International Journal of Forecasting, Elsevier, vol. 37(4), pages 1376-1398.
  • Alessandro Giovannelli & Tommaso Proietti & Ambra Citton & Ottavio Ricchi & Cristian Tegami & Cristina Tinti, 2020. "Nowcasting GDP and its Components in a Data-rich Environment: the Merits of the Indirect Approach," CEIS Research Paper 489, Tor Vergata University, CEIS, revised 30 May 2020.
• Imhof, David & Wallimann, Hannes, 2021. "Detecting bid-rigging coalitions in different countries and auction formats," International Review of Law and Economics, Elsevier, vol. 68(C).
• Clements, Adam & Preve, Daniel P.A., 2021. "A Practical Guide to harnessing the HAR volatility model," Journal of Banking & Finance, Elsevier, vol. 133(C).
  • A Clements & D Preve, 2019. "A Practical Guide to Harnessing the HAR Volatility Model," NCER Working Paper Series 120, National Centre for Econometric Research.
• Cole, Stephen J. & Milani, Fabio, 2021. "Heterogeneity in individual expectations, sentiment, and constant-gain learning," Journal of Economic Behavior & Organization, Elsevier, vol. 188(C), pages 627-650.
  • Stephen J. Cole & Fabio Milani, 2020. "Heterogeneity in Individual Expectations, Sentiment, and Constant-Gain Learning," Working Papers 192005, University of California-Irvine, Department of Economics.
  • Cole, Stephen J. & Milani, Fabio, 2021. "Heterogeneity in Individual Expectations, Sentiment, and Constant-Gain Learning," Working Papers and Research 2021-05, Marquette University, Center for Global and Economic Studies and Department of Economics.
  • Stephen J. Cole & Fabio Milani, 2020. "Heterogeneity in Individual Expectations, Sentiment, and Constant-Gain Learning," CESifo Working Paper Series 8343, CESifo.
• Howard, Gregory & Whitehead, John C. & Hochard, Jacob, 2021. "Estimating discount rates using referendum-style choice experiments: An analysis of multiple methodologies," Journal of Environmental Economics and Management, Elsevier, vol. 105(C).
• Chinco, Alex & Neuhierl, Andreas & Weber, Michael, 2021. "Estimating the anomaly base rate," Journal of Financial Economics, Elsevier, vol. 140(1), pages 101-126.
  • Alexander M. Chinco & Andreas Neuhierl & Michael Weber, 2019. "Estimating The Anomaly Base Rate," NBER Working Papers 26493, National Bureau of Economic Research, Inc.
• Chaieb, Ines & Langlois, Hugues & Scaillet, Olivier, 2021. "Factors and risk premia in individual international stock returns," Journal of Financial Economics, Elsevier, vol. 141(2), pages 669-692.
• Biolsi, Christopher, 2021. "Labor productivity forecasts based on a Beveridge–Nelson filter: Is there statistical evidence for a slowdown?," Journal of Macroeconomics, Elsevier, vol. 69(C).
• Li, Bing & Pei, Pei & Tan, Fei, 2021. "Financial distress and fiscal inflation," Journal of Macroeconomics, Elsevier, vol. 70(C).
• Karakotsios, Achillefs & Katrakilidis, Constantinos & Kroupis, Nikolaos, 2021. "The dynamic linkages between food prices and oil prices. Does asymmetry matter?," The Journal of Economic Asymmetries, Elsevier, vol. 23(C).
• Wolters, Jannik & Huchzermeier, Arnd, 2021. "Joint In-Season and Out-of-Season Promotion Demand Forecasting in a Retail Environment," Journal of Retailing, Elsevier, vol. 97(4), pages 726-745.
• Asongu, Simplice A. & Le Roux, Sara & Singh, Pritam, 2021. "Fighting terrorism in Africa: Complementarity between inclusive development, military expenditure and political stability," Journal of Policy Modeling, Elsevier, vol. 43(5), pages 897-922.
  • Simplice A. Asongu & Sara Le Roux & Pritam Singh, 2020. "Fighting terrorism in Africa: complementarity between inclusive development, military expenditure and political stability," Research Africa Network Working Papers 20/004, Research Africa Network (RAN).
  • Simplice A. Asongu & Sara Le Roux & Pritam Singh, 2020. "Fighting terrorism in Africa: complementarity between inclusive development, military expenditure and political stability," Working Papers of the African Governance and Development Institute. 20/004, African Governance and Development Institute..
  • Simplice A. Asongu & Sara Le Roux & Pritam Singh, 2020. "Fighting terrorism in Africa: complementarity between inclusive development, military expenditure and political stability," Working Papers 20/004, European Xtramile Centre of African Studies (EXCAS).
  • Asongu, Simplice & Le Roux, Sara & Singh, Pritam, 2020. "Fighting terrorism in Africa: complementarity between inclusive development, military expenditure and political stability," MPRA Paper 103138, University Library of Munich, Germany.
• Pincheira, Pablo & Hardy, Nicolás, 2021. "Forecasting aluminum prices with commodity currencies," Resources Policy, Elsevier, vol. 73(C).
  • Pincheira, Pablo & Hardy, Nicolás, 2019. "Forecasting Aluminum Prices with Commodity Currencies," MPRA Paper 97005, University Library of Munich, Germany.
• Vásquez Cordano, Arturo L. & Prialé Zevallos, Rodrigo, 2021. "Country competitiveness and investment allocation in the mining industry: A survey of the literature and new empirical evidence," Resources Policy, Elsevier, vol. 73(C).
  • Vásquez Cordano, Arturo Leonardo & Prialé Zevallos, Rodrigo, 2020. "Country Competitiveness and Investment Allocation in the Mining Industry: A survey of the literature and new empirical evidence," Documentos de Trabajo 004, Escuela de Postgrado GERENS.
• Hung, Ngo Thai, 2021. "Oil prices and agricultural commodity markets: Evidence from pre and during COVID-19 outbreak," Resources Policy, Elsevier, vol. 73(C).
• Jena, Sangram Keshari & Lahiani, Amine & Tiwari, Aviral Kumar & Roubaud, David, 2021. "Uncovering the complex asymmetric relationship between trading activity and commodity futures price: Evidenced from QNARDL study," Resources Policy, Elsevier, vol. 74(C).
  • Sangram Keshari Jena & Amine Lahiani & Aviral Kumar Tiwari & David Roubaud, 2021. "Uncovering the complex asymmetric relationship between trading activity and commodity futures price: Evidenced from QNARDL study," Post-Print hal-03573202, HAL.
• Den Haan, Wouter J. & Drechsel, Thomas, 2021. "Agnostic Structural Disturbances (ASDs): Detecting and reducing misspecification in empirical macroeconomic models," Journal of Monetary Economics, Elsevier, vol. 117(C), pages 258-277.
  • Den Haan, Wouter J. & Drechsel, Thomas, 2018. "Agnostic structural disturbances (ASDs): detecting and reducing misspecification in empirical macroeconomic models," LSE Research Online Documents on Economics 90384, London School of Economics and Political Science, LSE Library.
  • Den Haan, Wouter & Drechsel, Thomas, 2018. "Agnostic Structural Disturbances (ASDs): Detecting and Reducing Misspecification in Empirical Macroeconomic Models," CEPR Discussion Papers 13145, C.E.P.R. Discussion Papers.
  • Den Haan, Wouter J. & Drechsel, Thomas, 2020. "Agnostic structural disturbances (ASDs): detecting and reducing misspecification in empirical macroeconomic models," LSE Research Online Documents on Economics 103147, London School of Economics and Political Science, LSE Library.
  • Wouter J. Den Haan & Thomas Drechsel, 2018. "Agnostic Structural Disturbances (ASDs): Detecting and Reducing Misspecification in Empirical Macroeconomic Models," Discussion Papers 1826, Centre for Macroeconomics (CFM).
• Brownlees, Christian & Souza, André B.M., 2021. "Backtesting global Growth-at-Risk," Journal of Monetary Economics, Elsevier, vol. 118(C), pages 312-330.
• Omar, Arti & Prasanna, P. Krishna, 2021. "Asymmetric effects of noise in Merton default risk model: Evidence from emerging Asia," Pacific-Basin Finance Journal, Elsevier, vol. 65(C).
• Zakamulin, Valeriy & Hunnes, John A., 2021. "Stock earnings and bond yields in the US 1871–2017: The story of a changing relationship," The Quarterly Review of Economics and Finance, Elsevier, vol. 79(C), pages 182-197.
• Hanif, Waqas & Areola Hernandez, Jose & Shahzad, Syed Jawad Hussain & Yoon, Seong-Min, 2021. "Tail dependence risk and spillovers between oil and food prices," The Quarterly Review of Economics and Finance, Elsevier, vol. 80(C), pages 195-209.
• Abanto-Valle, Carlos A. & Rodríguez, Gabriel & Garrafa-Aragón, Hernán B., 2021. "Stochastic Volatility in Mean: Empirical evidence from Latin-American stock markets using Hamiltonian Monte Carlo and Riemann Manifold HMC methods," The Quarterly Review of Economics and Finance, Elsevier, vol. 80(C), pages 272-286.
• Chang, Bi-Juan & Hung, Mao-Wei, 2021. "Corporate debt and cash decisions: A nonlinear panel data analysis," The Quarterly Review of Economics and Finance, Elsevier, vol. 81(C), pages 15-37.
• du Sart, Colin F. & van Vuuren, Gary W., 2021. "Comparing the performance and composition of tracking error constrained and unconstrained portfolios," The Quarterly Review of Economics and Finance, Elsevier, vol. 81(C), pages 276-287.
• Garciga, Christian & Verbrugge, Randal, 2021. "Robust covariance matrix estimation and identification of unusual data points: New tools," Research in Economics, Elsevier, vol. 75(2), pages 176-202.
• Bo, Hao & Galiani, Sebastian, 2021. "Assessing external validity," Research in Economics, Elsevier, vol. 75(3), pages 274-285.
  • Hao Bo & Sebastian Galiani, 2019. "Assessing External Validity," NBER Working Papers 26422, National Bureau of Economic Research, Inc.
• Pradhan, Ashis Kumar & Tiwari, Aviral Kumar, 2021. "Estimating the market risk of clean energy technologies companies using the expected shortfall approach," Renewable Energy, Elsevier, vol. 177(C), pages 95-100.
• Garcia-Jorcano, Laura & Sanchis-Marco, Lidia, 2021. "Systemic-systematic risk in financial system: A dynamic ranking based on expectiles," International Review of Economics & Finance, Elsevier, vol. 75(C), pages 330-365.
• Abakah, Emmanuel Joel Aikins & Caporale, Guglielmo Maria & Gil-Alana, Luis Alberiko, 2021. "Economic policy uncertainty: Persistence and cross-country linkages," Research in International Business and Finance, Elsevier, vol. 58(C).
  • Emmanuel Joel Aikins Abakah & Guglielmo Maria Caporale & Luis A. Gil-Alana, 2020. "Economic Policy Uncertainty: Persistence and Cross-Country Linkages," CESifo Working Paper Series 8289, CESifo.
• Bernt P. Stigum, 2021. "Consumer Choice under Certainty and Uncertainty in Applied Econometrics," EERI Research Paper Series EERI RP 2021/08, Economics and Econometrics Research Institute (EERI), Brussels.
• Giuseppe Luca & Jan R. Magnus & Franco Peracchi, 2023. "Weighted-Average Least Squares (WALS): Confidence and Prediction Intervals," Computational Economics, Springer;Society for Computational Economics, vol. 61(4), pages 1637-1664, April.
  • Giuseppe De Luca & Jan R. Magnus & Franco Peracchi, 2021. "Weighted-average least squares (WALS): Confidence and prediction intervals," Tinbergen Institute Discussion Papers 21-038/III, Tinbergen Institute.
  • Giuseppe De Luca & Jan R. Magnus & Franco Peracchi, 2021. "Weighted-average least squares (WALS): Confidence and prediction intervals," EIEF Working Papers Series 2108, Einaudi Institute for Economics and Finance (EIEF), revised May 2021.
• Yang Zhao & Zhonglu Chen, 2021. "Forecasting stock price movement: new evidence from a novel hybrid deep learning model," Journal of Asian Business and Economic Studies, Emerald Group Publishing Limited, vol. 29(2), pages 91-104, August.
• Simplice Asongu & Rexon Nting, 2021. "The mobile phone in governance for environmental sustainability in Sub-Saharan Africa," Journal of Economic and Administrative Sciences, Emerald Group Publishing Limited, vol. 39(1), pages 225-243, June.
  • Simplice A. Asongu & Rexon T. Nting, 2021. "The Mobile Phone in Governance for Environmental Sustainability in Sub-Saharan Africa," Working Papers of the African Governance and Development Institute. 21/035, African Governance and Development Institute..
  • Asongu, Simplice & Nting, Rexon, 2021. "The Mobile Phone in Governance for Environmental Sustainability in Sub-Saharan Africa," MPRA Paper 110608, University Library of Munich, Germany.
  • Simplice A. Asongu & Rexon T. Nting, 2021. "The Mobile Phone in Governance for Environmental Sustainability in Sub-Saharan Africa," Research Africa Network Working Papers 21/035, Research Africa Network (RAN).
  • Simplice A. Asongu & Rexon T. Nting, 2021. "The Mobile Phone in Governance for Environmental Sustainability in Sub-Saharan Africa," Working Papers 21/035, European Xtramile Centre of African Studies (EXCAS).
• Ramona Serrano Bautista & José Antonio Núñez Mora, 2021. "Value-at-risk predictive performance: a comparison between the CaViaR and GARCH models for the MILA and ASEAN-5 stock markets," Journal of Economics, Finance and Administrative Science, Emerald Group Publishing Limited, vol. 26(52), pages 197-221, November.
• R. Scott Hacker & Abdulnasser Hatemi-J, 2021. "Model selection in time series analysis: using information criteria as an alternative to hypothesis testing," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 49(6), pages 1055-1075, September.
  • R. Scott Hacker & Abdulnasser Hatemi-J, 2018. "Model Selection in Time Series Analysis: Using Information Criteria as an Alternative to Hypothesis Testing," Papers 1805.08991, arXiv.org.
• Nikolai Dokuchaev, 2021. "On statistical indistinguishability of complete and incomplete market models," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 38(1), pages 114-125, February.
• Houmera Bibi Sabera Nunkoo & Preethee Nunkoo Gonpot & Noor-Ul-Hacq Sookia & T.V. Ramanathan, 2021. "Autoregressive conditional duration models for high frequency financial data: an empirical study on mid cap exchange traded funds," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 39(1), pages 150-173, October.
• Erdem Baþçý & Sýdýka Baþçý, 2021. "Demand Deficiency and Inflation in the G7 Countries," International Econometric Review (IER), Econometric Research Association, vol. 13(3), pages 59-70, September.
• Trakakis Anastasios & Nektarios Miltiadis & Tziaferi Styliani & Prezerakos Panagiotis, 2021. "Measuring Technical Efficiency of Health Centers in Greece: A Data Envelopment Analysis Application for the Primary Health System of Greece," European Research Studies Journal, European Research Studies Journal, vol. 0(Special 1), pages 1333-1353.
• Trakakis Anastasios & Nektarios Miltiadis & Tziaferi Styliani & Prezerakos Panagiotis, 2021. "Measuring Technical Efficiency of Health Centers in Greece: A Data Envelopment Analysis Application for the Primary Health System of Greece," European Research Studies Journal, European Research Studies Journal, vol. 0(Special 1), pages 1333-1353.
• Natalia Nehrebecka, 2021. "Internal Credit Risk Models and Digital Transformation: What to Prepare for? An Application to Poland," European Research Studies Journal, European Research Studies Journal, vol. 0(Special 2), pages 719-736.
• Natalia Nehrebecka, 2021. "Internal Credit Risk Models and Digital Transformation: What to Prepare for? An Application to Poland," European Research Studies Journal, European Research Studies Journal, vol. 0(Special 3), pages 719-736.

2020

• Roberto Casarin & Fausto Corradin & Francesco Ravazzolo & Nguyen Domenico Sartore, 2020. "A Scoring Rule for Factor and Autoregressive Models Under Misspecification," Advances in Decision Sciences, Asia University, Taiwan, vol. 24(2), pages 66-103, June.
  • Roberto Casarin & Fausto Corradin & Francesco Ravazzolo & Domenico Sartore, 2018. "A scoring rule for factor and autoregressive models under misspecification," Working Papers 2018:18, Department of Economics, University of Venice "Ca' Foscari".
• Daniel Borup & Jonas N. Eriksen & Mads M. Kjær & Martin Thyrsgaard, 2024. "Predicting Bond Return Predictability," Management Science, INFORMS, vol. 70(2), pages 931-951, February.
  • Daniel Borup & Jonas N. Eriksen & Mads M. Kjær & Martin Thyrsgaard, 2020. "Predicting bond return predictability," CREATES Research Papers 2020-09, Department of Economics and Business Economics, Aarhus University.
• Mikkel Bennedsen & Eric Hillebrand & Siem Jan Koopman, 2020. "A statistical model of the global carbon budget," CREATES Research Papers 2020-18, Department of Economics and Business Economics, Aarhus University.
• Eric Hillebrand & Jakob Mikkelsen & Lars Spreng & Giovanni Urga, 2020. "Exchange Rates and Macroeconomic Fundamentals: Evidence of Instabilities from Time-Varying Factor Loadings," CREATES Research Papers 2020-19, Department of Economics and Business Economics, Aarhus University.
• Asongu, Simplice A. & Le Roux, Sara & Singh, Pritam, 2021. "Fighting terrorism in Africa: Complementarity between inclusive development, military expenditure and political stability," Journal of Policy Modeling, Elsevier, vol. 43(5), pages 897-922.
  • Simplice A. Asongu & Sara Le Roux & Pritam Singh, 2020. "Fighting terrorism in Africa: complementarity between inclusive development, military expenditure and political stability," Working Papers 20/004, European Xtramile Centre of African Studies (EXCAS).
  • Simplice A. Asongu & Sara Le Roux & Pritam Singh, 2020. "Fighting terrorism in Africa: complementarity between inclusive development, military expenditure and political stability," Research Africa Network Working Papers 20/004, Research Africa Network (RAN).
  • Simplice A. Asongu & Sara Le Roux & Pritam Singh, 2020. "Fighting terrorism in Africa: complementarity between inclusive development, military expenditure and political stability," Working Papers of the African Governance and Development Institute. 20/004, African Governance and Development Institute..
  • Asongu, Simplice & Le Roux, Sara & Singh, Pritam, 2020. "Fighting terrorism in Africa: complementarity between inclusive development, military expenditure and political stability," MPRA Paper 103138, University Library of Munich, Germany.
• Asongu, Simplice & Odhiambo, Nicholas, 2020. "The role of Globalization in Modulating the Effect of Environmental Degradation on Inclusive Human Development," MPRA Paper 103143, University Library of Munich, Germany.
  • Simplice A. Asongu & Nicholas M. Odhiambo, 2020. "The role of Globalization in Modulating the Effect of Environmental Degradation on Inclusive Human Development," Research Africa Network Working Papers 20/015, Research Africa Network (RAN).
  • Simplice A. Asongu & Nicholas M. Odhiambo, 2020. "The role of Globalization in Modulating the Effect of Environmental Degradation on Inclusive Human Development," Working Papers 20/015, European Xtramile Centre of African Studies (EXCAS).
  • Asongu, Simplice A & Odhiambo, Nicholas M, 2020. "The role of globalization in modulating the effect of enviromental degradation on inclusive human development," Working Papers 26636, University of South Africa, Department of Economics.
  • Simplice A. Asongu & Nicholas M. Odhiambo, 2020. "The role of Globalization in Modulating the Effect of Environmental Degradation on Inclusive Human Development," Working Papers of the African Governance and Development Institute. 20/015, African Governance and Development Institute..
• Asongu, Simplice A & Odhiambo, Nicholas M, 2020. "Trade and FDI Thresholds of CO2 emissions for a Green Economy in Sub-Saharan Africa," Working Papers 26732, University of South Africa, Department of Economics.
  • Simplice A. Asongu & Nicholas M. Odhiambo, 2020. "Trade and FDI Thresholds of CO2 emissions for a Green Economy in Sub-Saharan Africa," Research Africa Network Working Papers 20/072, Research Africa Network (RAN).
  • Simplice A. Asongu & Nicholas M. Odhiambo, 2020. "Trade and FDI Thresholds of CO2 emissions for a Green Economy in Sub-Saharan Africa," Working Papers of the African Governance and Development Institute. 20/072, African Governance and Development Institute..
  • Simplice A. Asongu & Nicholas M. Odhiambo, 2020. "Trade and FDI Thresholds of CO2 emissions for a Green Economy in Sub-Saharan Africa," Working Papers 20/072, European Xtramile Centre of African Studies (EXCAS).
  • Asongu, Simplice & Odhiambo, Nicholas, 2020. "Trade and FDI Thresholds of CO2 emissions for a Green Economy in Sub-Saharan Africa," MPRA Paper 107494, University Library of Munich, Germany.
• Abel Brodeur & Nikolai Cook & Anthony Heyes, 2020. "Methods Matter: p-Hacking and Publication Bias in Causal Analysis in Economics," American Economic Review, American Economic Association, vol. 110(11), pages 3634-3660, November.
• Mark F. J. Steel, 2020. "Model Averaging and Its Use in Economics," Journal of Economic Literature, American Economic Association, vol. 58(3), pages 644-719, September.
  • Steel, Mark F. J., 2017. "Model Averaging and its Use in Economics," MPRA Paper 81568, University Library of Munich, Germany.
  • Steel, Mark F. J., 2017. "Model Averaging and its Use in Economics," MPRA Paper 90110, University Library of Munich, Germany, revised 16 Nov 2018.
• Mhamed-Ali El-Aroui & Wafa Snoussi, 2020. "Value-at-Risk in Frontier Markets: Adapted Models and Evidences from Two North-African Stock Exchanges," The African Finance Journal, Africagrowth Institute, vol. 22(1), pages 1-20.
• Asongu, Simplice A. & Le Roux, Sara & Singh, Pritam, 2021. "Fighting terrorism in Africa: Complementarity between inclusive development, military expenditure and political stability," Journal of Policy Modeling, Elsevier, vol. 43(5), pages 897-922.
  • Simplice A. Asongu & Sara Le Roux & Pritam Singh, 2020. "Fighting terrorism in Africa: complementarity between inclusive development, military expenditure and political stability," Working Papers 20/004, European Xtramile Centre of African Studies (EXCAS).
  • Simplice A. Asongu & Sara Le Roux & Pritam Singh, 2020. "Fighting terrorism in Africa: complementarity between inclusive development, military expenditure and political stability," Working Papers of the African Governance and Development Institute. 20/004, African Governance and Development Institute..
  • Asongu, Simplice & Le Roux, Sara & Singh, Pritam, 2020. "Fighting terrorism in Africa: complementarity between inclusive development, military expenditure and political stability," MPRA Paper 103138, University Library of Munich, Germany.
  • Simplice A. Asongu & Sara Le Roux & Pritam Singh, 2020. "Fighting terrorism in Africa: complementarity between inclusive development, military expenditure and political stability," Research Africa Network Working Papers 20/004, Research Africa Network (RAN).
• Asongu, Simplice & Odhiambo, Nicholas, 2020. "The role of Globalization in Modulating the Effect of Environmental Degradation on Inclusive Human Development," MPRA Paper 103143, University Library of Munich, Germany.
  • Simplice A. Asongu & Nicholas M. Odhiambo, 2020. "The role of Globalization in Modulating the Effect of Environmental Degradation on Inclusive Human Development," Working Papers of the African Governance and Development Institute. 20/015, African Governance and Development Institute..
  • Simplice A. Asongu & Nicholas M. Odhiambo, 2020. "The role of Globalization in Modulating the Effect of Environmental Degradation on Inclusive Human Development," Working Papers 20/015, European Xtramile Centre of African Studies (EXCAS).
  • Asongu, Simplice A & Odhiambo, Nicholas M, 2020. "The role of globalization in modulating the effect of enviromental degradation on inclusive human development," Working Papers 26636, University of South Africa, Department of Economics.
  • Simplice A. Asongu & Nicholas M. Odhiambo, 2020. "The role of Globalization in Modulating the Effect of Environmental Degradation on Inclusive Human Development," Research Africa Network Working Papers 20/015, Research Africa Network (RAN).
• Asongu, Simplice A & Odhiambo, Nicholas M, 2020. "Trade and FDI Thresholds of CO2 emissions for a Green Economy in Sub-Saharan Africa," Working Papers 26732, University of South Africa, Department of Economics.
  • Simplice A. Asongu & Nicholas M. Odhiambo, 2020. "Trade and FDI Thresholds of CO2 emissions for a Green Economy in Sub-Saharan Africa," Working Papers of the African Governance and Development Institute. 20/072, African Governance and Development Institute..
  • Simplice A. Asongu & Nicholas M. Odhiambo, 2020. "Trade and FDI Thresholds of CO2 emissions for a Green Economy in Sub-Saharan Africa," Research Africa Network Working Papers 20/072, Research Africa Network (RAN).
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• Leonid Galchynskyi, 2020. "Estimation of the price elasticity of petroleum products’ consumption in Ukraine," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, vol. 15(2), pages 315-339, June.
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• Yadav, Jayant, 2020. "Flight to Safety in Business cycles," MPRA Paper 104093, University Library of Munich, Germany.
• Pacifico, Antonio, 2020. "Bayesian Fuzzy Clustering with Robust Weighted Distance for Multiple ARIMA and Multivariate Time-Series," MPRA Paper 104379, University Library of Munich, Germany.
• Pincheira, Pablo & Hardy, Nicolas, 2020. "The Mean Squared Prediction Error Paradox: A summary," MPRA Paper 105020, University Library of Munich, Germany.
• Pincheira, Pablo & Jarsun, Nabil, 2020. "Summary of the Paper Entitled: Forecasting Fuel Prices with the Chilean Exchange Rate," MPRA Paper 105056, University Library of Munich, Germany.
• Olalude, Gbenga Adelekan & Olayinka, Hammed Abiola & Ankeli, Uchechi Constance, 2020. "Modelling and forecasting inflation rate in Nigeria using ARIMA models," MPRA Paper 105342, University Library of Munich, Germany, revised Dec 2020.
• Muhammad, Fajar & Zelani, Nurfalah & Septiarida, Nonalisa, 2020. "Modeling of Poverty Determinants in Sumatera Island (Panel Regression Approach)," MPRA Paper 105876, University Library of Munich, Germany, revised 14 Dec 2020.
• Fajar, Muhammad & Winarti, Yuyun Guna, 2020. "Modeling of Big Chili Supply Response Using Bayesian Method," MPRA Paper 106098, University Library of Munich, Germany, revised 21 Dec 2020.
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• Maiorova, Ksenia & Fokin, Nikita, 2020. "Наукастинг Темпов Роста Стоимостных Объемов Экспорта И Импорта По Товарным Группам [Nowcasting the growth rates of the export and import by commodity groups]," MPRA Paper 109557, University Library of Munich, Germany.
• Desogus, Marco, 2020. "The stochastic dynamics of business evaluations using Markov models," MPRA Paper 114361, University Library of Munich, Germany.
• Jackson, Emerson Abraham, 2020. "Understanding SLL / US$ exchange rate dynamics in Sierra Leone using Box-Jenkins ARIMA approach," MPRA Paper 97965, University Library of Munich, Germany, revised 03 Jan 2020.
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  • Michael W. McCracken, 2019. "Diverging Tests of Equal Predictive Ability," Working Papers 2019-018, Federal Reserve Bank of St. Louis, revised 09 Mar 2020.
• Xiaoqing Zhou, 2020. "Refining the workhorse oil market model," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(1), pages 130-140, January.
  • Xiaoqing Zhou, 2019. "Refining the Workhorse Oil Market Model," Working Papers 1910, Federal Reserve Bank of Dallas.
• Jonas Dovern & Hans Manner, 2020. "Order‐invariant tests for proper calibration of multivariate density forecasts," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(4), pages 440-456, June.
  • Jonas Dovern & Hans Manner, 2018. "Order Invariant Tests for Proper Calibration of Multivariate Density Forecasts," CESifo Working Paper Series 7023, CESifo.
  • 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.
• Marcin Błażejowski & Paweł Kufel & Jacek Kwiatkowski, 2020. "Model simplification and variable selection: A replication of the UK inflation model by Hendry (2001)," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(5), pages 645-652, August.
  • Blazejowski, Marcin & Kufel, Paweł & Kwiatkowski, Jacek, 2018. "Model simplification and variable selection: A Replication of the UK inflation model by Hendry (2001)," MPRA Paper 88745, University Library of Munich, Germany.
• Duc Khuong Nguyen & Thomas Walther, 2020. "Modeling and forecasting commodity market volatility with long‐term economic and financial variables," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 39(2), pages 126-142, March.
  • 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.
  • Thomas Walther & Duc Khuong Nguyen, 2018. "Modeling and Forecasting Commodity Market Volatility with Long-term Economic and Financial Variables," Working Papers on Finance 1824, University of St. Gallen, School of Finance.
• Brad R. Humphreys & Bruce K. Johnson & John C. Whitehead, 2020. "Validity and reliability of contingent valuation and life satisfaction measures of welfare: An application to the value of national Olympic success," Southern Economic Journal, John Wiley & Sons, vol. 87(1), pages 316-330, July.
  • 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.
• Giovanni Angelini & Giovanni Caggiano & Efrem Castelnuovo & Luca Fanelli, 2023. "Are Fiscal Multipliers Estimated with Proxy‐SVARs Robust?," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 85(1), pages 95-122, February.
  • Giovanni Angelini & Giovanni Caggiano & Efrem Castelnuovo & Luca Fanelli, 2020. "Are Fiscal Multipliers Estimated with Proxy-SVARs Robust?," "Marco Fanno" Working Papers 0257, Dipartimento di Scienze Economiche "Marco Fanno".
  • Angelini, Giovanni & Caggiano, Giovanni & Castelnuovo, Efrem & Fanelli, Luca, 2020. "Are fiscal multipliers estimated with proxy-SVARs robust?," Bank of Finland Research Discussion Papers 13/2020, Bank of Finland.
  • Giovanni Angelini & Giovanni Caggiano & Efrem Castelnuovo & Luca Fanelli, 2020. "Are Fiscal Multipliers Estimated with Proxy-SVARs Robust?," CESifo Working Paper Series 8438, CESifo.
  • Giovanni Angelini & Giovanni Caggiano & Efrem Castelnuovo & Luca Fanelli, 2021. "Are Fiscal Multipliers Estimated with Proxy-SVARs Robust?," Monash Economics Working Papers 2021-08, Monash University, Department of Economics.
  • Giovanni Angelini & Giovanni Caggiano & Efrem Castelnuovo & Luca Fanelli, 2020. "Are Fiscal Multipliers Estimated with Proxy-SVARs Robust?," Working Papers wp1151, Dipartimento Scienze Economiche, Universita' di Bologna.
  • Giovanni Angelini & Giovanni Caggiano & Efrem Castelnuovo & Luca Fanelli, 2020. "Are fiscal multipliers estimated with proxy-SVARs robust?," CAMA Working Papers 2020-69, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Kilian, Lutz, 2022. "Understanding the estimation of oil demand and oil supply elasticities," Energy Economics, Elsevier, vol. 107(C).
  • Lutz Kilian, 2020. "Understanding the Estimation of Oil Demand and Oil Supply Elasticities," Working Papers 2027, Federal Reserve Bank of Dallas.
  • Kilian, Lutz, 2020. "Understanding the estimation of oil demand and oil supply elasticities," CFS Working Paper Series 649, Center for Financial Studies (CFS).
  • Lutz Kilian, 2020. "Understanding the Estimation of Oil Demand and Oil Supply Elasticities," CESifo Working Paper Series 8567, CESifo.
  • Kilian, Lutz, 2020. "Understanding the Estimation of Oil Demand and Oil Supply Elasticities," CEPR Discussion Papers 15244, C.E.P.R. Discussion Papers.
• Inoue, Atsushi & Kilian, Lutz, 2022. "Joint Bayesian inference about impulse responses in VAR models," Journal of Econometrics, Elsevier, vol. 231(2), pages 457-476.
  • Atsushi Inoue & Lutz Kilian, 2020. "Joint Bayesian Inference about Impulse Responses in VAR Models," Working Papers 2022, Federal Reserve Bank of Dallas.
  • Inoue, Atsushi & Kilian, Lutz, 2020. "Joint Bayesian inference about impulse responses in VAR models," CFS Working Paper Series 650, Center for Financial Studies (CFS).
• Vrigazova, Borislava, 2020. "Tenfold Bootstrap as Resampling Method in Classification Problems," Proceedings of the ENTRENOVA - ENTerprise REsearch InNOVAtion Conference (2020), Virtual Conference, in: Proceedings of the ENTRENOVA - ENTerprise REsearch InNOVAtion Conference, Virtual Conference, 10-12 September 2020, pages 74-83, IRENET - Society for Advancing Innovation and Research in Economy, Zagreb.
• Timo Dimitriadis & iaochun Liu & Julie Schnaitmann, 2023. "Encompassing Tests for Value at Risk and Expected Shortfall Multistep Forecasts Based on Inference on the Boundary," Journal of Financial Econometrics, Oxford University Press, vol. 21(2), pages 412-444.
  • Timo Dimitriadis & Xiaochun Liu & Julie Schnaitmann, 2020. "Encompassing Tests for Value at Risk and Expected Shortfall Multi-Step Forecasts based on Inference on the Boundary," Papers 2009.07341, arXiv.org.
  • Dimitriadis, Timo & Liu, Xiaochun & Schnaitmann, Julie, 2020. "Encompassing tests for value at risk and expected shortfall multi-step forecasts based on inference on the boundary," Hohenheim Discussion Papers in Business, Economics and Social Sciences 11-2020, University of Hohenheim, Faculty of Business, Economics and Social Sciences.
• Nelson, Jon Paul, 2020. "Fixed-effect versus random-effects meta-analysis in economics: A study of pass-through rates for alcohol beverage excise taxes," Economics Discussion Papers 2020-1, Kiel Institute for the World Economy (IfW Kiel).
• Brighton, Henry, 2020. "Statistical foundations of ecological rationality," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 14, pages 1-32.
• Trimborn, Simon & Härdle, Wolfgang Karl, 2018. "CRIX an Index for cryptocurrencies," Journal of Empirical Finance, Elsevier, vol. 49(C), pages 107-122.
  • Simon Trimborn & Wolfgang Karl Hardle, 2020. "CRIX an index for cryptocurrencies," Papers 2009.09782, arXiv.org.
  • Trimborn, Simon & Härdle, Wolfgang Karl, 2020. "CRIX an Index for cryptocurrencies," IRTG 1792 Discussion Papers 2020-009, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
• Schlösser, Alexander, 2020. "Forecasting industrial production in Germany: The predictive power of leading indicators," Ruhr Economic Papers 838, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
• Bensch, Gunther & Gotz, Gunnar & Peters, Jörg, 2020. "Effects of Rural Electrification on Employment: A Comment on Dinkelman (2011)," MetaArXiv zhn9b, Center for Open Science.
  • Bensch, Gunther & Gotz, Gunnar & Peters, Jörg, 2020. "Effects of rural electrification on employment: A comment on Dinkelman (2011)," Ruhr Economic Papers 840, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
• Zhu, Junyi & Steiner, Viktor, 2020. "A Joint Top Income and Wealth Distribution," VfS Annual Conference 2020 (Virtual Conference): Gender Economics 224651, Verein für Socialpolitik / German Economic Association.

2019

• Spencer Wheatley & Alexander Wehrli & Didier Sornette, 2019. "The endo–exo problem in high frequency financial price fluctuations and rejecting criticality," Quantitative Finance, Taylor & Francis Journals, vol. 19(7), pages 1165-1178, July.
  • Spencer Wheatley & Alexander Wehrli & Didier Sornette, 2018. "The Endo-Exo Problem in High Frequency Financial Price Fluctuations and Rejecting Criticality," Swiss Finance Institute Research Paper Series 18-57, Swiss Finance Institute.
• Simplice A. Asongu & John C. Anyanwu & Vanessa S. Tchamyou, 2019. "Technology-driven information sharing and conditional financial development in Africa," Information Technology for Development, Taylor & Francis Journals, vol. 25(4), pages 630-659, October.
  • Simplice A. Asongu & John C. Anyanwu & Vanessa S. Tchamyou, 2017. "Technology-driven information sharing and conditional financial development in Africa," Research Africa Network Working Papers 17/010, Research Africa Network (RAN).
  • 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 of the African Governance and Development Institute. 17/010, African Governance and Development Institute..
• Fethi Ogunc, 2019. "A Bayesian VAR Approach to Short-Term Inflation Forecasting," Working Papers 1925, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
• Martin Wiegand, 2019. "Do early-ending conditional cash transfer programs crowd out school enrollment?," Tinbergen Institute Discussion Papers 19-053/V, Tinbergen Institute.
• Barbara Rossi & Yiru Wang, 2019. "Vector autoregressive-based Granger causality test in the presence of instabilities," Stata Journal, StataCorp LLC, vol. 19(4), pages 883-899, December.
  • Rossi, Barbara & Wang, Yiru, 2019. "Vector autoregressive-based Granger causality test in the presence of instabilities," MPRA Paper 101492, University Library of Munich, Germany.
• Laura Garcia-Jorcano & Alfonso Novales, 2020. "A dominance approach for comparing the performance of VaR forecasting models," Computational Statistics, Springer, vol. 35(3), pages 1411-1448, September.
  • Laura Garcia-Jorcano & Alfonso Novales, 2019. "A dominance approach for comparing the performance of VaR forecasting models," Documentos de Trabajo del ICAE 2019-23, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
• Enoch Cheng & Clemens C. Struck, 2019. "Time-Series Momentum: A Monte-Carlo Approach," Working Papers 201906, School of Economics, University College Dublin.
• Anna Conte & Peter G Moffatt & Mary Riddel, 2019. "The Multivariate Random Preference Estimatorfor Switching Multiple Price List Data," University of East Anglia School of Economics Working Paper Series 2019-04, School of Economics, University of East Anglia, Norwich, UK..
• Anton Grui & Artem Vdovychenko, 2019. "Quarterly Projection Model for Ukraine," Working Papers 03/2019, National Bank of Ukraine.
• Barde, Sylvain, 2020. "Macroeconomic simulation comparison with a multivariate extension of the Markov information criterion," Journal of Economic Dynamics and Control, Elsevier, vol. 111(C).
  • Sylvain Barde, 2019. "Macroeconomic simulation comparison with a multivariate extension of the Markov Information Criterion," Studies in Economics 1908, School of Economics, University of Kent.
• David M. Kaplan, 2019. "Unbiased Estimation as a Public Good," Working Papers 1911, Department of Economics, University of Missouri.
• Tsutomu Watanabe & Tomoyoshi Yabu, 2019. "How Large is the Demand for Money at the ZLB? Evidence from Japan," CARF F-Series CARF-F-465, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
  • Tsutomu Watanabe & Tomoyoshi Yabu, 2019. "How Large is the Demand for Money at the ZLB? Evidence from Japan," Working Papers on Central Bank Communication 013, University of Tokyo, Graduate School of Economics.
• Yiru Wang & Barbara Rossi, 2019. "VAR-Based Granger-Causality Test in the Presence of Instabilities," Working Papers 1083, Barcelona School of Economics.
  • Yiru Wang & Barbara Rossi, 2019. "VAR-based Granger-causality test in the presence of instabilities," Economics Working Papers 1642, Department of Economics and Business, Universitat Pompeu Fabra.
• Qazi Haque, 2022. "Monetary Policy, Inflation Target, and the Great Moderation: An Empirical Investigation," International Journal of Central Banking, International Journal of Central Banking, vol. 18(4), pages 1-52, October.
  • Qazi Haque, 2017. "Monetary Policy, Inflation Target and the Great Moderation: An Empirical Investigation," School of Economics and Public Policy Working Papers 2017-13, University of Adelaide, School of Economics and Public Policy.
  • Qazi Haque, 2019. "Monetary Policy, Inflation Target and the Great Moderation: An Empirical Investigation," Economics Discussion / Working Papers 19-10, The University of Western Australia, Department of Economics.
  • Qazi Haque, 2019. "Monetary policy, inflation target and the great moderation: An empirical investigation," CAMA Working Papers 2019-44, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Nail Kashaev & Bruno Salcedo, 2019. "Discerning Solution Concepts," Papers 1909.09320, arXiv.org.
  • Nail Kashaev & Bruno Salcedo, 2019. "Discerning Solution Concepts," University of Western Ontario, Departmental Research Report Series 20193, University of Western Ontario, Department of Economics.
• Katrina J. Davis & Michael Burton & Marit E. Kragt, 2019. "Scale Heterogeneity and Its Implications for Discrete Choice Analysis," Land Economics, University of Wisconsin Press, vol. 95(3), pages 353-368.
• Simplice A. Asongu & Nicholas M. Odhiambo, 2019. "Inclusive development in environmental sustainability in sub‐Saharan Africa: Insights from governance mechanisms," Sustainable Development, John Wiley & Sons, Ltd., vol. 27(4), pages 713-724, July.
  • Asongu, Simplice & Odhiambo, Nicholas, 2019. "Inclusive development in environmental sustainability in sub-Saharan Africa: insights from governance mechanisms," MPRA Paper 93530, University Library of Munich, Germany.
  • Asongu, Simplice A & Odhiambo, Nicholas M, 2019. "Inclusive development in enviromental sustainability in Sub-Saharan Africa: Insights from governance mechanisms," Working Papers 25226, University of South Africa, Department of Economics.
  • Simplice A. Asongu & Nicholas M. Odhiambo, 2019. "Inclusive development in environmental sustainability in sub-Saharan Africa: insights from governance mechanisms," CEREDEC Working Papers 19/006, Centre de Recherche pour le Développement Economique (CEREDEC).
  • Simplice A. Asongu & Nicholas M. Odhiambo, 2019. "Inclusive development in environmental sustainability in sub-Saharan Africa: insights from governance mechanisms," Working Papers 19/006, European Xtramile Centre of African Studies (EXCAS).
  • Simplice A. Asongu & Nicholas M. Odhiambo, 2019. "Inclusive development in environmental sustainability in sub-Saharan Africa: insights from governance mechanisms," Research Africa Network Working Papers 19/006, Research Africa Network (RAN).
  • Simplice A. Asongu & Nicholas M. Odhiambo, 2019. "Inclusive development in environmental sustainability in sub-Saharan Africa: insights from governance mechanisms," Working Papers of the African Governance and Development Institute. 19/006, African Governance and Development Institute..
• Simplice A. Asongu & Nicholas M. Odhiambo, 2019. "Economic Development Thresholds for a Green Economy in Sub-Saharan Africa," Working Papers of the African Governance and Development Institute. 19/010, African Governance and Development Institute..
  • Asongu, Simplice A & Odhiambo, Nicholas M, 2019. "Economic development thresholds for a green economy in Sub-Saharan Africa," Working Papers 25252, University of South Africa, Department of Economics.
  • Asongu, Simplice & Odhiambo, Nicholas, 2019. "Economic Development Thresholds for a Green Economy in Sub-Saharan Africa," MPRA Paper 93534, University Library of Munich, Germany.
  • Simplice A. Asongu & Nicholas M. Odhiambo, 2019. "Economic Development Thresholds for a Green Economy in Sub-Saharan Africa," Working Papers 19/010, European Xtramile Centre of African Studies (EXCAS).
  • Simplice A. Asongu & Nicholas M. Odhiambo, 2019. "Economic Development Thresholds for a Green Economy in Sub-Saharan Africa," Research Africa Network Working Papers 19/010, Research Africa Network (RAN).
  • Simplice A. Asongu & Nicholas M. Odhiambo, 2019. "Economic Development Thresholds for a Green Economy in Sub-Saharan Africa," CEREDEC Working Papers 19/010, Centre de Recherche pour le Développement Economique (CEREDEC).
• Simplice A. Asongu & Nicholas M. Odhiambo, 2019. "Governance, CO2 emissions and Inclusive Human Development in Sub-Saharan Africa," CEREDEC Working Papers 19/011, Centre de Recherche pour le Développement Economique (CEREDEC).
  • Asongu, Simplice A & Odhiambo, Nicholas M, 2019. "Governance,CO2 emissions and inclusive human development in Sub-Saharan Africa," Working Papers 25253, University of South Africa, Department of Economics.
  • Simplice A. Asongu & Nicholas M. Odhiambo, 2019. "Governance, CO2 emissions and Inclusive Human Development in Sub-Saharan Africa," Research Africa Network Working Papers 19/011, Research Africa Network (RAN).
  • Asongu, Simplice & Odhiambo, Nicholas, 2019. "Governance, CO2 emissions and Inclusive Human Development in Sub-Saharan Africa," MPRA Paper 93660, University Library of Munich, Germany.
  • Simplice A. Asongu & Nicholas M. Odhiambo, 2019. "Governance, CO2 emissions and Inclusive Human Development in Sub-Saharan Africa," Working Papers of the African Governance and Development Institute. 19/011, African Governance and Development Institute..
  • Simplice A. Asongu & Nicholas M. Odhiambo, 2019. "Governance, CO2 emissions and Inclusive Human Development in Sub-Saharan Africa," Working Papers 19/011, European Xtramile Centre of African Studies (EXCAS).
• Simplice A. Asongu & Nicholas M. Odhiambo, 2019. "Enhancing Governance for Environmental Sustainability in Sub-Saharan Africa," Working Papers of the African Governance and Development Institute. 19/090, African Governance and Development Institute..
  • Asongu, Simplice A & Odhiambo, Nicholas M, 2019. "Enhancing governance for environmental sustainability in Sub-Saharan Africa," Working Papers 26282, University of South Africa, Department of Economics.
  • Simplice A. Asongu & Nicholas M. Odhiambo, 2019. "Enhancing Governance for Environmental Sustainability in Sub-Saharan Africa," Research Africa Network Working Papers 19/090, Research Africa Network (RAN).
  • Simplice A. Asongu & Nicholas M. Odhiambo, 2019. "Enhancing Governance for Environmental Sustainability in Sub-Saharan Africa," Working Papers 19/090, European Xtramile Centre of African Studies (EXCAS).
  • Asongu, Simplice & Odhiambo, Nicholas, 2019. "Enhancing Governance for Environmental Sustainability in Sub-Saharan Africa," MPRA Paper 102035, University Library of Munich, Germany.
• Inoue, Atsushi & Kilian, Lutz, 2020. "The uniform validity of impulse response inference in autoregressions," Journal of Econometrics, Elsevier, vol. 215(2), pages 450-472.
  • Atsushi Inoue & Lutz Kilian, 2019. "The Uniform Validity of Impulse Response Inference in Autoregressions," Working Papers 1908, Federal Reserve Bank of Dallas.
  • Atsushi Inoue & Lutz Kilian, 2019. "The uniform validity of impulse response inference in autoregressions," Vanderbilt University Department of Economics Working Papers 19-00001, Vanderbilt University Department of Economics.
  • Atsushi Inoue & Lutz Kilian, 2019. "The uniform validity of impulse response inference in autoregressions," Vanderbilt University Department of Economics Working Papers 19-00001, Vanderbilt University Department of Economics.
• Kita-Wojciechowska Kinga & Kidziński Łukasz, 2019. "Google Street View image predicts car accident risk," Central European Economic Journal, Sciendo, vol. 6(53), pages 151-163, January.
• Kita-Wojciechowska Kinga & Kidziński Łukasz, 2019. "Google Street View image predicts car accident risk," Central European Economic Journal, Sciendo, vol. 6(53), pages 151-163, January.
• Zyga Jacek, 2019. "Data Selection as the Basis for Better Value Modelling," Real Estate Management and Valuation, Sciendo, vol. 27(1), pages 25-34, March.
• Adamczyk Tomasz & Bieda Agnieszka & Parzych Piotr, 2019. "Principles and Criteria for using Statistical Parametric Models and Conditional Models for Valuation of Multi-Component Real Estate," Real Estate Management and Valuation, Sciendo, vol. 27(2), pages 33-43, June.
• Gnat Sebastian, 2019. "The Impact of the Training Set Size on the Classification of Real Estate with an Increased Fiscal Burden," Real Estate Management and Valuation, Sciendo, vol. 27(2), pages 53-62, June.
• Mateusz BuczyÅ„ski & Marcin Chlebus, . "Old-fashioned parametric models are still the best: a comparison of value-at-risk approaches in several volatility states," Journal of Risk Model Validation, Journal of Risk Model Validation.
  • Mateusz Buczyński & Marcin Chlebus, 2019. "Old-fashioned parametric models are still the best. A comparison of Value-at-Risk approaches in several volatility states," Working Papers 2019-12, Faculty of Economic Sciences, University of Warsaw.
• Patrick Kline & Christopher R. Walters, 2019. "On Heckits, LATE, and Numerical Equivalence," Econometrica, Econometric Society, vol. 87(2), pages 677-696, March.
  • Patrick Kline & Christopher R. Walters, 2017. "On Heckits, LATE, and Numerical Equivalence," Papers 1706.05982, arXiv.org, revised Oct 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.
• Michael W. McCracken & Joseph T. McGillicuddy, 2019. "An empirical investigation of direct and iterated multistep conditional forecasts," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(2), pages 181-204, March.
  • Michael W. McCracken & Joseph McGillicuddy, 2017. "An Empirical Investigation of Direct and Iterated Multistep Conditional Forecasts," Working Papers 2017-40, Federal Reserve Bank of St. Louis.
• Gabriele Fiorentini & Enrique Sentana, 2019. "Dynamic specification tests for dynamic factor models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(3), pages 325-346, April.
  • Gabriele Fiorentini & Enrique Sentana, 2013. "Dynamic Specification Tests for Dynamic Factor Models," Working Papers wp2013_1306, CEMFI.
  • Gabriele Fiorentini & Enrique Sentana, 2019. "Dynamic specification tests for dynamic factor models," Econometrics Working Papers Archive 2018_07, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
• Matteo Barigozzi & Christian Brownlees, 2019. "NETS: Network estimation for time series," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(3), pages 347-364, April.
  • Matteo Barigozzi & Christian T. Brownlees, 2013. "Nets: Network estimation for time series," Economics Working Papers 1391, Department of Economics and Business, Universitat Pompeu Fabra.
  • Barigozzi, Matteo & Brownlees, Christian T., 2018. "Nets: network estimation for time series," LSE Research Online Documents on Economics 90493, London School of Economics and Political Science, LSE Library.
  • Matteo Barigozzi & Christian Brownlees, 2015. "Nets: Network Estimation for Time Series," Working Papers 723, Barcelona School of Economics.
• Florian Huber & Gregor Kastner & Martin Feldkircher, 2019. "Should I stay or should I go? A latent threshold approach to large‐scale mixture innovation models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(5), pages 621-640, August.
  • Florian Huber & Gregor Kastner & Martin Feldkircher, 2016. "Should I stay or should I go? A latent threshold approach to large-scale mixture innovation models," Papers 1607.04532, arXiv.org, revised Jul 2018.
  • Huber, Florian & Kastner, Gregor & Feldkircher, Martin, 2018. "Should I stay or should I go? A latent threshold approach to large-scale mixture innovation models," Working Papers in Economics 2018-5, University of Salzburg.
• João H. Gonçalves Mazzeu & Helena Veiga & Massimo B. Mariti, 2019. "Modeling and forecasting the oil volatility index," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 38(8), pages 773-787, December.
  • Mariti, Massimo B. & Gonçalves Mazzeu, Joao Henrique & Lopes Moreira da Veiga, María Helena, 2017. "Modeling and forecasting the oil volatility index," DES - Working Papers. Statistics and Econometrics. WS 25985, Universidad Carlos III de Madrid. Departamento de Estadística.
• Martín Almuzara & Dante Amengual & Enrique Sentana, 2019. "Normality tests for latent variables," Quantitative Economics, Econometric Society, vol. 10(3), pages 981-1017, July.
  • Tincho Almuzara & Dante Amengual & Enrique Sentana, 2017. "Normality Tests for Latent Variables," Working Papers wp2017_1708, CEMFI.
• Simplice A. Asongu & Nicholas M. Odhiambo, 2019. "Environmental degradation and inclusive human development in sub‐Saharan Africa," Sustainable Development, John Wiley & Sons, Ltd., vol. 27(1), pages 25-34, January.
  • Asongu, Simplice & Odhiambo, Nicholas, 2018. "Environmental Degradation and Inclusive Human Development in sub‐Saharan Africa," MPRA Paper 88527, University Library of Munich, Germany.
  • 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 A. Asongu, Phd & Nicholas M. Odhiambo, 2018. "Environmental Degradation And Inclusive Human Development In Sub-Saharan Africa," Working Papers 1 3006, Office Of The Chief Economist, Development Bank of Nigeria.
  • Simplice Asongu & Nicholas Odhiambo, 2018. "Environmental Degradation and Inclusive Human Development in sub‐Saharan Africa," Working Papers of the African Governance and Development Institute. 18/017, African Governance and Development Institute..
• Simplice A. Asongu & Nicholas M. Odhiambo, 2019. "Inclusive development in environmental sustainability in sub‐Saharan Africa: Insights from governance mechanisms," Sustainable Development, John Wiley & Sons, Ltd., vol. 27(4), pages 713-724, July.
  • Asongu, Simplice & Odhiambo, Nicholas, 2019. "Inclusive development in environmental sustainability in sub-Saharan Africa: insights from governance mechanisms," MPRA Paper 93530, University Library of Munich, Germany.
  • Asongu, Simplice A & Odhiambo, Nicholas M, 2019. "Inclusive development in enviromental sustainability in Sub-Saharan Africa: Insights from governance mechanisms," Working Papers 25226, University of South Africa, Department of Economics.
  • Simplice A. Asongu & Nicholas M. Odhiambo, 2019. "Inclusive development in environmental sustainability in sub-Saharan Africa: insights from governance mechanisms," CEREDEC Working Papers 19/006, Centre de Recherche pour le Développement Economique (CEREDEC).
  • Simplice A. Asongu & Nicholas M. Odhiambo, 2019. "Inclusive development in environmental sustainability in sub-Saharan Africa: insights from governance mechanisms," Working Papers 19/006, European Xtramile Centre of African Studies (EXCAS).
  • Simplice A. Asongu & Nicholas M. Odhiambo, 2019. "Inclusive development in environmental sustainability in sub-Saharan Africa: insights from governance mechanisms," Research Africa Network Working Papers 19/006, Research Africa Network (RAN).
  • Simplice A. Asongu & Nicholas M. Odhiambo, 2019. "Inclusive development in environmental sustainability in sub-Saharan Africa: insights from governance mechanisms," Working Papers of the African Governance and Development Institute. 19/006, African Governance and Development Institute..
• Uniejewski, Bartosz & Weron, Rafał, 2021. "Regularized quantile regression averaging for probabilistic electricity price forecasting," Energy Economics, Elsevier, vol. 95(C).
  • Bartosz Uniejewski & Rafal Weron, 2019. "Regularized Quantile Regression Averaging for probabilistic electricity price forecasting," HSC Research Reports HSC/19/04, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
• Christopher Kath & Weronika Nitka & Tomasz Serafin & Tomasz Weron & Przemyslaw Zaleski & Rafal Weron, 2019. "Balancing RES generation: Profitability of an energy trader," HSC Research Reports HSC/19/07, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
• Katarzyna Maciejowska & Weronika Nitka & Tomasz Weron, 2019. "Enhancing load, wind and solar generation forecasts in day-ahead forecasting of spot and intraday electricity prices," HSC Research Reports HSC/19/08, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
• Dakyung Seong & Jin Seo Cho & Timo Teräsvirta, 2019. "Comprehensive Testing of Linearity against the Smooth Transition Autoregressive Model," CREATES Research Papers 2019-17, Department of Economics and Business Economics, Aarhus University.
  • Dakyung Seong & Jin Seo Cho & Timo Terasvirta, 2019. "Comprehensive Testing of Linearity against the Smooth Transition Autoregressive Model," Working papers 2019rwp-151, Yonsei University, Yonsei Economics Research Institute.
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• Simplice A. Asongu & Nicholas M. Odhiambo, 2019. "Inclusive development in environmental sustainability in sub‐Saharan Africa: Insights from governance mechanisms," Sustainable Development, John Wiley & Sons, Ltd., vol. 27(4), pages 713-724, July.
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  • Simplice A. Asongu & Nicholas M. Odhiambo, 2019. "Inclusive development in environmental sustainability in sub-Saharan Africa: insights from governance mechanisms," Working Papers 19/006, European Xtramile Centre of African Studies (EXCAS).
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• Simplice A. Asongu & Nicholas M. Odhiambo, 2019. "Economic Development Thresholds for a Green Economy in Sub-Saharan Africa," Working Papers of the African Governance and Development Institute. 19/010, African Governance and Development Institute..
  • Simplice A. Asongu & Nicholas M. Odhiambo, 2019. "Economic Development Thresholds for a Green Economy in Sub-Saharan Africa," Research Africa Network Working Papers 19/010, Research Africa Network (RAN).
  • Simplice A. Asongu & Nicholas M. Odhiambo, 2019. "Economic Development Thresholds for a Green Economy in Sub-Saharan Africa," Working Papers 19/010, European Xtramile Centre of African Studies (EXCAS).
  • Asongu, Simplice A & Odhiambo, Nicholas M, 2019. "Economic development thresholds for a green economy in Sub-Saharan Africa," Working Papers 25252, University of South Africa, Department of Economics.
  • Simplice A. Asongu & Nicholas M. Odhiambo, 2019. "Economic Development Thresholds for a Green Economy in Sub-Saharan Africa," CEREDEC Working Papers 19/010, Centre de Recherche pour le Développement Economique (CEREDEC).
  • Asongu, Simplice & Odhiambo, Nicholas, 2019. "Economic Development Thresholds for a Green Economy in Sub-Saharan Africa," MPRA Paper 93534, University Library of Munich, Germany.
• Asongu, Simplice A & Odhiambo, Nicholas M, 2019. "Governance,CO2 emissions and inclusive human development in Sub-Saharan Africa," Working Papers 25253, University of South Africa, Department of Economics.
  • Simplice A. Asongu & Nicholas M. Odhiambo, 2019. "Governance, CO2 emissions and Inclusive Human Development in Sub-Saharan Africa," Research Africa Network Working Papers 19/011, Research Africa Network (RAN).
  • Simplice A. Asongu & Nicholas M. Odhiambo, 2019. "Governance, CO2 emissions and Inclusive Human Development in Sub-Saharan Africa," Working Papers of the African Governance and Development Institute. 19/011, African Governance and Development Institute..
  • Asongu, Simplice & Odhiambo, Nicholas, 2019. "Governance, CO2 emissions and Inclusive Human Development in Sub-Saharan Africa," MPRA Paper 93660, University Library of Munich, Germany.
  • Simplice A. Asongu & Nicholas M. Odhiambo, 2019. "Governance, CO2 emissions and Inclusive Human Development in Sub-Saharan Africa," Working Papers 19/011, European Xtramile Centre of African Studies (EXCAS).
  • Simplice A. Asongu & Nicholas M. Odhiambo, 2019. "Governance, CO2 emissions and Inclusive Human Development in Sub-Saharan Africa," CEREDEC Working Papers 19/011, Centre de Recherche pour le Développement Economique (CEREDEC).
• Simplice A. Asongu & Rexon T. Nting & Joseph Nnanna, 2020. "Linkages between Globalisation, Carbon Dioxide Emissions and Governance in Sub-Saharan Africa," International Journal of Public Administration, Taylor & Francis Journals, vol. 43(11), pages 949-963, August.
  • Simplice A. Asongu & Rexon T. Nting & Joseph Nnanna, 2019. "Linkages between Globalisation, Carbon dioxide emissions and Governance in Sub-Saharan Africa," Working Papers of the African Governance and Development Institute. 19/051, African Governance and Development Institute..
  • Simplice A. Asongu & Rexon T. Nting & Joseph Nnanna, 2019. "Linkages between Globalisation, Carbon dioxide emissions and Governance in Sub-Saharan Africa," Research Africa Network Working Papers 19/051, Research Africa Network (RAN).
  • Asongu, Simplice & Nting, Rexon & Nnanna, Joseph, 2019. "Linkages between Globalisation, Carbon dioxide emissions and Governance in Sub-Saharan Africa," MPRA Paper 101534, University Library of Munich, Germany.
  • Simplice A. Asongu & Rexon T. Nting & Joseph Nnanna, 2019. "Linkages between Globalisation, Carbon dioxide emissions and Governance in Sub-Saharan Africa," Working Papers 19/051, European Xtramile Centre of African Studies (EXCAS).
• Simplice A. Asongu, 2019. "The persistence of global terrorism," Working Papers of the African Governance and Development Institute. 19/053, African Governance and Development Institute..
  • Simplice A. Asongu, 2019. "The persistence of global terrorism," Research Africa Network Working Papers 19/053, Research Africa Network (RAN).
  • Simplice A. Asongu, 2019. "The persistence of global terrorism," Working Papers 19/053, European Xtramile Centre of African Studies (EXCAS).
  • Asongu, Simplice, 2019. "The persistence of global terrorism," MPRA Paper 101536, University Library of Munich, Germany.
• Simplice A. Asongu, 2019. "FDI in Selected Developing Countries: Evidence from Bundling and Unbundling Governance," Working Papers 19/057, European Xtramile Centre of African Studies (EXCAS).
  • Simplice A. Asongu, 2019. "FDI in Selected Developing Countries: Evidence from Bundling and Unbundling Governance," Research Africa Network Working Papers 19/057, Research Africa Network (RAN).
  • Simplice A. Asongu, 2019. "FDI in Selected Developing Countries: Evidence from Bundling and Unbundling Governance," Working Papers of the African Governance and Development Institute. 19/057, African Governance and Development Institute..
  • Asongu, Simplice, 2019. "FDI in Selected Developing Countries: Evidence from Bundling and Unbundling Governance," MPRA Paper 101557, University Library of Munich, Germany.
• Samuel Egbetokun & Evans S. Osabuohien & Temidayo Akinbobola & Olaronke Onanuga & Obindah Gershon & Victoria Okafor, 2019. "Environmental Pollution, Economic Growth and Institutional Quality: Exploring the Nexus in Nigeria," Working Papers 19/059, European Xtramile Centre of African Studies (EXCAS).
  • Samuel Egbetokun & Evans S. Osabuohien & Temidayo Akinbobola & Olaronke Onanuga & Obindah Gershon & Victoria Okafor, 2019. "Environmental Pollution, Economic Growth and Institutional Quality: Exploring the Nexus in Nigeria," Research Africa Network Working Papers 19/059, Research Africa Network (RAN).
  • Samuel Egbetokun & Evans S. Osabuohien & Temidayo Akinbobola & Olaronke Onanuga & Obindah Gershon & Victoria Okafor, 2019. "Environmental Pollution, Economic Growth and Institutional Quality: Exploring the Nexus in Nigeria," Working Papers of the African Governance and Development Institute. 19/059, African Governance and Development Institute..
• Asongu, Simplice & Tchamyou, Vanessa & Asongu, Ndemaze & Tchamyou, Nina, 2019. "Fighting terrorism in Africa when existing terrorism levels matter," MPRA Paper 102026, University Library of Munich, Germany.
  • Simplice A. Asongu & Vanessa S. Tchamyou & Ndemaze Asongu & Nina P. Tchamyou, 2019. "Fighting terrorism in Africa when existing terrorism levels matter," Research Africa Network Working Papers 19/084, Research Africa Network (RAN).
  • Simplice A. Asongu & Vanessa S. Tchamyou & Ndemaze Asongu & Nina P. Tchamyou, 2019. "Fighting terrorism in Africa when existing terrorism levels matter," Working Papers of the African Governance and Development Institute. 19/084, African Governance and Development Institute..
  • Simplice A. Asongu & Vanessa S. Tchamyou & Ndemaze Asongu & Nina P. Tchamyou, 2019. "Fighting terrorism in Africa when existing terrorism levels matter," Working Papers 19/084, European Xtramile Centre of African Studies (EXCAS).
• Simplice A. Asongu & Nicholas M. Odhiambo, 2019. "Enhancing Governance for Environmental Sustainability in Sub-Saharan Africa," Working Papers of the African Governance and Development Institute. 19/090, African Governance and Development Institute..
  • Simplice A. Asongu & Nicholas M. Odhiambo, 2019. "Enhancing Governance for Environmental Sustainability in Sub-Saharan Africa," Research Africa Network Working Papers 19/090, Research Africa Network (RAN).
  • Simplice A. Asongu & Nicholas M. Odhiambo, 2019. "Enhancing Governance for Environmental Sustainability in Sub-Saharan Africa," Working Papers 19/090, European Xtramile Centre of African Studies (EXCAS).
  • Asongu, Simplice & Odhiambo, Nicholas, 2019. "Enhancing Governance for Environmental Sustainability in Sub-Saharan Africa," MPRA Paper 102035, University Library of Munich, Germany.
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• Simplice A. Asongu & Nicholas M. Odhiambo, 2019. "Inclusive development in environmental sustainability in sub‐Saharan Africa: Insights from governance mechanisms," Sustainable Development, John Wiley & Sons, Ltd., vol. 27(4), pages 713-724, July.
  • Asongu, Simplice & Odhiambo, Nicholas, 2019. "Inclusive development in environmental sustainability in sub-Saharan Africa: insights from governance mechanisms," MPRA Paper 93530, University Library of Munich, Germany.
  • Simplice A. Asongu & Nicholas M. Odhiambo, 2019. "Inclusive development in environmental sustainability in sub-Saharan Africa: insights from governance mechanisms," CEREDEC Working Papers 19/006, Centre de Recherche pour le Développement Economique (CEREDEC).
  • Simplice A. Asongu & Nicholas M. Odhiambo, 2019. "Inclusive development in environmental sustainability in sub-Saharan Africa: insights from governance mechanisms," Research Africa Network Working Papers 19/006, Research Africa Network (RAN).
  • Asongu, Simplice A & Odhiambo, Nicholas M, 2019. "Inclusive development in enviromental sustainability in Sub-Saharan Africa: Insights from governance mechanisms," Working Papers 25226, University of South Africa, Department of Economics.
  • Simplice A. Asongu & Nicholas M. Odhiambo, 2019. "Inclusive development in environmental sustainability in sub-Saharan Africa: insights from governance mechanisms," Working Papers 19/006, European Xtramile Centre of African Studies (EXCAS).
  • Simplice A. Asongu & Nicholas M. Odhiambo, 2019. "Inclusive development in environmental sustainability in sub-Saharan Africa: insights from governance mechanisms," Working Papers of the African Governance and Development Institute. 19/006, African Governance and Development Institute..
• Simplice A. Asongu & Nicholas M. Odhiambo, 2019. "Economic Development Thresholds for a Green Economy in Sub-Saharan Africa," Working Papers of the African Governance and Development Institute. 19/010, African Governance and Development Institute..
  • Simplice A. Asongu & Nicholas M. Odhiambo, 2019. "Economic Development Thresholds for a Green Economy in Sub-Saharan Africa," CEREDEC Working Papers 19/010, Centre de Recherche pour le Développement Economique (CEREDEC).
  • Asongu, Simplice & Odhiambo, Nicholas, 2019. "Economic Development Thresholds for a Green Economy in Sub-Saharan Africa," MPRA Paper 93534, University Library of Munich, Germany.
  • Simplice A. Asongu & Nicholas M. Odhiambo, 2019. "Economic Development Thresholds for a Green Economy in Sub-Saharan Africa," Working Papers 19/010, European Xtramile Centre of African Studies (EXCAS).
  • Asongu, Simplice A & Odhiambo, Nicholas M, 2019. "Economic development thresholds for a green economy in Sub-Saharan Africa," Working Papers 25252, University of South Africa, Department of Economics.
  • Simplice A. Asongu & Nicholas M. Odhiambo, 2019. "Economic Development Thresholds for a Green Economy in Sub-Saharan Africa," Research Africa Network Working Papers 19/010, Research Africa Network (RAN).
• Asongu, Simplice A & Odhiambo, Nicholas M, 2019. "Governance,CO2 emissions and inclusive human development in Sub-Saharan Africa," Working Papers 25253, University of South Africa, Department of Economics.
  • Simplice A. Asongu & Nicholas M. Odhiambo, 2019. "Governance, CO2 emissions and Inclusive Human Development in Sub-Saharan Africa," CEREDEC Working Papers 19/011, Centre de Recherche pour le Développement Economique (CEREDEC).
  • Simplice A. Asongu & Nicholas M. Odhiambo, 2019. "Governance, CO2 emissions and Inclusive Human Development in Sub-Saharan Africa," Working Papers of the African Governance and Development Institute. 19/011, African Governance and Development Institute..
  • Simplice A. Asongu & Nicholas M. Odhiambo, 2019. "Governance, CO2 emissions and Inclusive Human Development in Sub-Saharan Africa," Research Africa Network Working Papers 19/011, Research Africa Network (RAN).
  • Asongu, Simplice & Odhiambo, Nicholas, 2019. "Governance, CO2 emissions and Inclusive Human Development in Sub-Saharan Africa," MPRA Paper 93660, University Library of Munich, Germany.
  • Simplice A. Asongu & Nicholas M. Odhiambo, 2019. "Governance, CO2 emissions and Inclusive Human Development in Sub-Saharan Africa," Working Papers 19/011, European Xtramile Centre of African Studies (EXCAS).
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• Simplice A. Asongu & Nicholas M. Odhiambo, 2019. "Inclusive development in environmental sustainability in sub‐Saharan Africa: Insights from governance mechanisms," Sustainable Development, John Wiley & Sons, Ltd., vol. 27(4), pages 713-724, July.
  • Asongu, Simplice & Odhiambo, Nicholas, 2019. "Inclusive development in environmental sustainability in sub-Saharan Africa: insights from governance mechanisms," MPRA Paper 93530, University Library of Munich, Germany.
  • Simplice A. Asongu & Nicholas M. Odhiambo, 2019. "Inclusive development in environmental sustainability in sub-Saharan Africa: insights from governance mechanisms," Working Papers of the African Governance and Development Institute. 19/006, African Governance and Development Institute..
  • Simplice A. Asongu & Nicholas M. Odhiambo, 2019. "Inclusive development in environmental sustainability in sub-Saharan Africa: insights from governance mechanisms," Research Africa Network Working Papers 19/006, Research Africa Network (RAN).
  • Asongu, Simplice A & Odhiambo, Nicholas M, 2019. "Inclusive development in enviromental sustainability in Sub-Saharan Africa: Insights from governance mechanisms," Working Papers 25226, University of South Africa, Department of Economics.
  • Simplice A. Asongu & Nicholas M. Odhiambo, 2019. "Inclusive development in environmental sustainability in sub-Saharan Africa: insights from governance mechanisms," CEREDEC Working Papers 19/006, Centre de Recherche pour le Développement Economique (CEREDEC).
  • Simplice A. Asongu & Nicholas M. Odhiambo, 2019. "Inclusive development in environmental sustainability in sub-Saharan Africa: insights from governance mechanisms," Working Papers 19/006, European Xtramile Centre of African Studies (EXCAS).
• Asongu, Simplice & Odhiambo, Nicholas, 2019. "Economic Development Thresholds for a Green Economy in Sub-Saharan Africa," MPRA Paper 93534, University Library of Munich, Germany.
  • Simplice A. Asongu & Nicholas M. Odhiambo, 2019. "Economic Development Thresholds for a Green Economy in Sub-Saharan Africa," Working Papers of the African Governance and Development Institute. 19/010, African Governance and Development Institute..
  • Simplice A. Asongu & Nicholas M. Odhiambo, 2019. "Economic Development Thresholds for a Green Economy in Sub-Saharan Africa," Working Papers 19/010, European Xtramile Centre of African Studies (EXCAS).
  • Asongu, Simplice A & Odhiambo, Nicholas M, 2019. "Economic development thresholds for a green economy in Sub-Saharan Africa," Working Papers 25252, University of South Africa, Department of Economics.
  • Simplice A. Asongu & Nicholas M. Odhiambo, 2019. "Economic Development Thresholds for a Green Economy in Sub-Saharan Africa," Research Africa Network Working Papers 19/010, Research Africa Network (RAN).
  • Simplice A. Asongu & Nicholas M. Odhiambo, 2019. "Economic Development Thresholds for a Green Economy in Sub-Saharan Africa," CEREDEC Working Papers 19/010, Centre de Recherche pour le Développement Economique (CEREDEC).
• Asongu, Simplice A & Odhiambo, Nicholas M, 2019. "Governance,CO2 emissions and inclusive human development in Sub-Saharan Africa," Working Papers 25253, University of South Africa, Department of Economics.
  • Simplice A. Asongu & Nicholas M. Odhiambo, 2019. "Governance, CO2 emissions and Inclusive Human Development in Sub-Saharan Africa," Working Papers of the African Governance and Development Institute. 19/011, African Governance and Development Institute..
  • Simplice A. Asongu & Nicholas M. Odhiambo, 2019. "Governance, CO2 emissions and Inclusive Human Development in Sub-Saharan Africa," Research Africa Network Working Papers 19/011, Research Africa Network (RAN).
  • Asongu, Simplice & Odhiambo, Nicholas, 2019. "Governance, CO2 emissions and Inclusive Human Development in Sub-Saharan Africa," MPRA Paper 93660, University Library of Munich, Germany.
  • Simplice A. Asongu & Nicholas M. Odhiambo, 2019. "Governance, CO2 emissions and Inclusive Human Development in Sub-Saharan Africa," Working Papers 19/011, European Xtramile Centre of African Studies (EXCAS).
  • Simplice A. Asongu & Nicholas M. Odhiambo, 2019. "Governance, CO2 emissions and Inclusive Human Development in Sub-Saharan Africa," CEREDEC Working Papers 19/011, Centre de Recherche pour le Développement Economique (CEREDEC).
• Simplice A. Asongu & Rexon T. Nting & Joseph Nnanna, 2020. "Linkages between Globalisation, Carbon Dioxide Emissions and Governance in Sub-Saharan Africa," International Journal of Public Administration, Taylor & Francis Journals, vol. 43(11), pages 949-963, August.
  • Simplice A. Asongu & Rexon T. Nting & Joseph Nnanna, 2019. "Linkages between Globalisation, Carbon dioxide emissions and Governance in Sub-Saharan Africa," Working Papers 19/051, European Xtramile Centre of African Studies (EXCAS).
  • Simplice A. Asongu & Rexon T. Nting & Joseph Nnanna, 2019. "Linkages between Globalisation, Carbon dioxide emissions and Governance in Sub-Saharan Africa," Working Papers of the African Governance and Development Institute. 19/051, African Governance and Development Institute..
  • Simplice A. Asongu & Rexon T. Nting & Joseph Nnanna, 2019. "Linkages between Globalisation, Carbon dioxide emissions and Governance in Sub-Saharan Africa," Research Africa Network Working Papers 19/051, Research Africa Network (RAN).
  • Asongu, Simplice & Nting, Rexon & Nnanna, Joseph, 2019. "Linkages between Globalisation, Carbon dioxide emissions and Governance in Sub-Saharan Africa," MPRA Paper 101534, University Library of Munich, Germany.
• Asongu, Simplice, 2019. "The persistence of global terrorism," MPRA Paper 101536, University Library of Munich, Germany.
  • Simplice A. Asongu, 2019. "The persistence of global terrorism," Working Papers of the African Governance and Development Institute. 19/053, African Governance and Development Institute..
  • Simplice A. Asongu, 2019. "The persistence of global terrorism," Research Africa Network Working Papers 19/053, Research Africa Network (RAN).
  • Simplice A. Asongu, 2019. "The persistence of global terrorism," Working Papers 19/053, European Xtramile Centre of African Studies (EXCAS).
• Simplice A. Asongu, 2019. "FDI in Selected Developing Countries: Evidence from Bundling and Unbundling Governance," Working Papers 19/057, European Xtramile Centre of African Studies (EXCAS).
  • Simplice A. Asongu, 2019. "FDI in Selected Developing Countries: Evidence from Bundling and Unbundling Governance," Working Papers of the African Governance and Development Institute. 19/057, African Governance and Development Institute..
  • Simplice A. Asongu, 2019. "FDI in Selected Developing Countries: Evidence from Bundling and Unbundling Governance," Research Africa Network Working Papers 19/057, Research Africa Network (RAN).
  • Asongu, Simplice, 2019. "FDI in Selected Developing Countries: Evidence from Bundling and Unbundling Governance," MPRA Paper 101557, University Library of Munich, Germany.
• Samuel Egbetokun & Evans S. Osabuohien & Temidayo Akinbobola & Olaronke Onanuga & Obindah Gershon & Victoria Okafor, 2019. "Environmental Pollution, Economic Growth and Institutional Quality: Exploring the Nexus in Nigeria," Research Africa Network Working Papers 19/059, Research Africa Network (RAN).
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• Liurui Deng & Lan Yang & Bolin Ma, 2019. "How Does a Portfolio Manager Balance the Relationship Between Money Management and Investment?," Applied Economics and Finance, Redfame publishing, vol. 6(4), pages 62-71, July.
• Oscar Becerra & Luis Fernando Melo, 2008. "Medidas De Riesgo Financiero Usando Cópulas: Teoría Y Aplicaciones," Borradores de Economia 4523, Banco de la Republica.
  • Becerra, Oscar & Melo-Velandia, Luis Fernando, 2019. "Medidas de riesgo financiero usando cópulas: teoría y aplicaciones," Working papers 7, Red Investigadores de Economía.
  • Oscar Becerra & Luis Fernando Melo, 2008. "Medidas de riesgo financiero usando cópulas: teoría y aplicaciones," Borradores de Economia 489, Banco de la Republica de Colombia.
• Melo, Luis F. & Loaiza, Rubén A. & Villamizar-Villegas, Mauricio, 2016. "Bayesian combination for inflation forecasts: The effects of a prior based on central banks’ estimates," Economic Systems, Elsevier, vol. 40(3), pages 387-397.
  • Luis F. Melo Velandia & Rubén A. Loaiza Maya & Mauricio Villamizar-Villegas, 2014. "Bayesian Combination for Inflation Forecasts: The Effects of a Prior Based on Central Banks’ Estimates," Borradores de Economia 12323, Banco de la Republica.
  • Melo-Velandia, Luis Fernando & Loaiza, Rubén & Villamizar-Villegas, Mauricio, 2019. "Bayesian Combination for Inflation Forecasts: The Effects of a Prior Based on Central Banks’ Estimates," Working papers 8, Red Investigadores de Economía.
  • Luis F. Melo Velandia & Rubén A. Loaiza Maya & Mauricio Villamizar-Villegas, 2014. "Bayesian Combination for Inflation Forecasts: The Effects of a Prior Based on Central Banks’ Estimates," Borradores de Economia 853, Banco de la Republica de Colombia.
• Dimitris Korobilis, 2021. "High-Dimensional Macroeconomic Forecasting Using Message Passing Algorithms," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 39(2), pages 493-504, March.
  • Korobilis, D, 2017. "Forecasting with many predictors using message passing algorithms," Essex Finance Centre Working Papers 19565, University of Essex, Essex Business School.
  • Dimitris Korobilis, 2019. "High-dimensional macroeconomic forecasting using message passing algorithms," Working Paper series 19-17, Rimini Centre for Economic Analysis.
  • Korobilis, Dimitris, 2019. "High-dimensional macroeconomic forecasting using message passing algorithms," MPRA Paper 96079, University Library of Munich, Germany.
  • Dimitris Korobilis, 2020. "High-dimensional macroeconomic forecasting using message passing algorithms," Papers 2004.11485, arXiv.org.
  • Dimitris Korobilis, 2019. "High-dimensional macroeconomic forecasting using message passing algorithms," Working Papers 2019_07, Business School - Economics, University of Glasgow.
• Aboojafari, Roohollah & Daliri, Alireza & Taghizadeh-Hesary, Farhad & Mokhtari, Mohammad & Ekhtiari, Mohsen, 2019. "The Role of Credit Guarantee Schemes in the Development of Small and Medium-Sized Enterprises with an Emphasis on Knowledge-Based Enterprises," ADBI Working Papers 930, Asian Development Bank Institute.
• Moiseev, Nikita & Volodin, Andrei, 2019. "Increasing the accuracy of macroeconomic time series forecast by incorporating functional and correlational dependencies between them," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 53, pages 119-137.
• Tsyganov, Aleksander & Baskakov, Valery & Yazykov, Andrey & Sheparnev, Nikolay & Yanenko, Evgeny & Grysenkova, Yulia, 2019. "The impact of the bonus-malus system on the insurance ratemaking in the system of compulsory insurance of the responsibility of transport owners in Russia," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 56, pages 123-141.
• Şeker, Ayberk, 2019. "Türki̇ye’Ni̇n D-8 Ülkeleri̇ne İhracat Potansi̇yeli̇ni̇n Anali̇zi̇: Panel Çeki̇m Modeli̇ Yaklaşimi," Academic Review of Humanities and Social Sciences, Bursa Teknik Üniversitesi, vol. 2(3), pages 236-255.
• Phiri, Andrew, 2019. "The Feldstein-Horioka Puzzle and the Global Financial Crisis: Evidence from South Africa using Asymmetric Cointegration Analysis," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 72(2), pages 139-170.
  • 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.
• Fuad, Fuad & Juliarto, Agung & Harto, Puji, 2019. "Does IFRS convergence really increase accounting qualities?Emerging market evidence," Journal of Economics, Finance and Administrative Science, Universidad ESAN, vol. 24(48), pages 205-220.
• Oseni, I. O. & Okwu, A. T. & Babalola, D. A. & Adegboyega, S. B., 2019. "Recession and the Challenge of Sustainable Economic Growth in Nigeria: An Evaluation of Macroeconomic Policies," Tanzanian Economic Review, Department of Economics, University of Dar es Salaam, vol. 9(1), pages 93-112, June.
• Naumovska, Ljupka & Serafimovic, Gordana & Efremov, Ljupco, 2019. "Exposure And Use Of Mobile Media Devices By Children: Challenges And Implications," UTMS Journal of Economics, University of Tourism and Management, Skopje, Macedonia, vol. 10(1), pages 125-134.
• Paolo Andreini & Donato Ceci, 2019. "A Horse Race in High Dimensional Space," CEIS Research Paper 452, Tor Vergata University, CEIS, revised 14 Feb 2019.
• Viviana Celli, 2019. "Causal Mediation Analysis in Economics: objectives, assumptions, models," Working Papers 12/19, Sapienza University of Rome, DISS.
• Vincenzo Candila & Antonio Scognamillo, 2019. "On the Longshot Bias in Tennis Betting Markets: The Casco Normalization," Working Papers 3_236, Dipartimento di Scienze Economiche e Statistiche, Università degli Studi di Salerno.
• Alex Karagrigoriou & George-Jason Siouris & Despoina Skilogianni, 2019. "Adjusted Evaluation Measures for Asymmetrically Important Data," Econometric Research in Finance, SGH Warsaw School of Economics, Collegium of Economic Analysis, vol. 4(1), pages 41-66, June.
• Duo Qin & Sophie van Huellen & Raghda Elshafie & Yimeng Liu & Thanos Moraitis, 2019. "A Principled Approach to Assessing Missing-Wage Induced Selection Bias," Working Papers 216, Department of Economics, SOAS University of London, UK.
• Fernando Fernandes Neto & Claudio Garcia, Rodrigo de Losso da Silveira Bueno, Pedro Delano Cavalcanti, Alemayehu Solomon Admas, 2019. "Deep Haar Scattering Networks in Unidimensional Pattern Recognition Problems," Working Papers, Department of Economics 2019_16, University of São Paulo (FEA-USP).
• Marleen Marra, 2019. "Pricing and Fees in Auction Platforms with Two-Sided Entry," Sciences Po publications 2020-02, Sciences Po.
  • Marleen Marra, 2019. "Pricing and Fees in Auction Platforms with Two-Sided Entry," Sciences Po Economics Discussion Papers 2020-02, Sciences Po Departement of Economics.
• Marleen Marra, 2019. "Pricing and Fees in Auction Platforms with Two-Sided Entry," Sciences Po Economics Discussion Papers 2020-02, Sciences Po Departement of Economics.
  • Marleen Marra, 2019. "Pricing and Fees in Auction Platforms with Two-Sided Entry," Sciences Po publications 2020-02, Sciences Po.
• Yan Gao & Xinyu Zhang & Shouyang Wang & Terence Tai-leung Chong & Guohua Zou, 2019. "Frequentist model averaging for threshold models," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 71(2), pages 275-306, April.
  • Gao, Yan & Zhang, Xinyu & Wang, Shouyang & Chong, Terence Tai Leung & Zou, Guohua, 2017. "Frequentist model averaging for threshold models," MPRA Paper 92036, University Library of Munich, Germany.
• Gianna Figá-Talamanca & Marco Patacca, 2019. "Does market attention affect Bitcoin returns and volatility?," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 42(1), pages 135-155, June.
• Dilip B. Madan & Sofie Reyners & Wim Schoutens, 2019. "Advanced model calibration on bitcoin options," Digital Finance, Springer, vol. 1(1), pages 117-137, November.
• Jose Ignacio Gimenez-Nadal & Miguel Lafuente & Jose Alberto Molina & Jorge Velilla, 2019. "Resampling and bootstrap algorithms to assess the relevance of variables: applications to cross section entrepreneurship data," Empirical Economics, Springer, vol. 56(1), pages 233-267, January.
• Martin Gürtler, 2019. "Dynamic analysis of trade balance behavior in a small open economy: the J-curve phenomenon and the Czech economy," Empirical Economics, Springer, vol. 56(2), pages 469-497, February.
• Andrea Beccarini, 2019. "Testing for the omission of relevant variables and regime-switching misspecification," Empirical Economics, Springer, vol. 56(3), pages 775-796, March.
• Simplice Asongu & Vanessa Tchamyou & Ndemaze Asongu & Nina Tchamyou, 2019. "Fighting terrorism in Africa: evidence from bundling and unbundling institutions," Empirical Economics, Springer, vol. 56(3), pages 883-933, March.
  • Simplice A. Asongu & Vanessa S. Tchamyou & Ndemaze Asongu & Nina Tchamyou, 2017. "Fighting terrorism in Africa: evidence from bundling and unbundling institutions," Research Africa Network Working Papers 17/047, Research Africa Network (RAN).
  • Simplice Asongu & Vanessa Tchamyou & Ndemaze Asongu & Nina Tchamyou, 2017. "Fighting terrorism in Africa: evidence from bundling and unbundling institutions," Working Papers of the African Governance and Development Institute. 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.
• Natalia Ponomareva & Jeffrey Sheen & Ben Zhe Wang, 2019. "The common component of bilateral US exchange rates: to what is it related?," Empirical Economics, Springer, vol. 56(4), pages 1251-1268, April.
• Claveria, Oscar, 2019. "Forecasting the unemployment rate using the degree of agreement in consumer unemployment expectations," Journal for Labour Market Research, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], vol. 53(1), pages 1-3.
  • Oscar Claveria, 2019. "Forecasting the unemployment rate using the degree of agreement in consumer unemployment expectations," Journal for Labour Market Research, Springer;Institute for Employment Research/ Institut für Arbeitsmarkt- und Berufsforschung (IAB), vol. 53(1), pages 1-10, December.
• Nicolas Hérault & Stephen P. Jenkins, 2019. "How valid are synthetic panel estimates of poverty dynamics?," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 17(1), pages 51-76, March.
  • Nicolas Hérault & Stephen P. Jenkins, 2019. "How valid are synthetic panel estimates of poverty dynamics?," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 17(1), pages 51-76, March.
  • Nicolas Hérault & Stephen P. Jenkins, 2018. "How valid are synthetic panel estimates of poverty dynamics?," Working Papers 465, ECINEQ, Society for the Study of Economic Inequality.
  • P. Jenkins, Stephen & Hérault, Nicolas, 2018. "How valid are synthetic panel estimates of poverty dynamics?," ISER Working Paper Series 2018-05, Institute for Social and Economic Research.
  • Hérault, Nicolas & Jenkins, Stephen P., 2019. "How valid are synthetic panel estimates of poverty dynamics?," LSE Research Online Documents on Economics 100043, London School of Economics and Political Science, LSE Library.
  • 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 of Labor Economics (IZA).
  • Nicolas Herault & Stephen P. Jenkins, 2018. "How Valid are Synthetic Panel Estimates of Poverty Dynamics?," Melbourne Institute Working Paper Series wp2018n05, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
• Takamitsu Kurita, 2019. "A Recursive Monte Carlo Study of Structural-Break Sensitivity of Adjustment Coefficients in Cointegrated VAR Systems," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 17(2), pages 251-270, June.
• Gaetano Lisi, 2019. "Hedonic pricing models and residual house price volatility," Letters in Spatial and Resource Sciences, Springer, vol. 12(2), pages 133-142, August.
• Gabriel Rodríguez & Junior A. Ojeda Cunya & José Carlos Gonzáles Tanaka, 2019. "An empirical note about estimation and forecasting Latin American Forex returns volatility: the role of long memory and random level shifts components," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 18(2), pages 107-123, June.
• Tae-Hwy Lee & Aman Ullah & He Wang, 2019. "The Second-Order Asymptotic Properties of Asymmetric Least Squares Estimation," Sankhya B: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 81(1), pages 201-233, September.
  • Tae-Hwy Lee & Aman Ullah & He Wang, 2018. "The Second-order Asymptotic Properties of Asymmetric Least Squares Estimation," Working Papers 201910, University of California at Riverside, Department of Economics.
• Astrid Ayala & Szabolcs Blazsek, 2019. "Score-driven currency exchange rate seasonality as applied to the Guatemalan Quetzal/US Dollar," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 10(1), pages 65-92, March.
• Sara Rica & Lucía Gorjón, 2019. "Assessing the impact of a minimum income scheme: the Basque Country case," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 10(3), pages 251-280, November.
• Aloisio Campelo & Ataman Ozyildirim & Jing Sima-Friedman & Paulo Picchetti & Sarah Piassi Machado Lima, 2019. "Coincident and Leading Indicators for Brazilian Cycles," Societies and Political Orders in Transition, in: Sergey Smirnov & Ataman Ozyildirim & Paulo Picchetti (ed.), Business Cycles in BRICS, pages 315-329, Springer.
• Paolo Brunori & Vito Peragine & Laura Serlenga, 2019. "Upward and downward bias when measuring inequality of opportunity," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 52(4), pages 635-661, April.
  • 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.
  • 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 of Labor Economics (IZA).
  • 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.
• Giorgio d’Agostino & Luca Pieroni, 2019. "Modelling Corruption Perceptions: Evidence from Eastern Europe and Central Asian Countries," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 142(1), pages 311-341, February.
• Simplice A. Asongu & Jacinta C. Nwachukwu & Chris Pyke, 2019. "The Comparative Economics of ICT, Environmental Degradation and Inclusive Human Development in Sub-Saharan Africa," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 143(3), pages 1271-1297, June.
  • Simplice Asongu & Jacinta C. Nwachukwu & Chris Pyke, 2018. "The Comparative Economics of ICT, Environmental Degradation and Inclusive Human Development in Sub-Saharan Africa," Working Papers of the African Governance and Development Institute. 18/037, African Governance and Development Institute..
  • Asongu, Simplice & Nwachukwu, Jacinta & Pyke, Chris, 2018. "The Comparative Economics of ICT, Environmental Degradation and Inclusive Human Development in Sub-Saharan Africa," MPRA Paper 91510, University Library of Munich, Germany.
  • Simplice A. Asongu & Jacinta C. Nwachukwu & Chris Pyke, 2018. "The Comparative Economics of ICT, Environmental Degradation and Inclusive Human Development in Sub-Saharan Africa," Research Africa Network Working Papers 18/037, Research Africa Network (RAN).
  • Simplice A. Asongu & Jacinta C. Nwachukwu & Chris Pyke, 2018. "The Comparative Economics of ICT, Environmental Degradation and Inclusive Human Development in Sub-Saharan Africa," Working Papers 2 4012, Office Of The Chief Economist, Development Bank of Nigeria.
  • Simplice A. Asongu & Jacinta C. Nwachukwu & Chris Pyke, 2018. "The Comparative Economics of ICT, Environmental Degradation and Inclusive Human Development in Sub-Saharan Africa," AFEA Working Papers 18/031, African Finance and Economic Association (AFEA).
• Ragnar Nymoen & Victoria Sparrman & Bjorn Dapi, 2019. "Robustness of the Norwegian wage formation system and free EU labour movement. Evidence from wage data for natives," Discussion Papers 895, Statistics Norway, Research Department.
• Pål Boug & Ådne Cappelen & Eilev S. Jansen & Anders Rygh Swensen, 2021. "The Consumption Euler Equation or the Keynesian Consumption Function?," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 83(1), pages 252-272, February.
  • Anders Rygh Swensen & Pål Boug & Ådne Cappelen & Eilev S. Jansen, 2019. "The consumption Euler equation or the Keynesian consumption function?," Discussion Papers 904, Statistics Norway, Research Department.
• Brita Bye & Marit Klemetsen & Arvid Raknerud, 2019. "The impact of public R&D support on firms' patenting," Discussion Papers 911, Statistics Norway, Research Department.
• Aleksandr M. Batkovskiy & Alexey E. Kurennykh & Elena G. Semenova & Vladimir A. Sudakov & Alena V. Fomina & Viktor M. Balashov, 2019. "Sustainable project management for multi-agent development of enterprise information systems," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, vol. 7(1), pages 278-290, September.
• Adam Kuèera & Evžen Koèenda & Aleš Maršál, 2019. "Yield Curve Dynamics and Fiscal Policy Shocks," Working and Discussion Papers WP 2/2019, Research Department, National Bank of Slovakia.
  • Adam Kucera & Evzen Kocenda & Ales Marsal, 2022. "Yield Curve Dynamics and Fiscal Policy Shocks," Working Papers IES 2022/04, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Apr 2022.
• Philip Hans Franses & Eva Janssens, 2019. "Spurious principal components," Applied Economics Letters, Taylor & Francis Journals, vol. 26(1), pages 37-39, January.
  • Franses, Ph.H.B.F. & Janssens, E., 2017. "Spurious Principal Components," Econometric Institute Research Papers EI2017-31, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
• Katja Heinisch & Axel Lindner, 2019. "For how long do IMF forecasts of world economic growth stay up-to-date?," Applied Economics Letters, Taylor & Francis Journals, vol. 26(3), pages 255-260, February.
  • Heinisch, Katja & Lindner, Axel, 2018. "For how long do IMF forecasts of world economic growth stay up-to-date?," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, issue Latest ar, pages 1-6.
• Torben G. Andersen & Martin Thyrsgaard & Viktor Todorov, 2019. "Time-Varying Periodicity in Intraday Volatility," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 114(528), pages 1695-1707, October.
  • Torben G. Andersen & Martin Thyrsgaard & Viktor Todorov, 2018. "Time-Varying Periodicity in Intraday Volatility," CREATES Research Papers 2018-05, Department of Economics and Business Economics, Aarhus University.
• Federico Carlini & Paolo Santucci de Magistris, 2019. "On the Identification of Fractionally Cointegrated VAR Models With the Condition," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 37(1), pages 134-146, January.
  • Federico Carlini & Paolo Santucci de Magistris, 2013. "On the identification of fractionally cointegrated VAR models with the F(d) condition," CREATES Research Papers 2013-44, 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.
• Zhuan Pei & Jörn-Steffen Pischke & Hannes Schwandt, 2019. "Poorly Measured Confounders are More Useful on the Left than on the Right," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 37(2), pages 205-216, April.
  • 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 of Labor Economics (IZA).
  • 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.
  • 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 88352, London School of Economics and Political Science, LSE Library.
  • 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.

2018

• Anna Czapkiewicz & Pawel Jamer & Joanna Landmesser, 2018. "Effects of Macroeconomic Indicators on the Financial Markets Interrelations," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 68(3), pages 268-293, July.
• Hongjie Wei & Yan Sun & Meidi Hu, 2018. "Model Selection in Spatial Autoregressive Models with Varying Coefficients," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, vol. 13(4), pages 559-576, December.
• Mark Bognanni, 2018. "A Class of Time-Varying Parameter Structural VARs for Inference under Exact or Set Identification," Working Papers (Old Series) 1811, Federal Reserve Bank of Cleveland.
• Gordy, Michael B. & McNeil, Alexander J., 2020. "Spectral backtests of forecast distributions with application to risk management," Journal of Banking & Finance, Elsevier, vol. 116(C).
  • Michael B. Gordy & Alexander J. McNeil, 2017. "Spectral backtests of forecast distributions with application to risk management," Papers 1708.01489, arXiv.org, revised Jul 2019.
  • 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.).
• González-Astudillo, Manuel, 2019. "An output gap measure for the euro area: Exploiting country-level and cross-sectional data heterogeneity," European Economic Review, Elsevier, vol. 120(C).
  • 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, 2021. "Specification tests for non‐Gaussian maximum likelihood estimators," Quantitative Economics, Econometric Society, vol. 12(3), pages 683-742, July.
  • 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".
  • Gabriele Fiorentini & Enrique Sentana, 2018. "Specification Tests for Non-Gaussian Maximum Likelihood Estimators," Working Papers wp2018_1804, CEMFI.
  • Sentana, Enrique & Fiorentini, Gabriele, 2018. "Specification tests for non-Gaussian maximum likelihood estimators," CEPR Discussion Papers 12934, C.E.P.R. Discussion Papers.
• Huber, Martin & Imhof, David, 2019. "Machine learning with screens for detecting bid-rigging cartels," International Journal of Industrial Organization, Elsevier, vol. 65(C), pages 277-301.
  • 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.
• Christopher L. Skeels & Frank Windmeijer, 2018. "On the Stock–Yogo Tables," Econometrics, MDPI, vol. 6(4), pages 1-23, November.
  • Christopher L. Skeels & Frank Windmeijer, 2016. "On the Stock-Yogo Tables," Bristol Economics Discussion Papers 16/679, School of Economics, University of Bristol, UK, revised 25 Nov 2016.
• 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, 2020. "Order‐invariant tests for proper calibration of multivariate density forecasts," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(4), pages 440-456, June.
  • Jonas Dovern & Hans Manner, 2018. "Order Invariant Tests for Proper Calibration of Multivariate Density Forecasts," CESifo Working Paper Series 7023, CESifo.
  • 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.
• 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.
  • Papa Ousmane Cissé & Dominique Guegan & Abdou Kâ Diongue, 2018. "On the parameters estimation of the Seasonal FISSAR Model," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01832115, HAL.
  • Papa Ousmane Cissé & Dominique Guegan & Abdou Kâ Diongue, 2018. "On the parameters estimation of the Seasonal FISSAR Model," Post-Print halshs-01832115, HAL.
• Chatelain, Jean-Bernard & Ralf, Kirsten, 2018. "Publish and Perish: Creative Destruction and Macroeconomic Theory," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 46(2), pages 65-101.
  • Chatelain, Jean-Bernard & Ralf, Kirsten, 2017. "Publish and Perish: Creative Destruction and Macroeconomic Theory," EconStor Preprints 149994, ZBW - Leibniz Information Centre for Economics.
  • Jean-Bernard Chatelain & Kirsten Ralf, 2018. "Publish and Perish: Creative Destruction and Macroeconomic Theory," Post-Print hal-01465858, 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, 2019. "Publish and Perish: Creative Destruction and Macroeconomic Theory," Papers 1908.10680, arXiv.org.
  • Jean-Bernard Chatelain & Kirsten Ralf, 2019. "Publish and Perish: Creative Destruction and Macroeconomic Theory," Working Papers halshs-01720655, HAL.
  • Jean-Bernard Chatelain & Kirsten Ralf, 2018. "Publish and Perish: Creative Destruction and Macroeconomic Theory," PSE-Ecole d'économie de Paris (Postprint) hal-01465858, HAL.
  • Jean-Bernard Chatelain & Kirsten Ralf, 2019. "Publish and Perish: Creative Destruction and Macroeconomic Theory," PSE Working Papers halshs-01720655, HAL.
• M.A. Véganzonès-Varoudakis & H. T. M. Nguyen, 2018. "Investment climate, outward orientation and manufacturing firm productivity: new empirical evidence," Post-Print hal-01865391, HAL.
• Chasco, Coro & Le Gallo, Julie & López, Fernando A., 2018. "A scan test for spatial groupwise heteroscedasticity in cross-sectional models with an application on houses prices in Madrid," Regional Science and Urban Economics, Elsevier, vol. 68(C), pages 226-238.
  • Coro Chasco & Julie Le Gallo & Fernando López, 2018. "A scan test for spatial groupwise heteroscedasticity in cross-sectional models with an application on houses prices in Madrid," Post-Print hal-01868546, HAL.
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• M.A. Véganzonès-Varoudakis & H. T. M. Nguyen, 2018. "Investment climate, outward orientation and manufacturing firm productivity: new empirical evidence," Applied Economics, Taylor & Francis Journals, vol. 50(53), pages 5766-5794, November.
  • Marie-Ange Véganzonès-Varoudakis & Hoang Thanh Mai Nguyen, 2017. "Investment Climate, Outward Orientation and Manufacturing Firms’ Productivity: New Empirical Evidence," Post-Print hal-03049290, HAL.
  • Marie-Ange Véganzonès-Varoudakis & Hoang Thanh Mai Nguyen, 2018. "Investment Climate, Outward Orientation and Manufacturing Firms’ Productivity: New Empirical Evidence," Post-Print hal-03049265, HAL.
  • Marie-Ange Véganzonès-Varoudakis & Hoang Thanh Mai Nguyen, 2017. "Investment Climate, Outward Orientation and Manufacturing Firms’ Productivity: New Empirical Evidence," Post-Print hal-03049286, HAL.
  • Mai Nguyen & Marie-Ange Véganzonès-Varoudakis, 2019. "Investment climate, outward orientation and manufacturing firm productivity: New empirical evidence," Working Papers hal-02014292, HAL.
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  • Mai Nguyen & Marie-Ange Véganzonès-Varoudakis, 2019. "Investment climate, outward orientation and manufacturing firm productivity: New empirical evidence," CERDI Working papers hal-02014292, HAL.
  • Marie-Ange Véganzonès-Varoudakis & Hoang Thanh Mai Nguyen, 2018. "Investment climate, outward orientation and manufacturing firm productivity: New empirical evidence," Post-Print halshs-01618733, HAL.
  • Marie-Ange Véganzonès-Varoudakis & Hoang Thanh Mai Nguyen, 2018. "Investment Climate, Outward Orientation and Manufacturing Firms’ Productivity: New Empirical Evidence," Post-Print hal-03049256, HAL.
  • Marie-Ange Véganzonès-Varoudakis & Hoang Thanh Mai Nguyen, 2018. "Investment Climate, Outward Orientation and Manufacturing Firms’ Productivity: New Empirical Evidence”," Post-Print halshs-02137340, HAL.
  • Marie-Ange Véganzonès-Varoudakis & Hoang Thanh Mai Nguyen, 2018. "Investment Climate, Outward Orientation and Manufacturing Firms’ Productivity: New Empirical Evidence," Post-Print hal-03049271, HAL.
• M.A. Véganzonès-Varoudakis & H. T. M. Nguyen, 2018. "Investment climate, outward orientation and manufacturing firm productivity: new empirical evidence," Applied Economics, Taylor & Francis Journals, vol. 50(53), pages 5766-5794, November.
  • Marie-Ange Véganzonès-Varoudakis & Hoang Thanh Mai Nguyen, 2017. "Investment Climate, Outward Orientation and Manufacturing Firms’ Productivity: New Empirical Evidence," Post-Print hal-03049290, HAL.
  • Marie-Ange Véganzonès-Varoudakis & Hoang Thanh Mai Nguyen, 2018. "Investment Climate, Outward Orientation and Manufacturing Firms’ Productivity: New Empirical Evidence," Post-Print hal-03049271, HAL.
  • Marie-Ange Véganzonès-Varoudakis & Hoang Thanh Mai Nguyen, 2017. "Investment Climate, Outward Orientation and Manufacturing Firms’ Productivity: New Empirical Evidence," Post-Print hal-03049286, HAL.
  • Mai Nguyen & Marie-Ange Véganzonès-Varoudakis, 2019. "Investment climate, outward orientation and manufacturing firm productivity: New empirical evidence," Working Papers hal-02014292, HAL.
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  • Marie-Ange Véganzonès-Varoudakis & Hoang Thanh Mai Nguyen, 2018. "Investment Climate, Outward Orientation and Manufacturing Firms’ Productivity: New Empirical Evidence," Post-Print hal-03049265, HAL.
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  • Marie-Ange Véganzonès-Varoudakis & Hoang Thanh Mai Nguyen, 2018. "Investment climate, outward orientation and manufacturing firm productivity: New empirical evidence," Post-Print halshs-01618733, HAL.
  • Marie-Ange Véganzonès-Varoudakis & Hoang Thanh Mai Nguyen, 2018. "Investment Climate, Outward Orientation and Manufacturing Firms’ Productivity: New Empirical Evidence," Post-Print hal-03049256, HAL.
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• Hossein Kavand & Marcel Voia, 2018. "Estimation of Health Care Demand and its Implication on Income Effects of Individuals," Springer Proceedings in Business and Economics, in: William H. Greene & Lynda Khalaf & Paul Makdissi & Robin C. Sickles & Michael Veall & Marcel-Cristia (ed.), Productivity and Inequality, pages 275-304, Springer.
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• M.A. Véganzonès-Varoudakis & H. T. M. Nguyen, 2018. "Investment climate, outward orientation and manufacturing firm productivity: new empirical evidence," Applied Economics, Taylor & Francis Journals, vol. 50(53), pages 5766-5794, November.
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  • Marie-Ange Véganzonès-Varoudakis & Hoang Thanh Mai Nguyen, 2018. "Investment climate, outward orientation and manufacturing firm productivity: New empirical evidence," Post-Print halshs-01618733, HAL.
  • Marie-Ange Véganzonès-Varoudakis & Hoang Thanh Mai Nguyen, 2017. "Investment Climate, Outward Orientation and Manufacturing Firms’ Productivity: New Empirical Evidence," Post-Print hal-03049286, HAL.
  • Mai Nguyen & Marie-Ange Véganzonès-Varoudakis, 2019. "Investment climate, outward orientation and manufacturing firm productivity: New empirical evidence," Working Papers hal-02014292, HAL.
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• 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.
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• Jean-Bernard Chatelain & Kirsten Ralf, 2018. "Publish and Perish: Creative Destruction and Macroeconomic Theory," Post-Print halshs-01884160, HAL.
• Fizaine, Florian, 2018. "Toward generalization of futures contracts for raw materials: A probabilistic answer applied to metal markets," Resources Policy, Elsevier, vol. 59(C), pages 379-388.
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• M.A. Véganzonès-Varoudakis & H. T. M. Nguyen, 2018. "Investment climate, outward orientation and manufacturing firm productivity: new empirical evidence," Applied Economics, Taylor & Francis Journals, vol. 50(53), pages 5766-5794, November.
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  • Marie-Ange Véganzonès-Varoudakis & Hoang Thanh Mai Nguyen, 2018. "Investment Climate, Outward Orientation and Manufacturing Firms’ Productivity: New Empirical Evidence”," Post-Print halshs-02137340, HAL.
  • Marie-Ange Véganzonès-Varoudakis & Hoang Thanh Mai Nguyen, 2017. "Investment Climate, Outward Orientation and Manufacturing Firms’ Productivity: New Empirical Evidence," Post-Print hal-03049286, HAL.
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• Chatelain, Jean-Bernard & Ralf, Kirsten, 2018. "Publish and Perish: Creative Destruction and Macroeconomic Theory," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 46(2), pages 65-101.
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• Jean-Bernard Chatelain & Kirsten Ralf, 2018. "Publish and Perish: Creative Destruction and Macroeconomic Theory," PSE-Ecole d'économie de Paris (Postprint) halshs-01884160, HAL.
• Chatelain, Jean-Bernard & Ralf, Kirsten, 2018. "Publish and Perish: Creative Destruction and Macroeconomic Theory," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 46(2), pages 65-101.
  • Chatelain, Jean-Bernard & Ralf, Kirsten, 2017. "Publish and Perish: Creative Destruction and Macroeconomic Theory," EconStor Preprints 149994, ZBW - Leibniz Information Centre for Economics.
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  • Jean-Bernard Chatelain & Kirsten Ralf, 2018. "Publish and Perish: Creative Destruction and Macroeconomic Theory," Post-Print hal-01465858, 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, 2019. "Publish and Perish: Creative Destruction and Macroeconomic Theory," Papers 1908.10680, arXiv.org.
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• Marcel, Bräutigam & Michel, Dacorogna & Marie, Kratz, 2018. "Predicting risk with risk measures : an empirical study," ESSEC Working Papers WP1803, ESSEC Research Center, ESSEC Business School.
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• Sanjay Sehgal & Piyush Pandey & Florent Deisting, 2018. "Time varying integration amongst the South Asian equity markets: An empirical study," Cogent Economics & Finance, Taylor & Francis Journals, vol. 6(1), pages 1452328-145, January.
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• Chatelain, Jean-Bernard & Ralf, Kirsten, 2018. "Publish and Perish: Creative Destruction and Macroeconomic Theory," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 46(2), pages 65-101.
  • Chatelain, Jean-Bernard & Ralf, Kirsten, 2017. "Publish and Perish: Creative Destruction and Macroeconomic Theory," EconStor Preprints 149994, ZBW - Leibniz Information Centre for Economics.
  • Jean-Bernard Chatelain & Kirsten Ralf, 2019. "Publish and Perish: Creative Destruction and Macroeconomic Theory," Working Papers halshs-01720655, HAL.
  • Jean-Bernard Chatelain & Kirsten Ralf, 2018. "Publish and Perish: Creative Destruction and Macroeconomic Theory," Post-Print hal-01465858, 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, 2019. "Publish and Perish: Creative Destruction and Macroeconomic Theory," Papers 1908.10680, arXiv.org.
  • Jean-Bernard Chatelain & Kirsten Ralf, 2018. "Publish and Perish: Creative Destruction and Macroeconomic Theory," PSE-Ecole d'économie de Paris (Postprint) hal-01465858, HAL.
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• Nilsen, Øivind Anti & Raknerud, Arvid & Iancu, Diana-Cristina, 2018. "Public R&D Support and Firms' Performance: A Panel Data Study," IZA Discussion Papers 11651, Institute of Labor Economics (IZA).
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• Karlsson, Sune & Österholm, Pär, 2018. "Is the US Phillips Curve Stable? Evidence from Bayesian VARs," Working Papers 2018:5, Örebro University, School of Business.
• Mariia Dedova, 2018. "A Comparison of Time-series Bootstrap Methods in Terms of Backtesting Risk Measurement Models of Banks," HSE Economic Journal, National Research University Higher School of Economics, vol. 22(1), pages 84-109.
• Nicolas Hérault & Stephen P. Jenkins, 2019. "How valid are synthetic panel estimates of poverty dynamics?," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 17(1), pages 51-76, March.
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  • P. Jenkins, Stephen & Hérault, Nicolas, 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 of Labor Economics (IZA).
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• Andrew Phiri, 2018. "Has the South African Reserve Bank responded to equity returns since the sub-prime crisis? An asymmetric convergence approach," International Journal of Sustainable Economy, Inderscience Enterprises Ltd, vol. 10(3), pages 205-225.
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• Daniel Wilhelm, 2018. "Testing for the presence of measurement error," CeMMAP working papers CWP45/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
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• Nicolas Hérault & Stephen P. Jenkins, 2019. "How valid are synthetic panel estimates of poverty dynamics?," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 17(1), pages 51-76, March.
  • Nicolas Hérault & Stephen P. Jenkins, 2019. "How valid are synthetic panel estimates of poverty dynamics?," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 17(1), pages 51-76, March.
  • Nicolas Herault & Stephen P. Jenkins, 2018. "How Valid are Synthetic Panel Estimates of Poverty Dynamics?," Melbourne Institute Working Paper Series wp2018n05, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
  • Nicolas Hérault & Stephen P. Jenkins, 2018. "How valid are synthetic panel estimates of poverty dynamics?," Working Papers 465, ECINEQ, Society for the Study of Economic Inequality.
  • P. Jenkins, Stephen & Hérault, Nicolas, 2018. "How valid are synthetic panel estimates of poverty dynamics?," ISER Working Paper Series 2018-05, Institute for Social and Economic Research.
  • Hérault, Nicolas & Jenkins, Stephen P., 2019. "How valid are synthetic panel estimates of poverty dynamics?," LSE Research Online Documents on Economics 100043, London School of Economics and Political Science, LSE Library.
  • Hérault, Nicolas & Jenkins, Stephen P., 2018. "How valid are synthetic panel estimates of poverty dynamics?," GLO Discussion Paper Series 207, Global Labor Organization (GLO).
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• WEBER Matthias, & STRIAUKAS Jonas, & SCHUMACHER Martin, & HARALD Binder,, 2018. "Network constrained covariate coefficient and connection sign estimation," LIDAM Discussion Papers CORE 2018018, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
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• Evžen Kočenda & Karen Poghosyan, 2018. "Export Sophistication: A Dynamic Panel Data Approach," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 54(12), pages 2799-2814, September.
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• Andrew Phiri, 2018. "Asymmetric Pass-through Effects from Monetary Policy to Housing Prices in South Africa," Managing Global Transitions, University of Primorska, Faculty of Management Koper, vol. 16(2 (Summer), pages 123-140.
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• Andrew Phiri, 2018. "Pursuing the Philips curve in an African monarchy: A Swazi case study," Working Papers 1832, Department of Economics, Nelson Mandela University.
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• Forni, Mario & Di Bonaventura, Luca & Pattarin, Francesco, 2018. "The Forcasting Performance of Dynamic Factor Models with Vintage Data," CEPR Discussion Papers 13034, C.E.P.R. Discussion Papers.
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• Forni, Mario & Di Bonaventura, Luca & Pattarin, Francesco, 2018. "The Forcasting Performance of Dynamic Factor Models with Vintage Data," CEPR Discussion Papers 13034, C.E.P.R. Discussion Papers.
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• Ferrari, Stijn & Van Roy, Patrick & Vespro, Cristina, 2021. "Sensitivity of credit risk stress test results: Modelling issues with an application to Belgium," Journal of Financial Stability, Elsevier, vol. 52(C).
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• Steven F. Lehrer & Tian Xie, 2022. "The Bigger Picture: Combining Econometrics with Analytics Improves Forecasts of Movie Success," Management Science, INFORMS, vol. 68(1), pages 189-210, January.
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• Kevin Lang & Maria Dolores Palacios, 2018. "The Determinants of Teachers' Occupational Choice," NBER Working Papers 24883, National Bureau of Economic Research, Inc.
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  • Xiao, Tim, 2019. "Bilateral Defaultable Financial Derivatives Pricing and Credit Valuation Adjustment," MPRA Paper 94135, University Library of Munich, Germany.
  • Xiao, Tim, 2018. "Bilateral Defaultable Financial Derivatives Pricing and Credit Valuation Adjustment," arabixiv.org 5uxef, Center for Open Science.
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• Tobias Eckernkemper, 2018. "Modeling Systemic Risk: Time-Varying Tail Dependence When Forecasting Marginal Expected Shortfall," Journal of Financial Econometrics, Oxford University Press, vol. 16(1), pages 63-117.
• Tim Bollerslev & Jia Li & Yuan Xue, 2018. "Volume, Volatility, and Public News Announcements," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 85(4), pages 2005-2041.
  • 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.
• El Jebari, Ouael & Hakmaoui, Abdelati, 2018. "GARCH Family Models vs EWMA: Which is the Best Model to Forecast Volatility of the Moroccan Stock Exchange Market? || Modelos de la familia GARCH vs EWMA: ¿cuál es el mejor modelo para pronosticar la ," 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. 26(1), pages 237-249, Diciembre.
• Caggiano, Giovanni & Castelnuovo, Efrem & Damette, Olivier & Parent, Antoine & Pellegrino, Giovanni, 2017. "Liquidity traps and large-scale financial crises," Journal of Economic Dynamics and Control, Elsevier, vol. 81(C), pages 99-114.
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• 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.
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• Matthias Blum, 2018. "Measurement and Metrics," Palgrave Studies in Economic History, in: Matthias Blum & Christopher L. Colvin (ed.), An Economist’s Guide to Economic History, chapter 44, pages 379-384, Palgrave Macmillan.
• Zanetti Chini, Emilio, 2018. "Forecasting dynamically asymmetric fluctuations of the U.S. business cycle," International Journal of Forecasting, Elsevier, vol. 34(4), pages 711-732.
  • Emilio Zanetti Chini, 2018. "Forecasting dynamically asymmetric fluctuations of the U.S. business cycle," CREATES Research Papers 2018-13, Department of Economics and Business Economics, Aarhus University.
  • 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.
• Santiago Javier Fucci & Martín Grandes, 2018. "Inflación y crecimiento a largo plazo: malas predicciones, ¿buenos modelos?," Revista Economía, Fondo Editorial - Pontificia Universidad Católica del Perú, vol. 41(82), pages 83-123.
• Piotr Lukasiewicz & Krzysztof Karpio & Arkadiusz Orlowski, 2018. "Two-component structure of household income distributions in Poland," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, vol. 13(4), pages 603-622, December.
• Bespalova, Olga, 2018. "Forecast Evaluation in Macroeconomics and International Finance. Ph.D. thesis, George Washington University, Washington, DC, USA," MPRA Paper 117706, University Library of Munich, Germany.
• Mashabela, Juliet & Raputsoane, Leroi, 2018. "The behaviour of disaggregated output over the economic cycle," MPRA Paper 121912, University Library of Munich, Germany.
• 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.
• EMERSON Abraham Jackson, 2018. "Comparison Between Static And Dynamic Forecast In Autoregressive Integrated Moving Average For Seasonally Adjusted Headline Consumer Price Index," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 70(1), pages 53-65, August.
  • 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.
• Mothuti Gosego & Phiri Andrew, 2018. "Inflation-Growth Nexus in Botswana: Can Lower Inflation Really Spur Growth in the Country?," Global Economy Journal, De Gruyter, vol. 18(4), pages 1-11, December.
  • Gosego Mothuti & Andrew Phiri, 2018. "Inflation-Growth Nexus in Botswana: Can Lower Inflation Really Spur Growth in the Country?," Global Economy Journal (GEJ), World Scientific Publishing Co. Pte. Ltd., vol. 18(4), pages 1-11, December.
  • 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.
• Korobilis, Dimitris & Koop, Gary, 2018. "Variational Bayes inference in high-dimensional time-varying parameter models," Essex Finance Centre Working Papers 22665, University of Essex, Essex Business School.
  • Koop, Gary & Korobilis, Dimitris, 2018. "Variational Bayes inference in high-dimensional time-varying parameter models," MPRA Paper 87972, University Library of Munich, Germany.
  • Gary Koop & Dimitris Korobilis, 2018. "Variational Bayes inference in high-dimensional time-varying parameter models," Working Paper series 18-31, Rimini Centre for Economic Analysis.
• Klößner, Stefan & Pfeifer, Gregor, 2015. "Synthesizing Cash for Clunkers: Stabilizing the Car Market, Hurting the Environment," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113207, Verein für Socialpolitik / German Economic Association.
  • Klößner, Stefan & Pfeifer, Gregor, 2018. "Synthesizing Cash for Clunkers: Stabilizing the Car Market, Hurting the Environment?," MPRA Paper 88175, University Library of Munich, Germany.
• Andrew Phiri, 2020. "Endogenous monetary approach to optimal inflation–growth nexus in Swaziland," African Journal of Economic and Management Studies, Emerald Group Publishing Limited, vol. 11(4), pages 559-571, March.
  • Andrew Phiri, 2018. "Endogenous monetary approach to optimal inflation-growth nexus in Swaziland," Working Papers 1827, Department of Economics, Nelson Mandela University.
  • Phiri, Andrew, 2018. "Endogenous monetary approach to optimal inflation-growth nexus in Swaziland," MPRA Paper 88258, University Library of Munich, Germany.
• 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 A. Asongu & Nicholas M. 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," AFEA Working Papers 18/011, African Finance and Economic Association (AFEA).
  • 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," MPRA Paper 88523, University Library of Munich, Germany.
  • 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 of the African Governance and Development Institute. 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 A. Asongu & Nicholas M. 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," Research Africa Network Working Papers 18/013, Research Africa Network (RAN).
• Simplice A. Asongu & Nicholas M. Odhiambo, 2019. "Environmental degradation and inclusive human development in sub‐Saharan Africa," Sustainable Development, John Wiley & Sons, Ltd., vol. 27(1), pages 25-34, January.
  • Simplice Asongu & Nicholas Odhiambo, 2018. "Environmental Degradation and Inclusive Human Development in sub‐Saharan Africa," Working Papers of the African Governance and Development Institute. 18/017, African Governance and Development Institute..
  • Asongu, Simplice & Odhiambo, Nicholas, 2018. "Environmental Degradation and Inclusive Human Development in sub‐Saharan Africa," MPRA Paper 88527, University Library of Munich, Germany.
  • 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 A. Asongu, Phd & Nicholas M. Odhiambo, 2018. "Environmental Degradation And Inclusive Human Development In Sub-Saharan Africa," Working Papers 1 3006, Office Of The Chief Economist, Development Bank of Nigeria.
• Marcin Błażejowski & Paweł Kufel & Jacek Kwiatkowski, 2020. "Model simplification and variable selection: A replication of the UK inflation model by Hendry (2001)," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(5), pages 645-652, August.
  • Blazejowski, Marcin & Kufel, Paweł & Kwiatkowski, Jacek, 2018. "Model simplification and variable selection: A Replication of the UK inflation model by Hendry (2001)," MPRA Paper 88745, University Library of Munich, Germany.
• Xolisa Vayi & Andrew Phiri, 2018. "A Sequential Panel Selection Approach to Cointegration Analysis: An Application to Wagner’s Law for South African Provincial Data," Economic Research Guardian, Mutascu Publishing, vol. 8(1), pages 25-39, June.
  • Vayi, Xolisa & Phiri, Andrew, 2018. "A sequential panel selection approach to cointegration analysis: An application to Wagner's law for South African provincial data," MPRA Paper 88989, University Library of Munich, Germany.
• Simplice A. Asongu, 2018. "CO2 emission thresholds for inclusive human development in Sub-Saharan Africa," AFEA Working Papers 18/020, African Finance and Economic Association (AFEA).
  • Asongu, Simplice, 2018. "CO2 emission thresholds for inclusive human development in Sub-Saharan Africa," MPRA Paper 89130, University Library of Munich, Germany.
  • Simplice Asongu, 2018. "CO2 emission thresholds for inclusive human development in Sub-Saharan Africa," Working Papers of the African Governance and Development Institute. 18/023, African Governance and Development Institute..
  • Simplice A. Asongu, 2018. "CO2 emission thresholds for inclusive human development in Sub-Saharan Africa," Research Africa Network Working Papers 18/023, Research Africa Network (RAN).
• Simplice Asongu & Jacinta Nwachukwu & Sara le Roux, 2019. "The role of inclusive development and military expenditure in modulating the effect of terrorism on governance," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 46(3), pages 681-709, August.
  • Simplice Asongu & Jacinta C. Nwachukwu & Sara le Roux, 2018. "The role of inclusive development and military expenditure in modulating the effect of terrorism on governance," Working Papers of the African Governance and Development Institute. 18/026, African Governance and Development Institute..
  • Asongu, Simplice & Nwachukwu, Jacinta & le Roux, Sara, 2018. "The role of inclusive development and military expenditure in modulating the effect of terrorism on governance," MPRA Paper 89134, University Library of Munich, Germany.
  • Simplice A. Asongu & Jacinta C. Nwachukwu & Sara le Roux, 2018. "The role of inclusive development and military expenditure in modulating the effect of terrorism on governance," Research Africa Network Working Papers 18/026, Research Africa Network (RAN).
  • Simplice A. Asongu & Jacinta C. Nwachukwu & Sara le Roux, 2018. "The role of inclusive development and military expenditure in modulating the effect of terrorism on governance," AFEA Working Papers 18/022, African Finance and Economic Association (AFEA).
  • Simplice A. Asongua & Jacinta C. Nwachukwu & Sara le Rouxa, 2018. "The Role of Inclusive Development and Military Expenditure in Modulating the Effect of Terrorism on Governance," Working Papers 2 4005, Office Of The Chief Economist, Development Bank of Nigeria.
• Phiri, Andrew, 2018. "Pursuing the Phillips curve in an African monarchy: The Swazi case," MPRA Paper 89199, University Library of Munich, Germany.
• Pincheira, Pablo & Hardy, Nicolas, 2018. "The predictive relationship between exchange rate expectations and base metal prices," MPRA Paper 89423, University Library of Munich, Germany.
• Zhou, Siwen, 2018. "Exploring the Driving Forces of the Bitcoin Exchange Rate Dynamics: An EGARCH Approach," MPRA Paper 89445, University Library of Munich, Germany.
• Bothwell Nyoni & Andrew Phiri, 2020. "Renewable Energy - Economic Growth Nexus in South Africa: Linear, Nonlinear or Non-existent?," International Journal of Energy Economics and Policy, Econjournals, vol. 10(6), pages 635-644.
  • Bothwell Nyoni & Andrew Phiri, 2018. "Renewable energy-economic growth nexus in South Africa: Linear, nonlinear or non-existent?," Working Papers 1833, Department of Economics, Nelson Mandela University.
  • Nyoni, Bothwell & Phiri, Andrew, 2018. "Renewable energy-economic growth nexus in South Africa: Linear, nonlinear or non-existent?," MPRA Paper 89761, University Library of Munich, Germany.
• Pedro Brinca & Nikolay Iskrev & Francesca Loria, 2022. "On Identification Issues in Business Cycle Accounting Models," Advances in Econometrics, in: Essays in Honour of Fabio Canova, volume 44, pages 55-138, Emerald Group Publishing Limited.
  • Brinca, Pedro & Iskrev, Nikolay & Loria, Francesca, 2018. "On Identification Issues in Business Cycle Accounting Models," MPRA Paper 90250, University Library of Munich, Germany.
• Buncic, Daniel & Stern, Cord, 2019. "Forecast ranked tailored equity portfolios," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 63(C).
  • Buncic, Daniel & Stern, Cord, 2018. "Forecast ranked tailored equity portfolios," MPRA Paper 90382, University Library of Munich, Germany.
• Pincheira-Brown, Pablo & Neumann, Federico, 2020. "Can we beat the Random Walk? The case of survey-based exchange rate forecasts in Chile," Finance Research Letters, Elsevier, vol. 37(C).
  • Pincheira, Pablo & Neumann, Federico, 2018. "Can we beat the Random Walk? The case of survey-based exchange rate forecasts in Chile," MPRA Paper 90432, University Library of Munich, Germany.
• Błażejowski, Marcin & Kufel, Paweł & Kufel, Tadeusz & Kwiatkowski, Jacek & Osińska, Magdalena, 2018. "Model selection for modeling the demand for narrow money in transitional economies," MPRA Paper 90458, University Library of Munich, Germany.
• Li, Bing & Pei, Pei & Tan, Fei, 2018. "Credit Risk and Fiscal Inflation," MPRA Paper 90486, University Library of Munich, Germany.
• Tan, Fei, 2018. "A Frequency-Domain Approach to Dynamic Macroeconomic Models," MPRA Paper 90487, University Library of Munich, Germany.
• Simplice A. Asongu & Jacinta C. Nwachukwu & Chris Pyke, 2019. "The Comparative Economics of ICT, Environmental Degradation and Inclusive Human Development in Sub-Saharan Africa," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 143(3), pages 1271-1297, June.
  • Simplice Asongu & Jacinta C. Nwachukwu & Chris Pyke, 2018. "The Comparative Economics of ICT, Environmental Degradation and Inclusive Human Development in Sub-Saharan Africa," Working Papers of the African Governance and Development Institute. 18/037, African Governance and Development Institute..
  • Asongu, Simplice & Nwachukwu, Jacinta & Pyke, Chris, 2018. "The Comparative Economics of ICT, Environmental Degradation and Inclusive Human Development in Sub-Saharan Africa," MPRA Paper 91510, University Library of Munich, Germany.
  • Simplice A. Asongu & Jacinta C. Nwachukwu & Chris Pyke, 2018. "The Comparative Economics of ICT, Environmental Degradation and Inclusive Human Development in Sub-Saharan Africa," Research Africa Network Working Papers 18/037, Research Africa Network (RAN).
  • Simplice A. Asongu & Jacinta C. Nwachukwu & Chris Pyke, 2018. "The Comparative Economics of ICT, Environmental Degradation and Inclusive Human Development in Sub-Saharan Africa," Working Papers 2 4012, Office Of The Chief Economist, Development Bank of Nigeria.
  • Simplice A. Asongu & Jacinta C. Nwachukwu & Chris Pyke, 2018. "The Comparative Economics of ICT, Environmental Degradation and Inclusive Human Development in Sub-Saharan Africa," AFEA Working Papers 18/031, African Finance and Economic Association (AFEA).
• Simplice Asongu & Uduak S. Akpan & Salisu R. Isihak, 2018. "Determinants of foreign direct investment in fast-growing economies: evidence from the BRICS and MINT countries," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 4(1), pages 1-17, December.
  • Simplice Asongu & Uduak S. Akpan & Salisu R. Isihak, 2018. "Determinants of Foreign Direct Investment in Fast-Growing Economies: Evidence from the BRICS and MINT Countries," Working Papers of the African Governance and Development Institute. 18/038, African Governance and Development Institute..
  • Asongu, Simplice & Akpan, Uduak & Isihak, Salisu, 2018. "Determinants of Foreign Direct Investment in Fast-Growing Economies: Evidence from the BRICS and MINT Countries," MPRA Paper 91529, University Library of Munich, Germany.
  • Simplice A. Asongu & Uduak S. Akpan & Salisu R. Isihak, 2018. "Determinants of Foreign Direct Investment in Fast-Growing Economies: Evidence from the BRICS and MINT Countries," AFEA Working Papers 18/032, African Finance and Economic Association (AFEA).
  • Simplice A. Asongu & Uduak S. Akpan & Salisu R. Isihak, 2018. "Determinants of Foreign Direct Investment in Fast-Growing Economies: Evidence from the BRICS and MINT Countries," Research Africa Network Working Papers 18/038, Research Africa Network (RAN).
• Simplice A. ASONGU & Jacinta NWACHUKWU & Nicholas BIEKPE, 2019. "Foreign Aid, Terrorism And Growth: Conditional Evidence From Quantile Regression," Annals of Public and Cooperative Economics, Wiley Blackwell, vol. 90(3), pages 457-486, September.
  • Simplice A. Asongu & Jacinta C. Nwachukwu & Nicholas Biekpe, 2018. "Foreign Aid, Terrorism and Growth: Conditional Evidence from Quantile Regression," AFEA Working Papers 18/038, African Finance and Economic Association (AFEA).
  • Asongu, Simplice & Nwachukwu, Jacinta & Biekpe, Nicholas, 2018. "Foreign Aid, Terrorism and Growth: Conditional Evidence from Quantile Regression," MPRA Paper 91992, University Library of Munich, Germany.
  • Simplice A. Asongu & Jacinta Nwachukwu & Nicholas Biekpe, 2018. "Foreign Aid, Terrorism and Growth: Conditional Evidence from Quantile Regression," Research Africa Network Working Papers 18/045, Research Africa Network (RAN).
  • Simplice Asongu & Jacinta Nwachukwu & Nicholas Biekpe, 2018. "Foreign Aid, Terrorism and Growth: Conditional Evidence from Quantile Regression," Working Papers of the African Governance and Development Institute. 18/045, African Governance and Development Institute..
• Simplice A. Asongu & Joseph Nnanna & Nicholas Biekpe & Paul N. Acha-Anyi, 2018. "Contemporary Drivers of Global Tourism: Evidence from Terrorism and Peace Factors," AFEA Working Papers 18/039, African Finance and Economic Association (AFEA).
  • Asongu, Simplice & Nnanna, Joseph & Biekpe, Nicholas & Acha-Anyi, Paul, 2018. "Contemporary Drivers of Global Tourism: Evidence from Terrorism and Peace Factors," MPRA Paper 91996, University Library of Munich, Germany.
  • Simplice Asongu & Joseph Nnanna & Nicholas Biekpe & Paul N. Acha-Anyi, 2018. "Contemporary Drivers of Global Tourism: Evidence from Terrorism and Peace Factors," Working Papers of the African Governance and Development Institute. 18/046, African Governance and Development Institute..
  • Simplice A. Asongu & Joseph Nnanna & Nicholas Biekpe & Paul N. Acha-Anyi, 2018. "Contemporary Drivers of Global Tourism: Evidence from Terrorism and Peace Factors," Research Africa Network Working Papers 18/046, Research Africa Network (RAN).
• Simplice A. Asongu & Vanessa S. Tchamyou & Ndemaze Asongu & Nina Tchamyou, 2018. "The Comparative African Economics of Governance in Fighting Terrorism," Working Papers of the African Governance and Development Institute. 18/055, African Governance and Development Institute..
  • Asongu, Simplice & Tchamyou, Vanessa & Asongu, Ndemaze & Tchamyou, Nina, 2018. "The Comparative African Economics of Governance in Fighting Terrorism," MPRA Paper 92346, University Library of Munich, Germany.
  • Simplice A. Asongu & Vanessa S. Tchamyou & Ndemaze Asongu & Nina Tchamyou, 2018. "The Comparative African Economics of Governance in Fighting Terrorism," Research Africa Network Working Papers 18/055, Research Africa Network (RAN).
  • Simplice A. Asongu & Vanessa S. Tchamyou & Ndemaze Asongu & Nina Tchamyou, 2018. "The Comparative African Economics of Governance in Fighting Terrorism," AFEA Working Papers 18/046, African Finance and Economic Association (AFEA).
• Rangan Gupta & Mark Wohar, 2019. "The role of monetary policy uncertainty in predicting equity market volatility of the United Kingdom: evidence from over 150 years of data," Economics and Business Letters, Oviedo University Press, vol. 8(3), pages 138-146.
  • Rangan Gupta & Mark E. Wohar, 2018. "The Role of Monetary Policy Uncertainty in Predicting Equity Market Volatility of the United Kingdom: Evidence from over 150 Years of Data," Working Papers 201851, University of Pretoria, Department of Economics.
• Michala Moravcová, 2018. "The Impact of German Macroeconomic News on Emerging European Forex Markets," Prague Economic Papers, Prague University of Economics and Business, vol. 2018(5), pages 505-521.
• Robert Socha & Piotr Wdowiński, 2018. "Crude oil price and speculative activity: a cointegration analysis," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 10(3), pages 263-304, September.
• 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.
  • Nikolay Iskrev, 2018. "Calibration and the estimation of macroeconomic models," Working Papers w201801, Banco de Portugal, Economics and Research Department.
• 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 w201802, Banco de Portugal, Economics and Research Department.
  • 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.
• Pablo Sigfrido Corte Cruz & Mario Miguel Carrillo Huerta, 2018. "Impactos del Programa Procampo en la produccion de maiz y frijol en Mexico, 2000-2010," EconoQuantum, Revista de Economia y Finanzas, Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia., vol. 15(2), pages 95-112, Julio-Dic.
• 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).
• Ales Marsal & Lorant Kaszab & Roman Horvath, 2017. "Government Spending and the Term Structure of Interest Rates in a DSGE Model," Working and Discussion Papers WP 3/2017, Research Department, National Bank of Slovakia.
  • Ales Marsal, 2018. "Government Spending and the Term Structure of Interest Rates in a DSGE Model," 2018 Meeting Papers 107, Society for Economic Dynamics.
• Yasuo Hirose & Takushi Kurozumi & Willem Van Zandweghe, 2020. "Monetary Policy and Macroeconomic Stability Revisited," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 37, pages 255-274, July.
  • Yasuo Hirose & Takushi Kurozumi & Willem Van Zandweghe, 2017. "Monetary Policy and Macroeconomic Stability Revisited," Research Working Paper RWP 17-1, Federal Reserve Bank of Kansas City.
  • Yasuo Hirose & Takushi Kurozumi & Willem Van Zandweghe, 2018. "Monetary Policy and Macroeconomic Stability Revisited," 2018 Meeting Papers 219, Society for Economic Dynamics.
  • Yasuo Hirose & Takushi Kurozumi & Willem Van Zandweghe, 2020. "Monetary Policy and Macroeconomic Stability Revisited," Bank of Japan Working Paper Series 20-E-2, Bank of Japan.
  • Yasuo Hirose & Takushi Kurozumi & Willem Van Zandweghe, 2019. "Monetary Policy and Macroeconomic Stability Revisited," Working Papers 19-14, Federal Reserve Bank of Cleveland.
• Falck, Elisabeth & Hoffmann, Mathias & Hürtgen, Patrick, 2017. "Disagreement and monetary policy," Discussion Papers 29/2017, Deutsche Bundesbank.
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• Gabriele Fiorentini & Enrique Sentana, 2021. "Specification tests for non‐Gaussian maximum likelihood estimators," Quantitative Economics, Econometric Society, vol. 12(3), pages 683-742, July.
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• Takahisa Yokoi, 2018. "Spatial lag dependence in the presence of missing observations," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 60(1), pages 25-40, January.
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  • Emilio Zanetti Chini, 2018. "Forecasters’ utility and forecast coherence," CREATES Research Papers 2018-23, Department of Economics and Business Economics, Aarhus University.
• Andersen, Torben G. & Fusari, Nicola & Todorov, Viktor & Varneskov, Rasmus T., 2019. "Unified inference for nonlinear factor models from panels with fixed and large time span," Journal of Econometrics, Elsevier, vol. 212(1), pages 4-25.
  • Torben G. Andersen & Nicola Fusari & Viktor Todorov & Rasmus T. Varneskov, 2018. "Unified Inference for Nonlinear Factor Models from Panels with Fixed and Large Time Span," CREATES Research Papers 2018-03, Department of Economics and Business Economics, Aarhus University.
• Torben G. Andersen & Nicola Fusari & Viktor Todorov & Rasmus T. Varneskov, 2018. "Option Panels in Pure-Jump Settings," CREATES Research Papers 2018-04, Department of Economics and Business Economics, Aarhus University.
• Torben G. Andersen & Martin Thyrsgaard & Viktor Todorov, 2019. "Time-Varying Periodicity in Intraday Volatility," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 114(528), pages 1695-1707, October.
  • Torben G. Andersen & Martin Thyrsgaard & Viktor Todorov, 2018. "Time-Varying Periodicity in Intraday Volatility," CREATES Research Papers 2018-05, Department of Economics and Business Economics, Aarhus University.
• 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, 2014. "The Risk Premia Embedded in Index Options," CREATES Research Papers 2014-56, Department of Economics and Business Economics, Aarhus University.
  • Torben G. Andersen & Nicola Fusari & Viktor Todorov, 2018. "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, 2017. "Short-Term Market Risks Implied by Weekly Options," Journal of Finance, American Finance Association, vol. 72(3), pages 1335-1386, June.
  • Torben G. Andersen & Nicola Fusari & Viktor Todorov, 2018. "Short-Term Market Risks Implied by Weekly Options," CREATES Research Papers 2018-08, Department of Economics and Business Economics, Aarhus University.
• Torben G. Andersen & Rasmus T. Varneskov, 2018. "Consistent Inference for Predictive Regressions in Persistent VAR Economies," CREATES Research Papers 2018-09, Department of Economics and Business Economics, Aarhus University.
• Isabel Casas & Xiuping Mao & Helena Veiga, 2018. "Reexamining financial and economic predictability with new estimators of realized variance and variance risk premium," CREATES Research Papers 2018-10, Department of Economics and Business Economics, Aarhus University.
• Zanetti Chini, Emilio, 2018. "Forecasting dynamically asymmetric fluctuations of the U.S. business cycle," International Journal of Forecasting, Elsevier, vol. 34(4), pages 711-732.
  • 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, 2018. "Forecasting dynamically asymmetric fluctuations of the U.S. business cycle," CREATES Research Papers 2018-13, Department of Economics and Business Economics, Aarhus University.
• 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, 2018. "Models with Multiplicative Decomposition of Conditional Variances and Correlations," CREATES Research Papers 2018-14, Department of Economics and Business Economics, Aarhus University.
• He, Changli & Kang, Jian & Teräsvirta, Timo & Zhang, Shuhua, 2019. "The shifting seasonal mean autoregressive model and seasonality in the Central England monthly temperature series, 1772–2016," Econometrics and Statistics, Elsevier, vol. 12(C), pages 1-24.
  • Changli He & Jian Kang & Timo Teräsvirta & Shuhua Zhang, 2018. "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.
• Sebastian Ankargren & Måns Unosson & Yukai Yang, 2018. "A mixed-frequency Bayesian vector autoregression with a steady-state prior," CREATES Research Papers 2018-32, Department of Economics and Business Economics, Aarhus University.
• 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 & 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," MPRA Paper 88523, University Library of Munich, Germany.
  • Simplice A. Asongu & Nicholas M. 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," Research Africa Network Working Papers 18/013, Research Africa Network (RAN).
  • 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 of the African Governance and Development Institute. 18/013, African Governance and Development Institute..
  • Simplice A. Asongu & Nicholas M. 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," AFEA Working Papers 18/011, African Finance and Economic Association (AFEA).
• Simplice A. Asongu & Nicholas M. Odhiambo, 2018. "Environmental Degradation and Inclusive Human Development in sub†Saharan Africa," AFEA Working Papers 18/015, African Finance and Economic Association (AFEA).
  • Simplice A. Asongu & Nicholas M. Odhiambo, 2018. "Environmental Degradation and Inclusive Human Development in sub†Saharan Africa," Research Africa Network Working Papers 18/017, Research Africa Network (RAN).
• Asongu, Simplice, 2018. "CO2 emission thresholds for inclusive human development in Sub-Saharan Africa," MPRA Paper 89130, University Library of Munich, Germany.
  • Simplice A. Asongu, 2018. "CO2 emission thresholds for inclusive human development in Sub-Saharan Africa," Research Africa Network Working Papers 18/023, Research Africa Network (RAN).
  • Simplice A. Asongu, 2018. "CO2 emission thresholds for inclusive human development in Sub-Saharan Africa," AFEA Working Papers 18/020, African Finance and Economic Association (AFEA).
  • Simplice Asongu, 2018. "CO2 emission thresholds for inclusive human development in Sub-Saharan Africa," Working Papers of the African Governance and Development Institute. 18/023, African Governance and Development Institute..
• Simplice Asongu & Jacinta Nwachukwu & Sara le Roux, 2019. "The role of inclusive development and military expenditure in modulating the effect of terrorism on governance," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 46(3), pages 681-709, August.
  • Simplice Asongu & Jacinta C. Nwachukwu & Sara le Roux, 2018. "The role of inclusive development and military expenditure in modulating the effect of terrorism on governance," Working Papers of the African Governance and Development Institute. 18/026, African Governance and Development Institute..
  • Simplice A. Asongu & Jacinta C. Nwachukwu & Sara le Roux, 2018. "The role of inclusive development and military expenditure in modulating the effect of terrorism on governance," Research Africa Network Working Papers 18/026, Research Africa Network (RAN).
  • Asongu, Simplice & Nwachukwu, Jacinta & le Roux, Sara, 2018. "The role of inclusive development and military expenditure in modulating the effect of terrorism on governance," MPRA Paper 89134, University Library of Munich, Germany.
  • Simplice A. Asongua & Jacinta C. Nwachukwu & Sara le Rouxa, 2018. "The Role of Inclusive Development and Military Expenditure in Modulating the Effect of Terrorism on Governance," Working Papers 2 4005, Office Of The Chief Economist, Development Bank of Nigeria.
  • Simplice A. Asongu & Jacinta C. Nwachukwu & Sara le Roux, 2018. "The role of inclusive development and military expenditure in modulating the effect of terrorism on governance," AFEA Working Papers 18/022, African Finance and Economic Association (AFEA).
• Simplice A. Asongu & Jacinta C. Nwachukwu & Chris Pyke, 2019. "The Comparative Economics of ICT, Environmental Degradation and Inclusive Human Development in Sub-Saharan Africa," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 143(3), pages 1271-1297, June.
  • Simplice A. Asongu & Jacinta C. Nwachukwu & Chris Pyke, 2018. "The Comparative Economics of ICT, Environmental Degradation and Inclusive Human Development in Sub-Saharan Africa," AFEA Working Papers 18/031, African Finance and Economic Association (AFEA).
  • Simplice A. Asongu & Jacinta C. Nwachukwu & Chris Pyke, 2018. "The Comparative Economics of ICT, Environmental Degradation and Inclusive Human Development in Sub-Saharan Africa," Research Africa Network Working Papers 18/037, Research Africa Network (RAN).
  • Asongu, Simplice & Nwachukwu, Jacinta & Pyke, Chris, 2018. "The Comparative Economics of ICT, Environmental Degradation and Inclusive Human Development in Sub-Saharan Africa," MPRA Paper 91510, University Library of Munich, Germany.
  • Simplice A. Asongu & Jacinta C. Nwachukwu & Chris Pyke, 2018. "The Comparative Economics of ICT, Environmental Degradation and Inclusive Human Development in Sub-Saharan Africa," Working Papers 2 4012, Office Of The Chief Economist, Development Bank of Nigeria.
  • Simplice Asongu & Jacinta C. Nwachukwu & Chris Pyke, 2018. "The Comparative Economics of ICT, Environmental Degradation and Inclusive Human Development in Sub-Saharan Africa," Working Papers of the African Governance and Development Institute. 18/037, African Governance and Development Institute..
• Simplice Asongu & Uduak S. Akpan & Salisu R. Isihak, 2018. "Determinants of foreign direct investment in fast-growing economies: evidence from the BRICS and MINT countries," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 4(1), pages 1-17, December.
  • Simplice Asongu & Uduak S. Akpan & Salisu R. Isihak, 2018. "Determinants of Foreign Direct Investment in Fast-Growing Economies: Evidence from the BRICS and MINT Countries," Working Papers of the African Governance and Development Institute. 18/038, African Governance and Development Institute..
  • Simplice A. Asongu & Uduak S. Akpan & Salisu R. Isihak, 2018. "Determinants of Foreign Direct Investment in Fast-Growing Economies: Evidence from the BRICS and MINT Countries," Research Africa Network Working Papers 18/038, Research Africa Network (RAN).
  • Simplice A. Asongu & Uduak S. Akpan & Salisu R. Isihak, 2018. "Determinants of Foreign Direct Investment in Fast-Growing Economies: Evidence from the BRICS and MINT Countries," AFEA Working Papers 18/032, African Finance and Economic Association (AFEA).
  • Asongu, Simplice & Akpan, Uduak & Isihak, Salisu, 2018. "Determinants of Foreign Direct Investment in Fast-Growing Economies: Evidence from the BRICS and MINT Countries," MPRA Paper 91529, University Library of Munich, Germany.
• Simplice A. ASONGU & Jacinta NWACHUKWU & Nicholas BIEKPE, 2019. "Foreign Aid, Terrorism And Growth: Conditional Evidence From Quantile Regression," Annals of Public and Cooperative Economics, Wiley Blackwell, vol. 90(3), pages 457-486, September.
  • Simplice A. Asongu & Jacinta C. Nwachukwu & Nicholas Biekpe, 2018. "Foreign Aid, Terrorism and Growth: Conditional Evidence from Quantile Regression," AFEA Working Papers 18/038, African Finance and Economic Association (AFEA).
  • Simplice A. Asongu & Jacinta Nwachukwu & Nicholas Biekpe, 2018. "Foreign Aid, Terrorism and Growth: Conditional Evidence from Quantile Regression," Research Africa Network Working Papers 18/045, Research Africa Network (RAN).
  • Asongu, Simplice & Nwachukwu, Jacinta & Biekpe, Nicholas, 2018. "Foreign Aid, Terrorism and Growth: Conditional Evidence from Quantile Regression," MPRA Paper 91992, University Library of Munich, Germany.
  • Simplice Asongu & Jacinta Nwachukwu & Nicholas Biekpe, 2018. "Foreign Aid, Terrorism and Growth: Conditional Evidence from Quantile Regression," Working Papers of the African Governance and Development Institute. 18/045, African Governance and Development Institute..
• Asongu, Simplice & Tchamyou, Vanessa & Asongu, Ndemaze & Tchamyou, Nina, 2018. "The Comparative African Economics of Governance in Fighting Terrorism," MPRA Paper 92346, University Library of Munich, Germany.
  • Simplice A. Asongu & Vanessa S. Tchamyou & Ndemaze Asongu & Nina Tchamyou, 2018. "The Comparative African Economics of Governance in Fighting Terrorism," Research Africa Network Working Papers 18/055, Research Africa Network (RAN).
  • Simplice A. Asongu & Vanessa S. Tchamyou & Ndemaze Asongu & Nina Tchamyou, 2018. "The Comparative African Economics of Governance in Fighting Terrorism," Working Papers of the African Governance and Development Institute. 18/055, African Governance and Development Institute..
  • Simplice A. Asongu & Vanessa S. Tchamyou & Ndemaze Asongu & Nina Tchamyou, 2018. "The Comparative African Economics of Governance in Fighting Terrorism," AFEA Working Papers 18/046, African Finance and Economic Association (AFEA).
• 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 & 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," MPRA Paper 88523, University Library of Munich, Germany.
  • Simplice A. Asongu & Nicholas M. 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," AFEA Working Papers 18/011, African Finance and Economic Association (AFEA).
  • 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 of the African Governance and Development Institute. 18/013, African Governance and Development Institute..
  • Simplice A. Asongu & Nicholas M. 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," Research Africa Network Working Papers 18/013, Research Africa Network (RAN).
• Simplice A. Asongu & Nicholas M. Odhiambo, 2018. "Environmental Degradation and Inclusive Human Development in sub†Saharan Africa," Research Africa Network Working Papers 18/017, Research Africa Network (RAN).
  • Simplice A. Asongu & Nicholas M. Odhiambo, 2018. "Environmental Degradation and Inclusive Human Development in sub†Saharan Africa," AFEA Working Papers 18/015, African Finance and Economic Association (AFEA).
• Asongu, Simplice, 2018. "CO2 emission thresholds for inclusive human development in Sub-Saharan Africa," MPRA Paper 89130, University Library of Munich, Germany.
  • Simplice A. Asongu, 2018. "CO2 emission thresholds for inclusive human development in Sub-Saharan Africa," AFEA Working Papers 18/020, African Finance and Economic Association (AFEA).
  • Simplice A. Asongu, 2018. "CO2 emission thresholds for inclusive human development in Sub-Saharan Africa," Research Africa Network Working Papers 18/023, Research Africa Network (RAN).
  • Simplice Asongu, 2018. "CO2 emission thresholds for inclusive human development in Sub-Saharan Africa," Working Papers of the African Governance and Development Institute. 18/023, African Governance and Development Institute..
• Simplice Asongu & Jacinta Nwachukwu & Sara le Roux, 2019. "The role of inclusive development and military expenditure in modulating the effect of terrorism on governance," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 46(3), pages 681-709, August.
  • Simplice Asongu & Jacinta C. Nwachukwu & Sara le Roux, 2018. "The role of inclusive development and military expenditure in modulating the effect of terrorism on governance," Working Papers of the African Governance and Development Institute. 18/026, African Governance and Development Institute..
  • Simplice A. Asongu & Jacinta C. Nwachukwu & Sara le Roux, 2018. "The role of inclusive development and military expenditure in modulating the effect of terrorism on governance," AFEA Working Papers 18/022, African Finance and Economic Association (AFEA).
  • Asongu, Simplice & Nwachukwu, Jacinta & le Roux, Sara, 2018. "The role of inclusive development and military expenditure in modulating the effect of terrorism on governance," MPRA Paper 89134, University Library of Munich, Germany.
  • Simplice A. Asongua & Jacinta C. Nwachukwu & Sara le Rouxa, 2018. "The Role of Inclusive Development and Military Expenditure in Modulating the Effect of Terrorism on Governance," Working Papers 2 4005, Office Of The Chief Economist, Development Bank of Nigeria.
  • Simplice A. Asongu & Jacinta C. Nwachukwu & Sara le Roux, 2018. "The role of inclusive development and military expenditure in modulating the effect of terrorism on governance," Research Africa Network Working Papers 18/026, Research Africa Network (RAN).
• Simplice A. Asongu & Jacinta C. Nwachukwu & Chris Pyke, 2019. "The Comparative Economics of ICT, Environmental Degradation and Inclusive Human Development in Sub-Saharan Africa," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 143(3), pages 1271-1297, June.
  • Simplice A. Asongu & Jacinta C. Nwachukwu & Chris Pyke, 2018. "The Comparative Economics of ICT, Environmental Degradation and Inclusive Human Development in Sub-Saharan Africa," Working Papers 2 4012, Office Of The Chief Economist, Development Bank of Nigeria.
  • Simplice A. Asongu & Jacinta C. Nwachukwu & Chris Pyke, 2018. "The Comparative Economics of ICT, Environmental Degradation and Inclusive Human Development in Sub-Saharan Africa," AFEA Working Papers 18/031, African Finance and Economic Association (AFEA).
  • Asongu, Simplice & Nwachukwu, Jacinta & Pyke, Chris, 2018. "The Comparative Economics of ICT, Environmental Degradation and Inclusive Human Development in Sub-Saharan Africa," MPRA Paper 91510, University Library of Munich, Germany.
  • Simplice Asongu & Jacinta C. Nwachukwu & Chris Pyke, 2018. "The Comparative Economics of ICT, Environmental Degradation and Inclusive Human Development in Sub-Saharan Africa," Working Papers of the African Governance and Development Institute. 18/037, African Governance and Development Institute..
  • Simplice A. Asongu & Jacinta C. Nwachukwu & Chris Pyke, 2018. "The Comparative Economics of ICT, Environmental Degradation and Inclusive Human Development in Sub-Saharan Africa," Research Africa Network Working Papers 18/037, Research Africa Network (RAN).
• Simplice Asongu & Uduak S. Akpan & Salisu R. Isihak, 2018. "Determinants of foreign direct investment in fast-growing economies: evidence from the BRICS and MINT countries," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 4(1), pages 1-17, December.
  • Simplice A. Asongu & Uduak S. Akpan & Salisu R. Isihak, 2018. "Determinants of Foreign Direct Investment in Fast-Growing Economies: Evidence from the BRICS and MINT Countries," Research Africa Network Working Papers 18/038, Research Africa Network (RAN).
  • Simplice A. Asongu & Uduak S. Akpan & Salisu R. Isihak, 2018. "Determinants of Foreign Direct Investment in Fast-Growing Economies: Evidence from the BRICS and MINT Countries," AFEA Working Papers 18/032, African Finance and Economic Association (AFEA).
  • Asongu, Simplice & Akpan, Uduak & Isihak, Salisu, 2018. "Determinants of Foreign Direct Investment in Fast-Growing Economies: Evidence from the BRICS and MINT Countries," MPRA Paper 91529, University Library of Munich, Germany.
  • Simplice Asongu & Uduak S. Akpan & Salisu R. Isihak, 2018. "Determinants of Foreign Direct Investment in Fast-Growing Economies: Evidence from the BRICS and MINT Countries," Working Papers of the African Governance and Development Institute. 18/038, African Governance and Development Institute..
• Simplice A. ASONGU & Jacinta NWACHUKWU & Nicholas BIEKPE, 2019. "Foreign Aid, Terrorism And Growth: Conditional Evidence From Quantile Regression," Annals of Public and Cooperative Economics, Wiley Blackwell, vol. 90(3), pages 457-486, September.
  • Simplice Asongu & Jacinta Nwachukwu & Nicholas Biekpe, 2018. "Foreign Aid, Terrorism and Growth: Conditional Evidence from Quantile Regression," Working Papers of the African Governance and Development Institute. 18/045, African Governance and Development Institute..
  • Simplice A. Asongu & Jacinta C. Nwachukwu & Nicholas Biekpe, 2018. "Foreign Aid, Terrorism and Growth: Conditional Evidence from Quantile Regression," AFEA Working Papers 18/038, African Finance and Economic Association (AFEA).
  • Simplice A. Asongu & Jacinta Nwachukwu & Nicholas Biekpe, 2018. "Foreign Aid, Terrorism and Growth: Conditional Evidence from Quantile Regression," Research Africa Network Working Papers 18/045, Research Africa Network (RAN).
  • Asongu, Simplice & Nwachukwu, Jacinta & Biekpe, Nicholas, 2018. "Foreign Aid, Terrorism and Growth: Conditional Evidence from Quantile Regression," MPRA Paper 91992, University Library of Munich, Germany.
• Asongu, Simplice & Tchamyou, Vanessa & Asongu, Ndemaze & Tchamyou, Nina, 2018. "The Comparative African Economics of Governance in Fighting Terrorism," MPRA Paper 92346, University Library of Munich, Germany.
  • Simplice A. Asongu & Vanessa S. Tchamyou & Ndemaze Asongu & Nina Tchamyou, 2018. "The Comparative African Economics of Governance in Fighting Terrorism," AFEA Working Papers 18/046, African Finance and Economic Association (AFEA).
  • Simplice A. Asongu & Vanessa S. Tchamyou & Ndemaze Asongu & Nina Tchamyou, 2018. "The Comparative African Economics of Governance in Fighting Terrorism," Research Africa Network Working Papers 18/055, Research Africa Network (RAN).
  • Simplice A. Asongu & Vanessa S. Tchamyou & Ndemaze Asongu & Nina Tchamyou, 2018. "The Comparative African Economics of Governance in Fighting Terrorism," Working Papers of the African Governance and Development Institute. 18/055, African Governance and Development Institute..
• 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 & 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," MPRA Paper 88523, University Library of Munich, Germany.
  • 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 of the African Governance and Development Institute. 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 A. Asongu & Nicholas M. 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," Research Africa Network Working Papers 18/013, Research Africa Network (RAN).
  • Simplice A. Asongu & Nicholas M. 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," AFEA Working Papers 18/011, African Finance and Economic Association (AFEA).
• Simplice A. Asongu & Nicholas M. Odhiambo, 2019. "Environmental degradation and inclusive human development in sub‐Saharan Africa," Sustainable Development, John Wiley & Sons, Ltd., vol. 27(1), pages 25-34, January.
  • Asongu, Simplice & Odhiambo, Nicholas, 2018. "Environmental Degradation and Inclusive Human Development in sub‐Saharan Africa," MPRA Paper 88527, University Library of Munich, Germany.
  • Simplice Asongu & Nicholas Odhiambo, 2018. "Environmental Degradation and Inclusive Human Development in sub‐Saharan Africa," Working Papers of the African Governance and Development Institute. 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.
  • Simplice A. Asongu, Phd & Nicholas M. Odhiambo, 2018. "Environmental Degradation And Inclusive Human Development In Sub-Saharan Africa," Working Papers 1 3006, Office Of The Chief Economist, Development Bank of Nigeria.
• Simplice A. Asongu, 2018. "CO2 emission thresholds for inclusive human development in Sub-Saharan Africa," Research Africa Network Working Papers 18/023, Research Africa Network (RAN).
  • Simplice Asongu, 2018. "CO2 emission thresholds for inclusive human development in Sub-Saharan Africa," Working Papers of the African Governance and Development Institute. 18/023, African Governance and Development Institute..
  • Simplice A. Asongu, 2018. "CO2 emission thresholds for inclusive human development in Sub-Saharan Africa," AFEA Working Papers 18/020, African Finance and Economic Association (AFEA).
  • Asongu, Simplice, 2018. "CO2 emission thresholds for inclusive human development in Sub-Saharan Africa," MPRA Paper 89130, University Library of Munich, Germany.
• Simplice Asongu & Jacinta Nwachukwu & Sara le Roux, 2019. "The role of inclusive development and military expenditure in modulating the effect of terrorism on governance," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 46(3), pages 681-709, August.
  • Simplice A. Asongu & Jacinta C. Nwachukwu & Sara le Roux, 2018. "The role of inclusive development and military expenditure in modulating the effect of terrorism on governance," AFEA Working Papers 18/022, African Finance and Economic Association (AFEA).
  • Simplice Asongu & Jacinta C. Nwachukwu & Sara le Roux, 2018. "The role of inclusive development and military expenditure in modulating the effect of terrorism on governance," Working Papers of the African Governance and Development Institute. 18/026, African Governance and Development Institute..
  • Asongu, Simplice & Nwachukwu, Jacinta & le Roux, Sara, 2018. "The role of inclusive development and military expenditure in modulating the effect of terrorism on governance," MPRA Paper 89134, University Library of Munich, Germany.
  • Simplice A. Asongua & Jacinta C. Nwachukwu & Sara le Rouxa, 2018. "The Role of Inclusive Development and Military Expenditure in Modulating the Effect of Terrorism on Governance," Working Papers 2 4005, Office Of The Chief Economist, Development Bank of Nigeria.
  • Simplice A. Asongu & Jacinta C. Nwachukwu & Sara le Roux, 2018. "The role of inclusive development and military expenditure in modulating the effect of terrorism on governance," Research Africa Network Working Papers 18/026, Research Africa Network (RAN).
• Simplice A. Asongu & Jacinta C. Nwachukwu & Chris Pyke, 2019. "The Comparative Economics of ICT, Environmental Degradation and Inclusive Human Development in Sub-Saharan Africa," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 143(3), pages 1271-1297, June.
  • Simplice A. Asongu & Jacinta C. Nwachukwu & Chris Pyke, 2018. "The Comparative Economics of ICT, Environmental Degradation and Inclusive Human Development in Sub-Saharan Africa," AFEA Working Papers 18/031, African Finance and Economic Association (AFEA).
  • Simplice Asongu & Jacinta C. Nwachukwu & Chris Pyke, 2018. "The Comparative Economics of ICT, Environmental Degradation and Inclusive Human Development in Sub-Saharan Africa," Working Papers of the African Governance and Development Institute. 18/037, African Governance and Development Institute..
  • Asongu, Simplice & Nwachukwu, Jacinta & Pyke, Chris, 2018. "The Comparative Economics of ICT, Environmental Degradation and Inclusive Human Development in Sub-Saharan Africa," MPRA Paper 91510, University Library of Munich, Germany.
  • Simplice A. Asongu & Jacinta C. Nwachukwu & Chris Pyke, 2018. "The Comparative Economics of ICT, Environmental Degradation and Inclusive Human Development in Sub-Saharan Africa," Research Africa Network Working Papers 18/037, Research Africa Network (RAN).
  • Simplice A. Asongu & Jacinta C. Nwachukwu & Chris Pyke, 2018. "The Comparative Economics of ICT, Environmental Degradation and Inclusive Human Development in Sub-Saharan Africa," Working Papers 2 4012, Office Of The Chief Economist, Development Bank of Nigeria.
• Simplice Asongu & Uduak S. Akpan & Salisu R. Isihak, 2018. "Determinants of foreign direct investment in fast-growing economies: evidence from the BRICS and MINT countries," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 4(1), pages 1-17, December.
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  • Simplice Asongu & Uduak S. Akpan & Salisu R. Isihak, 2018. "Determinants of Foreign Direct Investment in Fast-Growing Economies: Evidence from the BRICS and MINT Countries," Working Papers of the African Governance and Development Institute. 18/038, African Governance and Development Institute..
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• Simplice A. ASONGU & Jacinta NWACHUKWU & Nicholas BIEKPE, 2019. "Foreign Aid, Terrorism And Growth: Conditional Evidence From Quantile Regression," Annals of Public and Cooperative Economics, Wiley Blackwell, vol. 90(3), pages 457-486, September.
  • Simplice A. Asongu & Jacinta C. Nwachukwu & Nicholas Biekpe, 2018. "Foreign Aid, Terrorism and Growth: Conditional Evidence from Quantile Regression," AFEA Working Papers 18/038, African Finance and Economic Association (AFEA).
  • Simplice Asongu & Jacinta Nwachukwu & Nicholas Biekpe, 2018. "Foreign Aid, Terrorism and Growth: Conditional Evidence from Quantile Regression," Working Papers of the African Governance and Development Institute. 18/045, African Governance and Development Institute..
  • Simplice A. Asongu & Jacinta Nwachukwu & Nicholas Biekpe, 2018. "Foreign Aid, Terrorism and Growth: Conditional Evidence from Quantile Regression," Research Africa Network Working Papers 18/045, Research Africa Network (RAN).
  • Asongu, Simplice & Nwachukwu, Jacinta & Biekpe, Nicholas, 2018. "Foreign Aid, Terrorism and Growth: Conditional Evidence from Quantile Regression," MPRA Paper 91992, University Library of Munich, Germany.
• Asongu, Simplice & Tchamyou, Vanessa & Asongu, Ndemaze & Tchamyou, Nina, 2018. "The Comparative African Economics of Governance in Fighting Terrorism," MPRA Paper 92346, University Library of Munich, Germany.
  • Simplice A. Asongu & Vanessa S. Tchamyou & Ndemaze Asongu & Nina Tchamyou, 2018. "The Comparative African Economics of Governance in Fighting Terrorism," Working Papers of the African Governance and Development Institute. 18/055, African Governance and Development Institute..
  • Simplice A. Asongu & Vanessa S. Tchamyou & Ndemaze Asongu & Nina Tchamyou, 2018. "The Comparative African Economics of Governance in Fighting Terrorism," Research Africa Network Working Papers 18/055, Research Africa Network (RAN).
  • Simplice A. Asongu & Vanessa S. Tchamyou & Ndemaze Asongu & Nina Tchamyou, 2018. "The Comparative African Economics of Governance in Fighting Terrorism," AFEA Working Papers 18/046, African Finance and Economic Association (AFEA).
• Jingchen Ren & Xu Guo, 2018. "A Three-Arm Non-Inferiority Test For Heteroscedastic Data," International Association of Decision Sciences, Asia University, Taiwan, vol. 22(1), pages 279-307, December.
• Philip Hans Franses, 2018. "Prediction Intervals For Expert-Adjusted Forecasts," Advances in Decision Sciences, Asia University, Taiwan, vol. 22(1), pages 308-320, December.
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• Imelda Lorena Vazquez Jimenez & Ricardo Aguirre Choix & Maria Dolores Moreno Millanes, "undated". "The Process Of The Strategic Planning Of The Nonprofit Organization In Southern Sonora, Mexico," Review of Socio - Economic Perspectives 201823, Reviewsep.
• Oscar Claveria, 2018. "“A new metric of consensus for Likert scales”," IREA Working Papers 201821, University of Barcelona, Research Institute of Applied Economics, revised Oct 2018.
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• Ricardo Crisóstomo & Lorena Couso, 2018. "Financial density forecasts: A comprehensive comparison of risk‐neutral and historical schemes," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 37(5), pages 589-603, August.
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• Timothy B. Armstrong & Michal Kolesár, 2021. "Sensitivity analysis using approximate moment condition models," Quantitative Economics, Econometric Society, vol. 12(1), pages 77-108, January.
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• Gary Koop & Dimitris Korobilis, 2023. "Bayesian Dynamic Variable Selection In High Dimensions," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 64(3), pages 1047-1074, August.
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• Kfir Eliaz & Ran Spiegler, 2019. "The Model Selection Curse," American Economic Review: Insights, American Economic Association, vol. 1(2), pages 127-140, September.
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• Pavlo Ilchuk & Petro Viblyi & Iryna Lashchyk, 2018. "Theoretical And Methodological Aspects Of The Anti-Crisis Capacity Of Enterprises," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", vol. 4(3).
• Dmitrii Yadranskii & Viktor Chigrin & Elena Chumak, 2018. "The Economic, Social, And Spiritual Efficiency Of The Economic System: Approaches To Assessment," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", vol. 4(4).
• Srini Vasan (Correspondence author) & Jack Baker & Ad¨¦lamar Alc¨¢ntara, 2018. "Use of Kernel Density and Raster Manipulation in GIS to Predict Population in New Mexico Census Tracts," Review of Economics & Finance, Better Advances Press, Canada, vol. 14, pages 25-38, November.
• Andrew Lee-Poy, 2018. "Characterizing the Canadian Financial Cycle with Frequency Filtering Approaches," Staff Analytical Notes 2018-34, Bank of Canada.
• Gergely Ganics & Atsushi Inoue & Barbara Rossi, 2021. "Confidence Intervals for Bias and Size Distortion in IV and Local Projections-IV Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 39(1), pages 307-324, January.
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• Gergely Ganics & Atsushi Inoue & Barbara Rossi, 2019. "Confidence Intervals for Bias and Size Distortion in IV and Local Projections–IV Models," Working Papers 1077, Barcelona School of Economics.
• 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.
• Asongu Simplice & Nwachukwu Jacinta, 2018. "Fighting Terrorism: Empirics on Policy Harmonisation," German Economic Review, De Gruyter, vol. 19(3), pages 237-259, August.
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• Giampiero M. Gallo & Edoardo Otranto, 2018. "Combining sharp and smooth transitions in volatility dynamics: a fuzzy regime approach," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 67(3), pages 549-573, April.
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• Antonio Accetturo & Valter Di Giacinto & Giacinto Micucci & Marcello Pagnini, 2018. "Geography, productivity, and trade: Does selection explain why some locations are more productive than others?," Journal of Regional Science, Wiley Blackwell, vol. 58(5), pages 949-979, November.
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• Bruno Albuquerque & Georgi Krustev, 2018. "Debt Overhang and Deleveraging in the US Household Sector: Gauging the Impact on Consumption," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 64(2), pages 459-481, June.
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• Kim Ristolainen, 2018. "Predicting Banking Crises with Artificial Neural Networks: The Role of Nonlinearity and Heterogeneity," Scandinavian Journal of Economics, Wiley Blackwell, vol. 120(1), pages 31-62, January.
• Cerulli, Giovanni, 2019. "Data-driven sensitivity analysis for matching estimators," Economics Letters, Elsevier, vol. 185(C).
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• Filippeli, Thomai & Harrison, Richard & Theodoridis, Konstantinos, 2020. "DSGE-based priors for BVARs and quasi-Bayesian DSGE estimation," Econometrics and Statistics, Elsevier, vol. 16(C), pages 1-27.
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• Granziera, Eleonora & Sekhposyan, Tatevik, 2019. "Predicting relative forecasting performance: An empirical investigation," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1636-1657.
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• Zacharias Bragoudakis, 2018. "Are the price adjustments asymmetric in basic food categories? The case of the Greek food market," Economic Bulletin, Bank of Greece, issue 47, pages 75-91, July.
• Rida Ahroum & Othmane Touri & Fatima-Zahra Sabiq & Boujemâa Achchab, 2018. "Investment strategies with rebalancing: How could they serve Sukuk secondary market?," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, vol. 18(2), pages 91-100, June.
• Simplice Asongu & Jacinta Nwachukwu, 2018. "Fighting Terrorism: Empirics on Policy Harmonisation," German Economic Review, Verein für Socialpolitik, vol. 19(3), pages 237-259, August.
  • Asongu Simplice & Nwachukwu Jacinta, 2018. "Fighting Terrorism: Empirics on Policy Harmonisation," German Economic Review, De Gruyter, vol. 19(3), pages 237-259, August.
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• Audrino Francesco, 2018. "Do match officials give preferential treatment to the strongest football teams? An analysis of four top European clubs," Journal of Quantitative Analysis in Sports, De Gruyter, vol. 14(4), pages 185-199, December.
• Audrino Francesco, 2018. "Do match officials give preferential treatment to the strongest football teams? An analysis of four top European clubs," Journal of Quantitative Analysis in Sports, De Gruyter, vol. 14(4), pages 185-199, December.
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• 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.
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• Meenagh, David & Minford, Patrick & Wickens, Michael & Xu, Yongdeng, 2018. "The small sample properties of Indirect Inference in testing and estimating DSGE models," Cardiff Economics Working Papers E2018/7, Cardiff University, Cardiff Business School, Economics Section.
• Héctor Gustavo González Padilla, 2018. "Competencia en el Mercado de Préstamos Bancarios en Argentina, 2006 – 2011," CEMA Working Papers: Serie Documentos de Trabajo. 636, Universidad del CEMA.
• Zhuan Pei & Jörn-Steffen Pischke & Hannes Schwandt, 2019. "Poorly Measured Confounders are More Useful on the Left than on the Right," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 37(2), pages 205-216, April.
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  • Cantore, Cristiano & Ferroni, Filippo & León-Ledesma, Miguel, 2020. "The missing link: monetary policy and the labor share," Bank of England working papers 857, Bank of England, revised 29 May 2020.
• 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.
  • Schneider, Eric B., 2020. "Sample-selection biases and the historical growth pattern of children," LSE Research Online Documents on Economics 100826, London School of Economics and Political Science, LSE Library.
• Wanglin Ma & Awudu Abdulai, 2018. "IPM adoption, cooperative membership and farm economic performance," China Agricultural Economic Review, Emerald Group Publishing Limited, vol. 11(2), pages 218-236, September.
• 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.
• Chang, Chia-Lin & McAleer, Michael, 2019. "The fiction of full BEKK: Pricing fossil fuels and carbon emissions," Finance Research Letters, Elsevier, vol. 28(C), pages 11-19.
  • 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 105431, 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.
• Allou Allou Alfonse & José Carlos Trejo García & Miguel Ángel Martínez García, 2018. "Opción climática para la producción de café en México. (Climate Option of Coffee Production in Mexico)," Ensayos Revista de Economia, Universidad Autonoma de Nuevo Leon, Facultad de Economia, vol. 0(2), pages 135-154, October.
• Apostolos Davillas & Andrew M. Jones, 2018. "Parametric models for biomarkers based on flexible size distributions," Health Economics, John Wiley & Sons, Ltd., vol. 27(10), pages 1617-1624, October.
  • 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 & M. Jones, Andrew, 2018. "Parametric models for biomarkers based on flexible size distributions," ISER Working Paper Series 2018-03, Institute for Social and Economic Research.
• Nicolas Hérault & Stephen P. Jenkins, 2019. "How valid are synthetic panel estimates of poverty dynamics?," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 17(1), pages 51-76, March.
  • Nicolas Hérault & Stephen P. Jenkins, 2019. "How valid are synthetic panel estimates of poverty dynamics?," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 17(1), pages 51-76, March.
  • Nicolas Hérault & Stephen P. Jenkins, 2018. "How valid are synthetic panel estimates of poverty dynamics?," Working Papers 465, ECINEQ, Society for the Study of Economic Inequality.
  • P. Jenkins, Stephen & Hérault, Nicolas, 2018. "How valid are synthetic panel estimates of poverty dynamics?," ISER Working Paper Series 2018-05, Institute for Social and Economic Research.
  • Hérault, Nicolas & Jenkins, Stephen P., 2019. "How valid are synthetic panel estimates of poverty dynamics?," LSE Research Online Documents on Economics 100043, London School of Economics and Political Science, LSE Library.
  • 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 of Labor Economics (IZA).
  • Nicolas Herault & Stephen P. Jenkins, 2018. "How Valid are Synthetic Panel Estimates of Poverty Dynamics?," Melbourne Institute Working Paper Series wp2018n05, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
• Koop, Gary & Korobilis, Dimitris, 2018. "Variational Bayes inference in high-dimensional time-varying parameter models," MPRA Paper 87972, University Library of Munich, Germany.
  • Korobilis, Dimitris & Koop, Gary, 2018. "Variational Bayes inference in high-dimensional time-varying parameter models," Essex Finance Centre Working Papers 22665, University of Essex, Essex Business School.
  • Gary Koop & Dimitris Korobilis, 2018. "Variational Bayes inference in high-dimensional time-varying parameter models," Working Paper series 18-31, Rimini Centre for Economic Analysis.

2017

• 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.
• Holt, Matthew T. & Teräsvirta, Timo, 2020. "Global hemispheric temperatures and co-shifting: A vector shifting-mean autoregressive analysis," Journal of Econometrics, Elsevier, vol. 214(1), pages 198-215.
  • 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.
• Wegener, Christoph & Kruse, Robinson & Basse, Tobias, 2019. "The walking debt crisis," Journal of Economic Behavior & Organization, Elsevier, vol. 157(C), pages 382-402.
  • Tobias Basse & Robinson Kruse & Christoph Wegener, 2017. "The Walking Debt Crisis," CREATES Research Papers 2017-06, Department of Economics and Business Economics, Aarhus University.
• Daniel Borup & Martin Thyrsgaard, 2017. "Statistical tests for equal predictive ability across multiple forecasting methods," CREATES Research Papers 2017-19, Department of Economics and Business Economics, Aarhus University.
• Giorgio Mirone, 2017. "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.
• Cristina Amado & Annastiina Silvennoinen & Timo Terasvirta, 2017. "Modelling and Forecasting WIG20 Daily Returns," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, 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, 2017. "Modelling and forecasting WIG20 daily returns," CREATES Research Papers 2017-29, Department of Economics and Business Economics, Aarhus University.
• González, Andrés & Teräsvirta, Timo & van Dijk, Dick & Yang, Yukai, 2005. "Panel Smooth Transition Regression Models," SSE/EFI Working Paper Series in Economics and Finance 604, Stockholm School of Economics, revised 11 Oct 2017.
  • Andrés González & Timo Teräsvirta & Dick van Dijk & Yukai Yang, 2017. "Panel Smooth Transition Regression Models," CREATES Research Papers 2017-36, Department of Economics and Business Economics, Aarhus University.
  • Andres Gonzalez & Timo Terasvirta & Dick van Dijk, 2005. "Panel Smooth Transition Regression Models," Research Paper Series 165, Quantitative Finance Research Centre, University of Technology, Sydney.
• Simplice A. Asongu & John C. Anyanwu & Vanessa S. Tchamyou, 2019. "Technology-driven information sharing and conditional financial development in Africa," Information Technology for Development, Taylor & Francis Journals, vol. 25(4), pages 630-659, October.
  • 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 A. Asongu & John C. Anyanwu & Vanessa S. Tchamyou, 2017. "Technology-driven information sharing and conditional financial development in Africa," Research Africa Network Working Papers 17/010, Research Africa Network (RAN).
  • Simplice Asongu & John C. Anyanwu & Vanessa S. Tchamyou, 2017. "Technology-driven information sharing and conditional financial development in Africa," Working Papers of the African Governance and Development Institute. 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 A. Asongu & Jacinta C. Nwachukwu, 2017. "At What Levels of Financial Development Does Information Sharing Matter?," Research Africa Network Working Papers 17/017, Research Africa Network (RAN).
  • Simplice Asongu & Jacinta C. Nwachukwu, 2017. "At What Levels of Financial Development Does Information Sharing Matter?," Working Papers of the African Governance and Development Institute. 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 A. Asongu & Jacinta C. Nwachukwu, 2017. "The Impact of Terrorism on Governance in African Countries," Research Africa Network Working Papers 17/019, Research Africa Network (RAN).
  • Simplice Asongu & Jacinta C. Nwachukwu, 2017. "The Impact of Terrorism on Governance in African Countries," Working Papers of the African Governance and Development Institute. 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 A. Asongu & Jacinta C. Nwachukwu, 2017. "Mobile Phone Innovation and Environmental Sustainability in Sub-Saharan Africa," Research Africa Network Working Papers 17/025, Research Africa Network (RAN).
  • Simplice Asongu & Jacinta C. Nwachukwu, 2017. "Mobile Phone Innovation and Environmental Sustainability in Sub-Saharan Africa," Working Papers of the African Governance and Development Institute. 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 S. Tchamyou & Simplice A. Asongu, 2017. "Conditional Market Timing in the Mutual Fund Industry," Research Africa Network Working Papers 17/028, Research Africa Network (RAN).
  • Vanessa Tchamyou & Simplice Asongu, 2017. "Conditional Market Timing in the Mutual Fund Industry," Working Papers of the African Governance and Development Institute. 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 (AFEA), 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 of the African Governance and Development Institute. 17/031, African Governance and Development Institute..
  • Simplice A. Asongu & Vanessa Tchamyou & Ndemaze Asongu & Nina Tchamyou, 2017. "The Comparative African Economics of Inclusive Development and Military Expenditure in Fighting Terrorism," Research Africa Network Working Papers 17/031, Research Africa Network (RAN).
  • 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 of the African Governance and Development Institute. 17/038, African Governance and Development Institute..
  • Simplice A. Asongu & Sara le Roux & Nicholas Biekpe, 2017. "Environmental Degradation, ICT and Inclusive Development in Sub-Saharan Africa," Research Africa Network Working Papers 17/038, Research Africa Network (RAN).
  • 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 of the African Governance and Development Institute. 17/039, African Governance and Development Institute..
  • Simplice A. Asongu & Sara le Roux & Nicholas Biekpe, 2017. "Enhancing ICT for Environmental Sustainability in Sub-Saharan Africa," Research Africa Network Working Papers 17/039, Research Africa Network (RAN).
  • 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 & Vanessa Tchamyou & Ndemaze Asongu & Nina Tchamyou, 2019. "Fighting terrorism in Africa: evidence from bundling and unbundling institutions," Empirical Economics, Springer, vol. 56(3), pages 883-933, March.
  • Simplice Asongu & Vanessa Tchamyou & Ndemaze Asongu & Nina Tchamyou, 2017. "Fighting terrorism in Africa: evidence from bundling and unbundling institutions," Working Papers of the African Governance and Development Institute. 17/047, African Governance and Development Institute..
  • Simplice A. Asongu & Vanessa S. Tchamyou & Ndemaze Asongu & Nina Tchamyou, 2017. "Fighting terrorism in Africa: evidence from bundling and unbundling institutions," Research Africa Network Working Papers 17/047, Research Africa Network (RAN).
  • 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 of the African Governance and Development Institute. 17/049, African Governance and Development Institute..
  • Simplice A. Asongu & Vanessa S. Tchamyou & Jules R. Minkoua N & Ndemaze Asongu & Nina P. Tchamyou, 2017. "Fighting terrorism in Africa: benchmarking policy harmonization," Research Africa Network Working Papers 17/049, Research Africa Network (RAN).
  • 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 A. Asongu & Nicholas Biekpe, 2018. "Globalization and terror in Africa," International Economics, CEPII research center, issue 156, pages 86-97.
  • Asongu, Simplice A. & Biekpe, Nicholas, 2018. "Globalization and terror in Africa," International Economics, Elsevier, vol. 156(C), pages 86-97.
  • Asongu, Simplice & Biekpe, Nicholas, 2017. "Globalization and Terror in Africa," MPRA Paper 85056, University Library of Munich, Germany.
  • Simplice A. Asongu & Nicholas Biekpe, 2017. "Globalization and Terror in Africa," Research Africa Network Working Papers 17/053, Research Africa Network (RAN).
  • Simplice Asongu & Nicholas Biekpe, 2017. "Globalization and Terror in Africa," Working Papers of the African Governance and Development Institute. 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 A. Asongu, 2017. "ICT, Openness and CO2 emissions in Africa," Research Africa Network Working Papers 17/055, Research Africa Network (RAN).
  • Simplice Asongu, 2017. "ICT, Openness and CO2 emissions in Africa," Working Papers of the African Governance and Development Institute. 17/055, African Governance and Development Institute..
• Simplice A. Asongu, 2018. "Comparative sustainable development in sub‐Saharan Africa," Sustainable Development, John Wiley & Sons, Ltd., vol. 26(6), pages 638-651, November.
  • Asongu, Simplice, 2017. "Comparative Sustainable Development in Sub-Saharan Africa," MPRA Paper 85487, University Library of Munich, Germany, revised Dec 2017.
  • Simplice A. Asongu, 2017. "Comparative Sustainable Development in Sub-Saharan Africa," Research Africa Network Working Papers 17/060, Research Africa Network (RAN).
  • Simplice Asongu, 2017. "The Comparative Sustainable Development in Sub-Saharan Africa," Working Papers of the African Governance and Development Institute. 17/060, African Governance and Development Institute..
• Simplice A. Asongu & Uchenna R. Efobi & Ibukun Beecroft, 2021. "Aid in Modulating the Impact of Terrorism on FDI: No Positive Thresholds, No Policy," Forum for Social Economics, Taylor & Francis Journals, vol. 50(4), pages 432-456, October.
  • Simplice Asongu & Uchenna R. Efobi & Ibukun Beecroft, 2017. "Aid in Modulating the Impact of Terrorism on FDI: No Positive Thresholds, No Policy," Working Papers of the African Governance and Development Institute. 17/061, African Governance and Development Institute..
  • Simplice A. Asongu & Uchenna R. Efobi & Ibukun Beecroft, 2017. "Aid in Modulating the Impact of Terrorism on FDI: No Positive Thresholds, No Policy," Research Africa Network Working Papers 17/061, Research Africa Network (RAN).
  • 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.
• Pacific K. T. Yapatake, 2017. "The Slow growth of Foreign Direct Investment in Central African Republic," CEREDEC Working Papers 17/001, Centre de Recherche pour le Développement Economique (CEREDEC).
• 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 and Public Policy Working Papers 2017-10, University of Adelaide, School of Economics and Public Policy.
• Qazi Haque, 2022. "Monetary Policy, Inflation Target, and the Great Moderation: An Empirical Investigation," International Journal of Central Banking, International Journal of Central Banking, vol. 18(4), pages 1-52, October.
  • Qazi Haque, 2017. "Monetary Policy, Inflation Target and the Great Moderation: An Empirical Investigation," School of Economics and Public Policy Working Papers 2017-13, University of Adelaide, School of Economics and Public Policy.
  • Qazi Haque, 2019. "Monetary Policy, Inflation Target and the Great Moderation: An Empirical Investigation," Economics Discussion / Working Papers 19-10, The University of Western Australia, Department of Economics.
  • Qazi Haque, 2019. "Monetary policy, inflation target and the great moderation: An empirical investigation," CAMA Working Papers 2019-44, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Marie Allard & Camille Bronsard & Christian Gouriéroux, 2017. "Aversions to Impatience, Uncertainty and Illiquidity," Annals of Economics and Statistics, GENES, issue 125-126, pages 9-39.
• Marine CARRASCO & Mohamed DOUKALI, 2017. "Efficient Estimation Using Regularized Jackknife IV Estimator," Annals of Economics and Statistics, GENES, issue 128, pages 109-149.
• Gustavo Canavire-Bacarreza & Luis Castro Peñarrieta & Darwin Ugarte Ontiveros, 2021. "Outliers in Semi-Parametric Estimation of Treatment Effects," Econometrics, MDPI, vol. 9(2), pages 1-32, April.
  • Darwin Ugarte Ontiveros & Gustavo Canavire-Bacarreza & Luis Castro Peñarrieta, 2017. "Outliers in semi-parametric Estimation of Treatment Effects," Documentos de Trabajo de Valor Público 15810, 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.
• Damian Kozbur, 2017. "Testing-Based Forward Model Selection," American Economic Review, American Economic Association, vol. 107(5), pages 266-269, May.
  • Damian Kozbur, 2015. "Testing-Based Forward Model Selection," ECON - Working Papers 283, Department of Economics - University of Zurich, revised Apr 2018.
• 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 (AFEA), 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 of the African Governance and Development Institute. 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.
  • Simplice A. Asongu & Vanessa Tchamyou & Ndemaze Asongu & Nina Tchamyou, 2017. "The Comparative African Economics of Inclusive Development and Military Expenditure in Fighting Terrorism," Research Africa Network Working Papers 17/031, Research Africa Network (RAN).
• Simplice A. Asongu & John C. Anyanwu & Vanessa S. Tchamyou, 2019. "Technology-driven information sharing and conditional financial development in Africa," Information Technology for Development, Taylor & Francis Journals, vol. 25(4), pages 630-659, October.
  • Simplice A. Asongu & John C. Anyanwu & Vanessa S. Tchamyou, 2017. "Technology-driven information sharing and conditional financial development in Africa," Research Africa Network Working Papers 17/010, Research Africa Network (RAN).
  • Simplice Asongu & John C. Anyanwu & Vanessa S. Tchamyou, 2017. "Technology-driven information sharing and conditional financial development in Africa," Working Papers of the African Governance and Development Institute. 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.
• 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 of the African Governance and Development Institute. 17/017, African Governance and Development Institute..
  • Simplice A. Asongu & Jacinta C. Nwachukwu, 2017. "At What Levels of Financial Development Does Information Sharing Matter?," Research Africa Network Working Papers 17/017, Research Africa Network (RAN).
• 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 of the African Governance and Development Institute. 17/019, African Governance and Development Institute..
  • Simplice A. Asongu & Jacinta C. Nwachukwu, 2017. "The Impact of Terrorism on Governance in African Countries," Research Africa Network Working Papers 17/019, Research Africa Network (RAN).
• Simplice A. Asongu & Jacinta C. Nwachukwu, 2017. "Mobile Phone Innovation and Environmental Sustainability in Sub-Saharan Africa," Research Africa Network Working Papers 17/025, Research Africa Network (RAN).
  • Simplice Asongu & Jacinta C. Nwachukwu, 2017. "Mobile Phone Innovation and Environmental Sustainability in Sub-Saharan Africa," Working Papers of the African Governance and Development Institute. 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.
• 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 of the African Governance and Development Institute. 17/028, African Governance and Development Institute..
  • Vanessa S. Tchamyou & Simplice A. Asongu, 2017. "Conditional Market Timing in the Mutual Fund Industry," Research Africa Network Working Papers 17/028, Research Africa Network (RAN).
• 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 (AFEA), vol. 19(2), pages 77-91.
  • Simplice A. Asongu & Vanessa Tchamyou & Ndemaze Asongu & Nina Tchamyou, 2017. "The Comparative African Economics of Inclusive Development and Military Expenditure in Fighting Terrorism," Research Africa Network Working Papers 17/031, Research Africa Network (RAN).
  • Simplice Asongu & Vanessa Tchamyou & Ndemaze Asongu & Nina Tchamyou, 2017. "The Comparative African Economics of Inclusive Development and Military Expenditure in Fighting Terrorism," Working Papers of the African Governance and Development Institute. 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.
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  • Rémy Herrera & Zhiming Long, 2017. "Capital accumulation, profit rates and cycles in China from 1952 to 2014: lessons from the evolution of Chinese industry," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-03233297, 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.
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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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  • Christophe Gouel & Nicolas Legrand, 2017. "Estimating the Competitive Storage Model with Trending Commodity Prices," Post-Print hal-01584507, HAL.
  • 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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• Darolles, Serge & Le Fol, Gaëlle & Mero, Gulten, 2017. "Mixture of distribution hypothesis: Analyzing daily liquidity frictions and information flows," Journal of Econometrics, Elsevier, vol. 201(2), pages 367-383.
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  • Serge Darolles & Gaëlle Le Fol & Gulten Mero, 2017. "Mixture of Distribution Hypothesis: Analyzing daily liquidity frictions and information flows," Post-Print hal-01593402, HAL.
  • Serge Darolles & Gaëlle Le Fol & Gulten Mero, 2016. "Mixture of distribution hypothesis: Analyzing daily liquidity frictions and information flows," Post-Print hal-04590596, HAL.
• 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.
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• Sanhaji Bilel, 2017. "Testing for Nonlinearity in Conditional Covariances," Journal of Time Series Econometrics, De Gruyter, vol. 9(2), pages 1-22, July.
  • Bilel Sanhaji, 2017. "Testing for Nonlinearity in Conditional Covariances," Post-Print hal-04218462, HAL.
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• M.A. Véganzonès-Varoudakis & H. T. M. Nguyen, 2018. "Investment climate, outward orientation and manufacturing firm productivity: new empirical evidence," Applied Economics, Taylor & Francis Journals, vol. 50(53), pages 5766-5794, November.
  • Marie-Ange Véganzonès-Varoudakis & Hoang Thanh Mai Nguyen, 2017. "Investment Climate, Outward Orientation and Manufacturing Firms’ Productivity: New Empirical Evidence," Post-Print hal-03049290, HAL.
  • Marie-Ange Véganzonès-Varoudakis & Hoang Thanh Mai Nguyen, 2017. "Investment Climate, Outward Orientation and Manufacturing Firms’ Productivity: New Empirical Evidence," Post-Print hal-03049286, HAL.
  • Mai Nguyen & Marie-Ange Véganzonès-Varoudakis, 2019. "Investment climate, outward orientation and manufacturing firm productivity: New empirical evidence," Working Papers hal-02014292, HAL.
  • Hoang Thanh Mai NGUYEN & Marie-Ange VEGANZONES-VAROUDAKIS, 2017. "Investment climate, outward orientation and manufacturing firm productivity: New empirical evidence," Working Papers 201717, CERDI.
  • Marie-Ange Véganzonès-Varoudakis & Hoang Thanh Mai Nguyen, 2018. "Investment Climate, Outward Orientation and Manufacturing Firms’ Productivity: New Empirical Evidence," Post-Print hal-03049265, HAL.
  • Mai Nguyen & Marie-Ange Véganzonès-Varoudakis, 2019. "Investment climate, outward orientation and manufacturing firm productivity: New empirical evidence," CERDI Working papers hal-02014292, HAL.
  • Marie-Ange Véganzonès-Varoudakis & Hoang Thanh Mai Nguyen, 2018. "Investment climate, outward orientation and manufacturing firm productivity: New empirical evidence," Post-Print halshs-01618733, HAL.
  • Marie-Ange Véganzonès-Varoudakis & Hoang Thanh Mai Nguyen, 2018. "Investment Climate, Outward Orientation and Manufacturing Firms’ Productivity: New Empirical Evidence," Post-Print hal-03049256, HAL.
  • Marie-Ange Véganzonès-Varoudakis & Hoang Thanh Mai Nguyen, 2018. "Investment Climate, Outward Orientation and Manufacturing Firms’ Productivity: New Empirical Evidence”," Post-Print halshs-02137340, HAL.
  • Marie-Ange Véganzonès-Varoudakis & Hoang Thanh Mai Nguyen, 2018. "Investment Climate, Outward Orientation and Manufacturing Firms’ Productivity: New Empirical Evidence," Post-Print hal-03049271, HAL.
• M.A. Véganzonès-Varoudakis & H. T. M. Nguyen, 2018. "Investment climate, outward orientation and manufacturing firm productivity: new empirical evidence," Applied Economics, Taylor & Francis Journals, vol. 50(53), pages 5766-5794, November.
  • Hoang Thanh Mai NGUYEN & Marie-Ange VEGANZONES-VAROUDAKIS, 2017. "Investment climate, outward orientation and manufacturing firm productivity: New empirical evidence," Working Papers 201717, CERDI.
  • Marie-Ange Véganzonès-Varoudakis & Hoang Thanh Mai Nguyen, 2017. "Investment Climate, Outward Orientation and Manufacturing Firms’ Productivity: New Empirical Evidence," Post-Print hal-03049290, HAL.
  • Marie-Ange Véganzonès-Varoudakis & Hoang Thanh Mai Nguyen, 2017. "Investment Climate, Outward Orientation and Manufacturing Firms’ Productivity: New Empirical Evidence," Post-Print hal-03049286, HAL.
  • Mai Nguyen & Marie-Ange Véganzonès-Varoudakis, 2019. "Investment climate, outward orientation and manufacturing firm productivity: New empirical evidence," Working Papers hal-02014292, HAL.
  • Marie-Ange Véganzonès-Varoudakis & Hoang Thanh Mai Nguyen, 2018. "Investment Climate, Outward Orientation and Manufacturing Firms’ Productivity: New Empirical Evidence," Post-Print hal-03049265, HAL.
  • Mai Nguyen & Marie-Ange Véganzonès-Varoudakis, 2019. "Investment climate, outward orientation and manufacturing firm productivity: New empirical evidence," CERDI Working papers hal-02014292, HAL.
  • Marie-Ange Véganzonès-Varoudakis & Hoang Thanh Mai Nguyen, 2018. "Investment climate, outward orientation and manufacturing firm productivity: New empirical evidence," Post-Print halshs-01618733, HAL.
  • Marie-Ange Véganzonès-Varoudakis & Hoang Thanh Mai Nguyen, 2018. "Investment Climate, Outward Orientation and Manufacturing Firms’ Productivity: New Empirical Evidence," Post-Print hal-03049256, HAL.
  • Marie-Ange Véganzonès-Varoudakis & Hoang Thanh Mai Nguyen, 2018. "Investment Climate, Outward Orientation and Manufacturing Firms’ Productivity: New Empirical Evidence”," Post-Print halshs-02137340, HAL.
  • Marie-Ange Véganzonès-Varoudakis & Hoang Thanh Mai Nguyen, 2018. "Investment Climate, Outward Orientation and Manufacturing Firms’ Productivity: New Empirical Evidence," Post-Print hal-03049271, HAL.
• Rémy Herrera & Zhiming Long, 2017. "Capital accumulation, profit rates and cycles in China from 1952 to 2014: lessons from the evolution of Chinese industry," Journal of Innovation Economics, De Boeck Université, vol. 0(2), pages 59-82.
  • Rémy Herrera & Zhiming Long, 2017. "Capital accumulation, profit rates and cycles in China from 1952 to 2014: lessons from the evolution of Chinese industry," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-03233297, HAL.
  • Rémy Herrera & Zhiming Long, 2017. "Capital accumulation, profit rates and cycles in China from 1952 to 2014: lessons from the evolution of Chinese industry," Post-Print hal-03233297, 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.
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  • Sylvain Barde, 2017. "A Practical, Accurate, Information Criterion for Nth Order Markov Processes," Post-Print hal-03471817, HAL.
• Muhammad Khan & Nikolay Nenovsky, 2017. "Monetary Regimes and External Shocks Reaction: Empirical Investigations on Eastern European Economies," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, vol. 20(66), pages 63-81, December.
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• Sanhaji Bilel, 2017. "Testing for Nonlinearity in Conditional Covariances," Journal of Time Series Econometrics, De Gruyter, vol. 9(2), pages 1-22, July.
  • Bilel Sanhaji, 2017. "Testing for nonlinearity in conditional covariances," Post-Print hal-02879361, HAL.
  • Bilel Sanhaji, 2017. "Testing for Nonlinearity in Conditional Covariances," Post-Print hal-04218462, HAL.
• Monica Billio & Lorenzo Frattarolo & Dominique Guegan, 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," Post-Print 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.
• Caggiano, Giovanni & Castelnuovo, Efrem & Damette, Olivier & Parent, Antoine & Pellegrino, Giovanni, 2017. "Liquidity traps and large-scale financial crises," Journal of Economic Dynamics and Control, Elsevier, vol. 81(C), pages 99-114.
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• Phiri, Andrew, 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 (PRADEC), vol. 13(01).
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  • 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.
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  • 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.
• 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.
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  • 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," Working Papers hal-03458875, 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," Post-Print hal-03471817, HAL.
  • Sylvain Barde, 2017. "A Practical, Accurate, Information Criterion for Nth Order Markov Processes," SciencePo Working papers Main hal-03471817, HAL.
• 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," Working Papers hal-03458875, HAL.
  • Francesco Lamperti & Andrea Roventini & Amir Sani, 2017. "Agent-Based Model Calibration using Machine Learning Surrogates," Working Papers hal-01499344, HAL.
  • 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," SciencePo Working papers Main hal-01499344, HAL.
  • Francesco Lamperti & Andrea Roventini & Amir Sani, 2017. "Agent-Based Model Calibration using Machine Learning Surrogates," Papers 1703.10639, arXiv.org, revised Apr 2017.
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  • 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.
• 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," Working Papers hal-01499344, HAL.
  • Francesco Lamperti & Andrea Roventini & Amir Sani, 2017. "Agent-Based Model Calibration using Machine Learning Surrogates," Working Papers hal-03458875, HAL.
  • 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," SciencePo Working papers Main hal-01499344, HAL.
  • 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," LEM Papers Series 2017/11, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
• Baghdasaryan, Vardan & Iannantuoni, Giovanna & Maggian, Valeria, 2019. "Electoral fraud and voter turnout: An experimental study," European Journal of Political Economy, Elsevier, vol. 58(C), pages 203-219.
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• Hoang Thanh Mai NGUYEN & Marie-Ange VEGANZONES-VAROUDAKIS, 2017. "Investment climate, outward orientation and manufacturing firm productivity: New empirical evidence," Working Papers 201717, CERDI.
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• Sanjay Sehgal & Piyush Pandey & Florent Deisting, 2018. "Time varying integration amongst the South Asian equity markets: An empirical study," Cogent Economics & Finance, Taylor & Francis Journals, vol. 6(1), pages 1452328-145, January.
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• 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.
• Takeuchi-Nogimori, Asuka, 2017. "An Empirical Analysis of Nikkei 225 Options Using Realized GARCH Models," Economic Review, Hitotsubashi University, vol. 68(2), pages 97-113, April.
• Sonia Benito Muela & Carmen López-Martín & Mª Ángeles Navarro, 2017. "The Role of the Skewed Distributions in the Framework of Extreme Value Theory (EVT)," International Business Research, Canadian Center of Science and Education, vol. 10(11), pages 88-102, November.
• 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.
• Chen, Le-Yu & Lee, Sokbae, 2018. "Best subset binary prediction," Journal of Econometrics, Elsevier, vol. 206(1), pages 39-56.
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• Melanie N Tomintz & Bernhard Kosar & Victor M García-Barrios, 2017. "simSALUD: Design and Implementation of an Open-source Wizard based Spatial Microsimulation Framework," International Journal of Microsimulation, International Microsimulation Association, vol. 10(2), pages 118-143.
• Gabriel Rodriguez, 2017. "Selecting between Autoregressive Conditional Heteroskedasticity Models: An Empirical Application to the Volatility of Stock Returns in Peru," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, vol. 32(1), pages 69-94, April.
• Ken Miyajima & Jorge A. Chan-Lau & Weimin Miao & Jongsoon Shin, 2017. "Assessing Corporate Vulnerabilities in Indonesia: A Bottom-Up Default Analysis," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 24(4), pages 269-289, December.
  • Jorge A Chan-Lau & Weimin Miao & Ken Miyajima & Jongsoon Shin, 2017. "Assessing Corporate Vulnerabilities in Indonesia; A Bottom-Up Default Analysis," IMF Working Papers 17/97, International Monetary Fund.
• Ken Miyajima & Jorge A. Chan-Lau & Weimin Miao & Jongsoon Shin, 2017. "Assessing Corporate Vulnerabilities in Indonesia: A Bottom-Up Default Analysis," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 24(4), pages 269-289, December.
  • Mr. Jorge A Chan-Lau & Weimin Miao & Mr. Ken Miyajima & Mr. Jongsoon Shin, 2017. "Assessing Corporate Vulnerabilities in Indonesia: A Bottom-Up Default Analysis," IMF Working Papers 2017/097, International Monetary Fund.
• Christian Menden & Christian R. Proaño, 2017. "Dissecting the financial cycle with dynamic factor models," Quantitative Finance, Taylor & Francis Journals, vol. 17(12), pages 1965-1994, December.
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  • 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.
• Proaño, Christian R. & Tarassow, Artur, 2018. "Evaluating the predicting power of ordered probit models for multiple business cycle phases in the U.S. and Japan," Journal of the Japanese and International Economies, Elsevier, vol. 50(C), pages 60-71.
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• Salvador Cruz Aké & Nora Gavira Durón & Reyna Susana García Ruíz, 2017. "Eficiencia de los modelos Poisson y Logístico en la asignación de probabilidades de incumplimiento a empresas mineras mexicanas," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 12(1), pages 1-21, Enero-Mar.
• 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, Universität Innsbruck.
• Zhuan Pei & Jörn-Steffen Pischke & Hannes Schwandt, 2019. "Poorly Measured Confounders are More Useful on the Left than on the Right," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 37(2), pages 205-216, April.
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• 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, Nova School of Business and Economics, NOVAFRICA.
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• de la Rica, Sara & Gorjón, Lucía, 2017. "Assessing the Impact of a Minimum Income Scheme in the Basque Country," IZA Discussion Papers 10867, Institute of Labor Economics (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 of Labor Economics (IZA).
• Marno Verbeek, 2017. "Using linear regression to establish empirical relationships," IZA World of Labor, Institute of Labor Economics (IZA), pages 336-336, February.
• Simon Freyaldenhoven, 2017. "A Generalized Factor Model with Local Factors," 2017 Papers pfr361, Job Market Papers.
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• Ken Miyajima & Jorge A. Chan-Lau & Weimin Miao & Jongsoon Shin, 2017. "Assessing Corporate Vulnerabilities in Indonesia: A Bottom-Up Default Analysis," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 24(4), pages 269-289, December.
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  • 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 of the African Governance and Development Institute. 17/010, African Governance and Development Institute..
• 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.
• Xingwei Hu, 2020. "A theory of dichotomous valuation with applications to variable selection," Econometric Reviews, Taylor & Francis Journals, vol. 39(10), pages 1075-1099, November.
  • 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 A. Asongu & Jacinta C. Nwachukwu, 2017. "At What Levels of Financial Development Does Information Sharing Matter?," Research Africa Network Working Papers 17/017, Research Africa Network (RAN).
  • 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 of the African Governance and Development Institute. 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.
  • Simplice A. Asongu & Jacinta C. Nwachukwu, 2017. "The Impact of Terrorism on Governance in African Countries," Research Africa Network Working Papers 17/019, Research Africa Network (RAN).
  • 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 of the African Governance and Development Institute. 17/019, African Governance and Development Institute..
• Fries, Sébastien & Zakoian, Jean-Michel, 2019. "Mixed Causal-Noncausal Ar Processes And The Modelling Of Explosive Bubbles," Econometric Theory, Cambridge University Press, vol. 35(6), pages 1234-1270, December.
  • 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.
• Mark F. J. Steel, 2020. "Model Averaging and Its Use in Economics," Journal of Economic Literature, American Economic Association, vol. 58(3), pages 644-719, September.
  • Steel, Mark F. J., 2017. "Model Averaging and its Use in Economics," MPRA Paper 90110, University Library of Munich, Germany, revised 16 Nov 2018.
  • 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 of the African Governance and Development Institute. 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.
  • Simplice A. Asongu & Jacinta C. Nwachukwu, 2017. "Mobile Phone Innovation and Environmental Sustainability in Sub-Saharan Africa," Research Africa Network Working Papers 17/025, Research Africa Network (RAN).
• 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 of the African Governance and Development Institute. 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.
  • Vanessa S. Tchamyou & Simplice A. Asongu, 2017. "Conditional Market Timing in the Mutual Fund Industry," Research Africa Network Working Papers 17/028, Research Africa Network (RAN).
• 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 (AFEA), 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 of the African Governance and Development Institute. 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.
  • Simplice A. Asongu & Vanessa Tchamyou & Ndemaze Asongu & Nina Tchamyou, 2017. "The Comparative African Economics of Inclusive Development and Military Expenditure in Fighting Terrorism," Research Africa Network Working Papers 17/031, Research Africa Network (RAN).
• 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 of the African Governance and Development Institute. 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.
  • Simplice A. Asongu & Sara le Roux & Nicholas Biekpe, 2017. "Environmental Degradation, ICT and Inclusive Development in Sub-Saharan Africa," Research Africa Network Working Papers 17/038, Research Africa Network (RAN).
• 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 A. Asongu & Sara le Roux & Nicholas Biekpe, 2017. "Enhancing ICT for Environmental Sustainability in Sub-Saharan Africa," Research Africa Network Working Papers 17/039, Research Africa Network (RAN).
  • 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 of the African Governance and Development Institute. 17/039, African Governance and Development Institute..
• 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, 2019. "Fighting terrorism in Africa: evidence from bundling and unbundling institutions," Empirical Economics, Springer, vol. 56(3), pages 883-933, March.
  • Simplice A. Asongu & Vanessa S. Tchamyou & Ndemaze Asongu & Nina Tchamyou, 2017. "Fighting terrorism in Africa: evidence from bundling and unbundling institutions," Research Africa Network Working Papers 17/047, Research Africa Network (RAN).
  • 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 of the African Governance and Development Institute. 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.
  • Simplice Asongu & Vanessa Tchamyou & Jules Minkoua & Ndemaze Asongu, 2017. "Fighting terrorism in Africa: benchmarking policy harmonization," Working Papers of the African Governance and Development Institute. 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.
  • Simplice A. Asongu & Vanessa S. Tchamyou & Jules R. Minkoua N & Ndemaze Asongu & Nina P. Tchamyou, 2017. "Fighting terrorism in Africa: benchmarking policy harmonization," Research Africa Network Working Papers 17/049, Research Africa Network (RAN).
• Duc Khuong Nguyen & Thomas Walther, 2020. "Modeling and forecasting commodity market volatility with long‐term economic and financial variables," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 39(2), pages 126-142, March.
  • 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.
  • Thomas Walther & Duc Khuong Nguyen, 2018. "Modeling and Forecasting Commodity Market Volatility with Long-term Economic and Financial Variables," Working Papers on Finance 1824, University of St. Gallen, School of Finance.
• Simplice A. Asongu & Nicholas Biekpe, 2018. "Globalization and terror in Africa," International Economics, CEPII research center, issue 156, pages 86-97.
  • Asongu, Simplice A. & Biekpe, Nicholas, 2018. "Globalization and terror in Africa," International Economics, Elsevier, vol. 156(C), pages 86-97.
  • Simplice A. Asongu & Nicholas Biekpe, 2017. "Globalization and Terror in Africa," Research Africa Network Working Papers 17/053, Research Africa Network (RAN).
  • 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 of the African Governance and Development Institute. 17/053, African Governance and Development Institute..
• Simplice Asongu, 2017. "ICT, Openness and CO2 emissions in Africa," Working Papers of the African Governance and Development Institute. 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.
  • Simplice A. Asongu, 2017. "ICT, Openness and CO2 emissions in Africa," Research Africa Network Working Papers 17/055, Research Africa Network (RAN).
• Simplice A. Asongu, 2018. "Comparative sustainable development in sub‐Saharan Africa," Sustainable Development, John Wiley & Sons, Ltd., vol. 26(6), pages 638-651, November.
  • Simplice Asongu, 2017. "The Comparative Sustainable Development in Sub-Saharan Africa," Working Papers of the African Governance and Development Institute. 17/060, African Governance and Development Institute..
  • Asongu, Simplice, 2017. "Comparative Sustainable Development in Sub-Saharan Africa," MPRA Paper 85487, University Library of Munich, Germany, revised Dec 2017.
  • Simplice A. Asongu, 2017. "Comparative Sustainable Development in Sub-Saharan Africa," Research Africa Network Working Papers 17/060, Research Africa Network (RAN).
• Simplice A. Asongu & Uchenna R. Efobi & Ibukun Beecroft, 2021. "Aid in Modulating the Impact of Terrorism on FDI: No Positive Thresholds, No Policy," Forum for Social Economics, Taylor & Francis Journals, vol. 50(4), pages 432-456, October.
  • Simplice Asongu & Uchenna R. Efobi & Ibukun Beecroft, 2017. "Aid in Modulating the Impact of Terrorism on FDI: No Positive Thresholds, No Policy," Working Papers of the African Governance and Development Institute. 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.
  • Simplice A. Asongu & Uchenna R. Efobi & Ibukun Beecroft, 2017. "Aid in Modulating the Impact of Terrorism on FDI: No Positive Thresholds, No Policy," Research Africa Network Working Papers 17/061, Research Africa Network (RAN).
• Mark F. J. Steel, 2020. "Model Averaging and Its Use in Economics," Journal of Economic Literature, American Economic Association, vol. 58(3), pages 644-719, September.
  • Steel, Mark F. J., 2017. "Model Averaging and its Use in Economics," MPRA Paper 81568, University Library of Munich, Germany.
  • Steel, Mark F. J., 2017. "Model Averaging and its Use in Economics," MPRA Paper 90110, University Library of Munich, Germany, revised 16 Nov 2018.
• Yan Gao & Xinyu Zhang & Shouyang Wang & Terence Tai-leung Chong & Guohua Zou, 2019. "Frequentist model averaging for threshold models," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 71(2), pages 275-306, April.
  • Gao, Yan & Zhang, Xinyu & Wang, Shouyang & Chong, Terence Tai Leung & Zou, Guohua, 2017. "Frequentist model averaging for threshold models," MPRA Paper 92036, University Library of Munich, Germany.
• Segnon Mawuli & Lau Chi Keung & Wilfling Bernd & Gupta Rangan, 2022. "Are multifractal processes suited to forecasting electricity price volatility? Evidence from Australian intraday data," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 26(1), pages 73-98, February.
  • 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.
• Nikola Radivojevic & Jelena Jovovic, 2017. "Examining of Determinants of Non-Performing Loans," Prague Economic Papers, Prague University of Economics and Business, vol. 2017(3), pages 300-316.
• 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, Prague University of Economics and Business, vol. 2017(1), pages 82-95.
• Aleš Kresta & Tomáš Tichý & Mehdi Toloo, 2017. "Posouzení modelů odhadu tržního rizika s využitím DEA přístupu [Examination of Market Risk Estimation Models via DEA Approach Modelling]," Politická ekonomie, Prague University of Economics and Business, vol. 2017(2), pages 161-178.
• Cristina Amado & Annastiina Silvennoinen & Timo Terasvirta, 2017. "Modelling and Forecasting WIG20 Daily Returns," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 9(3), pages 173-200, September.
  • Cristina Amado & Annastiina Silvennoinen & Timo Teräsvirta, 2017. "Modelling and forecasting WIG20 daily returns," CREATES Research Papers 2017-29, Department of Economics and Business Economics, Aarhus University.
  • Cristina Amado & Annastiina Silvennoinen & Timo Teräsvirta, 2017. "Modelling and forecasting WIG20 daily returns," NIPE Working Papers 09/2017, NIPE - Universidade do Minho.
• Dobromił Serwa & Piotr Wdowiński, 2017. "Modeling Macro-Financial Linkages: Combined Impulse Response Functions in SVAR Models," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 9(4), pages 323-357, December.
• Antoine A. Djogbenou, 2021. "Model selection in factor-augmented regressions with estimated factors," Econometric Reviews, Taylor & Francis Journals, vol. 40(5), pages 470-503, April.
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• Elitania Leyva Rayon, 2017. "Modelo multifactorial APT para el analisis de los factores de riesgo macroeconomico a los que se exponen los hedge funds," EconoQuantum, Revista de Economia y Finanzas, Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia., vol. 14(1), pages 7-33, Enero-Jun.
• Enrique R. Casares & Maria Guadalupe Garcia-Salazar & Horacio Sobarzo, 2017. "Las Matrices de Contabilidad Social como base de datos y soporte de modelos multisectoriales," EconoQuantum, Revista de Economia y Negocios, Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia., vol. 14(1), pages 119-142, Enero-Jun.
• Lazar, Emese & Zhang, Ning, 2019. "Model risk of expected shortfall," Journal of Banking & Finance, Elsevier, vol. 105(C), pages 74-93.
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• Muhammad Khan & Nikolay Nenovsky, 2017. "Monetary Regimes and External Shocks Reaction: Empirical Investigations on Eastern European Economies," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, vol. 20(66), pages 63-81, December.
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• Aganin, Artem, 2017. "Forecast comparison of volatility models on Russian stock market," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 48, pages 63-84.
• Oliveira, Guilherme Resende & Resende, Guilherme Mendes & Oliveira , Felipe Resende, 2017. "Avaliação de (in)eficiência do programa empresarial do Fundo Constitucional de Financiamento do Centro-Oeste (FCO) em Goiás," Revista Brasileira de Estudos Regionais e Urbanos, Associação Brasileira de Estudos Regionais e Urbanos (ABER), vol. 11(1), pages 93-110.
• Canavire-Bacarreza, Gustavo & A. Urrego, Joaquin & Saavedra, Fabiola, 2017. "Informalidad y movilidad en el mercado laboral: una aproximación de pseudo-panel," Revista Latinoamericana de Desarrollo Economico, Carrera de Economía de la Universidad Católica Boliviana (UCB) "San Pablo", issue 27, pages 57-76, May.
• Emilian DOBRESCU, 2017. "Modelling an Emergent Economy and Parameter Instability Problem," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 5-28, June.
• 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.
• Michael Day & Mark Diamond & Jeff Card & Jake Hurd & Jianping Xu, 2017. "GARCH model and fat tails of the Chinese stock market returns - New evidences," Journal of Risk & Control, Risk Market Journals, vol. 4(1), pages 43-49.
• Akaev, Askar A. (Акаев, Аскар) & Sarygulov, Askar I. (Сарыгулов, Аскар) & Sokolov, Valentin N. (Соколов, Валентин), 2017. "On the Possibility of Dynamic Optimization of Output by Changing the Level of Income Inequality [О Динамической Оптимизации Роста Ввп Путем Изменения Уровня Неравенства Доходов]," Ekonomicheskaya Politika / Economic Policy, Russian Presidential Academy of National Economy and Public Administration, vol. 6, pages 8-23, December.
• 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.
• Fadel Hamid Hadi Alhusseini & Taha al Shaybawee & Fedaa Abd Almajid Sabbar Alaraje, 2017. "Identify Relative importance of covariates in Bayesian lasso quantile regression via new algorithm in statistical program R," Romanian Statistical Review, Romanian Statistical Review, vol. 65(4), pages 99-110, December.
• Fadel Hamid Hadi ALHUSSEINI, 2017. "New Bayesian Lasso in Tobit Quantile Regression," Romanian Statistical Review Supplement, Romanian Statistical Review, vol. 65(6), pages 213-229, June.
• Tomáš, Domonkos & Filip, Ostrihoň & Ivana, Šikulová & Mária, Širaňová, 2017. "Analysing the Relevance of the MIP Scoreboard's Indicators," National Institute Economic Review, National Institute of Economic and Social Research, vol. 239, pages 32-52, February.
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• Olumuyiwa Ganiyu Yinusa & Olalekan Bashir Aworinde & Isiaq Olasunkanmi Oseni, 2017. "The Revenue-Expenditure Nexus in Nigeria: Assymetric Cointegration Approach," South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, vol. 15(1), pages 47-61.
• Simone Kruse & Thomas Tischer & Timo Wittig, 2017. "A New Empirical Investigation Of The Platinum Spot Returns," Journal of Smart Economic Growth, , vol. 2(2), pages 141-148, September.
• 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.
• Riadh El Abed, 2017. "Time Varying And Asymmetric Effect Between Oil Prices And Nominal Exchange Rate Volatility: A Multivariate Fiegarch-Dcc Approach," Journal of Academic Research in Economics, Spiru Haret University, Faculty of Accounting and Financial Management Constanta, vol. 9(1 (March)), pages 86-106.
• Zhang, Xinyu & Liu, Chu-An, 2019. "Inference After Model Averaging In Linear Regression Models," Econometric Theory, Cambridge University Press, vol. 35(4), pages 816-841, August.
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• 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.
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  • Francesco Lamperti & Andrea Roventini & Amir Sani, 2017. "Agent-Based Model Calibration using Machine Learning Surrogates," SciencePo Working papers Main hal-01499344, HAL.
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  • 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.
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• 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.
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• M. Papi & L. Pontecorvi & C. Donatucci, 2017. "Weighted average price in the Heston stochastic volatility model," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 40(1), pages 351-373, November.
• Eric. W. K. See-To & Yang Yang, 2017. "Market sentiment dispersion and its effects on stock return and volatility," Electronic Markets, Springer;IIM University of St. Gallen, vol. 27(3), pages 283-296, August.
• 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.
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• Lucille Wong & Eliyathamby A. Selvanathan & Saroja Selvanathan, 2017. "Empirical analysis of Australian consumption patterns," Empirical Economics, Springer, vol. 52(2), pages 799-823, March.
• 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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• Fabian Krüger, 2017. "Survey-based forecast distributions for Euro Area growth and inflation: ensembles versus histograms," Empirical Economics, Springer, vol. 53(1), pages 235-246, August.
• Wenming Shi & Kevin X. Li & Zhongzhi Yang & Ganggang Wang, 2017. "Time-varying copula models in the shipping derivatives market," Empirical Economics, Springer, vol. 53(3), pages 1039-1058, November.
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• 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.
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• Bai Huang & Tae-Hwy Lee & Aman Ullah, 2017. "A combined estimator of regression models with measurement errors," Indian Economic Review, Springer, vol. 52(1), pages 73-91, December.
  • Tae-Hwy Lee & Bai Huang & Aman Ullah, 2017. "A Combined Estimator of Regression Models with Measurement Errors," Working Papers 201902, University of California at Riverside, Department of Economics.
• 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.
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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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  • 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, Chia-Lin & McAleer, Michael, 2017. "The correct regularity condition and interpretation of asymmetry in EGARCH," Economics Letters, Elsevier, vol. 161(C), pages 52-55.
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• 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.
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• Marek Jarociński & Bartosz Maćkowiak, 2017. "Granger Causal Priority and Choice of Variables in Vector Autoregressions," The Review of Economics and Statistics, MIT Press, vol. 99(2), pages 319-329, May.
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• 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.
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• 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.
• Gouel, Christophe & Legrand, Nicolas, 2016. "Bayesian Estimation of the Storage Model using Information on Quantities," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts 235599, Agricultural and Applied Economics Association.
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• 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.
  • 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.
  • 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.
• 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.
• Bai Huang & Tae-Hwy Lee & Aman Ullah, 2017. "A combined estimator of regression models with measurement errors," Indian Economic Review, Springer, vol. 52(1), pages 73-91, December.
  • Tae-Hwy Lee & Bai Huang & Aman Ullah, 2017. "A Combined Estimator of Regression Models with Measurement Errors," Working Papers 201902, University of California at Riverside, Department of Economics.
• Molina Millán, Teresa & Macours, Karen, 2017. "Attrition in Randomized Control Trials: Using Tracking Information to Correct Bias," IZA Discussion Papers 10711, Institute of Labor Economics (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, Nova School of Business and Economics, 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 Oct 2019.
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• Fernando Delbianco & Andrés Fioriti, 2017. "Empirical search and characterization of contemporaneity using breaks and regime switching [Búsqueda empírica y caracterización de contemporaneidad utilizando quiebres estructurales y cambios de ré," Estudios Economicos, Universidad Nacional del Sur, Departamento de Economia, vol. 34(68), pages 75-91, january-J.
• Galina Gagarina & Evgeniy Dzyuba & Roman Gubarev & Fanil Faizullin, 2017. "Forecasting of Socio-Economic Development of the Russian Regions," Economy of region, Centre for Economic Security, Institute of Economics of Ural Branch of Russian Academy of Sciences, vol. 1(4), pages 1080-1094.
• Timothy G. Conley & Nirav Mehta & Ralph Stinebrickner & Todd Stinebrickner, 2024. "Social Interactions, Mechanisms, and Equilibrium: Evidence from a Model of Study Time and Academic Achievement," Journal of Political Economy, University of Chicago Press, vol. 132(3), pages 824-866.
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  • 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).
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• 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.
• 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.
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• Erik Kole & Dick Dijk, 2017. "How to Identify and Forecast Bull and Bear Markets?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(1), pages 120-139, January.
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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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• 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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  • Christophe Gouel & Nicolas Legrand, 2015. "Estimating the Competitive Storage Model with Trending Commodity Prices," Working Papers hal-04141412, HAL.
  • Christophe Gouel & Nicolas Legrand, 2015. "Estimating the competitive storage model with trending commodity prices," Working Papers 1513, Chaire Economie du climat.
  • Christophe Gouel & Nicolas Legrand, 2015. "Estimating the Competitive Storage Model with Trending Commodity Prices," FOODSECURE Technical papers 6, LEI Wageningen UR.
  • Christophe Gouel & Nicolas Legrand, 2017. "Estimating the Competitive Storage Model with Trending Commodity Prices," Post-Print hal-01584507, HAL.
• Jack Fosten, 2017. "Model selection with estimated factors and idiosyncratic components," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(6), pages 1087-1106, September.
  • 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..
• 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.
  • Kholodilin, Konstantin A. & Thomas, Tobias & Ulbricht, Dirk, 2014. "Do media data help to predict German industrial production?," DICE Discussion Papers 149, Heinrich Heine University Düsseldorf, Düsseldorf Institute for Competition Economics (DICE).
  • 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.
• 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.
  • Kirstin Hubrich & Frauke Skudelny, 2016. "Forecast Combination for Euro Area Inflation - A Cure in Times of Crisis?," Finance and Economics Discussion Series 2016-104, Board of Governors of the Federal Reserve System (U.S.).
  • Hubrich, Kirstin & Skudelny, Frauke, 2016. "Forecast combination for euro area inflation: a cure in times of crisis?," Working Paper Series 1972, European Central Bank.
• 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.
  • Joshua C.C. Chan & Angelia L. Grant, 2015. "A Bayesian model comparison for trend-cycle decompositions of output," CAMA Working Papers 2015-31, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Christian Menden & Christian R. Proaño, 2017. "Dissecting the financial cycle with dynamic factor models," Quantitative Finance, Taylor & Francis Journals, vol. 17(12), pages 1965-1994, December.
  • 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.
  • 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.
• Itkonen, Juha & Juvonen, Petteri, 2017. "Nowcasting the Finnish economy with a large Bayesian vector autoregressive model," BoF Economics Review 6/2017, Bank of Finland.
• Falck, Elisabeth & Hoffmann, Mathias & Hürtgen, Patrick, 2017. "Disagreement and monetary policy," Discussion Papers 29/2017, Deutsche Bundesbank.
  • Elisabeth Falck & Mathias Hoffmann & Patrick Hürtgen, 2018. "Disagreement and Monetary Policy," 2018 Meeting Papers 655, Society for Economic Dynamics.
• 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?," University of Göttingen Working Papers in Economics 300, University of Goettingen, Department of Economics.
• Hautsch, Nikolaus & Voigt, Stefan, 2019. "Large-scale portfolio allocation under transaction costs and model uncertainty," Journal of Econometrics, Elsevier, vol. 212(1), pages 221-240.
  • Nikolaus Hautsch & Stefan Voigt, 2017. "Large-Scale Portfolio Allocation Under Transaction Costs and Model Uncertainty," Papers 1709.06296, arXiv.org, revised Jun 2018.
  • 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).
• Chatelain, Jean-Bernard & Ralf, Kirsten, 2018. "Publish and Perish: Creative Destruction and Macroeconomic Theory," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 46(2), pages 65-101.
  • 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," Post-Print hal-01465858, HAL.
  • Chatelain, Jean-Bernard & Ralf, Kirsten, 2017. "Publish and Perish: Creative Destruction and Macroeconomic Theory," EconStor Preprints 149994, ZBW - Leibniz Information Centre for Economics.
  • Jean-Bernard Chatelain & Kirsten Ralf, 2019. "Publish and Perish: Creative Destruction and Macroeconomic Theory," Papers 1908.10680, arXiv.org.
  • Jean-Bernard Chatelain & Kirsten Ralf, 2019. "Publish and Perish: Creative Destruction and Macroeconomic Theory," Working Papers halshs-01720655, HAL.
  • Jean-Bernard Chatelain & Kirsten Ralf, 2018. "Publish and Perish: Creative Destruction and Macroeconomic Theory," PSE-Ecole d'économie de Paris (Postprint) hal-01465858, HAL.
  • Jean-Bernard Chatelain & Kirsten Ralf, 2019. "Publish and Perish: Creative Destruction and Macroeconomic Theory," PSE Working Papers halshs-01720655, HAL.
• Doll, Jens & Rosenthal, Beatrice & Volkenand, Jonas & Hamella, Sandra, 2017. "Nowcasting des deutschen BIP," Weidener Diskussionspapiere 59, University of Applied Sciences Amberg-Weiden (OTH).
• El Abed, Riadh & Zardoub, Amna, 2017. "Time varying and asymmetric effect between sovereign credit market and financial market: The asymmetric DCC model," Economics Discussion Papers 2017-97, Kiel Institute for the World Economy (IfW Kiel).
• Demetrescu, Matei & Leppin, Julian Sebastian & Reitz, Stefan, 2017. "Homogenous vs. heterogenous transition functions in smooth transition regressions: A LM-type test," Kiel Working Papers 2094, Kiel Institute for the World Economy (IfW Kiel).
• Hautsch, Nikolaus & Voigt, Stefan, 2017. "Large-Scale Portfolio Allocation Under Transaction Costs and Model Uncertainty: Adaptive Mixing of High- and Low-Frequency Information," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168222, Verein für Socialpolitik / German Economic Association.

2016

• Philipp Piribauer & Jesús Crespo Cuaresma, 2016. "Bayesian Variable Selection in Spatial Autoregressive Models," Spatial Economic Analysis, Taylor & Francis Journals, vol. 11(4), pages 457-479, October.
  • Jesus Crespo Cuaresma & Philipp Piribauer, 2015. "Bayesian Variable Selection in Spatial Autoregressive Models," Department of Economics Working Papers wuwp199, Vienna University of Economics and Business, Department of Economics.
  • Crespo Cuaresma, Jesus & Piribauer, Philipp, 2015. "Bayesian Variable Selection in Spatial Autoregressive Models," Department of Economics Working Paper Series 199, WU Vienna University of Economics and Business.
• 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 of Labor Economics (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.
• P Gorgi & P R Hansen & P Janus & S J Koopman, 2019. "Realized Wishart-GARCH: A Score-driven Multi-Asset Volatility Model," Journal of Financial Econometrics, Oxford University Press, vol. 17(1), pages 1-32.
  • 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, 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, 2017. "Model selection with estimated factors and idiosyncratic components," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(6), pages 1087-1106, September.
  • 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, 2019. "Lutte contre la pauvreté et incitations à l’emploi : quelle politique pour les jeunes ?," Revue économique, Presses de Sciences-Po, vol. 70(4), pages 539-568.
  • 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.
• Bertrand Candelon & Gilbert Colletaz & Christophe Hurlin & Sessi Tokpavi, 2011. "Backtesting Value-at-Risk: A GMM Duration-Based Test," Journal of Financial Econometrics, Oxford University Press, vol. 9(2), pages 314-343, Spring.
  • Gilbert COLLETAZ & Christophe HURLIN & Sessi TOKPAVI, 2008. "Backtesting Value-at-Risk: A GMM Duration-Based Test," LEO Working Papers / DR LEO 266, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
  • Candelon, B. & Colletaz, G. & Hurlin, C. & Tokpavi, S., 2009. "Backtesting value-at-risk : a GMM duration-based test," Research Memorandum 062, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
  • Gilbert Colletaz & Christophe Hurlin & Sessi Tokpavi, 2008. "Backtesting Value-at-Risk: A GMM Duration-Based Test," Post-Print halshs-00364797, HAL.
  • Gilbert Colletaz & Christophe Hurlin & Sessi Tokpavi, 2008. "Backtesting Value-at-Risk : A GMM Duration-based Test," Post-Print halshs-00363165, HAL.
  • Gilbert Colletaz & Christophe Hurlin & Sessi Tokpavi, 2008. "Backtesting Value-at-Risk : A GMM Duration-based Test," Post-Print halshs-00363146, HAL.
  • Gilbert Colletaz & Christophe Hurlin & Sessi Tokpavi, 2008. "Backtesting Value-at-Risk: A GMM Duration-Based Test," Post-Print halshs-00364793, HAL.
  • Gilbert COLLETAZ & Christophe HURLIN & Sessi TOKPAVI, 2009. "Backtesting Value-at-Risk: A GMM Duration-Based Test," LEO Working Papers / DR LEO 265, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
  • Christophe Hurlin & Gilbert Colletaz & Sessi Tokpavi & Bertrand Candelon, 2008. "Backtesting Value-at-Risk: A GMM Duration-Based Test," Working Papers halshs-00329495, HAL.
  • Gilbert Colletaz & Christophe Hurlin & Sessi Tokpavi, 2008. "Backtesting Value-at-Risk: A GMM Duration-Based-Test," Post-Print halshs-00364796, HAL.
  • Gilbert Colletaz & Christophe Hurlin & Sessi Tokpavi, 2008. "Backtesting Value-at-Risk : A GMM Duration-based Test," Post-Print halshs-00363168, HAL.
• 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.
  • Rossi, Barbara & Carrasco, Marine, 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 & Soupré, 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 Dec 2018.
  • Matthieu Soupre & Tatevik Sekhposyan & Barbara Rossi, 2016. "Understanding the Sources of Macroeconomic Uncertainty," Working Papers 920, Barcelona 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.
• Brzezińska Justyna, 2016. "Ordinal Log-Linear Models for Contingency Tables," Folia Oeconomica Stetinensia, Sciendo, vol. 16(1), pages 264-273, December.
• Kubus Mariusz, 2016. "Assessment of Predictor Importance with the Example of the Real Estate Market," Folia Oeconomica Stetinensia, Sciendo, vol. 16(2), pages 29-39, December.
• 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.
• Chlebus Marcin, 2017. "EWS-GARCH: New Regime Switching Approach to Forecast Value-at-Risk," Central European Economic Journal, Sciendo, vol. 3(50), pages 01-25, December.
  • 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. "Should I stay or should I go? A latent threshold approach to large-scale mixture innovation models," Papers 1607.04532, arXiv.org, revised Jul 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, 2018. "Should I stay or should I go? A latent threshold approach to large-scale mixture innovation models," Working Papers in Economics 2018-5, University of Salzburg.
  • 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 235, WU Vienna University of Economics and Business.
• Florian Huber & Gregor Kastner & Martin Feldkircher, 2016. "Should I stay or should I go? A latent threshold approach to large-scale mixture innovation models," Papers 1607.04532, arXiv.org, revised Jul 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 235, WU Vienna University of Economics and Business.
  • Huber, Florian & Kastner, Gregor & Feldkircher, Martin, 2018. "Should I stay or should I go? A latent threshold approach to large-scale mixture innovation models," Working Papers in Economics 2018-5, University of Salzburg.
  • 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.
• 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, 2016. "News shocks and labour market dynamics in matching models," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, 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.
• 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.
  • Patrick GAGLIARDINI & Elisa OSSOLA & Olivier SCAILLET, 2011. "Time-Varying Risk Premium In Large Cross-Sectional Equidity Datasets," Swiss Finance Institute Research Paper Series 11-40, Swiss Finance Institute.
  • Patrick GAGLIARDINI & Elisa OSSOLA & Olivier SCAILLET, 2011. "Time-Varying Risk Premium In Large Cross-Sectional Equidity Datasets," Swiss Finance Institute Research Paper Series 11-41, Swiss Finance Institute.
  • 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(2), 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, 2015. "Model Comparisons in Unstable Environments," Working Papers 784, Barcelona School 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.
  • Barbara Rossi & Raffaella Giacomini, 2010. "Model Comparisons in Unstable Environments," Working Papers 10-29, Duke University, Department of Economics.
• 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," Working Papers 784, Barcelona Graduate School 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.
  • Barbara Rossi & Raffaella Giacomini, 2010. "Model Comparisons in Unstable Environments," Working Papers 10-29, Duke University, Department 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 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.
  • Barbara Rossi, 2015. "Forecast Rationality Tests in the Presence of Instabilities, With Applications to Federal Reserve and Survey Forecasts," Working Papers 765, Barcelona School of Economics.
  • 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.
• 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, 2016. "Mismatch Shocks and Unemployment During the Great Recession," Post-Print hal-04204699, HAL.
  • 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 and Public Policy Working Papers 2015-14, University of Adelaide, School of Economics and Public Policy.
  • 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.
  • Francesco Furlanetto & Nicolas Groshenny, 2014. "Mismatch Shocks and Unemployment During the Great Recession," School of Economics and Public Policy Working Papers 2014-07, University of Adelaide, School of Economics and Public Policy.
• 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.
• Robert Reed & Christina Lira & Lee Byung‐Ki & Junsoo Lee, 2016. "Free Trade Agreements and Foreign Direct Investment: The Role of Endogeneity and Dynamics," Southern Economic Journal, John Wiley & Sons, vol. 83(1), pages 176-201, July.
• 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 & Peter C. B. Phillips, 2018. "Sequentially testing polynomial model hypotheses using power transforms of regressors," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(1), pages 141-159, January.
  • 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.
• 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.
• Stević, Željko & Tanackov, Ilija & Vasiljević, Marko & Vesković, Slavko, 2016. "Fuzzy Multicriteria Model for Ranking Suppliers in Manufacturing Company," Proceedings of the ENTRENOVA - ENTerprise REsearch InNOVAtion Conference (2016), Rovinj, Croatia, in: Proceedings of the ENTRENOVA - ENTerprise REsearch InNOVAtion Conference, Rovinj, Croatia, 8-9 September 2016, pages 196-203, IRENET - Society for Advancing Innovation and Research in Economy, Zagreb.
• Christian Dreger & Jürgen Wolters, 2016. "On the empirical relevance of the Lucas critique: the case of euro area money demand," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 43(1), pages 61-82, February.
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• Michael Donadelli & Antonio Paradiso & Max Riedel, 2019. "A Quasi Real‐Time Leading Indicator for the EU Industrial Production," Manchester School, University of Manchester, vol. 87(4), pages 510-542, July.
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• Jakusch, Sven Thorsten & Meyer, Steffen & Hackethal, Andreas, 2019. "Taming models of prospect theory in the wild? Estimation of Vlcek and Hens (2011)," SAFE Working Paper Series 146, Leibniz Institute for Financial Research SAFE, revised 2019.
• 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, Leibniz Institute for Financial Research SAFE.
• Jakusch, Sven Thorsten, 2017. "On the applicability of maximum likelihood methods: From experimental to financial data," SAFE Working Paper Series 148, Leibniz Institute for Financial Research SAFE, revised 2017.
• Härdle, Wolfgang Karl & Trimborn, Simon, 2015. "CRIX or evaluating blockchain based currencies," SFB 649 Discussion Papers 2015-048, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
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• Schnücker, Annika, 2016. "Restrictions Search for Panel VARs," VfS 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," VfS 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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• 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.
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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 of the African Governance and Development Institute. 16/015, African Governance and Development Institute..
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• 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.
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• 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.
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• 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.
• Rohit Malhorta, 2016. "Demystifying Optimal Welfare Weights Controversy From A Social Strategist Perspective," Journal of Social and Economic Statistics, Bucharest University of Economic Studies, vol. 5(2), pages 33-48, DECEMBER.
• 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 (AFEA), 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.
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• Mouna Gammoudi & Mondher Cherif & Simplice A. Asongu, 2016. "FDI and Growth in the MENA countries: Are the GCC countries Different?," Research Africa Network Working Papers 16/015, Research Africa Network (RAN).
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• Darko, Francis Addeah & Ricker-Gilbert, Jacob & Kilic, Talip & Florax, Raymond & Shively, Gerald, 2016. "Profitability of fertilizer use in SSA: evidence from rural Malawi," 2016 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, 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, Boston, Massachusetts 235599, Agricultural and Applied Economics Association.
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• 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, 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: The Magazine of Food, Farm, and Resource Issues, Agricultural and Applied Economics Association, vol. 31(2), pages 1-7.
• 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.
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• Florian Huber & Gregor Kastner & Martin Feldkircher, 2019. "Should I stay or should I go? A latent threshold approach to large‐scale mixture innovation models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(5), pages 621-640, August.
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• 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.
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• Chen, Le-Yu & Lee, Sokbae, 2018. "Best subset binary prediction," Journal of Econometrics, Elsevier, vol. 206(1), pages 39-56.
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• Sant’Anna, Pedro H.C. & Song, Xiaojun, 2019. "Specification tests for the propensity score," Journal of Econometrics, Elsevier, vol. 210(2), pages 379-404.
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• Gagliardini, Patrick & Ossola, Elisa & Scaillet, Olivier, 2019. "A diagnostic criterion for approximate factor structure," Journal of Econometrics, Elsevier, vol. 212(2), pages 503-521.
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• Huseynov, Salman & Mammadov, Fuad, 2016. "A small scale forecasting and simulation model for Azerbaijan (FORSAZ)," MPRA Paper 76348, University Library of Munich, Germany.
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• Paolo Brunori & Vito Peragine & Laura Serlenga, 2019. "Upward and downward bias when measuring inequality of opportunity," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 52(4), pages 635-661, April.
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• 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 Limited, vol. 33(4), pages 595-624, October.
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  • 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 & Norberto Rodríguez, 2016. "Nonlinear Pass-Through of Exchange Rate Shocks on Inflation: A Bayesian Smooth Transition VAR Approach," IHEID Working Papers 13-2016, Economics Section, The Graduate Institute of International Studies.
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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 14306, Banco de la Republica.
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• Luis Melo Velandia & Luis Fernando Melo Velandia, 2019. "Regresión cuantílica dinámica para la medición del valor en riesgo: Una aplicación a datos colombianos," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, vol. 38(76), pages 23-50, January.
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• 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 & Thomas Ferrière & Eric Monnet & Magali Marx & Vichett Oung, 2016. "The PRISME model: can disaggregation on the production side help to forecast GDP?," Working papers 596, Banque de France.
• M. Mogliani & Thomas Ferrière, 2016. "Rationality of announcements, business cycle asymmetry, and predictability of revisions. The case of French GDP," Working papers 600, Banque de France.
• 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 Dec 2018.
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• José Ignacio González Giangrossi, 2016. "Agregados monetarios Divisia y demanda de dinero en Uruguay," Documentos de trabajo 2016003, Banco Central del Uruguay.
• Cathy W. S. Chen & Mike K. P. So & Thomas C. Chiang, 2016. "Evidence of Stock Returns and Abnormal Trading Volume: A Threshold Quantile Regression Approach," The Japanese Economic Review, Springer, vol. 67(1), pages 96-124, March.
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• Brian Chi-ang Lin & Siqi Zheng & 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.
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• Òscar Jordá & 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.
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• Gualberto Zubieta Huaygua, 2016. "Análisis de los efectos de la inflación en el crecimiento económico: evidencia para la economía boliviana," Revista de Análisis del BCB, Banco Central de Bolivia, vol. 24(1), pages 9-47, June.
• André K. Anundsen, 2019. "Detecting Imbalances in House Prices: What Goes Up Must Come Down?," Scandinavian Journal of Economics, Wiley Blackwell, vol. 121(4), pages 1587-1619, October.
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• Yuto Iwasaki & Sohei Kaihatsu, 2016. "Measuring Underlying Inflation Using Dynamic Model Averaging," Bank of Japan Working Paper Series 16-E-8, Bank of Japan.
• Button Patrick, 2016. "Model Uncertainty and Model Averaging in Regression Discontinuity Designs," Journal of Econometric Methods, De Gruyter, vol. 5(1), pages 103-116, January.
• Nguimkeu Pierre, 2016. "An Improved Selection Test between Autoregressive and Moving Average Disturbances in Regression Models," Journal of Time Series Econometrics, De Gruyter, vol. 8(1), pages 41-54, January.
• 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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• 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, 2018. "On the Stock–Yogo Tables," Econometrics, MDPI, vol. 6(4), pages 1-23, November.
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• 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.
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• Hossein Kavand & Marcel Voia, 2018. "Estimation of Health Care Demand and its Implication on Income Effects of Individuals," Springer Proceedings in Business and Economics, in: William H. Greene & Lynda Khalaf & Paul Makdissi & Robin C. Sickles & Michael Veall & Marcel-Cristia (ed.), Productivity and Inequality, pages 275-304, Springer.
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• 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.
• Patrick Minford & Michael Wickens & Yongdeng Xu, 2019. "Testing Part of a DSGE Model by Indirect Inference," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 81(1), pages 178-194, February.
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• 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.
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• 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.
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• 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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• Alexander Chudik & George Kapetanios & M. Hashem Pesaran, 2016. "Big data analytics: a new perspective," Globalization Institute Working Papers 268, Federal Reserve Bank of Dallas.
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• Caporale, Guglielmo Maria & Helmi, Mohamad Husam & Çatık, Abdurrahman Nazif & Menla Ali, Faek & Akdeniz, Coşkun, 2018. "Monetary policy rules in emerging countries: Is there an augmented nonlinear taylor rule?," Economic Modelling, Elsevier, vol. 72(C), pages 306-319.
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• Cole, Stephen J. & Milani, Fabio, 2019. "The Misspecification Of Expectations In New Keynesian Models: A Dsge-Var Approach," Macroeconomic Dynamics, Cambridge University Press, vol. 23(3), pages 974-1007, April.
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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.
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• Paul Schneider, 2015. "An Anatomy of the Equity Premium," Swiss Finance Institute Research Paper Series 15-61, Swiss Finance Institute.
• Gagliardini, Patrick & Ossola, Elisa & Scaillet, Olivier, 2019. "A diagnostic criterion for approximate factor structure," Journal of Econometrics, Elsevier, vol. 212(2), pages 503-521.
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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.
• Doko Tchatoka, Firmin & Dufour, Jean-Marie, 2020. "Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions: Invariance and finite-sample distributional theory," Journal of Econometrics, Elsevier, vol. 218(2), pages 390-418.
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• Jean-Marie Dufour & Richard Luger, 2017. "Identification-robust moment-based tests for Markov switching in autoregressive models," Econometric Reviews, Taylor & Francis Journals, vol. 36(6-9), pages 713-727, October.
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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,Facultad de Economía, 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 Limited, 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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• 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, Universidad Javeriana - Bogotá, vol. 0(0), pages 1-46, February.
• Bertanha, Marinho, 2020. "Regression discontinuity design with many thresholds," Journal of Econometrics, Elsevier, vol. 218(1), pages 216-241.
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• 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 & Matthieu Soupre, 2016. "Understanding the sources of macroeconomic uncertainty," Economics Working Papers 1531, Department of Economics and Business, Universitat Pompeu Fabra, revised Dec 2018.
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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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• Ashton, Robert H., 2016. "The Value of Expert Opinion in the Pricing of Bordeaux Wine Futures," Journal of Wine Economics, Cambridge University Press, vol. 11(2), pages 261-288, August.
• 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(2), pages 482-503, March.
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• Caporale, Guglielmo Maria & Helmi, Mohamad Husam & Çatık, Abdurrahman Nazif & Menla Ali, Faek & Akdeniz, Coşkun, 2018. "Monetary policy rules in emerging countries: Is there an augmented nonlinear taylor rule?," Economic Modelling, Elsevier, vol. 72(C), pages 306-319.
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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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• Jung, Alexander, 2016. "A portfolio demand approach for broad money in the euro area," Working Paper Series 1929, European Central Bank.
• Garcí­a, Juan Angel & Werner, Sebastian E. V., 2016. "Bond risk premia, macroeconomic factors and financial crisis in the euro area," Working Paper Series 1938, European Central Bank.
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• Anvar V. Gumerov & Milyausha K. Biktemirova & Vitalii ?. Babushkin & Svetlana M. Nuryyakhmetova & Roman E. Moiseev & Anna B. Nikolaeva & Regina R. Kharisova & Vera P. Rukomoinikova, 2016. "Quality Functions Modeling of Industrial Enterprises Products," International Review of Management and Marketing, Econjournals, vol. 6(1), pages 165-169.
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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.
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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 16046, 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.
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• 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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• 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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• 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.
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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.
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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," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01339826, HAL.
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• 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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• 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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• 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).
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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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• 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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• 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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• Shi Chen & Cathy Yi-Hsuan Chen & Wolfgang Karl Härdle & TM Lee & Bobby Ong, 2016. "A first econometric analysis of the CRIX family," SFB 649 Discussion Papers SFB649DP2016-031, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Hermann Elendner & Simon Trimborn & Bobby Ong & Teik Ming Lee, 2016. "The Cross-Section of Crypto-Currencies as Financial Assets: An Overview," SFB 649 Discussion Papers SFB649DP2016-038, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Caggiano, Giovanni & Castelnuovo, Efrem & Damette, Olivier & Parent, Antoine & Pellegrino, Giovanni, 2017. "Liquidity traps and large-scale financial crises," Journal of Economic Dynamics and Control, Elsevier, vol. 81(C), pages 99-114.
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• Shubhasis Dey, 2016. "Historical Events and the Gold Price," Working papers 198, Indian Institute of Management Kozhikode.
• Abhishek Gupta, 2016. "A Forecasting Metric for Evaluating DSGE Models for Policy Analysis," International Journal of Central Banking, International Journal of Central Banking, vol. 12(1), pages 33-65, March.
• Arturo Lorenzo-Valdés, 2016. "Dependencia Condicional entre los Mercados Bursátiles de México y Estados Unidos," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, vol. 31(1), pages 3-14, April.
• Dilip M. Nachane, 2016. "Dynamic stochastic general equilibrium (dsge) modelling: Theory and practice," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2016-004, Indira Gandhi Institute of Development Research, Mumbai, India.
• Sumana Chaudhuri & Shovan Ray & Ganesh-Kumar, 2018. "Integrated Model of Computable General Equilibrium and Social Cost Benefit Analysis of an Indian Oil Refinery: Future Projections and Macroeconomic Effects," Journal of Infrastructure Development, India Development Foundation, vol. 10(1-2), pages 96-125, June.
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• Ting Wang & Carolin Strobl & Achim Zeileis & Edgar C. Merkle, 2016. "Score-Based Tests of Differential Item Functioning in the Two-Parameter Model," Working Papers 2016-05, Faculty of Economics and Statistics, Universität Innsbruck.
• Michel Philipp & Achim Zeileis & Carolin Strobl, 2016. "A Toolkit for Stability Assessment of Tree-Based Learners," Working Papers 2016-11, Faculty of Economics and Statistics, Universität Innsbruck.
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• Yongquan Cao & Grey Gordon, 2019. "A Practical Approach to Testing Calibration Strategies," Computational Economics, Springer;Society for Computational Economics, vol. 53(3), pages 1165-1182, March.
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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.
  • O'Hare, Colin & Li, Youwei, 2016. "Modelling mortality: Are we heading in the right direction?," MPRA Paper 71392, University Library of Munich, Germany.
• 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.
  • O'Hare, Colin & Li, Youwei, 2016. "Models of Mortality rates - analysing the residuals," MPRA Paper 71394, 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.
  • 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.
• José Fajardo, 2017. "A new factor to explain implied volatility smirk," Applied Economics, Taylor & Francis Journals, vol. 49(40), pages 4026-4034, August.
  • fajardo, José, 2016. "A New Factor to Explain Implied Volatility Smirk," MPRA Paper 71809, University Library of Munich, Germany.
• 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.
  • 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.
• 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.
  • Tapa, Nosipho & Tom, Zandile & Lekoma, Molebogeng & Ebersohn, J. & Phiri, Andrew, 2016. "The unemployment-stock market relationship in South Africa: Evidence from symmetric and asymmetric cointegration models," MPRA Paper 74101, 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 of the African Governance and Development Institute. 16/015, 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 A. Asongu, 2016. "FDI and Growth in the MENA countries: Are the GCC countries Different?," Research Africa Network Working Papers 16/015, Research Africa Network (RAN).
• 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 A. Asongu & John C. Anyanwu & Vanessa S. Tchamyou, 2016. "Information sharing and conditional financial development in Africa," Research Africa Network Working Papers 16/054, Research Africa Network (RAN).
  • 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 of the African Governance and Development Institute. 16/001, African Governance and Development Institute..
• 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.
  • Huseynov, Salman & Mammadov, Fuad, 2016. "A small scale forecasting and simulation model for Azerbaijan (FORSAZ)," MPRA Paper 76348, University Library of Munich, Germany.
• 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.
• Druica, Elena & Goschin, Zizi, 2016. "Does Economic Status Matter for the Regional Variation of Malnutrition-Related Diabetes in Romania? Temporal Clustering and Spatial Analyses," MPRA Paper 88831, University Library of Munich, Germany.
• Jana Marková & Božena Hrvoľová, 2016. "Share Valuation Using the Comparative Method [Ohodnocovanie akcií porovnávacou metódou]," Acta Oeconomica Pragensia, Prague University of Economics and Business, 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 Finanzas, 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.
• 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 M. Vieider, 2017. "Accommodating stake effects under prospect theory," Journal of Risk and Uncertainty, Springer, vol. 55(1), pages 1-28, August.
  • Ranoua Bouchouicha & Ferdinand Vieider, 2016. "Accommodating Stake Effects under Prospect Theory," Economics Discussion Papers em-dp2016-03, Department of Economics, University of Reading.
• 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.
  • 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.
• 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.
• Riadh El Abed & Samir Maktouf, 2016. "Long Memory And Asymmetric Effect In East Asian Foreign Exchange Markets," Journal of Academic Research in Economics, Spiru Haret University, Faculty of Accounting and Financial Management Constanta, vol. 8(2 (July)), pages 294-306.
• 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, 2021. "Focused Information Criterion and Model Averaging for Large Panels With a Multifactor Error Structure," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 39(1), pages 54-68, January.
  • 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 Huellen & Duo Qin, 2019. "Compulsory Schooling and Returns to Education: A Re-Examination," Econometrics, MDPI, vol. 7(3), pages 1-20, September.
  • Sophie van Huellen & Duo Qin, 2016. "Compulsory Schooling and the Returns to Education: A Re-examination," Working Papers 199, Department of Economics, SOAS University of London, UK.
• Mert URAL, 2016. "Modelling Crude Oil Price Volatility and the Effects of Global Financial Crisis," Sosyoekonomi Journal, Sosyoekonomi Society, issue 24(29).
• 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.
  • Sylvain Barde & Ofce Observatoire Français Des Conjonctures Économiques, 2016. "Direct comparison of agent-based models of herding in financial markets," SciencePo Working papers Main hal-03604749, HAL.
  • Sylvain Barde & OFCE Observatoire français des conjonctures économiques, 2016. "Direct comparison of agent -based models of herding in financial markets," Sciences Po publications info:hdl:2441/7kr9gv74ut9, Sciences Po.
  • Sylvain Barde & Ofce Observatoire Français Des Conjonctures Économiques, 2016. "Direct comparison of agent-based models of herding in financial markets," Post-Print hal-03604749, HAL.
• 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.
  • Olivier Bargain & Andreas Peichl, 2016. "Own-wage labor supply elasticities: variation across time and estimation methods," Post-Print hal-01447870, HAL.
• Cathy W.S. Chen & Mike K.P. So & Thomas C. Chiang, 2016. "Evidence of Stock Returns and Abnormal Trading Volume: A Threshold Quantile Regression Approach," The Japanese Economic Review, Japanese Economic Association, vol. 67(1), pages 96-124, March.
  • Cathy W. S. Chen & Mike K. P. So & Thomas C. Chiang, 2016. "Evidence of Stock Returns and Abnormal Trading Volume: A Threshold Quantile Regression Approach," The Japanese Economic Review, Springer, vol. 67(1), pages 96-124, March.
• 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.
  • Gabriele Fiorentini & Enrique Sentana, 2014. "Neglected Serial Correlation Tests in UCARIMA Models," Working Papers wp2014_1406, CEMFI.
• 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.
  • Dolado, Juan José & Ortigueira, Salvador & Stucchi, Rodolfo, 2011. "Does dual employment protection affect TFP? Evidence from Spanish manufacturing firms," UC3M Working papers. Economics we1137, Universidad Carlos III de Madrid. Departamento de Economía.
  • Dolado, Juan J & Ortigueira, Salvador & Stucchi, Rodolfo, 2012. "Does dual employment protection affect TFP? Evidence from Spanish manufacturing firms," CEPR Discussion Papers 8763, C.E.P.R. Discussion Papers.
• Polanski, Arnold & Stoja, Evarist, 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.
  • Mattia Guerini & Alessio Moneta, 2016. "A Method for Agent-Based Models Validation," Working Papers Series 42, Institute for New Economic Thinking.
  • Mattia Guerini & Alessio Moneta, 2016. "A Method for Agent-Based Models Validation," LEM Papers Series 2016/16, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
• Pål Boug & Ådne Cappelen & Anders Rygh Swensen, 2016. "Modelling OPEC behaviour. Theory and evidence," Discussion Papers 843, Statistics Norway, Research Department.
• Zacharias Psaradakis & Marián Vávra, 2019. "Portmanteau tests for linearity of stationary time series," Econometric Reviews, Taylor & Francis Journals, vol. 38(2), pages 248-262, February.
  • 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.
• 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, Universität Innsbruck.
  • Kleiber, Christian & Zeileis, Achim, 2014. "Visualizing Count Data Regressions Using Rootograms," Working papers 2014/13, Faculty of Business and Economics - University of Basel.
• 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.
• Adusei Jumah & Robert M. Kunst, 2016. "Optimizing time-series forecasts for inflation and interest rates using simulation and model averaging," Applied Economics, Taylor & Francis Journals, vol. 48(45), pages 4366-4378, September.
  • Jumah, Adusei & Kunst, Robert M., 2008. "Optimizing Time-series Forecasts for Inflation and Interest Rates Using Simulation and Model Averaging," Economics Series 231, Institute for Advanced Studies.
• 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.
• 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.
  • 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 & Carrasco, Marine, 2016. "In-sample Inference and Forecasting in Misspecified Factor Models," CEPR Discussion Papers 11388, C.E.P.R. Discussion Papers.

2015

• 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.
  • Levent Bulut, 2015. "Does Statistical Significance Help to Evaluate Predictive Performance of Competing Models?," European Journal of Economic and Political Studies, Fatih University, vol. 8(2), pages 1-13.
• Hyytinen, Ari & Meriläinen, Jaakko & Saarimaa, Tuukka & Toivanen, Otto & Tukiainen, Janne, 2015. "Does Regression Discontinuity Design Work? Evidence from Random Election Outcomes," Working Papers 59, VATT Institute for Economic Research.
• Galina Hale & John Krainer & Erin McCarthy, 2020. "Aggregation Level in Stress-Testing Models," International Journal of Central Banking, International Journal of Central Banking, vol. 16(4), pages 1-46, September.
  • Galina Hale & John Krainer & Erin McCarthy, 2015. "Aggregation level in stress testing models," Working Paper Series 2015-14, Federal Reserve Bank of San Francisco.
  • Hale, Galina & Krainer, John & McCarthy, Erin, 2023. "Aggregation level in stress testing models," Santa Cruz Department of Economics, Working Paper Series qt863813n4, Department of Economics, UC Santa Cruz.
• Mark Bognanni & Edward P. Herbst, 2014. "Estimating (Markov-Switching) VAR Models without Gibbs Sampling: A Sequential Monte Carlo Approach," Working Papers (Old Series) 1427, Federal Reserve Bank of Cleveland.
  • Mark Bognanni & Edward P. Herbst, 2015. "Estimating (Markov-Switching) VAR Models without Gibbs Sampling: A Sequential Monte Carlo Approach," Finance and Economics Discussion Series 2015-116, Board of Governors of the Federal Reserve System (U.S.).
• 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.
  • Silvia Goncalves & Michael W. McCracken & Benoit Perron, 2015. "Tests of Equal Accuracy for Nested Models with Estimated Factors," Working Papers 2015-25, Federal Reserve Bank of St. Louis.
• Michael W. McCracken & Michael T. Owyang & Tatevik Sekhposyan, 2021. "Real-Time Forecasting and Scenario Analysis Using a Large Mixed-Frequency Bayesian VAR," International Journal of Central Banking, International Journal of Central Banking, vol. 17(71), pages 1-41, December.
  • Michael W. McCracken & Michael T. Owyang & Tatevik Sekhposyan, 2015. "Real-Time Forecasting and Scenario Analysis using a Large Mixed-Frequency Bayesian VAR," Working Papers 2015-030, Federal Reserve Bank of St. Louis, revised 10 Apr 2020.
• 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.
  • 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.
  • 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," Working Papers hal-04141412, HAL.
  • Christophe Gouel & Nicolas Legrand, 2017. "Estimating the Competitive Storage Model with Trending Commodity Prices," Post-Print hal-01584507, HAL.
• Andrew J. Buck & George M. Lady, 2015. "A New Approach to Model Verification, Falsification and Selection," Econometrics, MDPI, 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.
• Sebastien Lleo & William T. Ziemba, 2015. "The Swiss Black Swan Bad Scenario: Is Switzerland Another Casualty of the Eurozone Crisis?," IJFS, MDPI, vol. 3(3), pages 1-30, August.
  • 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.
• 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.
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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, H. O. Stekler 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, H. O. Stekler 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 Group Publishing Limited.
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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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• 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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• Mihailo Radoman & Marcel C. Voia, 2015. "Youth Training Programs and Their Impact on Career and Spell Duration of Professional Soccer Players," LABOUR, CEIS, vol. 29(2), pages 163-193, June.
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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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• 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.
• Westin, Jonas & de Jong, Gerard & Vierth, Inge & Krüger, Niclas & Karlsson, Rune & Johansson, Magnus, 2015. "Baserunning - analyzing the sensitivity and economies of scale of the Swedish national freight model system using stochastic production-consumption-matrices," Working papers in Transport Economics 2015:10, CTS - Centre for Transport Studies Stockholm (KTH and VTI), revised 15 Sep 2016.
• Pingel, Ronnie & Waernbaum, Ingeborg, 2015. "Correlation and efficiency of propensity score-based estimators for average causal effects," Working Paper Series 2015:3, IFAU - Institute for Evaluation of Labour Market and Education Policy.
• André Kallåk Anundsen & Ragnar Nymoen, 2015. "Did US Consumers 'Save for a Rainy Day' Before the Great Recession?," CESifo Working Paper Series 5347, CESifo.
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• Marit Linnea Gjelsvik & Victoria Sparrman & Ragnar Nymoen, 2015. "Have inflation targeting and EU labour immigration changed the system of wage formation in Norway?," Discussion Papers 824, Statistics Norway, Research Department.
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• 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.
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• Ishihara, Tsunehiro & Watanabe, Toshiaki, 2015. "Econometric Analysis of Business Cycles: A Survey with the Application to the Composite Index in Japan," Economic Review, Hitotsubashi University, vol. 66(2), pages 145-168, April.
• 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.
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• 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.
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• 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.
• de Boer, Henk-Wim & Jongen, Egbert L.W. & Kabatek, Jan, 2022. "The effectiveness of fiscal stimuli for working parents," Labour Economics, Elsevier, vol. 76(C).
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  • 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 of Labor Economics (IZA).
• Tarek Bouchaddekh & Abdelfatteh Bouri & Makram Nouaili, 2015. "Asset Pricing and Probability of Information-based Trading: Application to the Tunisian Stock Market," Oblik i finansi, Institute of Accounting and Finance, issue 1, pages 58-65, March.
• Kitagawa, Toru & Muris, Chris, 2016. "Model averaging in semiparametric estimation of treatment effects," Journal of Econometrics, Elsevier, vol. 193(1), pages 271-289.
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• Steven Berry & Philip Haile, 2016. "Identification in Differentiated Products Markets," Annual Review of Economics, Annual Reviews, vol. 8(1), pages 27-52, October.
  • Steven Berry & Phil Haile, 2015. "Identification in differentiated product markets," CeMMAP working papers 47/15, Institute for Fiscal Studies.
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  • 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.
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• 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.
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• 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 of Labor Economics (IZA).
• de Boer, Henk-Wim & Jongen, Egbert L.W. & Kabatek, Jan, 2022. "The effectiveness of fiscal stimuli for working parents," Labour Economics, Elsevier, vol. 76(C).
  • 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 of Labor Economics (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.
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• 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.
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• 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.
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• 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.
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• Jean-Thomas Bernard & Michael Gavin & Lynda Khalaf & Marcel Voia, 2015. "Environmental Kuznets Curve: Tipping Points, Uncertainty and Weak Identification," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 60(2), pages 285-315, February.
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• 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.
• 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 Economia Aplicada, Estudios de Economia 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 Economia Aplicada, Estudios de Economia 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 Economia Aplicada, Estudios de Economia Aplicada, vol. 33, pages 801-816, Septiembr.
• Henzel Steffen R. & Lehmann Robert & Wohlrabe Klaus, 2015. "Nowcasting Regional GDP: The Case of the Free State of Saxony," Review of Economics, De Gruyter, vol. 66(1), pages 71-98, April.
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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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• 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 Berry & Phil Haile, 2015. "Identification in differentiated product markets," CeMMAP working papers 47/15, 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.
  • 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.
• 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.
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• Yi-Ting Chen, 2015. "Modeling Maximum Entropy Distributions for Financial Returns by Moment Combination and Selection," Journal of Financial Econometrics, Oxford University Press, 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.
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  • Konstantinos Theodoridis & Francesco Zanetti, 2015. "News Shocks and Labor Market Dynamics in Matching Models," BCAM Working Papers 1501, Birkbeck Centre for Applied Macroeconomics.
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• 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 Bedón 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.
• Gabriel Rodríguez, 2015. "Modeling Latin-American Stock Markets Volatility: Varying Probabilities and Mean Reversion in a Random Level Shifts Model," Documentos de Trabajo / Working Papers 2015-403, Departamento de Economía - Pontificia Universidad Católica del Perú.
• Ricardo Quineche Uribe & 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.
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• Christian Hutter & Enzo Weber, 2015. "Constructing a new leading indicator for unemployment from a survey among German employment agencies," Applied Economics, Taylor & Francis Journals, vol. 47(33), pages 3540-3558, July.
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• Joshua C. C. Chan & Eric Eisenstat, 2015. "Marginal Likelihood Estimation with the Cross-Entropy Method," Econometric Reviews, Taylor & Francis Journals, vol. 34(3), pages 256-285, March.
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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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• Malte Knüppel, 2015. "Evaluating the Calibration of Multi-Step-Ahead Density Forecasts Using Raw Moments," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 33(2), pages 270-281, April.
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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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• Francine Gresnigt & Erik Kole & Philip Hans Franses, 2017. "Specification Testing in Hawkes Models," Journal of Financial Econometrics, Oxford University Press, vol. 15(1), pages 139-171.
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• Kim Ristolainen, 2015. "Were the Scandinavian Banking Crises Predictable? A Neural Network Approach," Discussion Papers 99, Aboa Centre for Economics.
• Josh R. Stillwagon, 2015. "TIPS and the VIX: Non-linear Spillovers from Financial Panic to Breakeven Inflation," Working Papers 1502, Trinity College, Department of Economics.
• Lavergne, Pascal, 2015. "Assessing the Approximate Validity of Moment Restrictions," TSE Working Papers 15-562, Toulouse School of Economics (TSE), revised May 2020.
• Diewert, W. Erwin, 2015. "A Note on the Flexibility of the Barnett and Hahm Functional Form," Economics working papers erwin_diewert-2015-1, Vancouver School of Economics, revised 09 Jan 2015.
• Guillaume Gaetan Martinet & Michael McAleer, 2018. "On the invertibility of EGARCH(p, q)," Econometric Reviews, Taylor & Francis Journals, vol. 37(8), pages 824-849, September.
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  • Guillaume Gaetan Martinet & Michael McAleer, 2014. "On the Invertibility of EGARCH," Tinbergen Institute Discussion Papers 14-096/III, Tinbergen Institute.
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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.
  • Guillaume Gaetan Martinet & Michael McAleer, 2015. "On the Invertibility of EGARCH(p,q)," Tinbergen Institute Discussion Papers 15-022/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.
• Ling, Shiqing & McAleer, Michael & Tong, Howell, 2015. "Frontiers in Time Series and Financial Econometrics: An overview," Journal of Econometrics, Elsevier, vol. 189(2), pages 245-250.
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• Aloui, Riadh & Gupta, Rangan & Miller, Stephen M., 2016. "Uncertainty and crude oil returns," Energy Economics, Elsevier, vol. 55(C), pages 92-100.
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• Dmytro Pokidin, 2015. "National Bank of Ukraine Econometric Model for the Assessment of Banks’ Credit Risk and Support Vector Machine Alternative," Visnyk of the National Bank of Ukraine, National Bank of Ukraine, issue 234, pages 52-72.
• 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.
• Inoue, Atsushi & Kuo, Chun-Hung & Rossi, Barbara, 2020. "Identifying the sources of model misspecification," Journal of Monetary Economics, Elsevier, vol. 110(C), pages 1-18.
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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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• Timothy G. Conley & Nirav Mehta & Ralph Stinebrickner & Todd Stinebrickner, 2024. "Social Interactions, Mechanisms, and Equilibrium: Evidence from a Model of Study Time and Academic Achievement," Journal of Political Economy, University of Chicago Press, vol. 132(3), pages 824-866.
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• Guido W. Imbens, 2015. "Matching Methods in Practice: Three Examples," Journal of Human Resources, University of Wisconsin Press, vol. 50(2), pages 373-419.
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• Daniel Felix Ahelegbey, 2015. "The Econometrics of Networks: A Review," Working Papers 2015:13, Department of Economics, University of Venice "Ca' Foscari".
• 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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• 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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• Jia Chen & Degui Li & Oliver Linton & Zudi Lu, 2015. "Semiparametric model averaging of ultra-high dimensional time series," CeMMAP working papers 62/15, Institute for Fiscal Studies.
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  • Simplice Asongu & Uchenna EFOBI & Ibukun BEECROFT, 2015. "FDI, Aid, Terrorism: Conditional Threshold Evidence from Developing Countries," Working Papers of the African Governance and Development Institute. 15/019, African Governance and Development Institute..
  • Simplice A. Asongu & Uchenna R. Efobi & Ibukun Beecroft, 2015. "FDI, Aid, Terrorism: Conditional Threshold Evidence from Developing Countries," Research Africa Network Working Papers 15/019, Research Africa Network (RAN).
• 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 Management.
• Donadelli, Michael & Paradiso, Antonio & Riedel, Max, 2015. "A novel ex-ante leading indicator for the EU industrial production," SAFE Working Paper Series 118, Leibniz Institute for Financial Research SAFE.
• Meyer-Gohde, Alexander & Neuhoff, Daniel, 2015. "Generalized exogenous processes in DSGE: A Bayesian approach," SFB 649 Discussion Papers 2015-014, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  • Meyer-Gohde, Alexander & Neuhoff, Daniel, 2018. "Generalized exogenous processes in DSGE: A Bayesian approach," IMFS Working Paper Series 125, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
• Neuhoff, Daniel, 2015. "Dynamics of real per capita GDP," SFB 649 Discussion Papers 2015-039, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Härdle, Wolfgang Karl & Trimborn, Simon, 2015. "CRIX or evaluating blockchain based currencies," SFB 649 Discussion Papers 2015-048, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  • Trimborn, Simon & Härdle, Wolfgang Karl, 2016. "CRIX or evaluating blockchain based currencies," SFB 649 Discussion Papers 2016-021, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• 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," VfS 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," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113221, Verein für Socialpolitik / German Economic Association.
• 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.
  • 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," CREATES Research Papers 2015-12, Department of Economics and Business Economics, Aarhus University.
  • 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.
• 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.
  • 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.
  • 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.
• 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.
  • Simplice A. Asongu & Jacinta C. Nwachukwu, 2015. "Drivers of FDI in Fast Growing Developing Countries: Evidence from Bundling and Unbundling Governance," Research Africa Network Working Papers 15/001, Research Africa Network (RAN).
  • Simplice Asongu & Jacinta C. Nwachukwu, 2015. "Drivers of FDI in Fast Growing Developing Countries: Evidence from Bundling and Unbundling Governance," Working Papers of the African Governance and Development Institute. 15/001, African Governance and Development Institute..
• Simplice Asongu & Oasis Kodila-Tedika, 2015. "Conditional determinants of FDI in fast emerging economies: an instrumental quantile regression approach," Working Papers of the African Governance and Development Institute. 15/003, African Governance and Development Institute..
  • Simplice A. Asongu & Oasis Kodila-Tedika, 2015. "Conditional determinants of FDI in fast emerging economies: an instrumental quantile regression approach," Research Africa Network Working Papers 15/003, Research Africa Network (RAN).
  • 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.
• Simplice Asongu, 2015. "Drivers of Growth in Fast Emerging Economies: A Dynamic Instrumental Quantile Approach," Working Papers of the African Governance and Development Institute. 15/009, African Governance and Development Institute..
  • Simplice A. Asongu, 2015. "Drivers of Growth in Fast Emerging Economies: A Dynamic Instrumental Quantile Approach," Research Africa Network Working Papers 15/009, Research Africa Network (RAN).
  • Asongu, Simplice, 2015. "Drivers of Growth in Fast Emerging Economies: A Dynamic Instrumental Quantile Approach," MPRA Paper 67309, University Library of Munich, Germany.
• Simplice Asongu, 2015. "Determinants of Growth in Fast Developing Countries: Evidence from Bundling and Unbundling Institutions," Working Papers of the African Governance and Development Institute. 15/010, African Governance and Development Institute..
  • Simplice A. Asongu, 2015. "Determinants of Growth in Fast Developing Countries: Evidence from Bundling and Unbundling Institutions," Research Africa Network Working Papers 15/010, Research Africa Network (RAN).
  • Asongu, Simplice, 2015. "Determinants of Growth in Fast Developing Countries: Evidence from Bundling and Unbundling Institutions," MPRA Paper 67310, 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 - Leibniz Information Centre for Economics.
  • Simplice A. Asongu & Uchenna R. Efobi & Ibukun Beecroft, 2015. "FDI, Aid, Terrorism: Conditional Threshold Evidence from Developing Countries," Research Africa Network Working Papers 15/019, Research Africa Network (RAN).
  • Simplice Asongu & Uchenna EFOBI & Ibukun BEECROFT, 2015. "FDI, Aid, Terrorism: Conditional Threshold Evidence from Developing Countries," Working Papers of the African Governance and Development Institute. 15/019, African Governance and Development Institute..
  • 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 & Nwachukwu Jacinta, 2018. "Fighting Terrorism: Empirics on Policy Harmonisation," German Economic Review, De Gruyter, vol. 19(3), pages 237-259, August.
  • Simplice Asongu & Jacinta Nwachukwu, 2018. "Fighting Terrorism: Empirics on Policy Harmonisation," German Economic Review, Verein für Socialpolitik, vol. 19(3), pages 237-259, August.
  • Simplice Asongu & Jacinta C. Nwachukwu, 2015. "Fighting Terrorism: Empirics on Policy Harmonization," Working Papers of the African Governance and Development Institute. 15/024, African Governance and Development Institute..
  • Simplice A. Asongu & Jacinta C. Nwachukwu, 2015. "Fighting Terrorism: Empirics on Policy Harmonization," Research Africa Network Working Papers 15/024, Research Africa Network (RAN).
  • Asongu, Simplice & Nwachukwu, Jacinta, 2015. "Fighting Terrorism: Empirics on Policy Harmonization," MPRA Paper 68314, University Library of Munich, Germany.
• 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.
  • Asongu Simplice & John Ssozi, 2015. "When is Foreign Aid Effective in Fighting Terrorism? Threshold Evidence," Working Papers of the African Governance and Development Institute. 15/031, African Governance and Development Institute..
  • Simplice A. Asongu & John Ssozi, 2015. "When is Foreign Aid Effective in Fighting Terrorism? Threshold Evidence," Research Africa Network Working Papers 15/031, Research Africa Network (RAN).
  • Asongu, Simplice & Ssozi, John, 2015. "When is Foreign Aid Effective in Fighting Terrorism? Threshold Evidence," MPRA Paper 68654, University Library of Munich, Germany.
• 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.
  • Simplice A. Asongu & Ghassen El Montasser & Hassen Toumi, 2015. "Testing the Relationships between Energy Consumption, CO2 emissions and Economic Growth in 24 African Countries: a Panel ARDL Approach," Research Africa Network Working Papers 15/037, Research Africa Network (RAN).
  • Simplice Asongu & Ghassen El Montasser & Hassen Toumi, 2015. "Testing the Relationships between Energy Consumption, CO2 emissions and Economic Growth in 24 African Countries: a Panel ARDL Approach," Working Papers of the African Governance and Development Institute. 15/037, African Governance and Development Institute..
• 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.
• 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, 2015. "Mismatch Shocks and Unemployment During the Great Recession," School of Economics and Public Policy Working Papers 2015-14, University of Adelaide, School of Economics and Public Policy.
  • Francesco Furlanetto & Nicolas Groshenny, 2014. "Mismatch Shocks and Unemployment During the Great Recession," School of Economics and Public Policy Working Papers 2014-07, University of Adelaide, School of Economics and Public Policy.
  • Francesco Furlanetto & Nicolas Groshenny, 2016. "Mismatch Shocks and Unemployment During the Great Recession," Post-Print hal-04204699, HAL.
  • 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, 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.
• 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.
  • Simplice Asongu & Jacinta C. Nwachukwu, 2015. "Drivers of FDI in Fast Growing Developing Countries: Evidence from Bundling and Unbundling Governance," Working Papers of the African Governance and Development Institute. 15/001, African Governance and Development Institute..
  • Simplice A. Asongu & Jacinta C. Nwachukwu, 2015. "Drivers of FDI in Fast Growing Developing Countries: Evidence from Bundling and Unbundling Governance," Research Africa Network Working Papers 15/001, Research Africa Network (RAN).
• Simplice A. Asongu & Oasis Kodila-Tedika, 2015. "Conditional determinants of FDI in fast emerging economies: an instrumental quantile regression approach," Research Africa Network Working Papers 15/003, Research Africa Network (RAN).
  • Simplice Asongu & Oasis Kodila-Tedika, 2015. "Conditional determinants of FDI in fast emerging economies: an instrumental quantile regression approach," Working Papers of the African Governance and Development Institute. 15/003, African Governance and Development Institute..
  • 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.
• Asongu, Simplice, 2015. "Drivers of Growth in Fast Emerging Economies: A Dynamic Instrumental Quantile Approach," MPRA Paper 67309, University Library of Munich, Germany.
  • Simplice Asongu, 2015. "Drivers of Growth in Fast Emerging Economies: A Dynamic Instrumental Quantile Approach," Working Papers of the African Governance and Development Institute. 15/009, African Governance and Development Institute..
  • Simplice A. Asongu, 2015. "Drivers of Growth in Fast Emerging Economies: A Dynamic Instrumental Quantile Approach," Research Africa Network Working Papers 15/009, Research Africa Network (RAN).
• Asongu, Simplice, 2015. "Determinants of Growth in Fast Developing Countries: Evidence from Bundling and Unbundling Institutions," MPRA Paper 67310, University Library of Munich, Germany.
  • Simplice Asongu, 2015. "Determinants of Growth in Fast Developing Countries: Evidence from Bundling and Unbundling Institutions," Working Papers of the African Governance and Development Institute. 15/010, African Governance and Development Institute..
  • Simplice A. Asongu, 2015. "Determinants of Growth in Fast Developing Countries: Evidence from Bundling and Unbundling Institutions," Research Africa Network Working Papers 15/010, Research Africa Network (RAN).
• Asongu, Simplice & Efobi, Uchenna & Beecroft, Ibukun, 2015. "FDI, Aid, Terrorism: Conditional Threshold Evidence from Developing Countries," EconStor Preprints 114569, ZBW - Leibniz Information Centre for Economics.
  • Simplice Asongu & Uchenna EFOBI & Ibukun BEECROFT, 2015. "FDI, Aid, Terrorism: Conditional Threshold Evidence from Developing Countries," Working Papers of the African Governance and Development Institute. 15/019, African Governance and Development Institute..
  • Simplice A. Asongu & Uchenna R. Efobi & Ibukun Beecroft, 2015. "FDI, Aid, Terrorism: Conditional Threshold Evidence from Developing Countries," Research Africa Network Working Papers 15/019, Research Africa Network (RAN).
  • 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 & Nwachukwu Jacinta, 2018. "Fighting Terrorism: Empirics on Policy Harmonisation," German Economic Review, De Gruyter, vol. 19(3), pages 237-259, August.
  • Simplice Asongu & Jacinta Nwachukwu, 2018. "Fighting Terrorism: Empirics on Policy Harmonisation," German Economic Review, Verein für Socialpolitik, vol. 19(3), pages 237-259, August.
  • Asongu, Simplice & Nwachukwu, Jacinta, 2015. "Fighting Terrorism: Empirics on Policy Harmonization," MPRA Paper 68314, University Library of Munich, Germany.
  • Simplice Asongu & Jacinta C. Nwachukwu, 2015. "Fighting Terrorism: Empirics on Policy Harmonization," Working Papers of the African Governance and Development Institute. 15/024, African Governance and Development Institute..
  • Simplice A. Asongu & Jacinta C. Nwachukwu, 2015. "Fighting Terrorism: Empirics on Policy Harmonization," Research Africa Network Working Papers 15/024, Research Africa Network (RAN).
• 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.
  • Asongu, Simplice & Ssozi, John, 2015. "When is Foreign Aid Effective in Fighting Terrorism? Threshold Evidence," MPRA Paper 68654, University Library of Munich, Germany.
  • Asongu Simplice & John Ssozi, 2015. "When is Foreign Aid Effective in Fighting Terrorism? Threshold Evidence," Working Papers of the African Governance and Development Institute. 15/031, African Governance and Development Institute..
  • Simplice A. Asongu & John Ssozi, 2015. "When is Foreign Aid Effective in Fighting Terrorism? Threshold Evidence," Research Africa Network Working Papers 15/031, Research Africa Network (RAN).
• 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.
  • Simplice Asongu & Ghassen El Montasser & Hassen Toumi, 2015. "Testing the Relationships between Energy Consumption, CO2 emissions and Economic Growth in 24 African Countries: a Panel ARDL Approach," Working Papers of the African Governance and Development Institute. 15/037, African Governance and Development Institute..
  • Simplice A. Asongu & Ghassen El Montasser & Hassen Toumi, 2015. "Testing the Relationships between Energy Consumption, CO2 emissions and Economic Growth in 24 African Countries: a Panel ARDL Approach," Research Africa Network Working Papers 15/037, Research Africa Network (RAN).
• Ma, Wanglin & Abdulai, Awudu, 2015. "Linking apple farmers to markets: Determinants and impacts of marketing contracts in China," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California 202719, Agricultural and Applied Economics Association.
• 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.
  • Amendola, Alessandra & Candila, Vincenzo & Scognamillo, Antonio, 2015. "On the influence of the U.S. monetary policy on the crude oil price volatility," 2015 Fourth Congress, June 11-12, 2015, Ancona, Italy 207860, Italian Association of Agricultural and Applied Economics (AIEAA).
• 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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  • 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," EconomiX Working Papers 2015-15, University of Paris Nanterre, EconomiX.
  • Christophe Gouel & Nicolas Legrand, 2015. "Estimating the Competitive Storage Model with Trending Commodity Prices," Working Papers hal-04141412, HAL.
  • Christophe Gouel & Nicolas Legrand, 2017. "Estimating the Competitive Storage Model with Trending Commodity Prices," Post-Print hal-01584507, HAL.
  • Christophe Gouel & Nicolas Legrand, 2015. "Estimating the competitive storage model with trending commodity prices," Working Papers 1513, Chaire Economie du climat.
• 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, vol. 18(A), pages 1-22, July.
• 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.
  • 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.
• 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.
• 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, 2015. "Forecasting in Nonstationary Environments: What Works and What Doesn't in Reduced-Form and Structural Models," Working Papers 819, Barcelona School of Economics.
• Cesar Carrera & Alan Ledesma, 2015. "Aggregate Inflation Forecast with Bayesian Vector Autoregressive Models," Working Papers 50, Peruvian Economic Association.
• Ricardo Crisóstomo, 2014. "An analisys of the Heston Stochastic Volatility Model: Implementation and Calibration using Matlab," CNMV Working Papers CNMV Working Papers no 58, CNMV- Spanish Securities Markets Commission - Research and Statistics Department.
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• Marinelli, Carlo & d’Addona, Stefano, 2017. "Nonparametric estimates of pricing functionals," Journal of Empirical Finance, Elsevier, vol. 44(C), pages 19-35.
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• Kitagawa, Toru & Muris, Chris, 2016. "Model averaging in semiparametric estimation of treatment effects," Journal of Econometrics, Elsevier, vol. 193(1), pages 271-289.
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  • Toru Kitagawa & Chris Muris, 2015. "Model averaging in semiparametric estimation of treatment effects," CeMMAP working papers 46/15, Institute for Fiscal Studies.
• 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.
  • Jia Chen & Degui Li & Oliver Linton & Zudi Lu, 2015. "Semiparametric model averaging of ultra-high dimensional time series," CeMMAP working papers 62/15, Institute for Fiscal Studies.
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• 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/Revue canadienne d'économique, John Wiley & Sons, vol. 49(3), pages 906-930, August.
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• Zacharias Psaradakis & Marián Vávra, 2019. "Portmanteau tests for linearity of stationary time series," Econometric Reviews, Taylor & Francis Journals, vol. 38(2), pages 248-262, February.
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• Bruno Albuquerque & Georgi Krustev, 2018. "Debt Overhang and Deleveraging in the US Household Sector: Gauging the Impact on Consumption," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 64(2), pages 459-481, June.
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• 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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• Paolo Guarda & Abdelaziz Rouabah, 2015. "Is the financial sector Luxembourg?s engine of growth?," BCL working papers 97, Central Bank of Luxembourg.
• Ana Inés Gárriz & Demian Tupac Panigo, 2015. "Prebisch Reciprocity Principle. An Application for the Common Automotive Policy between Argentina and Brazil," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, vol. 1(73), pages 117-147, December.
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• Rossi, Barbara & Sekhposyan, Tatevik, 2019. "Alternative tests for correct specification of conditional predictive densities," Journal of Econometrics, Elsevier, vol. 208(2), pages 638-657.
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• Logan McLeod, 2015. "The Association Between Physician Supply And The Mix Of Generalist And Specialist Services Used," Contemporary Economic Policy, Western Economic Association International, vol. 33(3), pages 434-449, July.
• Lehmann Robert & Wohlrabe Klaus, 2015. "Forecasting GDP at the Regional Level with Many Predictors," German Economic Review, De Gruyter, vol. 16(2), pages 226-254, May.
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• Sarolta Laczó, 2015. "Risk Sharing With Limited Commitment And Preference Heterogeneity: Structural Estimation And Testing," Journal of the European Economic Association, European Economic Association, vol. 13(2), pages 265-292, April.
• 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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• Mihailo Radoman & Marcel C. Voia, 2015. "Youth Training Programs and Their Impact on Career and Spell Duration of Professional Soccer Players," LABOUR, CEIS, vol. 29(2), pages 163-193, June.
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• André Kallåk Anundsen & Ragnar Nymoen, 2015. "Did US Consumers 'Save for a Rainy Day' Before the Great Recession?," CESifo Working Paper Series 5347, CESifo.
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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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• 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.
  • Monti, Francesca, 2015. "Can a data-rich environment help identify the sources of model misspecification?," Bank of England working papers 527, Bank of England.
  • Francesca Monti, 2015. "Can a data-rich environment help identify the sources of model misspecification?," Discussion Papers 1505, Centre for Macroeconomics (CFM).
• Chiu, Ching-Wai (Jeremy) & Mumtaz, Haroon & Pintér, Gábor, 2017. "Forecasting with VAR models: Fat tails and stochastic volatility," International Journal of Forecasting, Elsevier, vol. 33(4), pages 1124-1143.
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• Polanski, Arnold & Stoja, Evarist, 2015. "Extreme risk interdependence," Bank of England working papers 563, Bank of England.
• Kaminska, Iryna & Roberts-Sklar, Matt, 2015. "A global factor in variance risk premia and local bond pricing," Bank of England working papers 576, Bank of England.
• Seungmoon Choi, 2015. "Maximum Likelihood Estimation of Continuous-Time Diffusion Models for Korean Short-Term Interest Rates," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, vol. 21(4), pages 28-58, December.
• Zhongjun Qu & Denis Tkachenko, 2017. "Global Identification in DSGE Models Allowing for Indeterminacy," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 84(3), pages 1306-1345.
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• Zhongjun Qu, 2018. "A Composite Likelihood Framework for Analyzing Singular DSGE Models," The Review of Economics and Statistics, MIT Press, vol. 100(5), pages 916-932, December.
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• Albuquerque Bruno & Baumann Ursel & Krustev Georgi, 2015. "US household deleveraging following the Great Recession – a model-based estimate of equilibrium debt," The B.E. Journal of Macroeconomics, De Gruyter, vol. 15(1), pages 255-307, January.
• 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.
  • Lehmann Robert & Wohlrabe Klaus, 2015. "Forecasting GDP at the Regional Level with Many Predictors," German Economic Review, De Gruyter, vol. 16(2), pages 226-254, May.
  • Robert Lehmann & Klaus Wohlrabe, 2012. "Forecasting GDP at the Regional Level with Many Predictors," CESifo Working Paper Series 3956, CESifo.
  • 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.
• Dehejia Rajeev, 2015. "Experimental and Non-Experimental Methods in Development Economics: A Porous Dialectic," Journal of Globalization and Development, De Gruyter, vol. 6(1), pages 47-69, June.
• 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 29-46, January.
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• Jochmann Markus & Koop Gary, 2015. "Regime-switching cointegration," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 19(1), pages 35-48, February.
  • Markus Jochmann & Gary Koop, 2011. "Regime-Switching Cointegration," Working Papers 1125, University of Strathclyde Business School, Department of Economics.
  • Jochmann, Markus & Koop, Gary, 2011. "Regime-Switching Cointegration," SIRE Discussion Papers 2011-36, Scottish Institute for Research in Economics (SIRE).
  • Markus Jochmann & Gary Koop, 2011. "Regime-Switching Cointegration," Working Paper series 40_11, Rimini Centre for Economic Analysis.
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• Nonejad Nima, 2015. "Particle Gibbs with ancestor sampling for stochastic volatility models with: heavy tails, in mean effects, leverage, serial dependence and structural breaks," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 19(5), pages 561-584, December.
• Fernanda Maria Muller & Fábio Mariano Bayer, 2015. "Numerical evaluation of likelihood inferences in Beta-t-Skew-EGARCH models," Brazilian Review of Finance, Brazilian Society of Finance, vol. 13(1), pages 40-73.
• Mihailo Radoman & Marcel-Cristian Voia, 2015. "Internal Promotion in Competitive Sports: Evidence from the English Premier League," Carleton Economic Papers 15-09, Carleton University, Department of Economics.
• 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.
• Minford, Patrick & Wickens, Michael R. & Meenagh, David & Le, Vo Phuong Mai, 2015. "Small sample performance of indirect inference on DSGE models," CEPR Discussion Papers 10382, C.E.P.R. Discussion Papers.
  • 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.
• Minford, Patrick & Wickens, Michael R. & Meenagh, David & Xu, Yongdeng, 2015. "Comparing Indirect Inference and Likelihood testing: asymptotic and small sample results," CEPR Discussion Papers 10765, C.E.P.R. Discussion Papers.
  • Meenagh, David & Minford, Patrick & Wickens, Michael & Xu, Yongdeng, 2015. "Comparing Indirect Inference and Likelihood testing: asymptotic and small sample results," Cardiff Economics Working Papers E2015/8, Cardiff University, Cardiff Business School, Economics Section.
• Vo 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.
  • Minford, Patrick & Wickens, Michael R. & Meenagh, David & Le, Vo Phuong Mai & Xu, Yongdeng, 2015. "Testing macro models by indirect inference: a survey for users," CEPR Discussion Papers 10766, C.E.P.R. Discussion Papers.
  • Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael & Xu, Yongdeng, 2015. "Testing macro models by indirect inference: a survey for users," Cardiff Economics Working Papers E2015/9, Cardiff University, Cardiff Business School, Economics Section.
• 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," 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.
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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, vol. 5(1), pages 1-54, March.
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• Michael D. Bauer, 2018. "Restrictions on Risk Prices in Dynamic Term Structure Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 36(2), pages 196-211, April.
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• Lahiri, Kajal & Yang, Liu, 2016. "Asymptotic variance of Brier (skill) score in the presence of serial correlation," Economics Letters, Elsevier, vol. 141(C), pages 125-129.
  • Kajal Lahiri & Liu Yang, 2015. "Asymptotic Variance of Brier (Skill) Score in the Presence of Serial Correlation," CESifo Working Paper Series 5290, CESifo.
• Henzel Steffen R. & Lehmann Robert & Wohlrabe Klaus, 2015. "Nowcasting Regional GDP: The Case of the Free State of Saxony," Review of Economics, De Gruyter, vol. 66(1), pages 71-98, April.
  • 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.
  • Steffen Henzel & Robert Lehmann & Klaus Wohlrabe, 2015. "Nowcasting Regional GDP: The Case of the Free State of Saxony," CESifo Working Paper Series 5336, CESifo.
• André K. Anundsen & Ragnar Nymoen, 2015. "Did US consumers ‘save for a rainy day’ before the Great Recession?," Working Paper 2015/08, Norges Bank.
  • André Kallåk Anundsen & Ragnar Nymoen, 2015. "Did US Consumers 'Save for a Rainy Day' Before the Great Recession?," CESifo Working Paper Series 5347, CESifo.
  • Anundsen, Andre K. & Nymoen, Ragnar, 2015. "Did US consumers `save for a rainy day' before the Great Recession?," Memorandum 11/2015, Oslo University, Department of Economics.
• 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?," LSE Research Online Documents on Economics 86320, London School of Economics and Political Science, LSE Library.
  • Francesca Monti, 2015. "Can a data-rich environment help identify the sources of model misspecification?," Discussion Papers 1505, Centre for Macroeconomics (CFM).
  • Monti, Francesca, 2015. "Can a data-rich environment help identify the sources of model misspecification?," Bank of England working papers 527, Bank of England.
• 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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• Leippold, Markus & Vasiljević, Nikola, 2017. "Pricing and disentanglement of American puts in the hyper-exponential jump-diffusion model," Journal of Banking & Finance, Elsevier, vol. 77(C), pages 78-94.
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• 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/Revue canadienne d'économique, John Wiley & Sons, vol. 48(5), pages 1831-1854, December.
  • 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.
  • Jörgen Hansen & Xingfei Liu, 2011. "Estimating Labor Supply Responses and Welfare Participation: Using a Natural Experiment to Validate a Structural Labor Supply Model," CIRANO Working Papers 2011s-53, CIRANO.
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• Dante Amengual & Enrique Sentana, 2020. "Is a Normal Copula the Right Copula?," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 38(2), pages 350-366, April.
  • Sentana, Enrique & Amengual, Dante, 2015. "Is a normal copula the right copula?," CEPR Discussion Papers 10809, C.E.P.R. Discussion Papers.
  • Dante Amengual & Enrique Sentana, 2015. "Is a Normal Copula the Right Copula?," Working Papers wp2015_1504, CEMFI.
• 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 12567, Universidad de los Andes, Facultad de Economía, CEDE.
• Raúl De Jesús Gutiérrez & Reyna Vergara González & Miguel A. Díaz Carreño, 2015. "Predicción de la volatilidad en el mercado del petróleo mexicano ante la presencia de efectos asimétricos," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, March.
• Alejandro Ramírez Vigoya, 2015. "Ajuste de una función de producción al sector financiero en Colombia," Revista Facultad de Ciencias Económicas, Universidad Militar Nueva Granada, vol. 0(1), pages 141-156, June.
• Gabriela Zepeda-Mercado, 2015. "Sincronización cíclica del sector manufacturero de méxico y estados unidos desde una perspectiva no lineal autorregresiva con transición suave," Revista Facultad de Ciencias Económicas, Universidad Militar Nueva Granada, vol. 23(2), pages 163-175, December.
• Henk-Wim de Boer, 2015. "A structural analysis of labour supply and involuntary unemployment in the Netherlands," CPB Discussion Paper 312, CPB Netherlands Bureau for Economic Policy Analysis.
• Henk-Wim de Boer, 2015. "A structural analysis of labour supply and involuntary unemployment in the Netherlands," CPB Discussion Paper 312.rdf, CPB Netherlands Bureau for Economic Policy Analysis.
• 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.
  • Minford, Patrick & Wickens, Michael R. & Meenagh, David & Le, Vo Phuong Mai, 2015. "Small sample performance of indirect inference on DSGE models," CEPR Discussion Papers 10382, C.E.P.R. Discussion Papers.
• 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.
  • Muellbauer, John & Aron, Janine & Sebudde, Rachel, 2015. "Inflation forecasting models for Uganda: is mobile money relevant?," CEPR Discussion Papers 10739, C.E.P.R. Discussion Papers.
• Meenagh, David & Minford, Patrick & Wickens, Michael & Xu, Yongdeng, 2015. "Comparing Indirect Inference and Likelihood testing: asymptotic and small sample results," Cardiff Economics Working Papers E2015/8, Cardiff University, Cardiff Business School, Economics Section.
  • Minford, Patrick & Wickens, Michael R. & Meenagh, David & Xu, Yongdeng, 2015. "Comparing Indirect Inference and Likelihood testing: asymptotic and small sample results," CEPR Discussion Papers 10765, C.E.P.R. Discussion Papers.
• Vo 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.
  • Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael & Xu, Yongdeng, 2015. "Testing macro models by indirect inference: a survey for users," Cardiff Economics Working Papers E2015/9, Cardiff University, Cardiff Business School, Economics Section.
  • Minford, Patrick & Wickens, Michael R. & Meenagh, David & Le, Vo Phuong Mai & Xu, Yongdeng, 2015. "Testing macro models by indirect inference: a survey for users," CEPR Discussion Papers 10766, C.E.P.R. Discussion Papers.
• Dante Amengual & Enrique Sentana, 2020. "Is a Normal Copula the Right Copula?," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 38(2), pages 350-366, April.
  • Dante Amengual & Enrique Sentana, 2015. "Is a Normal Copula the Right Copula?," Working Papers wp2015_1504, CEMFI.
  • Sentana, Enrique & Amengual, Dante, 2015. "Is a normal copula the right copula?," CEPR Discussion Papers 10809, C.E.P.R. Discussion Papers.
• Fernández-Villaverde, J. & Rubio-Ramírez, J.F. & Schorfheide, F., 2016. "Solution and Estimation Methods for DSGE Models," Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 527-724, Elsevier.
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• Muellbauer, John & Aron, Janine & Sebudde, Rachel, 2015. "Inflation forecasting models for Uganda: is mobile money relevant?," CEPR Discussion Papers 10739, C.E.P.R. Discussion Papers.
  • 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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• 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.
  • 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, 2016. "Mismatch Shocks and Unemployment During the Great Recession," Post-Print hal-04204699, HAL.
  • Francesco Furlanetto & Nicolas Groshenny, 2015. "Mismatch Shocks and Unemployment During the Great Recession," School of Economics and Public Policy Working Papers 2015-14, University of Adelaide, School of Economics and Public Policy.
  • 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.
  • Francesco Furlanetto & Nicolas Groshenny, 2014. "Mismatch Shocks and Unemployment During the Great Recession," School of Economics and Public Policy Working Papers 2014-07, University of Adelaide, School of Economics and Public Policy.
• 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.
  • Joshua C.C. Chan & Angelia L. Grant, 2015. "Modeling energy price dynamics: GARCH versus stochastic volatility," CAMA Working Papers 2015-20, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• 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.
  • Joshua C.C. Chan & Angelia L. Grant, 2015. "A Bayesian model comparison for trend-cycle decompositions of output," CAMA Working Papers 2015-31, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Joshua C. C. Chan & Eric Eisenstat, 2018. "Bayesian model comparison for time‐varying parameter VARs with stochastic volatility," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(4), pages 509-532, June.
  • 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 29-46, January.
  • Silva, João M. C. Santos & Tenreyro, Silvana & Windmeijer, Frank, 2015. "Testing competing models for non-negative data with many zeros," LSE Research Online Documents on Economics 63663, London School of Economics and Political Science, LSE Library.
• Sebastien Lleo & William T. Ziemba, 2015. "The Swiss Black Swan Bad Scenario: Is Switzerland Another Casualty of the Eurozone Crisis?," IJFS, MDPI, vol. 3(3), pages 1-30, August.
  • 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?," Bank of England working papers 527, Bank of England.
  • 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.
  • Francesca Monti, 2015. "Can a data-rich environment help identify the sources of model misspecification?," Discussion Papers 1505, Centre for Macroeconomics (CFM).
• Giuseppe De Luca & Jan Magnus & Franco Peracchi, 2015. "On the Ambiguous Consequences of Omitting Variables," Tinbergen Institute Discussion Papers 15-061/III, Tinbergen Institute.
  • Giuseppe De Luca & Jan R. Magnus & Franco Peracchi, 2015. "On the ambiguous consequences of omitting variables," EIEF Working Papers Series 1505, Einaudi Institute for Economics and Finance (EIEF), revised May 2015.
• Gulten Mero & Serge Darolles & Gaëlle Le Fol, 2015. "Financial Market Liquidity: Who Is Acting Strategically?," THEMA Working Papers 2015-14, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
• 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 Group Publishing Limited.
• 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 Group Publishing Limited.
  • Marcel Aloy & Gilles Dufrénot, 2015. "A Comparison of the Fed’s and ECB’s Strategies during the Subprime Crisis," Post-Print hal-01456110, HAL.
• Guillaume Gaetan Martinet & Michael McAleer, 2018. "On the invertibility of EGARCH(p, q)," Econometric Reviews, Taylor & Francis Journals, vol. 37(8), pages 824-849, September.
  • 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.
  • Martinet, G.G. & McAleer, M.J., 2015. "On the Invertibility of EGARCH(p,q)," Econometric Institute Research Papers EI 2015-12, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Guillaume Gaetan Martinet & Michael McAleer, 2015. "On the Invertibility of EGARCH(p,q)," Documentos de Trabajo del ICAE 2015-03, 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," 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.
  • Guillaume Gaetan Martinet & Michael McAleer, 2015. "On the Invertibility of EGARCH(p,q)," Tinbergen Institute Discussion Papers 15-022/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.
• Mehmet Balcilar & Stelios Bekiros & Rangan Gupta, 2017. "The role of news-based uncertainty indices in predicting oil markets: a hybrid nonparametric quantile causality method," Empirical Economics, Springer, vol. 53(3), pages 879-889, November.
  • Mehmet Balcilar & Stelios Bekiros & Rangan Gupta, 2015. "The Role of News-Based Uncertainty Indices in Predicting Oil Markets: A Hybrid Nonparametric Quantile Causality Method," Working Papers 201522, University of Pretoria, Department of Economics.
  • Mehmet Balcilar & Rangan Gupta & STELIOS BEKIROS, 2015. "The Role Of News-Based Uncertainty Indices In Predicting Oil Markets: A Hybrid Nonparametric Quantile Causality Method," Working Papers 15-02, Eastern Mediterranean University, Department of Economics.
• 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.

2014

• Paul Catani & Timo Teräsvirta & Meiqun Yin, 2017. "A Lagrange multiplier test for testing the adequacy of constant conditional correlation GARCH model," Econometric Reviews, Taylor & Francis Journals, vol. 36(6-9), pages 599-621, October.
  • 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," LIDAM Discussion Papers CORE 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," LIDAM Discussion Papers CORE 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," LIDAM Discussion Papers CORE 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.
• Federico Carlini & Paolo Santucci de Magistris, 2019. "On the Identification of Fractionally Cointegrated VAR Models With the Condition," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 37(1), pages 134-146, January.
  • Federico Carlini & Paolo Santucci de Magistris, 2013. "On the identification of fractionally cointegrated VAR models with the F(d) condition," CREATES Research Papers 2013-44, 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 Group Publishing Limited.
  • 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, 2014. "The Risk Premia Embedded in Index Options," CREATES Research Papers 2014-56, Department of Economics and Business Economics, Aarhus University.
  • Torben G. Andersen & Nicola Fusari & Viktor Todorov, 2018. "The Risk Premia Embedded in Index Options," CREATES Research Papers 2018-07, Department of Economics and Business Economics, Aarhus University.
• Simplice Asongu & Christian Nguena, 2014. "Equitable and Sustainable Development of Foreign Land Acquisitions: Lessons, Policies and Implications," Working Papers of the African Governance and Development Institute. 14/038, African Governance and Development Institute..
  • Simplice A. Asongu & Christian L. Nguena, 2014. "Equitable and Sustainable Development of Foreign Land Acquisitions: Lessons, Policies and Implications," Research Africa Network Working Papers 14/038, Research Africa Network (RAN).
  • Asongu, Simplice & NGUENA, Christian L., 2014. "Equitable and Sustainable Development of Foreign Land Acquisitions: Lessons, Policies and Implications," MPRA Paper 66598, University Library of Munich, Germany.
  • Simplice Anutechia Asongu & Christian Lambert Nguena, 2014. "Equitable and sustainable development of foreign land acquisitions: Lessons, Policies and Implications," AAYE Policy Research Working Paper Series 14_013, Association of African Young Economists, revised Aug 2014.
• Igor L. Kheifets, 2015. "Specification tests for nonlinear dynamic models," Econometrics Journal, Royal Economic Society, vol. 18(1), pages 67-94, February.
  • Igor Kheifets, 2014. "Specification Tests for Nonlinear Dynamic Models," Working Papers w0209, Center for Economic and Financial Research (CEFIR).
  • Igor Kheifets, 2014. "Specification Tests for Nonlinear Dynamic Models," Working Papers w0209, New Economic School (NES).
  • Igor Kheifets, 2014. "Specification Tests for Nonlinear Dynamic Models," Cowles Foundation Discussion Papers 1937, Cowles Foundation for Research in Economics, Yale University, revised Oct 2014.
• 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 and Public Policy Working Papers 2014-05, University of Adelaide, School of Economics and Public Policy.
  • 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 and Public Policy Working Papers 2014-06, University of Adelaide, School of Economics and Public Policy.
  • 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 and Public Policy Working Papers 2014-07, University of Adelaide, School of Economics and Public Policy.
  • Francesco Furlanetto & Nicolas Groshenny, 2016. "Mismatch Shocks and Unemployment During the Great Recession," Post-Print hal-04204699, HAL.
  • 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 and Public Policy Working Papers 2015-14, University of Adelaide, School of Economics and Public Policy.
  • 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(02), pages 1-25, December.
• Andrea Bastianin & Marzio Galeotti & Matteo Manera, 2014. "Forecasting the Oil-gasoline Price Relationship: Should We Care about the Rockets and the Feathers?," Working Papers 2014.21, Fondazione Eni Enrico Mattei.
  • Bastianin, Andrea & Galeotti, Marzio & Manera, Matteo, 2014. "Forecasting the Oil-gasoline Price Relationship: Should We Care about the Rockets and the Feathers?," Climate Change and Sustainable Development 165791, Fondazione Eni Enrico Mattei (FEEM).
  • Andrea Bastianin & Marzio Galeotti & Matteo Manera, 2014. "Forecasting the Oil-Gasoline Price Relationship: Should We Care About the Rockets and the Feathers?," IEFE Working Papers 62, IEFE, Center for Research on Energy and Environmental Economics and Policy, Universita' Bocconi, Milano, Italy.
  • Andrea BASTIANIN & Marzio GALEOTTI & Matteo MANERA, 2015. "Forecasting the Oil-Gasoline Price Relationship: Should We Care about the Rockets and the Feathers?," Departmental Working Papers 2015-23, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
  • Andrea Bastianin & Matteo Manera, 2020. "A test of time reversibility based on Lmoments with an application to the business cycles of the G7 economies," Working Papers 445, University of Milano-Bicocca, Department of Economics, revised Jun 2020.
• 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," Motu Working Papers 189413, 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," Motu Working Papers 290607, 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.
• 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," Motu Working Papers 290607, 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," Motu Working Papers 189413, 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.
• 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 B. & Doorley, Karina, 2013. "Putting Structure on the RD Design: Social Transfers and Youth Inactivity in France," IZA Discussion Papers 7508, Institute of Labor Economics (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, 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.
• Michael McAleer & Christian M. Hafner, 2014. "A One Line Derivation of EGARCH," Econometrics, MDPI, 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.
  • McAleer, Michael & Hafner, Christian, 2014. "A One Line Derivation of EGARCH," LIDAM Reprints ISBA 2014030, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  • 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.
• 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-Cătălina Radu & Andra Dobrescu & OlguÅ£a 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.
• Narek Ghazaryan, 2014. "Short Term Forecasting System of Private Demand Components in Armenia," Working Papers 3, Central Bank of Armenia, revised Dec 2015.
• Hayk Karapetyan, 2019. "Estimating Potential Output at the Central Bank of Armenia," Working Papers 12, Central Bank of Armenia.
• Maximiliano Mozetic, 2014. "Aproximación a las causas de la desigualdad económica," Ensayos de Política Económica, Departamento de Investigación Francisco Valsecchi, Facultad de Ciencias Económicas, Pontificia Universidad Católica Argentina., vol. 2(2), pages 116-143, Octubre.
• 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 11137, Banco de la Republica.
  • 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-Espitia & Alexander Guarín-López, 2015. "Fragilidad bancaria en Colombia: un análisis basado en las hojas de balance," Chapters, in: Jose E. Gomez-Gonzalez & Jair N. Ojeda-Joya (ed.), Política monetaria y estabilidad financiera en economías pequeñas y abiertas, chapter 10, pages 301-338, 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," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 32(75), pages 48-63, December.
  • Ignacio Lozano & Alexander Guarin, 2014. "Banking fragility in Colombia: An empirical analysis based on balance sheets," Revista ESPE - 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 11145, Banco de la Republica.
  • 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 11252, Banco de la Republica.
  • 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," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 32(75), pages 48-63, December.
  • Ignacio Lozano & Alexander Guarin, 2014. "Banking fragility in Colombia: An empirical analysis based on balance sheets," Revista ESPE - 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 11145, Banco de la Republica.
  • 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.
  • Matteo Mogliani & Véronique Brunhes-Lesage & Olivier Darné & Bertrand Pluyaud, 2014. "New estimate of the MIBA forecasting model. Modeling first-release GDP using the Banque de France's Monthly Business Survey and the blocking approach," Working papers 473, Banque de France.
• Fulvio Pegoraro & Siegel, A. F. & Tiozzo Pezzoli, L., 2014. "International Yield Curves and Principal Components Selection Techniques: An Empirical Assessment," Working papers 489, Banque de France.
• Fulvio Pegoraro & 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.
  • 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.
  • Barbara Rossi, 2015. "Forecast Rationality Tests in the Presence of Instabilities, With Applications to Federal Reserve and Survey Forecasts," Working Papers 765, Barcelona School of Economics.
  • 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.
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  • Lu Jin & Atsushi Inoue & Barbara Rossi, 2015. "Rolling Window Selection for Out-of-Sample Forecasting with Time-Varying Parameters," Working Papers 768, Barcelona School of Economics.
• 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(2), 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, 2015. "Model Comparisons in Unstable Environments," Working Papers 784, Barcelona 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, 2015. "Forecasting in Nonstationary Environments: What Works and What Doesn't in Reduced-Form and Structural Models," Working Papers 819, Barcelona School of Economics.
• Beißner, Patrick, 2013. "Coherent Price Systems and Uncertainty-Neutral Valuation," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 80010, Verein für Socialpolitik / German Economic Association.
  • Beißner, Patrick, 2014. "Coherent price systems and uncertainty-neutral valuation," Center for Mathematical Economics Working Papers 464, Center for Mathematical Economics, Bielefeld University.
• 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.
  • Philip Hans Franses & Michael McAleer & Rianne Legerstee, 2012. "Evaluating Macroeconomic Forecasts: A Concise Review of Some Recent Developments," Working Papers in Economics 12/12, University of Canterbury, Department of Economics and Finance.
  • 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.
  • Philip Hans Franses & Michael McAleer & Rianne Legerstee, 2012. "Evaluating Macroeconomic Forecasts: A Concise Review of Some Recent Developments," Documentos de Trabajo del ICAE 2012-14, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
• 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.
  • Lanne, Markku & Luoto, Jani, 2012. "Does Output Gap, Labor's Share or Unemployment Rate Drive Inflation?," MPRA Paper 41820, University Library of Munich, Germany.
• Jan R. Magnus & Wendun Wang, 2014. "Concept-Based Bayesian Model Averaging and Growth Empirics," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 76(6), pages 874-897, December.
  • Magnus, J.R. & Wang, W., 2012. "Concept-Based Bayesian Model Averaging and Growth Empirics," Other publications TiSEM 889f1e52-6cc4-470e-87ce-2, Tilburg University, School of Economics and Management.
  • Magnus, J.R. & Wang, W., 2012. "Concept-Based Bayesian Model Averaging and Growth Empirics," Discussion Paper 2012-017, Tilburg University, Center for Economic Research.
• Antonio Murillo Reyes, 2014. "Estimación de una curva de Phillips Neokeynesiana para Bolivia," Serie de Documentos de Trabajo 2014/05, Banco Central de Bolivia.
• 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, Universität Innsbruck.
  • Kleiber, Christian & Zeileis, Achim, 2014. "Visualizing Count Data Regressions Using Rootograms," Working papers 2014/13, Faculty of Business and Economics - University of Basel.
• Karim L. Anaya & Michael G. Pollitt, 2014. "Does Weather Have an Impact on Electricity Distribution Efficiency? Evidence from South America," Working Papers EPRG 1404, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge.
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• 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, 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.
  • McAleer, Michael & Hafner, Christian, 2014. "A One Line Derivation of EGARCH," LIDAM Reprints ISBA 2014030, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
• 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.
  • 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.
• Guillaume Gaetan Martinet & Michael McAleer, 2018. "On the invertibility of EGARCH(p, q)," Econometric Reviews, Taylor & Francis Journals, vol. 37(8), pages 824-849, September.
  • 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, 2015. "On the Invertibility of EGARCH(p,q)," Documentos de Trabajo del ICAE 2015-03, 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.
  • Martinet, G.G. & McAleer, M.J., 2015. "On the Invertibility of EGARCH(p,q)," Econometric Institute Research Papers EI 2015-12, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Guillaume Gaetan Martinet & Michael McAleer, 2015. "On the Invertibility of EGARCH(p,q)," Tinbergen Institute Discussion Papers 15-022/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, 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.
  • McAleer, M.J., 2014. "Asymmetry and Leverage in Conditional Volatility Models," Econometric Institute Research Papers 77759, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
• 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, 2014. "Point and Density Forecasts for the Euro Area Using Bayesian VARs," CESifo Working Paper Series 4711, CESifo.
• Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2016. "The great mortgaging: housing finance, crises and business cycles," Economic Policy, CEPR, CESifo, Sciences Po;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.
  • Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2014. "The Great Mortgaging: Housing Finance, Crises, and Business Cycles," CESifo Working Paper Series 4993, CESifo.
  • 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.
  • Taylor, Alan M. & Schularick, Moritz & Jordà , Ã’scar, 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," Working Paper Series 2014-23, Federal Reserve Bank of San Francisco.
• Robert Lehmann & Michael Weber, 2014. "Der Blick in die Glaskugel wird schärfer: EineEvaluation der Treffsicherheit der ifo DresdenKonjunkturprognosen," ifo Dresden berichtet, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 21(03), pages 45-46, June.
• Steffen Henzel & Wolfgang Nierhaus & Timo Wollmershäuser, 2014. "Evaluation der ifo Konjunkturprognosen," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 67(17), pages 43-45, September.
• Alfredo Marvão Pereira & Jorge M. Andraz, 2014. "On The Long-Term Macroeconomic Effects Of Social Security Spending:Evidence For 12 Eu Countries," Working Papers 150, Department of Economics, College of William and Mary.
  • Jorge Miguel Lopo Gonçalves 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).
• Igor L. Kheifets, 2015. "Specification tests for nonlinear dynamic models," Econometrics Journal, Royal Economic Society, vol. 18(1), pages 67-94, February.
  • Igor Kheifets, 2014. "Specification Tests for Nonlinear Dynamic Models," Working Papers w0209, New Economic School (NES).
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• 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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• Bruce A. Blonigen & Jeremy Piger, 2019. "Determinants of Foreign Direct Investment," World Scientific Book Chapters, in: Foreign Direct Investment, chapter 1, pages 3-54, World Scientific Publishing Co. Pte. Ltd..
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• 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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• Alexandra PERJU-MITRAN & Andreea E. BUDACIA, 2014. "Video Games Contribution To Students’ Entrepreneurial Traits And Intent," CrossCultural Management Journal, Fundația Română pentru Inteligența Afacerii, Editorial Department, issue 2, pages 339-346, November.
• Consuela NECȘULESCU & Luminița ȘERBĂNESCU, 2014. "The Impact Of The Main Macroeconomic Indicators On The Final Consumption Of The Population," SEA - Practical Application of Science, Romanian Foundation for Business Intelligence, Editorial Department, issue 3, pages 388-396, April.
• Ricardo Crisóstomo, 2014. "An analisys of the Heston Stochastic Volatility Model: Implementation and Calibration using Matlab," CNMV Working Papers CNMV Working Papers no 58, CNMV- Spanish Securities Markets Commission - Research and Statistics Department.
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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 809, Banco de la Republica de Colombia.
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• Ignacio Lozano & Alexander Guarín, 2014. "Banking fragility in Colombia: An empirical analysis based on balance sheets," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, 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 11145, Banco de la Republica.
• Santiago Cajiao Raigosa & Luis Fernando Melo Velandia & Daniel Parra Amado, 2014. "Pronósticos para una economía menos volátil: el caso colombiano," Coyuntura Económica, Fedesarrollo, December.
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• Ignacio Lozano & Alexander Guarin, 2014. "Banking fragility in Colombia: An empirical analysis based on balance sheets," Revista ESPE - 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," Apuntes del Cenes, Universidad Pedagógica y Tecnológica 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.
  • YANG, Yukai, 2014. "Testing constancy of the error covariance matrix in vector models against parametric alternatives using a spectral decomposition," LIDAM Discussion Papers CORE 2014017, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• Braione, Manuela & Scholtes, Nicolas K., 2014. "Construction of value-at-risk forecasts under different distributional assumptions within a BEKK framework," LIDAM Discussion Papers CORE 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.
  • Terasvirta, Timo & Yang, Yukai, 2014. "Linearity and misspecification tests for vector smooth transition regression models," LIDAM Discussion Papers CORE 2014061, 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.
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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 & Luca Gambetti, 2014. "Reduced-rank time-varying vector autoregressions," CPB Discussion Paper 270.rdf, 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.
• Joris de Wind, 2014. "Time variation in the dynamic effects of unanticipated changes in tax policy," CPB Discussion Paper 271.rdf, CPB Netherlands Bureau for Economic Policy Analysis.
• de Boer, Henk-Wim & Jongen, Egbert L.W. & Kabatek, Jan, 2022. "The effectiveness of fiscal stimuli for working parents," Labour Economics, Elsevier, vol. 76(C).
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• Henk-Wim de Boer & Egbert Jongen & Jan Kabatek, 2014. "The effectiveness of fiscal stimuli for working parents," CPB Discussion Paper 286.rdf, CPB Netherlands Bureau for Economic Policy Analysis.
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• Nikolay, Iskrev, 2014. "Choosing the variables to estimate singular DSGE models: Comment," Dynare Working Papers 41, CEPREMAP.
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• Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2016. "The great mortgaging: housing finance, crises and business cycles," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 31(85), pages 107-152.
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  • Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2014. "The Great Mortgaging: Housing Finance, Crises, and Business Cycles," CESifo Working Paper Series 4993, CESifo.
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• Rossi, Barbara & Inoue, Atsushi & Jin, Lu, 2014. "Window Selection for Out-of-Sample Forecasting with Time-Varying Parameters," CEPR Discussion Papers 10168, C.E.P.R. Discussion Papers.
• Raffaella Giacomini, 2015. "Economic theory and forecasting: lessons from the literature," Econometrics Journal, Royal Economic Society, vol. 18(2), pages 22-41, June.
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• 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 of Labor Economics (IZA).
  • 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.
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• 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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• 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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• Marta Małecka, 2014. "Duration-Based Approach to VaR Independence Backtesting," Statistics in Transition new series, Główny Urząd Statystyczny (Polska), vol. 15(4), pages 627-636, September.
• Angus Armstrong & E. Philip Davis, 2014. "Comparing Housing Booms and Mortgage Supply in the Major OECD Countries," National Institute Economic Review, National Institute of Economic and Social Research, vol. 230(1), pages 3-15, November.
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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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• Jorge Miguel Lopo Gonçalves 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).
  • Alfredo Marvão Pereira & Jorge M. Andraz, 2014. "On The Long-Term Macroeconomic Effects Of Social Security Spending:Evidence For 12 Eu Countries," Working Papers 150, Department of Economics, College of William and Mary.
• Josef Stráský & Jaromír Baxa, 2014. "Search for Predictors of Inflation Using VAR and BVAR: The Case of Czech Republic," Bulletin of the Czech Econometric Society, The Czech Econometric Society, vol. 21(33).
• 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.
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• Löffler, Max & Peichl, Andreas & Siegloch, Sebastian, 2013. "Validating Structural Labor Supply Models," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79819, Verein für Socialpolitik / German Economic Association.
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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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  • 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.
• 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.
• Krylova, Elizaveta & Darracq Pariès, Matthieu & Moccero, Diego & Marchini, Claudia, 2014. "The retail bank interest rate pass-through: The case of the euro area during the financial and sovereign debt crisis," Occasional Paper Series 155, European Central Bank.
• 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.
• Ursel Baumann, 2014. "Has US Household Deleveraging Ended? A Model-Based Estimate of Equilibrium Debt," Working Papers w201404, Banco de Portugal, Economics and Research Department.
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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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• 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, 2018. "External validation of voter turnout models by concealed parameter recovery," Public Choice, Springer, vol. 176(1), pages 297-314, July.
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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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• 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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• 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.
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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.
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• 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.
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• Audrino, Francesco, 2014. "Forecasting correlations during the late-2000s financial crisis: The short-run component, the long-run component, and structural breaks," Computational Statistics & Data Analysis, Elsevier, vol. 76(C), pages 43-60.
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• 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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• Michael McAleer, 2014. "Asymmetry and Leverage in Conditional Volatility Models," Econometrics, MDPI, vol. 2(3), pages 1-6, September.
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• 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.
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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.
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• 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 of Labor Economics (IZA).
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• Todd E. Clark & Michael W. McCracken, 2014. "Evaluating Conditional Forecasts from Vector Autoregressions," Working Papers 2014-25, Federal Reserve Bank of St. Louis.
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• Mark Bognanni & Edward P. Herbst, 2014. "Estimating (Markov-Switching) VAR Models without Gibbs Sampling: A Sequential Monte Carlo Approach," Working Papers (Old Series) 1427, Federal Reserve Bank of Cleveland.
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• Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2016. "The great mortgaging: housing finance, crises and business cycles," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 31(85), pages 107-152.
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• Sean P. Grover & Michael W. McCracken, 2014. "Factor-based prediction of industry-wide bank stress," Review, Federal Reserve Bank of St. Louis, vol. 96(2), pages 173-194.
• Todd E. Clark & Michael W. McCracken, 2014. "Evaluating Conditional Forecasts from Vector Autoregressions," Working Papers (Old Series) 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.
• Michael McAleer & Christian M. Hafner, 2014. "A One Line Derivation of EGARCH," Econometrics, MDPI, vol. 2(2), pages 1-6, June.
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  • 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.
  • McAleer, Michael & Hafner, Christian, 2014. "A One Line Derivation of EGARCH," LIDAM Reprints ISBA 2014030, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
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  • Michael McAleer & Christian M. Hafner, 2014. "A One Line Derivation of EGARCH," Tinbergen Institute Discussion Papers 14-069/III, Tinbergen Institute.
• Michael McAleer, 2014. "Asymmetry and Leverage in Conditional Volatility Models," Econometrics, MDPI, vol. 2(3), pages 1-6, September.
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• 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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• 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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• 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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• Chatelain, Jean-Bernard & Ralf, Kirsten, 2014. "Spurious regressions and near-multicollinearity, with an application to aid, policies and growth," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 39(A), 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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• Olivier Bargain & Kristian Orsini & Andreas Peichl, 2014. "Comparing Labor Supply Elasticities in Europe and the United States: New Results," Journal of Human Resources, University of Wisconsin Press, vol. 49(3), pages 723-838.
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• 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.
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• Darolles, Serge & Le Fol, Gaëlle & Mero, Gulten, 2017. "Mixture of distribution hypothesis: Analyzing daily liquidity frictions and information flows," Journal of Econometrics, Elsevier, vol. 201(2), pages 367-383.
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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.
  • 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.
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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 Limited, vol. 38(2), pages 318-335, May.
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• 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.
• 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.
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• 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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• 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.
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• 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.
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• 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.
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• 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.
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• 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.
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• Cole, Stephen J. & Milani, Fabio, 2019. "The Misspecification Of Expectations In New Keynesian Models: A Dsge-Var Approach," Macroeconomic Dynamics, Cambridge University Press, vol. 23(3), pages 974-1007, April.
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• 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.
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• Löffler, Max & Peichl, Andreas & Siegloch, Sebastian, 2013. "Validating Structural Labor Supply Models," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79819, Verein für Socialpolitik / German Economic Association.
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• 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.
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• 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 Economics 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.
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• 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.
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• 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.
• Christian Aßmann & Jens Boysen-Hogrefe & Markus Pape, 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.
• 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.
• Abderrezzak Benhabib & Amina Merabet & Mohamed Benachenhou & Yamina Grari & Fouzi Boudia & Hadjira Merabet, 2014. "Environmental and Individual Determinants of Female Entrepreneurship in Algeria: Applying the Structural Equation Modeling," Entrepreneurial Business and Economics Review, Centre for Strategic and International Entrepreneurship at the Cracow University of Economics., vol. 2(1), pages 65-80.
• 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.
• 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.
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• Naoya Sueishi & Arihiro Yoshimura, 2017. "Focused Information Criterion for Series Estimation in Partially Linear Models," The Japanese Economic Review, Springer, vol. 68(3), pages 352-363, September.
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• 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.
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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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• Martin, Gael M. & Nadarajah, K. & Poskitt, D.S., 2020. "Issues in the estimation of mis-specified models of fractionally integrated processes," Journal of Econometrics, Elsevier, vol. 215(2), pages 559-573.
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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.
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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, 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," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 83(4), pages 1511-1543.
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• Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2016. "The great mortgaging: housing finance, crises and business cycles," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 31(85), pages 107-152.
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• Paulo Chahuara & Jorge Trelles, 2014. "Impactos Heterogeneos del Acceso a Internet sobre el Bienestar: Evidencia a partir de Microdatos en el Peru," 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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• Peter Carr & Liuren Wu, 2014. "Static Hedging of Standard Options," Journal of Financial Econometrics, Oxford University Press, vol. 12(1), pages 3-46.
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• Yu-Chin Hsu & Chung-Ming Kuan & Meng-Feng Yen, 2014. "A Generalized Stepwise Procedure with Improved Power for Multiple Inequalities Testing," Journal of Financial Econometrics, Oxford University Press, vol. 12(4), pages 730-755.
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• Nikolay Gospodinov & Raymond Kan & Cesare Robotti, 2014. "Misspecification-Robust Inference in Linear Asset-Pricing Models with Irrelevant Risk Factors," The 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.
  • 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.
• 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).
  • Korobilis, Dimitris, 2014. "Data-based priors for vector autoregressions with drifting coefficients," MPRA Paper 53772, University Library of Munich, Germany.
  • Dimitris Korobilis, 2014. "Data-based priors for vector autoregressions with drifting coefficients," Working Papers 2014_04, Business School - Economics, University of Glasgow.
• 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.
  • Zhu, Ke & Li, Wai Keung & Yu, Philip L.H., 2014. "Buffered autoregressive models with conditional heteroscedasticity: An application to exchange rates," MPRA Paper 53874, University Library of Munich, Germany.
• 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.
• 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.
  • 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.
• 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 Paper series 39_14, Rimini Centre for Economic Analysis.
  • Gary Koop & Dimitris Korobilis, 2015. "Model Uncertainty in Panel Vector Autoregressive Models," Working Paper series 15-35, Rimini Centre for Economic Analysis.
  • Koop, Gary & Korobilis, Dimitris, 2014. "Model Uncertainty in Panel Vector Autoregressive Models," MPRA Paper 58131, University Library of Munich, Germany.
  • 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).
  • 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 modified 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.
• EL BOUHADI, Hamid & OUAHID, Driss, 2014. "Datation des changements structurels au sein d’une chronique : le cas des séries macroéconomiques marocaines [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 158, 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.
• Lu Wencong & Cheng Ying & Mohummed Shofi Ullah Mazumder, 2014. "Competent Alternative Model for the Peasants' Medical Expenditures in China: A Case of New Rural Cooperative Medical Service System (Nrcms) in Zhejiang Province," Prague Economic Papers, Prague University of Economics and Business, vol. 2014(2), pages 233-249.
• Rodney W. Strachan & Herman K. van Dijk, 2014. "Divergent Priors and Well Behaved Bayes Factors," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 6(1), pages 1-31, March.
  • Rodney W. Strachan & Herman K. van Dijk, 2011. "Divergent Priors and well Behaved Bayes Factors," Tinbergen Institute Discussion Papers 11-006/4, Tinbergen Institute.
• Małgorzata Doman & Ryszard Doman, 2014. "Dynamic Linkages in the Pairs (GBP/EUR, USD/EUR) and (GBP/USD, EUR/USD): How Do They Change During a Day?," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 6(1), pages 33-56, March.
• Alfredo A. Romero, 2014. "Where do Moderation Terms Come from in Binary Choice Models?," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 6(1), pages 57-68, March.
• Katarzyna Leszkiewicz-Kędzior & Aleksander Welfe, 2014. "Asymmetric Price Adjustments in the Fuel Market," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 6(2), pages 105-127, June.
• 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.
  • Ursel Baumann, 2014. "Has US Household Deleveraging Ended? A Model-Based Estimate of Equilibrium Debt," Working Papers w201404, Banco de Portugal, Economics and Research Department.
• Richard Simper & Maximilian J.B. Hall & Wenbin B. Liu & Valentin Zelenyuk & Zhongbao Zhou, 2014. "How Relevant is the Choice of Risk Management Control Variable to Non-parametric Bank Profit Efficiency Analysis?," CEPA Working Papers Series WP122014, School of Economics, University of Queensland, Australia.
• Thomai Filippeli & Konstantinos Theodoridis, 2015. "DSGE priors for BVAR models," Empirical Economics, Springer, vol. 48(2), pages 627-656, March.
  • Thomai Filippeli & Konstantinos Theodoridis, 2014. "DSGE Priors for BVAR Models," Working Papers 713, Queen Mary University of London, School of Economics and Finance.
• Thomai Filippeli & Konstantinos Theodoridis, 2015. "DSGE priors for BVAR models," Empirical Economics, Springer, vol. 48(2), pages 627-656, March.
  • Thomai Filippeli & Konstantinos Theodoridis, 2014. "DSGE Priors for BVAR Models," Working Papers 713, Queen Mary University of London, School of Economics and Finance.
  • Thomai Filippeli & Konstantinos Theodoridis, 2014. "DSGE Priors for BVAR Models," Working Papers 713, Queen Mary University of London, School of Economics and Finance.
• 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.
  • 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.
• McKnight, Stephen & Mihailov, Alexander & Rumler, Fabio, 2020. "Inflation forecasting using the New Keynesian Phillips Curve with a time-varying trend," Economic Modelling, Elsevier, vol. 87(C), pages 383-393.
  • Stephen McKnight & Alexander Mihailov & Kerry Patterson & Fabio Rumler, 2014. "The Predictive Performance of Fundamental Inflation Concepts: An Application to the Euro Area and the United States," Economics Discussion Papers em-dp2014-03, Department of Economics, University of Reading.
  • Stephen McKnight & Alexander Mihailov & Fabio Rumler, 2018. "NKPC-Based Inflation Forecasts with a Time-Varying Trend," Serie documentos de trabajo del Centro de Estudios Económicos 2018-05, El Colegio de México, Centro de Estudios Económicos.
• 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.
  • Marco Del Negro & Marc Giannoni & Frank Schorfheide, 2013. "Inflation in the Great Recession and New Keynesian models," Staff Reports 618, Federal Reserve Bank of New York.
  • Marc Giannoni & Frank Schorfheide & Marco Del Negro, 2014. "Inflation in the Great Recession and New Keynesian Models," 2014 Meeting Papers 506, Society for Economic Dynamics.
  • Marco Del Negro & Marc P. Giannoni & Frank Schorfheide, 2014. "Inflation in the Great Recession and New Keynesian Models," NBER Working Papers 20055, National Bureau of Economic Research, Inc.
• Peussa, Aleksandr, 2014. "Forecast Models for Private Consumption," ETLA Reports 34, The Research Institute of the Finnish Economy.
• Zagaglia, Paolo, 2014. "International portfolio allocation with European fixed-income funds: What scope for Italian funds?," MPRA Paper 57878, 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.
• 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.
  • Gary Koop & Dimitris Korobilis, 2014. "Model Uncertainty in Panel Vector Autoregressive Models," Working Paper series 39_14, Rimini Centre for Economic Analysis.
  • 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.
  • 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, 2014. "Model uncertainty in panel vector autoregressive models," Working Papers 2014_10, Business School - Economics, University of Glasgow.
• 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.
• Aivazian, Sergei & Afanasiev, Mikhail & Rudenko, Victoria, 2014. "Analysis of dependence between the random components of a stochastic production function for the purpose of technical efficiency estimation," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 34(2), pages 3-18.
• Leshchaykina, Marina, 2014. "Econometric cross-country analysis of the living population social comfort," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 36(4), pages 102-117.
• Simionescu, Mihaela, 2014. "Bayesian Forecasts Combination To Improve The Romanian Inflation Predictions Based On Econometric Models," UTMS Journal of Economics, University of Tourism and Management, Skopje, Macedonia, vol. 5(2), pages 131-140.
• Melike Bildirici & Özgür Ömer Ersin, 2014. "Nonlinearity, Volatility and Fractional Integration in Daily Oil Prices: Smooth Transition Autoregressive ST-FI(AP)GARCH Models," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 108-135, October.
• Emilian Dobrescu, 2014. "Attempting to Quantify the Accuracy of Complex Macroeconomic Forecasts," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 5-21, December.
• Saman, Corina, 2014. "Testing for nonlinearity of the relationship between stock prices and exchange rate in Romania," Working Papers of Institute for Economic Forecasting 141110, Institute for Economic Forecasting.
• Anna Alexandra FRUNZA & Vergil VOINEAGU, 2014. "Measurement and Statistical Analysis Of the Components Of Quality in Statistics," Romanian Statistical Review Supplement, Romanian Statistical Review, vol. 62(11), pages 11-18, November.
• Gheorghe SAVOIU & Emil BURTESCU & Marian TAICU, 2014. "Statistical Delimitation of the Profile of Local Elections Candidate – An Applied Statistics Research," Romanian Statistical Review Supplement, Romanian Statistical Review, vol. 62(7), pages 115-123, July.
• Valentina Corradi & Mervyn J. Silvapulle & Norman Swanson, 2014. "Consistent Pretesting for Jumps," Departmental Working Papers 201408, Rutgers University, Department of Economics.
• Stephan B. Bruns, Christian Gross and David I. Stern, 2014. "Is There Really Granger Causality Between Energy Use and Output?," The Energy Journal, International Association for Energy Economics, vol. 0(Number 4).
  • Stephan B. Bruns & Christian Gross & David I. Stern, 2014. "Is There Really Granger Causality between Energy Use and Output?," The Energy Journal, , vol. 35(4), pages 101-134, October.
  • Stephan B. Bruns & Christian Gross & David I. Stern, 2013. "Is There Really Granger Causality Between Energy Use and Output?," Crawford School Research Papers 1307, Crawford School of Public Policy, The Australian National University.
  • Bruns, Stephan B. & Gross, Christian & Stern, David I., 2013. "Is There Really Granger Causality Between Energy Use and Output?," FCN Working Papers 11/2013, E.ON Energy Research Center, Future Energy Consumer Needs and Behavior (FCN).
• Armstrong, Angus & Davis, E. Philip, 2014. "Comparing Housing Booms and Mortgage Supply in the Major OECD Countries," National Institute Economic Review, National Institute of Economic and Social Research, vol. 230, pages 3-15, November.
  • Angus Armstrong & E. Philip Davis, 2014. "Comparing Housing Booms and Mortgage Supply in the Major OECD Countries," National Institute Economic Review, National Institute of Economic and Social Research, vol. 230(1), pages 3-15, November.
• Massimo Franchi & Paolo Paruolo, 2014. "Inverting a matrix function around a singularity via local rank factorization," DSS Empirical Economics and Econometrics Working Papers Series 2014/6, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome.
• Ji Ung Sun, 2014. "An Economic Analysis For The Capacitated Hub Location-Routing Problem," Proceedings of International Academic Conferences 0100680, International Institute of Social and Economic Sciences.
• Valencia Herrera, Humberto, 2014. "Factor de descuento estocástico para México y Chile, un enfoque de estimación continuamente actualizada / Stochastic discount factor for Mexico and Chile : a continuous updating estimation approach," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, vol. 4(2), pages 103-122, julio-dic.
• Antoni Chrzonstowski, 2014. "Wpływ systemów emerytalnych na efekt Laffera w krajach OECD," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 1, pages 141-160.
• Robert Socha, 2014. "Asymetria relacji cen paliw płynnych w Polsce i cen ropy naftowej," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 5, pages 133-160.
• Zbigniew Kuchta, 2014. "Sztywność płac nominalnych w modelach DSGE małej skali. Analiza empiryczna dla Polski," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 6, pages 31-56.
• Yan Li & Liangjun Su & Yuewu Xu, 2015. "A Combined Approach to the Inference of Conditional Factor Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 33(2), pages 203-220, April.
  • Yan Li & Liangjun Su & Yuewu Xu, 2014. "A Combined Approach to the Inference of Conditional Factor Models," Working Papers 10-2014, Singapore Management University, School of Economics.
• Lu, Xun & Su, Liangjun, 2015. "Jackknife model averaging for quantile regressions," Journal of Econometrics, Elsevier, vol. 188(1), pages 40-58.
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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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  • Atsushi Inoue & Lutz Kilian, 2014. "Joint Confidence Sets for Structural Impulse Responses," Departmental Working Papers 1401, Southern Methodist University, Department of Economics.
• Atsushi Inoue & Mototsugu Shintani, 2018. "Quasi‐Bayesian model selection," Quantitative Economics, Econometric Society, vol. 9(3), pages 1265-1297, November.
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• Duo Qin & Sophie van H¸llen & Qing-Chao Wang, 2014. "What Happens to Wage Elasticities When We Strip Playometrics? Revisiting Married Women Labour Supply Model," Working Papers 190, Department of Economics, SOAS University of London, UK.
• Paola Biffi & Gian Clemente, 2014. "Selecting stochastic mortality models for the Italian population," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 37(2), pages 255-286, October.
• José Fajardo, 2014. "Symmetry and Bates’ rule in Ornstein–Uhlenbeck stochastic volatility models," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 37(2), pages 319-327, October.
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• Stefan Sperlich, 2014. "On the choice of regularization parameters in specification testing: a critical discussion," Empirical Economics, Springer, vol. 47(2), pages 427-450, September.
• Masanori Mitsutsune & Takanori Adachi, 2014. "Estimating noncooperative and cooperative models of bargaining: an empirical comparison," Empirical Economics, Springer, vol. 47(2), pages 669-693, September.
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• Rafa Madariaga & Joan Martori & Ramon Oller, 2014. "Income, distance and amenities. An empirical analysis," Empirical Economics, Springer, vol. 47(3), pages 1129-1146, November.
• Robert Lehmann & Klaus Wohlrabe, 2014. "Forecasting gross value-added at the regional level: are sectoral disaggregated predictions superior to direct ones?," Review of Regional Research: Jahrbuch für Regionalwissenschaft, Springer;Gesellschaft für Regionalforschung (GfR), vol. 34(1), pages 61-90, February.
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  • Robert Lehmann & Klaus Wohlrabe, 2013. "Forecasting gross value-added at the regional level: Are sectoral disaggregated predictions superior to direct ones?," ifo Working Paper Series 171, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
• Edgar Merkle & Jinyan Fan & Achim Zeileis, 2014. "Testing for Measurement Invariance with Respect to an Ordinal Variable," Psychometrika, Springer;The Psychometric Society, vol. 79(4), pages 569-584, October.
  • Edgar C. Merkle & Jinyan Fan & Achim Zeileis, 2012. "Testing for Measurement Invariance with Respect to an Ordinal Variable," Working Papers 2012-24, Faculty of Economics and Statistics, Universität Innsbruck.
• 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.
  • 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.
• 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).
  • 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.
  • Xiaoshan Chen & Tatiana Kirsanova & Campbell Leith, 2014. "An Empirical Assessment of Optimal Monetary Policy Delegation in the Euro Area," Working Papers 2014_19, 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 2014_10, Business School - Economics, University of Glasgow.
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  • Koop, Gary & Korobilis, Dimitris, 2014. "Model Uncertainty in Panel Vector Autoregressive Models," MPRA Paper 58131, University Library of Munich, Germany.
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• Cantore, Cristiano & Levine, Paul & Pearlman, Joseph & Yang, Bo, 2015. "CES technology and business cycle fluctuations," Journal of Economic Dynamics and Control, Elsevier, vol. 61(C), pages 133-151.
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• Minxian Yang, 2014. "The Risk Return Relationship: Evidence from Index Return and Realised Variance Series," Discussion Papers 2014-16, School of Economics, The University of New South Wales.
• Ahdi Noomen Ajmi & Ghassen El-montasser & Shawkat Hammoudeh & Duc Khuong Nguyen, 2014. "Oil prices and MENA stock markets: new evidence from nonlinear and asymmetric causalities during and after the crisis period," Applied Economics, Taylor & Francis Journals, vol. 46(18), pages 2167-2177, June.
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• Janine Aron & Kenneth Creamer & John Muellbauer & Neil Rankin, 2014. "Exchange Rate Pass-Through to Consumer Prices in South Africa: Evidence from Micro-Data," Journal of Development Studies, Taylor & Francis Journals, vol. 50(1), pages 165-185, January.
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• Knut Are Aastveit & Karsten R. Gerdrup & Anne Sofie Jore & Leif Anders Thorsrud, 2014. "Nowcasting GDP in Real Time: A Density Combination Approach," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 32(1), pages 48-68, January.
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• I. Sebastian Buhai & Coen N. Teulings, 2014. "Tenure Profiles and Efficient Separation in a Stochastic Productivity Model," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 32(2), pages 245-258, April.
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• 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.
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• Jos� Fajardo & Ernesto Mordecki, 2014. "Skewness premium with L�vy processes," Quantitative Finance, Taylor & Francis Journals, vol. 14(9), pages 1619-1626, September.
• 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), Democritus University of Thrace (DUTH), Kavala Campus, Greece, vol. 7(2), pages 129-138, September.
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• Òscar Jordá & 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.
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• 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, vol. 2(2), pages 1-6, June.
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  • 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.
  • McAleer, Michael & Hafner, Christian, 2014. "A One Line Derivation of EGARCH," LIDAM Reprints ISBA 2014030, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  • 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.
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• 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.
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• Guillaume Gaetan Martinet & Michael McAleer, 2018. "On the invertibility of EGARCH(p, q)," Econometric Reviews, Taylor & Francis Journals, vol. 37(8), pages 824-849, September.
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  • 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, 2015. "On the Invertibility of EGARCH(p,q)," Tinbergen Institute Discussion Papers 15-022/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.
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• Michael McAleer, 2014. "Asymmetry and Leverage in Conditional Volatility Models," Econometrics, MDPI, vol. 2(3), pages 1-6, September.
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  • Michael McAleer, 2014. "Asymmetry and Leverage in Conditional Volatility Models," Tinbergen Institute Discussion Papers 14-125/III, Tinbergen Institute.
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• 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.
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• 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.
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• 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.
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• Michael McAleer & Christian M. Hafner, 2014. "A One Line Derivation of EGARCH," Econometrics, MDPI, vol. 2(2), pages 1-6, June.
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  • 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.
  • McAleer, Michael & Hafner, Christian, 2014. "A One Line Derivation of EGARCH," LIDAM Reprints ISBA 2014030, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
• 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.
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• Guillaume Gaetan Martinet & Michael McAleer, 2018. "On the invertibility of EGARCH(p, q)," Econometric Reviews, Taylor & Francis Journals, vol. 37(8), pages 824-849, September.
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  • Guillaume Gaetan Martinet & Michael McAleer, 2015. "On the Invertibility of EGARCH(p,q)," Documentos de Trabajo del ICAE 2015-03, 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," Documentos de Trabajo del ICAE 2014-28, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Martinet, G.G. & McAleer, M.J., 2015. "On the Invertibility of EGARCH(p,q)," Econometric Institute Research Papers EI 2015-12, 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.
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  • 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.
• 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.
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• Rossi, Barbara & Sekhposyan, Tatevik, 2019. "Alternative tests for correct specification of conditional predictive densities," Journal of Econometrics, Elsevier, vol. 208(2), pages 638-657.
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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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• 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(2), pages 369-392, May.
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  • Barbara Rossi & Raffaella Giacomini, 2010. "Model Comparisons in Unstable Environments," Working Papers 10-29, Duke University, Department of Economics.
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• 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.
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• 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.
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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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• Margherita Comola & Marcel Fafchamps, 2014. "Testing Unilateral and Bilateral Link Formation," Economic Journal, Royal Economic Society, vol. 124(579), pages 954-976, September.
  • Margherita Comola & Marcel Fafchamps, 2009. "Testing unilateral and bilateral link formation," Working Papers halshs-00574971, HAL.
  • Margherita Comola & Marcel Fafchamps, 2014. "Testing Unilateral and Bilateral Link Formation," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00825261, HAL.
  • Margherita Comola & Marcel Fafchamps, 2014. "Testing Unilateral and Bilateral Link Formation," PSE-Ecole d'économie de Paris (Postprint) hal-00825261, HAL.
  • 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.
  • Fafchamps, Marcel & Comola, Margherita, 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," PSE Working Papers halshs-00574971, HAL.
  • Margherita Comola & Marcel Fafchamps, 2014. "Testing Unilateral and Bilateral Link Formation," Post-Print 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," 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.
  • 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.
  • 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.
  • 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).
  • 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.
  • BELMONTE, Miguel A.G. & KOOP, Gary & KOROBILIS, Dimitris, 2011. "Hierarchical shrinkage in time-varying parameter models," LIDAM Discussion Papers CORE 2011036, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • 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, Belmonte & Gary, Koop & Dimitris, Korobilis, 2011. "Hierarchical shrinkage in time-varying parameter models," MPRA Paper 31827, University Library of Munich, Germany.
• 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.
  • Teresa, Buchen & Wohlrabe, Klaus, 2014. "Assessing the Macroeconomic Forecasting Performance of Boosting: Evidence for the United States, the Euro Area, and Germany," VfS 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 Science and 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.
  • Kilian, Lutz & Inoue, Atsushi & Guerron-Quintana, Pablo A., 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.
• 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, Heinrich Heine University 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.
• Vasyl Golosnoy & Anja Rossen, 2018. "Modeling dynamics of metal price series via state space approach with two common factors," Empirical Economics, Springer, vol. 54(4), pages 1477-1501, June.
  • 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 (2007-2020), Kiel Institute for the World Economy (IfW Kiel), 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 Kiel).
• 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 (2007-2020), Kiel Institute for the World Economy (IfW Kiel), 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 Kiel).
• 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 (2007-2020), Kiel Institute for the World Economy (IfW Kiel), 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 Kiel).
• 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 Kiel).
• Drechsel, Katja & Giesen, Sebastian & Lindner, Axel, 2014. "Outperforming IMF Forecasts by the Use of Leading Indicators," VfS 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).
• Zheng, Shuzhuan & Liu, Rong & Yang, Lijian & Härdle, Wolfgang Karl, 2014. "Simultaneous confidence corridors and variable selection for generalized additive models," SFB 649 Discussion Papers 2014-008, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• 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," VfS 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," VfS 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," VfS 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.
  • Teresa, Buchen & Wohlrabe, Klaus, 2014. "Assessing the Macroeconomic Forecasting Performance of Boosting: Evidence for the United States, the Euro Area, and Germany," VfS 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," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79819, Verein für Socialpolitik / German Economic Association.
  • Löffler, Max & Peichl, Andreas & Siegloch, Sebastian, 2014. "Structural labor supply models and wage exogeneity," ZEW Discussion Papers 14-040, ZEW - Leibniz Centre 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.
  • Löffler, Max & Peichl, Andreas & Siegloch, Sebastian, 2014. "Structural Labor Supply Models and Wage Exogeneity," IZA Discussion Papers 8281, Institute of Labor Economics (IZA).
  • Löffler, Max & Peichl, Andreas & Siegloch, Sebastian, 2018. "The Sensitivity of Structural Labor Supply Estimations to Modeling Assumptions," IZA Discussion Papers 11425, Institute of Labor Economics (IZA).
• Koesler, Simon, 2014. "Specifying parameters in computable general equilibrium models using optimal fingerprint detection methods," ZEW Discussion Papers 14-092, ZEW - Leibniz Centre for European Economic Research.

2013

• 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," MPRA Paper 47485, University Library of Munich, Germany.
  • 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 and Public Policy Working Papers 2014-06, University of Adelaide, School of Economics and Public Policy.
• 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), Democritus University of Thrace (DUTH), Kavala Campus, 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.
  • Kilian, Lutz & Inoue, Atsushi, 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," 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.
  • Kilian, Lutz & Inoue, Atsushi, 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.
  • Lavergne, Pascal, 2013. "Model Equivalence Tests in a Parametric Framework," TSE Working Papers 13-379, Toulouse School of Economics (TSE).
• Valerio Filoso, 2013. "Regression anatomy, revealed," Stata Journal, StataCorp LLC, vol. 13(1), pages 92-106, March.
  • Filoso, Valerio, 2010. "Regression Anatomy, Revealed," MPRA Paper 23224, University Library of Munich, Germany.
• 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 Sekhposyan, 2013. "Conditional predictive density evaluation in the presence of instabilities," Economics Working Papers 1368, Department of Economics and Business, Universitat Pompeu Fabra.
  • Barbara Rossi, 2015. "Conditional Predictive Density Evaluation in the Presence of Instabilities," Working Papers 688, Barcelona School of Economics.
• 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 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.
  • Barbara Rossi, 2015. "Evaluating Predictive Densities of US Output Growth and Inflation in a Large Macroeconomic Data Set," Working Papers 689, Barcelona School of Economics.
• Matteo Barigozzi & Christian Brownlees, 2019. "NETS: Network estimation for time series," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(3), pages 347-364, April.
  • Matteo Barigozzi & Christian T. Brownlees, 2013. "Nets: Network estimation for time series," Economics Working Papers 1391, Department of Economics and Business, Universitat Pompeu Fabra.
  • Barigozzi, Matteo & Brownlees, Christian T., 2018. "Nets: network estimation for time series," LSE Research Online Documents on Economics 90493, London School of Economics and Political Science, LSE Library.
  • Matteo Barigozzi & Christian Brownlees, 2015. "Nets: Network Estimation for Time Series," Working Papers 723, Barcelona School of Economics.
• 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.
• 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.
• Myriam Tabasso & Giuseppe Arbia, 2013. "Spatial Econometric Modelling Of Massive Datasets: The Contribution Of Data Mining," ERSA conference papers ersa13p1004, European Regional Science Association.
• Lehmann Robert & Wohlrabe Klaus, 2015. "Forecasting GDP at the Regional Level with Many Predictors," German Economic Review, De Gruyter, vol. 16(2), pages 226-254, May.
  • 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.
  • Robert Lehmann & Klaus Wohlrabe, 2012. "Forecasting GDP at the Regional Level with Many Predictors," CESifo Working Paper Series 3956, CESifo.
  • 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 151, 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 158, 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 151, 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 158, 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.
  • 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.
  • 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).
• 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," LIDAM Discussion Papers CORE 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.
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• 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.
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• Martin, Eisele & Zhu, Junyi, 2013. "Multiple imputation in a complex household survey - the German Panel on Household Finances (PHF): challenges and solutions," MPRA Paper 57666, University Library of Munich, Germany.
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• 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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• Lan, Hong & Meyer-Gohde, Alexander, 2013. "Pruning in perturbation DSGE models: Guidance from nonlinear moving average approximations," SFB 649 Discussion Papers 2013-024, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
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• Zhang, Shulin & Okhrin, Ostap & Zhou, Qian M. & Song, Peter X.-K., 2016. "Goodness-of-fit test for specification of semiparametric copula dependence models," Journal of Econometrics, Elsevier, vol. 193(1), pages 215-233.
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• 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.
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• Franke, Reiner & Jang, Tae-Seok & Sacht, Stephen, 2015. "Moment matching versus Bayesian estimation: Backward-looking behaviour in a New-Keynesian baseline model," The North American Journal of Economics and Finance, Elsevier, vol. 31(C), pages 126-154.
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• 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.
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  • Berg, Tim Oliver & Henzel, Steffen, 2013. "Point and Density Forecasts for the Euro Area Using Many Predictors: Are Large BVARs Really Superior?," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79783, Verein für Socialpolitik / German Economic Association.
• Löffler, Max & Peichl, Andreas & Siegloch, Sebastian, 2013. "Validating Structural Labor Supply Models," VfS 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, 2014. "Structural Labor Supply Models and Wage Exogeneity," SOEPpapers on Multidisciplinary Panel Data Research 675, DIW Berlin, The German Socio-Economic Panel (SOEP).
  • Löffler, Max & Peichl, Andreas & Siegloch, Sebastian, 2014. "Structural Labor Supply Models and Wage Exogeneity," IZA Discussion Papers 8281, Institute of Labor Economics (IZA).
  • Löffler, Max & Peichl, Andreas & Siegloch, Sebastian, 2018. "The Sensitivity of Structural Labor Supply Estimations to Modeling Assumptions," IZA Discussion Papers 11425, Institute of Labor Economics (IZA).
  • 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.
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• Franke, Reiner, 2013. "Competitive Moment Matching of a New-Keynesian and an Old-Keynesian Model," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79988, Verein für Socialpolitik / German Economic Association.
• Beißner, Patrick, 2013. "Coherent Price Systems and Uncertainty-Neutral Valuation," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 80010, Verein für Socialpolitik / German Economic Association.
  • Beißner, Patrick, 2014. "Coherent price systems and uncertainty-neutral valuation," Center for Mathematical Economics Working Papers 464, Center for Mathematical Economics, Bielefeld University.
• Michel, Christian, 2013. "Identification and Estimation of Intra-Firm and Industry Competition via Ownership Change," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 80488, Verein für Socialpolitik / German Economic Association.
• Fedoseeva, Svetlana, 2013. "Do German exporters PTM? Searching for right answers in sugar confectionery exports," Discussion Papers 62, Justus Liebig University Giessen, Center for international Development and Environmental Research (ZEU).
• Bargain, Olivier B. & Peichl, Andreas, 2013. "Steady-State Labor Supply Elasticities: A Survey," IZA Discussion Papers 7698, Institute of Labor Economics (IZA).
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• Kirstin Hubrich & Timo Teräsvirta, 2013. "Thresholds and Smooth Transitions in Vector Autoregressive Models," CREATES Research Papers 2013-18, Department of Economics and Business Economics, Aarhus University.
• Nima Nonejad, 2013. "Long Memory and Structural Breaks in Realized Volatility: An Irreversible Markov Switching Approach," CREATES Research Papers 2013-26, Department of Economics and Business Economics, Aarhus University.
• Emilio Zanetti Chini, 2013. "Generalizing smooth transition autoregressions," CEIS Research Paper 294, Tor Vergata University, CEIS, revised 25 Sep 2014.
  • 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," CREATES Research Papers 2013-32, Department of Economics and Business Economics, Aarhus University.
  • Emilio Zanetti Chini, 2016. "Generalizing smooth transition autoregressions," DEM Working Papers Series 114, University of Pavia, Department of Economics and Management.
• Proietti, Tommaso & Luati, Alessandra, 2013. "The Exponential Model for the Spectrum of a Time Series: Extensions and Applications," MPRA Paper 45280, University Library of Munich, Germany.
  • Tommaso Proietti & Alessandra Luati, 2013. "The Exponential Model for the Spectrum of a Time Series: Extensions and Applications," CREATES Research Papers 2013-34, Department of Economics and Business Economics, Aarhus University.
  • Tommaso Proietti & Alessandra Luati, 2013. "The Exponential Model for the Spectrum of a Time Series: Extensions and Applications," CEIS Research Paper 272, Tor Vergata University, CEIS, revised 19 Apr 2013.
• Andersen, Torben G. & Bondarenko, Oleg & Todorov, Viktor & Tauchen, George, 2015. "The fine structure of equity-index option dynamics," Journal of Econometrics, Elsevier, vol. 187(2), pages 532-546.
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• Asger Lunde & Anne Floor Brix & Wei Wei, 2015. "A Generalized Schwartz Model for Energy Spot Prices - Estimation using a Particle MCMC Method," CREATES Research Papers 2015-46, Department of Economics and Business Economics, Aarhus University.
• Giovanni Caggiano & Pietro Calice & Leone Leonida, 2013. "Working Paper 190 - Early Warning Systems and Systemic Banking Crises in Low Income Countries: A Multinomial Logit Approach," Working Paper Series 993, African Development Bank.
• Francesco Furlanetto & Nicolas Groshenny, "undated". "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, 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, 2013. "Mismatch Shocks and Unemployment During the Great Recession," School of Economics Working Papers 2013-09, 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, 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.
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• Samuel Bazzi & Michael A. Clemens, 2013. "Blunt Instruments: Avoiding Common Pitfalls in Identifying the Causes of Economic Growth," American Economic Journal: Macroeconomics, American Economic Association, vol. 5(2), pages 152-186, April.
• Mariana Cristina Ganescu & Mihaela Asandei & Andreea Gangone & Camelia Chirilă, 2013. "Performance Determinants for Responsible Supply Chain Management in the European Emerging Countries," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, vol. 15(33), pages 154-169, February.
• McIntosh, Christopher S. & Mittelhammer, Ron C. & Middleton, Jonathan N., 2013. "Listen to Your Data: Econometric Model Specification through Sonification," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C. 150702, Agricultural and Applied Economics Association.
• Olivia, Susan & Gibson, John, 2013. "Economic Rise and Decline in Indonesia – As Seen from Space," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C. 151210, Agricultural and Applied Economics Association.
• Majstorović, Aleksandar & Dukić, Dragan & Zogović, Mihajlo, 2013. "An Agricultural Land Value Assessment Model," Estey Centre Journal of International Law and Trade Policy, Estey Centre for Law and Economics in International Trade, vol. 60(2).
• Majstorović, Aleksandar & Dukić, Dragan & Zogović, Mihajlo, 2013. "An Agricultural Land Value Assessment Model," Economics of Agriculture, Institute of Agricultural Economics, vol. 60(2), pages 1-10, July.
• Bekkerman, Anton & Brester, Gary W. & McDonald, Tyrel J., 2013. "A Semiparametric Approach to Analyzing Differentiated Agricultural Products," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 45(1), pages 79-94, February.
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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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• Bodenhorn, Howard & Guinnane, Timothy W. & Mroz, Thomas A., 2013. "Problems of Sample-Selection Bias in the Historical Heights Literature: A Theoretical and Econometric Analysis," Working Papers 114, Yale University, Department of Economics.
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• Olivier Bargain & Kristian Orsini & Andreas Peichl, 2012. "Comparing Labor Supply Elasticities in Europe and the US: New Results," Working Papers halshs-00805736, HAL.
  • Olivier Bargain & Christina Orsini & Andreas Peichl, 2013. "Comparing Labor Supply Elasticities in Europe and the US: New Results," AMSE Working Papers 1321, Aix-Marseille School of Economics, France.
  • Bargain, Olivier B. & Orsini, Kristian & Peichl, Andreas, 2012. "Comparing Labor Supply Elasticities in Europe and the US: New Results," IZA Discussion Papers 6735, Institute of Labor Economics (IZA).
  • Olivier Bargain & Kristian Orsini & Andreas Peichl, 2012. "Comparing Labor Supply Elasticities in Europe and the US: New Results," SOEPpapers on Multidisciplinary Panel Data Research 525, DIW Berlin, The German Socio-Economic Panel (SOEP).
• Olivier Bargain & Andreas Peichl, 2013. "Steady-State Labor Supply Elasticities: An International Comparison," Working Papers halshs-00805744, HAL.
  • Olivier Bargain & Andreas Peichl, 2013. "Steady-State Labor Supply Elasticities: An International Comparison," AMSE Working Papers 1322, Aix-Marseille School of Economics, France.
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• 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.
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• Alex Luiz Ferreira & Sérgio Naruhiko Sakurai, 2013. "Personal charisma or the economy?: Macroeconomic indicators of presidential approval ratings in Brazil," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], vol. 14(3–4), pages 214-232.
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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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• Farrell, Max H., 2015. "Robust inference on average treatment effects with possibly more covariates than observations," Journal of Econometrics, Elsevier, vol. 189(1), pages 1-23.
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• A Vadivel & M Ramachandran, 2013. "Does Exchange Rate Intervention Trigger Volatility," IEG Working Papers 328, Institute of Economic Growth.
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• Advani, Arun & Sloczynski, Tymon, 2013. "Mostly Harmless Simulations? On the Internal Validity of Empirical Monte Carlo Studies," IZA Discussion Papers 7874, Institute of Labor Economics (IZA).
  • Arun Advani & Toru Kitagawa & Tymon Sloczynski, 2018. "Mostly Harmless Simulations? On the Internal Validity of Empirical Monte Carlo Studies," Working Papers 124, Brandeis University, Department of Economics and International Business School.
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• Carlos P. Barros & Luis A. Gil-Alana, 2013. "The Housing Markets in Spain and Portugal: Evidence of Persistence," Review of Economics & Finance, Better Advances Press, Canada, vol. 3, pages 19-32, November.
• Todor Krastevich, 2013. "Using Predictive Modeling to Improve Direct Marketing Performance," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 3, pages 25-55.
• Conrad, Christian & Weber, Enzo, 2013. "Measuring Persistence in Volatility Spillovers," Working Papers 0543, University of Heidelberg, Department of Economics.
  • Conrad, Christian & Weber, Enzo, 2013. "Measuring Persistence in Volatility Spillovers," University of Regensburg Working Papers in Business, Economics and Management Information Systems 473, University of Regensburg, Department of Economics.
  • Conrad, Christian & Weber, Enzo, 2013. "Measuring Persistence in Volatility Spillovers," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79850, Verein für Socialpolitik / German Economic Association.
• Antonio Accetturo & Valter Di Giacinto & Giacinto Micucci & Marcello Pagnini, 2018. "Geography, productivity, and trade: Does selection explain why some locations are more productive than others?," Journal of Regional Science, Wiley Blackwell, vol. 58(5), pages 949-979, November.
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  • Antonio Accetturo & Valter Di Giacinto & Giacinto Micucci & Marcello Pagnini, 2013. "Geography, productivity and trade: does selection explain why some locations are more productive than others?," Temi di discussione (Economic working papers) 910, Bank of Italy, Economic Research and International Relations Area.
• Matteo Luciani & Libero Monteforte, 2012. "Uncertainty and Heterogeneity in factor models forecasting," Working Papers 5, Department of the Treasury, Ministry of the Economy and of Finance.
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• Héctor Manuel Záarte Solano & Angélica Rengifo Gómez, 2013. "Forecasting annual inflation with power transformations: the case of inflation targeting countries," Borradores de Economia 10462, Banco de la Republica.
  • Hector Manuel Zárate Solano & Angélica Rengifo Gómez, 2013. "Forecasting annual inflation with power transformations: the case of inflation targeting countries," Borradores de Economia 756, Banco de la Republica de Colombia.
• Dennis Sánchez Navarro, 2013. "Determinantes de los flujos de inversión extranjera directa estadounidense a través de un modelo gravitacional con componente espacial: evidencia para algunos países latinoamericanos," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 31(72), pages 35-50, December.
  • Dennis Sánchez, 2013. "Determinantes de los flujos de inversión extranjera directa estadounidense a través de un modelo gravitacional con componente espacial: evidencia para algunos países latinoamericanos," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 31(72), pages 35-50, December.
• Matthieu Bussière, 2013. "In Defense of Early Warning Signals," Working papers 420, Banque de France.
• 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.
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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.
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  • Barbara Rossi, 2015. "Conditional Predictive Density Evaluation in the Presence of Instabilities," Working Papers 688, Barcelona School of Economics.
• 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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  • Barbara Rossi, 2015. "Evaluating Predictive Densities of US Output Growth and Inflation in a Large Macroeconomic Data Set," Working Papers 689, Barcelona School of Economics.
• Matteo Barigozzi & Christian Brownlees, 2019. "NETS: Network estimation for time series," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(3), pages 347-364, April.
  • Matteo Barigozzi & Christian T. Brownlees, 2013. "Nets: Network estimation for time series," Economics Working Papers 1391, Department of Economics and Business, Universitat Pompeu Fabra.
  • Barigozzi, Matteo & Brownlees, Christian T., 2018. "Nets: network estimation for time series," LSE Research Online Documents on Economics 90493, London School of Economics and Political Science, LSE Library.
  • Matteo Barigozzi & Christian Brownlees, 2015. "Nets: Network Estimation for Time Series," Working Papers 723, Barcelona School of Economics.
• Bucevska Vesna, 2013. "An Empirical Evaluation of GARCH Models in Value-at-Risk Estimation: Evidence from the Macedonian Stock Exchange," Business Systems Research, Sciendo, vol. 4(1), pages 49-64, March.
• Ilaski Barañano & M. Paz Moral, 2013. "Consumption–Leisure Trade-Offs And Persistency In Business Cycles," Bulletin of Economic Research, Wiley Blackwell, vol. 65(3), pages 280-298, July.
• Jennifer L. Castle & Xiaochuan Qin & W. Robert Reed, 2013. "Using Model Selection Algorithms To Obtain Reliable Coefficient Estimates," Journal of Economic Surveys, Wiley Blackwell, vol. 27(2), pages 269-296, April.
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• Tor Jacobson & Jesper Lindé & Kasper Roszbach, 2013. "Firm Default And Aggregate Fluctuations," Journal of the European Economic Association, European Economic Association, vol. 11(4), pages 945-972, August.
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  • Linde, Jesper & Jacobson, Tor & Roszbach, Kasper & Kindell, Rikard, 2008. "Firm Default and Aggregate Fluctuations," CEPR Discussion Papers 7083, C.E.P.R. Discussion Papers.
  • Jacobson, Tor & Kindell, Rikard & Lindé, Jesper & Roszbach, Kasper, 2008. "Firm Default and Aggregate Fluctuations," Working Paper Series 226, Sveriges Riksbank (Central Bank of Sweden).
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• Raymond Kan & Cesare Robotti & Jay Shanken, 2013. "Pricing Model Performance and the Two‐Pass Cross‐Sectional Regression Methodology," Journal of Finance, American Finance Association, vol. 68(6), pages 2617-2649, December.
  • Raymond Kan & Cesare Robotti & Jay Shanken, 2009. "Pricing Model Performance and the Two-Pass Cross-Sectional Regression Methodology," NBER Working Papers 15047, National Bureau of Economic Research, Inc.
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• Md Atikur Rahman Khan & D. S. Poskitt, 2013. "Moment tests for window length selection in singular spectrum analysis of short– and long–memory processes," Journal of Time Series Analysis, Wiley Blackwell, vol. 34(2), pages 141-155, March.
  • Md Atikur Rahman Khan & D.S. Poskitt, 2011. "Moment Tests for Window Length Selection in Singular Spectrum Analysis of Short- and Long-Memory Processes," Monash Econometrics and Business Statistics Working Papers 22/11, Monash University, Department of Econometrics and Business Statistics.
• Ke. Zhu, 2013. "A mixed portmanteau test for ARMA-GARCH models by the quasi-maximum exponential likelihood estimation approach," Journal of Time Series Analysis, Wiley Blackwell, vol. 34(2), pages 230-237, March.
• Jennifer L. Castle & Jurgen A. Doornik & David F. Hendry, 2013. "Model Selection in Equations with Many ‘Small’ Effects," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 75(1), pages 6-22, February.
  • Jennifer Castle & David Hendry, 2011. "Model Selection in Equations with Many 'Small' Effects," Economics Series Working Papers 528, University of Oxford, Department of Economics.
  • Jennifer L. Castle & Jurgen A. Doornik & David F. Hendry, 2012. "Model Selection in Equations with Many 'Small' Effects," Working Paper series 53_12, Rimini Centre for Economic Analysis.
• Janine Aron & John Muellbauer, 2013. "New Methods for Forecasting Inflation, Applied to the US," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 75(5), pages 637-661, October.
  • Muellbauer, John & Aron, Janine, 2010. "New methods for forecasting inflation, applied to the US," CEPR Discussion Papers 7877, C.E.P.R. Discussion Papers.
• James B. Mcdonald & Jeff Sorensen & Patrick A. Turley, 2013. "Skewness And Kurtosis Properties Of Income Distribution Models," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 59(2), pages 360-374, June.
  • James McDonald & Patrick A. Turley & Jeff Sorensen, 2011. "Skewness and Kurtosis Properties of Income Distribution Models," LIS Working papers 569, LIS Cross-National Data Center in Luxembourg.
• Janine Aron & John Muellbauer, 2013. "Wealth, Credit Conditions, and Consumption: Evidence from South Africa," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 59, pages 161-196, October.
  • Janine Aron & John Muellbauer, 2011. "Wealth, Credit Conditions and Consumption: Evidence from South Africa," Economics Series Working Papers 580, University of Oxford, Department of Economics.
  • Muellbauer, John & Aron, Janine, 2012. "Wealth, Credit Conditions and Consumption: Evidence from South Africa," CEPR Discussion Papers 8800, C.E.P.R. Discussion Papers.
• Oscar Martinez Ibañez & Miguel Manjón Antolín & Josep-Maria Arauzo-Carod, 2013. "The Geographical Scope of Industrial Location Determinants: An Alternative Approach," Tijdschrift voor Economische en Sociale Geografie, Royal Dutch Geographical Society KNAG, vol. 104(2), pages 194-214, April.
  • Martínez Ibáñez, Óscar & Manjón Antolín, Miguel C. & Arauzo Carod, Josep Maria, 2012. "The Geographical Scope of Industrial Location Determinants: An Alternative Approach," Working Papers 2072/212205, Universitat Rovira i Virgili, Department of Economics.
• 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," CAMA Working Papers 2014-57, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Francesco Furlanetto & Nicolas Groshenny, 2014. "Mismatch Shocks and Unemployment During the Great Recession," School of Economics and Public Policy Working Papers 2014-07, University of Adelaide, School of Economics and Public Policy.
  • Francesco Furlanetto & Nicolas Groshenny, 2016. "Mismatch Shocks and Unemployment During the Great Recession," Post-Print hal-04204699, HAL.
  • 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 and Public Policy Working Papers 2015-14, University of Adelaide, School of Economics and Public Policy.
• Guardabascio, Barbara & Ventura, Marco, 2013. "Estimating the dose-response function through the GLM approach," MPRA Paper 45013, University Library of Munich, Germany, revised 13 Mar 2013.
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• Blagov, Boris & Funke, Michael, 2019. "The Regime-Dependent Evolution Of Credibility: A Fresh Look At Hong Kong'S Linked Exchange Rate System," Macroeconomic Dynamics, Cambridge University Press, vol. 23(6), pages 2434-2468, September.
  • Blagov, Boris & Funke, Michael, 2013. "The regime-dependent evolution of credibility: A fresh look at Hong Kong s linked exchange rate system," BOFIT Discussion Papers 24/2013, Bank of Finland Institute for Emerging Economies (BOFIT).
  • Blagov, Boris & Funke, Michael, 2013. "The regime-dependent evolution of credibility : A fresh look at Hong Kong s linked exchange rate system," BOFIT Discussion Papers 24/2013, Bank of Finland, Institute for Economies in Transition.
  • Blagov, Boris & Funke, Michael, 2015. "The regime-dependent evolution of credibility: A fresh look at Hong Kong's linked exchange rate system," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 112819, Verein für Socialpolitik / German Economic Association.
• Hill Jonathan B., 2013. "Stochastically weighted average conditional moment tests of functional form," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 17(2), pages 121-139, April.
• Morley James & Piger Jeremy & Tien Pao-Lin, 2013. "Reproducing business cycle features: are nonlinear dynamics a proxy for multivariate information?," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 17(5), pages 483-498, December.
  • James Morley & Jeremy Piger & Pao-Lin Tien, 2012. "Reproducing Business Cycle Features: Are Nonlinear Dynamics a Proxy for Multivariate Information?," Discussion Papers 2012-23, School of Economics, The University of New South Wales.
• Dias Francisco & Pinheiro Maximiano & Rua António, 2013. "Determining the number of global and country-specific factors in the euro area," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 17(5), pages 573-617, December.
• Ionela-Carmen, PIRNEA, 2013. "Study On The Performance Evaluation Models Of Small And Medium Enterprises In Romania," Management Strategies Journal, Constantin Brancoveanu University, vol. 22(4), pages 05-10.
• Catherine Baumont & Diego Legros, 2013. "Nature et impacts des effets spatiaux sur les valeurs immobilières. Le cas de l'espace urbanisé parisien," Revue économique, Presses de Sciences-Po, vol. 64(5), pages 911-950.
• Duranton, Gilles & Puga, Diego, 2014. "The Growth of Cities," Handbook of Economic Growth, in: Philippe Aghion & Steven Durlauf (ed.), Handbook of Economic Growth, edition 1, volume 2, chapter 5, pages 781-853, Elsevier.
  • Gilles Duranton, 2013. "The Growth of U.S. Cities," Revue d'économie régionale et urbaine, Armand Colin, vol. 0(5), pages 857-876.
  • Duranton, Gilles & Puga, Diego, 2013. "The growth of cities," CEPR Discussion Papers 9590, C.E.P.R. Discussion Papers.
  • Gilles Duranton & Diego Puga, 2013. "The Growth of Cities," Working Papers wp2013_1308, CEMFI.
• Mihailo Radoman & Marcel C. Voia, 2015. "Youth Training Programs and Their Impact on Career and Spell Duration of Professional Soccer Players," LABOUR, CEIS, vol. 29(2), pages 163-193, June.
  • Marcel-Cristian Voia & Mihailo Radoman, 2013. "Youth Training Programs and their Impact on Career and Spell Duration of Professional Soccer Players," Carleton Economic Papers 13-01, Carleton University, Department of Economics.
  • Mihailo Radoman & Marcel Voia, 2015. "Youth Training Programs and Their Impact on Career and Spell Duration of Professional Soccer Players," Post-Print hal-04926597, HAL.
• Jelena Stanković & Vesna Janković-Milić & Snežana Radukić, 2013. "Quantitative Analysis of Business Success Indicators in the Banking Sector of the Republic of Serbia," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 2(3), pages 29-46.
• Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael, 2017. "A Monte Carlo procedure for checking identification in DSGE models," Journal of Economic Dynamics and Control, Elsevier, vol. 76(C), pages 202-210.
  • Minford, Patrick & Wickens, Michael R. & Le, Vo Phuong Mai, 2013. "A Monte Carlo procedure for checking identification in DSGE models," CEPR Discussion Papers 9411, C.E.P.R. Discussion Papers.
  • Le, Vo Phuong Mai & Minford, Patrick & Wickens, Michael, 2013. "A Monte Carlo procedure for checking identification in DSGE models," Cardiff Economics Working Papers E2013/4, Cardiff University, Cardiff Business School, Economics Section.
• N. Taylor & Y. Xu, 2017. "The logarithmic vector multiplicative error model: an application to high frequency NYSE stock data," Quantitative Finance, Taylor & Francis Journals, vol. 17(7), pages 1021-1035, July.
  • Taylor, Nick & Xu, Yongdeng, 2013. "The logarithmic vector multiplicative error model: an application to high frequency NYSE stock data," Cardiff Economics Working Papers E2013/7, Cardiff University, Cardiff Business School, Economics Section.
• Le, Vo Phuong Mai & Meenagh, David, 2013. "Testing and Estimating Models Using Indirect Inference," Cardiff Economics Working Papers E2013/8, Cardiff University, Cardiff Business School, Economics Section.
• Adama BAH, 2013. "Finding the Best Indicators to Identify the Poor," Working Papers 201324, CERDI.
  • Adama Bah, 2015. "Finding the Best Indicators to Identify the Poor," Working Papers halshs-00936201, HAL.
• 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.
  • Teresa, Buchen & Wohlrabe, Klaus, 2014. "Assessing the Macroeconomic Forecasting Performance of Boosting: Evidence for the United States, the Euro Area, and Germany," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100626, Verein für Socialpolitik / German Economic Association.
• Melvin, Michael & Prins, John & Shand, Duncan, 2013. "Forecasting Exchange Rates: an Investor Perspective," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 721-750, Elsevier.
  • Michael Melvin & John Prins & Duncan Shand, 2013. "Forecasting Exchange Rates: An Investor Perspective," CESifo Working Paper Series 4238, CESifo.
• Òscar Jordá & 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.
  • 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 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 Working Papers 19506, National Bureau of Economic Research, Inc.
  • Oscar Jorda & 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.
  • Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2013. "Sovereigns versus Banks: Credit, Crises, and Consequences," Working Paper Series 2013-37, Federal Reserve Bank of San Francisco.
  • Taylor, Alan M. & Schularick, Moritz & Jordà , Ã’scar, 2013. "Sovereigns versus Banks: Credit, Crises, and Consequences," CEPR Discussion Papers 9678, C.E.P.R. Discussion Papers.
• 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.
  • Berg, Tim Oliver & Henzel, Steffen, 2013. "Point and Density Forecasts for the Euro Area Using Many Predictors: Are Large BVARs Really Superior?," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79783, Verein für Socialpolitik / German Economic Association.
  • 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.
• Robert Lehmann & Klaus Wohlrabe, 2014. "Forecasting gross value-added at the regional level: are sectoral disaggregated predictions superior to direct ones?," Review of Regional Research: Jahrbuch für Regionalwissenschaft, Springer;Gesellschaft für Regionalforschung (GfR), vol. 34(1), pages 61-90, February.
  • Lehmann, Robert & Wohlrabe, Klaus, 2013. "Sectoral gross value-added forecasts at the regional level: Is there any information gain?," MPRA Paper 46765, University Library of Munich, Germany.
  • Robert Lehmann & Klaus Wohlrabe, 2013. "Forecasting gross value-added at the regional level: Are sectoral disaggregated predictions superior to direct ones?," ifo Working Paper Series 171, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
• Georges Dionne & Olfa Maalaoui Chun, 2013. "Default and liquidity regimes in the bond market during the 2002-2012 period," Canadian Journal of Economics, Canadian Economics Association, vol. 46(4), pages 1160-1195, November.
  • Georges Dionne & Olfa Maalaoui Chun, 2013. "Default and Liquidity Regimes in the Bond Market during the 2002-2012 Period," Cahiers de recherche 1322, CIRPEE.
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• Gabriele Fiorentini & Enrique Sentana, 2019. "Dynamic specification tests for dynamic factor models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(3), pages 325-346, April.
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  • Gabriele Fiorentini & Enrique Sentana, 2019. "Dynamic specification tests for dynamic factor models," Econometrics Working Papers Archive 2018_07, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
• Duranton, Gilles & Puga, Diego, 2014. "The Growth of Cities," Handbook of Economic Growth, in: Philippe Aghion & Steven Durlauf (ed.), Handbook of Economic Growth, edition 1, volume 2, chapter 5, pages 781-853, Elsevier.
  • Gilles Duranton, 2013. "The Growth of U.S. Cities," Revue d'économie régionale et urbaine, Armand Colin, vol. 0(5), pages 857-876.
  • Duranton, Gilles & Puga, Diego, 2013. "The growth of cities," CEPR Discussion Papers 9590, C.E.P.R. Discussion Papers.
  • Gilles Duranton & Diego Puga, 2013. "The Growth of Cities," Working Papers wp2013_1308, CEMFI.
• Cristina Borra & Luis Palma & M. Carmen González & Luis F. Aguado, 2013. "Evaluation of an Active Labour Market Programme in a Context of High Unemployment," Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE, January.
• Mateo Clavijo, 2013. "Desaceleración económica e inflación de activos financieros en Colombia," Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE, December.
• Mauricio G. Villena & Ericka Y. Lafuente, 2013. "Valoración económica de bienes ambientales por beneficiarios circundantes y no circundantes," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, May.
• Santiago Medina Hurtado & Jorge Aníbal Restrepo Morales, 2013. "Estimación de la utilidad en riesgo de una empresa de transmisión de energía eléctrica considerando variables económicas," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, May.
• Osvaldo Espin-García & Carlos Vladimir Rodríguez-Caballero, 2013. "Metodología para un scoring de clientes sin referencias crediticias," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, May.
• Mariana Gerstenbluth & Natalia Melgar & Máximo Rossi, 2013. "Ingreso y desigualdad: ¿Cómo afectan a la felicidad en América Latina?," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, May.
  • Mariana Gerstenblüth & Natalia Melgar & Máximo Rossi, 2010. "Ingreso y desigualdad: ¿Cómo afectan a la felicidad en América Latina?," Documentos de Trabajo (working papers) 0910, Department of Economics - dECON.
• Diego Enrique Pinilla Rodríguez & Juan de Dios Jiménez Aguilera & Roberto Montero Granados, 2013. "Gasto público y crecimiento económico. Un estudio empírico para América Latina," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, May.
• Hector Manuel Zárate Solano & Angélica Rengifo Gómez, 2013. "Forecasting annual inflation with power transformations: the case of inflation targeting countries," Borradores de Economia 756, Banco de la Republica de Colombia.
  • Héctor Manuel Záarte Solano & Angélica Rengifo Gómez, 2013. "Forecasting annual inflation with power transformations: the case of inflation targeting countries," Borradores de Economia 10462, Banco de la Republica.
• Dennis Sánchez, 2013. "Determinantes de los flujos de inversión extranjera directa estadounidense a través de un modelo gravitacional con componente espacial: evidencia para algunos países latinoamericanos," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 31(72), pages 35-50, December.
  • Dennis Sánchez Navarro, 2013. "Determinantes de los flujos de inversión extranjera directa estadounidense a través de un modelo gravitacional con componente espacial: evidencia para algunos países latinoamericanos," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 31(72), pages 35-50, December.
• Pérez G., Jorge Iván & González C., Karen Lorena & Lopera C., Mauricio, 2013. "Modelos de predicción de la fragilidad empresarial: aplicación al caso colombiano para el ano 2011," Perfil de Coyuntura Económica, Universidad de Antioquia, CIE, issue 22, pages 205-228, August.
• Lemus Polanía, Diego Fernando & Castaño Vélez, Elkin Argemiro, 2013. "Prueba de hipótesis sobre la existencia de una raíz fraccional en una serie de tiempo no estacionaria," Revista Lecturas de Economía, Universidad de Antioquia, CIE, issue 78, pages 151-184, March.
• Nicole Bosch & Miriam Gielen & Egbert Jongen & Mauro Mastrogiacomo (DNB & voorheen CPB), 2013. "A structural analysis of labour supply elasticities in the Netherlands," CPB Discussion Paper 235, CPB Netherlands Bureau for Economic Policy Analysis.
• Nicole Bosch & Miriam Gielen & Egbert Jongen & Mauro Mastrogiacomo (DNB & voorheen CPB), 2013. "A structural analysis of labour supply elasticities in the Netherlands," CPB Discussion Paper 235.rdf, CPB Netherlands Bureau for Economic Policy Analysis.
• Joanna Gorna & Karolina Gorna & Elzbieta Szulc, 2013. "Analysis of ß-Convergence. From Traditional Cross-Section Model to Dynamic Panel Model," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 13, pages 127-144.
• Anna Czapkiewicz & Artur Machno, 2013. "Empirical Verification of World’s Regions Profitability in Dynamic International Investment Strategy," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 13, pages 145-162.
• Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael, 2017. "A Monte Carlo procedure for checking identification in DSGE models," Journal of Economic Dynamics and Control, Elsevier, vol. 76(C), pages 202-210.
  • Le, Vo Phuong Mai & Minford, Patrick & Wickens, Michael, 2013. "A Monte Carlo procedure for checking identification in DSGE models," Cardiff Economics Working Papers E2013/4, Cardiff University, Cardiff Business School, Economics Section.
  • Minford, Patrick & Wickens, Michael R. & Le, Vo Phuong Mai, 2013. "A Monte Carlo procedure for checking identification in DSGE models," CEPR Discussion Papers 9411, C.E.P.R. Discussion Papers.
• Rossi, Barbara & Gürkaynak, Refet & KısacıkoÄŸlu, Burçin, 2013. "Do DSGE Models Forecast More Accurately Out-of-Sample than VAR Models?," CEPR Discussion Papers 9576, C.E.P.R. Discussion Papers.
• Werker, Bas J M & Andreou, Elena, 2013. "Residual-based Rank Specification Tests for AR-GARCH type models," CEPR Discussion Papers 9583, C.E.P.R. Discussion Papers.
• Duranton, Gilles & Puga, Diego, 2014. "The Growth of Cities," Handbook of Economic Growth, in: Philippe Aghion & Steven Durlauf (ed.), Handbook of Economic Growth, edition 1, volume 2, chapter 5, pages 781-853, Elsevier.
  • Gilles Duranton, 2013. "The Growth of U.S. Cities," Revue d'économie régionale et urbaine, Armand Colin, vol. 0(5), pages 857-876.
  • Gilles Duranton & Diego Puga, 2013. "The Growth of Cities," Working Papers wp2013_1308, CEMFI.
  • Duranton, Gilles & Puga, Diego, 2013. "The growth of cities," CEPR Discussion Papers 9590, C.E.P.R. Discussion Papers.
• Òscar Jordá & 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.
  • 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 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 Working Papers 19506, National Bureau of Economic Research, Inc.
  • Taylor, Alan M. & Schularick, Moritz & Jordà , Ã’scar, 2013. "Sovereigns versus Banks: Credit, Crises, and Consequences," CEPR Discussion Papers 9678, C.E.P.R. Discussion Papers.
  • Oscar Jorda & 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.
  • Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2013. "Sovereigns versus Banks: Credit, Crises, and Consequences," Working Paper Series 2013-37, Federal Reserve Bank of San Francisco.
• Marek Jarociński & Bartosz Maćkowiak, 2017. "Granger Causal Priority and Choice of Variables in Vector Autoregressions," The Review of Economics and Statistics, MIT Press, vol. 99(2), pages 319-329, May.
  • Jarociński, Marek & Maćkowiak, Bartosz, 2013. "Granger-causal-priority and choice of variables in vector autoregressions," Working Paper Series 1600, European Central Bank.
  • Mackowiak, Bartosz & Jarocinski, Marek, 2013. "Granger-Causal-Priority and Choice of Variables in Vector Autoregressions," CEPR Discussion Papers 9686, C.E.P.R. Discussion Papers.
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• Janine Aron & Kenneth Creamer & John Muellbauer & Neil Rankin, 2014. "Exchange Rate Pass-Through to Consumer Prices in South Africa: Evidence from Micro-Data," Journal of Development Studies, Taylor & Francis Journals, vol. 50(1), pages 165-185, January.
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• Goncalves, Silvia & Kilian, Lutz, 2004. "Bootstrapping autoregressions with conditional heteroskedasticity of unknown form," Journal of Econometrics, Elsevier, vol. 123(1), pages 89-120, November.
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• Ciccarelli, Matteo & García, Juan Angel, 2009. "What drives euro area break-even inflation rates?," Working Paper Series 0996, European Central Bank.
• Castrén, Olli & Fitzpatrick, Trevor & Sydow, Matthias, 2009. "Assessing portfolio credit risk changes in a sample of EU large and complex banking groups in reaction to macroeconomic shocks," Working Paper Series 1002, European Central Bank.
• Alessi, Lucia & Barigozzi, Matteo & Capasso, Marco, 2009. "Estimation and forecasting in large datasets with conditionally heteroskedastic dynamic common factors," Working Paper Series 1115, European Central Bank.
• Jarociński, Marek, 2010. "Imposing parsimony in cross-country growth regressions," Working Paper Series 1234, European Central Bank.
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• Andrés González & Kirstin Hubrich & Timo Teräsvirta, 2009. "Forecasting inflation with gradual regime shifts and exogenous information," CREATES Research Papers 2009-03, Department of Economics and Business Economics, Aarhus University.
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• Nicoletti, Giulio & Passaro, Raffaele, 2012. "Sometimes it helps: the evolving predictive power of spreads on GDP dynamics," Working Paper Series 1447, European Central Bank.
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• Bodenhorn, Howard & Guinnane, Timothy & Mroz, Thomas, 2013. "Problems of Sample-selection Bias in the Historical Heights Literature: A Theoretical and Econometric Analysis," Center Discussion Papers 148749, Yale University, Economic Growth Center.
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• Gary Koop, 2012. "Using VARs and TVP-VARs with Many Macroeconomic Variables," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 4(3), pages 143-167, September.
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• Vivian, Andrew & Wohar, Mark E., 2013. "The output gap and stock returns: Do cyclical fluctuations predict portfolio returns?," International Review of Financial Analysis, Elsevier, vol. 26(C), pages 40-50.
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• Martin, Christopher & Milas, Costas, 2013. "Financial crises and monetary policy: Evidence from the UK," Journal of Financial Stability, Elsevier, vol. 9(4), pages 654-661.
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• Spiliopoulos, Leonidas, 2013. "Beyond fictitious play beliefs: Incorporating pattern recognition and similarity matching," Games and Economic Behavior, Elsevier, vol. 81(C), pages 69-85.
• Dixon, Peter B. & Rimmer, Maureen T., 2013. "Validation in Computable General Equilibrium Modeling," Handbook of Computable General Equilibrium Modeling, in: Peter B. Dixon & Dale Jorgenson (ed.), Handbook of Computable General Equilibrium Modeling, edition 1, volume 1, chapter 0, pages 1271-1330, Elsevier.
• Schmidt, Sebastian & Wieland, Volker, 2013. "The New Keynesian Approach to Dynamic General Equilibrium Modeling: Models, Methods and Macroeconomic Policy Evaluation," Handbook of Computable General Equilibrium Modeling, in: Peter B. Dixon & Dale Jorgenson (ed.), Handbook of Computable General Equilibrium Modeling, edition 1, volume 1, chapter 0, pages 1439-1512, Elsevier.
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• Molnar, Jozsef & Violi, Roberto & Zhou, Xiaolan, 2013. "Multimarket contact in Italian retail banking: Competition and welfare," International Journal of Industrial Organization, Elsevier, vol. 31(5), pages 368-381.
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• Blackburn, Craig & Sherris, Michael, 2013. "Consistent dynamic affine mortality models for longevity risk applications," Insurance: Mathematics and Economics, Elsevier, vol. 53(1), pages 64-73.
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• Korobilis, Dimitris, 2013. "Hierarchical shrinkage priors for dynamic regressions with many predictors," International Journal of Forecasting, Elsevier, vol. 29(1), pages 43-59.
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• Proietti, Tommaso & Lütkepohl, Helmut, 2013. "Does the Box–Cox transformation help in forecasting macroeconomic time series?," International Journal of Forecasting, Elsevier, vol. 29(1), pages 88-99.
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• Jordà, Òscar & Knüppel, Malte & Marcellino, Massimiliano, 2013. "Empirical simultaneous prediction regions for path-forecasts," International Journal of Forecasting, Elsevier, vol. 29(3), pages 456-468.
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• Grydaki, Maria & Bezemer, Dirk, 2013. "The role of credit in the Great Moderation: A multivariate GARCH approach," Journal of Banking & Finance, Elsevier, vol. 37(11), pages 4615-4626.
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• Lönnbark, Carl, 2013. "On the role of the estimation error in prediction of expected shortfall," Journal of Banking & Finance, Elsevier, vol. 37(3), pages 847-853.
• Reboredo, Juan C., 2013. "Is gold a safe haven or a hedge for the US dollar? Implications for risk management," Journal of Banking & Finance, Elsevier, vol. 37(8), pages 2665-2676.
• Polanski, Arnold & Stoja, Evarist & Zhang, Ren, 2013. "Multidimensional risk and risk dependence," Journal of Banking & Finance, Elsevier, vol. 37(8), pages 3286-3294.
• Wu, Meng-Wen & Shen, Chung-Hua, 2013. "Corporate social responsibility in the banking industry: Motives and financial performance," Journal of Banking & Finance, Elsevier, vol. 37(9), pages 3529-3547.
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• Bollerslev, Tim & Osterrieder, Daniela & Sizova, Natalia & Tauchen, George, 2013. "Risk and return: Long-run relations, fractional cointegration, and return predictability," Journal of Financial Economics, Elsevier, vol. 108(2), pages 409-424.
• Ampaabeng, Samuel K. & Tan, Chih Ming, 2013. "The long-term cognitive consequences of early childhood malnutrition: The case of famine in Ghana," Journal of Health Economics, Elsevier, vol. 32(6), pages 1013-1027.
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• Yu, Xiangrong, 2013. "Measurement error and policy evaluation in the frequency domain," Journal of Macroeconomics, Elsevier, vol. 38(PB), pages 307-329.
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• Abbas, Faisal & Choudhury, Nirmalya, 2013. "Electricity consumption-economic growth Nexus: An aggregated and disaggregated causality analysis in India and Pakistan," Journal of Policy Modeling, Elsevier, vol. 35(4), pages 538-553.
• Liao, Yin, 2013. "The benefit of modeling jumps in realized volatility for risk prediction: Evidence from Chinese mainland stocks," Pacific-Basin Finance Journal, Elsevier, vol. 23(C), pages 25-48.
• Jin, Fei & Lee, Lung-fei, 2013. "Cox-type tests for competing spatial autoregressive models with spatial autoregressive disturbances," Regional Science and Urban Economics, Elsevier, vol. 43(4), pages 590-616.
• Elsinger, Helmut, 2013. "Comment on: A non-parametric spatial independence test using symbolic entropy," Regional Science and Urban Economics, Elsevier, vol. 43(5), pages 838-840.
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• Stern, David I. & Enflo, Kerstin, 2013. "Causality between energy and output in the long-run," Energy Economics, Elsevier, vol. 39(C), pages 135-146.
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• Bodenhorn, Howard & Guinnane, Timothy W. & Mroz, Thomas A., 2013. "Problems of Sample-Selection Bias in the Historical Heights Literature: A Theoretical and Econometric Analysis," Working Papers 114, Yale University, Department of Economics.
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• Gerba, Eddie & Hauzenberger, Klemens, 2013. "Estimating US fiscal and monetary interactions in a time varying VAR," LSE Research Online Documents on Economics 56393, London School of Economics and Political Science, LSE Library.
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• Raffaella Giacomini, 2013. "The Relationship Between DSGE and VAR Models," Advances in Econometrics, in: VAR Models in Macroeconomics – New Developments and Applications: Essays in Honor of Christopher A. Sims, volume 32, pages 1-25, Emerald Group Publishing Limited.
• Refet S. Gürkaynak & Burçin Kısacıkoğlu & Barbara Rossi, 2013. "Do DSGE Models Forecast More Accurately Out-Of-Sample than VAR Models?☆The views expressed in this article are those of the authors," Advances in Econometrics, in: VAR Models in Macroeconomics – New Developments and Applications: Essays in Honor of Christopher A. Sims, volume 32, pages 27-79, Emerald Group Publishing Limited.
• Todd E. Clark & Michael W. McCracken, 2013. "Evaluating the Accuracy of Forecasts from Vector Autoregressions☆The views expressed herein are solely those of the authors and do not necessarily reflect the views of the Federal Reserve Bank of Clev," Advances in Econometrics, in: VAR Models in Macroeconomics – New Developments and Applications: Essays in Honor of Christopher A. Sims, volume 32, pages 117-168, Emerald Group Publishing Limited.
• Kirstin Hubrich & Timo Teräsvirta, 2013. "Thresholds and Smooth Transitions in Vector Autoregressive Models☆The views expressed in this article are those of the authors and should not be interpreted as reflecting the views of the European Cen," Advances in Econometrics, in: VAR Models in Macroeconomics – New Developments and Applications: Essays in Honor of Christopher A. Sims, volume 32, pages 273-326, Emerald Group Publishing Limited.
• Ivan Jeliazkov, 2013. "Nonparametric Vector Autoregressions: Specification, Estimation, and Inference," Advances in Econometrics, in: VAR Models in Macroeconomics – New Developments and Applications: Essays in Honor of Christopher A. Sims, volume 32, pages 327-359, Emerald Group Publishing Limited.
• Hoornweg, V., 2013. "Some Tools for Robustifying Econometric Analyses," Econometric Institute Research Papers 50163, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
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• Saša ŽIKOVIÆ & Randall K. FILER, 2013. "Ranking of VaR and ES Models: Performance in Developed and Emerging Markets," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 63(4), pages 327-359, August.
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• Tukiainen, Janne, 2013. "Effects of minimum bid increment in internet auctions: Evidence from a field experiment," Working Papers 44, VATT Institute for Economic Research.
• Nikolay Gospodinov & Raymond Kan & Cesare Robotti, 2014. "Misspecification-Robust Inference in Linear Asset-Pricing Models with Irrelevant Risk Factors," The Review of Financial Studies, Society for Financial Studies, vol. 27(7), pages 2139-2170.
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• Ulrich Horst & Michael Kupper & Andrea Macrina & Christoph Mainberger, 2013. "Continuous equilibrium in affine and information-based capital asset pricing models," Annals of Finance, Springer, vol. 9(4), pages 725-755, November.
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• Rodolphe Buda, 2013. "SIMUL 3.2: An Econometric Tool for Multidimensional Modelling," Computational Economics, Springer;Society for Computational Economics, vol. 41(4), pages 517-524, April.
• Henrik Andersson & James Hammitt & Gunnar Lindberg & Kristian Sundström, 2013. "Willingness to Pay and Sensitivity to Time Framing: A Theoretical Analysis and an Application on Car Safety," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 56(3), pages 437-456, November.
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• Aart Kraay & Norikazu Tawara, 2013. "Can specific policy indicators identify reform priorities?," Journal of Economic Growth, Springer, vol. 18(3), pages 253-283, September.
• Eduardo Fé, 2013. "Estimating production frontiers and efficiency when output is a discretely distributed economic bad," Journal of Productivity Analysis, Springer, vol. 39(3), pages 285-302, June.
• Hung-pin Lai, 2013. "Estimation of the threshold stochastic frontier model in the presence of an endogenous sample split variable," Journal of Productivity Analysis, Springer, vol. 40(2), pages 227-237, October.
• Daniel Cavagnaro & Mark Pitt & Richard Gonzalez & Jay Myung, 2013. "Discriminating among probability weighting functions using adaptive design optimization," Journal of Risk and Uncertainty, Springer, vol. 47(3), pages 255-289, December.
• Vo Le & David Meenagh & Patrick Minford & Zhirong Ou, 2013. "What Causes Banking Crises? An Empirical Investigation for the World Economy," Open Economies Review, Springer, vol. 24(4), pages 581-611, September.
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• Pål Boug & Ådne Cappelen & Torbjørn Eika, 2013. "Exchange Rate Pass-through in a Small Open Economy: the Importance of the Distribution Sector," Open Economies Review, Springer, vol. 24(5), pages 853-879, November.
• Martin Kukuk & Michael Rönnberg, 2013. "Corporate credit default models: a mixed logit approach," Review of Quantitative Finance and Accounting, Springer, vol. 40(3), pages 467-483, April.
• 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 (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 8, pages 1-30.
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• 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.
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• Diego Lemus & Elkin Castaño, 2013. "A test for the existence of a fractional root in a non-stationary time series," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 78, pages 151-184.
• Goodness C. Aye & Mehmet Balcilar & Adél Bosch & Rangan Gupta & Francois Stofberg, 2013. "The out-of-sample forecasting performance of non-linear models of real exchange rate behaviour: The case of the South African Rand," European Journal of Comparative Economics, Cattaneo University (LIUC), vol. 10(1), pages 121-148, April.
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• Lehmann Robert & Wohlrabe Klaus, 2015. "Forecasting GDP at the Regional Level with Many Predictors," German Economic Review, De Gruyter, vol. 16(2), pages 226-254, May.
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• 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.
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• 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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• David Ardia & Lennart F. Hoogerheide, 2013. "Cross-Sectional Distribution of GARCH Coefficients across S&P 500 Constituents: Time-Variation over the Period 2000-2012," Cahiers de recherche 1313, CIRPEE.
• Georges Dionne & Olfa Maalaoui Chun, 2013. "Default and liquidity regimes in the bond market during the 2002-2012 period," Canadian Journal of Economics, Canadian Economics Association, vol. 46(4), pages 1160-1195, November.
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• Dieudonné Bleossi Dahoun & Olivier Manlan & Cosme Vodonou & Saint-Martin Mongan & Damien Mededji & Janvier P. Alofa, 2013. "Microcrédit, pauvreté et autonomisation des femmes au Bénin," Working Papers PMMA 2013-13, PEP-PMMA.
• Lee, Yoonseok & Phillips, Peter C.B., 2015. "Model selection in the presence of incidental parameters," Journal of Econometrics, Elsevier, vol. 188(2), pages 474-489.
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• Kawakami, Kei, 2013. "Conditional forecast selection from many forecasts: An application to the Yen/Dollar exchange rate," Journal of the Japanese and International Economies, Elsevier, vol. 28(C), pages 1-18.
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• Camila Epprecht & Dominique Guegan & Álvaro Veiga, 2013. "Comparing variable selection techniques for linear regression: LASSO and Autometrics," Documents de travail du Centre d'Economie de la Sorbonne 13080, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
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• Mateusz Pipień, 2013. "Orthogonal Transformation of Coordinates in Copula M-GARCH Models – Bayesian analysis for WIG20 spot and futures returns," NBP Working Papers 151, Narodowy Bank Polski.
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• Òscar Jordá & 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.
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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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• Khai Xiang Chiong, 2013. "Revealed Preference Tests of Network Formation Models," Working Papers 13-23, NET Institute.
• Todor Krastevich, 2013. "Predicting Consumer Choices Through Analysis of Interactions in Social Networks," Economic Alternatives, University of National and World Economy, Sofia, Bulgaria, issue 3, pages 24-40, September.
• Peter Carr & Liuren Wu, 2014. "Static Hedging of Standard Options," Journal of Financial Econometrics, Oxford University Press, vol. 12(1), pages 3-46.
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• Jennifer Castle & David Hendry & Oleg Kitov, 2013. "Forecasting and Nowcasting Macroeconomic Variables: A Methodological Overview," Economics Series Working Papers 674, University of Oxford, Department of Economics.
• Dionisio Ramirez & Gabriel Rodr¨ªguez, 2014. "Do Labor Reforms in Spain Have an Effect on the Equilibrium Unemployment Rate?," International Journal of Social Science Studies, Redfame publishing, vol. 2(1), pages 105-120, January.
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• Antonio Merlo & Thomas R. Palfrey, 2018. "External validation of voter turnout models by concealed parameter recovery," Public Choice, Springer, vol. 176(1), pages 297-314, July.
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• Leonardo Melosi, 2017. "Signalling Effects of Monetary Policy," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 84(2), pages 853-884.
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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.
  • Frank Schorfheide & Kenneth I. Wolpin, 2013. "To Hold Out or Not to Hold Out," NBER Working Papers 19565, National Bureau of Economic Research, Inc.
  • Frank Schorfheide & Kenneth I. Wolpin, 2013. "To Hold Out or Not to Hold Out," PIER Working Paper Archive 13-059, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  • Schorfheide, Frank & Wolpin, Kenneth I., 2014. "To Hold Out or Not to Hold Out," Working Papers 14-018, Rice University, Department of Economics.
• Xu Cheng & Zhipeng Liao & Ruoyao Shi, 2013. "Uniform Asymptotic Risk of Averaging GMM Estimator Robust to Misspecification, Second Version," PIER Working Paper Archive 15-017, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 25 Mar 2015.
• Bespalova, Olga, 2013. "Do the Renewable Portfolio Standards (RPS) promote the renewable electricity generation in the USA? Evidence from panel data econometric study," MPRA Paper 117670, University Library of Munich, Germany, revised 30 Nov 2013.
• Pieroni, Luca & d'Agostino, Giorgio & Bartolucci, Francesco, 2013. "Identifying corruption through latent class models: evidence from transition economies," MPRA Paper 43981, University Library of Munich, Germany.
• Barbara Guardabascio & Marco Ventura, 2013. "Estimating the dose-response function through the GLM approach," German Stata Users' Group Meetings 2013 10, Stata Users Group.
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• Tsyplakov, Alexander, 2013. "Evaluation of Probabilistic Forecasts: Proper Scoring Rules and Moments," MPRA Paper 45186, University Library of Munich, Germany.
• Tommaso Proietti & Alessandra Luati, 2013. "The Exponential Model for the Spectrum of a Time Series: Extensions and Applications," CREATES Research Papers 2013-34, Department of Economics and Business Economics, Aarhus University.
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• Koop, Gary & Korobilis, Dimitris, 2014. "A new index of financial conditions," European Economic Review, Elsevier, vol. 71(C), pages 101-116.
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• Muhammad Khan & Mazen Kebewar & Nikolay Nenovsky, 2013. "Inflation Uncertainty, Output Growth Uncertainty and Macroeconomic Performance: Comparing Alternative Exchange Rate Regimes in Eastern Europe," Working Papers halshs-00804556, HAL.
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• Deev, Oleg & Kajurova, Veronika & Stavarek, Daniel, 2013. "Testing rational speculative bubbles in Central European stock markets," MPRA Paper 46582, University Library of Munich, Germany.
• Robert Lehmann & Klaus Wohlrabe, 2014. "Forecasting gross value-added at the regional level: are sectoral disaggregated predictions superior to direct ones?," Review of Regional Research: Jahrbuch für Regionalwissenschaft, Springer;Gesellschaft für Regionalforschung (GfR), vol. 34(1), pages 61-90, February.
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• Bezemer, Dirk & Grydaki, Maria, 2013. "Debt and the U.S. Great Moderation," MPRA Paper 47399, University Library of Munich, Germany.
• Grydaki, Maria & Bezemer, Dirk, 2013. "Did Credit Decouple from Output in the Great Moderation?," MPRA Paper 47424, University Library of Munich, Germany.
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• Teneng, Dean, 2013. "NIG-Levy process in asset price modeling: case of Estonian companies," MPRA Paper 47852, University Library of Munich, Germany.
• Teneng, Dean, 2013. "A note on NIG-Levy process in asset price modeling: case of Estonian companies," MPRA Paper 47862, University Library of Munich, Germany.
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• Bunčák, Tomáš, 2013. "Jump Processes in Exchange Rates Modeling," MPRA Paper 49882, University Library of Munich, Germany.
• GUO-FITOUSSI, Liang, 2013. "A Comparison of the Finite Sample Properties of Selection Rules of Factor Numbers in Large Datasets," MPRA Paper 50005, University Library of Munich, Germany.
• Christopher CRUZ & Claire MAPA, 2013. "An Early Warning System For Inflation In The Philippines Using Markov-Switching And Logistic Regression Models," Theoretical and Practical Research in the Economic Fields, ASERS Publishing, vol. 4(2), pages 136-150.
  • Cruz, Christopher John & Mapa, Dennis, 2013. "An Early Warning System for Inflation in the Philippines Using Markov-Switching and Logistic Regression Models," MPRA Paper 50078, University Library of Munich, Germany.
• Barnett, William A. & Ghosh, Taniya, 2013. "Bifurcation analysis of an endogenous growth model," The Journal of Economic Asymmetries, Elsevier, vol. 10(1), pages 53-64.
  • William A. Barnett & Taniya Ghosh, 2013. "Bifurcation Analysis of an Endogenous Growth Model," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 201306, University of Kansas, Department of Economics, revised Oct 2013.
  • Barnett, William & Ghosh, Taniya, 2013. "Bifurcation Analysis of an Endogenous Growth Model," MPRA Paper 50131, University Library of Munich, Germany.
• Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2013. "On the Stratonovich – Kalman - Bucy filtering algorithm application for accurate characterization of financial time series with use of state-space model by central banks," MPRA Paper 50235, University Library of Munich, Germany.
• Caporin, Massimiliano & Jimenez-Martin, Juan-Angel & Gonzalez-Serrano, Lydia, 2014. "Currency hedging strategies in strategic benchmarks and the global and Euro sovereign financial crises," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 31(C), pages 159-177.
  • Massimiliano Caporin & Juan Ángel Jiménez Martín & Lydia González-Serrano, 2013. "Currency hedging strategies, strategic benchmarks and the Global and Euro Sovereign financial crises," Documentos de Trabajo del ICAE 2013-36, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Caporin, Massimiliano & Jimenez-Martin, Juan-Angel & Gonzalez-Serrano, Lydia, 2013. "Currency hedging strategies, strategic benchmarks and the Global and Euro Sovereign financial crises," MPRA Paper 50940, University Library of Munich, Germany, revised 23 Oct 2013.
• Dimitris, Korobilis, 2013. "Forecasting with Factor Models: A Bayesian Model Averaging Perspective," MPRA Paper 52724, University Library of Munich, Germany.
• 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.
• Bai, Jushan & Ando, Tomohiro, 2013. "Multifactor asset pricing with a large number of observable risk factors and unobservable common and group-specific factors," MPRA Paper 52785, University Library of Munich, Germany, revised Dec 2013.
• Liu, Chu-An, 2015. "Distribution theory of the least squares averaging estimator," Journal of Econometrics, Elsevier, vol. 186(1), pages 142-159.
  • Liu, Chu-An, 2013. "Distribution Theory of the Least Squares Averaging Estimator," MPRA Paper 54201, University Library of Munich, Germany.
• Karapanagiotidis, Paul, 2013. "Empirical evidence for nonlinearity and irreversibility of commodity futures prices," MPRA Paper 56801, University Library of Munich, Germany.
• 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 - Leibniz Information Centre for Economics.
  • Martin, Eisele & Zhu, Junyi, 2013. "Multiple imputation in a complex household survey - the German Panel on Household Finances (PHF): challenges and solutions," MPRA Paper 57666, University Library of Munich, Germany.
• Ciuiu, Daniel, 2013. "Qualitative variables and their reduction possibility. Application to time series models," MPRA Paper 59284, University Library of Munich, Germany, revised Aug 2013.
• CHIKHI, Mohamed & Benguesmi, Tarek, 2013. "تحليل سلوك مبيعات الكهرباء الموجه للقطاع العائلي في ظل وجود التقلبات الموسمية باستخدام نماذج Sarima [Analyzing the Cyclical Behavior of Electricity Sales in the Presence of Seasonal Fluctuations Us," MPRA Paper 84385, University Library of Munich, Germany, revised 2013.
• Goodness C. Aye & Mehmet Balcilar & Adél Bosch & Rangan Gupta & Francois Stofberg, 2013. "The out-of-sample forecasting performance of non-linear models of real exchange rate behaviour: The case of the South African Rand," European Journal of Comparative Economics, Cattaneo University (LIUC), vol. 10(1), pages 121-148, April.
  • Goodness C. Aye & Mehmet Balcilar & Adel Bosch & Rangan Gupta & Francois Stofberg, 2013. "The out-of-sample forecasting performance of non-linear models of real exchange rate behaviour: The case of the South African Rand," Working Papers 201304, University of Pretoria, Department of Economics.
• Kirsten Thompson & Renee van Eyden & Rangan Gupta, 2013. "Identifying a financial conditions index for South Africa," Working Papers 201333, University of Pretoria, Department of Economics.
• Avgeris Nikolaos & Katrakilidis Constantinos, 2013. "A Dynamic Panel, Empirical Investigation on the Link between Inflation and Fiscal Imbalances. Does Heterogeneity Matter?," Prague Economic Papers, Prague University of Economics and Business, vol. 2013(2), pages 147-162.
• Luigi Spaventa, 2013. "The use of econometric models for long-term policies: A critical view," PSL Quarterly Review, Economia civile, vol. 66(266), pages 267-290.
• Sánchez, Elmer, 2013. "Grado de inversión y flujos de inversión directa extranjera a economías emergentes," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 26, pages 61-79.
• Barrera, Carlos, 2013. "El sistema de predicción desagregada: Una evaluación de las proyecciones de inflación 2006-2011," Working Papers 2013-009, Banco Central de Reserva del Perú.
• Sánchez, Elmer, 2013. "Grado de inversión y flujos de inversión directa extranjera a economías emergentes," Working Papers 2013-010, Banco Central de Reserva del Perú.
• Stelios D. Bekiros, 2013. "Decoupling and the Spillover Effects of the US Financial Crisis: Evidence from the BRIC Markets," Working Paper series 21_13, Rimini Centre for Economic Analysis.
• Antonio Accetturo & Valter Di Giacinto & Giacinto Micucci & Marcello Pagnini, 2018. "Geography, productivity, and trade: Does selection explain why some locations are more productive than others?," Journal of Regional Science, Wiley Blackwell, vol. 58(5), pages 949-979, November.
  • Antonio Accetturo & Valter Di Giacinto & Giacinto Micucci & Marcello Pagnini, 2013. "Geography, productivity and trade: does selection explain why some locations are more productive than others?," Temi di discussione (Economic working papers) 910, Bank of Italy, Economic Research and International Relations Area.
  • Antonio Accetturo & Valter Di Giacinto & Giacinto Micucci & Marcello Pagnini, 2013. "Geography, Productivity and Trade: Does Selection Explain Why Some Locations Are More Productive than Others?," Working Paper series 24_13, Rimini Centre for Economic Analysis.
• Georges Dionne & Olfa Maalaoui Chun, 2013. "Default and liquidity regimes in the bond market during the 2002-2012 period," Canadian Journal of Economics, Canadian Economics Association, vol. 46(4), pages 1160-1195, November.
  • Georges Dionne & Olfa Maalaoui Chun, 2013. "Default and Liquidity Regimes in the Bond Market during the 2002-2012 Period," Cahiers de recherche 1322, CIRPEE.
  • Dionne, Georges & Maalaoui Chun, Olfa, 2013. "Default and liquidity regimes in the bond market during the 2002-2012 period," Working Papers 13-4, HEC Montreal, Canada Research Chair in Risk Management.
• Karunaratne, Neil Dias, 2013. "Macroeconomic Reform and Technical Efficiency in Australian - Riforme macroeconomiche ed efficienza tecnica nell’industria manifatturiera australiana – un’analisi stocastica della frontiera di produzi," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 66(3), pages 345-369.
• Bruns, Stephan B. & Gross, Christian, 2013. "What if energy time series are not independent? Implications for energy-GDP causality analysis," Energy Economics, Elsevier, vol. 40(C), pages 753-759.
  • Bruns, Stephan B. & Gross, Christian, 2013. "What if Energy Time Series are not Independent? Implications for Energy-GDP Causality Analysis," FCN Working Papers 10/2013, E.ON Energy Research Center, Future Energy Consumer Needs and Behavior (FCN).
• Stephan B. Bruns & Christian Gross & David I. Stern, 2014. "Is There Really Granger Causality between Energy Use and Output?," The Energy Journal, , vol. 35(4), pages 101-134, October.
  • Stephan B. Bruns, Christian Gross and David I. Stern, 2014. "Is There Really Granger Causality Between Energy Use and Output?," The Energy Journal, International Association for Energy Economics, vol. 0(Number 4).
  • Stephan B. Bruns & Christian Gross & David I. Stern, 2013. "Is There Really Granger Causality Between Energy Use and Output?," Crawford School Research Papers 1307, Crawford School of Public Policy, The Australian National University.
  • Bruns, Stephan B. & Gross, Christian & Stern, David I., 2013. "Is There Really Granger Causality Between Energy Use and Output?," FCN Working Papers 11/2013, E.ON Energy Research Center, Future Energy Consumer Needs and Behavior (FCN).
• Anna Batyra, 2007. "Are turbulences of Sargent and Ljungqvist consistent with lower aggregate volatility?," 2007 Meeting Papers 413, Society for Economic Dynamics.
  • Batyra, Anna, 2013. "Are Turbulences of Sargent and Ljungqvist consistent with lower Aggregate Volatility?," GIAM Working Papers 13-2, Galatasaray University Economic Research Center.
• Pavelescu, Marius Florin, 2013. "Dynamics of Fixed Capital Productivity and the Macroeconomic Equilibrium," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 145-158, June.
• Pincheira, Pablo, 2013. "A Bunch of Models, a Bunch of Nulls and Inference about Predictive Ability," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 26-43, October.
  • Pablo Pincheira, 2011. "A Bunch of Models, a Bunch of Nulls and Inference About Predictive Ability," Working Papers Central Bank of Chile 607, Central Bank of Chile.
• Emilian Dobrescu, 2013. "Updating the Romanian Economic Macromodel," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 5-31, December.
• Pavelescu, Florin Marius, 2013. "Factorii modelatori ai valorilor calculate ale Testului Student in cazul unei regresii liniare cu trei variabile explicative," Working Papers of Macroeconomic Modelling Seminar 132603, Institute for Economic Forecasting.
• Miruna MAZURENCU MARINESCU, 2013. "Some Conceptual Aspects of the Multilevel Modeling for the Study of Social-Economic Phenomena," REVISTA ADMINISTRATIE SI MANAGEMENT PUBLIC, Faculty of Administration and Public Management, Academy of Economic Studies, Bucharest, Romania, vol. 2013(20), pages 25-34, June.
• Roberta De Santis, 2013. "Is There a “Biodiversity Kuznets Curve” for the Main OECD Countries?," Rivista di Politica Economica, SIPI Spa, issue 3, pages 215-225, July-Sept.
• Lavinia Piemontese, 2013. "The Spread of Mafia in Northern Italy: The Role of Public Infrastructure," Rivista di Politica Economica, SIPI Spa, issue 4, pages 113-140, October-D.
• Tommaso Proietti & Alessandra Luati, 2013. "Generalised Linear Spectral Models," CEIS Research Paper 290, Tor Vergata University, CEIS, revised 03 Oct 2013.
• Emilio Zanetti Chini, 2013. "Generalizing smooth transition autoregressions," CREATES Research Papers 2013-32, Department of Economics and Business Economics, Aarhus University.
  • Emilio Zanetti Chini, 2013. "Generalizing smooth transition autoregressions," CEIS Research Paper 294, Tor Vergata University, CEIS, revised 25 Sep 2014.
  • 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.
• 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.
• Ebru ÇaÄŸlayan, 2011. "The Impact of Stock Index Futures on the Turkish Spot Market," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 10(1), pages 73-91, April.
• Vincenzo Candila, 2013. "A Comparison of the Forecasting Performances of Multivariate Volatility Models," Working Papers 3_228, Dipartimento di Scienze Economiche e Statistiche, Università degli Studi di Salerno.
• Jaroslava Hlouskova & Martin Wagner, 2013. "The Determinants of Long-Run Economic Growth: A Conceptually and Computationally Simple Approach," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 149(IV), pages 445-492, December.
• Yu-Chin Hsu & Chung-Ming Kuan & Meng-Feng Yen, 2014. "A Generalized Stepwise Procedure with Improved Power for Multiple Inequalities Testing," Journal of Financial Econometrics, Oxford University Press, vol. 12(4), pages 730-755.
  • Yu-Chin Hsu & Chung-Ming Kuan & Meng-Feng Yen, 2013. "A Generalized Stepwise Procedure with Improved Power for Multiple Inequalities Testing," IEAS Working Paper : academic research 13-A001, Institute of Economics, Academia Sinica, Taipei, Taiwan.
• Yu-Chin Hsu & Xiaoxia Shi, 2013. "Model Selection Tests for Conditional Moment Inequality Models," IEAS Working Paper : academic research 13-A004, Institute of Economics, Academia Sinica, Taipei, Taiwan.
• Teodor Sedlarski & Angel Eremiev, 2013. "Econometric Analysis of the Modified Phillips Curve in Finland 1988–2009," Yearbook of the Faculty of Economics and Business Administration, Sofia University, Faculty of Economics and Business Administration, Sofia University St Kliment Ohridski - Bulgaria, vol. 11(1), pages 227-251, March.
• Marco Huwiler & Daniel Kaufmann, 2013. "Combining disaggregate forecasts for inflation: The SNB's ARIMA model," Economic Studies 2013-07, Swiss National Bank.
• Jorge Pérez-Rodríguez & Julián Andrada-Félix, 2013. "Estimating critical values for testing the i.i.d. in standardized residuals from GARCH models in finite samples," Computational Statistics, Springer, vol. 28(2), pages 701-734, April.
• John Dagsvik & Zhiyang Jia & Bjørn Vatne & Weizhen Zhu, 2013. "Is the Pareto–Lévy law a good representation of income distributions?," Empirical Economics, Springer, vol. 44(2), pages 719-737, April.
  • John K. Dagsvik & Weizhen Zhu & Bjørn H. Vatne & Zhiyang Jia, 2011. "Is the Pareto-Lévy Law a Good Representation of Income Distributions?," LIS Working papers 568, LIS Cross-National Data Center in Luxembourg.
• Luca Riccetti, 2013. "A copula–GARCH model for macro asset allocation of a portfolio with commodities," Empirical Economics, Springer, vol. 44(3), pages 1315-1336, June.
• Antonio Arroyo & Aránzazu Juan, 2013. "Spanish regions catching-up to Europe: an analysis based on the IB-MPI unit root procedure," Empirical Economics, Springer, vol. 45(2), pages 715-733, October.
• Eilev Jansen, 2013. "Wealth effects on consumption in financial crises: the case of Norway," Empirical Economics, Springer, vol. 45(2), pages 873-904, October.
  • Eilev S. Jansen, 2010. "Wealth effects on consumption in financial crises: the case of Norway," Discussion Papers 616, Statistics Norway, Research Department.
• Annalisa Fabretti, 2013. "On the problem of calibrating an agent based model for financial markets," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 8(2), pages 277-293, October.
• Gabriele Spilker & Tobias Böhmelt, 2013. "The impact of preferential trade agreements on governmental repression revisited," The Review of International Organizations, Springer, vol. 8(3), pages 343-361, September.
• Dierk Herzer & Oliver Morrissey, 2013. "Foreign aid and domestic output in the long run," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 149(4), pages 723-748, December.
• Jozef GLOVA, 2013. "Exponential Smoothing Technique In Correlation Structure Forecasting Of Visegrad Country Indices," Journal of Applied Economic Sciences Quarterly, ASERS Publishing, vol. 0(2), pages 184-190, July.
• Christopher CRUZ & Claire MAPA, 2013. "An Early Warning System For Inflation In The Philippines Using Markov-Switching And Logistic Regression Models," Theoretical and Practical Research in the Economic Fields, ASERS Publishing, vol. 4(2), pages 136-150.
  • Cruz, Christopher John & Mapa, Dennis, 2013. "An Early Warning System for Inflation in the Philippines Using Markov-Switching and Logistic Regression Models," MPRA Paper 50078, University Library of Munich, Germany.
• 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 Group Publishing Limited.
  • 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, Central European Journal of Economic Modelling and Econometrics, 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.
  • Olutomi I Adeyemi & Lester C Hunt, 2013. "Accounting for asymmetric price responses and underlying energy demand trends in OECD industrial energy demand," Surrey Energy Economics Centre (SEEC), School of Economics Discussion Papers (SEEDS) 142, Surrey Energy Economics Centre (SEEC), School of Economics, University of Surrey.
• 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.
  • David Ardia & Lennart F. Hoogerheide, 2013. "Worldwide equity Risk Prediction," Cahiers de recherche 1312, CIRPEE.
• 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.
  • Barnett, William A. & Kalonda-Kanyama, Isaac, 2012. "Time-varying parameters in the almost ideal demand system and the Rotterdam model: will the best specification please stand up?," MPRA Paper 36513, University Library of Munich, Germany.
  • William Barnett & Isaac Kalonda-Kanyama, 2012. "Time-Varying Parameters in the Almost Ideal Demand System and the Rotterdam Model: Will the Best Specication Please Stand Up?," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 201201, University of Kansas, Department of Economics, revised Feb 2012.
• 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.
  • Rothe, Christoph & Wied, Dominik, 2012. "Misspecification Testing in a Class of Conditional Distributional Models," IZA Discussion Papers 6364, Institute of Labor Economics (IZA).

2012

• Karamé, F., 2012. "An algorithm for generalized impulse-response functions in Markov-switching structural VAR," Economics Letters, Elsevier, vol. 117(1), pages 230-234.
  • F. Karamé, 2012. "An algorithm for generalized impulse-response functions in Markov-switching structural VAR," Post-Print hal-02877971, HAL.
  • Frédéric Karamé, 2012. "An Algorithm for Generalized Impulse-Response Functions in Markov-Switching Structural VAR," Documents de recherche 12-04, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne.
• Valter Di Giacinto & Matteo Gomellini & Giacinto Micucci & Marcello Pagnini, 2012. "The productivity advantages of spatial concentration: evidence from Italian Industrial districts and cities," ECONOMIA E POLITICA INDUSTRIALE, FrancoAngeli Editore, vol. 2012(2), pages 163-175.
• Jordà, Òscar & Knüppel, Malte & Marcellino, Massimiliano, 2013. "Empirical simultaneous prediction regions for path-forecasts," International Journal of Forecasting, Elsevier, vol. 29(3), pages 456-468.
  • Òscar Jordà & Malte Knuppel & Massimiliano Marcellino, 2012. "Empirical simultaneous prediction regions for path-forecasts," Working Paper Series 2012-05, Federal Reserve Bank of San Francisco.
• Dario Caldara & Christophe Kamps, 2017. "The Analytics of SVARs: A Unified Framework to Measure Fiscal Multipliers," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 84(3), pages 1015-1040.
  • Dario Caldara & Christophe Kamps, 2012. "The analytics of SVARs: a unified framework to measure fiscal multipliers," Finance and Economics Discussion Series 2012-20, Board of Governors of the Federal Reserve System (U.S.).
• 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.
  • Jaroslav Borovicka & Lars Peter Hansen, 2012. "Examining macroeconomic models through the lens of asset pricing," Working Paper Series WP-2012-01, Federal Reserve Bank of Chicago.
• Leonardo Melosi, 2017. "Signalling Effects of Monetary Policy," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 84(2), pages 853-884.
  • Leonardo Melosi, 2012. "Signaling effects of monetary policy," Working Paper Series WP-2012-05, Federal Reserve Bank of Chicago.
  • Leonardo Melosi, 2013. "Signaling Effects of Monetary Policy," PIER Working Paper Archive 13-029, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  • Leonardo Melosi, 2016. "Signaling Effects of Monetary Policy," Working Paper Series WP-2016-14, Federal Reserve Bank of Chicago.
• Michael T. Owyang & Jeremy Piger & Howard J. Wall, 2015. "Forecasting National Recessions Using State‐Level Data," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 47(5), pages 847-866, August.
  • Owyang, Michael T. & Piger, Jeremy & Wall, Howard J., 2012. "Forecasting national recessions using state-level data," MPRA Paper 39168, University Library of Munich, Germany.
  • Michael T. Owyang & Jeremy M. Piger & Howard J. Wall, 2012. "Forecasting national recessions using state level data," Working Papers 2012-013, Federal Reserve Bank of St. Louis.
• Giampiero M. Gallo & Edoardo Otranto, 2012. "Realized Volatility and Change of Regimes," Econometrics Working Papers Archive 2012_02, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", revised Jul 2012.
• Giampiero M. Gallo & Edoardo Otranto, 2012. "Volatility Swings in the US Financial Markets," Econometrics Working Papers Archive 2012_03, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", revised Jul 2012.
• Koop, Gary & Korobilis, Dimitris, 2013. "Large time-varying parameter VARs," Journal of Econometrics, Elsevier, vol. 177(2), pages 185-198.
  • Koop, Gary & Korobilis, Dimitris, 2012. "Large time-varying parameter VARs," MPRA Paper 38591, University Library of Munich, Germany.
  • Gary Koop & Dimitris Korobilis, 2012. "Large time-varying parameter VARs," Working Papers 2012_04, Business School - Economics, University of Glasgow.
  • Gary Koop & Dimitris Korobilis, 2012. "Large Time-Varying Parameter VARs," Working Paper series 11_12, Rimini Centre for Economic Analysis.
  • Koop, Gary & Korobilis, Dimitris, 2012. "Large Time-Varying Parameter VARs," SIRE Discussion Papers 2012-14, Scottish Institute for Research in Economics (SIRE).
• Korobilis, Dimitris, 2013. "Bayesian forecasting with highly correlated predictors," Economics Letters, Elsevier, vol. 118(1), pages 148-150.
  • Korobilis, Dimitris, 2012. "Bayesian forecasting with highly correlated predictors," SIRE Discussion Papers 2012-80, Scottish Institute for Research in Economics (SIRE).
  • Dimitris Korobilis, 2012. "Bayesian forecasting with highly correlated predictors," Working Papers 2012_12, Business School - Economics, University of Glasgow.
  • Dimitris Korobilis, 2012. "Bayesian Forecasting with Highly Correlated Predictors," Working Paper series 67_12, Rimini Centre for Economic Analysis.
• Landau, Katja & Klasen, Stephan & Zucchini, Walter, 2012. "Measuring Vulnerability to Poverty Using Long-Term Panel Data," VfS Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century 66057, Verein für Socialpolitik / German Economic Association.
  • Katja Landau & Stephan Klasen & Walter Zucchini, 2012. "Measuring Vulnerability to Poverty Using Long-Term Panel Data," Courant Research Centre: Poverty, Equity and Growth - Discussion Papers 118, Courant Research Centre PEG.
  • Katja Landau & Stephan Klasen & Walter Zucchini, 2012. "Measuring Vulnerability to Poverty Using Long-Term Panel Data," SOEPpapers on Multidisciplinary Panel Data Research 481, DIW Berlin, The German Socio-Economic Panel (SOEP).
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• Jean-Bernard Chatelain & Kirsten Ralf, 2012. "Les liaisons fallacieuses : quasi-colinéarité et « suppresseur classique », aide au développement et croissance," Revue économique, Presses de Sciences-Po, vol. 63(3), pages 557-567.
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• Pierre‐Philippe Combes & Gilles Duranton & Laurent Gobillon & Diego Puga & Sébastien Roux, 2012. "The Productivity Advantages of Large Cities: Distinguishing Agglomeration From Firm Selection," Econometrica, Econometric Society, vol. 80(6), pages 2543-2594, November.
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  • Pierre-Philippe Combes & Gilles Duranton & Laurent Gobillon & Diego Puga & Sébastien Roux, 2012. "The productivity advantages of large cities: distingushing agglomeration from firm selection," PSE-Ecole d'économie de Paris (Postprint) hal-00812695, HAL.
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• Jean-Bernard Chatelain & Kirsten Ralf, 2012. "Les liaisons fallacieuses : quasi-colinéarité et « suppresseur classique », aide au développement et croissance," Revue économique, Presses de Sciences-Po, vol. 63(3), pages 557-567.
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• A. Martínez, Carlos & A. Núñez, José, 2012. "Análisis de componentes principales de la estructura a plazos de las tasas de interés en México," eseconomía, Escuela Superior de Economía, Instituto Politécnico Nacional, vol. 0(33), pages 3-23, primer tr.
• Alexander Gocht & Norbert Röder & Sebastian Neuenfeldt & Hugo Storm & Thomas Heckelei, 2012. "Modelling farm structural change: A feasibility study for ex-post modelling utilizing FADN and FSS data in Germany and developing an ex-ante forecast module for the CAPRI farm type layer baseline," JRC Research Reports JRC75524, Joint Research Centre.
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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(2), pages 482-503, March.
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• Francesco Audrino, 2012. "What Drives Short Rate Dynamics? A Functional Gradient Descent Approach," Computational Economics, Springer;Society for Computational Economics, vol. 39(3), pages 315-335, March.
• Cathy Chen & Simon Lin & Philip Yu, 2012. "Smooth Transition Quantile Capital Asset Pricing Models with Heteroscedasticity," Computational Economics, Springer;Society for Computational Economics, vol. 40(1), pages 19-48, June.
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• 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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• Elkin Castaño & Jorge Sierra, 2012. "On the Existence of a Unit Root in the Time Series of Monthly Electricity Prices in Colombia," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 76, pages 259-291.
• Christophe Boucher & Benjamin Hamidi & Patrick Kouontchou & Bertrand Maillet, 2012. "Une évaluation économique du risque de modèle pour les investisseurs de long terme," Revue économique, Presses de Sciences-Po, vol. 63(3), pages 591-600.
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• Xiaoshan Chen & Ronald Macdonald, 2012. "Realized and Optimal Monetary Policy Rules in an Estimated Markov‐Switching DSGE Model of the United Kingdom," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(6), pages 1091-1116, September.
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• Olivér Miklós Rácz, 2012. "Using confidence indicators for the assessment of the cyclical position of the economy," MNB Bulletin (discontinued), Magyar Nemzeti Bank (Central Bank of Hungary), vol. 7(2), pages 41-46, June.
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• D.S. Poskitt & Wenying Yao, 2012. "VAR Modeling and Business Cycle Analysis: A Taxonomy of Errors," Monash Econometrics and Business Statistics Working Papers 11/12, Monash University, Department of Econometrics and Business Statistics.
• Timothy A. Weterings & Mark N. Harris & Bruce Hollingsworth, 2012. "Extending Unobserved Heterogeneity - A Strategy for Accounting for Respondent Perceptions in the Absence of Suitable Data," Monash Econometrics and Business Statistics Working Papers 12/12, Monash University, Department of Econometrics and Business Statistics.
• 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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• André K. Anundsen, 2015. "Econometric Regime Shifts and the US Subprime Bubble," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 30(1), pages 145-169, January.
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• Waggoner, Daniel F. & Zha, Tao, 2012. "Confronting model misspecification in macroeconomics," Journal of Econometrics, Elsevier, vol. 171(2), pages 167-184.
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• Faust, Jon & Gupta, Abhishek, 2010. "Posterior Predictive Analysis for Evaluating DSGE Models," MPRA Paper 26721, University Library of Munich, Germany.
  • Jon Faust & Abhishek Gupta, 2012. "Posterior Predictive Analysis for Evaluating DSGE Models," NBER Working Papers 17906, National Bureau of Economic Research, Inc.
• Torben G. Andersen & Nicola Fusari & Viktor Todorov, 2015. "Parametric Inference and Dynamic State Recovery From Option Panels," Econometrica, Econometric Society, vol. 83(3), pages 1081-1145, May.
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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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• Amado, Cristina & Teräsvirta, Timo, 2014. "Modelling changes in the unconditional variance of long stock return series," Journal of Empirical Finance, Elsevier, vol. 25(C), pages 15-35.
  • Cristina Amado & Timo Teräsvirta, 2012. "Modelling Changes in the Unconditional Variance of Long Stock Return Series," CREATES Research Papers 2012-07, Department of Economics and Business Economics, Aarhus University.
  • Cristina Amado & Timo Terasvirta, 2012. "Modelling Changes in the Unconditional Variance of Long Stock Return Series," NIPE Working Papers 02/2012, NIPE - Universidade do Minho.
• Stephen M. Miller & WenShwo Fang & Ozkan Eren, 2012. "Inflation Targeting: Does It Improve Economic Performance?," Working Papers 1207, University of Nevada, Las Vegas , Department of Economics.
• Mariana Balan, 2012. "Dynamic Effects Of Migrant Remittances On Growth: An Econometric Model With An Application To Southeast European Countries," New Trends in Modelling and Economic Forecast (MEF 2011), ROMANIAN ACADEMY – INSTITUTE FOR ECONOMIC FORECASTING;"Nicolae Titulescu" University of Bucharest, Faculty of Economic Sciences, vol. 1(1), pages 69-78, January.
• Noureldin, Diaa & Shephard, Neil & Sheppard, Kevin, 2014. "Multivariate rotated ARCH models," Journal of Econometrics, Elsevier, vol. 179(1), pages 16-30.
  • Diaa Noureldin & Neil Shephard & Kevin Sheppard, 2012. "Multivariate Rotated ARCH models," Economics Series Working Papers 594, University of Oxford, Department of Economics.
  • Noureldin, Diaa & Shephard, Neil & Sheppard, Kevin, 2014. "Multivariate rotated ARCH models," Scholarly Articles 34650305, Harvard University Department of Economics.
  • Diaa Noureldin & Neil Shephard & Kevin Sheppard, 2012. "Multivariate Rotated ARCH Models," Economics Papers 2012-W01, Economics Group, Nuffield College, University of Oxford.
• Francesco Furlanetto & Nicolas Groshenny, 2012. "Matching efficiency and business cycle fluctuations," Working Paper 2012/07, Norges Bank.
  • Francesco Furlanett & Nicolas Groshenny, 2012. "Matching efficiency and business cycle fluctuations," Reserve Bank of New Zealand Discussion Paper Series DP2012/06, Reserve Bank of New Zealand.
  • Francesco Furlanetto & Nicolas Groshenny, 2012. "Matching efficiency and business cycle fluctuations," CAMA Working Papers 2012-34, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Ivan Savin & Peter Winker, 2013. "Heuristic model selection for leading indicators in Russia and Germany," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, vol. 2012(2), pages 67-89.
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• Noureldin, Diaa & Shephard, Neil & Sheppard, Kevin, 2014. "Multivariate rotated ARCH models," Journal of Econometrics, Elsevier, vol. 179(1), pages 16-30.
  • Diaa Noureldin & Neil Shephard & Kevin Sheppard, 2012. "Multivariate Rotated ARCH Models," Economics Papers 2012-W01, Economics Group, Nuffield College, University of Oxford.
  • Noureldin, Diaa & Shephard, Neil & Sheppard, Kevin, 2014. "Multivariate rotated ARCH models," Scholarly Articles 34650305, Harvard University Department of Economics.
  • Diaa Noureldin & Neil Shephard & Kevin Sheppard, 2012. "Multivariate Rotated ARCH models," Economics Series Working Papers 594, University of Oxford, Department of Economics.
• David Hendry & Grayham E. Mizon, 2012. "Forecasting from Structural Econometric Models," Economics Series Working Papers 597, University of Oxford, Department of Economics.
• John Muellbauer, 2012. "When is a Housing Market Overheated Enough to Threaten Stability?," RBA Annual Conference Volume (Discontinued), in: Alexandra Heath & Frank Packer & Callan Windsor (ed.),Property Markets and Financial Stability, Reserve Bank of Australia.
  • John Muellbauer, 2012. "When is a housing market overheated enough to threaten stability?," Economics Series Working Papers 623, University of Oxford, Department of Economics.
• Cheng, Xu & Hansen, Bruce E., 2015. "Forecasting with factor-augmented regression: A frequentist model averaging approach," Journal of Econometrics, Elsevier, vol. 186(2), pages 280-293.
  • Xu Cheng & Bruce E. Hansen, 2012. "Forecasting with Factor-Augmented Regression: A Frequentist Model Averaging Approach," PIER Working Paper Archive 12-046, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
• Xu Cheng & Bruce E. Hansen, 2012. "Forecasting with Factor-Augmented Regression: A Frequentist Model Averaging Approach, Second Version," PIER Working Paper Archive 13-061, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 03 Sep 2013.
• Piotr Misztal, 2012. "The Harberger-Laursen-Metzler Effect In Poland," Oeconomia Copernicana, Institute of Economic Research, vol. 3(1), pages 5-28, March.
• Alina Hagiu, 2012. "Econometric Model Concerning The Status and Evolution of The Automotive Industry in Romania," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, vol. 12(3), pages 83-96.
• Carlos A. Medel, 2013. "How informative are in-sample information criteria to forecasting? The case of Chilean GDP," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 50(1), pages 133-161, May.
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  • Medel, Carlos A., 2012. "How informative are in-sample information criteria to forecasting? the case of Chilean GDP," MPRA Paper 35949, University Library of Munich, Germany.
• Carlos Medel, 2012. "¿Akaike o Schwarz? ¿Cuál elegir para Predecir el PIB Chileno?," Working Papers Central Bank of Chile 658, Central Bank of Chile.
  • Medel, Carlos A., 2012. "¿Akaike o Schwarz? ¿Cuál elegir para predecir el PIB chileno? [Akaike or Schwarz? Which One is a Better Predictor of Chilean GDP?]," MPRA Paper 35950, University Library of Munich, Germany.
• Bezemer, Dirk J & Grydaki, Maria, 2012. "Mortgage Lending and the Great moderation: a multivariate GARCH Approach," MPRA Paper 36356, University Library of Munich, Germany.
• 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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  • Barnett, William A. & Kalonda-Kanyama, Isaac, 2012. "Time-varying parameters in the almost ideal demand system and the Rotterdam model: will the best specification please stand up?," MPRA Paper 36513, University Library of Munich, Germany.
• Lanne, Markku & Saikkonen, Pentti, 2012. "Supplementary appendix to "noncausal vector autoregression"," MPRA Paper 37732, University Library of Munich, Germany.
• Victoria Prowse, 2012. "Modeling Employment Dynamics With State Dependence and Unobserved Heterogeneity," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(3), pages 411-431, April.
  • Victoria Prowse, 2007. "Modeling Employment Dynamics with State Dependence and Unobserved Heterogeneity," Economics Series Working Papers 337, University of Oxford, Department of Economics.
  • Prowse, Victoria, 2012. "Modeling employment dynamics with state dependence and unobserved heterogeneity," MPRA Paper 38038, University Library of Munich, Germany, revised 10 Apr 2012.
  • Prowse, Victoria L., 2010. "Modeling Employment Dynamics with State Dependence and Unobserved Heterogeneity," IZA Discussion Papers 4889, Institute of Labor Economics (IZA).
• Koop, Gary & Korobilis, Dimitris, 2013. "Large time-varying parameter VARs," Journal of Econometrics, Elsevier, vol. 177(2), pages 185-198.
  • Gary Koop & Dimitris Korobilis, 2012. "Large time-varying parameter VARs," Working Papers 2012_04, Business School - Economics, University of Glasgow.
  • Koop, Gary & Korobilis, Dimitris, 2012. "Large time-varying parameter VARs," MPRA Paper 38591, University Library of Munich, Germany.
  • Koop, Gary & Korobilis, Dimitris, 2012. "Large Time-Varying Parameter VARs," SIRE Discussion Papers 2012-14, Scottish Institute for Research in Economics (SIRE).
  • Gary Koop & Dimitris Korobilis, 2012. "Large Time-Varying Parameter VARs," Working Paper series 11_12, Rimini Centre for Economic Analysis.
• Fan, Jianqing & Liao, Yuan, 2012. "Endogeneity in ultrahigh dimension," MPRA Paper 38698, University Library of Munich, Germany.
• Doretti, Marco, 2012. "Modelli di scoring per il rischio paese [Scoring models for country risk]," MPRA Paper 38898, University Library of Munich, Germany.
• Michael T. Owyang & Jeremy Piger & Howard J. Wall, 2015. "Forecasting National Recessions Using State‐Level Data," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 47(5), pages 847-866, August.
  • Michael T. Owyang & Jeremy M. Piger & Howard J. Wall, 2012. "Forecasting national recessions using state level data," Working Papers 2012-013, Federal Reserve Bank of St. Louis.
  • Owyang, Michael T. & Piger, Jeremy & Wall, Howard J., 2012. "Forecasting national recessions using state-level data," MPRA Paper 39168, University Library of Munich, Germany.
• Janczura, Joanna & Trück, Stefan & Weron, Rafał & Wolff, Rodney C., 2013. "Identifying spikes and seasonal components in electricity spot price data: A guide to robust modeling," Energy Economics, Elsevier, vol. 38(C), pages 96-110.
  • Janczura, Joanna & Trueck, Stefan & Weron, Rafal & Wolff, Rodney, 2012. "Identifying spikes and seasonal components in electricity spot price data: A guide to robust modeling," MPRA Paper 39277, University Library of Munich, Germany.
• Alexandros Gabrielsen & Axel Kirchner & Zhuoshi Liu & Paolo Zagaglia, 2015. "Forecasting Value-At-Risk With Time-Varying Variance, Skewness And Kurtosis In An Exponential Weighted Moving Average Framework," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 10(01), pages 1-29.
  • Alexandros Gabrielsen & Paolo Zagaglia & Axel Kirchner & Zhuoshi Liu, 2012. "Forecasting Value-at-Risk with Time-Varying Variance, Skewness and Kurtosis in an Exponential Weighted Moving Average Framework," Working Paper series 34_12, Rimini Centre for Economic Analysis.
  • Gabrielsen, A. & Zagaglia, Paolo & Kirchner, A. & Liu, Z., 2012. "Forecasting Value-at-Risk with time-varying variance, skewness and kurtosis in an exponential weighted moving average framework," MPRA Paper 39294, University Library of Munich, Germany.
  • A. Gabrielsen & P. Zagaglia & A. Kirchner & Z. Liu, 2012. "Forecasting Value-at-Risk with Time-Varying Variance, Skewnessn and Kurtosis in an Exponential Weighted Moving Average Framework," Working Papers wp831, Dipartimento Scienze Economiche, Universita' di Bologna.
  • A. Gabrielsen & P. Zagaglia & A. Kirchner & Z. Liu, 2012. "Forecasting Value-at-Risk with Time-Varying Variance, Skewness and Kurtosis in an Exponential Weighted Moving Average Framework," Papers 1206.1380, arXiv.org.
• Simwaka, Kisu, 2012. "Testing for time-varying fractional cointegration using the bootstrap approach," MPRA Paper 39698, University Library of Munich, Germany.
• Grydaki, Maria & Bezemer, Dirk, 2013. "The role of credit in the Great Moderation: A multivariate GARCH approach," Journal of Banking & Finance, Elsevier, vol. 37(11), pages 4615-4626.
  • Grydaki, Maria & Bezemer, Dirk J., 2012. "The Role of Credit in Great Moderation: a Multivariate GARCH Approach," MPRA Paper 39813, University Library of Munich, Germany.
• Bernardi, Mauro & Maruotti, Antonello & Petrella, Lea, 2012. "Skew mixture models for loss distributions: A Bayesian approach," Insurance: Mathematics and Economics, Elsevier, vol. 51(3), pages 617-623.
  • Bernardi, Mauro & Maruotti, Antonello & Lea, Petrella, 2012. "Skew mixture models for loss distributions: a Bayesian approach," MPRA Paper 39826, University Library of Munich, Germany.
• Joshua C. C. Chan & Eric Eisenstat, 2015. "Marginal Likelihood Estimation with the Cross-Entropy Method," Econometric Reviews, Taylor & Francis Journals, vol. 34(3), pages 256-285, March.
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  • Chan, Joshua & Eisenstat, Eric, 2012. "Marginal Likelihood Estimation with the Cross-Entropy Method," MPRA Paper 40051, University Library of Munich, Germany.
• Zhu, Ke, 2012. "A mixed portmanteau test for ARMA-GARCH model by the quasi-maximum exponential likelihood estimation approach," MPRA Paper 40382, University Library of Munich, Germany.
• Barnett, William A. & Eryilmaz, Unal, 2013. "Hopf bifurcation in the Clarida, Gali, and Gertler model," Economic Modelling, Elsevier, vol. 31(C), pages 401-404.
  • William Barnett & Unal Eryilmaz, 2012. "Hopf Bifurcation in the Clarida, Gali, and Gertler Model," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 201211, University of Kansas, Department of Economics, revised Sep 2012.
  • Barnett, William A. & Eryilmaz, Unal, 2012. "Hopf bifurcation in the Clarida, Gali, and Gertler model," MPRA Paper 40668, University Library of Munich, Germany.
• 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," Working Papers 15064, University of Tasmania, Tasmanian School of Business and Economics, revised 01 Aug 2012.
  • 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.
  • 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.
  • Firmin Doko Tchatoka & Jean-Marie Dufour, 2014. "Identification-robust inference for endogeneity parameters in linear structural models," CIRANO Working Papers 2014s-17, CIRANO.
• Sirucek, Martin, 2012. "The impact of money supply on stock prices and stock bubbles," MPRA Paper 40919, University Library of Munich, Germany.
• Liu, Chu-An, 2012. "A plug-in averaging estimator for regressions with heteroskedastic errors," MPRA Paper 41414, University Library of Munich, Germany.
• Leeb, Hannes & Pötscher, Benedikt M., 2012. "Testing in the Presence of Nuisance Parameters: Some Comments on Tests Post-Model-Selection and Random Critical Values," MPRA Paper 41459, University Library of Munich, Germany.
• R. Khalfaoui & M. Boutahar, 2012. "Portfolio Risk Evaluation: An Approach Based on Dynamic Conditional Correlations Models and Wavelet Multi-Resolution Analysis," Working Papers halshs-00793068, HAL.
  • Khalfaoui, R & Boutahar, M, 2012. "Portfolio risk evaluation: An approach based on dynamic conditional correlations models and wavelet multiresolution analysis," MPRA Paper 41624, University Library of Munich, Germany.
  • Rabeh Khalfaoui & Mohammed Boutahar, 2012. "Portfolio Risk Evaluation An Approach Based on Dynamic Conditional Correlations Models and Wavelet Multi-Resolution Analysis," AMSE Working Papers 1208, Aix-Marseille School of Economics, France.
• 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.
  • Lanne, Markku & Luoto, Jani, 2012. "Does Output Gap, Labor's Share or Unemployment Rate Drive Inflation?," MPRA Paper 41820, University Library of Munich, Germany.
• Carlos A. Medel & Sergio C. Salgado, 2013. "Does the Bic Estimate and Forecast Better than the Aic?," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, vol. 28(1), pages 47-64, April.
  • Carlos A. Medel & Sergio C. Salgado, 2012. "Does BIC Estimate and Forecast Better Than AIC?," Working Papers Central Bank of Chile 679, Central Bank of Chile.
  • Medel, Carlos A. & Salgado, Sergio C., 2012. "Does BIC Estimate and Forecast Better than AIC?," MPRA Paper 42235, University Library of Munich, Germany.
• Kang, Lili & Peng, Fei, 2012. "Selection and Real wage cyclicality: Germany Case," MPRA Paper 42452, University Library of Munich, Germany.
• Chatelain, Jean-Bernard & Ralf, Kirsten, 2014. "Spurious regressions and near-multicollinearity, with an application to aid, policies and growth," Journal of Macroeconomics, Elsevier, vol. 39(PA), pages 85-96.
  • Chatelain, Jean-Bernard & Ralf, Kirsten, 2014. "Spurious regressions and near-multicollinearity, with an application to aid, policies and growth," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 39(A), pages 85-96.
  • Jean-Bernard Chatelain & Kirsten Ralf, 2012. "Spurious Regressions and Near-Multicollinearity, with an Application to Aid, Policies and Growth," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00802579, HAL.
  • Chatelain, Jean-Bernard & Ralf, Kirsten, 2012. "Spurious Regressions and Near-Multicollinearity, with an Application to Aid, Policies and Growth," MPRA Paper 42533, University Library of Munich, Germany.
  • Jean-Bernard Chatelain & Kirsten Ralf, 2012. "Spurious Regressions and Near-Multicollinearity, with an Application to Aid, Policies and Growth," Post-Print halshs-00802579, HAL.
  • Jean-Bernard Chatelain & Kirsten Ralf, 2014. "Spurious regressions and near-multicollinearity, with an application to aid, policies and growth," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00978147, HAL.
  • Jean-Bernard Chatelain & Kirsten Ralf, 2014. "Spurious regressions and near-multicollinearity, with an application to aid, policies and growth," Post-Print hal-00978147, HAL.
  • Jean-Bernard Chatelain & Kirsten Ralf, 2012. "Spurious Regressions and Near-Multicollinearity, with an Application to Aid, Policies and Growth," Documents de travail du Centre d'Economie de la Sorbonne 12078, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• Bartolucci, Francesco & Grilli, Leonardo & Pieroni, Luca, 2012. "Estimating dynamic causal effects with unobserved confounders: a latent class version of the inverse probability weighted estimator," MPRA Paper 43430, University Library of Munich, Germany.
• Leon, Jorge, 2012. "Managing the Uncertainty in the Hodrick Prescott Filter," MPRA Paper 44531, University Library of Munich, Germany, revised 2012.
• Ferreira Lima, Luis Cristovao, 2012. "The determinants of the academic outcome: an Bayesian approach using a sample of economics students from the University of Brasilia, Brazil," MPRA Paper 44784, University Library of Munich, Germany.
• Teneng, Dean, 2012. "Modeling and forecasting foreign exchange daily closing prices with normal inverse Gaussian," MPRA Paper 47855, University Library of Munich, Germany.
• Ezzat, Hassan, 2012. "The Application of GARCH and EGARCH in Modeling the Volatility of Daily Stock Returns During Massive Shocks: The Empirical Case of Egypt," MPRA Paper 50530, University Library of Munich, Germany.
• Soumyananda Dinda, 2014. "China integrates Asia with the world: an empirical study," Journal of Chinese Economic and Foreign Trade Studies, Emerald Group Publishing Limited, vol. 7(2), pages 70-89, May.
  • Dinda, Soumyananda, 2012. "China Integrates Asia with the World: An Empirical Study," MPRA Paper 63952, University Library of Munich, Germany, revised 08 Nov 2014.
• 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.
  • Marin, J. Miguel & Sucarrat, Genaro, 2012. "Financial Density Selection," MPRA Paper 66839, University Library of Munich, Germany, revised 13 Jun 2012.
• Jaramillo Franco, Miguel & Serván Lozano, Sergio, 2012. "Modeling exchange rate dynamics in Peru: A cointegration approach using the UIP and PPP," MPRA Paper 70772, University Library of Munich, Germany.
• Herrera Gómez, Marcos & Mur Lacambra, Jesús & Ruiz Marín, Manuel, 2012. "Selecting the Most Adequate Spatial Weighting Matrix:A Study on Criteria," MPRA Paper 73700, University Library of Munich, Germany.
• Sadek MELHEM & Michel TERRAZA & Mohamed CHIKHI, 2011. "Cyclical Mackey Glass Model for Oil Bull Seasonal," Working Papers 11-10, LAMETA, Universtiy of Montpellier, revised May 2011.
  • Melhem, Sadek & terraza, Michel & chikhi, Mohamed, 2012. "Cyclical Mackey Glass Model for Oil Bull Seasonal," MPRA Paper 76206, University Library of Munich, Germany, revised 2012.
• Omotosho, Babatunde S. & Doguwa, Sani I., 2012. "Understanding the dynamics of inflation volatility in Nigeria: A GARCH perspective," MPRA Paper 96125, University Library of Munich, Germany.
• Goodness C. Aye & Rangan Gupta & Mampho P. Modise, 2012. "Structural Breaks and Predictive Regressions Models of South African Equity Premium," Working Papers 201209, University of Pretoria, Department of Economics.
• Gary Koop, 2012. "Using VARs and TVP-VARs with Many Macroeconomic Variables," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 4(3), pages 143-167, September.
  • Gary Koop, 2013. "Using VARs and TVP-VARs with Many Macroeconomic Variables," Working Papers 1303, University of Strathclyde Business School, Department of Economics.
  • Gary, Koop, 2013. "Using VARs and TVP-VARs with Many Macroeconomic Variables," SIRE Discussion Papers 2013-35, Scottish Institute for Research in Economics (SIRE).
• Sofia D. ANASTASIADOU, 2012. "A Structural Model Describe Chinese Tradesmen Attitudes Towards Greek Students Consumption Behavior," Scientific Bulletin - Economic Sciences, University of Pitesti, vol. 11(2), pages 102-111.
• Tian Xie, 2012. "Least Squares Model Averaging By Prediction Criterion," Working Paper 1299, Economics Department, Queen's University.
• John Muellbauer, 2012. "When is a Housing Market Overheated Enough to Threaten Stability?," RBA Annual Conference Volume (Discontinued), in: Alexandra Heath & Frank Packer & Callan Windsor (ed.),Property Markets and Financial Stability, Reserve Bank of Australia.
  • John Muellbauer, 2012. "When is a housing market overheated enough to threaten stability?," Economics Series Working Papers 623, University of Oxford, Department of Economics.
• Ferreyra, Jesús & Vásquez, José, 2012. "Proyección de precios de exportación utilizando tipos de cambio: Caso peruano," Working Papers 2012-008, Banco Central de Reserva del Perú.
• Barrera, Carlos, 2012. "El ciclo común y los grupos homogéneos en la inflación," Working Papers 2012-010, Banco Central de Reserva del Perú.
• Alexander, Carol & Prokopczuk, Marcel & Sumawong, Anannit, 2013. "The (de)merits of minimum-variance hedging: Application to the crack spread," Energy Economics, Elsevier, vol. 36(C), pages 698-707.
  • Carol Alexander & Marcel Prokopczuk & Anannit Sumawon, 2012. "The (De)merits of Minimum-Variance Hedging: Application to the Crack Spread," ICMA Centre Discussion Papers in Finance icma-dp2012-01, Henley Business School, University of Reading.
• Koop, Gary & Korobilis, Dimitris, 2013. "Large time-varying parameter VARs," Journal of Econometrics, Elsevier, vol. 177(2), pages 185-198.
  • Koop, Gary & Korobilis, Dimitris, 2012. "Large time-varying parameter VARs," MPRA Paper 38591, University Library of Munich, Germany.
  • Gary Koop & Dimitris Korobilis, 2012. "Large Time-Varying Parameter VARs," Working Paper series 11_12, Rimini Centre for Economic Analysis.
  • Gary Koop & Dimitris Korobilis, 2012. "Large time-varying parameter VARs," Working Papers 2012_04, Business School - Economics, University of Glasgow.
  • Koop, Gary & Korobilis, Dimitris, 2012. "Large Time-Varying Parameter VARs," SIRE Discussion Papers 2012-14, Scottish Institute for Research in Economics (SIRE).
• Alexandros Gabrielsen & Axel Kirchner & Zhuoshi Liu & Paolo Zagaglia, 2015. "Forecasting Value-At-Risk With Time-Varying Variance, Skewness And Kurtosis In An Exponential Weighted Moving Average Framework," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 10(01), pages 1-29.
  • A. Gabrielsen & P. Zagaglia & A. Kirchner & Z. Liu, 2012. "Forecasting Value-at-Risk with Time-Varying Variance, Skewness and Kurtosis in an Exponential Weighted Moving Average Framework," Papers 1206.1380, arXiv.org.
  • Alexandros Gabrielsen & Paolo Zagaglia & Axel Kirchner & Zhuoshi Liu, 2012. "Forecasting Value-at-Risk with Time-Varying Variance, Skewness and Kurtosis in an Exponential Weighted Moving Average Framework," Working Paper series 34_12, Rimini Centre for Economic Analysis.
  • Gabrielsen, A. & Zagaglia, Paolo & Kirchner, A. & Liu, Z., 2012. "Forecasting Value-at-Risk with time-varying variance, skewness and kurtosis in an exponential weighted moving average framework," MPRA Paper 39294, University Library of Munich, Germany.
  • A. Gabrielsen & P. Zagaglia & A. Kirchner & Z. Liu, 2012. "Forecasting Value-at-Risk with Time-Varying Variance, Skewnessn and Kurtosis in an Exponential Weighted Moving Average Framework," Working Papers wp831, Dipartimento Scienze Economiche, Universita' di Bologna.
• Jennifer L. Castle & Jurgen A. Doornik & David F. Hendry, 2013. "Model Selection in Equations with Many ‘Small’ Effects," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 75(1), pages 6-22, February.
  • Jennifer Castle & David Hendry, 2011. "Model Selection in Equations with Many 'Small' Effects," Economics Series Working Papers 528, University of Oxford, Department of Economics.
  • Jennifer L. Castle & Jurgen A. Doornik & David F. Hendry, 2012. "Model Selection in Equations with Many 'Small' Effects," Working Paper series 53_12, Rimini Centre for Economic Analysis.
• Samuel K. Ampaabeng & Chih Ming Tang, 2012. "The Long-Term Cognitive Consequences of Early Childhood Malnutrition: The Case of Famine in Ghana," Working Paper series 64_12, Rimini Centre for Economic Analysis.
• Chris Florakis & Gianluigi Giorgioni & Alexandros Kostakis & Costas Milas, 2012. "The Impact of Stock Market Illiquidity on Real UK GDP Growth," Working Paper series 65_12, Rimini Centre for Economic Analysis.
• Korobilis, Dimitris, 2013. "Bayesian forecasting with highly correlated predictors," Economics Letters, Elsevier, vol. 118(1), pages 148-150.
  • Dimitris Korobilis, 2012. "Bayesian forecasting with highly correlated predictors," Working Papers 2012_12, Business School - Economics, University of Glasgow.
  • Dimitris Korobilis, 2012. "Bayesian Forecasting with Highly Correlated Predictors," Working Paper series 67_12, Rimini Centre for Economic Analysis.
  • Korobilis, Dimitris, 2012. "Bayesian forecasting with highly correlated predictors," SIRE Discussion Papers 2012-80, Scottish Institute for Research in Economics (SIRE).
• Aivazian, Sergei & Afanasiev, Mikhail & Rudenko, Victoria, 2012. "Some specification aspects for three-factor models of a company's production potential taking into account intellectual capital," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 27(3), pages 36-69.
• Demidova, Olga, 2012. "The European residents' attitude towards immigrants: A comparative analysis based on the ESS data," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 28(4), pages 23-34.
• Plakandaras, Vasilios & Papadimitriou, Theophilos & Gogas, Periklis, 2012. "Directional forecasting in financial time series using support vector machines: The USD/Euro exchange rate," DUTH Research Papers in Economics 5-2012, Democritus University of Thrace, Department of Economics.
• Lee, Chien Chiang & Chang, Chun Ping, 2012. "The Demand for Money in China: A Reassessment Using the Bounds Testing Approach," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 74-94, March.
• Stratan, Alexandru & Chistruga, Marcel, 2012. "The Macromodel of the Moldovan Economy Medium-Term Forecast for Moldova," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 68-84, June.
• Pavelescu, Florin Marius, 2012. "Interdendenta dintre tipul de colinearitate si valorile calculate ale testului Student in cazul unei regresii lineare cu doua variabile explicative," Working Papers of Macroeconomic Modelling Seminar 122502, Institute for Economic Forecasting.
• Georgeta VINTILA & Georgia Maria TOROAPA, 2012. "Forecasting the Bankruptcy Risk on the Example of Romanian Enterprises," Romanian Statistical Review Supplement, Romanian Statistical Review, vol. 60(2), pages 377-388, May.
• Mitra, Kaushik & Evans, George W. & Honkapohja, Seppo, 2012. "Baysian Model Averaging, Learning and Model Selection," SIRE Discussion Papers 2012-11, Scottish Institute for Research in Economics (SIRE).
  • George W. Evans & Seppo Honkapohja & Thomas Sargent & Noah Williams, 2012. "Bayesian Model Averaging, Learning and Model Selection," CDMA Working Paper Series 201203, Centre for Dynamic Macroeconomic Analysis.
  • Evans, George W. & Honkapohja, Seppo & Sargent, Thomas J & Williams, Noah, 2012. "Bayesian Model Averaging, Learning and Model Selection," CEPR Discussion Papers 8917, C.E.P.R. Discussion Papers.
• Łukasz Goczek, 2012. "Metody ekonometryczne w modelach wzrostu gospodarczego," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 10, pages 49-71.
• 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.
  • Katja Drechsel & Rolf Scheufele, 2012. "Bottom-up or Direct? Forecasting German GDP in a Data-rich Environment," Working Papers 2012-16, Swiss National Bank.
  • Drechsel, Katja & Scheufele, Rolf, 2013. "Bottom-up or Direct? Forecasting German GDP in a Data-rich Environment," IWH Discussion Papers 7/2013, Halle Institute for Economic Research (IWH).
• Alfredo García-Hiernaux & José Casals & Miguel Jerez, 2012. "Estimating the system order by subspace methods," Computational Statistics, Springer, vol. 27(3), pages 411-425, September.
  • García-Hiernaux, Alfredo & Casals, José & Jerez, Miguel, 2007. "Estimating the system order by subspace methods," DES - Working Papers. Statistics and Econometrics. WS ws070301, Universidad Carlos III de Madrid. Departamento de Estadística.
• George Dikos & Dimitrios Thomakos, 2012. "Econometric testing of the real option hypothesis: evidence from investment in oil tankers," Empirical Economics, Springer, vol. 42(1), pages 121-145, February.
• Daniel Buncic, 2012. "Understanding forecast failure of ESTAR models of real exchange rates," Empirical Economics, Springer, vol. 43(1), pages 399-426, August.
  • Buncic, Daniel, 2009. "Understanding forecast failure of ESTAR models of real exchange rates," MPRA Paper 16526, University Library of Munich, Germany.
  • Buncic, Daniel, 2009. "Understanding forecast failure in ESTAR models of real exchange rates," MPRA Paper 13121, University Library of Munich, Germany.
  • Daniel Buncic, 2009. "Understanding forecast failure of ESTAR models of real exchange rates," EERI Research Paper Series EERI_RP_2009_18, Economics and Econometrics Research Institute (EERI), Brussels.
• Jens Hougaard & Tue Tjur & Lars Østerdal, 2012. "On the meaningfulness of testing preference axioms in stated preference discrete choice experiments," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), vol. 13(4), pages 409-417, August.
• Lars Hansen & José Scheinkman, 2012. "Pricing growth-rate risk," Finance and Stochastics, Springer, vol. 16(1), pages 1-15, January.
• Hassan Mohammadi & Mohammad Jahan-Parvar, 2012. "Oil prices and exchange rates in oil-exporting countries: evidence from TAR and M-TAR models," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 36(3), pages 766-779, July.
• Guillaume Fréchette & John Kagel & Massimo Morelli, 2012. "Pork versus public goods: an experimental study of public good provision within a legislative bargaining framework," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 49(3), pages 779-800, April.
  • Guillaume R. Frechette & John H. Kagel & Massimo Morelli, 2010. "Pork Versus Public Goods: An Experimental Study of Public Good Provision Within a Legislative Bargaining Framework," Economics Working Papers ECO2010/37, European University Institute.
• Alfredo Pereira & Jorge Andraz, 2012. "Social security and economic performance in Portugal: after all that has been said and done how much has actually changed?," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 11(2), pages 83-100, August.
  • Alfredo M. Pereira & Jorge M. Andraz, 2009. "Social Security And Economic Performance In Portugal: After All That Has Been Said And Done How Much Has Actually Changed?," Working Papers 81, Department of Economics, College of William and Mary.
• 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.
• Adofo, Yaw Osei & Evans, Joanne & Hunt, Lester Charles, 2013. "How sensitive to time period sampling is the asymmetric price response specification in energy demand modelling?," Energy Economics, Elsevier, vol. 40(C), pages 90-109.
  • Yaw Osei Adofo & Joanne Evans & Lester Charles Hunt, 2012. "How sensitive to time period sampling is the asymmetric price response specification in energy demand modelling?," Surrey Energy Economics Centre (SEEC), School of Economics Discussion Papers (SEEDS) 138, Surrey Energy Economics Centre (SEEC), School of Economics, University of Surrey.
• Paul Levine & Joseph Pearlman & Bo Yang, 2012. "Imperfect Information, Optimal Monetary Policy and Informational Consistency," School of Economics Discussion Papers 1012, School of Economics, University of Surrey.
• Morley James & Piger Jeremy & Tien Pao-Lin, 2013. "Reproducing business cycle features: are nonlinear dynamics a proxy for multivariate information?," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 17(5), pages 483-498, December.
  • James Morley & Jeremy Piger & Pao-Lin Tien, 2012. "Reproducing Business Cycle Features: Are Nonlinear Dynamics a Proxy for Multivariate Information?," Discussion Papers 2012-23, School of Economics, The University of New South Wales.
• Hong il Yoo, 2012. "The perceived unreliability of rank-ordered data: an econometric origin and implications," Discussion Papers 2012-46, School of Economics, The University of New South Wales.
• Hong il Yoo, 2012. "The confounding effects of consumer heterogeneity on model-based inference of attribute non-attendance," Discussion Papers 2012-47, School of Economics, The University of New South Wales.
• Donghyun Oh & Almas Heshmati & Hans Lööf, 2012. "Technical change and total factor productivity growth for Swedish manufacturing and service industries," Applied Economics, Taylor & Francis Journals, vol. 44(18), pages 2373-2391, June.
  • Dong-hyun Oh & Almas Heshmati & Hans Loof, 2009. "Technical Change and Total Factor Productivity Growth for Swedish Manufacturing and Service Industries," TEMEP Discussion Papers 200912, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), revised Sep 2009.
  • Oh, Donghyun & Heshmati, Almas & Lööf, Hans, 2009. "Technical Change and Total Factor Productivity Growth for Swedish Manufacturing and Service Industries," Working Paper Series in Economics and Institutions of Innovation 193, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies.
  • Donghyun Oh & Almas Heshmati & Hans Lööf, 2011. "Technical Change and Total Factor Productivity Growth for Swedish Manufacturing and Service Industries," Post-Print hal-00693831, HAL.
• M. Ali Choudhary & Adnan Haider, 2012. "Neural network models for inflation forecasting: an appraisal," Applied Economics, Taylor & Francis Journals, vol. 44(20), pages 2631-2635, July.
  • M. Ali Choudhary & Adnan Haider, 2012. "Neural network models for inflation forecasting: an appraisal," Applied Economics, Taylor & Francis Journals, vol. 44(20), pages 2631-2635, July.
  • Ali Choudhary & Adnan Haider, 2008. "Neural Network Models for Inflation Forecasting: An Appraisal," School of Economics Discussion Papers 0808, School of Economics, University of Surrey.
  • M. Ali Choudhary, 2011. "Neural Network Models for Inflation Forecasting: An Appraisal," Post-Print hal-00704670, HAL.
• Akhter Faroque & William Veloce & Jean-Francois Lamarche, 2012. "Have structural changes eliminated the out-of-sample ability of financial variables to forecast real activity after the mid-1980s? Evidence from the Canadian economy," Applied Economics, Taylor & Francis Journals, vol. 44(30), pages 3965-3985, October.
  • Akhter Faroque & William Veloce & Jean-Francois Lamarche, 2009. "Have Structural Changes Eliminated the Out-of-Sample Ability of Financial Variables To Forecast Real Activity After the Mid-1980s? Evidence From the Canadian Economy," Working Papers 0910, Brock University, Department of Economics, revised Oct 2010.
• M. Ali Choudhary & Adnan Haider, 2012. "Neural network models for inflation forecasting: an appraisal," Applied Economics, Taylor & Francis Journals, vol. 44(20), pages 2631-2635, July.
  • M. Ali Choudhary & Adnan Haider, 2012. "Neural network models for inflation forecasting: an appraisal," Applied Economics, Taylor & Francis Journals, vol. 44(20), pages 2631-2635, July.
  • Ali Choudhary & Adnan Haider, 2008. "Neural Network Models for Inflation Forecasting: An Appraisal," School of Economics Discussion Papers 0808, School of Economics, University of Surrey.
  • M. Ali Choudhary, 2011. "Neural Network Models for Inflation Forecasting: An Appraisal," Post-Print hal-00704670, HAL.
• Andrew Patton & Allan Timmermann, 2012. "Forecast Rationality Tests Based on Multi-Horizon Bounds," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(1), pages 1-17.
  • Andrew J. Patton & Allan Timmermann, 2011. "Forecast Rationality Tests Based on Multi-Horizon Bounds," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(1), pages 1-17, June.
  • Timmermann, Allan & Patton, Andrew, 2011. "Forecast Rationality Tests Based on Multi-Horizon Bounds," CEPR Discussion Papers 8194, C.E.P.R. Discussion Papers.
• John M. Maheu & Thomas H. McCurdy & Yong Song, 2012. "Components of Bull and Bear Markets: Bull Corrections and Bear Rallies," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(3), pages 391-403, February.
  • John M Maheu & Thomas H McCurdy & Yong Song, 2010. "Components of bull and bear markets: bull corrections and bear rallies," Working Papers tecipa-402, University of Toronto, Department of Economics.
• Victoria Prowse, 2012. "Modeling Employment Dynamics With State Dependence and Unobserved Heterogeneity," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(3), pages 411-431, April.
  • Victoria Prowse, 2007. "Modeling Employment Dynamics with State Dependence and Unobserved Heterogeneity," Economics Series Working Papers 337, University of Oxford, Department of Economics.
  • Prowse, Victoria, 2012. "Modeling employment dynamics with state dependence and unobserved heterogeneity," MPRA Paper 38038, University Library of Munich, Germany, revised 10 Apr 2012.
  • Prowse, Victoria L., 2010. "Modeling Employment Dynamics with State Dependence and Unobserved Heterogeneity," IZA Discussion Papers 4889, Institute of Labor Economics (IZA).
• Barbara Rossi & Atsushi Inoue, 2012. "Out-of-Sample Forecast Tests Robust to the Choice of Window Size," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(3), pages 432-453, April.
  • Rossi, Barbara & Inoue, Atsushi, 2011. "Out-of-Sample Forecast Tests Robust to the Choice of Window Size," CEPR Discussion Papers 8542, C.E.P.R. Discussion Papers.
  • Atsushi Inoue & Barbara Rossi, 2011. "Out-of-sample forecast tests robust to the choice of window size," Working Papers 11-31, Federal Reserve Bank of Philadelphia.
  • Barbara Rossi & Atsushi Inoue, 2012. "Out-of-sample forecast tests robust to the choice of window size," Economics Working Papers 1404, Department of Economics and Business, Universitat Pompeu Fabra.
• Lili Kang & Fei Peng, 2012. "A selection analysis of returns to education in China," Post-Communist Economies, Taylor & Francis Journals, vol. 24(4), pages 535-554, March.
  • Kang, Lili & Peng, Fei, 2011. "A selection analysis on education returns in China," MPRA Paper 38704, University Library of Munich, Germany.
• Giovanni Cerulli & Bianca Potì, 2012. "The differential impact of privately and publicly funded R&D on R&D investment and innovation: the Italian case," Prometheus, Taylor & Francis Journals, vol. 30(1), pages 113-149, March.
  • Giovanni Cerulli & Bianca Potì, 2010. "The differential impact of privately and publicly funded R&D on R&D investment and innovation: The Italian case," Working Papers 10, Doctoral School of Economics, Sapienza University of Rome, revised 2010.
• Giovanni Cerulli & Bianca Potì, 2012. "Evaluating the robustness of the effect of public subsidies on firms’ R&D: an application to Italy," Journal of Applied Economics, Universidad del CEMA, vol. 15, pages 287-320, November.
  • Giovanni Cerulli & Bianca Potì, 2012. "Evaluating the Robustness of the Effect of Public Subsidies on Firms' R&D: An Application to Italy," Journal of Applied Economics, Taylor & Francis Journals, vol. 15(2), pages 287-320, November.
• Doko Tchatoka, Firmin, 2011. "Testing for partial exogeneity with weak identification," MPRA Paper 39504, University Library of Munich, Germany, revised Mar 2012.
  • Doko Tchatoka, Firmin, 2012. "Testing for partial exogeneity with weak identification," Working Papers 14565, University of Tasmania, Tasmanian School of Business and Economics, revised 31 May 2012.
• 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 and Public Policy Working Papers 2014-05, University of Adelaide, School of Economics and Public Policy.
  • 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 & 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.
• Öğünç, Fethi & Akdoğan, Kurmaş & Başer, Selen & Chadwick, Meltem Gülenay & Ertuğ, Dilara & Hülagü, Timur & Kösem, Sevim & Özmen, Mustafa Utku & Tekatlı, Necati, 2013. "Short-term inflation forecasting models for Turkey and a forecast combination analysis," Economic Modelling, Elsevier, vol. 33(C), pages 312-325.
  • Kurmas Akdogan & Selen Baser & Meltem Gulenay Chadwick & Dilara Ertug & Timur Hulagu & Sevim Kosem & Fethi Ogunc & M. Utku Ozmen & Necati Tekatli, 2012. "Short-Term Inflation Forecasting Models For Turkey and a Forecast Combination Analysis," Working Papers 1209, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
• Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2011. "When credit bites back: leverage, business cycles, and crises," Working Paper Series 2011-27, Federal Reserve Bank of San Francisco.
  • Oscar Jorda & Moritz HP. Schularick & Alan M. Taylor, 2012. "When Credit Bites Back: Leverage, Business Cycles and Crises," Working Papers Series 20, Institute for New Economic Thinking.
  • Oscar Jorda & Moritz Schularick & Alan Taylor, 2012. "When Credit Bites Back: Leverage, Business Cycles and Crises," Working Papers 172, University of California, Davis, Department of Economics.
  • Òscar Jordà & Moritz HP. Schularick & Alan M. Taylor, 2011. "When Credit Bites Back: Leverage, Business Cycles, and Crises," NBER Working Papers 17621, National Bureau of Economic Research, Inc.
  • Taylor, Alan M. & Schularick, Moritz & Jordà , Ã’scar, 2011. "When Credit Bites Back: Leverage, Business Cycles, and Crises," CEPR Discussion Papers 8678, C.E.P.R. Discussion Papers.
• 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.
• Jan R. Magnus & Wendun Wang, 2014. "Concept-Based Bayesian Model Averaging and Growth Empirics," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 76(6), pages 874-897, December.
  • Magnus, J.R. & Wang, W., 2012. "Concept-Based Bayesian Model Averaging and Growth Empirics," Other publications TiSEM 889f1e52-6cc4-470e-87ce-2, Tilburg University, School of Economics and Management.
  • Magnus, J.R. & Wang, W., 2012. "Concept-Based Bayesian Model Averaging and Growth Empirics," Discussion Paper 2012-017, Tilburg University, Center for Economic Research.
• Jan R. Magnus & Wendun Wang, 2014. "Concept-Based Bayesian Model Averaging and Growth Empirics," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 76(6), pages 874-897, December.
  • Magnus, J.R. & Wang, W., 2012. "Concept-Based Bayesian Model Averaging and Growth Empirics," Discussion Paper 2012-017, Tilburg University, Center for Economic Research.
  • Magnus, J.R. & Wang, W., 2012. "Concept-Based Bayesian Model Averaging and Growth Empirics," Other publications TiSEM 889f1e52-6cc4-470e-87ce-2, Tilburg University, School of Economics and Management.
• Javier Mencía & Enrique Sentana, 2012. "Distributional Tests in Multivariate Dynamic Models with Normal and Student-t Innovations," The Review of Economics and Statistics, MIT Press, vol. 94(1), pages 133-152, February.
  • Javier Mencía & Enrique Sentana, 2008. "Distributional Tests in Multivariate Dynamic Models with Normal and Student t Innovations," Working Papers wp2008_0804, CEMFI.
  • Javier Mencía & Enrique Sentana, 2009. "Distributional tests in multivariate dynamic models with Normal and Student t innovations," Working Papers 0929, Banco de España.
• Elena Andreou & Bas J. M. Werker, 2012. "An Alternative Asymptotic Analysis of Residual-Based Statistics," The Review of Economics and Statistics, MIT Press, vol. 94(1), pages 88-99, February.
  • Elena Andreou & Bas J.M. Werker, 2010. "An Alternative Asymptotic Analysis of Residual-Based Statistics," University of Cyprus Working Papers in Economics 08-2010, University of Cyprus Department of Economics.
• John B. Taylor & Volker Wieland, 2012. "Surprising Comparative Properties of Monetary Models: Results from a New Model Database," The Review of Economics and Statistics, MIT Press, vol. 94(3), pages 800-816, August.
  • Wieland, Volker & Taylor, John B., 2010. "Surprising comparative properties of monetary models: Results from a new model database," Working Paper Series 1261, European Central Bank.
  • Taylor, John B. & Wieland, Volker, 2012. "Surprising comparative properties of monetary models: Results from a new model database," IMFS Working Paper Series 66, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
• Marco Bee & Massimo Riccaboni & Stefano Schiavo, 2012. "A Trick of the (Pareto) Tail," Department of Economics Working Papers 1206, Department of Economics, University of Trento, Italia.
• Piotr Misztal, 2012. "The Harberger-Laursen-Metzler Effect In Poland," Oeconomia Copernicana, Polskie Towarzystwo Ekonomiczne Oddzial w Toruniu, Wydzial Nauk Ekonomicznych i Zarzadzania UMK, vol. 3(1), pages 5-28, March.
• Féve, Patrick & Jidoud, Ahmat, 2012. "Identifying News Shocks from SVARs," Journal of Macroeconomics, Elsevier, vol. 34(4), pages 919-932.
  • Fève, Patrick & Jidoud, Ahmat, 2012. "Identifying News Shocks from SVARs," IDEI Working Papers 706, Institut d'Économie Industrielle (IDEI), Toulouse.
  • Fève, Patrick & Jidoud, Ahmat, 2012. "Identifying News Shocks from SVARs," TSE Working Papers 12-287, Toulouse School of Economics (TSE).
• 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).
• 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.
  • Michael McAleer & Massimiliano Caporin, 2012. "Robust Ranking of Multivariate GARCH Models by Problem Dimension," KIER Working Papers 815, Kyoto University, Institute of Economic Research.
  • 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.
  • 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.
  • 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.
• 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.
  • 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.
  • Philip Hans Franses & Michael McAleer & Rianne Legerstee, 2012. "Evaluating Macroeconomic Forecasts: A Concise Review of Some Recent Developments," Documentos de Trabajo del ICAE 2012-14, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Philip Hans Franses & Michael McAleer & Rianne Legerstee, 2012. "Evaluating Macroeconomic Forecasts: A Concise Review of Some Recent Developments," Working Papers in Economics 12/12, University of Canterbury, Department of Economics and Finance.
• Yasmin Briceño Santafé & Giampaolo Orlandoni Merli, 2012. "Determination of bank risk indicators and macroeconomic conditions in Venezuela (1997-2009)," Economía, Instituto de Investigaciones Económicas y Sociales (IIES). Facultad de Ciencias Económicas y Sociales. Universidad de Los Andes. Mérida, Venezuela, vol. 37(34), pages 55-88, july-dece.
• Matteo Barigozzi & Roxana Halbleib & David Veredas, "undated". "Which model to match?," ULB Institutional Repository 2013/136240, ULB -- Universite Libre de Bruxelles.
  • Matteo Barigozzi & Roxana Halbleib & David Veredas, 2012. "Which model to match?," Working Papers 1229, Banco de España;Working Papers Homepage.
• Barbara Rossi & Atsushi Inoue, 2012. "Out-of-Sample Forecast Tests Robust to the Choice of Window Size," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(3), pages 432-453, April.
  • Atsushi Inoue & Barbara Rossi, 2011. "Out-of-sample forecast tests robust to the choice of window size," Working Papers 11-31, Federal Reserve Bank of Philadelphia.
  • Barbara Rossi & Atsushi Inoue, 2012. "Out-of-sample forecast tests robust to the choice of window size," Economics Working Papers 1404, Department of Economics and Business, Universitat Pompeu Fabra.
  • Rossi, Barbara & Inoue, Atsushi, 2011. "Out-of-Sample Forecast Tests Robust to the Choice of Window Size," CEPR Discussion Papers 8542, C.E.P.R. Discussion Papers.
• Barbara Rossi, 2012. "The changing relationship between commodity prices and equity prices in commodity exporting," Economics Working Papers 1405, Department of Economics and Business, Universitat Pompeu Fabra.
• Oscar Martinez Ibañez & Miguel Manjón Antolín & Josep-Maria Arauzo-Carod, 2013. "The Geographical Scope of Industrial Location Determinants: An Alternative Approach," Tijdschrift voor Economische en Sociale Geografie, Royal Dutch Geographical Society KNAG, vol. 104(2), pages 194-214, April.
  • Martínez Ibáñez, Óscar & Manjón Antolín, Miguel C. & Arauzo Carod, Josep Maria, 2012. "The Geographical Scope of Industrial Location Determinants: An Alternative Approach," Working Papers 2072/212205, Universitat Rovira i Virgili, Department of Economics.
• Fulvio Corsi & Stefano Peluso & Francesco Audrino, 2015. "Missing in Asynchronicity: A Kalman‐em Approach for Multivariate Realized Covariance Estimation," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 30(3), pages 377-397, April.
  • Corsi, Fulvio & Peluso, Stefano & Audrino, Francesco, 2012. "Missing in Asynchronicity: A Kalman-EM Approach for Multivariate Realized Covariance Estimation," Economics Working Paper Series 1202, University of St. Gallen, School of Economics and Political Science.
• Roberta DE SANTIS, 2012. "The Impact Of Growth On Biodiversity: An Empirical Assessment," Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, vol. 7(3(21)/ Fa), pages 283-290.
• Gordan Stojić, 2012. "Using Fuzzy Logic for Evaluating the Level of Countries’ (Regions’) Economic Development," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 59(3), pages 293-310, June.
• Gordan Stojić, 2012. "Using Fuzzy Logic for Evaluating the Level of Countries’ (Regions’) Economic Development," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 59(3), pages 293-310.
• Mirjana Miletić, 2012. "Estimating the Impact of the Balassa-Samuelson Effect in Central and Eastern European Countries: A Revised Analysis of Panel Data Cointegration Tests," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 59(4), pages 475-499, September.
• Mirjana Miletić, 2012. "Estimating the Impact of the Balassa-Samuelson Effect in Central and Eastern European Countries: A Revised Analysis of Panel Data Cointegration Tests," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 59(4), pages 475-499.
• Valente J. Matlaba & Mark Holmes & Philip McCann & Jacques Poot, 2012. "Agglomeration Externalities and 1981-2006 Regional Growth in Brazil," Working Papers in Economics 12/07, University of Waikato.
• Paweł Strawiński, 2012. "Small sample properties of matching with caliper," Working Papers 2012-13, Faculty of Economic Sciences, University of Warsaw.
• Irina Možajeva, 2012. "Multidimensional Health Modelling: Association between Socioeconomic Factors and Health in Latvia," Economic Research Guardian, Mutascu Publishing, vol. 2(2), pages 160-179, December.
• Csereklyei, Zsuzsanna & Humer, Stefan, 2012. "Modelling Primary Energy Consumption under Model Uncertainty," Department of Economics Working Paper Series 147, WU Vienna University of Economics and Business.
  • Zsuzsanna Csereklyei & Stefan Humer, 2012. "Modelling Primary Energy Consumption under Model Uncertainty," Department of Economics Working Papers wuwp147, Vienna University of Economics and Business, Department of Economics.
• Zsuzsanna Csereklyei & Stefan Humer, 2012. "Modelling Primary Energy Consumption under Model Uncertainty," Department of Economics Working Papers wuwp147, Vienna University of Economics and Business, Department of Economics.
  • Csereklyei, Zsuzsanna & Humer, Stefan, 2012. "Modelling Primary Energy Consumption under Model Uncertainty," Department of Economics Working Paper Series 147, WU Vienna University of Economics and Business.
• Tue Gørgens & Allan Würtz, 2012. "Testing a parametric function against a non‐parametric alternative in IV and GMM settings," Econometrics Journal, Royal Economic Society, vol. 15(3), pages 462-489, October.
  • Tue Gørgens & Allan Würtz, 2009. "Testing a parametric function against a nonparametric alternative in IV and GMM settings," CREATES Research Papers 2009-54, Department of Economics and Business Economics, Aarhus University.
  • Gørgens, Tue & Würtz, Allan, 2010. "Testing a Parametric Function Against a Nonparametric Alternative in IV and GMM Settings," CEI Working Paper Series 2010-9, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University.
• Jean‐Thomas Bernard & Jean‐Marie Dufour & Lynda Khalaf & Maral Kichian, 2012. "An identification‐robust test for time‐varying parameters in the dynamics of energy prices," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 27(4), pages 603-624, June.
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• Markku Lanne & Arto Luoma & Jani Luoto, 2012. "Bayesian Model Selection And Forecasting In Noncausal Autoregressive Models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 27(5), pages 812-830, August.
  • Lanne, Markku & Luoma, Arto & Luoto, Jani, 2009. "Bayesian Model Selection and Forecasting in Noncausal Autoregressive Models," MPRA Paper 23646, University Library of Munich, Germany.
• Dennis Fok & Richard Paap & Bram Van Dijk, 2012. "A Rank‐Ordered Logit Model With Unobserved Heterogeneity In Ranking Capabilities," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 27(5), pages 831-846, August.
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• Diaa Noureldin & Neil Shephard & Kevin Sheppard, 2012. "Multivariate high‐frequency‐based volatility (HEAVY) models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 27(6), pages 907-933, September.
  • Diaa Noureldin & Neil Shephard & Kevin Sheppard, 2011. "Multivariate High-Frequency-Based Volatility (HEAVY) Models," Economics Papers 2011-W01, Economics Group, Nuffield College, University of Oxford.
  • Diaa Noureldin & Neil Shephard & Kevin Sheppard, 2011. "Multivariate High-Frequency-Based Volatility (HEAVY) Models," Economics Series Working Papers 533, University of Oxford, Department of Economics.
• Sébastien Laurent & Jeroen V. K. Rombouts & Francesco Violante, 2012. "On the forecasting accuracy of multivariate GARCH models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 27(6), pages 934-955, September.
  • Sébastien Laurent & Jeroen V.K. Rombouts & Francesco Violante, 2010. "On the Forecasting Accuracy of Multivariate GARCH Models," Cahiers de recherche 1021, CIRPEE.
  • LAURENT, Sébastien & ROMBOUTS, Jeroen V. K. & VIOLANTE, Francesco, 2010. "On the forecasting accuracy of multivariate GARCH models," LIDAM Discussion Papers CORE 2010025, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• Xiaoshan Chen & Ronald Macdonald, 2012. "Realized and Optimal Monetary Policy Rules in an Estimated Markov-Switching DSGE Model of the United Kingdom," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(6), pages 1091-1116, September.
  • Xiaoshan Chen & Ronald Macdonald, 2012. "Realized and Optimal Monetary Policy Rules in an Estimated Markov‐Switching DSGE Model of the United Kingdom," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(6), pages 1091-1116, September.
  • Chen, Xiaoshan & MacDonald, Ronald, 2011. "Realised and Optimal Monetary Policy Rules in an Estimated Markov-Switching DSGE Model of the United Kingdom," SIRE Discussion Papers 2011-21, Scottish Institute for Research in Economics (SIRE).
  • Xiaoshan Chen & Ronald MacDonald, 2011. "Realised and Optimal Monetary Policy Rules in an Estimated Markov-Switching DSGE Model of the United Kingdom," Working Papers 2011_04, Business School - Economics, University of Glasgow.
• Qaiser Munir & Kok Sook Ching & Fumitaka Furouka & Kasim Mansur, 2012. "The Efficient Market Hypothesis Revisited: Evidence From The Five Small Open Asean Stock Markets," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 57(03), pages 1-12.
• Qaiser Munir & Kok Sook Ching & Fumitaka Furouka & Kasim Mansur, 2012. "The Efficient Market Hypothesis Revisited: Evidence From The Five Small Open Asean Stock Markets," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 57(03), pages 1-12.
• Franke, Reiner & Jang, Tae-Seok & Sacht, Stephen, 2015. "Moment matching versus Bayesian estimation: Backward-looking behaviour in a New-Keynesian baseline model," The North American Journal of Economics and Finance, Elsevier, vol. 31(C), pages 126-154.
  • Franke, Reiner & Jang, Tae-Seok & Sacht, Stephen, 2012. "Moment matching versus Bayesian estimation: Backward-looking behaviour in a New-Keynesian baseline model," Economics Working Papers 2012-08, Christian-Albrechts-University of Kiel, Department of Economics.
  • Sacht, Stephen & Franke, Reiner & Jang, Tae-Seok, 2013. "Moment Matching versus Bayesian Estimation: Backward-Looking Behaviour in a New-Keynesian Baseline Model," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79694, Verein für Socialpolitik / German Economic Association.
• Aßmann, Christian & Boysen-Hogrefe, Jens & Pape, Markus, 2012. "The directional identification problem in Bayesian factor analysis: An ex-post approach," Kiel Working Papers 1799, Kiel Institute for the World Economy (IfW Kiel).
  • Pape, Markus & Aßmann, Christian & Boysen-Hogrefe, Jens, 2013. "The Directional Identification Problem in Bayesian Factor Analysis: An Ex-Post Approach," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79990, Verein für Socialpolitik / German Economic Association.
  • Aßmann, Christian & Boysen-Hogrefe, Jens & Pape, Markus, 2012. "The directional identification problem in Bayesian factor analysis: An ex-post approach," Economics Working Papers 2012-11, Christian-Albrechts-University of Kiel, Department of Economics.
• Tinschert, Jonas & Cremers, Heinz, 2012. "Fixed income strategies for trading and for asset management," Frankfurt School - Working Paper Series 191, Frankfurt School of Finance and Management.
• 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 (2007-2020), Kiel Institute for the World Economy (IfW Kiel), 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 Kiel).
• 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 (2007-2020), Kiel Institute for the World Economy (IfW Kiel), 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 Kiel).
• Ulaşan, Bülent, 2012. "Cross-country growth empirics and model uncertainty: An overview," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 6, pages 1-69.
• Aßmann, Christian & Boysen-Hogrefe, Jens & Pape, Markus, 2012. "The directional identification problem in Bayesian factor analysis: An ex-post approach," Economics Working Papers 2012-11, Christian-Albrechts-University of Kiel, Department of Economics.
  • Aßmann, Christian & Boysen-Hogrefe, Jens & Pape, Markus, 2012. "The directional identification problem in Bayesian factor analysis: An ex-post approach," Kiel Working Papers 1799, Kiel Institute for the World Economy (IfW Kiel).
  • Pape, Markus & Aßmann, Christian & Boysen-Hogrefe, Jens, 2013. "The Directional Identification Problem in Bayesian Factor Analysis: An Ex-Post Approach," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79990, Verein für Socialpolitik / German Economic Association.
• Schmidt, Sebastian & Wieland, Volker, 2013. "The New Keynesian Approach to Dynamic General Equilibrium Modeling: Models, Methods and Macroeconomic Policy Evaluation," Handbook of Computable General Equilibrium Modeling, in: Peter B. Dixon & Dale Jorgenson (ed.), Handbook of Computable General Equilibrium Modeling, edition 1, volume 1, chapter 0, pages 1439-1512, Elsevier.
  • Schmidt, Sebastian & Wieland, Volker, 2012. "The new keynesian approach to dynamic general equilibrium modeling: Models, methods, and macroeconomic policy evaluation," IMFS Working Paper Series 52, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
• John B. Taylor & Volker Wieland, 2012. "Surprising Comparative Properties of Monetary Models: Results from a New Model Database," The Review of Economics and Statistics, MIT Press, vol. 94(3), pages 800-816, August.
  • Wieland, Volker & Taylor, John B., 2010. "Surprising comparative properties of monetary models: Results from a new model database," Working Paper Series 1261, European Central Bank.
  • Taylor, John B. & Wieland, Volker, 2012. "Surprising comparative properties of monetary models: Results from a new model database," IMFS Working Paper Series 66, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
• Dickhaus, Thorsten, 2012. "Simultaneous statistical inference in dynamic factor models," SFB 649 Discussion Papers 2012-033, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Katja Landau & Stephan Klasen & Walter Zucchini, 2012. "Measuring Vulnerability to Poverty Using Long-Term Panel Data," Courant Research Centre: Poverty, Equity and Growth - Discussion Papers 118, Courant Research Centre PEG.
  • Landau, Katja & Klasen, Stephan & Zucchini, Walter, 2012. "Measuring Vulnerability to Poverty Using Long-Term Panel Data," VfS Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century 66057, Verein für Socialpolitik / German Economic Association.
  • Katja Landau & Stephan Klasen & Walter Zucchini, 2012. "Measuring Vulnerability to Poverty Using Long-Term Panel Data," SOEPpapers on Multidisciplinary Panel Data Research 481, DIW Berlin, The German Socio-Economic Panel (SOEP).
• de Rassenfosse, Gaétan & Schoen, Anja & Wastyn, Annelies, 2014. "Selection bias in innovation studies: A simple test," Technological Forecasting and Social Change, Elsevier, vol. 81(C), pages 287-299.
  • De Rassenfosse, Gaétan & Wastyn, Annelies, 2012. "Selection bias in innovation studies: A simple test," ZEW Discussion Papers 12-012, ZEW - Leibniz Centre for European Economic Research.
  • Gaétan de Rassenfosse & Anja Schoen & Annelies Wastyn, 2013. "Selection Bias in Innovation Studies. A Simple Test," Melbourne Institute Working Paper Series wp2013n08, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
• Rombouts, Jeroen & Stentoft, Lars & Violante, Franceso, 2014. "The value of multivariate model sophistication: An application to pricing Dow Jones Industrial Average options," International Journal of Forecasting, Elsevier, vol. 30(1), pages 78-98.
  • ROMBOUTS, Jeroen V. K. & STENTOFT, Lars & VIOLANTE, Francesco, 2012. "The value of multivariate model sophistication: an application to pricing Dow Jones Industrial Average options," LIDAM Discussion Papers CORE 2012003, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Jeroen V.K. Rombouts & Lars Stentoft & Francesco Violante, 2012. "The Value of Multivariate Model Sophistication: An Application to pricing Dow Jones Industrial Average options," CREATES Research Papers 2012-04, Department of Economics and Business Economics, Aarhus University.
  • Jeroen Rombouts & Lars Stentoft & Francesco Violente, 2012. "The Value of Multivariate Model Sophistication: An Application to pricing Dow Jones Industrial Average Options," CIRANO Working Papers 2012s-05, CIRANO.
• Christian Bach & Matt P. Dziubinski, 2012. "Commodity derivatives pricing with inventory effects," CREATES Research Papers 2012-06, Department of Economics and Business Economics, Aarhus University.
• Amado, Cristina & Teräsvirta, Timo, 2014. "Modelling changes in the unconditional variance of long stock return series," Journal of Empirical Finance, Elsevier, vol. 25(C), pages 15-35.
  • Cristina Amado & Timo Terasvirta, 2012. "Modelling Changes in the Unconditional Variance of Long Stock Return Series," NIPE Working Papers 02/2012, NIPE - Universidade do Minho.
  • Cristina Amado & Timo Teräsvirta, 2012. "Modelling Changes in the Unconditional Variance of Long Stock Return Series," CREATES Research Papers 2012-07, Department of Economics and Business Economics, Aarhus University.
• Annastiina Silvennoinen & Timo Ter�svirta, 2015. "Modeling Conditional Correlations of Asset Returns: A Smooth Transition Approach," Econometric Reviews, Taylor & Francis Journals, vol. 34(1-2), pages 174-197, February.
  • Annastiina Silvennoinen & Timo Teräsvirta, 2012. "Modelling conditional correlations of asset returns: A smooth transition approach," CREATES Research Papers 2012-09, Department of Economics and Business Economics, Aarhus University.
• Matthew T. Holt & Timo Teräsvirta, 2012. "Global Hemispheric Temperature Trends and Co–Shifting: A Shifting Mean Vector Autoregressive Analysis," CREATES Research Papers 2012-54, Department of Economics and Business Economics, Aarhus University.
• Igor Kheifets & Carlos Velasco, 2012. "Model Adequacy Checks for Discrete Choice Dynamic Models," Working Papers w0170, Center for Economic and Financial Research (CEFIR).
  • Igor Kheifets & Carlos Velasco, 2012. "Model Adequacy Checks for Discrete Choice Dynamic Models," Working Papers w0170, New Economic School (NES).
• Ali Acaravci & Ilhan Ozturk, 2012. "Electricity Consumption and Economic Growth Nexus: A Multivariate Analysis for Turkey," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, vol. 14(31), pages 246-257, February.
• Matevž Rasković & Barbara Mörec, 2012. "Organizational Change and Corporate Sustainability in an Economic Crisis: Evidence from Slovenia," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, vol. 14(32), pages 522-536, June.
• Yang, Shang-Ho & Reed, Michael R. & Saghaian, Sayed H., 2012. "International Pork Trade and Foot-and-Mouth Disease," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington 124356, Agricultural and Applied Economics Association.
• Dharmasena, Senarath & Capps, Oral, Jr. & Bessler, David A., 2012. "Modeling Advertising Expenditures and Spillover Effects Applied to the U.S. Non-Alcoholic Beverage Industry: Vector Autoregression (VAR) and Polynomial Distributed Lag (PDL) Approaches," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington 124363, Agricultural and Applied Economics Association.
• Mandal, Maitreyi & Lagerkvist, Carl Johan, 2012. "A Comparison of Traditional and Copula based VaR with Agricultural portfolio," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington 124387, Agricultural and Applied Economics Association.
• Singbo, Alphonse G. & Emvalomatis, Grigorios & Alfons, Oude Lansink, 2013. "Assessing the impact of crop specialization on farms’ performance in vegetables farming in Benin: a non-neutral stochastic frontier approach," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C. 149172, Agricultural and Applied Economics Association.
• Yang, Shang-Ho & Reed, Michael R. & Saghaian, Sayed H., 2012. "Foot-and-Mouth Disease Impacts on U.S. Pork Exports: A Comparative Study of the Spatial Econometric Model versus the Gravity Model," 2012 Conference, August 18-24, 2012, Foz do Iguacu, Brazil 124593, International Association of Agricultural Economists.
• Stephen MacDonald & Suwen Pan & Darren Hudson & Francis Tuan, 2013. "Chinese domestic textile demand: where they buy does matter," China Agricultural Economic Review, Emerald Group Publishing Limited, vol. 5(3), pages 312-327, August.
  • MacDonald, Stephen & Pan, Suwen & Hudson, Darren & Tuan, Francis C., 2012. "Chinese Domestic Textile Demand: Where They Buy Does Matter," 2012 Conference, August 18-24, 2012, Foz do Iguacu, Brazil 126354, International Association of Agricultural Economists.
• Laura Coroneo & Valentina Corradi & Paulo Santos Monteiro, 2018. "Testing for optimal monetary policy via moment inequalities," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(6), pages 780-796, September.
  • 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.
  • Coroneo, Laura & Corradi, Valentina & Santos Monterio, Paulo, 2012. "Testing for optimal monetary policy via moment inequalities," Economic Research Papers 270654, 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.
• Khalfaoui, R & Boutahar, M, 2012. "Portfolio risk evaluation: An approach based on dynamic conditional correlations models and wavelet multiresolution analysis," MPRA Paper 41624, University Library of Munich, Germany.
  • Rabeh Khalfaoui & Mohammed Boutahar, 2012. "Portfolio Risk Evaluation An Approach Based on Dynamic Conditional Correlations Models and Wavelet Multi-Resolution Analysis," AMSE Working Papers 1208, Aix-Marseille School of Economics, France.
  • R. Khalfaoui & M. Boutahar, 2012. "Portfolio Risk Evaluation: An Approach Based on Dynamic Conditional Correlations Models and Wavelet Multi-Resolution Analysis," Working Papers halshs-00793068, HAL.
• Tamás Kristóf & Miklós Virág, 2012. "Data reduction and univariate splitting — Do they together provide better corporate bankruptcy prediction?," Acta Oeconomica, Akadémiai Kiadó, Hungary, vol. 62(2), pages 205-228, June.
• Klaus Moeltner & James J. Murphy & John K. Stranlund & Maria Alejandra Velez, 2013. "Institutional heterogeneity in social dilemma games: a Bayesian examination," Chapters, in: John A. List & Michael K. Price (ed.), Handbook on Experimental Economics and the Environment, chapter 2, pages 67-88, Edward Elgar Publishing.
  • Klaus Moeltner & James J. Murphy & John K. Stranlund & Maria Alejandra Velez, 2012. "Institutional Heterogeneity in Social Dilemma Games: A Bayesian Examination," Working Papers 2012-04, University of Alaska Anchorage, Department of Economics.
• Ulrich Horst & Michael Kupper & Andrea Macrina & Christoph Mainberger, 2013. "Continuous equilibrium in affine and information-based capital asset pricing models," Annals of Finance, Springer, vol. 9(4), pages 725-755, November.
  • Ulrich Horst & Michael Kupper & Andrea Macrina & Christoph Mainberger, 2012. "Continuous Equilibrium in Affine and Information-Based Capital Asset Pricing Models," Papers 1201.1840, arXiv.org, revised Oct 2012.
• Nadia STOIAN & Mariana BALAN, 2012. "Stochastic Models For Credit Risk," Internal Auditing and Risk Management, Athenaeum University of Bucharest, vol. 1(26), pages 35-44, March.
• Guido Russi, 2012. "Estimating the Leverage Effect Using High Frequency Data," Review of Economics & Finance, Better Advances Press, Canada, vol. 2, pages 1-24, February.
• Matteo Barigozzi & Roxana Halbleib & David Veredas, 2012. "Which model to match?," Working Papers 1229, Banco de España.
• Guido Bulligan & Massimiliano Marcellino & Fabrizio Venditti, 2012. "Forecasting economic activity with higher frequency targeted predictors," Temi di discussione (Economic working papers) 847, Bank of Italy, Economic Research and International Relations Area.
• 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.
  • Marcello Pagnini & Valter Di Giacinto & Giacinto Micucci & Matteo Gomellini, 2011. "Mapping Local Productivity Advantages In Italy: Industrial Districts, Cities Or Both?," ERSA conference papers ersa11p1806, European Regional Science Association.
  • Valter Di Giacinto & Matteo Gomellini & Giacinto Micucci & Marcello Pagnini, 2012. "Mapping local productivity advantages in Italy: industrial districts, cities or both?," Temi di discussione (Economic working papers) 850, Bank of Italy, Economic Research and International Relations Area.
• Lorenzo Bencivelli & Massimiliano Marcellino & Gianluca Moretti, 2012. "Selecting predictors by using Bayesian model averaging in bridge models," Temi di discussione (Economic working papers) 872, Bank of Italy, Economic Research and International Relations Area.
• Martina Lučkaničová & Ivana Ondrušeková & Marcel Rešovský, 2012. "Employment Modelling In Slovakia: Comparing Logit Models In 2005 And 2009," Economic Annals, Faculty of Economics and Business, University of Belgrade, vol. 57(192), pages 25-40, January –.
• Stojanović Žaklina & Dragutinović-Mitrović Radmila, 2012. "The Serbian Functional Food Market: Does Regulation Make A Difference?," Economic Annals, Faculty of Economics and Business, University of Belgrade, vol. 57(193), pages 53-70, April- Ju.
• Antipa, Pamfili & Barhoumi, Karim & Brunhes-Lesage, Véronique & Darné, Olivier, 2012. "Nowcasting German GDP: A comparison of bridge and factor models," Journal of Policy Modeling, Elsevier, vol. 34(6), pages 864-878.
  • Pamfili Antipa & Karim Barhoumi & Véronique Brunhes-Lesage & Olivier Darné, 2012. "Nowcasting German GDP: A comparison of bridge and factor models," Working papers 401, Banque de France.
• Kaddour Hadri & Rolf Larsson & Yao Rao, 2012. "Testing For Stationarity With A Break In Panels Where The Time Dimension Is Finite," Bulletin of Economic Research, Wiley Blackwell, vol. 64(Supplemen), pages 123-148, December.
  • Kaddour Hadri & Rolf Larsson & Yao Rao, 2010. "Testing For Stationarity With a Break in Panels Where the Time Dimension is Finite," Economics Working Papers 10-08, Queen's Management School, Queen's University Belfast.
• Schneider Ulrike & Wagner Martin, 2012. "Catching Growth Determinants with the Adaptive Lasso," German Economic Review, De Gruyter, vol. 13(1), pages 71-85, February.
  • Ulrike Schneider & Martin Wagner, 2012. "Catching Growth Determinants with the Adaptive Lasso," German Economic Review, Verein für Socialpolitik, vol. 13(1), pages 71-85, February.
  • Schneider, Ulrike & Wagner, Martin, 2008. "Catching Growth Determinants with the Adaptive LASSO," Economics Series 232, Institute for Advanced Studies.
  • Ulrike Schneider & Martin Wagner, 2009. "Catching Growth Determinants with the Adaptive Lasso," wiiw Working Papers 55, The Vienna Institute for International Economic Studies, wiiw.
• Antonello D’ Agostino & Domenico Giannone, 2012. "Comparing Alternative Predictors Based on Large‐Panel Factor Models," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 74(2), pages 306-326, April.
  • D'Agostino, Antonello & Giannone, Domenico, 2006. "Comparing Alternative Predictors Based on Large-Panel Factor Models," Research Technical Papers 14/RT/06, Central Bank of Ireland.
  • D'Agostino, Antonello & Giannone, Domenico, 2006. "Comparing alternative predictors based on large-panel factor models," Working Paper Series 680, European Central Bank.
  • Giannone, Domenico & D’Agostino, Antonello, 2007. "Comparing Alternative Predictors Based on Large-Panel Factor Models," CEPR Discussion Papers 6564, C.E.P.R. Discussion Papers.
• Neville Zivanayi Mandimika & Zivanemoyo Chinzara, 2012. "Risk–Return Trade-Off And Behaviour Of Volatility On The South African Stock Market: Evidence From Both Aggregate And Disaggregate Data," South African Journal of Economics, Economic Society of South Africa, vol. 80(3), pages 345-366, September.
• STEFAN Raluca-Mariana & SERBAN Mariuta, 2012. "Neural Network Principles To Classify Economic Data," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 63(4-5), pages 223-233.
• Julio Humérez Quiroz, 2012. "Combinación de pronósticos.Una aplicación a la inflación de Bolivia," Revista de Análisis del BCB, Banco Central de Bolivia, vol. 16(1), pages 59-93, June.
• Francesco Furlanett & Nicolas Groshenny, 2012. "Matching efficiency and business cycle fluctuations," Reserve Bank of New Zealand Discussion Paper Series DP2012/06, Reserve Bank of New Zealand.
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• Ulrike Schneider & Martin Wagner, 2012. "Catching Growth Determinants with the Adaptive Lasso," German Economic Review, Verein für Socialpolitik, vol. 13(1), pages 71-85, February.
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• Jordà, Òscar & Schularick, Moritz & Taylor, Alan M., 2011. "When Credit Bites Back: Leverage, Business Cycles, and Crises," CEPR Discussion Papers 8678, C.E.P.R. Discussion Papers.
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• Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2011. "When credit bites back: leverage, business cycles, and crises," Working Paper Series 2011-27, Federal Reserve Bank of San Francisco.
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• Minford, Patrick & Meenagh, David & Le, Vo Phuong Mai, 2012. "What causes banking crises? An empirical investigation," CEPR Discussion Papers 9057, C.E.P.R. Discussion Papers.
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• Minford, Patrick & Wickens, Michael R. & Meenagh, David & Le, Vo Phuong Mai, 2012. "Testing DSGE models by Indirect inference and other methods: some Monte Carlo experiments," CEPR Discussion Papers 9056, C.E.P.R. Discussion Papers.
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• Minford, Patrick & Wickens, Michael R. & Meenagh, David, 2012. "Testing macroeconomic models by indirect inference on unfiltered data," CEPR Discussion Papers 9058, C.E.P.R. Discussion Papers.
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• Liu, Chunping & Minford, Patrick, 2014. "How important is the credit channel? An empirical study of the US banking crisis," Journal of Banking & Finance, Elsevier, vol. 41(C), pages 119-134.
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• Giacomini, Raffaella & Komunjer, Ivana, 2005. "Evaluation and Combination of Conditional Quantile Forecasts," Journal of Business & Economic Statistics, American Statistical Association, vol. 23, pages 416-431, October.
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• Raffaella Giacomini, 2002. "Comparing Density Forecasts via Weighted Likelihood Ratio Tests: Asymptotic and Bootstrap Methods," Boston College Working Papers in Economics 583, Boston College Department of Economics.
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• Giovanni Cerulli & Bianca Potì, 2012. "Evaluating the Robustness of the Effect of Public Subsidies on Firms' R&D: An Application to Italy," Journal of Applied Economics, Taylor & Francis Journals, vol. 15(2), pages 287-320, November.
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• 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.
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• Lehmann Robert & Wohlrabe Klaus, 2015. "Forecasting GDP at the Regional Level with Many Predictors," German Economic Review, De Gruyter, vol. 16(2), pages 226-254, May.
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• Saša ŽIKOVIÆ & Randall K. FILER, 2013. "Ranking of VaR and ES Models: Performance in Developed and Emerging Markets," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 63(4), pages 327-359, August.
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• Massimiliano Caporin & Michael McAleer, 2011. "Thresholds, news impact surfaces and dynamic asymmetric multivariate GARCH," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 65(2), pages 125-163, May.
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  • Massimiliano Caporin & Michael McAleer, 2010. "Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH," KIER Working Papers 741, Kyoto University, Institute of Economic Research.
  • Massimiliano Caporin & Michael McAleer, 2010. "Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH," Working Papers in Economics 10/73, University of Canterbury, Department of Economics and Finance.
• Massimiliano Caporin & Michael McAleer, 2010. "Ranking Multivariate GARCH Models by Problem Dimension," "Marco Fanno" Working Papers 0124, Dipartimento di Scienze Economiche "Marco Fanno".
  • Massimiliano Caporin & Michael McAleer, 2010. "Ranking Multivariate GARCH Models by Problem Dimension," CARF F-Series CARF-F-219, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
  • Massimiliano Caporin & Michael McAleer, 2010. "Ranking Multivariate GARCH Models by Problem Dimension," CIRJE F-Series CIRJE-F-742, CIRJE, Faculty of Economics, University of Tokyo.
  • Massimiliano Caporin & Michael McAleer, 2010. "Ranking Multivariate GARCH Models by Problem Dimension," Working Papers in Economics 10/34, University of Canterbury, Department of Economics and Finance.
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• Igor Kheifets & Carlos Velasco, 2012. "Model Adequacy Checks for Discrete Choice Dynamic Models," Working Papers w0170, New Economic School (NES).
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• Carlos A. Medel, 2013. "How informative are in-sample information criteria to forecasting? The case of Chilean GDP," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 50(1), pages 133-161, May.
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• Medel, Carlos A., 2012. "¿Akaike o Schwarz? ¿Cuál elegir para predecir el PIB chileno? [Akaike or Schwarz? Which One is a Better Predictor of Chilean GDP?]," MPRA Paper 35950, University Library of Munich, Germany.
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• Carlos A. Medel & Sergio C. Salgado, 2013. "Does the Bic Estimate and Forecast Better than the Aic?," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, vol. 28(1), pages 47-64, April.
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• Rombouts, Jeroen & Stentoft, Lars & Violante, Franceso, 2014. "The value of multivariate model sophistication: An application to pricing Dow Jones Industrial Average options," International Journal of Forecasting, Elsevier, vol. 30(1), pages 78-98.
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• Michael B. Devereux & Viktoria Hnatkovska, 2012. "The extensive margin, sectoral shares, and international business cycles," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 45(2), pages 509-534, May.
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• Wolfgang Polasek, 2012. "MCMC Estimation of Extended Hodrick-Prescott (HP) Filtering Models," DANUBE: Law and Economics Review, European Association Comenius - EACO, issue 1, pages 25-52, March.
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• Tito Yepes & Alejandro Vivas & Isabella Muñoz & Alejandro Becerra & Felipe Castro & Juan Carlos Junca & Arturo Quiñones, 2012. "Evaluación del marco regulatorio expedido por la Comisión de Regulación de Comunicaciones entre 2009 y 2011. Informe Final," Informes de Investigación 12984, Fedesarrollo.
• Castano Velez, Elkin Argemiro & Sierra Almanza, Jorge, 2012. "Sobre la existencia de una raíz unitaria en la serie de tiempo mensual del precio de la electricidad en Colombia," Revista Lecturas de Economía, Universidad de Antioquia, CIE, June.
• Fredy Ocaris Pérez Ramírez & Armando Lenín Támara Ayús, 2012. "Análisis discriminante como seleccionador de variables incluyentes en el cálculo de la probabilidad de incumplimiento," Revista Ciencias Estratégicas, Universidad Pontificia Bolivariana, June.
• Rombouts, Jeroen & Stentoft, Lars & Violante, Franceso, 2014. "The value of multivariate model sophistication: An application to pricing Dow Jones Industrial Average options," International Journal of Forecasting, Elsevier, vol. 30(1), pages 78-98.
  • Jeroen V.K. Rombouts & Lars Stentoft & Francesco Violante, 2012. "The Value of Multivariate Model Sophistication: An Application to pricing Dow Jones Industrial Average options," CREATES Research Papers 2012-04, Department of Economics and Business Economics, Aarhus University.
  • ROMBOUTS, Jeroen V. K. & STENTOFT, Lars & VIOLANTE, Francesco, 2012. "The value of multivariate model sophistication: an application to pricing Dow Jones Industrial Average options," LIDAM Discussion Papers CORE 2012003, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
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• Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick, 2012. "What causes banking crises? An empirical investigation," Cardiff Economics Working Papers E2012/14, Cardiff University, Cardiff Business School, Economics Section, revised Apr 2013.
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• Meenagh, David & Minford, Patrick & Wickens, Michael, 2012. "Testing macroeconomic models by indirect inference on unfiltered data," Cardiff Economics Working Papers E2012/17, Cardiff University, Cardiff Business School, Economics Section.
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• Liu, Chunping & Minford, Patrick, 2014. "How important is the credit channel? An empirical study of the US banking crisis," Journal of Banking & Finance, Elsevier, vol. 41(C), pages 119-134.
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• Bekaert, Geert & Hodrick, Robert J. & Zhang, Xiaoyan, 2012. "Aggregate Idiosyncratic Volatility," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 47(6), pages 1155-1185, December.
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• Pavel Herber & Daniel Němec, 2012. "Investigating structural differences of the Czech economy: Does asymmetry of shocks matter?," Bulletin of the Czech Econometric Society, The Czech Econometric Society, vol. 19(29).
• Tlili, Rim, 2012. "Comment justifier la multibancarité au sein des PME ?," Economics Thesis from University Paris Dauphine, Paris Dauphine University, number 123456789/10919 edited by Etner, François.
• Katja Landau & Stephan Klasen & Walter Zucchini, 2012. "Measuring Vulnerability to Poverty Using Long-Term Panel Data," Courant Research Centre: Poverty, Equity and Growth - Discussion Papers 118, Courant Research Centre PEG.
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• Olivier Bargain & Kristian Orsini & Andreas Peichl, 2012. "Comparing Labor Supply Elasticities in Europe and the US: New Results," Working Papers halshs-00805736, HAL.
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• A. Ronald Gallant & Han Hong & Ahmed Khwaja, 2012. "Bayesian Estimation of a Dynamic Game with Endogenous, Partially Observed, Serially Correlated State," Working Papers 12-01, Duke University, Department of Economics.
• Issa ALI & Reetu VERMA, 2012. "Economic Development and Structural Breaks: An Application of the Lee and Strazicich(2003) Lagrange Multiplier Test to the Libyan Economy, 1970-2007," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 12(1).
• Domenico Giannone & Michele Lenza & Giorgio E. Primiceri, 2015. "Prior Selection for Vector Autoregressions," The Review of Economics and Statistics, MIT Press, vol. 97(2), pages 436-451, May.
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• Domenico Giannone & Michele Lenza & Giorgio E. Primiceri, 2015. "Prior Selection for Vector Autoregressions," The Review of Economics and Statistics, MIT Press, vol. 97(2), pages 436-451, May.
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• Orazio Attanasio & Erich Battistin & Alice Mesnard, 2012. "Food and Cash Transfers: Evidence from Colombia," Economic Journal, Royal Economic Society, vol. 122(559), pages 92-124, March.
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• Paul Levine & Joseph Pearlman & George Perendia & Bo Yang, 2012. "Endogenous Persistence in an estimated DSGE Model Under Imperfect Information," Economic Journal, Royal Economic Society, vol. 122(565), pages 1287-1312, December.
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• Viktor Todorov & George Tauchen, 2012. "The Realized Laplace Transform of Volatility," Econometrica, Econometric Society, vol. 80(3), pages 1105-1127, May.
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• Pierre‐Philippe Combes & Gilles Duranton & Laurent Gobillon & Diego Puga & Sébastien Roux, 2012. "The Productivity Advantages of Large Cities: Distinguishing Agglomeration From Firm Selection," Econometrica, Econometric Society, vol. 80(6), pages 2543-2594, November.
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• Honkapohja, Seppo & Sargent, Thomas & Evans, George W. & Williams, Noah, 2012. "Bayesian Model Averaging, Learning and Model Selection," CEPR Discussion Papers 8917, C.E.P.R. Discussion Papers.
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• Koop, Gary & Korobilis, Dimitris, 2013. "Large time-varying parameter VARs," Journal of Econometrics, Elsevier, vol. 177(2), pages 185-198.
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• Korobilis, Dimitris, 2013. "Bayesian forecasting with highly correlated predictors," Economics Letters, Elsevier, vol. 118(1), pages 148-150.
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• You, Kefei & Sarantis, Nicholas, 2012. "Structural breaks and the equilibrium real effective exchange rate of China: A NATREX approach," China Economic Review, Elsevier, vol. 23(4), pages 1146-1163.
• Fossati, Sebastian, 2012. "Covariate unit root tests with good size and power," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3070-3079.
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• Ardia, David & Baştürk, Nalan & Hoogerheide, Lennart & van Dijk, Herman K., 2012. "A comparative study of Monte Carlo methods for efficient evaluation of marginal likelihood," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3398-3414.
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• Packalen, Mikko & Wirjanto, Tony S., 2012. "Inference about clustering and parametric assumptions in covariance matrix estimation," Computational Statistics & Data Analysis, Elsevier, vol. 56(1), pages 1-14, January.
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• Karaivanov, Alexander, 2012. "Financial constraints and occupational choice in Thai villages," Journal of Development Economics, Elsevier, vol. 97(2), pages 201-220.
• Rondina, Francesca, 2012. "The role of model uncertainty and learning in the US postwar policy response to oil prices," Journal of Economic Dynamics and Control, Elsevier, vol. 36(7), pages 1009-1041.
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• Heilemann, Ullrich & Findeis, Hagen, 2012. "Empirical determination of aggregate demand and supply curves: The example of the RWI Business Cycle Model," Economic Modelling, Elsevier, vol. 29(2), pages 158-165.
• Argov, Eyal, 2012. "The choice of a foreign price measure in a Bayesian estimated new-Keynesian model for Israel," Economic Modelling, Elsevier, vol. 29(2), pages 408-420.
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• Gupta, Rangan & Modise, Mampho P., 2012. "South African stock return predictability in the context data mining: The role of financial variables and international stock returns," Economic Modelling, Elsevier, vol. 29(3), pages 908-916.
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• Ourir, Awatef & Snoussi, Wafa, 2012. "Markets liquidity risk under extremal dependence: Analysis with VaRs methods," Economic Modelling, Elsevier, vol. 29(5), pages 1830-1836.
• Brunhes-Lesage, Véronique & Darné, Olivier, 2012. "Nowcasting the French index of industrial production: A comparison from bridge and factor models," Economic Modelling, Elsevier, vol. 29(6), pages 2174-2182.
• Becker, Ralf & Osborn, Denise R. & Yildirim, Dilem, 2012. "A threshold cointegration analysis of interest rate pass-through to UK mortgage rates," Economic Modelling, Elsevier, vol. 29(6), pages 2504-2513.
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• Halkos, George E. & Jones, Nikoleta, 2012. "Modeling the effect of social factors on improving biodiversity protection," Ecological Economics, Elsevier, vol. 78(C), pages 90-99.
• Caraiani, Petre, 2012. "Nonlinear dynamics in CEE stock markets indices," Economics Letters, Elsevier, vol. 114(3), pages 329-331.
• Zhang, Lingxiang, 2012. "Test for linearity against STAR models with deterministic trends," Economics Letters, Elsevier, vol. 115(1), pages 16-19.
• Hartmann, Matthias & Herwartz, Helmut, 2012. "Causal relations between inflation and inflation uncertainty—Cross sectional evidence in favour of the Friedman–Ball hypothesis," Economics Letters, Elsevier, vol. 115(2), pages 144-147.
• Parente, Paulo M.D.C. & Santos Silva, J.M.C., 2012. "A cautionary note on tests of overidentifying restrictions," Economics Letters, Elsevier, vol. 115(2), pages 314-317.
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• Kvedaras, Virmantas & Zemlys, Vaidotas, 2012. "Testing the functional constraints on parameters in regressions with variables of different frequency," Economics Letters, Elsevier, vol. 116(2), pages 250-254.
• Pesaran, M. Hashem, 2012. "On the interpretation of panel unit root tests," Economics Letters, Elsevier, vol. 116(3), pages 545-546.
• Karamé, F., 2012. "An algorithm for generalized impulse-response functions in Markov-switching structural VAR," Economics Letters, Elsevier, vol. 117(1), pages 230-234.
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• Taylor, Nicholas, 2012. "Testing forecasting model versatility," Economics Letters, Elsevier, vol. 117(3), pages 803-806.
• Moul, Charles C., 2012. "A new test for monopoly with limited cost data," Economics Letters, Elsevier, vol. 117(3), pages 891-894.
• Hagemann, Andreas, 2012. "A simple test for regression specification with non-nested alternatives," Journal of Econometrics, Elsevier, vol. 166(2), pages 247-254.
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• Mariano, Roberto S. & Preve, Daniel, 2012. "Statistical tests for multiple forecast comparison," Journal of Econometrics, Elsevier, vol. 169(1), pages 123-130.
• Hnatkovska, Viktoria & Marmer, Vadim & Tang, Yao, 2012. "Comparison of misspecified calibrated models: The minimum distance approach," Journal of Econometrics, Elsevier, vol. 169(1), pages 131-138.
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• Castle, Jennifer L. & Doornik, Jurgen A. & Hendry, David F., 2012. "Model selection when there are multiple breaks," Journal of Econometrics, Elsevier, vol. 169(2), pages 239-246.
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• Clark, Todd E. & McCracken, Michael W., 2012. "In-sample tests of predictive ability: A new approach," Journal of Econometrics, Elsevier, vol. 170(1), pages 1-14.
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• Fanelli, Luca, 2012. "Determinacy, indeterminacy and dynamic misspecification in linear rational expectations models," Journal of Econometrics, Elsevier, vol. 170(1), pages 153-163.
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• Kim, Don H. & Singleton, Kenneth J., 2012. "Term structure models and the zero bound: An empirical investigation of Japanese yields," Journal of Econometrics, Elsevier, vol. 170(1), pages 32-49.
• Hall, Alastair R. & Inoue, Atsushi & Nason, James M. & Rossi, Barbara, 2012. "Information criteria for impulse response function matching estimation of DSGE models," Journal of Econometrics, Elsevier, vol. 170(2), pages 499-518.
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• Marmer, Vadim & Otsu, Taisuke, 2012. "Optimal comparison of misspecified moment restriction models under a chosen measure of fit," Journal of Econometrics, Elsevier, vol. 170(2), pages 538-550.
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• Waggoner, Daniel F. & Zha, Tao, 2012. "Confronting model misspecification in macroeconomics," Journal of Econometrics, Elsevier, vol. 171(2), pages 167-184.
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• Chen, Yi-Ting, 2012. "A simple approach to standardized-residuals-based higher-moment tests," Journal of Empirical Finance, Elsevier, vol. 19(4), pages 427-453.
• Benavides, Guillermo & Capistrán, Carlos, 2012. "Forecasting exchange rate volatility: The superior performance of conditional combinations of time series and option implied forecasts," Journal of Empirical Finance, Elsevier, vol. 19(5), pages 627-639.
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• Wu, Chih-Chiang & Chung, Huimin & Chang, Yu-Hsien, 2012. "The economic value of co-movement between oil price and exchange rate using copula-based GARCH models," Energy Economics, Elsevier, vol. 34(1), pages 270-282.
• Hou, Aijun & Suardi, Sandy, 2012. "A nonparametric GARCH model of crude oil price return volatility," Energy Economics, Elsevier, vol. 34(2), pages 618-626.
• Sueyoshi, Toshiyuki & Goto, Mika, 2012. "Efficiency-based rank assessment for electric power industry: A combined use of Data Envelopment Analysis (DEA) and DEA-Discriminant Analysis (DA)," Energy Economics, Elsevier, vol. 34(3), pages 634-644.
• Nomikos, Nikos & Andriosopoulos, Kostas, 2012. "Modelling energy spot prices: Empirical evidence from NYMEX," Energy Economics, Elsevier, vol. 34(4), pages 1153-1169.
• Haugom, Erik & Ullrich, Carl J., 2012. "Forecasting spot price volatility using the short-term forward curve," Energy Economics, Elsevier, vol. 34(6), pages 1826-1833.
• Wang, Yudong & Wu, Chongfeng, 2012. "Forecasting energy market volatility using GARCH models: Can multivariate models beat univariate models?," Energy Economics, Elsevier, vol. 34(6), pages 2167-2181.
• Pineda, S. & Conejo, A.J., 2012. "Managing the financial risks of electricity producers using options," Energy Economics, Elsevier, vol. 34(6), pages 2216-2227.
• Hjalmarsson, Erik, 2012. "Some curious power properties of long-horizon tests," Finance Research Letters, Elsevier, vol. 9(2), pages 81-91.
• Crawford, Gregory S., 2012. "Endogenous product choice: A progress report," International Journal of Industrial Organization, Elsevier, vol. 30(3), pages 315-320.
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• O’Hare, Colin & Li, Youwei, 2012. "Explaining young mortality," Insurance: Mathematics and Economics, Elsevier, vol. 50(1), pages 12-25.
• Giacometti, Rosella & Bertocchi, Marida & Rachev, Svetlozar T. & Fabozzi, Frank J., 2012. "A comparison of the Lee–Carter model and AR–ARCH model for forecasting mortality rates," Insurance: Mathematics and Economics, Elsevier, vol. 50(1), pages 85-93.
• Griffin, Philip S. & Maller, Ross A. & Schaik, Kees van, 2012. "Asymptotic distributions of the overshoot and undershoots for the Lévy insurance risk process in the Cramér and convolution equivalent cases," Insurance: Mathematics and Economics, Elsevier, vol. 51(2), pages 382-392.
• Bernardi, Mauro & Maruotti, Antonello & Petrella, Lea, 2012. "Skew mixture models for loss distributions: A Bayesian approach," Insurance: Mathematics and Economics, Elsevier, vol. 51(3), pages 617-623.
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• You, Kefei & Sarantis, Nicholas, 2012. "A twelve-area model for the equilibrium Chinese Yuan/US dollar nominal exchange rate," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 22(1), pages 151-170.
• Naraidoo, Ruthira & Paya, Ivan, 2012. "Forecasting monetary policy rules in South Africa," International Journal of Forecasting, Elsevier, vol. 28(2), pages 446-455.
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• Kim, Hyeongwoo & Durmaz, Nazif, 2012. "Bias correction and out-of-sample forecast accuracy," International Journal of Forecasting, Elsevier, vol. 28(3), pages 575-586.
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• Yallup, Peter J., 2012. "Models of the yield curve and the curvature of the implied forward rate function," Journal of Banking & Finance, Elsevier, vol. 36(1), pages 121-135.
• Chrétien, Stéphane, 2012. "Bounds on the autocorrelation of admissible stochastic discount factors," Journal of Banking & Finance, Elsevier, vol. 36(7), pages 1943-1962.
• Escanciano, Juan Carlos & Pei, Pei, 2012. "Pitfalls in backtesting Historical Simulation VaR models," Journal of Banking & Finance, Elsevier, vol. 36(8), pages 2233-2244.
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• Vashishtha, Ashutosh & Sharma, Anil K., 2012. "Indian financial market regulation: A dialectic model," Journal of Economics and Business, Elsevier, vol. 64(1), pages 77-89.
• Bakshi, Gurdip & Chabi-Yo, Fousseni, 2012. "Variance bounds on the permanent and transitory components of stochastic discount factors," Journal of Financial Economics, Elsevier, vol. 105(1), pages 191-208.
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  • Valentino Dardanoni & Paolo Li Donni, 2012. "Incentive and Selection Effects of Medigap Insurance on Inpatient Care," EIEF Working Papers Series 1203, Einaudi Institute for Economics and Finance (EIEF), revised Feb 2012.
• Caporale, Guglielmo Maria & Matousek, Roman & Stewart, Chris, 2012. "Ratings assignments: Lessons from international banks," Journal of International Money and Finance, Elsevier, vol. 31(6), pages 1593-1606.
  • Guglielmo Maria Caporale & Roman Matousek & Chris Stewart, 2009. "Rating Assignments: Lessons from International Banks," CESifo Working Paper Series 2618, CESifo.
  • Guglielmo Maria Caporale & Roman Matousek & Chris Stewart, 2009. "Rating Assignments: Lessons from International Banks," Discussion Papers of DIW Berlin 868, DIW Berlin, German Institute for Economic Research.
• Cohen-Cole, Ethan B. & Durlauf, Steven N. & Rondina, Giacomo, 2012. "Nonlinearities in growth: From evidence to policy," Journal of Macroeconomics, Elsevier, vol. 34(1), pages 42-58.
  • Cohen-Cole,E.B. & Durlauf,S.N. & Rondina,G., 2005. "Nonlinearities in growth : from evidence to policy," Working papers 9, Wisconsin Madison - Social Systems.
• Eicher, Theo S. & Helfman, Lindy & Lenkoski, Alex, 2012. "Robust FDI determinants: Bayesian Model Averaging in the presence of selection bias," Journal of Macroeconomics, Elsevier, vol. 34(3), pages 637-651.
  • Theo S Eicher & Lindy Helfman & Alex Lenkoski, 2011. "Robust FDI Determinants: Bayesian Model Averaging In The Presence Of Selection Bias," Working Papers UWEC-2011-07-FC, University of Washington, Department of Economics.
• Féve, Patrick & Jidoud, Ahmat, 2012. "Identifying News Shocks from SVARs," Journal of Macroeconomics, Elsevier, vol. 34(4), pages 919-932.
  • Fève, Patrick & Jidoud, Ahmat, 2012. "Identifying News Shocks from SVARs," TSE Working Papers 12-287, Toulouse School of Economics (TSE).
  • Fève, Patrick & Jidoud, Ahmat, 2012. "Identifying News Shocks from SVARs," IDEI Working Papers 706, Institut d'Économie Industrielle (IDEI), Toulouse.
• Jacobs, Jan P.A.M. & Otter, Pieter W. & den Reijer, Ard H.J., 2012. "Information, data dimension and factor structure," Journal of Multivariate Analysis, Elsevier, vol. 106(C), pages 80-91.
  • Jan P.A.M. Jacobs & Pieter W. Otter & Ard H.J. den Reijer, 2011. "Information, data dimension and factor structure," CAMA Working Papers 2011-15, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Arghyrou, Michael G. & Gadea, Maria Dolores, 2012. "The single monetary policy and domestic macro-fundamentals: Evidence from Spain," Journal of Policy Modeling, Elsevier, vol. 34(1), pages 16-34.
  • Arghyrou, Michael G & Gadea, Maria Dolores, 2008. "The single monetary policy and domestic macro-fundamentals: Evidence from Spain," Cardiff Economics Working Papers E2008/23, Cardiff University, Cardiff Business School, Economics Section.
  • Michael G. Arghyrou & Maria Dolores Gadea, 2008. "The single monetary policy and domestic macro-fundamentals: Evidence from Spain," Documentos de Trabajo dt2008-05, Facultad de Ciencias Económicas y Empresariales, Universidad de Zaragoza.
• Antipa, Pamfili & Barhoumi, Karim & Brunhes-Lesage, Véronique & Darné, Olivier, 2012. "Nowcasting German GDP: A comparison of bridge and factor models," Journal of Policy Modeling, Elsevier, vol. 34(6), pages 864-878.
  • Antipa, P. & Barhoumi, K. & Brunhes-Lesage, V. & Darn , O., 2012. "Nowcasting German GDP: A comparison of bridge and factor models," Working papers 401, Banque de France.
• Cappelen, Ådne & Raknerud, Arvid & Rybalka, Marina, 2012. "The effects of R&D tax credits on patenting and innovations," Research Policy, Elsevier, vol. 41(2), pages 334-345.
  • Ådne Cappelen & Arvid Raknerud & Marina Rybalka, 2008. "The effects of R&D tax credits on patenting and innovations," Discussion Papers 565, Statistics Norway, Research Department.
• Kao, Lie-Jane & Wu, Po-Cheng & Lee, Cheng-Few, 2012. "Time-changed GARCH versus the GARJI model for prediction of extreme news events: An empirical study," International Review of Economics & Finance, Elsevier, vol. 21(1), pages 115-129.
• Liu, Hung-Chun & Chiang, Shu-Mei & Cheng, Nick Ying-Pin, 2012. "Forecasting the volatility of S&P depositary receipts using GARCH-type models under intraday range-based and return-based proxy measures," International Review of Economics & Finance, Elsevier, vol. 22(1), pages 78-91.
• Wang, Chou-Wen & Wu, Chin-Wen & Tzang, Shyh-Weir, 2012. "Implementing option pricing models when asset returns follow an autoregressive moving average process," International Review of Economics & Finance, Elsevier, vol. 24(C), pages 8-25.
• Rodney W. Strachan & Herman K. van Dijk, 2012. "Evidence on a DSGE Business Cycle model subject to Neutral and Investment-Specific Technology Shocks using Bayesian Model Averaging," CAMA Working Papers 2012-03, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Joshua C. C. Chan & Eric Eisenstat, 2015. "Marginal Likelihood Estimation with the Cross-Entropy Method," Econometric Reviews, Taylor & Francis Journals, vol. 34(3), pages 256-285, March.
  • Chan, Joshua & Eisenstat, Eric, 2012. "Marginal Likelihood Estimation with the Cross-Entropy Method," MPRA Paper 40051, University Library of Munich, Germany.
  • Joshua C C Chan & Eric Eisenstat, 2012. "Marginal Likelihood Estimation with the Cross-Entropy Method," CAMA Working Papers 2012-18, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Yin Liao, 2012. "Does Modeling Jumps Help? A Comparison of Realized Volatility Models for Risk Prediction," CAMA Working Papers 2012-26, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Dardanoni, Valentino & Li Donni, Paolo, 2012. "Incentive and selection effects of Medigap insurance on inpatient care," Journal of Health Economics, Elsevier, vol. 31(3), pages 457-470.
  • Valentino Dardanoni & Paolo Li Donni, 2012. "Incentive and Selection Effects of Medigap Insurance on Inpatient Care," EIEF Working Papers Series 1203, Einaudi Institute for Economics and Finance (EIEF), revised Feb 2012.
• David W. Findlay & John M. Santos, 2012. "Supplement to "Race, Ethnicity, and Baseball Card Prices: A Replication, Correction, and Extension of Hewitt, Muñoz, Oliver, and Regoli"," Econ Journal Watch, Econ Journal Watch, vol. 9(2), pages 1-18, May.
  • David W. Findlay & John M. Santos, 2012. "Race, Ethnicity, and Baseball Card Prices: A Replication, Correction, and Extension of Hewitt, Muñoz, Oliver, and Regoli," Econ Journal Watch, Econ Journal Watch, vol. 9(2), pages 122-140, May.
• Robert Muñoz, Jr., 2012. "Beyond Race Cards in America’s Pastime: An Appreciative Reply to Findlay and Santos," Econ Journal Watch, Econ Journal Watch, vol. 9(2), pages 141-148, May.
• David W. Findlay & John M. Santos, 2012. "Race, Ethnicity, and Baseball Card Prices: A Replication, Correction, and Extension of Hewitt, Muñoz, Oliver, and Regoli," Econ Journal Watch, Econ Journal Watch, vol. 9(2), pages 122-140, May.
  • David W. Findlay & John M. Santos, 2012. "Supplement to "Race, Ethnicity, and Baseball Card Prices: A Replication, Correction, and Extension of Hewitt, Muñoz, Oliver, and Regoli"," Econ Journal Watch, Econ Journal Watch, vol. 9(2), pages 1-18, May.
• Kang, Sang Hoon & Yoon, Seong-Min, 2013. "Modeling and forecasting the volatility of petroleum futures prices," Energy Economics, Elsevier, vol. 36(C), pages 354-362.
  • Seong-Min Yoon & Sang Hoon Kang, 2012. "Modelling and forecasting the volatility of petroleum futures prices," EcoMod2012 3944, EcoMod.
• Fabio Milani, 2012. "The Modeling of Expectations in Empirical DSGE Models: A Survey," Advances in Econometrics, in: DSGE Models in Macroeconomics: Estimation, Evaluation, and New Developments, pages 3-38, Emerald Group Publishing Limited.
  • Fabio Milani, 2012. "The Modeling of Expectations in Empirical DSGE Models: a Survey," Working Papers 121301, University of California-Irvine, Department of Economics.
• Fabio Milani & Ashish Rajbhandari, 2012. "Expectation Formation and Monetary DSGE Models: Beyond the Rational Expectations Paradigm," Advances in Econometrics, in: DSGE Models in Macroeconomics: Estimation, Evaluation, and New Developments, pages 253-288, Emerald Group Publishing Limited.
  • Fabio Milani & Ashish Rajbhandari, 2012. "Expectation Formation and Monetary DSGE Models: Beyond the Rational Expectations Paradigm," Working Papers 111212, University of California-Irvine, Department of Economics.
• Ndahiriwe Kasaï & Ruthira Naraidoo, 2012. "Financial assets, linear and nonlinear policy rules," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 39(2), pages 161-177, May.
• George Karathanasis & Vasilios Sogiakas & Kenellos Toudas, 2012. "Derivatives listing strategy," Journal of Financial Regulation and Compliance, Emerald Group Publishing Limited, vol. 20(3), pages 307-321, July.
• 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.
  • Michael McAleer & Massimiliano Caporin, 2012. "Robust Ranking of Multivariate GARCH Models by Problem Dimension," KIER Working Papers 815, Kyoto University, Institute of Economic Research.
  • 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.
  • 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.
• Alessandro Cardinali, 2012. "An Out-of-sample Analysis of Mean-Variance Portfolios with Orthogonal GARCH Factors," International Econometric Review (IER), Econometric Research Association, vol. 4(1), pages 1-16, April.
• Karen Poghosyan & Jan R. Magnus, 2012. "WALS Estimation and Forecasting in Factor-based Dynamic Models with an Application to Armenia," International Econometric Review (IER), Econometric Research Association, vol. 4(1), pages 40-58, April.
  • Poghosyan, K. & Magnus, J.R., 2011. "WALS estimation and forecasting in factor-based dynamic models with an application to Armenia," Discussion Paper 2011-054, Tilburg University, Center for Economic Research.
  • Poghosyan, K. & Magnus, J.R., 2011. "WALS estimation and forecasting in factor-based dynamic models with an application to Armenia," Other publications TiSEM 419d588e-7827-4cdd-b989-4, Tilburg University, School of Economics and Management.
• Christian Buelens, 2012. "Inflation forecasting and the crisis: assessing the impact on the performance of different forecasting models and methods," European Economy - Economic Papers 2008 - 2015 451, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.

2011

• Amado, Cristina & Teräsvirta, Timo, 2013. "Modelling volatility by variance decomposition," Journal of Econometrics, Elsevier, vol. 175(2), pages 142-153.
  • Cristina Amado & Timo Teräsvirta, 2011. "Modelling Volatility by Variance Decomposition," NIPE Working Papers 01/2011, NIPE - Universidade do Minho.
  • Cristina Amado & Timo Teräsvirta, 2011. "Modelling Volatility by Variance Decomposition," CREATES Research Papers 2011-01, Department of Economics and Business Economics, Aarhus University.
• Timo Teräsvirta, 2011. "Nonlinear models for autoregressive conditional heteroskedasticity," CREATES Research Papers 2011-02, Department of Economics and Business Economics, Aarhus University.
• 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.
• Cristina Amado & Timo Teräsvirta, 2014. "Conditional Correlation Models of Autoregressive Conditional Heteroscedasticity With Nonstationary GARCH Equations," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 32(1), pages 69-87, January.
  • Cristina Amado & Timo Teräsvirta, 2011. "Conditional Correlation Models of Autoregressive Conditional Heteroskedasticity with Nonstationary GARCH Equations," NIPE Working Papers 15/2011, NIPE - Universidade do Minho.
  • Cristina Amado & Timo Teräsvirta, 2011. "Conditional Correlation Models of Autoregressive Conditional Heteroskedasticity with Nonstationary GARCH Equations," CREATES Research Papers 2011-24, Department of Economics and Business Economics, Aarhus University.
• 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.
• Kock, Anders Bredahl & Teräsvirta, Timo, 2014. "Forecasting performances of three automated modelling techniques during the economic crisis 2007–2009," International Journal of Forecasting, Elsevier, vol. 30(3), pages 616-631.
  • Anders Bredahl Kock & Timo Teräsvirta, 2011. "Forecasting performance of three automated modelling techniques during the economic crisis 2007-2009," CREATES Research Papers 2011-28, Department of Economics and Business Economics, Aarhus University.
• Manuel Lukas, 2011. "Return Predictability, Model Uncertainty, and Robust Investment," CREATES Research Papers 2011-42, Department of Economics and Business Economics, Aarhus University.
• Tim Bollerslev & Daniela Osterrieder & Natalia Sizova & George Tauchen, 2011. "Risk and Return: Long-Run Relationships, Fractional Cointegration, and Return Predictability," CREATES Research Papers 2011-51, Department of Economics and Business Economics, Aarhus University.
• Torben G. Andersen & Nicola Fusari & Viktor Todorov, 2015. "Parametric Inference and Dynamic State Recovery From Option Panels," Econometrica, Econometric Society, vol. 83(3), pages 1081-1145, May.
  • Torben G. Andersen & Nicola Fusari & Viktor Todorov, 2011. "Parametric Inference and Dynamic State Recovery from Option Panels," CREATES Research Papers 2012-11, Department of Economics and Business Economics, Aarhus University.
  • Torben G. Andersen & Nicola Fusari & Viktor Todorov, 2012. "Parametric Inference and Dynamic State Recovery from Option Panels," Global COE Hi-Stat Discussion Paper Series gd12-266, Institute of Economic Research, Hitotsubashi University.
  • Torben G. Andersen & Nicola Fusari & Viktor Todorov, 2012. "Parametric Inference and Dynamic State Recovery from Option Panels," NBER Working Papers 18046, National Bureau of Economic Research, Inc.
• Dean Croushore, 2011. "Frontiers of Real-Time Data Analysis," Journal of Economic Literature, American Economic Association, vol. 49(1), pages 72-100, March.
  • Dean Croushore, 2008. "Frontiers of real-time data analysis," Working Papers 08-4, Federal Reserve Bank of Philadelphia.
• Walter Krämer, 2011. "The Cult of Statistical Significance – What Economists Should and Should Not Do to Make their Data Talk," Schmollers Jahrbuch : Journal of Applied Social Science Studies / Zeitschrift für Wirtschafts- und Sozialwissenschaften, Duncker & Humblot, Berlin, vol. 131(3), pages 455-468.
  • Walter Krämer, 2011. "The cult of statistical significance. What economists should and should not do to make their data talk," RatSWD Working Papers 176, German Data Forum (RatSWD).
• Win, Heijman & Milic, Branislav B. & Bogdanov, Natalija, 2011. "The “Rural-Sensitive Evaluation Model” for evaluation of local governments’ sensitivity to rural issues in Serbia," 122nd Seminar, February 17-18, 2011, Ancona, Italy 99417, European Association of Agricultural Economists.
• Andrea Bastianin & Matteo Manera & Anil Markandya & Elisa Scarpa, 2011. "Oil Price Forecast Evaluation with Flexible Loss Functions," Working Papers 2011.91, Fondazione Eni Enrico Mattei.
  • Bastianin, Andrea & Manera, Matteo & Markandya, Anil & Scarpa, Elisa, 2011. "Oil Price Forecast Evaluation with Flexible Loss Functions," Energy: Resources and Markets 120042, Fondazione Eni Enrico Mattei (FEEM).
• Bervejillo, Jose E. & Alston, Julian M. & Tumber, Kabir P., 2011. "The Economic Returns to Public Agricultural Research in Uruguay," Working Papers 162518, Robert Mondavi Institute Center for Wine Economics.
• Ngongang, Elie, 2011. "Impact of Exchange Rate Policy on the Trade of Industrial Products in Sub-Saharan Africa from 1975 to 2007," Review of Applied Economics, Lincoln University, Department of Financial and Business Systems, vol. 7(01-2), pages 1-27, March.
• Giuseppe De Luca & Jan R. Magnus, 2011. "Bayesian model averaging and weighted-average least squares: Equivariance, stability, and numerical issues," Stata Journal, StataCorp LP, vol. 11(4), pages 518-544, December.
  • De Luca, Giuseppe & Magnus, Jan R., 2011. "Bayesian model averaging and weighted-average least squares: Equivariance, stability, and numerical issues," Stata Journal, StataCorp LP, vol. 11(4), pages 1-29.
  • De Luca, G. & Magnus, J.R., 2011. "Bayesian Model Averaging and Weighted Average Least Squares : Equivariance, Stability, and Numerical Issues," Discussion Paper 2011-082, Tilburg University, Center for Economic Research.
• Jean-Thomas Bernard & Michael Gavin & Lynda Khalaf & Marcel Voia, 2015. "Environmental Kuznets Curve: Tipping Points, Uncertainty and Weak Identification," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 60(2), pages 285-315, February.
  • Jean-Thomas Bernard & Michael Gavin & Lynda Khalaf & Marcel Voia, 2011. "The Environmental Kuznets Curve: Tipping Points, Uncertainty and Weak Identification," Cahiers de recherche CREATE 2011-4, CREATE.
  • Bernard, Jean-Thomas & Gavin, Michael & Khalaf, Lynda & Voia, Marcel, 2011. "The Environmental Kuznets Curve: Tipping Points, Uncertainty and Weak Identification," Working Papers 119109, University of Laval, Center for Research on the Economics of the Environment, Agri-food, Transports and Energy (CREATE).
  • Jean-Thomas Bernard & Michael Gavin & Lynda Khalaf & Marcel Voia, 2014. "Environmental Kuznets Curve: Tipping Points, Uncertainty and Weak Identification," Post-Print hal-04926606, HAL.
• Elie BOURI, 2011. "An Attempt to Capture Leptokurtic of Returns and to Model Its Volatility: The Case of Beirut Stock Exchange," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 8, pages 259-271, December.
• Luca RICCETTI, 2011. "A Copula-GARCH Model for Macro Asset Allocation of a Portfolio with Commodities: an Out-of-Sample Analysis," Working Papers 355, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
• Christian Bluhm & Christoph Wagner, 2011. "Valuation and Risk Management of Collateralized Debt Obligations and Related Securities," Annual Review of Financial Economics, Annual Reviews, vol. 3(1), pages 193-222, December.
• Hedibert F. Lopes & Justin L. Tobias, 2011. "Confronting Prior Convictions: On Issues of Prior Sensitivity and Likelihood Robustness in Bayesian Analysis," Annual Review of Economics, Annual Reviews, vol. 3(1), pages 107-131, September.
• Craig Blackburn & Michael Sherris, 2011. "Consistent Dynamic Affine Mortality Model for Longevity Risk Applications," Working Papers 201107, ARC Centre of Excellence in Population Ageing Research (CEPAR), Australian School of Business, University of New South Wales.
• Houda Ben Hadj Boubaker, 2011. "The Forecasting Performance of Seasonal and Nonlinear Models," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 1(1), pages 26-39, March.
• Dreger, Christian & Wolters, Jürgen, 2011. "Liquidity and Asset Prices: How Strong Are the Linkages?," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 1, pages 43-52.
  • Christian Dreger & J¨¹rgen Wolters, 2011. "Liquidity and Asset Prices: How Strong are the Linkages?," Review of Economics & Finance, Better Advances Press, Canada, vol. 1, pages 43-52, February.
  • Christian Dreger & Jürgen Wolters, 2009. "Liquidity and Asset Prices: How Strong Are the Linkages?," Discussion Papers of DIW Berlin 860, DIW Berlin, German Institute for Economic Research.
  • Christian Dreger & Jürgen Wolters, 2009. "Liquidity and Asset Prices: How Strong Are the Linkages?," Working Paper / FINESS 7.4A, DIW Berlin, German Institute for Economic Research.
• Grigori Fainstein & Igor Novikov, 2011. "The Comparative Analysis of Credit Risk Determinants In the Banking Sector of the Baltic States," Review of Economics & Finance, Better Advances Press, Canada, vol. 1, pages 20-45, June.
• Johannes Vilsmeier, 2011. "Updating the Option Implied Probability of Default Methodology," Working Papers 107, Bavarian Graduate Program in Economics (BGPE).
• Agustín Maravall Herrero & Domingo Pérez Cañete, 2011. "Applying and interpreting model-based seasonal adjustment. The euro-area industrial production series," Working Papers 1116, Banco de España.
• Leandro D�Aurizio & Stefano Iezzi, 2011. "Investment forecasting with business survey data," Temi di discussione (Economic working papers) 832, Bank of Italy, Economic Research and International Relations Area.
• Luis Fernando Melo & Joan Camilo Granados, 2011. "Regulación y valor en riesgo," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 29(64), pages 110-177, July.
  • Luis Fernando Melo & Joan Camilo Granados, 2011. "Regulación y valor en riesgo," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 29(64), pages 110-177, July.
  • Luis Fernando Melo Velandia & Joan Camilo Granados Castro, 2010. "Regulación y Valor en Riesgo," Borradores de Economia 7272, Banco de la Republica.
  • Luis Fernando Melo Velandia & Joan Camilo Granados Castro, 2010. "Regulación y Valor en Riesgo," Borradores de Economia 615, Banco de la Republica de Colombia.
• Vesna Karadžic & Tamara Backovic Vulic, 2011. "The Montenegrin Capital Market: Calendar Anomalies," Economic Annals, Faculty of Economics and Business, University of Belgrade, vol. 56(191), pages 107-122, October-D.
• Wagner Piazza Gaglianone & Luiz Renato Lima & Oliver Linton & Daniel R. Smith, 2011. "Evaluating Value-at-Risk Models via Quantile Regression," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 29(1), pages 150-160, January.
  • Gaglianone, Wagner Piazza & Lima, Luiz Renato & Linton, Oliver & Smith, Daniel R., 2011. "Evaluating Value-at-Risk Models via Quantile Regression," Journal of Business & Economic Statistics, American Statistical Association, vol. 29(1), pages 150-160.
  • Wagner P. Gaglianone & Luiz Renato Lima & Oliver Linton, 2008. "Evaluating Value-at-Risk Models via Quantile Regressions," Working Papers Series 161, Central Bank of Brazil, Research Department.
  • Gaglianone, Wagner Piazza & Linton, Oliver & Lima, Luiz Renato Regis de Oliveira, 2008. "Evaluating Value-at-Risk models via Quantile regressions," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 679, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  • Wagner Piazza Gaglianone & Luiz Renato Lima & Oliver Linton & Daniel Smith, 2010. "Evaluating Value-at-Risk Models via Quantile Regression," NCER Working Paper Series 67, National Centre for Econometric Research.
  • Gaglianone, Wagner Piazza & Lima, Luiz Renato & Linton, Oliver & Smith, Daniel, 2009. "Evaluating Value-at-Risk models via Quantile Regression," UC3M Working papers. Economics we094625, Universidad Carlos III de Madrid. Departamento de Economía.
• Viktor Todorov & George Tauchen, 2011. "Volatility Jumps," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 29(3), pages 356-371, July.
  • Todorov, Viktor & Tauchen, George, 2011. "Volatility Jumps," Journal of Business & Economic Statistics, American Statistical Association, vol. 29(3), pages 356-371.
  • Viktor Todorov & George Tauchen, 2010. "Volatility Jumps," Working Papers 10-09, Duke University, Department of Economics.
• Bertil Wegmann & Mattias Villani, 2011. "Bayesian Inference in Structural Second-Price Common Value Auctions," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 29(3), pages 382-396, July.
  • Wegmann, Bertil & Villani, Mattias, 2011. "Bayesian Inference in Structural Second-Price Common Value Auctions," Journal of Business & Economic Statistics, American Statistical Association, vol. 29(3), pages 382-396.
  • Wegmann , Bertil & Villani, Mattias, 2010. "Bayesian Inference in Structural Second-Price common Value Auctions," Working Paper Series 242, Sveriges Riksbank (Central Bank of Sweden).
• 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.
  • Jaroslav BoroviÄ ka & Lars Peter Hansen, 2011. "Examining Macroeconomic Models Through the Lens of Asset Pricing," Working Papers 2011-012, Becker Friedman Institute for Research In Economics.
  • Jaroslav Borovicka & Lars Peter Hansen, 2012. "Examining macroeconomic models through the lens of asset pricing," Working Paper Series WP-2012-01, Federal Reserve Bank of Chicago.
• Kurt Brannas & Albina Soultanaeva, 2011. "Influence of news from Moscow and New York on returns and risks of Baltic States’ stock markets," Baltic Journal of Economics, Baltic International Centre for Economic Policy Studies, vol. 11(1), pages 109-124, July.
• Fernanda Cuitiño & Fiorella Tramontin & Leonardo Vicente, 2011. "Evaluación de indicadores de inflación subyacente para Uruguay," Documentos de trabajo 2011011, Banco Central del Uruguay.
• Chris Heaton & George Milunovich & Anthony Passé‐De Silva, 2011. "International Commodity Prices and the Australian Stock Market," The Economic Record, The Economic Society of Australia, vol. 87(276), pages 37-44, March.
• Vincent Vandenberghe, 2011. "Firm‐level Evidence on Gender Wage Discrimination in the Belgian Private Economy," LABOUR, CEIS, vol. 25(3), pages 330-349, September.
  • Vincent VANDENBERGHE, 2011. "Firm-level Evidence on Gender Wage Discrimination in the Belgian Private Economy," LIDAM Discussion Papers IRES 2011016, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
• Olivier Darné & Laurent Ferrara, 2011. "Identification of Slowdowns and Accelerations for the Euro Area Economy," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 73(3), pages 335-364, June.
  • Ferrara, Laurent & Darné, Olivier, 2009. "Identification of slowdowns and accelerations for the euro area economy," CEPR Discussion Papers 7376, C.E.P.R. Discussion Papers.
  • Darn , O. & Ferrara, L., 2009. "Identification of slowdowns and accelerations for the euro area economy," Working papers 239, Banque de France.
• Paulo M. M. Rodrigues & Antonio Rubia, 2011. "The Effects of Additive Outliers and Measurement Errors when Testing for Structural Breaks in Variance," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 73(4), pages 449-468, August.
  • Paulo M.M. Rodrigues & Antonio Rubia, 2010. "The Effects of Additive Outliers and Measurement Errors when Testing for Structural Breaks in Variance," Working Papers w201011, Banco de Portugal, Economics and Research Department.
• Jan Hanousek & Evžen Kočenda, 2011. "Foreign News and Spillovers in Emerging European Stock Markets," Review of International Economics, Wiley Blackwell, vol. 19(1), pages 170-188, February.
  • Jan Hanousek & Evzen Kocenda, 2009. "Intraday Price Discovery in Emerging European Stock Markets," CERGE-EI Working Papers wp382, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
  • Evzen Kocenda & Jan Hanousek, 2010. "Foreign News and Spillovers in Emerging European Stock Markets," William Davidson Institute Working Papers Series wp983, William Davidson Institute at the University of Michigan.
• Guglielmo Maria Caporale & Roman Matousek & Chris Stewart, 2011. "EU Banks Rating Assignments: Is There Heterogeneity between New and Old Member Countries?," Review of International Economics, Wiley Blackwell, vol. 19(1), pages 189-206, February.
  • Guglielmo Maria Caporale & Roman Matousek & Chris Stewart, 2010. "EU Banks Rating Assignments: Is there Heterogeneity between New and Old Member Countries?," Discussion Papers of DIW Berlin 1009, DIW Berlin, German Institute for Economic Research.
  • Guglielmo Maria Caporale & Roman Matousek & Chris Stewart, 2010. "EU Banks Rating Assignments: Is there Heterogeneity between New and Old Member Countries?," CESifo Working Paper Series 3074, CESifo.
• Alexander Mihailov & Fabio Rumler & Johann Scharler, 2011. "Inflation Dynamics in the New EU Member States: How Relevant Are External Factors?," Review of International Economics, Wiley Blackwell, vol. 19(1), pages 65-76, February.
  • Alexander Mihailov & Fabio Rumler & Johann Scharler, 2009. "Inflation Dynamics in the New EU Member States: How Relevant Are External Factors?," Economics working papers 2009-13, Department of Economics, Johannes Kepler University Linz, Austria.
  • Alexander Mihailov & Fabio Rumler & Johann Scharler, 2010. "Inflation Dynamics in the New EU Member States: How Relevant Are External Factors?," Economics Discussion Papers em-dp2010-04, Department of Economics, University of Reading.
• Massimiliano Caporin & Michael McAleer, 2011. "Thresholds, news impact surfaces and dynamic asymmetric multivariate GARCH," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 65(2), pages 125-163, May.
  • Massimiliano Caporin & Michael McAleer, 2008. "Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH," "Marco Fanno" Working Papers 0064, Dipartimento di Scienze Economiche "Marco Fanno".
  • Michael McAleer & Massimiliano Caporin, 2010. "Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH," Working Papers in Economics 10/32, University of Canterbury, Department of Economics and Finance.
  • Massimiliano Caporin & Michael McAleer, 2010. "Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH," CIRJE F-Series CIRJE-F-740, CIRJE, Faculty of Economics, University of Tokyo.
  • Caporin, M. & McAleer, M.J., 2010. "Threshold, news impact surfaces and dynamic asymmetric multivariate GARCH," Econometric Institute Research Papers EI 2010-36, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Massimiliano Caporin & Michael McAleer, 2009. "Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH," Documentos de Trabajo del ICAE 2009-11, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Massimiliano Caporin & Michael McAleer, 2010. "Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH," CARF F-Series CARF-F-217, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
  • Massimiliano Caporin & Michael McAleer, 2010. "Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH," KIER Working Papers 741, Kyoto University, Institute of Economic Research.
  • Massimiliano Caporin & Michael McAleer, 2010. "Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH," Working Papers in Economics 10/73, University of Canterbury, Department of Economics and Finance.
• Knut Are Aastveit & Karsten R. Gerdrup & Anne Sofie Jore & Leif Anders Thorsrud, 2014. "Nowcasting GDP in Real Time: A Density Combination Approach," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 32(1), pages 48-68, January.
  • Knut Are Aastveit & Karsten R. Gerdrup & Anne Sofie Jore & Leif Anders Thorsrud, 2011. "Nowcasting GDP in Real-Time: A Density Combination Approach," Working Papers No 1/2011, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
  • Knut Are Aastveit & Karsten R. Gerdrup & Anne Sofie Jore & Leif Anders Thorsrud, 2011. "Nowcasting GDP in real-time: A density combination approach," Working Paper 2011/11, Norges Bank.
• Knut Are Aastveit & Karsten R. Gerdrup & Anne Sofie Jore & Leif Anders Thorsrud, 2014. "Nowcasting GDP in Real Time: A Density Combination Approach," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 32(1), pages 48-68, January.
  • Knut Are Aastveit & Karsten R. Gerdrup & Anne Sofie Jore & Leif Anders Thorsrud, 2011. "Nowcasting GDP in real-time: A density combination approach," Working Paper 2011/11, Norges Bank.
  • Knut Are Aastveit & Karsten R. Gerdrup & Anne Sofie Jore & Leif Anders Thorsrud, 2011. "Nowcasting GDP in Real-Time: A Density Combination Approach," Working Papers No 1/2011, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
• Theodoridis, Konstantinos, 2011. "An efficient minimum distance estimator for DSGE models," Bank of England working papers 439, Bank of England.
• Christensen Timothy & Hurn Stan & Pagan Adrian, 2011. "Detecting Common Dynamics in Transitory Components," Journal of Time Series Econometrics, De Gruyter, vol. 3(1), pages 1-28, February.
  • Tim M Christensen & Stan Hurn & Adrian Pagan, 2009. "Detecting Common Dynamics in Transitory Components," NCER Working Paper Series 49, National Centre for Econometric Research.
• Lanne Markku & Saikkonen Pentti, 2011. "Noncausal Autoregressions for Economic Time Series," Journal of Time Series Econometrics, De Gruyter, vol. 3(3), pages 1-32, October.
  • Lanne, Markku & Saikkonen, Pentti, 2010. "Noncausal autoregressions for economic time series," MPRA Paper 32943, University Library of Munich, Germany.
• Sonia Ondo-Ndong & Sandra Rigot, 2011. "The Aggregated Leverage Ratio and the Detection of Financial Vulnerability :Evidence from the United States and European Countries," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, vol. 54(1), pages 5-20.
• Gernot Doppelhofer & Melvyn Weeks, 2011. "Robust Growth Determinants," CESifo Working Paper Series 3354, CESifo.
  • Doppelhofer, G. & Weeks, M., 2011. "Robust Growth Determinants," Cambridge Working Papers in Economics 1117, Faculty of Economics, University of Cambridge.
  • Doppelhofer, Gernot & Weeks, Melvyn, 2011. "Robust Growth Determinants," Discussion Paper Series in Economics 3/2011, Norwegian School of Economics, Department of Economics.
• Jennifer L. Castle & Xiaochuan Qin & W. Robert Reed, 2013. "Using Model Selection Algorithms To Obtain Reliable Coefficient Estimates," Journal of Economic Surveys, Wiley Blackwell, vol. 27(2), pages 269-296, April.
  • Jennifer Castle & Xiaochuan Qin & W. Robert Reed, 2011. "Using Model Selection Algorthims to Obtain Reliable Coefficient Estimates," Working Papers in Economics 11/03, University of Canterbury, Department of Economics and Finance.
• Michael McAleer & Massimiliano Caporin, 2011. "Ranking Multivariate GARCH Models by Problem Dimension:An Empirical Evaluation," KIER Working Papers 778, Kyoto University, Institute of Economic Research.
  • Massimiliano Caporin & Michael McAleer, 2011. "Ranking Multivariate GARCH Models by Problem Dimension: An Empirical Evaluation," Working Papers in Economics 11/23, University of Canterbury, Department of Economics and Finance.
  • Massimiliano Caporin & Michael McAleer, 2011. "Ranking Multivariate GARCH Models by Problem Dimension: An Empirical Evaluation," Documentos de Trabajo del ICAE 2011-20, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Caporin, M. & McAleer, M.J., 2011. "Ranking Multivariate GARCH Models by Problem Dimension: An Empirical Evaluation," Econometric Institute Research Papers EI 2011-18, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
• Muellbauer, John & Murphy, Anthony & Duca, John V, 2011. "Shifting Credit Standards and the Boom and Bust in US House Prices," CEPR Discussion Papers 8361, C.E.P.R. Discussion Papers.
  • John V. Duca & John Muellbauer & Anthony Murphy, 2011. "Shifting Credit Standards and the Boom and Bust in U.S. House Prices," SERC Discussion Papers 0076, Centre for Economic Performance, LSE.
  • Duca, John V. & Muellbauer, John & Murphy, Anthony, 2011. "Shifting credit standards and the boom and bust in U.S. house prices," LSE Research Online Documents on Economics 58533, London School of Economics and Political Science, LSE Library.
  • John V. Duca & John N. Muellbauer & Anthony Murphy, 2011. "Shifting credit standards and the boom and bust in U.S. house prices," Working Papers 1104, Federal Reserve Bank of Dallas.
• John V. Duca & John Muellbauer & Anthony Murphy, 2011. "House Prices and Credit Constraints: Making Sense of the US Experience," Economic Journal, Royal Economic Society, vol. 121(552), pages 533-551, May.
  • Duca, John V. & Muellbauer, John & Murphy, Anthony, 2011. "House prices and credit constraints: making sense of the U.S. experience," LSE Research Online Documents on Economics 58441, London School of Economics and Political Science, LSE Library.
  • John V. Duca & John Muellbauer & Anthony Murphy, 2011. "House Prices and Credit Constraints: Making Sense of the U.S. Experience," SERC Discussion Papers 0077, Centre for Economic Performance, LSE.
  • John V. Duca & John N. Muellbauer & Anthony Murphy, 2011. "House prices and credit constraints: making sense of the U.S. experience," Working Papers 1103, Federal Reserve Bank of Dallas.
  • Muellbauer, John & Murphy, Anthony & Duca, John V, 2011. "House Prices and Credit Constraints: Making Sense of the US Experience," CEPR Discussion Papers 8360, C.E.P.R. Discussion Papers.
• Doppelhofer, Gernot & Weeks, Melvyn, 2011. "Robust Growth Determinants," Discussion Paper Series in Economics 3/2011, Norwegian School of Economics, Department of Economics.
  • Gernot Doppelhofer & Melvyn Weeks, 2011. "Robust Growth Determinants," CESifo Working Paper Series 3354, CESifo.
  • Doppelhofer, G. & Weeks, M., 2011. "Robust Growth Determinants," Cambridge Working Papers in Economics 1117, Faculty of Economics, University of Cambridge.
• Jim Malley & Ulrich Woitek, 2011. "Productivity shocks and aggregate fluctuations in an estimated endogenous growth model with human capital," Working Papers 2011_20, Business School - Economics, University of Glasgow.
  • Jim Malley & Ulrich Woitek, 2011. "Productivity Shocks and Aggregate Fluctuations in an Estimated Endogenous Growth Model with Human Capital," CESifo Working Paper Series 3567, CESifo.
  • Malley, James & Woitek, Ulrich, 2011. "Productivity shocks and aggregate fluctuations in an estimated endogenous growth model with human capital," SIRE Discussion Papers 2011-71, Scottish Institute for Research in Economics (SIRE).
• Mahir Binici & Yin-Wong Cheung, 2011. "Exchange Rate Dynamics under Alternative Optimal Interest Rate Rules," Working Papers 1116, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
  • Mahir Binici & Yin-Wong Cheung, 2011. "Exchange Rate Dynamics under Alternative Optimal Interest Rate Rules," CESifo Working Paper Series 3577, CESifo.
  • Mahir Binici & Yin-Wong Cheung, 2011. "Exchange Rate Dynamics Under Alternative Optimal Interest Rate Rules," Working Papers 362011, Hong Kong Institute for Monetary Research.
• Pincheira, Pablo, 2013. "A Bunch of Models, a Bunch of Nulls and Inference about Predictive Ability," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 26-43, October.
  • Pablo Pincheira, 2011. "A Bunch of Models, a Bunch of Nulls and Inference About Predictive Ability," Working Papers Central Bank of Chile 607, Central Bank of Chile.
• Jean‐Thomas Bernard & Jean‐Marie Dufour & Lynda Khalaf & Maral Kichian, 2012. "An identification‐robust test for time‐varying parameters in the dynamics of energy prices," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 27(4), pages 603-624, June.
  • Marie-Claude Beaulieu & Jean-Marie Dufour & Lynda Khalaf & Maral Kichian, 2011. "An Identification-Robust Test for Time-Varying Parameters in the Dynamics of Energy Prices," CIRANO Working Papers 2011s-22, CIRANO.
• 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/Revue canadienne d'économique, John Wiley & Sons, vol. 48(5), pages 1831-1854, December.
  • 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.
  • Hansen, Jörgen & Liu, Xingfei, 2011. "Estimating Labor Supply Responses and Welfare Participation: Using a Natural Experiment to Validate a Structural Labor Supply Model," IZA Discussion Papers 5718, Institute of Labor Economics (IZA).
  • Jörgen Hansen & Xingfei Liu, 2011. "Estimating Labor Supply Responses and Welfare Participation: Using a Natural Experiment to Validate a Structural Labor Supply Model," CIRANO Working Papers 2011s-53, CIRANO.
• Andrés Gonzalez & Franz Hamann, 2011. "Lack of Credibility, Inflation Persistence and Disinflation in Colombia," Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE, May.
  • Andrés González & Franz Hamann, 2011. "Lack of Credibility, Inflation Persistence and Disinflation in Colombia," Borradores de Economia 658, Banco de la Republica de Colombia.
  • Andrés González G. & Franz Hamann, 2011. "Lack of Credibility, Inflation Persistence and Disinflation in Colombia," Borradores de Economia 8737, Banco de la Republica.
• Eliana González, 2011. "Forecasting With Many Predictors. An Empirical Comparison," Borradores de Economia 643, Banco de la Republica de Colombia.
  • Eliana González, 2011. "Forecasting With Many Predictors. An Empirical Comparison," Borradores de Economia 7996, Banco de la Republica.
• Andrés Gonzalez & Franz Hamann, 2011. "Lack of Credibility, Inflation Persistence and Disinflation in Colombia," Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE, May.
  • Andrés González & Franz Hamann, 2011. "Lack of Credibility, Inflation Persistence and Disinflation in Colombia," Borradores de Economia 658, Banco de la Republica de Colombia.
  • Andrés González G. & Franz Hamann, 2011. "Lack of Credibility, Inflation Persistence and Disinflation in Colombia," Borradores de Economia 8737, Banco de la Republica.
• Luis Fernando Melo & Joan Camilo Granados, 2011. "Regulación y valor en riesgo," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 29(64), pages 110-177, July.
  • Luis Fernando Melo & Joan Camilo Granados, 2011. "Regulación y valor en riesgo," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 29(64), pages 110-177, July.
  • Luis Fernando Melo Velandia & Joan Camilo Granados Castro, 2010. "Regulación y Valor en Riesgo," Borradores de Economia 7272, Banco de la Republica.
  • Luis Fernando Melo Velandia & Joan Camilo Granados Castro, 2010. "Regulación y Valor en Riesgo," Borradores de Economia 615, Banco de la Republica de Colombia.
• Bernardo León & Andrés Mora, 2011. "CDS: relación con índices accionarios y medida de riesgo," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 29(64), pages 178-211, July.
  • Bernardo León & Andrés Mora, 2011. "CDS: relación con índices accionarios y medida de riesgo," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 29(64), pages 178-211, July.
• Martha López & Fernando Tenjo & Héctor Zárate, 2011. "The Risk-Taking Channel and Monetary Transmission Mechanism in Colombia," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 29(64), pages 211-234, July.
  • Martha López & Fernando Tenjo & Héctor Zárate, 2011. "The Risk-Taking Channel and Monetary Transmission Mechanism in Colombia," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 29(64), pages 211-234, July.
  • Martha López P. & Fernando Tenjo G. & Héctor Zárate Solano, 2010. "The Risk-Taking Channel and Monetary Transmission Mechanism in Colombia," Borradores de Economia 616, Banco de la Republica de Colombia.
• Perdomo Calvo, Jorge Andrés, 2011. "Una propuesta metodológica para estimar los cambios sobre el valor de la propiedad: estudio de caso para Bogotá aplicando Propensity Score Matching.," Revista Lecturas de Economía, Universidad de Antioquia, CIE, February.
  • Jorge Andrés Perdomo C., 2010. "Una propuesta metodológica para estimar los cambios sobre el valor de la propiedad: estudio de caso para Bogotá aplicando propensity score matching y," Documentos CEDE 7608, Universidad de los Andes, Facultad de Economía, CEDE.
• Milena Hoyos & Mario Galindo, 2011. "Comparación de los modelos SETAR y STAR para el índice de empleo industrial colombiano," Documentos de Trabajo, Escuela de Economía 8347, Universidad Nacional de Colombia, FCE, CID.
• Ivan Savin & Peter Winker, 2013. "Heuristic model selection for leading indicators in Russia and Germany," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, vol. 2012(2), pages 67-89.
  • Ivan Savin & Peter Winker, 2011. "Heuristic model selection for leading indicators in Russia and Germany," MAGKS Papers on Economics 201101, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
  • Ivan Savin & Peter Winker, 2011. "Heuristic model selection for leading indicators in Russia and Germany," Working Papers 046, COMISEF.
• Korobilis, Dimitris, 2013. "Hierarchical shrinkage priors for dynamic regressions with many predictors," International Journal of Forecasting, Elsevier, vol. 29(1), pages 43-59.
  • Korobilis, Dimitris, 2011. "Hierarchical shrinkage priors for dynamic regressions with many predictors," MPRA Paper 30380, University Library of Munich, Germany.
  • KOROBILIS, Dimitris, 2011. "Hierarchical shrinkage priors for dynamic regressions with many predictors," LIDAM Discussion Papers CORE 2011021, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Dimitris Korobilis, 2011. "Hierarchical Shrinkage Priors for Dynamic Regressions with Many Predictors," Working Paper series 21_11, 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," LIDAM Discussion Papers CORE 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.
• 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.
  • 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," LIDAM Discussion Papers CORE 2011036, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • 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," Working Papers 1137, University of Strathclyde Business School, Department of Economics.
  • Miguel, Belmonte & Gary, Koop & Dimitris, Korobilis, 2011. "Hierarchical shrinkage in time-varying parameter models," MPRA Paper 31827, University Library of Munich, Germany.
• Andrew Patton & Allan Timmermann, 2012. "Forecast Rationality Tests Based on Multi-Horizon Bounds," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(1), pages 1-17.
  • Andrew J. Patton & Allan Timmermann, 2011. "Forecast Rationality Tests Based on Multi-Horizon Bounds," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(1), pages 1-17, June.
  • Timmermann, Allan & Patton, Andrew, 2011. "Forecast Rationality Tests Based on Multi-Horizon Bounds," CEPR Discussion Papers 8194, C.E.P.R. Discussion Papers.
• John V. Duca & John Muellbauer & Anthony Murphy, 2011. "House Prices and Credit Constraints: Making Sense of the US Experience," Economic Journal, Royal Economic Society, vol. 121(552), pages 533-551, May.
  • Duca, John V. & Muellbauer, John & Murphy, Anthony, 2011. "House prices and credit constraints: making sense of the U.S. experience," LSE Research Online Documents on Economics 58441, London School of Economics and Political Science, LSE Library.
  • Muellbauer, John & Murphy, Anthony & Duca, John V, 2011. "House Prices and Credit Constraints: Making Sense of the US Experience," CEPR Discussion Papers 8360, C.E.P.R. Discussion Papers.
  • John V. Duca & John Muellbauer & Anthony Murphy, 2011. "House Prices and Credit Constraints: Making Sense of the U.S. Experience," SERC Discussion Papers 0077, Centre for Economic Performance, LSE.
  • John V. Duca & John N. Muellbauer & Anthony Murphy, 2011. "House prices and credit constraints: making sense of the U.S. experience," Working Papers 1103, Federal Reserve Bank of Dallas.
• Duca, John V. & Muellbauer, John & Murphy, Anthony, 2011. "Shifting credit standards and the boom and bust in U.S. house prices," LSE Research Online Documents on Economics 58533, London School of Economics and Political Science, LSE Library.
  • Muellbauer, John & Murphy, Anthony & Duca, John V, 2011. "Shifting Credit Standards and the Boom and Bust in US House Prices," CEPR Discussion Papers 8361, C.E.P.R. Discussion Papers.
  • John V. Duca & John Muellbauer & Anthony Murphy, 2011. "Shifting Credit Standards and the Boom and Bust in U.S. House Prices," SERC Discussion Papers 0076, Centre for Economic Performance, LSE.
  • John V. Duca & John N. Muellbauer & Anthony Murphy, 2011. "Shifting credit standards and the boom and bust in U.S. house prices," Working Papers 1104, Federal Reserve Bank of Dallas.
• Inoue, Atsushi & Kilian, Lutz, 2013. "Inference on impulse response functions in structural VAR models," Journal of Econometrics, Elsevier, vol. 177(1), pages 1-13.
  • Kilian, Lutz & Inoue, Atsushi, 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," 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.
• Gautier, Pieter A. & van Vuuren, Aico, 2011. "A Flexible Test for Present Bias and Time Preferences Using Land-Lease Contracts," IZA Discussion Papers 5821, Institute of Labor Economics (IZA).
  • Gautier, Pieter & van Vuuren, Aico, 2011. "A Flexible Test for Present Bias and Time Preferences using Land-Lease Contracts," CEPR Discussion Papers 8512, C.E.P.R. Discussion Papers.
  • Pieter A. Gautier & Aico Van Vuuren, 2011. "A Flexible Test for Present Bias and Time Preferences Using Land-Lease Contracts," CESifo Working Paper Series 3549, CESifo.
  • Pieter A. Gautier & Aico van Vuuren, 2011. "A Flexible Test for Present Bias and Time Preferences using Land-Lease Contracts," Tinbergen Institute Discussion Papers 11-087/3, Tinbergen Institute.
• Barbara Rossi & Atsushi Inoue, 2012. "Out-of-Sample Forecast Tests Robust to the Choice of Window Size," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(3), pages 432-453, April.
  • Atsushi Inoue & Barbara Rossi, 2011. "Out-of-sample forecast tests robust to the choice of window size," Working Papers 11-31, Federal Reserve Bank of Philadelphia.
  • Rossi, Barbara & Inoue, Atsushi, 2011. "Out-of-Sample Forecast Tests Robust to the Choice of Window Size," CEPR Discussion Papers 8542, C.E.P.R. Discussion Papers.
  • Barbara Rossi & Atsushi Inoue, 2012. "Out-of-sample forecast tests robust to the choice of window size," Economics Working Papers 1404, Department of Economics and Business, Universitat Pompeu Fabra.
• Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2011. "When credit bites back: leverage, business cycles, and crises," Working Paper Series 2011-27, Federal Reserve Bank of San Francisco.
  • Oscar Jorda & Moritz HP. Schularick & Alan M. Taylor, 2012. "When Credit Bites Back: Leverage, Business Cycles and Crises," Working Papers Series 20, Institute for New Economic Thinking.
  • Oscar Jorda & Moritz Schularick & Alan Taylor, 2012. "When Credit Bites Back: Leverage, Business Cycles and Crises," Working Papers 172, University of California, Davis, Department of Economics.
  • Taylor, Alan M. & Schularick, Moritz & Jordà , Ã’scar, 2011. "When Credit Bites Back: Leverage, Business Cycles, and Crises," CEPR Discussion Papers 8678, C.E.P.R. Discussion Papers.
  • Òscar Jordà & Moritz HP. Schularick & Alan M. Taylor, 2011. "When Credit Bites Back: Leverage, Business Cycles, and Crises," NBER Working Papers 17621, National Bureau of Economic Research, Inc.
• 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.
  • Dolado, Juan José & Ortigueira, Salvador & Stucchi, Rodolfo, 2011. "Does dual employment protection affect TFP? Evidence from Spanish manufacturing firms," UC3M Working papers. Economics we1137, Universidad Carlos III de Madrid. Departamento de Economía.
  • Dolado, Juan J & Ortigueira, Salvador & Stucchi, Rodolfo, 2012. "Does dual employment protection affect TFP? Evidence from Spanish manufacturing firms," CEPR Discussion Papers 8763, C.E.P.R. Discussion Papers.
• Vincent Vandenberghe, 2011. "Firm‐level Evidence on Gender Wage Discrimination in the Belgian Private Economy," LABOUR, CEIS, vol. 25(3), pages 330-349, September.
  • Vincent VANDENBERGHE, 2011. "Firm-level Evidence on Gender Wage Discrimination in the Belgian Private Economy," LIDAM Discussion Papers IRES 2011016, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
• Jiri Witzany, 2011. "Definition of Default and Quality of Scoring Functions," Bulletin of the Czech Econometric Society, The Czech Econometric Society, vol. 18(28).
• Adrien Bonache & Karen Moris, 2011. "Premières preuves empiriques de chaos dans les ventes de biens à la mode - First empirical evidence of chaos in the sales of fashion goods," Working Papers CREGO 1110602, Université de Bourgogne - CREGO EA7317 Centre de recherches en gestion des organisations.
• Dreger, Christian & Wolters, Jürgen, 2011. "Money and inflation in the euro area during the financial crisis," Discussion Papers 300, European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics.
  • Christian Dreger & Jürgen Wolters, 2011. "Money and Inflation in the Euro Area during the Financial Crisis," Discussion Papers of DIW Berlin 1131, DIW Berlin, German Institute for Economic Research.
• Barbara Rossi & Atsushi Inoue, 2011. "Out-of-Sample Forecast Tests Robust to Window Size Choice," Working Papers 11-04, Duke University, Department of Economics.
• Barbara Rossi & Tatevik Sekhposyan, 2011. "Forecast Optimality Tests in the Presence of Instabilities," Working Papers 11-18, Duke University, Department of Economics.
• Viktor Todorov & George Tauchen, 2011. "Inverse Realized Laplace Transforms for Nonparametric Volatility Estimation in Jump-Diffusions," Working Papers 11-21, Duke University, Department of Economics.
• George Tauchen, 2011. "Levy Process Models for High Frequency Financial Data," Working Papers 11-22, Duke University, Department of Economics.
• Todorov, Viktor & Tauchen, George & Grynkiv, Iaryna, 2014. "Volatility activity: Specification and estimation," Journal of Econometrics, Elsevier, vol. 178(P1), pages 180-193.
  • Viktor Todorov & George Tauchen & Iaryna Grynkiv, 2011. "Volatility Activity: Specification and Estimation," Working Papers 11-23, Duke University, Department of Economics.
• ESCOBARI, Diego, 2011. "Testing for Stochastic and Beta-convergence in Latin American Countries," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 11(2).
  • Escobari, Diego, 2011. "Testing for Stochastic and Beta-convergence in Latin American Countries," MPRA Paper 36741, University Library of Munich, Germany.
• Luciani, Matteo, 2014. "Forecasting with approximate dynamic factor models: The role of non-pervasive shocks," International Journal of Forecasting, Elsevier, vol. 30(1), pages 20-29.
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• John V. Duca & John Muellbauer & Anthony Murphy, 2011. "House Prices and Credit Constraints: Making Sense of the US Experience," Economic Journal, Royal Economic Society, vol. 121(552), pages 533-551, May.
  • Muellbauer, John & Murphy, Anthony & Duca, John V, 2011. "House Prices and Credit Constraints: Making Sense of the US Experience," CEPR Discussion Papers 8360, C.E.P.R. Discussion Papers.
  • John V. Duca & John Muellbauer & Anthony Murphy, 2011. "House Prices and Credit Constraints: Making Sense of the U.S. Experience," SERC Discussion Papers 0077, Centre for Economic Performance, LSE.
  • Duca, John V. & Muellbauer, John & Murphy, Anthony, 2011. "House prices and credit constraints: making sense of the U.S. experience," LSE Research Online Documents on Economics 58441, London School of Economics and Political Science, LSE Library.
  • John V. Duca & John N. Muellbauer & Anthony Murphy, 2011. "House prices and credit constraints: making sense of the U.S. experience," Working Papers 1103, Federal Reserve Bank of Dallas.
• Peter R. Hansen & Asger Lunde & James M. Nason, 2011. "The Model Confidence Set," Econometrica, Econometric Society, vol. 79(2), pages 453-497, March.
  • Peter R. Hansen & Asger Lunde & James M. Nason, 2010. "The Model Confidence Set," CREATES Research Papers 2010-76, Department of Economics and Business Economics, Aarhus University.
• Xiaoshan Chen & Ronald Macdonald, 2012. "Realized and Optimal Monetary Policy Rules in an Estimated Markov-Switching DSGE Model of the United Kingdom," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(6), pages 1091-1116, September.
  • Xiaoshan Chen & Ronald Macdonald, 2012. "Realized and Optimal Monetary Policy Rules in an Estimated Markov‐Switching DSGE Model of the United Kingdom," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(6), pages 1091-1116, September.
  • Xiaoshan Chen & Ronald MacDonald, 2011. "Realised and Optimal Monetary Policy Rules in an Estimated Markov-Switching DSGE Model of the United Kingdom," Working Papers 2011_04, Business School - Economics, University of Glasgow.
  • Chen, Xiaoshan & MacDonald, Ronald, 2011. "Realised and Optimal Monetary Policy Rules in an Estimated Markov-Switching DSGE Model of the United Kingdom," SIRE Discussion Papers 2011-21, Scottish Institute for Research in Economics (SIRE).
• Jochmann Markus & Koop Gary, 2015. "Regime-switching cointegration," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 19(1), pages 35-48, February.
  • Markus Jochmann & Gary Koop, 2011. "Regime-Switching Cointegration," Working Papers 1125, University of Strathclyde Business School, Department of Economics.
  • Jochmann, Markus & Koop, Gary, 2011. "Regime-Switching Cointegration," SIRE Discussion Papers 2011-36, Scottish Institute for Research in Economics (SIRE).
  • Markus Jochmann & Gary Koop, 2011. "Regime-Switching Cointegration," Working Paper series 40_11, Rimini Centre for Economic Analysis.
  • Jochmann, Markus & Koop, Gary, 2011. "Regime-Switching Cointegration," SIRE Discussion Papers 2011-60, Scottish Institute for Research in Economics (SIRE).
• Jochmann Markus & Koop Gary, 2015. "Regime-switching cointegration," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 19(1), pages 35-48, February.
  • Markus Jochmann & Gary Koop, 2011. "Regime-Switching Cointegration," Working Papers 1125, University of Strathclyde Business School, Department of Economics.
  • Jochmann, Markus & Koop, Gary, 2011. "Regime-Switching Cointegration," SIRE Discussion Papers 2011-60, Scottish Institute for Research in Economics (SIRE).
  • Jochmann, Markus & Koop, Gary, 2011. "Regime-Switching Cointegration," SIRE Discussion Papers 2011-36, Scottish Institute for Research in Economics (SIRE).
  • Markus Jochmann & Gary Koop, 2011. "Regime-Switching Cointegration," Working Paper series 40_11, Rimini Centre for Economic Analysis.
• Jim Malley & Ulrich Woitek, 2011. "Productivity Shocks and Aggregate Fluctuations in an Estimated Endogenous Growth Model with Human Capital," CESifo Working Paper Series 3567, CESifo.
  • Malley, James & Woitek, Ulrich, 2011. "Productivity shocks and aggregate fluctuations in an estimated endogenous growth model with human capital," SIRE Discussion Papers 2011-71, Scottish Institute for Research in Economics (SIRE).
  • Jim Malley & Ulrich Woitek, 2011. "Productivity shocks and aggregate fluctuations in an estimated endogenous growth model with human capital," Working Papers 2011_20, Business School - Economics, University of Glasgow.
• 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.
  • 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).
  • 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.G. & KOOP, Gary & KOROBILIS, Dimitris, 2011. "Hierarchical shrinkage in time-varying parameter models," LIDAM Discussion Papers CORE 2011036, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael, 2011. "How much nominal rigidity is there in the US economy? Testing a new Keynesian DSGE model using indirect inference," Journal of Economic Dynamics and Control, Elsevier, vol. 35(12), pages 2078-2104.
  • Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael, 2008. "How much nominal rigidity is there in the US economy? Testing a New Keynesian DSGE Model using indirect inference," Cardiff Economics Working Papers E2008/32, Cardiff University, Cardiff Business School, Economics Section, revised Jul 2011.
  • Minford, Patrick & Wickens, Michael R. & Le, Vo Phuong Mai, 2009. "How much nominal rigidity is there in the US Economy? Testing a New Keynesian DSGE model using indirect inference," CEPR Discussion Papers 7537, C.E.P.R. Discussion Papers.
• Naraidoo, Ruthira & Raputsoane, Leroi, 2011. "Optimal monetary policy reaction function in a model with target zones and asymmetric preferences for South Africa," Economic Modelling, Elsevier, vol. 28(1), pages 251-258.
  • Naraidoo, Ruthira & Raputsoane, Leroi, 2011. "Optimal monetary policy reaction function in a model with target zones and asymmetric preferences for South Africa," Economic Modelling, Elsevier, vol. 28(1-2), pages 251-258, January.
  • Ruthira Naraidoo & Leroi Raputsoane, 2010. "Optimal monetary policy reaction function in a model with target zones and asymmetric preferences for South Africa," Working Papers 201004, University of Pretoria, Department of Economics.
• Naraidoo, Ruthira & Raputsoane, Leroi, 2011. "Optimal monetary policy reaction function in a model with target zones and asymmetric preferences for South Africa," Economic Modelling, Elsevier, vol. 28(1-2), pages 251-258, January.
  • Naraidoo, Ruthira & Raputsoane, Leroi, 2011. "Optimal monetary policy reaction function in a model with target zones and asymmetric preferences for South Africa," Economic Modelling, Elsevier, vol. 28(1), pages 251-258.
  • Ruthira Naraidoo & Leroi Raputsoane, 2010. "Optimal monetary policy reaction function in a model with target zones and asymmetric preferences for South Africa," Working Papers 201004, University of Pretoria, Department of Economics.
• Ryu, Hang Keun, 2011. "Subjective model selection rules versus passive model selection rules," Economic Modelling, Elsevier, vol. 28(1), pages 459-472.
• Balcilar, Mehmet & Gupta, Rangan & Shah, Zahra B., 2011. "An in-sample and out-of-sample empirical investigation of the nonlinearity in house prices of South Africa," Economic Modelling, Elsevier, vol. 28(3), pages 891-899, May.
  • Mehmet Balcilar & Rangan Gupta & Zahra Shah, 2010. "An In-Sample and Out-of-Sample Empirical Investigation of the Nonlinearity in House Prices of South Africa," Working Papers 201008, University of Pretoria, Department of Economics.
• Chevallier, Julien, 2011. "Evaluating the carbon-macroeconomy relationship: Evidence from threshold vector error-correction and Markov-switching VAR models," Economic Modelling, Elsevier, vol. 28(6), pages 2634-2656.
• Lady, George M. & Buck, Andrew J., 2011. "Structural models, information and inherited restrictions," Economic Modelling, Elsevier, vol. 28(6), pages 2820-2831.
  • Andrew J. Buck & George M. Lady, 2011. "Structural Models, Information and Inherited Restrictions," DETU Working Papers 1103, Department of Economics, Temple University.
• Bjørnland, Hilde C. & Gerdrup, Karsten & Jore, Anne Sofie & Smith, Christie & Thorsrud, Leif Anders, 2011. "Weights and pools for a Norwegian density combination," The North American Journal of Economics and Finance, Elsevier, vol. 22(1), pages 61-76, January.
  • Hilde Bjørnland & Karsten Gerdrup & Christie Smith & Anne Sofie Jore & Leif Anders Thorsrud, 2010. "Weights and pools for a Norwegian density combination," Working Paper 2010/06, Norges Bank.
• Bollerslev, Tim & Gibson, Michael & Zhou, Hao, 2011. "Dynamic estimation of volatility risk premia and investor risk aversion from option-implied and realized volatilities," Journal of Econometrics, Elsevier, vol. 160(1), pages 235-245, January.
  • Tim Bollerslev & Michael S. Gibson & Hao Zhou, 2005. "Dynamic estimation of volatility risk premia and investor risk aversion from option-implied and realized volatilities," Proceedings, Board of Governors of the Federal Reserve System (U.S.).
  • Tim Bollerslev & Michael S. Gibson & Hao Zhou, 2004. "Dynamic estimation of volatility risk premia and investor risk aversion from option-implied and realized volatilities," Finance and Economics Discussion Series 2004-56, Board of Governors of the Federal Reserve System (U.S.).
  • Tim Bollerslev & Michael Gibson & Hao Zhou, 2007. "Dynamic Estimation of Volatility Risk Premia and Investor Risk Aversion from Option-Implied and Realized Volatilities," CREATES Research Papers 2007-16, Department of Economics and Business Economics, Aarhus University.
• Patton, Andrew J., 2011. "Volatility forecast comparison using imperfect volatility proxies," Journal of Econometrics, Elsevier, vol. 160(1), pages 246-256, January.
  • Andrew Patton, 2006. "Volatility Forecast Comparison using Imperfect Volatility Proxies," Research Paper Series 175, Quantitative Finance Research Centre, University of Technology, Sydney.
• Diks, Cees & Panchenko, Valentyn & van Dijk, Dick, 2011. "Likelihood-based scoring rules for comparing density forecasts in tails," Journal of Econometrics, Elsevier, vol. 163(2), pages 215-230, August.
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• Rossi, Barbara & Sekhposyan, Tatevik, 2011. "Understanding models' forecasting performance," Journal of Econometrics, Elsevier, vol. 164(1), pages 158-172, September.
  • Barbara Rossi & Tatevik Sekhposyan, 2010. "Understanding Models' Forecasting Performance," Working Papers 10-56, Duke University, Department of Economics.
• Pesaran, M. Hashem & Pick, Andreas & Timmermann, Allan, 2011. "Variable selection, estimation and inference for multi-period forecasting problems," Journal of Econometrics, Elsevier, vol. 164(1), pages 173-187, September.
• Carriero, Andrea & Giacomini, Raffaella, 2011. "How useful are no-arbitrage restrictions for forecasting the term structure of interest rates?," Journal of Econometrics, Elsevier, vol. 164(1), pages 21-34, September.
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• Todorov, Viktor & Tauchen, George & Grynkiv, Iaryna, 2011. "Realized Laplace transforms for estimation of jump diffusive volatility models," Journal of Econometrics, Elsevier, vol. 164(2), pages 367-381, October.
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• Müller, Hans-Georg & Sen, Rituparna & Stadtmüller, Ulrich, 2011. "Functional data analysis for volatility," Journal of Econometrics, Elsevier, vol. 165(2), pages 233-245.
• Di Vaio, Gianfranco & Enflo, Kerstin, 2011. "Did globalization drive convergence? Identifying cross-country growth regimes in the long run," European Economic Review, Elsevier, vol. 55(6), pages 832-844, August.
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• Moreno, Manuel & Serrano, Pedro & Stute, Winfried, 2011. "Statistical properties and economic implications of jump-diffusion processes with shot-noise effects," European Journal of Operational Research, Elsevier, vol. 214(3), pages 656-664, November.
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• Lozano, Martín & Rubio, Gonzalo, 2011. "Evaluating alternative methods for testing asset pricing models with historical data," Journal of Empirical Finance, Elsevier, vol. 18(1), pages 136-146, January.
  • Rubio, Gonzalo & Lozano, Martin, 2009. "Evaluating alternative methods for testing asset pricing models with historical data," MPRA Paper 23613, University Library of Munich, Germany.
• Conrad, Christian & Karanasos, Menelaos & Zeng, Ning, 2011. "Multivariate fractionally integrated APARCH modeling of stock market volatility: A multi-country study," Journal of Empirical Finance, Elsevier, vol. 18(1), pages 147-159, January.
• Serinaldi, Francesco, 2011. "Distributional modeling and short-term forecasting of electricity prices by Generalized Additive Models for Location, Scale and Shape," Energy Economics, Elsevier, vol. 33(6), pages 1216-1226.
• Fang, Ying & Ren, Yu & Yuan, Yufei, 2011. "Nonparametric estimation and testing of stochastic discount factor," Finance Research Letters, Elsevier, vol. 8(4), pages 196-205.
• Abbasi, Alireza & Altmann, Jörn & Hossain, Liaquat, 2011. "Identifying the effects of co-authorship networks on the performance of scholars: A correlation and regression analysis of performance measures and social network analysis measures," Journal of Informetrics, Elsevier, vol. 5(4), pages 594-607.
  • Alireza Abbasi & Jorn Altmann & Liaquat Hossain, 2011. "Identifying the Effects of Co-Authorship Networks on the Performance of Scholars: A Correlation and Regression Analysis of Performance Measures and Social Network Analysis Measures," TEMEP Discussion Papers 201176, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), revised Jun 2011.
• Athanasopoulos, George & Hyndman, Rob J. & Song, Haiyan & Wu, Doris C., 2011. "The tourism forecasting competition," International Journal of Forecasting, Elsevier, vol. 27(3), pages 822-844, July.
  • Athanasopoulos, George & Hyndman, Rob J. & Song, Haiyan & Wu, Doris C., 2011. "The tourism forecasting competition," International Journal of Forecasting, Elsevier, vol. 27(3), pages 822-844.
  • George Athanasopoulos & Rob J Hyndman & Haiyan Song & Doris C Wu, 2008. "The tourism forecasting competition," Monash Econometrics and Business Statistics Working Papers 10/08, Monash University, Department of Econometrics and Business Statistics, revised Oct 2009.
• Kim, Jae H. & Wong, Kevin & Athanasopoulos, George & Liu, Shen, 2011. "Beyond point forecasting: Evaluation of alternative prediction intervals for tourist arrivals," International Journal of Forecasting, Elsevier, vol. 27(3), pages 887-901, July.
  • Kim, Jae H. & Wong, Kevin & Athanasopoulos, George & Liu, Shen, 2011. "Beyond point forecasting: Evaluation of alternative prediction intervals for tourist arrivals," International Journal of Forecasting, Elsevier, vol. 27(3), pages 887-901.
  • Jae H. Kim & Haiyang Song & Kevin Wong & George Athanasopoulos & Shen Liu, 2008. "Beyond point forecasting: evaluation of alternative prediction intervals for tourist arrivals," Monash Econometrics and Business Statistics Working Papers 11/08, Monash University, Department of Econometrics and Business Statistics, revised Oct 2009.
• Blaskowitz, Oliver & Herwartz, Helmut, 2011. "On economic evaluation of directional forecasts," International Journal of Forecasting, Elsevier, vol. 27(4), pages 1058-1065, October.
• Athanasopoulos, George & Hyndman, Rob J. & Song, Haiyan & Wu, Doris C., 2011. "The tourism forecasting competition," International Journal of Forecasting, Elsevier, vol. 27(3), pages 822-844.
  • Athanasopoulos, George & Hyndman, Rob J. & Song, Haiyan & Wu, Doris C., 2011. "The tourism forecasting competition," International Journal of Forecasting, Elsevier, vol. 27(3), pages 822-844, July.
  • George Athanasopoulos & Rob J Hyndman & Haiyan Song & Doris C Wu, 2008. "The tourism forecasting competition," Monash Econometrics and Business Statistics Working Papers 10/08, Monash University, Department of Econometrics and Business Statistics, revised Oct 2009.
• Kim, Jae H. & Wong, Kevin & Athanasopoulos, George & Liu, Shen, 2011. "Beyond point forecasting: Evaluation of alternative prediction intervals for tourist arrivals," International Journal of Forecasting, Elsevier, vol. 27(3), pages 887-901.
  • Kim, Jae H. & Wong, Kevin & Athanasopoulos, George & Liu, Shen, 2011. "Beyond point forecasting: Evaluation of alternative prediction intervals for tourist arrivals," International Journal of Forecasting, Elsevier, vol. 27(3), pages 887-901, July.
  • Jae H. Kim & Haiyang Song & Kevin Wong & George Athanasopoulos & Shen Liu, 2008. "Beyond point forecasting: evaluation of alternative prediction intervals for tourist arrivals," Monash Econometrics and Business Statistics Working Papers 11/08, Monash University, Department of Econometrics and Business Statistics, revised Oct 2009.
• McLeod, Logan, 2011. "A nonparametric vs. latent class model of general practitioner utilization: Evidence from Canada," Journal of Health Economics, Elsevier, vol. 30(6), pages 1261-1279.
• Kurita, Takamitsu, 2011. "Long-run exclusion and the determination of cointegrating rank: Monte Carlo evidence," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 81(9), pages 1733-1740.
• Bottasso, Anna & Conti, Maurizio & Piacenz, Massimiliano & Vannoni, Davide, 2011. "The appropriateness of the poolability assumption for multiproduct technologies: Evidence from the English water and sewerage utilities," International Journal of Production Economics, Elsevier, vol. 130(1), pages 112-117, March.
  • Anna Bottasso & Maurizio Conti & Massimiliano Piacenza & Davide Vannoni, 2010. "The Appropriateness of the Poolability Assumption for Multiproduct Technologies: Evidence from the English Water and Sewerage Utilities," Carlo Alberto Notebooks 183, Collegio Carlo Alberto.
• Jacobs, Jan P.A.M. & Otter, Pieter W. & den Reijer, Ard H.J., 2012. "Information, data dimension and factor structure," Journal of Multivariate Analysis, Elsevier, vol. 106(C), pages 80-91.
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• Anisha Ghosh & Christian Julliard & Alex P. Taylor, 2017. "What Is the Consumption-CAPM Missing? An Information-Theoretic Framework for the Analysis of Asset Pricing Models," The Review of Financial Studies, Society for Financial Studies, vol. 30(2), pages 442-504.
  • Anisha Ghosh & Christian Julliard, 2011. "What is the Consumption-CAPM missing? An informative-Theoretic Framework for the Analysis of Asset Pricing Models," FMG Discussion Papers dp691, Financial Markets Group.
  • Ghosh, Anisha & Julliard, Christian & Taylor, Alex, 2011. "What is the Consumption-CAPM missing? An information-theoretic framework for the analysis of asset pricing models," LSE Research Online Documents on Economics 119061, London School of Economics and Political Science, LSE Library.
  • Ghosh, Anisha & Julliard, Christian & Taylor, Alex. P, 2017. "What is the Consumption-CAPM missing? An information-theoretic framework for the analysis of asset pricing models," LSE Research Online Documents on Economics 65131, London School of Economics and Political Science, LSE Library.
• John V. Duca & John Muellbauer & Anthony Murphy, 2011. "House Prices and Credit Constraints: Making Sense of the US Experience," Economic Journal, Royal Economic Society, vol. 121(552), pages 533-551, May.
  • Muellbauer, John & Murphy, Anthony & Duca, John V, 2011. "House Prices and Credit Constraints: Making Sense of the US Experience," CEPR Discussion Papers 8360, C.E.P.R. Discussion Papers.
  • Duca, John V. & Muellbauer, John & Murphy, Anthony, 2011. "House prices and credit constraints: making sense of the U.S. experience," LSE Research Online Documents on Economics 58441, London School of Economics and Political Science, LSE Library.
  • John V. Duca & John Muellbauer & Anthony Murphy, 2011. "House Prices and Credit Constraints: Making Sense of the U.S. Experience," SERC Discussion Papers 0077, Centre for Economic Performance, LSE.
  • John V. Duca & John N. Muellbauer & Anthony Murphy, 2011. "House prices and credit constraints: making sense of the U.S. experience," Working Papers 1103, Federal Reserve Bank of Dallas.
• Muellbauer, John & Murphy, Anthony & Duca, John V, 2011. "Shifting Credit Standards and the Boom and Bust in US House Prices," CEPR Discussion Papers 8361, C.E.P.R. Discussion Papers.
  • Duca, John V. & Muellbauer, John & Murphy, Anthony, 2011. "Shifting credit standards and the boom and bust in U.S. house prices," LSE Research Online Documents on Economics 58533, London School of Economics and Political Science, LSE Library.
  • John V. Duca & John Muellbauer & Anthony Murphy, 2011. "Shifting Credit Standards and the Boom and Bust in U.S. House Prices," SERC Discussion Papers 0076, Centre for Economic Performance, LSE.
  • John V. Duca & John N. Muellbauer & Anthony Murphy, 2011. "Shifting credit standards and the boom and bust in U.S. house prices," Working Papers 1104, Federal Reserve Bank of Dallas.
• Sule Akkoyunlu & Boriss Siliverstovs, 2014. "Does the law of one price hold in a high-inflation environment? A tale of two cities in Turkey," Applied Economics, Taylor & Francis Journals, vol. 46(26), pages 3236-3245, September.
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• Daniel L. Millimet, 2011. "The Elephant in the Corner: A Cautionary Tale about Measurement Error in Treatment Effects Models," Advances in Econometrics, in: Missing Data Methods: Cross-sectional Methods and Applications, pages 1-39, Emerald Group Publishing Limited.
  • Millimet, Daniel L., 2010. "The Elephant in the Corner: A Cautionary Tale about Measurement Error in Treatment Effects Models," IZA Discussion Papers 5140, Institute of Labor Economics (IZA).
• A. Nazif Çatik & Christopher Martin & A. Özlem Onder, 2011. "Relative price variability and the Phillips Curve: evidence from Turkey," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 38(5), pages 546-561, September.
  • A. Nazif Catik & Christopher Martin & A. Özlem Önder, 2008. "Relative Price Variability and the Philips Curve: Evidence from Turkey," Working Papers 0807, Ege University, Department of Economics.
• A. Nazif Çatik & Christopher Martin & A. Özlem Onder, 2011. "Relative price variability and the Phillips Curve: evidence from Turkey," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 38(5), pages 546-561, September.
  • A. Nazif Catik & Christopher Martin & A. Özlem Önder, 2008. "Relative Price Variability and the Philips Curve: Evidence from Turkey," Working Papers 0807, Ege University, Department of Economics.
• Massimiliano Caporin & Michael McAleer, 2011. "Ranking Multivariate GARCH Models by Problem Dimension: An Empirical Evaluation," Working Papers in Economics 11/23, University of Canterbury, Department of Economics and Finance.
  • Caporin, M. & McAleer, M.J., 2011. "Ranking Multivariate GARCH Models by Problem Dimension: An Empirical Evaluation," Econometric Institute Research Papers EI 2011-18, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Massimiliano Caporin & Michael McAleer, 2011. "Ranking Multivariate GARCH Models by Problem Dimension: An Empirical Evaluation," Documentos de Trabajo del ICAE 2011-20, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Michael McAleer & Massimiliano Caporin, 2011. "Ranking Multivariate GARCH Models by Problem Dimension:An Empirical Evaluation," KIER Working Papers 778, Kyoto University, Institute of Economic Research.
• Aysit Tansel & Pinar Yasar, 2010. "Macroeconomic impact of remittances on output growth: Evidence from Turkey," Migration Letters, Migration Letters, vol. 7(2), pages 132-143, October.
  • Aysit Tansel & Pinar Yasar, 2010. "Macroeconomic Impact of Remittances on Output Growth: Evidence from Turkey," ERC Working Papers 1002, ERC - Economic Research Center, Middle East Technical University, revised Jun 2010.
  • Aysit Tansel & Pinar Yasar, 2011. "Macroeconomic Impact of Remittances on Output Growth: Evidence from Turkey," Working Papers 586, Economic Research Forum, revised 05 Jan 2011.
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• Bargain, Olivier B. & Orsini, Kristian & Peichl, Andreas, 2011. "Labor Supply Elasticities in Europe and the US," IZA Discussion Papers 5820, Institute of Labor Economics (IZA).
  • Peichl, Andreas & Bargain, Olivier & Orsini, Kristian, 2011. "Labor supply elasticities in Europe and the US," EUROMOD Working Papers EM1/11, EUROMOD at the Institute for Social and Economic Research.
  • Olivier Bargain & Kristian Orsini & Andreas Peichl, 2011. "Labor Supply Elasticities in Europe and the US," Working Papers 201114, School of Economics, University College Dublin.
• Matteo Barigozzi & Alessio Moneta, 2011. "The Rank of a System of Engel Curves. How Many Common Factors?," Papers on Economics and Evolution 2011-01, Philipps University Marburg, Department of Geography.
• Parente, Paulo M.D.C. & Santos Silva, J.M.C., 2012. "A cautionary note on tests of overidentifying restrictions," Economics Letters, Elsevier, vol. 115(2), pages 314-317.
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• Bekiros, Stelios D., 2014. "Exchange rates and fundamentals: Co-movement, long-run relationships and short-run dynamics," Journal of Banking & Finance, Elsevier, vol. 39(C), pages 117-134.
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• Katerina Arnostova & David Havrlant & Luboš Rùžièka & Peter Tóth, 2011. "Short-Term Forecasting of Czech Quarterly GDP Using Monthly Indicators," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 61(6), pages 566-583, December.
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• Milan Rippel & Ivo Jánský, 2011. "Value at Risk forecasting with the ARMA-GARCH family of models in times of increased volatility," Working Papers IES 2011/27, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Jul 2011.
• Bastianin, Andrea & Manera, Matteo & Markandya, Anil & Scarpa, Elisa, 2011. "Oil Price Forecast Evaluation with Flexible Loss Functions," Energy: Resources and Markets 120042, Fondazione Eni Enrico Mattei (FEEM).
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• Raúl de Jesús, Edgar Ortiz, 2011. "Risk in Emerging Stock Markets from Brazil and Mexico: Extreme Value Theory and Alternative Value at Risk Models," Frontiers in Finance and Economics, SKEMA Business School, vol. 8(2), pages 49-88, October.
• John V. Duca & John Muellbauer & Anthony Murphy, 2011. "House Prices and Credit Constraints: Making Sense of the US Experience," Economic Journal, Royal Economic Society, vol. 121(552), pages 533-551, May.
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• Taylor, Alan M. & Schularick, Moritz & Jordà , Ã’scar, 2011. "When Credit Bites Back: Leverage, Business Cycles, and Crises," CEPR Discussion Papers 8678, C.E.P.R. Discussion Papers.
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• Tor Jacobson & Jesper Lindé & Kasper Roszbach, 2013. "Firm Default And Aggregate Fluctuations," Journal of the European Economic Association, European Economic Association, vol. 11(4), pages 945-972, August.
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• Alberto Bisin & Andrea Moro & Giorgio Topa, 2011. "The Empirical Content of Models with Multiple Equilibria in Economies with Social Interactions," NBER Working Papers 17196, National Bureau of Economic Research, Inc.
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• Barbara Rossi & Atsushi Inoue, 2012. "Out-of-Sample Forecast Tests Robust to the Choice of Window Size," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(3), pages 432-453, April.
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• Christian T. Brownlees & Fabrizio Cipollini & Giampiero M. Gallo, 2011. "Multiplicative Error Models," Econometrics Working Papers Archive 2011_03, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", revised Apr 2011.
• Anisha Ghosh & Christian Julliard & Alex P. Taylor, 2017. "What Is the Consumption-CAPM Missing? An Information-Theoretic Framework for the Analysis of Asset Pricing Models," The Review of Financial Studies, Society for Financial Studies, vol. 30(2), pages 442-504.
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• Xiaoshan Chen & Ronald Macdonald, 2012. "Realized and Optimal Monetary Policy Rules in an Estimated Markov‐Switching DSGE Model of the United Kingdom," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(6), pages 1091-1116, September.
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• Jim Malley & Ulrich Woitek, 2011. "Productivity Shocks and Aggregate Fluctuations in an Estimated Endogenous Growth Model with Human Capital," CESifo Working Paper Series 3567, CESifo.
  • Jim Malley & Ulrich Woitek, 2011. "Productivity shocks and aggregate fluctuations in an estimated endogenous growth model with human capital," Working Papers 2011_20, Business School - Economics, University of Glasgow.
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• Herzer, Dierk, 2013. "Cross-Country Heterogeneity and the Trade-Income Relationship," World Development, Elsevier, vol. 44(C), pages 194-211.
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• Ross McKitrick & Timothy Vogelsang, 2011. "Multivariate trend comparisons between autocorrelated climate series with general trend regressors," Working Papers 1109, University of Guelph, Department of Economics and Finance.
• Brice Mayag & Michel Grabisch & Christophe Labreuche, 2011. "A representation of preferences by the Choquet integral with respect to a 2-additive capacity," Theory and Decision, Springer, vol. 71(3), pages 297-324, September.
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• Dominique Guegan & Pierre-André Maugis, 2010. "An Econometric Study of Vine Copulas," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00492124, HAL.
  • Dominique Guegan & Pierre-André Maugis, 2011. "An econometric Study for Vine Copulas," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00645799, HAL.
  • Dominique Guegan & Pierre-André Maugis, 2010. "An Econometric Study of Vine Copulas," Documents de travail du Centre d'Economie de la Sorbonne 10040, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• Donghyun Oh & Almas Heshmati & Hans Lööf, 2012. "Technical change and total factor productivity growth for Swedish manufacturing and service industries," Applied Economics, Taylor & Francis Journals, vol. 44(18), pages 2373-2391, June.
  • Dong-hyun Oh & Almas Heshmati & Hans Loof, 2009. "Technical Change and Total Factor Productivity Growth for Swedish Manufacturing and Service Industries," TEMEP Discussion Papers 200912, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), revised Sep 2009.
  • Donghyun Oh & Almas Heshmati & Hans Lööf, 2011. "Technical Change and Total Factor Productivity Growth for Swedish Manufacturing and Service Industries," Post-Print hal-00693831, HAL.
  • Oh, Donghyun & Heshmati, Almas & Lööf, Hans, 2009. "Technical Change and Total Factor Productivity Growth for Swedish Manufacturing and Service Industries," Working Paper Series in Economics and Institutions of Innovation 193, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies.
• M. Ali Choudhary & Adnan Haider, 2012. "Neural network models for inflation forecasting: an appraisal," Applied Economics, Taylor & Francis Journals, vol. 44(20), pages 2631-2635, July.
  • M. Ali Choudhary & Adnan Haider, 2012. "Neural network models for inflation forecasting: an appraisal," Applied Economics, Taylor & Francis Journals, vol. 44(20), pages 2631-2635, July.
  • Ali Choudhary & Adnan Haider, 2008. "Neural Network Models for Inflation Forecasting: An Appraisal," School of Economics Discussion Papers 0808, School of Economics, University of Surrey.
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• Diks, Cees & Panchenko, Valentyn & van Dijk, Dick, 2011. "Likelihood-based scoring rules for comparing density forecasts in tails," Journal of Econometrics, Elsevier, vol. 163(2), pages 215-230, August.
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• Carriero, Andrea & Giacomini, Raffaella, 2011. "How useful are no-arbitrage restrictions for forecasting the term structure of interest rates?," Journal of Econometrics, Elsevier, vol. 164(1), pages 21-34, September.
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• 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.
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• Heinen, Florian & Michael, Stefanie & Sibbertsen, Philipp, 2011. "Two competitive models and their identification problem: The ESTAR and TSTAR model," Hannover Economic Papers (HEP) dp-474, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
• Gernot Doppelhofer & Melvyn Weeks, 2011. "Robust Growth Determinants," CESifo Working Paper Series 3354, CESifo.
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• André K. Anundsen & Eilev S. Jansen, 2011. "Self-reinforcing effects between housing prices and credit. Evidence from Norway," Discussion Papers 651, Statistics Norway, Research Department.
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• Guo, Yingwen & Zhou Z.F., Sherry, 2011. "Duration Analysis of Interest Rate Spells : Cross-National Study of Interest Rate Policy," Hitotsubashi Journal of Economics, Hitotsubashi University, vol. 52(1), pages 1-11, June.
• Mahir Binici & Yin-Wong Cheung, 2011. "Exchange Rate Dynamics under Alternative Optimal Interest Rate Rules," CESifo Working Paper Series 3577, CESifo.
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• Toshiaki Watanabe, 2011. "Quantile Forecasts of Financial Returns Using Realized GARCH Models," Global COE Hi-Stat Discussion Paper Series gd11-195, Institute of Economic Research, Hitotsubashi University.
• Nuno Boavida, 2011. "A selecção de indicadores no estudo prospectivo “Forecasting the carbon footprint to road freight transport in 2020” [Indicator selection in the foresight study “Forecasting the carbon footprint to ro," IET Working Papers Series 06/2011, Universidade Nova de Lisboa, IET/CICS.NOVA-Interdisciplinary Centre on Social Sciences, Faculty of Science and Technology.
• Liu, Shuangzhe & Polasek, Wolfgang & Sellner, Richard, 2011. "Sensitivity Analysis of SAR Estimators," Economics Series 262, Institute for Advanced Studies.
• Wolfgang Polasek, 2011. "The Extended Hodrick-Prescott (HP) Filter for Spatial Regression Smoothing," Working Paper series 45_11, Rimini Centre for Economic Analysis.
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• Costantini, Mauro & Kunst, Robert M., 2011. "On the Usefulness of the Diebold-Mariano Test in the Selection of Prediction Models," Economics Series 276, Institute for Advanced Studies.
• Wolfgang Polasek, 2011. "The Hodrick-Prescott (HP) Filter as a Bayesian Regression Model," Working Paper series 46_11, Rimini Centre for Economic Analysis, revised Jan 2012.
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• Chiara Scotti, 2011. "A Bivariate Model of Federal Reserve and ECB Main Policy Rates," International Journal of Central Banking, International Journal of Central Banking, vol. 7(3), pages 37-78, September.
• Alvaro Escribano & Genaro Sucarrat, 2011. "Automated model selection in finance: General-to-speci c modelling of the mean and volatility speci cations," Working Papers 2011-09, Instituto Madrileño de Estudios Avanzados (IMDEA) Ciencias Sociales.
• Stucchi, Rodolfo, 2008. "Catching up in total factor productivity through the business cycle : evidence from Spanish manufacturing surveys," UC3M Working papers. Economics we085125, Universidad Carlos III de Madrid. Departamento de Economía.
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• Masato Ubukata & Toshiaki Watanabe, 2011. "Pricing Nikkei 225 Options Using Realized Volatility," IMES Discussion Paper Series 11-E-18, Institute for Monetary and Economic Studies, Bank of Japan.
• Florin-Marius PAVELESCU, 2011. "Some aspects of the translog production function estimation," Romanian Journal of Economics, Institute of National Economy, vol. 32(1(41)), pages 131-150, June.
• Mihaela BRATU, 2011. "Modeling And Forecasting The Exchange Rate In Romania," Romanian Journal of Economics, Institute of National Economy, vol. 33(2(bis)(42), pages 56-72, December.
• Carolin Strobl & Julia Kopf & Achim Zeileis, 2011. "A new method for detecting differential item functioning in the Rasch model," Working Papers 2011-01, Faculty of Economics and Statistics, Universität Innsbruck.
• Edgar C. Merkle & Achim Zeileis, 2011. "Generalized Measurement Invariance Tests with Application to Factor Analysis," Working Papers 2011-09, Faculty of Economics and Statistics, Universität Innsbruck.
• Thomas Windberger & Achim Zeileis, 2011. "Structural Breaks in Inflation Dynamics within the European Monetary Union," Working Papers 2011-12, Faculty of Economics and Statistics, Universität Innsbruck.
• Frick, Hannah & Strobl, Carolin & Leisch, Friedrich & Zeileis, Achim, 2012. "Flexible Rasch Mixture Models with Package psychomix," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 48(i07).
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• Grün, Bettina & Kosmidis, Ioannis & Zeileis, Achim, 2012. "Extended Beta Regression in R: Shaken, Stirred, Mixed, and Partitioned," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 48(i11).
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• Andrés Galvis, 2011. "Potencia Operativa de los Negocios en función de la estructura de inversiones y financiación: caso ecuatoriano," Analítika, Analítika - Revista de Análisis Estadístico/Journal of Statistical Analysis, vol. 2(2), pages 55-65, Diciembre.
• Hernández-Mejía, Sergio, 2011. "Capacidad predictiva de los modelos ARCH: una aplicación para los rendimientosdel índice de precios y cotizaciones de la Bolsa Mexicana de Valores," eseconomía, Escuela Superior de Economía, Instituto Politécnico Nacional, vol. 0(30), pages 3-19, segundo t.
• Yuksel Akay Unvan & Gamze Ozel, 2011. "Avrupa Birligi'ne Uyelik Surecinde Etkili Faktorlerin Kosullu Lojistik Regresyon Modelleri ile Degerlendirilmesi," Istanbul University Econometrics and Statistics e-Journal, Department of Econometrics, Faculty of Economics, Istanbul University, vol. 14(1), pages 62-83, May.
• Arzdar KIRACI, 2011. "Kukla Degiskenlerin T Istatistigi ile Aykiri Gozlemler Tespit Edilemez," Istanbul University Econometrics and Statistics e-Journal, Department of Econometrics, Faculty of Economics, Istanbul University, vol. 15(1), pages 1-14, November.
• Entorf, Horst, 2011. "Turning 18: What a Difference Application of Adult Criminal Law Makes," MPRA Paper 29811, University Library of Munich, Germany.
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• Heshmati, Almas & Haouas, Ilham, 2011. "Economies of Scale in the Tunisian Industries," IZA Discussion Papers 5737, Institute of Labor Economics (IZA).
• Olivier Bargain & Kristian Orsini & Andreas Peichl, 2011. "Labor Supply Elasticities in Europe and the US," Working Papers 201114, School of Economics, University College Dublin.
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• Pieter A. Gautier & Aico van Vuuren, 2011. "A Flexible Test for Present Bias and Time Preferences using Land-Lease Contracts," Tinbergen Institute Discussion Papers 11-087/3, Tinbergen Institute.
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• Mohammad R. Jahan-Parvar (bio) & Hassan Mohammadi (bio), 2011. "Oil Prices and Real Exchange Rates in Oil-Exporting Countries: A Bounds Testing Approach," Journal of Developing Areas, Tennessee State University, College of Business, vol. 45(1), pages 313-322, July-Dece.
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• Krämer Walter & Arminger Gerhard, 2011. "“True Believers” or Numerical Terrorism at the Nuclear Power Plant," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 231(5-6), pages 608-620, October.
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• Ricardo Mestre & Peter McAdam, 2011. "Is forecasting with large models informative? Assessing the role of judgement in macroeconomic forecasts," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 30(3), pages 303-324, April.
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• Arnold Polanski & Evarist Stoja, 2011. "Dynamic density forecasts for multivariate asset returns," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 30(6), pages 523-540, September.
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• Anatoly Peresetsky & Alexandr Karminsky & Sergei Golovan, 2011. "Probability of default models of Russian banks," Economic Change and Restructuring, Springer, vol. 44(4), pages 297-334, November.
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• Wei Zhu & Harry Timmermans, 2011. "Modeling pedestrian shopping behavior using principles of bounded rationality: model comparison and validation," Journal of Geographical Systems, Springer, vol. 13(2), pages 101-126, June.
• Wei Wang & Christine Amsler & Peter Schmidt, 2011. "Goodness of fit tests in stochastic frontier models," Journal of Productivity Analysis, Springer, vol. 35(2), pages 95-118, April.
• Alexander Mihailov & Fabio Rumler & Johann Scharler, 2011. "The Small Open-Economy New Keynesian Phillips Curve: Empirical Evidence and Implied Inflation Dynamics," Open Economies Review, Springer, vol. 22(2), pages 317-337, April.
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• Yee Loon, 2011. "Model uncertainty, performance persistence and flows," Review of Quantitative Finance and Accounting, Springer, vol. 36(2), pages 153-205, February.
• Muliaman Hadad & Maximilian Hall & Karligash Kenjegalieva & Wimboh Santoso & Richard Simper, 2011. "Banking efficiency and stock market performance: an analysis of listed Indonesian banks," Review of Quantitative Finance and Accounting, Springer, vol. 37(1), pages 1-20, July.
  • Muliaman D. Hadad & Maximilian J. B. Hall & Wimboh Santoso & Ricky Satria & Karligash Kenjegalieva & Richard Simper, 2008. "Banking Efficiency and Stock Market Performance: An Analysis of Listed Indonesian Banks," Discussion Paper Series 2008_07, Department of Economics, Loughborough University, revised Aug 2008.
• José Curto & José Pinto & Ana Morais & Isabel Lourenço, 2011. "The heteroskedasticity-consistent covariance estimator in accounting," Review of Quantitative Finance and Accounting, Springer, vol. 37(4), pages 427-449, November.
• Hanas Cader & John Leatherman, 2011. "Small business survival and sample selection bias," Small Business Economics, Springer, vol. 37(2), pages 155-165, September.
• Brice Mayag & Michel Grabisch & Christophe Labreuche, 2011. "A representation of preferences by the Choquet integral with respect to a 2-additive capacity," Theory and Decision, Springer, vol. 71(3), pages 297-324, September.
  • Brice Mayag & Michel Grabisch & Christophe Labreuche, 2011. "A Representation of Preferences by the Choquet Integral with Respect to a 2-Additive Capacity," Post-Print halshs-00625706, HAL.
  • Brice Mayag & Michel Grabisch & Christophe Labreuche, 2011. "A Representation of Preferences by the Choquet Integral with Respect to a 2-Additive Capacity," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00625706, HAL.
• Keiichi Kubota & Hitoshi Takehara, 2011. "Market Efficiency, Role of Earnings Information, and Stock Returns: A Vector Autoregressive Model Approach," The Japanese Accounting Review, Research Institute for Economics & Business Administration, Kobe University, vol. 1, pages 17-37, December.
• Franses, Ph.H.B.F. & McAleer, M.J. & Legerstee, R., 2010. "Evaluating Macroeconomic Forecast: A Review of Some Recent Developments," Econometric Institute Research Papers EI 2010-19, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Philip Hans Franses & Michael McAleer & Rianne Legerstee, 2011. "Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments," KIER Working Papers 771, Kyoto University, Institute of Economic Research.
  • Philip Hans Franses & Michael McAleer & Rianne Legerstee:, 2011. "Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments," Documentos de Trabajo del ICAE 2011-11, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Philip Hans Franses & Michael McAleer & Rianne Legerstee, 2010. "Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments," Working Papers in Economics 10/09, University of Canterbury, Department of Economics and Finance.
  • Philip Hans Franses & Michael McAleer & Rianne Legerstee, 2010. "Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments," CIRJE F-Series CIRJE-F-729, CIRJE, Faculty of Economics, University of Tokyo.
• Massimiliano Caporin & Michael McAleer, 2011. "Ranking Multivariate GARCH Models by Problem Dimension: An Empirical Evaluation," Working Papers in Economics 11/23, University of Canterbury, Department of Economics and Finance.
  • Michael McAleer & Massimiliano Caporin, 2011. "Ranking Multivariate GARCH Models by Problem Dimension:An Empirical Evaluation," KIER Working Papers 778, Kyoto University, Institute of Economic Research.
  • Massimiliano Caporin & Michael McAleer, 2011. "Ranking Multivariate GARCH Models by Problem Dimension: An Empirical Evaluation," Documentos de Trabajo del ICAE 2011-20, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Caporin, M. & McAleer, M.J., 2011. "Ranking Multivariate GARCH Models by Problem Dimension: An Empirical Evaluation," Econometric Institute Research Papers EI 2011-18, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
• Masanori Mitsutsune & Takanori Adachi, 2014. "Estimating noncooperative and cooperative models of bargaining: an empirical comparison," Empirical Economics, Springer, vol. 47(2), pages 669-693, September.
  • Masanori Mitsutsune & Takanori Adachi, 2011. "Estimating Noncooperative and Cooperative Models of Bargaining: An Empirical Comparison," KIER Working Papers 799, Kyoto University, Institute of Economic Research.
• Sadek MELHEM & Michel TERRAZA & Mohamed CHIKHI, 2011. "Cyclical Mackey Glass Model for Oil Bull Seasonal," Working Papers 11-10, LAMETA, Universtiy of Montpellier, revised May 2011.
  • Melhem, Sadek & terraza, Michel & chikhi, Mohamed, 2012. "Cyclical Mackey Glass Model for Oil Bull Seasonal," MPRA Paper 76206, University Library of Munich, Germany, revised 2012.
• Henrik Andersson & James Hammitt & Gunnar Lindberg & Kristian Sundström, 2013. "Willingness to Pay and Sensitivity to Time Framing: A Theoretical Analysis and an Application on Car Safety," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 56(3), pages 437-456, November.
  • Andersson, Henrik & Hammitt, James K. & Lindberg, Gunnar & Sundström, Kristian, 2011. "Willingness to Pay and Sensitivity to Time Framing: A Theoretical Analysis and an Application on Car Safety," TSE Working Papers 11-271, Toulouse School of Economics (TSE).
  • Andersson, Henrik & Hammitt, James & Lindberg, Gunnar & Sundström, Kristian, 2011. "Willingness to Pay and Sensitivity to Time Framing: A Theoretical Analysis and an Application on Car Safety," LERNA Working Papers 11.20.354, LERNA, University of Toulouse.
• Julio Lopez-Gallardo & Luis Reyes-Ortiz, 2011. "Effective Demand in the Recent Evolution of the US Economy," Economics Working Paper Archive wp_673, Levy Economics Institute.
• John Dagsvik & Zhiyang Jia & Bjørn Vatne & Weizhen Zhu, 2013. "Is the Pareto–Lévy law a good representation of income distributions?," Empirical Economics, Springer, vol. 44(2), pages 719-737, April.
  • John K. Dagsvik & Weizhen Zhu & Bjørn H. Vatne & Zhiyang Jia, 2011. "Is the Pareto-Lévy Law a Good Representation of Income Distributions?," LIS Working papers 568, LIS Cross-National Data Center in Luxembourg.
• James B. Mcdonald & Jeff Sorensen & Patrick A. Turley, 2013. "Skewness And Kurtosis Properties Of Income Distribution Models," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 59(2), pages 360-374, June.
  • James McDonald & Patrick A. Turley & Jeff Sorensen, 2011. "Skewness and Kurtosis Properties of Income Distribution Models," LIS Working papers 569, LIS Cross-National Data Center in Luxembourg.
• Jean-Thomas Bernard & Michael Gavin & Lynda Khalaf & Marcel Voia, 2015. "Environmental Kuznets Curve: Tipping Points, Uncertainty and Weak Identification," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 60(2), pages 285-315, February.
  • Bernard, Jean-Thomas & Gavin, Michael & Khalaf, Lynda & Voia, Marcel, 2011. "The Environmental Kuznets Curve: Tipping Points, Uncertainty and Weak Identification," Working Papers 119109, University of Laval, Center for Research on the Economics of the Environment, Agri-food, Transports and Energy (CREATE).
  • Jean-Thomas Bernard & Michael Gavin & Lynda Khalaf & Marcel Voia, 2014. "Environmental Kuznets Curve: Tipping Points, Uncertainty and Weak Identification," Post-Print hal-04926606, HAL.
  • Jean-Thomas Bernard & Michael Gavin & Lynda Khalaf & Marcel Voia, 2011. "The Environmental Kuznets Curve: Tipping Points, Uncertainty and Weak Identification," Cahiers de recherche CREATE 2011-4, CREATE.
• Ivan Savin & Peter Winker, 2013. "Heuristic model selection for leading indicators in Russia and Germany," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, vol. 2012(2), pages 67-89.
  • Ivan Savin & Peter Winker, 2011. "Heuristic model selection for leading indicators in Russia and Germany," Working Papers 046, COMISEF.
  • Ivan Savin & Peter Winker, 2011. "Heuristic model selection for leading indicators in Russia and Germany," MAGKS Papers on Economics 201101, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
• Cristina Davino, Rosaria Romano, 2011. "Sensitivity Analysis of Composite Indicators through Mixed Model Anova," Working Papers 32-2011, Macerata University, Department of Studies on Economic Development (DiSSE), revised Mar 2011.
• Mübariz Hasanov & Tolga Omay, 2011. "The Relationship Between Inflation, Output Growth, and Their Uncertainties: Evidence from Selected CEE Countries," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 47(0), pages 5-20, July.
  • Hasanov, Mübariz & Omay, Tolga, 2010. "The relationship between inflation, output growth, and their uncertainties: Evidence from selected CEE countries," MPRA Paper 23764, University Library of Munich, Germany.
  • Mubariz Hasanov & Tolga Omay, 2012. "The Relationship between Inflation, output growth, and their Uncertainties: Evidence from selected CEE countries," Hacettepe University Department of Economics Working Papers 20128, Hacettepe University, Department of Economics.
• Guillaume Blache, 2011. "Active labour market policies in Denmark: A comparative analysis of post-program effects," Documents de travail du Centre d'Economie de la Sorbonne 11071, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• Md Atikur Rahman Khan & D. S. Poskitt, 2013. "Moment tests for window length selection in singular spectrum analysis of short– and long–memory processes," Journal of Time Series Analysis, Wiley Blackwell, vol. 34(2), pages 141-155, March.
  • Md Atikur Rahman Khan & D.S. Poskitt, 2011. "Moment Tests for Window Length Selection in Singular Spectrum Analysis of Short- and Long-Memory Processes," Monash Econometrics and Business Statistics Working Papers 22/11, Monash University, Department of Econometrics and Business Statistics.
• Md Atikur Rahman Khan & D.S. Poskitt, 2011. "Window Length Selection and Signal-Noise Separation and Reconstruction in Singular Spectrum Analysis," Monash Econometrics and Business Statistics Working Papers 23/11, Monash University, Department of Econometrics and Business Statistics.
• Rachael E. Goodhue & Carlo Russo, 2011. "Modeling Processor Market Power and the Incidence of Agricultural Policy: A Nonparametric Approach," NBER Chapters, in: The Intended and Unintended Effects of US Agricultural and Biotechnology Policies, pages 51-81, National Bureau of Economic Research, Inc.
  • Goodhue, Rachael E. & Russo, Carlo, 2011. "Modeling Processor Market Power and the Incidence of Agricultural Policy: A Non-parametric Approach," 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland 114618, European Association of Agricultural Economists.
  • Rachael E. Goodhue & Carlo Russo, 2011. "Modeling Processor Market Power and the Incidence of Agricultural Policy: A Non-parametric Approach," NBER Working Papers 16706, National Bureau of Economic Research, Inc.
• Till Stowasser & Florian Heiss & Daniel McFadden & Joachim Winter, 2011. ""Healthy, Wealthy and Wise?" Revisited: An Analysis of the Causal Pathways from Socioeconomic Status to Health," NBER Chapters, in: Investigations in the Economics of Aging, pages 267-317, National Bureau of Economic Research, Inc.
  • Till Stowasser & Florian Heiss & Daniel McFadden & Joachim Winter, 2011. ""Healthy, Wealthy and Wise?" Revisited: An Analysis of the Causal Pathways from Socio-economic Status to Health," NBER Working Papers 17273, National Bureau of Economic Research, Inc.
  • Stowasser, Till & Heiss, Florian & McFadden, Daniel & Winter, Joachim, 2014. ""Healthy, wealthy, and wise?" revisited: An analysis of the causal pathways from socio-economic status to health," Discussion Papers in Economics 20846, University of Munich, Department of Economics.
• Bruce A. Blonigen & Jeremy Piger, 2019. "Determinants of Foreign Direct Investment," World Scientific Book Chapters, in: Foreign Direct Investment, chapter 1, pages 3-54, World Scientific Publishing Co. Pte. Ltd..
  • Bruce A. Blonigen & Jeremy Piger, 2014. "Determinants of foreign direct investment," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 47(3), pages 775-812, August.
  • Bruce A. Blonigen & Jeremy Piger, 2014. "Determinants of foreign direct investment," Canadian Journal of Economics, Canadian Economics Association, vol. 47(3), pages 775-812, August.
  • Bruce A. Blonigen & Jeremy Piger, 2011. "Determinants of Foreign Direct Investment," NBER Working Papers 16704, National Bureau of Economic Research, Inc.
• Alberto Bisin & Andrea Moro & Giorgio Topa, 2011. "The empirical content of models with multiple equilibria in economies with social interactions," Staff Reports 504, Federal Reserve Bank of New York.
  • Alberto Bisin & Andrea Moro & Giorgio Topa, 2011. "The Empirical Content of Models with Multiple Equilibria in Economies with Social Interactions," NBER Working Papers 17196, National Bureau of Economic Research, Inc.
• Till Stowasser & Florian Heiss & Daniel McFadden & Joachim Winter, 2011. ""Healthy, Wealthy and Wise?" Revisited: An Analysis of the Causal Pathways from Socioeconomic Status to Health," NBER Chapters, in: Investigations in the Economics of Aging, pages 267-317, National Bureau of Economic Research, Inc.
  • Till Stowasser & Florian Heiss & Daniel McFadden & Joachim Winter, 2011. ""Healthy, Wealthy and Wise?" Revisited: An Analysis of the Causal Pathways from Socio-economic Status to Health," NBER Working Papers 17273, National Bureau of Economic Research, Inc.
  • Stowasser, Till & Heiss, Florian & McFadden, Daniel & Winter, Joachim, 2014. ""Healthy, wealthy, and wise?" revisited: An analysis of the causal pathways from socio-economic status to health," Discussion Papers in Economics 20846, University of Munich, Department of Economics.
• Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2011. "When credit bites back: leverage, business cycles, and crises," Working Paper Series 2011-27, Federal Reserve Bank of San Francisco.
  • Oscar Jorda & Moritz HP. Schularick & Alan M. Taylor, 2012. "When Credit Bites Back: Leverage, Business Cycles and Crises," Working Papers Series 20, Institute for New Economic Thinking.
  • Oscar Jorda & Moritz Schularick & Alan Taylor, 2012. "When Credit Bites Back: Leverage, Business Cycles and Crises," Working Papers 172, University of California, Davis, Department of Economics.
  • Òscar Jordà & Moritz HP. Schularick & Alan M. Taylor, 2011. "When Credit Bites Back: Leverage, Business Cycles, and Crises," NBER Working Papers 17621, National Bureau of Economic Research, Inc.
  • Taylor, Alan M. & Schularick, Moritz & Jordà , Ã’scar, 2011. "When Credit Bites Back: Leverage, Business Cycles, and Crises," CEPR Discussion Papers 8678, C.E.P.R. Discussion Papers.
• Amado, Cristina & Teräsvirta, Timo, 2013. "Modelling volatility by variance decomposition," Journal of Econometrics, Elsevier, vol. 175(2), pages 142-153.
  • Cristina Amado & Timo Teräsvirta, 2011. "Modelling Volatility by Variance Decomposition," CREATES Research Papers 2011-01, Department of Economics and Business Economics, Aarhus University.
  • Cristina Amado & Timo Teräsvirta, 2011. "Modelling Volatility by Variance Decomposition," NIPE Working Papers 01/2011, NIPE - Universidade do Minho.
• Cristina Amado & Timo Teräsvirta, 2014. "Conditional Correlation Models of Autoregressive Conditional Heteroscedasticity With Nonstationary GARCH Equations," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 32(1), pages 69-87, January.
  • Cristina Amado & Timo Teräsvirta, 2011. "Conditional Correlation Models of Autoregressive Conditional Heteroskedasticity with Nonstationary GARCH Equations," CREATES Research Papers 2011-24, Department of Economics and Business Economics, Aarhus University.
  • Cristina Amado & Timo Teräsvirta, 2011. "Conditional Correlation Models of Autoregressive Conditional Heteroskedasticity with Nonstationary GARCH Equations," NIPE Working Papers 15/2011, NIPE - Universidade do Minho.
• Diaa Noureldin & Neil Shephard & Kevin Sheppard, 2012. "Multivariate high‐frequency‐based volatility (HEAVY) models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 27(6), pages 907-933, September.
  • Diaa Noureldin & Neil Shephard & Kevin Sheppard, 2011. "Multivariate High-Frequency-Based Volatility (HEAVY) Models," Economics Series Working Papers 533, University of Oxford, Department of Economics.
  • Diaa Noureldin & Neil Shephard & Kevin Sheppard, 2011. "Multivariate High-Frequency-Based Volatility (HEAVY) Models," Economics Papers 2011-W01, Economics Group, Nuffield College, University of Oxford.
• Chris McDonald & Leif Anders Thorsrud, 2011. "Evaluating density forecasts: model combination strategies versus the RBNZ," Reserve Bank of New Zealand Discussion Paper Series DP2011/03, Reserve Bank of New Zealand.
• Kovacs Ildiko & Karsai Zoltan-Krisztian & Suveg Orsolya & Joita Nicoleta, 2011. "The Relationship Between Macroeconomic Variables And Romanian Corporate Default Rates Between 2002-2008," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 1(1), pages 206-213, July.
• Jaroslav Borovička & Mark Hendricks & José A. Scheinkman, 2011. "Risk-Price Dynamics," Journal of Financial Econometrics, Oxford University Press, vol. 9(1), pages 3-65, Winter.
  • Jaroslav Borovička & Lars Peter Hansen & Mark Hendricks & José A. Scheinkman, 2009. "Risk Price Dynamics," NBER Working Papers 15506, National Bureau of Economic Research, Inc.
  • Jaroslav Borovicka & Lars Peter Hansen & Mark Hendricks & Jose A. Scheinkman, 2009. "Risk Price Dynamics," Working Papers 1393, Princeton University, Department of Economics, Econometric Research Program..
• Bertrand Candelon & Gilbert Colletaz & Christophe Hurlin & Sessi Tokpavi, 2011. "Backtesting Value-at-Risk: A GMM Duration-Based Test," Journal of Financial Econometrics, Oxford University Press, vol. 9(2), pages 314-343, Spring.
  • Gilbert COLLETAZ & Christophe HURLIN & Sessi TOKPAVI, 2008. "Backtesting Value-at-Risk: A GMM Duration-Based Test," LEO Working Papers / DR LEO 266, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
  • Candelon, B. & Colletaz, G. & Hurlin, C. & Tokpavi, S., 2009. "Backtesting value-at-risk : a GMM duration-based test," Research Memorandum 062, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
  • Gilbert COLLETAZ & Christophe HURLIN & Sessi TOKPAVI, 2009. "Backtesting Value-at-Risk: A GMM Duration-Based Test," LEO Working Papers / DR LEO 265, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
  • Gilbert Colletaz & Christophe Hurlin & Sessi Tokpavi, 2008. "Backtesting Value-at-Risk: A GMM Duration-Based Test," Post-Print halshs-00364793, HAL.
  • Gilbert Colletaz & Christophe Hurlin & Sessi Tokpavi, 2008. "Backtesting Value-at-Risk : A GMM Duration-based Test," Post-Print halshs-00363168, HAL.
  • Gilbert Colletaz & Christophe Hurlin & Sessi Tokpavi, 2008. "Backtesting Value-at-Risk: A GMM Duration-Based Test," Post-Print halshs-00364797, HAL.
  • Gilbert Colletaz & Christophe Hurlin & Sessi Tokpavi, 2008. "Backtesting Value-at-Risk : A GMM Duration-based Test," Post-Print halshs-00363165, HAL.
  • Gilbert Colletaz & Christophe Hurlin & Sessi Tokpavi, 2008. "Backtesting Value-at-Risk : A GMM Duration-based Test," Post-Print halshs-00363146, HAL.
  • Christophe Hurlin & Gilbert Colletaz & Sessi Tokpavi & Bertrand Candelon, 2008. "Backtesting Value-at-Risk: A GMM Duration-Based Test," Working Papers halshs-00329495, HAL.
  • Gilbert Colletaz & Christophe Hurlin & Sessi Tokpavi, 2008. "Backtesting Value-at-Risk: A GMM Duration-Based-Test," Post-Print halshs-00364796, HAL.
• Christian T. Brownlees & Fabrizio Cipollini & Giampiero M. Gallo, 2011. "Intra-daily Volume Modeling and Prediction for Algorithmic Trading," Journal of Financial Econometrics, Oxford University Press, vol. 9(3), pages 489-518, Summer.
  • Christian T. Brownlees & Fabrizio Cipollini & Giampiero M. Gallo, 2009. "Intra-daily Volume Modeling and Prediction for Algorithmic Trading," Econometrics Working Papers Archive wp2009_01, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
• Patrick Bolton & Tano Santos & Jose A. Scheinkman, 2011. "Outside and Inside Liquidity," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 126(1), pages 259-321.
  • Patrick Bolton & Tano Santos & Jose A. Scheinkman, 2009. "Outside and Inside Liquidity," NBER Working Papers 14867, National Bureau of Economic Research, Inc.
  • Patrick Bolton & Tano Santos & Jose A. Scheinkman, 2010. "Outside And Inside Liquidity," Working Papers 1395, Princeton University, Department of Economics, Econometric Research Program..
• Tim Bollerslev & Natalia Sizova & George Tauchen, 2011. "Volatility in Equilibrium: Asymmetries and Dynamic Dependencies," Review of Finance, European Finance Association, vol. 16(1), pages 31-80.
  • Tim Bollerslev & Natalia Sizova & George Tauchen, 2009. "Volatility in Equilibrium: Asymmetries and Dynamic Dependencies," CREATES Research Papers 2009-05, Department of Economics and Business Economics, Aarhus University.
  • Tim Bollerslev & Natalia Sizova & George Tauchen, 2009. "Volatility in Equilibrium: Asymmetries and Dynamic Dependencies," Working Papers 10-73, Duke University, Department of Economics.
  • Tim Bollerslev & Natalia Sizova & George Tauchen, 2010. "Volatility in Equilibrium: Asymmetries and Dynamic Dependencies," Working Papers 10-34, Duke University, Department of Economics.
• Vintila Georgeta & Toroapa Maria Georgia, 2011. "Building a Scoring Model for Bankruptcy Risk Prediction on Multiple Discriminant Analysis," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(1), pages 2283-2288, May.
• Diaa Noureldin & Neil Shephard & Kevin Sheppard, 2012. "Multivariate high‐frequency‐based volatility (HEAVY) models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 27(6), pages 907-933, September.
  • Diaa Noureldin & Neil Shephard & Kevin Sheppard, 2011. "Multivariate High-Frequency-Based Volatility (HEAVY) Models," Economics Papers 2011-W01, Economics Group, Nuffield College, University of Oxford.
  • Diaa Noureldin & Neil Shephard & Kevin Sheppard, 2011. "Multivariate High-Frequency-Based Volatility (HEAVY) Models," Economics Series Working Papers 533, University of Oxford, Department of Economics.
• Jennifer Castle & David Hendry, 2011. "On Not Evaluating Economic Models by Forecast Outcomes," Economics Series Working Papers 538, University of Oxford, Department of Economics.
• Janine Aron & John Muellbauer, 2013. "Wealth, Credit Conditions, and Consumption: Evidence from South Africa," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 59, pages 161-196, October.
  • Janine Aron & John Muellbauer, 2011. "Wealth, Credit Conditions and Consumption: Evidence from South Africa," Economics Series Working Papers 580, University of Oxford, Department of Economics.
  • Muellbauer, John & Aron, Janine, 2012. "Wealth, Credit Conditions and Consumption: Evidence from South Africa," CEPR Discussion Papers 8800, C.E.P.R. Discussion Papers.
• Ortega Irizo, Francisco Javier & Gavilán Ruiz, José Manuel, 2011. "Algunas observaciones acerca del uso de software en la estimación del modelo Half-Normal = Some Notes about the Using of Software to Estimate the Half-Normal Model," 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. 11(1), pages 3-16, June.
• Massimiliano Caporin & Gabriel G. Velo, 2011. "Modeling and forecasting realized range volatility," "Marco Fanno" Working Papers 0128, Dipartimento di Scienze Economiche "Marco Fanno".
• 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.
  • Gian Piero Aielli & Massimiliano Caporin, 2011. "Variance Clustering Improved Dynamic Conditional Correlation MGARCH Estimators," "Marco Fanno" Working Papers 0133, Dipartimento di Scienze Economiche "Marco Fanno".
• Gian Piero Aielli, 2011. "Dynamic Conditional Correlation: On properties and estimation," "Marco Fanno" Working Papers 0142, Dipartimento di Scienze Economiche "Marco Fanno".
• Òscar Jordà & Moritz Schularick & Alan M Taylor, 2011. "Financial Crises, Credit Booms, and External Imbalances: 140 Years of Lessons," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 59(2), pages 340-378, June.
  • Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2010. "Financial Crises, Credit Booms, and External Imbalances: 140 Years of Lessons," NBER Working Papers 16567, National Bureau of Economic Research, Inc.
• András Balatoni & Tamás Mellár, 2011. "Rövid távú elÅ‘rejelzÅ‘ modell Magyarországra," UPFBE Working Paper Series 2011/3, Faculty of Business and Economics, University Pécs.
• DiTraglia, Francis J., 2016. "Using invalid instruments on purpose: Focused moment selection and averaging for GMM," Journal of Econometrics, Elsevier, vol. 195(2), pages 187-208.
  • Francis J. DiTraglia, 2011. "Using Invalid Instruments on Purpose: Focused Moment Selection and Averaging for GMM," PIER Working Paper Archive 14-037, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 04 Aug 2014.
• Francis J. DiTraglia, 2011. "Using Invalid Instruments on Purpose: Focused Moment Selection and Averaging for GMM, Second Version," PIER Working Paper Archive 14-045, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 09 Dec 2014.
• Francis DiTraglia, 2011. "Using Invalid Instruments on Purpose: Focused Moment Selection and Averaging for GMM, Second Version," PIER Working Paper Archive 15-027, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 10 Aug 2015.
• Ahmed Gulzar, 2011. "A Strategic Framework of Liberalising Trade in Services for Pakistan," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 50(4), pages 733-770.
• Lennart F. Hoogerheide & David Ardia & Nienke Corre, 2011. "Stock Index Returns' Density Prediction using GARCH Models: Frequentist or Bayesian Estimation?," Tinbergen Institute Discussion Papers 11-020/4, Tinbergen Institute.
  • Ardia, David & Lennart, Hoogerheide & Nienke, Corré, 2011. "Stock index returns’ density prediction using GARCH models: Frequentist or Bayesian estimation?," MPRA Paper 28259, University Library of Munich, Germany.
• Edward P. Santos & Dennis S. Mapa & Eloisa T. Glindro, 2010. "Estimating inflation-at-risk (IaR) using extreme value theory (EVT)," Philippine Review of Economics, University of the Philippines School of Economics and Philippine Economic Society, vol. 47(2), pages 21-40, December.
  • Santos, Edward P. & Mapa, Dennis S. & Glindro, Eloisa T., 2011. "Estimating Inflation-at-Risk (IaR) using Extreme Value Theory (EVT)," MPRA Paper 28266, University Library of Munich, Germany.
• Korobilis, Dimitris, 2013. "Hierarchical shrinkage priors for dynamic regressions with many predictors," International Journal of Forecasting, Elsevier, vol. 29(1), pages 43-59.
  • Dimitris Korobilis, 2011. "Hierarchical Shrinkage Priors for Dynamic Regressions with Many Predictors," Working Paper series 21_11, Rimini Centre for Economic Analysis.
  • Korobilis, Dimitris, 2011. "Hierarchical shrinkage priors for dynamic regressions with many predictors," MPRA Paper 30380, University Library of Munich, Germany.
  • KOROBILIS, Dimitris, 2011. "Hierarchical shrinkage priors for dynamic regressions with many predictors," LIDAM Discussion Papers CORE 2011021, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• Situngkir, Hokky, 2011. "Pengertian dari dan untuk ketakmengertian: Social Complexity sebagai cara pandang baru dalam memahami fenomena sosial [Understanding from and to the inability to understand: Social Complexity as a ," MPRA Paper 30871, University Library of Munich, Germany.
• Tsyplakov, Alexander, 2011. "Evaluating density forecasts: a comment," MPRA Paper 31184, University Library of Munich, Germany.
• 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.
  • 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).
  • Miguel, Belmonte & Gary, Koop & Dimitris, Korobilis, 2011. "Hierarchical shrinkage in time-varying parameter models," MPRA Paper 31827, University Library of Munich, Germany.
  • 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.
  • BELMONTE, Miguel A.G. & KOOP, Gary & KOROBILIS, Dimitris, 2011. "Hierarchical shrinkage in time-varying parameter models," LIDAM Discussion Papers CORE 2011036, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • 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.
• Pötscher, Benedikt M. & Schneider, Ulrike, 2011. "Distributional results for thresholding estimators in high-dimensional Gaussian regression models," MPRA Paper 31882, University Library of Munich, Germany.
• Mailu, Stephen & Lukibisi, Barasa & Waithaka, Michael, 2011. "Application of various count models: Sahiwal demand from Naivasha," MPRA Paper 32074, University Library of Munich, Germany, revised 06 Jul 2011.
• Proietti, Tommaso & Lütkepohl, Helmut, 2013. "Does the Box–Cox transformation help in forecasting macroeconomic time series?," International Journal of Forecasting, Elsevier, vol. 29(1), pages 88-99.
  • Lütkepohl, Helmut & Proietti, Tommaso, 2011. "Does the Box-Cox transformation help in forecasting macroeconomic time series?," Working Papers 08/2011, University of Sydney Business School, Discipline of Business Analytics.
  • Tommaso, Proietti & Helmut, Luetkepohl, 2011. "Does the Box-Cox transformation help in forecasting macroeconomic time series?," MPRA Paper 32294, University Library of Munich, Germany.
  • Tommaso Proietti & Helmut Luetkepohl, 2011. "Does the Box-Cox Transformation Help in Forecasting Macroeconomic Time Series?," Economics Working Papers ECO2011/29, European University Institute.
• Janczura, Joanna & Weron, Rafal, 2010. "Goodness-of-fit testing for regime-switching models," MPRA Paper 22871, University Library of Munich, Germany.
  • Janczura, Joanna & Weron, Rafal, 2011. "Goodness-of-fit testing for the marginal distribution of regime-switching models," MPRA Paper 32532, University Library of Munich, Germany.
• 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 (2007-2020), Kiel Institute for the World Economy (IfW Kiel), 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 Kiel).
• Halkos, George & Jones, Nikoleta, 2011. "Social factors influencing the decision to pay for the protection of biodiversity: A case study in two national parks of Northern Greece," MPRA Paper 34581, University Library of Munich, Germany.
• Jingwa A, Brian, 2011. "Improving biodiversity monitoring by modeling relative abundance from "presence only" data," MPRA Paper 35232, University Library of Munich, Germany.
• Travaglini, Guido, 2011. "Principal Components and Factor Analysis. A Comparative Study," MPRA Paper 35486, University Library of Munich, Germany.
• Bazdresch, Santiago, 2011. "Empirical policy functions as benchmarks for evaluation of dynamic capital structure models," MPRA Paper 35509, University Library of Munich, Germany, revised 01 Nov 2011.
• Mo, Pak Hung, 2011. "Minimum Wage Legislation and Economic Growth: Channels and Effects," MPRA Paper 35820, University Library of Munich, Germany.
• Guzman, Giselle C., 2011. "The case for higher frequency inflation expectations," MPRA Paper 36656, University Library of Munich, Germany.
• ESCOBARI, Diego, 2011. "Testing for Stochastic and Beta-convergence in Latin American Countries," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 11(2).
  • Escobari, Diego, 2011. "Testing for Stochastic and Beta-convergence in Latin American Countries," MPRA Paper 36741, University Library of Munich, Germany.
• Jorge Perdomo, 2011. "A methodological proposal to estimate changes of residential property value: case study developed in Bogota," Applied Economics Letters, Taylor & Francis Journals, vol. 18(16), pages 1577-1581.
  • Jorge Andres, Perdomo Calvo & Jorge Andres, Perdomo Calvo, 2011. "A methodological proposal to estimate changes of residential property value: case study developed in Bogota," MPRA Paper 37180, University Library of Munich, Germany.
• Herrera Gómez, Marcos & Mur Lacambra, Jesús & Ruiz Marín, Manuel, 2011. "¿Cuál matriz de pesos espaciales?. Un enfoque sobre selección de modelos [Which spatial weighting matrix? An approach for model selection]," MPRA Paper 37585, University Library of Munich, Germany.
• Peng, Fei & Kang, Lili & Jiang, Jun, 2011. "Selection and institutional shareholder activism in Chinese acquisitions," MPRA Paper 38701, University Library of Munich, Germany.
• Lili Kang & Fei Peng, 2012. "A selection analysis of returns to education in China," Post-Communist Economies, Taylor & Francis Journals, vol. 24(4), pages 535-554, March.
  • Kang, Lili & Peng, Fei, 2011. "A selection analysis on education returns in China," MPRA Paper 38704, University Library of Munich, Germany.
• Sen, S. K. & Mukhopadhyay, I & Gupta, S, 2011. "A Game Theoretic Analysis of a Regional Approach toward the Sustainability of Kolkata-Agartala Transit Route," MPRA Paper 39118, University Library of Munich, Germany.
• Doko Tchatoka, Firmin, 2011. "Testing for partial exogeneity with weak identification," MPRA Paper 39504, University Library of Munich, Germany, revised Mar 2012.
  • Doko Tchatoka, Firmin, 2012. "Testing for partial exogeneity with weak identification," Working Papers 14565, University of Tasmania, Tasmanian School of Business and Economics, revised 31 May 2012.
• Sen, S. K. & Mukhopadhyay, I & Gupta, S, 2011. "Optimal pricing policy of continental transit route: a study of Kolkata-Agartala transit route," MPRA Paper 41005, University Library of Munich, Germany, revised 04 Apr 2012.
• Mutu, Simona & Breşfelean, Vasile Paul & Göndör, Mihaela, 2011. "The impact of the financial crisis on the interbank money markets behavior. Evidence from several CEE transition economies," MPRA Paper 42102, University Library of Munich, Germany.
• Jiranyakul, Komain, 2011. "The Link between Output Growth and Output Volatility in Five Crisis-Affected Asian Countries," MPRA Paper 46068, University Library of Munich, Germany.
• Rumyantsev, Mikhail I., 2011. "Изоморфизм И Гомоморфизм В Имитационном Моделировании [Isomorphism and homomorphism in simulation]," MPRA Paper 48633, University Library of Munich, Germany.
• Haradhan Kumar Mohajan, 2011. "The NNP and Sustainability in Open Economy: Highlights on Recent World Economy and on Open Economy of Bangladesh," KASBIT Business Journals (KBJ), Khadim Ali Shah Bukhari Institute of Technology (KASBIT), vol. 4, pages 32-47, December.
  • Mohajan, Haradhan, 2011. "The NNP and Sustainability in Open Economy: Highlights on Recent World Economy and on Open Economy of Bangladesh," MPRA Paper 50673, University Library of Munich, Germany, revised 17 May 2011.
• Faik Bilgili, 2016. "City Price Convergence in Turkey with Structural Breaks," International Journal of Economics and Financial Issues, Econjournals, vol. 6(3), pages 933-941.
  • Bilgili, Faik, 2011. "City price convergence in Turkey with structural breaks," MPRA Paper 54295, University Library of Munich, Germany.
• Kasai Ndahiriwe & Ruthira Naraidoo, 2011. "The Opportunistic approach to monetary policy and financial markets," Working Papers 201103, University of Pretoria, Department of Economics.
• Gupta, Rangan & Modise, Mampho P., 2013. "Macroeconomic Variables and South African Stock Return Predictability," Economic Modelling, Elsevier, vol. 30(C), pages 612-622.
  • Rangan Gupta & Mampho P. Modise, 2011. "Macroeconomic Variables and South African Stock Return Predictability," Working Papers 201107, University of Pretoria, Department of Economics.
• Mirriam Chitalu Chama-Chiliba & Rangan Gupta & Nonophile Nkambule & Naomi Tlotlego, 2011. "Forecasting Key Macroeconomic Variables of the South African Economy Using Bayesian Variable Selection," Working Papers 201132, University of Pretoria, Department of Economics.
• Jacek Osiewalski, 2011. "Bayesian Variations on the Frisch and Waugh Theme," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 3(1), pages 39-47, March.
• Paweł Strawiński, 2011. "Dynamic Caliper Matching," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 3(2), pages 97-110, June.
  • Paweł Strawiński, 2011. "Dynamic caliper matching," Working Papers 2011-25, Faculty of Economic Sciences, University of Warsaw.
• Luis F. Martins, 2011. "Moment conditions model averaging with an application to a forward-looking monetary policy reaction function," Working Papers w201116, Banco de Portugal, Economics and Research Department.
• Paulo M.M. Rodrigues & Nazarii Salish, 2011. "Modeling and Forecasting Interval Time Series with Threshold Models: An Application to S&P500 Index Returns," Working Papers w201128, Banco de Portugal, Economics and Research Department.
• Bårdsen Gunnar & Hurn Stanley & McHugh Zöe, 2012. "Asymmetric Unemployment Rate Dynamics in Australia," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 16(1), pages 1-22, January.
  • Gunnar Bårdsen & Stan Hurn & Zoë McHugh, 2010. "Asymmetric unemployment rate dynamics in Australia," Working Paper Series 10810, Department of Economics, Norwegian University of Science and Technology.
  • Gunnar Bardsen & Stan Hurn & Zoe McHugh, 2011. "Asymmetric unemployment rate dynamics in Australia," NCER Working Paper Series 71, National Centre for Econometric Research.
  • Gunnar Bårdsen & Stan Hurn & Zoë McHugh, 2010. "Asymmetric unemployment rate dynamics in Australia," CREATES Research Papers 2010-02, Department of Economics and Business Economics, Aarhus University.
• Martin, Christopher & Milas, Costas, 2013. "Financial crises and monetary policy: Evidence from the UK," Journal of Financial Stability, Elsevier, vol. 9(4), pages 654-661.
  • Christopher Martin & Costas Milas, 2011. "Financial Crises and Monetary Policy: Evidence from the UK," Working Paper series 14_11, Rimini Centre for Economic Analysis.
• Korobilis, Dimitris, 2013. "Hierarchical shrinkage priors for dynamic regressions with many predictors," International Journal of Forecasting, Elsevier, vol. 29(1), pages 43-59.
  • Korobilis, Dimitris, 2011. "Hierarchical shrinkage priors for dynamic regressions with many predictors," MPRA Paper 30380, University Library of Munich, Germany.
  • Dimitris Korobilis, 2011. "Hierarchical Shrinkage Priors for Dynamic Regressions with Many Predictors," Working Paper series 21_11, Rimini Centre for Economic Analysis.
  • KOROBILIS, Dimitris, 2011. "Hierarchical shrinkage priors for dynamic regressions with many predictors," LIDAM Discussion Papers CORE 2011021, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• Wolfgang Polasek, 2012. "MCMC Estimation of Extended Hodrick-Prescott (HP) Filtering Models," DANUBE: Law and Economics Review, European Association Comenius - EACO, issue 1, pages 25-52, March.
  • Wolfgang Polasek, 2011. "MCMC Estimation of Extended Hodrick-Prescott (HP) Filtering Models," Working Paper series 25_11, Rimini Centre for Economic Analysis.
• 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.
  • 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).
  • 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.
  • BELMONTE, Miguel A.G. & KOOP, Gary & KOROBILIS, Dimitris, 2011. "Hierarchical shrinkage in time-varying parameter models," LIDAM Discussion Papers CORE 2011036, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • 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, Belmonte & Gary, Koop & Dimitris, Korobilis, 2011. "Hierarchical shrinkage in time-varying parameter models," MPRA Paper 31827, University Library of Munich, Germany.
• Jochmann Markus & Koop Gary, 2015. "Regime-switching cointegration," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 19(1), pages 35-48, February.
  • Markus Jochmann & Gary Koop, 2011. "Regime-Switching Cointegration," Working Papers 1125, University of Strathclyde Business School, Department of Economics.
  • Markus Jochmann & Gary Koop, 2011. "Regime-Switching Cointegration," Working Paper series 40_11, Rimini Centre for Economic Analysis.
  • Jochmann, Markus & Koop, Gary, 2011. "Regime-Switching Cointegration," SIRE Discussion Papers 2011-36, Scottish Institute for Research in Economics (SIRE).
  • Jochmann, Markus & Koop, Gary, 2011. "Regime-Switching Cointegration," SIRE Discussion Papers 2011-60, Scottish Institute for Research in Economics (SIRE).
• Polasek, Wolfgang, 2011. "The Extended Hodrick-Prescott (HP) Filter for Spatial Regression Smoothing," Economics Series 275, Institute for Advanced Studies.
  • Wolfgang Polasek, 2011. "The Extended Hodrick-Prescott (HP) Filter for Spatial Regression Smoothing," Working Paper series 45_11, Rimini Centre for Economic Analysis.
• Polasek, Wolfgang, 2011. "The Hodrick-Prescott (HP) Filter as a Bayesian Regression Model," Economics Series 277, Institute for Advanced Studies.
  • Wolfgang Polasek, 2011. "The Hodrick-Prescott (HP) Filter as a Bayesian Regression Model," Working Paper series 46_11, Rimini Centre for Economic Analysis, revised Jan 2012.
• Fossati, Sebastian, 2012. "Covariate unit root tests with good size and power," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3070-3079.
  • Fossati, Sebastian, 2011. "Covariate Unit Root Tests with Good Size and Power," Working Papers 2011-4, University of Alberta, Department of Economics.
• Svetunkov, Ivan, 2011. "New coefficients of econometrics models quality estimation," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 24(4), pages 85-99.
• Korkmaz, Turhan & Bostanci, Ahmet, 2011. "The Comparison of Volatility Forecasting Models in VaR Calculations and Backtesting according to Basel II: An Application on ISE 100 Index," Business and Economics Research Journal, Uludag University, Faculty of Economics and Administrative Sciences, vol. 2(3), pages 1-1, July.
• Karathanassis, G.A. & Sogiakas, V.I., 2011. "The EMU Integration Structure and the Spillover Dynamics Towards the IAS Harmonization," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 26, pages 433-462.
• Cadenas Santiago, Gonzalo & Sanchis Arellano, Alicia, 2011. "Systemic Risk, an Empirical Approach," Journal of Financial Transformation, Capco Institute, vol. 32, pages 1-17.
• Jacobs, Jr., Michael, 2011. "Empirical Analysis and Trading Strategies for Defaulted Debt Securities with Models for Risk and Investment Management," Journal of Financial Transformation, Capco Institute, vol. 32, pages 59-74.
• Dehnad, Kosrow, 2011. "Behavioral Finance and Technical Analysis," Journal of Financial Transformation, Capco Institute, vol. 32, pages 107-111.
• Acatrinei, Marius Cristian & Caraiani, Petre, 2011. "Modeling and Forecasting the Dynamics in Romanian Stock Market Indices Using Threshold Models," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 42-54, June.
• Corina SERBAN, 2011. "Competition as an Effective Tool in Developing Social Marketing Programs: Driving Behavior Change through Online Activities," Economia. Seria Management, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, vol. 14(2), pages 553-562, December.
• Walter Krämer, 2011. "The Cult of Statistical Significance – What Economists Should and Should Not Do to Make their Data Talk," Schmollers Jahrbuch : Journal of Applied Social Science Studies / Zeitschrift für Wirtschafts- und Sozialwissenschaften, Duncker & Humblot, Berlin, vol. 131(3), pages 455-468.
  • Walter Krämer, 2011. "The cult of statistical significance. What economists should and should not do to make their data talk," RatSWD Working Papers 176, German Data Forum (RatSWD).
• Tobias Kitlinski & Torsten Schmidt, 2011. "The Forecasting Performance of an Estimated Medium Run Model," Ruhr Economic Papers 0301, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen.
• Jacek Leskow & Justyna Mokrzycka & Krzysztof Krawiec, 2011. "Modeling Stock Market Indexes With Copula Functions," "e-Finanse", University of Information Technology and Management, Institute of Financial Research and Analysis, vol. 7(2), pages 1-16, August.
• Firouz Fallahi & Gabriel Rodríguez, 2011. "Persistence of Unemployment in the Canadian Provinces," International Regional Science Review, , vol. 34(4), pages 438-458, October.
  • Firouz Fallahi & Gabriel Rodríguez, 2010. "Persistence of unemployment in the canadian provinces," Documentos de Trabajo / Working Papers 2010-286, Departamento de Economía - Pontificia Universidad Católica del Perú.
• Barrell, Ray & Davis, E. Philip & Karim, Dilruba & Liadze, Iana, 2011. "How Idiosyncratic are Banking Crises in OECD Countries?," National Institute Economic Review, National Institute of Economic and Social Research, vol. 216, pages 53-58, April.
  • Ray Barrell & E. Philip Davis & Dilruba Karim & Iana Liadze, 2011. "How Idiosyncratic Are Banking Crises In Oecd Countries?," National Institute Economic Review, National Institute of Economic and Social Research, vol. 216(1), pages 53-58, April.
• Abbasi, Alireza & Altmann, Jörn & Hossain, Liaquat, 2011. "Identifying the effects of co-authorship networks on the performance of scholars: A correlation and regression analysis of performance measures and social network analysis measures," Journal of Informetrics, Elsevier, vol. 5(4), pages 594-607.
  • Alireza Abbasi & Jorn Altmann & Liaquat Hossain, 2011. "Identifying the Effects of Co-Authorship Networks on the Performance of Scholars: A Correlation and Regression Analysis of Performance Measures and Social Network Analysis Measures," TEMEP Discussion Papers 201176, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), revised Jun 2011.
• An Liu & Henk Folmer & Johan Oud, 2011. "W-based versus latent variables spatial autoregressive models: evidence from Monte Carlo simulations," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 47(3), pages 619-639, December.
• Joachim Frohn, 2011. "Glück, Nachhaltigkeit und Ökonometrie – zur Einbeziehung sozialer Aspekte in makroökonometrische Modelle," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, vol. 4(4), pages 253-267, January.
• Nicolai Bissantz & Verena Steinorth & Daniel Ziggel, 2011. "Stabilität von Diversifikationseffekten im Markowitz-Modell," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, vol. 5(2), pages 145-157, August.
• Matei Demetrescu & Uwe Hassler & Vladimir Kuzin, 2011. "Pitfalls of post-model-selection testing: experimental quantification," Empirical Economics, Springer, vol. 40(2), pages 359-372, April.
• Balázs Égert & Evžen Kočenda, 2011. "Time-varying synchronization of European stock markets," Empirical Economics, Springer, vol. 40(2), pages 393-407, April.
  • Bal??zs ??gert & Ev??en Kocenda, 2007. "Time-Varying Comovements in Developed and Emerging European Stock Markets: Evidence from Intraday Data," William Davidson Institute Working Papers Series wp861, William Davidson Institute at the University of Michigan.
• Håvard Hungnes, 2011. "A demand system for input factors when there are technological changes in production," Empirical Economics, Springer, vol. 40(3), pages 581-600, May.
  • Håvard Hungnes, 2008. "A Demand System for Input Factors when there are Technological Changes in Production," Discussion Papers 556, Statistics Norway, Research Department.
• John Foster, 2011. "Evolutionary macroeconomics: a research agenda," Journal of Evolutionary Economics, Springer, vol. 21(1), pages 5-28, February.
• E. Davis & Dilruba Karim & Iana Liadze, 2011. "Should multivariate early warning systems for banking crises pool across regions?," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 147(4), pages 693-716, November.
• Deepika AGGARWAL & Jasmeet Singh PASRICHA, 2011. "An Empirical Study Of Dividend Policy Models In Indian Context With Special Reference To Engineering Industry," Journal of Applied Research in Finance Bi-Annually, ASERS Publishing, vol. 0(2), pages 136-146, December.
• Rakesh KUMAR & Mohammad TAMIMI, 2011. "Impact Of Crude Oil Price Volatility On World Equity Markets Beharviur," Journal of Applied Research in Finance Bi-Annually, ASERS Publishing, vol. 0(2), pages 236-248, December.
• Michael Jacobs, Jr. & Pinaki Bag, 2011. "What Do We Know About Exposure At Default On Contingent Credit Lines? - A Survey Of The Literature, Empirical Analysis And Models," Journal of Advanced Studies in Finance, ASERS Publishing, vol. 0(1), pages 26-46, June.
• Pål Boug & Ådne Cappelen & Anders R. Swensen, 2011. "The new Keynesian Phillips curve: Does it fit Norwegian data?," Discussion Papers 652, Statistics Norway, Research Department.
• Jochmann Markus & Koop Gary, 2015. "Regime-switching cointegration," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 19(1), pages 35-48, February.
  • Jochmann, Markus & Koop, Gary, 2011. "Regime-Switching Cointegration," SIRE Discussion Papers 2011-60, Scottish Institute for Research in Economics (SIRE).
  • Markus Jochmann & Gary Koop, 2011. "Regime-Switching Cointegration," Working Papers 1125, University of Strathclyde Business School, Department of Economics.
  • Jochmann, Markus & Koop, Gary, 2011. "Regime-Switching Cointegration," SIRE Discussion Papers 2011-36, Scottish Institute for Research in Economics (SIRE).
  • Markus Jochmann & Gary Koop, 2011. "Regime-Switching Cointegration," Working Paper series 40_11, Rimini Centre for Economic Analysis.
• 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.
  • BELMONTE, Miguel A.G. & KOOP, Gary & KOROBILIS, Dimitris, 2011. "Hierarchical shrinkage in time-varying parameter models," LIDAM Discussion Papers CORE 2011036, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • 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).
• Proietti, Tommaso & Lütkepohl, Helmut, 2013. "Does the Box–Cox transformation help in forecasting macroeconomic time series?," International Journal of Forecasting, Elsevier, vol. 29(1), pages 88-99.
  • Tommaso Proietti & Helmut Luetkepohl, 2011. "Does the Box-Cox Transformation Help in Forecasting Macroeconomic Time Series?," Economics Working Papers ECO2011/29, European University Institute.
  • Lütkepohl, Helmut & Proietti, Tommaso, 2011. "Does the Box-Cox transformation help in forecasting macroeconomic time series?," Working Papers 08/2011, University of Sydney Business School, Discipline of Business Analytics.
  • Tommaso, Proietti & Helmut, Luetkepohl, 2011. "Does the Box-Cox transformation help in forecasting macroeconomic time series?," MPRA Paper 32294, University Library of Munich, Germany.
• 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.
• Paul Alagidede & Theodore Panagiotidis & Xu Zhang, 2011. "Why a diversified portfolio should include African assets," Applied Economics Letters, Taylor & Francis Journals, vol. 18(14), pages 1333-1340.
  • Paul Alagidede & Theodore Panagiotidis & Xu Zhang, 2010. "Why a Diversified Portfolio Should Include African Assets," Working Paper series 33_10, Rimini Centre for Economic Analysis.
  • Paul Alagidede & Theodore Panagiotidis & Xu Zhang, 2010. "Why a Diversified Portfolio Should Include African Assets," Koç University-TUSIAD Economic Research Forum Working Papers 1034, Koc University-TUSIAD Economic Research Forum.
  • Alagidede, Paul & Panagiotidis, Theodore & Zhang, Xu, 2010. "Why a diversified portfolio should include African assets," Stirling Economics Discussion Papers 2010-15, University of Stirling, Division of Economics.
• WenShwo Fang & Stephen Miller, 2011. "The lag in effect of inflation targeting and policy evaluation," Applied Economics Letters, Taylor & Francis Journals, vol. 18(14), pages 1371-1375.
  • WenShwo Fang & Stephen M. Miller, 2010. "The Lag in Effect of Inflation Targeting and Policy Evaluation," Working papers 2010-01, University of Connecticut, Department of Economics.
• Jorge Perdomo, 2011. "A methodological proposal to estimate changes of residential property value: case study developed in Bogota," Applied Economics Letters, Taylor & Francis Journals, vol. 18(16), pages 1577-1581.
  • Jorge Andres, Perdomo Calvo & Jorge Andres, Perdomo Calvo, 2011. "A methodological proposal to estimate changes of residential property value: case study developed in Bogota," MPRA Paper 37180, University Library of Munich, Germany.
• Timo Terasvirta & Zhenfang Zhao, 2011. "Stylized facts of return series, robust estimates and three popular models of volatility," Applied Financial Economics, Taylor & Francis Journals, vol. 21(1-2), pages 67-94.
  • Teräsvirta, Timo & Zhao, Zhenfang, 2007. "Stylized Facts of Return Series, Robust Estimates, and Three Popular Models of Volatility," SSE/EFI Working Paper Series in Economics and Finance 662, Stockholm School of Economics, revised 01 Aug 2007.
• Mübariz Hasanov & Tolga Omay, 2011. "The Relationship Between Inflation, Output Growth, and Their Uncertainties: Evidence from Selected CEE Countries," Emerging Markets Finance and Trade, M.E. Sharpe, Inc., vol. 47(0), pages 5-20, July.
  • Mübariz Hasanov & Tolga Omay, 2011. "The Relationship Between Inflation, Output Growth, and Their Uncertainties: Evidence from Selected CEE Countries," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 47(0), pages 5-20, July.
  • Hasanov, Mübariz & Omay, Tolga, 2010. "The relationship between inflation, output growth, and their uncertainties: Evidence from selected CEE countries," MPRA Paper 23764, University Library of Munich, Germany.
  • Mubariz Hasanov & Tolga Omay, 2012. "The Relationship between Inflation, output growth, and their Uncertainties: Evidence from selected CEE countries," Hacettepe University Department of Economics Working Papers 20128, Hacettepe University, Department of Economics.
• Gaglianone, Wagner Piazza & Lima, Luiz Renato & Linton, Oliver & Smith, Daniel R., 2011. "Evaluating Value-at-Risk Models via Quantile Regression," Journal of Business & Economic Statistics, American Statistical Association, vol. 29(1), pages 150-160.
  • Wagner Piazza Gaglianone & Luiz Renato Lima & Oliver Linton & Daniel R. Smith, 2011. "Evaluating Value-at-Risk Models via Quantile Regression," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 29(1), pages 150-160, January.
  • Gaglianone, Wagner Piazza & Linton, Oliver & Lima, Luiz Renato Regis de Oliveira, 2008. "Evaluating Value-at-Risk models via Quantile regressions," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 679, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  • Wagner Piazza Gaglianone & Luiz Renato Lima & Oliver Linton & Daniel Smith, 2010. "Evaluating Value-at-Risk Models via Quantile Regression," NCER Working Paper Series 67, National Centre for Econometric Research.
  • Wagner P. Gaglianone & Luiz Renato Lima & Oliver Linton, 2008. "Evaluating Value-at-Risk Models via Quantile Regressions," Working Papers Series 161, Central Bank of Brazil, Research Department.
  • Gaglianone, Wagner Piazza & Lima, Luiz Renato & Linton, Oliver & Smith, Daniel, 2009. "Evaluating Value-at-Risk models via Quantile Regression," UC3M Working papers. Economics we094625, Universidad Carlos III de Madrid. Departamento de Economía.
• Todorov, Viktor & Tauchen, George, 2011. "Volatility Jumps," Journal of Business & Economic Statistics, American Statistical Association, vol. 29(3), pages 356-371.
  • Viktor Todorov & George Tauchen, 2011. "Volatility Jumps," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 29(3), pages 356-371, July.
  • Viktor Todorov & George Tauchen, 2010. "Volatility Jumps," Working Papers 10-09, Duke University, Department of Economics.
• Wegmann, Bertil & Villani, Mattias, 2011. "Bayesian Inference in Structural Second-Price Common Value Auctions," Journal of Business & Economic Statistics, American Statistical Association, vol. 29(3), pages 382-396.
  • Bertil Wegmann & Mattias Villani, 2011. "Bayesian Inference in Structural Second-Price Common Value Auctions," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 29(3), pages 382-396, July.
  • Wegmann , Bertil & Villani, Mattias, 2010. "Bayesian Inference in Structural Second-Price common Value Auctions," Working Paper Series 242, Sveriges Riksbank (Central Bank of Sweden).
• Andrew Patton & Allan Timmermann, 2012. "Forecast Rationality Tests Based on Multi-Horizon Bounds," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(1), pages 1-17.
  • Andrew J. Patton & Allan Timmermann, 2011. "Forecast Rationality Tests Based on Multi-Horizon Bounds," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(1), pages 1-17, June.
  • Timmermann, Allan & Patton, Andrew, 2011. "Forecast Rationality Tests Based on Multi-Horizon Bounds," CEPR Discussion Papers 8194, C.E.P.R. Discussion Papers.
• Pascal Lavergne & Valentin Patilea, 2011. "One for All and All for One: Regression Checks With Many Regressors," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(1), pages 41-52, January.
  • Pascal Lavergne & Valentin Patilea, 2007. "One for All and All for One : Regression Checks with Many Regressors"," Working Papers 2007-12, Center for Research in Economics and Statistics.
  • Lavergne, Pascal & Patilea, Valentin, 2011. "One for all and all for one: regression checks with many regressors," MPRA Paper 35779, University Library of Munich, Germany.
  • Pascal Lavergne & Valentin Patilea, 2008. "One for All and All for One:Regression Checks With Many Regressors," Discussion Papers dp08-06, Department of Economics, Simon Fraser University.
• Tchatoka, Firmin Doko, 2015. "Subset Hypotheses Testing And Instrument Exclusion In The Linear Iv Regression," Econometric Theory, Cambridge University Press, vol. 31(6), pages 1192-1228, December.
  • Doko Tchatoka, Firmin, 2010. "Subset hypotheses testing and instrument exclusion in the linear IV regression," MPRA Paper 29611, University Library of Munich, Germany, revised 02 Feb 2012.
  • Firmin Doko Tchatoka, 2011. "Subset hypotheses testing and instrument exclusion in the linear IV regression," Working Papers 10668, University of Tasmania, Tasmanian School of Business and Economics.
• Mahir Binici & Yin-Wong Cheung, 2011. "Exchange Rate Equations Based on Interest Rate Rules : In-Sample and Out-of-Sample Performance (Faiz Kurallarina Dayali Doviz Kuru Denklemleri : Orneklem Ici ve Disi Performans)," Working Papers 1114, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
• Mahir Binici & Yin-Wong Cheung, 2011. "Exchange Rate Dynamics Under Alternative Optimal Interest Rate Rules," Working Papers 362011, Hong Kong Institute for Monetary Research.
  • Mahir Binici & Yin-Wong Cheung, 2011. "Exchange Rate Dynamics under Alternative Optimal Interest Rate Rules," Working Papers 1116, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
  • Mahir Binici & Yin-Wong Cheung, 2011. "Exchange Rate Dynamics under Alternative Optimal Interest Rate Rules," CESifo Working Paper Series 3577, CESifo.
• Efe Çağlar Çağli & Pinar Evrim Mandaci & Pinar Hakan Kahyaoğlu, 2011. "Volatility Shifts and Persistence in Variance: Evidence from the Sector Indices of Istanbul Stock Exchange," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, vol. 4(3), pages 119-140, December.
• Buck, Andrew J. & Lady, George M., 2012. "Structural sign patterns and reduced form restrictions," Economic Modelling, Elsevier, vol. 29(2), pages 462-470.
  • Andrew J. Buck & George M. Lady, 2011. "Structural Sign Patterns and Reduced Form Restrictions," DETU Working Papers 1102, Department of Economics, Temple University.
• Lady, George M. & Buck, Andrew J., 2011. "Structural models, information and inherited restrictions," Economic Modelling, Elsevier, vol. 28(6), pages 2820-2831.
  • Andrew J. Buck & George M. Lady, 2011. "Structural Models, Information and Inherited Restrictions," DETU Working Papers 1103, Department of Economics, Temple University.
• Cem Cakmakli & Richard Paap & Dick J.C. van Dijk, 2011. "Modeling and Estimation of Synchronization in Multistate Markov-Switching Models," Tinbergen Institute Discussion Papers 11-002/4, Tinbergen Institute.
• Rodney W. Strachan & Herman K. van Dijk, 2014. "Divergent Priors and Well Behaved Bayes Factors," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 6(1), pages 1-31, March.
  • Rodney W. Strachan & Herman K. van Dijk, 2011. "Divergent Priors and well Behaved Bayes Factors," Tinbergen Institute Discussion Papers 11-006/4, Tinbergen Institute.
• Ardia, David & Lennart, Hoogerheide & Nienke, Corré, 2011. "Stock index returns’ density prediction using GARCH models: Frequentist or Bayesian estimation?," MPRA Paper 28259, University Library of Munich, Germany.
  • Lennart F. Hoogerheide & David Ardia & Nienke Corre, 2011. "Stock Index Returns' Density Prediction using GARCH Models: Frequentist or Bayesian Estimation?," Tinbergen Institute Discussion Papers 11-020/4, Tinbergen Institute.
• Marcin Wojtowicz, 2011. "CDOs and the Financial Crisis: Credit Ratings and Fair Premia," Tinbergen Institute Discussion Papers 11-022/2/DSF 8, Tinbergen Institute.
• Gautier, Pieter A. & van Vuuren, Aico, 2011. "A Flexible Test for Present Bias and Time Preferences Using Land-Lease Contracts," IZA Discussion Papers 5821, Institute of Labor Economics (IZA).
  • Pieter A. Gautier & Aico van Vuuren, 2011. "A Flexible Test for Present Bias and Time Preferences using Land-Lease Contracts," Tinbergen Institute Discussion Papers 11-087/3, Tinbergen Institute.
  • Gautier, Pieter & van Vuuren, Aico, 2011. "A Flexible Test for Present Bias and Time Preferences using Land-Lease Contracts," CEPR Discussion Papers 8512, C.E.P.R. Discussion Papers.
  • Pieter A. Gautier & Aico Van Vuuren, 2011. "A Flexible Test for Present Bias and Time Preferences Using Land-Lease Contracts," CESifo Working Paper Series 3549, CESifo.
• Lennart F. Hoogerheide & Francesco Ravazzolo & Herman K. van Dijk, 2011. "Backtesting Value-at-Risk using Forecasts for Multiple Horizons, a Comment on the Forecast Rationality Tests of A.J. Patton and A. Timmermann," Tinbergen Institute Discussion Papers 11-131/4, Tinbergen Institute.
• Çakmaklı, Cem & Paap, Richard & van Dijk, Dick, 2013. "Measuring and predicting heterogeneous recessions," Journal of Economic Dynamics and Control, Elsevier, vol. 37(11), pages 2195-2216.
  • Cem Cakmakli & Richard Paap & Dick van Dijk, 2011. "Measuring and Predicting Heterogeneous Recessions," Tinbergen Institute Discussion Papers 11-154/4, Tinbergen Institute, revised 15 Nov 2011.
  • Cem Cakmakli & Richard Paap & Dick van Dijk, 2012. "Measuring and Predicting Heterogeneous Recessions," Koç University-TUSIAD Economic Research Forum Working Papers 1206, Koc University-TUSIAD Economic Research Forum.
• Frank A.G. den Butter & Harro B.J.B. Maas, 2011. "From Expert Judgment to Model based Monetary Analysis: The Case of the Dutch Central Bank in the Postwar Period," Tinbergen Institute Discussion Papers 11-161/3, Tinbergen Institute.
• Giuseppe De Luca & Jan R. Magnus, 2011. "Bayesian model averaging and weighted-average least squares: Equivariance, stability, and numerical issues," Stata Journal, StataCorp LLC, vol. 11(4), pages 518-544, December.
  • De Luca, G. & Magnus, J.R., 2011. "Bayesian Model Averaging and Weighted Average Least Squares : Equivariance, Stability, and Numerical Issues," Other publications TiSEM 3aa66f2e-55c5-4ddb-8acf-7, Tilburg University, School of Economics and Management.
  • De Luca, G. & Magnus, J.R., 2011. "Bayesian Model Averaging and Weighted Average Least Squares : Equivariance, Stability, and Numerical Issues," Discussion Paper 2011-082, Tilburg University, Center for Economic Research.
• Einmahl, J.H.J. & Magnus, J.R. & Kumar, K., 2011. "On the Choice of Prior in Bayesian Model Averaging," Other publications TiSEM 3ca603c9-5336-4ecb-9521-6, Tilburg University, School of Economics and Management.
  • Einmahl, J.H.J. & Magnus, J.R. & Kumar, K., 2011. "On the Choice of Prior in Bayesian Model Averaging," Discussion Paper 2011-003, Tilburg University, Center for Economic Research.
• Karen Poghosyan & Jan R. Magnus, 2012. "WALS Estimation and Forecasting in Factor-based Dynamic Models with an Application to Armenia," International Econometric Review (IER), Econometric Research Association, vol. 4(1), pages 40-58, April.
  • Poghosyan, K. & Magnus, J.R., 2011. "WALS estimation and forecasting in factor-based dynamic models with an application to Armenia," Other publications TiSEM 419d588e-7827-4cdd-b989-4, Tilburg University, School of Economics and Management.
  • Poghosyan, K. & Magnus, J.R., 2011. "WALS estimation and forecasting in factor-based dynamic models with an application to Armenia," Discussion Paper 2011-054, Tilburg University, Center for Economic Research.
• Poghosyan, Karen & Boldea, Otilia, 2013. "Structural versus matching estimation: Transmission mechanisms in Armenia," Economic Modelling, Elsevier, vol. 30(C), pages 136-148.
  • Poghosyan, K. & Boldea, O., 2011. "Structural versus Matching Estimation : Transmission Mechanisms in Armenia," Other publications TiSEM cbb75e20-8475-4f79-ba65-d, Tilburg University, School of Economics and Management.
  • Poghosyan, K. & Boldea, O., 2011. "Structural versus Matching Estimation : Transmission Mechanisms in Armenia," Discussion Paper 2011-104, Tilburg University, Center for Economic Research.
• Giuseppe De Luca & Jan R. Magnus, 2011. "Bayesian model averaging and weighted-average least squares: Equivariance, stability, and numerical issues," Stata Journal, StataCorp LLC, vol. 11(4), pages 518-544, December.
  • De Luca, G. & Magnus, J.R., 2011. "Bayesian Model Averaging and Weighted Average Least Squares : Equivariance, Stability, and Numerical Issues," Discussion Paper 2011-082, Tilburg University, Center for Economic Research.
  • De Luca, G. & Magnus, J.R., 2011. "Bayesian Model Averaging and Weighted Average Least Squares : Equivariance, Stability, and Numerical Issues," Other publications TiSEM 3aa66f2e-55c5-4ddb-8acf-7, Tilburg University, School of Economics and Management.
• Karen Poghosyan & Jan R. Magnus, 2012. "WALS Estimation and Forecasting in Factor-based Dynamic Models with an Application to Armenia," International Econometric Review (IER), Econometric Research Association, vol. 4(1), pages 40-58, April.
  • Poghosyan, K. & Magnus, J.R., 2011. "WALS estimation and forecasting in factor-based dynamic models with an application to Armenia," Discussion Paper 2011-054, Tilburg University, Center for Economic Research.
  • Poghosyan, K. & Magnus, J.R., 2011. "WALS estimation and forecasting in factor-based dynamic models with an application to Armenia," Other publications TiSEM 419d588e-7827-4cdd-b989-4, Tilburg University, School of Economics and Management.
• Poghosyan, Karen & Boldea, Otilia, 2013. "Structural versus matching estimation: Transmission mechanisms in Armenia," Economic Modelling, Elsevier, vol. 30(C), pages 136-148.
  • Poghosyan, K. & Boldea, O., 2011. "Structural versus Matching Estimation : Transmission Mechanisms in Armenia," Discussion Paper 2011-104, Tilburg University, Center for Economic Research.
  • Poghosyan, K. & Boldea, O., 2011. "Structural versus Matching Estimation : Transmission Mechanisms in Armenia," Other publications TiSEM cbb75e20-8475-4f79-ba65-d, Tilburg University, School of Economics and Management.
• Marco Bee & Massimo Riccaboni & Stefano Schiavo, 2011. "Pareto versus lognormal: a maximum entropy test," Department of Economics Working Papers 1102, Department of Economics, University of Trento, Italia.
• Henrik Andersson & James Hammitt & Gunnar Lindberg & Kristian Sundström, 2013. "Willingness to Pay and Sensitivity to Time Framing: A Theoretical Analysis and an Application on Car Safety," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 56(3), pages 437-456, November.
  • Andersson, Henrik & Hammitt, James & Lindberg, Gunnar & Sundström, Kristian, 2011. "Willingness to Pay and Sensitivity to Time Framing: A Theoretical Analysis and an Application on Car Safety," LERNA Working Papers 11.20.354, LERNA, University of Toulouse.
  • Andersson, Henrik & Hammitt, James K. & Lindberg, Gunnar & Sundström, Kristian, 2011. "Willingness to Pay and Sensitivity to Time Framing: A Theoretical Analysis and an Application on Car Safety," TSE Working Papers 11-271, Toulouse School of Economics (TSE).
• Giuseppe De Luca & Jan R. Magnus, 2011. "Bayesian model averaging and weighted-average least squares: Equivariance, stability, and numerical issues," Stata Journal, StataCorp LLC, vol. 11(4), pages 518-544, December.
  • De Luca, G. & Magnus, J.R., 2011. "Bayesian Model Averaging and Weighted Average Least Squares : Equivariance, Stability, and Numerical Issues," Discussion Paper 2011-082, Tilburg University, Center for Economic Research.
  • De Luca, G. & Magnus, J.R., 2011. "Bayesian Model Averaging and Weighted Average Least Squares : Equivariance, Stability, and Numerical Issues," Other publications TiSEM 3aa66f2e-55c5-4ddb-8acf-7, Tilburg University, School of Economics and Management.
• Liam Delaney & Alan Fernihough & James Smith, 2013. "Exporting Poor Health: The Irish in England," Demography, Springer;Population Association of America (PAA), vol. 50(6), pages 2013-2035, December.
  • Liam Delaney & Alan Fernihough & James P. Smith, 2011. "Exporting Poor Health The Irish in England," Working Papers WR-863, RAND Corporation.
  • Liam Delaney & Alan Fernihough & James P. Smith, 2011. "Exporting Poor Health: The Irish in England," Working Papers 201114 Keywords : healthy, Geary Institute, University College Dublin.
  • Delaney, Liam & Fernihough, Alan & Smith, James P., 2011. "Exporting Poor Health: The Irish in England," IZA Discussion Papers 5852, Institute of Labor Economics (IZA).
• 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.
• Franses, Ph.H.B.F. & McAleer, M.J. & Legerstee, R., 2010. "Evaluating Macroeconomic Forecast: A Review of Some Recent Developments," Econometric Institute Research Papers EI 2010-19, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Philip Hans Franses & Michael McAleer & Rianne Legerstee:, 2011. "Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments," Documentos de Trabajo del ICAE 2011-11, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Philip Hans Franses & Michael McAleer & Rianne Legerstee, 2011. "Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments," KIER Working Papers 771, Kyoto University, Institute of Economic Research.
  • Philip Hans Franses & Michael McAleer & Rianne Legerstee, 2010. "Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments," Working Papers in Economics 10/09, University of Canterbury, Department of Economics and Finance.
  • Philip Hans Franses & Michael McAleer & Rianne Legerstee, 2010. "Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments," CIRJE F-Series CIRJE-F-729, CIRJE, Faculty of Economics, University of Tokyo.
• Massimiliano Caporin & Michael McAleer, 2011. "Ranking Multivariate GARCH Models by Problem Dimension: An Empirical Evaluation," Working Papers in Economics 11/23, University of Canterbury, Department of Economics and Finance.
  • Massimiliano Caporin & Michael McAleer, 2011. "Ranking Multivariate GARCH Models by Problem Dimension: An Empirical Evaluation," Documentos de Trabajo del ICAE 2011-20, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Caporin, M. & McAleer, M.J., 2011. "Ranking Multivariate GARCH Models by Problem Dimension: An Empirical Evaluation," Econometric Institute Research Papers EI 2011-18, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Michael McAleer & Massimiliano Caporin, 2011. "Ranking Multivariate GARCH Models by Problem Dimension:An Empirical Evaluation," KIER Working Papers 778, Kyoto University, Institute of Economic Research.
• Bargain, Olivier B. & Orsini, Kristian & Peichl, Andreas, 2011. "Labor Supply Elasticities in Europe and the US," IZA Discussion Papers 5820, Institute of Labor Economics (IZA).
  • Olivier Bargain & Kristian Orsini & Andreas Peichl, 2011. "Labor Supply Elasticities in Europe and the US," Working Papers 201114, School of Economics, University College Dublin.
  • Peichl, Andreas & Bargain, Olivier & Orsini, Kristian, 2011. "Labor supply elasticities in Europe and the US," EUROMOD Working Papers EM1/11, EUROMOD at the Institute for Social and Economic Research.
• Eicher, Theo S. & Helfman, Lindy & Lenkoski, Alex, 2012. "Robust FDI determinants: Bayesian Model Averaging in the presence of selection bias," Journal of Macroeconomics, Elsevier, vol. 34(3), pages 637-651.
  • Theo S Eicher & Lindy Helfman & Alex Lenkoski, 2011. "Robust FDI Determinants: Bayesian Model Averaging In The Presence Of Selection Bias," Working Papers UWEC-2011-07-FC, University of Washington, Department of Economics.
• Aloysius Deno Hervino, 2011. "Avoiding risk in working capital credit distribution in Indonesia," Economic Journal of Emerging Markets, Universitas Islam Indonesia, vol. 3(2), pages 199-210, April.
• Aloysius Deno Hervino, 2011. "Avoiding Risk In Working Capital Credit Distribution In Indonesia," Economic Journal of Emerging Markets, Universitas Islam Indonesia, vol. 3(2), pages 199-210.
• Evren Caglar & Jagjit S. Chadha & Katsuyuki Shibayama, 2011. "Bayesian Estimation of DSGE models: Is the Workhorse Model Identified?," Studies in Economics 1125, School of Economics, University of Kent.
  • Evren Caglar & Jagjit S. Chadha & Katsuyuki Shibayama, 2012. "Bayesian Estimation of DSGE Models: Is the Workhorse Model Identified?," Koç University-TUSIAD Economic Research Forum Working Papers 1205, Koc University-TUSIAD Economic Research Forum.
• Audrino, Francesco, 2014. "Forecasting correlations during the late-2000s financial crisis: The short-run component, the long-run component, and structural breaks," Computational Statistics & Data Analysis, Elsevier, vol. 76(C), pages 43-60.
  • Audrino, Francesco, 2011. "Forecasting correlations during the late-2000s financial crisis: short-run component, long-run component, and structural breaks," Economics Working Paper Series 1112, University of St. Gallen, School of Economics and Political Science.
• Maria PASCU-NEDELCU, 2011. "Estimation of the Cost of Equity by Considering the Interdependences between Capital Markets," The Valuation Journal, The National Association of Authorized Romanian Valuers, vol. 6(2), pages 76-99.
• Andrea Vaona, 2014. "A panel data approach to price–value correlations," Empirical Economics, Springer, vol. 47(1), pages 21-34, August.
  • Andrea Vaona, 2011. "A panel data approach to price-value correlations," Working Papers 14/2011, University of Verona, Department of Economics.
• David E. Giles, 2011. "Interpreting Dummy Variables in Semi-logarithmic Regression Models: Exact Distributional Results," Econometrics Working Papers 1101, Department of Economics, University of Victoria.
• Paweł Strawiński, 2011. "Dynamic Caliper Matching," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 3(2), pages 97-110, June.
  • Paweł Strawiński, 2011. "Dynamic caliper matching," Working Papers 2011-25, Faculty of Economic Sciences, University of Warsaw.
• 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.
  • Marcello Pagnini & Valter Di Giacinto & Giacinto Micucci & Matteo Gomellini, 2011. "Mapping Local Productivity Advantages In Italy: Industrial Districts, Cities Or Both?," ERSA conference papers ersa11p1806, European Regional Science Association.
  • Valter Di Giacinto & Matteo Gomellini & Giacinto Micucci & Marcello Pagnini, 2012. "Mapping local productivity advantages in Italy: industrial districts, cities or both?," Temi di discussione (Economic working papers) 850, Bank of Italy, Economic Research and International Relations Area.
• Luca Fanelli & Giulio Palomba, 2011. "Simulation‐based tests of forward‐looking models under VAR learning dynamics," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 26(5), pages 762-782, August.
  • Luca FANELLI & Giulio PALOMBA, 2007. "Simulation-Based Tests of Forward-Looking Models Under VAR Learning Dynamics," Working Papers 298, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
• Mateusz Mysliwski, 2011. "A microeconometric analysis of album sales success in the Polish music market," Working Papers 54, Department of Applied Econometrics, Warsaw School of Economics.
• George Tauchen, 2011. "Stochastic Volatility in General Equilibrium," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 1(04), pages 707-731.
• Soshichi Kinoshita (ed.), 2011. "Econometric Modeling of Japan and Asia-Pacific Economies," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 8276, February.
• Li Donni, P & Peragine, V & Pignataro G, 2011. "Measuring equity in health: a normative decomposition," Health, Econometrics and Data Group (HEDG) Working Papers 11/06, HEDG, c/o Department of Economics, University of York.
• Malte Knüppel, 2015. "Evaluating the Calibration of Multi-Step-Ahead Density Forecasts Using Raw Moments," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 33(2), pages 270-281, April.
  • Knüppel, Malte, 2011. "Evaluating the calibration of multi-step-ahead density forecasts using raw moments," Discussion Paper Series 1: Economic Studies 2011,32, Deutsche Bundesbank.
• Förstemann, Till, 2011. "Improvements in rating models for the German corporate sector," Discussion Paper Series 2: Banking and Financial Studies 2011,11, Deutsche Bundesbank.
• Franke, Reiner & Jang, Tae-Seok & Sacht, Stephen, 2011. "Moment matching versus Bayesian estimation: Backward-looking behaviour in the new-Keynesian three-equations model," Economics Working Papers 2011-10, Christian-Albrechts-University of Kiel, Department of Economics.
• Christian Dreger & J¨¹rgen Wolters, 2011. "Liquidity and Asset Prices: How Strong are the Linkages?," Review of Economics & Finance, Better Advances Press, Canada, vol. 1, pages 43-52, February.
  • Dreger, Christian & Wolters, Jürgen, 2011. "Liquidity and Asset Prices: How Strong Are the Linkages?," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 1, pages 43-52.
  • Christian Dreger & Jürgen Wolters, 2009. "Liquidity and Asset Prices: How Strong Are the Linkages?," Discussion Papers of DIW Berlin 860, DIW Berlin, German Institute for Economic Research.
  • Christian Dreger & Jürgen Wolters, 2009. "Liquidity and Asset Prices: How Strong Are the Linkages?," Working Paper / FINESS 7.4A, DIW Berlin, German Institute for Economic Research.
• Christian Dreger & Jürgen Wolters, 2011. "Money and Inflation in the Euro Area during the Financial Crisis," Discussion Papers of DIW Berlin 1131, DIW Berlin, German Institute for Economic Research.
  • Dreger, Christian & Wolters, Jürgen, 2011. "Money and inflation in the euro area during the financial crisis," Discussion Papers 300, European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics.
• Hewicker, Harald & Cremers, Heinz, 2011. "Modellierung von Zinsstrukturkurven," Frankfurt School - Working Paper Series 165, Frankfurt School of Finance and Management.
• Kitlinski, Tobias & Schmidt, Torsten, 2011. "The Forecasting Performance of an Estimated Medium Run Model," Ruhr Economic Papers 301, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
• Mehrhoff, Jens & Eiglsperger, Martin & Haine, Wim, 2011. "Seasonal adjustment and reliability of euro area GDP – Increased uncertainty in times of unusual developments?," VfS Annual Conference 2011 (Frankfurt, Main): The Order of the World Economy - Lessons from the Crisis 48721, Verein für Socialpolitik / German Economic Association.

2010

• Jan Bulla, 2010. "Hidden Markov models with t components. Increased persistence and other aspects," Quantitative Finance, Taylor & Francis Journals, vol. 11(3), pages 459-475.
  • Bulla, Jan, 2009. "Hidden Markov models with t components. Increased persistence and other aspects," MPRA Paper 21830, University Library of Munich, Germany.
• Dungey, Mardi & Jeyasreedharan, Nagaratnam & Li, Tuo, 2010. "Modelling the Time Between Trades in the After-Hours Electronic Equity Futures Market," Working Papers 10451, University of Tasmania, Tasmanian School of Business and Economics, revised 30 May 2012.
• Necati Tekatli, 2010. "A Bayesian Generalized Factor Model with Comparative Analysis (Genellestirilmis Faktor Modellerinin Bayesyen Yaklasimi ve Karsilastirmali Analizi)," Working Papers 1018, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
• Manish Kumar, 2010. "A Time-Varying Parameter Vector Autoregression Model for Forecasting Emerging Market Exchange Rates," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, vol. 3(2), pages 21-39, December.
• Aysit Tansel & Pinar Yasar, 2010. "Macroeconomic impact of remittances on output growth: Evidence from Turkey," Migration Letters, Transnational Press London, UK, vol. 7(2), pages 132-143, October.
  • Aysit Tansel & Pinar Yasar, 2010. "Macroeconomic Impact of Remittances on Output Growth: Evidence from Turkey," ERC Working Papers 1002, ERC - Economic Research Center, Middle East Technical University, revised Jun 2010.
  • Aysit Tansel & Pinar Yasar, 2010. "Macroeconomic Impact of Remittances on Output Growth: Evidence From Turkey," Working Papers 2010/12, Turkish Economic Association.
  • Tansel, Aysit & Ya?ar, P?nar, 2010. "Macroeconomic Impact of Remittances on Output Growth: Evidence from Turkey," IZA Discussion Papers 5376, Institute of Labor Economics (IZA).
  • Aysit Tansel & Pinar Yasar, 2011. "Macroeconomic Impact of Remittances on Output Growth: Evidence from Turkey," Working Papers 586, Economic Research Forum, revised 05 Jan 2011.
• Andrew J. Buck & George M. Lady, 2010. "Qualitative Matrices and Information," DETU Working Papers 1003, Department of Economics, Temple University.
• Andrew J. Buck & George M. Lady, 2010. "An Expanded Scope For Qualitative Economics," DETU Working Papers 1007, Department of Economics, Temple University.
• Laura Bisio & Andrea Faccini, 2010. "Does Cointegration Matter? An Analysis in a RBC Perspective," Working Papers in Public Economics 133, Department of Economics and Law, Sapienza University of Roma.
  • Bisio Laura & Faccini Andrea, 2010. "Does cointegration matter? An analysis in a RBC perspective," wp.comunite 0066, Department of Communication, University of Teramo.
• 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.
• Rodney W. Strachan & Herman K. van Dijk, 2010. "Evidence on a Real Business Cycle model with Neutral and Investment-Specific Technology Shocks using Bayesian Model Averaging," ANU Working Papers in Economics and Econometrics 2010-522, Australian National University, College of Business and Economics, School of Economics.
  • Rodney W. Strachan & Herman K. van Dijk, 2010. "Evidence on a Real Business Cycle Model with Neutral and Investment-Specific Technology Shocks using Bayesian Model Averaging," Tinbergen Institute Discussion Papers 10-050/4, Tinbergen Institute.
• Ardia, David & Baştürk, Nalan & Hoogerheide, Lennart & van Dijk, Herman K., 2012. "A comparative study of Monte Carlo methods for efficient evaluation of marginal likelihood," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3398-3414.
  • David Ardia & Nalan Basturk & Lennart Hoogerheide & Herman K. van Dijk, 2010. "A Comparative Study of Monte Carlo Methods for Efficient Evaluation of Marginal Likelihood," Tinbergen Institute Discussion Papers 10-059/4, Tinbergen Institute.
• Chaovanapoonphol, Y. & Lim, C. & McAleer, M.J. & Wiboonpongse, A., 2010. "Time Series Modelling of Tourism Demand from the USA, Japan and Malaysia to Thailand," Econometric Institute Research Papers EI 2010-18, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Yaovarate Chaovanapoonphol & Christine Lim & Michael McAleer & Aree Wiboonpongse, 2010. "Time Series Modelling of Tourism Demand from the USA, Japan and Malaysia to Thailand," CIRJE F-Series CIRJE-F-722, CIRJE, Faculty of Economics, University of Tokyo.
  • Yaovarate Chaovanapoonphol & Christine Lim & Michael McAleer & Aree Wiboonpongse, 2010. "Time Series Modelling of Tourism Demand from the USA, Japan and Malaysia to Thailand," Working Papers in Economics 10/05, University of Canterbury, Department of Economics and Finance.
• Franses, Ph.H.B.F. & McAleer, M.J. & Legerstee, R., 2010. "Evaluating Macroeconomic Forecast: A Review of Some Recent Developments," Econometric Institute Research Papers EI 2010-19, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Philip Hans Franses & Michael McAleer & Rianne Legerstee:, 2011. "Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments," Documentos de Trabajo del ICAE 2011-11, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Philip Hans Franses & Michael McAleer & Rianne Legerstee, 2010. "Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments," CIRJE F-Series CIRJE-F-729, CIRJE, Faculty of Economics, University of Tokyo.
  • Philip Hans Franses & Michael McAleer & Rianne Legerstee, 2011. "Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments," KIER Working Papers 771, Kyoto University, Institute of Economic Research.
  • Philip Hans Franses & Michael McAleer & Rianne Legerstee, 2010. "Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments," Working Papers in Economics 10/09, University of Canterbury, Department of Economics and Finance.
• Massimiliano Caporin & Michael McAleer, 2011. "Thresholds, news impact surfaces and dynamic asymmetric multivariate GARCH," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 65(2), pages 125-163, May.
  • Massimiliano Caporin & Michael McAleer, 2008. "Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH," "Marco Fanno" Working Papers 0064, Dipartimento di Scienze Economiche "Marco Fanno".
  • Massimiliano Caporin & Michael McAleer, 2010. "Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH," CIRJE F-Series CIRJE-F-740, CIRJE, Faculty of Economics, University of Tokyo.
  • Michael McAleer & Massimiliano Caporin, 2010. "Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH," Working Papers in Economics 10/32, University of Canterbury, Department of Economics and Finance.
  • Caporin, M. & McAleer, M.J., 2010. "Threshold, news impact surfaces and dynamic asymmetric multivariate GARCH," Econometric Institute Research Papers EI 2010-36, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Massimiliano Caporin & Michael McAleer, 2010. "Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH," Working Papers in Economics 10/73, University of Canterbury, Department of Economics and Finance.
  • Massimiliano Caporin & Michael McAleer, 2009. "Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH," Documentos de Trabajo del ICAE 2009-11, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Massimiliano Caporin & Michael McAleer, 2010. "Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH," CARF F-Series CARF-F-217, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
  • Massimiliano Caporin & Michael McAleer, 2010. "Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH," KIER Working Papers 741, Kyoto University, Institute of Economic Research.
• Massimiliano Caporin & Michael McAleer, 2010. "Ranking Multivariate GARCH Models by Problem Dimension," CARF F-Series CARF-F-219, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
  • Massimiliano Caporin & Michael McAleer, 2010. "Ranking Multivariate GARCH Models by Problem Dimension," CIRJE F-Series CIRJE-F-742, CIRJE, Faculty of Economics, University of Tokyo.
  • Caporin, M. & McAleer, M.J., 2010. "Ranking multivariate GARCH models by problem dimension," Econometric Institute Research Papers EI 2010-34, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Massimiliano Caporin & Michael McAleer, 2010. "Ranking Multivariate GARCH Models by Problem Dimension," "Marco Fanno" Working Papers 0124, Dipartimento di Scienze Economiche "Marco Fanno".
  • Massimiliano Caporin & Michael McAleer, 2010. "Ranking Multivariate GARCH Models by Problem Dimension," Working Papers in Economics 10/34, University of Canterbury, Department of Economics and Finance.
• John M. Maheu & Thomas H. McCurdy & Yong Song, 2012. "Components of Bull and Bear Markets: Bull Corrections and Bear Rallies," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(3), pages 391-403, February.
  • John M Maheu & Thomas H McCurdy & Yong Song, 2010. "Components of bull and bear markets: bull corrections and bear rallies," Working Papers tecipa-402, University of Toronto, Department of Economics.
• Juan Carlos Escanciano & Chuan Goh, 2010. "Specification Analysis of Structural Quantile Regression Models," Working Papers tecipa-415, University of Toronto, Department of Economics.
• Stephen Machin & Sandra McNally & Costas Meghir, 2010. "Resources and Standards in Urban Schools," Journal of Human Capital, University of Chicago Press, vol. 4(4), pages 365-393.
  • Machin, Stephen & McNally, Sandra & Meghir, Costas, 2007. "Resources and Standards in Urban Schools," IZA Discussion Papers 2653, Institute of Labor Economics (IZA).
  • Stephen Machin & Sandra McNally & Costas Meghir, 2007. "Resources and Standards in Urban Schools," CEE Discussion Papers 0076, Centre for the Economics of Education, LSE.
  • Machin, Stephen & McNally, Sandra & Meghir, Costas, 2007. "Resources and standards in urban schools," LSE Research Online Documents on Economics 3650, London School of Economics and Political Science, LSE Library.
• WenShwo Fang & Stephen Miller, 2011. "The lag in effect of inflation targeting and policy evaluation," Applied Economics Letters, Taylor & Francis Journals, vol. 18(14), pages 1371-1375.
  • WenShwo Fang & Stephen M. Miller, 2010. "The Lag in Effect of Inflation Targeting and Policy Evaluation," Working papers 2010-01, University of Connecticut, Department of Economics.
• Catalina Granda-Carvajal, 2010. "The Unofficial Economy and the Business Cycle: A Test for Theories," International Economic Journal, Taylor & Francis Journals, vol. 24(4), pages 573-586.
  • Catalina Granda-Carvajal, 2010. "The Unofficial Economy and the Business Cycle: A Test for Theories," Working papers 2010-17, University of Connecticut, Department of Economics.
• Elena Andreou & Bas J. M. Werker, 2012. "An Alternative Asymptotic Analysis of Residual-Based Statistics," The Review of Economics and Statistics, MIT Press, vol. 94(1), pages 88-99, February.
  • Elena Andreou & Bas J.M. Werker, 2010. "An Alternative Asymptotic Analysis of Residual-Based Statistics," University of Cyprus Working Papers in Economics 08-2010, University of Cyprus Department of Economics.
• Rómulo Chumacero, 2010. "On the Importance of the Arrival of New Information," Estudios de Economia, University of Chile, Department of Economics, vol. 37(2 Year 20), pages 207-215, December.
• Alexandre Petkovic & David Veredas, 2009. "Aggregation of linear models for panel data," Working Papers ECARES 2009-012, ULB -- Universite Libre de Bruxelles.
  • Alexandre Petkovic & David Veredas, 2010. "Aggregation of linear models for panel data," ULB Institutional Repository 2013/136203, ULB -- Universite Libre de Bruxelles.
• Morgan J. Rose, 2010. "Supplementary results for “Geographic Variation in Subprime Loan Features, Foreclosures and Prepayments”," UMBC Economics Department Working Papers 10-119, UMBC Department of Economics.
• Mimako Kobayashi & Klaus Moeltner & Kimberly Rollins, 2010. "Latent Thresholds Analysis of Choice Data with Multiple Bids and Response Options," Working Papers 10-001, University of Nevada, Reno, Department of Economics;University of Nevada, Reno , Department of Resource Economics.
• Angelidis, Timotheos & Benos, Alexandros & Degiannakis, Stavros, 2004. "The Use of GARCH Models in VaR Estimation," MPRA Paper 96332, University Library of Munich, Germany.
  • Timotheos Angelidis & Alexandros Benos & Stavros Degiannakis, 2010. "The Use of GARCH Models in VaR Estimation," Working Papers 0048, University of Peloponnese, Department of Economics.
• Drama Bedi Guy HERVE & Yao SHEN, 2010. "Management Of Stock Price And Its Effect On Economic Growth: Case Study Of West African Financial Markets," Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, vol. 5(3(13)/Fal), pages 231-246.
• David E. Giles, 2010. "Bayesian Estimation of a Possibly Mis-Specified Linear Regression Model," Econometrics Working Papers 1004, Department of Economics, University of Victoria.
• Maciej Jakubowski, 2010. "Latent Variables and Propensity Score Matching," Working Papers 2010-06, Faculty of Economic Sciences, University of Warsaw.
• Packalen, Mikko & Wirjanto, Tony S., 2012. "Inference about clustering and parametric assumptions in covariance matrix estimation," Computational Statistics & Data Analysis, Elsevier, vol. 56(1), pages 1-14, January.
  • Mikko Packalen & Tony Wirjanto, 2010. "Inference about Clustering and Parametric Assumptions in Covariance Matrix Estimation," Working Papers 1012, University of Waterloo, Department of Economics, revised Nov 2010.
• Jan Hanousek & Evžen Kočenda, 2011. "Foreign News and Spillovers in Emerging European Stock Markets," Review of International Economics, Wiley Blackwell, vol. 19(1), pages 170-188, February.
  • Jan Hanousek & Evzen Kocenda, 2009. "Intraday Price Discovery in Emerging European Stock Markets," CERGE-EI Working Papers wp382, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
  • Evzen Kocenda & Jan Hanousek, 2010. "Foreign News and Spillovers in Emerging European Stock Markets," William Davidson Institute Working Papers Series wp983, William Davidson Institute at the University of Michigan.
• Pierre L. Siklos, 2010. "Revisiting the Coyne Affair: a singular event that changed the course of Canadian monetary history," Canadian Journal of Economics, Canadian Economics Association, vol. 43(3), pages 994-1015, August.
  • Pierre L. Siklos, 2010. "Revisiting the Coyne Affair: a singular event that changed the course of Canadian monetary history," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 43(3), pages 994-1015, August.
  • Pierre Siklos, 2008. "Revisiting the Coyne Affair: A Singular Event That Changed the Course of Canadian Monetary History," Working Papers eg0047, Wilfrid Laurier University, Department of Economics, revised 2008.
• L Godfrey & T Yamagata, 2010. "A robust test for error cross-section correlation in panel models," Discussion Papers 10/16, Department of Economics, University of York.
• Leslie G. Godrey, 2010. "Robust Nonnested Testing for Ordinary Least Squares Regression When Some of the Regressors are Lagged Dependent Variables," Discussion Papers 10/22, Department of Economics, University of York.
• Jordà, Òscar & Knüppel, Malte & Marcellino, Massimiliano, 2013. "Empirical simultaneous prediction regions for path-forecasts," International Journal of Forecasting, Elsevier, vol. 29(3), pages 456-468.
  • Marcellino, Massimiliano & Knüppel, Malte & Jordà , Ã’scar, 2010. "Empirical Simultaneous Confidence Regions for Path-Forecasts," CEPR Discussion Papers 7797, C.E.P.R. Discussion Papers.
  • Jordà, Òscar & Knüppel, Malte & Marcellino, Massimiliano, 2010. "Empirical simultaneous confidence regions for path-forecasts," Discussion Paper Series 1: Economic Studies 2010,06, Deutsche Bundesbank.
• Christian Dreger & Jürgen Wolters, 2010. "M3 money demand and excess liquidity in the euro area," Public Choice, Springer, vol. 144(3), pages 459-472, September.
  • Dreger, Christian & Wolters, Jürgen, 2010. "M3 Money Demand and Excess Liquidity in the Euro Area," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 144(3), pages 459-472.
  • Christian Dreger & Jürgen Wolters, 2008. "M3 Money Demand and Excess Liquidity in the Euro Area," Working Paper / FINESS 7.1a, DIW Berlin, German Institute for Economic Research.
  • Christian Dreger & Jürgen Wolters, 2008. "M3 Money Demand and Excess Liquidity in the Euro Area," Discussion Papers of DIW Berlin 795, DIW Berlin, German Institute for Economic Research.
• Lang, Michael & Cremers, Heinz & Hentze, Rainald, 2010. "Ratingmodell zur Quantifizierung des Ausfallrisikos von LBO-Finanzierungen," Frankfurt School - Working Paper Series 136, Frankfurt School of Finance and Management.
• Herzer, Dierk & Morrissey, Oliver, 2010. "The Long-Run Effect of Foreign Aid on Domestic Output," Proceedings of the German Development Economics Conference, Hannover 2010 1, Verein für Socialpolitik, Research Committee Development Economics.
• Dettmann, Eva & Becker, Claudia & Schmeißer, Christian, 2010. "Is there a Superior Distance Function for Matching in Small Samples?," IWH Discussion Papers 3/2010, Halle Institute for Economic Research (IWH).
• Schaumburg, Julia, 2010. "Predicting extreme VaR: Nonparametric quantile regression with refinements from extreme value theory," SFB 649 Discussion Papers 2010-009, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Orth, Walter, 2010. "The predictive accuracy of credit ratings: measurement and statistical inference," Discussion Papers in Econometrics and Statistics 2/10, University of Cologne, Institute of Econometrics and Statistics.
• Klarl, Torben, 2010. "Spatial model selection and spatial knowledge spillovers: a regional view of Germany," ZEW Discussion Papers 10-005, ZEW - Leibniz Centre for European Economic Research.
• Anders Bredahl Kock & Timo Teräsvirta, 2010. "Forecasting with nonlinear time series models," CREATES Research Papers 2010-01, Department of Economics and Business Economics, Aarhus University.
• Bårdsen Gunnar & Hurn Stanley & McHugh Zöe, 2012. "Asymmetric Unemployment Rate Dynamics in Australia," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 16(1), pages 1-22, January.
  • Gunnar Bårdsen & Stan Hurn & Zoë McHugh, 2010. "Asymmetric unemployment rate dynamics in Australia," Working Paper Series 10810, Department of Economics, Norwegian University of Science and Technology.
  • Gunnar Bardsen & Stan Hurn & Zoe McHugh, 2011. "Asymmetric unemployment rate dynamics in Australia," NCER Working Paper Series 71, National Centre for Econometric Research.
  • Gunnar Bårdsen & Stan Hurn & Zoë McHugh, 2010. "Asymmetric unemployment rate dynamics in Australia," CREATES Research Papers 2010-02, Department of Economics and Business Economics, Aarhus University.
• Engsted, Tom & Pedersen, Thomas Q. & Tanggaard, Carsten, 2012. "The Log-Linear Return Approximation, Bubbles, and Predictability," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 47(3), pages 643-665, June.
  • Tom Engsted & Thomas Q. Pedersen & Carsten Tanggaard, 2010. "The log-linear return approximation, bubbles, and predictability," CREATES Research Papers 2010-37, Department of Economics and Business Economics, Aarhus University.
• Christos Ntantamis, 2010. "Detecting Structural Breaks using Hidden Markov Models," CREATES Research Papers 2010-52, Department of Economics and Business Economics, Aarhus University.
• Peter Sandholt Jensen & Allan H. Würtz, 2010. "Estimating the effect of a variable in a high-dimensional regression model," CREATES Research Papers 2010-73, Department of Economics and Business Economics, Aarhus University.
• Peter R. Hansen & Asger Lunde & James M. Nason, 2011. "The Model Confidence Set," Econometrica, Econometric Society, vol. 79(2), pages 453-497, March.
  • Peter R. Hansen & Asger Lunde & James M. Nason, 2010. "The Model Confidence Set," CREATES Research Papers 2010-76, Department of Economics and Business Economics, Aarhus University.
• Kim, Hyeongwoo & Durmaz, Nazif, 2012. "Bias correction and out-of-sample forecast accuracy," International Journal of Forecasting, Elsevier, vol. 28(3), pages 575-586.
  • Kim, Hyeongwoo & Durmaz, Nazif, 2009. "Bias Correction and Out-of-Sample Forecast Accuracy," MPRA Paper 16780, University Library of Munich, Germany.
  • Hyeongwoo Kim & Nazif Durmaz, 2010. "Bias Correction and Out-of-Sample Forecast Accuracy," Auburn Economics Working Paper Series auwp2010-02, Department of Economics, Auburn University.
• Yin Liao & Heather M. Anderson & Farshid Vahid, 2010. "Do Jumps Matter? Forecasting Multivariate Realized Volatility allowing for Common Jumps," Monash Econometrics and Business Statistics Working Papers 11/10, Monash University, Department of Econometrics and Business Statistics.
  • Yin Liao & Heather Anderson & Farshid Vahid, 2010. "Do Jumps Matter? Forecasting Multivariate Realized Volatility Allowing for Common Jumps," ANU Working Papers in Economics and Econometrics 2010-520, Australian National University, College of Business and Economics, School of Economics.
• Rodney W. Strachan & Herman K. van Dijk, 2010. "Evidence on a Real Business Cycle Model with Neutral and Investment-Specific Technology Shocks using Bayesian Model Averaging," Tinbergen Institute Discussion Papers 10-050/4, Tinbergen Institute.
  • Rodney W. Strachan & Herman K. van Dijk, 2010. "Evidence on a Real Business Cycle model with Neutral and Investment-Specific Technology Shocks using Bayesian Model Averaging," ANU Working Papers in Economics and Econometrics 2010-522, Australian National University, College of Business and Economics, School of Economics.
• Parks, Joanna C. & Smith, Aaron D. & Alston, Julian M., 2010. "Quantifying Obesity in Economic Research: How Misleading is the Body Mass Index?," 2010 Annual Meeting, July 25-27, 2010, Denver, Colorado 61841, Agricultural and Applied Economics Association.
• Espinosa-Goded, Maria & Barreiro-Hurlé, Jesús, 2010. "Las preferencias discontinuas en los experimentos de elección: impacto en el cálculo de la prima de los programas agroambientales," Economia Agraria y Recursos Naturales, Spanish Association of Agricultural Economists, vol. 10(01), pages 1-22.
• Rodríguez, Gabriel, 2010. "Using A Forward-Looking Phillips Curve to Estimate the Output Gap in Peru," Review of Applied Economics, Lincoln University, Department of Financial and Business Systems, vol. 6(01-2), pages 1-13, April.
  • Rodríguez, Gabriel, 2009. "Using A Forward-Looking Phillips Curve to Estimate the Output Gap in Peru," Working Papers 2009-010, Banco Central de Reserva del Perú.
• Assoc. Prof. Ph.D Vesna Bucevska, 2010. "Assessing The Future Migration Potential Of The Eu Candidate Countries," Revista Tinerilor Economisti (The Young Economists Journal), University of Craiova, Faculty of Economics and Business Administration, vol. 1(14), pages 131-142, April.
• Oana Gherghinescu, 2010. "Econometric Model For Analysing The Structural Funds Absorption At Regional Level - Sectoral Operational Programme Human Resources Development," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, vol. 2(12), pages 1-5.
• Luca RICCETTI, 2010. "From Moments, Co-Moments and Mean-Variance weights to Copula Portfolio Allocation," Working Papers 351, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
• Rondina, Francesca, 2012. "The role of model uncertainty and learning in the US postwar policy response to oil prices," Journal of Economic Dynamics and Control, Elsevier, vol. 36(7), pages 1009-1041.
  • Francesca Rondina, 2010. "The role of model uncertainty and learning in the U.S. postwar policy response to oil prices," UFAE and IAE Working Papers 834.10, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
  • Francesca Rondina, 2015. "The role of model uncertainty and learning in the U.S. postwar policy response to oil prices," Working Papers 478, Barcelona School of Economics.
• Francesca Rondina, 2010. "Policy evaluation and uncertainty about the effects of oil prices on economic activity," UFAE and IAE Working Papers 855.10, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
  • Francesca Rondina, 2015. "Policy Evaluation and Uncertainty About the Effects of Oil Prices on Economic Activity," Working Papers 522, Barcelona School of Economics.
• Annalisa Di Clemente, 2010. "Advanced approaches for measuring total banking capital," BANCARIA, Bancaria Editrice, vol. 2, pages 68-75, February.
• Dippold, Katrin & Hruschka, Harald, 2010. "Variable Selection for Market Basket Analysis," University of Regensburg Working Papers in Business, Economics and Management Information Systems 443, University of Regensburg, Department of Economics.
• David de Antonio Liedo, 2010. "General Equilibrium Restrictions for Dynamic Factor Models," Working Papers 1012, Banco de España.
• Ivan Faiella, 2010. "The use of survey weights in regression analysis," Temi di discussione (Economic working papers) 739, Bank of Italy, Economic Research and International Relations Area.
• Fabrizio Venditti, 2010. "Down the non-linear road from oil to consumer energy prices: no much asymmetry along the way," Temi di discussione (Economic working papers) 751, Bank of Italy, Economic Research and International Relations Area.
• Antonio Bassanetti & Michele Caivano & Alberto Locarno, 2010. "Modelling Italian potential output and the output gap," Temi di discussione (Economic working papers) 771, Bank of Italy, Economic Research and International Relations Area.
  • Antonio Bassanetti & Michele Caivano & Alberto Locarno, 2013. "Modelling italian potential output and the output gap," Working Papers 7, Department of the Treasury, Ministry of the Economy and of Finance.
• Mirjana Obadovic & Veselin Avdaliovic & Milica Obadovic, 2010. "Serbian Insurance Market – Select Issues," Economic Annals, Faculty of Economics and Business, University of Belgrade, vol. 55(187), pages 109-124, October –.
• Escanciano, J. Carlos & Olmo, Jose, 2010. "Backtesting Parametric Value-at-Risk With Estimation Risk," Journal of Business & Economic Statistics, American Statistical Association, vol. 28(1), pages 36-51.
  • Juan Carlos Escanciano & Jose Olmo, 2007. "Backtesting Parametric Value-at-Risk with Estimation Risk," CAEPR Working Papers 2007-005, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington, revised Sep 2008.
• Jaroslav Borovička & Mark Hendricks & José A. Scheinkman, 2011. "Risk-Price Dynamics," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 9(1), pages 3-65, Winter.
  • Jaroslav Borovička & Lars Peter Hansen & Mark Hendricks & José A. Scheinkman, 2009. "Risk Price Dynamics," NBER Working Papers 15506, National Bureau of Economic Research, Inc.
  • Lars Peter Hansen & Jaroslav BoroviÄ ka & Mark Hendricks & José A. Scheinkman, 2010. "Risk Price Dynamics," Working Papers 2010-004, Becker Friedman Institute for Research In Economics.
  • Jaroslav Borovicka & Lars Peter Hansen & Mark Hendricks & Jose A. Scheinkman, 2009. "Risk Price Dynamics," Working Papers 1393, Princeton University, Department of Economics, Econometric Research Program..
• Rondina, Francesca, 2012. "The role of model uncertainty and learning in the US postwar policy response to oil prices," Journal of Economic Dynamics and Control, Elsevier, vol. 36(7), pages 1009-1041.
  • Francesca Rondina, 2010. "The role of model uncertainty and learning in the U.S. postwar policy response to oil prices," UFAE and IAE Working Papers 834.10, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
  • Francesca Rondina, 2015. "The role of model uncertainty and learning in the U.S. postwar policy response to oil prices," Working Papers 478, Barcelona School of Economics.
• Francesca Rondina, 2010. "Policy evaluation and uncertainty about the effects of oil prices on economic activity," UFAE and IAE Working Papers 855.10, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
  • Francesca Rondina, 2015. "Policy Evaluation and Uncertainty About the Effects of Oil Prices on Economic Activity," Working Papers 522, Barcelona School of Economics.
• Rochelle M. Edge & Refet S. Gurkaynak, 2010. "How Useful Are Estimated DSGE Model Forecasts for Central Bankers?," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 41(2 (Fall)), pages 209-259.
  • Gürkaynak, Refet & Edge, Rochelle, 2010. "How Useful Are Estimated DSGE Model Forecasts for Central Bankers?," CEPR Discussion Papers 8158, C.E.P.R. Discussion Papers.
• Anindya Banerjee & Sushil Mohan & Bill Russell, 2010. "Modelling Thirty Five Years of Coffee Prices in Brazil, Guatemala and India and the Law of One Price," Discussion Papers 10-22, Department of Economics, University of Birmingham.
• Fernanda Cuitiño & Elena Ganón & Ina Tiscordio & Leonardo Vicente, 2010. "Modelos univariados de series de tiempo para predecir la inflación de corto plazo," Documentos de trabajo 2010008, Banco Central del Uruguay.
• Robert Breunig & Joseph Mercante, 2010. "The Accuracy of Predicted Wages of the Non‐Employed and Implications for Policy Simulations from Structural Labour Supply Models," The Economic Record, The Economic Society of Australia, vol. 86(272), pages 49-70, March.
  • Robert Breunig & Joseph Mercante, 2009. "The accuracy of predicted wages of the non-employed and implications for policy simulations from structural labour supply models," Treasury Working Papers 2009-03, The Treasury, Australian Government, revised Mar 2009.
• Lorraine Dearden, 2010. "Administrative Data and Economic Policy Evaluation," The Economic Record, The Economic Society of Australia, vol. 86(s1), pages 18-21, September.
  • Lorraine Dearden, 2010. "Administrative Data and Economic Policy Evaluation," DoQSS Working Papers 10-14, Quantitative Social Science - UCL Social Research Institute, University College London.
• Christopher Martin & Costas Milas, 2010. "Testing The Opportunistic Approach To Monetary Policy," Manchester School, University of Manchester, vol. 78(2), pages 110-125, March.
  • Martin, Chris & Milas, Costas, 2006. "Testing the Opportunistic Approach to Monetary Policy," MPRA Paper 849, University Library of Munich, Germany.
  • Christopher Martin & Costas Milas, 2007. "Testing the Opportunistic Approach to Monetary Policy," Keele Economics Research Papers KERP 2007/02, Centre for Economic Research, Keele University.
• Pierre L. Siklos & Yang Zhang, 2010. "Identifying The Shocks Driving Inflation In China," Pacific Economic Review, Wiley Blackwell, vol. 15(2), pages 204-223, May.
  • Pierre L. Siklos & Yang Zhang, 2007. "Identifying the Shocks Driving Inflation in China," Working Paper series 34_07, Rimini Centre for Economic Analysis.
• Ram Sharan Kharel & Christopher Martin & Costas Milas, 2010. "The Complex Response Of Monetary Policy To The Exchange Rate," Scottish Journal of Political Economy, Scottish Economic Society, vol. 57(1), pages 103-117, February.
  • Ram Sharan Kharel & Christopher Martin & Costas Milas, 2006. "The Complex Response of Monetary Policy to the Exchange Rate," Keele Economics Research Papers KERP 2006/17, Centre for Economic Research, Keele University.
  • Ram Sharan Kharel & Christopher Martin & Costas Milas, 2007. "The Complex Response of Monetary Policy to the Exchange Rate," Working Paper series 37_07, Rimini Centre for Economic Analysis.
• Bjørnland, Hilde C. & Gerdrup, Karsten & Jore, Anne Sofie & Smith, Christie & Thorsrud, Leif Anders, 2011. "Weights and pools for a Norwegian density combination," The North American Journal of Economics and Finance, Elsevier, vol. 22(1), pages 61-76, January.
  • Hilde Bjørnland & Karsten Gerdrup & Christie Smith & Anne Sofie Jore & Leif Anders Thorsrud, 2010. "Weights and pools for a Norwegian density combination," Working Paper 2010/06, Norges Bank.
• Fanelli, Luca, 2012. "Determinacy, indeterminacy and dynamic misspecification in linear rational expectations models," Journal of Econometrics, Elsevier, vol. 170(1), pages 153-163.
  • Luca Fanelli, 2010. "Determinacy, indeterminacy and dynamic misspecification in linear rational expectations models," Quaderni di Dipartimento 4, Department of Statistics, University of Bologna.
• João Frois Caldeira & Marcelo Savino Portugal, 2010. "Long-Short Market Neutral and Index Tracking Strategies Based on Cointegrated Portfolios," Brazilian Review of Finance, Brazilian Society of Finance, vol. 8(4), pages 469-504.
• Clarke, Paul & Crawford, Claire & Steele, Fiona & Vignoles, Anna, 2010. "The Choice Between Fixed and Random Effects Models: Some Considerations for Educational Research," IZA Discussion Papers 5287, Institute of Labor Economics (IZA).
  • Paul Clarke & Claire Crawford & Fiona Steele & Anna Vignoles, 2010. "The Choice between fixed and random effects models: some considerations for educational research," The Centre for Market and Public Organisation 10/240, The Centre for Market and Public Organisation, University of Bristol, UK.
  • Paul Clarke & Claire Crawford & Fiona Steele & Anna Vignoles, 2010. "The choice between fixed and random effects models: some considerations for educational research," DoQSS Working Papers 10-10, Quantitative Social Science - UCL Social Research Institute, University College London.
• Pesaran, M.H., 2010. "Conditional Volatility and Correlations of Weekly Returns and the VaR Analysis of 2008 Stock Market," Cambridge Working Papers in Economics 1025, Faculty of Economics, University of Cambridge.
• Chaovanapoonphol, Y. & Lim, C. & McAleer, M.J. & Wiboonpongse, A., 2010. "Time Series Modelling of Tourism Demand from the USA, Japan and Malaysia to Thailand," Econometric Institute Research Papers EI 2010-18, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Yaovarate Chaovanapoonphol & Christine Lim & Michael McAleer & Aree Wiboonpongse, 2010. "Time Series Modelling of Tourism Demand from the USA, Japan and Malaysia to Thailand," Working Papers in Economics 10/05, University of Canterbury, Department of Economics and Finance.
  • Yaovarate Chaovanapoonphol & Christine Lim & Michael McAleer & Aree Wiboonpongse, 2010. "Time Series Modelling of Tourism Demand from the USA, Japan and Malaysia to Thailand," CIRJE F-Series CIRJE-F-722, CIRJE, Faculty of Economics, University of Tokyo.
• Franses, Ph.H.B.F. & McAleer, M.J. & Legerstee, R., 2010. "Evaluating Macroeconomic Forecast: A Review of Some Recent Developments," Econometric Institute Research Papers EI 2010-19, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Philip Hans Franses & Michael McAleer & Rianne Legerstee:, 2011. "Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments," Documentos de Trabajo del ICAE 2011-11, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Philip Hans Franses & Michael McAleer & Rianne Legerstee, 2011. "Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments," KIER Working Papers 771, Kyoto University, Institute of Economic Research.
  • Philip Hans Franses & Michael McAleer & Rianne Legerstee, 2010. "Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments," Working Papers in Economics 10/09, University of Canterbury, Department of Economics and Finance.
  • Philip Hans Franses & Michael McAleer & Rianne Legerstee, 2010. "Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments," CIRJE F-Series CIRJE-F-729, CIRJE, Faculty of Economics, University of Tokyo.
• Massimiliano Caporin & Michael McAleer, 2011. "Thresholds, news impact surfaces and dynamic asymmetric multivariate GARCH," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 65(2), pages 125-163, May.
  • Massimiliano Caporin & Michael McAleer, 2008. "Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH," "Marco Fanno" Working Papers 0064, Dipartimento di Scienze Economiche "Marco Fanno".
  • Michael McAleer & Massimiliano Caporin, 2010. "Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH," Working Papers in Economics 10/32, University of Canterbury, Department of Economics and Finance.
  • Caporin, M. & McAleer, M.J., 2010. "Threshold, news impact surfaces and dynamic asymmetric multivariate GARCH," Econometric Institute Research Papers EI 2010-36, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Massimiliano Caporin & Michael McAleer, 2010. "Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH," Working Papers in Economics 10/73, University of Canterbury, Department of Economics and Finance.
  • Massimiliano Caporin & Michael McAleer, 2010. "Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH," CIRJE F-Series CIRJE-F-740, CIRJE, Faculty of Economics, University of Tokyo.
  • Massimiliano Caporin & Michael McAleer, 2009. "Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH," Documentos de Trabajo del ICAE 2009-11, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Massimiliano Caporin & Michael McAleer, 2010. "Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH," CARF F-Series CARF-F-217, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
  • Massimiliano Caporin & Michael McAleer, 2010. "Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH," KIER Working Papers 741, Kyoto University, Institute of Economic Research.
• Massimiliano Caporin & Michael McAleer, 2010. "Ranking Multivariate GARCH Models by Problem Dimension," CARF F-Series CARF-F-219, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
  • Massimiliano Caporin & Michael McAleer, 2010. "Ranking Multivariate GARCH Models by Problem Dimension," Working Papers in Economics 10/34, University of Canterbury, Department of Economics and Finance.
  • Caporin, M. & McAleer, M.J., 2010. "Ranking multivariate GARCH models by problem dimension," Econometric Institute Research Papers EI 2010-34, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Massimiliano Caporin & Michael McAleer, 2010. "Ranking Multivariate GARCH Models by Problem Dimension," "Marco Fanno" Working Papers 0124, Dipartimento di Scienze Economiche "Marco Fanno".
  • Massimiliano Caporin & Michael McAleer, 2010. "Ranking Multivariate GARCH Models by Problem Dimension," CIRJE F-Series CIRJE-F-742, CIRJE, Faculty of Economics, University of Tokyo.
• Caporin, M. & McAleer, M.J., 2010. "Model Selection and Testing of Conditional and Stochastic Volatility Models," Econometric Institute Research Papers EI 2010-57, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Massimiliano Caporin & Michael McAleer, 2010. "Model Selection and Testing of Conditional and Stochastic Volatility Models," Working Papers in Economics 10/58, University of Canterbury, Department of Economics and Finance.
  • Massimiliano Caporin & Michael McAleer, 2010. "Model Selection and Testing of Conditional and Stochastic Volatility Models," KIER Working Papers 724, Kyoto University, Institute of Economic Research.
• Massimiliano Caporin & Michael McAleer, 2011. "Thresholds, news impact surfaces and dynamic asymmetric multivariate GARCH," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 65(2), pages 125-163, May.
  • Massimiliano Caporin & Michael McAleer, 2008. "Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH," "Marco Fanno" Working Papers 0064, Dipartimento di Scienze Economiche "Marco Fanno".
  • Massimiliano Caporin & Michael McAleer, 2010. "Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH," Working Papers in Economics 10/73, University of Canterbury, Department of Economics and Finance.
  • Michael McAleer & Massimiliano Caporin, 2010. "Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH," Working Papers in Economics 10/32, University of Canterbury, Department of Economics and Finance.
  • Caporin, M. & McAleer, M.J., 2010. "Threshold, news impact surfaces and dynamic asymmetric multivariate GARCH," Econometric Institute Research Papers EI 2010-36, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Massimiliano Caporin & Michael McAleer, 2010. "Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH," CIRJE F-Series CIRJE-F-740, CIRJE, Faculty of Economics, University of Tokyo.
  • Massimiliano Caporin & Michael McAleer, 2009. "Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH," Documentos de Trabajo del ICAE 2009-11, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Massimiliano Caporin & Michael McAleer, 2010. "Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH," CARF F-Series CARF-F-217, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
  • Massimiliano Caporin & Michael McAleer, 2010. "Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH," KIER Working Papers 741, Kyoto University, Institute of Economic Research.
• Bottasso, Anna & Conti, Maurizio & Piacenz, Massimiliano & Vannoni, Davide, 2011. "The appropriateness of the poolability assumption for multiproduct technologies: Evidence from the English water and sewerage utilities," International Journal of Production Economics, Elsevier, vol. 130(1), pages 112-117, March.
  • Anna Bottasso & Maurizio Conti & Massimiliano Piacenza & Davide Vannoni, 2010. "The Appropriateness of the Poolability Assumption for Multiproduct Technologies: Evidence from the English Water and Sewerage Utilities," Carlo Alberto Notebooks 183, Collegio Carlo Alberto.
• Duca, John V. & Muellbauer, John & Murphy, Anthony, 2010. "Housing markets and the financial crisis of 2007-2009: Lessons for the future," Journal of Financial Stability, Elsevier, vol. 6(4), pages 203-217, December.
  • Duca, John V. & Muellbauer, John & Murphy, Anthony, 2010. "Housing markets and the financial crisis of 2007-2009: lessons for the future," LSE Research Online Documents on Economics 33613, London School of Economics and Political Science, LSE Library.
  • John V. Duca & John Muellbauer & Anthony Murphy, 2010. "Housing Markets and the Financial Crisis of 2007-2009: Lessons for the Future," SERC Discussion Papers 0049, Centre for Economic Performance, LSE.
• Gabriella Deborah Legrenzi & Costas Milas, 2010. "Spend-and-Tax Adjustments and the Sustainability of the Government's Intertemporal Budget Constraint," CESifo Working Paper Series 2926, CESifo.
• Pesaran, Bahram & Pesaran, M. Hashem, 2010. "Conditional volatility and correlations of weekly returns and the VaR analysis of 2008 stock market crash," Economic Modelling, Elsevier, vol. 27(6), pages 1398-1416, November.
  • Bahram Pesaran & M. Hashem Pesaran, 2010. "Conditional Volatility and Correlations of Weekly Returns and the VaR Analysis of 2008 Stock Market Crash," CESifo Working Paper Series 3023, CESifo.
• Guglielmo Maria Caporale & Roman Matousek & Chris Stewart, 2011. "EU Banks Rating Assignments: Is There Heterogeneity between New and Old Member Countries?," Review of International Economics, Wiley Blackwell, vol. 19(1), pages 189-206, February.
  • Guglielmo Maria Caporale & Roman Matousek & Chris Stewart, 2010. "EU Banks Rating Assignments: Is there Heterogeneity between New and Old Member Countries?," Discussion Papers of DIW Berlin 1009, DIW Berlin, German Institute for Economic Research.
  • Guglielmo Maria Caporale & Roman Matousek & Chris Stewart, 2010. "EU Banks Rating Assignments: Is there Heterogeneity between New and Old Member Countries?," CESifo Working Paper Series 3074, CESifo.
• Eduardo Rodrigues-Oreggia, 2010. "The Impact of Natural Disasters on Human Development and Poverty at the Municipal Level in Mexico," CID Working Papers 43, Center for International Development at Harvard University.
• Manuel Dominguez & Ignacio Lobato, 2010. "Consistent Inference in Models Defined by COnditional Moment Restrictions: an Alternative to GMM," Working Papers 1005, Centro de Investigacion Economica, ITAM.
• Pierre L. Siklos, 2010. "Revisiting the Coyne Affair: a singular event that changed the course of Canadian monetary history," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 43(3), pages 994-1015, August.
  • Pierre L. Siklos, 2010. "Revisiting the Coyne Affair: a singular event that changed the course of Canadian monetary history," Canadian Journal of Economics, Canadian Economics Association, vol. 43(3), pages 994-1015, August.
  • Pierre Siklos, 2008. "Revisiting the Coyne Affair: A Singular Event That Changed the Course of Canadian Monetary History," Working Papers eg0047, Wilfrid Laurier University, Department of Economics, revised 2008.
• Katerina Arnostova & David Havrlant & Luboš Rùžièka & Peter Tóth, 2011. "Short-Term Forecasting of Czech Quarterly GDP Using Monthly Indicators," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 61(6), pages 566-583, December.
  • Katerina Arnostova & David Havrlant & Lubos Ruzicka & Peter Toth, 2010. "Short-Term Forecasting of Czech Quarterly GDP Using Monthly Indicators," Working Papers 2010/12, Czech National Bank, Research and Statistics Department.
• Jorge Andrés Perdomo Calvo & Hasbleidy Castañeda & Juan Carlo Mendieta, 2010. "Evaluación de impacto de las fases I y II del sistema de transporte masivo TransMilenio sobre el tiempo total de desplazamiento de los usuarios del tr," Documentos CEDE 6884, Universidad de los Andes, Facultad de Economía, CEDE.
• Perdomo Calvo, Jorge Andrés, 2011. "Una propuesta metodológica para estimar los cambios sobre el valor de la propiedad: estudio de caso para Bogotá aplicando Propensity Score Matching.," Revista Lecturas de Economía, Universidad de Antioquia, CIE, February.
  • Jorge Andrés Perdomo C., 2010. "Una propuesta metodológica para estimar los cambios sobre el valor de la propiedad: estudio de caso para Bogotá aplicando propensity score matching y," Documentos CEDE 7608, Universidad de los Andes, Facultad de Economía, CEDE.
• Jorge H. Maldonado & Rocío del Pilar Moreno-Sánchez & romoreno@uniandes.edu.co, 2010. "Estrategias de suavización del consumo y del ingreso de las madres beneficiarias del programa Familias en Acción: un análisis cualitativo," Documentos CEDE 7609, Universidad de los Andes, Facultad de Economía, CEDE.
• Nancy Milena Hoyos Gomez & Johanna Ramos & Lorena Vivas, 2010. "Un modelo SETAR para el PIB colombiano," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, June.
  • Milena Hoyos & Johanna Ramos & Lorena Vivas, 2009. "Un modelo SETAR para el PIB Colombiano," Documentos de Trabajo, Escuela de Economía 6160, Universidad Nacional de Colombia, FCE, CID.
• Jean Pietro Bonaldi, 2010. "Identification problems in the solution of linearized DSGE models," Borradores de Economia 593, Banco de la Republica de Colombia.
  • Jean Pietro Bonaldi, 2010. "Identification problems in the solution of linearized DSGE models," Borradores de Economia 6859, Banco de la Republica.
• Eliana González, 2010. "Bayesian Model Averaging. An Application to Forecast Inflation in Colombia," Borradores de Economia 604, Banco de la Republica de Colombia.
  • Eliana González, 2010. "Bayesian Model Averaging. An Application to Forecast Inflation in Colombia," Borradores de Economia 7013, Banco de la Republica.
  • Eliana González, 2010. "Bayesian Model Averaging. An Application to Forecast Inflation in Colombia," Borradores de Economia 7014, Banco de la Republica.
  • Eliana González, 2010. "Bayesian Model Averaging. An Application to Forecast Inflation in Colombia," Borradores de Economia 7015, Banco de la Republica.
• Eliana González, 2010. "Bayesian Model Averaging. An Application to Forecast Inflation in Colombia," Borradores de Economia 7013, Banco de la Republica.
  • Eliana González, 2010. "Bayesian Model Averaging. An Application to Forecast Inflation in Colombia," Borradores de Economia 7014, Banco de la Republica.
  • Eliana González, 2010. "Bayesian Model Averaging. An Application to Forecast Inflation in Colombia," Borradores de Economia 7015, Banco de la Republica.
  • Eliana González, 2010. "Bayesian Model Averaging. An Application to Forecast Inflation in Colombia," Borradores de Economia 604, Banco de la Republica de Colombia.
• Eliana González, 2010. "Bayesian Model Averaging. An Application to Forecast Inflation in Colombia," Borradores de Economia 7013, Banco de la Republica.
  • Eliana González, 2010. "Bayesian Model Averaging. An Application to Forecast Inflation in Colombia," Borradores de Economia 7015, Banco de la Republica.
  • Eliana González, 2010. "Bayesian Model Averaging. An Application to Forecast Inflation in Colombia," Borradores de Economia 7014, Banco de la Republica.
  • Eliana González, 2010. "Bayesian Model Averaging. An Application to Forecast Inflation in Colombia," Borradores de Economia 604, Banco de la Republica de Colombia.
• Andrés González & Omar Mendoza & Hernán Rincón & Norberto Rodríguez, 2010. "Ciclo económico y efecto inflacionario de la depreciación de la moneda," Borradores de Economia 611, Banco de la Republica de Colombia.
  • Andrés González & Omar mendoza & Hernán Rincón & Norberto Rodríguez, 2010. "Ciclo económico y efecto inflacionario de la depreciación de la moneda," Borradores de Economia 7194, Banco de la Republica.
• Luis Fernando Melo & Joan Camilo Granados, 2011. "Regulación y valor en riesgo," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 29(64), pages 110-177, July.
  • Luis Fernando Melo & Joan Camilo Granados, 2011. "Regulación y valor en riesgo," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 29(64), pages 110-177, July.
  • Luis Fernando Melo Velandia & Joan Camilo Granados Castro, 2010. "Regulación y Valor en Riesgo," Borradores de Economia 615, Banco de la Republica de Colombia.
  • Luis Fernando Melo Velandia & Joan Camilo Granados Castro, 2010. "Regulación y Valor en Riesgo," Borradores de Economia 7272, Banco de la Republica.
• Hernán Rincón & Jorge Toro, 2010. "Are Capital Controls and Central Bank Intervention Effective?," Borradores de Economia 625, Banco de la Republica de Colombia.
  • Hernán Rincón & Jorge Toro, 2010. "Are Capital Controls and Central Bank Intervention Effective?," Borradores de Economia 7622, Banco de la Republica.
• Grautoff, Manfred & Jaramillo J, Mauricio, 2010. "Una nueva dimensión del GDS. Interrogantes y reflexiones sobre el armamentismo" en América Latina y Colombia "," Perfil de Coyuntura Económica, Universidad de Antioquia, CIE, July.
• Amaury Jiménez Martínez & Brigitte Ballestas Lopez & Andrés Hernández Pontón, 2010. "Balance Y Perspectivas Del Impacto Económico Del Turismo De Cruceros En La Ciudad De Cartagena De Indias En El Periodo 1998-2008," Revista Jornadas de Investigación, Universidad de Cartagena, July.
• Savin Ivan, 2013. "A Comparative Study of the Lasso-type and Heuristic Model Selection Methods," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 233(4), pages 526-549, August.
  • Ivan Savin, 2010. "A comparative study of the Lasso-type and heuristic model selection methods," Working Papers 042, COMISEF.
• Sébastien Laurent & Jeroen V. K. Rombouts & Francesco Violante, 2012. "On the forecasting accuracy of multivariate GARCH models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 27(6), pages 934-955, September.
  • Sébastien Laurent & Jeroen V.K. Rombouts & Francesco Violante, 2010. "On the Forecasting Accuracy of Multivariate GARCH Models," Cahiers de recherche 1021, CIRPEE.
  • LAURENT, Sébastien & ROMBOUTS, Jeroen V. K. & VIOLANTE, Francesco, 2010. "On the forecasting accuracy of multivariate GARCH models," LIDAM Discussion Papers CORE 2010025, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• Le, Vo Phuong Mai & Minford, Patrick & Wickens, Michael, 2009. "Some problems in the testing of DSGE models," Cardiff Economics Working Papers E2009/31, Cardiff University, Cardiff Business School, Economics Section.
  • Minford, Patrick & Wickens, Michael R. & Le, Vo Phuong Mai, 2010. "Some Problems in the Testing of DSGE Models," CEPR Discussion Papers 7621, C.E.P.R. Discussion Papers.
• Jordà, Òscar & Knüppel, Malte & Marcellino, Massimiliano, 2013. "Empirical simultaneous prediction regions for path-forecasts," International Journal of Forecasting, Elsevier, vol. 29(3), pages 456-468.
  • Jordà, Òscar & Knüppel, Malte & Marcellino, Massimiliano, 2010. "Empirical simultaneous confidence regions for path-forecasts," Discussion Paper Series 1: Economic Studies 2010,06, Deutsche Bundesbank.
  • Marcellino, Massimiliano & Knüppel, Malte & Jordà , Ã’scar, 2010. "Empirical Simultaneous Confidence Regions for Path-Forecasts," CEPR Discussion Papers 7797, C.E.P.R. Discussion Papers.
• Janine Aron & John Muellbauer, 2013. "New Methods for Forecasting Inflation, Applied to the US," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 75(5), pages 637-661, October.
  • Muellbauer, John & Aron, Janine, 2010. "New methods for forecasting inflation, applied to the US," CEPR Discussion Papers 7877, C.E.P.R. Discussion Papers.
• Muellbauer, John & Aron, Janine, 2010. "Does aggregating forecasts by CPI component improve inflation forecast accuracy in South Africa?," CEPR Discussion Papers 7895, C.E.P.R. Discussion Papers.
• Bekaert, Geert & Hodrick, Robert J. & Zhang, Xiaoyan, 2012. "Aggregate Idiosyncratic Volatility," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 47(6), pages 1155-1185, December.
  • Geert Bekaert & Robert J. Hodrick & Xiaoyan Zhang, 2010. "Aggregate Idiosyncratic Volatility," NBER Working Papers 16058, National Bureau of Economic Research, Inc.
  • Hodrick, Robert J & Bekaert, Geert & Zhang, Xiaoyan, 2010. "Aggregate Idiosyncratic Volatility," CEPR Discussion Papers 8149, C.E.P.R. Discussion Papers.
• Muellbauer, John & Sinclair, Peter & Aron, Janine & Farrell, Greg, 2010. "Exchange Rate Pass-through and Monetary Policy in South Africa," CEPR Discussion Papers 8153, C.E.P.R. Discussion Papers.
• Rochelle M. Edge & Refet S. Gurkaynak, 2010. "How Useful Are Estimated DSGE Model Forecasts for Central Bankers?," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 41(2 (Fall)), pages 209-259.
  • Gürkaynak, Refet & Edge, Rochelle, 2010. "How Useful Are Estimated DSGE Model Forecasts for Central Bankers?," CEPR Discussion Papers 8158, C.E.P.R. Discussion Papers.
• Sucarrat, Genaro & Escribano, Álvaro, 2010. "The power log-GARCH model," UC3M Working papers. Economics we1013, Universidad Carlos III de Madrid. Departamento de Economía.
• Vincent VANDENBERGHE & Fabio WALTENBERG, 2010. "Ageing Workforce, Productivity and Labour costs of Belgian Firms," LIDAM Discussion Papers IRES 2010003, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
• D. Borowczyk Martins & V. Vandenberghe, 2010. "Using Firm-Level Data to Assess Gender Wage Discrimination in the Belgian Labour Market," LIDAM Discussion Papers IRES 2010007, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
• Gabrieli, T., 2010. "Diverse societal beliefs and redistributive policies, but equal welfare: The trade-off effect of information," Working Papers 10/04, Department of Economics, City University London.
• Gabriel V. Montes-Rojas, 2011. "Nonparametric Estimation of ATE and QTE: An Application of Fractile Graphical Analysis," Journal of Probability and Statistics, Hindawi, vol. 2011, pages 1-23, October.
  • Montes-Rojas, G., 2010. "Nonparametric estimation of ATE and QTE: an application of Fractile Graphical Analysis," Working Papers 10/06, Department of Economics, City University London.
• Gabrieli, T. & Galvao Jr, A. F. & Montes-Rojas, G., 2010. "Who benefits from reducing the cost of formality? Quantile regression discontinuity analysis," Working Papers 10/07, Department of Economics, City University London.
• Anil K. Bera & Antonio F. Galvao Jr. & Gabriel V. Montes-Rojas & Sung Y. Park, 2014. "Which Quantile is the Most Informative? Maximum Likelihood, Maximum Entropy and Quantile Regression," World Scientific Book Chapters, in: Kaddour Hadri & William Mikhail (ed.), Econometric Methods and Their Applications in Finance, Macro and Related Fields, chapter 7, pages 167-199, World Scientific Publishing Co. Pte. Ltd..
  • Bera, A. K. & Galvao Jr, A. F. & Montes-Rojas, G. & Park, S. Y., 2010. "Which quantile is the most informative? Maximum likelihood, maximum entropy and quantile regression," Working Papers 10/08, Department of Economics, City University London.
• Baer, W & Margot, D & Montes-Rojas, G., 2010. "Argentina's default and the lack of dire consequences," Working Papers 10/09, Department of Economics, City University London.
• Conrad, Christian & Karanasos, Menelaos, 2010. "Negative Volatility Spillovers In The Unrestricted Eccc-Garch Model," Econometric Theory, Cambridge University Press, vol. 26(3), pages 838-862, June.
  • Christian Conrad & Menelaos Karanasos, 2008. "Negative Volatility Spillovers in the Unrestricted ECCC-GARCH Model," KOF Working papers 08-189, KOF Swiss Economic Institute, ETH Zurich.
• Kerstin Bernoth & Roberta Colavecchio & Magdolna Sass, 2010. "Drivers of Private Equity Investment in CEE and Western European Countries," Discussion Papers of DIW Berlin 1002, DIW Berlin, German Institute for Economic Research.
  • Kerstin Bernoth & Roberta Colavecchio & Magdolna Sass, 2010. "Drivers of Private Equity Investment in CEE and Western European Countries," Working Paper / FINESS 3.5, DIW Berlin, German Institute for Economic Research.
• Christian Dreger & Jürgen Wolters, 2010. "Hat die Finanzkrise zu einer instabilen Geldnachfrage geführt?," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, vol. 79(4), pages 135-145.
• Kerstin Bernoth & Roberta Colavecchio & Magdolna Sass, 2010. "Drivers of Private Equity Investment in CEE and Western European Countries," Working Paper / FINESS 3.5, DIW Berlin, German Institute for Economic Research.
  • Kerstin Bernoth & Roberta Colavecchio & Magdolna Sass, 2010. "Drivers of Private Equity Investment in CEE and Western European Countries," Discussion Papers of DIW Berlin 1002, DIW Berlin, German Institute for Economic Research.
• Guglielmo Maria Caporale & Roman Matousek & Chris Stewart, 2011. "EU Banks Rating Assignments: Is There Heterogeneity between New and Old Member Countries?," Review of International Economics, Wiley Blackwell, vol. 19(1), pages 189-206, February.
  • Guglielmo Maria Caporale & Roman Matousek & Chris Stewart, 2010. "EU Banks Rating Assignments: Is there Heterogeneity between New and Old Member Countries?," CESifo Working Paper Series 3074, CESifo.
  • Guglielmo Maria Caporale & Roman Matousek & Chris Stewart, 2010. "EU Banks Rating Assignments: Is there Heterogeneity between New and Old Member Countries?," Discussion Papers of DIW Berlin 1009, DIW Berlin, German Institute for Economic Research.
• 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.
• Pesaran, M. Hashem & Pick, Andreas & Timmermann, Allan, 2011. "Variable selection, estimation and inference for multi-period forecasting problems," Journal of Econometrics, Elsevier, vol. 164(1), pages 173-187, September.
  • M. Hashem Pesaran & Andreas Pick & Allan Timmermann, 2010. "Variable Selection, Estimation and Inference for Multi-period Forecasting Problems," DNB Working Papers 250, Netherlands Central Bank, Research Department.
• Mohamed El Hedi Arouri & Fredj Jawadi & Khuong Nguyen Duc, 2010. "Modeling nonlinear and heterogeneous dynamic linkages in international monetary markets," Working Papers 14, Development and Policies Research Center (DEPOCEN), Vietnam.
• Giovanni Cerulli & Bianca Potì, 2010. "The differential impact of privately and publicly funded R&D on R&D investment and innovation: The Italian case," Working Papers 10, Doctoral School of Economics, Sapienza University of Rome, revised 2010.
• Yu-Chin Chen & Kenneth S. Rogoff & Barbara Rossi, 2010. "Can Exchange Rates Forecast Commodity Prices?," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 125(3), pages 1145-1194.
  • Yu-Chin Chen & Kenneth Rogoff & Barbara Rossi, 2008. "Can Exchange Rates Forecast Commodity Prices?," NBER Working Papers 13901, National Bureau of Economic Research, Inc.
  • Yu-chin Chen & Kenneth Rogoff & Barbara Rossi, 2010. "Can Exchange Rates Forecast Commodity Prices?," Working Papers 10-07, Duke University, Department of Economics.
  • Kenneth Rogoff & Barbara Rossi & Yu-chin Chen, 2008. "Can Exchange Rates Forecast Commodity Prices?," 2008 Meeting Papers 540, Society for Economic Dynamics.
  • Chen, Yu-chin & Rogoff, Kenneth & Rossi, Barbara, 2008. "Can Exchange Rates Forecast Commodity Prices?," Working Papers 08-03, Duke University, Department of Economics.
  • Rogoff, Kenneth S. & Chen, Yu-Chin & Rossi, Barbara, 2010. "Can Exchange Rates Forecast Commodity Prices?," Scholarly Articles 29412033, Harvard University Department of Economics.
  • Yu-chin Chen & Kenneth Rogoff & Barbara Rossi, 2008. "Can Exchange Rates Forecast Commodity Prices?," Working Papers UWEC-2008-11-FC, University of Washington, Department of Economics, revised Oct 2009.
• Viktor Todorov & George Tauchen, 2011. "Volatility Jumps," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 29(3), pages 356-371, July.
  • Todorov, Viktor & Tauchen, George, 2011. "Volatility Jumps," Journal of Business & Economic Statistics, American Statistical Association, vol. 29(3), pages 356-371.
  • Viktor Todorov & George Tauchen, 2010. "Volatility Jumps," Working Papers 10-09, Duke University, Department of Economics.
• Tatevik Sekhposyan & Barbara Rossi, 2008. "Has modelsí forecasting performance for US output growth and inflation changed over time, and when?," Working Papers 09-02, Duke University, Department of Economics.
  • Barbara Rossi & Tatevik Sekhposyan, 2010. "Has Models' Forecasting Performance for US Output Growth and Inflation Changed over Time, and When?," Working Papers 10-16, Duke University, Department of Economics.
• Hall, Alastair R. & Inoue, Atsushi & Nason, James M. & Rossi, Barbara, 2012. "Information criteria for impulse response function matching estimation of DSGE models," Journal of Econometrics, Elsevier, vol. 170(2), pages 499-518.
  • Alastair R. Hall & Atsushi Inoue & James M. Nason & Barbara Rossi, 2007. "Information criteria for impulse response function matching estimation of DSGE models," FRB Atlanta Working Paper 2007-10, Federal Reserve Bank of Atlanta.
  • Alastair Hall & Atsushi Inoue & James M. Nason & Barbara Rossi, 2010. "Information Criteria for Impulse Response Function Matching Estimation of DSGE Models," Working Papers 10-28, Duke University, Department of Economics.
  • Alastair Hall & Atsushi & James M Nason & Barbara Rossi, 2009. "Information Criteria For Impulse Response Function Matching Estimation Of Dsge Models," Working Papers 09-09, Duke University, Department of Economics.
  • Alastair R. Hall & Atsushi Inoue & James M Nason & Barbara Rossi, 2009. "Information Criteria for Impulse Response Function Matching Estimation of DSGE Models," Centre for Growth and Business Cycle Research Discussion Paper Series 127, Economics, The University of Manchester.
  • Hall, Alastair & Inoue, Atsushi & Nason M, James & Rossi, Barbara, 2007. "Information Criteria for Impulse Response Function Matching Estimation of DSGE Models," Working Papers 07-04, Duke University, Department of Economics.
• 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(2), pages 369-392, May.
  • Raffaella Giacomini & Barbara Rossi, 2009. "Model Comparisons in Unstable Environments," Working Papers 09-10, Duke University, Department of Economics.
  • Barbara Rossi & Raffaella Giacomini, 2010. "Model Comparisons in Unstable Environments," Working Papers 10-29, 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, 2015. "Model Comparisons in Unstable Environments," Working Papers 784, Barcelona School 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.
• Tim Bollerslev & Natalia Sizova & George Tauchen, 2011. "Volatility in Equilibrium: Asymmetries and Dynamic Dependencies," Review of Finance, European Finance Association, vol. 16(1), pages 31-80.
  • Tim Bollerslev & Natalia Sizova & George Tauchen, 2009. "Volatility in Equilibrium: Asymmetries and Dynamic Dependencies," CREATES Research Papers 2009-05, Department of Economics and Business Economics, Aarhus University.
  • Tim Bollerslev & Natalia Sizova & George Tauchen, 2010. "Volatility in Equilibrium: Asymmetries and Dynamic Dependencies," Working Papers 10-34, Duke University, Department of Economics.
  • Tim Bollerslev & Natalia Sizova & George Tauchen, 2009. "Volatility in Equilibrium: Asymmetries and Dynamic Dependencies," Working Papers 10-73, Duke University, Department of Economics.
• Rossi, Barbara & Sekhposyan, Tatevik, 2011. "Understanding models' forecasting performance," Journal of Econometrics, Elsevier, vol. 164(1), pages 158-172, September.
  • Barbara Rossi & Tatevik Sekhposyan, 2010. "Understanding Models' Forecasting Performance," Working Papers 10-56, Duke University, Department of Economics.
• Han Hong & Ahmed Khwaja & A. Ronald Gallant, 2010. "Dynamic Entry with Cross Product Spillovers: An Application to the Generic Drug Industry," Working Papers 10-59, Duke University, Department of Economics.
• Viktor Todorov & George Tauchen, 2012. "The Realized Laplace Transform of Volatility," Econometrica, Econometric Society, vol. 80(3), pages 1105-1127, May.
  • Viktor Todorov & George Tauchen, 2010. "The Realized Laplace Transform of Volatility," Working Papers 10-72, Duke University, Department of Economics.
• Todorov, Viktor & Tauchen, George & Grynkiv, Iaryna, 2011. "Realized Laplace transforms for estimation of jump diffusive volatility models," Journal of Econometrics, Elsevier, vol. 164(2), pages 367-381, October.
  • Viktor Todorov & Iaryna Grynkiv & George Tauchen, 2010. "Realized Laplace Transforms for Estimation of Jump Diffusive Volatility Models," Working Papers 10-75, Duke University, Department of Economics.
• Gabriel RODRIGUEZ, 2010. "Estimating Output Gap, Core Inflation, And The Nairu For Peru, 1979-2007," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 10(1).
• HODGES, Hart & KNABB, Shawn D., 2010. "How Robust is the Relationship between Financial Intermediation and Economic Growth?," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 10(1).
• KETENCI, Natalya, 2010. "Cointegration Analysis Of Tourism Demand For Turkey," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 10(1).
• Bildirici, M.E. & Alp, E.A. & Bakirtas, T., 2010. "OIL PRICES AND CURRENT ACCOUNT DEFICITS: Analysis OF CAUSALITY in the USA," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 10(1).
• Cohener, G. & Aguayo, E., 2010. "El dinamismo de la soja y su impacto en la economía paraguaya, 1991-2006," Estudios Economicos de Desarrollo Internacional, Euro-American Association of Economic Development, vol. 10(2), pages 77-106.
• Viktor Winschel & Markus Kr‰tzig, 2010. "Solving, Estimating, and Selecting Nonlinear Dynamic Models Without the Curse of Dimensionality," Econometrica, Econometric Society, vol. 78(2), pages 803-821, March.
  • Winschel, Viktor & Krätzig, Markus, 2008. "Solving, estimating and selecting nonlinear dynamic models without the curse of dimensionality," SFB 649 Discussion Papers 2008-018, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Luc Bauwens & Arie Preminger & Jeroen V. K. Rombouts, 2010. "Theory and inference for a Markov switching GARCH model," Econometrics Journal, Royal Economic Society, vol. 13(2), pages 218-244, July.
  • Luc, BAUWENS & Arie, PREMINGER & Jeroen, ROMBOUTS, 2007. "Theory and inference for a Markov switching GARCH model," Discussion Papers (ECON - Département des Sciences Economiques) 2007033, Université catholique de Louvain, Département des Sciences Economiques.
  • Luc Bauwens & Arie Preminger & Jeroen V.K. Rombouts, 2007. "Theory and Inference for a Markov-Switching GARCH Model," Cahiers de recherche 0733, CIRPEE.
  • BAUWENS, Luc & PREMINGER, Arie & ROMBOUTS, Jeroen V.K., 2007. "Theory and inference for a Markov switching GARCH model," LIDAM Discussion Papers CORE 2007055, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Luc Bauwens & Arie Preminger & Jeroen V.K. Rombouts, 2007. "Theory and inference for a Markov switching Garch model," Cahiers de recherche 07-09, HEC Montréal, Institut d'économie appliquée.
  • BAUWENS, Luc & PREMINGER, Arie & ROMBOUTS, Jeroen VK, 2010. "Theory and inference for a Markov switching Garch model," LIDAM Reprints CORE 2303, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• Cipollini, Fabrizio & Gallo, Giampiero M., 2010. "Automated variable selection in vector multiplicative error models," Computational Statistics & Data Analysis, Elsevier, vol. 54(11), pages 2470-2486, November.
  • Fabrizio Cipollini & Giampiero M. Gallo, 2009. "Automated Variable Selection in Vector Multiplicative Error Models," Econometrics Working Papers Archive wp2009_02, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
• Rossi, E. & Spazzini, F., 2010. "Model and distribution uncertainty in multivariate GARCH estimation: A Monte Carlo analysis," Computational Statistics & Data Analysis, Elsevier, vol. 54(11), pages 2786-2800, November.
  • Rossi, Eduardo & Spazzini, Filippo, 2008. "Model and distribution uncertainty in multivariate GARCH estimation: a Monte Carlo analysis," MPRA Paper 12260, University Library of Munich, Germany.
• Bouezmarni, Taoufik & Rombouts, Jeroen V.K., 2010. "Nonparametric density estimation for positive time series," Computational Statistics & Data Analysis, Elsevier, vol. 54(2), pages 245-261, February.
  • Taoufik Bouezmarni & Jeroen V.K. Rombouts, 2006. "Nonparametric Density Estimation for Positive Time Series," Cahiers de recherche 06-09, HEC Montréal, Institut d'économie appliquée.
  • BOUEZMARNI, Taoufik & ROMBOUTS, Jeroen V. K., 2006. "Nonparametric density estimation for positive time series," LIDAM Discussion Papers CORE 2006085, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• Poilly, Céline, 2010. "Does money matter for the identification of monetary policy shocks: A DSGE perspective," Journal of Economic Dynamics and Control, Elsevier, vol. 34(10), pages 2159-2178, October.
  • Poilly, C., 2007. "Does Money Matter for the Identification of Monetary Policy Shocks: A DSGE Perspective," Working papers 184, Banque de France.
  • Céline Poilly, 2007. "Does Money Matter for the Identification of Monetary Policy Shocks: A DSGE Perspective," THEMA Working Papers 2007-23, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  • Céline Poilly, 2010. "Does money matter for the identification of monetary policy shocks: A DSGE perspective," Post-Print hal-00732759, HAL.
• Cogan, John F. & Cwik, Tobias & Taylor, John B. & Wieland, Volker, 2010. "New Keynesian versus old Keynesian government spending multipliers," Journal of Economic Dynamics and Control, Elsevier, vol. 34(3), pages 281-295, March.
  • John Cogan & Tobias Cwik & John Taylor & Volker Wieland, "undated". "New Keynesian Versus Old Keynesian Government Spending Multipliers," Discussion Papers 08-030, Stanford Institute for Economic Policy Research.
  • Taylor, John & Wieland, Volker & Cwik, Tobias & Cogan, John F., 2009. "New Keynesian versus old Keynesian government spending multipliers," CEPR Discussion Papers 7236, C.E.P.R. Discussion Papers.
  • Cogan, John F. & Cwik, Tobias J. & Taylor, John B. & Wieland, Volker, 2009. "New Keynesian versus old Keynesian government spending multipliers," CFS Working Paper Series 2009/17, Center for Financial Studies (CFS).
  • Cogan, John F. & Cwik, Tobias & Taylor, John B. & Wieland, Volker, 2009. "New Keynesian versus old Keynesian government spending multipliers," Working Paper Series 1090, European Central Bank.
  • John F. Cogan & Tobias Cwik & John B. Taylor & Volker Wieland, 2009. "New Keynesian versus Old Keynesian Government Spending Multipliers," NBER Working Papers 14782, National Bureau of Economic Research, Inc.
• Boug, Pål & Cappelen, Adne & Swensen, Anders Rygh, 2010. "The new Keynesian Phillips curve revisited," Journal of Economic Dynamics and Control, Elsevier, vol. 34(5), pages 858-874, May.
  • Pål Boug & Ådne Cappelen & Anders Rygh Swensen, 2007. "The New Keynesian Phillips Curve revisited," Discussion Papers 500, Statistics Norway, Research Department.
• Malley, Jim & Woitek, Ulrich, 2010. "Technology shocks and aggregate fluctuations in an estimated hybrid RBC model," Journal of Economic Dynamics and Control, Elsevier, vol. 34(7), pages 1214-1232, July.
  • Malley, Jim University of Glasgow & Woitek, Ulrich, 2009. "Technology shocks and aggregate fluctuations in an estimated hybrid RBC model," SIRE Discussion Papers 2009-18, Scottish Institute for Research in Economics (SIRE).
  • Jim Malley & Ulrich Woitek, 2009. "Technology Shocks and Aggregate Fluctuations in an Estimated Hybrid RBC Model," CESifo Working Paper Series 2626, CESifo.
  • Jim Malley & Ulrich Woitek, 2009. "Technology shocks and aggregate fluctuations in an estimated hybrid RBC model," IEW - Working Papers 408, Institute for Empirical Research in Economics - University of Zurich.
  • Jim Malley & Ulrich Woitek, 2009. "Technology shocks and aggregate fluctuations in an estimated hybrid RBC model," Working Papers 2009_15, Business School - Economics, University of Glasgow.
• Diks, Cees & Panchenko, Valentyn & van Dijk, Dick, 2010. "Out-of-sample comparison of copula specifications in multivariate density forecasts," Journal of Economic Dynamics and Control, Elsevier, vol. 34(9), pages 1596-1609, September.
  • Cees Diks & Valentyn Panchenko & Dick van Dijk, 2008. "Out-of-sample Comparison of Copula Specifications in Multivariate Density Forecasts," Tinbergen Institute Discussion Papers 08-105/4, Tinbergen Institute.
  • Diks, C.G.H. & Dijk, D. van & Panchenko, V., 2008. "Out-of-sample comparison of copula specifications in multivariate density forecasts," CeNDEF Working Papers 08-10, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  • Cees Diks & Valentyn Panchenko & Dick van Dijk, 2008. "Out-of-sample comparison of copula specifications in multivariate density forecasts," Discussion Papers 2008-23, School of Economics, The University of New South Wales.
  • Cees Diks & Valentyn Panchenko & Dick van Dijk, 2010. "Out-of-sample comparison of copula specifications in multivariate density forecasts," Post-Print hal-00732675, HAL.
• Cicinelli, Claudio & Cossio, Andrea & Nucci, Francesco & Ricchi, Ottavio & Tegami, Cristian, 2010. "The Italian Treasury Econometric Model (ITEM)," Economic Modelling, Elsevier, vol. 27(1), pages 125-133, January.
  • Claudio Cicinelli & Andrea Cossio & Francesco Nucci & Ottavio Ricchi & Cristian Tegami, "undated". "The Italian Treasury Econometric Model (ITEM)," Working Papers wp2008-1, Department of the Treasury, Ministry of the Economy and of Finance.
• Barnett, William A. & He, Susan, 2010. "Existence of singularity bifurcation in an Euler-equations model of the United States economy: Grandmont was right," Economic Modelling, Elsevier, vol. 27(6), pages 1345-1354, November.
  • Barnett, William A. & He, Susan, 2009. "Existence of Singularity Bifurcation in an Euler-Equations Model of the United States Economy: Grandmont was Right," MPRA Paper 12803, University Library of Munich, Germany.
• Pesaran, Bahram & Pesaran, M. Hashem, 2010. "Conditional volatility and correlations of weekly returns and the VaR analysis of 2008 stock market crash," Economic Modelling, Elsevier, vol. 27(6), pages 1398-1416, November.
  • Bahram Pesaran & M. Hashem Pesaran, 2010. "Conditional Volatility and Correlations of Weekly Returns and the VaR Analysis of 2008 Stock Market Crash," CESifo Working Paper Series 3023, CESifo.
• Le, Vo Phuong Mai & Minford, Patrick & Wickens, Michael, 2010. "The 'Puzzles' methodology: En route to Indirect Inference?," Economic Modelling, Elsevier, vol. 27(6), pages 1417-1428, November.
  • Vo Phuong Mai Le & Patrick Minford & Michael Wickens, 2009. "The ‘Puzzles’ Methodology: En Route to Indirect Inference?," CDMA Conference Paper Series 0903, Centre for Dynamic Macroeconomic Analysis.
  • Le, Vo Phuong Mai & Minford, Patrick & Wickens, Michael, 2009. "The 'Puzzles' methodology: en route to Indirect Inference?," Cardiff Economics Working Papers E2009/22, Cardiff University, Cardiff Business School, Economics Section.
  • Minford, Patrick & Wickens, Michael R. & Le, Vo Phuong Mai, 2009. "The 'Puzzles' Methodology: en route to Indirect Inference?," CEPR Discussion Papers 7539, C.E.P.R. Discussion Papers.
• Scheufele, Rolf, 2010. "Evaluating the German (New Keynesian) Phillips curve," The North American Journal of Economics and Finance, Elsevier, vol. 21(2), pages 145-164, August.
  • Scheufele, Rolf, 2008. "Evaluating the German (New Keynesian) Phillips Curve," IWH Discussion Papers 10/2008, Halle Institute for Economic Research (IWH).
• Karamé, F., 2010. "Impulse-response functions in Markov-switching structural vector autoregressions: A step further," Economics Letters, Elsevier, vol. 106(3), pages 162-165, March.
  • Frédéric Karamé, 2010. "Impulse–response functions in Markov-switching structural vector autoregressions: A step further," Post-Print hal-02297082, HAL.
  • Frédéric Karamé, 2010. "Impulse-Response Functions in Markov-Switching Structural Vector AutoRegressions: a Step Further," Documents de recherche 10-03, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne.
• Linton, Oliver & Song, Kyungchul & Whang, Yoon-Jae, 2010. "An improved bootstrap test of stochastic dominance," Journal of Econometrics, Elsevier, vol. 154(2), pages 186-202, February.
  • Linton, Oliver & Song, Kyungchul & Whang, Yoon-Jae, 2009. "An improved bootstrap test of stochastic dominance," UC3M Working papers. Economics we094827, Universidad Carlos III de Madrid. Departamento de Economía.
  • Oliver Linton & Kyungchul Song & Yoon-Jae Whang, 2009. "An Improved Bootstrap Test of Stochastic Dominance," Cowles Foundation Discussion Papers 1713, Cowles Foundation for Research in Economics, Yale University.
• Conrad, Christian, 2010. "Non-negativity conditions for the hyperbolic GARCH model," Journal of Econometrics, Elsevier, vol. 157(2), pages 441-457, August.
  • Christian Conrad, 2007. "Non-negativity Conditions for the Hyperbolic GARCH Model," KOF Working papers 07-162, KOF Swiss Economic Institute, ETH Zurich.
• Jacobs, Jan P.A.M. & Wallis, Kenneth F., 2010. "Cointegration, long-run structural modelling and weak exogeneity: Two models of the UK economy," Journal of Econometrics, Elsevier, vol. 158(1), pages 108-116, September.
  • Jan P.A.M. Jacobs & Kenneth F. Wallis, 2007. "Cointegration, Long-Run Structural Modelling And Weak Exogeneity: Two Models Of The Uk Economy," CAMA Working Papers 2007-12, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Fanelli, Luca & Paruolo, Paolo, 2010. "Speed of adjustment in cointegrated systems," Journal of Econometrics, Elsevier, vol. 158(1), pages 130-141, September.
  • Fanelli, Luca & Paruolo, Paolo, 2007. "Speed of Adjustment in Cointegrated Systems," MPRA Paper 9174, University Library of Munich, Germany.
• Castle, Jennifer L. & Hendry, David F., 2010. "A low-dimension portmanteau test for non-linearity," Journal of Econometrics, Elsevier, vol. 158(2), pages 231-245, October.
  • Jennifer Castle & David Hendry, 2010. "A Low-Dimension Portmanteau Test for Non-linearity," Economics Series Working Papers 471, University of Oxford, Department of Economics.
• Francq, Christian & Zakoïan, Jean-Michel, 2010. "Inconsistency of the MLE and inference based on weighted LS for LARCH models," Journal of Econometrics, Elsevier, vol. 159(1), pages 151-165, November.
  • Christian Francq & Jean-Michel Zakoïan, 2010. "Inconsistency of the MLE and inference based on weighted LS for LARCH models," Post-Print hal-00732536, HAL.
• Escanciano, Juan Carlos & Velasco, Carlos, 2010. "Specification tests of parametric dynamic conditional quantiles," Journal of Econometrics, Elsevier, vol. 159(1), pages 209-221, November.
  • Juan Carlos Escanciano & Carlos Velasco, 2008. "Specification Tests of Parametric Dynamic Conditional Quantiles," CAEPR Working Papers 2008-021, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
  • J. Carlos Escanciano & Carlos Velasco, 2010. "Specification tests of parametric dynamic conditional quantiles," Post-Print hal-00732534, HAL.
• Clements, Michael P. & Beatriz Galvão, Ana, 2010. "First announcements and real economic activity," European Economic Review, Elsevier, vol. 54(6), pages 803-817, August.
  • Clements, Michael P. & Beatriz Galvao, Ana, 2008. "First Announcements and Real Economic Activity," Economic Research Papers 271314, University of Warwick - Department of Economics.
  • Clements, Michael P. & Galvão, Ana Beatriz, 2009. "First Announcements and Real Economic Activity," The Warwick Economics Research Paper Series (TWERPS) 885, University of Warwick, Department of Economics.
• Adeyemi, Olutomi I. & Broadstock, David C. & Chitnis, Mona & Hunt, Lester C. & Judge, Guy, 2010. "Asymmetric price responses and the underlying energy demand trend: Are they substitutes or complements? Evidence from modelling OECD aggregate energy demand," Energy Economics, Elsevier, vol. 32(5), pages 1157-1164, September.
  • Olutomi I Adeyemi & David C Broadstock & Mona Chitnis & Lester C Hunt & Guy Judge, 2008. "Asymmetric Price Responses and the Underlying Energy Demand Trend: Are they Substitutes or Complements? Evidence from Modelling OECD Aggregate Energy Demand," Surrey Energy Economics Centre (SEEC), School of Economics Discussion Papers (SEEDS) 121, Surrey Energy Economics Centre (SEEC), School of Economics, University of Surrey.
• Duca, John V. & Muellbauer, John & Murphy, Anthony, 2010. "Housing markets and the financial crisis of 2007-2009: Lessons for the future," Journal of Financial Stability, Elsevier, vol. 6(4), pages 203-217, December.
  • John V. Duca & John Muellbauer & Anthony Murphy, 2010. "Housing Markets and the Financial Crisis of 2007-2009: Lessons for the Future," SERC Discussion Papers 0049, Centre for Economic Performance, LSE.
  • Duca, John V. & Muellbauer, John & Murphy, Anthony, 2010. "Housing markets and the financial crisis of 2007-2009: lessons for the future," LSE Research Online Documents on Economics 33613, London School of Economics and Political Science, LSE Library.
• Manjón-Antolín, Miguel C., 2010. "Firm size and short-term dynamics in aggregate entry and exit," International Journal of Industrial Organization, Elsevier, vol. 28(5), pages 464-476, September.
  • Manjón Antolín, Miguel C., 2004. "Firm Size and Short-Term Dynamics in Aggregate Entry and Exit," Working Papers 2072/1778, Universitat Rovira i Virgili, Department of Economics.
• Kurita, Takamitsu, 2010. "Effects of a signal-to-noise ratio on finite sample inference for cointegrating vectors," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 80(10), pages 2033-2039.
• Iskrev, Nikolay, 2010. "Local identification in DSGE models," Journal of Monetary Economics, Elsevier, vol. 57(2), pages 189-202, March.
  • Nikolay Iskrev, 2009. "Local Identification in DSGE Models," Working Papers w200907, Banco de Portugal, Economics and Research Department.
• Iqbal, Javed & Azher, Sara & Ijza, Ayesha, 2010. "Predictive ability of Value-at-Risk methods: evidence from the Karachi Stock Exchange-100 Index," MPRA Paper 23752, University Library of Munich, Germany.
  • Javed Iqbal & Sara Azher & Ayesha Ijaz, 2010. "Predictive Ability of Value-at-Risk Methods: Evidence from the Karachi Stock Exchange-100 Index," EERI Research Paper Series EERI_RP_2010_18, Economics and Econometrics Research Institute (EERI), Brussels.
• Mitze, Timo, 2010. "Estimating Gravity Models of International Trade with Correlated Time-Fixed Regressors: To IV or not IV?," MPRA Paper 23540, University Library of Munich, Germany.
  • Timo Mitze, 2010. "Estimating Gravity Models of International Trade with Correlated Time-Fixed Regressors: To IV or not IV?," EERI Research Paper Series EERI_RP_2010_22, Economics and Econometrics Research Institute (EERI), Brussels.
• 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.
• Groshenny, Nicolas, 2013. "Monetary Policy, Inflation And Unemployment: In Defense Of The Federal Reserve," Macroeconomic Dynamics, Cambridge University Press, vol. 17(6), pages 1311-1329, September.
  • Nicolas Groshenny, 2010. "Monetary policy, inflation and unemployment. In Defense of the Federal Reserve," 2010 Meeting Papers 676, Society for Economic Dynamics.
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• Jacobs, Jan P.A.M. & Wallis, Kenneth F., 2010. "Cointegration, long-run structural modelling and weak exogeneity: Two models of the UK economy," Journal of Econometrics, Elsevier, vol. 158(1), pages 108-116, September.
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• María del Carmen Melgar Hiraldo & José Antonio Ordaz Sanz, 2010. "Aplicación de los modelos inflados de ceros en el análisis de la siniestralidad y el componente de culpabilidad en el seguro de automóviles," Revista de Administración, Finanzas y Economía (Journal of Management, Finance and Economics), Tecnológico de Monterrey, Campus Ciudad de México, vol. 4(1), pages 44-63.
• Christopher Martin & Costas Milas, 2010. "Financial Stability and Monetary Policy," Working Paper series 12_10, Rimini Centre for Economic Analysis.
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• Dimitris Hatzinikolaou, 2010. "Econometric Errors in an _Applied Economics_ Article," Econ Journal Watch, Econ Journal Watch, vol. 7(2), pages 107-112, May.
• Cruz Aké, Salvador & Venegas-Martínez, Francisco, 2010. "Valor de una empresa en riesgo de expropiación en un entorno de crisis financiera. Caso Banamex," El Trimestre Económico, Fondo de Cultura Económica, vol. 0(306), pages 473-503, abril-jun.
• Gaviria, Alejandro & Medina, Carlos & Palau, María del Mar, 2010. "Las consecuencias económicas de un nombre atípico. El caso colombiano," El Trimestre Económico, Fondo de Cultura Económica, vol. 0(307), pages 535-556, julio-sep.
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• Waggoner, Daniel F. & Zha, Tao, 2012. "Confronting model misspecification in macroeconomics," Journal of Econometrics, Elsevier, vol. 171(2), pages 167-184.
  • Daniel F. Waggoner & Tao Zha, 2010. "Confronting model misspecification in macroeconomics," FRB Atlanta Working Paper 2010-18, Federal Reserve Bank of Atlanta.
  • Daniel F. Waggoner & Tao Zha, 2010. "Confronting Model Misspecification in Macroeconomics," Emory Economics 1012, Department of Economics, Emory University (Atlanta).
  • Daniel F. Waggoner & Tao Zha, 2012. "Confronting Model Misspecification in Macroeconomics," NBER Working Papers 17791, National Bureau of Economic Research, Inc.
• Yaovarate Chaovanapoonphol & Christine Lim & Michael McAleer & Aree Wiboonpongse, 2010. "Time Series Modelling of Tourism Demand from the USA, Japan and Malaysia to Thailand," CIRJE F-Series CIRJE-F-722, CIRJE, Faculty of Economics, University of Tokyo.
  • Chaovanapoonphol, Y. & Lim, C. & McAleer, M.J. & Wiboonpongse, A., 2010. "Time Series Modelling of Tourism Demand from the USA, Japan and Malaysia to Thailand," Econometric Institute Research Papers EI 2010-18, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Yaovarate Chaovanapoonphol & Christine Lim & Michael McAleer & Aree Wiboonpongse, 2010. "Time Series Modelling of Tourism Demand from the USA, Japan and Malaysia to Thailand," Working Papers in Economics 10/05, University of Canterbury, Department of Economics and Finance.
• Philip Hans Franses & Michael McAleer & Rianne Legerstee, 2010. "Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments," CIRJE F-Series CIRJE-F-729, CIRJE, Faculty of Economics, University of Tokyo.
  • Philip Hans Franses & Michael McAleer & Rianne Legerstee:, 2011. "Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments," Documentos de Trabajo del ICAE 2011-11, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Franses, Ph.H.B.F. & McAleer, M.J. & Legerstee, R., 2010. "Evaluating Macroeconomic Forecast: A Review of Some Recent Developments," Econometric Institute Research Papers EI 2010-19, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Philip Hans Franses & Michael McAleer & Rianne Legerstee, 2011. "Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments," KIER Working Papers 771, Kyoto University, Institute of Economic Research.
  • Philip Hans Franses & Michael McAleer & Rianne Legerstee, 2010. "Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments," Working Papers in Economics 10/09, University of Canterbury, Department of Economics and Finance.
• Massimiliano Caporin & Michael McAleer, 2010. "Ranking Multivariate GARCH Models by Problem Dimension," CARF F-Series CARF-F-219, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
  • Caporin, M. & McAleer, M.J., 2010. "Ranking multivariate GARCH models by problem dimension," Econometric Institute Research Papers EI 2010-34, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Massimiliano Caporin & Michael McAleer, 2010. "Ranking Multivariate GARCH Models by Problem Dimension," "Marco Fanno" Working Papers 0124, Dipartimento di Scienze Economiche "Marco Fanno".
  • Massimiliano Caporin & Michael McAleer, 2010. "Ranking Multivariate GARCH Models by Problem Dimension," CIRJE F-Series CIRJE-F-742, CIRJE, Faculty of Economics, University of Tokyo.
  • Massimiliano Caporin & Michael McAleer, 2010. "Ranking Multivariate GARCH Models by Problem Dimension," Working Papers in Economics 10/34, University of Canterbury, Department of Economics and Finance.
• Massimiliano Caporin & Michael McAleer, 2011. "Thresholds, news impact surfaces and dynamic asymmetric multivariate GARCH," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 65(2), pages 125-163, May.
  • Massimiliano Caporin & Michael McAleer, 2008. "Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH," "Marco Fanno" Working Papers 0064, Dipartimento di Scienze Economiche "Marco Fanno".
  • Caporin, M. & McAleer, M.J., 2010. "Threshold, news impact surfaces and dynamic asymmetric multivariate GARCH," Econometric Institute Research Papers EI 2010-36, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Michael McAleer & Massimiliano Caporin, 2010. "Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH," Working Papers in Economics 10/32, University of Canterbury, Department of Economics and Finance.
  • Massimiliano Caporin & Michael McAleer, 2010. "Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH," Working Papers in Economics 10/73, University of Canterbury, Department of Economics and Finance.
  • Massimiliano Caporin & Michael McAleer, 2010. "Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH," CIRJE F-Series CIRJE-F-740, CIRJE, Faculty of Economics, University of Tokyo.
  • Massimiliano Caporin & Michael McAleer, 2009. "Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH," Documentos de Trabajo del ICAE 2009-11, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Massimiliano Caporin & Michael McAleer, 2010. "Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH," CARF F-Series CARF-F-217, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
  • Massimiliano Caporin & Michael McAleer, 2010. "Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH," KIER Working Papers 741, Kyoto University, Institute of Economic Research.
• Massimiliano Caporin & Michael McAleer, 2010. "Model Selection and Testing of Conditional and Stochastic Volatility Models," Working Papers in Economics 10/58, University of Canterbury, Department of Economics and Finance.
  • Caporin, M. & McAleer, M.J., 2010. "Model Selection and Testing of Conditional and Stochastic Volatility Models," Econometric Institute Research Papers EI 2010-57, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Massimiliano Caporin & Michael McAleer, 2010. "Model Selection and Testing of Conditional and Stochastic Volatility Models," KIER Working Papers 724, Kyoto University, Institute of Economic Research.
• Sýdýka Baþçý & Asad Zaman & Arzdar Kiracý, 2010. "Variance Estimates and Model Selection," International Econometric Review (IER), Econometric Research Association, vol. 2(2), pages 57-72, September.
  • Sidika Basci & Asad Zaman, 1998. "Variance Estimates and Model Selection," Working Papers 9814, Department of Economics, Bilkent University.
• Jose Antonio Ordaz & Maria del Carmen Melgar & M. Kazim Khan, 2010. "Use and Extension of Count Data Models in the Determination of Relevant Factors for Claims in the Automobile Insurance Sector," European Research Studies Journal, European Research Studies Journal, vol. 0(4), pages 119-138.
• Adamopoulos Antonios, 2010. "Credit Market Development and Economic Growth: An Empirical Analysis for Ireland," European Research Studies Journal, European Research Studies Journal, vol. 0(4), pages 3-18.
• 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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  • Margherita Comola & Marcel Fafchamps, 2014. "Testing Unilateral and Bilateral Link Formation," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00825261, HAL.
  • Marcel Fafchamps & Margherita Comola, 2010. "Testing Unilateral and Bilateral Link Formation," Working Papers id:2797, eSocialSciences.
  • Margherita Comola & Marcel Fafchamps, 2014. "Testing Unilateral and Bilateral Link Formation," PSE-Ecole d'économie de Paris (Postprint) hal-00825261, HAL.
  • 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.
  • Fafchamps, Marcel & Comola, Margherita, 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," PSE Working Papers halshs-00574971, HAL.
  • Margherita Comola & Marcel Fafchamps, 2014. "Testing Unilateral and Bilateral Link Formation," Post-Print hal-00825261, HAL.
• Guillaume Fréchette & John Kagel & Massimo Morelli, 2012. "Pork versus public goods: an experimental study of public good provision within a legislative bargaining framework," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 49(3), pages 779-800, April.
  • Guillaume R. Frechette & John H. Kagel & Massimo Morelli, 2010. "Pork Versus Public Goods: An Experimental Study of Public Good Provision Within a Legislative Bargaining Framework," Economics Working Papers ECO2010/37, European University Institute.
• Karamé, F., 2010. "Impulse-response functions in Markov-switching structural vector autoregressions: A step further," Economics Letters, Elsevier, vol. 106(3), pages 162-165, March.
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  • Frédéric Karamé, 2010. "Impulse-Response Functions in Markov-Switching Structural Vector AutoRegressions: a Step Further," Documents de recherche 10-03, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne.
• Frédéric Karamé & Alexandra Olmedo, 2010. "Asymmetric Properties of Impulse Response Functions in Markov-Switching Structural Vector AutoRegressions," Documents de recherche 10-04, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne.
• Radovan Parrák & Jakub Seidler, 2010. "Mean-Variance & Mean-VaR Portfolio Selection: A Simulation Based Comparison in the Czech Crisis Environment," Working Papers IES 2010/27, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Nov 2010.
• Emerson Fernandes Marçal & Fernando Barbi, 2010. "“Quo Vadis Real? Estimating the Brazilian Real Exchange Rate Misalignment in Vector Error Correction Model with Structural Change”," Working Papers 10-2010, Universidade de São Paulo, Faculdade de Economia, Administração e Contabilidade de Ribeirão Preto.
• Waggoner, Daniel F. & Zha, Tao, 2012. "Confronting model misspecification in macroeconomics," Journal of Econometrics, Elsevier, vol. 171(2), pages 167-184.
  • Daniel F. Waggoner & Tao Zha, 2010. "Confronting model misspecification in macroeconomics," FRB Atlanta Working Paper 2010-18, Federal Reserve Bank of Atlanta.
  • Daniel F. Waggoner & Tao Zha, 2012. "Confronting Model Misspecification in Macroeconomics," NBER Working Papers 17791, National Bureau of Economic Research, Inc.
• Martin Fukac, 2009. "Impulse Response Identification in DSGE Models," Reserve Bank of New Zealand Discussion Paper Series DP2009/14, Reserve Bank of New Zealand.
  • Martin Fukac, 2010. "Impulse response identification in DSGE models," Research Working Paper RWP 10-07, Federal Reserve Bank of Kansas City.
• Martin Fukac & Adrian Pagan, 2009. "Structural Macro-Econometric Modelling in a Policy Environment," NCER Working Paper Series 50, National Centre for Econometric Research.
  • Martin Fukac & Adrian R. Pagan, 2010. "Structural macro-econometric modelling in a policy environment," Research Working Paper RWP 10-08, Federal Reserve Bank of Kansas City.
  • Martin Fukac & Adrian Pagan, 2009. "Structural macro-wconometric modelling in a policy environment," Reserve Bank of New Zealand Discussion Paper Series DP2009/16, Reserve Bank of New Zealand.
• Ole Bonnichsen & Jacob Ladenburg, 2010. "Reducing Status Quo Bias in Choice Experiments – An Application of a Protest Reduction Entreaty," IFRO Working Paper 2010/7, University of Copenhagen, Department of Food and Resource Economics.
• Marina Turuntseva & Tatiana Kiblitskaya, 2010. "Qualitative Specifics of Various Approaches to the Estimates of the RF Socio-Economic Indicators," Research Paper Series, Gaidar Institute for Economic Policy, issue 135P.
• William D. Larson, 2010. "Evaluating Alternative Methods of Forecasting House Prices: A Post-Crisis Reassessment," Working Papers 2010-004, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting, revised Feb 2011.
• Chatelain, Jean-Bernard, 2010. "Can statistics do without artefacts?," MPRA Paper 42867, University Library of Munich, Germany.
  • Jean-Bernard Chatelain, 2010. "Can Statistics Do without Artefacts?," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00750495, HAL.
  • Jean-Bernard Chatelain, 2010. "Can Statistics Do without Artefacts?," Working Papers hal-00750495, HAL.
• Dominique Guegan & Pierre-André Maugis, 2008. "New prospects on vines," Documents de travail du Centre d'Economie de la Sorbonne b08095, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Mar 2010.
  • Dominique Guegan & Pierre-André Maugis, 2010. "New Prospects on Vines," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00348884, HAL.
• Dominique Guegan & Pierre-André Maugis, 2010. "An Econometric Study of Vine Copulas," Documents de travail du Centre d'Economie de la Sorbonne 10040, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  • Dominique Guegan & Pierre-André Maugis, 2011. "An econometric Study for Vine Copulas," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00645799, HAL.
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• Escanciano, Juan Carlos & Velasco, Carlos, 2010. "Specification tests of parametric dynamic conditional quantiles," Journal of Econometrics, Elsevier, vol. 159(1), pages 209-221, November.
  • Juan Carlos Escanciano & Carlos Velasco, 2008. "Specification Tests of Parametric Dynamic Conditional Quantiles," CAEPR Working Papers 2008-021, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
  • J. Carlos Escanciano & Carlos Velasco, 2010. "Specification tests of parametric dynamic conditional quantiles," Post-Print hal-00732534, HAL.
• Francq, Christian & Zakoïan, Jean-Michel, 2010. "Inconsistency of the MLE and inference based on weighted LS for LARCH models," Journal of Econometrics, Elsevier, vol. 159(1), pages 151-165, November.
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• Diks, Cees & Panchenko, Valentyn & van Dijk, Dick, 2010. "Out-of-sample comparison of copula specifications in multivariate density forecasts," Journal of Economic Dynamics and Control, Elsevier, vol. 34(9), pages 1596-1609, September.
  • Cees Diks & Valentyn Panchenko & Dick van Dijk, 2008. "Out-of-sample Comparison of Copula Specifications in Multivariate Density Forecasts," Tinbergen Institute Discussion Papers 08-105/4, Tinbergen Institute.
  • Cees Diks & Valentyn Panchenko & Dick van Dijk, 2010. "Out-of-sample comparison of copula specifications in multivariate density forecasts," Post-Print hal-00732675, HAL.
  • Diks, C.G.H. & Dijk, D. van & Panchenko, V., 2008. "Out-of-sample comparison of copula specifications in multivariate density forecasts," CeNDEF Working Papers 08-10, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  • Cees Diks & Valentyn Panchenko & Dick van Dijk, 2008. "Out-of-sample comparison of copula specifications in multivariate density forecasts," Discussion Papers 2008-23, School of Economics, The University of New South Wales.
• Poilly, Céline, 2010. "Does money matter for the identification of monetary policy shocks: A DSGE perspective," Journal of Economic Dynamics and Control, Elsevier, vol. 34(10), pages 2159-2178, October.
  • Poilly, C., 2007. "Does Money Matter for the Identification of Monetary Policy Shocks: A DSGE Perspective," Working papers 184, Banque de France.
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  • Céline Poilly, 2007. "Does Money Matter for the Identification of Monetary Policy Shocks: A DSGE Perspective," THEMA Working Papers 2007-23, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
• Karamé, F., 2010. "Impulse-response functions in Markov-switching structural vector autoregressions: A step further," Economics Letters, Elsevier, vol. 106(3), pages 162-165, March.
  • Frédéric Karamé, 2010. "Impulse-Response Functions in Markov-Switching Structural Vector AutoRegressions: a Step Further," Documents de recherche 10-03, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne.
  • Frédéric Karamé, 2010. "Impulse–response functions in Markov-switching structural vector autoregressions: A step further," Post-Print hal-02297082, HAL.
• Ivar Ekeland & Alfred Galichon & Marc Henry, 2010. "Optimal transportation and the falsifiability of incompletely specified economic models," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 42(2), pages 355-374, February.
  • Ivar Ekeland & Alfred Galichon & Marc Henry, 2010. "Optimal transportation and the falsifiability of incompletely specified economic models," Post-Print hal-03417660, HAL.
  • Ivar Ekeland & Alfred Galichon & Marc Henry, 2010. "Optimal transportation and the falsifiability of incompletely specified economic models," Post-Print hal-03417659, HAL.
  • Ivar Ekeland & Alfred Galichon & Marc Henry, 2021. "Optimal transportation and the falsifiability of incompletely specified economic models," Papers 2102.04162, arXiv.org, revised Feb 2021.
• Ivar Ekeland & Alfred Galichon & Marc Henry, 2010. "Optimal transportation and the falsifiability of incompletely specified economic models," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 42(2), pages 355-374, February.
  • Ivar Ekeland & Alfred Galichon & Marc Henry, 2010. "Optimal transportation and the falsifiability of incompletely specified economic models," Post-Print hal-03417660, HAL.
  • Ivar Ekeland & Alfred Galichon & Marc Henry, 2021. "Optimal transportation and the falsifiability of incompletely specified economic models," Papers 2102.04162, arXiv.org, revised Feb 2021.
• Arouri, Mohamed & Jawadi, Fredj & Nguyen, Duc Khuong, 2013. "What can we tell about monetary policy synchronization and interdependence over the 2007–2009 global financial crisis?," Journal of Macroeconomics, Elsevier, vol. 36(C), pages 175-187.
  • Mohamed El Hedi Arouri & Duc Khuong Nguyen & Fredj Jawadi, 2010. "What can we tell about monetary policy synchronization and interdependence over the 2007-2009 global financial crisis?," Working Papers hal-00507826, HAL.
  • Mohamed El Hedi Arouri & Fredj Jawadi & Duc Khuong Nguyen, 2013. "What can we tell about monetary policy synchronization and interdependence over the 2007-2009 global financial crisis?," Post-Print hal-01410577, HAL.
  • Mohamed El Hedi Arouri & Fredj Jawadi & Duc Khuong Nguyen, 2013. "What can we tell about monetary policy synchronization and interdependence over the 2007-2009 global financial crisis?," Grenoble Ecole de Management (Post-Print) hal-01410577, HAL.
• Chatelain, Jean-Bernard, 2010. "Can statistics do without artefacts?," MPRA Paper 42867, University Library of Munich, Germany.
  • Jean-Bernard Chatelain, 2010. "Can Statistics Do without Artefacts?," Working Papers hal-00750495, HAL.
  • Jean-Bernard Chatelain, 2010. "Can Statistics Do without Artefacts?," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00750495, HAL.
• Donauer, Stefanie & Heinen, Florian & Sibbertsen, Philipp, 2010. "Identification problems in ESTAR models and a new model," Hannover Economic Papers (HEP) dp-444, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
• Heinen, Florian, 2010. "Evaluating a class of nonlinear time series models," Hannover Economic Papers (HEP) dp-445, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
• Li, Yushu & Shukur, Ghazi, 2010. "Linear and Non-linear Causality Test in a LSTAR model - wavelet decomposition in a non-linear environment," Working Paper Series in Economics and Institutions of Innovation 227, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies.
• Bertil Wegmann & Mattias Villani, 2011. "Bayesian Inference in Structural Second-Price Common Value Auctions," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 29(3), pages 382-396, July.
  • Wegmann, Bertil & Villani, Mattias, 2011. "Bayesian Inference in Structural Second-Price Common Value Auctions," Journal of Business & Economic Statistics, American Statistical Association, vol. 29(3), pages 382-396.
  • Wegmann , Bertil & Villani, Mattias, 2010. "Bayesian Inference in Structural Second-Price common Value Auctions," Working Paper Series 242, Sveriges Riksbank (Central Bank of Sweden).
• Hellström, Jörgen & Soultanaeva, Albina, 2010. "The Impact of Stock Market Jumps on Time-Varying Return Correlations: Empirical Evidence from the Baltic Countries," Umeå Economic Studies 816, Umeå University, Department of Economics.
• Tue Gørgens & Allan Würtz, 2012. "Testing a parametric function against a non‐parametric alternative in IV and GMM settings," Econometrics Journal, Royal Economic Society, vol. 15(3), pages 462-489, October.
  • Tue Gørgens & Allan Würtz, 2009. "Testing a parametric function against a nonparametric alternative in IV and GMM settings," CREATES Research Papers 2009-54, Department of Economics and Business Economics, Aarhus University.
  • Gørgens, Tue & Würtz, Allan, 2010. "Testing a Parametric Function Against a Nonparametric Alternative in IV and GMM Settings," CEI Working Paper Series 2010-9, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University.
• Yu-Chin Chen & Kenneth S. Rogoff & Barbara Rossi, 2010. "Can Exchange Rates Forecast Commodity Prices?," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 125(3), pages 1145-1194.
  • Yu-Chin Chen & Kenneth Rogoff & Barbara Rossi, 2008. "Can Exchange Rates Forecast Commodity Prices?," NBER Working Papers 13901, National Bureau of Economic Research, Inc.
  • Rogoff, Kenneth S. & Chen, Yu-Chin & Rossi, Barbara, 2010. "Can Exchange Rates Forecast Commodity Prices?," Scholarly Articles 29412033, Harvard University Department of Economics.
  • Yu-chin Chen & Kenneth Rogoff & Barbara Rossi, 2010. "Can Exchange Rates Forecast Commodity Prices?," Working Papers 10-07, Duke University, Department of Economics.
  • Chen, Yu-chin & Rogoff, Kenneth & Rossi, Barbara, 2008. "Can Exchange Rates Forecast Commodity Prices?," Working Papers 08-03, Duke University, Department of Economics.
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• Julia Schaumburg, 2010. "Predicting extreme VaR: Nonparametric quantile regression with refinements from extreme value theory," SFB 649 Discussion Papers SFB649DP2010-009, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Drechsler, Jörg, 2010. "Multiple imputation of missing values in the wave 2007 of the IAB Establishment Panel," IAB-Discussion Paper 201006, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
• Polasek, Wolfgang & Sellner, Richard, 2010. "Spatial Chow-Lin Methods for Data Completion in Econometric Flow Models," Economics Series 255, Institute for Advanced Studies.
• Volker Wieland, 2010. "Commentary: Fiscal Stimulus and the Promise of Future Spending Cuts," International Journal of Central Banking, International Journal of Central Banking, vol. 6(1), pages 39-50, March.
• Christopher Martin & Costas Milas, 2010. "The Sub-Prime Crisis and UK Monetary Policy," International Journal of Central Banking, International Journal of Central Banking, vol. 6(3), pages 119-144, September.
  • Christopher Martin & Costas Milas, 2008. "The Sub-Prime Crisis and UK Monetary Policy," Working Paper series 31_08, Rimini Centre for Economic Analysis.
  • Christopher Martin & C Milas, 2009. "The Sub-Prime Crisis and UK Monetary Policy," Department of Economics Working Papers 1/09, University of Bath, Department of Economics.
• Florin Marius Pavelescu, 2010. "An Extensive Study on the Disturbances Generated by Collinearity in a Linear Regression Model with Three Explanatory Variables," Romanian Journal of Economics, Institute of National Economy, vol. 31(2(40)), pages 65-93, December.
• Henrique Monteiro, 2010. "Residential Water Demand in Portugal: checking for efficiency-based justifications for increasing block tariffs," Working Papers Series 1 ercwp0110, ISCTE-IUL, Business Research Unit (BRU-IUL).
• Melik KAMISLI & Nuray GIRGINER, 2010. "Islem Bazlý Manipulasyonun Istatistiksel Siniflandýrma Analizleriyle Belirlenmesi," Istanbul University Econometrics and Statistics e-Journal, Department of Econometrics, Faculty of Economics, Istanbul University, vol. 11(1), pages 1-30, May.
• Jorge González-Chapela, 2010. "Things that make us different: analysis of variance in the use of time," Working Papers. Serie AD 2010-18, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
• Eva Dettmann & Claudia Becker & Christian Schmeißer, 2010. "Is there a Superior Distance Function for Matching in Small Samples?," IWH Discussion Papers 3, Halle Institute for Economic Research.
• Daniel L. Millimet, 2011. "The Elephant in the Corner: A Cautionary Tale about Measurement Error in Treatment Effects Models," Advances in Econometrics, in: Missing Data Methods: Cross-sectional Methods and Applications, pages 1-39, Emerald Group Publishing Limited.
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• Paul Clarke & Claire Crawford & Fiona Steele & Anna Vignoles, 2010. "The Choice between fixed and random effects models: some considerations for educational research," The Centre for Market and Public Organisation 10/240, The Centre for Market and Public Organisation, University of Bristol, UK.
  • Clarke, Paul & Crawford, Claire & Steele, Fiona & Vignoles, Anna, 2010. "The Choice Between Fixed and Random Effects Models: Some Considerations for Educational Research," IZA Discussion Papers 5287, Institute of Labor Economics (IZA).
  • Paul Clarke & Claire Crawford & Fiona Steele & Anna Vignoles, 2010. "The choice between fixed and random effects models: some considerations for educational research," DoQSS Working Papers 10-10, Quantitative Social Science - UCL Social Research Institute, University College London.
• Aysit Tansel & Pinar Yasar, 2010. "Macroeconomic impact of remittances on output growth: Evidence from Turkey," Migration Letters, Migration Letters, vol. 7(2), pages 132-143, October.
  • Aysit Tansel & Pinar Yasar, 2010. "Macroeconomic Impact of Remittances on Output Growth: Evidence from Turkey," ERC Working Papers 1002, ERC - Economic Research Center, Middle East Technical University, revised Jun 2010.
  • Tansel, Aysit & Ya?ar, P?nar, 2010. "Macroeconomic Impact of Remittances on Output Growth: Evidence from Turkey," IZA Discussion Papers 5376, Institute of Labor Economics (IZA).
  • Aysit Tansel & Pinar Yasar, 2011. "Macroeconomic Impact of Remittances on Output Growth: Evidence from Turkey," Working Papers 586, Economic Research Forum, revised 05 Jan 2011.
• Raffaella Giacomini & Barbara Rossi, 2010. "Forecast comparisons in unstable environments," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(4), pages 595-620.
  • Giacomini, Raffaella & Rossi, Barbara, 2008. "Forecast Comparisons in Unstable Environments," Working Papers 08-04, Duke University, Department of Economics.
• Òscar Jordà & Massimiliano Marcellino, 2010. "Path forecast evaluation," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(4), pages 635-662.
  • Òscar Jordà & Massimiliano Marcellino, 2008. "Path Forecast Evaluation," Economics Working Papers ECO2008/34, European University Institute.
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• Chih Ming Tan, 2010. "No one true path: uncovering the interplay between geography, institutions, and fractionalization in economic development," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(7), pages 1100-1127, November/.
  • Chih Ming Tan, 2005. "No One True Path: Uncovering the Interplay between Geography, Institutions, and Fractionalization in Economic Development," Discussion Papers Series, Department of Economics, Tufts University 0512, Department of Economics, Tufts University.
• Karim Barhoumi & Olivier Darné & Laurent Ferrara, 2010. "Are disaggregate data useful for factor analysis in forecasting French GDP?," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 29(1-2), pages 132-144.
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• Ataman Ozyildirim & Brian Schaitkin & Victor Zarnowitz, 2010. "Business cycles in the euro area defined with coincident economic indicators and predicted with leading economic indicators," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 29(1-2), pages 6-28.
  • Ataman Ozyildirim & Brian Schaitkin & Victor Zarnowitz, 2008. "Business Cycles in the Euro Area Defined with Coincident Economic Indicators and Predicted with Leading Economic Indicators," Economics Program Working Papers 08-04, The Conference Board, Economics Program.
• Alessio Moneta & Doris Entner & Patrik Hoyer & Alex Coad, 2010. "Causal Inference by Independent Component Analysis with Applications to Micro- and Macroeconomic Data," Jena Economics Research Papers 2010-031, Friedrich-Schiller-University Jena.
• 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 Economics Research Papers 2010-042, Friedrich-Schiller-University Jena.
• Katja Ignatieva & Eckhard Platen, 2010. "Modelling Co-movements and Tail Dependency in the International Stock Market via Copulae," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 17(3), pages 261-302, September.
  • Katja Ignatieva & Eckhard Platen, 2009. "Modelling Co-movements and Tail Dependency in the International Stock Market via Copulae," Research Paper Series 265, Quantitative Finance Research Centre, University of Technology, Sydney.
• Theodore Panagiotidis, 2010. "Market efficiency and the Euro: the case of the Athens stock exchange," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 37(3), pages 237-251, July.
  • Theodore Panagiotidis, 2003. "Market Efficiency and the Euro:The case of the Athens Stock Exchange," Public Policy Discussion Papers 03-08, Economics and Finance Section, School of Social Sciences, Brunel University.
  • Theodore Panagiotidis, 2005. "Market Efficiency and the Euro: The case of the Athens Stock Exchange," Finance 0507022, University Library of Munich, Germany.
  • Theodore Panagiotidis, 2003. "Market Efficiency and the Euro:The case of the Athens Stock Exchange," Economics and Finance Discussion Papers 03-08, Economics and Finance Section, School of Social Sciences, Brunel University.
  • Theodore Panagiotidis, 2008. "Market Efficiency and the Euro: The case of the Athens Stock exchange," Discussion Paper Series 2008_14, Department of Economics, University of Macedonia, revised Dec 2008.
• Hung-pin Lai & Cliff Huang, 2010. "Likelihood ratio tests for model selection of stochastic frontier models," Journal of Productivity Analysis, Springer, vol. 34(1), pages 3-13, August.
• Vo Le & David Meenagh & Patrick Minford & Michael Wickens, 2010. "Two Orthogonal Continents? Testing a Two-country DSGE Model of the US and the EU Using Indirect Inference," Open Economies Review, Springer, vol. 21(1), pages 23-44, February.
  • Minford, Patrick & Wickens, Michael R. & Meenagh, David & Le, Vo Phuong Mai, 2009. "Two Orthogonal Continents? Testing a Two-country DSGE Model of the US and EU Using Indirect Inference," CEPR Discussion Papers 7385, C.E.P.R. Discussion Papers.
  • Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael, 2009. "Two Orthogonal Continents: Testing a Two-country DSGE Model of the US and EU Using Indirect Inference," Cardiff Economics Working Papers E2009/3, Cardiff University, Cardiff Business School, Economics Section, revised Dec 2009.
• Dreger, Christian & Wolters, Jürgen, 2010. "M3 Money Demand and Excess Liquidity in the Euro Area," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 144(3), pages 459-472.
  • Christian Dreger & Jürgen Wolters, 2010. "M3 money demand and excess liquidity in the euro area," Public Choice, Springer, vol. 144(3), pages 459-472, September.
  • Christian Dreger & Jürgen Wolters, 2008. "M3 Money Demand and Excess Liquidity in the Euro Area," Working Paper / FINESS 7.1a, DIW Berlin, German Institute for Economic Research.
  • Christian Dreger & Jürgen Wolters, 2008. "M3 Money Demand and Excess Liquidity in the Euro Area," Discussion Papers of DIW Berlin 795, DIW Berlin, German Institute for Economic Research.
• Chuang-Chang Chang & Jun-Biao Lin, 2010. "The valuation of multivariate contingent claims under transformed trinomial approaches," Review of Quantitative Finance and Accounting, Springer, vol. 34(1), pages 23-36, January.
• George Karathanassis & Vasilios Sogiakas, 2010. "Spill over effects of futures contracts initiation on the cash market: a regime shift approach," Review of Quantitative Finance and Accounting, Springer, vol. 34(1), pages 95-143, January.
• Dimitris Psychoyios & George Dotsis & Raphael Markellos, 2010. "A jump diffusion model for VIX volatility options and futures," Review of Quantitative Finance and Accounting, Springer, vol. 35(3), pages 245-269, October.
• Sang Hoon Kang & Seong-Min Yoon, 2010. "Sudden Changes and Persistence in Volatility of Korean Equity Sector Returns," Korean Economic Review, Korean Economic Association, vol. 26, pages 431-451.
• Ala Roller & Ana Berdila & Dorian Nacu, 2010. "Securities Estimation Techniques in Republic of Moldova," Knowledge Horizons - Economics, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, vol. 2(2), pages 46-51, June.
• Paul Alagidede & Theodore Panagiotidis & Xu Zhang, 2011. "Why a diversified portfolio should include African assets," Applied Economics Letters, Taylor & Francis Journals, vol. 18(14), pages 1333-1340.
  • Paul Alagidede & Theodore Panagiotidis & Xu Zhang, 2010. "Why a Diversified Portfolio Should Include African Assets," Working Paper series 33_10, Rimini Centre for Economic Analysis.
  • Paul Alagidede & Theodore Panagiotidis & Xu Zhang, 2010. "Why a Diversified Portfolio Should Include African Assets," Koç University-TUSIAD Economic Research Forum Working Papers 1034, Koc University-TUSIAD Economic Research Forum.
  • Alagidede, Paul & Panagiotidis, Theodore & Zhang, Xu, 2010. "Why a diversified portfolio should include African assets," Stirling Economics Discussion Papers 2010-15, University of Stirling, Division of Economics.
• Sule Akkoyunlu & Boriss Siliverstovs, 2010. "Does the Law of One Price Hold in a High-Inflation Environment?," KOF Working papers 10-248, KOF Swiss Economic Institute, ETH Zurich.
• Kovács, Erzsébet & Dobos, Imre & Gelei, Andrea, 2010. "Üzleti kapcsolatok modellezése [Modelling business relations]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(7), pages 677-699.
• Caporin, M. & McAleer, M.J., 2010. "Model Selection and Testing of Conditional and Stochastic Volatility Models," Econometric Institute Research Papers EI 2010-57, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Massimiliano Caporin & Michael McAleer, 2010. "Model Selection and Testing of Conditional and Stochastic Volatility Models," KIER Working Papers 724, Kyoto University, Institute of Economic Research.
  • Massimiliano Caporin & Michael McAleer, 2010. "Model Selection and Testing of Conditional and Stochastic Volatility Models," Working Papers in Economics 10/58, University of Canterbury, Department of Economics and Finance.
• Massimiliano Caporin & Michael McAleer, 2011. "Thresholds, news impact surfaces and dynamic asymmetric multivariate GARCH," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 65(2), pages 125-163, May.
  • Massimiliano Caporin & Michael McAleer, 2008. "Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH," "Marco Fanno" Working Papers 0064, Dipartimento di Scienze Economiche "Marco Fanno".
  • Massimiliano Caporin & Michael McAleer, 2010. "Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH," KIER Working Papers 741, Kyoto University, Institute of Economic Research.
  • Michael McAleer & Massimiliano Caporin, 2010. "Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH," Working Papers in Economics 10/32, University of Canterbury, Department of Economics and Finance.
  • Caporin, M. & McAleer, M.J., 2010. "Threshold, news impact surfaces and dynamic asymmetric multivariate GARCH," Econometric Institute Research Papers EI 2010-36, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Massimiliano Caporin & Michael McAleer, 2010. "Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH," Working Papers in Economics 10/73, University of Canterbury, Department of Economics and Finance.
  • Massimiliano Caporin & Michael McAleer, 2010. "Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH," CIRJE F-Series CIRJE-F-740, CIRJE, Faculty of Economics, University of Tokyo.
  • Massimiliano Caporin & Michael McAleer, 2009. "Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH," Documentos de Trabajo del ICAE 2009-11, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Massimiliano Caporin & Michael McAleer, 2010. "Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH," CARF F-Series CARF-F-217, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
• Naraidoo, Ruthira & Paya, Ivan, 2012. "Forecasting monetary policy rules in South Africa," International Journal of Forecasting, Elsevier, vol. 28(2), pages 446-455.
  • R Naraidoo & I Paya, 2010. "Forecasting Monetary Policy Rules in South Africa," Working Papers 611194, Lancaster University Management School, Economics Department.
• Maximilian J. B. Hall & Karligash Kenjegalieva & Richard Simper, 2010. "Accounting for environmental factors, bias and negative numbers in efficiency estimation: A bootstrapping application to the Hong Kong banking sector," Discussion Paper Series 2010_03, Department of Economics, Loughborough University, revised Feb 2010.
• Muliaman D. Hadad & Maximilian J. B. Hall & Wimboh Santoso & Karligash Kenjegalieva & Richard Simper, 2010. "Productivity Changes and Risk Management in Indonesian Banking: An Application of a New Approach to Constructing Malmquist Indices," Discussion Paper Series 2010_04, Department of Economics, Loughborough University, revised Feb 2010.
• Jorge Andrés Perdomo, 2010. "A Propensity Score Matching and Spatial Hedonic Prices Approach for Estimating Property Value Fluctuations in Bogotá," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 73, pages 49-65.
• Sylvain Caurla & Franck Lecocq & Philippe Delacote & Ahmed Barkaoui, 2010. "The French Forest Sector Model: version 1.0. Presentation and theorical foundations," Working Papers - Cahiers du LEF 2010-04, Laboratoire d'Economie Forestiere, AgroParisTech-INRA.
• Sébastien Laurent & Jeroen V. K. Rombouts & Francesco Violante, 2012. "On the forecasting accuracy of multivariate GARCH models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 27(6), pages 934-955, September.
  • LAURENT, Sébastien & ROMBOUTS, Jeroen V. K. & VIOLANTE, Francesco, 2010. "On the forecasting accuracy of multivariate GARCH models," LIDAM Discussion Papers CORE 2010025, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Sébastien Laurent & Jeroen V.K. Rombouts & Francesco Violante, 2010. "On the Forecasting Accuracy of Multivariate GARCH Models," Cahiers de recherche 1021, CIRPEE.
• Sebastian Ostrowski & Peter Reichling, 2010. "Measures of Predictive Success for Rating Functions," FEMM Working Papers 100018, Otto-von-Guericke University Magdeburg, Faculty of Economics and Management.
• Becker, Ralf & Osborn, Denise R. & Yildirim, Dilem, 2012. "A threshold cointegration analysis of interest rate pass-through to UK mortgage rates," Economic Modelling, Elsevier, vol. 29(6), pages 2504-2513.
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• Maria Grydaki & Stilianos Fountas, 2010. "What Explains Output Volatility? Evidence from the G3," Discussion Paper Series 2010_09, Department of Economics, University of Macedonia, revised Jul 2010.
• Maria Grydaki & Stilianos Fountas, 2010. "What Explains Nominal Exchange Rate Volatility? Evidence from the Latin American Countries," Discussion Paper Series 2010_10, Department of Economics, University of Macedonia, revised Jul 2010.
• Aysit Tansel & Pinar Yasar, 2010. "Macroeconomic impact of remittances on output growth: Evidence from Turkey," Migration Letters, Migration Letters, vol. 7(2), pages 132-143, October.
  • Tansel, Aysit & Ya?ar, P?nar, 2010. "Macroeconomic Impact of Remittances on Output Growth: Evidence from Turkey," IZA Discussion Papers 5376, Institute of Labor Economics (IZA).
  • Aysit Tansel & Pinar Yasar, 2010. "Macroeconomic Impact of Remittances on Output Growth: Evidence from Turkey," ERC Working Papers 1002, ERC - Economic Research Center, Middle East Technical University, revised Jun 2010.
  • Aysit Tansel & Pinar Yasar, 2011. "Macroeconomic Impact of Remittances on Output Growth: Evidence from Turkey," Working Papers 586, Economic Research Forum, revised 05 Jan 2011.
• János Kövesi & Tamás Jónás & Zsuzsanna Eszter Tóth, 2010. "Separating the Measurement and Evaluation of Intellectual Capital Elements with Evaluator Functions," Theory Methodology Practice (TMP), Faculty of Economics, University of Miskolc, vol. 6(02), pages 37-47.
• Aysit Tansel & Pinar Yasar, 2010. "Macroeconomic impact of remittances on output growth: Evidence from Turkey," Migration Letters, Migration Letters, vol. 7(2), pages 132-143, October.
  • Aysit Tansel & Pinar Yasar, 2010. "Macroeconomic Impact of Remittances on Output Growth: Evidence from Turkey," ERC Working Papers 1002, ERC - Economic Research Center, Middle East Technical University, revised Jun 2010.
  • Tansel, Aysit & Ya?ar, P?nar, 2010. "Macroeconomic Impact of Remittances on Output Growth: Evidence from Turkey," IZA Discussion Papers 5376, Institute of Labor Economics (IZA).
  • Aysit Tansel & Pinar Yasar, 2011. "Macroeconomic Impact of Remittances on Output Growth: Evidence from Turkey," Working Papers 586, Economic Research Forum, revised 05 Jan 2011.
• Huston, Barry & McGibany, James M & Nourzad, Farrokh, 2010. "Does Money Matter? An Empirical Investigation," Working Papers and Research 2010-09, Marquette University, Center for Global and Economic Studies and Department of Economics.
• Nourzad, Farrokh, 2010. "Assessing the Predictive Power of Labor-Market Indicators of Inflation," Working Papers and Research 2010-10, Marquette University, Center for Global and Economic Studies and Department of Economics.
• Dominique Guegan & Pierre-André Maugis, 2010. "An Econometric Study of Vine Copulas," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00492124, HAL.
  • Dominique Guegan & Pierre-André Maugis, 2010. "An Econometric Study of Vine Copulas," Documents de travail du Centre d'Economie de la Sorbonne 10040, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  • Dominique Guegan & Pierre-André Maugis, 2011. "An econometric Study for Vine Copulas," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00645799, HAL.
• Yin Liao & Heather Anderson & Farshid Vahid, 2010. "Do Jumps Matter? Forecasting Multivariate Realized Volatility Allowing for Common Jumps," ANU Working Papers in Economics and Econometrics 2010-520, Australian National University, College of Business and Economics, School of Economics.
  • Yin Liao & Heather M. Anderson & Farshid Vahid, 2010. "Do Jumps Matter? Forecasting Multivariate Realized Volatility allowing for Common Jumps," Monash Econometrics and Business Statistics Working Papers 11/10, Monash University, Department of Econometrics and Business Statistics.
• Md Atikur Rahman Khan & D.S. Poskitt, 2010. "Description Length Based Signal Detection in singular Spectrum Analysis," Monash Econometrics and Business Statistics Working Papers 13/10, Monash University, Department of Econometrics and Business Statistics.
• D.S. Poskitt & Arivalzahan Sengarapillai, 2010. "Dual P-Values, Evidential Tension and Balanced Tests," Monash Econometrics and Business Statistics Working Papers 15/10, Monash University, Department of Econometrics and Business Statistics.
• Shu Fan & Rob Hyndman, 2010. "Short-term load forecasting based on a semi-parametric additive model," Monash Econometrics and Business Statistics Working Papers 17/10, Monash University, Department of Econometrics and Business Statistics.
• DiNardo, John & Lee, David S., 2011. "Program Evaluation and Research Designs," Handbook of Labor Economics, in: O. Ashenfelter & D. Card (ed.), Handbook of Labor Economics, edition 1, volume 4, chapter 5, pages 463-536, Elsevier.
  • John DiNardo & David S. Lee, 2010. "Program Evaluation and Research Designs," Working Papers 1228, Princeton University, Department of Economics, Industrial Relations Section..
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• Òscar Jordà & Moritz Schularick & Alan M Taylor, 2011. "Financial Crises, Credit Booms, and External Imbalances: 140 Years of Lessons," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 59(2), pages 340-378, June.
  • Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2010. "Financial Crises, Credit Booms, and External Imbalances: 140 Years of Lessons," NBER Working Papers 16567, National Bureau of Economic Research, Inc.
• Bårdsen Gunnar & Hurn Stanley & McHugh Zöe, 2012. "Asymmetric Unemployment Rate Dynamics in Australia," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 16(1), pages 1-22, January.
  • Gunnar Bårdsen & Stan Hurn & Zoë McHugh, 2010. "Asymmetric unemployment rate dynamics in Australia," CREATES Research Papers 2010-02, Department of Economics and Business Economics, Aarhus University.
  • Gunnar Bårdsen & Stan Hurn & Zoë McHugh, 2010. "Asymmetric unemployment rate dynamics in Australia," Working Paper Series 10810, Department of Economics, Norwegian University of Science and Technology.
  • Gunnar Bardsen & Stan Hurn & Zoe McHugh, 2011. "Asymmetric unemployment rate dynamics in Australia," NCER Working Paper Series 71, National Centre for Econometric Research.
• Nicolas Groshenny, 2010. "Monetary Policy, Inflation and Unemployment," Reserve Bank of New Zealand Discussion Paper Series DP2010/14, Reserve Bank of New Zealand.
• Gabriel Rodríguez, 2010. "Application of Three Non-Linear Econometric Approaches to Identify Business Cycles in Peru," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, vol. 2010(2), pages 1-25.
  • Gabriel Rodríguez, 2010. "Application of three non-linear econometric approaches to identify business cycles in Peru," Documentos de Trabajo / Working Papers 2010-284, Departamento de Economía - Pontificia Universidad Católica del Perú.
• Helmut Elsinger, 2010. "Independence Tests based on Symbolic Dynamics," Working Papers 165, Oesterreichische Nationalbank (Austrian Central Bank).
• Nikolay Robinzonov & Klaus Wohlrabe, 2010. "Freedom of Choice in Macroeconomic Forecasting ," CESifo Economic Studies, CESifo Group, vol. 56(2), pages 192-220, June.
  • Nikolay Robinzonov & Klaus Wohlrabe, 2008. "Freedom of Choice in Macroeconomic Forecasting: An Illustration with German Industrial Production and Linear Models," ifo Working Paper Series 57, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
• Christian T. Brownlees & Giampiero M. Gallo, 2010. "Comparison of Volatility Measures: a Risk Management Perspective," Journal of Financial Econometrics, Oxford University Press, vol. 8(1), pages 29-56, Winter.
  • Christian T. Brownlees & Giampiero M. Gallo, 2007. "Comparison of Volatility Measures: a Risk Management Perspective," Econometrics Working Papers Archive wp2007_15, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
  • Christian T. Brownlees & Giampiero Gallo, 2008. "Comparison of Volatility Measures: a Risk Management Perspective," Econometrics Working Papers Archive wp2008_03, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
• Yi-Ting Chen, 2010. "Generalized Moment Tests for Autoregressive Conditional Duration Models," Journal of Financial Econometrics, Oxford University Press, vol. 8(3), pages 345-391, Summer.
• Yu-Chin Chen & Kenneth S. Rogoff & Barbara Rossi, 2010. "Can Exchange Rates Forecast Commodity Prices?," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 125(3), pages 1145-1194.
  • Yu-Chin Chen & Kenneth Rogoff & Barbara Rossi, 2008. "Can Exchange Rates Forecast Commodity Prices?," NBER Working Papers 13901, National Bureau of Economic Research, Inc.
  • Yu-chin Chen & Kenneth Rogoff & Barbara Rossi, 2010. "Can Exchange Rates Forecast Commodity Prices?," Working Papers 10-07, Duke University, Department of Economics.
  • Kenneth Rogoff & Barbara Rossi & Yu-chin Chen, 2008. "Can Exchange Rates Forecast Commodity Prices?," 2008 Meeting Papers 540, Society for Economic Dynamics.
  • Chen, Yu-chin & Rogoff, Kenneth & Rossi, Barbara, 2008. "Can Exchange Rates Forecast Commodity Prices?," Working Papers 08-03, Duke University, Department of Economics.
  • Rogoff, Kenneth S. & Chen, Yu-Chin & Rossi, Barbara, 2010. "Can Exchange Rates Forecast Commodity Prices?," Scholarly Articles 29412033, Harvard University Department of Economics.
  • Yu-chin Chen & Kenneth Rogoff & Barbara Rossi, 2008. "Can Exchange Rates Forecast Commodity Prices?," Working Papers UWEC-2008-11-FC, University of Washington, Department of Economics, revised Oct 2009.
• Castle, Jennifer L. & Hendry, David F., 2010. "A low-dimension portmanteau test for non-linearity," Journal of Econometrics, Elsevier, vol. 158(2), pages 231-245, October.
  • Jennifer Castle & David Hendry, 2010. "A Low-Dimension Portmanteau Test for Non-linearity," Economics Series Working Papers 471, University of Oxford, Department of Economics.
• Massimiliano Caporin & Michael McAleer, 2010. "Ranking Multivariate GARCH Models by Problem Dimension," CARF F-Series CARF-F-219, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
  • Massimiliano Caporin & Michael McAleer, 2010. "Ranking Multivariate GARCH Models by Problem Dimension," "Marco Fanno" Working Papers 0124, Dipartimento di Scienze Economiche "Marco Fanno".
  • Caporin, M. & McAleer, M.J., 2010. "Ranking multivariate GARCH models by problem dimension," Econometric Institute Research Papers EI 2010-34, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Massimiliano Caporin & Michael McAleer, 2010. "Ranking Multivariate GARCH Models by Problem Dimension," CIRJE F-Series CIRJE-F-742, CIRJE, Faculty of Economics, University of Tokyo.
  • Massimiliano Caporin & Michael McAleer, 2010. "Ranking Multivariate GARCH Models by Problem Dimension," Working Papers in Economics 10/34, University of Canterbury, Department of Economics and Finance.
• Gabriel Rodríguez, 2010. "Application of Three Non-Linear Econometric Approaches to Identify Business Cycles in Peru," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, vol. 2010(2), pages 1-25.
  • Gabriel Rodríguez, 2010. "Application of three non-linear econometric approaches to identify business cycles in Peru," Documentos de Trabajo / Working Papers 2010-284, Departamento de Economía - Pontificia Universidad Católica del Perú.
• Firouz Fallahi & Gabriel Rodríguez, 2011. "Persistence of Unemployment in the Canadian Provinces," International Regional Science Review, , vol. 34(4), pages 438-458, October.
  • Firouz Fallahi & Gabriel Rodríguez, 2010. "Persistence of unemployment in the canadian provinces," Documentos de Trabajo / Working Papers 2010-286, Departamento de Economía - Pontificia Universidad Católica del Perú.
• Edward P. Santos & Dennis S. Mapa & Eloisa T. Glindro, 2010. "Estimating inflation-at-risk (IaR) using extreme value theory (EVT)," Philippine Review of Economics, University of the Philippines School of Economics and Philippine Economic Society, vol. 47(2), pages 21-40, December.
  • Santos, Edward P. & Mapa, Dennis S. & Glindro, Eloisa T., 2011. "Estimating Inflation-at-Risk (IaR) using Extreme Value Theory (EVT)," MPRA Paper 28266, University Library of Munich, Germany.
• Karl-Kuno Kunze & Hans Gerhard Strohe, 2010. "Antipersistence in German stock returns," Statistische Diskussionsbeiträge 39, Universität Potsdam, Wirtschafts- und Sozialwissenschaftliche Fakultät.
• Ginters BUSS, 2010. "Forecasts With Single - Equation Markov - Switching Model: An Application To The Gross Domestic Product Of Latvia," Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, vol. 5(2(12)/Sum), pages 48-58.
  • Bušs, Ginters, 2010. "Forecasts with single-equation Markov-switching model: an application to the gross domestic product of Latvia," MPRA Paper 20688, University Library of Munich, Germany.
• Freire González, Paulo Alejandro & Vivar Aguilar, Mayra Isabel & Maldonado, Diego, 2010. "Un nuevo enfoque para el análisis y calificación del Sistema Cooperativo Ecuatoriano [A new approach to the analysis and rating Ecuadorian Cooperative System]," MPRA Paper 21463, University Library of Munich, Germany, revised 05 Mar 2010.
• Buss, Ginters, 2010. "A note on GDP now-/forecasting with dynamic versus static factor models along a business cycle," MPRA Paper 22147, University Library of Munich, Germany.
• Justina AV Fischer, 2010. "Accounting for Unobserved Country Heterogeneity in Happiness Research: Country Fixed Effects versus Region Fixed Effects," CEIS Research Paper 164, Tor Vergata University, CEIS, revised 28 May 2010.
  • Fischer, Justina AV, 2010. "Accounting for Unobserved Country Heterogeneity in Happiness Research: Country Fixed Effects versus Region Fixed Effects," MPRA Paper 22272, University Library of Munich, Germany.
• 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.
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  • 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.
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• Emenike, Kalu O., 2010. "Modelling Stock Returns Volatility In Nigeria Using GARCH Models," MPRA Paper 22723, University Library of Munich, Germany.
• Janczura, Joanna & Weron, Rafal, 2010. "Goodness-of-fit testing for regime-switching models," MPRA Paper 22871, University Library of Munich, Germany.
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• Valerio Filoso, 2013. "Regression anatomy, revealed," Stata Journal, StataCorp LLC, vol. 13(1), pages 92-106, March.
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• Janczura, Joanna & Weron, Rafal, 2010. "Modeling electricity spot prices: Regime switching models with price-capped spike distributions," MPRA Paper 23296, University Library of Munich, Germany.
• Boubacar Mainassara, Yacouba, 2010. "Selection of weak VARMA models by Akaïke's information criteria," MPRA Paper 23412, University Library of Munich, Germany.
• Timo Mitze, 2010. "Estimating Gravity Models of International Trade with Correlated Time-Fixed Regressors: To IV or not IV?," EERI Research Paper Series EERI_RP_2010_22, Economics and Econometrics Research Institute (EERI), Brussels.
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• Lanne, Markku & Saikkonen, Pentti, 2013. "Noncausal Vector Autoregression," Econometric Theory, Cambridge University Press, vol. 29(3), pages 447-481, June.
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• Javed Iqbal & Sara Azher & Ayesha Ijaz, 2010. "Predictive Ability of Value-at-Risk Methods: Evidence from the Karachi Stock Exchange-100 Index," EERI Research Paper Series EERI_RP_2010_18, Economics and Econometrics Research Institute (EERI), Brussels.
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• Mübariz Hasanov & Tolga Omay, 2011. "The Relationship Between Inflation, Output Growth, and Their Uncertainties: Evidence from Selected CEE Countries," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 47(0), pages 5-20, July.
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• Malik, Sadia Mariam & Janjua, Yasin, 2010. "Geography, Institutions and Human Development: A Cross-Country Investigation Using Bayesian Model Averaging," MPRA Paper 24612, University Library of Munich, Germany.
• Boubacar Mainassara, Yacouba, 2010. "Selection of weak VARMA models by modified Akaike's information criteria," MPRA Paper 24981, University Library of Munich, Germany.
• Gupta, Abhishek, 2010. "A Forecasting Metric for Evaluating DSGE Models for Policy Analysis," MPRA Paper 26718, University Library of Munich, Germany.
• Faust, Jon & Gupta, Abhishek, 2010. "Posterior Predictive Analysis for Evaluating DSGE Models," MPRA Paper 26721, University Library of Munich, Germany.
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• Skribans, Valerijs, 2010. "Investments model development with the system dynamic method," MPRA Paper 27235, University Library of Munich, Germany.
• Moauro, Filippo, 2010. "A monthly indicator of employment in the euro area: real time analysis of indirect estimates," MPRA Paper 27797, University Library of Munich, Germany, revised 30 Dec 2010.
• Tchatoka, Firmin Doko, 2015. "Subset Hypotheses Testing And Instrument Exclusion In The Linear Iv Regression," Econometric Theory, Cambridge University Press, vol. 31(6), pages 1192-1228, December.
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  • Firmin Doko Tchatoka, 2011. "Subset hypotheses testing and instrument exclusion in the linear IV regression," Working Papers 10668, University of Tasmania, Tasmanian School of Business and Economics.
• Hidayat, Budi & Thabrany, Hasbullah, 2010. "Cigarette smoking in Indonesia: examination of a myopic model of addictive behaviour," MPRA Paper 30194, University Library of Munich, Germany, revised 17 May 2010.
• Lanne Markku & Saikkonen Pentti, 2011. "Noncausal Autoregressions for Economic Time Series," Journal of Time Series Econometrics, De Gruyter, vol. 3(3), pages 1-32, October.
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• Liu, Chun & Liu, Qing, 2012. "Marginal likelihood calculation for the Gelfand–Dey and Chib methods," Economics Letters, Elsevier, vol. 115(2), pages 200-203.
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• Marchese, Malvina, 2010. "Time series models of GDP: a reappraisal," MPRA Paper 36389, University Library of Munich, Germany.
• Guzman, Giselle C., 2010. "An inflation expectations horserace," MPRA Paper 36511, University Library of Munich, Germany.
• Jorge Andres, Perdomo Calvo & Jorge Andres, Perdomo Calvo, 2010. "Una propuesta metodológica para estimar los cambios sobre el valor de la propiedad: estudio de caso para Bogotá aplicando Propensity Score Matching y Precios Hedónicos Espaciales [A Propensity Scor," MPRA Paper 37178, University Library of Munich, Germany.
• Valdivia, Daney & Loayza, Lilian, 2010. "Adopción de metas de inflación y su impacto en las expectativas de inflación y volatilidad del crecimiento económico: evidencia empírica para Bolivia [Inflation targeting and its impact on the infl," MPRA Paper 37328, University Library of Munich, Germany, revised 25 Aug 2011.
• Cornille, David & Meyler, Aidan, 2010. "The behaviour of consumer gas prices in an environment of high and volatile oil prices," MPRA Paper 39099, University Library of Munich, Germany.
• Jean-Bernard Chatelain, 2010. "Can Statistics Do without Artefacts?," Working Papers hal-00750495, HAL.
  • Chatelain, Jean-Bernard, 2010. "Can statistics do without artefacts?," MPRA Paper 42867, University Library of Munich, Germany.
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• Rumyantsev, Mikhail I., 2010. "К Вопросу Оценки Адекватности Имитационных Моделей Банковских Бизнес-Процессов [On the problem of the adequacy estimation of simulation models of the banking business processes]," MPRA Paper 48591, University Library of Munich, Germany.
• Molnar, Jozsef & Violi, Roberto & Zhou, Xiaolan, 2013. "Multimarket contact in Italian retail banking: Competition and welfare," International Journal of Industrial Organization, Elsevier, vol. 31(5), pages 368-381.
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• Wong, Maisy, 2010. "The Relationship between Marginal Willingness-to-Pay in the Hedonic and Discrete Choice Models," MPRA Paper 51218, University Library of Munich, Germany.
• Ketenci, Natalya & Uz, Idil, 2010. "Trade in services: The elasticity approach for the case of Turkey," MPRA Paper 86596, University Library of Munich, Germany.
• Naraidoo, Ruthira & Raputsoane, Leroi, 2011. "Optimal monetary policy reaction function in a model with target zones and asymmetric preferences for South Africa," Economic Modelling, Elsevier, vol. 28(1), pages 251-258.
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• Ruthira Naraidoo & Kasai Ndahiriwe, 2010. "Financial asset prices, linear and nonlinear policy rules. An In-sample assessment of the reaction function of the South African Reserve Bank," Working Papers 201006, University of Pretoria, Department of Economics.
• Ruthira Naraidoo & Ivan Paya, 2010. "Forecasting Monetary Rules in South Africa," Working Papers 201007, University of Pretoria, Department of Economics.
• Balcilar, Mehmet & Gupta, Rangan & Shah, Zahra B., 2011. "An in-sample and out-of-sample empirical investigation of the nonlinearity in house prices of South Africa," Economic Modelling, Elsevier, vol. 28(3), pages 891-899, May.
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• Josef Arlt & Milan Bašta, 2010. "The Problem of the Yearly Inflation Rate and Its Implications for the Monetary Policy of the Czech National Bank," Prague Economic Papers, Prague University of Economics and Business, vol. 2010(2), pages 99-117.
• Jan Hanousek & Evžen Kočenda, 2010. "Vliv vnitrodenních makroekonomických zpráv na akciové trhy nových států EU [Effect of Intraday Information Flow on the Emerging European Stock Markets]," Politická ekonomie, Prague University of Economics and Business, vol. 2010(4), pages 435-457.
• DiNardo, John & Lee, David S., 2011. "Program Evaluation and Research Designs," Handbook of Labor Economics, in: O. Ashenfelter & D. Card (ed.), Handbook of Labor Economics, edition 1, volume 4, chapter 5, pages 463-536, Elsevier.
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• Patrick Bolton & Tano Santos & Jose A. Scheinkman, 2011. "Outside and Inside Liquidity," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 126(1), pages 259-321.
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• Paulo M. M. Rodrigues & Antonio Rubia, 2011. "The Effects of Additive Outliers and Measurement Errors when Testing for Structural Breaks in Variance," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 73(4), pages 449-468, August.
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• Nikolay Iskrev, 2010. "Evaluating the strength of identification in DSGE models. An a priori approach," 2010 Meeting Papers 1117, Society for Economic Dynamics.
  • Nikolay Iskrev, 2010. "Evaluating the strength of identification in DSGE models. An a priori approach," Working Papers w201032, Banco de Portugal, Economics and Research Department.
• Clarke, Paul & Crawford, Claire & Steele, Fiona & Vignoles, Anna, 2010. "The Choice Between Fixed and Random Effects Models: Some Considerations for Educational Research," IZA Discussion Papers 5287, Institute of Labor Economics (IZA).
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• Lorraine Dearden, 2010. "Administrative Data and Economic Policy Evaluation," The Economic Record, The Economic Society of Australia, vol. 86(s1), pages 18-21, September.
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• Kaddour Hadri & Rolf Larsson & Yao Rao, 2012. "Testing For Stationarity With A Break In Panels Where The Time Dimension Is Finite," Bulletin of Economic Research, Wiley Blackwell, vol. 64(Supplemen), pages 123-148, December.
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• Hurn, A.S. & Lindsay, K.A. & McClelland, A.J., 2013. "A quasi-maximum likelihood method for estimating the parameters of multivariate diffusions," Journal of Econometrics, Elsevier, vol. 172(1), pages 106-126.
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• Wagner Piazza Gaglianone & Luiz Renato Lima & Oliver Linton & Daniel R. Smith, 2011. "Evaluating Value-at-Risk Models via Quantile Regression," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 29(1), pages 150-160, January.
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• Barrera, Carlos R., 2010. "Redes neuronales para predecir el tipo de cambio diario," Working Papers 2010-001, Banco Central de Reserva del Perú.
• Alexander Mihailov & Fabio Rumler & Johann Scharler, 2011. "Inflation Dynamics in the New EU Member States: How Relevant Are External Factors?," Review of International Economics, Wiley Blackwell, vol. 19(1), pages 65-76, February.
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  • Alexander Mihailov & Fabio Rumler & Johann Scharler, 2010. "Inflation Dynamics in the New EU Member States: How Relevant Are External Factors?," Economics Discussion Papers em-dp2010-04, Department of Economics, University of Reading.
• Nikolay Iskrev, 2010. "Evaluating the strength of identification in DSGE models. An a priori approach," Working Papers w201032, Banco de Portugal, Economics and Research Department.
  • Nikolay Iskrev, 2010. "Evaluating the strength of identification in DSGE models. An a priori approach," 2010 Meeting Papers 1117, Society for Economic Dynamics.
• Groshenny, Nicolas, 2013. "Monetary Policy, Inflation And Unemployment: In Defense Of The Federal Reserve," Macroeconomic Dynamics, Cambridge University Press, vol. 17(6), pages 1311-1329, September.
  • Nicolas Groshenny, 2010. "Monetary Policy, Inflation and Unemployment In Defense of the Federal Reserve," CAMA Working Papers 2010-37, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Nicolas Groshenny, 2013. "Monetary Policy, Inflation And Unemployment: In Defense Of The Federal Reserve," Post-Print hal-04204720, HAL.
  • Nicolas Groshenny, 2010. "Monetary policy, inflation and unemployment. In Defense of the Federal Reserve," 2010 Meeting Papers 676, Society for Economic Dynamics.
• Yang Shao & Jian-guo Zheng, 2010. "An Applied Research on the Relations between Regional Economic Growth and Regional Logistics in China," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, vol. 13(38), pages 163-180, December.
• Christian P. Robert, 2010. "On the Relevance of the Bayesian Approach to Statistics," Review of Economic Analysis, Digital Initiatives at the University of Waterloo Library, vol. 2(2), pages 139-152, June.
• Wolfang Polasek & Carlos Llano & Richard Sellner, 2010. "Bayesian Methods for Completing Data in Spatial Models," Review of Economic Analysis, Digital Initiatives at the University of Waterloo Library, vol. 2(2), pages 194-214, June.
• Nela Vlahinic-Dizdarevic & Sasa Zikovic, 2010. "The role of energy in economic growth: the case of Croatia," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, vol. 28(1), pages 35-60.
• Llano, Carlos & Polasek, Wolfgang & Sellner, Richard, 2009. "Bayesian Methods for Completing Data in Space-time Panel Models," Economics Series 241, Institute for Advanced Studies.
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• Christopher Martin & C Milas, 2010. "Financial Stability and Monetary Policy," Department of Economics Working Papers 5/10, University of Bath, Department of Economics.
  • Christopher Martin & Costas Milas, 2010. "Financial Stability and Monetary Policy," Working Paper series 12_10, Rimini Centre for Economic Analysis.
• Di Vaio, Gianfranco & Enflo, Kerstin, 2011. "Did globalization drive convergence? Identifying cross-country growth regimes in the long run," European Economic Review, Elsevier, vol. 55(6), pages 832-844, August.
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• Paul Alagidede & Theodore Panagiotidis & Xu Zhang, 2011. "Why a diversified portfolio should include African assets," Applied Economics Letters, Taylor & Francis Journals, vol. 18(14), pages 1333-1340.
  • Alagidede, Paul & Panagiotidis, Theodore & Zhang, Xu, 2010. "Why a diversified portfolio should include African assets," Stirling Economics Discussion Papers 2010-15, University of Stirling, Division of Economics.
  • Paul Alagidede & Theodore Panagiotidis & Xu Zhang, 2010. "Why a Diversified Portfolio Should Include African Assets," Working Paper series 33_10, Rimini Centre for Economic Analysis.
  • Paul Alagidede & Theodore Panagiotidis & Xu Zhang, 2010. "Why a Diversified Portfolio Should Include African Assets," Koç University-TUSIAD Economic Research Forum Working Papers 1034, Koc University-TUSIAD Economic Research Forum.
• Wolfgang Polasek & Richard Sellner & Carlos Llano, 2010. "Chow-Lin Methods in Spatial Mixed Models," Working Paper series 47_10, Rimini Centre for Economic Analysis.
• Wolfgang Polasek, 2011. "Marketing Response Models for Shrinking Beer Sales in Germany," Working Paper series 50_11, Rimini Centre for Economic Analysis.
  • Polasek, Wolfgang, 2012. "Marketing Response Models for Shrinking Beer Sales in Germany," Economics Series 284, Institute for Advanced Studies.
• 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," LIDAM Discussion Papers CORE 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.
• Maalaoui Chun, Olfa & Dionne, Georges & François, Pascal, 2014. "Credit spread changes within switching regimes," Journal of Banking & Finance, Elsevier, vol. 49(C), pages 41-55.
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• Oh, Donghwan & Hong, Kyttack, 2010. "Balassa-Samuelson Effect in Won/Dollar and Won/Yen Exchange Rates," East Asian Economic Review, Korea Institute for International Economic Policy, vol. 14(1), pages 263-305, June.
• Acaravici, Ali, 2010. "Structural Breaks, Electricity Consumption and Economic Growth: Evidence from Turkey," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 140-154, July.
• Ciuiu, Daniel, 2010. "Informational Criteria for the Homoscedasticity of Errors," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 231-244, July.
• Pavelescu, Florin Marius, 2010. "An Analysis Model for the Disturbances Generated by Collinearity in the Context of the OLS Method," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 245-264, July.
• Necula, Ciprian, 2010. "Modeling the Dependency Structure of Stock Index Returns using a Copula Function Approach," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 93-106, September.
• Pavelescu, Florin Marius, 2010. "Consideratii privind eficienta adaugării unei noi variabile explicative intr-un model de regresie liniara," Working Papers of Macroeconomic Modelling Seminar 102302, Institute for Economic Forecasting.
• Seung, Chang K. & Ahn, Sung K., 2010. "Forecasting Industry Employment for a Resource-Based Economy Using Bayesian Vector Autoregressive Models," The Review of Regional Studies, Southern Regional Science Association, vol. 40(2), pages 181-196.
• Thomas Siedler & Bettina Sonnenberg, 2010. "Experiments, Surveys and the Use of Representative Samples as Reference Data," RatSWD Working Papers 146, German Data Forum (RatSWD).
• Manish Kumar, 2010. "Modelling Exchange Rate Returns Using Non-linear Models," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, vol. 4(1), pages 101-125, January.
• Paul Levine & Joseph Pearlman & George Perendia & Bo Yang, 2012. "Endogenous Persistence in an estimated DSGE Model Under Imperfect Information," Economic Journal, Royal Economic Society, vol. 122(565), pages 1287-1312, December.
  • Paul Levine & Joseph Pearlman & George Perendia & Bo Yang, 2010. "Endogenous Persistence in an Estimated DSGE Model under Imperfect Information," School of Economics Discussion Papers 0310, School of Economics, University of Surrey.
  • Paul Levine & Joseph Pearlman & George Perendia & Bo Yang, 2010. "Endogenous Persistence in an Estimated DSGE Model under Imperfect Information," CDMA Working Paper Series 201002, Centre for Dynamic Macroeconomic Analysis.
• Bisio Laura & Faccini Andrea, 2010. "Does cointegration matter? An analysis in a RBC perspective," wp.comunite 0066, Department of Communication, University of Teramo.
  • Laura Bisio & Andrea Faccini, 2010. "Does Cointegration Matter? An Analysis in a RBC Perspective," Working Papers in Public Economics 133, Department of Economics and Law, Sapienza University of Roma.
• Bozidar Cerovic, 2010. "Impact of Initial Conditions on Transition Progress: The Case of Montenegro," South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, vol. 8(2), pages 153-169.
• Flamini Alessandro & Milas Costas, 2011. "Real-Time Optimal Monetary Policy with Undistinguishable Model Parameters and Shock Processes Uncertainty," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 15(2), pages 1-43, March.
  • Alessandro Flamini & Costas Milas, 2009. "Real-time Optimal Monetary Policy with Undistinguishable Model Parameters and Shock Processes Uncertainty," Working Paper series 38_09, Rimini Centre for Economic Analysis.
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• Emil Stavrev, 2010. "Measures of underlying inflation in the euro area: assessment and role for informing monetary policy," Empirical Economics, Springer, vol. 38(1), pages 217-239, February.
• Catherine Kyrtsou & Michel Terraza, 2010. "Seasonal Mackey–Glass–GARCH process and short-term dynamics," Empirical Economics, Springer, vol. 38(2), pages 325-345, April.
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• Praveen Sinha, 2010. "An econometric analysis of skewed productivity outcomes," Empirical Economics, Springer, vol. 38(2), pages 347-360, April.
• Vinod Mishra & Ingrid Nielsen & Russell Smyth, 2010. "On the relationship between female labour force participation and fertility in G7 countries: evidence from panel cointegration and Granger causality," Empirical Economics, Springer, vol. 38(2), pages 361-372, April.
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• Qin Xiao & Donghyun Park, 2010. "Seoul housing prices and the role of speculation," Empirical Economics, Springer, vol. 38(3), pages 619-644, June.
• Stefan Klößner, 2010. "A high-low-based omnibus test for symmetry, the Lévy property, and other hypotheses on intraday returns," Finance and Stochastics, Springer, vol. 14(1), pages 1-12, January.
• Lan Liu & Hao Lin, 2010. "Covariance estimation: do new methods outperform old ones?," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 34(2), pages 187-195, April.
• Ivar Ekeland & Alfred Galichon & Marc Henry, 2010. "Optimal transportation and the falsifiability of incompletely specified economic models," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 42(2), pages 355-374, February.
  • Ivar Ekeland & Alfred Galichon & Marc Henry, 2010. "Optimal transportation and the falsifiability of incompletely specified economic models," Post-Print hal-03417660, HAL.
  • Ivar Ekeland & Alfred Galichon & Marc Henry, 2021. "Optimal transportation and the falsifiability of incompletely specified economic models," Papers 2102.04162, arXiv.org, revised Feb 2021.
• William Barnett & Evgeniya Duzhak, 2010. "Empirical assessment of bifurcation regions within New Keynesian models," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 45(1), pages 99-128, October.
  • Barnett, William A. & Duzhak, Evgeniya A., 2008. "Empirical assessment of bifurcation regions within new Keynesian models," MPRA Paper 11249, University Library of Munich, Germany.
  • William Barnett & Evgeniya Aleksandrovna Duzhak, 2008. "Empirical Assessment of Bifurcation Regions within New Keynesian Models," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 200811, University of Kansas, Department of Economics, revised Oct 2008.
• Olivier Bargain & Marco Caliendo & Peter Haan & Kristian Orsini, 2010. "“Making work pay” in a rationed labor market," Journal of Population Economics, Springer;European Society for Population Economics, vol. 23(1), pages 323-351, January.
  • Bargain, Olivier B. & Caliendo, Marco & Haan, Peter & Orsini, Kristian, 2006. "'Making Work Pay' in a Rationed Labour Market," IZA Discussion Papers 2033, Institute of Labor Economics (IZA).
• George Lady & James Quirk, 2010. "The global LeChatelier Principle and multimarket equilibria," Review of Economic Design, Springer;Society for Economic Design, vol. 14(1), pages 193-201, March.
• John FRY, 2010. "Bubbles And Crashes In Finance: A Phase Transition From Random To Deterministic Behaviour In Prices," Journal of Applied Research in Finance Bi-Annually, ASERS Publishing, vol. 0(2), pages 131-137, December.
  • Fry, J. M., 2010. "Bubbles and crashes in finance: A phase transition from random to deterministic behaviour in prices," MPRA Paper 24778, University Library of Munich, Germany.
• Michael Jacobs, Jr., 2010. "An Empirical Study of Exposure at Default," Journal of Advanced Studies in Finance, ASERS Publishing, vol. 0(1), pages 31-59, June.
• Laura Ungureanu, 2010. "Seeking Sustainability in an Age of Complexity. A New Environmental Paradigm," Journal of Environmental Management and Tourism, ASERS Publishing, vol. 0(1), pages 63-78, June.
• Monica ROMAN, 2010. "Modeling of an Activated Sludge Wastewater Treatment Bioprocess," Journal of Environmental Management and Tourism, ASERS Publishing, vol. 0(2), pages 180-187, December.
• Eilev Jansen, 2013. "Wealth effects on consumption in financial crises: the case of Norway," Empirical Economics, Springer, vol. 45(2), pages 873-904, October.
  • Eilev S. Jansen, 2010. "Wealth effects on consumption in financial crises: the case of Norway," Discussion Papers 616, Statistics Norway, Research Department.
• Paul Alagidede & Theodore Panagiotidis & Xu Zhang, 2011. "Why a diversified portfolio should include African assets," Applied Economics Letters, Taylor & Francis Journals, vol. 18(14), pages 1333-1340.
  • Paul Alagidede & Theodore Panagiotidis & Xu Zhang, 2010. "Why a Diversified Portfolio Should Include African Assets," Koç University-TUSIAD Economic Research Forum Working Papers 1034, Koc University-TUSIAD Economic Research Forum.
  • Alagidede, Paul & Panagiotidis, Theodore & Zhang, Xu, 2010. "Why a diversified portfolio should include African assets," Stirling Economics Discussion Papers 2010-15, University of Stirling, Division of Economics.
  • Paul Alagidede & Theodore Panagiotidis & Xu Zhang, 2010. "Why a Diversified Portfolio Should Include African Assets," Working Paper series 33_10, Rimini Centre for Economic Analysis.
• Iqbal Syed, 2010. "Consistency of Hedonic Price Indexes with Unobserved Characteristics," Discussion Papers 2010-03, School of Economics, The University of New South Wales.
• Pål Boug & Andreas Fagereng, 2010. "Exchange rate volatility and export performance: a cointegrated VAR approach," Applied Economics, Taylor & Francis Journals, vol. 42(7), pages 851-864.
  • Pål Boug & Andreas Fagereng, 2007. "Exchange rate volatility and export performance: A cointegrated VAR approach," Discussion Papers 522, Statistics Norway, Research Department.
• Rangan Gupta & Alain Kabundi & Emmanuel Ziramba, 2010. "The Effect Of Defense Spending On Us Output: A Factor Augmented Vector Autoregression (Favar) Approach," Defence and Peace Economics, Taylor & Francis Journals, vol. 21(2), pages 135-147.
  • Rangan Gupta & Alain Kabundi & Emmanuel Ziramba, 2009. "The Effect Of Defense Spending On Us Output: A Factor Augmented Vector Autoregression (Favar) Approach," Working Papers 200911, University of Pretoria, Department of Economics.
• Catalina Granda-Carvajal, 2010. "The Unofficial Economy and the Business Cycle: A Test for Theories," International Economic Journal, Taylor & Francis Journals, vol. 24(4), pages 573-586.
  • Catalina Granda-Carvajal, 2010. "The Unofficial Economy and the Business Cycle: A Test for Theories," Working papers 2010-17, University of Connecticut, Department of Economics.

2009

• Alex Luiz Ferreira & Sérgio Naruhiko Sakurai, 2013. "Personal charisma or the economy?: Macroeconomic indicators of presidential approval ratings in Brazil," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], vol. 14(3–4), pages 214-232.
  • Alex Ferreira & Sérgio Naruhiko Sakurai, 2009. "Personal Charisma or the Economy? Macroeconomic Indicators of Presidential Approval Ratings in Brazil," Working Papers 09_09, Universidade de São Paulo, Faculdade de Economia, Administração e Contabilidade de Ribeirão Preto.
• Bastianin, Andrea, 2009. "Modelling Asymmetric Dependence Using Copula Functions: An Application to Value-at-Risk in the Energy Sector," Sustainable Development Papers 50452, Fondazione Eni Enrico Mattei (FEEM).
  • Andrea Bastianin, 2009. "Modelling Asymmetric Dependence Using Copula Functions: An application to Value-at-Risk in the Energy Sector," Working Papers 2009.24, Fondazione Eni Enrico Mattei.
• Cyril Caillault, Dominique Guégan, 2009. "Forecasting VaR and Expected Shortfall Using Dynamical Systems: A Risk Management Strategy," Frontiers in Finance and Economics, SKEMA Business School, vol. 6(1), pages 26-50, April.
  • Cyril Caillault & Dominique Guegan, 2009. "Forecasting VaR and Expected Shortfall using Dynamical Systems: A Risk Management Strategy," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00375765, HAL.
• Marçal, Emerson F. & Valls Pereira, Pedro L. & Abbara, Omar, 2009. "Testing the long-run implications of the expectation hypothesis using cointegration techniques with structural change," MPRA Paper 15624, University Library of Munich, Germany.
  • Pereira, Pedro L. Valls, 2009. "Testing the long-run implications of the expectation hypothesis using cointegration techniques with structural change," Textos para discussão 175, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil).
• Raymond Kan & Cesare Robotti & Jay Shanken, 2013. "Pricing Model Performance and the Two‐Pass Cross‐Sectional Regression Methodology," Journal of Finance, American Finance Association, vol. 68(6), pages 2617-2649, December.
  • Raymond Kan & Cesare Robotti & Jay Shanken, 2009. "Pricing Model Performance and the Two-Pass Cross-Sectional Regression Methodology," NBER Working Papers 15047, National Bureau of Economic Research, Inc.
  • Raymond Kan & Cesare Robotti & Jay Shanken, 2009. "Pricing model performance and the two-pass cross-sectional regression methodology," FRB Atlanta Working Paper 2009-11, Federal Reserve Bank of Atlanta.
• Clark, Todd E. & McCracken, Michael W., 2012. "In-sample tests of predictive ability: A new approach," Journal of Econometrics, Elsevier, vol. 170(1), pages 1-14.
  • Todd E. Clark & Michael W. McCracken, 2009. "In-sample tests of predictive ability: a new approach," Working Papers 2009-051, Federal Reserve Bank of St. Louis.
  • Todd E. Clark & Michael W. McCracken, 2009. "In-sample tests of predictive ability: a new approach," Research Working Paper RWP 09-10, Federal Reserve Bank of Kansas City.
• Clark, Todd E. & McCracken, Michael W., 2015. "Nested forecast model comparisons: A new approach to testing equal accuracy," Journal of Econometrics, Elsevier, vol. 186(1), pages 160-177.
  • Todd E. Clark & Michael W. McCracken, 2009. "Nested forecast model comparisons: a new approach to testing equal accuracy," Working Papers 2009-050, Federal Reserve Bank of St. Louis.
  • Todd E. Clark & Michael W. McCracken, 2009. "Nested forecast model comparisons: a new approach to testing equal accuracy," Research Working Paper RWP 09-11, Federal Reserve Bank of Kansas City.
• Clark, Todd E. & McCracken, Michael W., 2015. "Nested forecast model comparisons: A new approach to testing equal accuracy," Journal of Econometrics, Elsevier, vol. 186(1), pages 160-177.
  • Todd E. Clark & Michael W. McCracken, 2009. "Nested forecast model comparisons: a new approach to testing equal accuracy," Research Working Paper RWP 09-11, Federal Reserve Bank of Kansas City.
  • Todd E. Clark & Michael W. McCracken, 2009. "Nested forecast model comparisons: a new approach to testing equal accuracy," Working Papers 2009-050, Federal Reserve Bank of St. Louis.
• Clark, Todd E. & McCracken, Michael W., 2012. "In-sample tests of predictive ability: A new approach," Journal of Econometrics, Elsevier, vol. 170(1), pages 1-14.
  • Todd E. Clark & Michael W. McCracken, 2009. "In-sample tests of predictive ability: a new approach," Research Working Paper RWP 09-10, Federal Reserve Bank of Kansas City.
  • Todd E. Clark & Michael W. McCracken, 2009. "In-sample tests of predictive ability: a new approach," Working Papers 2009-051, Federal Reserve Bank of St. Louis.
• Kilian, Lutz & Inoue, Atsushi & Guerron-Quintana, Pablo A., 2009. "Frequentist Inference in Weakly Identified DSGE Models," CEPR Discussion Papers 7447, C.E.P.R. Discussion Papers.
  • Pablo Guerrón-Quintana & Atsushi Inoue & Lutz Kilian, 2009. "Frequentist inference in weakly identified DSGE models," Working Papers 09-13, Federal Reserve Bank of Philadelphia.
• Christian T. Brownlees & Fabrizio Cipollini & Giampiero M. Gallo, 2011. "Intra-daily Volume Modeling and Prediction for Algorithmic Trading," Journal of Financial Econometrics, Oxford University Press, vol. 9(3), pages 489-518, Summer.
  • Christian T. Brownlees & Fabrizio Cipollini & Giampiero M. Gallo, 2009. "Intra-daily Volume Modeling and Prediction for Algorithmic Trading," Econometrics Working Papers Archive wp2009_01, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
• Cipollini, Fabrizio & Gallo, Giampiero M., 2010. "Automated variable selection in vector multiplicative error models," Computational Statistics & Data Analysis, Elsevier, vol. 54(11), pages 2470-2486, November.
  • Fabrizio Cipollini & Giampiero M. Gallo, 2009. "Automated Variable Selection in Vector Multiplicative Error Models," Econometrics Working Papers Archive wp2009_02, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
• 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".
• Malley, Jim & Woitek, Ulrich, 2010. "Technology shocks and aggregate fluctuations in an estimated hybrid RBC model," Journal of Economic Dynamics and Control, Elsevier, vol. 34(7), pages 1214-1232, July.
  • Malley, Jim University of Glasgow & Woitek, Ulrich, 2009. "Technology shocks and aggregate fluctuations in an estimated hybrid RBC model," SIRE Discussion Papers 2009-18, Scottish Institute for Research in Economics (SIRE).
  • Jim Malley & Ulrich Woitek, 2009. "Technology shocks and aggregate fluctuations in an estimated hybrid RBC model," Working Papers 2009_15, Business School - Economics, University of Glasgow.
  • Jim Malley & Ulrich Woitek, 2009. "Technology Shocks and Aggregate Fluctuations in an Estimated Hybrid RBC Model," CESifo Working Paper Series 2626, CESifo.
  • Jim Malley & Ulrich Woitek, 2009. "Technology shocks and aggregate fluctuations in an estimated hybrid RBC model," IEW - Working Papers 408, Institute for Empirical Research in Economics - University of Zurich.
• Jim Malley & Ulrich Woitek, 2009. "Productivity Shocks and Aggregate Cycles in an Estimated Endogenous Growth Model," CESifo Working Paper Series 2672, CESifo.
  • Jim Malley & Ulrich Woitek, 2009. "Productivity shocks and aggregate cycles in an estimated endogenous growth model," Working Papers 2009_23, Business School - Economics, University of Glasgow.
  • Jim Malley & Ulrich Woitek, 2009. "Productivity shocks and aggregate cycles in an estimated endogenous growth model," IEW - Working Papers 416, Institute for Empirical Research in Economics - University of Zurich.
• Dr. Ulrike Lehr & Dr. Marc Ingo Wolter & Anett Großmann, 2009. "Economic impacts of the RES Obligations in Austria – an Application of the Macro-Econometric Model e3.at," GWS Discussion Paper Series 09-1, GWS - Institute of Economic Structures Research.
• Cyril Caillault, Dominique Guégan, 2009. "Forecasting VaR and Expected Shortfall Using Dynamical Systems: A Risk Management Strategy," Frontiers in Finance and Economics, SKEMA Business School, vol. 6(1), pages 26-50, April.
  • Cyril Caillault & Dominique Guegan, 2009. "Forecasting VaR and Expected Shortfall using Dynamical Systems: A Risk Management Strategy," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00375765, HAL.
• Monica Billio & Laurent Ferrara & Dominique Guegan & Gian Luigi Mazzi, 2009. "Evaluation of Nonlinear time-series models for real-time business cycle analysis of the Euro," Documents de travail du Centre d'Economie de la Sorbonne 09053, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  • Monica Billio & Laurent Ferrara & Dominique Guegan & Gian Luigi Mazzi, 2009. "Evaluation of Nonlinear time-series models for real-time business cycle analysis of the Euro area," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00423890, HAL.
  • Monica Billio & Laurent Ferrara & Dominique Guegan & Gian Luigi Mazzi, 2009. "Evaluation of Nonlinear time-series models for real-time business cycle analysis of the Euro area," Post-Print halshs-00423890, HAL.
• Monica Billio & Laurent Ferrara & Dominique Guegan & Gian Luigi Mazzi, 2009. "Evaluation of Nonlinear time-series models for real-time business cycle analysis of the Euro area," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00423890, HAL.
  • Monica Billio & Laurent Ferrara & Dominique Guegan & Gian Luigi Mazzi, 2009. "Evaluation of Nonlinear time-series models for real-time business cycle analysis of the Euro area," Post-Print halshs-00423890, HAL.
• Minea, Alexandru & Rault, Christophe, 2009. "Some New Insights into Monetary Transmission Mechanism in Bulgaria," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 24, pages 563-595.
  • Alexandru Minea & C. Rault, 2009. "Some New Insights into Monetary Transmission Mechanism in Bulgaria," Post-Print halshs-00539141, HAL.
• Margherita Comola & Marcel Fafchamps, 2014. "Testing Unilateral and Bilateral Link Formation," Economic Journal, Royal Economic Society, vol. 124(579), pages 954-976, September.
  • 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, 2009. "Testing unilateral and bilateral link formation," PSE Working Papers halshs-00574971, HAL.
  • Fafchamps, Marcel & Comola, Margherita, 2009. "Testing Unilateral and Bilateral Link Formation," CEPR Discussion Papers 7406, C.E.P.R. Discussion Papers.
  • Margherita Comola & Marcel Fafchamps, 2014. "Testing Unilateral and Bilateral Link Formation," Post-Print hal-00825261, HAL.
  • Margherita Comola & Marcel Fafchamps, 2014. "Testing Unilateral and Bilateral Link Formation," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00825261, HAL.
  • Margherita Comola & Marcel Fafchamps, 2009. "Testing unilateral and bilateral link formation," Working Papers halshs-00574971, HAL.
  • Margherita Comola & Marcel Fafchamps, 2014. "Testing Unilateral and Bilateral Link Formation," PSE-Ecole d'économie de Paris (Postprint) hal-00825261, HAL.
  • Marcel Fafchamps & Margherita Comola, 2010. "Testing Unilateral and Bilateral Link Formation," Working Papers id:2797, eSocialSciences.
• Margherita Comola & Marcel Fafchamps, 2014. "Testing Unilateral and Bilateral Link Formation," Economic Journal, Royal Economic Society, vol. 124(579), pages 954-976, September.
  • 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, 2009. "Testing unilateral and bilateral link formation," Working Papers halshs-00574971, HAL.
  • Fafchamps, Marcel & Comola, Margherita, 2009. "Testing Unilateral and Bilateral Link Formation," CEPR Discussion Papers 7406, C.E.P.R. Discussion Papers.
  • Margherita Comola & Marcel Fafchamps, 2014. "Testing Unilateral and Bilateral Link Formation," Post-Print hal-00825261, HAL.
  • Margherita Comola & Marcel Fafchamps, 2014. "Testing Unilateral and Bilateral Link Formation," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00825261, HAL.
  • Margherita Comola & Marcel Fafchamps, 2009. "Testing unilateral and bilateral link formation," PSE Working Papers halshs-00574971, HAL.
  • Margherita Comola & Marcel Fafchamps, 2014. "Testing Unilateral and Bilateral Link Formation," PSE-Ecole d'économie de Paris (Postprint) hal-00825261, HAL.
  • Marcel Fafchamps & Margherita Comola, 2010. "Testing Unilateral and Bilateral Link Formation," Working Papers id:2797, eSocialSciences.
• Michael Funke & Marc Gronwald, 2009. "A Convex Hull Approach to Counterfactual Analysis of Trade Openness and Growth," CESifo Working Paper Series 2692, CESifo.
  • Michael Funke & Marc Gronwald, 2009. "A Convex Hull Approach to Counterfactual Analysis of Trade Openness and Growth," Quantitative Macroeconomics Working Papers 20906, Hamburg University, Department of Economics.
• Donghyun Oh & Almas Heshmati & Hans Lööf, 2012. "Technical change and total factor productivity growth for Swedish manufacturing and service industries," Applied Economics, Taylor & Francis Journals, vol. 44(18), pages 2373-2391, June.
  • Dong-hyun Oh & Almas Heshmati & Hans Loof, 2009. "Technical Change and Total Factor Productivity Growth for Swedish Manufacturing and Service Industries," TEMEP Discussion Papers 200912, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), revised Sep 2009.
  • Oh, Donghyun & Heshmati, Almas & Lööf, Hans, 2009. "Technical Change and Total Factor Productivity Growth for Swedish Manufacturing and Service Industries," Working Paper Series in Economics and Institutions of Innovation 193, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies.
  • Donghyun Oh & Almas Heshmati & Hans Lööf, 2011. "Technical Change and Total Factor Productivity Growth for Swedish Manufacturing and Service Industries," Post-Print hal-00693831, HAL.
• Aas, Eline, 2009. "Cost-effectiveness of screening for colorectal cancer with once-only flexible sigmoidoscopy and faecal occult blood test," HERO Online Working Paper Series 2008:6, University of Oslo, Health Economics Research Programme.
• Lönnbark, Carl, 2009. "Uncertainty of Multiple Period Risk Measures," Umeå Economic Studies 768, Umeå University, Department of Economics.
• Li, Yushu & Shukur, Ghazi, 2009. "Testing for Unit Root against LSTAR model – wavelet improvements under GARCH distortion," Working Paper Series in Economics and Institutions of Innovation 184, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies.
  • Li, Yushu & Shukur, Ghazi, 2009. "Testing for Unit Root against LSTAR Model: Wavelet Improvement under GARCH Distortion," CAFO Working Papers 2009:6, Linnaeus University, Centre for Labour Market Policy Research (CAFO), School of Business and Economics.
• Li, Yushu & Shukur, Ghazi, 2009. "Wavelet Improvement of the Over-rejection of Unit root test under GARCH errors," CAFO Working Papers 2009:7, Linnaeus University, Centre for Labour Market Policy Research (CAFO), School of Business and Economics.
• Lillie Lam & Laurence Fung & Ip-wing Yu, 2009. "Forecasting a Large Dimensional Covariance Matrix of a Portfolio of Different Asset Classes," Working Papers 0901, Hong Kong Monetary Authority.
• Richard K. Crump & V. Joseph Hotz & Guido W. Imbens & Oscar A. Mitnik, 2009. "Dealing with limited overlap in estimation of average treatment effects," Biometrika, Biometrika Trust, vol. 96(1), pages 187-199.
  • Richard K. Crump & V. Joseph Hotz & Guido W. Imbens & Oscar A. Mitnik, 2004. "Dealing with Limited Overlap in Estimation of Average Treatment Effects," Working Papers 0716, University of Miami, Department of Economics, revised 12 Jun 2007.
  • Hotz, V. Joseph & Crump, Richard K. & Mitnik, Oscar A. & Imbens, Guido, 2009. "Dealing with Limited Overlap in Estimation of Average Treatment Effects," Scholarly Articles 3007645, Harvard University Department of Economics.
• Guido W. Imbens & Jeffrey M. Wooldridge, 2009. "Recent Developments in the Econometrics of Program Evaluation," Journal of Economic Literature, American Economic Association, vol. 47(1), pages 5-86, March.
  • Guido Imbens & Jeffrey M. Wooldridge, 2008. "Recent developments in the econometrics of program evaluation," CeMMAP working papers CWP24/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Wooldridge, Jeffrey M. & Imbens, Guido, 2009. "Recent Developments in the Econometrics of Program Evaluation," Scholarly Articles 3043416, Harvard University Department of Economics.
  • Imbens, Guido W. & Wooldridge, Jeffrey M., 2008. "Recent Developments in the Econometrics of Program Evaluation," IZA Discussion Papers 3640, Institute of Labor Economics (IZA).
  • Guido M. Imbens & Jeffrey M. Wooldridge, 2008. "Recent Developments in the Econometrics of Program Evaluation," NBER Working Papers 14251, National Bureau of Economic Research, Inc.
• Raj Chetty, 2009. "Sufficient Statistics for Welfare Analysis: A Bridge Between Structural and Reduced-Form Methods," Annual Review of Economics, Annual Reviews, vol. 1(1), pages 451-488, May.
  • Raj Chetty, 2008. "Sufficient Statistics for Welfare Analysis: A Bridge Between Structural and Reduced-Form Methods," NBER Working Papers 14399, National Bureau of Economic Research, Inc.
  • Chetty, Nadarajan, 2009. "Sufficient Statistics for Welfare Analysis: A Bridge Between Structural and Reduced-Form Methods," Scholarly Articles 9748528, Harvard University Department of Economics.
• Tahir Andrabi & Jishnu Das & Asim Ijaz Khwaja & Tristan Zajonc, 2011. "Do Value-Added Estimates Add Value? Accounting for Learning Dynamics," American Economic Journal: Applied Economics, American Economic Association, vol. 3(3), pages 29-54, July.
  • Tahir Andrabi & Jishnu Das & Asim Ijaz Khwaja & Tristan Zajonc, 2008. "Do Value-Added Estimates Add Value? Accounting for Learning Dynamics," CID Working Papers 158, Center for International Development at Harvard University.
  • Khwaja, Asim Ijaz & Andrabi, Tahir & Das, Jishnu & Zajonc, Tristan, 2009. "Do Value-Added Estimates Add Value? Accounting for Learning Dynamics," Scholarly Articles 4435671, Harvard Kennedy School of Government.
  • Andrabi, Tahir & Das, Jishnu & Khwaja, Asim Ijaz & Zajonc, Tristan, 2009. "Do value-added estimates add value ? accounting for learning dynamics," Policy Research Working Paper Series 5066, The World Bank.
  • Andrabi, Tahir & Das, Jishnu & Khwaja, Asim Ijaz & Zajonc, Tristan, 2009. "Do Value-Added Estimates Add Value? Accounting for Learning Dynamics," Working Paper Series rwp09-034, Harvard University, John F. Kennedy School of Government.
• Toshiaki Watanabe & Masato Ubukata, 2009. "Option Pricing Using Realized Volatility and ARCH Type Models," Global COE Hi-Stat Discussion Paper Series gd09-066, Institute of Economic Research, Hitotsubashi University.
• Alessandra Amendola & Giuseppe Storti, 2009. "Combination of multivariate volatility forecasts," SFB 649 Discussion Papers SFB649DP2009-007, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Blaskowitz, Oliver & Herwartz, Helmut, 2011. "On economic evaluation of directional forecasts," International Journal of Forecasting, Elsevier, vol. 27(4), pages 1058-1065, October.
  • Oliver Blaskowitz & Helmut Herwartz, 2009. "On economic evaluation of directional forecasts," SFB 649 Discussion Papers SFB649DP2009-052, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Jui-Kuei Chen & I-Shuo Chen, 2009. "Performance Evaluation For The Banking Industry In Taiwan Based On Total Quality Management," Global Journal of Business Research, The Institute for Business and Finance Research, vol. 3(1), pages 49-60.
• Inder Ruprah & Luis Marcano, 2009. "Does technical assistance matter? An impact evaluation approach to estimate its value added," Journal of Development Effectiveness, Taylor & Francis Journals, vol. 1(4), pages 507-528.
  • Luis Marcano & Inder J. Ruprah, 2009. "Does Technical Assistance Matter?: An Impact Evaluation Approach to Estimate its Value Added," IDB Publications (Working Papers) 24478, Inter-American Development Bank.
• Inder Ruprah & Luis Marcano, 2009. "Does technical assistance matter? An impact evaluation approach to estimate its value added," Journal of Development Effectiveness, Taylor & Francis Journals, vol. 1(4), pages 507-528.
  • Luis Marcano & Inder J. Ruprah, 2009. "Does Technical Assistance Matter? An Impact Evaluation Approach to Estimate its Value Added," OVE Working Papers 0109, Inter-American Development Bank, Office of Evaluation and Oversight (OVE).
  • Marcano, Luis & Ruprah, Inder J., 2009. "Does Technical Assistance Matter?: An Impact Evaluation Approach to Estimate its Value Added," IDB Publications (Working Papers) 2900, Inter-American Development Bank.
• Inder Ruprah & Luis Marcano, 2009. "Does technical assistance matter? An impact evaluation approach to estimate its value added," Journal of Development Effectiveness, Taylor & Francis Journals, vol. 1(4), pages 507-528.
  • Marcano, Luis & Ruprah, Inder J., 2009. "Does Technical Assistance Matter?: An Impact Evaluation Approach to Estimate its Value Added," IDB Publications (Working Papers) 2900, Inter-American Development Bank.
  • Luis Marcano & Inder J. Ruprah, 2009. "Does Technical Assistance Matter? An Impact Evaluation Approach to Estimate its Value Added," OVE Working Papers 0109, Inter-American Development Bank, Office of Evaluation and Oversight (OVE).
• Orazio Attanasio & Erich Battistin & Alice Mesnard, 2012. "Food and Cash Transfers: Evidence from Colombia," Economic Journal, Royal Economic Society, vol. 122(559), pages 92-124, March.
  • Attanasio, Orazio & Mesnard, Alice & Battistin, Erich, 2009. "Food and Cash Transfers: Evidence from Colombia," CEPR Discussion Papers 7326, C.E.P.R. Discussion Papers.
  • Orazio Attanasio & Erich Battistin & Alice Mesnard, 2009. "Food and cash transfers: evidence from Colombia," IFS Working Papers W09/15, Institute for Fiscal Studies.
• Wagner, Martin & Hlouskova, Jaroslava, 2009. "Growth Regressions, Principal Components and Frequentist Model Averaging," Economics Series 236, Institute for Advanced Studies.
• Carlos Llano & Wolfgang Polasek & Richard Sellner, 2009. "Bayesian Methods for Completing Data in Space-Time Panel Models," Working Paper series 05_09, Rimini Centre for Economic Analysis.
  • Llano, Carlos & Polasek, Wolfgang & Sellner, Richard, 2009. "Bayesian Methods for Completing Data in Space-time Panel Models," Economics Series 241, Institute for Advanced Studies.
• Gökçe AKSOY & Onur OLGUN, 2009. "Optimal Hedge oranı tahminlemesi üzerine ampirik bir çalışma: VOB örneği," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 24(274), pages 33-53.
• Mohammad S. Hasan, 2009. "Financial Innovations and the Interest Elasticity of Money Demand in the United Kingdom, 1963¡V2009," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, vol. 8(3), pages 225-242, December.
• Per Asberg Sommar & Hovick Shahnazarian, 2009. "Interdependencies between Expected Default Frequency and the Macro Economy," International Journal of Central Banking, International Journal of Central Banking, vol. 5(3), pages 83-110, September.
• Pierre‐Philippe Combes & Gilles Duranton & Laurent Gobillon & Diego Puga & Sébastien Roux, 2012. "The Productivity Advantages of Large Cities: Distinguishing Agglomeration From Firm Selection," Econometrica, Econometric Society, vol. 80(6), pages 2543-2594, November.
  • Pierre-Philippe COMBES & Gilles DURANTON & Laurent GOBILLON & Diego PUGA & Sébastien ROUX, 2009. "The Productivity Advantages of Large Cities : Distinguishing Agglomeration from Firm Selection," Working Papers 2009-08, Center for Research in Economics and Statistics.
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• Alex Luiz Ferreira., 2009. "Is it Risk? An Automated Approach to Explain the ex ante UIP Deviations of Brazil," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 46(133), pages 51-66.
• Benavides, Guillermo, 2009. "Predictive Accuracy of Futures Options Implied Volatility: the Case of the Exchange Rate Futures Mexican Peso-Us Dollar," Panorama Económico, Escuela Superior de Economía, Instituto Politécnico Nacional, vol. 0(09), pages 55-95, segundo s.
• Bruno, Giancarlo, 2009. "Non-linear relation between industrial production and business surveys data," MPRA Paper 42337, University Library of Munich, Germany.
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• Ulas UNLU & Birol YILDIZ & Abdullah YALAMA, 2009. "Ýlk Halka Arzlarda Uzun Dönem Getirilerinin Yapay Sinir Aðlarý ile ÝMKB Ýçin Ampirik Bir Çalýþma," Istanbul University Econometrics and Statistics e-Journal, Department of Econometrics, Faculty of Economics, Istanbul University, vol. 10(1), pages 29-47, December.
• Gloria M. Soto Pacheco & Cristóbal González & Laura Ballester & Román Ferrer, 2009. "Determinants of interest rate exposure of Spanish banking industry," Working Papers. Serie EC 2009-07, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
• Busso, Matias & DiNardo, John & McCrary, Justin, 2009. "New Evidence on the Finite Sample Properties of Propensity Score Matching and Reweighting Estimators," IZA Discussion Papers 3998, Institute of Labor Economics (IZA).
• James J. Heckman & Petra E. Todd, 2009. "A note on adapting propensity score matching and selection models to choice based samples," Econometrics Journal, Royal Economic Society, vol. 12(s1), pages 230-234, January.
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• Olivier Bargain & Karina Doorley, 2009. "In-work transfers in good times and bad - simulations for Ireland," Working Papers 200930, School of Economics, University College Dublin.
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• Xiaohong Chen & Sydney C. Ludvigson, 2009. "Land of addicts? an empirical investigation of habit‐based asset pricing models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(7), pages 1057-1093, November.
  • Xiaohong Chen & Sydney C. Ludvigson, 2009. "Land of addicts? an empirical investigation of habit-based asset pricing models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(7), pages 1057-1093.
  • Sydney Ludvigson & Xiaohong Chen, 2004. "Land of Addicts? An Empirical Investigation of Habit-Based Asset Pricing Models," 2004 Meeting Papers 692, Society for Economic Dynamics.
• Kyttack Hong & Dong-Hwan Oh, 2009. "Non-Linear Adjustment Process In Won/Dollar And Won/Yen Real Exchage Rates," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, vol. 34(2), pages 111-130, December.
• Alexander Mihailov & Fabio Rumler & Johann Scharler, 2011. "Inflation Dynamics in the New EU Member States: How Relevant Are External Factors?," Review of International Economics, Wiley Blackwell, vol. 19(1), pages 65-76, February.
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  • Alexander Mihailov & Fabio Rumler & Johann Scharler, 2010. "Inflation Dynamics in the New EU Member States: How Relevant Are External Factors?," Economics Discussion Papers em-dp2010-04, Department of Economics, University of Reading.
• Steven Dickey & Robert Houston Jr., 2009. "Disaggregating Education Production," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 37(2), pages 135-144, June.
• Massimiliano Kaucic, 2009. "Predicting EU Energy Industry Excess Returns on EU Market Index via a Constrained Genetic Algorithm," Computational Economics, Springer;Society for Computational Economics, vol. 34(2), pages 173-193, September.
• Dreger, Christian & Wolters, Jürgen, 2009. "Money Velocity and Asset Prices in the Euro Area," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 36(1), pages 51-63.
  • Christian Dreger & Jürgen Wolters, 2009. "Money velocity and asset prices in the euro area," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 36(1), pages 51-63, February.
  • Christian Dreger & Jürgen Wolters, 2008. "Money Velocity and Asset Prices in the Euro Area," Discussion Papers of DIW Berlin 813, DIW Berlin, German Institute for Economic Research.
  • Christian Dreger & Jürgen Wolters, 2008. "Money Velocity and Asset Prices in the Euro Area," Working Paper / FINESS 7.1b, DIW Berlin, German Institute for Economic Research.
• Stefan Günnel & Karl-Heinz Tödter, 2009. "Does Benford’s Law hold in economic research and forecasting?," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 36(3), pages 273-292, August.
• Dan Rigby & Kelvin Balcombe & Michael Burton, 2009. "Mixed Logit Model Performance and Distributional Assumptions: Preferences and GM foods," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 42(3), pages 279-295, March.
• Marc Ryser & Stefan Denzler, 2009. "Selecting credit rating models: a cross-validation-based comparison of discriminatory power," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 23(2), pages 187-203, June.
• Luiz Cerqueira & Adrian Pizzinga & Cristiano Fernandes, 2009. "Methodological Procedure for Estimating Brazilian Quarterly GDP Series," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 15(1), pages 102-114, February.
• E.-H. Yoo & P. Kyriakidis, 2009. "Area-to-point Kriging in spatial hedonic pricing models," Journal of Geographical Systems, Springer, vol. 11(4), pages 381-406, December.
• Yanyan Liu & Robert Myers, 2009. "Model selection in stochastic frontier analysis with an application to maize production in Kenya," Journal of Productivity Analysis, Springer, vol. 31(1), pages 33-46, February.
• Hang Ryu, 2009. "Economic assumptions and choice of functional forms: comparison of top down and bottom up approaches," Journal of Productivity Analysis, Springer, vol. 32(1), pages 55-62, August.
• Pierre Siklos & Martin Bohl, 2009. "Asset Prices as Indicators of Euro Area Monetary Policy: An Empirical Assessment of Their Role in a Taylor Rule," Open Economies Review, Springer, vol. 20(1), pages 39-59, February.
  • P. Siklos & M. Bohl, 2006. "Asset Prices as Indicators of Euro Area Monetary Policy: An Empirical Assessment of Their Role in a Taylor Rule," Working Papers eg0053, Wilfrid Laurier University, Department of Economics, revised 2006.
  • Pierre L. Siklos & Martin T. Bohl, 2007. "Asset Prices as Indicators of Euro Area Monetary Policy: An Empirical Assessment of Their Role in a Taylor Rule," Working Paper series 32_07, Rimini Centre for Economic Analysis.
• Aris Spanos, 2009. "Statistical Misspecification and the Reliability of Inference: The Simple T-Test in the Presence of Markov Dependence," Korean Economic Review, Korean Economic Association, vol. 25, pages 165-213.
• Sang Hoon Kang & Seong-Min Yoon, 2009. "Value-at-Risk Analysis for Asian Emerging Markets: Asymmetry and Fat Tails in Returns Innovation," Korean Economic Review, Korean Economic Association, vol. 25, pages 387-411.
• Gianfranco Di Vaio & Kerstin Enflo, 2009. "Did Globalization Lead to Segmentation? Identifying Cross-Country Growth Regimes in the Long-Run," Working Papers CELEG 0902, Dipartimento di Economia e Finanza, LUISS Guido Carli.
  • Gianfranco Di Vaio & Kerstin Enflo, 2009. "Did Globalization Lead to Segmentation? Identifying Cross-Country Growth Regimes in the Long-Run," Discussion Papers 09-08, University of Copenhagen. Department of Economics.
• Pavlidis Efthymios G & Paya Ivan & Peel David A, 2010. "Specifying Smooth Transition Regression Models in the Presence of Conditional Heteroskedasticity of Unknown Form," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 14(3), pages 1-40, May.
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• Muliaman D. Hadad & Maximilian J. B. Hall & Wimboh Santoso & Karligash Kenjegalieva & Richard Simper, 2009. "Productivity Changes in Indonesian Banking: Application of a New Approach to Estimating Malmquist Indices," Discussion Paper Series 2009_13, Department of Economics, Loughborough University, revised Sep 2009.
• Muliaman D. Hadad & Maximilian J. B. Hall & Wimboh Santoso & Karligash Kenjegalieva & Richard Simper, 2009. "A New Approach to Dealing With Negative Numbers in Efficiency Analysis: An Application to the Indonesian Banking Sector," Discussion Paper Series 2009_20, Department of Economics, Loughborough University, revised Dec 2009.
• Bertrand Candelon & Gilbert Colletaz & Christophe Hurlin & Sessi Tokpavi, 2011. "Backtesting Value-at-Risk: A GMM Duration-Based Test," Journal of Financial Econometrics, Oxford University Press, vol. 9(2), pages 314-343, Spring.
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  • Gilbert Colletaz & Christophe Hurlin & Sessi Tokpavi, 2008. "Backtesting Value-at-Risk: A GMM Duration-Based Test," Post-Print halshs-00364793, HAL.
  • Gilbert Colletaz & Christophe Hurlin & Sessi Tokpavi, 2008. "Backtesting Value-at-Risk : A GMM Duration-based Test," Post-Print halshs-00363168, HAL.
  • Gilbert Colletaz & Christophe Hurlin & Sessi Tokpavi, 2008. "Backtesting Value-at-Risk: A GMM Duration-Based Test," Post-Print halshs-00364797, HAL.
  • Gilbert Colletaz & Christophe Hurlin & Sessi Tokpavi, 2008. "Backtesting Value-at-Risk : A GMM Duration-based Test," Post-Print halshs-00363165, HAL.
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  • Christophe Hurlin & Gilbert Colletaz & Sessi Tokpavi & Bertrand Candelon, 2008. "Backtesting Value-at-Risk: A GMM Duration-Based Test," Working Papers halshs-00329495, HAL.
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• Gianfranco Di Vaio & Kerstin Enflo, 2009. "Did Globalization Lead to Segmentation? Identifying Cross-Country Growth Regimes in the Long-Run," Discussion Papers 09-08, University of Copenhagen. Department of Economics.
  • Gianfranco Di Vaio & Kerstin Enflo, 2009. "Did Globalization Lead to Segmentation? Identifying Cross-Country Growth Regimes in the Long-Run," Working Papers CELEG 0902, Dipartimento di Economia e Finanza, LUISS Guido Carli.
• Maalaoui Chun, Olfa & Dionne, Georges & François, Pascal, 2014. "Credit spread changes within switching regimes," Journal of Banking & Finance, Elsevier, vol. 49(C), pages 41-55.
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• Laurent, Sébastien & Rombouts, Jeroen V.K. & Violante, Francesco, 2013. "On loss functions and ranking forecasting performances of multivariate volatility models," Journal of Econometrics, Elsevier, vol. 173(1), pages 1-10.
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• Stefan Hlawatsch, 2009. "A Framework for LGD Validation of Retail Portfolios," FEMM Working Papers 09025, Otto-von-Guericke University Magdeburg, Faculty of Economics and Management.
• Hall, Alastair R. & Inoue, Atsushi & Nason, James M. & Rossi, Barbara, 2012. "Information criteria for impulse response function matching estimation of DSGE models," Journal of Econometrics, Elsevier, vol. 170(2), pages 499-518.
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  • Alastair R. Hall & Atsushi Inoue & James M Nason & Barbara Rossi, 2009. "Information Criteria for Impulse Response Function Matching Estimation of DSGE Models," Centre for Growth and Business Cycle Research Discussion Paper Series 127, Economics, The University of Manchester.
  • Alastair Hall & Atsushi & James M Nason & Barbara Rossi, 2009. "Information Criteria For Impulse Response Function Matching Estimation Of Dsge Models," Working Papers 09-09, Duke University, Department of Economics.
  • Hall, Alastair & Inoue, Atsushi & Nason M, James & Rossi, Barbara, 2007. "Information Criteria for Impulse Response Function Matching Estimation of DSGE Models," Working Papers 07-04, Duke University, Department of Economics.
  • Alastair Hall & Atsushi Inoue & James M. Nason & Barbara Rossi, 2010. "Information Criteria for Impulse Response Function Matching Estimation of DSGE Models," Working Papers 10-28, Duke University, Department of Economics.
• Alagidede, Paul & Panagiotidis, Theodore, 2009. "Modelling stock returns in Africa's emerging equity markets," International Review of Financial Analysis, Elsevier, vol. 18(1-2), pages 1-11, March.
  • Alagidede, Paul & Panagiotidis, Theodore, 2009. "Modelling stock returns in Africa's emerging equity markets," Stirling Economics Discussion Papers 2009-04, University of Stirling, Division of Economics.
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• Magali Aubert & Véronique Meuriot, . "Choices of wine consumption: measure of interaction terms and attributes," Enometrica, Enometrica - Review of the Vineyard Data Quantification Society (VDQS) and the European Association of Wine Economists (EuAWE) - Macerata University, Faculty of Communications.
• Frieda Rikkers & Andre E. Thibeault, 2009. "A Structural form Default Prediction Model for SMEs, Evidence from the Dutch Market," Multinational Finance Journal, Multinational Finance Journal, vol. 13(3-4), pages 229-264, September.
• Monica Billio & Laurent Ferrara & Dominique Guegan & Gian Luigi Mazzi, 2009. "Evaluation of Nonlinear time-series models for real-time business cycle analysis of the Euro area," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00423890, HAL.
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• D.S. Poskitt, 2009. "Vector Autoregresive Moving Average Identification for Macroeconomic Modeling: Algorithms and Theory," Monash Econometrics and Business Statistics Working Papers 12/09, Monash University, Department of Econometrics and Business Statistics.
• Nicolas Groshenny, 2009. "Evaluating a monetary business cycle model with unemployment for the euro area," Reserve Bank of New Zealand Discussion Paper Series DP2009/08, Reserve Bank of New Zealand.
  • Nicolas Groshenny, 2009. "Evaluating a monetary business cycle model with unemployment for the euro area," Working Paper Research 173, National Bank of Belgium.
• Jesse Rothstein, 2009. "Student Sorting and Bias in Value-Added Estimation: Selection on Observables and Unobservables," Education Finance and Policy, MIT Press, vol. 4(4), pages 537-571, October.
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  • Jesse Rothstein, 2009. "Student sorting and bias in value added estimation: Selection on observables and unobservables," NBER Working Papers 14666, National Bureau of Economic Research, Inc.
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• Cogan, John F. & Cwik, Tobias & Taylor, John B. & Wieland, Volker, 2010. "New Keynesian versus old Keynesian government spending multipliers," Journal of Economic Dynamics and Control, Elsevier, vol. 34(3), pages 281-295, March.
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• Taylor, John & Wieland, Volker, 2009. "Surprising comparative properties of monetary models: Results from a new data base," CEPR Discussion Papers 7294, C.E.P.R. Discussion Papers.
  • John B. Taylor & Volker Wieland, 2009. "Surprising Comparative Properties of Monetary Models: Results from a New Data Base," NBER Working Papers 14849, National Bureau of Economic Research, Inc.
  • Taylor, John B. & Wieland, Volker, 2009. "Surprising comparative properties of monetary models: Results from a new data base," CFS Working Paper Series 2009/21, Center for Financial Studies (CFS).
• 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.
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• Raymond Kan & Cesare Robotti & Jay Shanken, 2013. "Pricing Model Performance and the Two‐Pass Cross‐Sectional Regression Methodology," Journal of Finance, American Finance Association, vol. 68(6), pages 2617-2649, December.
  • Raymond Kan & Cesare Robotti & Jay Shanken, 2009. "Pricing model performance and the two-pass cross-sectional regression methodology," FRB Atlanta Working Paper 2009-11, Federal Reserve Bank of Atlanta.
  • Raymond Kan & Cesare Robotti & Jay Shanken, 2009. "Pricing Model Performance and the Two-Pass Cross-Sectional Regression Methodology," NBER Working Papers 15047, National Bureau of Economic Research, Inc.
• Jaroslav Borovička & Mark Hendricks & José A. Scheinkman, 2011. "Risk-Price Dynamics," Journal of Financial Econometrics, Oxford University Press, vol. 9(1), pages 3-65, Winter.
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  • Jaroslav Borovička & Lars Peter Hansen & Mark Hendricks & José A. Scheinkman, 2009. "Risk Price Dynamics," NBER Working Papers 15506, National Bureau of Economic Research, Inc.
• 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.
• Nicolas Groshenny, 2009. "Evaluating a monetary business cycle model with unemployment for the euro area," Working Paper Research 173, National Bank of Belgium.
  • Nicolas Groshenny, 2009. "Evaluating a monetary business cycle model with unemployment for the euro area," Reserve Bank of New Zealand Discussion Paper Series DP2009/08, Reserve Bank of New Zealand.
• Martin Fukac, 2009. "Impulse Response Identification in DSGE Models," Reserve Bank of New Zealand Discussion Paper Series DP2009/14, Reserve Bank of New Zealand.
  • Martin Fukac, 2010. "Impulse response identification in DSGE models," Research Working Paper RWP 10-07, Federal Reserve Bank of Kansas City.
• Andreas Breitenfellner & Jesús Crespo Cuaresma & Catherine Keppel, 2009. "Determinants of Crude Oil Prices: Supply, Demand, Cartel or Speculation?," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue 4, pages 111-136.
• Joseph V. Balagtas & Matthew T. Holt, 2009. "The Commodity Terms of Trade, Unit Roots, and Nonlinear Alternatives: A Smooth Transition Approach," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 91(1), pages 87-105.
  • Goodwin, Barry K. & Holt, Matthew T. & Prestemon, Jeffery P., 2008. "The Commodity Terms of Trade, Unit Roots, and Nonlinear Alternatives: A Smooth Transition Approach," MPRA Paper 9684, University Library of Munich, Germany.
• Richard K. Crump & V. Joseph Hotz & Guido W. Imbens & Oscar A. Mitnik, 2009. "Dealing with limited overlap in estimation of average treatment effects," Biometrika, Biometrika Trust, vol. 96(1), pages 187-199.
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• Annastiina Silvennoinen & Timo Teräsvirta, 2009. "Modeling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH Model," Journal of Financial Econometrics, Oxford University Press, vol. 7(4), pages 373-411, Fall.
  • Silvennoinen, Annastiina & Teräsvirta, Timo, 2007. "Modelling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH model," SSE/EFI Working Paper Series in Economics and Finance 0652, Stockholm School of Economics.
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• Costas Milas, 2009. "Does high M4 money growth trigger large increases in UK inflation? Evidence from a regime-switching model," Oxford Economic Papers, Oxford University Press, vol. 61(1), pages 168-182, January.
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• Raffaella Giacomini & Barbara Rossi, 2009. "Detecting and Predicting Forecast Breakdowns," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 76(2), pages 669-705.
  • Raffella Giacomini & Barbara Rossi, 2005. "Detecting and Predicting Forecast Breakdowns," UCLA Economics Working Papers 845, UCLA Department of Economics.
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  • Rossi, Barbara & Giacomini, Raffaella, 2006. "Detecting and Predicting Forecast Breakdowns," Working Papers 06-01, Duke University, Department of Economics.
• Tim Bollerslev & George Tauchen & Hao Zhou, 2009. "Expected Stock Returns and Variance Risk Premia," The Review of Financial Studies, Society for Financial Studies, vol. 22(11), pages 4463-4492, November.
  • Tim Bollerslev & Hao Zhou, 2006. "Expected stock returns and variance risk premia," Finance and Economics Discussion Series 2007-11, Board of Governors of the Federal Reserve System (U.S.).
  • Tim Bollerslev & Tzuo Hao & George Tauchen, 2008. "Expected Stock Returns and Variance Risk Premia," CREATES Research Papers 2008-48, Department of Economics and Business Economics, Aarhus University.
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  • Rangan Gupta & Alain Kabundi & Emmanuel Ziramba, 2010. "The Effect Of Defense Spending On Us Output: A Factor Augmented Vector Autoregression (Favar) Approach," Defence and Peace Economics, Taylor & Francis Journals, vol. 21(2), pages 135-147.
    • Rangan Gupta & Alain Kabundi & Emmanuel Ziramba, 2009. "The Effect Of Defense Spending On Us Output: A Factor Augmented Vector Autoregression (Favar) Approach," Working Papers 200911, University of Pretoria, Department of Economics.
  • Costas Milas & Ruthira Naraidoo, 2009. "Financial Market Conditions, Real Time, Nonlinearity and European Central Bank Monetary Policy: In-Sample and Out-of-Sample Assessment," Working Paper series 42_09, Rimini Centre for Economic Analysis.
    • Costas Milas & Ruthira Naraidoo, 2009. "Financial Market Conditions, Real Time, Nonlinearity and European Central Bank Monetary Policy: In-Sample and Out-of-Sample Assessment," Working Papers 200923, University of Pretoria, Department of Economics.
  • Jaroslav Borovička & Mark Hendricks & José A. Scheinkman, 2011. "Risk-Price Dynamics," Journal of Financial Econometrics, Oxford University Press, vol. 9(1), pages 3-65, Winter.
    • Jaroslav Borovička & Lars Peter Hansen & Mark Hendricks & José A. Scheinkman, 2009. "Risk Price Dynamics," NBER Working Papers 15506, National Bureau of Economic Research, Inc.
    • Jaroslav Borovicka & Lars Peter Hansen & Mark Hendricks & Jose A. Scheinkman, 2009. "Risk Price Dynamics," Working Papers 1393, Princeton University, Department of Economics, Econometric Research Program..
  • Patrick Bolton & Tano Santos & Jose A. Scheinkman, 2009. "Monetary Policy, Liquidity, and Financial Crises: Market and Public Liquidity," Working Papers 1394, Princeton University, Department of Economics, Econometric Research Program..
  • Justyna Wróblewska, 2009. "Bayesian Model Selection in the Analysis of Cointegration," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 1(1), pages 57-69, March.
  • Radosław Cholewiński, 2009. "Real-Time Market Abuse Detection with a Stochastic Parameter Model," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 1(3), pages 261-284, November.
  • Iskrev, Nikolay, 2010. "Local identification in DSGE models," Journal of Monetary Economics, Elsevier, vol. 57(2), pages 189-202, March.
    • Nikolay Iskrev, 2009. "Local Identification in DSGE Models," Working Papers w200907, Banco de Portugal, Economics and Research Department.
  • Christensen Timothy & Hurn Stan & Pagan Adrian, 2011. "Detecting Common Dynamics in Transitory Components," Journal of Time Series Econometrics, De Gruyter, vol. 3(1), pages 1-28, February.
    • Tim M Christensen & Stan Hurn & Adrian Pagan, 2009. "Detecting Common Dynamics in Transitory Components," NCER Working Paper Series 49, National Centre for Econometric Research.
  • Martin Fukac & Adrian Pagan, 2009. "Structural macro-wconometric modelling in a policy environment," Reserve Bank of New Zealand Discussion Paper Series DP2009/16, Reserve Bank of New Zealand.
    • Martin Fukac & Adrian Pagan, 2009. "Structural Macro-Econometric Modelling in a Policy Environment," NCER Working Paper Series 50, National Centre for Econometric Research.
    • Martin Fukac & Adrian R. Pagan, 2010. "Structural macro-econometric modelling in a policy environment," Research Working Paper RWP 10-08, Federal Reserve Bank of Kansas City.
  • Ramírez Carrera, Dionisio & Rodríguez, Gabriel, 2009. "Have European Unemployment Rates Converged?," Working Papers 2009-007, Banco Central de Reserva del Perú.
  • Rodríguez, Gabriel, 2010. "Using A Forward-Looking Phillips Curve to Estimate the Output Gap in Peru," Review of Applied Economics, Lincoln University, Department of Financial and Business Systems, vol. 6(01-2), pages 1-13, April.
    • Rodríguez, Gabriel, 2009. "Using A Forward-Looking Phillips Curve to Estimate the Output Gap in Peru," Working Papers 2009-010, Banco Central de Reserva del Perú.
  • Rodríguez, Gabriel, 2009. "Estimating Output Gap, Core Inflation, and the NAIRU for Peru," Working Papers 2009-011, Banco Central de Reserva del Perú.
  • Bikbov, Ruslan & Chernov, Mikhail, 2013. "Monetary policy regimes and the term structure of interest rates," Journal of Econometrics, Elsevier, vol. 174(1), pages 27-43.
    • Chernov, Mikhail & Bikbov, Ruslan, 2008. "Monetary Policy Regimes and the Term Structure of Interest Rates," CEPR Discussion Papers 7096, C.E.P.R. Discussion Papers.
    • Mikhail Chernov & Ruslan Bikbov, 2009. "Monetary Policy Regimes and the Term Structure of Interest Rates," 2009 Meeting Papers 334, Society for Economic Dynamics.
  • Sasa Zikovic & Bora Aktan, 2009. "Global financial crisis and VaR performance in emerging markets: A case of EU candidate states - Turkey and Croatia," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, vol. 27(1), pages 149-170.
  • Flamini Alessandro & Milas Costas, 2011. "Real-Time Optimal Monetary Policy with Undistinguishable Model Parameters and Shock Processes Uncertainty," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 15(2), pages 1-43, March.
    • Alessandro Flamini & Costas Milas, 2009. "Real-time Optimal Monetary Policy with Undistinguishable Model Parameters and Shock Processes Uncertainty," Working Paper series 38_09, Rimini Centre for Economic Analysis.
    • Alessandro Flamini & Costas Milas, 2010. "Real-time Optimal Monetary Policy with Undistinguishable Model Parameters and Shock Processes Uncertainty," Working Papers 2010015, The University of Sheffield, Department of Economics, revised Jun 2010.
  • Costas Milas & Ruthira Naraidoo, 2009. "Financial Market Conditions, Real Time, Nonlinearity and European Central Bank Monetary Policy: In-Sample and Out-of-Sample Assessment," Working Papers 200923, University of Pretoria, Department of Economics.
    • Costas Milas & Ruthira Naraidoo, 2009. "Financial Market Conditions, Real Time, Nonlinearity and European Central Bank Monetary Policy: In-Sample and Out-of-Sample Assessment," Working Paper series 42_09, Rimini Centre for Economic Analysis.
  • 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.
    • 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.
    • 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).
  • Koop, Gary & Korobilis, Dimitris, 2010. "Bayesian Multivariate Time Series Methods for Empirical Macroeconomics," Foundations and Trends(R) in Econometrics, now publishers, vol. 3(4), pages 267-358, July.
    • Koop, Gary & Korobilis, Dimitris, 2009. "Bayesian Multivariate Time Series Methods for Empirical Macroeconomics," MPRA Paper 20125, University Library of Munich, Germany.
    • Gary Koop & Dimitris Korobilis, 2009. "Bayesian Multivariate Time Series Methods for Empirical Macroeconomics," Working Paper series 47_09, Rimini Centre for Economic Analysis.
  • Park, Donghyun & Xiao, Qin, 2009. "Housing Prices and the Role of Speculation: The Case of Seoul," ADB Economics Working Paper Series 146, Asian Development Bank.
  • Fantazzini , Dean, 2009. "Credit Risk Management (Cont.)," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 13(1), pages 105-138.
  • Fantazzini , Dean, 2009. "Econometric Analysis of Financial Data in Risk Management," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 14(2), pages 100-127.
    • Fantazzini, Dean, 2008. "An Econometric Analysis of Financial Data in Risk Management," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 10(2), pages 91-137.
  • Varshavsky, Alexander, 2009. "Questionable Innovations in Data Processing with Incomplete Information about the Analyzed System in Absence of Applications Limitations," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 16(4), pages 116-133.
  • Subbotin, Alexandre, 2009. "Volatility Models: from Conditional Heteroscedasticity to Cascades at Multiple Horizons," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 15(3), pages 94-138.
  • Kang, Sang Hoon & Yoon, Seong-Min, 2009. "Modeling and Forecasting the Volatility of Eastern European Emerging Markets," East Asian Economic Review, Korea Institute for International Economic Policy, vol. 13(1), pages 113-132, June.
  • Minea, Alexandru & Rault, Christophe, 2009. "Some New Insights into Monetary Transmission Mechanism in Bulgaria," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 24, pages 563-595.
    • Alexandru Minea & C. Rault, 2009. "Some New Insights into Monetary Transmission Mechanism in Bulgaria," Post-Print halshs-00539141, HAL.
  • Pavelescu, Florin Marius, 2009. "A Review Of Student Test Properties In Condition Of Multifactorial Linear Regression," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 6(1), pages 63-75, March.
  • Tudor, Cristiana, 2009. "Price Ratios and the Cross-section of Common Stock Returns on Bucharest Stock Exchange: Empirical Evidence," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 6(2), pages 132-146, June.
  • Felician ALECU & Paul POCATILU & Radu MARSANU, 2009. "Quality Metrics For It Project Management," Proceedings of the 4th International Conference on Knowledge Management: Projects, Systems and Technologies,Bucharest, November 6-7 2009 33, Faculty of Economic Cybernetics, Statistics and Informatics, Academy of Economic Studies and National Defence University "Carol I", DEPARTMENT FOR MANAGEMENT OF THE DEFENCE RESOURCES AND EDUCATION.
  • Fannin, J. Matthew & Barnes, James N., 2009. "Spatial Model Specification for Contractual Arrangements between Rural Hospitals and Physicians," The Review of Regional Studies, Southern Regional Science Association, vol. 39(2), pages 189-211.
  • Timo Mitze, 2009. "Endogeneity in Panel Data Models with Time-Varying and Time-Fixed Regressors: To IV or not IV?," Ruhr Economic Papers 0083, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen.
  • Paul Alagidede & Theodore Panagiotidis, 2009. "Calendar Anomalies in the Ghana Stock Exchange," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 8(1), pages 1-23, April.
  • Timothy Christensen & Stan Hurn & Kenneth Lindsay, 2009. "It Never Rains but it Pours: Modeling the Persistence of Spikes in Electricity Prices," The Energy Journal, International Association for Energy Economics, vol. 0(Number 1), pages 25-48.
    • Timothy Christensen & Stan Hurn & Kenneth Lindsay, 2009. "It Never Rains but it Pours: Modeling the Persistence of Spikes in Electricity Prices," The Energy Journal, , vol. 30(1), pages 25-48, January.
    • T M Christensen & A S Hurn & K A Lindsay, 2008. "It never rains but it pours: Modelling the persistence of spikes in electricity prices," NCER Working Paper Series 25, National Centre for Econometric Research.
  • Le, Vo Phuong Mai & Minford, Patrick & Wickens, Michael, 2010. "The 'Puzzles' methodology: En route to Indirect Inference?," Economic Modelling, Elsevier, vol. 27(6), pages 1417-1428, November.
    • Minford, Patrick & Wickens, Michael R. & Le, Vo Phuong Mai, 2009. "The 'Puzzles' Methodology: en route to Indirect Inference?," CEPR Discussion Papers 7539, C.E.P.R. Discussion Papers.
    • Vo Phuong Mai Le & Patrick Minford & Michael Wickens, 2009. "The ‘Puzzles’ Methodology: En Route to Indirect Inference?," CDMA Conference Paper Series 0903, Centre for Dynamic Macroeconomic Analysis.
    • Le, Vo Phuong Mai & Minford, Patrick & Wickens, Michael, 2009. "The 'Puzzles' methodology: en route to Indirect Inference?," Cardiff Economics Working Papers E2009/22, Cardiff University, Cardiff Business School, Economics Section.
  • Gutierrez, Carlos Enrique Carrasco & Souza, Reinaldo Castro & Guillén, Osmani Teixeira de Carvalho, 2009. "Selection of Optimal Lag Length in Cointegrated VAR Models with Weak Form of Common Cyclical Features," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 29(1), May.
    • Carlos Enrique Carrasco Gutiérrez & Reinaldo Castro Souza & Osmani Teixeira de Carvalho Guillén, 2007. "Selection of Optimal Lag Length in Cointegrated VAR Models with Weak Form of Common Cyclical Features," Working Papers Series 139, Central Bank of Brazil, Research Department.
    • Carrasco Gutierrez, Carlos Enrique & Castro Souza, Reinaldo & Teixeira de Carvalho Guillén, Osmani, 2009. "Selection of Optimal Lag Length in Cointegrated VAR Models with Weak Form of Common Cyclical Features," MPRA Paper 66065, University Library of Munich, Germany, revised 2009.
    • Carlos Enrique Carrasco Gutierrez & Reinaldo Castro Souza & Osmani Teixeira de Carvalho Guillén, 2009. "Selection of Optimal Lag Length in Cointegrated VAR Models with Weak Form of Common Cyclical Features," Fucape Working Papers 16, Fucape Business School.
    • Carrasco Gutierrez, Carlos Enrique & Castro Souza, Reinaldo & Teixeira de Carvalho Guillén, Osmani, 2009. "Selection of optimal lag length in cointegrated VAR models with weak form of common cyclical features," MPRA Paper 22550, University Library of Munich, Germany.
  • Chhandita Das & Christopher M. Anderson & Stephen K. Swallow, 2009. "Estimating Distributions of Willingness to Pay for Heterogeneous Populations," Southern Economic Journal, Southern Economic Association, vol. 75(3), pages 593-610, January.
  • Donghyun Oh & Almas Heshmati & Hans Lööf, 2012. "Technical change and total factor productivity growth for Swedish manufacturing and service industries," Applied Economics, Taylor & Francis Journals, vol. 44(18), pages 2373-2391, June.
    • Oh, Donghyun & Heshmati, Almas & Lööf, Hans, 2009. "Technical Change and Total Factor Productivity Growth for Swedish Manufacturing and Service Industries," Working Paper Series in Economics and Institutions of Innovation 193, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies.
    • Dong-hyun Oh & Almas Heshmati & Hans Loof, 2009. "Technical Change and Total Factor Productivity Growth for Swedish Manufacturing and Service Industries," TEMEP Discussion Papers 200912, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), revised Sep 2009.
    • Donghyun Oh & Almas Heshmati & Hans Lööf, 2011. "Technical Change and Total Factor Productivity Growth for Swedish Manufacturing and Service Industries," Post-Print hal-00693831, HAL.
  • Michele Sennhauser, 2009. "Why the Linear Utility Function is a Risky Choice in Discrete-Choice Experiments," SOI - Working Papers 1014, Socioeconomic Institute - University of Zurich.
  • Wei Sun & Svetlozar Rachev & Frank Fabozzi & Petko Kalev, 2009. "A new approach to modeling co-movement of international equity markets: evidence of unconditional copula-based simulation of tail dependence," Empirical Economics, Springer, vol. 36(1), pages 201-229, February.
  • Aránzazu Juan & Antonio Arroyo, 2009. "European incomplete catching-up," Empirical Economics, Springer, vol. 36(2), pages 385-402, May.
  • Emilio Díaz & Rubén Osuna, 2009. "From correlation to dispersion: geometry of the price-value deviation," Empirical Economics, Springer, vol. 36(2), pages 427-440, May.
  • Michael Arghyrou, 2009. "Monetary policy before and after the euro: evidence from Greece," Empirical Economics, Springer, vol. 36(3), pages 621-643, June.
    • Arghyrou, Michael G, 2006. "Monetary policy before and after the euro: Evidence from Greece," Cardiff Economics Working Papers E2006/26, Cardiff University, Cardiff Business School, Economics Section.
  • Christian Aßmann & Jens Hogrefe & Roman Liesenfeld, 2009. "The decline in German output volatility: a Bayesian analysis," Empirical Economics, Springer, vol. 37(3), pages 653-679, December.
    • Liesenfeld, Roman & Hogrefe, Jens & Aßmann, Christian, 2005. "The Decline in German Output Volatility: A Bayesian Analysis," Economics Working Papers 2006-02, Christian-Albrechts-University of Kiel, Department of Economics.
  • Manos Matsaganis & Theodore Mitrakos & Panos Tsakloglou, 2009. "Modelling health expenditure at the household level in Greece," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), vol. 10(3), pages 329-336, July.
  • Dimitrios Dadakas & Erotokritos Varelas, 2009. "The decomposition of Greek real GDP (1858–1938)," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), vol. 56(2), pages 189-202, June.
  • Angelos Kanas, 2009. "The relation between the equity risk premium and the bond maturity premium in the UK: 1900–2006," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 33(2), pages 111-127, April.
  • John Foster & Jason Potts, 2009. "A micro-meso-macro perspective on the methodology of evolutionary economics: Integrating history, simulation and econometrics," Springer Books, in: Uwe Cantner & Jean-Luc Gaffard & Lionel Nesta (ed.), Schumpeterian Perspectives on Innovation, Competition and Growth, pages 53-68, Springer.
    • Prof John Foster, 2007. "A micro-meso-macro perspective on the methodology of evolutionary economics: integrating history, simulation and econometrics," Discussion Papers Series 343, School of Economics, University of Queensland, Australia.
  • Laura STEFANESCU, 2009. "Case Study Regarding The Co-Integration Of The Financial Derivates With Their Underlying Assets," Journal of Applied Research in Finance Bi-Annually, ASERS Publishing, vol. 0(1), pages 72-80, June.
  • Hachicha NIZAR, 2009. "Capm With Information Cost," Journal of Applied Research in Finance Bi-Annually, ASERS Publishing, vol. 0(2), pages 169-186, December.
  • Alagidede, Paul & Panagiotidis, Theodore, 2009. "Modelling stock returns in Africa's emerging equity markets," International Review of Financial Analysis, Elsevier, vol. 18(1-2), pages 1-11, March.
    • Paul Alagidede & Theodore Panagiotidis, 2009. "Modelling stock returns in Africa’s emerging equity markets," Discussion Paper Series 2009_01, Department of Economics, University of Macedonia, revised Jan 2009.
    • Alagidede, Paul & Panagiotidis, Theodore, 2009. "Modelling stock returns in Africa's emerging equity markets," Stirling Economics Discussion Papers 2009-04, University of Stirling, Division of Economics.
  • 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 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.
    • 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).
  • Atanas Christev & Allen Featherstone, 2009. "A note on Allen-Uzawa partial elasticities of substitution: the case of the translog cost function," Applied Economics Letters, Taylor & Francis Journals, vol. 16(11), pages 1165-1169.
    • Atanas Christev & Allen Featherstone, 2005. "A Note on Allen-Uzawa Partial Elasticities of Substitution: The Case of the Translog Cost Function," Working Papers E03, Department of Economics, School of Management and Languages, Heriot Watt University.
    • Christev, Atanas & Featherstone, Allen, 2007. "A Note on Allen-Uzawa Partial Elasticities of Substitution: The Case of the Translog Cost Function," IZA Discussion Papers 2712, Institute of Labor Economics (IZA).
  • A. Ozlem Onder, 2009. "The stability of the Turkish Phillips curve and alternative regime shifting models," Applied Economics, Taylor & Francis Journals, vol. 41(20), pages 2597-2604.
    • Özlem Önder, 2006. "The Stability Of The Turkish Phillips Curve And Alternative Regime Shifting Models," Working Papers 0602, Ege University, Department of Economics.
  • Changli He & Timo Terasvirta & Andres Gonzalez, 2009. "Testing Parameter Constancy in Stationary Vector Autoregressive Models Against Continuous Change," Econometric Reviews, Taylor & Francis Journals, vol. 28(1-3), pages 225-245.
    • He, Changli & Teräsvirta, Timo & González, Andres, 2002. "Testing parameter constancy in stationary vector autoregressive models against continuous change," SSE/EFI Working Paper Series in Economics and Finance 507, Stockholm School of Economics, revised 11 Jul 2005.
  • Venus Khim-Sen Liew & Ahmad Zubaidi Baharumshah & Chin-Hong Puah, 2009. "Monetary Model of Exchange Rate for Thailand: Long-run Relationship and Monetary Restrictions," Global Economic Review, Taylor & Francis Journals, vol. 38(4), pages 385-395.
    • Liew, Venus Khim-Sen & Baharumshah, Ahmad Zubaidi & Puah, Chin-Hong, 2009. "Monetary Model of Exchange Rate for Thailand: Long-run Relationship and Monetary Restrictions," MPRA Paper 17715, University Library of Munich, Germany.
  • Inder Ruprah & Luis Marcano, 2009. "Does technical assistance matter? An impact evaluation approach to estimate its value added," Journal of Development Effectiveness, Taylor & Francis Journals, vol. 1(4), pages 507-528.
    • Luis Marcano & Inder J. Ruprah, 2009. "Does Technical Assistance Matter? An Impact Evaluation Approach to Estimate its Value Added," OVE Working Papers 0109, Inter-American Development Bank, Office of Evaluation and Oversight (OVE).
    • Marcano, Luis & Ruprah, Inder J., 2009. "Does Technical Assistance Matter?: An Impact Evaluation Approach to Estimate its Value Added," IDB Publications (Working Papers) 2900, Inter-American Development Bank.
  • Maritta Paloviita, 2009. "Estimating open economy Phillips curves for the euro area with directly measured expectations," New Zealand Economic Papers, Taylor & Francis Journals, vol. 43(3), pages 233-254.
  • Franz R. Hahn, 2009. "A note on management efficiency and international banking. Some empirical panel evidence," Journal of Applied Economics, Universidad del CEMA, vol. 12, pages 69-81, May.
    • Franz R. Hahn, 2009. "A Note on Management Efficiency and International Banking. Some Empirical Panel Evidence," Journal of Applied Economics, Taylor & Francis Journals, vol. 12(1), pages 69-81, May.
  • David Ardia & Lennart Hoogerheide & Herman K. van Dijk, 2009. "To Bridge, to Warp or to Wrap? A Comparative Study of Monte Carlo Methods for Efficient Evaluation of Marginal Likelihoods," Tinbergen Institute Discussion Papers 09-017/4, Tinbergen Institute.
  • Pierre‐Philippe Combes & Gilles Duranton & Laurent Gobillon & Diego Puga & Sébastien Roux, 2012. "The Productivity Advantages of Large Cities: Distinguishing Agglomeration From Firm Selection," Econometrica, Econometric Society, vol. 80(6), pages 2543-2594, November.
    • PierrePhilippe Combes & Gilles Duranton & Laurent Gobillon & Diego Puga & Sébastien Roux, 2009. "The Productivity Advantages of Large Cities: Distinguishing Agglomeration from Firm Selection," SERC Discussion Papers 0027, Centre for Economic Performance, LSE.
    • Pierre-Philippe Combes & Gilles Duranton & Laurent Gobillon & Diego Puga & Sébastien Roux, 2012. "The productivity advantages of large cities: distingushing agglomeration from firm selection," Post-Print hal-00812695, HAL.
    • Pierre-Philippe Combes & Gilles Duranton & Diego Puga & Sebastien Roux, 2009. "The productivity advantages of large cities: Distinguishing agglomeration from firm selection," Working Papers tecipa-353, University of Toronto, Department of Economics.
    • Combes, Pierre-Philippe & Duranton, Gilles & Gobillon, Laurent & Puga, Diego & Roux, Sébastien, 2012. "The Productivity Advantages of Large Cities: Distinguishing Agglomeration from Firm Selection," IZA Discussion Papers 6502, Institute of Labor Economics (IZA).
    • Pierre-Philippe COMBES & Gilles DURANTON & Laurent GOBILLON & Diego PUGA & Sébastien ROUX, 2009. "The Productivity Advantages of Large Cities : Distinguishing Agglomeration from Firm Selection," Working Papers 2009-08, Center for Research in Economics and Statistics.
    • Pierre-Philippe Combes & Gilles Duranton & Laurent Gobillon & Diego Puga & Sébastien Roux, 2012. "The productivity advantages of large cities: distingushing agglomeration from firm selection," PSE-Ecole d'économie de Paris (Postprint) hal-00812695, HAL.
    • Pierre Philippe Combes & Gilles Duranton & Laurent Gobillon & Diego Puga & Sébastien Roux, 2009. "The productivity advantages of large cities: Distinguishing agglomeration from firm selection," Working Papers 2009-02, Instituto Madrileño de Estudios Avanzados (IMDEA) Ciencias Sociales, revised 30 Nov 2010.
    • Duranton, Gilles & Combes, Pierre-Philippe & Puga, Diego & Gobillon, Laurent & Roux, Sébastien, 2009. "The productivity advantages of large cities: Distinguishing agglomeration from firm selection," CEPR Discussion Papers 7191, C.E.P.R. Discussion Papers.
  • Robert Breunig & Joseph Mercante, 2010. "The Accuracy of Predicted Wages of the Non‐Employed and Implications for Policy Simulations from Structural Labour Supply Models," The Economic Record, The Economic Society of Australia, vol. 86(272), pages 49-70, March.
    • Robert Breunig & Joseph Mercante, 2009. "The accuracy of predicted wages of the non-employed and implications for policy simulations from structural labour supply models," Treasury Working Papers 2009-03, The Treasury, Australian Government, revised Mar 2009.
  • Jacob Dijkstra & Diane Payne, 2009. "Collective Decisions in the EU. Explaining the Norm of Co-operation," Working Papers 200930, Geary Institute, University College Dublin.
  • Massimiliano Caporin & Michael McAleer, 2011. "Thresholds, news impact surfaces and dynamic asymmetric multivariate GARCH," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 65(2), pages 125-163, May.
    • Massimiliano Caporin & Michael McAleer, 2008. "Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH," "Marco Fanno" Working Papers 0064, Dipartimento di Scienze Economiche "Marco Fanno".
    • Michael McAleer & Massimiliano Caporin, 2010. "Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH," Working Papers in Economics 10/32, University of Canterbury, Department of Economics and Finance.
    • Massimiliano Caporin & Michael McAleer, 2009. "Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH," Documentos de Trabajo del ICAE 2009-11, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
    • Caporin, M. & McAleer, M.J., 2010. "Threshold, news impact surfaces and dynamic asymmetric multivariate GARCH," Econometric Institute Research Papers EI 2010-36, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    • Massimiliano Caporin & Michael McAleer, 2010. "Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH," Working Papers in Economics 10/73, University of Canterbury, Department of Economics and Finance.
    • Massimiliano Caporin & Michael McAleer, 2010. "Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH," CIRJE F-Series CIRJE-F-740, CIRJE, Faculty of Economics, University of Tokyo.
    • Massimiliano Caporin & Michael McAleer, 2010. "Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH," CARF F-Series CARF-F-217, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
    • Massimiliano Caporin & Michael McAleer, 2010. "Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH," KIER Working Papers 741, Kyoto University, Institute of Economic Research.
  • Consolo, Agostino & Favero, Carlo A. & Paccagnini, Alessia, 2009. "On the statistical identification of DSGE models," Journal of Econometrics, Elsevier, vol. 150(1), pages 99-115, May.
    • Agostino Consolo & Carlo A. Favero & Alessia Paccagnini, 2007. "On the Statistical Identification of DSGE Models," Working Papers 324, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
    • Agostino Consolo & Carlo A. Favero & Alessia Paccagnini, 2009. "On the statistical identification of DSGE models," Open Access publications 10197/7586, School of Economics, University College Dublin.
    • Favero, Carlo A. & Consolo, Agostino & Paccagnini, Alessia, 2009. "On the Statistical Identification of DSGE Models," CEPR Discussion Papers 7176, C.E.P.R. Discussion Papers.
  • Bargain, Olivier B. & Doorley, Karina, 2009. "In-Work Transfers in Good Times and Bad: Simulations for Ireland," IZA Discussion Papers 4644, Institute of Labor Economics (IZA).
    • Olivier Bargain & Karina Doorley, 2009. "In-work transfers in good times and bad - simulations for Ireland," Working Papers 200930, School of Economics, University College Dublin.
  • Akhsyim Afandi, 2009. "An ardl approach to identify bank landing channel in Indonesia," Economic Journal of Emerging Markets, Universitas Islam Indonesia, vol. 1(1), pages 46-59, April.
  • Lex Borghans & Frank Cörvers, 2010. "The Americanization of European Higher Education and Research," NBER Chapters, in: American Universities in a Global Market, pages 231-267, National Bureau of Economic Research, Inc.
    • Leks Borgans & Frank Corvers (Transl. by: E. Pokatovich ), 2010. "The americanization of European higher education and research," Voprosy obrazovaniya / Educational Studies Moscow, National Research University Higher School of Economics, issue 2, pages 5-43.
    • Lex Borghans & Frank Cörvers, 2009. "The Americanization of European Higher Education and Research," NBER Working Papers 15217, National Bureau of Economic Research, Inc.
    • Borghans, L. & Cörvers, F., 2009. "The Americanization of European higher education and research," Research Memorandum 051, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
    • Borghans, L. & Cörvers, F., 2009. "The Americanization of European higher education and research," ROA Research Memorandum 010, Maastricht University, Research Centre for Education and the Labour Market (ROA).
    • Borghans, Lex & Cörvers, Frank, 2009. "The Americanization of European Higher Education and Research," IZA Discussion Papers 4445, Institute of Labor Economics (IZA).
  • Fabio Canova, 2009. "Comment to "Weak instruments robust tests in GMM and the New Keynesian Phillips curve" by Frank Kleibergen and Sophocles Mavroeidis," Economics Working Papers 1159, Department of Economics and Business, Universitat Pompeu Fabra.
  • Josep-Maria Arauzo-Carod & Miguel Manjón-Antolín, 2012. "(Optimal) spatial aggregation in the determinants of industrial location," Small Business Economics, Springer, vol. 39(3), pages 645-658, October.
    • Arauzo Carod, Josep Maria & Manjón Antolín, Miguel C., 2009. "(Optimal) Spatial Aggregation in the Determinants of Industrial Location," Working Papers 2072/42866, Universitat Rovira i Virgili, Department of Economics.
  • Katja Ignatieva & Eckhard Platen, 2010. "Modelling Co-movements and Tail Dependency in the International Stock Market via Copulae," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 17(3), pages 261-302, September.
    • Katja Ignatieva & Eckhard Platen, 2009. "Modelling Co-movements and Tail Dependency in the International Stock Market via Copulae," Research Paper Series 265, Quantitative Finance Research Centre, University of Technology, Sydney.
  • Richard Blundell & Monica Costa Dias, 2009. "Alternative Approaches to Evaluation in Empirical Microeconomics," Journal of Human Resources, University of Wisconsin Press, vol. 44(3).
    • Richard Blundell & Monica Costa Dias, 2002. "Alternative approaches to evaluation in empirical microeconomics," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 1(2), pages 91-115, August.
    • Richard Blundell & Monica Costa Dias, 2002. "Alternative approaches to evaluation in empirical microeconomics," CeMMAP working papers CWP10/02, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    • Richard Blundell & Monica Costa Dias, 2002. "Alternative approaches to evaluation in empirical microeconomics," CeMMAP working papers 10/02, Institute for Fiscal Studies.
    • Richard Blundell & Monica Costa Dias, 2008. "Alternative approaches to evaluation in empirical microeconomics," CeMMAP working papers CWP26/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    • Richard Blundell & Mónica Costa Dias, 2008. "Alternative Approaches to Evaluation in Empirical Microeconomics," CEF.UP Working Papers 0805, Universidade do Porto, Faculdade de Economia do Porto.
    • Richard Blundell & Monica Costa Dias, 2008. "Alternative approaches to evaluation in empirical microeconomics," CeMMAP working papers 26/08, Institute for Fiscal Studies.
    • Blundell, Richard & Costa Dias, Monica, 2008. "Alternative Approaches to Evaluation in Empirical Microeconomics," IZA Discussion Papers 3800, Institute of Labor Economics (IZA).
  • Christopher J. Bennett, 2009. "p-Value Adjustments for Asymptotic Control of the Generalized Familywise Error Rate," Vanderbilt University Department of Economics Working Papers 0905, Vanderbilt University Department of Economics.
  • Tahir Andrabi & Jishnu Das & Asim Ijaz Khwaja & Tristan Zajonc, 2011. "Do Value-Added Estimates Add Value? Accounting for Learning Dynamics," American Economic Journal: Applied Economics, American Economic Association, vol. 3(3), pages 29-54, July.
    • Tahir Andrabi & Jishnu Das & Asim Ijaz Khwaja & Tristan Zajonc, 2008. "Do Value-Added Estimates Add Value? Accounting for Learning Dynamics," CID Working Papers 158, Center for International Development at Harvard University.
    • Andrabi, Tahir & Das, Jishnu & Khwaja, Asim Ijaz & Zajonc, Tristan, 2009. "Do value-added estimates add value ? accounting for learning dynamics," Policy Research Working Paper Series 5066, The World Bank.
    • Khwaja, Asim Ijaz & Andrabi, Tahir & Das, Jishnu & Zajonc, Tristan, 2009. "Do Value-Added Estimates Add Value? Accounting for Learning Dynamics," Scholarly Articles 4435671, Harvard Kennedy School of Government.
    • Andrabi, Tahir & Das, Jishnu & Khwaja, Asim Ijaz & Zajonc, Tristan, 2009. "Do Value-Added Estimates Add Value? Accounting for Learning Dynamics," Working Paper Series rwp09-034, Harvard University, John F. Kennedy School of Government.
  • James Morley & Jeremy Piger & Pao-Lin Tien, 2009. "Reproducing Business Cycle Features: How Important Is Nonlinearity Versus Multivariate Information?," Wesleyan Economics Working Papers 2009-003, Wesleyan University, Department of Economics.
  • Ulrike Schneider & Martin Wagner, 2012. "Catching Growth Determinants with the Adaptive Lasso," German Economic Review, Verein für Socialpolitik, vol. 13(1), pages 71-85, February.
    • Schneider Ulrike & Wagner Martin, 2012. "Catching Growth Determinants with the Adaptive Lasso," German Economic Review, De Gruyter, vol. 13(1), pages 71-85, February.
    • Schneider, Ulrike & Wagner, Martin, 2008. "Catching Growth Determinants with the Adaptive LASSO," Economics Series 232, Institute for Advanced Studies.
    • Ulrike Schneider & Martin Wagner, 2009. "Catching Growth Determinants with the Adaptive Lasso," wiiw Working Papers 55, The Vienna Institute for International Economic Studies, wiiw.
  • Xiaohong Chen & Sydney C. Ludvigson, 2009. "Land of addicts? an empirical investigation of habit-based asset pricing models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(7), pages 1057-1093.
    • Xiaohong Chen & Sydney C. Ludvigson, 2009. "Land of addicts? an empirical investigation of habit‐based asset pricing models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(7), pages 1057-1093, November.
    • Sydney Ludvigson & Xiaohong Chen, 2004. "Land of Addicts? An Empirical Investigation of Habit-Based Asset Pricing Models," 2004 Meeting Papers 692, Society for Economic Dynamics.
  • Chhandita Das & Christopher M. Anderson & Stephen K. Swallow, 2009. "Estimating Distributions of Willingness to Pay for Heterogeneous Populations," Southern Economic Journal, John Wiley & Sons, vol. 75(3), pages 593-610, January.
  • Clements, Michael P. & Beatriz Galvão, Ana, 2010. "First announcements and real economic activity," European Economic Review, Elsevier, vol. 54(6), pages 803-817, August.
    • Clements, Michael P. & Beatriz Galvao, Ana, 2008. "First Announcements and Real Economic Activity," Economic Research Papers 271314, University of Warwick - Department of Economics.
    • Clements, Michael P. & Galvão, Ana Beatriz, 2009. "First Announcements and Real Economic Activity," The Warwick Economics Research Paper Series (TWERPS) 885, University of Warwick, Department of Economics.
  • Justyna Wróblewska, 2009. "Bayesian Model Selection in the Analysis of Cointegration," Working Papers 32, Department of Applied Econometrics, Warsaw School of Economics.
  • Alvaro Escribano & J. Luis Guasch & Manuel De Orte & Jorge Pena, 2009. "Investment Climate Assessment In Indonesia, Malaysia, The Philippines And Thailand: Results From Pooling Firm-Level Data," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 54(03), pages 335-366.
  • Kaddour Hadri & Yao Rao, 2009. "Are Oecd Macroeconomic Variables Trend Stationary? Evidence From Panel Stationarity Tests Allowing For A Structural Break And Cross-Sectional Dependence," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 54(03), pages 427-440.
  • Alvaro Escribano & J. Luis Guasch & Manuel De Orte & Jorge Pena, 2009. "Investment Climate Assessment In Indonesia, Malaysia, The Philippines And Thailand: Results From Pooling Firm-Level Data," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 54(03), pages 335-366.
  • Kaddour Hadri & Yao Rao, 2009. "Are Oecd Macroeconomic Variables Trend Stationary? Evidence From Panel Stationarity Tests Allowing For A Structural Break And Cross-Sectional Dependence," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 54(03), pages 427-440.
  • Herzer, Dierk, 2013. "Cross-Country Heterogeneity and the Trade-Income Relationship," World Development, Elsevier, vol. 44(C), pages 194-211.
    • Herzer, Dierk, 2009. "Cross-country heterogeneity and the trade-income relationship," Proceedings of the German Development Economics Conference, Frankfurt a.M. 2009 13, Verein für Socialpolitik, Research Committee Development Economics.
    • Dierk Herzer, 2009. "Cross-country heterogeneity and the trade-income relationship," FIW Working Paper series 026, FIW.
    • Dierk Herzer, 2011. "Cross-country heterogeneity and the trade-income relationship," Ibero America Institute for Econ. Research (IAI) Discussion Papers 209, Ibero-America Institute for Economic Research.
  • Elçin Aykaç alp, 2009. "Türkiye’de Turizm Sektörünün Tarihsel Gelişimi ve Turizm Talebi İle Hizmet Sektörü Arasındaki İlişkinin Analizi," Working Papers 0023, Yildiz Technical University, Department of Economics, revised Oct 2009.
  • Dardanoni V & Li Donni P, 2009. "The Effect Of Supplemental Insurance On Health Care Demand With Multiple Information: A Latent Class Analysis," Health, Econometrics and Data Group (HEDG) Working Papers 09/03, HEDG, c/o Department of Economics, University of York.
  • Lanne, Markku & Saikkonen, Pentti, 2013. "Noncausal Vector Autoregression," Econometric Theory, Cambridge University Press, vol. 29(3), pages 447-481, June.
    • Lanne, Markku & Saikkonen, Pentti, 2009. "Noncausal vector autoregression," Bank of Finland Research Discussion Papers 18/2009, Bank of Finland.
    • Lanne, Markku & Saikkonen, Pentti, 2010. "Noncausal Vector Autoregression," MPRA Paper 23717, University Library of Munich, Germany.
  • Cogan, John F. & Cwik, Tobias & Taylor, John B. & Wieland, Volker, 2010. "New Keynesian versus old Keynesian government spending multipliers," Journal of Economic Dynamics and Control, Elsevier, vol. 34(3), pages 281-295, March.
    • John Cogan & Tobias Cwik & John Taylor & Volker Wieland, "undated". "New Keynesian Versus Old Keynesian Government Spending Multipliers," Discussion Papers 08-030, Stanford Institute for Economic Policy Research.
    • Cogan, John F. & Cwik, Tobias J. & Taylor, John B. & Wieland, Volker, 2009. "New Keynesian versus old Keynesian government spending multipliers," CFS Working Paper Series 2009/17, Center for Financial Studies (CFS).
    • Taylor, John & Wieland, Volker & Cwik, Tobias & Cogan, John F., 2009. "New Keynesian versus old Keynesian government spending multipliers," CEPR Discussion Papers 7236, C.E.P.R. Discussion Papers.
    • Cogan, John F. & Cwik, Tobias & Taylor, John B. & Wieland, Volker, 2009. "New Keynesian versus old Keynesian government spending multipliers," Working Paper Series 1090, European Central Bank.
    • John F. Cogan & Tobias Cwik & John B. Taylor & Volker Wieland, 2009. "New Keynesian versus Old Keynesian Government Spending Multipliers," NBER Working Papers 14782, National Bureau of Economic Research, Inc.
  • John B. Taylor & Volker Wieland, 2009. "Surprising Comparative Properties of Monetary Models: Results from a New Data Base," NBER Working Papers 14849, National Bureau of Economic Research, Inc.
    • Taylor, John B. & Wieland, Volker, 2009. "Surprising comparative properties of monetary models: Results from a new data base," CFS Working Paper Series 2009/21, Center for Financial Studies (CFS).
    • Taylor, John & Wieland, Volker, 2009. "Surprising comparative properties of monetary models: Results from a new data base," CEPR Discussion Papers 7294, C.E.P.R. Discussion Papers.
  • Christian Dreger & Jürgen Wolters, 2009. "Money velocity and asset prices in the euro area," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 36(1), pages 51-63, February.
    • Dreger, Christian & Wolters, Jürgen, 2009. "Money Velocity and Asset Prices in the Euro Area," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 36(1), pages 51-63.
    • Christian Dreger & Jürgen Wolters, 2008. "Money Velocity and Asset Prices in the Euro Area," Working Paper / FINESS 7.1b, DIW Berlin, German Institute for Economic Research.
    • Christian Dreger & Jürgen Wolters, 2008. "Money Velocity and Asset Prices in the Euro Area," Discussion Papers of DIW Berlin 813, DIW Berlin, German Institute for Economic Research.
  • Herzer, Dierk, 2013. "Cross-Country Heterogeneity and the Trade-Income Relationship," World Development, Elsevier, vol. 44(C), pages 194-211.
    • Dierk Herzer, 2009. "Cross-country heterogeneity and the trade-income relationship," FIW Working Paper series 026, FIW.
    • Dierk Herzer, 2011. "Cross-country heterogeneity and the trade-income relationship," Ibero America Institute for Econ. Research (IAI) Discussion Papers 209, Ibero-America Institute for Economic Research.
    • Herzer, Dierk, 2009. "Cross-country heterogeneity and the trade-income relationship," Proceedings of the German Development Economics Conference, Frankfurt a.M. 2009 13, Verein für Socialpolitik, Research Committee Development Economics.
  • Nowak-Lehmann D., Felicitas & Martínez-Zarzoso, Inmaculada & Herzer, Dierk & Klasen, Stephan & Dreher, Axel, 2009. "The search for a long-run aid and growth relationship: Pitfalls and findings," Proceedings of the German Development Economics Conference, Frankfurt a.M. 2009 23, Verein für Socialpolitik, Research Committee Development Economics.
  • Sucarrat, Genaro, 2009. "Forecast Evaluation of Explanatory Models of Financial Variability," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 3, pages 1-33.
  • Mitze, Timo, 2009. "Endogeneity in Panel Data Models with Time-Varying and Time-Fixed Regressors: To IV or not IV?," Ruhr Economic Papers 83, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
  • Amendola, Alessandra & Storti, Giuseppe, 2009. "Combination of multivariate volatility forecasts," SFB 649 Discussion Papers 2009-007, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  • Blaskowitz, Oliver J. & Herwartz, Helmut, 2009. "On economic evaluation of directional forecasts," SFB 649 Discussion Papers 2009-052, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  • Gürtler, Marc & Kreiss, Jens-Peter & Rauh, Ronald, 2009. "A non-stationary approach for financial returns with nonparametric heteroscedasticity," Working Papers IF31V2, Technische Universität Braunschweig, Institute of Finance.
  • Malley, Jim & Woitek, Ulrich, 2010. "Technology shocks and aggregate fluctuations in an estimated hybrid RBC model," Journal of Economic Dynamics and Control, Elsevier, vol. 34(7), pages 1214-1232, July.
    • Malley, Jim University of Glasgow & Woitek, Ulrich, 2009. "Technology shocks and aggregate fluctuations in an estimated hybrid RBC model," SIRE Discussion Papers 2009-18, Scottish Institute for Research in Economics (SIRE).
    • Jim Malley & Ulrich Woitek, 2009. "Technology shocks and aggregate fluctuations in an estimated hybrid RBC model," IEW - Working Papers 408, Institute for Empirical Research in Economics - University of Zurich.
    • Jim Malley & Ulrich Woitek, 2009. "Technology Shocks and Aggregate Fluctuations in an Estimated Hybrid RBC Model," CESifo Working Paper Series 2626, CESifo.
    • Jim Malley & Ulrich Woitek, 2009. "Technology shocks and aggregate fluctuations in an estimated hybrid RBC model," Working Papers 2009_15, Business School - Economics, University of Glasgow.
  • Jim Malley & Ulrich Woitek, 2009. "Productivity Shocks and Aggregate Cycles in an Estimated Endogenous Growth Model," CESifo Working Paper Series 2672, CESifo.
    • Jim Malley & Ulrich Woitek, 2009. "Productivity shocks and aggregate cycles in an estimated endogenous growth model," IEW - Working Papers 416, Institute for Empirical Research in Economics - University of Zurich.
    • Jim Malley & Ulrich Woitek, 2009. "Productivity shocks and aggregate cycles in an estimated endogenous growth model," Working Papers 2009_23, Business School - Economics, University of Glasgow.
  • Andrés González & Kirstin Hubrich & Timo Teräsvirta, 2009. "Forecasting inflation with gradual regime shifts and exogenous information," CREATES Research Papers 2009-03, Department of Economics and Business Economics, Aarhus University.
    • Hubrich, Kirstin & González, Andrés & Teräsvirta, Timo, 2011. "Forecasting inflation with gradual regime shifts and exogenous information," Working Paper Series 1363, European Central Bank.
  • Tim Bollerslev & Natalia Sizova & George Tauchen, 2011. "Volatility in Equilibrium: Asymmetries and Dynamic Dependencies," Review of Finance, European Finance Association, vol. 16(1), pages 31-80.
    • Tim Bollerslev & Natalia Sizova & George Tauchen, 2009. "Volatility in Equilibrium: Asymmetries and Dynamic Dependencies," Working Papers 10-73, Duke University, Department of Economics.
    • Tim Bollerslev & Natalia Sizova & George Tauchen, 2009. "Volatility in Equilibrium: Asymmetries and Dynamic Dependencies," CREATES Research Papers 2009-05, Department of Economics and Business Economics, Aarhus University.
    • Tim Bollerslev & Natalia Sizova & George Tauchen, 2010. "Volatility in Equilibrium: Asymmetries and Dynamic Dependencies," Working Papers 10-34, Duke University, Department of Economics.
  • 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.
  • Torben G. Andersen & Viktor Todorov, 2009. "Realized Volatility and Multipower Variation," CREATES Research Papers 2009-49, Department of Economics and Business Economics, Aarhus University.
  • Tue Gørgens & Allan Würtz, 2012. "Testing a parametric function against a non‐parametric alternative in IV and GMM settings," Econometrics Journal, Royal Economic Society, vol. 15(3), pages 462-489, October.
    • Tue Gørgens & Allan Würtz, 2009. "Testing a parametric function against a nonparametric alternative in IV and GMM settings," CREATES Research Papers 2009-54, Department of Economics and Business Economics, Aarhus University.
    • Gørgens, Tue & Würtz, Allan, 2010. "Testing a Parametric Function Against a Nonparametric Alternative in IV and GMM Settings," CEI Working Paper Series 2010-9, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University.
  • Luca Benati & Paolo Surico, 2009. "VAR Analysis and the Great Moderation," American Economic Review, American Economic Association, vol. 99(4), pages 1636-1652, September.
    • Benati, Luca & Surico, Paolo, 2008. "VAR analysis and the Great Moderation," Working Paper Series 866, European Central Bank.
  • Paul Alagidede, 2009. "Are African Stock Markets Integrated with the Rest of the World?," The African Finance Journal, Africagrowth Institute, vol. 11(1), pages 37-53.
  • Balagtas, Joseph Valdes & Holt, Matthew T., 2008. "AJAE Appendix: The Commodity Terms of Trade, Unit Roots, and Nonlinear Alternatives," American Journal of Agricultural Economics APPENDICES, Agricultural and Applied Economics Association, vol. 91(01), pages 1-21, April.
  • Andrea Bastianin, 2009. "Modelling Asymmetric Dependence Using Copula Functions: An application to Value-at-Risk in the Energy Sector," Working Papers 2009.24, Fondazione Eni Enrico Mattei.
    • Bastianin, Andrea, 2009. "Modelling Asymmetric Dependence Using Copula Functions: An Application to Value-at-Risk in the Energy Sector," Sustainable Development Papers 50452, Fondazione Eni Enrico Mattei (FEEM).
  • Houssou, Nazaire & Zeller, Manfred, 2009. "Operational Models for Improving the Targeting Efficiency of Agricultural and Development Policies: A systematic comparison of different estimation methods using out-of-sample tests," 2009 Conference, August 16-22, 2009, Beijing, China 51454, International Association of Agricultural Economists.
  • Ioan TRENCA & Annamaria BENYOVSZKI, 2009. "Using credit scoring method for probability of non-financial companies default estimation at industry level," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, vol. 1(9), pages 45-58, May.
  • Dorel BERCEANU & Marian SIMINICA, 2009. "The main theories of the dividend decision," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, vol. 1(9), pages 91-96, May.
  • Raj Chetty, 2009. "Sufficient Statistics for Welfare Analysis: A Bridge Between Structural and Reduced-Form Methods," Annual Review of Economics, Annual Reviews, vol. 1(1), pages 451-488, May.
    • Raj Chetty, 2008. "Sufficient Statistics for Welfare Analysis: A Bridge Between Structural and Reduced-Form Methods," NBER Working Papers 14399, National Bureau of Economic Research, Inc.
    • Chetty, Nadarajan, 2009. "Sufficient Statistics for Welfare Analysis: A Bridge Between Structural and Reduced-Form Methods," Scholarly Articles 9748528, Harvard University Department of Economics.
  • Conrad, Christian & Weber, Enzo, 2013. "Measuring Persistence in Volatility Spillovers," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79850, Verein für Socialpolitik / German Economic Association.
    • Conrad, Christian & Weber, Enzo, 2013. "Measuring Persistence in Volatility Spillovers," Working Papers 0543, University of Heidelberg, Department of Economics.
    • Conrad, Christian & Weber, Enzo, 2013. "Measuring Persistence in Volatility Spillovers," University of Regensburg Working Papers in Business, Economics and Management Information Systems 473, University of Regensburg, Department of Economics.
  • Vassil Tsanov, 2009. "Labor Market in Bulgaria: Institutions and Flexibility," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 3, pages 80-127.
  • Plamen Petkov, 2009. "Cointegration Analysis of the Aggregate Production Function through Autoregressive Distributive Lags Models (ARDL)," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 4, pages 3-35.
  • Gutierrez, Carlos Enrique Carrasco & Souza, Reinaldo Castro & Guillén, Osmani Teixeira de Carvalho, 2009. "Selection of Optimal Lag Length in Cointegrated VAR Models with Weak Form of Common Cyclical Features," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 29(1), May.
    • Carlos Enrique Carrasco Gutiérrez & Reinaldo Castro Souza & Osmani Teixeira de Carvalho Guillén, 2007. "Selection of Optimal Lag Length in Cointegrated VAR Models with Weak Form of Common Cyclical Features," Working Papers Series 139, Central Bank of Brazil, Research Department.
    • Carlos Enrique Carrasco Gutierrez & Reinaldo Castro Souza & Osmani Teixeira de Carvalho Guillén, 2009. "Selection of Optimal Lag Length in Cointegrated VAR Models with Weak Form of Common Cyclical Features," Fucape Working Papers 16, Fucape Business School.
    • Carrasco Gutierrez, Carlos Enrique & Castro Souza, Reinaldo & Teixeira de Carvalho Guillén, Osmani, 2009. "Selection of Optimal Lag Length in Cointegrated VAR Models with Weak Form of Common Cyclical Features," MPRA Paper 66065, University Library of Munich, Germany, revised 2009.
    • Carrasco Gutierrez, Carlos Enrique & Castro Souza, Reinaldo & Teixeira de Carvalho Guillén, Osmani, 2009. "Selection of optimal lag length in cointegrated VAR models with weak form of common cyclical features," MPRA Paper 22550, University Library of Munich, Germany.
  • Jean-Marie Dufour & Lynda Khalaf & Maral Kichian, 2009. "Structural Multi-Equation Macroeconomic Models: Identification-Robust Estimation and Fit," Staff Working Papers 09-19, Bank of Canada.
  • Jean-Marie Dufour & Lynda Khalaf & Maral Kichian, 2009. "Structural Inflation Models with Real Wage Rigidities: The Case of Canada," Staff Working Papers 09-21, Bank of Canada.
  • Jean-Marie Dufour & Lynda Khalaf & Maral Kichian, 2009. "Assessing Indexation-Based Calvo Inflation Models," Staff Working Papers 09-7, Bank of Canada.
  • Maritta Paloviita, 2009. "On the Generality of the New Keynesian Phillips Curves," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, vol. 1(55), pages 7-32, July - Se.
  • Hasan Sahin & Ismail H. Genç, 2009. "An Empirical Analysis of Short Term Interest Rate Models for Turkey," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, vol. 3(2), pages 107-119.
  • Mert Ural, 2009. "Alternative Approaches for Estimating Value at Risk," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, vol. 3(2), pages 63-86.
  • Mencía, Javier & Sentana, Enrique, 2009. "Multivariate location-scale mixtures of normals and mean-variance-skewness portfolio allocation," Journal of Econometrics, Elsevier, vol. 153(2), pages 105-121, December.
    • Javier Mencía & Enrique Sentana, 2008. "Multivariate Location-Scale Mixtures of Normals and Mean-Variance-skewness Portfolio Allocation," Working Papers wp2008_0805, CEMFI.
    • Javier Mencía & Enrique Sentana, 2009. "Multivariate location-scale mixtures of normals and mean-variance-skewness portfolio allocation," Working Papers 0909, Banco de España.
  • Javier Mencía & Enrique Sentana, 2012. "Distributional Tests in Multivariate Dynamic Models with Normal and Student-t Innovations," The Review of Economics and Statistics, MIT Press, vol. 94(1), pages 133-152, February.
    • Javier Mencía & Enrique Sentana, 2008. "Distributional Tests in Multivariate Dynamic Models with Normal and Student t Innovations," Working Papers wp2008_0804, CEMFI.
    • Javier Mencía & Enrique Sentana, 2009. "Distributional tests in multivariate dynamic models with Normal and Student t innovations," Working Papers 0929, Banco de España.
  • Busetti, Fabio & Marcucci, Juri, 2013. "Comparing forecast accuracy: A Monte Carlo investigation," International Journal of Forecasting, Elsevier, vol. 29(1), pages 13-27.
    • Fabio Busetti & Juri Marcucci & Giovanni Veronese, 2009. "Comparing forecast accuracy: A Monte Carlo investigation," Temi di discussione (Economic working papers) 723, Bank of Italy, Economic Research and International Relations Area.
  • Benavides, Guillermo & Capistrán, Carlos, 2012. "Forecasting exchange rate volatility: The superior performance of conditional combinations of time series and option implied forecasts," Journal of Empirical Finance, Elsevier, vol. 19(5), pages 627-639.
    • Benavides Guillermo & Capistrán Carlos, 2009. "Forecasting Exchange Rate Volatility: The Superior Performance of Conditional Combinations of Time Series and Option Implied Forecasts," Working Papers 2009-01, Banco de México.
  • Capistrán Carlos & Constandse Christian & Ramos Francia Manuel, 2009. "Using Seasonal Models to Forecast Short-Run Inflation in Mexico," Working Papers 2009-05, Banco de México.
  • Engle Robert F. & Rangel José Gonzalo, 2009. "High and Low Frequency Correlations in Global Equity Markets," Working Papers 2009-17, Banco de México.
  • Milica D. Obadović & Mirjana M. Obadović, 2009. "An Analytical Method Of Estimating Value-At-Risk On The Belgrade Stock Exchange," Economic Annals, Faculty of Economics and Business, University of Belgrade, vol. 54(183), pages 119-138, October -.
  • Božidar Cerovic & Aleksandra Nojkovic, 2009. "Transition And Growth: What Was Taught And What Happened," Economic Annals, Faculty of Economics and Business, University of Belgrade, vol. 54(183), pages 7-31, October -.
  • Pesaran, M. Hashem & Timmermann, Allan, 2009. "Testing Dependence Among Serially Correlated Multicategory Variables," Journal of the American Statistical Association, American Statistical Association, vol. 104(485), pages 325-337.
    • M. Hashem Pesaran & Allan Timmermann, 2006. "Testing Dependence among Serially Correlated Multi-category Variables," CESifo Working Paper Series 1770, CESifo.
    • Pesaran, M. Hashem & Timmermann, Allan, 2006. "Testing Dependence among Serially Correlated Multi-Category Variables," IZA Discussion Papers 2196, Institute of Labor Economics (IZA).
    • Pesaran, M.H. & Timmermann, A., 2006. "Testing Dependence Among Serially Correlated Multi-category Variables," Cambridge Working Papers in Economics 0648, Faculty of Economics, University of Cambridge.
  • Anatolyev, Stanislav, 2009. "Nonparametric Retrospection and Monitoring of Predictability of Financial Returns," Journal of Business & Economic Statistics, American Statistical Association, vol. 27(2), pages 149-160.
    • Stanislav Anatolyev, 2006. "Nonparametric retrospection and monitoring of predictability of financial returns," Working Papers w0071, New Economic School (NES).
    • Stanislav Anatolyev, 2006. "Nonparametric retrospection and monitoring of predictability of financial returns," Working Papers w0071, Center for Economic and Financial Research (CEFIR).
  • Millimet, Daniel L. & Tchernis, Rusty, 2009. "On the Specification of Propensity Scores, With Applications to the Analysis of Trade Policies," Journal of Business & Economic Statistics, American Statistical Association, vol. 27(3), pages 397-415.
    • Daniel Millimet & Rusty Tchernis, 2006. "On the Specification of Propensity Scores: with Applications to the Analysis of Trade Policies," CAEPR Working Papers 2006-013, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington, revised Jan 2008.
  • Karim Barhoumi & Olivier Darné & Laurent Ferrara, 2010. "Are disaggregate data useful for factor analysis in forecasting French GDP?," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 29(1-2), pages 132-144.
    • Karim Barhoumi & Olivier Darné & Laurent Ferrara, 2009. "Are disaggregate data useful for factor analysis in forecasting French GDP?," Working papers 232, Banque de France.
  • Claire Célérier, 2009. "Forecasting inflation in France," Working papers 262, Banque de France.
  • Christopher Martin & Costas Milas, 2009. "Uncertainty And Monetary Policy Rules In The United States," Economic Inquiry, Western Economic Association International, vol. 47(2), pages 206-215, April.
    • Christopher Martin & Costas Milas, 2005. "Uncertainty and Monetary Policy Rules in the United States," Economics and Finance Discussion Papers 05-22, Economics and Finance Section, School of Social Sciences, Brunel University.
    • Christopher Martin & Costas Milas, 2005. "Uncertainty and Monetary Policy Rules in the United States," Keele Economics Research Papers KERP 2005/10, Centre for Economic Research, Keele University.
  • R. Aaberge & U. Colombino & T. Wennemo, 2009. "Evaluating Alternative Representations Of The Choice Sets In Models Of Labor Supply," Journal of Economic Surveys, Wiley Blackwell, vol. 23(3), pages 586-612, July.
    • Ugo Colombino & Rolf Aaberge & Tom Wennemo, 2005. "Evaluating Alternative Representations of the Choice Sets in Models of Labour Supply," Econometrics 0510001, University Library of Munich, Germany.
    • Rolf Aaberge & Ugo Colombino & Tom Wennemo, 2006. "Evaluating Alternative Representations of the Choice Sets in Models of Labour Supply," Discussion Papers 449, Statistics Norway, Research Department.
    • Rolf Aaberge & Ugo Colombino & Tom Wennemo, 2006. "Evaluating alternative representations of the choice sets in models of labour supply," ICER Working Papers 2-2006, ICER - International Centre for Economic Research.
    • R. Aaberge & T. Wennemo & U. Colombino, 2008. "Evaluating Alternative Representations of the Choice Sets in Models of Labour Supply," CHILD Working Papers wp20_08, CHILD - Centre for Household, Income, Labour and Demographic economics - ITALY.
    • Ugo Colombino & R. Aaberge & T. Wennemo, 2006. "Evaluating Alternative Representations of the Choice Sets in Models of Labour Supply," CHILD Working Papers wp17_06, CHILD - Centre for Household, Income, Labour and Demographic economics - ITALY.
    • Aaberge, Rolf & Colombino, Ugo & Wennemo, Tom, 2006. "Evaluating Alternative Representations of the Choice Sets in Models of Labour Supply," IZA Discussion Papers 1986, Institute of Labor Economics (IZA).
  • Geert Bekaert & Robert J. Hodrick & Xiaoyan Zhang, 2009. "International Stock Return Comovements," Journal of Finance, American Finance Association, vol. 64(6), pages 2591-2626, December.
    • Geert Bekaert & Robert J. Hodrick & Xiaoyan Zhang, 2005. "International Stock Return Comovements," NBER Working Papers 11906, National Bureau of Economic Research, Inc.
    • Bekaert, Geert & Hodrick, Robert J. & Zhang, Xiaoyan, 2008. "International stock return comovements," Working Paper Series 931, European Central Bank.
    • Bekaert, Geert & Hodrick, Robert J. & Zhang, Xiaoyan, 2005. "International Stock Return Comovements," Working Papers 06-3, University of Pennsylvania, Wharton School, Weiss Center.
    • Hodrick, Robert J & Bekaert, Geert & Zhang, Xiaoyan, 2006. "International Stock Return Comovements," CEPR Discussion Papers 5955, C.E.P.R. Discussion Papers.
  • Q. Farooq Akram & Ragnar Nymoen, 2009. "Model Selection for Monetary Policy Analysis: How Important is Empirical Validity?," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 71(1), pages 35-68, February.
    • Akram, Q. Farooq & Nymoen, Ragnar, 2007. "Model selection for monetary policy analysis How important is empirical validity?," Memorandum 14/2007, Oslo University, Department of Economics.
  • Thierry Warin & Phanindra V. Wunnava & Hubert P. Janicki, 2009. "Testing Mundell's Intuition of Endogenous OCA Theory," Review of International Economics, Wiley Blackwell, vol. 17(1), pages 74-86, February.
    • Warin, Thierry & Wunnava, Phanindra V. & Janicki, Hubert P., 2008. "Testing Mundell's Intuition of Endogenous OCA Theory," IZA Discussion Papers 3739, Institute of Labor Economics (IZA).
  • Karsten R. Gerdrup & Anne Sofie Jore & Christie Smith & Leif Anders Thorsrud, 2009. "Evaluating ensemble density combination - forecasting GDP and inflation," Working Paper 2009/19, Norges Bank.
  • Lanne, Markku & Saikkonen, Pentti, 2013. "Noncausal Vector Autoregression," Econometric Theory, Cambridge University Press, vol. 29(3), pages 447-481, June.
    • Lanne, Markku & Saikkonen, Pentti, 2009. "Noncausal vector autoregression," Research Discussion Papers 18/2009, Bank of Finland.
    • Lanne, Markku & Saikkonen, Pentti, 2010. "Noncausal Vector Autoregression," MPRA Paper 23717, University Library of Munich, Germany.
  • Argov, Eyal, 2012. "The choice of a foreign price measure in a Bayesian estimated new-Keynesian model for Israel," Economic Modelling, Elsevier, vol. 29(2), pages 408-420.
    • Eyal Argov, 2009. "The Choice of a Foreign Price Measure in a Bayesian Estimated New-Keynesian Model for Israel," Bank of Israel Working Papers 2009.04, Bank of Israel.
  • Eduardo F. L. de Melo & Beatriz Vaz de Melo Mendes, 2009. "Local Estimation of Copula Based Value-at-Risk," Brazilian Review of Finance, Brazilian Society of Finance, vol. 7(1), pages 29-50.
  • Arnold Polanski & Evarist Stoja, 2011. "Dynamic density forecasts for multivariate asset returns," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 30(6), pages 523-540, September.
    • Evarist Stoja & Arnold Polanski, 2009. "Dynamic Density Forecasts for Multivariate Asset Returns," Bristol Economics Discussion Papers 09/616, School of Economics, University of Bristol, UK.
  • Evarist Stoja & Arnold Polanski, 2009. "Efficient Evaluation of Multidimensional Time-Varying Density Forecasts with an Application to Risk Management," Bristol Economics Discussion Papers 09/617, School of Economics, University of Bristol, UK.
  • Akhter Faroque & William Veloce & Jean-Francois Lamarche, 2012. "Have structural changes eliminated the out-of-sample ability of financial variables to forecast real activity after the mid-1980s? Evidence from the Canadian economy," Applied Economics, Taylor & Francis Journals, vol. 44(30), pages 3965-3985, October.
    • Akhter Faroque & William Veloce & Jean-Francois Lamarche, 2009. "Have Structural Changes Eliminated the Out-of-Sample Ability of Financial Variables To Forecast Real Activity After the Mid-1980s? Evidence From the Canadian Economy," Working Papers 0910, Brock University, Department of Economics, revised Oct 2010.
  • Laurent Ferrara, 2009. "Caractérisation et datation des cycles économiques en zone euro," Revue économique, Presses de Sciences-Po, vol. 60(3), pages 703-712.
  • A. Pedro Duarte Silva, 2009. "Exact and heuristic algorithms for variable selection: Extended Leaps and Bounds," Working Papers de Economia (Economics Working Papers) 01, Católica Porto Business School, Universidade Católica Portuguesa.
  • Jennifer L. Castle & Xiaochuan Qin & W. Robert Reed, 2009. "How To Pick The Best Regression Equation: A Review And Comparison Of Model Selection Algorithms," Working Papers in Economics 09/13, University of Canterbury, Department of Economics and Finance.
  • Le, Vo Phuong Mai & Minford, Patrick & Wickens, Michael, 2010. "The 'Puzzles' methodology: En route to Indirect Inference?," Economic Modelling, Elsevier, vol. 27(6), pages 1417-1428, November.
    • Vo Phuong Mai Le & Patrick Minford & Michael Wickens, 2009. "The ‘Puzzles’ Methodology: En Route to Indirect Inference?," CDMA Conference Paper Series 0903, Centre for Dynamic Macroeconomic Analysis.
    • Le, Vo Phuong Mai & Minford, Patrick & Wickens, Michael, 2009. "The 'Puzzles' methodology: en route to Indirect Inference?," Cardiff Economics Working Papers E2009/22, Cardiff University, Cardiff Business School, Economics Section.
    • Minford, Patrick & Wickens, Michael R. & Le, Vo Phuong Mai, 2009. "The 'Puzzles' Methodology: en route to Indirect Inference?," CEPR Discussion Papers 7539, C.E.P.R. Discussion Papers.
  • Vo Le & David Meenagh & Patrick Minford & Michael Wickens, 2010. "Two Orthogonal Continents? Testing a Two-country DSGE Model of the US and the EU Using Indirect Inference," Open Economies Review, Springer, vol. 21(1), pages 23-44, February.
    • Minford, Patrick & Wickens, Michael R. & Meenagh, David & Le, Vo Phuong Mai, 2009. "Two Orthogonal Continents? Testing a Two-country DSGE Model of the US and EU Using Indirect Inference," CEPR Discussion Papers 7385, C.E.P.R. Discussion Papers.
    • Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael, 2009. "Two Orthogonal Continents: Testing a Two-country DSGE Model of the US and EU Using Indirect Inference," Cardiff Economics Working Papers E2009/3, Cardiff University, Cardiff Business School, Economics Section, revised Dec 2009.
  • Le, Vo Phuong Mai & Minford, Patrick & Wickens, Michael, 2009. "Some problems in the testing of DSGE models," Cardiff Economics Working Papers E2009/31, Cardiff University, Cardiff Business School, Economics Section.
    • Minford, Patrick & Wickens, Michael R. & Le, Vo Phuong Mai, 2010. "Some Problems in the Testing of DSGE Models," CEPR Discussion Papers 7621, C.E.P.R. Discussion Papers.
  • Li, GuangJie, 2009. "Consistent Estimation, Model Selection and Averaging of Dynamic Panel Data Models with Fixed Effect," Cardiff Economics Working Papers E2009/5, Cardiff University, Cardiff Business School, Economics Section.
  • Li, GuangJie & Leon-Gonzalez, Roberto, 2009. "A Correction Function Approach to Solve the Incidental Parameter Problem," Cardiff Economics Working Papers E2009/6, Cardiff University, Cardiff Business School, Economics Section.
  • Franz R. Hahn, 2009. "A Note on Management Efficiency and International Banking. Some Empirical Panel Evidence," Journal of Applied Economics, Taylor & Francis Journals, vol. 12(1), pages 69-81, May.
    • Franz R. Hahn, 2009. "A note on management efficiency and international banking. Some empirical panel evidence," Journal of Applied Economics, Universidad del CEMA, vol. 12, pages 69-81, May.
  • Pierre‐Philippe Combes & Gilles Duranton & Laurent Gobillon & Diego Puga & Sébastien Roux, 2012. "The Productivity Advantages of Large Cities: Distinguishing Agglomeration From Firm Selection," Econometrica, Econometric Society, vol. 80(6), pages 2543-2594, November.
    • Duranton, Gilles & Combes, Pierre-Philippe & Puga, Diego & Gobillon, Laurent & Roux, Sébastien, 2009. "The productivity advantages of large cities: Distinguishing agglomeration from firm selection," CEPR Discussion Papers 7191, C.E.P.R. Discussion Papers.
    • PierrePhilippe Combes & Gilles Duranton & Laurent Gobillon & Diego Puga & Sébastien Roux, 2009. "The Productivity Advantages of Large Cities: Distinguishing Agglomeration from Firm Selection," SERC Discussion Papers 0027, Centre for Economic Performance, LSE.
    • Pierre Philippe Combes & Gilles Duranton & Laurent Gobillon & Diego Puga & Sébastien Roux, 2009. "The productivity advantages of large cities: Distinguishing agglomeration from firm selection," Working Papers 2009-02, Instituto Madrileño de Estudios Avanzados (IMDEA) Ciencias Sociales, revised 30 Nov 2010.
    • Pierre-Philippe COMBES & Gilles DURANTON & Laurent GOBILLON & Diego PUGA & Sébastien ROUX, 2009. "The Productivity Advantages of Large Cities : Distinguishing Agglomeration from Firm Selection," Working Papers 2009-08, Center for Research in Economics and Statistics.
    • Combes, Pierre-Philippe & Duranton, Gilles & Gobillon, Laurent & Puga, Diego & Roux, Sébastien, 2012. "The Productivity Advantages of Large Cities: Distinguishing Agglomeration from Firm Selection," IZA Discussion Papers 6502, Institute of Labor Economics (IZA).
    • Pierre-Philippe Combes & Gilles Duranton & Laurent Gobillon & Diego Puga & Sébastien Roux, 2012. "The productivity advantages of large cities: distingushing agglomeration from firm selection," PSE-Ecole d'économie de Paris (Postprint) hal-00812695, HAL.
    • Pierre-Philippe Combes & Gilles Duranton & Diego Puga & Sebastien Roux, 2009. "The productivity advantages of large cities: Distinguishing agglomeration from firm selection," Working Papers tecipa-353, University of Toronto, Department of Economics.
    • Pierre-Philippe Combes & Gilles Duranton & Laurent Gobillon & Diego Puga & Sébastien Roux, 2012. "The productivity advantages of large cities: distingushing agglomeration from firm selection," Post-Print hal-00812695, HAL.
  • Jan Hanousek & Evžen Kočenda, 2011. "Foreign News and Spillovers in Emerging European Stock Markets," Review of International Economics, Wiley Blackwell, vol. 19(1), pages 170-188, February.
    • Jan Hanousek & Evzen Kocenda, 2009. "Intraday Price Discovery in Emerging European Stock Markets," CERGE-EI Working Papers wp382, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
    • Evzen Kocenda & Jan Hanousek, 2010. "Foreign News and Spillovers in Emerging European Stock Markets," William Davidson Institute Working Papers Series wp983, William Davidson Institute at the University of Michigan.
  • Pesaran, M. Hashem & Schleicher, Christoph & Zaffaroni, Paolo, 2009. "Model averaging in risk management with an application to futures markets," Journal of Empirical Finance, Elsevier, vol. 16(2), pages 280-305, March.
    • Pesaran, M.H. & Schleicher, C. & Zaffaroni, P., 2008. "Model Averaging in Risk Management with an Application to Futures Markets," Cambridge Working Papers in Economics 0808, Faculty of Economics, University of Cambridge.
    • M. Hashem Pesaran & Christoph Schleicher & Paolo Zaffaroni, 2008. "Model Averaging in Risk Management with an Application to Futures Markets," CESifo Working Paper Series 2231, CESifo.
  • Caporale, Guglielmo Maria & Matousek, Roman & Stewart, Chris, 2012. "Ratings assignments: Lessons from international banks," Journal of International Money and Finance, Elsevier, vol. 31(6), pages 1593-1606.
    • Guglielmo Maria Caporale & Roman Matousek & Chris Stewart, 2009. "Rating Assignments: Lessons from International Banks," Discussion Papers of DIW Berlin 868, DIW Berlin, German Institute for Economic Research.
    • Guglielmo Maria Caporale & Roman Matousek & Chris Stewart, 2009. "Rating Assignments: Lessons from International Banks," CESifo Working Paper Series 2618, CESifo.
  • Malley, Jim & Woitek, Ulrich, 2010. "Technology shocks and aggregate fluctuations in an estimated hybrid RBC model," Journal of Economic Dynamics and Control, Elsevier, vol. 34(7), pages 1214-1232, July.
    • Malley, Jim University of Glasgow & Woitek, Ulrich, 2009. "Technology shocks and aggregate fluctuations in an estimated hybrid RBC model," SIRE Discussion Papers 2009-18, Scottish Institute for Research in Economics (SIRE).
    • Jim Malley & Ulrich Woitek, 2009. "Technology Shocks and Aggregate Fluctuations in an Estimated Hybrid RBC Model," CESifo Working Paper Series 2626, CESifo.
    • Jim Malley & Ulrich Woitek, 2009. "Technology shocks and aggregate fluctuations in an estimated hybrid RBC model," IEW - Working Papers 408, Institute for Empirical Research in Economics - University of Zurich.
    • Jim Malley & Ulrich Woitek, 2009. "Technology shocks and aggregate fluctuations in an estimated hybrid RBC model," Working Papers 2009_15, Business School - Economics, University of Glasgow.
  • Jim Malley & Ulrich Woitek, 2009. "Productivity shocks and aggregate cycles in an estimated endogenous growth model," IEW - Working Papers 416, Institute for Empirical Research in Economics - University of Zurich.
    • Jim Malley & Ulrich Woitek, 2009. "Productivity Shocks and Aggregate Cycles in an Estimated Endogenous Growth Model," CESifo Working Paper Series 2672, CESifo.
    • Jim Malley & Ulrich Woitek, 2009. "Productivity shocks and aggregate cycles in an estimated endogenous growth model," Working Papers 2009_23, Business School - Economics, University of Glasgow.
  • Michael Funke & Marc Gronwald, 2009. "A Convex Hull Approach to Counterfactual Analysis of Trade Openness and Growth," Quantitative Macroeconomics Working Papers 20906, Hamburg University, Department of Economics.
    • Michael Funke & Marc Gronwald, 2009. "A Convex Hull Approach to Counterfactual Analysis of Trade Openness and Growth," CESifo Working Paper Series 2692, CESifo.
  • Sasa Zikovic & Randall Filer, 2009. "Hybrid Historical Simulation VaR and ES: Performance in Developed and Emerging Markets," CESifo Working Paper Series 2820, CESifo.
  • M. Hashem Pesaran & Paolo Zaffaroni, 2009. "Optimality and Diversifiability of Mean Variance and Arbitrage Pricing Portfolios," CESifo Working Paper Series 2857, CESifo.
  • Gerit Vogt, 2009. "Konjunkturprognose in Deutschland. Ein Beitrag zur Prognose der gesamtwirtschaftlichen Entwicklung auf Bundes- und Länderebene," ifo Beiträge zur Wirtschaftsforschung, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 36, May.
  • Michael Reinhard & Hans Schedl & Achim Buchwald & Ralph Henger, 2007. "Positionierung der deutschen Industrie im globalen Konsolidierungsprozess : im Auftrag des Bundesministeriums für Wirtschaft und Technologie," ifo Forschungsberichte, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 36.
  • Ramalho Esmeralda A., 2010. "Covariate Measurement Error: Bias Reduction under Response-Based Sampling," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 14(4), pages 1-34, September.
    • Esmeralda de Jesus Ratinho Lopes Arranhado Ramalho, 2009. "Covariate Measurement Error: Bias Reduction under Response-based Sampling," CEFAGE-UE Working Papers 2009_15, University of Evora, CEFAGE-UE (Portugal).
  • Andrés Eduardo Rangel Jiménez, 2009. "¿Histéresis en la tasa de desempleo de Bogotá? Consideraciones sobre el uso de los test ADF y Zivot-Andrews," Revista de Economía y Administración, Universidad Autónoma de Occidente, February.
  • Nancy Milena Hoyos Gomez & Johanna Ramos & Lorena Vivas, 2010. "Un modelo SETAR para el PIB colombiano," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, June.
    • Milena Hoyos & Johanna Ramos & Lorena Vivas, 2009. "Un modelo SETAR para el PIB Colombiano," Documentos de Trabajo, Escuela de Economía 6160, Universidad Nacional de Colombia, FCE, CID.
  • LAURENT, Sebastien & ROMBOUTS, Jeroen V.K. & VIOLANTE, FRANCESCO, 2009. "Consistent ranking of multivariate volatility models," LIDAM Discussion Papers CORE 2009002, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • SBRANA, Giacomo & SILVESTRINI, Andrea, 2009. "What do we know about comparing aggregate and disaggregate forecasts?," LIDAM Discussion Papers CORE 2009020, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Consolo, Agostino & Favero, Carlo A. & Paccagnini, Alessia, 2009. "On the statistical identification of DSGE models," Journal of Econometrics, Elsevier, vol. 150(1), pages 99-115, May.
    • Agostino Consolo & Carlo A. Favero & Alessia Paccagnini, 2007. "On the Statistical Identification of DSGE Models," Working Papers 324, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
    • Favero, Carlo A. & Consolo, Agostino & Paccagnini, Alessia, 2009. "On the Statistical Identification of DSGE Models," CEPR Discussion Papers 7176, C.E.P.R. Discussion Papers.
    • Agostino Consolo & Carlo A. Favero & Alessia Paccagnini, 2009. "On the statistical identification of DSGE models," Open Access publications 10197/7586, School of Economics, University College Dublin.
  • Janine Aron & John Muellbauer, 2009. "Some Issues in Modeling and Forecasting Inflation in South Africa," CSAE Working Paper Series 2009-01, Centre for the Study of African Economies, University of Oxford.
    • Muellbauer, John & Aron, Janine, 2009. "Some Issues in Modeling and Forecasting Inflation in South Africa," CEPR Discussion Papers 7183, C.E.P.R. Discussion Papers.
  • Pierre‐Philippe Combes & Gilles Duranton & Laurent Gobillon & Diego Puga & Sébastien Roux, 2012. "The Productivity Advantages of Large Cities: Distinguishing Agglomeration From Firm Selection," Econometrica, Econometric Society, vol. 80(6), pages 2543-2594, November.
    • Pierre-Philippe COMBES & Gilles DURANTON & Laurent GOBILLON & Diego PUGA & Sébastien ROUX, 2009. "The Productivity Advantages of Large Cities : Distinguishing Agglomeration from Firm Selection," Working Papers 2009-08, Center for Research in Economics and Statistics.
    • Duranton, Gilles & Combes, Pierre-Philippe & Puga, Diego & Gobillon, Laurent & Roux, Sébastien, 2009. "The productivity advantages of large cities: Distinguishing agglomeration from firm selection," CEPR Discussion Papers 7191, C.E.P.R. Discussion Papers.
    • Pierre Philippe Combes & Gilles Duranton & Laurent Gobillon & Diego Puga & Sébastien Roux, 2009. "The productivity advantages of large cities: Distinguishing agglomeration from firm selection," Working Papers 2009-02, Instituto Madrileño de Estudios Avanzados (IMDEA) Ciencias Sociales, revised 30 Nov 2010.
    • Pierre-Philippe Combes & Gilles Duranton & Laurent Gobillon & Diego Puga & Sébastien Roux, 2012. "The productivity advantages of large cities: distingushing agglomeration from firm selection," PSE-Ecole d'économie de Paris (Postprint) hal-00812695, HAL.
    • Pierre-Philippe Combes & Gilles Duranton & Laurent Gobillon & Diego Puga & Sébastien Roux, 2012. "The productivity advantages of large cities: distingushing agglomeration from firm selection," Post-Print hal-00812695, HAL.
    • Pierre-Philippe Combes & Gilles Duranton & Diego Puga & Sebastien Roux, 2009. "The productivity advantages of large cities: Distinguishing agglomeration from firm selection," Working Papers tecipa-353, University of Toronto, Department of Economics.
    • PierrePhilippe Combes & Gilles Duranton & Laurent Gobillon & Diego Puga & Sébastien Roux, 2009. "The Productivity Advantages of Large Cities: Distinguishing Agglomeration from Firm Selection," SERC Discussion Papers 0027, Centre for Economic Performance, LSE.
    • Combes, Pierre-Philippe & Duranton, Gilles & Gobillon, Laurent & Puga, Diego & Roux, Sébastien, 2012. "The Productivity Advantages of Large Cities: Distinguishing Agglomeration from Firm Selection," IZA Discussion Papers 6502, Institute of Labor Economics (IZA).
  • Canova, Fabio & Sala, Luca, 2009. "Back to square one: Identification issues in DSGE models," Journal of Monetary Economics, Elsevier, vol. 56(4), pages 431-449, May.
    • Fabio Canova & Luca Sala, 2005. "Back to square one: Identification issues in DSGE models," Economics Working Papers 927, Department of Economics and Business, Universitat Pompeu Fabra, revised Sep 2006.
    • Canova, Fabio & Sala, Luca, 2009. "Back to square one: identification issues in DSGE models," CEPR Discussion Papers 7234, C.E.P.R. Discussion Papers.
    • Fabio Canova & Luca Sala, 2006. "Back to Square One: Identification Issues in DSGE Models," Working Papers 303, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
    • Canova, Fabio & Sala, Luca, 2006. "Back to square one: identification issues in DSGE models," Working Paper Series 583, European Central Bank.
    • Fabio Canova & Luca Sala, 2006. "Back to square one: identification issues in DSGE models," Computing in Economics and Finance 2006 196, Society for Computational Economics.
    • Fabio Canova & Luca Sala, 2007. "Back to square one: identification issues in DSGE models," Working Papers 0715, Banco de España.
  • Cogan, John F. & Cwik, Tobias & Taylor, John B. & Wieland, Volker, 2010. "New Keynesian versus old Keynesian government spending multipliers," Journal of Economic Dynamics and Control, Elsevier, vol. 34(3), pages 281-295, March.
    • John Cogan & Tobias Cwik & John Taylor & Volker Wieland, "undated". "New Keynesian Versus Old Keynesian Government Spending Multipliers," Discussion Papers 08-030, Stanford Institute for Economic Policy Research.
    • Taylor, John & Wieland, Volker & Cwik, Tobias & Cogan, John F., 2009. "New Keynesian versus old Keynesian government spending multipliers," CEPR Discussion Papers 7236, C.E.P.R. Discussion Papers.
    • Cogan, John F. & Cwik, Tobias J. & Taylor, John B. & Wieland, Volker, 2009. "New Keynesian versus old Keynesian government spending multipliers," CFS Working Paper Series 2009/17, Center for Financial Studies (CFS).
    • Cogan, John F. & Cwik, Tobias & Taylor, John B. & Wieland, Volker, 2009. "New Keynesian versus old Keynesian government spending multipliers," Working Paper Series 1090, European Central Bank.
    • John F. Cogan & Tobias Cwik & John B. Taylor & Volker Wieland, 2009. "New Keynesian versus Old Keynesian Government Spending Multipliers," NBER Working Papers 14782, National Bureau of Economic Research, Inc.
  • Kilian, Lutz & Kim, Yun Jung, 2009. "Do Local Projections Solve the Bias Problem in Impulse Response Inference?," CEPR Discussion Papers 7266, C.E.P.R. Discussion Papers.
  • John B. Taylor & Volker Wieland, 2009. "Surprising Comparative Properties of Monetary Models: Results from a New Data Base," NBER Working Papers 14849, National Bureau of Economic Research, Inc.
    • Taylor, John & Wieland, Volker, 2009. "Surprising comparative properties of monetary models: Results from a new data base," CEPR Discussion Papers 7294, C.E.P.R. Discussion Papers.
    • Taylor, John B. & Wieland, Volker, 2009. "Surprising comparative properties of monetary models: Results from a new data base," CFS Working Paper Series 2009/21, Center for Financial Studies (CFS).
  • Orazio Attanasio & Erich Battistin & Alice Mesnard, 2012. "Food and Cash Transfers: Evidence from Colombia," Economic Journal, Royal Economic Society, vol. 122(559), pages 92-124, March.
    • Orazio Attanasio & Erich Battistin & Alice Mesnard, 2009. "Food and cash transfers: evidence from Colombia," IFS Working Papers W09/15, Institute for Fiscal Studies.
    • Attanasio, Orazio & Mesnard, Alice & Battistin, Erich, 2009. "Food and Cash Transfers: Evidence from Colombia," CEPR Discussion Papers 7326, C.E.P.R. Discussion Papers.
  • Olivier Darné & Laurent Ferrara, 2011. "Identification of Slowdowns and Accelerations for the Euro Area Economy," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 73(3), pages 335-364, June.
    • Olivier Darné & Laurent Ferrara, 2009. "Identification of slowdowns and accelerations for the euro area economy," Working papers 239, Banque de France.
    • Ferrara, Laurent & Darné, Olivier, 2009. "Identification of slowdowns and accelerations for the euro area economy," CEPR Discussion Papers 7376, C.E.P.R. Discussion Papers.
  • Vo Le & David Meenagh & Patrick Minford & Michael Wickens, 2010. "Two Orthogonal Continents? Testing a Two-country DSGE Model of the US and the EU Using Indirect Inference," Open Economies Review, Springer, vol. 21(1), pages 23-44, February.
    • Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael, 2009. "Two Orthogonal Continents: Testing a Two-country DSGE Model of the US and EU Using Indirect Inference," Cardiff Economics Working Papers E2009/3, Cardiff University, Cardiff Business School, Economics Section, revised Dec 2009.
    • Minford, Patrick & Wickens, Michael R. & Meenagh, David & Le, Vo Phuong Mai, 2009. "Two Orthogonal Continents? Testing a Two-country DSGE Model of the US and EU Using Indirect Inference," CEPR Discussion Papers 7385, C.E.P.R. Discussion Papers.
  • Margherita Comola & Marcel Fafchamps, 2014. "Testing Unilateral and Bilateral Link Formation," Economic Journal, Royal Economic Society, vol. 124(579), pages 954-976, September.
    • 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.
    • Fafchamps, Marcel & Comola, Margherita, 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," PSE Working Papers halshs-00574971, HAL.
    • Margherita Comola & Marcel Fafchamps, 2014. "Testing Unilateral and Bilateral Link Formation," Post-Print hal-00825261, HAL.
    • Margherita Comola & Marcel Fafchamps, 2014. "Testing Unilateral and Bilateral Link Formation," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00825261, HAL.
    • Margherita Comola & Marcel Fafchamps, 2009. "Testing unilateral and bilateral link formation," Working Papers halshs-00574971, HAL.
    • Margherita Comola & Marcel Fafchamps, 2014. "Testing Unilateral and Bilateral Link Formation," PSE-Ecole d'économie de Paris (Postprint) hal-00825261, HAL.
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  • Pablo Guerrón-Quintana & Atsushi Inoue & Lutz Kilian, 2009. "Frequentist inference in weakly identified DSGE models," Working Papers 09-13, Federal Reserve Bank of Philadelphia.
    • Kilian, Lutz & Inoue, Atsushi & Guerron-Quintana, Pablo A., 2009. "Frequentist Inference in Weakly Identified DSGE Models," CEPR Discussion Papers 7447, C.E.P.R. Discussion Papers.
  • Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael, 2011. "How much nominal rigidity is there in the US economy? Testing a new Keynesian DSGE model using indirect inference," Journal of Economic Dynamics and Control, Elsevier, vol. 35(12), pages 2078-2104.
    • Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael, 2008. "How much nominal rigidity is there in the US economy? Testing a New Keynesian DSGE Model using indirect inference," Cardiff Economics Working Papers E2008/32, Cardiff University, Cardiff Business School, Economics Section, revised Jul 2011.
    • Minford, Patrick & Wickens, Michael R. & Le, Vo Phuong Mai, 2009. "How much nominal rigidity is there in the US Economy? Testing a New Keynesian DSGE model using indirect inference," CEPR Discussion Papers 7537, C.E.P.R. Discussion Papers.
  • Le, Vo Phuong Mai & Minford, Patrick & Wickens, Michael, 2010. "The 'Puzzles' methodology: En route to Indirect Inference?," Economic Modelling, Elsevier, vol. 27(6), pages 1417-1428, November.
    • Vo Phuong Mai Le & Patrick Minford & Michael Wickens, 2009. "The ‘Puzzles’ Methodology: En Route to Indirect Inference?," CDMA Conference Paper Series 0903, Centre for Dynamic Macroeconomic Analysis.
    • Minford, Patrick & Wickens, Michael R. & Le, Vo Phuong Mai, 2009. "The 'Puzzles' Methodology: en route to Indirect Inference?," CEPR Discussion Papers 7539, C.E.P.R. Discussion Papers.
    • Le, Vo Phuong Mai & Minford, Patrick & Wickens, Michael, 2009. "The 'Puzzles' methodology: en route to Indirect Inference?," Cardiff Economics Working Papers E2009/22, Cardiff University, Cardiff Business School, Economics Section.
  • Wieland, Volker, 2009. "Fiscal stimulus and the promise of future spending cuts," CEPR Discussion Papers 7615, C.E.P.R. Discussion Papers.
  • Pierre‐Philippe Combes & Gilles Duranton & Laurent Gobillon & Diego Puga & Sébastien Roux, 2012. "The Productivity Advantages of Large Cities: Distinguishing Agglomeration From Firm Selection," Econometrica, Econometric Society, vol. 80(6), pages 2543-2594, November.
    • Duranton, Gilles & Combes, Pierre-Philippe & Puga, Diego & Gobillon, Laurent & Roux, Sébastien, 2009. "The productivity advantages of large cities: Distinguishing agglomeration from firm selection," CEPR Discussion Papers 7191, C.E.P.R. Discussion Papers.
    • Pierre-Philippe COMBES & Gilles DURANTON & Laurent GOBILLON & Diego PUGA & Sébastien ROUX, 2009. "The Productivity Advantages of Large Cities : Distinguishing Agglomeration from Firm Selection," Working Papers 2009-08, Center for Research in Economics and Statistics.
    • PierrePhilippe Combes & Gilles Duranton & Laurent Gobillon & Diego Puga & Sébastien Roux, 2009. "The Productivity Advantages of Large Cities: Distinguishing Agglomeration from Firm Selection," SERC Discussion Papers 0027, Centre for Economic Performance, LSE.
    • Pierre Philippe Combes & Gilles Duranton & Laurent Gobillon & Diego Puga & Sébastien Roux, 2009. "The productivity advantages of large cities: Distinguishing agglomeration from firm selection," Working Papers 2009-02, Instituto Madrileño de Estudios Avanzados (IMDEA) Ciencias Sociales, revised 30 Nov 2010.
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    • Pierre-Philippe Combes & Gilles Duranton & Laurent Gobillon & Diego Puga & Sébastien Roux, 2012. "The productivity advantages of large cities: distingushing agglomeration from firm selection," PSE-Ecole d'économie de Paris (Postprint) hal-00812695, HAL.
    • Pierre-Philippe Combes & Gilles Duranton & Diego Puga & Sebastien Roux, 2009. "The productivity advantages of large cities: Distinguishing agglomeration from firm selection," Working Papers tecipa-353, University of Toronto, Department of Economics.
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  • Muellbauer, John & Aron, Janine, 2009. "Some Issues in Modeling and Forecasting Inflation in South Africa," CEPR Discussion Papers 7183, C.E.P.R. Discussion Papers.
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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.
    • Margherita Comola & Marcel Fafchamps, 2009. "Testing unilateral and bilateral link formation," PSE Working Papers halshs-00574971, HAL.
    • 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," Post-Print hal-00825261, HAL.
    • Margherita Comola & Marcel Fafchamps, 2009. "Testing unilateral and bilateral link formation," Working Papers halshs-00574971, HAL.
    • Fafchamps, Marcel & Comola, Margherita, 2009. "Testing Unilateral and Bilateral Link Formation," CEPR Discussion Papers 7406, C.E.P.R. Discussion Papers.
    • Margherita Comola & Marcel Fafchamps, 2014. "Testing Unilateral and Bilateral Link Formation," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00825261, HAL.
    • Margherita Comola & Marcel Fafchamps, 2014. "Testing Unilateral and Bilateral Link Formation," PSE-Ecole d'économie de Paris (Postprint) hal-00825261, HAL.
    • Marcel Fafchamps & Margherita Comola, 2010. "Testing Unilateral and Bilateral Link Formation," Working Papers id:2797, eSocialSciences.
  • Julie Litchfield & Barry Reilly & Mario Veneziani, 2009. "How Happy are the Albanians: an Empirical ANALYSIS OF LIFE SATISFACTION," DISCE - Quaderni del Dipartimento di Scienze Economiche e Sociali dises1065, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
  • Sucarrat, Genaro & Escribano, Álvaro, 2009. "Automated financial multi-path GETS modelling," UC3M Working papers. Economics we093620, Universidad Carlos III de Madrid. Departamento de Economía.
  • Gaglianone, Wagner Piazza & Lima, Luiz Renato & Linton, Oliver & Smith, Daniel R., 2011. "Evaluating Value-at-Risk Models via Quantile Regression," Journal of Business & Economic Statistics, American Statistical Association, vol. 29(1), pages 150-160.
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    • Gaglianone, Wagner Piazza & Linton, Oliver & Lima, Luiz Renato Regis de Oliveira, 2008. "Evaluating Value-at-Risk models via Quantile regressions," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 679, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
    • Gaglianone, Wagner Piazza & Lima, Luiz Renato & Linton, Oliver & Smith, Daniel, 2009. "Evaluating Value-at-Risk models via Quantile Regression," UC3M Working papers. Economics we094625, Universidad Carlos III de Madrid. Departamento de Economía.
    • Wagner Piazza Gaglianone & Luiz Renato Lima & Oliver Linton & Daniel Smith, 2010. "Evaluating Value-at-Risk Models via Quantile Regression," NCER Working Paper Series 67, National Centre for Econometric Research.
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  • Linton, Oliver & Song, Kyungchul & Whang, Yoon-Jae, 2010. "An improved bootstrap test of stochastic dominance," Journal of Econometrics, Elsevier, vol. 154(2), pages 186-202, February.
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    • Linton, Oliver & Song, Kyungchul & Whang, Yoon-Jae, 2009. "An improved bootstrap test of stochastic dominance," UC3M Working papers. Economics we094827, Universidad Carlos III de Madrid. Departamento de Economía.
  • Vincent BODART & Philippe LEDENT & Fatemeh SHADMAN-METHA, 2009. "An Employment Equation for Belgium," LIDAM Discussion Papers IRES 2009016, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  • Galvao Jr, A. F. & Montes-Rojas, G., 2009. "Instrumental variables quantile regression for panel data with measurement errors," Working Papers 09/06, Department of Economics, City University London.
  • Linton, Oliver & Song, Kyungchul & Whang, Yoon-Jae, 2010. "An improved bootstrap test of stochastic dominance," Journal of Econometrics, Elsevier, vol. 154(2), pages 186-202, February.
    • Linton, Oliver & Song, Kyungchul & Whang, Yoon-Jae, 2009. "An improved bootstrap test of stochastic dominance," UC3M Working papers. Economics we094827, Universidad Carlos III de Madrid. Departamento de Economía.
    • Oliver Linton & Kyungchul Song & Yoon-Jae Whang, 2009. "An Improved Bootstrap Test of Stochastic Dominance," Cowles Foundation Discussion Papers 1713, Cowles Foundation for Research in Economics, Yale University.
  • Marmer, Vadim & Otsu, Taisuke, 2012. "Optimal comparison of misspecified moment restriction models under a chosen measure of fit," Journal of Econometrics, Elsevier, vol. 170(2), pages 538-550.
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    • Vadim Marmer & Taisuke Otsu, 2009. "Optimal Comparison of Misspecified Moment Restriction Models under a Chosen Measure of Fit," Cowles Foundation Discussion Papers 1724, Cowles Foundation for Research in Economics, Yale University, revised Jul 2011.
  • Alfredo Pereira & Jorge Andraz, 2012. "Social security and economic performance in Portugal: after all that has been said and done how much has actually changed?," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 11(2), pages 83-100, August.
    • Alfredo M. Pereira & Jorge M. Andraz, 2009. "Social Security And Economic Performance In Portugal: After All That Has Been Said And Done How Much Has Actually Changed?," Working Papers 81, Department of Economics, College of William and Mary.
  • Prüfer, P. & Tondl, G., 2008. "The FDI-Growth Nexus in Latin America : The Role of Source Countries and Local Conditions," Other publications TiSEM 73b28850-1597-4bcb-a76c-1, Tilburg University, School of Economics and Management.
    • Patricia Prüfer & Gabriele Tondl, 2009. "The FDI-Growth Nexus in Latin America: The Role of Source Countries and Local Conditions," DEGIT Conference Papers c014_025, DEGIT, Dynamics, Economic Growth, and International Trade.
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  • Dreger, Christian & Wolters, Jürgen, 2011. "Liquidity and Asset Prices: How Strong Are the Linkages?," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 1, pages 43-52.
    • Christian Dreger & J¨¹rgen Wolters, 2011. "Liquidity and Asset Prices: How Strong are the Linkages?," Review of Economics & Finance, Better Advances Press, Canada, vol. 1, pages 43-52, February.
    • Christian Dreger & Jürgen Wolters, 2009. "Liquidity and Asset Prices: How Strong Are the Linkages?," Discussion Papers of DIW Berlin 860, DIW Berlin, German Institute for Economic Research.
    • Christian Dreger & Jürgen Wolters, 2009. "Liquidity and Asset Prices: How Strong Are the Linkages?," Working Paper / FINESS 7.4A, DIW Berlin, German Institute for Economic Research.
  • Christian Dreger & Jürgen Wolters, 2009. "Geldpolitik und Vermögensmärkte," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, vol. 78(1), pages 56-65.
  • Konstantin A. Kholodilin & Stefan Kooths, 2009. "Konjunkturelle Frühindikatoren in der Krise: weiche Faktoren stärker als harte," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, vol. 76(21), pages 348-354.
  • Dreger, Christian & Wolters, Jürgen, 2011. "Liquidity and Asset Prices: How Strong Are the Linkages?," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 1, pages 43-52.
    • Christian Dreger & J¨¹rgen Wolters, 2011. "Liquidity and Asset Prices: How Strong are the Linkages?," Review of Economics & Finance, Better Advances Press, Canada, vol. 1, pages 43-52, February.
    • Christian Dreger & Jürgen Wolters, 2009. "Liquidity and Asset Prices: How Strong Are the Linkages?," Working Paper / FINESS 7.4A, DIW Berlin, German Institute for Economic Research.
    • Christian Dreger & Jürgen Wolters, 2009. "Liquidity and Asset Prices: How Strong Are the Linkages?," Discussion Papers of DIW Berlin 860, DIW Berlin, German Institute for Economic Research.
  • Caporale, Guglielmo Maria & Matousek, Roman & Stewart, Chris, 2012. "Ratings assignments: Lessons from international banks," Journal of International Money and Finance, Elsevier, vol. 31(6), pages 1593-1606.
    • Guglielmo Maria Caporale & Roman Matousek & Chris Stewart, 2009. "Rating Assignments: Lessons from International Banks," CESifo Working Paper Series 2618, CESifo.
    • Guglielmo Maria Caporale & Roman Matousek & Chris Stewart, 2009. "Rating Assignments: Lessons from International Banks," Discussion Papers of DIW Berlin 868, DIW Berlin, German Institute for Economic Research.
  • Tatevik Sekhposyan & Barbara Rossi, 2009. "Has Economic Modelsí Forecasting Performance for US Output Growth and Inflation Changed Over Time, and When?," Working Papers 09-06, Duke University, Department of Economics.
  • Hall, Alastair R. & Inoue, Atsushi & Nason, James M. & Rossi, Barbara, 2012. "Information criteria for impulse response function matching estimation of DSGE models," Journal of Econometrics, Elsevier, vol. 170(2), pages 499-518.
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    • Alastair Hall & Atsushi & James M Nason & Barbara Rossi, 2009. "Information Criteria For Impulse Response Function Matching Estimation Of Dsge Models," Working Papers 09-09, Duke University, Department of Economics.
    • Alastair R. Hall & Atsushi Inoue & James M Nason & Barbara Rossi, 2009. "Information Criteria for Impulse Response Function Matching Estimation of DSGE Models," Centre for Growth and Business Cycle Research Discussion Paper Series 127, Economics, The University of Manchester.
    • Hall, Alastair & Inoue, Atsushi & Nason M, James & Rossi, Barbara, 2007. "Information Criteria for Impulse Response Function Matching Estimation of DSGE Models," Working Papers 07-04, Duke University, Department of Economics.
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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(2), 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, 2015. "Model Comparisons in Unstable Environments," Working Papers 784, Barcelona School of Economics.
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    • Barbara Rossi & Raffaella Giacomini, 2010. "Model Comparisons in Unstable Environments," Working Papers 10-29, Duke University, Department of Economics.
  • Tim Bollerslev & Natalia Sizova & George Tauchen, 2011. "Volatility in Equilibrium: Asymmetries and Dynamic Dependencies," Review of Finance, European Finance Association, vol. 16(1), pages 31-80.
    • Tim Bollerslev & Natalia Sizova & George Tauchen, 2009. "Volatility in Equilibrium: Asymmetries and Dynamic Dependencies," CREATES Research Papers 2009-05, Department of Economics and Business Economics, Aarhus University.
    • Tim Bollerslev & Natalia Sizova & George Tauchen, 2009. "Volatility in Equilibrium: Asymmetries and Dynamic Dependencies," Working Papers 10-73, Duke University, Department of Economics.
    • Tim Bollerslev & Natalia Sizova & George Tauchen, 2010. "Volatility in Equilibrium: Asymmetries and Dynamic Dependencies," Working Papers 10-34, Duke University, Department of Economics.
  • Gomez Zaldivar, M. & Ventosa-Santaularia, D., 2009. "Bilateral Relationship between Consumption and GDP in Mexico and the USA: A Comment," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 9(1).
  • Lucia Alessi & Matteo Barigozzi & Marco Capasso, 2009. "Forecasting Large Datasets with Conditionally Heteroskedastic Dynamic Common Factors," Working Papers ECARES 2009_005, ULB -- Universite Libre de Bruxelles.
  • Lucia Alessi & Matteo Barigozzi & Marco Capasso, 2009. "A Robust Criterion for Determining the Number of Factors in Approximate Factor Models," Working Papers ECARES 2009_023, ULB -- Universite Libre de Bruxelles.
  • Alexandre Petkovic & David Veredas, 2009. "Aggregation of linear models for panel data," Working Papers ECARES 2009-012, ULB -- Universite Libre de Bruxelles.
    • Alexandre Petkovic & David Veredas, 2010. "Aggregation of linear models for panel data," ULB Institutional Repository 2013/136203, ULB -- Universite Libre de Bruxelles.
  • Cogan, John F. & Cwik, Tobias & Taylor, John B. & Wieland, Volker, 2010. "New Keynesian versus old Keynesian government spending multipliers," Journal of Economic Dynamics and Control, Elsevier, vol. 34(3), pages 281-295, March.
    • John Cogan & Tobias Cwik & John Taylor & Volker Wieland, "undated". "New Keynesian Versus Old Keynesian Government Spending Multipliers," Discussion Papers 08-030, Stanford Institute for Economic Policy Research.
    • Cogan, John F. & Cwik, Tobias & Taylor, John B. & Wieland, Volker, 2009. "New Keynesian versus old Keynesian government spending multipliers," Working Paper Series 1090, European Central Bank.
    • Taylor, John & Wieland, Volker & Cwik, Tobias & Cogan, John F., 2009. "New Keynesian versus old Keynesian government spending multipliers," CEPR Discussion Papers 7236, C.E.P.R. Discussion Papers.
    • Cogan, John F. & Cwik, Tobias J. & Taylor, John B. & Wieland, Volker, 2009. "New Keynesian versus old Keynesian government spending multipliers," CFS Working Paper Series 2009/17, Center for Financial Studies (CFS).
    • John F. Cogan & Tobias Cwik & John B. Taylor & Volker Wieland, 2009. "New Keynesian versus Old Keynesian Government Spending Multipliers," NBER Working Papers 14782, National Bureau of Economic Research, Inc.
  • Ciccarelli, Matteo & Garcí­a, Juan Angel, 2009. "What drives euro area break-even inflation rates?," Working Paper Series 996, European Central Bank.
  • Tahir Andrabi & Jishnu Das & Asim Ijaz Khwaja & Tristan Zajonc, 2011. "Do Value-Added Estimates Add Value? Accounting for Learning Dynamics," American Economic Journal: Applied Economics, American Economic Association, vol. 3(3), pages 29-54, July.
    • Tahir Andrabi & Jishnu Das & Asim Ijaz Khwaja & Tristan Zajonc, 2008. "Do Value-Added Estimates Add Value? Accounting for Learning Dynamics," CID Working Papers 158, Center for International Development at Harvard University.
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    • Andrabi, Tahir & Das, Jishnu & Khwaja, Asim Ijaz & Zajonc, Tristan, 2009. "Do value-added estimates add value ? accounting for learning dynamics," Policy Research Working Paper Series 5066, The World Bank.
  • Chabi-Yo, Fousseni, 2009. "Expected Returns and Volatility of Fama-French Factors," Working Paper Series 2009-17, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
  • David Ardia, 2009. "Bayesian estimation of a Markov-switching threshold asymmetric GARCH model with Student-t innovations," Econometrics Journal, Royal Economic Society, vol. 12(1), pages 105-126, March.
  • Tomoaki Nakatani & Timo Terasvirta, 2009. "Testing for volatility interactions in the Constant Conditional Correlation GARCH model," Econometrics Journal, Royal Economic Society, vol. 12(1), pages 147-163, March.
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  • D. S. Poskitt & C. L. Skeels, 2009. "Assessing the magnitude of the concentration parameter in a simultaneous equations model," Econometrics Journal, Royal Economic Society, vol. 12(1), pages 26-44, March.
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  • James J. Heckman & Petra E. Todd, 2009. "A note on adapting propensity score matching and selection models to choice based samples," Econometrics Journal, Royal Economic Society, vol. 12(s1), pages 230-234, January.
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  • Malley, Jim & Woitek, Ulrich, 2010. "Technology shocks and aggregate fluctuations in an estimated hybrid RBC model," Journal of Economic Dynamics and Control, Elsevier, vol. 34(7), pages 1214-1232, July.
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    • Malley, Jim University of Glasgow & Woitek, Ulrich, 2009. "Technology shocks and aggregate fluctuations in an estimated hybrid RBC model," SIRE Discussion Papers 2009-18, Scottish Institute for Research in Economics (SIRE).
    • Jim Malley & Ulrich Woitek, 2009. "Technology Shocks and Aggregate Fluctuations in an Estimated Hybrid RBC Model," CESifo Working Paper Series 2626, CESifo.
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  • 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.
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  • Kascha, Christian & Mertens, Karel, 2009. "Business cycle analysis and VARMA models," Journal of Economic Dynamics and Control, Elsevier, vol. 33(2), pages 267-282, February.
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  • Stan Hurn & Ralf Becker, 2009. "Testing for Nonlinearity in Mean in the Presence of Heteroskedasticity," Economic Analysis and Policy, Elsevier, vol. 39(2), pages 311-326, September.
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  • Matheron, Julien & Poilly, Céline, 2009. "How well does a small structural model with sticky prices and wages fit postwar U.S. data?," Economic Modelling, Elsevier, vol. 26(1), pages 266-284, January.
    • Matheron, J. & Poilly, C., 2006. "How Well Does a Small Structural Model with Sticky Prices and Wages Fit Postwar U.S. Data?," Working papers 148, Banque de France.
    • Julien Matheron & Céline Poilly, 2006. "How Well Does a Small Structural Model with Sticky Prices and Wages Fit Postwar U.S. Data?," THEMA Working Papers 2006-11, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  • Anatolyev, Stanislav, 2009. "Dynamic modeling under linear-exponential loss," Economic Modelling, Elsevier, vol. 26(1), pages 82-89, January.
    • Stanislav Anatolyev, 2006. "Dynamic modeling under linear-exponential loss," Working Papers w0092, Center for Economic and Financial Research (CEFIR).
    • Stanislav Anatolyev, 2006. "Dynamic modeling under linear-exponential loss," Working Papers w0092, New Economic School (NES).
  • Kolasa, Marcin, 2009. "Structural heterogeneity or asymmetric shocks? Poland and the euro area through the lens of a two-country DSGE model," Economic Modelling, Elsevier, vol. 26(6), pages 1245-1269, November.
    • Marcin Kolasa, 2008. "Structural heterogeneity or asymmetric shocks? Poland and the euro area through the lens of a two-country DSGE model," NBP Working Papers 49, Narodowy Bank Polski.
    • Kolasa, Marcin, 2008. "Structural heterogeneity or asymmetric shocks? Poland and the euro area through the lens of a two-country DSGE model," MPRA Paper 8750, University Library of Munich, Germany.
  • Lamla, Michael J., 2009. "Long-run determinants of pollution: A robustness analysis," Ecological Economics, Elsevier, vol. 69(1), pages 135-144, November.
    • Michael J. Lamla, 2007. "Long-run Determinants of Pollution: A Robustness Analysis," KOF Working papers 07-164, KOF Swiss Economic Institute, ETH Zurich.
  • Li, Tong, 2009. "Simulation based selection of competing structural econometric models," Journal of Econometrics, Elsevier, vol. 148(2), pages 114-123, February.
    • Tong Li, 2006. "Simulation based selection of competing structural econometric models," CeMMAP working papers CWP16/06, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Consolo, Agostino & Favero, Carlo A. & Paccagnini, Alessia, 2009. "On the statistical identification of DSGE models," Journal of Econometrics, Elsevier, vol. 150(1), pages 99-115, May.
    • Agostino Consolo & Carlo A. Favero & Alessia Paccagnini, 2007. "On the Statistical Identification of DSGE Models," Working Papers 324, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
    • Favero, Carlo A. & Consolo, Agostino & Paccagnini, Alessia, 2009. "On the Statistical Identification of DSGE Models," CEPR Discussion Papers 7176, C.E.P.R. Discussion Papers.
    • Agostino Consolo & Carlo A. Favero & Alessia Paccagnini, 2009. "On the statistical identification of DSGE models," Open Access publications 10197/7586, School of Economics, University College Dublin.
  • Mencía, Javier & Sentana, Enrique, 2009. "Multivariate location-scale mixtures of normals and mean-variance-skewness portfolio allocation," Journal of Econometrics, Elsevier, vol. 153(2), pages 105-121, December.
    • Javier Mencía & Enrique Sentana, 2008. "Multivariate Location-Scale Mixtures of Normals and Mean-Variance-skewness Portfolio Allocation," Working Papers wp2008_0805, CEMFI.
    • Javier Mencía & Enrique Sentana, 2009. "Multivariate location-scale mixtures of normals and mean-variance-skewness portfolio allocation," Working Papers 0909, Banco de España.
  • Pesaran, M. Hashem & Schleicher, Christoph & Zaffaroni, Paolo, 2009. "Model averaging in risk management with an application to futures markets," Journal of Empirical Finance, Elsevier, vol. 16(2), pages 280-305, March.
    • Pesaran, M.H. & Schleicher, C. & Zaffaroni, P., 2008. "Model Averaging in Risk Management with an Application to Futures Markets," Cambridge Working Papers in Economics 0808, Faculty of Economics, University of Cambridge.
    • M. Hashem Pesaran & Christoph Schleicher & Paolo Zaffaroni, 2008. "Model Averaging in Risk Management with an Application to Futures Markets," CESifo Working Paper Series 2231, CESifo.
  • Ren, Yu & Shimotsu, Katsumi, 2009. "Improvement in finite sample properties of the Hansen-Jagannathan distance test," Journal of Empirical Finance, Elsevier, vol. 16(3), pages 483-506, June.
    • Yu Ren & Katsumi Shimotsu, 2007. "Improvement In Finite Sample Properties Of The Hansen-jagannathan Distance Test," Working Paper 1126, Economics Department, Queen's University.
  • Bhaskara Rao, B. & Rao, Gyaneshwar, 2009. "Structural breaks and energy efficiency in Fiji," Energy Policy, Elsevier, vol. 37(10), pages 3959-3966, October.
    • Rao, B. Bhaskara & Rao, Gyaneshwar, 2007. "Structural breaks and energy efficiency in Fiji," MPRA Paper 3258, University Library of Munich, Germany.
  • Alagidede, Paul & Panagiotidis, Theodore, 2009. "Modelling stock returns in Africa's emerging equity markets," International Review of Financial Analysis, Elsevier, vol. 18(1-2), pages 1-11, March.
    • Alagidede, Paul & Panagiotidis, Theodore, 2009. "Modelling stock returns in Africa's emerging equity markets," Stirling Economics Discussion Papers 2009-04, University of Stirling, Division of Economics.
    • Paul Alagidede & Theodore Panagiotidis, 2009. "Modelling stock returns in Africa’s emerging equity markets," Discussion Paper Series 2009_01, Department of Economics, University of Macedonia, revised Jan 2009.
  • Hanousek, Jan & Kocenda, Evzen & Kutan, Ali M., 2009. "The reaction of asset prices to macroeconomic announcements in new EU markets: Evidence from intraday data," Journal of Financial Stability, Elsevier, vol. 5(2), pages 199-219, June.
    • Jan Hanousek & Evzen Kocenda & Ali M. Kutan, 2008. "The Reaction of Asset Prices to Macroeconomic Announcements in New EU Markets: Evidence from Intraday Data," CERGE-EI Working Papers wp349, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
  • Sheremet, Oleg & Lucas, André, 2009. "Global loss diversification in the insurance sector," Insurance: Mathematics and Economics, Elsevier, vol. 44(3), pages 415-425, June.
    • Oleg Sheremet & André Lucas, 2008. "Global Loss Diversification in the Insurance Sector," Tinbergen Institute Discussion Papers 08-086/2, Tinbergen Institute.
  • Brissimis, Sophocles N. & Delis, Manthos D., 2009. "Identification of a loan supply function: A cross-country test for the existence of a bank lending channel," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 19(2), pages 321-335, April.
    • Sophocles N. Brissimis & Matthaios D. Delis, 2007. "Identification of a Loan Supply Function: A Cross-Country Test for the Existence of a Bank Lending Channel," Working Papers 54, Bank of Greece.
  • Dahl, Christian M. & Hansen, Henrik & Smidt, John, 2009. "The cyclical component factor model," International Journal of Forecasting, Elsevier, vol. 25(1), pages 119-127.
    • Christian M. Dahl & Henrik Hansen & John Smidt, 2008. "The cyclical component factor model," CREATES Research Papers 2008-44, Department of Economics and Business Economics, Aarhus University.
  • Ager, P. & Kappler, M. & Osterloh, S., 2009. "The accuracy and efficiency of the Consensus Forecasts: A further application and extension of the pooled approach," International Journal of Forecasting, Elsevier, vol. 25(1), pages 167-181.
    • Ager, Philipp & Kappler, Marcus & Osterloh, Steffen, 2007. "The Accuracy and Efficiency of the Consensus Forecasts: A Further Application and Extension of the Pooled Approach," ZEW Discussion Papers 07-058, ZEW - Leibniz Centre for European Economic Research.
  • Castle, Jennifer L. & Hendry, David F., 2009. "The long-run determinants of UK wages, 1860-2004," Journal of Macroeconomics, Elsevier, vol. 31(1), pages 5-28, March.
    • Jennifer Castle & David Hendry, 2008. "The Long-Run Determinants of UK Wages, 1860-2004," Economics Series Working Papers 409, University of Oxford, Department of Economics.
  • Li, Ming-Yuan Leon, 2009. "Could the jump diffusion technique enhance the effectiveness of futures hedging models?," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 79(10), pages 3076-3088.
  • Canova, Fabio & Sala, Luca, 2009. "Back to square one: Identification issues in DSGE models," Journal of Monetary Economics, Elsevier, vol. 56(4), pages 431-449, May.
    • Fabio Canova & Luca Sala, 2005. "Back to square one: Identification issues in DSGE models," Economics Working Papers 927, Department of Economics and Business, Universitat Pompeu Fabra, revised Sep 2006.
    • Fabio Canova & Luca Sala, 2006. "Back to Square One: Identification Issues in DSGE Models," Working Papers 303, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
    • Canova, Fabio & Sala, Luca, 2009. "Back to square one: identification issues in DSGE models," CEPR Discussion Papers 7234, C.E.P.R. Discussion Papers.
    • Canova, Fabio & Sala, Luca, 2006. "Back to square one: identification issues in DSGE models," Working Paper Series 583, European Central Bank.
    • Fabio Canova & Luca Sala, 2006. "Back to square one: identification issues in DSGE models," Computing in Economics and Finance 2006 196, Society for Computational Economics.
    • Fabio Canova & Luca Sala, 2007. "Back to square one: identification issues in DSGE models," Working Papers 0715, Banco de España.
  • Daniel Buncic, 2012. "Understanding forecast failure of ESTAR models of real exchange rates," Empirical Economics, Springer, vol. 43(1), pages 399-426, August.
    • Buncic, Daniel, 2009. "Understanding forecast failure of ESTAR models of real exchange rates," MPRA Paper 16526, University Library of Munich, Germany.
    • Daniel Buncic, 2009. "Understanding forecast failure of ESTAR models of real exchange rates," EERI Research Paper Series EERI_RP_2009_18, Economics and Econometrics Research Institute (EERI), Brussels.
    • Buncic, Daniel, 2009. "Understanding forecast failure in ESTAR models of real exchange rates," MPRA Paper 13121, University Library of Munich, Germany.
  • 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.
  • Segoviano, Miguel A. & Goodhart, Charles, 2009. "Banking stability measures," LSE Research Online Documents on Economics 24416, London School of Economics and Political Science, LSE Library.
  • Gianfranco Di Vaio & Kerstin Enflo, 2009. "Did globalisation lead to segmentation? Identifying cross-country growth regimes in the long-run, 1870-2003," Working Papers 9013, Economic History Society.
  • Christopher Martin & Costas Milas, 2010. "The Sub-Prime Crisis and UK Monetary Policy," International Journal of Central Banking, International Journal of Central Banking, vol. 6(3), pages 119-144, September.
    • Christopher Martin & Costas Milas, 2008. "The Sub-Prime Crisis and UK Monetary Policy," Working Paper series 31_08, Rimini Centre for Economic Analysis.
    • Christopher Martin & C Milas, 2009. "The Sub-Prime Crisis and UK Monetary Policy," Department of Economics Working Papers 1/09, University of Bath, Department of Economics.
  • Waltman, L. & van Eck, N.J.P., 2009. "A Mathematical Analysis of the Long-run Behavior of Genetic Algorithms for Social Modeling," ERIM Report Series Research in Management ERS-2009-011-LIS, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
  • Katelijne A.E. Carbonez, 2009. "Model Selection and Estimation of Long-Memory Time-Series Models," Review of Business and Economic Literature, KU Leuven, Faculty of Economics and Business (FEB), Review of Business and Economic Literature, vol. 0(4), pages 512-554.

  2008

  • Søren Johansen & Katarina Juselius & Roman Frydman & Michael Goldberg, 2007. "Testing Hypotheses in an I(2) Model with Applications to the Persistent Long Swings in the Dmk/$ Rate," Discussion Papers 07-34, University of Copenhagen. Department of Economics.
    • Søren Johansen & Katarina Juselius & Roman Frydberg & Michael Goldberg, 2008. "Testing hypotheses in an I(2) model with applications to the persistent long swings in the Dmk/$ rate," CREATES Research Papers 2008-03, Department of Economics and Business Economics, Aarhus University.
  • Annastiina Silvennoinen & Timo Teräsvirta, 2009. "Modeling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH Model," Journal of Financial Econometrics, Oxford University Press, vol. 7(4), pages 373-411, Fall.
    • Silvennoinen, Annastiina & Teräsvirta, Timo, 2007. "Modelling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH model," SSE/EFI Working Paper Series in Economics and Finance 0652, Stockholm School of Economics.
    • Annastiina Silvennoinen & Timo Teräsvirta, 2008. "Modelling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH Model," CREATES Research Papers 2008-05, Department of Economics and Business Economics, Aarhus University.
  • Silvennoinen, Annastiina & Teräsvirta, Timo, 2007. "Multivariate GARCH models," SSE/EFI Working Paper Series in Economics and Finance 669, Stockholm School of Economics, revised 18 Jan 2008.
    • Annastiina Silvennoinen & Timo Teräsvirta, 2008. "Multivariate GARCH models," CREATES Research Papers 2008-06, Department of Economics and Business Economics, Aarhus University.
  • Cristina Amado & Timo Teräsvirta, 2008. "Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure," NIPE Working Papers 03/2008, NIPE - Universidade do Minho.
    • Christina Amado & Timo Teräsvirta, 2008. "Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure," CREATES Research Papers 2008-08, Department of Economics and Business Economics, Aarhus University.
    • Amado, Cristina & Teräsvirta, Timo, 2008. "Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure," SSE/EFI Working Paper Series in Economics and Finance 691, Stockholm School of Economics.
  • Christian M. Dahl & Emma M. Iglesias, 2008. "The limiting properties of the QMLE in a general class of asymmetric volatility models," CREATES Research Papers 2008-38, Department of Economics and Business Economics, Aarhus University.
  • Dahl, Christian M. & Hansen, Henrik & Smidt, John, 2009. "The cyclical component factor model," International Journal of Forecasting, Elsevier, vol. 25(1), pages 119-127.
    • Christian M. Dahl & Henrik Hansen & John Smidt, 2008. "The cyclical component factor model," CREATES Research Papers 2008-44, Department of Economics and Business Economics, Aarhus University.
  • Tim Bollerslev & George Tauchen & Hao Zhou, 2009. "Expected Stock Returns and Variance Risk Premia," The Review of Financial Studies, Society for Financial Studies, vol. 22(11), pages 4463-4492, November.
    • Tim Bollerslev & Hao Zhou, 2006. "Expected stock returns and variance risk premia," Finance and Economics Discussion Series 2007-11, Board of Governors of the Federal Reserve System (U.S.).
    • Tim Bollerslev & Tzuo Hao & George Tauchen, 2008. "Expected Stock Returns and Variance Risk Premia," CREATES Research Papers 2008-48, Department of Economics and Business Economics, Aarhus University.
    • Tim Bollerslev & Hao Zhou, 2007. "Expected Stock Returns and Variance Risk Premia," CREATES Research Papers 2007-17, Department of Economics and Business Economics, Aarhus University.
  • Christian M. Hafner & Helmut Herwartz, 2008. "Testing for Causality in Variance Usinf Multivariate GARCH Models," Annals of Economics and Statistics, GENES, issue 89, pages 215-241.
    • Hafner, C.M. & Herwartz, H., 2004. "Testing for causality in variance using multivariate GARCH models," Econometric Institute Research Papers EI 2004-20, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    • Hafner, Christian M. & Herwartz, Helmut, 2004. "Testing for Causality in Variance using Multivariate GARCH Models," Economics Working Papers 2004-03, Christian-Albrechts-University of Kiel, Department of Economics.
  • Steffen Osterloh, 2008. "Accuracy and Properties of German Business Cycle Forecasts," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot, Berlin, vol. 54(1), pages 27-57.
    • Osterloh, Steffen, 2006. "Accuracy and properties of German business cycle forecasts," ZEW Discussion Papers 06-087, ZEW - Leibniz Centre for European Economic Research.
  • Colombo, Sergio & Hanley, Nick, 2008. "Análisis econométrico de la heterogeneidad de las preferencias de los individuos: aplicación a la valoración económica de la conservación del paisaje agrícola de montaña," Economia Agraria y Recursos Naturales, Spanish Association of Agricultural Economists, vol. 8(01), pages 1-21.
  • Kaltsas, Ioannis K. & Bosch, Darrell J. & McGuirk, Anya, 2008. "Residential Land Values in Urbanizing Areas," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 40(2), pages 635-647, August.
    • Kaltsas, Ioannis K. & Bosch, Darrell J. & McGuirk, Anya M., 2008. "Residential Land Values in Urbanizing Areas," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 40(2), pages 1-13, August.
  • Power, Gabriel J. & Turvey, Calum G., 2008. "On Term Structure Models of Commodity Futures Prices and the Kaldor-Working Hypothesis," 2008 Conference, April 21-22, 2008, St. Louis, Missouri 37608, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
  • Cooray, Arusha, 2008. "A Model of Inflation for Sri Lanka," Review of Applied Economics, Lincoln University, Department of Financial and Business Systems, vol. 4(01-2), pages 1-10.
  • Clements, Michael P. & Beatriz Galvão, Ana, 2010. "First announcements and real economic activity," European Economic Review, Elsevier, vol. 54(6), pages 803-817, August.
    • Clements, Michael P. & Beatriz Galvao, Ana, 2008. "First Announcements and Real Economic Activity," Economic Research Papers 271314, University of Warwick - Department of Economics.
    • Clements, Michael P. & Galvão, Ana Beatriz, 2009. "First Announcements and Real Economic Activity," The Warwick Economics Research Paper Series (TWERPS) 885, University of Warwick, Department of Economics.
  • Cees Diks & Valentyn Panchenko & Dick van Dijk, 2008. "Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails," Tinbergen Institute Discussion Papers 08-050/4, Tinbergen Institute.
    • Dijk, D. van & Diks, C.G.H. & Panchenko, V., 2008. "Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails," CeNDEF Working Papers 08-03, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
    • Cees Diks & Valentyn Panchenko & Dick van Dijk, 2008. "Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails," Discussion Papers 2008-10, School of Economics, The University of New South Wales.
  • Diks, Cees & Panchenko, Valentyn & van Dijk, Dick, 2010. "Out-of-sample comparison of copula specifications in multivariate density forecasts," Journal of Economic Dynamics and Control, Elsevier, vol. 34(9), pages 1596-1609, September.
    • Cees Diks & Valentyn Panchenko & Dick van Dijk, 2008. "Out-of-sample Comparison of Copula Specifications in Multivariate Density Forecasts," Tinbergen Institute Discussion Papers 08-105/4, Tinbergen Institute.
    • Diks, C.G.H. & Dijk, D. van & Panchenko, V., 2008. "Out-of-sample comparison of copula specifications in multivariate density forecasts," CeNDEF Working Papers 08-10, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
    • Cees Diks & Valentyn Panchenko & Dick van Dijk, 2010. "Out-of-sample comparison of copula specifications in multivariate density forecasts," Post-Print hal-00732675, HAL.
    • Cees Diks & Valentyn Panchenko & Dick van Dijk, 2008. "Out-of-sample comparison of copula specifications in multivariate density forecasts," Discussion Papers 2008-23, School of Economics, The University of New South Wales.
  • Balázs Cserna, 2008. "Application of the Generalized Method of Moments for Estimating Continuous-Time Models of U.S. Short-Term Interest Rates," Working Papers 0462, University of Heidelberg, Department of Economics, revised Jan 2008.
  • Conrad, Christian & Karanasos, Menelaos & Zeng, Ning, 2011. "Multivariate fractionally integrated APARCH modeling of stock market volatility: A multi-country study," Journal of Empirical Finance, Elsevier, vol. 18(1), pages 147-159, January.
    • Christian Conrad & Menelaos Karanasos & Ning Zeng, 2008. "Multivariate Fractionally Integrated APARCH Modeling of Stock Market Volatility: A multi-country study," Working Papers 0472, University of Heidelberg, Department of Economics, revised Jul 2008.
  • Christian Conrad & Enno Mammen, 2008. "Nonparametric Regression on Latent Covariates with an Application to Semiparametric GARCH-in-Mean Models," Working Papers 0473, University of Heidelberg, Department of Economics, revised Jul 2008.
  • Richard Blundell & Monica Costa Dias, 2009. "Alternative Approaches to Evaluation in Empirical Microeconomics," Journal of Human Resources, University of Wisconsin Press, vol. 44(3).
    • Richard Blundell & Monica Costa Dias, 2002. "Alternative approaches to evaluation in empirical microeconomics," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 1(2), pages 91-115, August.
    • Richard Blundell & Monica Costa Dias, 2002. "Alternative approaches to evaluation in empirical microeconomics," CeMMAP working papers CWP10/02, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    • Richard Blundell & Monica Costa Dias, 2008. "Alternative approaches to evaluation in empirical microeconomics," CeMMAP working papers 26/08, Institute for Fiscal Studies.
    • Richard Blundell & Monica Costa Dias, 2002. "Alternative approaches to evaluation in empirical microeconomics," CeMMAP working papers 10/02, Institute for Fiscal Studies.
    • Richard Blundell & Monica Costa Dias, 2008. "Alternative approaches to evaluation in empirical microeconomics," CeMMAP working papers CWP26/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    • Richard Blundell & Mónica Costa Dias, 2008. "Alternative Approaches to Evaluation in Empirical Microeconomics," CEF.UP Working Papers 0805, Universidade do Porto, Faculdade de Economia do Porto.
    • Blundell, Richard & Costa Dias, Monica, 2008. "Alternative Approaches to Evaluation in Empirical Microeconomics," IZA Discussion Papers 3800, Institute of Labor Economics (IZA).
  • Vassil Tsanov, 2008. "Macroeconomic Dependencies of the Labor Market: Bulgaria and the European Union," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 4, pages 3-32.
  • Anita Staneva, 2008. "Analysis of the Labour Market in Bulgaria through a Error Correction Model," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 3, pages 90-106.
  • Fousseni Chabi-Yo & Eric Ghysels & Eric Renault, 2008. "On Portfolio Separation Theorems with Heterogeneous Beliefs and Attitudes towards Risk," Staff Working Papers 08-16, Bank of Canada.
  • Donald Coletti & René Lalonde & Dirk Muir, 2008. "Inflation Targeting and Price-Level-Path Targeting in the GEM: Some Open Economy Considerations," Staff Working Papers 08-6, Bank of Canada.
  • Wagner Piazza Gaglianone & Luiz Renato Lima & Oliver Linton & Daniel R. Smith, 2011. "Evaluating Value-at-Risk Models via Quantile Regression," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 29(1), pages 150-160, January.
    • Gaglianone, Wagner Piazza & Lima, Luiz Renato & Linton, Oliver & Smith, Daniel R., 2011. "Evaluating Value-at-Risk Models via Quantile Regression," Journal of Business & Economic Statistics, American Statistical Association, vol. 29(1), pages 150-160.
    • Gaglianone, Wagner Piazza & Linton, Oliver & Lima, Luiz Renato Regis de Oliveira, 2008. "Evaluating Value-at-Risk models via Quantile regressions," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 679, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
    • Wagner Piazza Gaglianone & Luiz Renato Lima & Oliver Linton & Daniel Smith, 2010. "Evaluating Value-at-Risk Models via Quantile Regression," NCER Working Paper Series 67, National Centre for Econometric Research.
    • Wagner P. Gaglianone & Luiz Renato Lima & Oliver Linton, 2008. "Evaluating Value-at-Risk Models via Quantile Regressions," Working Papers Series 161, Central Bank of Brazil, Research Department.
    • Gaglianone, Wagner Piazza & Lima, Luiz Renato & Linton, Oliver & Smith, Daniel, 2009. "Evaluating Value-at-Risk models via Quantile Regression," UC3M Working papers. Economics we094625, Universidad Carlos III de Madrid. Departamento de Economía.
  • Broto Carmen & Ruiz Esther, 2009. "Testing for Conditional Heteroscedasticity in the Components of Inflation," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 13(2), pages 1-30, May.
    • Carmen Broto & Esther Ruiz, 2008. "Testing for conditional heteroscedasticity in the components of inflation," Working Papers 0812, Banco de España.
  • Valérie Chauvin & Antoine Devulder, 2008. "An Inflation Forecasting Model for the Euro Area," Working papers 192, Banque de France.
  • Vassilis Hajivassiliou & Frédérique Savignac, 2007. "Financing Constraints and a Firm’s Decision and Ability to Innovate: Establishing Direct and Reverse Effects," FMG Discussion Papers dp594, Financial Markets Group.
    • Vassillis Hajivassiliou & Frédérique Savignac, 2008. "Financing Constraints and a Firm's Decision and Ability to Innovate: Establishing Direct and Reverse Effects," Working papers 202, Banque de France.
    • Hajivassiliou, Vassilis & Savignac, Frédérique, 2007. "Financing constraints and a firm's decision and ability to innovate: establishing direct and reverse effects," LSE Research Online Documents on Economics 4774, London School of Economics and Political Science, LSE Library.
  • Renaud Lacroix, 2008. "Assessing the shape of the distribution of interest rates: lessons from French individual data," Working papers 206, Banque de France.
  • Karim Barhoumi & Véronique Brunhes-Lesage & Olivier Darné & Laurent Ferrara & Bertrand Pluyaud & Rouvreau, B., 2008. "Monthly forecasting of French GDP: A revised version of the OPTIM model," Working papers 222, Banque de France.
  • Olivier Darné & Laurent Ferrara, 2011. "Identification of Slowdowns and Accelerations for the Euro Area Economy," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 73(3), pages 335-364, June.
    • Ferrara, Laurent & Darné, Olivier, 2009. "Identification of slowdowns and accelerations for the euro area economy," CEPR Discussion Papers 7376, C.E.P.R. Discussion Papers.
    • Olivier Darné & Laurent Ferrara, 2009. "Identification of slowdowns and accelerations for the euro area economy," Working papers 239, Banque de France.
  • BARHOUMI, K. & BRUNHES-LESAGE, V. & DARNÉ, O. & Laurent Ferrara & PLUYAUD, B. & ROUVREAU, B., 2008. "OPTIM : un outil de prévision trimestrielle du PIB de la France," Bulletin de la Banque de France, Banque de France, issue 171, pages 31-42.
  • Barhoumi, K. & Brunhes-Lesage, V. & Ferrara, L. & Pluyaud, B. & Rouvreau, B. & Darné, O., 2008. "OPTIM: a quarterly forecasting tool for French GDP," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 13, pages 31-47, Autumn.
  • Luca Fanelli, 2008. "Testing the New Keynesian Phillips Curve Through Vector Autoregressive Models: Results from the Euro Area," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 70(1), pages 53-66, February.
    • Fanelli, Luca, 2005. "Testing the New Keynesian Phillips curve through Vector Autoregressive models: Results from the Euro area," MPRA Paper 1617, University Library of Munich, Germany, revised Jan 2007.
    • Luca Fanelli, 2006. "Testing the New Keynesian Phillips Curve through Vector Autoregressive models : Results from the Euro area," Quaderni di Dipartimento 0, Department of Statistics, University of Bologna.
  • Michael G. Arghyrou & Georgios Chortareas, 2008. "Current Account Imbalances and Real Exchange Rates in the Euro Area," Review of International Economics, Wiley Blackwell, vol. 16(4), pages 747-764, September.
    • Arghyrou, Michael G & Chortareas, Georgios, 2006. "Current Account Imbalances and Real Exchange Rates in the Euro Area," Cardiff Economics Working Papers E2006/23, Cardiff University, Cardiff Business School, Economics Section.
  • Fabio Milani, 2008. "Monetary Policy With A Wider Information Set: A Bayesian Model Averaging Approach," Scottish Journal of Political Economy, Scottish Economic Society, vol. 55(1), pages 1-30, February.
    • Fabio Milani, 2004. "Monetary Policy with a Wider Information Set: a Bayesian Model Averaging Approach," Macroeconomics 0401004, University Library of Munich, Germany.
  • Ida Wolden Bache, 2008. "Assessing estimates of the exchange rate pass-through," Working Paper 2007/12, Norges Bank.
  • Ida Wolden Bache & Bjørn E. Naug, 2008. "Estimating New Keynesian import price models," Working Paper 2007/15, Norges Bank.
  • Kascha, Christian & Mertens, Karel, 2009. "Business cycle analysis and VARMA models," Journal of Economic Dynamics and Control, Elsevier, vol. 33(2), pages 267-282, February.
    • Christian Kascha & Karel Mertens, 2006. "Business Cycle Analysis and VARMA models," Economics Working Papers ECO2006/37, European University Institute.
    • Christian Kascha & Karel Mertens, 2008. "Business cycle analysis and VARMA models," Working Paper 2008/05, Norges Bank.
  • Juselius, Mikael, 2008. "Cointegration implications of linear rational expectation models," Research Discussion Papers 6/2008, Bank of Finland.
  • Manos Matsaganis & Theodore Mitrakos & Panos Tsakloglou, 2008. "Modelling Household Expenditure on Health Care in Greece," Working Papers 68, Bank of Greece.
  • Rafael Machado Santana & Rodrigo De Losso da Silveira Bueno, 2008. "SWARCH and the implicit volatility of the Real/USD exchange rate," Brazilian Review of Finance, Brazilian Society of Finance, vol. 6(2), pages 235-265.
  • Akhter Faroque & William Veloce & Jean-Francois Lamarche, 2008. "The impact of structural breaks on the stability of the out-of-sample predictive content of financial variables for Canada's real GDP growth: An encompassing approach," Working Papers 0803, Brock University, Department of Economics.
  • Pesaran, M. Hashem & Schleicher, Christoph & Zaffaroni, Paolo, 2009. "Model averaging in risk management with an application to futures markets," Journal of Empirical Finance, Elsevier, vol. 16(2), pages 280-305, March.
    • M. Hashem Pesaran & Christoph Schleicher & Paolo Zaffaroni, 2008. "Model Averaging in Risk Management with an Application to Futures Markets," CESifo Working Paper Series 2231, CESifo.
    • Pesaran, M.H. & Schleicher, C. & Zaffaroni, P., 2008. "Model Averaging in Risk Management with an Application to Futures Markets," Cambridge Working Papers in Economics 0808, Faculty of Economics, University of Cambridge.
  • M. Hashem Pesaran & Paolo Zaffaroni, 2008. "Optimal Asset Allocation with Factor Models for Large Portfolios," CESifo Working Paper Series 2326, CESifo.
    • Pesaran, M.H. & Zaffaroni, P., 2008. "Optimal Asset Allocation with Factor Models for Large Portfolios," Cambridge Working Papers in Economics 0813, Faculty of Economics, University of Cambridge.
  • Carlos Santos, 2008. "Selection on the basis of prior testing," Working Papers de Economia (Economics Working Papers) 062008, Católica Porto Business School, Universidade Católica Portuguesa.
  • Andersson, Magnus & D'Agostino, Antonello, 2008. "Are sectoral stock prices useful for predicting euro area GDP?," Working Paper Series 876, European Central Bank.
    • Andersson, Magnus & D'Agostino, Antonello, 2008. "Are sectoral stock prices useful for predicting euro area GDP?," Research Technical Papers 2/RT/08, Central Bank of Ireland.
  • Oscar Jorda & Massimiliano Marcellino, 2008. "Path Forecast Evaluation," Working Papers 85, University of California, Davis, Department of Economics.
  • Òscar Jordà & Massimiliano Marcellino, 2010. "Path forecast evaluation," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(4), pages 635-662.
    • Òscar Jordà & Massimiliano Marcellino, 2008. "Path Forecast Evaluation," Economics Working Papers ECO2008/34, European University Institute.
    • Oscar Jorda & Massimiliano Marcellino, 2008. "Path Forecast Evaluation," Working Papers 85, University of California, Davis, Department of Economics.
    • Jordà, Òscar & Marcellino, Massimiliano, 2008. "Path Forecast Evaluation," CEPR Discussion Papers 7009, C.E.P.R. Discussion Papers.
  • Òscar Jordà & Massimiliano Marcellino, 2010. "Path forecast evaluation," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(4), pages 635-662.
    • Òscar Jordà & Massimiliano Marcellino, 2008. "Path Forecast Evaluation," Economics Working Papers ECO2008/34, European University Institute.
    • Oscar Jorda & Massimiliano Marcellino, 2008. "Path Forecast Evaluation," Working Papers 131, University of California, Davis, Department of Economics.
    • Marcellino, Massimiliano & Jordà , Ã’scar, 2008. "Path Forecast Evaluation," CEPR Discussion Papers 7009, C.E.P.R. Discussion Papers.
  • Arghyrou, Michael G. & Gadea, Maria Dolores, 2012. "The single monetary policy and domestic macro-fundamentals: Evidence from Spain," Journal of Policy Modeling, Elsevier, vol. 34(1), pages 16-34.
    • Michael G. Arghyrou & Maria Dolores Gadea, 2008. "The single monetary policy and domestic macro-fundamentals: Evidence from Spain," Documentos de Trabajo dt2008-05, Facultad de Ciencias Económicas y Empresariales, Universidad de Zaragoza.
    • Arghyrou, Michael G & Gadea, Maria Dolores, 2008. "The single monetary policy and domestic macro-fundamentals: Evidence from Spain," Cardiff Economics Working Papers E2008/23, Cardiff University, Cardiff Business School, Economics Section.
  • Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael, 2011. "How much nominal rigidity is there in the US economy? Testing a new Keynesian DSGE model using indirect inference," Journal of Economic Dynamics and Control, Elsevier, vol. 35(12), pages 2078-2104.
    • Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael, 2008. "How much nominal rigidity is there in the US economy? Testing a New Keynesian DSGE Model using indirect inference," Cardiff Economics Working Papers E2008/32, Cardiff University, Cardiff Business School, Economics Section, revised Jul 2011.
    • Minford, Patrick & Wickens, Michael R. & Le, Vo Phuong Mai, 2009. "How much nominal rigidity is there in the US Economy? Testing a New Keynesian DSGE model using indirect inference," CEPR Discussion Papers 7537, C.E.P.R. Discussion Papers.
  • Oliver Linton & Kyungchui (Kevin) Song & Yoon-Jae Whang, 2008. "Bootstrap tests of stochastic dominance with asymptotic similarity on the boundary," CeMMAP working papers CWP08/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    • Oliver Linton & Kyungchul Song & Yoon-Jae Whang, 2008. "Bootstrap Tests of Stochastic Dominance with AsymptoticSimilarity on the Boundary," STICERD - Econometrics Paper Series 527, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
    • Linton, Oliver & Song, Kyungchul & Whang, Yoon-Jae, 2008. "Bootstrap tests of stochastic dominance with asymptotic similarity on the boundary," LSE Research Online Documents on Economics 25092, London School of Economics and Political Science, LSE Library.
    • Oliver Linton1 & Kyungchul Song & Yoon-Jae Whang, 2008. "Bootstrap Tests of Stochastic Dominance with Asymptotic Similarity on the Boundary," PIER Working Paper Archive 08-006, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  • Hanousek, Jan & Kocenda, Evzen & Kutan, Ali M., 2009. "The reaction of asset prices to macroeconomic announcements in new EU markets: Evidence from intraday data," Journal of Financial Stability, Elsevier, vol. 5(2), pages 199-219, June.
    • Jan Hanousek & Evzen Kocenda & Ali M. Kutan, 2008. "The Reaction of Asset Prices to Macroeconomic Announcements in New EU Markets: Evidence from Intraday Data," CERGE-EI Working Papers wp349, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
  • Pesaran, Hashem & Timmermann, Allan, 2005. "Real-Time Econometrics," Econometric Theory, Cambridge University Press, vol. 21(1), pages 212-231, February.
    • Pesaran, M.H. & Timmermann, A., 2004. "‘Real Time Econometrics’," Cambridge Working Papers in Economics 0432, Faculty of Economics, University of Cambridge.
    • M. Hashem Pesaran & Allan Timmermann, 2004. "Real Time Econometrics," CESifo Working Paper Series 1169, CESifo.
    • Pesaran, M. Hashem & Timmermann, Allan, 2004. "Real Time Econometrics," CEPR Discussion Papers 4402, C.E.P.R. Discussion Papers.
    • Pesaran, M. Hashem & Timmermann, Allan, 2004. "Real Time Econometrics," IZA Discussion Papers 1108, Institute of Labor Economics (IZA).
  • Thomas A. Knetsch, 2005. "Evaluating the German Inventory Cycle Using Data from the Ifo Business Survey," Contributions to Economics, in: Jan-Egbert Sturm & Timo Wollmershäuser (ed.), Ifo Survey Data in Business Cycle and Monetary Policy Analysis, pages 61-92, Springer.
    • Knetsch, Thomas A., 2004. "Evaluating the German Inventory Cycle Using Data from the Ifo Business Survey," Discussion Paper Series 1: Economic Studies 2004,10, Deutsche Bundesbank.
    • Thomas A. Knetsch, 2004. "Evaluating the German Inventory Cycle – Using Data from the Ifo Business Survey," CESifo Working Paper Series 1202, CESifo.
  • Hashem Pesaran & Paolo Zaffaroni & Banca d'Italia), 2004. "Model Averaging and Value-at-Risk based Evaluation of Large Multi Asset Volatility Models for Risk Management," Money Macro and Finance (MMF) Research Group Conference 2004 101, Money Macro and Finance Research Group.
    • M. Hashem Pesaran & Paolo Zaffaroni, 2004. "Model Averaging and Value-at-Risk Based Evaluation of Large Multi Asset Volatility Models for Risk Management," CESifo Working Paper Series 1358, CESifo.
    • Pesaran, M. Hashem & Zaffaroni, Paolo, 2005. "Model Averaging and Value-at-Risk Based Evaluation of Large Multi-Asset Volatility Models for Risk Management," CEPR Discussion Papers 5279, C.E.P.R. Discussion Papers.
    • M. Hashem Pesaran & Paolo Zaffaroni, 2004. "Model Averaging and Value-at-Risk based Evaluation of Large Multi Asset Volatility Models for Risk Management," IEPR Working Papers 04.3, Institute of Economic Policy Research (IEPR).
  • I. Sebastian Buhai & Coen N. Teulings, 2014. "Tenure Profiles and Efficient Separation in a Stochastic Productivity Model," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 32(2), pages 245-258, April.
    • Sebastian Buhai & Coen N. Teulings, 2005. "Tenure Profiles and Efficient Separation in a Stochastic Productivity Model," Tinbergen Institute Discussion Papers 05-099/3, Tinbergen Institute, revised 03 Oct 2006.
    • Coen N. Teulings & Sebastian Buhai, 2013. "Tenure Profiles and Efficient Separation in a Stochastic Productivity Model," Discussion Papers 7, Central European Labour Studies Institute (CELSI).
    • Sebastian Buhai & Coenraad N. Teulings, 2006. "Tenure Profiles and Efficient Separation in a Stochastic Productivity Model," CESifo Working Paper Series 1688, CESifo.
    • Teulings, Coen & Buhai, Ioan Sebastian, 2006. "Tenure Profiles and Efficient Separation in a Stochastic Productivity Model," CEPR Discussion Papers 5577, C.E.P.R. Discussion Papers.
    • 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, Ioan-Sebastian & Teulings, Coen, 2006. "Tenure Profiles and Efficient Separation in a Stochastic Productivity Model," IZA Discussion Papers 1997, Institute of Labor Economics (IZA).
  • Pesaran, M. Hashem & Timmermann, Allan, 2009. "Testing Dependence Among Serially Correlated Multicategory Variables," Journal of the American Statistical Association, American Statistical Association, vol. 104(485), pages 325-337.
    • Pesaran, M.H. & Timmermann, A., 2006. "Testing Dependence Among Serially Correlated Multi-category Variables," Cambridge Working Papers in Economics 0648, Faculty of Economics, University of Cambridge.
    • M. Hashem Pesaran & Allan Timmermann, 2006. "Testing Dependence among Serially Correlated Multi-category Variables," CESifo Working Paper Series 1770, CESifo.
    • Pesaran, M. Hashem & Timmermann, Allan, 2006. "Testing Dependence among Serially Correlated Multi-Category Variables," IZA Discussion Papers 2196, Institute of Labor Economics (IZA).
  • Pesaran, M.H. & Zaffaroni, P., 2008. "Optimal Asset Allocation with Factor Models for Large Portfolios," Cambridge Working Papers in Economics 0813, Faculty of Economics, University of Cambridge.
    • M. Hashem Pesaran & Paolo Zaffaroni, 2008. "Optimal Asset Allocation with Factor Models for Large Portfolios," CESifo Working Paper Series 2326, CESifo.
  • Jan Grossarth-Maticek & Johannes Mayr, 2008. "Medienberichte als Konjunkturindikator," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 61(07), pages 17-29, April.
  • Nikolay Robinzonov & Klaus Wohlrabe, 2010. "Freedom of Choice in Macroeconomic Forecasting ," CESifo Economic Studies, CESifo Group, vol. 56(2), pages 192-220, June.
    • Nikolay Robinzonov & Klaus Wohlrabe, 2008. "Freedom of Choice in Macroeconomic Forecasting: An Illustration with German Industrial Production and Linear Models," ifo Working Paper Series 57, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
  • Tahir Andrabi & Jishnu Das & Asim Ijaz Khwaja & Tristan Zajonc, 2011. "Do Value-Added Estimates Add Value? Accounting for Learning Dynamics," American Economic Journal: Applied Economics, American Economic Association, vol. 3(3), pages 29-54, July.
    • Tahir Andrabi & Jishnu Das & Asim Ijaz Khwaja & Tristan Zajonc, 2008. "Do Value-Added Estimates Add Value? Accounting for Learning Dynamics," CID Working Papers 158, Center for International Development at Harvard University.
    • Khwaja, Asim Ijaz & Andrabi, Tahir & Das, Jishnu & Zajonc, Tristan, 2009. "Do Value-Added Estimates Add Value? Accounting for Learning Dynamics," Scholarly Articles 4435671, Harvard Kennedy School of Government.
    • Andrabi, Tahir & Das, Jishnu & Khwaja, Asim Ijaz & Zajonc, Tristan, 2009. "Do value-added estimates add value ? accounting for learning dynamics," Policy Research Working Paper Series 5066, The World Bank.
    • Andrabi, Tahir & Das, Jishnu & Khwaja, Asim Ijaz & Zajonc, Tristan, 2009. "Do Value-Added Estimates Add Value? Accounting for Learning Dynamics," Working Paper Series rwp09-034, Harvard University, John F. Kennedy School of Government.
  • Javier Mencía & Enrique Sentana, 2012. "Distributional Tests in Multivariate Dynamic Models with Normal and Student-t Innovations," The Review of Economics and Statistics, MIT Press, vol. 94(1), pages 133-152, February.
    • Javier Mencía & Enrique Sentana, 2008. "Distributional Tests in Multivariate Dynamic Models with Normal and Student t Innovations," Working Papers wp2008_0804, CEMFI.
    • Javier Mencía & Enrique Sentana, 2009. "Distributional tests in multivariate dynamic models with Normal and Student t innovations," Working Papers 0929, Banco de España.
  • Mencía, Javier & Sentana, Enrique, 2009. "Multivariate location-scale mixtures of normals and mean-variance-skewness portfolio allocation," Journal of Econometrics, Elsevier, vol. 153(2), pages 105-121, December.
    • Javier Mencía & Enrique Sentana, 2008. "Multivariate Location-Scale Mixtures of Normals and Mean-Variance-skewness Portfolio Allocation," Working Papers wp2008_0805, CEMFI.
    • Javier Mencía & Enrique Sentana, 2009. "Multivariate location-scale mixtures of normals and mean-variance-skewness portfolio allocation," Working Papers 0909, Banco de España.
  • Ataman Ozyildirim & Brian Schaitkin & Victor Zarnowitz, 2010. "Business cycles in the euro area defined with coincident economic indicators and predicted with leading economic indicators," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 29(1-2), pages 6-28.
    • Ataman Ozyildirim & Brian Schaitkin & Victor Zarnowitz, 2008. "Business Cycles in the Euro Area Defined with Coincident Economic Indicators and Predicted with Leading Economic Indicators," Economics Program Working Papers 08-04, The Conference Board, Economics Program.
  • Elkin Castano & Karoll Gómez & Santiago Gallón, 2008. "Pronóstico y estructuras de volatilidad multiperíodo de la tasa de cambio del peso colombiano," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, July.
  • Oscar Becerra & Luis Fernando Melo, 2008. "Medidas de riesgo financiero usando cópulas: teoría y aplicaciones," Borradores de Economia 489, Banco de la Republica de Colombia.
    • Oscar Becerra & Luis Fernando Melo, 2008. "Medidas De Riesgo Financiero Usando Cópulas: Teoría Y Aplicaciones," Borradores de Economia 4523, Banco de la Republica.
    • Becerra, Oscar & Melo-Velandia, Luis Fernando, 2019. "Medidas de riesgo financiero usando cópulas: teoría y aplicaciones," Working papers 7, Red Investigadores de Economía.
  • Estrada, Dairo Ayiber & Gutiérrez R., Javier, 2009. "Supervisión y regulación del sistema financiero: modelos, implicaciones y alcances," Perfil de Coyuntura Económica, Universidad de Antioquia, CIE, August.
    • Dairo Estrada & Javier Gutiérrez Rueda, 2008. "Supervisión y regulación del sistema financiero: Modelos, implicaciones y alcances," Borradores de Economia 490, Banco de la Republica de Colombia.
    • Dairo Estrada & Javier Gutiérrez Rueda, 2008. "Supervisión Y Regulación Del Sistema Financiero:Modelos Implicaciones Y Alcances," Borradores de Economia 4543, Banco de la Republica.
  • Andrés González & Hernán Rincóm & Norberto Rodríguez, 2008. "La transmisión de los choques a la tasa de cambio sobre la inflación," Borradores de Economia 5089, Banco de la Republica.
  • Rubén Darío Sepúlveda Vargas, 2008. "Valoración económica del uso recreativo del Parque Ronda del Sinú, en Montería, Colombia," Revista Semestre Económico, Universidad de Medellín, November.
  • Adam Elbourne & Henk Kranendonk & Rob Luginbuhl & Bert Smid & Martin Vromans, 2008. "Evaluating CPB's published GDP growth forecasts; a comparison with individual and pooled VAR based forecasts," CPB Document 172, CPB Netherlands Bureau for Economic Policy Analysis.
  • Adam Elbourne & Henk Kranendonk & Rob Luginbuhl & Bert Smid & Martin Vromans, 2008. "Evaluating CPB's published GDP growth forecasts; a comparison with individual and pooled VAR based forecasts," CPB Document 172.rdf, CPB Netherlands Bureau for Economic Policy Analysis.
  • Fabio Canova, 2007. "How much structure in empirical models?," Economics Working Papers 1054, Department of Economics and Business, Universitat Pompeu Fabra.
    • Canova, Fabio, 2008. "How much structure in empirical models?," CEPR Discussion Papers 6791, C.E.P.R. Discussion Papers.
  • Òscar Jordà & Massimiliano Marcellino, 2010. "Path forecast evaluation," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(4), pages 635-662.
    • Òscar Jordà & Massimiliano Marcellino, 2008. "Path Forecast Evaluation," Economics Working Papers ECO2008/34, European University Institute.
    • Marcellino, Massimiliano & Jordà , Ã’scar, 2008. "Path Forecast Evaluation," CEPR Discussion Papers 7009, C.E.P.R. Discussion Papers.
    • Oscar Jorda & Massimiliano Marcellino, 2008. "Path Forecast Evaluation," Working Papers 131, University of California, Davis, Department of Economics.
  • Dolado, Juan J. & Stucchi, Rodolfo, 2008. "Do Temporary Contracts Affect TFP? Evidence from Spanish Manufacturing Firms," IZA Discussion Papers 3832, Institute of Labor Economics (IZA).
    • Dolado, Juan J & Stucchi, Rodolfo, 2008. "Do Temporary Contracts Affect TFP? Evidence from Spanish Manufacturing Firms," CEPR Discussion Papers 7055, C.E.P.R. Discussion Papers.
  • Tor Jacobson & Jesper Lindé & Kasper Roszbach, 2013. "Firm Default And Aggregate Fluctuations," Journal of the European Economic Association, European Economic Association, vol. 11(4), pages 945-972, August.
    • Tor Jacobson & Rikard Kindell & Jesper Lindé & Kasper Roszbach, 2008. "Firm default and aggregate fluctuations," Working Papers 08-21, Federal Reserve Bank of Philadelphia.
    • Linde, Jesper & Jacobson, Tor & Roszbach, Kasper & Kindell, Rikard, 2008. "Firm Default and Aggregate Fluctuations," CEPR Discussion Papers 7083, C.E.P.R. Discussion Papers.
    • Jacobson, Tor & Kindell, Rikard & Lindé, Jesper & Roszbach, Kasper, 2008. "Firm Default and Aggregate Fluctuations," Working Paper Series 226, Sveriges Riksbank (Central Bank of Sweden).
    • Tor Jacobson & Jesper Lindé & Kasper Roszbach, 2011. "Firm default and aggregate fluctuations," International Finance Discussion Papers 1029, Board of Governors of the Federal Reserve System (U.S.).
  • Bikbov, Ruslan & Chernov, Mikhail, 2013. "Monetary policy regimes and the term structure of interest rates," Journal of Econometrics, Elsevier, vol. 174(1), pages 27-43.
    • Chernov, Mikhail & Bikbov, Ruslan, 2008. "Monetary Policy Regimes and the Term Structure of Interest Rates," CEPR Discussion Papers 7096, C.E.P.R. Discussion Papers.
    • Mikhail Chernov & Ruslan Bikbov, 2009. "Monetary Policy Regimes and the Term Structure of Interest Rates," 2009 Meeting Papers 334, Society for Economic Dynamics.
  • Janine Aron & John Muellbauer, 2008. "Multi-sector inflation forecasting - quarterly models for South Africa," CSAE Working Paper Series 2008-27, Centre for the Study of African Economies, University of Oxford.
  • Giovanni Cerulli, 2008. "Modelling and measuring the effects of public subsidies on business R&D: theoretical and econometric issues," CERIS Working Paper 200803, CNR-IRCrES Research Institute on Sustainable Economic Growth - Torino (TO) ITALY - former Institute for Economic Research on Firms and Growth - Moncalieri (TO) ITALY.
  • Giovanni Cerulli & Bianca Poti', 2008. "Evaluating the Effect of Public Subsidies on firm R&D activity: an Application to Italy Using the Community Innovation Survey," CERIS Working Paper 200809, CNR-IRCrES Research Institute on Sustainable Economic Growth - Torino (TO) ITALY - former Institute for Economic Research on Firms and Growth - Moncalieri (TO) ITALY.
  • Moreno, Manuel & Serrano, Pedro & Stute, Winfried, 2011. "Statistical properties and economic implications of jump-diffusion processes with shot-noise effects," European Journal of Operational Research, Elsevier, vol. 214(3), pages 656-664, November.
    • Moreno, M. & Serrano, P. & Stute, Winfried, 2008. "Statistical properties and economic implications of Jump-Diffusion Processes with Shot-Noise effects," DEE - Working Papers. Business Economics. WB wb084912, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa.
  • Escribano, Álvaro & Stucchi, Rodolfo, 2008. "Catching up in total factor productivity through the business cycle : evidence from Spanish manufacturing surveys," UC3M Working papers. Economics we085125, Universidad Carlos III de Madrid. Departamento de Economía.
    • Álvaro Escribano & Rodolfo Stucchi, 2011. "Catching up in total factor productivity through the business cycle: Evidence from Spanish manufacturing firms," Working Papers 2011-10, Instituto Madrileño de Estudios Avanzados (IMDEA) Ciencias Sociales.
  • Busetti, Fabio & Harvey, Andrew, 2008. "Testing For Trend," Econometric Theory, Cambridge University Press, vol. 24(1), pages 72-87, February.
    • Fabio Busetti & Andrew Harvey, 2007. "Testing for trend," Temi di discussione (Economic working papers) 614, Bank of Italy, Economic Research and International Relations Area.
  • Leeb, Hannes & Pötscher, Benedikt M., 2008. "Can One Estimate The Unconditional Distribution Of Post-Model-Selection Estimators?," Econometric Theory, Cambridge University Press, vol. 24(2), pages 338-376, April.
    • Hannes Leeb & Benedikt M. Potscher, 2003. "Can One Estimate the Conditional Distribution of Post-Model-Selection Estimators?," Cowles Foundation Discussion Papers 1444, Cowles Foundation for Research in Economics, Yale University.
    • Leeb, Hannes & Pötscher, Benedikt M., 2005. "Can One Estimate the Unconditional Distribution of Post-Model-Selection Estimators ?," MPRA Paper 72, University Library of Munich, Germany.
  • Romano, Joseph P. & Shaikh, Azeem M. & Wolf, Michael, 2008. "Formalized Data Snooping Based On Generalized Error Rates," Econometric Theory, Cambridge University Press, vol. 24(2), pages 404-447, April.
    • Joseph P & Romano & Azeem M. Shaikh & Michael Wolf, 2005. "Formalized Data Snooping Based on Generalized Error Rates," IEW - Working Papers 259, Institute for Empirical Research in Economics - University of Zurich.
  • Kaltsas, Ioannis K. & Bosch, Darrell J. & McGuirk, Anya M., 2008. "Residential Land Values in Urbanizing Areas," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 40(2), pages 1-13, August.
    • Kaltsas, Ioannis K. & Bosch, Darrell J. & McGuirk, Anya, 2008. "Residential Land Values in Urbanizing Areas," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 40(2), pages 635-647, August.
  • Jeong, Hyeok & Townsend, Robert M., 2008. "Growth And Inequality: Model Evaluation Based On An Estimation-Calibration Strategy," Macroeconomic Dynamics, Cambridge University Press, vol. 12(S2), pages 231-284, September.
    • Hyeok Jeong & Robert M. Townsend, 2003. "Growth and Inequality: Model Evaluation Based on an Estimation-Calibration Strategy," IEPR Working Papers 05.10, Institute of Economic Policy Research (IEPR).
  • Christian Dreger & Jürgen Wolters, 2010. "M3 money demand and excess liquidity in the euro area," Public Choice, Springer, vol. 144(3), pages 459-472, September.
    • Dreger, Christian & Wolters, Jürgen, 2010. "M3 Money Demand and Excess Liquidity in the Euro Area," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 144(3), pages 459-472.
    • Christian Dreger & Jürgen Wolters, 2008. "M3 Money Demand and Excess Liquidity in the Euro Area," Discussion Papers of DIW Berlin 795, DIW Berlin, German Institute for Economic Research.
    • Christian Dreger & Jürgen Wolters, 2008. "M3 Money Demand and Excess Liquidity in the Euro Area," Working Paper / FINESS 7.1a, DIW Berlin, German Institute for Economic Research.
  • Christian Dreger & Jürgen Wolters, 2009. "Money velocity and asset prices in the euro area," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 36(1), pages 51-63, February.
    • Dreger, Christian & Wolters, Jürgen, 2009. "Money Velocity and Asset Prices in the Euro Area," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 36(1), pages 51-63.
    • Christian Dreger & Jürgen Wolters, 2008. "Money Velocity and Asset Prices in the Euro Area," Discussion Papers of DIW Berlin 813, DIW Berlin, German Institute for Economic Research.
    • Christian Dreger & Jürgen Wolters, 2008. "Money Velocity and Asset Prices in the Euro Area," Working Paper / FINESS 7.1b, DIW Berlin, German Institute for Economic Research.
  • Christian Dreger & Jürgen Wolters, 2010. "M3 money demand and excess liquidity in the euro area," Public Choice, Springer, vol. 144(3), pages 459-472, September.
    • Dreger, Christian & Wolters, Jürgen, 2010. "M3 Money Demand and Excess Liquidity in the Euro Area," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 144(3), pages 459-472.
    • Christian Dreger & Jürgen Wolters, 2008. "M3 Money Demand and Excess Liquidity in the Euro Area," Working Paper / FINESS 7.1a, DIW Berlin, German Institute for Economic Research.
    • Christian Dreger & Jürgen Wolters, 2008. "M3 Money Demand and Excess Liquidity in the Euro Area," Discussion Papers of DIW Berlin 795, DIW Berlin, German Institute for Economic Research.
  • Christian Dreger & Jürgen Wolters, 2009. "Money velocity and asset prices in the euro area," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 36(1), pages 51-63, February.
    • Dreger, Christian & Wolters, Jürgen, 2009. "Money Velocity and Asset Prices in the Euro Area," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 36(1), pages 51-63.
    • Christian Dreger & Jürgen Wolters, 2008. "Money Velocity and Asset Prices in the Euro Area," Working Paper / FINESS 7.1b, DIW Berlin, German Institute for Economic Research.
    • Christian Dreger & Jürgen Wolters, 2008. "Money Velocity and Asset Prices in the Euro Area," Discussion Papers of DIW Berlin 813, DIW Berlin, German Institute for Economic Research.
  • Walter Sosa Escudero & Anil K. Bera, 2008. "Tests for Unbalanced Error Component Models Under Local Misspecication," CEDLAS, Working Papers 0065, CEDLAS, Universidad Nacional de La Plata.
  • J.A. Bikker & L. Spierdijk, 2008. "How Banking Competition changed over Time," Working Papers 08-04, Utrecht School of Economics.
    • Jacob Bikker & Laura Spierdijk, 2008. "How Banking competition Changed over Time," DNB Working Papers 167, Netherlands Central Bank, Research Department.
  • Akhand Akhtar Hossain, 2008. "Responses of Agricultural Prices, Industrial Prices and the Agricultural Terms of Trade to Money Supply Shocks in Bangladesh, 1973M1-2006M6," Indian Economic Review, Department of Economics, Delhi School of Economics, vol. 43(1), pages 287-314, December.
  • Inoue, Atsushi & Rossi, Barbara, 2008. "Which Structural Parameters Are "Structural"? Identifying the Sources of Instabilities in Economic Models," Working Papers 08-02, Duke University, Department of Economics.
  • Yu-Chin Chen & Kenneth S. Rogoff & Barbara Rossi, 2010. "Can Exchange Rates Forecast Commodity Prices?," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 125(3), pages 1145-1194.
    • Yu-Chin Chen & Kenneth Rogoff & Barbara Rossi, 2008. "Can Exchange Rates Forecast Commodity Prices?," NBER Working Papers 13901, National Bureau of Economic Research, Inc.
    • Yu-chin Chen & Kenneth Rogoff & Barbara Rossi, 2010. "Can Exchange Rates Forecast Commodity Prices?," Working Papers 10-07, Duke University, Department of Economics.
    • Chen, Yu-chin & Rogoff, Kenneth & Rossi, Barbara, 2008. "Can Exchange Rates Forecast Commodity Prices?," Working Papers 08-03, Duke University, Department of Economics.
    • Kenneth Rogoff & Barbara Rossi & Yu-chin Chen, 2008. "Can Exchange Rates Forecast Commodity Prices?," 2008 Meeting Papers 540, Society for Economic Dynamics.
    • Rogoff, Kenneth S. & Chen, Yu-Chin & Rossi, Barbara, 2010. "Can Exchange Rates Forecast Commodity Prices?," Scholarly Articles 29412033, Harvard University Department of Economics.
    • Yu-chin Chen & Kenneth Rogoff & Barbara Rossi, 2008. "Can Exchange Rates Forecast Commodity Prices?," Working Papers UWEC-2008-11-FC, University of Washington, Department of Economics, revised Oct 2009.
  • Raffaella Giacomini & Barbara Rossi, 2010. "Forecast comparisons in unstable environments," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(4), pages 595-620.
    • Giacomini, Raffaella & Rossi, Barbara, 2008. "Forecast Comparisons in Unstable Environments," Working Papers 08-04, Duke University, Department of Economics.
  • Tatevik Sekhposyan & Barbara Rossi, 2008. "Has modelsí forecasting performance for US output growth and inflation changed over time, and when?," Working Papers 09-02, Duke University, Department of Economics.
    • Barbara Rossi & Tatevik Sekhposyan, 2010. "Has Models' Forecasting Performance for US Output Growth and Inflation Changed over Time, and When?," Working Papers 10-16, Duke University, Department of Economics.
  • Sushil Mohan & Bill Russell, 2008. "Modelling Thirty Five Years Of Coffee Prices In Brazil, Guatemala And India," Dundee Discussion Papers in Economics 221, Economic Studies, University of Dundee.
  • Luca Benati & Paolo Surico, 2009. "VAR Analysis and the Great Moderation," American Economic Review, American Economic Association, vol. 99(4), pages 1636-1652, September.
    • Benati, Luca & Surico, Paolo, 2008. "VAR analysis and the Great Moderation," Working Paper Series 866, European Central Bank.
  • Andersson, Magnus & D'Agostino, Antonello, 2008. "Are sectoral stock prices useful for predicting euro area GDP?," Research Technical Papers 2/RT/08, Central Bank of Ireland.
    • Andersson, Magnus & D'Agostino, Antonello, 2008. "Are sectoral stock prices useful for predicting euro area GDP?," Working Paper Series 876, European Central Bank.
  • Lucia Alessi & Matteo Barigozzi & Marco Capasso, 2007. "A Robust Criterion for Determining the Number of Static Factors in Approximate Factor Models," LEM Papers Series 2007/19, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
    • Alessi, Lucia & Barigozzi, Matteo & Capasso, Marco, 2008. "A robust criterion for determining the number of static factors in approximate factor models," Working Paper Series 903, European Central Bank.
  • Lucia Alessi & Matteo Barigozzi & Marco Capasso, 2007. "A Review of Nonfundamentalness and Identification in Structural VAR Models," LEM Papers Series 2007/22, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
    • Alessi, Lucia & Barigozzi, Matteo & Capasso, Marco, 2008. "A review of nonfundamentalness and identification in structural VAR models," Working Paper Series 922, European Central Bank.
  • Geert Bekaert & Robert J. Hodrick & Xiaoyan Zhang, 2009. "International Stock Return Comovements," Journal of Finance, American Finance Association, vol. 64(6), pages 2591-2626, December.
    • Geert Bekaert & Robert J. Hodrick & Xiaoyan Zhang, 2005. "International Stock Return Comovements," NBER Working Papers 11906, National Bureau of Economic Research, Inc.
    • Bekaert, Geert & Hodrick, Robert J. & Zhang, Xiaoyan, 2008. "International stock return comovements," Working Paper Series 931, European Central Bank.
    • Bekaert, Geert & Hodrick, Robert J. & Zhang, Xiaoyan, 2005. "International Stock Return Comovements," Working Papers 06-3, University of Pennsylvania, Wharton School, Weiss Center.
    • Hodrick, Robert J & Bekaert, Geert & Zhang, Xiaoyan, 2006. "International Stock Return Comovements," CEPR Discussion Papers 5955, C.E.P.R. Discussion Papers.
  • Ricardo Mestre & Peter McAdam, 2011. "Is forecasting with large models informative? Assessing the role of judgement in macroeconomic forecasts," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 30(3), pages 303-324, April.
    • McAdam, Peter & Mestre, Ricardo, 2008. "Is forecasting with large models informative? Assessing the role of judgement in macroeconomic forecasts," Working Paper Series 950, European Central Bank.
  • Hahn, Elke & Skudelny, Frauke, 2008. "Early estimates of euro area real GDP growth: a bottom up approach from the production side," Working Paper Series 975, European Central Bank.
  • Alberto Abadie & Guido W. Imbens, 2008. "On the Failure of the Bootstrap for Matching Estimators," Econometrica, Econometric Society, vol. 76(6), pages 1537-1557, November.
    • Alberto Abadie & Guido W. Imbens, 2006. "On the Failure of the Bootstrap for Matching Estimators," NBER Technical Working Papers 0325, National Bureau of Economic Research, Inc.
    • Imbens, Guido & Abadie, Alberto, 2008. "On the Failure of the Bootstrap for Matching Estimators," Scholarly Articles 3043415, Harvard University Department of Economics.
  • Gallo, Giampiero M. & Otranto, Edoardo, 2008. "Volatility spillovers, interdependence and comovements: A Markov Switching approach," Computational Statistics & Data Analysis, Elsevier, vol. 52(6), pages 3011-3026, February.
    • Giampiero Gallo & Edoardo Otranto, 2007. "Volatility Spillovers, Interdependence and Comovements: A Markov Switching Approach," Econometrics Working Papers Archive wp2007_11, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
  • Hautsch, Nikolaus, 2008. "Capturing common components in high-frequency financial time series: A multivariate stochastic multiplicative error model," Journal of Economic Dynamics and Control, Elsevier, vol. 32(12), pages 3978-4015, December.
    • Hautsch, Nikolaus, 2007. "Capturing common components in high-frequency financial time series: A multivariate stochastic multiplicative error model," SFB 649 Discussion Papers 2007-052, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    • Hautsch, Nikolaus, 2007. "Capturing common components in high-frequency financial time series: A multivariate stochastic multiplicative error model," CFS Working Paper Series 2007/25, Center for Financial Studies (CFS).
  • Clarke, Judith A., 2008. "On weighted estimation in linear regression in the presence of parameter uncertainty," Economics Letters, Elsevier, vol. 100(1), pages 1-3, July.
    • Judith A. Clarke, 2007. "On Weighted Estimation in Linear Regression in th Presence of Parameter Uncertainty," Econometrics Working Papers 0701, Department of Economics, University of Victoria.
  • Zhao, Zhong, 2008. "Sensitivity of propensity score methods to the specifications," Economics Letters, Elsevier, vol. 98(3), pages 309-319, March.
    • Zhao, Zhong, 2005. "Sensitivity of Propensity Score Methods to the Specifications," IZA Discussion Papers 1873, Institute of Labor Economics (IZA).
  • Jondeau, Eric & Sahuc, Jean-Guillaume, 2008. "Testing heterogeneity within the euro area," Economics Letters, Elsevier, vol. 99(1), pages 192-196, April.
    • Jondeau, E. & Sahuc, J-G., 2007. "Testing heterogeneity within the euro area," Working papers 181, Banque de France.
    • Eric Jondeau & Jean-Guillaume Sahuc, 2008. "Testing Heterogeneity within the Euro Area," Post-Print hal-01612713, HAL.
  • Gao, Jiti & Casas, Isabel, 2008. "Specification testing in discretized diffusion models: Theory and practice," Journal of Econometrics, Elsevier, vol. 147(1), pages 131-140, November.
    • Gao, Jiti & Casas, Isabel, 2006. "Specification testing in discretized diffusion models: Theory and practice," MPRA Paper 11980, University Library of Munich, Germany, revised Aug 2007.
  • Loss, Frederic & Malavolti-Grimal, Estelle & Verge, Thibaud & Berges-Sennou, Fabian, 2008. "European competition policy modernization: From notifications to legal exception," European Economic Review, Elsevier, vol. 52(1), pages 77-98, January.
    • Frédéric Loss & Estelle Malavolti-Grimal & Thibaud Vergé & Fabian Bergès-Sennou, 2005. "European Competition Policy Modernization : From Notifications to Legal Exception," Working Papers 2005-38, Center for Research in Economics and Statistics.
    • Frédéric Loss & Estelle Malavolti & Thibaud Vergé & Fabian Bergès-Sennou, 2008. "European competition policy modernization : from notifications to legal exception," Post-Print hal-01021575, HAL.
  • Zhang, Xibin & King, Maxwell L., 2008. "Box-Cox stochastic volatility models with heavy-tails and correlated errors," Journal of Empirical Finance, Elsevier, vol. 15(3), pages 549-566, June.
    • Xibin Zhang & Maxwell L. King, 2004. "Box-Cox Stochastic Volatility Models with Heavy-Tails and Correlated Errors," Monash Econometrics and Business Statistics Working Papers 26/04, Monash University, Department of Econometrics and Business Statistics.
  • Siklos, Pierre L., 2008. "The Fed's reaction to the stock market during the great depression: Fact or artefact?," Explorations in Economic History, Elsevier, vol. 45(2), pages 164-184, April.
    • Pierre L. Siklos, 2007. "The Fed's Reaction to the Stock Market During the Great Depression: Fact or Artefact?," Working Paper series 33_07, Rimini Centre for Economic Analysis.
  • Ané, Thierry & Ureche-Rangau, Loredana, 2008. "Does trading volume really explain stock returns volatility?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 18(3), pages 216-235, July.
    • Thierry Ané & Loredana Ureche-Rangau, 2004. "Does trading volume really explain stock returns volatility?," Working Papers 2004-FIN-02, IESEG School of Management.
  • Angelidis, Timotheos & Degiannakis, Stavros, 2008. "Volatility forecasting: Intra-day versus inter-day models," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 18(5), pages 449-465, December.
    • Angelidis, Timotheos & Degiannakis, Stavros, 2008. "Volatility forecasting: Intra-day versus inter-day models," MPRA Paper 96322, University Library of Munich, Germany.
  • Dordonnat, V. & Koopman, S.J. & Ooms, M. & Dessertaine, A. & Collet, J., 2008. "An hourly periodic state space model for modelling French national electricity load," International Journal of Forecasting, Elsevier, vol. 24(4), pages 566-587.
    • V. Dordonnat & S.J. Koopman & M. Ooms & A. Dessertaine & J. Collet, 2008. "An Hourly Periodic State Space Model for Modelling French National Electricity Load," Tinbergen Institute Discussion Papers 08-008/4, Tinbergen Institute.
  • Paolella, Marc S. & Taschini, Luca, 2008. "An econometric analysis of emission allowance prices," Journal of Banking & Finance, Elsevier, vol. 32(10), pages 2022-2032, October.
  • Akram, Q. Farooq & Eitrheim, Øyvind, 2008. "Flexible inflation targeting and financial stability: Is it enough to stabilize inflation and output?," Journal of Banking & Finance, Elsevier, vol. 32(7), pages 1242-1254, July.
    • Q. Farooq Akram & Øyvind Eitrheim, 2006. "Flexible inflation targeting and financial stability: Is it enough to stabilise inflation and output?," Working Paper 2006/07, Norges Bank.
  • Russell, Bill & Banerjee, Anindya, 2008. "The long-run Phillips curve and non-stationary inflation," Journal of Macroeconomics, Elsevier, vol. 30(4), pages 1792-1815, December.
    • Bill Russell, Anindya Banerjee, 2006. "The Long-Run Phillips Curve and Non-Stationary Inflation," Economics Working Papers ECO2006/16, European University Institute.
  • Edmark, Karin & Ågren, Hanna, 2008. "Identifying strategic interactions in Swedish local income tax policies," Journal of Urban Economics, Elsevier, vol. 63(3), pages 849-857, May.
    • Edmark, Karin & Ågren, Hanna, 2006. "Identifying Strategic Interactions in Swedish Local Income Tax Policies," Working Paper Series 2006:22, Uppsala University, Department of Economics.
  • Richard Dennis, 2006. "The frequency of price adjustment and New Keynesian business cycle dynamics," Working Paper Series 2006-22, Federal Reserve Bank of San Francisco.
    • Richard Dennis, 2008. "The Frequency Of Price Adjustment And New Keynesian Business Cycle Dynamics," CAMA Working Papers 2008-19, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Benjamín García Martínez & Arturo Lorenzo Valdés, 2008. "La matriz de covarianzas de residuales en la asignación y valuación de activos," Revista de Administración, Finanzas y Economía (Journal of Management, Finance and Economics), Tecnológico de Monterrey, Campus Ciudad de México, vol. 2(2), pages 162-178.
  • A. Nazif Çatik & Christopher Martin & A. Özlem Onder, 2011. "Relative price variability and the Phillips Curve: evidence from Turkey," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 38(5), pages 546-561, September.
    • A. Nazif Catik & Christopher Martin & A. Özlem Önder, 2008. "Relative Price Variability and the Philips Curve: Evidence from Turkey," Working Papers 0807, Ege University, Department of Economics.
  • Oliver Linton & Kyungchui (Kevin) Song & Yoon-Jae Whang, 2008. "Bootstrap tests of stochastic dominance with asymptotic similarity on the boundary," CeMMAP working papers CWP08/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    • Linton, Oliver & Song, Kyungchul & Whang, Yoon-Jae, 2008. "Bootstrap tests of stochastic dominance with asymptotic similarity on the boundary," LSE Research Online Documents on Economics 25092, London School of Economics and Political Science, LSE Library.
    • Oliver Linton1 & Kyungchul Song & Yoon-Jae Whang, 2008. "Bootstrap Tests of Stochastic Dominance with Asymptotic Similarity on the Boundary," PIER Working Paper Archive 08-006, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
    • Oliver Linton & Kyungchul Song & Yoon-Jae Whang, 2008. "Bootstrap Tests of Stochastic Dominance with AsymptoticSimilarity on the Boundary," STICERD - Econometrics Paper Series 527, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  • Garcés Díaz, Daniel G., 2008. "Análisis de las funciones de importación y exportación de México (1980-2000)," El Trimestre Económico, Fondo de Cultura Económica, vol. 0(297), pages 109-141, enero-mar.
  • Xavier de Luna & Per Johansson, 2008. "Graphical diagnostics of endogeneity," Advances in Econometrics, in: Modelling and Evaluating Treatment Effects in Econometrics, pages 147-166, Emerald Group Publishing Limited.
    • de Luna, Xavier & Johansson, Per, 2001. "Graphical diagnostics of endogeneity," Umeå Economic Studies 553, Umeå University, Department of Economics.
  • Dimitris Korobilis, 2008. "Forecasting in vector autoregressions with many predictors," Advances in Econometrics, in: Bayesian Econometrics, pages 403-431, Emerald Group Publishing Limited.
    • Korobilis, Dimitris, 2008. "Forecasting in vector autoregressions with many predictors," MPRA Paper 21122, University Library of Munich, Germany.
  • Michael K. Andersson & Sune Karlsson, 2008. "Bayesian forecast combination for VAR models," Advances in Econometrics, in: Bayesian Econometrics, pages 501-524, Emerald Group Publishing Limited.
    • Andersson, Michael K & Karlsson, Sune, 2007. "Bayesian Forecast Combination for VAR Models," Working Papers 2007:13, Örebro University, School of Business.
    • Andersson, Michael K & Karlsson, Sune, 2007. "Bayesian forecast combination for VAR models," Working Paper Series 216, Sveriges Riksbank (Central Bank of Sweden).
  • Franses, Ph.H.B.F. & Segers, R., 2008. "Seasonality in revisions of macroeconomic data," Econometric Institute Research Papers EI 2008-09, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Guillermo Benavides Perales & Israel Felipe Mora Cuevas, 2008. "Parametric vs. non-parametric methods for estimating option implied risk-neutral densities: the case of the exchange rate Mexican peso – US dollar," Ensayos Revista de Economia, Universidad Autonoma de Nuevo Leon, Facultad de Economia, vol. 0(1), pages 33-52, May.
  • Lanne, Markku & Saikkonen, Pentti, 2008. "Modeling Expectations with Noncausal Autoregressions," MPRA Paper 8411, University Library of Munich, Germany.
    • Markku Lanne & Pentti Saikkonen, 2008. "Modeling Expectations with Noncausal Autoregressions," Economics Working Papers ECO2008/20, European University Institute.
  • Òscar Jordà & Massimiliano Marcellino, 2010. "Path forecast evaluation," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(4), pages 635-662.
    • Oscar Jorda & Massimiliano Marcellino, 2008. "Path Forecast Evaluation," Working Papers 131, University of California, Davis, Department of Economics.
    • Òscar Jordà & Massimiliano Marcellino, 2008. "Path Forecast Evaluation," Economics Working Papers ECO2008/34, European University Institute.
    • Marcellino, Massimiliano & Jordà , Ã’scar, 2008. "Path Forecast Evaluation," CEPR Discussion Papers 7009, C.E.P.R. Discussion Papers.
  • Vít Bubák, 2008. "Value-at-Risk on Central and Eastern European Stock Markets: An Empirical Investigation Using GARCH Models," Working Papers IES 2008/18, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Sep 2008.
  • Wagner Piazza Gaglianone & Luiz Renato Lima & Oliver Linton & Daniel R. Smith, 2011. "Evaluating Value-at-Risk Models via Quantile Regression," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 29(1), pages 150-160, January.
    • Gaglianone, Wagner Piazza & Lima, Luiz Renato & Linton, Oliver & Smith, Daniel R., 2011. "Evaluating Value-at-Risk Models via Quantile Regression," Journal of Business & Economic Statistics, American Statistical Association, vol. 29(1), pages 150-160.
    • Wagner P. Gaglianone & Luiz Renato Lima & Oliver Linton, 2008. "Evaluating Value-at-Risk Models via Quantile Regressions," Working Papers Series 161, Central Bank of Brazil, Research Department.
    • Gaglianone, Wagner Piazza & Linton, Oliver & Lima, Luiz Renato Regis de Oliveira, 2008. "Evaluating Value-at-Risk models via Quantile regressions," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 679, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
    • Wagner Piazza Gaglianone & Luiz Renato Lima & Oliver Linton & Daniel Smith, 2010. "Evaluating Value-at-Risk Models via Quantile Regression," NCER Working Paper Series 67, National Centre for Econometric Research.
    • Gaglianone, Wagner Piazza & Lima, Luiz Renato & Linton, Oliver & Smith, Daniel, 2009. "Evaluating Value-at-Risk models via Quantile Regression," UC3M Working papers. Economics we094625, Universidad Carlos III de Madrid. Departamento de Economía.
  • Jing-Zhi Huang & Zhan Shi & Hao Zhou, 2020. "Specification Analysis of Structural Credit Risk Models [Corporate bond valuation and hedging with stochastic interest rates and endogenous bankruptcy]," Review of Finance, European Finance Association, vol. 24(1), pages 45-98.
    • Jing-zhi Huang & Hao Zhou, 2008. "Specification analysis of structural credit risk models," Finance and Economics Discussion Series 2008-55, Board of Governors of the Federal Reserve System (U.S.).
  • Tor Jacobson & Jesper Lindé & Kasper Roszbach, 2013. "Firm Default And Aggregate Fluctuations," Journal of the European Economic Association, European Economic Association, vol. 11(4), pages 945-972, August.
    • Jacobson, Tor & Kindell, Rikard & Lindé, Jesper & Roszbach, Kasper, 2008. "Firm Default and Aggregate Fluctuations," Working Paper Series 226, Sveriges Riksbank (Central Bank of Sweden).
    • Tor Jacobson & Rikard Kindell & Jesper Lindé & Kasper Roszbach, 2008. "Firm default and aggregate fluctuations," Working Papers 08-21, Federal Reserve Bank of Philadelphia.
    • Linde, Jesper & Jacobson, Tor & Roszbach, Kasper & Kindell, Rikard, 2008. "Firm Default and Aggregate Fluctuations," CEPR Discussion Papers 7083, C.E.P.R. Discussion Papers.
    • Tor Jacobson & Jesper Lindé & Kasper Roszbach, 2011. "Firm default and aggregate fluctuations," International Finance Discussion Papers 1029, Board of Governors of the Federal Reserve System (U.S.).
  • Dean Croushore, 2011. "Frontiers of Real-Time Data Analysis," Journal of Economic Literature, American Economic Association, vol. 49(1), pages 72-100, March.
    • Dean Croushore, 2008. "Frontiers of real-time data analysis," Working Papers 08-4, Federal Reserve Bank of Philadelphia.
  • Christian T. Brownlees & Giampiero M. Gallo, 2010. "Comparison of Volatility Measures: a Risk Management Perspective," Journal of Financial Econometrics, Oxford University Press, vol. 8(1), pages 29-56, Winter.
    • Christian T. Brownlees & Giampiero M. Gallo, 2007. "Comparison of Volatility Measures: a Risk Management Perspective," Econometrics Working Papers Archive wp2007_15, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
    • Christian T. Brownlees & Giampiero Gallo, 2008. "Comparison of Volatility Measures: a Risk Management Perspective," Econometrics Working Papers Archive wp2008_03, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
  • Robert F. Engle & Giampiero M. Gallo & Margherita Velucchi, 2008. "A MEM-based Analysis of Volatility Spillovers in East Asian Financial Markets," Econometrics Working Papers Archive wp2008_09, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
  • Loss, Frederic & Malavolti-Grimal, Estelle & Verge, Thibaud & Berges-Sennou, Fabian, 2008. "European competition policy modernization: From notifications to legal exception," European Economic Review, Elsevier, vol. 52(1), pages 77-98, January.
    • Frédéric Loss & Estelle Malavolti-Grimal & Thibaud Vergé & Fabian Bergès-Sennou, 2005. "European Competition Policy Modernization : From Notifications to Legal Exception," Working Papers 2005-38, Center for Research in Economics and Statistics.
    • Frédéric Loss & Estelle Malavolti & Thibaud Vergé & Fabian Bergès-Sennou, 2008. "European competition policy modernization : from notifications to legal exception," Post-Print hal-01021575, HAL.
  • Jondeau, Eric & Sahuc, Jean-Guillaume, 2008. "Testing heterogeneity within the euro area," Economics Letters, Elsevier, vol. 99(1), pages 192-196, April.
    • Eric Jondeau & Jean-Guillaume Sahuc, 2007. "Testing heterogeneity within the euro area," Working papers 181, Banque de France.
    • Eric Jondeau & Jean-Guillaume Sahuc, 2008. "Testing Heterogeneity within the Euro Area," Post-Print hal-01612713, HAL.
  • Bertrand Candelon & Gilbert Colletaz & Christophe Hurlin & Sessi Tokpavi, 2011. "Backtesting Value-at-Risk: A GMM Duration-Based Test," Journal of Financial Econometrics, Oxford University Press, vol. 9(2), pages 314-343, Spring.
    • Gilbert COLLETAZ & Christophe HURLIN & Sessi TOKPAVI, 2008. "Backtesting Value-at-Risk: A GMM Duration-Based Test," LEO Working Papers / DR LEO 266, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
    • Gilbert Colletaz & Christophe Hurlin & Sessi Tokpavi, 2008. "Backtesting Value-at-Risk : A GMM Duration-based Test," Post-Print halshs-00363146, HAL.
    • Candelon, B. & Colletaz, G. & Hurlin, C. & Tokpavi, S., 2009. "Backtesting value-at-risk : a GMM duration-based test," Research Memorandum 062, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
    • Gilbert COLLETAZ & Christophe HURLIN & Sessi TOKPAVI, 2009. "Backtesting Value-at-Risk: A GMM Duration-Based Test," LEO Working Papers / DR LEO 265, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
    • Gilbert Colletaz & Christophe Hurlin & Sessi Tokpavi, 2008. "Backtesting Value-at-Risk: A GMM Duration-Based Test," Post-Print halshs-00364793, HAL.
    • Gilbert Colletaz & Christophe Hurlin & Sessi Tokpavi, 2008. "Backtesting Value-at-Risk : A GMM Duration-based Test," Post-Print halshs-00363168, HAL.
    • Gilbert Colletaz & Christophe Hurlin & Sessi Tokpavi, 2008. "Backtesting Value-at-Risk: A GMM Duration-Based Test," Post-Print halshs-00364797, HAL.
    • Gilbert Colletaz & Christophe Hurlin & Sessi Tokpavi, 2008. "Backtesting Value-at-Risk : A GMM Duration-based Test," Post-Print halshs-00363165, HAL.
    • Christophe Hurlin & Gilbert Colletaz & Sessi Tokpavi & Bertrand Candelon, 2008. "Backtesting Value-at-Risk: A GMM Duration-Based Test," Working Papers halshs-00329495, HAL.
    • Gilbert Colletaz & Christophe Hurlin & Sessi Tokpavi, 2008. "Backtesting Value-at-Risk: A GMM Duration-Based-Test," Post-Print halshs-00364796, HAL.
  • Bertrand Candelon & Gilbert Colletaz & Christophe Hurlin & Sessi Tokpavi, 2011. "Backtesting Value-at-Risk: A GMM Duration-Based Test," Journal of Financial Econometrics, Oxford University Press, vol. 9(2), pages 314-343, Spring.
    • Gilbert COLLETAZ & Christophe HURLIN & Sessi TOKPAVI, 2008. "Backtesting Value-at-Risk: A GMM Duration-Based Test," LEO Working Papers / DR LEO 266, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
    • Gilbert Colletaz & Christophe Hurlin & Sessi Tokpavi, 2008. "Backtesting Value-at-Risk : A GMM Duration-based Test," Post-Print halshs-00363165, HAL.
    • Candelon, B. & Colletaz, G. & Hurlin, C. & Tokpavi, S., 2009. "Backtesting value-at-risk : a GMM duration-based test," Research Memorandum 062, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
    • Gilbert COLLETAZ & Christophe HURLIN & Sessi TOKPAVI, 2009. "Backtesting Value-at-Risk: A GMM Duration-Based Test," LEO Working Papers / DR LEO 265, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
    • Gilbert Colletaz & Christophe Hurlin & Sessi Tokpavi, 2008. "Backtesting Value-at-Risk: A GMM Duration-Based Test," Post-Print halshs-00364793, HAL.
    • Gilbert Colletaz & Christophe Hurlin & Sessi Tokpavi, 2008. "Backtesting Value-at-Risk : A GMM Duration-based Test," Post-Print halshs-00363168, HAL.
    • Gilbert Colletaz & Christophe Hurlin & Sessi Tokpavi, 2008. "Backtesting Value-at-Risk: A GMM Duration-Based Test," Post-Print halshs-00364797, HAL.
    • Gilbert Colletaz & Christophe Hurlin & Sessi Tokpavi, 2008. "Backtesting Value-at-Risk : A GMM Duration-based Test," Post-Print halshs-00363146, HAL.
    • Christophe Hurlin & Gilbert Colletaz & Sessi Tokpavi & Bertrand Candelon, 2008. "Backtesting Value-at-Risk: A GMM Duration-Based Test," Working Papers halshs-00329495, HAL.
    • Gilbert Colletaz & Christophe Hurlin & Sessi Tokpavi, 2008. "Backtesting Value-at-Risk: A GMM Duration-Based-Test," Post-Print halshs-00364796, HAL.
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    • Gilbert COLLETAZ & Christophe HURLIN & Sessi TOKPAVI, 2009. "Backtesting Value-at-Risk: A GMM Duration-Based Test," LEO Working Papers / DR LEO 265, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
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    • Gilbert Colletaz & Christophe Hurlin & Sessi Tokpavi, 2008. "Backtesting Value-at-Risk : A GMM Duration-based Test," Post-Print halshs-00363168, HAL.
    • Gilbert Colletaz & Christophe Hurlin & Sessi Tokpavi, 2008. "Backtesting Value-at-Risk: A GMM Duration-Based Test," Post-Print halshs-00364797, HAL.
    • Gilbert Colletaz & Christophe Hurlin & Sessi Tokpavi, 2008. "Backtesting Value-at-Risk : A GMM Duration-based Test," Post-Print halshs-00363165, HAL.
    • Gilbert Colletaz & Christophe Hurlin & Sessi Tokpavi, 2008. "Backtesting Value-at-Risk : A GMM Duration-based Test," Post-Print halshs-00363146, HAL.
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    • Gilbert COLLETAZ & Christophe HURLIN & Sessi TOKPAVI, 2008. "Backtesting Value-at-Risk: A GMM Duration-Based Test," LEO Working Papers / DR LEO 266, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
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    • Candelon, B. & Colletaz, G. & Hurlin, C. & Tokpavi, S., 2009. "Backtesting value-at-risk : a GMM duration-based test," Research Memorandum 062, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
    • Gilbert COLLETAZ & Christophe HURLIN & Sessi TOKPAVI, 2009. "Backtesting Value-at-Risk: A GMM Duration-Based Test," LEO Working Papers / DR LEO 265, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
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    • Candelon, B. & Colletaz, G. & Hurlin, C. & Tokpavi, S., 2009. "Backtesting value-at-risk : a GMM duration-based test," Research Memorandum 062, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
    • Gilbert COLLETAZ & Christophe HURLIN & Sessi TOKPAVI, 2009. "Backtesting Value-at-Risk: A GMM Duration-Based Test," LEO Working Papers / DR LEO 265, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
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  • Kiho Jeong & Wolfgang Härdle, 2008. "A Consistent Nonparametric Test for Causality in Quantile," SFB 649 Discussion Papers SFB649DP2008-007, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
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  • Wolfgang Härdle & Nikolaus Hautsch & Uta Pigorsch, 2008. "Measuring and Modeling Risk Using High-Frequency Data," SFB 649 Discussion Papers SFB649DP2008-045, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
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  • Christos Floros, 2008. "Long Memory In Exchange Rates: International Evidence," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 2(1), pages 31-39.
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    • Robert Finger & Werner Hediger, 2008. "The Application of Robust Regression to a Production Function Comparison – the Example of Swiss Corn," IED Working paper 08-02, IED Institute for Environmental Decisions, ETH Zurich.
  • Oliver Linton & Kyungchul Song & Yoon-Jae Whang, 2008. "Bootstrap Tests of Stochastic Dominance with AsymptoticSimilarity on the Boundary," STICERD - Econometrics Paper Series 527, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
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  • Guido W. Imbens & Jeffrey M. Wooldridge, 2009. "Recent Developments in the Econometrics of Program Evaluation," Journal of Economic Literature, American Economic Association, vol. 47(1), pages 5-86, March.
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  • Millimet, Daniel L. & Tchernis, Rusty, 2008. "Minimizing Bias in Selection on Observables Estimators When Unconfoundness Fails," IZA Discussion Papers 3632, Institute of Labor Economics (IZA).
    • Daniel Millimet & Rusty Tchernis, 2008. "Minimizing Bias in Selection on Observables Estimators When Unconfoundness Fails," CAEPR Working Papers 2008-008, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
  • Escanciano, Juan Carlos & Velasco, Carlos, 2010. "Specification tests of parametric dynamic conditional quantiles," Journal of Econometrics, Elsevier, vol. 159(1), pages 209-221, November.
    • Juan Carlos Escanciano & Carlos Velasco, 2008. "Specification Tests of Parametric Dynamic Conditional Quantiles," CAEPR Working Papers 2008-021, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
    • J. Carlos Escanciano & Carlos Velasco, 2010. "Specification tests of parametric dynamic conditional quantiles," Post-Print hal-00732534, HAL.
  • Sara Castellanos & Marco Oviedo, 2008. "Optimal Bidding in the Mexican Treasury Securities Primary Auctions: Results of a Structural Econometric Approach," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 45(131), pages 3-28.
  • Michalis Petrides & Alex Karagrigoriou, 2008. "Determinants of Debt: An Econometric Analysis Based on the Cyprus Survey of Consumer Finances," Financial Theory and Practice, Institute of Public Finance, vol. 32(1), pages 45-64.
  • Bruno, Giancarlo, 2008. "Forecasting Using Functional Coefficients Autoregressive Models," MPRA Paper 42335, University Library of Munich, Germany.
    • Giancarlo Bruno, 2008. "Forecasting Using Functional Coefficients Autoregressive Models," ISAE Working Papers 98, ISTAT - Italian National Institute of Statistics - (Rome, ITALY).
  • Rolf Scheufele, 2008. "Evaluating the German (New Keynesian) Phillips Curve," IWH Discussion Papers 10, Halle Institute for Economic Research.
  • Kovandzic, Tomislav & Schaffer, Mark E & Kleck, Gary, 2008. "Estimating the Causal Effect of Gun Prevalence on Homicide Rates: A Local Average Treatment Effect Approach," IZA Discussion Papers 3589, Institute of Labor Economics (IZA).
  • Daniel Millimet & Rusty Tchernis, 2008. "Minimizing Bias in Selection on Observables Estimators When Unconfoundness Fails," CAEPR Working Papers 2008-008, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
    • Millimet, Daniel L. & Tchernis, Rusty, 2008. "Minimizing Bias in Selection on Observables Estimators When Unconfoundness Fails," IZA Discussion Papers 3632, Institute of Labor Economics (IZA).
  • Guido W. Imbens & Jeffrey M. Wooldridge, 2009. "Recent Developments in the Econometrics of Program Evaluation," Journal of Economic Literature, American Economic Association, vol. 47(1), pages 5-86, March.
    • Guido Imbens & Jeffrey M. Wooldridge, 2008. "Recent developments in the econometrics of program evaluation," CeMMAP working papers CWP24/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    • Wooldridge, Jeffrey M. & Imbens, Guido, 2009. "Recent Developments in the Econometrics of Program Evaluation," Scholarly Articles 3043416, Harvard University Department of Economics.
    • Imbens, Guido W. & Wooldridge, Jeffrey M., 2008. "Recent Developments in the Econometrics of Program Evaluation," IZA Discussion Papers 3640, Institute of Labor Economics (IZA).
    • Guido M. Imbens & Jeffrey M. Wooldridge, 2008. "Recent Developments in the Econometrics of Program Evaluation," NBER Working Papers 14251, National Bureau of Economic Research, Inc.
  • Thierry Warin & Phanindra V. Wunnava & Hubert P. Janicki, 2009. "Testing Mundell's Intuition of Endogenous OCA Theory," Review of International Economics, Wiley Blackwell, vol. 17(1), pages 74-86, February.
    • Warin, Thierry & Wunnava, Phanindra V. & Janicki, Hubert P., 2008. "Testing Mundell's Intuition of Endogenous OCA Theory," IZA Discussion Papers 3739, Institute of Labor Economics (IZA).
  • Richard Blundell & Monica Costa Dias, 2009. "Alternative Approaches to Evaluation in Empirical Microeconomics," Journal of Human Resources, University of Wisconsin Press, vol. 44(3).
    • Richard Blundell & Monica Costa Dias, 2002. "Alternative approaches to evaluation in empirical microeconomics," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 1(2), pages 91-115, August.
    • Richard Blundell & Monica Costa Dias, 2002. "Alternative approaches to evaluation in empirical microeconomics," CeMMAP working papers CWP10/02, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    • Blundell, Richard & Costa Dias, Monica, 2008. "Alternative Approaches to Evaluation in Empirical Microeconomics," IZA Discussion Papers 3800, Institute of Labor Economics (IZA).
    • Richard Blundell & Monica Costa Dias, 2002. "Alternative approaches to evaluation in empirical microeconomics," CeMMAP working papers 10/02, Institute for Fiscal Studies.
    • Richard Blundell & Monica Costa Dias, 2008. "Alternative approaches to evaluation in empirical microeconomics," CeMMAP working papers CWP26/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    • Richard Blundell & Mónica Costa Dias, 2008. "Alternative Approaches to Evaluation in Empirical Microeconomics," CEF.UP Working Papers 0805, Universidade do Porto, Faculdade de Economia do Porto.
    • Richard Blundell & Monica Costa Dias, 2008. "Alternative approaches to evaluation in empirical microeconomics," CeMMAP working papers 26/08, Institute for Fiscal Studies.
  • Dolado, Juan J & Stucchi, Rodolfo, 2008. "Do Temporary Contracts Affect TFP? Evidence from Spanish Manufacturing Firms," CEPR Discussion Papers 7055, C.E.P.R. Discussion Papers.
    • Dolado, Juan J. & Stucchi, Rodolfo, 2008. "Do Temporary Contracts Affect TFP? Evidence from Spanish Manufacturing Firms," IZA Discussion Papers 3832, Institute of Labor Economics (IZA).
  • Alexander Mihailov & Fabio Rumler & Johann Scharler, 2011. "The Small Open-Economy New Keynesian Phillips Curve: Empirical Evidence and Implied Inflation Dynamics," Open Economies Review, Springer, vol. 22(2), pages 317-337, April.
    • Alexander Mihailov & Fabio Rumler & Johann Scharler, 2008. "The Small Open-Economy New Keynesian Phillips Curve: Empirical Evidence and Implied Inflation Dynamics," Economics Discussion Papers em-dp2008-63, Department of Economics, University of Reading.
    • Alexander Mihailov & Fabio Rumler & Johann Scharler, 2008. "The Small Open-Economy New Keynesian Phillips Curve: Empirical Evidence and Implied Inflation Dynamics," Economics working papers 2008-17, Department of Economics, Johannes Kepler University Linz, Austria.
  • Jean-Thomas Bernard & Lynda Khalaf & Maral Kichian & Sebastien Mcmahon, 2008. "Forecasting commodity prices: GARCH, jumps, and mean reversion," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 27(4), pages 279-291.
    • Jean-Thomas Bernard & Lynda Khalaf & Maral Kichian & Sebastien McMahon, 2006. "Forecasting Commodity Prices: GARCH, Jumps, and Mean Reversion," Staff Working Papers 06-14, Bank of Canada.
  • Dimitris K. Christopoulos & Miguel A. León-Ledesma, 2008. "Testing for Granger (non-)causality in a time-varying coefficient VAR model," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 27(4), pages 293-303.
    • Dimitris K. Christopoulos & Miguel Leon-Ledesma, 2008. "Testing for Granger (non)-Causality in a Time Varying Coefficient VAR Model," Studies in Economics 0802, School of Economics, University of Kent.
  • Hyndman, Rob J. & Khandakar, Yeasmin, 2008. "Automatic Time Series Forecasting: The forecast Package for R," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 27(i03).
    • Rob J. Hyndman & Yeasmin Khandakar, 2007. "Automatic time series forecasting: the forecast package for R," Monash Econometrics and Business Statistics Working Papers 6/07, Monash University, Department of Econometrics and Business Statistics.
  • Thomas Busch, 2008. "Testing the martingale restriction for option implied densities," Review of Derivatives Research, Springer, vol. 11(1), pages 61-81, March.
  • Conrad, Christian & Karanasos, Menelaos, 2010. "Negative Volatility Spillovers In The Unrestricted Eccc-Garch Model," Econometric Theory, Cambridge University Press, vol. 26(3), pages 838-862, June.
    • Christian Conrad & Menelaos Karanasos, 2008. "Negative Volatility Spillovers in the Unrestricted ECCC-GARCH Model," KOF Working papers 08-189, KOF Swiss Economic Institute, ETH Zurich.
  • Kristóf, Tamás, 2008. "A csődelőrejelzés és a nem fizetési valószínűség számításának módszertani kérdéseiről [Some methodological questions of bankruptcy prediction and probability of default estimation]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(5), pages 441-461.
  • Hall, Maximilian J.B. & Kenjegalieva, Karligash A. & Simper, Richard, 2012. "Environmental factors affecting Hong Kong banking: A post-Asian financial crisis efficiency analysis," Global Finance Journal, Elsevier, vol. 23(3), pages 184-201.
    • Maximilian J. B. Hall & Karligash A. Kenjegalieva & Richard Simper, 2008. "Environmental Factors Affecting Hong Kong Banking: A Post-Asian Financial Crisis Efficiency Analysis," Working Papers 122008, Hong Kong Institute for Monetary Research.
    • Karligash Kenjegalieva & Maximilian J. B. Hall & Richard Simper, 2008. "Environmental Factors Affecting Hong Kong Banking: A Post-Asian Financial Crisis Efficiency Analysis," Discussion Paper Series 2008-01, Department of Economics, Loughborough University, revised Jun 2008.
  • Muliaman Hadad & Maximilian Hall & Karligash Kenjegalieva & Wimboh Santoso & Richard Simper, 2011. "Banking efficiency and stock market performance: an analysis of listed Indonesian banks," Review of Quantitative Finance and Accounting, Springer, vol. 37(1), pages 1-20, July.
    • Muliaman D. Hadad & Maximilian J. B. Hall & Wimboh Santoso & Ricky Satria & Karligash Kenjegalieva & Richard Simper, 2008. "Banking Efficiency and Stock Market Performance: An Analysis of Listed Indonesian Banks," Discussion Paper Series 2008_07, Department of Economics, Loughborough University, revised Aug 2008.
  • Muliaman D. Hadad & Maximilian J. B. Hall & Wimboh Santoso & Ricky Satria & Karligash Kenjegalieva & Richard Simper, 2008. "Efficiency and Malmquist Indices of Productivity Change in Indonesian Banking," Discussion Paper Series 2008_08, Department of Economics, Loughborough University, revised Aug 2008.
  • Muliaman D. Hadad & Maximilian J. B. Hall & Wimboh Santoso & Ricky Satria & Karligash Kenjegalieva & Richard Simper, 2008. "Efficiency in Indonesian Banking: Recent Evidence," Discussion Paper Series 2008_13, Department of Economics, Loughborough University, revised Nov 2008.
  • Deborah Gefang & Rodney Strachan, 2008. "Nonlinear Impacts of International Business Cycles on the UK — a Bayesian Smooth Transition VAR," Discussion Papers in Economics 08/4, Division of Economics, School of Business, University of Leicester.
  • Bertrand Candelon & Gilbert Colletaz & Christophe Hurlin & Sessi Tokpavi, 2011. "Backtesting Value-at-Risk: A GMM Duration-Based Test," Journal of Financial Econometrics, Oxford University Press, vol. 9(2), pages 314-343, Spring.
    • Gilbert Colletaz & Christophe Hurlin & Sessi Tokpavi, 2008. "Backtesting Value-at-Risk: A GMM Duration-Based-Test," Post-Print halshs-00364796, HAL.
    • Gilbert COLLETAZ & Christophe HURLIN & Sessi TOKPAVI, 2008. "Backtesting Value-at-Risk: A GMM Duration-Based Test," LEO Working Papers / DR LEO 266, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
    • Candelon, B. & Colletaz, G. & Hurlin, C. & Tokpavi, S., 2009. "Backtesting value-at-risk : a GMM duration-based test," Research Memorandum 062, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
    • Gilbert COLLETAZ & Christophe HURLIN & Sessi TOKPAVI, 2009. "Backtesting Value-at-Risk: A GMM Duration-Based Test," LEO Working Papers / DR LEO 265, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
    • Gilbert Colletaz & Christophe Hurlin & Sessi Tokpavi, 2008. "Backtesting Value-at-Risk: A GMM Duration-Based Test," Post-Print halshs-00364793, HAL.
    • Gilbert Colletaz & Christophe Hurlin & Sessi Tokpavi, 2008. "Backtesting Value-at-Risk : A GMM Duration-based Test," Post-Print halshs-00363168, HAL.
    • Gilbert Colletaz & Christophe Hurlin & Sessi Tokpavi, 2008. "Backtesting Value-at-Risk: A GMM Duration-Based Test," Post-Print halshs-00364797, HAL.
    • Gilbert Colletaz & Christophe Hurlin & Sessi Tokpavi, 2008. "Backtesting Value-at-Risk : A GMM Duration-based Test," Post-Print halshs-00363165, HAL.
    • Gilbert Colletaz & Christophe Hurlin & Sessi Tokpavi, 2008. "Backtesting Value-at-Risk : A GMM Duration-based Test," Post-Print halshs-00363146, HAL.
    • Christophe Hurlin & Gilbert Colletaz & Sessi Tokpavi & Bertrand Candelon, 2008. "Backtesting Value-at-Risk: A GMM Duration-Based Test," Working Papers halshs-00329495, HAL.
  • Bernard, Jean-Thomas & Khalaf, Lynda & Kichian, Maral & McMahon, Sébastien, 2008. "Oil Prices: Heavy Tails, Mean Reversion and the Convenience Yield," Cahiers de recherche 0801, GREEN.
  • Don Bredin & Stilianos Fountas, 2008. "Macroeconomic Uncertainty and Performance in the European Union and Implications for the objectives of Monetary Policy," Discussion Paper Series 2008_01, Department of Economics, University of Macedonia, revised Jan 2008.
  • Catherine Kyrtsou & Michel Terraza, 2010. "Seasonal Mackey–Glass–GARCH process and short-term dynamics," Empirical Economics, Springer, vol. 38(2), pages 325-345, April.
    • Catherine Kyrtsou & Michel Terraza, 2008. "Seasonal Mackey-Glass-GARCH process and short-term dynamics," Discussion Paper Series 2008_09, Department of Economics, University of Macedonia, revised Sep 2008.
  • Theodore Panagiotidis, 2010. "Market efficiency and the Euro: the case of the Athens stock exchange," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 37(3), pages 237-251, July.
    • Theodore Panagiotidis, 2003. "Market Efficiency and the Euro:The case of the Athens Stock Exchange," Public Policy Discussion Papers 03-08, Economics and Finance Section, School of Social Sciences, Brunel University.
    • Theodore Panagiotidis, 2008. "Market Efficiency and the Euro: The case of the Athens Stock exchange," Discussion Paper Series 2008_14, Department of Economics, University of Macedonia, revised Dec 2008.
    • Theodore Panagiotidis, 2005. "Market Efficiency and the Euro: The case of the Athens Stock Exchange," Finance 0507022, University Library of Munich, Germany.
    • Theodore Panagiotidis, 2003. "Market Efficiency and the Euro:The case of the Athens Stock Exchange," Economics and Finance Discussion Papers 03-08, Economics and Finance Section, School of Social Sciences, Brunel University.
  • Timotheos Angelidis & Alexandros Benos, 2008. "Value-at-Risk for Greek Stocks," Multinational Finance Journal, Multinational Finance Journal, vol. 12(1-2), pages 67-104, March-Jun.
  • Harold Alvarez Alvarez, 2008. "Contabilidad, juicios ético-morales y desarrollo humano: una reflexión en la perspectiva de la transdisciplinariedad Patterns in Neighboring Areas Colombia," Lúmina. Revista iberoamericana de Contabilidad, Administración y Economía, Facultad de Ciencias Contables, Económicas y Administrativas, Universidad de Manizales., vol. 0(9), pages 8-19, Diciembre.
  • Carlo Mazzaferro & Marcello Morciano, 2008. "CAPP_DYN: A Dynamic Microsimulation Model for the Italian Social Security System," Department of Economics 0595, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
    • Carlo Mazzaferro & Marcello Morciano, 2012. "CAPP_DYN: A Dynamic Microsimulation Model for the Italian Social Security System," Center for the Analysis of Public Policies (CAPP) 0048, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
  • Dominique Guegan & Pierre-André Maugis, 2008. "New prospects on vines," Documents de travail du Centre d'Economie de la Sorbonne b08095, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Mar 2010.
    • Dominique Guegan & Pierre-André Maugis, 2010. "New Prospects on Vines," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00348884, HAL.
  • Athanasopoulos, George & Hyndman, Rob J. & Song, Haiyan & Wu, Doris C., 2011. "The tourism forecasting competition," International Journal of Forecasting, Elsevier, vol. 27(3), pages 822-844.
    • Athanasopoulos, George & Hyndman, Rob J. & Song, Haiyan & Wu, Doris C., 2011. "The tourism forecasting competition," International Journal of Forecasting, Elsevier, vol. 27(3), pages 822-844, July.
    • George Athanasopoulos & Rob J Hyndman & Haiyan Song & Doris C Wu, 2008. "The tourism forecasting competition," Monash Econometrics and Business Statistics Working Papers 10/08, Monash University, Department of Econometrics and Business Statistics, revised Oct 2009.
  • Kim, Jae H. & Wong, Kevin & Athanasopoulos, George & Liu, Shen, 2011. "Beyond point forecasting: Evaluation of alternative prediction intervals for tourist arrivals," International Journal of Forecasting, Elsevier, vol. 27(3), pages 887-901, July.
    • Kim, Jae H. & Wong, Kevin & Athanasopoulos, George & Liu, Shen, 2011. "Beyond point forecasting: Evaluation of alternative prediction intervals for tourist arrivals," International Journal of Forecasting, Elsevier, vol. 27(3), pages 887-901.
    • Jae H. Kim & Haiyang Song & Kevin Wong & George Athanasopoulos & Shen Liu, 2008. "Beyond point forecasting: evaluation of alternative prediction intervals for tourist arrivals," Monash Econometrics and Business Statistics Working Papers 11/08, Monash University, Department of Econometrics and Business Statistics, revised Oct 2009.
  • Rob J Hyndman & Shu Fan, 2008. "Density forecasting for long-term peak electricity demand," Monash Econometrics and Business Statistics Working Papers 6/08, Monash University, Department of Econometrics and Business Statistics.
  • Kolasa, Marcin, 2009. "Structural heterogeneity or asymmetric shocks? Poland and the euro area through the lens of a two-country DSGE model," Economic Modelling, Elsevier, vol. 26(6), pages 1245-1269, November.
    • Kolasa, Marcin, 2008. "Structural heterogeneity or asymmetric shocks? Poland and the euro area through the lens of a two-country DSGE model," MPRA Paper 8750, University Library of Munich, Germany.
    • Marcin Kolasa, 2008. "Structural heterogeneity or asymmetric shocks? Poland and the euro area through the lens of a two-country DSGE model," NBP Working Papers 49, Narodowy Bank Polski.
  • Yu-Chin Chen & Kenneth S. Rogoff & Barbara Rossi, 2010. "Can Exchange Rates Forecast Commodity Prices?," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 125(3), pages 1145-1194.
    • Yu-chin Chen & Kenneth Rogoff & Barbara Rossi, 2008. "Can Exchange Rates Forecast Commodity Prices?," Working Papers UWEC-2008-11-FC, University of Washington, Department of Economics, revised Oct 2009.
    • Yu-chin Chen & Kenneth Rogoff & Barbara Rossi, 2010. "Can Exchange Rates Forecast Commodity Prices?," Working Papers 10-07, Duke University, Department of Economics.
    • Yu-Chin Chen & Kenneth Rogoff & Barbara Rossi, 2008. "Can Exchange Rates Forecast Commodity Prices?," NBER Working Papers 13901, National Bureau of Economic Research, Inc.
    • Kenneth Rogoff & Barbara Rossi & Yu-chin Chen, 2008. "Can Exchange Rates Forecast Commodity Prices?," 2008 Meeting Papers 540, Society for Economic Dynamics.
    • Chen, Yu-chin & Rogoff, Kenneth & Rossi, Barbara, 2008. "Can Exchange Rates Forecast Commodity Prices?," Working Papers 08-03, Duke University, Department of Economics.
    • Rogoff, Kenneth S. & Chen, Yu-Chin & Rossi, Barbara, 2010. "Can Exchange Rates Forecast Commodity Prices?," Scholarly Articles 29412033, Harvard University Department of Economics.
  • Kenneth S. Rogoff & Vania Stavrakeva, 2008. "The Continuing Puzzle of Short Horizon Exchange Rate Forecasting," NBER Working Papers 14071, National Bureau of Economic Research, Inc.
  • Maria Elena Bontempi & Jacques Mairesse, 2008. "Intangible Capital and Productivity: An Exploration on a Panel of Italian Manufacturing Firms," NBER Working Papers 14108, National Bureau of Economic Research, Inc.
  • Hong, Han & Preston, Bruce, 2012. "Bayesian averaging, prediction and nonnested model selection," Journal of Econometrics, Elsevier, vol. 167(2), pages 358-369.
    • Han Hong & Bruce Preston, 2008. "Bayesian Averaging, Prediction and Nonnested Model Selection," NBER Working Papers 14284, National Bureau of Economic Research, Inc.
  • Christina Amado & Timo Teräsvirta, 2008. "Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure," CREATES Research Papers 2008-08, Department of Economics and Business Economics, Aarhus University.
    • Cristina Amado & Timo Teräsvirta, 2008. "Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure," NIPE Working Papers 03/2008, NIPE - Universidade do Minho.
    • Amado, Cristina & Teräsvirta, Timo, 2008. "Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure," SSE/EFI Working Paper Series in Economics and Finance 691, Stockholm School of Economics.
  • Campuzano Bolarín, Francisco & Lario Esteban, Francisco Cruz & Ros McDonnell, Lorenzo, 2008. "Consecuencias del efecto Bullwhip según distintas estrategias de gestión de la cadena de suministro: modelado y simulación = Bullwhip Effect Consequences according to Different Supply Chain Management," 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. 5(1), pages 49-66, June.
  • Massimiliano Caporin & Michael McAleer, 2011. "Thresholds, news impact surfaces and dynamic asymmetric multivariate GARCH," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 65(2), pages 125-163, May.
    • Massimiliano Caporin & Michael McAleer, 2008. "Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH," "Marco Fanno" Working Papers 0064, Dipartimento di Scienze Economiche "Marco Fanno".
    • Michael McAleer & Massimiliano Caporin, 2010. "Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH," Working Papers in Economics 10/32, University of Canterbury, Department of Economics and Finance.
    • Caporin, M. & McAleer, M.J., 2010. "Threshold, news impact surfaces and dynamic asymmetric multivariate GARCH," Econometric Institute Research Papers EI 2010-36, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    • Massimiliano Caporin & Michael McAleer, 2010. "Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH," Working Papers in Economics 10/73, University of Canterbury, Department of Economics and Finance.
    • Massimiliano Caporin & Michael McAleer, 2010. "Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH," CIRJE F-Series CIRJE-F-740, CIRJE, Faculty of Economics, University of Tokyo.
    • Massimiliano Caporin & Michael McAleer, 2009. "Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH," Documentos de Trabajo del ICAE 2009-11, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
    • Massimiliano Caporin & Michael McAleer, 2010. "Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH," CARF F-Series CARF-F-217, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
    • Massimiliano Caporin & Michael McAleer, 2010. "Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH," KIER Working Papers 741, Kyoto University, Institute of Economic Research.
  • Kyungchul Song, 2008. "Testing Distributional Inequalities and Asymptotic Bias," PIER Working Paper Archive 08-005, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  • Oliver Linton & Kyungchui (Kevin) Song & Yoon-Jae Whang, 2008. "Bootstrap tests of stochastic dominance with asymptotic similarity on the boundary," CeMMAP working papers CWP08/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    • Oliver Linton1 & Kyungchul Song & Yoon-Jae Whang, 2008. "Bootstrap Tests of Stochastic Dominance with Asymptotic Similarity on the Boundary," PIER Working Paper Archive 08-006, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
    • Linton, Oliver & Song, Kyungchul & Whang, Yoon-Jae, 2008. "Bootstrap tests of stochastic dominance with asymptotic similarity on the boundary," LSE Research Online Documents on Economics 25092, London School of Economics and Political Science, LSE Library.
    • Oliver Linton & Kyungchul Song & Yoon-Jae Whang, 2008. "Bootstrap Tests of Stochastic Dominance with AsymptoticSimilarity on the Boundary," STICERD - Econometrics Paper Series 527, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  • Ana Oliveira-Brochado & Francisco Vitorino Martins, 2008. "Determining the Number of Market Segments Using an Experimental Design," FEP Working Papers 263, Universidade do Porto, Faculdade de Economia do Porto.
  • Chasco, Coro & López, Ana María & Guillain, Rachel, 2008. "The non-stationary influence of geography on the spatial agglomeration of production in the EU," MPRA Paper 10737, University Library of Munich, Germany.
  • William Barnett & Evgeniya Duzhak, 2010. "Empirical assessment of bifurcation regions within New Keynesian models," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 45(1), pages 99-128, October.
    • William Barnett & Evgeniya Aleksandrovna Duzhak, 2008. "Empirical Assessment of Bifurcation Regions within New Keynesian Models," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 200811, University of Kansas, Department of Economics, revised Oct 2008.
    • Barnett, William A. & Duzhak, Evgeniya A., 2008. "Empirical assessment of bifurcation regions within new Keynesian models," MPRA Paper 11249, University Library of Munich, Germany.
  • Rossi, E. & Spazzini, F., 2010. "Model and distribution uncertainty in multivariate GARCH estimation: A Monte Carlo analysis," Computational Statistics & Data Analysis, Elsevier, vol. 54(11), pages 2786-2800, November.
    • Rossi, Eduardo & Spazzini, Filippo, 2008. "Model and distribution uncertainty in multivariate GARCH estimation: a Monte Carlo analysis," MPRA Paper 12260, University Library of Munich, Germany.
  • Barnett, William A. & Serletis, Apostolos, 2008. "Measuring Consumer Preferences and Estimating Demand Systems," MPRA Paper 12318, University Library of Munich, Germany.
    • William Barnett & Apostolos Serletis, 2009. "Measuring Consumer Preferences and Estimating Demand Systems," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 200901, University of Kansas, Department of Economics, revised Jan 2009.
  • Barnett, William A. & Serletis, Apostolos, 2008. "The Differential Approach to Demand Analysis and the Rotterdam Model," MPRA Paper 12319, University Library of Munich, Germany.
    • William Barnett & Apostolos Serletis, 2009. "The Differential Approach to Demand Analysis and the Rotterdam Model," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 200902, University of Kansas, Department of Economics, revised Jan 2009.
  • Mohammad R. Jahan-Parvar (bio) & Hassan Mohammadi (bio), 2011. "Oil Prices and Real Exchange Rates in Oil-Exporting Countries: A Bounds Testing Approach," Journal of Developing Areas, Tennessee State University, College of Business, vol. 45(1), pages 313-322, July-Dece.
    • Jahan-Parvar, Mohammad R. & Mohammadi, Hassan, 2008. "Oil Prices and Real Exchange Rates in Oil-Exporting Countries: A Bounds Testing Approach," MPRA Paper 13435, University Library of Munich, Germany.
  • Eo, Yunjong, 2008. "Bayesian Analysis of DSGE Models with Regime Switching," MPRA Paper 13910, University Library of Munich, Germany, revised 11 Feb 2009.
  • Rao, Surekha & Ghali, Moheb & Krieg, John, 2008. "On the J-test for nonnested hypotheses and Bayesian extension," MPRA Paper 14637, University Library of Munich, Germany.
  • Mendonca, Gui Pedro, 2008. "Structural Breaks, Regime Change and Asymmetric Adjustment: A Short and Long Run Global Approach to the Output/Unemployment Dynamics," MPRA Paper 14648, University Library of Munich, Germany.
  • Maldonado, Diego & Pazmiño, Mariela, 2008. "Nuevas Herramientas para la Administración del Riesgo Crediticio: El caso de una Cartera Crediticia Ecuatoriana [New Management Tool for Credit Risk analysis: An aplication for Financial Institutio," MPRA Paper 17163, University Library of Munich, Germany, revised 30 Dec 2008.
  • El Bouhadi, A. & Ounir, A. & El Maguiri, M., 2008. "Construction d’un portefeuille efficient : Application empirique à partir d’un échantillon de valeurs cotées à la Bourse des Valeurs de Casablanca [THE efficient portfolio construction: an empirica," MPRA Paper 19681, University Library of Munich, Germany.
  • Dimitris Korobilis, 2008. "Forecasting in vector autoregressions with many predictors," Advances in Econometrics, in: Bayesian Econometrics, pages 403-431, Emerald Group Publishing Limited.
    • Korobilis, Dimitris, 2008. "Forecasting in vector autoregressions with many predictors," MPRA Paper 21122, University Library of Munich, Germany.
  • Nikkin L. Beronilla & Dennis S. Mapa, 2008. "Range-based models in estimating value-at-risk (VaR)," Philippine Review of Economics, University of the Philippines School of Economics and Philippine Economic Society, vol. 45(2), pages 87-99, December.
    • Mapa, Dennis & Beronilla, Nikkin, 2008. "Range-Based Models in Estimating Value-at-Risk (VaR)," MPRA Paper 21223, University Library of Munich, Germany.
  • Blache, Guillaume, 2008. "Active Labour Market Policies in Denmark: A Comparative Analysis of Post-Program Effects," MPRA Paper 23168, University Library of Munich, Germany, revised 19 Feb 2009.
  • El Bouhadi, A. & Elkhider, Abdelkader & Kchirid, El Mustapha & Idriss, El Abbassi, 2008. "LES déterminants du taux de change au Maroc : Une étude empirique [THE Exchange Rate Determinants in Morocco: An Empirical Investigation]," MPRA Paper 24115, University Library of Munich, Germany.
  • Amroush, Fadi & Baderddeen, Alkhoder & Yusef, Talal, 2008. "Using Artificial intelligence to select the optimal E-CRM Based business needs," MPRA Paper 25758, University Library of Munich, Germany.
  • Abderrazik, Amal & Boutkardine, Mehdi & El Bahi, Nour El Houda & Kartoubi, Salah Eddine & El Bouhadi, Abdelhamid, 2008. "Evaluation du Risque d’un Echantillon de Valeurs Mobilières de la Bourse de Casablanca [Risk Assessment of a Sample of Securities in Casablanca Stock Exchange]," MPRA Paper 27731, University Library of Munich, Germany.
  • Harding, Don & Negara, Siwage, 2008. "Estimating baseline real business cycle models of the Australian economy," MPRA Paper 33556, University Library of Munich, Germany.
  • Chan, Tze-Haw & Chong, Lee Lee & Khong, Wye Leong Roy, 2008. "Real Exchange Rate Behavior: New Evidence with Linear and Non-linear Endogenous Break(s)," MPRA Paper 3406, University Library of Munich, Germany.
  • Guzman, Giselle C., 2008. "Using sentiment to predict GDP growth and stock returns," MPRA Paper 36505, University Library of Munich, Germany.
  • Daniel Buncic, 2008. "A Note on Long Horizon Forecasts of Nonlinear Models of Real Exchange Rates: Comments on Rapach and Wohar (2006)," Discussion Papers 2008-02, School of Economics, The University of New South Wales.
    • Buncic, Daniel, 2008. "A note on long horizon forecasts of nonlinear models of real exchange rates: Comments on Rapach and Wohar (2006)," MPRA Paper 6904, University Library of Munich, Germany.
  • Alper, C. Emre & Fendoglu, Salih & Saltoglu, Burak, 2008. "Forecasting Stock Market Volatilities Using MIDAS Regressions: An Application to the Emerging Markets," MPRA Paper 7460, University Library of Munich, Germany.
  • Angelidis, Timotheos & Degiannakis, Stavros, 2008. "Volatility forecasting: intra-day vs. inter-day models," MPRA Paper 80434, University Library of Munich, Germany.
  • Stavros Degiannakis & Alexandra Livada & Epaminondas Panas, 2008. "Rolling-sampled parameters of ARCH and Levy-stable models," Applied Economics, Taylor & Francis Journals, vol. 40(23), pages 3051-3067.
    • Degiannakis, Stavros & Livada, Alexandra & Panas, Epaminondas, 2008. "Rolling-sampled parameters of ARCH and Levy-stable models," MPRA Paper 80464, University Library of Munich, Germany.
  • Markku Lanne & Pentti Saikkonen, 2008. "Modeling Expectations with Noncausal Autoregressions," Economics Working Papers ECO2008/20, European University Institute.
    • Lanne, Markku & Saikkonen, Pentti, 2008. "Modeling Expectations with Noncausal Autoregressions," MPRA Paper 8411, University Library of Munich, Germany.
  • Bernardi, Mauro & Della Corte, Giuseppe & Proietti, Tommaso, 2008. "Extracting the Cyclical Component in Hours Worked: a Bayesian Approach," MPRA Paper 8967, University Library of Munich, Germany.
  • Lorde, Troy & Francis, Brian & Waithe, Kimberly & Taylor, Timothy, 2008. "Interest Rate Determination in Small Developing Countries," MPRA Paper 95621, University Library of Munich, Germany.
  • Degiannakis, Stavros, 2008. "Forecasting Vix," MPRA Paper 96307, University Library of Munich, Germany.
  • Stavros Degiannakis & Evdokia Xekalaki, 2008. "SPEC model selection algorithm for ARCH models: an options pricing evaluation framework," Applied Financial Economics Letters, Taylor & Francis Journals, vol. 4(6), pages 419-423.
    • Degiannakis, Stavros & Xekalaki, Evdokia, 2008. "SPEC Model Selection Algorithm for ARCH Models: an Options Pricing Evaluation Framework," MPRA Paper 96321, University Library of Munich, Germany.
  • Angelidis, Timotheos & Degiannakis, Stavros, 2008. "Volatility forecasting: Intra-day versus inter-day models," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 18(5), pages 449-465, December.
    • Angelidis, Timotheos & Degiannakis, Stavros, 2008. "Volatility forecasting: Intra-day versus inter-day models," MPRA Paper 96322, University Library of Munich, Germany.
  • Joseph V. Balagtas & Matthew T. Holt, 2009. "The Commodity Terms of Trade, Unit Roots, and Nonlinear Alternatives: A Smooth Transition Approach," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 91(1), pages 87-105.
    • Goodwin, Barry K. & Holt, Matthew T. & Prestemon, Jeffery P., 2008. "The Commodity Terms of Trade, Unit Roots, and Nonlinear Alternatives: A Smooth Transition Approach," MPRA Paper 9684, University Library of Munich, Germany.
  • Jesse Rothstein, 2009. "Student Sorting and Bias in Value-Added Estimation: Selection on Observables and Unobservables," Education Finance and Policy, MIT Press, vol. 4(4), pages 537-571, October.
    • Jesse Rothstein, 2008. "Student Sorting and Bias in Value Added Estimation: Selection on Observables and Unobservables," Working Papers 1059, Princeton University, Woodrow Wilson School of Public and International Affairs, Education Research Section..
    • Jesse Rothstein, 2009. "Student sorting and bias in value added estimation: Selection on observables and unobservables," NBER Working Papers 14666, National Bureau of Economic Research, Inc.
    • Jesse Rothstein, 2008. "Student Sorting and Bias in Value Added Estimation: Selection on Observables and Unobservables," Working Papers 1054, Princeton University, Department of Economics, Center for Economic Policy Studies..
  • Jesse Rothstein, 2009. "Student Sorting and Bias in Value-Added Estimation: Selection on Observables and Unobservables," Education Finance and Policy, MIT Press, vol. 4(4), pages 537-571, October.
    • Jesse Rothstein, 2008. "Student Sorting and Bias in Value Added Estimation: Selection on Observables and Unobservables," Working Papers 1054, Princeton University, Department of Economics, Center for Economic Policy Studies..
    • Jesse Rothstein, 2008. "Student Sorting and Bias in Value Added Estimation: Selection on Observables and Unobservables," Working Papers 1059, Princeton University, School of Public and International Affairs, Education Research Section..
    • Jesse Rothstein, 2009. "Student sorting and bias in value added estimation: Selection on observables and unobservables," NBER Working Papers 14666, National Bureau of Economic Research, Inc.
  • António Rua & Francisco Craveiro Dias, 2008. "Determining the number of factors in approximate factor models with global and group-specific factors," Working Papers w200809, Banco de Portugal, Economics and Research Department.
  • José R. Maria & Sara Serra, 2008. "Forecasting investment: A fishing contest using survey data," Working Papers w200818, Banco de Portugal, Economics and Research Department.
  • Timothy Christensen & Stan Hurn & Kenneth Lindsay, 2009. "It Never Rains but it Pours: Modeling the Persistence of Spikes in Electricity Prices," The Energy Journal, , vol. 30(1), pages 25-48, January.
    • Timothy Christensen & Stan Hurn & Kenneth Lindsay, 2009. "It Never Rains but it Pours: Modeling the Persistence of Spikes in Electricity Prices," The Energy Journal, International Association for Energy Economics, vol. 0(Number 1), pages 25-48.
    • T M Christensen & A S Hurn & K A Lindsay, 2008. "It never rains but it pours: Modelling the persistence of spikes in electricity prices," NCER Working Paper Series 25, National Centre for Econometric Research.
  • Adam Clements & A S Hurn & K A Lindsay, 2008. "Estimating the Payoffs of Temperature-based Weather Derivatives," NCER Working Paper Series 33, National Centre for Econometric Research.
  • Adam Clements & A S Hurn & K A Lindsay, 2008. "Developing analytical distributions for temperature indices for the purposes of pricing temperature-based weather derivatives," NCER Working Paper Series 34, National Centre for Econometric Research.
  • Hugo Gerard & Kristoffer Nimark, 2008. "Combining multivariate density forecasts using predictive criteria," Economics Working Papers 1117, Department of Economics and Business, Universitat Pompeu Fabra, revised Oct 2008.
    • Hugo Gerard & Kristoffer Nimark, 2008. "Combining Multivariate Density Forecasts Using Predictive Criteria," RBA Research Discussion Papers rdp2008-02, Reserve Bank of Australia.
  • Alexander Mihailov & Fabio Rumler & Johann Scharler, 2011. "The Small Open-Economy New Keynesian Phillips Curve: Empirical Evidence and Implied Inflation Dynamics," Open Economies Review, Springer, vol. 22(2), pages 317-337, April.
    • Alexander Mihailov & Fabio Rumler & Johann Scharler, 2008. "The Small Open-Economy New Keynesian Phillips Curve: Empirical Evidence and Implied Inflation Dynamics," Economics working papers 2008-17, Department of Economics, Johannes Kepler University Linz, Austria.
    • Alexander Mihailov & Fabio Rumler & Johann Scharler, 2008. "The Small Open-Economy New Keynesian Phillips Curve: Empirical Evidence and Implied Inflation Dynamics," Economics Discussion Papers em-dp2008-63, Department of Economics, University of Reading.
  • Yu-Chin Chen & Kenneth S. Rogoff & Barbara Rossi, 2010. "Can Exchange Rates Forecast Commodity Prices?," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 125(3), pages 1145-1194.
    • Yu-Chin Chen & Kenneth Rogoff & Barbara Rossi, 2008. "Can Exchange Rates Forecast Commodity Prices?," NBER Working Papers 13901, National Bureau of Economic Research, Inc.
    • Kenneth Rogoff & Barbara Rossi & Yu-chin Chen, 2008. "Can Exchange Rates Forecast Commodity Prices?," 2008 Meeting Papers 540, Society for Economic Dynamics.
    • Chen, Yu-chin & Rogoff, Kenneth & Rossi, Barbara, 2008. "Can Exchange Rates Forecast Commodity Prices?," Working Papers 08-03, Duke University, Department of Economics.
    • Yu-chin Chen & Kenneth Rogoff & Barbara Rossi, 2008. "Can Exchange Rates Forecast Commodity Prices?," Working Papers UWEC-2008-11-FC, University of Washington, Department of Economics, revised Oct 2009.
    • Yu-chin Chen & Kenneth Rogoff & Barbara Rossi, 2010. "Can Exchange Rates Forecast Commodity Prices?," Working Papers 10-07, Duke University, Department of Economics.
    • Rogoff, Kenneth S. & Chen, Yu-Chin & Rossi, Barbara, 2010. "Can Exchange Rates Forecast Commodity Prices?," Scholarly Articles 29412033, Harvard University Department of Economics.
  • Modest Fluvià & Ricard Rigall-i-Torrent & Anna Garriga, 2008. "Déficit en la provisión local de servicios públicos y tipología municipal," Revista de Economia Aplicada, Universidad de Zaragoza, Departamento de Estructura Economica y Economia Publica, vol. 16(3), pages 111-132, Winter.
  • Sami Saafi, 2008. "Diffusion des innovations technologiques, emploi et théorie de compensation (The diffusion of technological innovations, employment and the compensation theory)," Working Papers 184, Laboratoire de Recherche sur l'Industrie et l'Innovation. ULCO / Research Unit on Industry and Innovation.
  • Christopher Martin & Costas Milas, 2010. "The Sub-Prime Crisis and UK Monetary Policy," International Journal of Central Banking, International Journal of Central Banking, vol. 6(3), pages 119-144, September.
    • Christopher Martin & Costas Milas, 2008. "The Sub-Prime Crisis and UK Monetary Policy," Working Paper series 31_08, Rimini Centre for Economic Analysis.
    • Christopher Martin & C Milas, 2009. "The Sub-Prime Crisis and UK Monetary Policy," Department of Economics Working Papers 1/09, University of Bath, Department of Economics.
  • Fantazzini , Dean, 2009. "Econometric Analysis of Financial Data in Risk Management," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 14(2), pages 100-127.
    • Fantazzini, Dean, 2008. "An Econometric Analysis of Financial Data in Risk Management," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 10(2), pages 91-137.
  • Fantazzini, Dean, 2008. "Econometric Analysis of Financial Data in Risk Management (continuation). Section III: Managing Operational Risk," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 11(3), pages 87-122.
  • Fantazzini, Dean, 2008. "Credit Risk Management," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 12(4), pages 84-137.
  • Ershov, Emil, 2008. "A choice of the regression maximizing an unbiased estimate of the coefficient of determination," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 12(4), pages 71-83.
  • Stefananescu, Stefan, 2008. "Measuring the Socio-Economic Bipolarization Phenomenon," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 5(1), pages 149-161, March.
  • Ruxanda, Gheorghe & Botezatu, Andreea, 2008. "Spurious Regression And Cointegration. Numerical Example: Romania’S M2 Money Demand," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 5(3), pages 51-62, September.
  • Nicolae Balan, Mariana & Vasile, Valentina, 2008. "Impact Of Globalisation On The Evolution Of The Demographic Phenomenon," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 5(4), pages 174-195, December.
  • Jula, Dorin, 2008. "Economic Impact of Political Cycles – The Relevance of European experinces for Romania," Working Papers of Institute for Economic Forecasting 081101, Institute for Economic Forecasting.
  • Stefania Gabriele & Corrado Pollastri & Michele Raitano, 2008. "Assessing the Increase of Italian Families Perceived Vulnerability," Rivista di Politica Economica, SIPI Spa, vol. 98(5), pages 293-324, September.
  • Seo, S. Niggol, 2008. "Assessing Relative Performance of Econometric Models in Measuring the Impact of Climate Change on Agriculture Using Spatial Autoregression," The Review of Regional Studies, Southern Regional Science Association, vol. 38(2), pages 195-209.
  • Tommaso Proietti & Alessandra Luati, 2013. "The Exponential Model for the Spectrum of a Time Series: Extensions and Applications," CREATES Research Papers 2013-34, Department of Economics and Business Economics, Aarhus University.
    • Tommaso Proietti & Alessandra Luati, 2013. "The Exponential Model for the Spectrum of a Time Series: Extensions and Applications," CEIS Research Paper 272, Tor Vergata University, CEIS, revised 19 Apr 2013.
    • Proietti, Tommaso & Luati, Alessandra, 2013. "The Exponential Model for the Spectrum of a Time Series: Extensions and Applications," MPRA Paper 45280, University Library of Munich, Germany.
  • João Cotter Salvado, 2008. "The Determinants of Health Care Utilization in Portugal: An Approach with Count Data Models," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 144(III), pages 437-458, September.
  • Pascal Lavergne & Valentin Patilea, 2011. "One for All and All for One: Regression Checks With Many Regressors," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(1), pages 41-52, January.
    • Pascal Lavergne & Valentin Patilea, 2007. "One for All and All for One : Regression Checks with Many Regressors"," Working Papers 2007-12, Center for Research in Economics and Statistics.
    • Pascal Lavergne & Valentin Patilea, 2008. "One for All and All for One:Regression Checks With Many Regressors," Discussion Papers dp08-06, Department of Economics, Simon Fraser University.
    • Lavergne, Pascal & Patilea, Valentin, 2011. "One for all and all for one: regression checks with many regressors," MPRA Paper 35779, University Library of Munich, Germany.
  • Robert Pontius & Wideke Boersma & Jean-Christophe Castella & Keith Clarke & Ton Nijs & Charles Dietzel & Zengqiang Duan & Eric Fotsing & Noah Goldstein & Kasper Kok & Eric Koomen & Christopher Lippitt, 2008. "Comparing the input, output, and validation maps for several models of land change," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 42(1), pages 11-37, March.
  • Abdulnasser Hatemi-J, 2008. "Tests for cointegration with two unknown regime shifts with an application to financial market integration," Empirical Economics, Springer, vol. 35(3), pages 497-505, November.
  • Trino-Manuel Ñíguez, 2008. "Volatility and VaR forecasting in the Madrid Stock Exchange," Spanish Economic Review, Springer;Spanish Economic Association, vol. 10(3), pages 169-196, September.
  • Matteo Barigozzi & Marco Capasso, 2008. "Nonfundamental Representations of the Relation between Technology Shocks and Hours Worked," LEM Papers Series 2008/09, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
  • Håvard Hungnes, 2011. "A demand system for input factors when there are technological changes in production," Empirical Economics, Springer, vol. 40(3), pages 581-600, May.
    • Håvard Hungnes, 2008. "A Demand System for Input Factors when there are Technological Changes in Production," Discussion Papers 556, Statistics Norway, Research Department.
  • Cappelen, Ådne & Raknerud, Arvid & Rybalka, Marina, 2012. "The effects of R&D tax credits on patenting and innovations," Research Policy, Elsevier, vol. 41(2), pages 334-345.
    • Ådne Cappelen & Arvid Raknerud & Marina Rybalka, 2008. "The effects of R&D tax credits on patenting and innovations," Discussion Papers 565, Statistics Norway, Research Department.
  • Adeyemi, Olutomi I. & Broadstock, David C. & Chitnis, Mona & Hunt, Lester C. & Judge, Guy, 2010. "Asymmetric price responses and the underlying energy demand trend: Are they substitutes or complements? Evidence from modelling OECD aggregate energy demand," Energy Economics, Elsevier, vol. 32(5), pages 1157-1164, September.
    • Olutomi I Adeyemi & David C Broadstock & Mona Chitnis & Lester C Hunt & Guy Judge, 2008. "Asymmetric Price Responses and the Underlying Energy Demand Trend: Are they Substitutes or Complements? Evidence from Modelling OECD Aggregate Energy Demand," Surrey Energy Economics Centre (SEEC), School of Economics Discussion Papers (SEEDS) 121, Surrey Energy Economics Centre (SEEC), School of Economics, University of Surrey.
  • M. Ali Choudhary & Adnan Haider, 2012. "Neural network models for inflation forecasting: an appraisal," Applied Economics, Taylor & Francis Journals, vol. 44(20), pages 2631-2635, July.
    • M. Ali Choudhary & Adnan Haider, 2012. "Neural network models for inflation forecasting: an appraisal," Applied Economics, Taylor & Francis Journals, vol. 44(20), pages 2631-2635, July.
    • Ali Choudhary & Adnan Haider, 2008. "Neural Network Models for Inflation Forecasting: An Appraisal," School of Economics Discussion Papers 0808, School of Economics, University of Surrey.
    • M. Ali Choudhary, 2011. "Neural Network Models for Inflation Forecasting: An Appraisal," Post-Print hal-00704670, HAL.
  • Young-Bae Kim, 2008. "Is There A Trade-off Between Regional Growth and National Income? Theory and Evidence from the EU," School of Economics Discussion Papers 1008, School of Economics, University of Surrey.
  • Buncic, Daniel, 2008. "A note on long horizon forecasts of nonlinear models of real exchange rates: Comments on Rapach and Wohar (2006)," MPRA Paper 6904, University Library of Munich, Germany.
    • Daniel Buncic, 2008. "A Note on Long Horizon Forecasts of Nonlinear Models of Real Exchange Rates: Comments on Rapach and Wohar (2006)," Discussion Papers 2008-02, School of Economics, The University of New South Wales.
  • Cees Diks & Valentyn Panchenko & Dick van Dijk, 2008. "Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails," Tinbergen Institute Discussion Papers 08-050/4, Tinbergen Institute.
    • Cees Diks & Valentyn Panchenko & Dick van Dijk, 2008. "Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails," Discussion Papers 2008-10, School of Economics, The University of New South Wales.
    • Dijk, D. van & Diks, C.G.H. & Panchenko, V., 2008. "Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails," CeNDEF Working Papers 08-03, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  • Diks, Cees & Panchenko, Valentyn & van Dijk, Dick, 2010. "Out-of-sample comparison of copula specifications in multivariate density forecasts," Journal of Economic Dynamics and Control, Elsevier, vol. 34(9), pages 1596-1609, September.
    • Cees Diks & Valentyn Panchenko & Dick van Dijk, 2008. "Out-of-sample Comparison of Copula Specifications in Multivariate Density Forecasts," Tinbergen Institute Discussion Papers 08-105/4, Tinbergen Institute.
    • Cees Diks & Valentyn Panchenko & Dick van Dijk, 2008. "Out-of-sample comparison of copula specifications in multivariate density forecasts," Discussion Papers 2008-23, School of Economics, The University of New South Wales.
    • Diks, C.G.H. & Dijk, D. van & Panchenko, V., 2008. "Out-of-sample comparison of copula specifications in multivariate density forecasts," CeNDEF Working Papers 08-10, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
    • Cees Diks & Valentyn Panchenko & Dick van Dijk, 2010. "Out-of-sample comparison of copula specifications in multivariate density forecasts," Post-Print hal-00732675, HAL.
  • Stavros Degiannakis & Evdokia Xekalaki, 2008. "SPEC model selection algorithm for ARCH models: an options pricing evaluation framework," Applied Financial Economics Letters, Taylor and Francis Journals, vol. 4(6), pages 419-423.
    • Degiannakis, Stavros & Xekalaki, Evdokia, 2008. "SPEC Model Selection Algorithm for ARCH Models: an Options Pricing Evaluation Framework," MPRA Paper 96321, University Library of Munich, Germany.
  • Daniele Fabbri & Chiara Monfardini, 2008. "Style of practice and assortative mating: a recursive probit analysis of Caesarean section scheduling in Italy," Applied Economics, Taylor & Francis Journals, vol. 40(11), pages 1411-1423.
    • Daniele Fabbri & Chiara Monfardini, 2006. "Style of practice and assortative mating: a recursive probit analysis of cesarean section scheduling in Italy," CHILD Working Papers wp06_06, CHILD - Centre for Household, Income, Labour and Demographic economics - ITALY.
    • D. Fabbri & C. Monfardini, 2006. "Style of practice and assortative mating: a recursive probit analysis of cesarean section scheduling in Italy," Working Papers 557, Dipartimento Scienze Economiche, Universita' di Bologna.
  • Maritta Paloviita, 2008. "Comparing alternative Phillips curve specifications: European results with survey-based expectations," Applied Economics, Taylor & Francis Journals, vol. 40(17), pages 2259-2270.
  • Stavros Degiannakis & Alexandra Livada & Epaminondas Panas, 2008. "Rolling-sampled parameters of ARCH and Levy-stable models," Applied Economics, Taylor & Francis Journals, vol. 40(23), pages 3051-3067.
    • Degiannakis, Stavros & Livada, Alexandra & Panas, Epaminondas, 2008. "Rolling-sampled parameters of ARCH and Levy-stable models," MPRA Paper 80464, University Library of Munich, Germany.
  • Fulvio Corsi & Stefan Mittnik & Christian Pigorsch & Uta Pigorsch, 2008. "The Volatility of Realized Volatility," Econometric Reviews, Taylor & Francis Journals, vol. 27(1-3), pages 46-78.
    • Corsi, Fulvio & Kretschmer, Uta & Mittnik, Stefan & Pigorsch, Christian, 2005. "The volatility of realized volatility," CFS Working Paper Series 2005/33, Center for Financial Studies (CFS).
  • Wolfgang Hardle & Torsten Kleinow & Alexander Korostelev & Camille Logeay & Eckhard Platen, 2008. "Semiparametric diffusion estimation and application to a stock market index," Quantitative Finance, Taylor & Francis Journals, vol. 8(1), pages 81-92.
    • Härdle, Wolfgang & Kleinow, Torsten & Korostelev, Alexander P. & Logeay, Camille & Platen, Eckhard, 2001. "Semiparametric diffusion estimation and application to a stock market index," SFB 373 Discussion Papers 2001,24, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
    • Wolfgang Hardle & Torsten Kleinow & Alexander Korostelev & Camille Logeay & Eckhard Platen, 2001. "Semiparametric Diffusion Estimation and Application to a Stock Market Index," Research Paper Series 51, Quantitative Finance Research Centre, University of Technology, Sydney.
  • Stavros Degiannakis & Evdokia Xekalaki, 2008. "SPEC model selection algorithm for ARCH models: an options pricing evaluation framework," Applied Financial Economics Letters, Taylor & Francis Journals, vol. 4(6), pages 419-423.
    • Degiannakis, Stavros & Xekalaki, Evdokia, 2008. "SPEC Model Selection Algorithm for ARCH Models: an Options Pricing Evaluation Framework," MPRA Paper 96321, University Library of Munich, Germany.
  • Dordonnat, V. & Koopman, S.J. & Ooms, M. & Dessertaine, A. & Collet, J., 2008. "An hourly periodic state space model for modelling French national electricity load," International Journal of Forecasting, Elsevier, vol. 24(4), pages 566-587.
    • V. Dordonnat & S.J. Koopman & M. Ooms & A. Dessertaine & J. Collet, 2008. "An Hourly Periodic State Space Model for Modelling French National Electricity Load," Tinbergen Institute Discussion Papers 08-008/4, Tinbergen Institute.
  • Dijk, D. van & Diks, C.G.H. & Panchenko, V., 2008. "Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails," CeNDEF Working Papers 08-03, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
    • Cees Diks & Valentyn Panchenko & Dick van Dijk, 2008. "Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails," Tinbergen Institute Discussion Papers 08-050/4, Tinbergen Institute.
    • Cees Diks & Valentyn Panchenko & Dick van Dijk, 2008. "Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails," Discussion Papers 2008-10, School of Economics, The University of New South Wales.
  • Sheremet, Oleg & Lucas, André, 2009. "Global loss diversification in the insurance sector," Insurance: Mathematics and Economics, Elsevier, vol. 44(3), pages 415-425, June.
    • Oleg Sheremet & André Lucas, 2008. "Global Loss Diversification in the Insurance Sector," Tinbergen Institute Discussion Papers 08-086/2, Tinbergen Institute.
  • Rodney W. Strachan & Herman K. van Dijk, 2008. "Bayesian Averaging over Many Dynamic Model Structures with Evidence on the Great Ratios and Liquidity Trap Risk," Tinbergen Institute Discussion Papers 08-096/4, Tinbergen Institute.
  • Diks, Cees & Panchenko, Valentyn & van Dijk, Dick, 2010. "Out-of-sample comparison of copula specifications in multivariate density forecasts," Journal of Economic Dynamics and Control, Elsevier, vol. 34(9), pages 1596-1609, September.
    • Cees Diks & Valentyn Panchenko & Dick van Dijk, 2008. "Out-of-sample comparison of copula specifications in multivariate density forecasts," Discussion Papers 2008-23, School of Economics, The University of New South Wales.
    • Cees Diks & Valentyn Panchenko & Dick van Dijk, 2008. "Out-of-sample Comparison of Copula Specifications in Multivariate Density Forecasts," Tinbergen Institute Discussion Papers 08-105/4, Tinbergen Institute.
    • Diks, C.G.H. & Dijk, D. van & Panchenko, V., 2008. "Out-of-sample comparison of copula specifications in multivariate density forecasts," CeNDEF Working Papers 08-10, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
    • Cees Diks & Valentyn Panchenko & Dick van Dijk, 2010. "Out-of-sample comparison of copula specifications in multivariate density forecasts," Post-Print hal-00732675, HAL.
  • Magnus, J.R. & Powell, O.R. & Prüfer, P., 2008. "A Comparison of Two Averaging Techniques with an Application to Growth Empirics," Other publications TiSEM 0392dffa-51e0-4bc9-9644-f, Tilburg University, School of Economics and Management.
    • Magnus, J.R. & Powell, O.R. & Prüfer, P., 2008. "A Comparison of Two Averaging Techniques with an Application to Growth Empirics," Discussion Paper 2008-39, Tilburg University, Center for Economic Research.
  • Prüfer, P. & Tondl, G., 2008. "The FDI-Growth Nexus in Latin America : The Role of Source Countries and Local Conditions," Other publications TiSEM 73b28850-1597-4bcb-a76c-1, Tilburg University, School of Economics and Management.
    • Patricia Prüfer & Gabriele Tondl, 2009. "The FDI-Growth Nexus in Latin America: The Role of Source Countries and Local Conditions," DEGIT Conference Papers c014_025, DEGIT, Dynamics, Economic Growth, and International Trade.
    • Prüfer, P. & Tondl, G., 2008. "The FDI-Growth Nexus in Latin America : The Role of Source Countries and Local Conditions," Discussion Paper 2008-61, Tilburg University, Center for Economic Research.
  • Einmahl, J.H.J. & van Keilegom, I., 2006. "Tests for Independence in Nonparametric Regression," Other publications TiSEM 0c6f2c43-aa7d-45c1-9d43-7, Tilburg University, School of Economics and Management.
    • Einmahl, J.H.J. & van Keilegom, I., 2008. "Tests for independence in nonparametric regression," Other publications TiSEM 4356c520-d1d5-4156-b5b7-0, Tilburg University, School of Economics and Management.
    • Einmahl, J.H.J. & van Keilegom, I., 2006. "Tests for Independence in Nonparametric Regression," Discussion Paper 2006-80, Tilburg University, Center for Economic Research.
  • Prüfer, P. & Tondl, G., 2008. "The FDI-Growth Nexus in Latin America : The Role of Source Countries and Local Conditions," Discussion Paper 2008-61, Tilburg University, Center for Economic Research.
    • Patricia Prüfer & Gabriele Tondl, 2009. "The FDI-Growth Nexus in Latin America: The Role of Source Countries and Local Conditions," DEGIT Conference Papers c014_025, DEGIT, Dynamics, Economic Growth, and International Trade.
    • Prüfer, P. & Tondl, G., 2008. "The FDI-Growth Nexus in Latin America : The Role of Source Countries and Local Conditions," Other publications TiSEM 73b28850-1597-4bcb-a76c-1, Tilburg University, School of Economics and Management.
  • Richard K. Crump & V. Joseph Hotz & Guido W. Imbens & Oscar A. Mitnik, 2008. "Nonparametric Tests for Treatment Effect Heterogeneity," The Review of Economics and Statistics, MIT Press, vol. 90(3), pages 389-405, August.
    • Crump, Richard K. & Hotz, V. Joseph & Imbens, Guido W. & Mitnik, Oscar A., 2006. "Nonparametric Tests for Treatment Effect Heterogeneity," IZA Discussion Papers 2091, Institute of Labor Economics (IZA).
    • Richard K. Crump & V. Joseph Hotz & Guido W. Imbens & Oscar A. Mitnik, 2006. "Nonparametric Tests for Treatment Effect Heterogeneity," Working Papers 0609, University of Miami, Department of Economics.
    • Mitnik, Oscar K. & Imbens, Guido & Hotz, V. Joseph & Crump, Richard K., 2008. "Nonparametric Tests for Treatment Effect Heterogeneity," Scholarly Articles 3039049, Harvard University Department of Economics.
    • Richard K. Crump & V. Joseph Hotz & Guido W. Imbens & Oscar A. Mitnik, 2006. "Nonparametric Tests for Treatment Effect Heterogeneity," NBER Technical Working Papers 0324, National Bureau of Economic Research, Inc.
  • Marmer, Vadim & Otsu, Taisuke, 2012. "Optimal comparison of misspecified moment restriction models under a chosen measure of fit," Journal of Econometrics, Elsevier, vol. 170(2), pages 538-550.
    • Marmer, Vadim & Otsu, Taisuke, 2008. "Optimal Comparison of Misspecified Moment Restriction Models under a Chosen Measure of Fit," Microeconomics.ca working papers vadim_marmer-2008-13, Vancouver School of Economics, revised 25 Jul 2011.
    • Vadim Marmer & Taisuke Otsu, 2009. "Optimal Comparison of Misspecified Moment Restriction Models under a Chosen Measure of Fit," Cowles Foundation Discussion Papers 1724, Cowles Foundation for Research in Economics, Yale University, revised Jul 2011.
  • Hnatkovska, Viktoria & Marmer, Vadim & Tang, Yao, 2012. "Comparison of misspecified calibrated models: The minimum distance approach," Journal of Econometrics, Elsevier, vol. 169(1), pages 131-138.
    • Hnatkovska, Viktoria & Marmer, Vadim & Tang, Yao, 2008. "Comparison of Misspecified Calibrated Models: The Minimum Distance Approach," Microeconomics.ca working papers vadim_marmer-2008-14, Vancouver School of Economics, revised 28 Sep 2011.
  • Luis H. B. Braido, 2008. "Evidence on the Incentive Properties of Share Contracts," Journal of Law and Economics, University of Chicago Press, vol. 51(2), pages 327-349, May.
    • Luis H.B. Braido, 2005. "Evidence on the Incentive Properties of Share Contracts," Development and Comp Systems 0508013, University Library of Munich, Germany.
  • Yu-Chin Chen & Kenneth S. Rogoff & Barbara Rossi, 2010. "Can Exchange Rates Forecast Commodity Prices?," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 125(3), pages 1145-1194.
    • Yu-Chin Chen & Kenneth Rogoff & Barbara Rossi, 2008. "Can Exchange Rates Forecast Commodity Prices?," NBER Working Papers 13901, National Bureau of Economic Research, Inc.
    • Yu-chin Chen & Kenneth Rogoff & Barbara Rossi, 2010. "Can Exchange Rates Forecast Commodity Prices?," Working Papers 10-07, Duke University, Department of Economics.
    • Yu-chin Chen & Kenneth Rogoff & Barbara Rossi, 2008. "Can Exchange Rates Forecast Commodity Prices?," Working Papers UWEC-2008-11-FC, University of Washington, Department of Economics, revised Oct 2009.
    • Kenneth Rogoff & Barbara Rossi & Yu-chin Chen, 2008. "Can Exchange Rates Forecast Commodity Prices?," 2008 Meeting Papers 540, Society for Economic Dynamics.
    • Rogoff, Kenneth S. & Chen, Yu-Chin & Rossi, Barbara, 2010. "Can Exchange Rates Forecast Commodity Prices?," Scholarly Articles 29412033, Harvard University Department of Economics.
    • Chen, Yu-chin & Rogoff, Kenneth & Rossi, Barbara, 2008. "Can Exchange Rates Forecast Commodity Prices?," Working Papers 08-03, Duke University, Department of Economics.
  • Dimitris K. Christopoulos & Miguel A. León-Ledesma, 2008. "Testing for Granger (non-)causality in a time-varying coefficient VAR model," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 27(4), pages 293-303.
    • Dimitris K. Christopoulos & Miguel Leon-Ledesma, 2008. "Testing for Granger (non)-Causality in a Time Varying Coefficient VAR Model," Studies in Economics 0802, School of Economics, University of Kent.
  • Hugo Gerard & Kristoffer Nimark, 2008. "Combining Multivariate Density Forecasts Using Predictive Criteria," RBA Research Discussion Papers rdp2008-02, Reserve Bank of Australia.
    • Hugo Gerard & Kristoffer Nimark, 2008. "Combining multivariate density forecasts using predictive criteria," Economics Working Papers 1117, Department of Economics and Business, Universitat Pompeu Fabra, revised Oct 2008.
  • Beatrice PATARACCHIA, 2008. "Design-Limits in Regime-Switching cases," EcoMod2008 23800104, EcoMod.
    • Beatrice Pataracchia, 2008. "Design Limits in Regime-Switching Cases," Department of Economics University of Siena 529, Department of Economics, University of Siena.
  • D. Aristei & Luca Pieroni, 2008. "Cointegration Rank Test and Long Run Specification: A Note on the Robustness of Structural Demand Systems," Working Papers 0809, Department of Accounting, Economics and Finance, Bristol Business School, University of the West of England, Bristol.
  • Henri L.F. de Groot & Jacques Poot & Martijn J. Smit, 2007. "Agglomeration, Innovation and Regional Development: Theoretical Perspectives and Meta-Analysis," Tinbergen Institute Discussion Papers 07-079/3, Tinbergen Institute.
    • Henri L.F. de Groot & Jacques Poot & Martijn J. Smit, 2008. "Agglomeration Externalities, Innovation and Regional Growth: Theoretical Perspectives and Meta-Analysis," Working Papers in Economics 08/01, University of Waikato.
  • R. Aaberge & U. Colombino & T. Wennemo, 2009. "Evaluating Alternative Representations Of The Choice Sets In Models Of Labor Supply," Journal of Economic Surveys, Wiley Blackwell, vol. 23(3), pages 586-612, July.
    • Ugo Colombino & Rolf Aaberge & Tom Wennemo, 2005. "Evaluating Alternative Representations of the Choice Sets in Models of Labour Supply," Econometrics 0510001, University Library of Munich, Germany.
    • R. Aaberge & T. Wennemo & U. Colombino, 2008. "Evaluating Alternative Representations of the Choice Sets in Models of Labour Supply," CHILD Working Papers wp20_08, CHILD - Centre for Household, Income, Labour and Demographic economics - ITALY.
    • Rolf Aaberge & Ugo Colombino & Tom Wennemo, 2006. "Evaluating Alternative Representations of the Choice Sets in Models of Labour Supply," Discussion Papers 449, Statistics Norway, Research Department.
    • Rolf Aaberge & Ugo Colombino & Tom Wennemo, 2006. "Evaluating alternative representations of the choice sets in models of labour supply," ICER Working Papers 2-2006, ICER - International Centre for Economic Research.
    • Ugo Colombino & R. Aaberge & T. Wennemo, 2006. "Evaluating Alternative Representations of the Choice Sets in Models of Labour Supply," CHILD Working Papers wp17_06, CHILD - Centre for Household, Income, Labour and Demographic economics - ITALY.
    • Aaberge, Rolf & Colombino, Ugo & Wennemo, Tom, 2006. "Evaluating Alternative Representations of the Choice Sets in Models of Labour Supply," IZA Discussion Papers 1986, Institute of Labor Economics (IZA).
  • Laura Griner Hill & Scott G. Goates & Robert Rosenman, 2008. "Detecting Selection Bias in Community Disseminations of Universal Family-Based Prevention Programs," Working Papers 2008-2, School of Economic Sciences, Washington State University.
  • Arghyrou, Michael G. & Gadea, Maria Dolores, 2012. "The single monetary policy and domestic macro-fundamentals: Evidence from Spain," Journal of Policy Modeling, Elsevier, vol. 34(1), pages 16-34.
    • Arghyrou, Michael G & Gadea, Maria Dolores, 2008. "The single monetary policy and domestic macro-fundamentals: Evidence from Spain," Cardiff Economics Working Papers E2008/23, Cardiff University, Cardiff Business School, Economics Section.
    • Michael G. Arghyrou & Maria Dolores Gadea, 2008. "The single monetary policy and domestic macro-fundamentals: Evidence from Spain," Documentos de Trabajo dt2008-05, Facultad de Ciencias Económicas y Empresariales, Universidad de Zaragoza.
  • Juselius, Mikael, 2008. "Cointegration implications of linear rational expectation models," Bank of Finland Research Discussion Papers 6/2008, Bank of Finland.
  • Herwartz, Helmut, 2008. "Exact inference in diagnosing value-at-risk estimates: A Monte Carlo device," Economics Working Papers 2008-16, Christian-Albrechts-University of Kiel, Department of Economics.
  • Mittnik, Stefan & Yener, Tina, 2008. "Value-at-Risk and expected shortfall for rare events," CFS Working Paper Series 2008/14, Center for Financial Studies (CFS).
  • Bjørnstad, Roger & Nymoen, Ragnar, 2008. "The New Keynesian Phillips Curve Tested on OECD Panel Data," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 2, pages 1-18.
    • Bjørnstad, Roger & Nymoen, Ragnar, 2008. "The New Keynesian Phillips curve tested on OECD panel data," Economics Discussion Papers 2008-4, Kiel Institute for the World Economy (IfW Kiel).
  • Mercereau, Benoît & Miniane, Jacques Alain, 2008. "Should We Trust the Empirical Evidence from Present Value Models of the Current Account?," Economics Discussion Papers 2008-10, Kiel Institute for the World Economy (IfW Kiel).
  • Fanelli, Luca, 2008. "Evaluating New Keynesian Phillips Curve under VAR-Based Learning," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 2, pages 1-24.
    • Fanelli, Luca, 2007. "Evaluating the New Keynesian Phillips Curve under VAR-based learning," MPRA Paper 1616, University Library of Munich, Germany.
    • Fanelli, Luca, 2008. "Evaluating the New Keynesian Phillips Curve under VAR-Based Learning," Economics Discussion Papers 2008-15, Kiel Institute for the World Economy (IfW Kiel).
  • Sucarrat, Genaro, 2008. "Forecast Evaluation of Explanatory Models of Financial Return Variability," Economics Discussion Papers 2008-18, Kiel Institute for the World Economy (IfW Kiel).
  • Juselius, Mikael, 2008. "Testing the New Keynesian Model on U.S. and Euro Area Data," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 2, pages 1-26.
    • Juselius, Mikael, 2008. "Testing the New Keynesian Model on U.S. and Euro Area Data," Economics Discussion Papers 2008-23, Kiel Institute for the World Economy (IfW Kiel).
  • Bjørnstad, Roger & Nymoen, Ragnar, 2008. "The New Keynesian Phillips Curve Tested on OECD Panel Data," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 2, pages 1-18.
    • Bjørnstad, Roger & Nymoen, Ragnar, 2008. "The New Keynesian Phillips curve tested on OECD panel data," Economics Discussion Papers 2008-4, Kiel Institute for the World Economy (IfW Kiel).
  • Juselius, Mikael, 2008. "Testing the New Keynesian Model on U.S. and Euro Area Data," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 2, pages 1-26.
    • Juselius, Mikael, 2008. "Testing the New Keynesian Model on U.S. and Euro Area Data," Economics Discussion Papers 2008-23, Kiel Institute for the World Economy (IfW Kiel).
  • Fanelli, Luca, 2008. "Evaluating New Keynesian Phillips Curve under VAR-Based Learning," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 2, pages 1-24.
    • Fanelli, Luca, 2007. "Evaluating the New Keynesian Phillips Curve under VAR-based learning," MPRA Paper 1616, University Library of Munich, Germany.
    • Fanelli, Luca, 2008. "Evaluating the New Keynesian Phillips Curve under VAR-Based Learning," Economics Discussion Papers 2008-15, Kiel Institute for the World Economy (IfW Kiel).
  • Mercereau, Benoît & Miniane, Jacques Alain, 2008. "Should We Trust the Empirical Evidence from Present Value Models of the Current Account?," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 2, pages 1-36.
  • Scheufele, Rolf, 2010. "Evaluating the German (New Keynesian) Phillips curve," The North American Journal of Economics and Finance, Elsevier, vol. 21(2), pages 145-164, August.
    • Scheufele, Rolf, 2008. "Evaluating the German (New Keynesian) Phillips Curve," IWH Discussion Papers 10/2008, Halle Institute for Economic Research (IWH).
  • Härdle, Wolfgang Karl & Mungo, Julius, 2008. "Value-at-risk and expected shortfall when there is long range dependence," SFB 649 Discussion Papers 2008-006, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  • Jeong, Kiho & Härdle, Wolfgang Karl, 2008. "A consistent nonparametric test for causality in quantile," SFB 649 Discussion Papers 2008-007, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  • Schulz, Rainer & Werwatz, Axel, 2008. "House prices and replacement cost: A mMicro-level analysis," SFB 649 Discussion Papers 2008-013, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  • Viktor Winschel & Markus Kr‰tzig, 2010. "Solving, Estimating, and Selecting Nonlinear Dynamic Models Without the Curse of Dimensionality," Econometrica, Econometric Society, vol. 78(2), pages 803-821, March.
    • Winschel, Viktor & Krätzig, Markus, 2008. "Solving, estimating and selecting nonlinear dynamic models without the curse of dimensionality," SFB 649 Discussion Papers 2008-018, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  • Schulz, Rainer & Staiber, Markus & Wersing, Martin & Werwatz, Axel, 2008. "The accuracy of long-term real estate valuations," SFB 649 Discussion Papers 2008-019, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  • Winschel, Viktor & Krätzig, Markus, 2008. "JBendge: An object-oriented system for solving, estimating and selecting nonlinear dynamic models," SFB 649 Discussion Papers 2008-034, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  • Härdle, Wolfgang Karl & Hautsch, Nikolaus & Pigorsch, Uta, 2008. "Measuring and modeling risk using high-frequency data," SFB 649 Discussion Papers 2008-045, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  • Hautsch, Nikolaus & Jeleskovic, Vahidin, 2008. "Modelling high-frequency volatility and liquidity using multiplicative error models," SFB 649 Discussion Papers 2008-047, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  • Hautsch, Nikolaus, 2008. "Testing multiplicative error models using conditional moment tests," SFB 649 Discussion Papers 2008-067, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  • Blaskowitz, Oliver J. & Herwartz, Helmut, 2008. "Testing directional forecast value in the presence of serial correlation," SFB 649 Discussion Papers 2008-073, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  • Seymen, Atilim, 2008. "A Comparative Study on the Role of Stochastic Trends in U.S. Macroeconomic Fluctuations, 1954-1988," ZEW Discussion Papers 08-007, ZEW - Leibniz Centre for European Economic Research.

  2007

  • Stavros Degiannakis & Evdokia Xekalaki, 2007. "Simulated evidence on the distribution of the standardized one-step-ahead prediction errors in ARCH processes," Applied Financial Economics Letters, Taylor & Francis Journals, vol. 3(1), pages 31-37.
    • Degiannakis, Stavros & Xekalaki, Evdokia, 2007. "Simulated Evidence on the Distribution of the Standardized One-Step-Ahead Prediction Errors in ARCH Processes," MPRA Paper 96326, University Library of Munich, Germany.
  • Derek Bond & Michael J. Harrison & Edward J. O'Brien, 2007. "Economic Base Multipliers Revisited," Trinity Economics Papers tep0807, Trinity College Dublin, Department of Economics.
  • Charles S. Bos & Phillip Gould, 2007. "Dynamic Correlations and Optimal Hedge Ratios," Tinbergen Institute Discussion Papers 07-025/4, Tinbergen Institute.
  • Henri L.F. de Groot & Jacques Poot & Martijn J. Smit, 2007. "Agglomeration, Innovation and Regional Development: Theoretical Perspectives and Meta-Analysis," Tinbergen Institute Discussion Papers 07-079/3, Tinbergen Institute.
    • Henri L.F. de Groot & Jacques Poot & Martijn J. Smit, 2008. "Agglomeration Externalities, Innovation and Regional Growth: Theoretical Perspectives and Meta-Analysis," Working Papers in Economics 08/01, University of Waikato.
  • Peter R. Mueser & Kenneth R. Troske & Alexey Gorislavsky, 2007. "Using State Administrative Data to Measure Program Performance," The Review of Economics and Statistics, MIT Press, vol. 89(4), pages 761-783, November.
    • Peter R. Mueser & Kenneth Troske & Alexey Gorislavsky, 2003. "Using State Administrative Data to Measure Program Performance," Working Papers 0309, Department of Economics, University of Missouri.
    • Mueser, Peter R. & Troske, Kenneth & Gorislavsky, Alexey, 2003. "Using State Administrative Data to Measure Program Performance," IZA Discussion Papers 786, Institute of Labor Economics (IZA).
    • Peter R. Mueser & Kenneth R. Troske & Alexey Gorislavsky, 2007. "Using State Administrative Data to Measure Program Performance," Working Papers 0702, Department of Economics, University of Missouri.
  • Lib?na »ernohorsk? & Jan »ernohorsk?, 2007. "Potential Attitudes Solving the Problems of Banking Stability," Working Papers 164, Tallinn School of Economics and Business Administration, Tallinn University of Technology.
  • Hannah C Lambert, 2007. "The Development of British Military Masculinities through Symbolic Resources," Working Papers 200711, Geary Institute, University College Dublin.
  • Olivier Bargain, 2004. "On modeling household labor supply with taxation," DELTA Working Papers 2004-14, DELTA (Ecole normale supérieure).
    • Olivier Bargain, 2007. "On Modeling Household Labor Supply With Taxation," Working Papers 200711, School of Economics, University College Dublin.
    • Bargain, Olivier B., 2005. "On Modeling Household Labor Supply with Taxation," IZA Discussion Papers 1455, Institute of Labor Economics (IZA).
  • Valadkhani, Abbas, 2006. "Macroeconometric Modelling in an Oil-Exporting Country: The case of Iran," MPRA Paper 50389, University Library of Munich, Germany.
    • Valadkhani, Abbas, 2007. "Macroeconometric Modelling In An Oil Exporting Country: The Case Of Iran," Economics Working Papers wp07-14, School of Economics, University of Wollongong, NSW, Australia.
  • Fabio Canova, 2007. "How much structure in empirical models?," Economics Working Papers 1054, Department of Economics and Business, Universitat Pompeu Fabra.
    • Canova, Fabio, 2008. "How much structure in empirical models?," CEPR Discussion Papers 6791, C.E.P.R. Discussion Papers.
  • Korenok Oleg, 2007. "Bayesian Methods in Nonlinear Time Series," Working Papers 0703, VCU School of Business, Department of Economics.
  • Clarke, Judith A., 2008. "On weighted estimation in linear regression in the presence of parameter uncertainty," Economics Letters, Elsevier, vol. 100(1), pages 1-3, July.
    • Judith A. Clarke, 2007. "On Weighted Estimation in Linear Regression in th Presence of Parameter Uncertainty," Econometrics Working Papers 0701, Department of Economics, University of Victoria.
  • Pierre L. Siklos, 2010. "Revisiting the Coyne Affair: a singular event that changed the course of Canadian monetary history," Canadian Journal of Economics, Canadian Economics Association, vol. 43(3), pages 994-1015, August.
    • Pierre L. Siklos, 2010. "Revisiting the Coyne Affair: a singular event that changed the course of Canadian monetary history," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 43(3), pages 994-1015, August.
    • Pierre Siklos, 2008. "Revisiting the Coyne Affair: A Singular Event That Changed the Course of Canadian Monetary History," Working Papers eg0047, Wilfrid Laurier University, Department of Economics, revised 2008.
  • Sadayuki Ono, 2007. "Option Pricing under Stochastic Volatility and Trading Volume," Discussion Papers 07/05, Department of Economics, University of York.
  • Paloviita, Maritta, 2007. "Estimating a small DSGE model under rational and measured expectations: some comparisons," Bank of Finland Research Discussion Papers 14/2007, Bank of Finland.
  • Laakkonen, Helinä, 2007. "Exchange rate volatility, macro announcements and the choice of intraday sasonality filtering method," Bank of Finland Research Discussion Papers 23/2007, Bank of Finland.
  • Scharnagl, Michael & Schumacher, Christian, 2007. "Reconsidering the role of monetary indicators for euro area inflation from a Bayesian perspective using group inclusion probabilities," Discussion Paper Series 1: Economic Studies 2007,09, Deutsche Bundesbank.
  • Günnel, Stefan & Tödter, Karl-Heinz, 2007. "Does Benford's law hold in economic research and forecasting?," Discussion Paper Series 1: Economic Studies 2007,32, Deutsche Bundesbank.
  • Hautsch, Nikolaus, 2008. "Capturing common components in high-frequency financial time series: A multivariate stochastic multiplicative error model," Journal of Economic Dynamics and Control, Elsevier, vol. 32(12), pages 3978-4015, December.
    • Hautsch, Nikolaus, 2007. "Capturing common components in high-frequency financial time series: A multivariate stochastic multiplicative error model," SFB 649 Discussion Papers 2007-052, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    • Hautsch, Nikolaus, 2007. "Capturing common components in high-frequency financial time series: A multivariate stochastic multiplicative error model," CFS Working Paper Series 2007/25, Center for Financial Studies (CFS).
  • Scholtz, Hellmut D., 2007. "Minderung der Risiken bei Wertpapieranlagen zur Altersvorsorge mit marktneutralen Anlagestrategien," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 48(10), pages 182-190.
  • Tondl, Gabriele & Prüfer, Patricia, 2007. "Does it Make a Difference? Comparing Growth Effects of European and North American FDI in Latin America," Proceedings of the German Development Economics Conference, Göttingen 2007 26, Verein für Socialpolitik, Research Committee Development Economics.
  • Franchi, Massimo & Jusélius, Katarina, 2007. "Taking a DSGE Model to the Data Meaningfully," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 1, pages 1-38.
    • Franchi, Massimo & Jusélius, Katarina, 2007. "Taking a DSGE Model to the Data Meaningfully," Economics Discussion Papers 2007-6, Kiel Institute for the World Economy (IfW Kiel).
  • Franchi, Massimo & Jusélius, Katarina, 2007. "Taking a DSGE Model to the Data Meaningfully," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 1, pages 1-38.
    • Franchi, Massimo & Jusélius, Katarina, 2007. "Taking a DSGE Model to the Data Meaningfully," Economics Discussion Papers 2007-6, Kiel Institute for the World Economy (IfW Kiel).
  • Arnold, Matthias & Weißbach, Rafael, 2007. "Testing large-dimensional correlation," Technical Reports 2007,15, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
  • Tsay, Wen-Jen & Härdle, Wolfgang Karl, 2007. "A generalized ARFIMA process with Markov-switching fractional differencing parameter," SFB 649 Discussion Papers 2007-022, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  • Härdle, Wolfgang Karl & Mungo, Julius, 2007. "Long memory persistence in the factor of Implied volatility dynamics," SFB 649 Discussion Papers 2007-027, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  • Hautsch, Nikolaus, 2008. "Capturing common components in high-frequency financial time series: A multivariate stochastic multiplicative error model," Journal of Economic Dynamics and Control, Elsevier, vol. 32(12), pages 3978-4015, December.
    • Hautsch, Nikolaus, 2007. "Capturing common components in high-frequency financial time series: A multivariate stochastic multiplicative error model," CFS Working Paper Series 2007/25, Center for Financial Studies (CFS).
    • Hautsch, Nikolaus, 2007. "Capturing common components in high-frequency financial time series: A multivariate stochastic multiplicative error model," SFB 649 Discussion Papers 2007-052, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  • Ager, P. & Kappler, M. & Osterloh, S., 2009. "The accuracy and efficiency of the Consensus Forecasts: A further application and extension of the pooled approach," International Journal of Forecasting, Elsevier, vol. 25(1), pages 167-181.
    • Ager, Philipp & Kappler, Marcus & Osterloh, Steffen, 2007. "The Accuracy and Efficiency of the Consensus Forecasts: A Further Application and Extension of the Pooled Approach," ZEW Discussion Papers 07-058, ZEW - Leibniz Centre for European Economic Research.
  • Michael Artis & Jos� G. Clavel & Mathias Hoffmann & Dilip Nachane, 2007. "Harmonic Regression Models: A Comparative Review with Applications," IEW - Working Papers 333, Institute for Empirical Research in Economics - University of Zurich.
  • Bollerslev, Tim & Gibson, Michael & Zhou, Hao, 2011. "Dynamic estimation of volatility risk premia and investor risk aversion from option-implied and realized volatilities," Journal of Econometrics, Elsevier, vol. 160(1), pages 235-245, January.
    • Tim Bollerslev & Michael S. Gibson & Hao Zhou, 2005. "Dynamic estimation of volatility risk premia and investor risk aversion from option-implied and realized volatilities," Proceedings, Board of Governors of the Federal Reserve System (U.S.).
    • Tim Bollerslev & Michael S. Gibson & Hao Zhou, 2004. "Dynamic estimation of volatility risk premia and investor risk aversion from option-implied and realized volatilities," Finance and Economics Discussion Series 2004-56, Board of Governors of the Federal Reserve System (U.S.).
    • Tim Bollerslev & Michael Gibson & Hao Zhou, 2007. "Dynamic Estimation of Volatility Risk Premia and Investor Risk Aversion from Option-Implied and Realized Volatilities," CREATES Research Papers 2007-16, Department of Economics and Business Economics, Aarhus University.
  • Paul Alagidede, 2007. "Return Dynamics in North African Stock Markets," The African Finance Journal, Africagrowth Institute, vol. 9(1), pages 39-52.
  • Nicholas Odhiambo, 2007. "Does Interest Rate Liberalisation Really Improve the Allocative Efficiency of Investment? Kenya's Experience," The African Finance Journal, Africagrowth Institute, vol. 9(1), pages 53-69.
  • Yelou, Clement & Larue, Bruno & Tran, Kien C., 2007. "Estimation and Inference for Threshold Effects in Panel Data Stochastic Frontier Models," 2007 Annual Meeting, July 29-August 1, 2007, Portland, Oregon 9769, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  • Power, Gabriel J. & Turvey, Calum G., 2007. "Spurious Long Memory in Commodity Futures: Implications for Agribusiness Option Pricing," 2007 Annual Meeting, July 29-August 1, 2007, Portland, Oregon 9782, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  • Bellver, Jeronimo Aznar & Guitart, Vicente Estruch, 2007. "Valoracion de activos ambientales mediante metodos multicriterio. Aplicacion a la valoracion del Parque Natural del Alto Tajo," Economia Agraria y Recursos Naturales, Spanish Association of Agricultural Economists, vol. 7(13), pages 1-20.
  • Matteo Manera & Chiara Longo & Anil Markandya & Elisa Scarpa, 2007. "Evaluating the Empirical Performance of Alternative Econometric Models for Oil Price Forecasting," Working Papers 2007.4, Fondazione Eni Enrico Mattei.
    • Scarpa, Elisa & Longo, Chiara & Manera, Matteo & Markandya, Anil, 2007. "Evaluating the Empirical Performance of Alternative Econometric Models for Oil Price Forecasting," International Energy Markets Working Papers 12118, Fondazione Eni Enrico Mattei (FEEM).
  • Hiroyuki Kasahara & Katsumi Shimotsu, 2007. "Nonparametric Identification and Estimation of Multivariate Mixtures," Working Papers 1153, Queen's University, Department of Economics.
    • Kasahara, Hiroyuki & Shimotsu, Katsumi, 2007. "Nonparametric Identification and Estimation of Multivariate Mixtures," Queen's Economics Department Working Papers 273629, Queen's University - Department of Economics.
  • Xu, Hai Yan & Ward, Bert D. & Nartea, Gilbert V., 2007. "An Empirical Study of the Chinese Short-Term Interest Rate: A Comparison of the Predictive Power of Rival One-Factor Models," Review of Applied Economics, Lincoln University, Department of Financial and Business Systems, vol. 3(01-2), pages 1-18.
  • Luca Fanelli & Giulio Palomba, 2011. "Simulation‐based tests of forward‐looking models under VAR learning dynamics," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 26(5), pages 762-782, August.
    • Luca FANELLI & Giulio PALOMBA, 2007. "Simulation-Based Tests of Forward-Looking Models Under VAR Learning Dynamics," Working Papers 298, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
  • Petar Bantchev, 2007. "Strategic Solutions for Combining of Marketing Mix Elements," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 3, pages 117-143.
  • Anita Staneva, 2007. "Econometric analysis of Labour Market in Bulgaria - 1991-2006," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 3, pages 144-172.
  • David Bolder & Tiago Rubin, 2007. "Optimization in a Simulation Setting: Use of Function Approximation in Debt Strategy Analysis," Staff Working Papers 07-14, Bank of Canada.
    • David Bolder & Tiago Rubin, 2007. "Optimization in a Simulation Setting: Use of Function Approximation in Debt Strategy Analysis," Staff Working Papers 07-13, Bank of Canada.
  • Fousseni Chabi-Yo & Dietmar Leisen & Eric Renault, 2007. "Implications of Asymmetry Risk for Portfolio Analysis and Asset Pricing," Staff Working Papers 07-47, Bank of Canada.
  • Gutierrez, Carlos Enrique Carrasco & Souza, Reinaldo Castro & Guillén, Osmani Teixeira de Carvalho, 2009. "Selection of Optimal Lag Length in Cointegrated VAR Models with Weak Form of Common Cyclical Features," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 29(1), May.
    • Carlos Enrique Carrasco Gutiérrez & Reinaldo Castro Souza & Osmani Teixeira de Carvalho Guillén, 2007. "Selection of Optimal Lag Length in Cointegrated VAR Models with Weak Form of Common Cyclical Features," Working Papers Series 139, Central Bank of Brazil, Research Department.
    • Carrasco Gutierrez, Carlos Enrique & Castro Souza, Reinaldo & Teixeira de Carvalho Guillén, Osmani, 2009. "Selection of Optimal Lag Length in Cointegrated VAR Models with Weak Form of Common Cyclical Features," MPRA Paper 66065, University Library of Munich, Germany, revised 2009.
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    • Carlos Enrique Carrasco Gutierrez & Reinaldo Castro Souza & Osmani Teixeira de Carvalho Guillén, 2009. "Selection of Optimal Lag Length in Cointegrated VAR Models with Weak Form of Common Cyclical Features," Fucape Working Papers 16, Fucape Business School.
  • Atilla Çifter & Alper Özün, 2007. "The Predictive Performance of Asymmetric Normal Mixture GARCH in Risk Management: Evidence from Turkey," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, vol. 1(1), pages 7-34.
    • Cifter, Atilla & Ozun, Alper, 2007. "The Predictive Performance of Asymmetric Normal Mixture GARCH in Risk Management: Evidence from Turkey," MPRA Paper 2489, University Library of Munich, Germany.
  • Canova, Fabio & Sala, Luca, 2009. "Back to square one: Identification issues in DSGE models," Journal of Monetary Economics, Elsevier, vol. 56(4), pages 431-449, May.
    • Fabio Canova & Luca Sala, 2005. "Back to square one: Identification issues in DSGE models," Economics Working Papers 927, Department of Economics and Business, Universitat Pompeu Fabra, revised Sep 2006.
    • Canova, Fabio & Sala, Luca, 2009. "Back to square one: identification issues in DSGE models," CEPR Discussion Papers 7234, C.E.P.R. Discussion Papers.
    • Fabio Canova & Luca Sala, 2007. "Back to square one: identification issues in DSGE models," Working Papers 0715, Banco de España.
    • Fabio Canova & Luca Sala, 2006. "Back to Square One: Identification Issues in DSGE Models," Working Papers 303, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
    • Fabio Canova & Luca Sala, 2006. "Back to square one: identification issues in DSGE models," Computing in Economics and Finance 2006 196, Society for Computational Economics.
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  • Busetti, Fabio & Harvey, Andrew, 2008. "Testing For Trend," Econometric Theory, Cambridge University Press, vol. 24(1), pages 72-87, February.
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  • Hernán Rincón & Édgar Caicedo & Norberto Rodríguez, 2007. "Exchange rate pass-through effects: A disaggregate analysis of Colombian imports of manufactured goods," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 25(54), pages 90-121, June.
    • Hernán Rincón & Édgar Caicedo & Norberto Rodríguez, 2007. "Exchange rate pass-through effects: a disaggregate analysis of Colombian imports of manufactured goods," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 25(54), pages 90-121, June.
    • Hernán Rincón & Edgar Caicedo & Norberto Rodríguez, 2005. "Exchange Rate Pass-Through Effects: A Disaggregate Analysis of Colombian Imports of Manufactured Goods," Borradores de Economia 330, Banco de la Republica de Colombia.
    • Hernán Rincón & Edgar Caicedo & Norberto Rodríguez, 2005. "Exchange Rate Pass-Through Effects : A Disaggregate Analysis Of Colombian Imports Of Manufactured Goods," Borradores de Economia 2682, Banco de la Republica.
  • Jondeau, Eric & Sahuc, Jean-Guillaume, 2008. "Testing heterogeneity within the euro area," Economics Letters, Elsevier, vol. 99(1), pages 192-196, April.
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  • Poilly, Céline, 2010. "Does money matter for the identification of monetary policy shocks: A DSGE perspective," Journal of Economic Dynamics and Control, Elsevier, vol. 34(10), pages 2159-2178, October.
    • Céline Poilly, 2007. "Does Money Matter for the Identification of Monetary Policy Shocks: A DSGE Perspective," THEMA Working Papers 2007-23, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
    • Céline Poilly, 2007. "Does Money Matter for the Identification of Monetary Policy Shocks: A DSGE Perspective," Working papers 184, Banque de France.
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  • Chauvin, V. & Devulder, A., 2007. "Maquette d’inflation zone euro," Bulletin de la Banque de France, Banque de France, issue 167, pages 77-94.
  • David Afshartous & Michael Wolf, 2007. "Avoiding ‘data snooping’ in multilevel and mixed effects models," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 170(4), pages 1035-1059, October.
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  • Paloviita, Maritta, 2007. "Estimating a small DSGE model under rational and measured expectations : some comparisons," Research Discussion Papers 14/2007, Bank of Finland.
  • Laakkonen, Helinä, 2007. "Exchange rate volatility, macro announcements and the choice of intraday sasonality filtering method," Research Discussion Papers 23/2007, Bank of Finland.
  • Brissimis, Sophocles N. & Delis, Manthos D., 2009. "Identification of a loan supply function: A cross-country test for the existence of a bank lending channel," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 19(2), pages 321-335, April.
    • Sophocles N. Brissimis & Matthaios D. Delis, 2007. "Identification of a Loan Supply Function: A Cross-Country Test for the Existence of a Bank Lending Channel," Working Papers 54, Bank of Greece.
  • Chae-Shick Chung & Jong Sung Lee, 2007. "Empirical Investigation of Stochastic Volatility Interest Rate Models using the EMM: The Case of Korea (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, vol. 13(3), pages 41-69, September.
  • Pesaran, Bahram & Pesaran, M. Hashem, 2007. "Modelling Volatilities and Conditional Correlations in Futures Markets with a Multivariate t Distribution," IZA Discussion Papers 2906, Institute of Labor Economics (IZA).
    • Pesaran, B. & Pesaran, M.H., 2007. "Modelling Volatilities and Conditional Correlations in Futures Markets with a Multivariate t Distribution," Cambridge Working Papers in Economics 0734, Faculty of Economics, University of Cambridge.
  • Carlos Santos, 2007. "Discriminating mean and variance shifts," Working Papers de Economia (Economics Working Papers) 14, Católica Porto Business School, Universidade Católica Portuguesa.
  • Minford, Patrick & Wang, Jiang & Meenagh, David, 2007. "Growth and relative living standards - testing Barriers to Riches on post-war panel data," CEPR Discussion Papers 6288, C.E.P.R. Discussion Papers.
    • Minford, Patrick & Meenagh, David & Wang, Jiang, 2007. "Growth and relative living standards - testing Barriers to Riches on post-war panel data," Cardiff Economics Working Papers E2007/12, Cardiff University, Cardiff Business School, Economics Section.
  • Theodoridis, Konstantinos, 2007. "Dynamic Stochastic General Equilibrium (DSGE) Priors for Bayesian Vector Autoregressive (BVAR) Models: DSGE Model Comparison," Cardiff Economics Working Papers E2007/15, Cardiff University, Cardiff Business School, Economics Section.
  • Yener Kandogan, 2007. "Sensitivity of international blocs´ trade effect to alternative specifications of the gravity equation," Journal of Applied Economics, Universidad del CEMA, vol. 10, pages 337-360, November.
  • Stephen Machin & Sandra McNally & Costas Meghir, 2010. "Resources and Standards in Urban Schools," Journal of Human Capital, University of Chicago Press, vol. 4(4), pages 365-393.
    • Machin, Stephen & McNally, Sandra & Meghir, Costas, 2007. "Resources and Standards in Urban Schools," IZA Discussion Papers 2653, Institute of Labor Economics (IZA).
    • Stephen Machin & Sandra McNally & Costas Meghir, 2007. "Resources and Standards in Urban Schools," CEE Discussion Papers 0076, Centre for the Economics of Education, LSE.
    • Machin, Stephen & McNally, Sandra & Meghir, Costas, 2007. "Resources and standards in urban schools," LSE Research Online Documents on Economics 3650, London School of Economics and Political Science, LSE Library.
  • Doppelhofer, G. & Weeks, M., 2005. "Jointness of Growth Determinants," Cambridge Working Papers in Economics 0542, Faculty of Economics, University of Cambridge.
    • Gernot Doppelhofer & Melvyn Weeks, 2007. "Jointness of Growth Determinants," CESifo Working Paper Series 1978, CESifo.
  • Sonja Munz, 2007. "Beschäftigungs- und familienpolitische Aspekte der Teilzeitarbeit im Lichte des Teilzeit- und Befristungsgesetzes - eine Evaluierung," ifo Beiträge zur Wirtschaftsforschung, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 29, May.
  • Gernot Nerb & Heinz Schmalholz & Matthias Dischinger & Wolfgang Eggert & Thomas Fester & Reinhard Hild & Thomas Kiessl & Josef Lachner & Carsten Pohl & Michael Reinhard & Björn Frank & Heike Belitz & , 2006. "Chances and Risks of a Modified General Framework for the Service Enterprises from the EU Service Directive," ifo Forschungsberichte, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 29.
  • Johannes Mayr & Dirk Ulbricht, 2007. "Log versus level in VAR forecasting: 16 Million empirical answers - expect the unexpected," ifo Working Paper Series 42, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
  • Johannes Mayr & Dirk Ulbricht, 2007. "VAR Model Averaging for Multi-Step Forecasting," ifo Working Paper Series 48, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
  • Gabriele Fiorentini & Enrique Sentana, 2007. "On the efficiency and consistency of likelihood estimation in multivariate conditionally heteroskedastic dynamic regression models," Working Paper series 38_07, Rimini Centre for Economic Analysis.
    • Gabriele Fiorentini & Enrique Sentana, 2007. "On the Efficiency and Consistency of Likelihood Estimation in Multivariate Conditionally Heteroskedastic Dynamic Regression Models," Working Papers wp2007_0713, CEMFI.
  • Gaviria, Alejandro & Medina, Carlos & Palau, María del Mar, 2010. "Las consecuencias económicas de un nombre atípico. El caso colombiano," El Trimestre Económico, Fondo de Cultura Económica, vol. 0(307), pages 535-556, julio-sep.
    • Alejandro Gaviria & Carlos Medina & María del Mar Palau, 2007. "Las Consecuencias Económicas De Un Nombre Atípico. El Caso Colombiano," Documentos CEDE 3108, Universidad de los Andes, Facultad de Economía, CEDE.
  • Hernán Rincón & Édgar Caicedo & Norberto Rodríguez, 2007. "Exchange rate pass-through effects: a disaggregate analysis of Colombian imports of manufactured goods," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 25(54), pages 90-121, June.
    • Hernán Rincón & Édgar Caicedo & Norberto Rodríguez, 2007. "Exchange rate pass-through effects: A disaggregate analysis of Colombian imports of manufactured goods," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 25(54), pages 90-121, June.
    • Hernán Rincón & Edgar Caicedo & Norberto Rodríguez, 2005. "Exchange Rate Pass-Through Effects: A Disaggregate Analysis of Colombian Imports of Manufactured Goods," Borradores de Economia 330, Banco de la Republica de Colombia.
    • Hernán Rincón & Edgar Caicedo & Norberto Rodríguez, 2005. "Exchange Rate Pass-Through Effects : A Disaggregate Analysis Of Colombian Imports Of Manufactured Goods," Borradores de Economia 2682, Banco de la Republica.
  • María Isabel Restrepo & Diana Constanza Restrepo, 2007. "El canal del crédito bancario en Colombia: 1995-2005. Una aproximación mediante modelos de umbral," Revista Lecturas de Economía, Universidad de Antioquia, CIE, December.
  • Dennys MarrugoTorrente, 2007. "Evaluación de los modelos de pronóstico aplicados para la demanda turística internacional hacia Colombia," Revista Panorama Económico, Universidad de Cartagena, vol. 0(0), pages 1-18, December.
  • Raúl Quejada Pérez & Felipe Del Río Carrasquilla, 2007. "Evaluación de la influencia de la revaluación del tipo de cambio sobre la demanda de turismo en Colombia," Revista Panorama Económico, Universidad de Cartagena, vol. 0(0), pages 1-23, December.
  • Hoogerheide, L.F. & van Dijk, H.K. & van Oest, R.D., 2007. "Simulation based bayesian econometric inference: principles and some recent computational advances," Econometric Institute Research Papers EI 2007-03, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    • HOOGERHEIDE, Lennart F. & VAN DIJK, Herman K. & VAN OEST, Rutger D., 2007. "Simulation based Bayesian econometric inference: principles and some recent computational advances," LIDAM Discussion Papers CORE 2007015, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Luc Bauwens & Arie Preminger & Jeroen V. K. Rombouts, 2010. "Theory and inference for a Markov switching GARCH model," Econometrics Journal, Royal Economic Society, vol. 13(2), pages 218-244, July.
    • Luc, BAUWENS & Arie, PREMINGER & Jeroen, ROMBOUTS, 2007. "Theory and inference for a Markov switching GARCH model," Discussion Papers (ECON - Département des Sciences Economiques) 2007033, Université catholique de Louvain, Département des Sciences Economiques.
    • BAUWENS, Luc & PREMINGER, Arie & ROMBOUTS, Jeroen V.K., 2007. "Theory and inference for a Markov switching GARCH model," LIDAM Discussion Papers CORE 2007055, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    • Luc Bauwens & Arie Preminger & Jeroen V.K. Rombouts, 2007. "Theory and Inference for a Markov-Switching GARCH Model," Cahiers de recherche 0733, CIRPEE.
    • Luc Bauwens & Arie Preminger & Jeroen V.K. Rombouts, 2007. "Theory and inference for a Markov switching Garch model," Cahiers de recherche 07-09, HEC Montréal, Institut d'économie appliquée.
    • BAUWENS, Luc & PREMINGER, Arie & ROMBOUTS, Jeroen VK, 2010. "Theory and inference for a Markov switching Garch model," LIDAM Reprints CORE 2303, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Rombouts Jeroen V. K. & Bouaddi Mohammed, 2009. "Mixed Exponential Power Asymmetric Conditional Heteroskedasticity," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 13(3), pages 1-32, May.
    • Mohammed Bouaddi & Jeroen V.K. Rombouts, 2007. "Mixed Exponential Power Asymmetric Conditional Heteroskedasticity," Cahiers de recherche 0749, CIRPEE.
    • BOUADDI, Mohammed & ROMBOUTS, Jeroen V.K., 2007. "Mixed exponential power asymmetric conditional heteroskedasticity," LIDAM Discussion Papers CORE 2007097, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    • Mohammed Bouaddi & Jeroen V.K. Rombouts, 2007. "Mixed Exponential Power Asymmetric Conditional Heteroskedasticity," Cahiers de recherche 07-15, HEC Montréal, Institut d'économie appliquée.
  • Minford, Patrick & Meenagh, David & Wang, Jiang, 2007. "Growth and relative living standards - testing Barriers to Riches on post-war panel data," Cardiff Economics Working Papers E2007/12, Cardiff University, Cardiff Business School, Economics Section.
    • Minford, Patrick & Wang, Jiang & Meenagh, David, 2007. "Growth and relative living standards - testing Barriers to Riches on post-war panel data," CEPR Discussion Papers 6288, C.E.P.R. Discussion Papers.
  • Antonello D’ Agostino & Domenico Giannone, 2012. "Comparing Alternative Predictors Based on Large‐Panel Factor Models," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 74(2), pages 306-326, April.
    • D'Agostino, Antonello & Giannone, Domenico, 2006. "Comparing Alternative Predictors Based on Large-Panel Factor Models," Research Technical Papers 14/RT/06, Central Bank of Ireland.
    • Giannone, Domenico & D’Agostino, Antonello, 2007. "Comparing Alternative Predictors Based on Large-Panel Factor Models," CEPR Discussion Papers 6564, C.E.P.R. Discussion Papers.
    • D'Agostino, Antonello & Giannone, Domenico, 2006. "Comparing alternative predictors based on large-panel factor models," Working Paper Series 680, European Central Bank.
  • Pascal Lavergne & Valentin Patilea, 2011. "One for All and All for One: Regression Checks With Many Regressors," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(1), pages 41-52, January.
    • Pascal Lavergne & Valentin Patilea, 2007. "One for All and All for One : Regression Checks with Many Regressors"," Working Papers 2007-12, Center for Research in Economics and Statistics.
    • Pascal Lavergne & Valentin Patilea, 2008. "One for All and All for One:Regression Checks With Many Regressors," Discussion Papers dp08-06, Department of Economics, Simon Fraser University.
    • Lavergne, Pascal & Patilea, Valentin, 2011. "One for all and all for one: regression checks with many regressors," MPRA Paper 35779, University Library of Munich, Germany.
  • Timotheos Angelidis & Stavros Degiannakis, 2007. "Backtesting VaR Models: An Expected Shortfall Approach," Working Papers 0701, University of Crete, Department of Economics.
  • Nikolaos Giannellis & Athanasios P. Papadopoulos, 2006. "Purchasing Power Parity among Developing Countries and their Trade-Partners. Evidence from Selected CEEC and Implications for their Membership of EU," Ekonomia, Cyprus Economic Society and University of Cyprus, vol. 9(1), pages 39-56, Summer.
    • Nikolaos Giannellis & Athanasios P. Papadopoulos, 2007. "Purchasing Power Parity among developing countries and their trade-partners. Evidence from selected CEECs and Implications for their membership of EU," Money Macro and Finance (MMF) Research Group Conference 2006 55, Money Macro and Finance Research Group.
    • Nikolaos Giannellis & Athanasios Papadopoulos, 2007. "Purchasing Power Parity Among Developing Countries and Their Trade-Partners: Evidence from Selected CEECs and Implications for Their Membership of EU," Working Papers 0716, University of Crete, Department of Economics.
  • Nikolaos Giannellis & Athanasios Papadopoulos, 2007. "Estimating the Equilibrium Effective Exchange Rate for Potential EMU Members," Open Economies Review, Springer, vol. 18(3), pages 307-326, July.
    • Nikolaos Giannellis & Athanasios Papadopoulos, 2007. "Estimating the Equilibrium Effective Exchange Rate for Potential EMU members," Working Papers 0719, University of Crete, Department of Economics.
  • Alfredo García-Hiernaux & José Casals & Miguel Jerez, 2012. "Estimating the system order by subspace methods," Computational Statistics, Springer, vol. 27(3), pages 411-425, September.
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  • Luc Bauwens & Arie Preminger & Jeroen V. K. Rombouts, 2010. "Theory and inference for a Markov switching GARCH model," Econometrics Journal, Royal Economic Society, vol. 13(2), pages 218-244, July.
    • Luc Bauwens & Arie Preminger & Jeroen V.K. Rombouts, 2007. "Theory and inference for a Markov switching Garch model," Cahiers de recherche 07-09, HEC Montréal, Institut d'économie appliquée.
    • Luc, BAUWENS & Arie, PREMINGER & Jeroen, ROMBOUTS, 2007. "Theory and inference for a Markov switching GARCH model," Discussion Papers (ECON - Département des Sciences Economiques) 2007033, Université catholique de Louvain, Département des Sciences Economiques.
    • Luc Bauwens & Arie Preminger & Jeroen V.K. Rombouts, 2007. "Theory and Inference for a Markov-Switching GARCH Model," Cahiers de recherche 0733, CIRPEE.
    • BAUWENS, Luc & PREMINGER, Arie & ROMBOUTS, Jeroen V.K., 2007. "Theory and inference for a Markov switching GARCH model," LIDAM Discussion Papers CORE 2007055, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    • BAUWENS, Luc & PREMINGER, Arie & ROMBOUTS, Jeroen VK, 2010. "Theory and inference for a Markov switching Garch model," LIDAM Reprints CORE 2303, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Chen, Xiaohong & Fan, Yanqin, 2007. "A Model Selection Test For Bivariate Failure-Time Data," Econometric Theory, Cambridge University Press, vol. 23(3), pages 414-439, June.
    • Xiaohong Chen & Yanqin Fan, 2004. "A Model Selection Test for Bivariate Failure-Time Data," Vanderbilt University Department of Economics Working Papers 0421, Vanderbilt University Department of Economics, revised Oct 2004.
  • Alfredo A. Romero, 2007. "A Note on the Use of R-squared in Model Selection," Working Papers 62, Department of Economics, College of William and Mary.
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    • Kengo Nutahara, 2007. "Matlab code to replicate the Beaudry-Portier news shock model," QM&RBC Codes 170, Quantitative Macroeconomics & Real Business Cycles.
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    • Alastair R. Hall & Atsushi Inoue & James M. Nason & Barbara Rossi, 2007. "Information criteria for impulse response function matching estimation of DSGE models," FRB Atlanta Working Paper 2007-10, Federal Reserve Bank of Atlanta.
    • Alastair Hall & Atsushi & James M Nason & Barbara Rossi, 2009. "Information Criteria For Impulse Response Function Matching Estimation Of Dsge Models," Working Papers 09-09, Duke University, Department of Economics.
    • Alastair R. Hall & Atsushi Inoue & James M Nason & Barbara Rossi, 2009. "Information Criteria for Impulse Response Function Matching Estimation of DSGE Models," Centre for Growth and Business Cycle Research Discussion Paper Series 127, Economics, The University of Manchester.
    • Hall, Alastair & Inoue, Atsushi & Nason M, James & Rossi, Barbara, 2007. "Information Criteria for Impulse Response Function Matching Estimation of DSGE Models," Working Papers 07-04, Duke University, Department of Economics.
    • Alastair Hall & Atsushi Inoue & James M. Nason & Barbara Rossi, 2010. "Information Criteria for Impulse Response Function Matching Estimation of DSGE Models," Working Papers 10-28, Duke University, Department of Economics.
  • SOOREEA, Rajeev, 2007. "Are Taylor-Based Monetary Policy Rules Forward-Looking?. An Investigation Using Superexogeneity Tests," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 7(2), pages 87-94.
  • Guisan, M.C., 2007. "Causalidad y desarrollo económico: Análisis econométrico de los países de la OCDE, 1965-2005," Economic Development 95, University of Santiago de Compostela. Faculty of Economics and Business. Econometrics..
  • Guisan, M.C., 2007. "Modelos econométricos dinámicos y desarrollo económico: Análisis del salario real, la productividad y el empleo en los países de la OCDE, 1965-2005," Economic Development 96, University of Santiago de Compostela. Faculty of Economics and Business. Econometrics..
  • JAYANTHAKUMARAN, Kankesu & PAHLAVANI; Mosayeb & Frank NERI, Frank, 2007. "Trade Reforms And Breakpoints In Australia’S Manufactured Trade: An Application Of The Zivot And Andrews Model," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, vol. 4(2), pages 69-78.
  • Glennon, Dennis & Kiefer, Nicholas M. & Larson, C. Erik & Choi, Hwan-sik, 2007. "Development and Validation of Credit-Scoring Models," Working Papers 07-12, Cornell University, Center for Analytic Economics.
  • Sergio Firpo, 2007. "Efficient Semiparametric Estimation of Quantile Treatment Effects," Econometrica, Econometric Society, vol. 75(1), pages 259-276, January.
    • Sergio Firpo, 2004. "Efficient Semiparametric Estimation of Quantile Treatment Effects," Econometric Society 2004 North American Summer Meetings 605, Econometric Society.
  • Jan R. Magnus & Andrey L. Vasnev, 2007. "Local sensitivity and diagnostic tests," Econometrics Journal, Royal Economic Society, vol. 10(1), pages 166-192, March.
    • Magnus, J.R. & Vasnev, A.L., 2004. "Local Sensitivity and Diagnostic Tests," Other publications TiSEM 10722abe-f848-4bfa-a82d-6, Tilburg University, School of Economics and Management.
    • Magnus, J.R. & Vasnev, A.L., 2004. "Local Sensitivity and Diagnostic Tests," Discussion Paper 2004-105, Tilburg University, Center for Economic Research.
  • Arie Preminger & Shinichi Sakata, 2007. "A model selection method for S-estimation," Econometrics Journal, Royal Economic Society, vol. 10(2), pages 294-319, July.
    • PREMINGER, Arie & SAKATA, Shinichi, 2005. "A model selection method for S-estimation," LIDAM Discussion Papers CORE 2005073, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Jason Allen, 2007. "Size matters: covariance matrix estimation under the alternative," Econometrics Journal, Royal Economic Society, vol. 10(3), pages 637-644, November.
    • Jason Allen, 2005. "Size Matters: Covariance Matrix Estimation Under The Alternative," Working Paper 1091, Economics Department, Queen's University.
  • Bauwens, L. & Hafner, C.M. & Rombouts, J.V.K., 2007. "Multivariate mixed normal conditional heteroskedasticity," Computational Statistics & Data Analysis, Elsevier, vol. 51(7), pages 3551-3566, April.
    • Luc, BAUWENS & C.M., HAFNER & J.V.K., ROMBOUTS, 2006. "Multivariate mixed normal conditional heteroskedasticity," Discussion Papers (ECON - Département des Sciences Economiques) 2006007, Université catholique de Louvain, Département des Sciences Economiques.
    • BAUWENS, Luc & HAFNER, Christian M. & ROMBOUTS, Jeroen VK, 2007. "Multivariate mixed normal conditional heteroskedasticity," LIDAM Reprints CORE 1906, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    • BAUWENS, Luc & HAFNER, Christian & ROMBOUTS, Jeroen, 2006. "Multivariate mixed normal conditional heteroskedasticity," LIDAM Discussion Papers CORE 2006012, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Johri, Alok & Letendre, Marc-Andre, 2007. "What do `residuals' from first-order conditions reveal about DGE models?," Journal of Economic Dynamics and Control, Elsevier, vol. 31(8), pages 2744-2773, August.
    • Alok Johri & Marc-André Letendre, 2006. "What do “residuals” from first-order conditions reveal about DGE models?," Department of Economics Working Papers 2006-01, McMaster University.
  • Monteforte, Libero, 2007. "Aggregation bias in macro models: Does it matter for the euro area?," Economic Modelling, Elsevier, vol. 24(2), pages 236-261, March.
    • Libero Monteforte, 2004. "Aggregation bias in macro models: does it matter foir the euro area?," Temi di discussione (Economic working papers) 534, Bank of Italy, Economic Research and International Relations Area.
  • Moser, Gabriel & Rumler, Fabio & Scharler, Johann, 2007. "Forecasting Austrian inflation," Economic Modelling, Elsevier, vol. 24(3), pages 470-480, May.
    • Gabriel Moser & Fabio Rumler & Johann Scharler, 2004. "Forecasting Austrian Inflation," Working Papers 91, Oesterreichische Nationalbank (Austrian Central Bank).
  • Kapetanios, G. & Pagan, A. & Scott, A., 2007. "Making a match: Combining theory and evidence in policy-oriented macroeconomic modeling," Journal of Econometrics, Elsevier, vol. 136(2), pages 565-594, February.
    • Alasdair Scott & George Kapetanios & Adrian Pagan, 2005. "Making a match: combining theory and evidence in policy-oriented macroeconomic modelling," Computing in Economics and Finance 2005 462, Society for Computational Economics.
    • G. Kapetanios & A. Pagan & A. Scott, 2005. "Making a match: Combining theory and evidence in policy-oriented macroeconomic modelling," CAMA Working Papers 2005-01, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Andersen, Torben G. & Bollerslev, Tim & Dobrev, Dobrislav, 2007. "No-arbitrage semi-martingale restrictions for continuous-time volatility models subject to leverage effects, jumps and i.i.d. noise: Theory and testable distributional implications," Journal of Econometrics, Elsevier, vol. 138(1), pages 125-180, May.
    • Torben G. Andersen & Tim Bollerslev & Dobrislav Dobrev, 2007. "No-Arbitrage Semi-Martingale Restrictions for Continuous-Time Volatility Models subject to Leverage Effects, Jumps and i.i.d. Noise: Theory and Testable Distributional Implications," NBER Working Papers 12963, National Bureau of Economic Research, Inc.
  • Eklund, Bruno & Terasvirta, Timo, 2007. "Testing constancy of the error covariance matrix in vector models," Journal of Econometrics, Elsevier, vol. 140(2), pages 753-780, October.
    • Eklund, Bruno & Teräsvirta, Timo, 2003. "Testing constancy of the error covariance matrix in vector models," SSE/EFI Working Paper Series in Economics and Finance 549, Stockholm School of Economics, revised 18 Jan 2006.
  • Bowsher, Clive G., 2007. "Modelling security market events in continuous time: Intensity based, multivariate point process models," Journal of Econometrics, Elsevier, vol. 141(2), pages 876-912, December.
    • Clive Bowsher, 2002. "Modelling Security Market Events in Continuous Time: Intensity based, Multivariate Point Process Models," Economics Papers 2002-W22, Economics Group, Nuffield College, University of Oxford.
    • Clive G. Bowsher, 2005. "Modelling Security Market Events in Continuous Time: Intensity Based, Multivariate Point Process Models," Economics Papers 2005-W26, Economics Group, Nuffield College, University of Oxford.
    • Clive G. Bowsher, 2003. "Modelling Security Market Events in Continuous Time: Intensity Based, Multivariate Point Process Models," Economics Papers 2003-W03, Economics Group, Nuffield College, University of Oxford.
  • Kiefer, Nicholas M. & Larson, C. Erik, 2007. "A simulation estimator for testing the time homogeneity of credit rating transitions," Journal of Empirical Finance, Elsevier, vol. 14(5), pages 818-835, December.
    • Kiefer, Nicholas M. & Larson, C. Erik, 2006. "A Simulation Estimator for Testing the Time Homogeneity of Credit Rating Transition," Working Papers 06-10, Cornell University, Center for Analytic Economics.
  • Boehmer, Ekkehart & Grammig, Joachim & Theissen, Erik, 2007. "Estimating the probability of informed trading--does trade misclassification matter?," Journal of Financial Markets, Elsevier, vol. 10(1), pages 26-47, February.
    • Grammig, Joachim G. & Theissen, Erik, 2002. "Estimating the Probability of Informed Trading: Does Trade Misclassification Matter?," Bonn Econ Discussion Papers 37/2002, University of Bonn, Bonn Graduate School of Economics (BGSE).
    • Joachim Grammig & Erik Theissen, 2003. "Estimating the Probability of Informed Trading - Does Trade Misclassification Matter?," University of St. Gallen Department of Economics working paper series 2003 2003-01, Department of Economics, University of St. Gallen.
  • Jacobs, Jan P.A.M. & Wallis, Kenneth F., 2010. "Cointegration, long-run structural modelling and weak exogeneity: Two models of the UK economy," Journal of Econometrics, Elsevier, vol. 158(1), pages 108-116, September.
    • Jan P.A.M. Jacobs & Kenneth F. Wallis, 2007. "Cointegration, Long-Run Structural Modelling And Weak Exogeneity: Two Models Of The Uk Economy," CAMA Working Papers 2007-12, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Vassilis Hajivassiliou & Frédérique Savignac, 2007. "Financing Constraints and a Firm’s Decision and Ability to Innovate: Establishing Direct and Reverse Effects," FMG Discussion Papers dp594, Financial Markets Group.
    • Vassillis Hajivassiliou & Frédérique Savignac, 2008. "Financing Constraints and a Firm's Decision and Ability to Innovate: Establishing Direct and Reverse Effects," Working papers 202, Banque de France.
    • Hajivassiliou, Vassilis & Savignac, Frédérique, 2007. "Financing constraints and a firm's decision and ability to innovate: establishing direct and reverse effects," LSE Research Online Documents on Economics 4774, London School of Economics and Political Science, LSE Library.
  • Barañano Mentxaka, Ilaski & Moral Zuazo, María Paz, 2007. "Consumption-Leisure Trade-offs and Persistency in Business Cycles," BILTOKI 1134-8984, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).
  • Rodríguez, Carlos A. & Toledo, Wilfredo, 2007. "Efectos de la tasa de los fondos federales de los Estados Unidos en una economía pequeña, abierta y dolarizada. El caso de Puerto Rico," El Trimestre Económico, Fondo de Cultura Económica, vol. 0(293), pages 223-246, enero-mar.
  • Poilly, Céline, 2010. "Does money matter for the identification of monetary policy shocks: A DSGE perspective," Journal of Economic Dynamics and Control, Elsevier, vol. 34(10), pages 2159-2178, October.
    • Poilly, C., 2007. "Does Money Matter for the Identification of Monetary Policy Shocks: A DSGE Perspective," Working papers 184, Banque de France.
    • Céline Poilly, 2007. "Does Money Matter for the Identification of Monetary Policy Shocks: A DSGE Perspective," THEMA Working Papers 2007-23, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
    • Céline Poilly, 2010. "Does money matter for the identification of monetary policy shocks: A DSGE perspective," Post-Print hal-00732759, HAL.
  • HOOGERHEIDE, Lennart F. & VAN DIJK, Herman K. & VAN OEST, Rutger D., 2007. "Simulation based Bayesian econometric inference: principles and some recent computational advances," LIDAM Discussion Papers CORE 2007015, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    • Hoogerheide, L.F. & van Dijk, H.K. & van Oest, R.D., 2007. "Simulation based bayesian econometric inference: principles and some recent computational advances," Econometric Institute Research Papers EI 2007-03, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Dennis Fok & Richard Paap & Bram Van Dijk, 2012. "A Rank‐Ordered Logit Model With Unobserved Heterogeneity In Ranking Capabilities," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 27(5), pages 831-846, August.
    • van Dijk, A. & Fok, D. & Paap, R., 2007. "A rank-ordered logit model with unobserved heterogeneity in ranking capabilities," Econometric Institute Research Papers EI 2007-07, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Ketter, W. & Collins, J. & Gini, M. & Gupta, A. & Schrater, P., 2007. "Detecting and Forecasting Economic Regimes in Multi-Agent Automated Exchanges," ERIM Report Series Research in Management ERS-2007-065-LIS, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
  • David Madden, 2007. "Doctors' Fees in Ireland Following the Change in Reimbursement: Did they Jump?," The Economic and Social Review, Economic and Social Studies, vol. 38(2), pages 259-274.
    • David Madden, 2005. "Doctors’ Fees in Ireland Following the Change in Reimbursement - Did They Jump?," Working Papers 200520, School of Economics, University College Dublin.
  • ZHANG Ning & HU Angang & ZHENG Jinghai, 2007. "Using Data Envelopment Analysis approach to estimate the health production efficiencies in China," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, vol. 2(1), pages 1-23, March.
  • Scarpa, Elisa & Longo, Chiara & Manera, Matteo & Markandya, Anil, 2007. "Evaluating the Empirical Performance of Alternative Econometric Models for Oil Price Forecasting," International Energy Markets Working Papers 12118, Fondazione Eni Enrico Mattei (FEEM).
    • Matteo Manera & Chiara Longo & Anil Markandya & Elisa Scarpa, 2007. "Evaluating the Empirical Performance of Alternative Econometric Models for Oil Price Forecasting," Working Papers 2007.4, Fondazione Eni Enrico Mattei.
  • Hall, Alastair R. & Inoue, Atsushi & Nason, James M. & Rossi, Barbara, 2012. "Information criteria for impulse response function matching estimation of DSGE models," Journal of Econometrics, Elsevier, vol. 170(2), pages 499-518.
    • Hall, Alastair & Inoue, Atsushi & Nason M, James & Rossi, Barbara, 2007. "Information Criteria for Impulse Response Function Matching Estimation of DSGE Models," Working Papers 07-04, Duke University, Department of Economics.
    • Alastair Hall & Atsushi & James M Nason & Barbara Rossi, 2009. "Information Criteria For Impulse Response Function Matching Estimation Of Dsge Models," Working Papers 09-09, Duke University, Department of Economics.
    • Alastair R. Hall & Atsushi Inoue & James M. Nason & Barbara Rossi, 2007. "Information criteria for impulse response function matching estimation of DSGE models," FRB Atlanta Working Paper 2007-10, Federal Reserve Bank of Atlanta.
    • Alastair R. Hall & Atsushi Inoue & James M Nason & Barbara Rossi, 2009. "Information Criteria for Impulse Response Function Matching Estimation of DSGE Models," Centre for Growth and Business Cycle Research Discussion Paper Series 127, Economics, The University of Manchester.
    • Alastair Hall & Atsushi Inoue & James M. Nason & Barbara Rossi, 2010. "Information Criteria for Impulse Response Function Matching Estimation of DSGE Models," Working Papers 10-28, Duke University, Department of Economics.
  • Gallo, Giampiero M. & Otranto, Edoardo, 2008. "Volatility spillovers, interdependence and comovements: A Markov Switching approach," Computational Statistics & Data Analysis, Elsevier, vol. 52(6), pages 3011-3026, February.
    • Giampiero Gallo & Edoardo Otranto, 2007. "Volatility Spillovers, Interdependence and Comovements: A Markov Switching Approach," Econometrics Working Papers Archive wp2007_11, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
  • Christian T. Brownlees & Giampiero M. Gallo, 2010. "Comparison of Volatility Measures: a Risk Management Perspective," Journal of Financial Econometrics, Oxford University Press, vol. 8(1), pages 29-56, Winter.
    • Christian T. Brownlees & Giampiero M. Gallo, 2007. "Comparison of Volatility Measures: a Risk Management Perspective," Econometrics Working Papers Archive wp2007_15, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
    • Christian T. Brownlees & Giampiero Gallo, 2008. "Comparison of Volatility Measures: a Risk Management Perspective," Econometrics Working Papers Archive wp2008_03, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
  • Fabrizio Cipollini & Robert F. Engle & Giampiero M. Gallo, 2007. "A Model for Multivariate Non-negative Valued Processes in Financial Econometrics," Econometrics Working Papers Archive wp2007_16, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
  • Hajivassiliou, Vassilis & Savignac, Frédérique, 2007. "Financing constraints and a firm's decision and ability to innovate: establishing direct and reverse effects," LSE Research Online Documents on Economics 4774, London School of Economics and Political Science, LSE Library.
    • Vassilis Hajivassiliou & Frédérique Savignac, 2007. "Financing Constraints and a Firm’s Decision and Ability to Innovate: Establishing Direct and Reverse Effects," FMG Discussion Papers dp594, Financial Markets Group.
    • Vassillis Hajivassiliou & Frédérique Savignac, 2008. "Financing Constraints and a Firm's Decision and Ability to Innovate: Establishing Direct and Reverse Effects," Working papers 202, Banque de France.
  • David Ardia, 2009. "Bayesian estimation of a Markov-switching threshold asymmetric GARCH model with Student-t innovations," Econometrics Journal, Royal Economic Society, vol. 12(1), pages 105-126, March.
    • Ardia, David, 2007. "Bayesian Estimation of a Markov-Switching Threshold Asymmetric GARCH Model with Student-t Innovations," DQE Working Papers 6, Department of Quantitative Economics, University of Freiburg/Fribourg Switzerland, revised 08 Jul 2008.
  • Jean-François Goux & Thomas Rusuhuzwa Kigabo, 2007. "Rupture structurelle et demande de monnaie au Rwanda," Working Papers 0727, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
  • Giacomo Sbrana, 2007. "Testing for Model Selection in Predicting Aggregate Variables," Giornale degli Economisti, GDE (Giornale degli Economisti e Annali di Economia), Bocconi University, vol. 66(1), pages 3-28, March.
  • Josiane Confais & Monique Le Guen, 2007. "First steps in linear regression with SAS [Premiers pas en régression linéaire avec SAS®]," Post-Print halshs-00180861, HAL.
    • Josiane Confais & Monique Le Guen, 2007. "First steps in linear regression with SAS [Premiers pas en régression linéaire avec SAS®]," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00180861, HAL.
  • Josiane Confais & Monique Le Guen, 2007. "First steps in linear regression with SAS [Premiers pas en régression linéaire avec SAS®]," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00180861, HAL.
    • Josiane Confais & Monique Le Guen, 2007. "First steps in linear regression with SAS [Premiers pas en régression linéaire avec SAS®]," Post-Print halshs-00180861, HAL.
  • Alkhamisi, M.A. & Shukur, Ghazi, 2007. "Developing Ridge Parameters for SUR Models," Working Paper Series in Economics and Institutions of Innovation 80, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies.
  • Tomoaki Nakatani & Timo Terasvirta, 2009. "Testing for volatility interactions in the Constant Conditional Correlation GARCH model," Econometrics Journal, Royal Economic Society, vol. 12(1), pages 147-163, March.
    • Nakatani, Tomoaki & Teräsvirta, Timo, 2007. "Testing for Volatility Interactions in the Constant Conditional Correlation GARCH Model," SSE/EFI Working Paper Series in Economics and Finance 649, Stockholm School of Economics, revised 04 May 2008.
  • Annastiina Silvennoinen & Timo Teräsvirta, 2009. "Modeling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH Model," Journal of Financial Econometrics, Oxford University Press, vol. 7(4), pages 373-411, Fall.
    • Silvennoinen, Annastiina & Teräsvirta, Timo, 2007. "Modelling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH model," SSE/EFI Working Paper Series in Economics and Finance 0652, Stockholm School of Economics.
    • Annastiina Silvennoinen & Timo Teräsvirta, 2008. "Modelling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH Model," CREATES Research Papers 2008-05, Department of Economics and Business Economics, Aarhus University.
  • Timo Terasvirta & Zhenfang Zhao, 2011. "Stylized facts of return series, robust estimates and three popular models of volatility," Applied Financial Economics, Taylor & Francis Journals, vol. 21(1-2), pages 67-94.
    • Teräsvirta, Timo & Zhao, Zhenfang, 2007. "Stylized Facts of Return Series, Robust Estimates, and Three Popular Models of Volatility," SSE/EFI Working Paper Series in Economics and Finance 662, Stockholm School of Economics, revised 01 Aug 2007.
  • Silvennoinen, Annastiina & Teräsvirta, Timo, 2007. "Multivariate GARCH models," SSE/EFI Working Paper Series in Economics and Finance 669, Stockholm School of Economics, revised 18 Jan 2008.
    • Annastiina Silvennoinen & Timo Teräsvirta, 2008. "Multivariate GARCH models," CREATES Research Papers 2008-06, Department of Economics and Business Economics, Aarhus University.
  • Wlaslowski, Szymon & Binner, Jane & Guiletti, Monica & Joseph, Nathan & Nilsson, Birger, 2007. "New York mark-ups on petroleum products," Working Papers 2008:2, Lund University, Department of Economics.
  • Jana Eklund & Sune Karlsson, 2007. "An Embarrassment of Riches: Forecasting Using Large Panels," Economics wp34, Department of Economics, Central bank of Iceland.
    • Eklund, Jana & Karlsson, Sune, 2007. "An Embarrassment of Riches: Forecasting Using Large Panels," Working Papers 2007:1, Örebro University, School of Business.
  • Jana Eklund & Sune Karlsson, 2007. "Computational Efficiency in Bayesian Model and Variable Selection," Economics wp35, Department of Economics, Central bank of Iceland.
    • Eklund, Jana & Karlsson, Sune, 2007. "Computational Efficiency in Bayesian Model and Variable Selection," Working Papers 2007:4, Örebro University, School of Business.
  • Michael K. Andersson & Sune Karlsson, 2008. "Bayesian forecast combination for VAR models," Advances in Econometrics, in: Bayesian Econometrics, pages 501-524, Emerald Group Publishing Limited.
    • Andersson, Michael K & Karlsson, Sune, 2007. "Bayesian forecast combination for VAR models," Working Paper Series 216, Sveriges Riksbank (Central Bank of Sweden).
    • Andersson, Michael K & Karlsson, Sune, 2007. "Bayesian Forecast Combination for VAR Models," Working Papers 2007:13, Örebro University, School of Business.
  • Q. Farooq Akram & Ragnar Nymoen, 2009. "Model Selection for Monetary Policy Analysis: How Important is Empirical Validity?," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 71(1), pages 35-68, February.
    • Akram, Q. Farooq & Nymoen, Ragnar, 2007. "Model selection for monetary policy analysis How important is empirical validity?," Memorandum 14/2007, Oslo University, Department of Economics.
  • Sellin, Peter, 2007. "Using a New Open Economy Macroeconomics model to make real nominal exchange rate forecasts," Working Paper Series 213, Sveriges Riksbank (Central Bank of Sweden).
  • Michael K. Andersson & Sune Karlsson, 2008. "Bayesian forecast combination for VAR models," Advances in Econometrics, in: Bayesian Econometrics, pages 501-524, Emerald Group Publishing Limited.
    • Andersson, Michael K & Karlsson, Sune, 2007. "Bayesian Forecast Combination for VAR Models," Working Papers 2007:13, Örebro University, School of Business.
    • Andersson, Michael K & Karlsson, Sune, 2007. "Bayesian forecast combination for VAR models," Working Paper Series 216, Sveriges Riksbank (Central Bank of Sweden).
  • Hans Genberg & Jian Chang, 2007. "A VAR Framework for Forecasting Hong Kong'S Output and Inflation," Working Papers 0702, Hong Kong Monetary Authority.
  • Wen-Jen Tsay & Wolfgang Härdle, 2007. "A Generalized ARFIMA Process with Markov-Switching Fractional Differencing Parameter," SFB 649 Discussion Papers SFB649DP2007-022, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  • Wolfgang Härdle & Julius Mungo, 2007. "Long Memory Persistence in the Factor of Implied Volatility Dynamics," SFB 649 Discussion Papers SFB649DP2007-027, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  • Hautsch, Nikolaus, 2008. "Capturing common components in high-frequency financial time series: A multivariate stochastic multiplicative error model," Journal of Economic Dynamics and Control, Elsevier, vol. 32(12), pages 3978-4015, December.
    • Hautsch, Nikolaus, 2007. "Capturing common components in high-frequency financial time series: A multivariate stochastic multiplicative error model," CFS Working Paper Series 2007/25, Center for Financial Studies (CFS).
    • Nikolaus Hautsch, 2007. "Capturing Common Components in High-Frequency Financial Time Series: A Multivariate Stochastic Multiplicative Error Model," SFB 649 Discussion Papers SFB649DP2007-052, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  • Eklund, Jana & Karlsson, Sune, 2007. "An Embarrassment of Riches: Forecasting Using Large Panels," Working Papers 2007:1, Örebro University, School of Business.
    • Jana Eklund & Sune Karlsson, 2007. "An Embarrassment of Riches: Forecasting Using Large Panels," Economics wp34, Department of Economics, Central bank of Iceland.
  • Eklund, Jana & Karlsson, Sune, 2007. "Computational Efficiency in Bayesian Model and Variable Selection," Working Papers 2007:4, Örebro University, School of Business.
    • Jana Eklund & Sune Karlsson, 2007. "Computational Efficiency in Bayesian Model and Variable Selection," Economics wp35, Department of Economics, Central bank of Iceland.
  • Erwin Gunawan Hutapea, 2007. "Credit Downturn In The Aftermath Of Indonesian Crisis 1997 Revisited: An Application Of Ardl Bounds Testing Approach," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 9(4), pages 1-18, April.
  • Erwin Gunawan Hutapea, 2007. "Credit Downturn In The Aftermath Of Indonesian Crisis 1997 Revisited: An Application Of Ardl Bounds Testing Approach," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 9(4), pages 5-22, April.
  • Luc Bauwens & Arie Preminger & Jeroen V. K. Rombouts, 2010. "Theory and inference for a Markov switching GARCH model," Econometrics Journal, Royal Economic Society, vol. 13(2), pages 218-244, July.
    • Luc, BAUWENS & Arie, PREMINGER & Jeroen, ROMBOUTS, 2007. "Theory and inference for a Markov switching GARCH model," Discussion Papers (ECON - Département des Sciences Economiques) 2007033, Université catholique de Louvain, Département des Sciences Economiques.
    • Luc Bauwens & Arie Preminger & Jeroen V.K. Rombouts, 2007. "Theory and inference for a Markov switching Garch model," Cahiers de recherche 07-09, HEC Montréal, Institut d'économie appliquée.
    • Luc Bauwens & Arie Preminger & Jeroen V.K. Rombouts, 2007. "Theory and Inference for a Markov-Switching GARCH Model," Cahiers de recherche 0733, CIRPEE.
    • BAUWENS, Luc & PREMINGER, Arie & ROMBOUTS, Jeroen V.K., 2007. "Theory and inference for a Markov switching GARCH model," LIDAM Discussion Papers CORE 2007055, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    • BAUWENS, Luc & PREMINGER, Arie & ROMBOUTS, Jeroen VK, 2010. "Theory and inference for a Markov switching Garch model," LIDAM Reprints CORE 2303, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Rombouts Jeroen V. K. & Bouaddi Mohammed, 2009. "Mixed Exponential Power Asymmetric Conditional Heteroskedasticity," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 13(3), pages 1-32, May.
    • Mohammed Bouaddi & Jeroen V.K. Rombouts, 2007. "Mixed Exponential Power Asymmetric Conditional Heteroskedasticity," Cahiers de recherche 0749, CIRPEE.
    • Mohammed Bouaddi & Jeroen V.K. Rombouts, 2007. "Mixed Exponential Power Asymmetric Conditional Heteroskedasticity," Cahiers de recherche 07-15, HEC Montréal, Institut d'économie appliquée.
    • BOUADDI, Mohammed & ROMBOUTS, Jeroen V.K., 2007. "Mixed exponential power asymmetric conditional heteroskedasticity," LIDAM Discussion Papers CORE 2007097, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Verónica Herrero & Mónica Bocco, 2007. "Comparación de Ponderaciones en Regresiones Probit Simultáneas en un Modelo para la Estimación de la Participación Laboral," Revista de Economía y Estadística, Universidad Nacional de Córdoba, Facultad de Ciencias Económicas, Instituto de Economía y Finanzas, vol. 45(2), pages 95-124, Diciembre.
  • Michael P. Keane & Kenneth I. Wolpin, 2007. "Exploring The Usefulness Of A Nonrandom Holdout Sample For Model Validation: Welfare Effects On Female Behavior," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 48(4), pages 1351-1378, November.
    • Michael P. Keane & Kenneth I. Wolpin, 2006. "Exploring the Usefulness of a Non-Random Holdout Sample for Model Validation: Welfare Effects on Female Behavior," PIER Working Paper Archive 06-006, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  • Peter Haan & Michal Myck, 2007. "Apply with Caution: Introducing UK-Style In-Work Support in Germany," Fiscal Studies, Institute for Fiscal Studies, vol. 28(1), pages 43-72, March.
    • Peter Haan & Michal Myck, 2006. "Apply with Caution: Introducing UK-Style In-work Support in Germany," Discussion Papers of DIW Berlin 555, DIW Berlin, German Institute for Economic Research.
  • Consolo, Agostino & Favero, Carlo A. & Paccagnini, Alessia, 2009. "On the statistical identification of DSGE models," Journal of Econometrics, Elsevier, vol. 150(1), pages 99-115, May.
    • Agostino Consolo & Carlo A. Favero & Alessia Paccagnini, 2007. "On the Statistical Identification of DSGE Models," Working Papers 324, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
    • Favero, Carlo A. & Consolo, Agostino & Paccagnini, Alessia, 2009. "On the Statistical Identification of DSGE Models," CEPR Discussion Papers 7176, C.E.P.R. Discussion Papers.
    • Agostino Consolo & Carlo A. Favero & Alessia Paccagnini, 2009. "On the statistical identification of DSGE models," Open Access publications 10197/7586, School of Economics, University College Dublin.
  • A. Nazif ÇATIK, 2007. "Yapısal kırılma altında para talebinin istikrarı: Türkiye örneği," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 22(251), pages 103-113.
    • Nazif Catik, 2006. "Yapisal Kirilma Altinda Para Talebinin Istikrari: Türkiye Örnegi," Working Papers 0611, Ege University, Department of Economics.
  • Alper ÖZÜN & Atilla ÇİFTER, 2007. "Hisse senedi getirilerinde global ve yerel faiz oranı riski: Kısmi çokdeğişkenli GARCH modeliyle İstanbul Menkul Kıymetler Borsası üzerine bir çalışma," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 22(254), pages 47-60.
  • Julio Carrillo & Patrick Fève & Julien Matheron, 2007. "Monetary Policy Inertia or Persistent Shocks: A DSGE Analysis," International Journal of Central Banking, International Journal of Central Banking, vol. 3(2), pages 1-38, June.
  • Sabine Stephan, 2007. "A re-assessment of German import demand," IMK Working Paper 08-2007, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
  • Juan Carlos Escanciano & Jose Olmo, 2007. "Backtesting Parametric Value-at-Risk with Estimation Risk Abstract: One of the implications of the creation of Basel Committee on Banking Supervision was the implementation of Value-at-Risk (VaR) as t," Caepr Working Papers 2007-005_updated, Center for Applied Economics and Policy Research, Economics Department, Indiana University Bloomington.
    • Juan Carlos Escanciano & Jose Olmo, 2007. "Backtesting Parametric Value-at-Risk with Estimation Risk Abstract: One of the implications of the creation of Basel Committee on Banking Supervision was the implementation of Value-at-Risk (VaR) as t," Caepr Working Papers 2007-005, Center for Applied Economics and Policy Research, Economics Department, Indiana University Bloomington.
  • Escanciano, J. Carlos & Olmo, Jose, 2010. "Backtesting Parametric Value-at-Risk With Estimation Risk," Journal of Business & Economic Statistics, American Statistical Association, vol. 28(1), pages 36-51.
    • Juan Carlos Escanciano & Jose Olmo, 2007. "Backtesting Parametric Value-at-Risk with Estimation Risk," CAEPR Working Papers 2007-005, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington, revised Sep 2008.
  • Escanciano, J. Carlos & Olmo, Jose, 2010. "Backtesting Parametric Value-at-Risk With Estimation Risk," Journal of Business & Economic Statistics, American Statistical Association, vol. 28(1), pages 36-51.
    • Juan Carlos Escanciano & Jose Olmo, 2007. "Backtesting Parametric Value-at-Risk with Estimation Risk," Caepr Working Papers 2007-005_updated, Center for Applied Economics and Policy Research, Economics Department, Indiana University Bloomington.
  • Juan Carlos Escanciano & Jose Olmo, 2007. "Backtesting Parametric Value-at-Risk with Estimation Risk Abstract: One of the implications of the creation of Basel Committee on Banking Supervision was the implementation of Value-at-Risk (VaR) as t," Caepr Working Papers 2007-005, Center for Applied Economics and Policy Research, Economics Department, Indiana University Bloomington.
    • Juan Carlos Escanciano & Jose Olmo, 2007. "Backtesting Parametric Value-at-Risk with Estimation Risk," Caepr Working Papers 2007-005_updated, Center for Applied Economics and Policy Research, Economics Department, Indiana University Bloomington, revised Sep 2008.
  • Juan Carlos Escanciano, 2007. "Joint and Marginal Diagnostic Tests for Conditional Mean and Variance Specifications," CAEPR Working Papers 2007-009, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
  • Eduardo Zepeda, 2007. "Addressing the Employment-Poverty Nexus in Kenya: Comparing Cash-Transfer and Job-Creation Programmes," Working Papers 40, International Policy Centre for Inclusive Growth.
  • Stephen Machin & Sandra McNally & Costas Meghir, 2010. "Resources and Standards in Urban Schools," Journal of Human Capital, University of Chicago Press, vol. 4(4), pages 365-393.
    • Machin, Stephen & McNally, Sandra & Meghir, Costas, 2007. "Resources and standards in urban schools," LSE Research Online Documents on Economics 3650, London School of Economics and Political Science, LSE Library.
    • Machin, Stephen & McNally, Sandra & Meghir, Costas, 2007. "Resources and Standards in Urban Schools," IZA Discussion Papers 2653, Institute of Labor Economics (IZA).
    • Stephen Machin & Sandra McNally & Costas Meghir, 2007. "Resources and Standards in Urban Schools," CEE Discussion Papers 0076, Centre for the Economics of Education, LSE.
  • Atanas Christev & Allen Featherstone, 2009. "A note on Allen-Uzawa partial elasticities of substitution: the case of the translog cost function," Applied Economics Letters, Taylor & Francis Journals, vol. 16(11), pages 1165-1169.
    • Atanas Christev & Allen Featherstone, 2005. "A Note on Allen-Uzawa Partial Elasticities of Substitution: The Case of the Translog Cost Function," Working Papers E03, Department of Economics, School of Management and Languages, Heriot Watt University.
    • Christev, Atanas & Featherstone, Allen, 2007. "A Note on Allen-Uzawa Partial Elasticities of Substitution: The Case of the Translog Cost Function," IZA Discussion Papers 2712, Institute of Labor Economics (IZA).
  • Pesaran, B. & Pesaran, M.H., 2007. "Modelling Volatilities and Conditional Correlations in Futures Markets with a Multivariate t Distribution," Cambridge Working Papers in Economics 0734, Faculty of Economics, University of Cambridge.
    • Pesaran, Bahram & Pesaran, M. Hashem, 2007. "Modelling Volatilities and Conditional Correlations in Futures Markets with a Multivariate t Distribution," IZA Discussion Papers 2906, Institute of Labor Economics (IZA).
  • Ilias Lekkos & Costas Milas & Theodore Panagiotidis, 2007. "Forecasting interest rate swap spreads using domestic and international risk factors: evidence from linear and non-linear models," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 26(8), pages 601-619.
    • Costas Milas & Ilias Lekkos & Theodore Panagiotidis, 2006. "Forecasting interest rate swap spreads using domestic and international risk factors: Evidence from linear and non-linear models," Keele Economics Research Papers KERP 2006/05, Centre for Economic Research, Keele University.
    • Ilias Lekkos & Costas Milas & Theodore Panagiotidis, 2006. "Forecasting interest rate swap spreads using domestic and international risk factors: Evidence from linear and non-linear models," Discussion Paper Series 2006_6, Department of Economics, Loughborough University, revised Mar 2006.
  • Q. Akram & Gunnar Bårdsen & Kjersti-Gro Lindquist, 2007. "Pursuing financial stability under an inflation-targeting regime," Annals of Finance, Springer, vol. 3(1), pages 131-153, January.
    • Q. Farooq Akram & Gunnar Bårdsen & Kjersti-Gro Lindquist, 2006. "Pursuing financial stability under an inflation-targeting regime," Working Paper 2006/08, Norges Bank.
  • Cyrus Ramezani & Yong Zeng, 2007. "Maximum likelihood estimation of the double exponential jump-diffusion process," Annals of Finance, Springer, vol. 3(4), pages 487-507, October.
  • Franz Hahn, 2007. "Environmental determinants of banking efficiency in Austria," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 34(3), pages 231-245, July.
    • Franz R. Hahn, 2005. "Environmental Determinants of Banking Efficiency in Austria," WIFO Working Papers 245, WIFO.
  • José Cancelo, 2007. "Cyclical Asymmetries in Unemployment Rates: International Evidence," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 13(3), pages 334-346, August.
  • Christopher Bitter & Gordon Mulligan & Sandy Dall’erba, 2007. "Incorporating spatial variation in housing attribute prices: a comparison of geographically weighted regression and the spatial expansion method," Journal of Geographical Systems, Springer, vol. 9(1), pages 7-27, April.
    • Bitter, Chris & Mulligan, Gordon & Dall'erba, Sandy, 2006. "Incorporating spatial variation in housing attribute prices: A comparison of geographically weighted regression and the spatial expansion method," MPRA Paper 1379, University Library of Munich, Germany.
  • Hanna Maoh & Pavlos Kanaroglou, 2007. "Business establishment mobility behavior in urban areas: a microanalytical model for the City of Hamilton in Ontario, Canada," Journal of Geographical Systems, Springer, vol. 9(3), pages 229-252, September.
  • Jeremy Hackney & Michael Bernard & Sumit Bindra & Kay Axhausen, 2007. "Predicting road system speeds using spatial structure variables and network characteristics," Journal of Geographical Systems, Springer, vol. 9(4), pages 397-417, December.
  • Nikolaos Giannellis & Athanasios Papadopoulos, 2007. "Estimating the Equilibrium Effective Exchange Rate for Potential EMU Members," Open Economies Review, Springer, vol. 18(3), pages 307-326, July.
    • Nikolaos Giannellis & Athanasios Papadopoulos, 2007. "Estimating the Equilibrium Effective Exchange Rate for Potential EMU members," Working Papers 0719, University of Crete, Department of Economics.
  • Peter Boatwright & Suman Basuroy & Wagner Kamakura, 2007. "Reviewing the reviewers: The impact of individual film critics on box office performance," Quantitative Marketing and Economics (QME), Springer, vol. 5(4), pages 401-425, December.
  • Timotheos Angelidis & Alexandros Benos & Stavros Degiannakis, 2007. "A robust VaR model under different time periods and weighting schemes," Review of Quantitative Finance and Accounting, Springer, vol. 28(2), pages 187-201, February.
    • Angelidis, Timotheos & Benos, Alexandros & Degiannakis, Stavros, 2007. "A Robust VaR Model under Different Time Periods and Weighting Schemes," MPRA Paper 80466, University Library of Munich, Germany.
  • In Kim & In-Seok Baek & Jaesun Noh & Sol Kim, 2007. "The role of stochastic volatility and return jumps: reproducing volatility and higher moments in the KOSPI 200 returns dynamics," Review of Quantitative Finance and Accounting, Springer, vol. 29(1), pages 69-110, July.
  • David Johnstone, 2007. "Economic Darwinism: Who has the Best Probabilities?," Theory and Decision, Springer, vol. 62(1), pages 47-96, February.
  • Christopher Martin & Costas Milas, 2010. "Testing The Opportunistic Approach To Monetary Policy," Manchester School, University of Manchester, vol. 78(2), pages 110-125, March.
    • Martin, Chris & Milas, Costas, 2006. "Testing the Opportunistic Approach to Monetary Policy," MPRA Paper 849, University Library of Munich, Germany.
    • Christopher Martin & Costas Milas, 2007. "Testing the Opportunistic Approach to Monetary Policy," Keele Economics Research Papers KERP 2007/02, Centre for Economic Research, Keele University.
  • Costas Milas, 2009. "Does high M4 money growth trigger large increases in UK inflation? Evidence from a regime-switching model," Oxford Economic Papers, Oxford University Press, vol. 61(1), pages 168-182, January.
    • Costas Milas, 2007. "Does high M4 money growth trigger large increases in UK inflation? Evidence from a regime-switching model," Working Paper series 25_07, Rimini Centre for Economic Analysis.
    • Costas Milas, 2007. "Does high M4 money growth trigger large increases in UK inflation? Evidence from a regime-switching model," Keele Economics Research Papers KERP 2007/07, Centre for Economic Research, Keele University.
  • Christopher Martin & Costas Milas, 2007. "Monetary Policy and the Hybrid Phillips Curve," Working Paper series 36_07, Rimini Centre for Economic Analysis.
    • Christopher Martin & Costas Milas, 2007. "Monetary Policy and the Hybrid Phillips Curve," Keele Economics Research Papers KERP 2007/12, Centre for Economic Research, Keele University.
  • Conrad, Christian, 2010. "Non-negativity conditions for the hyperbolic GARCH model," Journal of Econometrics, Elsevier, vol. 157(2), pages 441-457, August.
    • Christian Conrad, 2007. "Non-negativity Conditions for the Hyperbolic GARCH Model," KOF Working papers 07-162, KOF Swiss Economic Institute, ETH Zurich.
  • Lamla, Michael J., 2009. "Long-run determinants of pollution: A robustness analysis," Ecological Economics, Elsevier, vol. 69(1), pages 135-144, November.
    • Michael J. Lamla, 2007. "Long-run Determinants of Pollution: A Robustness Analysis," KOF Working papers 07-164, KOF Swiss Economic Institute, ETH Zurich.
  • Søren Johansen & Katarina Juselius & Roman Frydman & Michael Goldberg, 2007. "Testing Hypotheses in an I(2) Model with Applications to the Persistent Long Swings in the Dmk/$ Rate," Discussion Papers 07-34, University of Copenhagen. Department of Economics.
    • Søren Johansen & Katarina Juselius & Roman Frydberg & Michael Goldberg, 2008. "Testing hypotheses in an I(2) model with applications to the persistent long swings in the Dmk/$ rate," CREATES Research Papers 2008-03, Department of Economics and Business Economics, Aarhus University.
  • BAUMONT, Catherine, 2007. "Neighborhood Effects, Urban Public Policies and Housing Values. A Spatial Econometric Perspective," LEG - Document de travail - Economie 2007-09, LEG, Laboratoire d'Economie et de Gestion, CNRS, Université de Bourgogne.
  • Maria Isabel Restrepo Estrada & Diana Constanza Restrepo Ochoa, 2007. "El canal del crédito bancario en Colombia: 1995-2005. Una aproximación mediante modelos de umbral," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 67, pages 99-118, Julio-Dic.
  • Olmedo,E. & Velasco, F. & Valderas, J.M., 2007. "Caracterización no lineal y predicción no paramétrica en el IBEX35/Nonlinear Characterization and Predictions of IBEX 35," Estudios de Economia Aplicada, Estudios de Economia Aplicada, vol. 25, pages 815-842, Diciembre.
  • Luc Bauwens & Arie Preminger & Jeroen V. K. Rombouts, 2010. "Theory and inference for a Markov switching GARCH model," Econometrics Journal, Royal Economic Society, vol. 13(2), pages 218-244, July.
    • Luc, BAUWENS & Arie, PREMINGER & Jeroen, ROMBOUTS, 2007. "Theory and inference for a Markov switching GARCH model," Discussion Papers (ECON - Département des Sciences Economiques) 2007033, Université catholique de Louvain, Département des Sciences Economiques.
    • Luc Bauwens & Arie Preminger & Jeroen V.K. Rombouts, 2007. "Theory and Inference for a Markov-Switching GARCH Model," Cahiers de recherche 0733, CIRPEE.
    • BAUWENS, Luc & PREMINGER, Arie & ROMBOUTS, Jeroen V.K., 2007. "Theory and inference for a Markov switching GARCH model," LIDAM Discussion Papers CORE 2007055, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    • Luc Bauwens & Arie Preminger & Jeroen V.K. Rombouts, 2007. "Theory and inference for a Markov switching Garch model," Cahiers de recherche 07-09, HEC Montréal, Institut d'économie appliquée.
    • BAUWENS, Luc & PREMINGER, Arie & ROMBOUTS, Jeroen VK, 2010. "Theory and inference for a Markov switching Garch model," LIDAM Reprints CORE 2303, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Rombouts Jeroen V. K. & Bouaddi Mohammed, 2009. "Mixed Exponential Power Asymmetric Conditional Heteroskedasticity," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 13(3), pages 1-32, May.
    • Mohammed Bouaddi & Jeroen V.K. Rombouts, 2007. "Mixed Exponential Power Asymmetric Conditional Heteroskedasticity," Cahiers de recherche 07-15, HEC Montréal, Institut d'économie appliquée.
    • Mohammed Bouaddi & Jeroen V.K. Rombouts, 2007. "Mixed Exponential Power Asymmetric Conditional Heteroskedasticity," Cahiers de recherche 0749, CIRPEE.
    • BOUADDI, Mohammed & ROMBOUTS, Jeroen V.K., 2007. "Mixed exponential power asymmetric conditional heteroskedasticity," LIDAM Discussion Papers CORE 2007097, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Catarina Figueira & Joseph G. Nellis & David Parker, 2007. "Challenges Facing the Polish Banking Industry: A Comparative Study with UK Banks," Managing Global Transitions, University of Primorska, Faculty of Management Koper, vol. 5(1), pages 25-44.
  • Nikolaos Giannellis & Athanasios P. Papadopoulos, 2006. "Purchasing Power Parity among Developing Countries and their Trade-Partners. Evidence from Selected CEEC and Implications for their Membership of EU," Ekonomia, Cyprus Economic Society and University of Cyprus, vol. 9(1), pages 39-56, Summer.
    • Nikolaos Giannellis & Athanasios Papadopoulos, 2007. "Purchasing Power Parity Among Developing Countries and Their Trade-Partners: Evidence from Selected CEECs and Implications for Their Membership of EU," Working Papers 0716, University of Crete, Department of Economics.
    • Nikolaos Giannellis & Athanasios P. Papadopoulos, 2007. "Purchasing Power Parity among developing countries and their trade-partners. Evidence from selected CEECs and Implications for their membership of EU," Money Macro and Finance (MMF) Research Group Conference 2006 55, Money Macro and Finance Research Group.
  • Josiane Confais & Monique Le Guen, 2007. "Premiers pas en r gression lin aire avec SAS," Documents de travail du Centre d'Economie de la Sorbonne r07047, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  • Hyndman, Rob J. & Khandakar, Yeasmin, 2008. "Automatic Time Series Forecasting: The forecast Package for R," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 27(i03).
    • Rob J. Hyndman & Yeasmin Khandakar, 2007. "Automatic time series forecasting: the forecast package for R," Monash Econometrics and Business Statistics Working Papers 6/07, Monash University, Department of Econometrics and Business Statistics.
  • Pim Ouwehand & Rob J. Hyndman & Ton G. de Kok & Karel H. van Donselaar, 2007. "A state space model for exponential smoothing with group seasonality," Monash Econometrics and Business Statistics Working Papers 7/07, Monash University, Department of Econometrics and Business Statistics.
  • Qin Xiao & Weihong Huang, 2007. "Risk and Predictability of Singapore’s Direct Residential Real Estate Market," Economic Growth Centre Working Paper Series 0702, Nanyang Technological University, School of Social Sciences, Economic Growth Centre.
  • Lars Peter Hansen, 2007. "Beliefs, Doubts and Learning: Valuing Economic Risk," NBER Working Papers 12948, National Bureau of Economic Research, Inc.
  • Andersen, Torben G. & Bollerslev, Tim & Dobrev, Dobrislav, 2007. "No-arbitrage semi-martingale restrictions for continuous-time volatility models subject to leverage effects, jumps and i.i.d. noise: Theory and testable distributional implications," Journal of Econometrics, Elsevier, vol. 138(1), pages 125-180, May.
    • Torben G. Andersen & Tim Bollerslev & Dobrislav Dobrev, 2007. "No-Arbitrage Semi-Martingale Restrictions for Continuous-Time Volatility Models subject to Leverage Effects, Jumps and i.i.d. Noise: Theory and Testable Distributional Implications," NBER Working Papers 12963, National Bureau of Economic Research, Inc.
  • Torben G. Andersen & Oleg Bondarenko, 2007. "Construction and Interpretation of Model-Free Implied Volatility," CREATES Research Papers 2007-24, Department of Economics and Business Economics, Aarhus University.
    • Torben G. Andersen & Oleg Bondarenko, 2007. "Construction and Interpretation of Model-Free Implied Volatility," NBER Working Papers 13449, National Bureau of Economic Research, Inc.
  • Rohit Aggarwal & Ram Gopal & Ramesh Sankaranarayanan, 2007. "Negative Blogs, Positive Outcomes: When should Firms Permit Employees to Blog Honestly?," Working Papers 07-32, NET Institute, revised Sep 2007.
  • Andrew Ang & Geert Bekaert, 2007. "Stock Return Predictability: Is it There?," The Review of Financial Studies, Society for Financial Studies, vol. 20(3), pages 651-707.
    • Andrew Ang & Geert Bekaert, 2001. "Stock Return Predictability: Is it There?," NBER Working Papers 8207, National Bureau of Economic Research, Inc.
  • Jennifer L. Castle & David F. Hendry, 2007. "A Low-Dimension Collinearity-Robust Test for Non-linearity," Economics Series Working Papers 326, University of Oxford, Department of Economics.
  • Kyungchul Song, 2007. "Testing Conditional Independence via Rosenblatt Transforms," PIER Working Paper Archive 07-026, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  • Jean-Francois Richard & Roman Liesenfeld, 2007. "Classical and Bayesian Analysis of Univariate and Multivariate Stochastic Volatility Models," Working Paper 322, Department of Economics, University of Pittsburgh, revised Jan 2004.
  • Dima, Bogdan & Pirtea, Marilen & Barna, Flavia & Murgea, Aurora & Nachescu, Miruna, 2007. "The Analysis of the Bucharest Stock Exchange Financial Sector," MPRA Paper 12313, University Library of Munich, Germany.
  • Haider, Adnan & Hanif, Muhammad Nadeem, 2007. "Inflation Forecasting in Pakistan using Artificial Neural Networks," MPRA Paper 14645, University Library of Munich, Germany.
  • Ciuiu, Daniel, 2007. "Gordon and Newell queueing networks and copulas," MPRA Paper 15769, University Library of Munich, Germany, revised May 2009.
  • Fanelli, Luca, 2008. "Evaluating New Keynesian Phillips Curve under VAR-Based Learning," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 2, pages 1-24.
    • Fanelli, Luca, 2007. "Evaluating the New Keynesian Phillips Curve under VAR-based learning," MPRA Paper 1616, University Library of Munich, Germany.
    • Fanelli, Luca, 2008. "Evaluating the New Keynesian Phillips Curve under VAR-Based Learning," Economics Discussion Papers 2008-15, Kiel Institute for the World Economy (IfW Kiel).
  • Ozun, Alper & Cifter, Atilla, 2007. "Nonlinear Combination of Financial Forecast with Genetic Algorithm," MPRA Paper 2488, University Library of Munich, Germany.
  • Atilla Çifter & Alper Özün, 2007. "The Predictive Performance of Asymmetric Normal Mixture GARCH in Risk Management: Evidence from Turkey," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, vol. 1(1), pages 7-34.
    • Cifter, Atilla & Ozun, Alper, 2007. "The Predictive Performance of Asymmetric Normal Mixture GARCH in Risk Management: Evidence from Turkey," MPRA Paper 2489, University Library of Munich, Germany.
  • Wittenberg, Martin, 2007. "Testing for a common latent variable in a linear regression," MPRA Paper 2550, University Library of Munich, Germany.
  • Lahiani, Amine & Yousfi, Ouidad, 2007. "Modèls Garch à la mémoire longue: application aux taux de change tunisiens [GARCH models : evidence from Tunisian Exchange market]," MPRA Paper 28702, University Library of Munich, Germany, revised 2008.
  • Bhaskara Rao, B. & Rao, Gyaneshwar, 2009. "Structural breaks and energy efficiency in Fiji," Energy Policy, Elsevier, vol. 37(10), pages 3959-3966, October.
    • Rao, B. Bhaskara & Rao, Gyaneshwar, 2007. "Structural breaks and energy efficiency in Fiji," MPRA Paper 3258, University Library of Munich, Germany.
  • Ozun, Alper & Cifter, Atilla & Yilmazer, Sait, 2007. "Filtered Extreme Value Theory for Value-At-Risk Estimation," MPRA Paper 3302, University Library of Munich, Germany.
  • Gao, Jiti, 2007. "Nonlinear time series: semiparametric and nonparametric methods," MPRA Paper 39563, University Library of Munich, Germany, revised 01 Sep 2007.
  • Macri, Joseph & Sinha, Dipendra, 2007. "Does Black’s Hypothesis for Output Variability Hold for Mexico?," MPRA Paper 4021, University Library of Munich, Germany.
  • Barbry, Eric, 2007. "Web 2.0: Nothing Changes…but Everything is Different," MPRA Paper 4583, University Library of Munich, Germany.
  • Finger, Robert & Hediger, Werner, 2007. "The Application of Robust Regression to a Production Function Comparison – the Example of Swiss Corn," MPRA Paper 4740, University Library of Munich, Germany.
    • Robert Finger & Werner Hediger, 2008. "The Application of Robust Regression to a Production Function Comparison – the Example of Swiss Corn," IED Working paper 08-02, IED Institute for Environmental Decisions, ETH Zurich.
  • Tuysuz, Sukriye & Kuhry, Yves, 2007. "Interactions between interest rates and the transmission of monetary and economic news: the cases of US and UK," MPRA Paper 5255, University Library of Munich, Germany.
  • Kovačić, Zlatko, 2007. "Forecasting volatility: Evidence from the Macedonian stock exchange," MPRA Paper 5319, University Library of Munich, Germany.
  • Gomez-Sorzano, Gustavo, 2007. "Developing the concept of Sustainable Peace using Econometrics and scenarios granting Sustainable Peace in Colombia by year 2019," MPRA Paper 5655, University Library of Munich, Germany, revised 07 Nov 2007.
  • Dima, Bogdan & Barna, Flavia & Pirtea, Marilen, 2007. "Romanian Capital Market And The Informational Efficiency," MPRA Paper 5807, University Library of Munich, Germany.
  • Karathanassis, George & Sogiakas, Vasilios, 2007. "Spill Over Effects of Futures Contracts Initiation on the Cash Market: A Comparative Analysis," MPRA Paper 5958, University Library of Munich, Germany.
  • Fugarolas, Guadalupe & Mañalich, Isis & Matesanz, David, 2007. "Are Exports Causing Growth? Evidence On International Trade Expansion In Cuba, 1960-2004," MPRA Paper 6323, University Library of Munich, Germany.
  • Andrei, Tudorel & Iacob, Andreea Iluzia & Vlad, Liviu Bogdan, 2007. "Tendencies in the Romania's Regional Economic Development during the Period 1991-2004," MPRA Paper 6886, University Library of Munich, Germany.
  • Palombizio, Ennio A., 2007. "Mutual Funds and Segregated Funds: A Comparison," MPRA Paper 6901, University Library of Munich, Germany.
  • Pötscher, Benedikt M. & Schneider, Ulrike, 2007. "On the distribution of the adaptive LASSO estimator," MPRA Paper 6913, University Library of Munich, Germany.
  • Olenev, Nicholas, 2007. "A Normative Balance Dynamic Model of Regional Economy for Study Economic Integrations // Economic integration, competition and cooperation. 6th International Conference . 2007. Opatija - Croatia: Univ," MPRA Paper 7823, University Library of Munich, Germany.
  • Timotheos Angelidis & Stavros Degiannakis, . "Backtesting VaR models:a two-stage procedure," Journal of Risk Model Validation, Journal of Risk Model Validation.
    • Angelidis, Timotheos & Degiannakis, Stavros, 2007. "Backtesting VaR Models: A Τwo-Stage Procedure," MPRA Paper 96327, University Library of Munich, Germany.
    • Angelidis, Timotheos & Degiannakis, Stavros, 2007. "Backtesting VaR Models: A Τwo-Stage Procedure," MPRA Paper 80418, University Library of Munich, Germany.
  • Timotheos Angelidis & Alexandros Benos & Stavros Degiannakis, 2007. "A robust VaR model under different time periods and weighting schemes," Review of Quantitative Finance and Accounting, Springer, vol. 28(2), pages 187-201, February.
    • Angelidis, Timotheos & Benos, Alexandros & Degiannakis, Stavros, 2007. "A Robust VaR Model under Different Time Periods and Weighting Schemes," MPRA Paper 80466, University Library of Munich, Germany.
  • Wagatha, Matthias, 2007. "Integration, Kointegration und die Langzeitprognose von Kreditausfallzyklen [Integration, Cointegration and Long-Horizont Forecasting of Credit-Default-Cycles]," MPRA Paper 8572, University Library of Munich, Germany.
  • Fanelli, Luca & Paruolo, Paolo, 2010. "Speed of adjustment in cointegrated systems," Journal of Econometrics, Elsevier, vol. 158(1), pages 130-141, September.
    • Fanelli, Luca & Paruolo, Paolo, 2007. "Speed of Adjustment in Cointegrated Systems," MPRA Paper 9174, University Library of Munich, Germany.
  • Stavros Degiannakis & Evdokia Xekalaki, 2007. "Assessing the performance of a prediction error criterion model selection algorithm in the context of ARCH models," Applied Financial Economics, Taylor & Francis Journals, vol. 17(2), pages 149-171.
    • Degiannakis, Stavros & Xekalaki, Evdokia, 2007. "Assessing the Performance of a Prediction Error Criterion Model Selection Algorithm in the Context of ARCH Models," MPRA Paper 96324, University Library of Munich, Germany.
  • Stavros Degiannakis & Evdokia Xekalaki, 2007. "Simulated evidence on the distribution of the standardized one-step-ahead prediction errors in ARCH processes," Applied Financial Economics Letters, Taylor & Francis Journals, vol. 3(1), pages 31-37.
    • Degiannakis, Stavros & Xekalaki, Evdokia, 2007. "Simulated Evidence on the Distribution of the Standardized One-Step-Ahead Prediction Errors in ARCH Processes," MPRA Paper 96326, University Library of Munich, Germany.
  • Timotheos Angelidis & Stavros Degiannakis, . "Backtesting VaR models:a two-stage procedure," Journal of Risk Model Validation, Journal of Risk Model Validation.
    • Angelidis, Timotheos & Degiannakis, Stavros, 2007. "Backtesting VaR Models: A Τwo-Stage Procedure," MPRA Paper 80418, University Library of Munich, Germany.
    • Angelidis, Timotheos & Degiannakis, Stavros, 2007. "Backtesting VaR Models: A Τwo-Stage Procedure," MPRA Paper 96327, University Library of Munich, Germany.
  • Shamiri, Ahmed & Shaari, Abu Hassan & Isa, Zaidi, 2007. "Practical Volatility Modeling for Financial Market Risk Management," MPRA Paper 9790, University Library of Munich, Germany, revised 15 May 2008.
  • Roman Horváth & Luboš Komárek, 2007. "Equilibrium Exchange Rates in the Eu New Members: Methodology, Estimation and Applicability to ERM II," Prague Economic Papers, Prague University of Economics and Business, vol. 2007(1), pages 24-37.
  • Ren, Yu & Shimotsu, Katsumi, 2009. "Improvement in finite sample properties of the Hansen-Jagannathan distance test," Journal of Empirical Finance, Elsevier, vol. 16(3), pages 483-506, June.
    • Yu Ren & Katsumi Shimotsu, 2007. "Improvement In Finite Sample Properties Of The Hansen-jagannathan Distance Test," Working Paper 1126, Economics Department, Queen's University.
  • Hiroyuki Kasahara & Katsumi Shimotsu, 2007. "Nonparametric Identification And Estimation Of Multivariate Mixtures," Working Paper 1153, Economics Department, Queen's University.
  • John Foster & Jason Potts, 2009. "A micro-meso-macro perspective on the methodology of evolutionary economics: Integrating history, simulation and econometrics," Springer Books, in: Uwe Cantner & Jean-Luc Gaffard & Lionel Nesta (ed.), Schumpeterian Perspectives on Innovation, Competition and Growth, pages 53-68, Springer.
    • Prof John Foster, 2007. "A micro-meso-macro perspective on the methodology of evolutionary economics: integrating history, simulation and econometrics," Discussion Papers Series 343, School of Economics, University of Queensland, Australia.
  • Carlos A. Rodriguez & Karen Ortiz, 2007. "La tasa de los fondos federales de Estados Unidos y la dinamica del mercado laboral en una economia pequena, abierta y dolarizada: Evidencia mediante la creacion y destruccion de empleo en Puerto Rico," EconoQuantum, Revista de Economia y Finanzas, Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia., vol. 4(1), pages 85-112, Julio-Dic.
  • A. Hurn & J. Jeisman & K. Lindsay, 2007. "Teaching an Old Dog New Tricks: Improved Estimation of the Parameters of Stochastic Differential Equations by Numerical Solution of the Fokker-Planck Equation," NCER Working Paper Series 9, National Centre for Econometric Research.
  • Jarkko Jääskelä, 2007. "More Potent Monetary Policy? Insights from a Threshold Model," RBA Research Discussion Papers rdp2007-07, Reserve Bank of Australia.
  • Rodriguez Gabriel, 2007. "Application of Three Alternative Approaches to Identify Business Cycles in Peru," Working Papers 2007-007, Banco Central de Reserva del Perú.
  • Barrera Carlos, 2007. "Proyecciones desagregadas de inflación con modelos Sparse VAR robustos," Working Papers 2007-015, Banco Central de Reserva del Perú.
  • Anna Batyra, 2007. "Are turbulences of Sargent and Ljungqvist consistent with lower aggregate volatility?," 2007 Meeting Papers 413, Society for Economic Dynamics.
    • Batyra, Anna, 2013. "Are Turbulences of Sargent and Ljungqvist consistent with lower Aggregate Volatility?," GIAM Working Papers 13-2, Galatasaray University Economic Research Center.
  • Radu Lupu & Iulia Lupu, 2007. "Testing for Heteroskedasticity on the Bucharest Stock Exchange," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, vol. 10(23), pages 19-28, June.
  • Costas Milas, 2009. "Does high M4 money growth trigger large increases in UK inflation? Evidence from a regime-switching model," Oxford Economic Papers, Oxford University Press, vol. 61(1), pages 168-182, January.
    • Costas Milas, 2007. "Does high M4 money growth trigger large increases in UK inflation? Evidence from a regime-switching model," Keele Economics Research Papers KERP 2007/07, Centre for Economic Research, Keele University.
    • Costas Milas, 2007. "Does high M4 money growth trigger large increases in UK inflation? Evidence from a regime-switching model," Working Paper series 25_07, Rimini Centre for Economic Analysis.
  • Pierre Siklos & Martin Bohl, 2009. "Asset Prices as Indicators of Euro Area Monetary Policy: An Empirical Assessment of Their Role in a Taylor Rule," Open Economies Review, Springer, vol. 20(1), pages 39-59, February.
    • P. Siklos & M. Bohl, 2006. "Asset Prices as Indicators of Euro Area Monetary Policy: An Empirical Assessment of Their Role in a Taylor Rule," Working Papers eg0053, Wilfrid Laurier University, Department of Economics, revised 2006.
    • Pierre L. Siklos & Martin T. Bohl, 2007. "Asset Prices as Indicators of Euro Area Monetary Policy: An Empirical Assessment of Their Role in a Taylor Rule," Working Paper series 32_07, Rimini Centre for Economic Analysis.
  • Siklos, Pierre L., 2008. "The Fed's reaction to the stock market during the great depression: Fact or artefact?," Explorations in Economic History, Elsevier, vol. 45(2), pages 164-184, April.
    • Pierre L. Siklos, 2007. "The Fed's Reaction to the Stock Market During the Great Depression: Fact or Artefact?," Working Paper series 33_07, Rimini Centre for Economic Analysis.
  • Pierre L. Siklos & Yang Zhang, 2010. "Identifying The Shocks Driving Inflation In China," Pacific Economic Review, Wiley Blackwell, vol. 15(2), pages 204-223, May.
    • Pierre L. Siklos & Yang Zhang, 2007. "Identifying the Shocks Driving Inflation in China," Working Paper series 34_07, Rimini Centre for Economic Analysis.
  • Christopher Martin & Costas Milas, 2007. "Monetary Policy and the Hybrid Phillips Curve," Keele Economics Research Papers KERP 2007/12, Centre for Economic Research, Keele University.
    • Christopher Martin & Costas Milas, 2007. "Monetary Policy and the Hybrid Phillips Curve," Working Paper series 36_07, Rimini Centre for Economic Analysis.
  • Ram Sharan Kharel & Christopher Martin & Costas Milas, 2010. "The Complex Response Of Monetary Policy To The Exchange Rate," Scottish Journal of Political Economy, Scottish Economic Society, vol. 57(1), pages 103-117, February.
    • Ram Sharan Kharel & Christopher Martin & Costas Milas, 2006. "The Complex Response of Monetary Policy to the Exchange Rate," Keele Economics Research Papers KERP 2006/17, Centre for Economic Research, Keele University.
    • Ram Sharan Kharel & Christopher Martin & Costas Milas, 2007. "The Complex Response of Monetary Policy to the Exchange Rate," Working Paper series 37_07, Rimini Centre for Economic Analysis.
  • Gabriele Fiorentini & Enrique Sentana, 2007. "On the Efficiency and Consistency of Likelihood Estimation in Multivariate Conditionally Heteroskedastic Dynamic Regression Models," Working Papers wp2007_0713, CEMFI.
    • Gabriele Fiorentini & Enrique Sentana, 2007. "On the efficiency and consistency of likelihood estimation in multivariate conditionally heteroskedastic dynamic regression models," Working Paper series 38_07, Rimini Centre for Economic Analysis.
  • Iancu, Aurel, 2007. "The Question of Economic Convergence - first part -," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 4(3), pages 5-18, September.
  • Patuelli, Roberto & Longhi, Simonetta & Reggiani, Aura & Nijkamp, Peter & Blien, Uwe, 2007. "A Rank-Order Test on the Statistical Performance of Neural Network Models for Regional Labor Market Forecasts," The Review of Regional Studies, Southern Regional Science Association, vol. 37(1), pages 64-81.
    • Roberto Patuelli & Simonetta Longhi & Aura Reggiani & Peter Nijkamp & Uwe Blien, 2005. "A Rank-order Analysis of Learning Models for Regional Labor Market Forecasting," Urban/Regional 0511004, University Library of Munich, Germany.
  • Walter Sosa Escudero, 2007. "Testing for Persistence in the Error Component Model:A One-Sided Approach," Working Papers 94, Universidad de San Andres, Departamento de Economia, revised Feb 2007.
  • Reetu Verma, 2007. "Savings, Investment and Growth in India," South Asia Economic Journal, Institute of Policy Studies of Sri Lanka, vol. 8(1), pages 87-98, January.
  • Qin Xiao & Gee Kwang Randolph Tan, 2007. "Signal Extraction with Kalman Filter: A Study of the Hong Kong Property Price Bubbles," Urban Studies, Urban Studies Journal Limited, vol. 44(4), pages 865-888, April.
    • Qin Xiao & Randolph Gee Kwang Tan, 2006. "Signal Extraction with Kalman Filter: A Study of the Hong Kong Property Price Bubbles," Economic Growth Centre Working Paper Series 0601, Nanyang Technological University, School of Social Sciences, Economic Growth Centre.
  • Lima, Luiz Renato & Néri, Breno Pinheiro, 2007. "Comparing Value-at-Risk Methodologies," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 27(1), May.
    • Lima, Luiz Renato Regis de Oliveira & Neri, Breno de Andrade Pinheiro, 2006. "Comparing value-at-risk methodologies," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 629, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
    • Luiz Renato Lima & Breno Pinheiro Néri, 2006. "Comparing Value-at-Risk Methodologies," Computing in Economics and Finance 2006 1, Society for Computational Economics.
  • Muhammad Arif, 2007. "Developing Bond Market in Pakistan," SBP Research Bulletin, State Bank of Pakistan, Research Department, vol. 3, pages 129-157.
  • Zulfiqar Hyder & Muhammad Mazhar Khan, 2007. "Monetary Conditions Index for Pakistan," SBP Research Bulletin, State Bank of Pakistan, Research Department, vol. 3, pages 165-190.
    • Zulfiqar Hyder & Muhammad Mazhar Khan, 2006. "Monetary Conditions Index for Pakistan," SBP Working Paper Series 11, State Bank of Pakistan, Research Department.
  • Rolando Pelàez, 2007. "Ex ante forecasts of business-cycle turning points," Empirical Economics, Springer, vol. 32(1), pages 239-246, April.
  • Emilio Díaz & Rubén Osuna, 2007. "Indeterminacy in price–value correlation measures," Empirical Economics, Springer, vol. 33(3), pages 389-399, November.
  • B. Jourdain, 2007. "Stochastic flow approach to Dupire’s formula," Finance and Stochastics, Springer, vol. 11(4), pages 521-535, October.
  • Giorgio Canarella & Stephen Pollard, 2007. "A switching ARCH (SWARCH) model of stock market volatility: some evidence from Latin America," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), vol. 54(4), pages 445-462, December.
  • Martin Melecký & Luboš Komárek, 2007. "The Behavioral Equilibrium Exchange Rate of the Czech Koruna," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), vol. 14(1), pages 105-121, May.
    • Lubos Komarek & Martin Melecky, 2005. "The Behavioural Equilibrium Exchange Rate of the Czech Koruna," Working Papers 2005/05, Czech National Bank.
    • Martin Melecky & Lubos Komarek, 2005. "The Behavioral Equilibrium Exchange Rate of the Czech Koruna," International Finance 0504010, University Library of Munich, Germany.
  • Lucia Alessi & Matteo Barigozzi & Marco Capasso, 2007. "A Robust Criterion for Determining the Number of Static Factors in Approximate Factor Models," LEM Papers Series 2007/19, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
    • Alessi, Lucia & Barigozzi, Matteo & Capasso, Marco, 2008. "A robust criterion for determining the number of static factors in approximate factor models," Working Paper Series 903, European Central Bank.
  • Lucia Alessi & Matteo Barigozzi & Marco Capasso, 2007. "A Review of Nonfundamentalness and Identification in Structural VAR Models," LEM Papers Series 2007/22, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
    • Alessi, Lucia & Barigozzi, Matteo & Capasso, Marco, 2008. "A review of nonfundamentalness and identification in structural VAR models," Working Paper Series 922, European Central Bank.
  • Boug, Pål & Cappelen, Adne & Swensen, Anders Rygh, 2010. "The new Keynesian Phillips curve revisited," Journal of Economic Dynamics and Control, Elsevier, vol. 34(5), pages 858-874, May.
    • Pål Boug & Ådne Cappelen & Anders Rygh Swensen, 2007. "The New Keynesian Phillips Curve revisited," Discussion Papers 500, Statistics Norway, Research Department.
  • Roger Bjørnstad & Eilev S. Jansen, 2007. "The NOK/euro exhange rate after inflation targeting: The interest rate rules," Discussion Papers 501, Statistics Norway, Research Department.
  • Pål Boug & Andreas Fagereng, 2010. "Exchange rate volatility and export performance: a cointegrated VAR approach," Applied Economics, Taylor & Francis Journals, vol. 42(7), pages 851-864.
    • Pål Boug & Andreas Fagereng, 2007. "Exchange rate volatility and export performance: A cointegrated VAR approach," Discussion Papers 522, Statistics Norway, Research Department.
  • Robert Kohn & Rachida Ouysse, 2007. "Bayesian Variable Selection of Risk Factors in the APT Model," Discussion Papers 2007-32, School of Economics, The University of New South Wales.
  • Stavros Degiannakis & Evdokia Xekalaki, 2007. "Simulated evidence on the distribution of the standardized one-step-ahead prediction errors in ARCH processes," Applied Financial Economics Letters, Taylor and Francis Journals, vol. 3(1), pages 31-37, January.
    • Degiannakis, Stavros & Xekalaki, Evdokia, 2007. "Simulated Evidence on the Distribution of the Standardized One-Step-Ahead Prediction Errors in ARCH Processes," MPRA Paper 96326, University Library of Munich, Germany.
  • Stavros Degiannakis & Evdokia Xekalaki, 2007. "Assessing the performance of a prediction error criterion model selection algorithm in the context of ARCH models," Applied Financial Economics, Taylor & Francis Journals, vol. 17(2), pages 149-171.
    • Degiannakis, Stavros & Xekalaki, Evdokia, 2007. "Assessing the Performance of a Prediction Error Criterion Model Selection Algorithm in the Context of ARCH Models," MPRA Paper 96324, University Library of Munich, Germany.
  • Sungbae An & Frank Schorfheide, 2007. "Bayesian Analysis of DSGE Models," Econometric Reviews, Taylor & Francis Journals, vol. 26(2-4), pages 113-172.
    • Schorfheide, Frank & An, Sungbae, 2005. "Bayesian Analysis of DSGE Models," CEPR Discussion Papers 5207, C.E.P.R. Discussion Papers.
    • Sungbae An & Frank Schorfheide, 2006. "Bayesian analysis of DSGE models," Working Papers 06-5, Federal Reserve Bank of Philadelphia.
  • Jana Eklund & Sune Karlsson, 2007. "Forecast Combination and Model Averaging Using Predictive Measures," Econometric Reviews, Taylor & Francis Journals, vol. 26(2-4), pages 329-363.
    • Eklund, Jana & Karlsson, Sune, 2005. "Forecast Combination and Model Averaging using Predictive Measures," Working Paper Series 191, Sveriges Riksbank (Central Bank of Sweden).
    • Eklund, Jana & Karlsson, Sune, 2005. "Forecast Combination and Model Averaging Using Predictive Measures," CEPR Discussion Papers 5268, C.E.P.R. Discussion Papers.

  2006

  • Girijasankar Mallik, 2006. "Has the Stock Market Integration Between the Asian and OECD Countries Improved After the Asian Crisis?," Frontiers in Finance and Economics, SKEMA Business School, vol. 3(2), pages 55-69, December.
  • Lima, Luiz Renato & Néri, Breno Pinheiro, 2007. "Comparing Value-at-Risk Methodologies," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 27(1), May.
    • Luiz Renato Lima & Breno Pinheiro Néri, 2006. "Comparing Value-at-Risk Methodologies," Computing in Economics and Finance 2006 1, Society for Computational Economics.
    • Lima, Luiz Renato Regis de Oliveira & Neri, Breno de Andrade Pinheiro, 2006. "Comparing value-at-risk methodologies," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 629, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  • Richard Dennis, 2006. "The frequency of price adjustment and New Keynesian business cycle dynamics," Working Paper Series 2006-22, Federal Reserve Bank of San Francisco.
    • Richard Dennis, 2008. "The Frequency Of Price Adjustment And New Keynesian Business Cycle Dynamics," CAMA Working Papers 2008-19, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Tim Bollerslev & George Tauchen & Hao Zhou, 2009. "Expected Stock Returns and Variance Risk Premia," The Review of Financial Studies, Society for Financial Studies, vol. 22(11), pages 4463-4492, November.
    • Tim Bollerslev & Hao Zhou, 2006. "Expected stock returns and variance risk premia," Finance and Economics Discussion Series 2007-11, Board of Governors of the Federal Reserve System (U.S.).
    • Tim Bollerslev & Hao Zhou, 2007. "Expected Stock Returns and Variance Risk Premia," CREATES Research Papers 2007-17, Department of Economics and Business Economics, Aarhus University.
    • Tim Bollerslev & Tzuo Hao & George Tauchen, 2008. "Expected Stock Returns and Variance Risk Premia," CREATES Research Papers 2008-48, Department of Economics and Business Economics, Aarhus University.
  • Lawrence J. Christiano & Joshua M. Davis, 2006. "Two Flaws In Business Cycle Accounting," NBER Working Papers 12647, National Bureau of Economic Research, Inc.
    • Lawrence J. Christiano & Joshua M. Davis, 2006. "Two flaws in business cycle accounting," Working Paper Series WP-06-10, Federal Reserve Bank of Chicago.
  • Patrick J. Kehoe, 2006. "How to Advance Theory with Structural VARs: Use the Sims-Cogley-Nason Approach," NBER Working Papers 12575, National Bureau of Economic Research, Inc.
    • Patrick J. Kehoe, 2006. "How to advance theory with structural VARs: use the Sims-Cogley-Nason approach," Staff Report 379, Federal Reserve Bank of Minneapolis.
  • Argia M. Sbordone, 2006. "U.S. Wage and Price Dynamics: A Limited-Information Approach," International Journal of Central Banking, International Journal of Central Banking, vol. 2(3), September.
    • Sbordone, Argia M, 2006. "U.S. Wage and Price Dynamics: A Limited-Information Approach," MPRA Paper 811, University Library of Munich, Germany.
    • Argia M. Sbordone, 2006. "U.S. wage and price dynamics: a limited information approach," Staff Reports 256, Federal Reserve Bank of New York.
  • Sungbae An & Frank Schorfheide, 2007. "Bayesian Analysis of DSGE Models," Econometric Reviews, Taylor & Francis Journals, vol. 26(2-4), pages 113-172.
    • Schorfheide, Frank & An, Sungbae, 2005. "Bayesian Analysis of DSGE Models," CEPR Discussion Papers 5207, C.E.P.R. Discussion Papers.
    • Sungbae An & Frank Schorfheide, 2006. "Bayesian analysis of DSGE models," Working Papers 06-5, Federal Reserve Bank of Philadelphia.
  • Tommaso Mancini Griffoli, 2006. "Explaining the Euro's Effect on Trade? Interest Rates in an Augmented Gravity Equation," IHEID Working Papers 10-2006, Economics Section, The Graduate Institute of International Studies.
  • Félix Chan & Tommaso Mancini-Griffoli & Laurent L. Pauwels, 2006. "Stability tests for heterogeneous panel data," PSE Working Papers halshs-00589114, HAL.
    • Felix Chan Tommaso Mancini-Griffoli Laurent L. Pauwels, 2006. "Stability Tests for Heterogeneous Panel Data," IHEID Working Papers 24-2006, Economics Section, The Graduate Institute of International Studies, revised Dec 2006.
    • Félix Chan & Tommaso Mancini-Griffoli & Laurent L. Pauwels, 2006. "Stability tests for heterogeneous panel data," Working Papers halshs-00589114, HAL.
    • Felix Chan & Tommaso Mancini-Griffoli & Laurent L. Pauwels, 2008. "Stability Tests for Heterogeneous Panel Data," Working Papers 092008, Hong Kong Institute for Monetary Research.
  • Dufourt, Frederic, 2005. "Demand and productivity components of business cycles: Estimates and implications," Journal of Monetary Economics, Elsevier, vol. 52(6), pages 1089-1105, September.
    • Dufourt, 2005. "Demand and productivity components of business cycles: Estimates and implications," Macroeconomics 0501013, University Library of Munich, Germany, revised 09 Nov 2005.
    • Frédéric Dufourt, 2006. "Demand and Productivity Components of Business Cycles : Estimates and Implications," Post-Print hal-00279149, HAL.
  • Felix Chan Tommaso Mancini-Griffoli Laurent L. Pauwels, 2006. "Stability Tests for Heterogeneous Panel Data," IHEID Working Papers 24-2006, Economics Section, The Graduate Institute of International Studies, revised Dec 2006.
    • Félix Chan & Tommaso Mancini-Griffoli & Laurent L. Pauwels, 2006. "Stability tests for heterogeneous panel data," PSE Working Papers halshs-00589114, HAL.
    • Félix Chan & Tommaso Mancini-Griffoli & Laurent L. Pauwels, 2006. "Stability tests for heterogeneous panel data," Working Papers halshs-00589114, HAL.
    • Felix Chan & Tommaso Mancini-Griffoli & Laurent L. Pauwels, 2008. "Stability Tests for Heterogeneous Panel Data," Working Papers 092008, Hong Kong Institute for Monetary Research.
  • Felix Chan Tommaso Mancini-Griffoli Laurent L. Pauwels, 2006. "Stability Tests for Heterogeneous Panel Data," IHEID Working Papers 24-2006, Economics Section, The Graduate Institute of International Studies, revised Dec 2006.
    • Félix Chan & Tommaso Mancini-Griffoli & Laurent L. Pauwels, 2006. "Stability tests for heterogeneous panel data," Working Papers halshs-00589114, HAL.
    • Félix Chan & Tommaso Mancini-Griffoli & Laurent L. Pauwels, 2006. "Stability tests for heterogeneous panel data," PSE Working Papers halshs-00589114, HAL.
    • Felix Chan & Tommaso Mancini-Griffoli & Laurent L. Pauwels, 2008. "Stability Tests for Heterogeneous Panel Data," Working Papers 092008, Hong Kong Institute for Monetary Research.
  • Curran, Declan & Funke, Michael, 2006. "Taking the temperature: forecasting GDP growth for mainland in China," BOFIT Discussion Papers 6/2006, Bank of Finland Institute for Emerging Economies (BOFIT).
    • Declan Curran & Michael Funke, 2006. "Taking the Temperature - Forecasting GDP Growth for Mainland China," Quantitative Macroeconomics Working Papers 20606, Hamburg University, Department of Economics.
  • Valerija Botrić & Boris Cota, 2006. "Sources Of Inflation In Transition Economy: The Case Of Croatia," Ekonomski pregled, Hrvatsko društvo ekonomista (Croatian Society of Economists), vol. 57(12), pages 835-854.
  • Josip Tica, 2006. "Long Span Unit Root Test Of Purchasing Power Parity: The Case Of Croatia," Ekonomski pregled, Hrvatsko društvo ekonomista (Croatian Society of Economists), vol. 57(12), pages 856-880.
  • Ulrich Fritsche & Jörg Döpke, 2005. "Forecast Errors and the Macroeconomy: A Non-Linear Relationship?," Discussion Papers of DIW Berlin 498, DIW Berlin, German Institute for Economic Research.
    • Ulrich Fritsche & Joerg Doepke, 2006. "Forecast errors and the macroeconomy — a non-linear relationship?," Macroeconomics and Finance Series 200602, University of Hamburg, Department of Socioeconomics.
  • González Andrés & Teräsvirta Timo, 2008. "Modelling Autoregressive Processes with a Shifting Mean," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 12(1), pages 1-28, March.
    • Timo Terasvirta & Andrés González, 2006. "Modelling autoregressive processes with a shifting mean," Borradores de Economia 420, Banco de la Republica de Colombia.
    • González, Andrés & Teräsvirta, Timo, 2006. "Modelling autoregressive processes with a shifting mean," SSE/EFI Working Paper Series in Economics and Finance 637, Stockholm School of Economics, revised 22 May 2007.
    • Timo Terasvirta & Andrés González, 2006. "Modelling autoregressive processes with a shifting mean," Borradores de Economia 3230, Banco de la Republica.
  • Johansson, Per, 2006. "Using internal replication to establish a treatment effect," Working Paper Series 2006:3, IFAU - Institute for Evaluation of Labour Market and Education Policy.
  • Gitlesen, Jens Petter & Kleppe, Gisle & Thorsen, Inge & Ubøe, Jan, 2006. "An empirically based implementation and evaluation of a network model for commuting flows," Discussion Papers 2006/4, Norwegian School of Economics, Department of Business and Management Science.
  • Carlsson, Dick & Rönnqvist, Mikael, 2006. "Backhauling in forest transportation - models, methods and practical usage," Discussion Papers 2006/5, Norwegian School of Economics, Department of Business and Management Science.
  • Bårdsen, Gunnar & Nymoen, Ragnar, 2006. "U.S. natural rate dynamics reconsidered," Memorandum 13/2006, Oslo University, Department of Economics.
  • Heshmati, Almas, 2006. "A Generalized Knowledge Production Function," Ratio Working Papers 89, The Ratio Institute.
  • Brännäs, Kurt & Soultanaeva, Albina, 2006. "Influence of News in Moscow and New York on Returns and Risks on Baltic State Stock Indices," Umeå Economic Studies 696, Umeå University, Department of Economics.
  • Edmark, Karin & Ågren, Hanna, 2008. "Identifying strategic interactions in Swedish local income tax policies," Journal of Urban Economics, Elsevier, vol. 63(3), pages 849-857, May.
    • Edmark, Karin & Ågren, Hanna, 2006. "Identifying Strategic Interactions in Swedish Local Income Tax Policies," Working Paper Series 2006:22, Uppsala University, Department of Economics.
  • Wolfgang Härdle & Zdenek Hlavka & Gerhard Stahl, 2006. "On the Appropriateness of Inappropriate VaR Models," SFB 649 Discussion Papers SFB649DP2006-003, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  • Lutz Hildebrandt & Dirk Temme, 2006. "Probleme der Validierung mit Strukturgleichungsmodellen," SFB 649 Discussion Papers SFB649DP2006-082, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  • Dirk Temme & Lutz Hildebrandt, 2006. "Formative Measurement Models in Covariance Structure Analysis: Specification and Identification," SFB 649 Discussion Papers SFB649DP2006-083, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  • 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.
  • R. Aaberge & U. Colombino & T. Wennemo, 2009. "Evaluating Alternative Representations Of The Choice Sets In Models Of Labor Supply," Journal of Economic Surveys, Wiley Blackwell, vol. 23(3), pages 586-612, July.
    • Ugo Colombino & Rolf Aaberge & Tom Wennemo, 2005. "Evaluating Alternative Representations of the Choice Sets in Models of Labour Supply," Econometrics 0510001, University Library of Munich, Germany.
    • Rolf Aaberge & Ugo Colombino & Tom Wennemo, 2006. "Evaluating alternative representations of the choice sets in models of labour supply," ICER Working Papers 2-2006, ICER - International Centre for Economic Research.
    • Rolf Aaberge & Ugo Colombino & Tom Wennemo, 2006. "Evaluating Alternative Representations of the Choice Sets in Models of Labour Supply," Discussion Papers 449, Statistics Norway, Research Department.
    • R. Aaberge & T. Wennemo & U. Colombino, 2008. "Evaluating Alternative Representations of the Choice Sets in Models of Labour Supply," CHILD Working Papers wp20_08, CHILD - Centre for Household, Income, Labour and Demographic economics - ITALY.
    • Ugo Colombino & R. Aaberge & T. Wennemo, 2006. "Evaluating Alternative Representations of the Choice Sets in Models of Labour Supply," CHILD Working Papers wp17_06, CHILD - Centre for Household, Income, Labour and Demographic economics - ITALY.
    • Aaberge, Rolf & Colombino, Ugo & Wennemo, Tom, 2006. "Evaluating Alternative Representations of the Choice Sets in Models of Labour Supply," IZA Discussion Papers 1986, Institute of Labor Economics (IZA).
  • Siti Astiyah & Jardine A. Husman, 2006. "Fungsi Intermediasi Dalam Efisiensi Perbankan Di Indonesia: Derivasi Fungsi Profit," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 8(4), pages 1-16, March.
  • Siti Astiyah & Jardine A. Husman, 2006. "Fungsi Intermediasi Dalam Efisiensi Perbankan Di Indonesia: Derivasi Fungsi Profit," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 8(4), pages 529-544, March.
  • Luc, BAUWENS & Arie, PREMINGER & Jeroen, ROMBOUTS, 2006. "Regime switching GARCH models," Discussion Papers (ECON - Département des Sciences Economiques) 2006006, Université catholique de Louvain, Département des Sciences Economiques.
    • Luc Bauwens & Arie Preminger & Jeroen V.K. Rombouts, 2006. "Regime switching GARCH models," Cahiers de recherche 06-08, HEC Montréal, Institut d'économie appliquée.
    • BAUWENS, Luc & PREMINGER, Arie & ROMBOUTS, Jeroen, 2006. "Regime switching GARCH models," LIDAM Discussion Papers CORE 2006011, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Bouezmarni, Taoufik & Rombouts, Jeroen V.K., 2010. "Nonparametric density estimation for positive time series," Computational Statistics & Data Analysis, Elsevier, vol. 54(2), pages 245-261, February.
    • BOUEZMARNI, Taoufik & ROMBOUTS, Jeroen V. K., 2006. "Nonparametric density estimation for positive time series," LIDAM Discussion Papers CORE 2006085, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    • Taoufik Bouezmarni & Jeroen V.K. Rombouts, 2006. "Nonparametric Density Estimation for Positive Time Series," Cahiers de recherche 06-09, HEC Montréal, Institut d'économie appliquée.
  • Li, Tong, 2009. "Simulation based selection of competing structural econometric models," Journal of Econometrics, Elsevier, vol. 148(2), pages 114-123, February.
    • Tong Li, 2006. "Simulation based selection of competing structural econometric models," CeMMAP working papers CWP16/06, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Canova, Fabio & Sala, Luca, 2009. "Back to square one: Identification issues in DSGE models," Journal of Monetary Economics, Elsevier, vol. 56(4), pages 431-449, May.
    • Fabio Canova & Luca Sala, 2005. "Back to square one: Identification issues in DSGE models," Economics Working Papers 927, Department of Economics and Business, Universitat Pompeu Fabra, revised Sep 2006.
    • Fabio Canova & Luca Sala, 2006. "Back to Square One: Identification Issues in DSGE Models," Working Papers 303, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
    • Canova, Fabio & Sala, Luca, 2009. "Back to square one: identification issues in DSGE models," CEPR Discussion Papers 7234, C.E.P.R. Discussion Papers.
    • Canova, Fabio & Sala, Luca, 2006. "Back to square one: identification issues in DSGE models," Working Paper Series 583, European Central Bank.
    • Fabio Canova & Luca Sala, 2006. "Back to square one: identification issues in DSGE models," Computing in Economics and Finance 2006 196, Society for Computational Economics.
    • Fabio Canova & Luca Sala, 2007. "Back to square one: identification issues in DSGE models," Working Papers 0715, Banco de España.
  • Argia M. Sbordone, 2006. "U.S. Wage and Price Dynamics: A Limited-Information Approach," International Journal of Central Banking, International Journal of Central Banking, vol. 2(3), September.
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    • Sbordone, Argia M, 2006. "U.S. Wage and Price Dynamics: A Limited-Information Approach," MPRA Paper 811, University Library of Munich, Germany.
  • Q. Farooq Akram & Gunnar Bärdsen & Øyvind Eitrheim, 2006. "Monetary policy and asset prices: to respond or not?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 11(3), pages 279-292.
    • Q. Farook Akram & Gunnar Bårdsen & Øyvind Eitrheim, 2005. "Monetary policy and asset prices: To respond or not?," Working Paper 2005/9, Norges Bank.
    • Gunnar Bårdsen & Q. Farooq Akram & Øyvind Eitrheim, 2005. "Monetary policy and asset prices: To respond or not?," Working Paper Series 5405, Department of Economics, Norwegian University of Science and Technology.
  • Emil Stavrev, 2010. "Measures of underlying inflation in the euro area: assessment and role for informing monetary policy," Empirical Economics, Springer, vol. 38(1), pages 217-239, February.
    • Emil Stavrev, 2006. "Measures of Underlying Inflation in the Euro Area; Assessment and Role for Informing Monetary Policy," IMF Working Papers 06/197, International Monetary Fund.
  • Millimet, Daniel L. & Tchernis, Rusty, 2009. "On the Specification of Propensity Scores, With Applications to the Analysis of Trade Policies," Journal of Business & Economic Statistics, American Statistical Association, vol. 27(3), pages 397-415.
    • Daniel Millimet & Rusty Tchernis, 2006. "On the Specification of Propensity Scores: with Applications to the Analysis of Trade Policies," CAEPR Working Papers 2006-013, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington, revised Jan 2008.
  • Juan Mora & Ana I. Moro, 2006. "Consistent Specification Test For Ordered Discrete Choice Models," Working Papers. Serie AD 2006-17, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
  • R. Aaberge & U. Colombino & T. Wennemo, 2009. "Evaluating Alternative Representations Of The Choice Sets In Models Of Labor Supply," Journal of Economic Surveys, Wiley Blackwell, vol. 23(3), pages 586-612, July.
    • Ugo Colombino & Rolf Aaberge & Tom Wennemo, 2005. "Evaluating Alternative Representations of the Choice Sets in Models of Labour Supply," Econometrics 0510001, University Library of Munich, Germany.
    • Aaberge, Rolf & Colombino, Ugo & Wennemo, Tom, 2006. "Evaluating Alternative Representations of the Choice Sets in Models of Labour Supply," IZA Discussion Papers 1986, Institute of Labor Economics (IZA).
    • Rolf Aaberge & Ugo Colombino & Tom Wennemo, 2006. "Evaluating Alternative Representations of the Choice Sets in Models of Labour Supply," Discussion Papers 449, Statistics Norway, Research Department.
    • Rolf Aaberge & Ugo Colombino & Tom Wennemo, 2006. "Evaluating alternative representations of the choice sets in models of labour supply," ICER Working Papers 2-2006, ICER - International Centre for Economic Research.
    • R. Aaberge & T. Wennemo & U. Colombino, 2008. "Evaluating Alternative Representations of the Choice Sets in Models of Labour Supply," CHILD Working Papers wp20_08, CHILD - Centre for Household, Income, Labour and Demographic economics - ITALY.
    • Ugo Colombino & R. Aaberge & T. Wennemo, 2006. "Evaluating Alternative Representations of the Choice Sets in Models of Labour Supply," CHILD Working Papers wp17_06, CHILD - Centre for Household, Income, Labour and Demographic economics - ITALY.
  • I. Sebastian Buhai & Coen N. Teulings, 2014. "Tenure Profiles and Efficient Separation in a Stochastic Productivity Model," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 32(2), pages 245-258, April.
    • Sebastian Buhai & Coen N. Teulings, 2005. "Tenure Profiles and Efficient Separation in a Stochastic Productivity Model," Tinbergen Institute Discussion Papers 05-099/3, Tinbergen Institute, revised 03 Oct 2006.
    • Coen N. Teulings & Sebastian Buhai, 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, 2006. "Tenure Profiles and Efficient Separation in a Stochastic Productivity Model," IZA Discussion Papers 1997, Institute of Labor Economics (IZA).
    • Teulings, Coen & Buhai, Ioan Sebastian, 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.
    • 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.
  • Olivier Bargain & Kristian Orsini, 2006. "Beans for Breakfast? How Exportable is the British Workfare Model?," Research in Labor Economics, in: Micro-Simulation in Action, pages 165-198, Emerald Group Publishing Limited.
    • Kristian Orsini & Olivier Bargain, 2006. "Beans for breakfast? How exportable is the British workfare model?," Open Access publications 10197/557, School of Economics, University College Dublin.
    • Bargain, Olivier B. & Orsini, Kristian, 2006. "Beans for Breakfast? How Exportable Is the British Workfare Model?," IZA Discussion Papers 2025, Institute of Labor Economics (IZA).
    • Bargain, Olivier & Orsini, Kristian, 2006. "Beans for breakfast? How exportable is the British workfare model?," EUROMOD Working Papers EM2/06, EUROMOD at the Institute for Social and Economic Research.
    • Kristian Orsini & Olivier Bargain, 2006. "Beans for breakfast? How exportable is the British workfare model?," Open Access publications 10197/560, School of Economics, University College Dublin.
  • Schlicht, Ekkehart & Ludsteck, Johannes, 2006. "Variance Estimation in a Random Coefficients Model," Discussion Papers in Economics 904, University of Munich, Department of Economics.
    • Schlicht, Ekkehart & Ludsteck, Johannes, 2006. "Variance Estimation in a Random Coefficients Model," IZA Discussion Papers 2031, Institute of Labor Economics (IZA).
  • Olivier Bargain & Marco Caliendo & Peter Haan & Kristian Orsini, 2010. "“Making work pay” in a rationed labor market," Journal of Population Economics, Springer;European Society for Population Economics, vol. 23(1), pages 323-351, January.
    • Bargain, Olivier B. & Caliendo, Marco & Haan, Peter & Orsini, Kristian, 2006. "'Making Work Pay' in a Rationed Labour Market," IZA Discussion Papers 2033, Institute of Labor Economics (IZA).
  • Richard K. Crump & V. Joseph Hotz & Guido W. Imbens & Oscar A. Mitnik, 2008. "Nonparametric Tests for Treatment Effect Heterogeneity," The Review of Economics and Statistics, MIT Press, vol. 90(3), pages 389-405, August.
    • Richard K. Crump & V. Joseph Hotz & Guido W. Imbens & Oscar A. Mitnik, 2006. "Nonparametric Tests for Treatment Effect Heterogeneity," NBER Technical Working Papers 0324, National Bureau of Economic Research, Inc.
    • Crump, Richard K. & Hotz, V. Joseph & Imbens, Guido W. & Mitnik, Oscar A., 2006. "Nonparametric Tests for Treatment Effect Heterogeneity," IZA Discussion Papers 2091, Institute of Labor Economics (IZA).
    • Richard K. Crump & V. Joseph Hotz & Guido W. Imbens & Oscar A. Mitnik, 2006. "Nonparametric Tests for Treatment Effect Heterogeneity," Working Papers 0609, University of Miami, Department of Economics.
    • Mitnik, Oscar K. & Imbens, Guido & Hotz, V. Joseph & Crump, Richard K., 2008. "Nonparametric Tests for Treatment Effect Heterogeneity," Scholarly Articles 3039049, Harvard University Department of Economics.
  • Pesaran, M. Hashem & Timmermann, Allan, 2009. "Testing Dependence Among Serially Correlated Multicategory Variables," Journal of the American Statistical Association, American Statistical Association, vol. 104(485), pages 325-337.
    • M. Hashem Pesaran & Allan Timmermann, 2006. "Testing Dependence among Serially Correlated Multi-category Variables," CESifo Working Paper Series 1770, CESifo.
    • Pesaran, M. Hashem & Timmermann, Allan, 2006. "Testing Dependence among Serially Correlated Multi-Category Variables," IZA Discussion Papers 2196, Institute of Labor Economics (IZA).
    • Pesaran, M.H. & Timmermann, A., 2006. "Testing Dependence Among Serially Correlated Multi-category Variables," Cambridge Working Papers in Economics 0648, Faculty of Economics, University of Cambridge.
  • Richard K. Crump & V. Joseph Hotz & Guido W. Imbens & Oscar A. Mitnik, 2006. "Moving the Goalposts: Addressing Limited Overlap in the Estimation of Average Treatment Effects by Changing the Estimand," NBER Technical Working Papers 0330, National Bureau of Economic Research, Inc.
    • Crump, Richard K. & Hotz, V. Joseph & Imbens, Guido W. & Mitnik, Oscar A., 2006. "Moving the Goalposts: Addressing Limited Overlap in Estimation of Average Treatment Effects by Changing the Estimand," IZA Discussion Papers 2347, Institute of Labor Economics (IZA).
    • Richard K. Crump & V. Joseph Hotz & Guido W. Imbens & Oscar A. Mitnik, 2006. "Moving the Goalposts: Addressing Limited Overlap in Estimation of Average Treatment Effects by Changing the Estimand," Working Papers 0608, University of Miami, Department of Economics.
  • Carol Alexander & Emese Lazar, 2006. "Normal mixture GARCH(1,1): applications to exchange rate modelling," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(3), pages 307-336, April.
    • Emese Lazar & Carol Alexander, 2006. "Normal mixture GARCH(1,1): applications to exchange rate modelling," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(3), pages 307-336.
    • Carol Alexandra & Emese Lazar, 2004. "Normal Mixture GARCH (1,1): Application to Exchange Rate Modelling," ICMA Centre Discussion Papers in Finance icma-dp2004-05, Henley Business School, University of Reading.
  • Pallab Majumder & Robert P. Berrens & Alok K. Bohara, 2006. "Is there an environmental kuznets curve for the risk of biodiversity loss?," Journal of Developing Areas, Tennessee State University, College of Business, vol. 39(2), pages 175-190, January-M.
  • Timo Teräsvirta & Marcelo C. Medeiros & Gianluigi Rech, 2006. "Building neural network models for time series: a statistical approach," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 25(1), pages 49-75.
    • Marcelo C. Medeiros & Timo Terasvirta & Gianluigi Rech, 2002. "Building Neural Network Models for Time Series: A Statistical Approach," Textos para discussão 461, Department of Economics PUC-Rio (Brazil).
    • Medeiros, Marcelo C. & Teräsvirta, Timo & Rech, Gianluigi, 2002. "Building neural network models for time series: A statistical approach," SSE/EFI Working Paper Series in Economics and Finance 508, Stockholm School of Economics.
  • Christopher F. Baum & John Barkoulas, 2006. "Long-memory forecasting of US monetary indices," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 25(4), pages 291-302.
    • John Barkoulas & Christopher F. Baum, 2003. "Long-Memory Forecasting of U.S. Monetary Indices," Boston College Working Papers in Economics 558, Boston College Department of Economics.
  • Antonio Rubia & Trino-Manuel Ñíguez, 2006. "Forecasting the conditional covariance matrix of a portfolio under long-run temporal dependence," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 25(6), pages 439-458.
    • Antonio Rubia Serrano & Trino-Manuel Ñíguez, 2003. "Forecasting The Conditional Covariance Matrix Of A Portfolio Under Long-Run Temporal Dependence," Working Papers. Serie AD 2003-34, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
  • Ard Reijer & Peter Vlaar, 2006. "Forecasting Inflation: An Art as Well as a Science!," De Economist, Springer, vol. 154(1), pages 19-40, March.
    • Peter Vlaar & Ard den Reijer, 2004. "Forecasting inflation: An art as well as a science!," Computing in Economics and Finance 2004 148, Society for Computational Economics.
  • Stefan Kassberger & Rüdiger Kiesel, 2006. "A fully parametric approach to return modelling and risk management of hedge funds," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 20(4), pages 472-491, December.
  • Christos Karpetis & Erotokritos Varelas & Spyros Zikos, 2006. "Unit Root Investigation of Greek Real Money Supply and GDP," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 12(4), pages 449-460, November.
  • Antonio Alvarez & Christine Amsler & Luis Orea & Peter Schmidt, 2006. "Interpreting and Testing the Scaling Property in Models where Inefficiency Depends on Firm Characteristics," Journal of Productivity Analysis, Springer, vol. 25(3), pages 201-212, June.
    • Peter Schmidt & Antonio Alvarez & Christine Amsler, 2004. "Interpreting and testing the scaling property in models where inefficiency depends on firm characteristics," Econometric Society 2004 Far Eastern Meetings 520, Econometric Society.
    • Álvarez, Antonio & Amsler, Christine & Orea, Luis & Schmidt Peter, 2005. "Interpreting and Testing the Scaling Property in Models where Inefficiency Depends on Firm Characteristics," Efficiency Series Papers 2005/03, University of Oviedo, Department of Economics, Oviedo Efficiency Group (OEG).
  • Matteo Manera, 2006. "Modelling factor demands with SEM and VAR: an empirical comparison," Journal of Productivity Analysis, Springer, vol. 26(2), pages 121-146, October.
    • Matteo Manera, 2005. "Modeling Factor Demands with SEM and VAR: An Empirical Comparison," Working Papers 2005.47, Fondazione Eni Enrico Mattei.
  • Ilias Lekkos & Costas Milas & Theodore Panagiotidis, 2007. "Forecasting interest rate swap spreads using domestic and international risk factors: evidence from linear and non-linear models," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 26(8), pages 601-619.
    • Ilias Lekkos & Costas Milas & Theodore Panagiotidis, 2006. "Forecasting interest rate swap spreads using domestic and international risk factors: Evidence from linear and non-linear models," Discussion Paper Series 2006_6, Department of Economics, Loughborough University, revised Mar 2006.
    • Costas Milas & Ilias Lekkos & Theodore Panagiotidis, 2006. "Forecasting interest rate swap spreads using domestic and international risk factors: Evidence from linear and non-linear models," Keele Economics Research Papers KERP 2006/05, Centre for Economic Research, Keele University.
  • Christopher Martin & Costas Milas, 2006. "The Impact of Uncertainty on Monetary Policy Rules in the UK," Keele Economics Research Papers KERP 2006/09, Centre for Economic Research, Keele University.
  • Ram Sharan Kharel & Christopher Martin & Costas Milas, 2010. "The Complex Response Of Monetary Policy To The Exchange Rate," Scottish Journal of Political Economy, Scottish Economic Society, vol. 57(1), pages 103-117, February.
    • Ram Sharan Kharel & Christopher Martin & Costas Milas, 2006. "The Complex Response of Monetary Policy to the Exchange Rate," Keele Economics Research Papers KERP 2006/17, Centre for Economic Research, Keele University.
    • Ram Sharan Kharel & Christopher Martin & Costas Milas, 2007. "The Complex Response of Monetary Policy to the Exchange Rate," Working Paper series 37_07, Rimini Centre for Economic Analysis.
  • Eckhardt Bode, 2006. "Commuting, Externalities, and the Geographical Sizes of Metropolitan Areas," Kiel Working Papers 1289, Kiel Institute for the World Economy.
  • Jens Leth Hougaard & Tue Tjur & Lars Peter Østerdal, 2006. "Testing Preference Axioms in Discrete Choice experiments: A Reappraisal," Discussion Papers 06-11, University of Copenhagen. Department of Economics.
  • Nikolaus Hautsch, 2006. "Testing the Conditional Mean Function of Autoregressive Conditional Duration Models," FRU Working Papers 2006/06, University of Copenhagen. Department of Economics. Finance Research Unit.
  • Paul Alagidede & Theodore Panagiotidis, 2006. "Calendar Anomalies in an Emerging African Market: Evidence from the Ghana Stock Exchange," Discussion Paper Series 2006_13, Department of Economics, Loughborough University, revised Jun 2006.
  • Ilias Lekkos & Costas Milas & Theodore Panagiotidis, 2007. "Forecasting interest rate swap spreads using domestic and international risk factors: evidence from linear and non-linear models," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 26(8), pages 601-619.
    • Costas Milas & Ilias Lekkos & Theodore Panagiotidis, 2006. "Forecasting interest rate swap spreads using domestic and international risk factors: Evidence from linear and non-linear models," Keele Economics Research Papers KERP 2006/05, Centre for Economic Research, Keele University.
    • Ilias Lekkos & Costas Milas & Theodore Panagiotidis, 2006. "Forecasting interest rate swap spreads using domestic and international risk factors: Evidence from linear and non-linear models," Discussion Paper Series 2006_6, Department of Economics, Loughborough University, revised Mar 2006.
  • Strachan, R.W. & van Dijk, H.K., 2006. "Model uncertainty and Bayesian model averaging in vector autoregressive processes," Econometric Institute Research Papers EI 2006-08, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    • Rodney W. Strachan & Herman K. van Dijk, 2006. "Model Uncertainty and Bayesian Model Averaging in Vector Autoregressive Processes," Discussion Papers in Economics 06/5, Division of Economics, School of Business, University of Leicester.
  • Schlicht, Ekkehart, 2006. "VC - A Method For Estimating Time-Varying Coefficients in Linear Models," Discussion Papers in Economics 61656, University of Munich, Department of Economics.
    • Schlicht, Ekkehart, 2019. "VC - A method for estimating time-varying coefficients in linear models," Economics Discussion Papers 2019-22, Kiel Institute for the World Economy (IfW Kiel).
    • Schlicht, Ekkehart, 2020. "VC - A Method For Estimating Time-Varying Coefficients in Linear Models," IZA Discussion Papers 12920, Institute of Labor Economics (IZA).
    • Schlicht, Ekkehart, 2019. "VC - A Method For Estimating Time-Varying Coefficients in Linear Models," Discussion Papers in Economics 69765, University of Munich, Department of Economics.
  • Schlicht, Ekkehart & Ludsteck, Johannes, 2006. "Variance Estimation in a Random Coefficients Model," IZA Discussion Papers 2031, Institute of Labor Economics (IZA).
    • Schlicht, Ekkehart & Ludsteck, Johannes, 2006. "Variance Estimation in a Random Coefficients Model," Discussion Papers in Economics 904, University of Munich, Department of Economics.
  • Hyacinth Ementa Ichoku & William Munpuibeyi Fonta, 2006. "The Distributional Impact of Healthcare Financing in Nigeria: A Case Study of Enugu State," Working Papers PMMA 2006-17, PEP-PMMA.
  • Johri, Alok & Letendre, Marc-Andre, 2007. "What do `residuals' from first-order conditions reveal about DGE models?," Journal of Economic Dynamics and Control, Elsevier, vol. 31(8), pages 2744-2773, August.
    • Alok Johri & Marc-André Letendre, 2006. "What do “residuals” from first-order conditions reveal about DGE models?," Department of Economics Working Papers 2006-01, McMaster University.
  • Richard K. Crump & V. Joseph Hotz & Guido W. Imbens & Oscar A. Mitnik, 2006. "Moving the Goalposts: Addressing Limited Overlap in the Estimation of Average Treatment Effects by Changing the Estimand," NBER Technical Working Papers 0330, National Bureau of Economic Research, Inc.
    • Richard K. Crump & V. Joseph Hotz & Guido W. Imbens & Oscar A. Mitnik, 2006. "Moving the Goalposts: Addressing Limited Overlap in Estimation of Average Treatment Effects by Changing the Estimand," Working Papers 0608, University of Miami, Department of Economics.
    • Crump, Richard K. & Hotz, V. Joseph & Imbens, Guido W. & Mitnik, Oscar A., 2006. "Moving the Goalposts: Addressing Limited Overlap in Estimation of Average Treatment Effects by Changing the Estimand," IZA Discussion Papers 2347, Institute of Labor Economics (IZA).
  • Richard K. Crump & V. Joseph Hotz & Guido W. Imbens & Oscar A. Mitnik, 2008. "Nonparametric Tests for Treatment Effect Heterogeneity," The Review of Economics and Statistics, MIT Press, vol. 90(3), pages 389-405, August.
    • Crump, Richard K. & Hotz, V. Joseph & Imbens, Guido W. & Mitnik, Oscar A., 2006. "Nonparametric Tests for Treatment Effect Heterogeneity," IZA Discussion Papers 2091, Institute of Labor Economics (IZA).
    • Richard K. Crump & V. Joseph Hotz & Guido W. Imbens & Oscar A. Mitnik, 2006. "Nonparametric Tests for Treatment Effect Heterogeneity," Working Papers 0609, University of Miami, Department of Economics.
    • Mitnik, Oscar K. & Imbens, Guido & Hotz, V. Joseph & Crump, Richard K., 2008. "Nonparametric Tests for Treatment Effect Heterogeneity," Scholarly Articles 3039049, Harvard University Department of Economics.
    • Richard K. Crump & V. Joseph Hotz & Guido W. Imbens & Oscar A. Mitnik, 2006. "Nonparametric Tests for Treatment Effect Heterogeneity," NBER Technical Working Papers 0324, National Bureau of Economic Research, Inc.
  • Vinod Mishra & Ingrid Nielsen & Russell Smyth, 2010. "On the relationship between female labour force participation and fertility in G7 countries: evidence from panel cointegration and Granger causality," Empirical Economics, Springer, vol. 38(2), pages 361-372, April.
    • Vinod Mishra & Ingrid Nielsen & Russell Smyth, 2006. "The Relationship Between Female Labour Force Participation And Fertility In G7 Countries: Evidence From Panel Cointegration And Granger Causality," Monash Economics Working Papers 13/06, Monash University, Department of Economics.
  • Azhong Ye & Rob J Hyndman & Zinai Li, 2006. "Local Linear Multivariate Regression with Variable Bandwidth in the Presence of Heteroscedasticity," Monash Econometrics and Business Statistics Working Papers 8/06, Monash University, Department of Econometrics and Business Statistics.
  • Qin Xiao & Gee Kwang Randolph Tan, 2007. "Signal Extraction with Kalman Filter: A Study of the Hong Kong Property Price Bubbles," Urban Studies, Urban Studies Journal Limited, vol. 44(4), pages 865-888, April.
    • Qin Xiao & Randolph Gee Kwang Tan, 2006. "Signal Extraction with Kalman Filter: A Study of the Hong Kong Property Price Bubbles," Economic Growth Centre Working Paper Series 0601, Nanyang Technological University, School of Social Sciences, Economic Growth Centre.
  • Qin Xiao & Randolph Gee Kwang Tan, 2006. "Markov-switching Unit Root Test: A study of the Property Price Bubbles in Hong Kong and Seoul," Economic Growth Centre Working Paper Series 0602, Nanyang Technological University, School of Social Sciences, Economic Growth Centre.
  • Richard K. Crump & V. Joseph Hotz & Guido W. Imbens & Oscar A. Mitnik, 2008. "Nonparametric Tests for Treatment Effect Heterogeneity," The Review of Economics and Statistics, MIT Press, vol. 90(3), pages 389-405, August.
    • Crump, Richard K. & Hotz, V. Joseph & Imbens, Guido W. & Mitnik, Oscar A., 2006. "Nonparametric Tests for Treatment Effect Heterogeneity," IZA Discussion Papers 2091, Institute of Labor Economics (IZA).
    • Richard K. Crump & V. Joseph Hotz & Guido W. Imbens & Oscar A. Mitnik, 2006. "Nonparametric Tests for Treatment Effect Heterogeneity," NBER Technical Working Papers 0324, National Bureau of Economic Research, Inc.
    • Mitnik, Oscar K. & Imbens, Guido & Hotz, V. Joseph & Crump, Richard K., 2008. "Nonparametric Tests for Treatment Effect Heterogeneity," Scholarly Articles 3039049, Harvard University Department of Economics.
    • Richard K. Crump & V. Joseph Hotz & Guido W. Imbens & Oscar A. Mitnik, 2006. "Nonparametric Tests for Treatment Effect Heterogeneity," Working Papers 0609, University of Miami, Department of Economics.
  • Alberto Abadie & Guido W. Imbens, 2008. "On the Failure of the Bootstrap for Matching Estimators," Econometrica, Econometric Society, vol. 76(6), pages 1537-1557, November.
    • Alberto Abadie & Guido W. Imbens, 2006. "On the Failure of the Bootstrap for Matching Estimators," NBER Technical Working Papers 0325, National Bureau of Economic Research, Inc.
    • Imbens, Guido & Abadie, Alberto, 2008. "On the Failure of the Bootstrap for Matching Estimators," Scholarly Articles 3043415, Harvard University Department of Economics.
  • Wayne E. Ferson & Andrew F. Siegel, 2006. "Testing Portfolio Efficiency with Conditioning Information," NBER Working Papers 12098, National Bureau of Economic Research, Inc.
  • Patrick J. Kehoe, 2006. "How to advance theory with structural VARs: use the Sims-Cogley-Nason approach," Staff Report 379, Federal Reserve Bank of Minneapolis.
    • Patrick J. Kehoe, 2006. "How to Advance Theory with Structural VARs: Use the Sims-Cogley-Nason Approach," NBER Working Papers 12575, National Bureau of Economic Research, Inc.
  • Lawrence J. Christiano & Joshua M. Davis, 2006. "Two flaws in business cycle accounting," Working Paper Series WP-06-10, Federal Reserve Bank of Chicago.
    • Lawrence J. Christiano & Joshua M. Davis, 2006. "Two Flaws In Business Cycle Accounting," NBER Working Papers 12647, National Bureau of Economic Research, Inc.
  • Annabelle Mourougane, 2006. "Forecasting Monthly GDP for Canada," OECD Economics Department Working Papers 515, OECD Publishing.
  • Kazuhiko NISHINA & Tatsuro Nabil MAGHREBI & Moo-Sung KIM, 2006. "Stock Market Volatility And The Forecasting Accuracy Of Implied Volatility Indices," Discussion Papers in Economics and Business 06-09, Osaka University, Graduate School of Economics.
  • Markku Lanne, 2006. "A Mixture Multiplicative Error Model for Realized Volatility," Journal of Financial Econometrics, Oxford University Press, vol. 4(4), pages 594-616.
    • Markku Lanne, 2006. "A Mixture Multiplicative Error Model for Realized Volatility," Economics Working Papers ECO2006/3, European University Institute.
  • Michael P. Keane & Kenneth I. Wolpin, 2007. "Exploring The Usefulness Of A Nonrandom Holdout Sample For Model Validation: Welfare Effects On Female Behavior," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 48(4), pages 1351-1378, November.
    • Michael P. Keane & Kenneth I. Wolpin, 2006. "Exploring the Usefulness of a Non-Random Holdout Sample for Model Validation: Welfare Effects on Female Behavior," PIER Working Paper Archive 06-006, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  • Ana Oliveira-Brochado & F. Vitorino Martins, 2006. "Examining the segment retention problem for the “Group Satellite” case," FEP Working Papers 220, Universidade do Porto, Faculdade de Economia do Porto.
  • Horvath, Roman & Komarek, Lubos, 2006. "Equilibrium Exchange Rates in EU New Members: Applicable for Setting the ERM II Central Parity?," MPRA Paper 1180, University Library of Munich, Germany.
  • Gao, Jiti & Casas, Isabel, 2008. "Specification testing in discretized diffusion models: Theory and practice," Journal of Econometrics, Elsevier, vol. 147(1), pages 131-140, November.
    • Gao, Jiti & Casas, Isabel, 2006. "Specification testing in discretized diffusion models: Theory and practice," MPRA Paper 11980, University Library of Munich, Germany, revised Aug 2007.
  • Wlazlowski, Szymon & Binner, Jane & Giulietti, Monica & Joseph, Nathan, 2006. "Non-linearities in mark-up on costs," MPRA Paper 1468, University Library of Munich, Germany.
  • Ghent, Andra, 2006. "Comparing Models of Macroeconomic Fluctuations: How Big Are the Differences?," MPRA Paper 180, University Library of Munich, Germany.
  • Quaas, Georg, 2006. "Ganzheitliche Wirkungen von Dummyvariablen auf die Prognosegenauigkeit ökonometrischer Modelle – analysiert am Beispiel des RWI-Konjunkturmodells KM59 [Holistic effects of dummy variables on the fo," MPRA Paper 19028, University Library of Munich, Germany, revised 05 Dec 2009.
  • Bilgili, Faik, 2006. "A Dynamic Approach to Demand for Energy in Turkey," MPRA Paper 24038, University Library of Munich, Germany.
  • Valadkhani, Abbas, 2006. "Macroeconometric Modelling in an Oil-Exporting Country: The case of Iran," MPRA Paper 50389, University Library of Munich, Germany.
    • Valadkhani, Abbas, 2007. "Macroeconometric Modelling In An Oil Exporting Country: The Case Of Iran," Economics Working Papers wp07-14, School of Economics, University of Wollongong, NSW, Australia.
  • Rajaraman, Indira & Goyal, Rajan & Khundrakpam, Jeevan Kumar, 2006. "Tax Buoyancy Estimates for Indian States," MPRA Paper 51660, University Library of Munich, Germany, revised 2006.
  • Kilic, Ekrem, 2006. "Violation duration as a better way of VaR model evaluation : evidence from Turkish market portfolio," MPRA Paper 5610, University Library of Munich, Germany.
  • Dima, Bogdan & Barna, Flavia & Nachescu, Miruna, 2006. "Macroeconomic Determinants Of The Investment Funds Market. The Romanian Case," MPRA Paper 5802, University Library of Munich, Germany.
  • Frimpong, Joseph Magnus & Oteng-Abayie, Eric Fosu, 2006. "Modelling and Forecasting Volatility of Returns on the Ghana Stock Exchange Using GARCH Models," MPRA Paper 593, University Library of Munich, Germany, revised 07 Oct 2006.
  • Pötscher, Benedikt M., 2006. "The Distribution of Model Averaging Estimators and an Impossibility Result Regarding Its Estimation," MPRA Paper 73, University Library of Munich, Germany, revised Jul 2006.
  • Olenev, Nicholas, 2006. "Параллельные Вычисления В Математическом Моделировании Региональной Экономики // Параллельные Вычислительные Технологии - 2007. Труды Первой Международной Научной Конференции. Челябинск: Изд-Во Южно-У," MPRA Paper 7821, University Library of Munich, Germany.
  • Situngkir, Hokky & Surya, Yohanes, 2006. "Kerangka Kerja Ekonofisika dalam Basel II," MPRA Paper 896, University Library of Munich, Germany.
  • Dion, David Pascal, 2006. "Does Consumer Confidence Forecast Household Spending?," MPRA Paper 902, University Library of Munich, Germany.
  • Dion, David Pascal, 2006. "Does Consumer Confidence Forecast Household Spending? The Euro Area Case," MPRA Paper 911, University Library of Munich, Germany.
  • Dion, David Pascal, 2006. "Does Consumer Confidence Forecast Household Spending? The Euro Area Case (Appendix to the main text)," MPRA Paper 919, University Library of Munich, Germany.
  • Mete Feridun, 2006. "An Investigation of the German Dominance Hypothesis in the Context of Eastern Enlargement of the EU," Prague Economic Papers, Prague University of Economics and Business, vol. 2006(2), pages 172-182.
  • Bruno Chiarini & Elisabetta Marzano, 2006. "Market consumption and hidden consumption. A test for substitutability," Applied Economics, Taylor & Francis Journals, vol. 38(6), pages 707-716.
    • Bruno Chiarini & Elisabetta Marzano, 2004. "Market Comsumption And Hidden Consumption. A Test For Substitutability," Working Papers 7_2004, D.E.S. (Department of Economic Studies), University of Naples "Parthenope", Italy.
    • Bruno Chiarini & Elisabetta Marzano, 2006. "Market Consumption and Hidden Consumption: A Test for Substitutability," Discussion Papers 12_2006, D.E.S. (Department of Economic Studies), University of Naples "Parthenope", Italy.
    • Bruno Chiarini & Elisabetta Marzano, 2005. "Market consumpition and hidden consumption. A test for substitutability," Working Papers in Public Economics 79, Department of Economics and Law, Sapienza University of Roma.
  • Stan Hurn & Ralf Becker, 2009. "Testing for Nonlinearity in Mean in the Presence of Heteroskedasticity," Economic Analysis and Policy, Elsevier, vol. 39(2), pages 311-326, September.
    • Stan Hurn, 2004. "Testing for Nonlinearity in Mean in the Presence of Heteroskedasticity," Econometric Society 2004 Australasian Meetings 348, Econometric Society.
    • Stan Hurn & Ralf Becker, 2006. "Testing for nonlinearity in mean in the presence of heteroskedasticity," Stan Hurn Discussion Papers 2006-02, School of Economics and Finance, Queensland University of Technology.
  • Hafedh Bouakez & Takashi Kano, 2006. "Learning-by-Doing or Habit Formation?," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 9(3), pages 508-524, July.
    • Hafedh Bouakez & Takashi Kano, 2005. "Learning-by-Doing or Habit Formation?," Staff Working Papers 05-15, Bank of Canada.
    • Takashi Kano & Hafedh Bouakez, 2005. "Learning-by-Doing or Habit Formation?," 2005 Meeting Papers 513, Society for Economic Dynamics.
    • Takashi Kano & Hafedh Bouakez, 2005. "Learning-by-doing or Habit Formation?," Computing in Economics and Finance 2005 126, Society for Computational Economics.
  • Sosvilla Rivero, Simón & Martínez Budría , Eduardo & Navarro Ibáñez , Manuel, 2006. "Macroeconomic effects resulting from the incentives of the Economic and Tax Regime in the Canary Islands between 1994 and 2013," INVESTIGACIONES REGIONALES - Journal of REGIONAL RESEARCH, Asociación Española de Ciencia Regional, issue 9, pages 73-95.
  • Nguyen, Truc Le & Ghatak, Subrata & Daly, Vince, 2006. "The export propensity of Polish SMEs," Economics Discussion Papers 2006-3, School of Economics, Kingston University London.
  • Smith, Keith, 2006. "Public Policy Framework for the New Zealand Innovation System," Occasional Papers 06/6, Ministry of Economic Development, New Zealand.
  • Walter Sosa Escudero & Anil K. Bera, 2006. "GMM Based Tests for Locally Misspecified Models," Working Papers 93, Universidad de San Andres, Departamento de Economia, revised Sep 2006.
  • Zulfiqar Hyder & Muhammad Mazhar Khan, 2007. "Monetary Conditions Index for Pakistan," SBP Research Bulletin, State Bank of Pakistan, Research Department, vol. 3, pages 165-190.
    • Zulfiqar Hyder & Muhammad Mazhar Khan, 2006. "Monetary Conditions Index for Pakistan," SBP Working Paper Series 11, State Bank of Pakistan, Research Department.
  • Lima, Luiz Renato & Néri, Breno Pinheiro, 2007. "Comparing Value-at-Risk Methodologies," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 27(1), May.
    • Lima, Luiz Renato Regis de Oliveira & Neri, Breno de Andrade Pinheiro, 2006. "Comparing value-at-risk methodologies," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 629, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
    • Luiz Renato Lima & Breno Pinheiro Néri, 2006. "Comparing Value-at-Risk Methodologies," Computing in Economics and Finance 2006 1, Society for Computational Economics.
  • Jean-Marie Dufour & Lynda Khalaf & Maral Kichian, 2006. "Structural Estimation and Evaluation of Calvo-Style Inflation Models," Computing in Economics and Finance 2006 161, Society for Computational Economics.
  • Paolo Surico & Thomas Lubik, 2006. "The Empirical Relevance of the Lucas Critique," Computing in Economics and Finance 2006 187, Society for Computational Economics.
  • Canova, Fabio & Sala, Luca, 2009. "Back to square one: Identification issues in DSGE models," Journal of Monetary Economics, Elsevier, vol. 56(4), pages 431-449, May.
    • Fabio Canova & Luca Sala, 2005. "Back to square one: Identification issues in DSGE models," Economics Working Papers 927, Department of Economics and Business, Universitat Pompeu Fabra, revised Sep 2006.
    • Canova, Fabio & Sala, Luca, 2009. "Back to square one: identification issues in DSGE models," CEPR Discussion Papers 7234, C.E.P.R. Discussion Papers.
    • Fabio Canova & Luca Sala, 2006. "Back to square one: identification issues in DSGE models," Computing in Economics and Finance 2006 196, Society for Computational Economics.
    • Fabio Canova & Luca Sala, 2007. "Back to square one: identification issues in DSGE models," Working Papers 0715, Banco de España.
    • Fabio Canova & Luca Sala, 2006. "Back to Square One: Identification Issues in DSGE Models," Working Papers 303, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
    • Canova, Fabio & Sala, Luca, 2006. "Back to square one: identification issues in DSGE models," Working Paper Series 583, European Central Bank.
  • Fernando Alexandre & Pedro Bação & Vasco J. Gabriel, 2005. "On the Stability of the Wealth Effect," School of Economics Discussion Papers 1405, School of Economics, University of Surrey.
    • Pedro Bação & Fernando Alexandre & Vasco J. Gabriel, 2006. "On the stability of the wealth effect," Computing in Economics and Finance 2006 281, Society for Computational Economics.
    • Fernando Alexandre & Pedro Bação & Vasco J. Gabriel, 2005. "On the Stablity of the Wealth Effect," NIPE Working Papers 14/2005, NIPE - Universidade do Minho.
    • Fernando Alexandre & Pedro Bação & Vasco Gabriel, 2005. "On the Stability of the Wealth Effect," GEMF Working Papers 2005-17, GEMF, Faculty of Economics, University of Coimbra.
  • M. Ratto & R. Girardi & R. Liska & W. Roeger & J. In't Veld, 2006. "Impact of oil prices in an estimated EU12 open economy model," Computing in Economics and Finance 2006 386, Society for Computational Economics.
  • Mario Larch & Janette Walde, 2006. "Lag or Error? - Detecting the Nature of Spatial Correlation," Computing in Economics and Finance 2006 484, Society for Computational Economics.
  • Sourour Baccar, 2006. "Equilibrium Specification and Structure of Technology: a Factor Substitution Analysis in French Industrial Demand of Energy," Computing in Economics and Finance 2006 486, Society for Computational Economics.
  • Michele La Rocca & Cira Perna, 2006. "A multiple testing procedure for neural network model selection," Computing in Economics and Finance 2006 497, Society for Computational Economics.
  • Svetlana Borovkova & Ferry Permana, 2006. "A closed form approach to valuing and hedging basket options," Computing in Economics and Finance 2006 54, Society for Computational Economics.
  • Christian Francq & Svetlana Makarova & Jean-Michel Zakoïan, 2006. "Stochastic unit-root bilinear processes," Computing in Economics and Finance 2006 63, Society for Computational Economics.
  • Stefan Sebastian Fahrländer, 2006. "Semiparametric Construction of Spatial Generalized Hedonic Models for Private Properties," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 142(IV), pages 501-528, December.
    • Stefan Sebastian Fahrlaender, 2005. "Semiparametric Construction of Spatial Generalized Hedonic Models for Private Properties," Diskussionsschriften dp0507, Universitaet Bern, Departement Volkswirtschaft.
  • Caesar Lack, 2006. "Forecasting Swiss inflation using VAR models," Economic Studies 2006-02, Swiss National Bank.
  • Olaf Hübler & Joachim Frohn, 2006. "Developments and New Dimensions in Econometrics," Springer Books, in: Olaf Hübler & Jachim Frohn (ed.), Modern Econometric Analysis, chapter 1, pages 1-6, Springer.
    • Olaf Hübler & Joachim Frohn, 2006. "Developments and new dimensions in econometrics," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 90(1), pages 1-7, March.
  • Wolfgang Härdle & Zdeněk Hlávka & Gerhard Stahl, 2006. "On the appropriateness of inappropriate VaR models," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 90(2), pages 273-297, June.
  • Artur Silva Lopes, 2006. "Deterministic seasonality in Dickey–Fuller tests: should we care?," Empirical Economics, Springer, vol. 31(1), pages 165-182, March.
    • Artur Da Silva Lopes, 2004. "Deterministic Seasonality In Dickey-Fuller Tests: Should We Care?," Royal Economic Society Annual Conference 2004 75, Royal Economic Society.
    • Artur C. B. da Silva Lopes, 2004. "Deterministic Seasonality in Dickey-Fuller Tests: Should We Care?," Econometrics 0402007, University Library of Munich, Germany, revised 18 Mar 2004.
  • Dimitris Hatzinikolaou & Athanassios Stavrakoudis, 2006. "Empirical size and power of some diagnostic tests applied to a distributed lag model," Empirical Economics, Springer, vol. 31(3), pages 631-643, September.
  • Pål Boug & Ådne Cappelen & Anders Swensen, 2006. "Expectations and regime robustness in price formation: evidence from vector autoregressive models and recursive methods," Empirical Economics, Springer, vol. 31(4), pages 821-845, November.
  • Maritta Paloviita, 2006. "Inflation Dynamics in the Euro Area and the Role of Expectations," Empirical Economics, Springer, vol. 31(4), pages 847-860, November.
  • Sabine Stephan, 2006. "German Exports to the Euro Area," Empirical Economics, Springer, vol. 31(4), pages 871-882, November.
    • Sabine Stephan, 2002. "German Exports to the Euro Area," Discussion Papers of DIW Berlin 286, DIW Berlin, German Institute for Economic Research.
  • Xavier Fairise & Patrick Fève, 2006. "Labor adjustment costs and complex eigenvalues," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 29(1), pages 95-110, September.
    • Fairise, Xavier & Fève, Patrick, 2002. "Labor Adjustment Costs and Complex Eigenvalues," IDEI Working Papers 156, Institut d'Économie Industrielle (IDEI), Toulouse.
    • Xavier Fairise & Patrick Fève, 2005. "Labor adjustment costs and complex eigenvalues," Post-Print hal-04318788, HAL.
  • James Vreeland, 2006. "IMF program compliance: Aggregate index versus policy specific research strategies," The Review of International Organizations, Springer, vol. 1(4), pages 359-378, December.
  • Olaf Hübler & Joachim Frohn, 2006. "Developments and new dimensions in econometrics," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 90(1), pages 1-7, March.
    • Olaf Hübler & Joachim Frohn, 2006. "Developments and New Dimensions in Econometrics," Springer Books, in: Olaf Hübler & Jachim Frohn (ed.), Modern Econometric Analysis, chapter 1, pages 1-6, Springer.
  • Antimo Verde, 2006. "The Old and the New Stability and Growth Pact along with the Main Proposals for Its Reform: An Assessment," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), vol. 13(3), pages 475-496, October.
  • Gang Liu, 2006. "A Behavioral Model of Work-trip Mode Choice in Shanghai," Discussion Papers 444, Statistics Norway, Research Department.
  • R. Aaberge & U. Colombino & T. Wennemo, 2009. "Evaluating Alternative Representations Of The Choice Sets In Models Of Labor Supply," Journal of Economic Surveys, Wiley Blackwell, vol. 23(3), pages 586-612, July.
    • Ugo Colombino & Rolf Aaberge & Tom Wennemo, 2005. "Evaluating Alternative Representations of the Choice Sets in Models of Labour Supply," Econometrics 0510001, University Library of Munich, Germany.
    • R. Aaberge & T. Wennemo & U. Colombino, 2008. "Evaluating Alternative Representations of the Choice Sets in Models of Labour Supply," CHILD Working Papers wp20_08, CHILD - Centre for Household, Income, Labour and Demographic economics - ITALY.
    • Rolf Aaberge & Ugo Colombino & Tom Wennemo, 2006. "Evaluating Alternative Representations of the Choice Sets in Models of Labour Supply," Discussion Papers 449, Statistics Norway, Research Department.
    • Rolf Aaberge & Ugo Colombino & Tom Wennemo, 2006. "Evaluating alternative representations of the choice sets in models of labour supply," ICER Working Papers 2-2006, ICER - International Centre for Economic Research.
    • Ugo Colombino & R. Aaberge & T. Wennemo, 2006. "Evaluating Alternative Representations of the Choice Sets in Models of Labour Supply," CHILD Working Papers wp17_06, CHILD - Centre for Household, Income, Labour and Demographic economics - ITALY.
    • Aaberge, Rolf & Colombino, Ugo & Wennemo, Tom, 2006. "Evaluating Alternative Representations of the Choice Sets in Models of Labour Supply," IZA Discussion Papers 1986, Institute of Labor Economics (IZA).
  • Pål Boug & Ådne Cappelen & Anders Rygh Swensen, 2006. "The New Keynesian Phillips Curve for a Small Open Economy," Discussion Papers 460, Statistics Norway, Research Department.
  • Roger Bjørnstad & Ragnar Nymoen, 2006. "Will it float? The New Keynesian Phillips curve tested on OECD panel data," Discussion Papers 463, Statistics Norway, Research Department.
  • Stan du Plessis, 2006. "The miracle of the Septuagint and the promise of data mining in economics," Working Papers 15/2006, Stellenbosch University, Department of Economics.
  • Joachim Zietz, 2006. "Detecting neglected parameter heterogeneity with Chow tests," Applied Economics Letters, Taylor & Francis Journals, vol. 13(6), pages 369-374.
    • Joachim Zietz, 2005. "Detecting Neglected Parameter Heterogeneity with Chow Tests," Working Papers 200503, Middle Tennessee State University, Department of Economics and Finance.
  • Jorge Selaive & Vicente Tuesta, 2006. "Can fluctuations in the consumption-wealth ratio help to predict exchange rates?," Applied Financial Economics, Taylor & Francis Journals, vol. 16(17), pages 1251-1263.
    • Jorge Selaive & Vicente Tuesta, 2004. "Can Fluctuations in the Consumption-Wealth Ratio Help to Predict Exchange Rates?," International Finance 0404014, University Library of Munich, Germany.
    • Jorge Selaive & Vicente Tuesta R, 2005. "Can Fluctuations in the Consumption-Wealth Ratio Help to Predict Exchange Rates?," Working Papers 2005-002, Banco Central de Reserva del Perú.
  • Bruno Chiarini & Elisabetta Marzano, 2006. "Market consumption and hidden consumption. A test for substitutability," Applied Economics, Taylor & Francis Journals, vol. 38(6), pages 707-716.
    • Bruno Chiarini & Elisabetta Marzano, 2004. "Market Comsumption And Hidden Consumption. A Test For Substitutability," Working Papers 7_2004, D.E.S. (Department of Economic Studies), University of Naples "Parthenope", Italy.
    • Bruno Chiarini & Elisabetta Marzano, 2005. "Market consumpition and hidden consumption. A test for substitutability," Working Papers in Public Economics 79, Department of Economics and Law, Sapienza University of Roma.
    • Bruno Chiarini & Elisabetta Marzano, 2006. "Market Consumption and Hidden Consumption: A Test for Substitutability," Discussion Papers 12_2006, D.E.S. (Department of Economic Studies), University of Naples "Parthenope", Italy.
  • Roman Liesenfeld & Jean-Francois Richard, 2006. "Classical and Bayesian Analysis of Univariate and Multivariate Stochastic Volatility Models," Econometric Reviews, Taylor & Francis Journals, vol. 25(2-3), pages 335-360.
    • Liesenfeld, Roman & Richard, Jean-François, 2004. "Classical and Bayesian Analysis of Univariate and Multivariate Stochastic Volatility Models," Economics Working Papers 2004-12, Christian-Albrechts-University of Kiel, Department of Economics.
  • Paresh Kumar Narayan & Xiujian Peng, 2006. "An Econometric Analysis of the Determinants of Fertility for China, 1952-2000," Journal of Chinese Economic and Business Studies, Taylor & Francis Journals, vol. 4(2), pages 165-183.
  • Thomas Lubik, 2006. "A simple, structural, and empirical model of the antipodean transmission mechanism," New Zealand Economic Papers, Taylor & Francis Journals, vol. 40(2), pages 91-126.
    • Thomas A Lubik, 2005. "A Simple, Structural, and Empirical Model of the Antipodean Transmission Mechanism," Reserve Bank of New Zealand Discussion Paper Series DP2005/06, Reserve Bank of New Zealand.
  • Michel Dumont, 2006. "Foreign outsourcing, labour demand and the choice of functional form," Journal of Applied Economics, Universidad del CEMA, vol. 9, pages 255-273, November.
    • Michel Dumont, 2006. "Foreign Outsourcing, Labour Demand and the Choice of Functional Form," Journal of Applied Economics, Taylor & Francis Journals, vol. 9(2), pages 255-273, November.
  • Laura de Dominicis & Henri L.F. de Groot & Raymond J.G.M. Florax, 2006. "Growth and Inequality: A Meta-Analysis," Tinbergen Institute Discussion Papers 06-064/3, Tinbergen Institute.
  • Einmahl, J.H.J. & van Keilegom, I., 2006. "Tests for Independence in Nonparametric Regression," Other publications TiSEM 0c6f2c43-aa7d-45c1-9d43-7, Tilburg University, School of Economics and Management.
    • Einmahl, J.H.J. & van Keilegom, I., 2008. "Tests for independence in nonparametric regression," Other publications TiSEM 4356c520-d1d5-4156-b5b7-0, Tilburg University, School of Economics and Management.
    • Einmahl, J.H.J. & van Keilegom, I., 2006. "Tests for Independence in Nonparametric Regression," Discussion Paper 2006-80, Tilburg University, Center for Economic Research.
  • Einmahl, J.H.J. & van Keilegom, I., 2004. "Goodness-of-fit Tests in Nonparametric Regression," Other publications TiSEM 44e08f75-b35d-424e-b33e-0, Tilburg University, School of Economics and Management.
    • Einmahl, J.H.J. & van Keilegom, I., 2006. "Goodness-of-Fit Tests in Nonparametric Regression," Discussion Paper 2006-79, Tilburg University, Center for Economic Research.
    • Einmahl, J.H.J. & van Keilegom, I., 2006. "Goodness-of-Fit Tests in Nonparametric Regression," Other publications TiSEM a2f56bed-a5de-445c-bf6b-9, Tilburg University, School of Economics and Management.
    • Einmahl, J.H.J. & van Keilegom, I., 2004. "Goodness-of-fit Tests in Nonparametric Regression," Discussion Paper 2004-12, Tilburg University, Center for Economic Research.
  • Klump, R. & Prüfer, P., 2006. "Prioritizing Policies for Pro-Poor Growth : Applying Bayesian Model Averaging to Vietnam," Other publications TiSEM dc14add6-f581-4eea-92dd-3, Tilburg University, School of Economics and Management.
    • Klump, R. & Prüfer, P., 2006. "Prioritizing Policies for Pro-Poor Growth : Applying Bayesian Model Averaging to Vietnam," Discussion Paper 2006-117, Tilburg University, Center for Economic Research.
  • Einmahl, J.H.J. & van Keilegom, I., 2006. "Tests for Independence in Nonparametric Regression," Discussion Paper 2006-80, Tilburg University, Center for Economic Research.
    • Einmahl, J.H.J. & van Keilegom, I., 2008. "Tests for independence in nonparametric regression," Other publications TiSEM 4356c520-d1d5-4156-b5b7-0, Tilburg University, School of Economics and Management.
    • Einmahl, J.H.J. & van Keilegom, I., 2006. "Tests for Independence in Nonparametric Regression," Other publications TiSEM 0c6f2c43-aa7d-45c1-9d43-7, Tilburg University, School of Economics and Management.
  • Einmahl, J.H.J. & van Keilegom, I., 2004. "Goodness-of-fit Tests in Nonparametric Regression," Other publications TiSEM 44e08f75-b35d-424e-b33e-0, Tilburg University, School of Economics and Management.
    • Einmahl, J.H.J. & van Keilegom, I., 2006. "Goodness-of-Fit Tests in Nonparametric Regression," Other publications TiSEM a2f56bed-a5de-445c-bf6b-9, Tilburg University, School of Economics and Management.
    • Einmahl, J.H.J. & van Keilegom, I., 2006. "Goodness-of-Fit Tests in Nonparametric Regression," Discussion Paper 2006-79, Tilburg University, Center for Economic Research.
    • Einmahl, J.H.J. & van Keilegom, I., 2004. "Goodness-of-fit Tests in Nonparametric Regression," Discussion Paper 2004-12, Tilburg University, Center for Economic Research.
  • Olivier Bargain & Kristian Orsini, 2006. "Beans for Breakfast? How Exportable is the British Workfare Model?," Research in Labor Economics, in: Micro-Simulation in Action, pages 165-198, Emerald Group Publishing Limited.
    • Bargain, Olivier B. & Orsini, Kristian, 2006. "Beans for Breakfast? How Exportable Is the British Workfare Model?," IZA Discussion Papers 2025, Institute of Labor Economics (IZA).
    • Kristian Orsini & Olivier Bargain, 2006. "Beans for breakfast? How exportable is the British workfare model?," Open Access publications 10197/557, School of Economics, University College Dublin.
    • Bargain, Olivier & Orsini, Kristian, 2006. "Beans for breakfast? How exportable is the British workfare model?," EUROMOD Working Papers EM2/06, EUROMOD at the Institute for Social and Economic Research.
    • Kristian Orsini & Olivier Bargain, 2006. "Beans for breakfast? How exportable is the British workfare model?," Open Access publications 10197/560, School of Economics, University College Dublin.
  • Olivier Bargain & Kristian Orsini, 2006. "Beans for Breakfast? How Exportable is the British Workfare Model?," Research in Labor Economics, in: Micro-Simulation in Action, pages 165-198, Emerald Group Publishing Limited.
    • Bargain, Olivier B. & Orsini, Kristian, 2006. "Beans for Breakfast? How Exportable Is the British Workfare Model?," IZA Discussion Papers 2025, Institute of Labor Economics (IZA).
    • Kristian Orsini & Olivier Bargain, 2006. "Beans for breakfast? How exportable is the British workfare model?," Open Access publications 10197/560, School of Economics, University College Dublin.
    • Bargain, Olivier & Orsini, Kristian, 2006. "Beans for breakfast? How exportable is the British workfare model?," EUROMOD Working Papers EM2/06, EUROMOD at the Institute for Social and Economic Research.
    • Kristian Orsini & Olivier Bargain, 2006. "Beans for breakfast? How exportable is the British workfare model?," Open Access publications 10197/557, School of Economics, University College Dublin.
  • Giannone, Domenico & Reichlin, Lucrezia & Sala, Luca, 2006. "VARs, common factors and the empirical validation of equilibrium business cycle models," Journal of Econometrics, Elsevier, vol. 132(1), pages 257-279, May.
    • Reichlin, Lucrezia & Sala, Luca & Giannone, Domenico, 2002. "VARs, Common Factors and the Empirical Validation of Equilibrium Business Cycle Models," CEPR Discussion Papers 3701, C.E.P.R. Discussion Papers.
    • Domenico Giannone & Lucrezia Reichlin & Luca Sala, 2006. "VARs, common factors and the empirical validation of equilibrium business cycle models," ULB Institutional Repository 2013/10127, ULB -- Universite Libre de Bruxelles.
    • Domenica Giannone & Lucrezia Reichlin & Luca Sala, 2004. "VARs, Common Factors and the Empirical Validation of Equilibrium Business Cycle Models," Working Papers 258, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  • Peter R. Mueser & Kenneth R. Troske & Alexey Gorislavsky, 2007. "Using State Administrative Data to Measure Program Performance," The Review of Economics and Statistics, MIT Press, vol. 89(4), pages 761-783, November.
    • Peter R. Mueser & Kenneth Troske & Alexey Gorislavsky, 2003. "Using State Administrative Data to Measure Program Performance," Working Papers 0309, Department of Economics, University of Missouri.
    • Peter R. Mueser & Kenneth R. Troske & Alexey Gorislavsky, 2007. "Using State Administrative Data to Measure Program Performance," Working Papers 0702, Department of Economics, University of Missouri.
    • Mueser, Peter R. & Troske, Kenneth & Gorislavsky, Alexey, 2003. "Using State Administrative Data to Measure Program Performance," IZA Discussion Papers 786, Institute of Labor Economics (IZA).
  • Juan Carlos Escanciano, 2006. "Joint Diagnostic Tests for Conditional Mean and Variance Specifications," Faculty Working Papers 02/06, School of Economics and Business Administration, University of Navarra.
  • Harvie, Charles & Pahlavani, Mosayeb & Saleh, Ali Salman, 2006. "Identifying Structural Breaks in the Lebanese Economy 1970-2003: An Application of the Zivot and Andrews Test," Economics Working Papers wp06-02, School of Economics, University of Wollongong, NSW, Australia.
  • Jayanthakumaran, K. & Pahlavani, M., 2006. "Australia and New Zealand CER agreement and breakpoints in bilateral trade: an application of the Wald-type test," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 6(2).
    • Jayanthakumaran, Kankesu & Pahlavani, Mosayeb, 2006. "Australia and New Zealand CER Agreement and Breakpoints in Bilateral Trade: An Application of the Wald-type Test," Economics Working Papers wp06-06, School of Economics, University of Wollongong, NSW, Australia.
  • Harvie, Charles & Pahlavani, Mosayeb, 2006. "Testing for Structural Breaks in the Korean Economy 1980-2005: An Application of the Innovational Outlier and Additive Outlier Models," Economics Working Papers wp06-09, School of Economics, University of Wollongong, NSW, Australia.
  • Patton, Andrew J., 2011. "Volatility forecast comparison using imperfect volatility proxies," Journal of Econometrics, Elsevier, vol. 160(1), pages 246-256, January.
    • Andrew Patton, 2006. "Volatility Forecast Comparison using Imperfect Volatility Proxies," Research Paper Series 175, Quantitative Finance Research Centre, University of Technology, Sydney.
  • David E. A. Giles, 2006. "Spurious Regressions With Time-Series data: Further Asymptotic Results," Econometrics Working Papers 0603, Department of Economics, University of Victoria.
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  • Pierre Siklos & Martin Bohl, 2009. "Asset Prices as Indicators of Euro Area Monetary Policy: An Empirical Assessment of Their Role in a Taylor Rule," Open Economies Review, Springer, vol. 20(1), pages 39-59, February.
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  • Emese Lazar & Carol Alexander, 2006. "Normal mixture GARCH(1,1): applications to exchange rate modelling," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(3), pages 307-336.
    • Carol Alexander & Emese Lazar, 2006. "Normal mixture GARCH(1,1): applications to exchange rate modelling," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(3), pages 307-336, April.
    • Carol Alexandra & Emese Lazar, 2004. "Normal Mixture GARCH (1,1): Application to Exchange Rate Modelling," ICMA Centre Discussion Papers in Finance icma-dp2004-05, Henley Business School, University of Reading.
  • Daniele Fabbri & Chiara Monfardini, 2008. "Style of practice and assortative mating: a recursive probit analysis of Caesarean section scheduling in Italy," Applied Economics, Taylor & Francis Journals, vol. 40(11), pages 1411-1423.
    • D. Fabbri & C. Monfardini, 2006. "Style of practice and assortative mating: a recursive probit analysis of cesarean section scheduling in Italy," Working Papers 557, Dipartimento Scienze Economiche, Universita' di Bologna.
    • Daniele Fabbri & Chiara Monfardini, 2006. "Style of practice and assortative mating: a recursive probit analysis of cesarean section scheduling in Italy," CHILD Working Papers wp06_06, CHILD - Centre for Household, Income, Labour and Demographic economics - ITALY.
  • R. Aaberge & U. Colombino & T. Wennemo, 2009. "Evaluating Alternative Representations Of The Choice Sets In Models Of Labor Supply," Journal of Economic Surveys, Wiley Blackwell, vol. 23(3), pages 586-612, July.
    • Ugo Colombino & Rolf Aaberge & Tom Wennemo, 2005. "Evaluating Alternative Representations of the Choice Sets in Models of Labour Supply," Econometrics 0510001, University Library of Munich, Germany.
    • Ugo Colombino & R. Aaberge & T. Wennemo, 2006. "Evaluating Alternative Representations of the Choice Sets in Models of Labour Supply," CHILD Working Papers wp17_06, CHILD - Centre for Household, Income, Labour and Demographic economics - ITALY.
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    • Aaberge, Rolf & Colombino, Ugo & Wennemo, Tom, 2006. "Evaluating Alternative Representations of the Choice Sets in Models of Labour Supply," IZA Discussion Papers 1986, Institute of Labor Economics (IZA).
  • Declan Curran & Michael Funke, 2006. "Taking the Temperature - Forecasting GDP Growth for Mainland China," Quantitative Macroeconomics Working Papers 20606, Hamburg University, Department of Economics.
    • Curran, Declan & Funke, Michael, 2006. "Taking the temperature: forecasting GDP growth for mainland in China," BOFIT Discussion Papers 6/2006, Bank of Finland Institute for Emerging Economies (BOFIT).
  • Scholtz, Hellmut D., 2006. "Auswahl von Wertpapieren bei kurzfristigem Zeithorizont (2)," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 47(9), pages 165-171.
  • Bode, Eckhardt, 2006. "Commuting, externalities, and the geographical sizes of metropolitan areas," Kiel Working Papers 1289, Kiel Institute for the World Economy (IfW Kiel).
  • Weißbach, Rafael & Ponyatovskyy, Vladyslav & Zimmermann, Guido, 2006. "The Yield of Ten-Year T-Bonds: Stumbling Towards a 'Good' Forecast," Technical Reports 2006,50, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
  • Härdle, Wolfgang Karl & Hlávka, Zdeněk & Stahl, Gerhard, 2006. "On the appropriateness of inappropriate VaR models," SFB 649 Discussion Papers 2006-003, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  • Hildebrandt, Lutz & Temme, Dirk, 2006. "Probleme der Validierung mit Strukturgleichungsmodellen," SFB 649 Discussion Papers 2006-082, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  • Hildebrandt, Lutz & Temme, Dirk, 2006. "Formative measurement models in covariance structure analysis: Specification and identification," SFB 649 Discussion Papers 2006-083, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  • Steffen Osterloh, 2008. "Accuracy and Properties of German Business Cycle Forecasts," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot, Berlin, vol. 54(1), pages 27-57.
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  • Peter Sandholt Jensen & Allan H. Würtz, 2006. "On determining the importance of a regressor with small and undersized samples," Economics Working Papers 2006-08, Department of Economics and Business Economics, Aarhus University.
  • Anatolyev, Stanislav, 2009. "Nonparametric Retrospection and Monitoring of Predictability of Financial Returns," Journal of Business & Economic Statistics, American Statistical Association, vol. 27(2), pages 149-160.
    • Stanislav Anatolyev, 2006. "Nonparametric retrospection and monitoring of predictability of financial returns," Working Papers w0071, Center for Economic and Financial Research (CEFIR).
    • Stanislav Anatolyev, 2006. "Nonparametric retrospection and monitoring of predictability of financial returns," Working Papers w0071, New Economic School (NES).
  • Anatolyev, Stanislav, 2009. "Dynamic modeling under linear-exponential loss," Economic Modelling, Elsevier, vol. 26(1), pages 82-89, January.
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    • Brown, Donald J. & Deb, Rahul & Wegkamp, Marten, 2006. "Tests of Independence in Separable Econometric Models: Theory and Application," Center Discussion Papers 28395, Yale University, Economic Growth Center.
    • Donald J. Brown & Rahul Deb & Marten H. Wegkamp, 2006. "Tests of Independence in Separable Econometric Models: Theory and Application," Working Papers 946, Economic Growth Center, Yale University.
    • Donald J. Brown & Rahul Deb & Marten H. Wegkamp, 2003. "Tests of Independence in Separable Econometric Models: Theory and Application," Cowles Foundation Discussion Papers 1395R, Cowles Foundation for Research in Economics, Yale University, revised Oct 2006.
  • René Lalonde & Nicolas Parent, 2006. "The Federal Reserve's Dual Mandate: A Time-Varying Monetary Policy Priority Index for the United States," Staff Working Papers 06-11, Bank of Canada.
  • Jean-Thomas Bernard & Lynda Khalaf & Maral Kichian & Sebastien Mcmahon, 2008. "Forecasting commodity prices: GARCH, jumps, and mean reversion," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 27(4), pages 279-291.
    • Jean-Thomas Bernard & Lynda Khalaf & Maral Kichian & Sebastien McMahon, 2006. "Forecasting Commodity Prices: GARCH, Jumps, and Mean Reversion," Staff Working Papers 06-14, Bank of Canada.
  • Lynda Khalaf & Maral Kichian, 2006. "Structural Change in Covariance and Exchange Rate Pass-Through: The Case of Canada," Staff Working Papers 06-2, Bank of Canada.
  • Benavides Guillermo, 2006. "Volatility Forecasts for the Mexican Peso - U.S. Dollar Exchange Rate: An Empirical Analysis of Garch, Option Implied and Composite Forecast Models," Working Papers 2006-04, Banco de México.
  • Humberto Mora & Hernán Rincón, 2006. "Capital Account Controls, Bank’s Efficiency, Growth and Macroeconomic Volatility in the FLAR’s Member Countries?," Borradores de Economia 364, Banco de la Republica de Colombia.
  • Luis Fernando Melo Velandia & Oscar Reinaldo Becerra Camargo, 2006. "Una Aproximación a La Dinámica de las Tasas de Interés de Corto Plazo en Colombia a través de Modelos GARCH Multivariados," Borradores de Economia 3694, Banco de la Republica.
    • Luis Fernando Melo Velandia & Oscar Reinaldo Becerra Camargo, 2006. "Una aproximación a la dinámica de las tasas de interés de corto plazo en Colombia a través de modelos GARCH multivariados," Borradores de Economia 366, Banco de la Republica de Colombia.
  • Kugler, Maurice, 2006. "Spillovers from foreign direct investment: Within or between industries?," Journal of Development Economics, Elsevier, vol. 80(2), pages 444-477, August.
    • Maurice Kugler, 2006. "Spillovers From Foreign Direct Investment:Within Or Between Industries?," Borradores de Economia 3523, Banco de la Republica.
    • Maurice Kugler, 2006. "Spillovers from Foreign Direct Investment: Within or between Industries?," Borradores de Economia 369, Banco de la Republica de Colombia.
  • Jorge E. Restrepo & Hernán Rincón, 2006. "Identifying Fiscal Policy Shocks in Chile and Colombia," Working Papers Central Bank of Chile 370, Central Bank of Chile.
    • Jorge E. Restrepo & Hernán Rincón, 2006. "Identifying Fiscal Policy Shocks In Chile And Colombia," Borradores de Economia 397, Banco de la Republica de Colombia.
    • Jorge E. Restrepo & Hernán Rincón, 2006. "Identifying Fiscal Policy Shocks In Chile And Colombia," Borradores de Economia 2800, Banco de la Republica.
  • Meitz, Mika & Terasvirta, Timo, 2006. "Evaluating Models of Autoregressive Conditional Duration," Journal of Business & Economic Statistics, American Statistical Association, vol. 24, pages 104-124, January.
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  • Luc Bauwens & Arie Preminger & Jeroen V.K. Rombouts, 2006. "Regime switching GARCH models," Cahiers de recherche 06-08, HEC Montréal, Institut d'économie appliquée.
    • Luc Bauwens & Arie Preminger & Jeroen V.K. Rombouts, 2006. "Regime Switching Garch Models," Working Papers 0605, Ben-Gurion University of the Negev, Department of Economics.
    • BAUWENS, Luc & PREMINGER, Arie & ROMBOUTS, Jeroen, 2006. "Regime switching GARCH models," LIDAM Discussion Papers CORE 2006011, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    • Luc, BAUWENS & Arie, PREMINGER & Jeroen, ROMBOUTS, 2006. "Regime switching GARCH models," Discussion Papers (ECON - Département des Sciences Economiques) 2006006, Université catholique de Louvain, Département des Sciences Economiques.
  • Eugenio J. Miravete & José C. Pernías, 2006. "Innovation Complementarity And Scale Of Production," Journal of Industrial Economics, Wiley Blackwell, vol. 54(1), pages 1-29, March.
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    • Miravete, Eugenio & Pernías, Jose C, 2004. "Innovation Complimentarity and Scale of Production," CEPR Discussion Papers 4483, C.E.P.R. Discussion Papers.
  • Jukka Corander & Mattias Villani, 2006. "A Bayesian Approach to Modelling Graphical Vector Autoregressions," Journal of Time Series Analysis, Wiley Blackwell, vol. 27(1), pages 141-156, January.
    • Corander, Jukka & Villani, Mattias, 2004. "A Bayesian Approach to Modelling Graphical Vector Autoregressions," Working Paper Series 171, Sveriges Riksbank (Central Bank of Sweden).
  • Giuseppe Cavaliere & A. M. Robert Taylor, 2006. "Testing the Null of Co‐integration in the Presence of Variance Breaks," Journal of Time Series Analysis, Wiley Blackwell, vol. 27(4), pages 613-636, July.
    • Giuseppe Cavaliere & A M Robert Taylor, 2005. "Testing the Null of Co-integration in the Presence of Variance Breaks," Discussion Papers 05-10, Department of Economics, University of Birmingham.
  • Raffaella Giacomini & Barbara Rossi, 2006. "How Stable is the Forecasting Performance of the Yield Curve for Output Growth?," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 68(s1), pages 783-795, December.
    • Rossi, Barbara & Giacomini, Raffaella, 2005. "How Stable is the Forecasting Performance of the Yield Curve for Outpot Growth?," Working Papers 05-08, Duke University, Department of Economics.
  • Andrés González & Timo Teräsvirta, 2006. "Simulation‐based Finite Sample Linearity Test against Smooth Transition Models," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 68(s1), pages 797-812, December.
    • González, Andrés & Teräsvirta, Timo, 2005. "Simulation-based finite-sample linearity test against smooth transition models," SSE/EFI Working Paper Series in Economics and Finance 603, Stockholm School of Economics.
  • Akram, Q. Farooq & Eitrheim, Øyvind, 2008. "Flexible inflation targeting and financial stability: Is it enough to stabilize inflation and output?," Journal of Banking & Finance, Elsevier, vol. 32(7), pages 1242-1254, July.
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  • Declan Curran & Michael Funke, 2006. "Taking the Temperature - Forecasting GDP Growth for Mainland China," Quantitative Macroeconomics Working Papers 20606, Hamburg University, Department of Economics.
    • Curran, Declan & Funke, Michael, 2006. "Taking the temperature : forecasting GDP growth for mainland in China," BOFIT Discussion Papers 6/2006, Bank of Finland, Institute for Economies in Transition.
    • Curran, Declan & Funke, Michael, 2006. "Taking the temperature: forecasting GDP growth for mainland in China," BOFIT Discussion Papers 6/2006, Bank of Finland Institute for Emerging Economies (BOFIT).
  • Sophocles N. Brissimis & Nicholas S. Magginas, 2008. "Inflation Forecasts and the New Keynesian Phillips Curve," International Journal of Central Banking, International Journal of Central Banking, vol. 4(2), pages 1-22, June.
    • Sophocles N. Brissimis & Nicholas S. Magginas, 2006. "Inflation Forecasts and the New Keynesian Phillips Curve," Working Papers 38, Bank of Greece.
  • Daniele Fabbri & Chiara Monfardini, 2008. "Style of practice and assortative mating: a recursive probit analysis of Caesarean section scheduling in Italy," Applied Economics, Taylor & Francis Journals, vol. 40(11), pages 1411-1423.
    • Daniele Fabbri & Chiara Monfardini, 2006. "Style of practice and assortative mating: a recursive probit analysis of cesarean section scheduling in Italy," CHILD Working Papers wp06_06, CHILD - Centre for Household, Income, Labour and Demographic economics - ITALY.
    • D. Fabbri & C. Monfardini, 2006. "Style of practice and assortative mating: a recursive probit analysis of cesarean section scheduling in Italy," Working Papers 557, Dipartimento Scienze Economiche, Universita' di Bologna.
  • Luca Fanelli, 2006. "Testing the New Keynesian Phillips Curve through Vector Autoregressive models: Results from the Euro area," Quaderni di Dipartimento 0, Department of Statistics, University of Bologna.
  • Luca Fanelli, 2008. "Testing the New Keynesian Phillips Curve Through Vector Autoregressive Models: Results from the Euro Area," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 70(1), pages 53-66, February.
    • Fanelli, Luca, 2005. "Testing the New Keynesian Phillips curve through Vector Autoregressive models: Results from the Euro area," MPRA Paper 1617, University Library of Munich, Germany, revised Jan 2007.
    • Luca Fanelli, 2006. "Testing the New Keynesian Phillips Curve through Vector Autoregressive models : Results from the Euro area," Quaderni di Dipartimento 0, Department of Statistics, University of Bologna.
  • María Del Carmen Melgar & José Antonio Ordaz & Flor María Guerrero, 2006. "Une étude économétrique du nombre d'accidents dans le secteur de l'assurance automobile," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, vol. 49(2), pages 169-183.
  • Pesaran, M. Hashem & Timmermann, Allan, 2009. "Testing Dependence Among Serially Correlated Multicategory Variables," Journal of the American Statistical Association, American Statistical Association, vol. 104(485), pages 325-337.
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    • Pesaran, M.H. & Timmermann, A., 2006. "Testing Dependence Among Serially Correlated Multi-category Variables," Cambridge Working Papers in Economics 0648, Faculty of Economics, University of Cambridge.
    • Pesaran, M. Hashem & Timmermann, Allan, 2006. "Testing Dependence among Serially Correlated Multi-Category Variables," IZA Discussion Papers 2196, Institute of Labor Economics (IZA).
  • Antonello D’ Agostino & Domenico Giannone, 2012. "Comparing Alternative Predictors Based on Large‐Panel Factor Models," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 74(2), pages 306-326, April.
    • D'Agostino, Antonello & Giannone, Domenico, 2006. "Comparing alternative predictors based on large-panel factor models," Working Paper Series 680, European Central Bank.
    • D'Agostino, Antonello & Giannone, Domenico, 2006. "Comparing Alternative Predictors Based on Large-Panel Factor Models," Research Technical Papers 14/RT/06, Central Bank of Ireland.
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  • Derek Bond & Michael J. Harrison & Edward J. O'Brien, 2005. "Testing for Long Memory and Nonlinear Time Series: A Demand for Money Study," Trinity Economics Papers tep20021, Trinity College Dublin, Department of Economics.
    • Bond, Derek & Harrison, Michael J & O’Brien, Edward J., 2006. "Testing for Long Memory and Nonlinear Time Series: A Demand for Money Study," Research Technical Papers 2/RT/06, Central Bank of Ireland.
  • Michael G. Arghyrou & Georgios Chortareas, 2008. "Current Account Imbalances and Real Exchange Rates in the Euro Area," Review of International Economics, Wiley Blackwell, vol. 16(4), pages 747-764, September.
    • Arghyrou, Michael G & Chortareas, Georgios, 2006. "Current Account Imbalances and Real Exchange Rates in the Euro Area," Cardiff Economics Working Papers E2006/23, Cardiff University, Cardiff Business School, Economics Section.
  • Michael Arghyrou, 2009. "Monetary policy before and after the euro: evidence from Greece," Empirical Economics, Springer, vol. 36(3), pages 621-643, June.
    • Arghyrou, Michael G, 2006. "Monetary policy before and after the euro: Evidence from Greece," Cardiff Economics Working Papers E2006/26, Cardiff University, Cardiff Business School, Economics Section.
  • Michel Dumont, 2006. "Foreign Outsourcing, Labour Demand and the Choice of Functional Form," Journal of Applied Economics, Taylor & Francis Journals, vol. 9(2), pages 255-273, November.
    • Michel Dumont, 2006. "Foreign outsourcing, labour demand and the choice of functional form," Journal of Applied Economics, Universidad del CEMA, vol. 9, pages 255-273, November.
  • Lubos Briatka, 2006. "How Big is Big Enough? Justifying Results of the iid Test Based on the Correlation Integral in the Non-Normal World," CERGE-EI Working Papers wp308, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
  • Anatolyev, Stanislav, 2009. "Nonparametric Retrospection and Monitoring of Predictability of Financial Returns," Journal of Business & Economic Statistics, American Statistical Association, vol. 27(2), pages 149-160.
    • Stanislav Anatolyev, 2006. "Nonparametric retrospection and monitoring of predictability of financial returns," Working Papers w0071, New Economic School (NES).
    • Stanislav Anatolyev, 2006. "Nonparametric retrospection and monitoring of predictability of financial returns," Working Papers w0071, Center for Economic and Financial Research (CEFIR).
  • Philip A. Haile & Ali Hortaçsu & Grigory Kosenok, 2008. "On the Empirical Content of Quantal Response Equilibrium," American Economic Review, American Economic Association, vol. 98(1), pages 180-200, March.
    • Philip A. Haile & Ali Hortacsu & Grigory Kosenok, 0820. "On the Empirical Content of Quantal Response Equilibrium," Cowles Foundation Discussion Papers 1432R, Cowles Foundation for Research in Economics, Yale University, revised Jun 0820.
    • Philip A. Haile & Ali Hortacsu & Grigory Kosenok, 2006. "On the Empirical Content of Quantal Response Equilibrium," Working Papers w0076, Center for Economic and Financial Research (CEFIR).
    • Philip A. Haile & Ali Hortacsu & Grigory Kosenok, 2004. "On the Empirical Content of Quantal Response Equilibrium," Yale School of Management Working Papers ysm421, Yale School of Management.
    • Philip A. Haile & Ali Hortacsu & Grigory Kosenok, 2006. "On the Empirical Content of Quantal Response Equilibrium," Working Papers w0076, New Economic School (NES).
    • Philip A. Haile & Ali Hortacsu & Grigory Kosenok, 2003. "On the Empirical Content of Quantal Response Equilibrium," Cowles Foundation Discussion Papers 1432, Cowles Foundation for Research in Economics, Yale University.
    • Philip A. Haile & Ali Hortacsu & Grigory Kosenok, 2003. "On the Empirical Content of Quantal Response Equilibrium," Levine's Bibliography 666156000000000215, UCLA Department of Economics.
  • Anatolyev, Stanislav, 2009. "Dynamic modeling under linear-exponential loss," Economic Modelling, Elsevier, vol. 26(1), pages 82-89, January.
    • Stanislav Anatolyev, 2006. "Dynamic modeling under linear-exponential loss," Working Papers w0092, New Economic School (NES).
    • Stanislav Anatolyev, 2006. "Dynamic modeling under linear-exponential loss," Working Papers w0092, Center for Economic and Financial Research (CEFIR).
  • Jorge E. Restrepo & Hernán Rincón, 2006. "Identifying Fiscal Policy Shocks In Chile And Colombia," Borradores de Economia 397, Banco de la Republica de Colombia.
    • Jorge E. Restrepo & Hernán Rincón, 2006. "Identifying Fiscal Policy Shocks in Chile and Colombia," Working Papers Central Bank of Chile 370, Central Bank of Chile.
    • Jorge E. Restrepo & Hernán Rincón, 2006. "Identifying Fiscal Policy Shocks In Chile And Colombia," Borradores de Economia 2800, Banco de la Republica.
  • Maria Semenova, 2006. "What Jump Process to use to Model S&P500 Returns?," Swiss Finance Institute Research Paper Series 06-06, Swiss Finance Institute.
  • Marc S. Paoletta & Luca Taschini, 2006. "An Econometric Analysis of Emission Trading Allowances," Swiss Finance Institute Research Paper Series 06-26, Swiss Finance Institute.
  • Martin Fukac & Adrian Pagan, 2006. "Issues In Adopting Dsge Models For Use In The Policy Process," CAMA Working Papers 2006-10, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    • Martin Fukac & Adrian Pagan, 2006. "Issues in Adopting DSGE Models for Use in the Policy Process," Working Papers 2006/6, Czech National Bank, Research and Statistics Department.
  • Jorge E. Restrepo & Hernán Rincón, 2006. "Identifying Fiscal Policy Shocks In Chile And Colombia," Borradores de Economia 397, Banco de la Republica de Colombia.
    • Jorge E. Restrepo & Hernán Rincón, 2006. "Identifying Fiscal Policy Shocks In Chile And Colombia," Borradores de Economia 2800, Banco de la Republica.
    • Jorge E. Restrepo & Hernán Rincón, 2006. "Identifying Fiscal Policy Shocks in Chile and Colombia," Working Papers Central Bank of Chile 370, Central Bank of Chile.
  • González Andrés & Teräsvirta Timo, 2008. "Modelling Autoregressive Processes with a Shifting Mean," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 12(1), pages 1-28, March.
    • Timo Terasvirta & Andrés González, 2006. "Modelling autoregressive processes with a shifting mean," Borradores de Economia 420, Banco de la Republica de Colombia.
    • Timo Terasvirta & Andrés González, 2006. "Modelling autoregressive processes with a shifting mean," Borradores de Economia 3230, Banco de la Republica.
    • González, Andrés & Teräsvirta, Timo, 2006. "Modelling autoregressive processes with a shifting mean," SSE/EFI Working Paper Series in Economics and Finance 637, Stockholm School of Economics, revised 22 May 2007.
  • Kugler, Maurice, 2006. "Spillovers from foreign direct investment: Within or between industries?," Journal of Development Economics, Elsevier, vol. 80(2), pages 444-477, August.
    • Maurice Kugler, 2006. "Spillovers from Foreign Direct Investment: Within or between Industries?," Borradores de Economia 369, Banco de la Republica de Colombia.
    • Maurice Kugler, 2006. "Spillovers From Foreign Direct Investment:Within Or Between Industries?," Borradores de Economia 3523, Banco de la Republica.
  • Luis Fernando Melo Velandia & Oscar Reinaldo Becerra Camargo, 2006. "Una aproximación a la dinámica de las tasas de interés de corto plazo en Colombia a través de modelos GARCH multivariados," Borradores de Economia 366, Banco de la Republica de Colombia.
    • Luis Fernando Melo Velandia & Oscar Reinaldo Becerra Camargo, 2006. "Una Aproximación a La Dinámica de las Tasas de Interés de Corto Plazo en Colombia a través de Modelos GARCH Multivariados," Borradores de Economia 3694, Banco de la Republica.
  • Julio César Alonso & Mauricio Alejandro Arcos, 2006. "Valor en Riesgo: Evaluación del desempeno de diferentes metodologías para 7 países latinoamericanos," Borradores de Economía y Finanzas 3744, Universidad Icesi.
  • Luis Fernando Gamboa & José Alberto Guerra, 2006. "Una evaluación estática y dinámica de los cambios en calidad de vida en Colombia durante 1997-2003," Revista de Economía del Rosario, Universidad del Rosario, December.
  • María Isabel Restrepo Estrada & Diana Constanza Restrepo Ochoa, 2006. "¿Existe el canal del crédito bancario?: evidencia para Colombia en el período 1995-2005," Perfil de Coyuntura Económica, Universidad de Antioquia, CIE, December.
  • Luc Bauwens & Arie Preminger & Jeroen V.K. Rombouts, 2006. "Regime switching GARCH models," Cahiers de recherche 06-08, HEC Montréal, Institut d'économie appliquée.
    • BAUWENS, Luc & PREMINGER, Arie & ROMBOUTS, Jeroen, 2006. "Regime switching GARCH models," LIDAM Discussion Papers CORE 2006011, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    • Luc, BAUWENS & Arie, PREMINGER & Jeroen, ROMBOUTS, 2006. "Regime switching GARCH models," Discussion Papers (ECON - Département des Sciences Economiques) 2006006, Université catholique de Louvain, Département des Sciences Economiques.
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    • Luc, BAUWENS & C.M., HAFNER & J.V.K., ROMBOUTS, 2006. "Multivariate mixed normal conditional heteroskedasticity," Discussion Papers (ECON - Département des Sciences Economiques) 2006007, Université catholique de Louvain, Département des Sciences Economiques.
    • BAUWENS, Luc & HAFNER, Christian M. & ROMBOUTS, Jeroen VK, 2007. "Multivariate mixed normal conditional heteroskedasticity," LIDAM Reprints CORE 1906, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    • BAUWENS, Luc & HAFNER, Christian & ROMBOUTS, Jeroen, 2006. "Multivariate mixed normal conditional heteroskedasticity," LIDAM Discussion Papers CORE 2006012, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
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    • Teulings, Coen & Buhai, Ioan Sebastian, 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.
    • 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.
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  • Geert Bekaert & Robert J. Hodrick & Xiaoyan Zhang, 2009. "International Stock Return Comovements," Journal of Finance, American Finance Association, vol. 64(6), pages 2591-2626, December.
    • Geert Bekaert & Robert J. Hodrick & Xiaoyan Zhang, 2005. "International Stock Return Comovements," NBER Working Papers 11906, National Bureau of Economic Research, Inc.
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    • Hodrick, Robert J & Bekaert, Geert & Zhang, Xiaoyan, 2006. "International Stock Return Comovements," CEPR Discussion Papers 5955, C.E.P.R. Discussion Papers.
    • Bekaert, Geert & Hodrick, Robert J. & Zhang, Xiaoyan, 2005. "International Stock Return Comovements," Working Papers 06-3, University of Pennsylvania, Wharton School, Weiss Center.
  • Luc Bauwens & Arie Preminger & Jeroen V.K. Rombouts, 2006. "Regime switching GARCH models," Cahiers de recherche 06-08, HEC Montréal, Institut d'économie appliquée.
    • Luc, BAUWENS & Arie, PREMINGER & Jeroen, ROMBOUTS, 2006. "Regime switching GARCH models," Discussion Papers (ECON - Département des Sciences Economiques) 2006006, Université catholique de Louvain, Département des Sciences Economiques.
    • BAUWENS, Luc & PREMINGER, Arie & ROMBOUTS, Jeroen, 2006. "Regime switching GARCH models," LIDAM Discussion Papers CORE 2006011, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Bauwens, L. & Hafner, C.M. & Rombouts, J.V.K., 2007. "Multivariate mixed normal conditional heteroskedasticity," Computational Statistics & Data Analysis, Elsevier, vol. 51(7), pages 3551-3566, April.
    • BAUWENS, Luc & HAFNER, Christian & ROMBOUTS, Jeroen, 2006. "Multivariate mixed normal conditional heteroskedasticity," LIDAM Discussion Papers CORE 2006012, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    • Luc, BAUWENS & C.M., HAFNER & J.V.K., ROMBOUTS, 2006. "Multivariate mixed normal conditional heteroskedasticity," Discussion Papers (ECON - Département des Sciences Economiques) 2006007, Université catholique de Louvain, Département des Sciences Economiques.
    • BAUWENS, Luc & HAFNER, Christian M. & ROMBOUTS, Jeroen VK, 2007. "Multivariate mixed normal conditional heteroskedasticity," LIDAM Reprints CORE 1906, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Escanciano, J. Carlos, 2006. "A Consistent Diagnostic Test For Regression Models Using Projections," Econometric Theory, Cambridge University Press, vol. 22(6), pages 1030-1051, December.
    • Juan Carlos Escanciano, 2005. "A Consistent Diagnostic Test for Regression Models Using Projections," Faculty Working Papers 09/05, School of Economics and Business Administration, University of Navarra.
  • Rossi, Barbara, 2006. "Are Exchange Rates Really Random Walks? Some Evidence Robust To Parameter Instability," Macroeconomic Dynamics, Cambridge University Press, vol. 10(1), pages 20-38, February.
    • Barbara Rossi, 2005. "Are Exchange Rates Really Random Walks? Some Evidence Robust to Parameter Instability," International Finance 0503006, University Library of Munich, Germany.
    • Barbara Rossi, 2005. "Are Exchange Rates Really Random Walks? Some Evidence Robust to Parameter Instability," Data 0503001, University Library of Munich, Germany.
  • Bidarkota, Prasad V., 2006. "On The Economic Impact Of Modeling Nonlinearities: The Asset Pricing Example," Macroeconomic Dynamics, Cambridge University Press, vol. 10(1), pages 56-76, February.
  • Peter Haan & Michal Myck, 2007. "Apply with Caution: Introducing UK-Style In-Work Support in Germany," Fiscal Studies, Institute for Fiscal Studies, vol. 28(1), pages 43-72, March.
    • Peter Haan & Michal Myck, 2006. "Apply with Caution: Introducing UK-Style In-work Support in Germany," Discussion Papers of DIW Berlin 555, DIW Berlin, German Institute for Economic Research.
  • Christian Dreger & Jürgen Wolters, 2006. "Investigating M3 Money Demand in the Euro Area: New Evidence Based on Standard Models," Discussion Papers of DIW Berlin 561, DIW Berlin, German Institute for Economic Research.
  • Jacob Bikker & Laura Spierdijk & Paul Finnie, 2006. "Misspecifiation of the Panzar-Rosse Model: Assessing Competition in the Banking Industry," DNB Working Papers 114, Netherlands Central Bank, Research Department.
  • Raffaella Giacomini & Barbara Rossi, 2009. "Detecting and Predicting Forecast Breakdowns," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 76(2), pages 669-705.
    • Raffella Giacomini & Barbara Rossi, 2005. "Detecting and Predicting Forecast Breakdowns," UCLA Economics Working Papers 845, UCLA Department of Economics.
    • Rossi, Barbara & Giacomini, Raffaella, 2006. "Detecting and Predicting Forecast Breakdowns," Working Papers 06-01, Duke University, Department of Economics.
    • Giacomini, Raffaella & Rossi, Barbara, 2006. "Detecting and predicting forecast breakdowns," Working Paper Series 638, European Central Bank.
  • Bill Russell, 2006. "Non-Stationary Inflation and the Markup: an Overview of the Research and some Implications for Policy," Dundee Discussion Papers in Economics 191, Economic Studies, University of Dundee.
  • GARCIA-HIERNAUX, Alfredo & CERNO, Leonel, 2006. "Empirical Evidence For A Money Demand Function: A Panel Data Analysis Of 27 Countries In 1988-98," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 6(1).
  • Nandwa, B., 2006. "Implication of the Taylor Rule on Real Exchange Rate Movement in Kenya," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 6(2).
  • Jayanthakumaran, K. & Pahlavani, M., 2006. "Australia and New Zealand CER agreement and breakpoints in bilateral trade: an application of the Wald-type test," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 6(2).
    • Jayanthakumaran, Kankesu & Pahlavani, Mosayeb, 2006. "Australia and New Zealand CER Agreement and Breakpoints in Bilateral Trade: An Application of the Wald-type Test," Economics Working Papers wp06-06, School of Economics, University of Wollongong, NSW, Australia.
  • El Bouhadi, A. & Benali, M., 2006. "The Moroccan Monetary and Financial Structure Reforms and Economic Agents´Behaviour," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 6(2).
  • Kamaly, A., 2006. "Economic Growth Before and After Reform: The Case of Egypt, 1973-2002," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, vol. 3(2), pages 21-54.
  • Canova, Fabio & Sala, Luca, 2009. "Back to square one: Identification issues in DSGE models," Journal of Monetary Economics, Elsevier, vol. 56(4), pages 431-449, May.
    • Fabio Canova & Luca Sala, 2005. "Back to square one: Identification issues in DSGE models," Economics Working Papers 927, Department of Economics and Business, Universitat Pompeu Fabra, revised Sep 2006.
    • Canova, Fabio & Sala, Luca, 2006. "Back to square one: identification issues in DSGE models," Working Paper Series 583, European Central Bank.
    • Canova, Fabio & Sala, Luca, 2009. "Back to square one: identification issues in DSGE models," CEPR Discussion Papers 7234, C.E.P.R. Discussion Papers.
    • Fabio Canova & Luca Sala, 2006. "Back to Square One: Identification Issues in DSGE Models," Working Papers 303, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
    • Fabio Canova & Luca Sala, 2006. "Back to square one: identification issues in DSGE models," Computing in Economics and Finance 2006 196, Society for Computational Economics.
    • Fabio Canova & Luca Sala, 2007. "Back to square one: identification issues in DSGE models," Working Papers 0715, Banco de España.
  • Raffaella Giacomini & Barbara Rossi, 2009. "Detecting and Predicting Forecast Breakdowns," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 76(2), pages 669-705.
    • Raffella Giacomini & Barbara Rossi, 2005. "Detecting and Predicting Forecast Breakdowns," UCLA Economics Working Papers 845, UCLA Department of Economics.
    • Giacomini, Raffaella & Rossi, Barbara, 2006. "Detecting and predicting forecast breakdowns," Working Paper Series 638, European Central Bank.
    • Rossi, Barbara & Giacomini, Raffaella, 2006. "Detecting and Predicting Forecast Breakdowns," Working Papers 06-01, Duke University, Department of Economics.
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  • Choi, Hwan-sik & Kiefer, Nicholas M., 2006. "Robust Model Selection in Dynamic Models with an Application to Comparing Predictive Accuracy," Working Papers 06-09, Cornell University, Center for Analytic Economics.
  • Kiefer, Nicholas M. & Larson, C. Erik, 2007. "A simulation estimator for testing the time homogeneity of credit rating transitions," Journal of Empirical Finance, Elsevier, vol. 14(5), pages 818-835, December.
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  • Kiefer, Nicholas M. & Larson, C. Erik, 2006. "Specification and Informational Issues in Credit Scoring," Working Papers 06-11, Cornell University, Center for Analytic Economics.
  • Raffaella Giacomini & Halbert White, 2006. "Tests of Conditional Predictive Ability," Econometrica, Econometric Society, vol. 74(6), pages 1545-1578, November.
    • Giacomini, Raffaella & White, Halbert, 2003. "Tests of Conditional Predictive Ability," University of California at San Diego, Economics Working Paper Series qt5jk0j5jh, Department of Economics, UC San Diego.
    • Raffaella Giacomini & Halbert White, 2003. "Tests of Conditional Predictive Ability," Econometrics 0308001, University Library of Munich, Germany.
    • Raffaella Giacomini & Halbert White, 2003. "Tests of conditional predictive ability," Boston College Working Papers in Economics 572, Boston College Department of Economics.
  • Yu, Jun & Yang, Zhenlin & Zhang, Xibin, 2006. "A class of nonlinear stochastic volatility models and its implications for pricing currency options," Computational Statistics & Data Analysis, Elsevier, vol. 51(4), pages 2218-2231, December.
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  • Kugler, Maurice, 2006. "Spillovers from foreign direct investment: Within or between industries?," Journal of Development Economics, Elsevier, vol. 80(2), pages 444-477, August.
    • Maurice Kugler, 2006. "Spillovers from Foreign Direct Investment: Within or between Industries?," Borradores de Economia 369, Banco de la Republica de Colombia.
    • Maurice Kugler, 2006. "Spillovers From Foreign Direct Investment:Within Or Between Industries?," Borradores de Economia 3523, Banco de la Republica.
  • Dufour, Jean-Marie & Khalaf, Lynda & Kichian, Maral, 2006. "Inflation dynamics and the New Keynesian Phillips Curve: An identification robust econometric analysis," Journal of Economic Dynamics and Control, Elsevier, vol. 30(9-10), pages 1707-1727.
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    • DUFOUR, Jean-Marie Dufour & KHALAF, Lynda & KICHIAN, Maral, 2005. "Inflation dynamics and the New Keynesian Phillips Curve: an identification robust econometric analysis," Cahiers de recherche 2005-17, Universite de Montreal, Departement de sciences economiques.
    • Jean-Marie Dufour & Lynda Khalaf & Maral Kichian, 2005. "Inflation Dynamics and the New Keynesian Phillips Curve: an Identification Robust Econometric Analysis," CIRANO Working Papers 2005s-30, CIRANO.
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  • Lundbergh, Stefan & Terasvirta, Timo, 2006. "A time series model for an exchange rate in a target zone with applications," Journal of Econometrics, Elsevier, vol. 131(1-2), pages 579-609.
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  • Giannone, Domenico & Reichlin, Lucrezia & Sala, Luca, 2006. "VARs, common factors and the empirical validation of equilibrium business cycle models," Journal of Econometrics, Elsevier, vol. 132(1), pages 257-279, May.
    • Reichlin, Lucrezia & Sala, Luca & Giannone, Domenico, 2002. "VARs, Common Factors and the Empirical Validation of Equilibrium Business Cycle Models," CEPR Discussion Papers 3701, C.E.P.R. Discussion Papers.
    • Domenica Giannone & Lucrezia Reichlin & Luca Sala, 2004. "VARs, Common Factors and the Empirical Validation of Equilibrium Business Cycle Models," Working Papers 258, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
    • Domenico Giannone & Lucrezia Reichlin & Luca Sala, 2006. "VARs, common factors and the empirical validation of equilibrium business cycle models," ULB Institutional Repository 2013/10127, ULB -- Universite Libre de Bruxelles.
  • Deschamps, Philippe J., 2006. "A flexible prior distribution for Markov switching autoregressions with Student-t errors," Journal of Econometrics, Elsevier, vol. 133(1), pages 153-190, July.
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    • DUFOUR, Jean-Marie, 2005. "Monte Carlo Tests with Nuisance Parameters: A General Approach to Finite-Sample Inference and Nonstandard Asymptotics," Cahiers de recherche 2005-03, Universite de Montreal, Departement de sciences economiques.
    • DUFOUR, Jean-Marie, 2005. "Monte Carlo Tests with Nuisance Parameters: A General Approach to Finite-Sample Inference and Nonstandard Asymptotics," Cahiers de recherche 03-2005, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
    • Jean-Marie Dufour, 2005. "Monte Carlo tests with nuisance parameters: a general approach to finite-sample inference and non-standard asymptotics," CIRANO Working Papers 2005s-02, CIRANO.
  • Hong, H. & Scaillet, O., 2006. "A fast subsampling method for nonlinear dynamic models," Journal of Econometrics, Elsevier, vol. 133(2), pages 557-578, August.
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    • Hong, H. & Scaillet, O. & Tamer, E., 2001. "A fast Subsampling Method for Nonlinear Dynamic Models," Papers 2001.09, Ecole des Hautes Etudes Commerciales, Universite de Geneve-.
  • Denzler, Stefan M. & Dacorogna, Michel M. & Muller, Ulrich A. & McNeil, Alexander J., 2006. "From default probabilities to credit spreads: Credit risk models do explain market prices," Finance Research Letters, Elsevier, vol. 3(2), pages 79-95, June.
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  • Sideris, Dimitrios, 2006. "Testing for long-run PPP in a system context: Evidence for the US, Germany and Japan," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 16(2), pages 143-154, April.
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  • Hyndman, Rob J. & Koehler, Anne B., 2006. "Another look at measures of forecast accuracy," International Journal of Forecasting, Elsevier, vol. 22(4), pages 679-688.
    • Rob J. Hyndman & Anne B. Koehler, 2005. "Another Look at Measures of Forecast Accuracy," Monash Econometrics and Business Statistics Working Papers 13/05, Monash University, Department of Econometrics and Business Statistics.
  • Drake, Leigh & Hall, Maximilian J.B. & Simper, Richard, 2006. "The impact of macroeconomic and regulatory factors on bank efficiency: A non-parametric analysis of Hong Kong's banking system," Journal of Banking & Finance, Elsevier, vol. 30(5), pages 1443-1466, May.
    • Leigh M. Drake & Maximilian J. B. Hall & Richard Simper, 2005. "The Impact of Macroeconomic and Regulatory Factors on Bank Efficiency: A Non-Parametric Analysis of Hong Kong's Banking System," Working Papers 012005, Hong Kong Institute for Monetary Research.
  • Los, Cornelis A., 2006. "System identification in noisy data environments: An application to six Asian stock markets," Journal of Banking & Finance, Elsevier, vol. 30(7), pages 1997-2024, July.
    • Cornelis A Los, 2004. "System Identification in Noisy Data Environments: An Application to Six Asian Stock Markets," International Finance 0410005, University Library of Munich, Germany.
  • Gerlach, Richard & Wilson, Patrick & Zurbruegg, Ralf, 2006. "Structural breaks and diversification: The impact of the 1997 Asian financial crisis on the integration of Asia-Pacific real estate markets," Journal of International Money and Finance, Elsevier, vol. 25(6), pages 974-991, October.
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  • Bargain, Olivier & Orsini, Kristian, 2006. "In-work policies in Europe: Killing two birds with one stone?," Labour Economics, Elsevier, vol. 13(6), pages 667-697, December.
    • Bargain, Olivier & Orsini, Kristian, 2004. "In-work policies in Europe: killing two birds with one stone?," EUROMOD Working Papers EM4/04, EUROMOD at the Institute for Social and Economic Research.
    • Olivier Bargain & Kristian Orsini, 2004. "In-work policies in Europe: killing two birds with one stone?," DELTA Working Papers 2004-13, DELTA (Ecole normale supérieure).
    • Bargain, Olivier B. & Orsini, Kristian, 2004. "In-Work Policies in Europe: Killing Two Birds with One Stone?," IZA Discussion Papers 1445, Institute of Labor Economics (IZA).
  • Martin Fukac & Adrian Pagan, 2006. "Issues in Adopting DSGE Models for Use in the Policy Process," Working Papers 2006/6, Czech National Bank, Research and Statistics Department.
    • Martin Fukac & Adrian Pagan, 2006. "Issues In Adopting Dsge Models For Use In The Policy Process," CAMA Working Papers 2006-10, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
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    • Donald J. Brown & Rahul Deb & Marten H. Wegkamp, 2006. "Tests of Independence in Separable Econometric Models: Theory and Application," Working Papers 946, Economic Growth Center, Yale University.
    • Brown, Donald J. & Deb, Rahul & Wegkamp, Marten, 2006. "Tests of Independence in Separable Econometric Models: Theory and Application," Center Discussion Papers 28395, Yale University, Economic Growth Center.
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  • A. Ozlem Onder, 2009. "The stability of the Turkish Phillips curve and alternative regime shifting models," Applied Economics, Taylor & Francis Journals, vol. 41(20), pages 2597-2604.
    • Özlem Önder, 2006. "The Stability Of The Turkish Phillips Curve And Alternative Regime Shifting Models," Working Papers 0602, Ege University, Department of Economics.
  • A. Nazif ÇATIK, 2007. "Yapısal kırılma altında para talebinin istikrarı: Türkiye örneği," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 22(251), pages 103-113.
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  • Nikolaos Giannellis & Athanasios P. Papadopoulos, 2006. "Purchasing Power Parity among Developing Countries and their Trade-Partners. Evidence from Selected CEEC and Implications for their Membership of EU," Ekonomia, Cyprus Economic Society and University of Cyprus, vol. 9(1), pages 39-56, Summer.
    • Nikolaos Giannellis & Athanasios P. Papadopoulos, 2007. "Purchasing Power Parity among developing countries and their trade-partners. Evidence from selected CEECs and Implications for their membership of EU," Money Macro and Finance (MMF) Research Group Conference 2006 55, Money Macro and Finance Research Group.
    • Nikolaos Giannellis & Athanasios Papadopoulos, 2007. "Purchasing Power Parity Among Developing Countries and Their Trade-Partners: Evidence from Selected CEECs and Implications for Their Membership of EU," Working Papers 0716, University of Crete, Department of Economics.
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  • Rodolfo Cermeño & María José Roa García & Claudio González Vega, 2006. "Desarrollo financiero y volatilidad del crecimiento económico: Evidencia para México y Estados Unidos," Working Papers DTE 377, CIDE, División de Economía.
  • Gary Koop & Simon Potter, 2006. "The Vector Floor and Ceiling Model," Contributions to Economic Analysis, in: Nonlinear Time Series Analysis of Business Cycles, pages 97-131, Emerald Group Publishing Limited.
    • Gary Koop & Simon Potter, 2000. "The Vector Floor and Ceiling Model," Discussion Papers in Economics 04/15, Division of Economics, School of Business, University of Leicester.
  • Olivier Bargain & Kristian Orsini, 2006. "Beans for Breakfast? How Exportable is the British Workfare Model?," Research in Labor Economics, in: Micro-Simulation in Action, pages 165-198, Emerald Group Publishing Limited.
    • Bargain, Olivier B. & Orsini, Kristian, 2006. "Beans for Breakfast? How Exportable Is the British Workfare Model?," IZA Discussion Papers 2025, Institute of Labor Economics (IZA).
    • Bargain, Olivier & Orsini, Kristian, 2006. "Beans for breakfast? How exportable is the British workfare model?," EUROMOD Working Papers EM2/06, EUROMOD at the Institute for Social and Economic Research.
    • Kristian Orsini & Olivier Bargain, 2006. "Beans for breakfast? How exportable is the British workfare model?," Open Access publications 10197/560, School of Economics, University College Dublin.
    • Kristian Orsini & Olivier Bargain, 2006. "Beans for breakfast? How exportable is the British workfare model?," Open Access publications 10197/557, School of Economics, University College Dublin.
  • Rodney W. Strachan & Herman K. van Dijk, 2006. "Model Uncertainty and Bayesian Model Averaging in Vector Autoregressive Processes," Discussion Papers in Economics 06/5, Division of Economics, School of Business, University of Leicester.
    • Strachan, R.W. & van Dijk, H.K., 2006. "Model uncertainty and Bayesian model averaging in vector autoregressive processes," Econometric Institute Research Papers EI 2006-08, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Olivier Bargain & Kristian Orsini, 2006. "Beans for Breakfast? How Exportable is the British Workfare Model?," Research in Labor Economics, in: Micro-Simulation in Action, pages 165-198, Emerald Group Publishing Limited.
    • Bargain, Olivier B. & Orsini, Kristian, 2006. "Beans for Breakfast? How Exportable Is the British Workfare Model?," IZA Discussion Papers 2025, Institute of Labor Economics (IZA).
    • Bargain, Olivier & Orsini, Kristian, 2006. "Beans for breakfast? How exportable is the British workfare model?," EUROMOD Working Papers EM2/06, EUROMOD at the Institute for Social and Economic Research.
    • Kristian Orsini & Olivier Bargain, 2006. "Beans for breakfast? How exportable is the British workfare model?," Open Access publications 10197/560, School of Economics, University College Dublin.
    • Kristian Orsini & Olivier Bargain, 2006. "Beans for breakfast? How exportable is the British workfare model?," Open Access publications 10197/557, School of Economics, University College Dublin.
  • J. Knoben & M. Kerkhofs & J. Graafland, 2006. "Evaluation of Dutch Election Programs. The Impact of Parameter Uncertainty," Review of Business and Economic Literature, KU Leuven, Faculty of Economics and Business (FEB), Review of Business and Economic Literature, vol. 0(1), pages 47-74.
    • Knoben, J. & Kerkhofs, M. & Graafland, J.J., 2004. "Evaluation of Dutch election programs: The impact of parameter uncertainty," MPRA Paper 20773, University Library of Munich, Germany.
  • Russell, Bill & Banerjee, Anindya, 2008. "The long-run Phillips curve and non-stationary inflation," Journal of Macroeconomics, Elsevier, vol. 30(4), pages 1792-1815, December.
    • Bill Russell, Anindya Banerjee, 2006. "The Long-Run Phillips Curve and Non-Stationary Inflation," Economics Working Papers ECO2006/16, European University Institute.
  • Markku Lanne, 2006. "Forecasting Realized Volatility by Decomposition," Economics Working Papers ECO2006/20, European University Institute.
  • Markku Lanne, 2006. "A Mixture Multiplicative Error Model for Realized Volatility," Journal of Financial Econometrics, Oxford University Press, vol. 4(4), pages 594-616.
    • Markku Lanne, 2006. "A Mixture Multiplicative Error Model for Realized Volatility," Economics Working Papers ECO2006/3, European University Institute.
  • Kascha, Christian & Mertens, Karel, 2009. "Business cycle analysis and VARMA models," Journal of Economic Dynamics and Control, Elsevier, vol. 33(2), pages 267-282, February.
    • Christian Kascha & Karel Mertens, 2006. "Business Cycle Analysis and VARMA models," Economics Working Papers ECO2006/37, European University Institute.
    • Christian Kascha & Karel Mertens, 2008. "Business cycle analysis and VARMA models," Working Paper 2008/05, Norges Bank.

  2005

  • Gomez, Sonia Quiroga & Iglesias, Ana, 2005. "Crop Production Functions for Analysis of Global Change Impacts in Spain," 2005 International Congress, August 23-27, 2005, Copenhagen, Denmark 24565, European Association of Agricultural Economists.
  • Hurle, Jesus Barreiro & Garcia, Jose Maria Casada & Perez y Perez, Luis, 2005. "Incorporating Uncertainty and Cero Values into the Valuation of Protected Areas and Species," 2005 International Congress, August 23-27, 2005, Copenhagen, Denmark 24745, European Association of Agricultural Economists.
  • Néstor Gandelman, 2005. "Community Tax Evasion Models: A Stochastic Dominance Test," Journal of Applied Economics, Taylor & Francis Journals, vol. 8(2), pages 279-297, November.
    • Gandelman, Nestor, 2005. "Community Tax Evasion Models: A Stochastic Dominance Test," Journal of Applied Economics, Universidad del CEMA, vol. 8(2), pages 1-19, November.
    • Néstor Gandelman, 2005. "Community tax evasion models: A stochastic dominance test," Journal of Applied Economics, Universidad del CEMA, vol. 8, pages 279-297, November.
  • Hilmer, Christiana E. & Holt, Matthew T., 2005. "Estimating Indirect Production Functions with a More General Specification: An Application of the Lewbel Model," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 37(3), pages 619-634, December.
    • Hilmer, Christiana E. & Holt, Matthew T., 2005. "Estimating Indirect Production Functions with a More General Specification: An Application of the Lewbel Model," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 37(3), pages 1-16, December.
  • Jason Allen, 2007. "Size matters: covariance matrix estimation under the alternative," Econometrics Journal, Royal Economic Society, vol. 10(3), pages 637-644, November.
    • Jason Allen, 2005. "Size Matters: Covariance Matrix Estimation Under the Alternative," Working Papers 1091, Queen's University, Department of Economics.
    • Allen, Jason, 2005. "Size Matters: Covariance Matrix Estimation Under the Alternative," Queen's Economics Department Working Papers 273567, Queen's University - Department of Economics.
  • Cohen-Cole, Ethan B. & Durlauf, Steven N. & Rondina, Giacomo, 2012. "Nonlinearities in growth: From evidence to policy," Journal of Macroeconomics, Elsevier, vol. 34(1), pages 42-58.
    • Cohen-Cole,E.B. & Durlauf,S.N. & Rondina,G., 2005. "Nonlinearities in growth : from evidence to policy," Working papers 9, Wisconsin Madison - Social Systems.
  • Marusia Ivanova, 2005. "Sales Forecasting Using Artificial Neural Networks," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 6, pages 60-81.
  • Fiona Atkins, 2005. "Financial Crises and Money Demand in Jamaica," Birkbeck Working Papers in Economics and Finance 0512, Birkbeck, Department of Economics, Mathematics & Statistics.
  • Hafedh Bouakez & Takashi Kano, 2006. "Learning-by-Doing or Habit Formation?," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 9(3), pages 508-524, July.
    • Takashi Kano & Hafedh Bouakez, 2005. "Learning-by-doing or Habit Formation?," Computing in Economics and Finance 2005 126, Society for Computational Economics.
    • Hafedh Bouakez & Takashi Kano, 2005. "Learning-by-Doing or Habit Formation?," Staff Working Papers 05-15, Bank of Canada.
    • Takashi Kano & Hafedh Bouakez, 2005. "Learning-by-Doing or Habit Formation?," 2005 Meeting Papers 513, Society for Economic Dynamics.
  • Dufour, Jean-Marie & Khalaf, Lynda & Kichian, Maral, 2006. "Inflation dynamics and the New Keynesian Phillips Curve: An identification robust econometric analysis," Journal of Economic Dynamics and Control, Elsevier, vol. 30(9-10), pages 1707-1727.
    • DUFOUR, Jean-Marie & KHALAF, Lynda & KICHIAN, Maral, 2005. "Inflation Dynamics and the New Keynesian Phillips Curve: An Identification Robust Econometric Analysis," Cahiers de recherche 22-2005, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
    • Jean-Marie Dufour & Lynda Khalaf & Maral Kichian, 2005. "Inflation Dynamics and the New Keynesian Phillips Curve: An Identification-Robust Econometric Analysis," Staff Working Papers 05-27, Bank of Canada.
    • DUFOUR, Jean-Marie Dufour & KHALAF, Lynda & KICHIAN, Maral, 2005. "Inflation dynamics and the New Keynesian Phillips Curve: an identification robust econometric analysis," Cahiers de recherche 2005-17, Universite de Montreal, Departement de sciences economiques.
    • Jean-Marie Dufour & Lynda Khalaf & Maral Kichian, 2005. "Inflation Dynamics and the New Keynesian Phillips Curve: an Identification Robust Econometric Analysis," CIRANO Working Papers 2005s-30, CIRANO.
  • Ali Dib & Louis Phaneuf, 2005. "Intertemporal Substitution in Macroeconomics: Evidence from a Two-Dimensional Labour Supply Model with Money," Staff Working Papers 05-30, Bank of Canada.
  • Marcello Pericoli, 2005. "Can option smiles forecast changes in interest rates? An application to the US, the UK and the euro area," Temi di discussione (Economic working papers) 545, Bank of Italy, Economic Research and International Relations Area.
  • Hernán Rincón & Édgar Caicedo & Norberto Rodríguez, 2007. "Exchange rate pass-through effects: A disaggregate analysis of Colombian imports of manufactured goods," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 25(54), pages 90-121, June.
    • Hernán Rincón & Édgar Caicedo & Norberto Rodríguez, 2007. "Exchange rate pass-through effects: a disaggregate analysis of Colombian imports of manufactured goods," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 25(54), pages 90-121, June.
    • Hernán Rincón & Edgar Caicedo & Norberto Rodríguez, 2005. "Exchange Rate Pass-Through Effects : A Disaggregate Analysis Of Colombian Imports Of Manufactured Goods," Borradores de Economia 2682, Banco de la Republica.
    • Hernán Rincón & Edgar Caicedo & Norberto Rodríguez, 2005. "Exchange Rate Pass-Through Effects: A Disaggregate Analysis of Colombian Imports of Manufactured Goods," Borradores de Economia 330, Banco de la Republica de Colombia.
  • Luis Fernando Melo Velandia & Oscar Reinaldo Becerra Camargo, 2005. "Medidas De Riesgo, Caracteristicas Y Técnicas De Medición: Una Aplicación Del Var Y El Es A La Tasa Interbancaria De Colombia," Borradores de Economia 3198, Banco de la Republica.
    • Luis Fernando Melo Velandia & Oscar reinaldo Becerra Camargo, 2005. "Medidas de Riesgo, Características y Técnicas de Medición: Una Aplicación del VAR y el ES a la Tasa Interbancaria de Colombia," Borradores de Economia 343, Banco de la Republica de Colombia.
  • Inoue, Atsushi & Rossi, Barbara, 2005. "Recursive Predictability Tests for Real-Time Data," Journal of Business & Economic Statistics, American Statistical Association, vol. 23, pages 336-345, July.
    • Rossi, Barbara & Inoue, Atsushi, 2003. "Recursive Predictability Tests for Real-Time Data," Working Papers 03-24, Duke University, Department of Economics.
  • Giacomini, Raffaella & Komunjer, Ivana, 2005. "Evaluation and Combination of Conditional Quantile Forecasts," Journal of Business & Economic Statistics, American Statistical Association, vol. 23, pages 416-431, October.
    • Giacomini, Raffaella & Komunjer, Ivana, 2002. "Evaluation and Combination of Conditional Quantile Forecasts," University of California at San Diego, Economics Working Paper Series qt4n99t4wz, Department of Economics, UC San Diego.
    • Raffaella Giacomini & Ivana Komunjer, 2003. "Evaluation and Combination of Conditional Quantile Forecasts," Boston College Working Papers in Economics 571, Boston College Department of Economics.
  • Franc Klaassen, 2005. "Long Swings in Exchange Rates: Are They Really in the Data?," Journal of Business & Economic Statistics, American Statistical Association, vol. 23, pages 87-95, January.
    • Klaassen, F.J.G.M., 1999. "Long Swings in Exchange Rates : Are They Really in the Data?," Discussion Paper 1999-08, Tilburg University, Center for Economic Research.
    • Klaassen, F.J.G.M., 1999. "Long Swings in Exchange Rates : Are They Really in the Data?," Other publications TiSEM a54d23f3-13a8-458c-9f80-2, Tilburg University, School of Economics and Management.
  • Fève, Patrick & Matheron, Julien, 2005. "Can the Kydland-Prescott Model Pass the Cogley-Nason Test?," IDEI Working Papers 350, Institut d'Économie Industrielle (IDEI), Toulouse.
    • Patrick Fève & Julien Matheron, 2005. "Can the Kydland--Prescott Model Pass the Cogley--Nason Test?," Working papers 125, Banque de France.
  • Grunspan, T., 2005. "The Fed and the Question of Financial Stability: An Empirical Investigation," Working papers 134, Banque de France.
  • Virmantas Kvedaras, 2005. "Explanation of Economic Growth Differences in the CEE Countries: Importance of the BOP Constraint," Baltic Journal of Economics, Baltic International Centre for Economic Policy Studies, vol. 5(2), pages 48-65, July.
  • Giuseppe Cavaliere & A. M. Robert Taylor, 2006. "Testing the Null of Co‐integration in the Presence of Variance Breaks," Journal of Time Series Analysis, Wiley Blackwell, vol. 27(4), pages 613-636, July.
    • Giuseppe Cavaliere & A M Robert Taylor, 2005. "Testing the Null of Co-integration in the Presence of Variance Breaks," Discussion Papers 05-10, Department of Economics, University of Birmingham.
  • Nikola Tarashev, 2005. "Structural models of default: lessons from firm-level data," BIS Quarterly Review, Bank for International Settlements, September.
  • Nikola A. Tarashev, 2008. "An Empirical Evaluation of Structural Credit-Risk Models," International Journal of Central Banking, International Journal of Central Banking, vol. 4(1), pages 1-53, March.
    • Nikola A. Tarashev, 2005. "An empirical evaluation of structural credit risk models," BIS Working Papers 179, Bank for International Settlements.
  • Gonzalo Camba‐Mendez & George Kapetanios, 2005. "Estimating the Rank of the Spectral Density Matrix," Journal of Time Series Analysis, Wiley Blackwell, vol. 26(1), pages 37-48, January.
    • Camba-Méndez, Gonzalo & Kapetanios, George, 2004. "Estimating the rank of the spectral density matrix," Working Paper Series 349, European Central Bank.
  • Q. Farooq Akram & Gunnar Bärdsen & Øyvind Eitrheim, 2006. "Monetary policy and asset prices: to respond or not?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 11(3), pages 279-292.
    • Gunnar Bårdsen & Q. Farooq Akram & Øyvind Eitrheim, 2005. "Monetary policy and asset prices: To respond or not?," Working Paper Series 5405, Department of Economics, Norwegian University of Science and Technology.
    • Q. Farook Akram & Gunnar Bårdsen & Øyvind Eitrheim, 2005. "Monetary policy and asset prices: To respond or not?," Working Paper 2005/9, Norges Bank.
  • Paloviita, Maritta, 2005. "The role of expectations in euro area inflation dynamics," Scientific Monographs, Bank of Finland, number 2005_032.
  • Maritta Paloviita, 2008. "Comparing alternative Phillips curve specifications: European results with survey-based expectations," Applied Economics, Taylor & Francis Journals, vol. 40(17), pages 2259-2270.
    • Paloviita, Maritta, 2005. "Comparing alternative Phillips curve specifications : European results with survey-based expectations," Research Discussion Papers 22/2005, Bank of Finland.
  • Christopher Martin & Costas Milas, 2009. "Uncertainty And Monetary Policy Rules In The United States," Economic Inquiry, Western Economic Association International, vol. 47(2), pages 206-215, April.
    • Christopher Martin & Costas Milas, 2005. "Uncertainty and Monetary Policy Rules in the United States," Keele Economics Research Papers KERP 2005/10, Centre for Economic Research, Keele University.
    • Christopher Martin & Costas Milas, 2005. "Uncertainty and Monetary Policy Rules in the United States," Economics and Finance Discussion Papers 05-22, Economics and Finance Section, School of Social Sciences, Brunel University.
  • Marc Baudry, 2005. "Les impôts locaux sont-ils gaspillés ?," Recherches économiques de Louvain, De Boeck Université, vol. 71(2), pages 143-173.
    • Marc BAUDRY, 2005. "Les impôts locaux sont-ils gaspillés?," Discussion Papers (REL - Recherches Economiques de Louvain) 2005021, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
    • Marc Baudry, 2005. "Les impôts locaux sont-ils gaspillés?," Post-Print halshs-00074782, HAL.
  • Doppelhofer, G. & Weeks, M., 2005. "Jointness of Growth Determinants," Cambridge Working Papers in Economics 0542, Faculty of Economics, University of Cambridge.
    • Gernot Doppelhofer & Melvyn Weeks, 2007. "Jointness of Growth Determinants," CESifo Working Paper Series 1978, CESifo.
  • Milton Barossi-Filho & Ricardo Gonçalves Silva & Eliezer Martins Diniz, 2005. "The empirics of the Solow growth model: Long-term evidence," Journal of Applied Economics, Universidad del CEMA, vol. 8, pages 31-51, May.
    • Milton Barossi-Filho & Ricardo Gonçalves Silva & Eliezer Martins Diniz, 2004. "The Empirics of the Solow Growth Model: Long-Term Evidence," GE, Growth, Math methods 0406001, University Library of Munich, Germany, revised 08 Oct 2005.
  • Néstor Gandelman, 2005. "Community Tax Evasion Models: A Stochastic Dominance Test," Journal of Applied Economics, Taylor & Francis Journals, vol. 8(2), pages 279-297, November.
    • Néstor Gandelman, 2005. "Community tax evasion models: A stochastic dominance test," Journal of Applied Economics, Universidad del CEMA, vol. 8, pages 279-297, November.
    • Gandelman, Nestor, 2005. "Community Tax Evasion Models: A Stochastic Dominance Test," Journal of Applied Economics, Universidad del CEMA, vol. 8(2), pages 1-19, November.
  • Patton, Andrew J. & Timmermann, Allan, 2005. "Testable implications of forecast optimality," LSE Research Online Documents on Economics 6834, London School of Economics and Political Science, LSE Library.
    • Andrew J. Patton & Allan Timmermann, 2005. "Testable Implications of Forecast Optimality," STICERD - Econometrics Paper Series 485, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  • Donkers, Bas & Schafgans, Marcia M. A., 2005. "A method of moments estimator for semiparametric index models," LSE Research Online Documents on Economics 6815, London School of Economics and Political Science, LSE Library.
    • Bas Donkers & Marcia M Schafgans, 2005. "A method of moments estimator for semiparametric index models," STICERD - Econometrics Paper Series 493, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  • Martin Fukac, 2005. "Inflation Expectations in the Czech Interbank Market," CERGE-EI Working Papers wp253, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
  • Dufour, Jean-Marie, 2006. "Monte Carlo tests with nuisance parameters: A general approach to finite-sample inference and nonstandard asymptotics," Journal of Econometrics, Elsevier, vol. 133(2), pages 443-477, August.
    • DUFOUR, Jean-Marie, 2005. "Monte Carlo Tests with Nuisance Parameters: A General Approach to Finite-Sample Inference and Nonstandard Asymptotics," Cahiers de recherche 2005-03, Universite de Montreal, Departement de sciences economiques.
    • Jean-Marie Dufour, 2005. "Monte Carlo tests with nuisance parameters: a general approach to finite-sample inference and non-standard asymptotics," CIRANO Working Papers 2005s-02, CIRANO.
    • DUFOUR, Jean-Marie, 2005. "Monte Carlo Tests with Nuisance Parameters: A General Approach to Finite-Sample Inference and Nonstandard Asymptotics," Cahiers de recherche 03-2005, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  • Dufour, Jean-Marie & Farhat, Abdeljelil & Khalaf, Lynda, 2020. "Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression," L'Actualité Economique, Société Canadienne de Science Economique, vol. 96(4), pages 545-566, Décembre.
    • Dufour, Jean-Marie & Farhat, Abdeljelil & Khalaf, Lynda & Dufour, Jean-Marie, 2004. "Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression," L'Actualité Economique, Société Canadienne de Science Economique, vol. 80(2), pages 501-522, Juin-Sept.
    • DUFOUR, Jean-Marie & FARHAT, Abdeljelil & KHALAF, Lynda, 2005. "Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression," Cahiers de recherche 07-2005, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
    • Jean-Marie Dufour & Abdeljelil Farhat & Lynda Khalaf, 2005. "Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression," CIRANO Working Papers 2005s-05, CIRANO.
    • DUFOUR, Jean-Marie & FARHAT, Abdekjelik & KHALAF, Lynda, 2005. "Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression," Cahiers de recherche 2005-07, Universite de Montreal, Departement de sciences economiques.
  • Dufour, Jean-Marie & Khalaf, Lynda & Kichian, Maral, 2006. "Inflation dynamics and the New Keynesian Phillips Curve: An identification robust econometric analysis," Journal of Economic Dynamics and Control, Elsevier, vol. 30(9-10), pages 1707-1727.
    • DUFOUR, Jean-Marie & KHALAF, Lynda & KICHIAN, Maral, 2005. "Inflation Dynamics and the New Keynesian Phillips Curve: An Identification Robust Econometric Analysis," Cahiers de recherche 22-2005, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
    • Jean-Marie Dufour & Lynda Khalaf & Maral Kichian, 2005. "Inflation Dynamics and the New Keynesian Phillips Curve: an Identification Robust Econometric Analysis," CIRANO Working Papers 2005s-30, CIRANO.
    • DUFOUR, Jean-Marie Dufour & KHALAF, Lynda & KICHIAN, Maral, 2005. "Inflation dynamics and the New Keynesian Phillips Curve: an identification robust econometric analysis," Cahiers de recherche 2005-17, Universite de Montreal, Departement de sciences economiques.
    • Jean-Marie Dufour & Lynda Khalaf & Maral Kichian, 2005. "Inflation Dynamics and the New Keynesian Phillips Curve: An Identification-Robust Econometric Analysis," Staff Working Papers 05-27, Bank of Canada.
  • Raffaella Giacomini & Barbara Rossi, 2009. "Detecting and Predicting Forecast Breakdowns," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 76(2), pages 669-705.
    • Raffella Giacomini & Barbara Rossi, 2005. "Detecting and Predicting Forecast Breakdowns," UCLA Economics Working Papers 845, UCLA Department of Economics.
    • Giacomini, Raffaella & Rossi, Barbara, 2006. "Detecting and predicting forecast breakdowns," Working Paper Series 638, European Central Bank.
    • Rossi, Barbara & Giacomini, Raffaella, 2006. "Detecting and Predicting Forecast Breakdowns," Working Papers 06-01, Duke University, Department of Economics.
  • Martin Melecký & Luboš Komárek, 2007. "The Behavioral Equilibrium Exchange Rate of the Czech Koruna," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), vol. 14(1), pages 105-121, May.
    • Martin Melecky & Lubos Komarek, 2005. "The Behavioral Equilibrium Exchange Rate of the Czech Koruna," International Finance 0504010, University Library of Munich, Germany.
    • Lubos Komarek & Martin Melecky, 2005. "The Behavioural Equilibrium Exchange Rate of the Czech Koruna," Working Papers 2005/05, Czech National Bank, Research and Statistics Department.
  • Hernán Rincón & Édgar Caicedo & Norberto Rodríguez, 2007. "Exchange rate pass-through effects: A disaggregate analysis of Colombian imports of manufactured goods," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 25(54), pages 90-121, June.
    • Hernán Rincón & Édgar Caicedo & Norberto Rodríguez, 2007. "Exchange rate pass-through effects: a disaggregate analysis of Colombian imports of manufactured goods," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 25(54), pages 90-121, June.
    • Hernán Rincón & Edgar Caicedo & Norberto Rodríguez, 2005. "Exchange Rate Pass-Through Effects: A Disaggregate Analysis of Colombian Imports of Manufactured Goods," Borradores de Economia 330, Banco de la Republica de Colombia.
    • Hernán Rincón & Edgar Caicedo & Norberto Rodríguez, 2005. "Exchange Rate Pass-Through Effects : A Disaggregate Analysis Of Colombian Imports Of Manufactured Goods," Borradores de Economia 2682, Banco de la Republica.
  • Luis Fernando Melo Velandia & Oscar reinaldo Becerra Camargo, 2005. "Medidas de Riesgo, Características y Técnicas de Medición: Una Aplicación del VAR y el ES a la Tasa Interbancaria de Colombia," Borradores de Economia 343, Banco de la Republica de Colombia.
    • Luis Fernando Melo Velandia & Oscar Reinaldo Becerra Camargo, 2005. "Medidas De Riesgo, Caracteristicas Y Técnicas De Medición: Una Aplicación Del Var Y El Es A La Tasa Interbancaria De Colombia," Borradores de Economia 3198, Banco de la Republica.
  • Julio César Alonso & Carlos Patino, 2005. "¿Crecer para exportar o exportar para crecer?," Borradores de Economía y Finanzas 3793, Universidad Icesi.
  • Jorge Barrientos Marín, 2005. "A note on the Bandwidth choice when the null hypothesis is semiparametric," Revista de Economía del Rosario, Universidad del Rosario, December.
  • Diego Mauricio Vásquez & Luis Fernando Melo, 2005. "Estimación de la estructura a plazos de las tasas de interés en Colombia por medio del método de funciones B-spline cúbicas," Revista de Economía del Rosario, Universidad del Rosario, June.
    • Diego Mauricio Vásuez & Luis Fernando Melo, 2002. "Estimación de la Estructura a Plazos de las Tasas de Interés en Colombia por Medio del Método de Funciones B-Spline Cúbicas," Borradores de Economia 210, Banco de la Republica de Colombia.
    • Diego Mauricio Vásquez E. & Luis Fernando Melo Velandia, 2002. "Estimación De La Estructura A Plazo De Las Tasas De Interés En Colombia Por Medio Del Método De Funciones B-Spline Cúbicas," Borradores de Economia 2595, Banco de la Republica.
  • Héctor Mauricio Nunez Amortegui, 2005. "Una evaluación de los pronósticos de inflación en Colombia bajo el esquema de inflación objetivo," Revista de Economía del Rosario, Universidad del Rosario, December.
  • Arie Preminger & Shinichi Sakata, 2007. "A model selection method for S-estimation," Econometrics Journal, Royal Economic Society, vol. 10(2), pages 294-319, July.
    • PREMINGER, Arie & SAKATA, Shinichi, 2005. "A model selection method for S-estimation," LIDAM Discussion Papers CORE 2005073, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Mencia, Javier F. & Sentana, Enrique, 2004. "Estimation and testing of dynamic models with generalised hyperbolic innovations," LSE Research Online Documents on Economics 24742, London School of Economics and Political Science, LSE Library.
    • Sentana, Enrique & Mencía, Javier, 2005. "Estimation and Testing of Dynamic Models with Generalized Hyperbolic Innovations," CEPR Discussion Papers 5177, C.E.P.R. Discussion Papers.
    • Enrique Sentana, 2004. "Estimation and Testing of Dynamic Models with Generalised Hyperbolic Innovations," FMG Discussion Papers dp502, Financial Markets Group.
    • F. Javier Mencía & Enrique Sentana, 2004. "Estimation and Testing of Dynamic Models with Generalised Hyperbolic Innovations," Working Papers wp2004_0411, CEMFI.
  • Sungbae An & Frank Schorfheide, 2007. "Bayesian Analysis of DSGE Models," Econometric Reviews, Taylor & Francis Journals, vol. 26(2-4), pages 113-172.
    • Schorfheide, Frank & An, Sungbae, 2005. "Bayesian Analysis of DSGE Models," CEPR Discussion Papers 5207, C.E.P.R. Discussion Papers.
    • Sungbae An & Frank Schorfheide, 2006. "Bayesian analysis of DSGE models," Working Papers 06-5, Federal Reserve Bank of Philadelphia.
  • Jana Eklund & Sune Karlsson, 2007. "Forecast Combination and Model Averaging Using Predictive Measures," Econometric Reviews, Taylor & Francis Journals, vol. 26(2-4), pages 329-363.
    • Eklund, Jana & Karlsson, Sune, 2005. "Forecast Combination and Model Averaging using Predictive Measures," Working Paper Series 191, Sveriges Riksbank (Central Bank of Sweden).
    • Eklund, Jana & Karlsson, Sune, 2005. "Forecast Combination and Model Averaging Using Predictive Measures," CEPR Discussion Papers 5268, C.E.P.R. Discussion Papers.
  • M. Hashem Pesaran & Paolo Zaffaroni, 2004. "Model Averaging and Value-at-Risk Based Evaluation of Large Multi Asset Volatility Models for Risk Management," CESifo Working Paper Series 1358, CESifo.
    • Pesaran, M. Hashem & Zaffaroni, Paolo, 2005. "Model Averaging and Value-at-Risk Based Evaluation of Large Multi-Asset Volatility Models for Risk Management," CEPR Discussion Papers 5279, C.E.P.R. Discussion Papers.
    • M. Hashem Pesaran & Paolo Zaffaroni, 2004. "Model Averaging and Value-at-Risk based Evaluation of Large Multi Asset Volatility Models for Risk Management," IEPR Working Papers 04.3, Institute of Economic Policy Research (IEPR).
    • Hashem Pesaran & Paolo Zaffaroni & Banca d'Italia), 2004. "Model Averaging and Value-at-Risk based Evaluation of Large Multi Asset Volatility Models for Risk Management," Money Macro and Finance (MMF) Research Group Conference 2004 101, Money Macro and Finance Research Group.
  • Kilian, Lutz & Inoue, Atsushi, 2005. "How Useful is Bagging in Forecasting Economic Time Series? A Case Study of US CPI Inflation," CEPR Discussion Papers 5304, C.E.P.R. Discussion Papers.
  • Schaffer, Mark & Kleck, Gary & Kovandzic, Tomislav, 2005. "Gun Prevalence, Homicide Rates and Causality: A GMM Approach to Endogeneity Bias," CEPR Discussion Papers 5357, C.E.P.R. Discussion Papers.
  • Loss, Frederic & Malavolti-Grimal, Estelle & Verge, Thibaud & Berges-Sennou, Fabian, 2008. "European competition policy modernization: From notifications to legal exception," European Economic Review, Elsevier, vol. 52(1), pages 77-98, January.
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  • Marc Baudry, 2005. "Les impôts locaux sont-ils gaspillés ?," Recherches économiques de Louvain, De Boeck Université, vol. 71(2), pages 143-173.
    • Marc Baudry, 2005. "Les impôts locaux sont-ils gaspillés?," Post-Print halshs-00074782, HAL.
    • Marc BAUDRY, 2005. "Les impôts locaux sont-ils gaspillés?," Discussion Papers (REL - Recherches Economiques de Louvain) 2005021, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  • Pesaran, Hashem & Timmermann, Allan, 2005. "Real-Time Econometrics," Econometric Theory, Cambridge University Press, vol. 21(1), pages 212-231, February.
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    • Pesaran, M. Hashem & Timmermann, Allan, 2004. "Real Time Econometrics," IZA Discussion Papers 1108, Institute of Labor Economics (IZA).
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  • Rossi, Barbara, 2005. "Optimal Tests For Nested Model Selection With Underlying Parameter Instability," Econometric Theory, Cambridge University Press, vol. 21(5), pages 962-990, October.
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    • Ulrich Fritsche & Joerg Doepke, 2006. "Forecast errors and the macroeconomy — a non-linear relationship?," Macroeconomics and Finance Series 200602, University of Hamburg, Department of Socioeconomics.
  • Olivier Bargain & Marco Caliendo & Peter Haan & Kristian Orsini, 2005. "'Making Work Pay' in a Rationed Labour Market: The Mini-Job Reform in Germany," Discussion Papers of DIW Berlin 536, DIW Berlin, German Institute for Economic Research.
  • McKenzie, Margaret, 2005. "Privatisation and economic growth: the shorthand of a long process," Working Papers eco_2005_21, Deakin University, Department of Economics.
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  • Nicolien Schermer, 2005. "The Synchronisation of European Labour Markets: An Analysis Using Aggregate Philips Curves," DNB Working Papers 076, Netherlands Central Bank, Research Department.
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  • Godfrey Keller & Sven Rady & Martin Cripps, 2005. "Strategic Experimentation with Exponential Bandits," Econometrica, Econometric Society, vol. 73(1), pages 39-68, January.
    • Godfrey Keller & Martin Cripps & Olin School of Business & Washington University & Sven Rady & Department of Economics & University of Munich, 2003. "Strategic Experimentation with Exponential Bandits," Economics Series Working Papers 143, University of Oxford, Department of Economics.
    • Cripps, Martin & Keller, Godfrey & Rady, Sven, 2003. "Strategic Experimentation with Exponential Bandits," Discussion Papers in Economics 4, University of Munich, Department of Economics.
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  • Joseph P. Romano & Michael Wolf, 2005. "Stepwise Multiple Testing as Formalized Data Snooping," Econometrica, Econometric Society, vol. 73(4), pages 1237-1282, July.
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  • Andrés Romeu & Marcos Vera-Hernández, 2005. "Counts with an endogenous binary regressor: A series expansion approach," Econometrics Journal, Royal Economic Society, vol. 8(1), pages 1-22, March.
    • Andrés Romeu & Marcos Vera-Hernández, 2004. "Counts With An Endogenous Binary Regressor: A Series Expansion Approach," Working Papers. Serie AD 2004-36, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
  • Moyen, Stephane & Sahuc, Jean-Guillaume, 2005. "Incorporating labour market frictions into an optimising-based monetary policy model," Economic Modelling, Elsevier, vol. 22(1), pages 159-186, January.
    • Stéphane Moyen & Jean-Guillaume Sahuc, 2003. "Incorporating Labour Market Frictions into an Optimizing Based Monetary Policy Model," Documents de recherche 03-03, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne.
    • Stéphane Moyen & Jean-Guillaume Sahuc, 2005. "Incorporating Labour Market Frictions into an Optimising-Based Monetary Policy Model," Post-Print hal-01612715, HAL.
    • Moyen, S. & Sahuc, J-G., 2004. "Incorporating Labour Market Frictions into an Optimising-Based Monetary Policy Model," Working papers 105, Banque de France.
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  • Funke, Michael & Niebuhr, Annekatrin, 2005. "Threshold effects and regional economic growth--evidence from West Germany," Economic Modelling, Elsevier, vol. 22(1), pages 61-80, January.
    • Funke, Michael & Niebuhr, Annekatrin, 2001. "Threshold Effects and Regional Economic Growth - Evidence from West Germany," Discussion Paper Series 26141, Hamburg Institute of International Economics.
    • Michael Funke & Annekatrin Niebuhr, 2005. "Threshold Effects and Regional Economic Growth-Evidence from West Germany," Quantitative Macroeconomics Working Papers 20503, Hamburg University, Department of Economics.
    • Funke, Michael & Niebuhr, Annekatrin, 2001. "Threshold effects and regional economic growth – Evidence from West Germany," HWWA Discussion Papers 136, Hamburg Institute of International Economics (HWWA).
    • Michael Funke & Annekatrin Niebuhr, 2005. "Threshold Effects and Regional Economic Growth-Evidence from West Germany," Quantitative Macroeconomics Working Papers 20501, Hamburg University, Department of Economics.
    • Michael Funke & Annekatrin Niebuhr, 2002. "Threshold Effects and Regional Economic Growth – Evidence from West Germany," CESifo Working Paper Series 690, CESifo.
  • Brissimis, Sophocles N. & Magginas, Nicholas S., 2005. "Changes in financial structure and asset price substitutability: A test of the bank lending channel," Economic Modelling, Elsevier, vol. 22(5), pages 879-904, September.
    • Sophocles N. Brissimis & Nicholas S. Magginas, 2003. "Changes in Financial Structure and Asset Price Substitutability: A Test of the Bank Lending Channel," Working Papers 05, Bank of Greece.
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  • Madsen, Jakob B. & Milas, Costas, 2005. "The price-dividend relationship in inflationary and deflationary regimes," Finance Research Letters, Elsevier, vol. 2(4), pages 260-269, December.
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    • Jakob Madsen & Costas Milas, 2005. "The Price-Dividend Relationship In Inflationary And Deflationary Regimes," Econometrics 0506002, University Library of Munich, Germany.
    • Jakob B Madsen & Costas Milas, 2005. "The price-dividend relationship in inflationary and deflationary regimes," Keele Economics Research Papers KERP 2005/09, Centre for Economic Research, Keele University.
  • Bams, Dennis & Lehnert, Thorsten & Wolff, Christian C.P., 2005. "An evaluation framework for alternative VaR-models," Journal of International Money and Finance, Elsevier, vol. 24(6), pages 944-958, October.
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  • Dufourt, Frederic, 2005. "Demand and productivity components of business cycles: Estimates and implications," Journal of Monetary Economics, Elsevier, vol. 52(6), pages 1089-1105, September.
    • Dufourt, 2005. "Demand and productivity components of business cycles: Estimates and implications," Macroeconomics 0501013, University Library of Munich, Germany, revised 09 Nov 2005.
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  • Linde, Jesper, 2005. "Estimating New-Keynesian Phillips curves: A full information maximum likelihood approach," Journal of Monetary Economics, Elsevier, vol. 52(6), pages 1135-1149, September.
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  • Bas Donkers & Marcia M Schafgans, 2005. "A method of moments estimator for semiparametric index models," STICERD - Econometrics Paper Series 493, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
    • Donkers, Bas & Schafgans, Marcia M. A., 2005. "A method of moments estimator for semiparametric index models," LSE Research Online Documents on Economics 6815, London School of Economics and Political Science, LSE Library.
  • Andrew J. Patton & Allan Timmermann, 2005. "Testable Implications of Forecast Optimality," STICERD - Econometrics Paper Series 485, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
    • Patton, Andrew J. & Timmermann, Allan, 2005. "Testable implications of forecast optimality," LSE Research Online Documents on Economics 6834, London School of Economics and Political Science, LSE Library.
  • Timotheos Angelidis & Stavros Degiannakis, 2005. "Modeling risk for long and short trading positions," Journal of Risk Finance, Emerald Group Publishing Limited, vol. 6(3), pages 226-238, July.
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  • Strachan, R.W. & van Dijk, H.K., 2005. "Weakly informative priors and well behaved Bayes factors," Econometric Institute Research Papers EI 2005-40, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Boer-Sorban, K. & de Bruin, A. & Kaymak, U., 2005. "On the Design of Artificial Stock Markets," ERIM Report Series Research in Management ERS-2005-001-LIS, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
  • Bryan, Mark L. & Jenkins, Stephen P., 2013. "Regression Analysis of Country Effects Using Multilevel Data: A Cautionary Tale," IZA Discussion Papers 7583, Institute of Labor Economics (IZA).
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  • Eric Jondeau & Jean-Guillaume Sahuc, 2005. "Testing Heterogeneity within the Euro Area Using a Structural Multi-Country Model," Documents de recherche 05-06, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne.
  • Fabrice Gilles, 2005. "Following the High Road or Not: What Does It Imply for Firms As to WTR Implementation," Documents de recherche 05-23, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne.
  • António Caleiro, 2005. "Crescimento Económico e Ciclos Partidários: Uma Clarificação da Relação Existente," Economics Working Papers 15_2005, University of Évora, Department of Economics (Portugal).
  • Michael Rockinger & Maria Semenova, 2005. "Estimation of Jump-Diffusion Process vis Empirical Characteristic Function," FAME Research Paper Series rp150, International Center for Financial Asset Management and Engineering.
  • Philippe HUBER & Olivier SCAILLET & Maria-Pia VICTORIA-FESER, 2005. "A latent factor model for ordinal data to measure multivariate predictive ability of financial market movements," FAME Research Paper Series rp159, International Center for Financial Asset Management and Engineering.
  • Martin Fukaè, 2005. "Do the Measurements of Financial Market Inflation Expectations Yield Relevant Macroeconomic Information?," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 55(7-8), pages 344-362, July.
  • Matteo Manera, 2006. "Modelling factor demands with SEM and VAR: an empirical comparison," Journal of Productivity Analysis, Springer, vol. 26(2), pages 121-146, October.
    • Matteo Manera, 2005. "Modeling Factor Demands with SEM and VAR: An Empirical Comparison," Working Papers 2005.47, Fondazione Eni Enrico Mattei.
  • Salgado, Maria José S. & Garcia, Márcio G. P. & Medeiros, Marcelo C., 2005. "Monetary Policy During Brazil´s Real Plan: Estimating the Central Bank´s Reaction Function," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 59(1), January.
    • Maria José Salgado & Márcio Gomes Pinto Garcia & Marcelo C. Medeiros, 2001. "Monetary policy during Brazil´s Real Plan: estimating the Central Bank´s reaction function," Textos para discussão 444, Department of Economics PUC-Rio (Brazil).
  • Bollerslev, Tim & Gibson, Michael & Zhou, Hao, 2011. "Dynamic estimation of volatility risk premia and investor risk aversion from option-implied and realized volatilities," Journal of Econometrics, Elsevier, vol. 160(1), pages 235-245, January.
    • Tim Bollerslev & Michael S. Gibson & Hao Zhou, 2005. "Dynamic estimation of volatility risk premia and investor risk aversion from option-implied and realized volatilities," Proceedings, Board of Governors of the Federal Reserve System (U.S.).
    • Tim Bollerslev & Michael S. Gibson & Hao Zhou, 2004. "Dynamic estimation of volatility risk premia and investor risk aversion from option-implied and realized volatilities," Finance and Economics Discussion Series 2004-56, Board of Governors of the Federal Reserve System (U.S.).
    • Tim Bollerslev & Michael Gibson & Hao Zhou, 2007. "Dynamic Estimation of Volatility Risk Premia and Investor Risk Aversion from Option-Implied and Realized Volatilities," CREATES Research Papers 2007-16, Department of Economics and Business Economics, Aarhus University.
  • Marina Turuntseva & Sergey Drobyshevsky & Pavel Kadochnnikov, 2005. "Some approachs to forecasting economic indicators," Research Paper Series, Gaidar Institute for Economic Policy, issue 89P, pages 195-195.
  • Michael Groemling, 2005. "Konjunkturprognosen – Verfahren, Erfolgskontrolle und Prognosefehler," Departmental Discussion Papers 123, University of Goettingen, Department of Economics.
  • Tam Bang Vu, 2005. "Mankiw's Puzzle on Consumer Durables: A Misspecification," Working Papers 200515, University of Hawaii at Manoa, Department of Economics.
  • Moyen, Stephane & Sahuc, Jean-Guillaume, 2005. "Incorporating labour market frictions into an optimising-based monetary policy model," Economic Modelling, Elsevier, vol. 22(1), pages 159-186, January.
    • Stéphane Moyen & Jean-Guillaume Sahuc, 2003. "Incorporating Labour Market Frictions into an Optimizing Based Monetary Policy Model," Documents de recherche 03-03, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne.
    • Stéphane Moyen & Jean-Guillaume Sahuc, 2005. "Incorporating Labour Market Frictions into an Optimising-Based Monetary Policy Model," Post-Print hal-01612715, HAL.
    • Moyen, S. & Jean-Guillaume Sahuc, 2004. "Incorporating Labour Market Frictions into an Optimising-Based Monetary Policy Model," Working papers 105, Banque de France.
    • Stéphane Moyen & Jean-Guillaume Sahuc, 2005. "Incorporating labour market frictions into an optimising-based monetary policy model," Post-Print hal-02877999, HAL.
  • Moyen, Stephane & Sahuc, Jean-Guillaume, 2005. "Incorporating labour market frictions into an optimising-based monetary policy model," Economic Modelling, Elsevier, vol. 22(1), pages 159-186, January.
    • Stéphane Moyen & Jean-Guillaume Sahuc, 2003. "Incorporating Labour Market Frictions into an Optimizing Based Monetary Policy Model," Documents de recherche 03-03, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne.
    • Stéphane Moyen & Jean-Guillaume Sahuc, 2005. "Incorporating labour market frictions into an optimising-based monetary policy model," Post-Print hal-02877999, HAL.
    • Stéphane Moyen & Jean-Guillaume Sahuc, 2005. "Incorporating Labour Market Frictions into an Optimising-Based Monetary Policy Model," Post-Print hal-01612715, HAL.
    • Moyen, S. & Jean-Guillaume Sahuc, 2004. "Incorporating Labour Market Frictions into an Optimising-Based Monetary Policy Model," Working papers 105, Banque de France.
  • Xavier Fairise & Patrick Fève, 2006. "Labor adjustment costs and complex eigenvalues," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 29(1), pages 95-110, September.
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  • Marc Baudry, 2005. "Les impôts locaux sont-ils gaspillés ?," Recherches économiques de Louvain, De Boeck Université, vol. 71(2), pages 143-173.
    • Marc BAUDRY, 2005. "Les impôts locaux sont-ils gaspillés?," Discussion Papers (REL - Recherches Economiques de Louvain) 2005021, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
    • Marc Baudry, 2005. "Les impôts locaux sont-ils gaspillés?," Post-Print halshs-00074782, HAL.
  • Funke, Michael & Niebuhr, Annekatrin, 2005. "Threshold effects and regional economic growth--evidence from West Germany," Economic Modelling, Elsevier, vol. 22(1), pages 61-80, January.
    • Funke, Michael & Niebuhr, Annekatrin, 2001. "Threshold Effects and Regional Economic Growth - Evidence from West Germany," Discussion Paper Series 26141, Hamburg Institute of International Economics.
    • Michael Funke & Annekatrin Niebuhr, 2005. "Threshold Effects and Regional Economic Growth-Evidence from West Germany," Quantitative Macroeconomics Working Papers 20503, Hamburg University, Department of Economics.
    • Michael Funke & Annekatrin Niebuhr, 2005. "Threshold Effects and Regional Economic Growth-Evidence from West Germany," Quantitative Macroeconomics Working Papers 20501, Hamburg University, Department of Economics.
    • Michael Funke & Annekatrin Niebuhr, 2002. "Threshold Effects and Regional Economic Growth – Evidence from West Germany," CESifo Working Paper Series 690, CESifo.
    • Funke, Michael & Niebuhr, Annekatrin, 2001. "Threshold effects and regional economic growth – Evidence from West Germany," HWWA Discussion Papers 136, Hamburg Institute of International Economics (HWWA).
  • I. Sebastian Buhai & Coen N. Teulings, 2014. "Tenure Profiles and Efficient Separation in a Stochastic Productivity Model," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 32(2), pages 245-258, April.
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    • Coen N. Teulings & Sebastian Buhai, 2013. "Tenure Profiles and Efficient Separation in a Stochastic Productivity Model," Discussion Papers 7, Central European Labour Studies Institute (CELSI).
    • Teulings, Coen & Buhai, Ioan Sebastian, 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.
    • 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.
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  • Annastiina Silvennoinen & Timo Teräsvirta, 2005. "Multivariate Autoregressive Conditional Heteroskedasticity with Smooth Transitions in Conditional Correlations," Research Paper Series 168, Quantitative Finance Research Centre, University of Technology, Sydney.
    • Silvennoinen, Annastiina & Teräsvirta, Timo, 2005. "Multivariate Autoregressive Conditional Heteroskedasticity with Smooth Transitions in Conditional Correlations," SSE/EFI Working Paper Series in Economics and Finance 577, Stockholm School of Economics, revised 01 Oct 2005.
  • He, Changli & Sandberg, Rickard, 2005. "Testing Parameter Constancy in Unit Root Autoregressive Models Against Continuous Change," SSE/EFI Working Paper Series in Economics and Finance 579, Stockholm School of Economics, revised 08 Feb 2005.
  • He, Changli & Sandberg, Rickard, 2005. "Dickey-Fuller Type of Tests against Nonlinear Dynamic Models," SSE/EFI Working Paper Series in Economics and Finance 580, Stockholm School of Economics.
  • He, Changli & Sandberg, Rickard, 2005. "Inference for Unit Roots in a Panel Smooth Transition Autoregressive Model where the Time Dimension is Fixed," SSE/EFI Working Paper Series in Economics and Finance 581, Stockholm School of Economics, revised 18 Feb 2005.
  • He, Changli & Sandberg, Rickard, 2005. "Testing for Unit Roots in Nonlinear Dynamic Heterogeneous Panels," SSE/EFI Working Paper Series in Economics and Finance 582, Stockholm School of Economics.
  • Teräsvirta, Timo, 2005. "Univariate nonlinear time series models," SSE/EFI Working Paper Series in Economics and Finance 593, Stockholm School of Economics.
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    • González, Andrés & Teräsvirta, Timo, 2005. "Simulation-based finite-sample linearity test against smooth transition models," SSE/EFI Working Paper Series in Economics and Finance 603, Stockholm School of Economics.
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    • González, Andrés & Teräsvirta, Timo & van Dijk, Dick & Yang, Yukai, 2005. "Panel Smooth Transition Regression Models," SSE/EFI Working Paper Series in Economics and Finance 604, Stockholm School of Economics, revised 11 Oct 2017.
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  • Drake, Leigh & Hall, Maximilian J.B. & Simper, Richard, 2006. "The impact of macroeconomic and regulatory factors on bank efficiency: A non-parametric analysis of Hong Kong's banking system," Journal of Banking & Finance, Elsevier, vol. 30(5), pages 1443-1466, May.
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  • Andi Irawan, 2005. "ANALISIS PERILAKU INSTABILITAS, PERGERAKAN HARGA, EMPLOYMENT DAN INVESTASI DI DALAM SEKTOR PERTANIAN INDONESIA: Aplikasi Vector Error Correction Model," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 8(1), pages 1-38, June.
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    • Olivier Bargain, 2007. "On Modeling Household Labor Supply With Taxation," Working Papers 200711, School of Economics, University College Dublin.
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  • Zhao, Zhong, 2008. "Sensitivity of propensity score methods to the specifications," Economics Letters, Elsevier, vol. 98(3), pages 309-319, March.
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  • Achim Zeileis & Friedrich Leisch & Christian Kleiber & Kurt Hornik, 2005. "Monitoring structural change in dynamic econometric models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(1), pages 99-121, January.
    • Kurt Hornik & Friedrich Leisch & Christian Kleiber & Achim Zeileis, 2005. "Monitoring structural change in dynamic econometric models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(1), pages 99-121.
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  • Langmantel Erich, 2005. "Identifying the German Inventory Cycle: A Multivariate Structural Time Series Approach Using Survey Data," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 225(6), pages 675-687, December.
  • Subrata Ghatak & Alan Mulhern & Chris Stewart, 2005. "Regional Development of Small Firms in Poland," Economic Change and Restructuring, Springer, vol. 38(2), pages 129-146, June.
    • Ghatak, Subrata & Mulhern, Alan & Stewart, Chris, 2003. "Regional Development of Small Firms in Poland," Economics Discussion Papers 2003-5, School of Economics, Kingston University London.
  • Dario Cziráky & Sanja Tišma & Anamarija Pisarović, 2005. "Determinants of the Low SME Loan Approval Rate in Croatia," Small Business Economics, Springer, vol. 25(4), pages 347-372, November.
  • Gabriella Legrenzi, 2005. "Asymmetries in the Growth of Governments," Keele Economics Research Papers KERP 2005/03, Centre for Economic Research, Keele University.
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    • Gabriella Legrenzi & Costas Milas, 2005. "Non-linear adjustments in fiscal policy," Keele Economics Research Papers KERP 2005/04, Centre for Economic Research, Keele University.
  • Milas Costas & Legrenzi Gabriella, 2006. "Non-linear Real Exchange Rate Effects in the UK Labour Market," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 10(1), pages 1-34, March.
    • Gabriella Legrenzi & Costas Milas, 2004. "Non-linear real exchange rate effects in the UK labour market," International Finance 0411007, University Library of Munich, Germany.
    • Gabriella Legrenzi & Costas Milas, 2005. "Non-linear real exchange rate effects in the UK labour market," Keele Economics Research Papers KERP 2005/08, Centre for Economic Research, Keele University.
    • Gabriella Legrenzi & Costas Milas, 2005. "Non-linear real exchange rate effects in the UK labour market," Macroeconomics 0507019, University Library of Munich, Germany.
  • Madsen, Jakob B. & Milas, Costas, 2005. "The price-dividend relationship in inflationary and deflationary regimes," Finance Research Letters, Elsevier, vol. 2(4), pages 260-269, December.
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    • Jakob B Madsen & Costas Milas, 2005. "The price-dividend relationship in inflationary and deflationary regimes," Keele Economics Research Papers KERP 2005/09, Centre for Economic Research, Keele University.
    • Jakob Madsen & Costas Milas, 2005. "The Price-Dividend Relationship In Inflationary And Deflationary Regimes," Econometrics 0506002, University Library of Munich, Germany.
  • Christopher Martin & Costas Milas, 2009. "Uncertainty And Monetary Policy Rules In The United States," Economic Inquiry, Western Economic Association International, vol. 47(2), pages 206-215, April.
    • Christopher Martin & Costas Milas, 2005. "Uncertainty and Monetary Policy Rules in the United States," Economics and Finance Discussion Papers 05-22, Economics and Finance Section, School of Social Sciences, Brunel University.
    • Christopher Martin & Costas Milas, 2005. "Uncertainty and Monetary Policy Rules in the United States," Keele Economics Research Papers KERP 2005/10, Centre for Economic Research, Keele University.
  • Christopher Martin & Costas Milas, 2004. "Uncertainty and UK Monetary Policy," Money Macro and Finance (MMF) Research Group Conference 2004 65, Money Macro and Finance Research Group.
    • Christopher Martin & Costas Milas, 2005. "Uncertainty and UK Monetary Policy," Keele Economics Research Papers KERP 2005/11, Centre for Economic Research, Keele University.
    • Martin, C. & Milas, C., 2004. "Uncertainty and UK Monetary Policy," Working Papers 04/05, Department of Economics, City University London.
    • Christopher Martin & Costas Milas, 2004. "Uncertainty and UK Monetary Policy," Economics and Finance Discussion Papers 04-11, Economics and Finance Section, School of Social Sciences, Brunel University.
    • Christopher Martin & Costas Milas, 2004. "Uncertainty and UK Monetary Policy," Public Policy Discussion Papers 04-11, Economics and Finance Section, School of Social Sciences, Brunel University.
  • Ilias Lekkos & Costas Milas & Theodore Panagiotidis, 2005. "On the predictability of common risk factors in the US and UK interest rate swap markets: Evidence from non-linear and linear models," Discussion Paper Series 2005_9, Department of Economics, Loughborough University, revised Sep 2005.
    • Ilias Lekkos & Costas Milas & Theodore Panagiotidis, 2005. "On the predictability of common risk factors in the US and UK interest rate swap markets:Evidence from non-linear and linear models," Keele Economics Research Papers KERP 2005/13, Centre for Economic Research, Keele University.
  • Christopher Martin & Costas Milas, 2005. "The Response of Monetary Policy to Uncertainty: Theory and Empirical Evidence for the US," Keele Economics Research Papers KERP 2006/15, Centre for Economic Research, Keele University, revised Aug 2006.
  • Nikolaus Hautsch, 2005. "The latent factor VAR model: Testing for a common component in the intraday trading process," FRU Working Papers 2005/03, University of Copenhagen. Department of Economics. Finance Research Unit.
  • Ilias Lekkos & Costas Milas & Theodore Panagiotidis, 2005. "On the predictability of common risk factors in the US and UK interest rate swap markets:Evidence from non-linear and linear models," Keele Economics Research Papers KERP 2005/13, Centre for Economic Research, Keele University.
    • Ilias Lekkos & Costas Milas & Theodore Panagiotidis, 2005. "On the predictability of common risk factors in the US and UK interest rate swap markets: Evidence from non-linear and linear models," Discussion Paper Series 2005_9, Department of Economics, Loughborough University, revised Sep 2005.
  • Strachan, R.W. & van Dijk, H.K., 2004. "Improper priors with well defined Bayes Factors," Econometric Institute Research Papers EI 2004-18, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    • Rodney W. Strachan & Herman K. van Dijk, 2005. "Improper priors with well defined Bayes Factors," Discussion Papers in Economics 05/4, Division of Economics, School of Business, University of Leicester.
  • Carlo Altavilla & Ugo Marani, 2005. "European Economic Policies at Work : the costs of Price Stability and Budget Consolidation," European Journal of Comparative Economics, Cattaneo University (LIUC), vol. 2(1), pages 111-136, June.
  • Ruijun Bu & Kaddour Hadri, 2005. "Estimating the Risk Neutral Probability Density Functions Natural Spline versus Hypergeometric Approach Using European Style Options," Working Papers 200510, University of Liverpool, Department of Economics.
  • Schlicht, Ekkehart, 2021. "VC - A Program for Estimating Time-Varying Coefficients," Discussion Papers in Economics 74981, University of Munich, Department of Economics.
    • Schlicht, Ekkehart, 2022. "VC - A Program for Estimating Time-Varying Coefficients," Discussion Papers in Economics 92509, University of Munich, Department of Economics.
    • Schlicht, Ekkehart, 2022. "VC - A Program for Estimating Time-Varying Coefficients," Software in Economics 92509, University of Munich, Department of Economics.
    • Schlicht, Ekkehart, 2021. "VC - A Program for Estimating Time-Varying Coefficients," Software in Economics 74981, University of Munich, Department of Economics.
    • Schlicht, Ekkehart, 2005. "VC - A Program for Estimating Time-Varying Coefficients," Software in Economics 684, University of Munich, Department of Economics.
  • Schlicht, Ekkehart, 2021. "VC - A Program for Estimating Time-Varying Coefficients," Discussion Papers in Economics 74981, University of Munich, Department of Economics.
    • Schlicht, Ekkehart, 2022. "VC - A Program for Estimating Time-Varying Coefficients," Discussion Papers in Economics 92509, University of Munich, Department of Economics.
    • Schlicht, Ekkehart, 2022. "VC - A Program for Estimating Time-Varying Coefficients," Software in Economics 92509, University of Munich, Department of Economics.
    • Schlicht, Ekkehart, 2005. "VC - A Program for Estimating Time-Varying Coefficients," Software in Economics 684, University of Munich, Department of Economics.
    • Schlicht, Ekkehart, 2021. "VC - A Program for Estimating Time-Varying Coefficients," Software in Economics 74981, University of Munich, Department of Economics.
  • Schlicht, Ekkehart, 2021. "VCC - A Program for Estimating Time-Varying Coefficients. Console Version With Source Code in C," Discussion Papers in Economics 75514, University of Munich, Department of Economics.
    • Schlicht, Ekkehart, 2005. "VCC - A Program for Estimating Time-Varying Coefficients. Console Version With Source Code in C," Software in Economics 719, University of Munich, Department of Economics.
  • Melgar Hiraldo, M.C. & Guerrero Casas, F.M., 2005. "Los siniestros en el seguro del automóvil: un análisis econométrico aplicado/The accidents in the automobile insurance: an applied econometric analysis," Estudios de Economia Aplicada, Estudios de Economia Aplicada, vol. 23, pages 355-375, Abril.
  • Fabrizio Botti & Anna Conte & Daniela T. Di Cagno & Carlo D'Ippoliti, 2005. "Rana, Formichiere o un Milione di Euro? UnÕanalisi delle scelte in condizioni di incertezza in un esperimento naturale," Quaderni DEF 140, Dipartimento di Economia e Finanza, LUISS Guido Carli.
  • Eleni Constantinou & Robert Georgiades & Avo Kazandjian & George Kouretas, 2005. "Mean and variance causality between the Cyprus Stock Exchange and major equity markets," Working Papers 0501, University of Crete, Department of Economics.
    • Georgios Kouretas & Eleni Constantinou & Robert Georgiades & Avo Kazandjian, 2005. "Mean and variance causality between the Cyprus Stock Exchange and major equity markets," Money Macro and Finance (MMF) Research Group Conference 2005 24, Money Macro and Finance Research Group.
  • Strachan, R.W. & van Dijk, H.K., 2004. "Valuing structure, model uncertainty and model averaging in vector autoregressive processes," Econometric Institute Research Papers EI 2004-23, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    • Rodney W Strachan & Herman K van Dijik, 2005. "Valuing Structure, Model Uncertainty and Model Averaging in Vector Autoregressive Process," Money Macro and Finance (MMF) Research Group Conference 2005 30, Money Macro and Finance Research Group.
  • Hyndman, Rob J. & Koehler, Anne B., 2006. "Another look at measures of forecast accuracy," International Journal of Forecasting, Elsevier, vol. 22(4), pages 679-688.
    • Rob J. Hyndman & Anne B. Koehler, 2005. "Another Look at Measures of Forecast Accuracy," Monash Econometrics and Business Statistics Working Papers 13/05, Monash University, Department of Econometrics and Business Statistics.
  • Dufour, Jean-Marie, 2006. "Monte Carlo tests with nuisance parameters: A general approach to finite-sample inference and nonstandard asymptotics," Journal of Econometrics, Elsevier, vol. 133(2), pages 443-477, August.
    • Jean-Marie Dufour, 2005. "Monte Carlo tests with nuisance parameters: a general approach to finite-sample inference and non-standard asymptotics," CIRANO Working Papers 2005s-02, CIRANO.
    • DUFOUR, Jean-Marie, 2005. "Monte Carlo Tests with Nuisance Parameters: A General Approach to Finite-Sample Inference and Nonstandard Asymptotics," Cahiers de recherche 2005-03, Universite de Montreal, Departement de sciences economiques.
    • DUFOUR, Jean-Marie, 2005. "Monte Carlo Tests with Nuisance Parameters: A General Approach to Finite-Sample Inference and Nonstandard Asymptotics," Cahiers de recherche 03-2005, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  • Dufour, Jean-Marie & Farhat, Abdeljelil & Khalaf, Lynda, 2020. "Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression," L'Actualité Economique, Société Canadienne de Science Economique, vol. 96(4), pages 545-566, Décembre.
    • Dufour, Jean-Marie & Farhat, Abdeljelil & Khalaf, Lynda & Dufour, Jean-Marie, 2004. "Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression," L'Actualité Economique, Société Canadienne de Science Economique, vol. 80(2), pages 501-522, Juin-Sept.
    • Jean-Marie Dufour & Abdeljelil Farhat & Lynda Khalaf, 2005. "Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression," CIRANO Working Papers 2005s-05, CIRANO.
    • DUFOUR, Jean-Marie & FARHAT, Abdekjelik & KHALAF, Lynda, 2005. "Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression," Cahiers de recherche 2005-07, Universite de Montreal, Departement de sciences economiques.
    • DUFOUR, Jean-Marie & FARHAT, Abdeljelil & KHALAF, Lynda, 2005. "Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression," Cahiers de recherche 07-2005, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  • Dufour, Jean-Marie & Khalaf, Lynda & Kichian, Maral, 2006. "Inflation dynamics and the New Keynesian Phillips Curve: An identification robust econometric analysis," Journal of Economic Dynamics and Control, Elsevier, vol. 30(9-10), pages 1707-1727.
    • DUFOUR, Jean-Marie & KHALAF, Lynda & KICHIAN, Maral, 2005. "Inflation Dynamics and the New Keynesian Phillips Curve: An Identification Robust Econometric Analysis," Cahiers de recherche 22-2005, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
    • DUFOUR, Jean-Marie Dufour & KHALAF, Lynda & KICHIAN, Maral, 2005. "Inflation dynamics and the New Keynesian Phillips Curve: an identification robust econometric analysis," Cahiers de recherche 2005-17, Universite de Montreal, Departement de sciences economiques.
    • Jean-Marie Dufour & Lynda Khalaf & Maral Kichian, 2005. "Inflation Dynamics and the New Keynesian Phillips Curve: an Identification Robust Econometric Analysis," CIRANO Working Papers 2005s-30, CIRANO.
    • Jean-Marie Dufour & Lynda Khalaf & Maral Kichian, 2005. "Inflation Dynamics and the New Keynesian Phillips Curve: An Identification-Robust Econometric Analysis," Staff Working Papers 05-27, Bank of Canada.
  • Dufour, Jean-Marie, 2006. "Monte Carlo tests with nuisance parameters: A general approach to finite-sample inference and nonstandard asymptotics," Journal of Econometrics, Elsevier, vol. 133(2), pages 443-477, August.
    • DUFOUR, Jean-Marie, 2005. "Monte Carlo Tests with Nuisance Parameters: A General Approach to Finite-Sample Inference and Nonstandard Asymptotics," Cahiers de recherche 2005-03, Universite de Montreal, Departement de sciences economiques.
    • DUFOUR, Jean-Marie, 2005. "Monte Carlo Tests with Nuisance Parameters: A General Approach to Finite-Sample Inference and Nonstandard Asymptotics," Cahiers de recherche 03-2005, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
    • Jean-Marie Dufour, 2005. "Monte Carlo tests with nuisance parameters: a general approach to finite-sample inference and non-standard asymptotics," CIRANO Working Papers 2005s-02, CIRANO.
  • Dufour, Jean-Marie & Farhat, Abdeljelil & Khalaf, Lynda, 2020. "Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression," L'Actualité Economique, Société Canadienne de Science Economique, vol. 96(4), pages 545-566, Décembre.
    • Dufour, Jean-Marie & Farhat, Abdeljelil & Khalaf, Lynda & Dufour, Jean-Marie, 2004. "Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression," L'Actualité Economique, Société Canadienne de Science Economique, vol. 80(2), pages 501-522, Juin-Sept.
    • Jean-Marie Dufour & Abdeljelil Farhat & Lynda Khalaf, 2005. "Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression," CIRANO Working Papers 2005s-05, CIRANO.
    • DUFOUR, Jean-Marie & FARHAT, Abdeljelil & KHALAF, Lynda, 2005. "Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression," Cahiers de recherche 07-2005, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
    • DUFOUR, Jean-Marie & FARHAT, Abdekjelik & KHALAF, Lynda, 2005. "Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression," Cahiers de recherche 2005-07, Universite de Montreal, Departement de sciences economiques.
  • Dufour, Jean-Marie & Khalaf, Lynda & Kichian, Maral, 2006. "Inflation dynamics and the New Keynesian Phillips Curve: An identification robust econometric analysis," Journal of Economic Dynamics and Control, Elsevier, vol. 30(9-10), pages 1707-1727.
    • Jean-Marie Dufour & Lynda Khalaf & Maral Kichian, 2005. "Inflation Dynamics and the New Keynesian Phillips Curve: An Identification-Robust Econometric Analysis," Staff Working Papers 05-27, Bank of Canada.
    • DUFOUR, Jean-Marie & KHALAF, Lynda & KICHIAN, Maral, 2005. "Inflation Dynamics and the New Keynesian Phillips Curve: An Identification Robust Econometric Analysis," Cahiers de recherche 22-2005, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
    • DUFOUR, Jean-Marie Dufour & KHALAF, Lynda & KICHIAN, Maral, 2005. "Inflation dynamics and the New Keynesian Phillips Curve: an identification robust econometric analysis," Cahiers de recherche 2005-17, Universite de Montreal, Departement de sciences economiques.
    • Jean-Marie Dufour & Lynda Khalaf & Maral Kichian, 2005. "Inflation Dynamics and the New Keynesian Phillips Curve: an Identification Robust Econometric Analysis," CIRANO Working Papers 2005s-30, CIRANO.
  • Joachim Zietz, 2006. "Detecting neglected parameter heterogeneity with Chow tests," Applied Economics Letters, Taylor & Francis Journals, vol. 13(6), pages 369-374.
    • Joachim Zietz, 2005. "Detecting Neglected Parameter Heterogeneity with Chow Tests," Working Papers 200503, Middle Tennessee State University, Department of Economics and Finance.
  • Fernando Alexandre & Pedro Bação & Vasco J. Gabriel, 2005. "On the Stability of the Wealth Effect," School of Economics Discussion Papers 1405, School of Economics, University of Surrey.
    • Fernando Alexandre & Pedro Bação & Vasco J. Gabriel, 2005. "On the Stablity of the Wealth Effect," NIPE Working Papers 14/2005, NIPE - Universidade do Minho.
    • Fernando Alexandre & Pedro Bação & Vasco Gabriel, 2005. "On the Stability of the Wealth Effect," GEMF Working Papers 2005-17, GEMF, Faculty of Economics, University of Coimbra.
    • Pedro Bação & Fernando Alexandre & Vasco J. Gabriel, 2006. "On the stability of the wealth effect," Computing in Economics and Finance 2006 281, Society for Computational Economics.
  • Q. Farooq Akram & Gunnar Bärdsen & Øyvind Eitrheim, 2006. "Monetary policy and asset prices: to respond or not?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 11(3), pages 279-292.
    • Q. Farook Akram & Gunnar Bårdsen & Øyvind Eitrheim, 2005. "Monetary policy and asset prices: To respond or not?," Working Paper 2005/9, Norges Bank.
    • Gunnar Bårdsen & Q. Farooq Akram & Øyvind Eitrheim, 2005. "Monetary policy and asset prices: To respond or not?," Working Paper Series 5405, Department of Economics, Norwegian University of Science and Technology.
  • Jurgen A. Doornik & Marius Ooms, 2005. "Outlier Detection in GARCH Models," Tinbergen Institute Discussion Papers 05-092/4, Tinbergen Institute.
    • Jurgen A. Doornik & Marius Ooms, 2005. "Outlier Detection in GARCH Models," Economics Papers 2005-W24, Economics Group, Nuffield College, University of Oxford.
  • Bowsher, Clive G., 2007. "Modelling security market events in continuous time: Intensity based, multivariate point process models," Journal of Econometrics, Elsevier, vol. 141(2), pages 876-912, December.
    • Clive Bowsher, 2002. "Modelling Security Market Events in Continuous Time: Intensity based, Multivariate Point Process Models," Economics Papers 2002-W22, Economics Group, Nuffield College, University of Oxford.
    • Clive G. Bowsher, 2005. "Modelling Security Market Events in Continuous Time: Intensity Based, Multivariate Point Process Models," Economics Papers 2005-W26, Economics Group, Nuffield College, University of Oxford.
    • Clive G. Bowsher, 2003. "Modelling Security Market Events in Continuous Time: Intensity Based, Multivariate Point Process Models," Economics Papers 2003-W03, Economics Group, Nuffield College, University of Oxford.
  • Thomas Lubik, 2006. "A simple, structural, and empirical model of the antipodean transmission mechanism," New Zealand Economic Papers, Taylor & Francis Journals, vol. 40(2), pages 91-126.
    • Thomas A Lubik, 2005. "A Simple, Structural, and Empirical Model of the Antipodean Transmission Mechanism," Reserve Bank of New Zealand Discussion Paper Series DP2005/06, Reserve Bank of New Zealand.
  • Trinh Le & John Gibson & Les Oxley, 2005. "Measures of human capital: A review of the literature," Treasury Working Paper Series 05/10, New Zealand Treasury.
  • Stephen E. Haynes, 2005. "The Empirical Trap of Sign Reversals with Equality Restrictions," University of Oregon Economics Department Working Papers 2005-8, University of Oregon Economics Department.
  • Chris Brooks, 2005. "Autoregressive Conditional Kurtosis," Journal of Financial Econometrics, Oxford University Press, vol. 3(3), pages 399-421.
    • Chris Brooks & Simon P. Burke & Gita Persand, 2002. "Augoregressive Conditional Kurtosis," ICMA Centre Discussion Papers in Finance icma-dp2002-05, Henley Business School, University of Reading.
  • Maria M. De Mello & Natércia Fortuna, 2005. "Testing Alternative Dynamic Systems for Modelling Tourism Demand," CEF.UP Working Papers 0501, Universidade do Porto, Faculdade de Economia do Porto.
  • Ana Oliveira-Brochado & Francisco Vitorino Martins, 2005. "Assessing the Number of Components in Mixture Models: a Review," FEP Working Papers 194, Universidade do Porto, Faculdade de Economia do Porto.
  • Luca Fanelli, 2008. "Testing the New Keynesian Phillips Curve Through Vector Autoregressive Models: Results from the Euro Area," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 70(1), pages 53-66, February.
    • Fanelli, Luca, 2005. "Testing the New Keynesian Phillips curve through Vector Autoregressive models: Results from the Euro area," MPRA Paper 1617, University Library of Munich, Germany, revised Jan 2007.
    • Luca Fanelli, 2006. "Testing the New Keynesian Phillips Curve through Vector Autoregressive models : Results from the Euro area," Quaderni di Dipartimento 0, Department of Statistics, University of Bologna.
  • Leeb, Hannes & Pötscher, Benedikt M., 2008. "Can One Estimate The Unconditional Distribution Of Post-Model-Selection Estimators?," Econometric Theory, Cambridge University Press, vol. 24(2), pages 338-376, April.
    • Hannes Leeb & Benedikt M. Potscher, 2003. "Can One Estimate the Conditional Distribution of Post-Model-Selection Estimators?," Cowles Foundation Discussion Papers 1444, Cowles Foundation for Research in Economics, Yale University.
    • Leeb, Hannes & Pötscher, Benedikt M., 2005. "Can One Estimate the Unconditional Distribution of Post-Model-Selection Estimators ?," MPRA Paper 72, University Library of Munich, Germany.
  • Timotheos Angelidis & Stavros Degiannakis, 2005. "Modeling risk for long and short trading positions," Journal of Risk Finance, Emerald Group Publishing Limited, vol. 6(3), pages 226-238, July.
    • Angelidis, Timotheos & Degiannakis, Stavros, 2005. "Modeling Risk for Long and Short Trading Positions," MPRA Paper 80467, University Library of Munich, Germany.
  • Petr Hájek, 2005. "Financial Crisis Prediction: Specification of Pre-crisis Periods in Turkey, Argentina and Thailand [Predikce finanční krize: Specifikace předkrizového období v Turecku, Argentině a Thajsku]," Acta Oeconomica Pragensia, Prague University of Economics and Business, vol. 2005(1), pages 46-57.
  • Karel Vít, 2005. "Vliv rozpočtového deficitu na devizový kurz [The impact of budget deficit onto the exchange rate]," Politická ekonomie, Prague University of Economics and Business, vol. 2005(3), pages 305-322.
  • Jason Allen, 2007. "Size matters: covariance matrix estimation under the alternative," Econometrics Journal, Royal Economic Society, vol. 10(3), pages 637-644, November.
    • Jason Allen, 2005. "Size Matters: Covariance Matrix Estimation Under The Alternative," Working Paper 1091, Economics Department, Queen's University.
  • Jorge Selaive & Vicente Tuesta, 2006. "Can fluctuations in the consumption-wealth ratio help to predict exchange rates?," Applied Financial Economics, Taylor & Francis Journals, vol. 16(17), pages 1251-1263.
    • Jorge Selaive & Vicente Tuesta, 2004. "Can Fluctuations in the Consumption-Wealth Ratio Help to Predict Exchange Rates?," International Finance 0404014, University Library of Munich, Germany.
    • Jorge Selaive & Vicente Tuesta R, 2005. "Can Fluctuations in the Consumption-Wealth Ratio Help to Predict Exchange Rates?," Working Papers 2005-002, Banco Central de Reserva del Perú.
  • Luis Gonzalo Llosa & Shirley Miller, 2004. "Using Additional Information in Estimating the Output Gap in Peru: a Multivariate Unobserved Component Approach," Money Affairs, CEMLA, vol. 0(1), pages 57-82, January-J.
    • Gonzalo Llosa/Shirley Miller, 2004. "Using additional information in estimating output gap in Peru: a multivariate unobserved component approach," Econometric Society 2004 Latin American Meetings 243, Econometric Society.
    • Gonzalo Llosa & Shirley Miller, 2005. "Using additional information in estimating the output gap in Peru: a multivariate unobserved component approach," Working Papers 2005-004, Banco Central de Reserva del Perú.
  • Gonzalo Llosa & Shirley Miller, 2005. "Usando información adicional en la estimación de la brecha producto en el Perú: una aproximación multivariada de componentes no observados," Working Papers 2005-0041, Banco Central de Reserva del Perú.
  • John Landon-Lane & Filippo Occhino, 2004. "A Likelihood-Based Evaluation of the Segmented Markets Friction in Equilibrium Monetary Models," Departmental Working Papers 200415, Rutgers University, Department of Economics.
    • Filippo Occhino & John Landon-Lane, 2005. "A Likelihood-Based Evaluation of the Segmented Markets Friction in Equilibrium Monetary Models," 2005 Meeting Papers 116, Society for Economic Dynamics.
  • Hafedh Bouakez & Takashi Kano, 2006. "Learning-by-Doing or Habit Formation?," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 9(3), pages 508-524, July.
    • Hafedh Bouakez & Takashi Kano, 2005. "Learning-by-Doing or Habit Formation?," Staff Working Papers 05-15, Bank of Canada.
    • Takashi Kano & Hafedh Bouakez, 2005. "Learning-by-Doing or Habit Formation?," 2005 Meeting Papers 513, Society for Economic Dynamics.
    • Takashi Kano & Hafedh Bouakez, 2005. "Learning-by-doing or Habit Formation?," Computing in Economics and Finance 2005 126, Society for Computational Economics.
  • Lawrence Christiano & Martin Eichenbaum, 2005. "Assessing the Usefulness of Structural Vector Autoregressions," 2005 Meeting Papers 902, Society for Economic Dynamics.
  • Borland, Jeff, 2005. "Impacts of Employment Regulation: Towards an Evaluation Framework," Occasional Papers 06/7, Ministry of Economic Development, New Zealand.
  • Pavelescu, Florin Marius, 2005. "Impact Of Collinearity On The Estimated Parameters And Classical Statistical Tests Values Of Multifactorial Linear Regressions In Conditions Of O.L.S," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 2(2), pages 50-71.
  • Dospinescu, Andrei Silviu, 2005. "Combining The Forecasts Using A Statistical Approach," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 2(2), pages 72-84.
  • John Landon-Lane & Filippo Occhino, 2005. "Estimation and Evaluation of a Segmented Markets Monetary Model," Departmental Working Papers 200505, Rutgers University, Department of Economics.
  • Arnab Bhattacharjee, 2005. "Models of Firm Dynamics and the Hazard Rate of Exits: Reconciling Theory and Evidence using Hazard Regression Models," Econometrics 0503021, EconWPA.
    • Arnab Bhattacharjee, 2005. "Models of Firm Dynamics and the Hazard Rate of Exits: Reconciling Theory and Evidence using Hazard Regression Models," CRIEFF Discussion Papers 0502, Centre for Research into Industry, Enterprise, Finance and the Firm.
  • Bruno Chiarini & Elisabetta Marzano, 2006. "Market consumption and hidden consumption. A test for substitutability," Applied Economics, Taylor & Francis Journals, vol. 38(6), pages 707-716.
    • Bruno Chiarini & Elisabetta Marzano, 2004. "Market Comsumption And Hidden Consumption. A Test For Substitutability," Working Papers 7_2004, D.E.S. (Department of Economic Studies), University of Naples "Parthenope", Italy.
    • Bruno Chiarini & Elisabetta Marzano, 2006. "Market Consumption and Hidden Consumption: A Test for Substitutability," Discussion Papers 12_2006, D.E.S. (Department of Economic Studies), University of Naples "Parthenope", Italy.
    • Bruno Chiarini & Elisabetta Marzano, 2005. "Market consumpition and hidden consumption. A test for substitutability," Working Papers in Public Economics 79, Department of Economics and Law, Sapienza University of Roma.
  • Hafedh Bouakez & Takashi Kano, 2006. "Learning-by-Doing or Habit Formation?," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 9(3), pages 508-524, July.
    • Hafedh Bouakez & Takashi Kano, 2005. "Learning-by-Doing or Habit Formation?," Staff Working Papers 05-15, Bank of Canada.
    • Takashi Kano & Hafedh Bouakez, 2005. "Learning-by-doing or Habit Formation?," Computing in Economics and Finance 2005 126, Society for Computational Economics.
    • Takashi Kano & Hafedh Bouakez, 2005. "Learning-by-Doing or Habit Formation?," 2005 Meeting Papers 513, Society for Economic Dynamics.
  • Christian Melzer & Thorsten Neumann, 2005. "Changing Effects of Monetary Policy in the U.S. –Evidence from a Time-Varying Coefficient VAR," Computing in Economics and Finance 2005 144, Society for Computational Economics.
  • Svetlana Makarova & Wojciech Charemza, 2005. "Stochastic and deterministic unit root models: problem of dominance," Computing in Economics and Finance 2005 190, Society for Computational Economics.
  • Filippo Ochinno & John Landon-Lane, 2005. "Estimating the Interest Rate Rule with Open Market Operations or Lump-Sum Transfers of Money," Computing in Economics and Finance 2005 219, Society for Computational Economics.
  • Marian Micu, 2005. "Extracting expectations from currency option prices: a comparison of methods," Computing in Economics and Finance 2005 226, Society for Computational Economics.
  • Miguel A. Arranz, 2005. "Bootstrap inference on a nonlinear time series model of advertising effects," Computing in Economics and Finance 2005 319, Society for Computational Economics.
  • Argia M. Sbordone, 2005. "A Limited Information Approach to the Simultaneous Estimation of Wage and Price Dynamics," Computing in Economics and Finance 2005 321, Society for Computational Economics.
  • Maral Kichian & Lynda Khalaf, 2005. "Testing for Structural Breaks in Covariance: Exchange Rate Pass-Through in Canada," Computing in Economics and Finance 2005 376, Society for Computational Economics.
  • Kapetanios, G. & Pagan, A. & Scott, A., 2007. "Making a match: Combining theory and evidence in policy-oriented macroeconomic modeling," Journal of Econometrics, Elsevier, vol. 136(2), pages 565-594, February.
    • G. Kapetanios & A. Pagan & A. Scott, 2005. "Making a match: Combining theory and evidence in policy-oriented macroeconomic modelling," CAMA Working Papers 2005-01, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    • Alasdair Scott & George Kapetanios & Adrian Pagan, 2005. "Making a match: combining theory and evidence in policy-oriented macroeconomic modelling," Computing in Economics and Finance 2005 462, Society for Computational Economics.
  • Randolph & Xiao Qin & Tan Gee Kwang, 2004. "Unit Root Tests with Markov-Switching," Econometric Society 2004 Australasian Meetings 145, Econometric Society.
    • Xiao Qin & Gee Kwang Randolph Tan, 2005. "Unit Root Tests With Markov-Switching," Computing in Economics and Finance 2005 95, Society for Computational Economics.
  • Mariusz Jarmuzek, 2005. "Are the EU new member states fiscally sustainable? An empirical analysis," UCL SSEES Economics and Business working paper series 51, UCL School of Slavonic and East European Studies (SSEES).
  • Enrique Llopis & Sonia Sotoca, 2005. "Antes, bastante antes: la primera fase de la integración del mercado español de trigo, 1725-1808," Historia Agraria. Revista de Agricultura e Historia Rural, Sociedad Española de Historia Agraria, issue 36, pages 225-262, august.
  • Thomas A. Knetsch, 2005. "Evaluating the German Inventory Cycle Using Data from the Ifo Business Survey," Contributions to Economics, in: Jan-Egbert Sturm & Timo Wollmershäuser (ed.), Ifo Survey Data in Business Cycle and Monetary Policy Analysis, pages 61-92, Springer.
    • Knetsch, Thomas A., 2004. "Evaluating the German Inventory Cycle Using Data from the Ifo Business Survey," Discussion Paper Series 1: Economic Studies 2004,10, Deutsche Bundesbank.
    • Thomas A. Knetsch, 2004. "Evaluating the German Inventory Cycle – Using Data from the Ifo Business Survey," CESifo Working Paper Series 1202, CESifo.
  • Jan- Sturm & Jakob de Haan, 2005. "Determinants of long-term growth: New results applying robust estimation and extreme bounds analysis," Empirical Economics, Springer, vol. 30(3), pages 597-617, October.
  • Håvard Hungnes, 2005. "Identifying Structural Breaks in Cointegrated VAR Models," Discussion Papers 422, Statistics Norway, Research Department.
  • Pål Boug & Ådne Cappelen & Torbjørn Eika, 2005. "Exchange Rate Pass-through in a Small Open Economy," Discussion Papers 429, Statistics Norway, Research Department.
  • John Dimitropoulos & Lester Hunt & Guy Judge, 2005. "Estimating underlying energy demand trends using UK annual data," Applied Economics Letters, Taylor & Francis Journals, vol. 12(4), pages 239-244.
    • John Dimitropoulos & Lester C Hunt & Guy Judge, 2004. "Estimating Underlying Energy Demand Trends using UK Annual Data," Surrey Energy Economics Centre (SEEC), School of Economics Discussion Papers (SEEDS) 108, Surrey Energy Economics Centre (SEEC), School of Economics, University of Surrey.
  • Atsushi Inoue & Lutz Kilian, 2005. "In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use?," Econometric Reviews, Taylor & Francis Journals, vol. 23(4), pages 371-402.
    • Kilian, Lutz & Inoue, Atsushi, 2002. "In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use?," CEPR Discussion Papers 3671, C.E.P.R. Discussion Papers.
    • Inoue, Atsushi & Kilian, Lutz, 2002. "In-sample or out-of-sample tests of predictability: which one should we use?," Working Paper Series 195, European Central Bank.
  • Evzen Kocenda & Lubos Briatka, 2005. "Optimal Range for the iid Test Based on Integration Across the Correlation Integral," Econometric Reviews, Taylor & Francis Journals, vol. 24(3), pages 265-296.
    • Evzen Kocenda & Lubos Briatka, 2004. "Advancing the iid Test Based on Integration across the Correlation Integral: Ranges, Competition, and Power," CERGE-EI Working Papers wp235, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
  • Néstor Gandelman, 2005. "Community tax evasion models: A stochastic dominance test," Journal of Applied Economics, Universidad del CEMA, vol. 8, pages 279-297, November.
    • Néstor Gandelman, 2005. "Community Tax Evasion Models: A Stochastic Dominance Test," Journal of Applied Economics, Taylor & Francis Journals, vol. 8(2), pages 279-297, November.
    • Gandelman, Nestor, 2005. "Community Tax Evasion Models: A Stochastic Dominance Test," Journal of Applied Economics, Universidad del CEMA, vol. 8(2), pages 1-19, November.
  • Cem Aysoy & Ahmet N. Kipici, 2005. "A Quarterly Macroeconometric Model of the Turkish Economy," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 5(2), pages 39-71.
  • Derek Bond & Michael J. Harrison & Edward J. O'Brien, 2005. "Testing for Long Memory and Nonlinear Time Series: A Demand for Money Study," Trinity Economics Papers tep20021, Trinity College Dublin, Department of Economics.
    • Bond, Derek & Harrison, Michael J & O’Brien, Edward J., 2006. "Testing for Long Memory and Nonlinear Time Series: A Demand for Money Study," Research Technical Papers 2/RT/06, Central Bank of Ireland.
  • Maria Abreu & Henri L.F. de Groot & Raymond J.G.M. Florax, 2005. "A Meta-Analysis of Beta-Convergence: The Legendary Two-Percent," Tinbergen Institute Discussion Papers 05-001/3, Tinbergen Institute.
  • Jurgen A. Doornik & Marius Ooms, 2005. "Outlier Detection in GARCH Models," Economics Papers 2005-W24, Economics Group, Nuffield College, University of Oxford.
    • Jurgen A. Doornik & Marius Ooms, 2005. "Outlier Detection in GARCH Models," Tinbergen Institute Discussion Papers 05-092/4, Tinbergen Institute.
  • I. Sebastian Buhai & Coen N. Teulings, 2014. "Tenure Profiles and Efficient Separation in a Stochastic Productivity Model," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 32(2), pages 245-258, April.
    • 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.
    • Coen N. Teulings & Sebastian Buhai, 2013. "Tenure Profiles and Efficient Separation in a Stochastic Productivity Model," Discussion Papers 7, Central European Labour Studies Institute (CELSI).
    • Teulings, Coen & Buhai, Ioan Sebastian, 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.
    • Sebastian Buhai & Coen N. Teulings, 2005. "Tenure Profiles and Efficient Separation in a Stochastic Productivity Model," Tinbergen Institute Discussion Papers 05-099/3, Tinbergen Institute, revised 03 Oct 2006.
    • Buhai, Ioan-Sebastian & Teulings, Coen, 2006. "Tenure Profiles and Efficient Separation in a Stochastic Productivity Model," IZA Discussion Papers 1997, Institute of Labor Economics (IZA).
  • Christopher J. Erceg & Luca Guerrieri & Christopher Gust, 2005. "Can Long-Run Restrictions Identify Technology Shocks?," Journal of the European Economic Association, MIT Press, vol. 3(6), pages 1237-1278, December.
    • Christopher J. Erceg & Luca Guerrieri, 2004. "Can Long-Run Restrictions Identify Technology Shocks?," Computing in Economics and Finance 2004 3, Society for Computational Economics.
    • Christopher J. Erceg & Luca Guerrieri & Christopher J. Gust, 2004. "Can long-run restrictions identify technology shocks?," International Finance Discussion Papers 792, Board of Governors of the Federal Reserve System (U.S.).
  • Cătălin Stărică & Clive Granger, 2005. "Nonstationarities in Stock Returns," The Review of Economics and Statistics, MIT Press, vol. 87(3), pages 503-522, August.
    • Catalin Starica & Clive Granger, 2004. "Non-stationarities in stock returns," Econometrics 0411016, University Library of Munich, Germany.
  • Chih Ming Tan, 2010. "No one true path: uncovering the interplay between geography, institutions, and fractionalization in economic development," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(7), pages 1100-1127, November/.
    • Chih Ming Tan, 2005. "No One True Path: Uncovering the Interplay between Geography, Institutions, and Fractionalization in Economic Development," Discussion Papers Series, Department of Economics, Tufts University 0512, Department of Economics, Tufts University.
  • Stefan Sebastian Fahrländer, 2006. "Semiparametric Construction of Spatial Generalized Hedonic Models for Private Properties," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 142(IV), pages 501-528, December.
    • Stefan Sebastian Fahrlaender, 2005. "Semiparametric Construction of Spatial Generalized Hedonic Models for Private Properties," Diskussionsschriften dp0507, Universitaet Bern, Departement Volkswirtschaft.
  • Reto Nyffeler, 2005. "Different Modeling Strategies for Discrete Choice Models of Female Labour Supply: Estimates for Switzerland," Diskussionsschriften dp0508, Universitaet Bern, Departement Volkswirtschaft.
  • Massimiliano Marinucci & Teodosio Pérez-Amaral, 2005. "Econometric Modeling of Business Telecommunications Demand using RETINA and Finite Mixtures," Econometrics 0505003, University Library of Munich, Germany, revised 16 May 2005.
    • Massimiliano Marinucci & Teodosio Pérez-Amaral, 2005. "Econometric modeling of business Telecommunications demand using Retina and Finite Mixtues," Documentos de Trabajo del ICAE 0501, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • David Madden, 2007. "Doctors' Fees in Ireland Following the Change in Reimbursement: Did they Jump?," The Economic and Social Review, Economic and Social Studies, vol. 38(2), pages 259-274.
    • David Madden, 2005. "Doctors’ Fees in Ireland Following the Change in Reimbursement - Did They Jump?," Working Papers 200520, School of Economics, University College Dublin.
  • Juan Carlos Escanciano, 2005. "On the Asymptotic Power Properties of Specification Tests for Dynamic Parametric Regressions," Faculty Working Papers 07/05, School of Economics and Business Administration, University of Navarra.
  • Escanciano, J. Carlos, 2006. "A Consistent Diagnostic Test For Regression Models Using Projections," Econometric Theory, Cambridge University Press, vol. 22(6), pages 1030-1051, December.
    • Juan Carlos Escanciano, 2005. "A Consistent Diagnostic Test for Regression Models Using Projections," Faculty Working Papers 09/05, School of Economics and Business Administration, University of Navarra.
  • Pahlavani, Mosayeb & Wilson, Ed & Valadkhani, Abbas, 2005. "Structural Changes in the Iranian Economy: An Empirical Analysis with Endogenously Determined Breaks," Economics Working Papers wp05-05, School of Economics, University of Wollongong, NSW, Australia.
  • Valadkhani, Abbas, 2005. "Macroeconometric Modelling: Approaches and Experiences in Developing Countries," Economics Working Papers wp05-10, School of Economics, University of Wollongong, NSW, Australia.
  • VALADKHANI, A. & LAYTON, Allan P. & PAHLAVANI, M., 2005. "Multiple Structural Breaks In Australia’S Macroeconomic Data: An Application Of The Lumsdaine And Papell Test," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, vol. 2(3), pages 31-44.
    • Valadkhani, Abbas & Layton, Allan P. & Pahlavani, Mosayeb, 2005. "Multiple Structural Breaks in Australia's Macroeconomic Data: An Application of the Lumsdaine and Papell Test," Economics Working Papers wp05-17, School of Economics, University of Wollongong, NSW, Australia.
  • Pahlavani, Mosayeb, 2005. "Analysing the Trade-GDP Nexus in Iran: A Bounds Testing Approach," Economics Working Papers wp05-25, School of Economics, University of Wollongong, NSW, Australia.
  • Pahlavani, Mosayeb, 2005. "The Relationship Between Trade and Economic Growth in Iran: An Application of a New Cointegration Technique in the Presence of Structural Breaks," Economics Working Papers wp05-28, School of Economics, University of Wollongong, NSW, Australia.
  • Sanidas, Elias, 2005. "The Australian Dollar's Long-Term Fluctuations and Trend: The Commodity Prices-cum-Economic Cycles Hypothesis," Economics Working Papers wp05-29, School of Economics, University of Wollongong, NSW, Australia.
  • Canova, Fabio & Sala, Luca, 2009. "Back to square one: Identification issues in DSGE models," Journal of Monetary Economics, Elsevier, vol. 56(4), pages 431-449, May.
    • Fabio Canova & Luca Sala, 2005. "Back to square one: Identification issues in DSGE models," Economics Working Papers 927, Department of Economics and Business, Universitat Pompeu Fabra, revised Sep 2006.
    • Fabio Canova & Luca Sala, 2006. "Back to Square One: Identification Issues in DSGE Models," Working Papers 303, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
    • Canova, Fabio & Sala, Luca, 2006. "Back to square one: identification issues in DSGE models," Working Paper Series 583, European Central Bank.
    • Canova, Fabio & Sala, Luca, 2009. "Back to square one: identification issues in DSGE models," CEPR Discussion Papers 7234, C.E.P.R. Discussion Papers.
    • Fabio Canova & Luca Sala, 2006. "Back to square one: identification issues in DSGE models," Computing in Economics and Finance 2006 196, Society for Computational Economics.
    • Fabio Canova & Luca Sala, 2007. "Back to square one: identification issues in DSGE models," Working Papers 0715, Banco de España.
  • González, Andrés & Teräsvirta, Timo & van Dijk, Dick & Yang, Yukai, 2005. "Panel Smooth Transition Regression Models," SSE/EFI Working Paper Series in Economics and Finance 604, Stockholm School of Economics, revised 11 Oct 2017.
    • Andrés González & Timo Teräsvirta & Dick van Dijk & Yukai Yang, 2017. "Panel Smooth Transition Regression Models," CREATES Research Papers 2017-36, Department of Economics and Business Economics, Aarhus University.
    • Andres Gonzalez & Timo Terasvirta & Dick van Dijk, 2005. "Panel Smooth Transition Regression Models," Research Paper Series 165, Quantitative Finance Research Centre, University of Technology, Sydney.
  • Silvennoinen, Annastiina & Teräsvirta, Timo, 2005. "Multivariate Autoregressive Conditional Heteroskedasticity with Smooth Transitions in Conditional Correlations," SSE/EFI Working Paper Series in Economics and Finance 577, Stockholm School of Economics, revised 01 Oct 2005.
    • Annastiina Silvennoinen & Timo Teräsvirta, 2005. "Multivariate Autoregressive Conditional Heteroskedasticity with Smooth Transitions in Conditional Correlations," Research Paper Series 168, Quantitative Finance Research Centre, University of Technology, Sydney.
  • Oleg Korenok & Stanislav Radchenko, 2005. "The smooth transition autoregressive target zone model with the Gaussian stochastic volatility and TGARCH error terms with applications," Econometrics 0508015, University Library of Munich, Germany.
    • Oleg Korenok & Stanislav Radchenko, 2005. "The smooth transition autoregressive target zone model with the Gaussian stochastic volatility and TGARCH error terms with applications," Working Papers 0505, VCU School of Business, Department of Economics.
  • Franz Hahn, 2007. "Environmental determinants of banking efficiency in Austria," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 34(3), pages 231-245, July.
    • Franz R. Hahn, 2005. "Environmental Determinants of Banking Efficiency in Austria," WIFO Working Papers 245, WIFO.
  • Kurt Hornik & Friedrich Leisch & Christian Kleiber & Achim Zeileis, 2005. "Monitoring structural change in dynamic econometric models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(1), pages 99-121.
    • Achim Zeileis & Friedrich Leisch & Christian Kleiber & Kurt Hornik, 2005. "Monitoring structural change in dynamic econometric models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(1), pages 99-121, January.
    • Zeileis, Achim & Leisch, Friedrich & Kleiber, Christian & Hornik, Kurt, 2002. "Monitoring structural change in dynamic econometric models," Technical Reports 2002,07, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
  • V. L. Martin & G. M. Martin & G. C. Lim, 2005. "Parametric pricing of higher order moments in S&P500 options," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(3), pages 377-404.
    • G. C. Lim & G. M. Martin & V. L. Martin, 2005. "Parametric pricing of higher order moments in S&P500 options," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(3), pages 377-404, March.
    • G.C. Lim & G.M. Martin & V.L. Martin, 2002. "Parametric Pricing of Higher Order Moments in S&P500 Options," Monash Econometrics and Business Statistics Working Papers 1/02, Monash University, Department of Econometrics and Business Statistics.
  • Rossi, Barbara, 2006. "Are Exchange Rates Really Random Walks? Some Evidence Robust To Parameter Instability," Macroeconomic Dynamics, Cambridge University Press, vol. 10(1), pages 20-38, February.
    • Barbara Rossi, 2005. "Are Exchange Rates Really Random Walks? Some Evidence Robust to Parameter Instability," International Finance 0503006, University Library of Munich, Germany.
    • Barbara Rossi, 2005. "Are Exchange Rates Really Random Walks? Some Evidence Robust to Parameter Instability," Data 0503001, University Library of Munich, Germany.
  • Luis H. B. Braido, 2008. "Evidence on the Incentive Properties of Share Contracts," Journal of Law and Economics, University of Chicago Press, vol. 51(2), pages 327-349, May.
    • Luis H.B. Braido, 2005. "Evidence on the Incentive Properties of Share Contracts," Development and Comp Systems 0508013, University Library of Munich, Germany.
  • Arnab Bhattacharjee, 2005. "Models of Firm Dynamics and the Hazard Rate of Exits: Reconciling Theory and Evidence using Hazard Regression Models," Econometrics 0503021, University Library of Munich, Germany.
  • Theodore Panagiotidis & Emilie Rutledge, 2005. "Oil And Gas Markets In The Uk: Evidence For From A Cointegrating Approach," Econometrics 0504004, University Library of Munich, Germany.
  • Massimiliano Marinucci & Teodosio Pérez-Amaral, 2005. "Econometric modeling of business Telecommunications demand using Retina and Finite Mixtues," Documentos de Trabajo del ICAE 0501, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
    • Massimiliano Marinucci & Teodosio Pérez-Amaral, 2005. "Econometric Modeling of Business Telecommunications Demand using RETINA and Finite Mixtures," Econometrics 0505003, University Library of Munich, Germany, revised 16 May 2005.
  • Isabel Proenca & Joao Santos Silva, 2005. "Parametric and semiparametric specification tests for binary choice models: a comparative simulation study," Econometrics 0508008, University Library of Munich, Germany.
  • Oleg Korenok & Stanislav Radchenko, 2005. "The smooth transition autoregressive target zone model with the Gaussian stochastic volatility and TGARCH error terms with applications," Working Papers 0505, VCU School of Business, Department of Economics.
    • Oleg Korenok & Stanislav Radchenko, 2005. "The smooth transition autoregressive target zone model with the Gaussian stochastic volatility and TGARCH error terms with applications," Econometrics 0508015, University Library of Munich, Germany.
  • Miroslav Verbic, 2005. "A Quarterly Econometric Model of the Slovenian Economy," Econometrics 0511015, University Library of Munich, Germany.
  • Dr.Vsr.Subramaniam, 2005. "Socio-Economic Development : Mathematical Models By Dr.Vsrs," Econometrics 0512010, University Library of Munich, Germany.
  • Sutthisit Jamdee & Cornelis A. Los, 2005. "Multifractal Modeling of the US Treasury Term Structure and Fed Funds Rate," Finance 0502021, University Library of Munich, Germany.
  • Denzler, Stefan M. & Dacorogna, Michel M. & Muller, Ulrich A. & McNeil, Alexander J., 2006. "From default probabilities to credit spreads: Credit risk models do explain market prices," Finance Research Letters, Elsevier, vol. 3(2), pages 79-95, June.
    • Stefan Denzler & Michel M. Dacorogna & Ulrich A. Mueller & Alexander McNeil, 2005. "From Default Probabilities To Credit Spreads: Credit Risk Models Do Explain Market Prices," Finance 0504011, University Library of Munich, Germany.
  • Theodore Panagiotidis, 2010. "Market efficiency and the Euro: the case of the Athens stock exchange," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 37(3), pages 237-251, July.
    • Theodore Panagiotidis, 2003. "Market Efficiency and the Euro:The case of the Athens Stock Exchange," Public Policy Discussion Papers 03-08, Economics and Finance Section, School of Social Sciences, Brunel University.
    • Theodore Panagiotidis, 2005. "Market Efficiency and the Euro: The case of the Athens Stock Exchange," Finance 0507022, University Library of Munich, Germany.
    • Theodore Panagiotidis, 2003. "Market Efficiency and the Euro:The case of the Athens Stock Exchange," Economics and Finance Discussion Papers 03-08, Economics and Finance Section, School of Social Sciences, Brunel University.
    • Theodore Panagiotidis, 2008. "Market Efficiency and the Euro: The case of the Athens Stock exchange," Discussion Paper Series 2008_14, Department of Economics, University of Macedonia, revised Dec 2008.
  • Gonzalo Cortazar & Alejandro Bernales & Diether Beuermann, 2005. "Methodology and Implementation of Value-at-Risk Measures in Emerging Fixed-Income Markets with Infrequent Trading," Finance 0512030, University Library of Munich, Germany.
  • Viktor Winschel, 2005. "Solving, Estimating and Selecting Nonlinear Dynamic Economic Models without the Curse of Dimensionality," GE, Growth, Math methods 0507014, University Library of Munich, Germany.
  • Rossi, Barbara, 2006. "Are Exchange Rates Really Random Walks? Some Evidence Robust To Parameter Instability," Macroeconomic Dynamics, Cambridge University Press, vol. 10(1), pages 20-38, February.
    • Barbara Rossi, 2005. "Are Exchange Rates Really Random Walks? Some Evidence Robust to Parameter Instability," Data 0503001, University Library of Munich, Germany.
    • Barbara Rossi, 2005. "Are Exchange Rates Really Random Walks? Some Evidence Robust to Parameter Instability," International Finance 0503006, University Library of Munich, Germany.
  • Martin Melecky, 2005. "Early Locking to the Euro: Some Estimates for the New EU Countries based on Equilibrium Exchange Rates," International Finance 0503008, University Library of Munich, Germany.
  • Martin Melecký & Luboš Komárek, 2007. "The Behavioral Equilibrium Exchange Rate of the Czech Koruna," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), vol. 14(1), pages 105-121, May.
    • Lubos Komarek & Martin Melecky, 2005. "The Behavioural Equilibrium Exchange Rate of the Czech Koruna," Working Papers 2005/05, Czech National Bank.
    • Martin Melecky & Lubos Komarek, 2005. "The Behavioral Equilibrium Exchange Rate of the Czech Koruna," International Finance 0504010, University Library of Munich, Germany.
  • Enrique Martínez-Galán & Maria-Paula Fontoura & Isabel Proença, 2005. "Trade Potential In An Enlarged European Union: A Recent Approach," International Trade 0508011, University Library of Munich, Germany.
    • Maria Paula Fontoura & Enrique Martínez-Galán & Isabel Proença, 2006. "Trade Potential in an Enlarged European Union: A Recent Approach," Working Papers Department of Economics 2006/08, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
  • Dufourt, Frederic, 2005. "Demand and productivity components of business cycles: Estimates and implications," Journal of Monetary Economics, Elsevier, vol. 52(6), pages 1089-1105, September.
    • Dufourt, 2005. "Demand and productivity components of business cycles: Estimates and implications," Macroeconomics 0501013, University Library of Munich, Germany, revised 09 Nov 2005.
    • Frédéric Dufourt, 2006. "Demand and Productivity Components of Business Cycles : Estimates and Implications," Post-Print hal-00279149, HAL.
  • Paloviita, Maritta, 2005. "The role of expectations in euro area inflation dynamics," Bank of Finland Scientific Monographs, Bank of Finland, volume 0, number sm2005_032, December.
  • Paloviita, Maritta, 2005. "Comparing alternative Phillips curve specifications: European results with survey-based expectations," Bank of Finland Research Discussion Papers 22/2005, Bank of Finland.
  • Memmel, Christoph & Wehn, Carsten, 2005. "The supervisor's portfolio: the market price risk of German banks from 2001 to 2003 - Analysis and models for risk aggregation," Discussion Paper Series 2: Banking and Financial Studies 2005,02, Deutsche Bundesbank.
  • Ben R. Craig & Joachim G. Keller, 2004. "The forecast ability of risk-neutral densities of foreign exchange," Working Papers (Old Series) 0409, Federal Reserve Bank of Cleveland.
    • Craig, Ben R. & Keller, Joachim, 2005. "The forecast ability of risk-neutral densities of foreign exchange," Discussion Paper Series 2: Banking and Financial Studies 2005,05, Deutsche Bundesbank.
  • Fulvio Corsi & Stefan Mittnik & Christian Pigorsch & Uta Pigorsch, 2008. "The Volatility of Realized Volatility," Econometric Reviews, Taylor & Francis Journals, vol. 27(1-3), pages 46-78.
    • Corsi, Fulvio & Kretschmer, Uta & Mittnik, Stefan & Pigorsch, Christian, 2005. "The volatility of realized volatility," CFS Working Paper Series 2005/33, Center for Financial Studies (CFS).
  • Scholtz, Hellmut D., 2005. "Altersvorsorge mit einem Mix aus Exchange Traded Funds und Optionsscheinen," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 46(5), pages 81-85.
  • Scholtz, Hellmut D., 2005. "Auswahl von Wertpapieren bei kurzfristigem Zeithorizont - Ein geeigneter Ansatz für die Altersversorgung?," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 46(11), pages 201-206.
  • Bohl, Martin T. & Siklos, Pierre L., 2005. "The Role of Asset Prices in Euro Area Monetary Policy: Specification and Estimation of Policy Rules and Implications for the European Central Bank," Working Paper Series 2005,6, European University Viadrina Frankfurt (Oder), The Postgraduate Research Programme Capital Markets and Finance in the Enlarged Europe.
  • Klump, Rainer & Prüfer, Patricia, 2005. "How to prioritise policies for poverty reduction: Applying Bayesian Model Averaging to Vietnam," Proceedings of the German Development Economics Conference, Kiel 2005 27, Verein für Socialpolitik, Research Committee Development Economics.
  • Romano, Joseph P. & Shaikh, Azeem M. & Wolf, Michael, 2008. "Formalized Data Snooping Based On Generalized Error Rates," Econometric Theory, Cambridge University Press, vol. 24(2), pages 404-447, April.
    • Joseph P & Romano & Azeem M. Shaikh & Michael Wolf, 2005. "Formalized Data Snooping Based on Generalized Error Rates," IEW - Working Papers 259, Institute for Empirical Research in Economics - University of Zurich.
  • David Afshartous & Michael Wolf, 2007. "Avoiding ‘data snooping’ in multilevel and mixed effects models," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 170(4), pages 1035-1059, October.
    • David Afshartous & Michael Wolf, 2005. "Avoiding Data Snooping in Multilevel and Mixed Effects Models," IEW - Working Papers 260, Institute for Empirical Research in Economics - University of Zurich.

  2004

  • Eduardo Lora & Mauricio Olivera, 2004. "What makes reforms likely: Political economy determinants of reforms in Latin America," Journal of Applied Economics, Universidad del CEMA, vol. 7, pages 99-135, May.
    • Eduardo Lora & Mauricio Olivera, 2004. "What Makes Reforms Likely: Political Economy Determinants of Reforms in Latin America," Journal of Applied Economics, Taylor & Francis Journals, vol. 7(1), pages 99-135, May.
    • Lora, Eduardo & Olivera, Mauricio, 2004. "What makes reforms likely: Political economy determinants of reforms in Latin America," Journal of Applied Economics, Universidad del CEMA, vol. 7(01), pages 1-37, May.
  • Jan R. Magnus & Andrey L. Vasnev, 2007. "Local sensitivity and diagnostic tests," Econometrics Journal, Royal Economic Society, vol. 10(1), pages 166-192, March.
    • Magnus, J.R. & Vasnev, A.L., 2004. "Local Sensitivity and Diagnostic Tests," Other publications TiSEM 10722abe-f848-4bfa-a82d-6, Tilburg University, School of Economics and Management.
    • Magnus, J.R. & Vasnev, A.L., 2004. "Local Sensitivity and Diagnostic Tests," Discussion Paper 2004-105, Tilburg University, Center for Economic Research.
  • Manjon, M.C., 2004. "Econometric Modelling in Blockholder Systems of Corporate Governance," Discussion Paper 2004-74, Tilburg University, Center for Economic Research.
  • Manjon, M.C., 2004. "Firm Size and Short-Term Dynamics in Aggregate Entry and Exit," Discussion Paper 2004-2, Tilburg University, Center for Economic Research.
  • Einmahl, J.H.J. & van Keilegom, I., 2004. "Goodness-of-fit Tests in Nonparametric Regression," Other publications TiSEM 44e08f75-b35d-424e-b33e-0, Tilburg University, School of Economics and Management.
    • Einmahl, J.H.J. & van Keilegom, I., 2006. "Goodness-of-Fit Tests in Nonparametric Regression," Other publications TiSEM a2f56bed-a5de-445c-bf6b-9, Tilburg University, School of Economics and Management.
    • Einmahl, J.H.J. & van Keilegom, I., 2006. "Goodness-of-Fit Tests in Nonparametric Regression," Discussion Paper 2006-79, Tilburg University, Center for Economic Research.
    • Einmahl, J.H.J. & van Keilegom, I., 2004. "Goodness-of-fit Tests in Nonparametric Regression," Discussion Paper 2004-12, Tilburg University, Center for Economic Research.
  • Andreou, E. & Werker, B.J.M., 2004. "An Alternative Asymptotic Analysis of Residual-Based Statistics," Discussion Paper 2004-56, Tilburg University, Center for Economic Research.
  • Jan R. Magnus & Andrey L. Vasnev, 2007. "Local sensitivity and diagnostic tests," Econometrics Journal, Royal Economic Society, vol. 10(1), pages 166-192, March.
    • Magnus, J.R. & Vasnev, A.L., 2004. "Local Sensitivity and Diagnostic Tests," Discussion Paper 2004-105, Tilburg University, Center for Economic Research.
    • Magnus, J.R. & Vasnev, A.L., 2004. "Local Sensitivity and Diagnostic Tests," Other publications TiSEM 10722abe-f848-4bfa-a82d-6, Tilburg University, School of Economics and Management.
  • Einmahl, J.H.J. & van Keilegom, I., 2004. "Goodness-of-fit Tests in Nonparametric Regression," Discussion Paper 2004-12, Tilburg University, Center for Economic Research.
    • Einmahl, J.H.J. & van Keilegom, I., 2004. "Goodness-of-fit Tests in Nonparametric Regression," Other publications TiSEM 44e08f75-b35d-424e-b33e-0, Tilburg University, School of Economics and Management.
    • Einmahl, J.H.J. & van Keilegom, I., 2006. "Goodness-of-Fit Tests in Nonparametric Regression," Other publications TiSEM a2f56bed-a5de-445c-bf6b-9, Tilburg University, School of Economics and Management.
    • Einmahl, J.H.J. & van Keilegom, I., 2006. "Goodness-of-Fit Tests in Nonparametric Regression," Discussion Paper 2006-79, Tilburg University, Center for Economic Research.
  • Stephen Machin & Sandra McNally & Costas Meghir, 2004. "Improving Pupil Performance in English Secondary Schools: Excellence in Cities," Journal of the European Economic Association, MIT Press, vol. 2(2-3), pages 396-405, 04/05.
  • Bauwens, Luc & Giot, Pierre & Grammig, Joachim & Veredas, David, 2004. "A comparison of financial duration models via density forecasts," International Journal of Forecasting, Elsevier, vol. 20(4), pages 589-609.
    • Luc Bauwens & Pierre Giot & Joachim Grammig & David Veredas, 2000. "A Comparison of Financial Duration Models via Density Forecasts," Econometric Society World Congress 2000 Contributed Papers 0810, Econometric Society.
    • Luc Bauwens & Pierre Giot & Joachim Grammig & David Veredas, 2004. "A comparison of financial duration models via density forecast," ULB Institutional Repository 2013/136218, ULB -- Universite Libre de Bruxelles.
    • BAUWENS, Luc & GIOT, Pierre & GRAMMIG, Joachim & VEREDAS, David, 2004. "A comparison of financial duration models via density forecasts," LIDAM Reprints CORE 1746, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    • BAUWENS , Luc & GIOT, Pierre & GRAMMIG, Joachim & VEREDAS, David, 2000. "A comparison of financial duration models via density forecasts," LIDAM Discussion Papers CORE 2000060, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Matos, João Manuel Gonçalves Amaro de & Fernandes, Marcelo, 2001. "Testing the Markov property with ultra high frequency financial data," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 414, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
    • Joao Amaro de Matos & Marcelo Fernandes, 2004. "Testing the Markov property with ultra-high frequency financial data," Nova SBE Working Paper Series wp462, Universidade Nova de Lisboa, Nova School of Business and Economics.
  • Tran Van Hoa, 2004. "Australia-Thailand Free Trade Agreement: Challenges and Opportunities for Bilateral Trade Policy and Closer Economic Relations," Economics Working Papers wp04-12, School of Economics, University of Wollongong, NSW, Australia.
  • Manjón-Antolín, Miguel C., 2010. "Firm size and short-term dynamics in aggregate entry and exit," International Journal of Industrial Organization, Elsevier, vol. 28(5), pages 464-476, September.
    • Manjón Antolín, Miguel C., 2004. "Firm Size and Short-Term Dynamics in Aggregate Entry and Exit," Working Papers 2072/1778, Universitat Rovira i Virgili, Department of Economics.
  • Patrick Coggi & Bogdan Manescu, 2004. "A multifactor model of stock returns with endogenous regime switching," University of St. Gallen Department of Economics working paper series 2004 2004-01, Department of Economics, University of St. Gallen.
  • Chen, Xiaohong & Fan, Yanqin, 2007. "A Model Selection Test For Bivariate Failure-Time Data," Econometric Theory, Cambridge University Press, vol. 23(3), pages 414-439, June.
    • Xiaohong Chen & Yanqin Fan, 2004. "A Model Selection Test for Bivariate Failure-Time Data," Vanderbilt University Department of Economics Working Papers 0421, Vanderbilt University Department of Economics, revised Oct 2004.
  • Chen, Xiaohong & Fan, Yanqin & Patton, Andrew J., 2004. "Simple tests for models of dependence between multiple financial time series, with applications to U.S. equity returns and exchange rates," LSE Research Online Documents on Economics 24681, London School of Economics and Political Science, LSE Library.
    • Andrew Patton & Yanqin Fan & Xiaohong Chen, 2004. "Simple Tests for Models of Dependence Between Multiple Financial Time Series, with Applications to U.S. Equity Returns and Exchange Rates," Working Papers wp04-19, Warwick Business School, Finance Group.
  • Bal??zs ??gert & Yosra Koubaa, 2004. "Modelling Stock Returns in the G-7 and in Selected CEE Economies: A Non-linear GARCH Approach," William Davidson Institute Working Papers Series 2004-663, William Davidson Institute at the University of Michigan.
  • Dario Cziraky & Max Gillman, 2004. "Inflation and Endogenous Growth in Underground Economies," wiiw Balkan Observatory Working Papers 50, The Vienna Institute for International Economic Studies, wiiw.
  • Janine Aron & John Muellbauer & Coen Pretorius, 2004. "A Framework for Forecasting the Components of the Consumer Price," Development and Comp Systems 0409054, University Library of Munich, Germany.
  • Janine Aron & John Muellbauer & B. Smit, 2004. "A Structural Model of the Inflation Process in South Africa," CSAE Working Paper Series 2004-08, Centre for the Study of African Economies, University of Oxford.
    • Janine Aron & John Muellbauer & Benjamin Smit, 2004. "A Structural Model of the Inflation Process in South Africa," Development and Comp Systems 0409055, University Library of Munich, Germany.
  • Jonathan B. Hill, 2004. "Consistent Model Specification Tests Against Smooth Transition Alternatives," Econometrics 0402004, University Library of Munich, Germany, revised 05 Aug 2005.
  • José María Casado García & F.Javier Trívez, 2004. "Asimetría, Persistencia Y No Linealidad De La Tasa De Desempleo Español," Econometrics 0402006, University Library of Munich, Germany.
  • Artur Silva Lopes, 2006. "Deterministic seasonality in Dickey–Fuller tests: should we care?," Empirical Economics, Springer, vol. 31(1), pages 165-182, March.
    • Artur Da Silva Lopes, 2004. "Deterministic Seasonality In Dickey-Fuller Tests: Should We Care?," Royal Economic Society Annual Conference 2004 75, Royal Economic Society.
    • Artur C. B. da Silva Lopes, 2004. "Deterministic Seasonality in Dickey-Fuller Tests: Should We Care?," Econometrics 0402007, University Library of Munich, Germany, revised 18 Mar 2004.
  • Paulo M.M. Rodrigues & Antonio Rubia, 2004. "On The Small Sample Properties Of Dickey Fuller And Maximum Likelihood Unit Root Tests On Discrete-Sampled Short-Term Interest Rates," Working Papers. Serie AD 2004-11, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
    • Paulo M. M. Rodrigues & Antonio Rubia, 2004. "On the Small Sample Properties of Dickey Fuller and Maximum Likelihood Unit Root Tests on Discrete-Sampled Short-Term Interest Rates," Econometrics 0405004, University Library of Munich, Germany.
  • Evzen Kocenda & Lubos Briatka, 2004. "Advancing the iid Test Based on Integration across the Correlation Integral: Ranges, Competition, and Power," CERGE-EI Working Papers wp235, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
    • Evzen Kocenda & Lubos Briatka, 2004. "Advancing the iid Test Based on Integration across the Correlation Integral: Ranges, Competition, and Power," Econometrics 0409001, University Library of Munich, Germany.
  • Philip Kostov & John Lingard, 2004. "Regime-switching Vector Error Correction Model (VECM) analysis of UK meat consumption," Econometrics 0409007, University Library of Munich, Germany.
  • Jonathan B. Hill, 2004. "Gaussian Tests of "Extremal White Noise" for Dependent, Heterogeneous, Heavy Tailed Time Series with an Application," Econometrics 0411014, University Library of Munich, Germany, revised 04 Nov 2005.
  • Cătălin Stărică & Clive Granger, 2005. "Nonstationarities in Stock Returns," The Review of Economics and Statistics, MIT Press, vol. 87(3), pages 503-522, August.
    • Catalin Starica & Clive Granger, 2004. "Non-stationarities in stock returns," Econometrics 0411016, University Library of Munich, Germany.
  • Thomas Mikosch, 2004. "Is it really long memory we see in financial returns?," Econometrics 0412002, University Library of Munich, Germany.
  • Thomas Mikosch & Catalin Starica, 2004. "Changes of structure in financial time series and the GARCH model," Econometrics 0412003, University Library of Munich, Germany.
  • Thomas Mikosch & Catalin Starica, 2004. "Long range dependence effects and ARCH modelling," Econometrics 0412004, University Library of Munich, Germany.
  • Thomas Mikosch & Catalin Starica, 2004. "Non-stationarities in financial time series, the long range dependence and the IGARCH effects," Econometrics 0412005, University Library of Munich, Germany.
  • Peter Carr & Liuren Wu, 2014. "Static Hedging of Standard Options," Journal of Financial Econometrics, Oxford University Press, vol. 12(1), pages 3-46.
    • Peter Carr & Liuren Wu, 2013. "Static Hedging of Standard Options," Journal of Financial Econometrics, Oxford University Press, vol. 12(1), pages 3-46, December.
    • Peter Carr & Liuren Wu, 2004. "Static Hedging of Standard Options," Finance 0409016, University Library of Munich, Germany.
  • Cornelis A. Los & Joanna M. Lipka, 2004. "Long-Term Dependence Characteristics of European Stock Indices," Finance 0409044, University Library of Munich, Germany.
  • Charlotte S. Hansen & Bjorn E. Tuypens, 2004. "Proxying for Expected Returns with Price Earnings Ratios," Finance 0410019, University Library of Munich, Germany.
  • Milton Barossi-Filho & Ricardo Gonçalves Silva & Eliezer Martins Diniz, 2005. "The empirics of the Solow growth model: Long-term evidence," Journal of Applied Economics, Universidad del CEMA, vol. 8, pages 31-51, May.
    • Milton Barossi-Filho & Ricardo Gonçalves Silva & Eliezer Martins Diniz, 2004. "The Empirics of the Solow Growth Model: Long-Term Evidence," GE, Growth, Math methods 0406001, University Library of Munich, Germany, revised 08 Oct 2005.
  • Jose Maria Casado Garcia & Javier Trivez Bielsa, 2004. "Asymmetry, Persistence And Non-Linearity Of Spanish Unemployment Rates," General Economics and Teaching 0406001, University Library of Munich, Germany.
  • jose ramos pires manso, 2004. "Luso-Spanish-Franco-English Relations Viewed From The Entrance Of Foreign Investment Funds," International Finance 0404010, University Library of Munich, Germany.
    • jose r. p. manso, 2004. "Luso-Spanish-Franco-English Relations Viewed From The Entrance Of Foreign Investment Funds," International Finance 0404006, University Library of Munich, Germany.
  • jose r. p. manso, 2004. "Luso-Spanish-Franco-English Relations Viewed From The Entrance Of Foreign Investment Funds," International Finance 0404006, University Library of Munich, Germany.
    • jose ramos pires manso, 2004. "Luso-Spanish-Franco-English Relations Viewed From The Entrance Of Foreign Investment Funds," International Finance 0404010, University Library of Munich, Germany.
  • Jorge Selaive & Vicente Tuesta, 2006. "Can fluctuations in the consumption-wealth ratio help to predict exchange rates?," Applied Financial Economics, Taylor & Francis Journals, vol. 16(17), pages 1251-1263.
    • Jorge Selaive & Vicente Tuesta, 2004. "Can Fluctuations in the Consumption-Wealth Ratio Help to Predict Exchange Rates?," International Finance 0404014, University Library of Munich, Germany.
    • Jorge Selaive & Vicente Tuesta R, 2005. "Can Fluctuations in the Consumption-Wealth Ratio Help to Predict Exchange Rates?," Working Papers 2005-002, Banco Central de Reserva del Perú.
  • Los, Cornelis A., 2006. "System identification in noisy data environments: An application to six Asian stock markets," Journal of Banking & Finance, Elsevier, vol. 30(7), pages 1997-2024, July.
    • Cornelis A Los, 2004. "System Identification in Noisy Data Environments: An Application to Six Asian Stock Markets," International Finance 0410005, University Library of Munich, Germany.
  • Fabio Milani, 2008. "Monetary Policy With A Wider Information Set: A Bayesian Model Averaging Approach," Scottish Journal of Political Economy, Scottish Economic Society, vol. 55(1), pages 1-30, February.
    • Fabio Milani, 2004. "Monetary Policy with a Wider Information Set: a Bayesian Model Averaging Approach," Macroeconomics 0401004, University Library of Munich, Germany.
  • Dr. Vsr. Subramaniam, 2004. "Accelerate Your Socio-Economic Development – An Eccentric Bicircualr Model & Solutions," Macroeconomics 0403018, University Library of Munich, Germany.
  • Maritta Paloviita, 2004. "Inflation dynamics in the euro area and the role of expectations," Macroeconomics 0405015, University Library of Munich, Germany.
  • Maurizio Bovi, 2004. "Consumer Surveys and Reality," Macroeconomics 0408012, University Library of Munich, Germany.
  • José María Casado García & Jesus Barreiro & Luis Perez y Perez, 2004. "Preferencias inciertas y modelo Spike en la valoración del patrimonio natural," Microeconomics 0403002, University Library of Munich, Germany.
  • Dr.Vsr.Subramaniam, 2004. "Redefined Productivity & Socio-Economic Development Oriented Management Decisions," Microeconomics 0403005, University Library of Munich, Germany, revised 27 Feb 2006.
  • Martin Barlow & Yuri Gusev & Manpo Lai, 2004. "Calibration Of Multifactor Models In Electricity Markets," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 7(02), pages 101-120.
  • Michal Grajek, 2004. "Diffusion of ISO 9000 Standards and International Trade," CIG Working Papers SP II 2004-16, Wissenschaftszentrum Berlin (WZB), Research Unit: Competition and Innovation (CIG).
  • Donald W.K. Andrews & Jae-Young Kim, 2003. "End-of-Sample Cointegration Breakdown Tests," Cowles Foundation Discussion Papers 1404, Cowles Foundation for Research in Economics, Yale University.
    • Donald W.K. Andrews & Jae-Young Kim, 2004. "End-of-Sample Cointegration Breakdown Tests," Yale School of Management Working Papers ysm344, Yale School of Management.
    • Donald Andrews & Jae-Young Kim, 2004. "End-of-Sample Conintegratio Breakdown Tests," Econometric Society 2004 Far Eastern Meetings 795, Econometric Society.
  • Philip A. Haile & Ali Hortaçsu & Grigory Kosenok, 2008. "On the Empirical Content of Quantal Response Equilibrium," American Economic Review, American Economic Association, vol. 98(1), pages 180-200, March.
    • Philip A. Haile & Ali Hortacsu & Grigory Kosenok, 0820. "On the Empirical Content of Quantal Response Equilibrium," Cowles Foundation Discussion Papers 1432R, Cowles Foundation for Research in Economics, Yale University, revised Jun 0820.
    • Philip A. Haile & Ali Hortacsu & Grigory Kosenok, 2006. "On the Empirical Content of Quantal Response Equilibrium," Working Papers w0076, Center for Economic and Financial Research (CEFIR).
    • Philip A. Haile & Ali Hortacsu & Grigory Kosenok, 2004. "On the Empirical Content of Quantal Response Equilibrium," Yale School of Management Working Papers ysm421, Yale School of Management.
    • Philip A. Haile & Ali Hortacsu & Grigory Kosenok, 2003. "On the Empirical Content of Quantal Response Equilibrium," Cowles Foundation Discussion Papers 1432, Cowles Foundation for Research in Economics, Yale University.
    • Philip A. Haile & Ali Hortacsu & Grigory Kosenok, 2006. "On the Empirical Content of Quantal Response Equilibrium," Working Papers w0076, New Economic School (NES).
    • Philip A. Haile & Ali Hortacsu & Grigory Kosenok, 2003. "On the Empirical Content of Quantal Response Equilibrium," Levine's Bibliography 666156000000000215, UCLA Department of Economics.
  • Anatoly Peresetsky & Alexandr Karminsky & Sergei Golovan, 2011. "Probability of default models of Russian banks," Economic Change and Restructuring, Springer, vol. 44(4), pages 297-334, November.
    • Peresetsky, Anatoly & Karminsky, Alexandr & Golovan, Sergei, 2004. "Probability of default models of Russian banks," BOFIT Discussion Papers 21/2004, Bank of Finland Institute for Emerging Economies (BOFIT).
  • Paloviita, Maritta, 2004. "Inflation dynamics in the euro area and the role of expectations: further results," Bank of Finland Research Discussion Papers 21/2004, Bank of Finland.
  • Thomas A. Knetsch, 2005. "Evaluating the German Inventory Cycle Using Data from the Ifo Business Survey," Contributions to Economics, in: Jan-Egbert Sturm & Timo Wollmershäuser (ed.), Ifo Survey Data in Business Cycle and Monetary Policy Analysis, pages 61-92, Springer.
    • Thomas A. Knetsch, 2004. "Evaluating the German Inventory Cycle – Using Data from the Ifo Business Survey," CESifo Working Paper Series 1202, CESifo.
    • Knetsch, Thomas A., 2004. "Evaluating the German Inventory Cycle Using Data from the Ifo Business Survey," Discussion Paper Series 1: Economic Studies 2004,10, Deutsche Bundesbank.
  • Christian M. Hafner & Helmut Herwartz, 2008. "Testing for Causality in Variance Usinf Multivariate GARCH Models," Annals of Economics and Statistics, GENES, issue 89, pages 215-241.
    • Hafner, C.M. & Herwartz, H., 2004. "Testing for causality in variance using multivariate GARCH models," Econometric Institute Research Papers EI 2004-20, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    • Hafner, Christian M. & Herwartz, Helmut, 2004. "Testing for Causality in Variance using Multivariate GARCH Models," Economics Working Papers 2004-03, Christian-Albrechts-University of Kiel, Department of Economics.
  • Roman Liesenfeld & Jean-Francois Richard, 2006. "Classical and Bayesian Analysis of Univariate and Multivariate Stochastic Volatility Models," Econometric Reviews, Taylor & Francis Journals, vol. 25(2-3), pages 335-360.
    • Liesenfeld, Roman & Richard, Jean-François, 2004. "Classical and Bayesian Analysis of Univariate and Multivariate Stochastic Volatility Models," Economics Working Papers 2004-12, Christian-Albrechts-University of Kiel, Department of Economics.
  • Scholz, Achim & Neumeyer, Natalie & Munk, Axel, 2004. "Nonparametric Analysis of Covariance : the Case of Inhomogeneous and Heteroscedastic Noise," Technical Reports 2004,28, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
  • Herzberg, Markus & Sibbertsen, Philipp, 2004. "Pricing of options under different volatility models," Technical Reports 2004,62, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
  • Gabriel Pons Rotger, 2004. "Seasonal Unit Root Testing Based on the Temporal Aggregation of Seasonal Cycles," Economics Working Papers 2004-1, Department of Economics and Business Economics, Aarhus University.
  • Eduardo Lora & Mauricio Olivera, 2004. "What Makes Reforms Likely: Political Economy Determinants of Reforms in Latin America," Journal of Applied Economics, Taylor & Francis Journals, vol. 7(1), pages 99-135, May.
    • Lora, Eduardo & Olivera, Mauricio, 2004. "What makes reforms likely: Political economy determinants of reforms in Latin America," Journal of Applied Economics, Universidad del CEMA, vol. 7(01), pages 1-37, May.
    • Eduardo Lora & Mauricio Olivera, 2004. "What makes reforms likely: Political economy determinants of reforms in Latin America," Journal of Applied Economics, Universidad del CEMA, vol. 7, pages 99-135, May.
  • Diks Cees & Panchenko Valentyn, 2005. "A Note on the Hiemstra-Jones Test for Granger Non-causality," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 9(2), pages 1-9, June.
    • Diks, C.G.H. & Panchenko, V., 2004. "A note on the Hiemstra-Jones test for Granger non-causality," CeNDEF Working Papers 04-10, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  • Manuela CROCI, 2004. "Country pair-correlations as a measure of financial integration: the case of the Euro equity markets," Working Papers 201, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
  • Diógenes Manoel Leiva Martin & Eduardo Kazuo Kayo & Herbert Kimura & Wilson Toshiro Nakamura, 2004. "Identificando Bolhas Especulativas Racionais no IBOVESPA (Pós-Plano Real), a partir de Regimes Markovianos de Conversão," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], vol. 5(3), pages 219-252.
    • Diógenes Manoel Leiva Martin & Herbert Kimura & Wilson Toshiro Nakamura & Eduardo Kazuo Kayo, 2004. "Identificando Bolhas Especulativas Racionais No Ibovespa (Pós-Plano Real), A Partir De Regimes Markovianos De Conversão," Anais do XXXII Encontro Nacional de Economia [Proceedings of the 32nd Brazilian Economics Meeting] 064, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
  • Diógenes Manoel Leiva Martin & Eduardo Kazuo Kayo & Herbert Kimura & Wilson Toshiro Nakamura, 2004. "Identificando Bolhas Especulativas Racionais no IBOVESPA (Pós-Plano Real), a partir de Regimes Markovianos de Conversão," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], vol. 5(3), pages 219-252.
    • Diógenes Manoel Leiva Martin & Herbert Kimura & Wilson Toshiro Nakamura & Eduardo Kazuo Kayo, 2004. "Identificando Bolhas Especulativas Racionais No Ibovespa (Pós-Plano Real), A Partir De Regimes Markovianos De Conversão," Anais do XXXII Encontro Nacional de Economia [Proceedings of the 32nd Brazilian Economics Meeting] 064, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
  • Carlos Fernando Lagrota R. Lopes, 2004. "Monetary Policy And External Vulnerability In Brazil," Anais do XXXII Encontro Nacional de Economia [Proceedings of the 32nd Brazilian Economics Meeting] 071, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
  • Alexandre Augusto Seijas de Andrade & Naércio Aquino Menezes-Filho, 2004. "O Papel Da Oferta De Trabalho No Comportamento Dos Retornos À Educação No Brasil," Anais do XXXII Encontro Nacional de Economia [Proceedings of the 32nd Brazilian Economics Meeting] 150, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
  • Vania Banabakova, 2004. "Models for Optimization Logistic Decisions (On The Example of the Bulgarian Army)," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 3, pages 124-163.
  • Nadya Marinova, 2004. "Economic Aspects of the Appraisal and Selection of Engineering Projects," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 1, pages 75-95.
  • Lynda Khalaf & Maral Kichian, 2004. "Estimating New Keynesian Phillips Curves Using Exact Methods," Staff Working Papers 04-11, Bank of Canada.
  • Richard Luger, 2004. "Exact Tests of Equal Forecast Accuracy with an Application to the Term Structure of Interest Rates," Staff Working Papers 04-2, Bank of Canada.
  • Florian PELGRIN & Alain GUAY & Richard LUGER, 2004. "The New Keynesian Phillips Curve: An empirical assessment," Econometric Society 2004 North American Summer Meetings 418, Econometric Society.
    • Alain Guay & Florian Pelgrin, 2004. "The U.S. New Keynesian Phillips Curve: An Empirical Assessment," Staff Working Papers 04-35, Bank of Canada.
    • Florian PELGRIN & GUAY Alain & LUGER Richard, 2004. "The New Keynesian Phillips Curve: An Empirical Assessment," Computing in Economics and Finance 2004 212, Society for Computational Economics.
  • Jean-Thomas Bernard & Lynda Khalaf & Maral Kichian, 2004. "Structural Change and Forecasting Long-Run Energy Prices," Staff Working Papers 04-5, Bank of Canada.
  • Paolo Piselli, 2004. "Business cycle non-linearities and productivity shocks," Temi di discussione (Economic working papers) 516, Bank of Italy, Economic Research and International Relations Area.
  • Monteforte, Libero, 2007. "Aggregation bias in macro models: Does it matter for the euro area?," Economic Modelling, Elsevier, vol. 24(2), pages 236-261, March.
    • Libero Monteforte, 2004. "Aggregation bias in macro models: does it matter foir the euro area?," Temi di discussione (Economic working papers) 534, Bank of Italy, Economic Research and International Relations Area.
  • Castellanos Pascacio Sara Gabriela & Oviedo Marco, 2004. "Analysis of Optimal Bids in the Primary Auction of Mexican Federal Government Bonds: Results of a Structural Econometric Modeling Approach," Working Papers 2004-07, Banco de México.
  • Luis F. Melo & Álvaro Riascos, 2004. "Sobre los efectos de la política monetaria en Colombia," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 22(45), pages 172-221, June.
    • Luis F. Melo & Álvaro Riascos, 2004. "Sobre los efectos de la política monetaria en Colombia," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 22(45), pages 172-221, June.
    • Luis Fernando Melo Velandia & Alvaro José Riascos Villegas, 2004. "Sobre los Efectos de la Política Monetaria en Colombia," Borradores de Economia 3511, Banco de la Republica.
    • Luis Fernando Melo-Velandia & Alvaro J. Riascos, 2004. "Sobre los efectos de la política monetaria en Colombia," Borradores de Economia 281, Banco de la Republica de Colombia.
  • Juan Carlos Vargas Berdugo, 2004. "Cuenta corriente y restricción presupuestaria intertemporal: un contraste de la viabilidad del financiamiento externo," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 22(45), pages 58-78, June.
    • Juan Carlos Vargas Berdugo, 2004. "Cuenta corriente y restricción presupuestaria intertemporal: un contraste de la viabilidad del financiamiento externo," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 22(45), pages 58-78, June.
  • Pérez-Valbuena, Gerson Javier, 2005. "Los ciclos ganaderos en Colombia, 1950-2001," Chapters, in: Pérez-Valbuena, Gerson Javier (ed.), Microeconomía de la ganadería en Colombia, chapter 2, pages 42-72, Banco de la Republica de Colombia.
    • Gerson Javier Pérez V, 2004. "Los ciclos ganaderos en Colombia, 1950-2001," Documentos de Trabajo Sobre Economía Regional y Urbana 3160, Banco de la República, Economía Regional.
    • Gerson Javier Pérez V., 2004. "Los ciclos ganaderos en Colombia, 1950-2001," Documentos de trabajo sobre Economía Regional y Urbana 46, Banco de la Republica de Colombia.
  • Moyen, Stephane & Sahuc, Jean-Guillaume, 2005. "Incorporating labour market frictions into an optimising-based monetary policy model," Economic Modelling, Elsevier, vol. 22(1), pages 159-186, January.
    • Stéphane Moyen & Jean-Guillaume Sahuc, 2003. "Incorporating Labour Market Frictions into an Optimizing Based Monetary Policy Model," Documents de recherche 03-03, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne.
    • Stéphane Moyen & Jean-Guillaume Sahuc, 2005. "Incorporating labour market frictions into an optimising-based monetary policy model," Post-Print hal-02877999, HAL.
    • Stéphane Moyen & Jean-Guillaume Sahuc, 2004. "Incorporating Labour Market Frictions into an Optimising-Based Monetary Policy Model," Working papers 105, Banque de France.
    • Stéphane Moyen & Jean-Guillaume Sahuc, 2005. "Incorporating Labour Market Frictions into an Optimising-Based Monetary Policy Model," Post-Print hal-01612715, HAL.
  • Stilianos Fountas & Menelaos Karanasos & Alfonso Mendoza, 2004. "Output Variability and Economic Growth: the Japanese Case," Bulletin of Economic Research, Wiley Blackwell, vol. 56(4), pages 353-363, October.
  • William A. Brock & Steven N. Durlauf, 2004. "Elements of a Theory of Design Limits to Optimal Policy," Manchester School, University of Manchester, vol. 72(s1), pages 1-18, September.
    • Brock,W.A. & Durlauf,S.N., 2003. "Elements of a theory of design limits to optimal policy," Working papers 25, Wisconsin Madison - Social Systems.
    • William A. Brock & Steven N. Durlauf, 2004. "Elements of a Theory of Design Limits to Optimal Policy," NBER Working Papers 10495, National Bureau of Economic Research, Inc.
  • Eilev S. Jansen, 2004. "Modelling inflation in the Euro Area," Working Paper Series 4104, Department of Economics, Norwegian University of Science and Technology, revised 01 Jun 2004.
    • Eilev S. Jansen, 2004. "Modelling inflation in the Euro Area," Working Paper 2004/10, Norges Bank.
    • Jansen, Eilev S., 2004. "Modelling inflation in the euro area," Working Paper Series 322, European Central Bank.
  • Anatoly Peresetsky & Alexandr Karminsky & Sergei Golovan, 2011. "Probability of default models of Russian banks," Economic Change and Restructuring, Springer, vol. 44(4), pages 297-334, November.
    • Peresetsky, Anatoly & Karminsky, Alexandr & Golovan, Sergei, 2004. "Probability of default models of Russian banks," BOFIT Discussion Papers 21/2004, Bank of Finland, Institute for Economies in Transition.
  • Paloviita, Maritta, 2004. "Inflation dynamics in the euro area and the role of expectations : further results," Research Discussion Papers 21/2004, Bank of Finland.
  • Sideris, Dimitrios, 2006. "Testing for long-run PPP in a system context: Evidence for the US, Germany and Japan," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 16(2), pages 143-154, April.
    • Dimitrios Sideris, 2004. "Testing for Long-Run PPP in a System Context: Evidence for the US, Germany and Japan," Working Papers 19, Bank of Greece.
  • João Gabe & Marcelo Savino Portugal, 2004. "Implicit Volatility versus Statistical Volatility: an Exercise Using Options and Telemar S.A. Stock," Brazilian Review of Finance, Brazilian Society of Finance, vol. 2(1), pages 47-73.
  • Vinicius Ratton Brandi & Beatriz Vaz de Melo Mendes, 2004. "Assessing Drawdown-at-Risk in Brazilian Real Foreign Exchange Rates," Brazilian Review of Finance, Brazilian Society of Finance, vol. 2(2), pages 207-223.
  • Christopher Martin & Costas Milas, 2004. "Uncertainty and UK Monetary Policy," Money Macro and Finance (MMF) Research Group Conference 2004 65, Money Macro and Finance Research Group.
    • Christopher Martin & Costas Milas, 2004. "Uncertainty and UK Monetary Policy," Economics and Finance Discussion Papers 04-11, Economics and Finance Section, School of Social Sciences, Brunel University.
    • Christopher Martin & Costas Milas, 2005. "Uncertainty and UK Monetary Policy," Keele Economics Research Papers KERP 2005/11, Centre for Economic Research, Keele University.
    • Martin, C. & Milas, C., 2004. "Uncertainty and UK Monetary Policy," Working Papers 04/05, Department of Economics, City University London.
    • Christopher Martin & Costas Milas, 2004. "Uncertainty and UK Monetary Policy," Public Policy Discussion Papers 04-11, Economics and Finance Section, School of Social Sciences, Brunel University.
  • Christopher Martin & Costas Milas, 2004. "Uncertainty and UK Monetary Policy," Money Macro and Finance (MMF) Research Group Conference 2004 65, Money Macro and Finance Research Group.
    • Christopher Martin & Costas Milas, 2004. "Uncertainty and UK Monetary Policy," Public Policy Discussion Papers 04-11, Economics and Finance Section, School of Social Sciences, Brunel University.
    • Christopher Martin & Costas Milas, 2005. "Uncertainty and UK Monetary Policy," Keele Economics Research Papers KERP 2005/11, Centre for Economic Research, Keele University.
    • Martin, C. & Milas, C., 2004. "Uncertainty and UK Monetary Policy," Working Papers 04/05, Department of Economics, City University London.
    • Christopher Martin & Costas Milas, 2004. "Uncertainty and UK Monetary Policy," Economics and Finance Discussion Papers 04-11, Economics and Finance Section, School of Social Sciences, Brunel University.
  • Bhattacharjee, A., 2004. "A Simple Test for the Absence of Covariate Dependence in Duration Models," Cambridge Working Papers in Economics 0401, Faculty of Economics, University of Cambridge.
  • Pesaran, Hashem & Timmermann, Allan, 2005. "Real-Time Econometrics," Econometric Theory, Cambridge University Press, vol. 21(1), pages 212-231, February.
    • M. Hashem Pesaran & Allan Timmermann, 2004. "Real Time Econometrics," CESifo Working Paper Series 1169, CESifo.
    • Pesaran, M.H. & Timmermann, A., 2004. "‘Real Time Econometrics’," Cambridge Working Papers in Economics 0432, Faculty of Economics, University of Cambridge.
    • Pesaran, M. Hashem & Timmermann, Allan, 2004. "Real Time Econometrics," CEPR Discussion Papers 4402, C.E.P.R. Discussion Papers.
    • Pesaran, M. Hashem & Timmermann, Allan, 2004. "Real Time Econometrics," IZA Discussion Papers 1108, Institute of Labor Economics (IZA).
  • James E. Prieger, 2004. "An Empirical Investigation of Biased Survey Data and an Attempted Cure," Working Papers 44, University of California, Davis, Department of Economics.
  • James E. Prieger, 2004. "An Empirical Investigation of Biased Survey Data and an Attempted Cure," Working Papers 44, University of California, Davis, Department of Economics.
  • James E. Prieger, 2004. "An Empirical Investigation of Biased Survey Data and an Attempted Cure," Working Papers 145, University of California, Davis, Department of Economics.
  • Carlos Castellar & Jose Ignacio Uribe, 2004. "Evolution and structure of unemployment in the metropolitan area of Cali 1988-1998. Does the unemployment rate present hysteresis?," Colombian Economic Journal, Academia Colombiana de Ciencias Economicas, Colegio Mayor de Nuestra Senora del Rosario, Pontificia Universidad Javeriana, Universidad de Antioquia, Universidad de los Andes, Universidad del Valle, Universidad Externado de Colombia, Universidad Nacional de Colombia, vol. 2(1), pages 121-155, November.
  • Lora, Eduardo & Olivera, Mauricio, 2004. "What makes reforms likely: Political economy determinants of reforms in Latin America," Journal of Applied Economics, Universidad del CEMA, vol. 7(01), pages 1-37, May.
    • Eduardo Lora & Mauricio Olivera, 2004. "What makes reforms likely: Political economy determinants of reforms in Latin America," Journal of Applied Economics, Universidad del CEMA, vol. 7, pages 99-135, May.
    • Eduardo Lora & Mauricio Olivera, 2004. "What Makes Reforms Likely: Political Economy Determinants of Reforms in Latin America," Journal of Applied Economics, Taylor & Francis Journals, vol. 7(1), pages 99-135, May.
  • Evzen Kocenda & Lubos Briatka, 2005. "Optimal Range for the iid Test Based on Integration Across the Correlation Integral," Econometric Reviews, Taylor & Francis Journals, vol. 24(3), pages 265-296.
    • Evzen Kocenda & Lubos Briatka, 2004. "Advancing the iid Test Based on Integration across the Correlation Integral: Ranges, Competition, and Power," Econometrics 0409001, University Library of Munich, Germany.
    • Evzen Kocenda & Lubos Briatka, 2004. "Advancing the iid Test Based on Integration across the Correlation Integral: Ranges, Competition, and Power," CERGE-EI Working Papers wp235, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
  • Kurt Brannas & Niklas Nordman, 2003. "An alternative conditional asymmetry specification for stock returns," Applied Financial Economics, Taylor & Francis Journals, vol. 13(7), pages 537-541.
    • Brännäs, Kurt & Nordman, Niklas, 2001. "An Alternative Conditional Asymmetry Specification for Stock Returns," Umeå Economic Studies 556, Umeå University, Department of Economics.
    • Kurt Brännäs & Niklas Nordman, 2001. "An Alternative Conditional Asymmetry Specification for Stock Returns," CESifo Working Paper Series 448, CESifo.
  • Funke, Michael & Niebuhr, Annekatrin, 2005. "Threshold effects and regional economic growth--evidence from West Germany," Economic Modelling, Elsevier, vol. 22(1), pages 61-80, January.
    • Funke, Michael & Niebuhr, Annekatrin, 2001. "Threshold Effects and Regional Economic Growth - Evidence from West Germany," Discussion Paper Series 26141, Hamburg Institute of International Economics.
    • Michael Funke & Annekatrin Niebuhr, 2005. "Threshold Effects and Regional Economic Growth-Evidence from West Germany," Quantitative Macroeconomics Working Papers 20503, Hamburg University, Department of Economics.
    • Michael Funke & Annekatrin Niebuhr, 2002. "Threshold Effects and Regional Economic Growth – Evidence from West Germany," CESifo Working Paper Series 690, CESifo.
    • Funke, Michael & Niebuhr, Annekatrin, 2001. "Threshold effects and regional economic growth – Evidence from West Germany," HWWA Discussion Papers 136, Hamburg Institute of International Economics (HWWA).
    • Michael Funke & Annekatrin Niebuhr, 2005. "Threshold Effects and Regional Economic Growth-Evidence from West Germany," Quantitative Macroeconomics Working Papers 20501, Hamburg University, Department of Economics.
  • Enrique Sentana, 2004. "Estimation and Testing of Dynamic Models with Generalised Hyperbolic Innovations," FMG Discussion Papers dp502, Financial Markets Group.
    • Sentana, Enrique & Mencía, Javier, 2005. "Estimation and Testing of Dynamic Models with Generalized Hyperbolic Innovations," CEPR Discussion Papers 5177, C.E.P.R. Discussion Papers.
    • F. Javier Mencía & Enrique Sentana, 2004. "Estimation and Testing of Dynamic Models with Generalised Hyperbolic Innovations," Working Papers wp2004_0411, CEMFI.
    • Mencia, Javier F. & Sentana, Enrique, 2004. "Estimation and testing of dynamic models with generalised hyperbolic innovations," LSE Research Online Documents on Economics 24742, London School of Economics and Political Science, LSE Library.
  • Luis Gonzalo Llosa & Shirley Miller, 2004. "Using Additional Information in Estimating the Output Gap in Peru: a Multivariate Unobserved Component Approach," Money Affairs, CEMLA, vol. 0(1), pages 57-82, January-J.
    • Gonzalo Llosa/Shirley Miller, 2004. "Using additional information in estimating output gap in Peru: a multivariate unobserved component approach," Econometric Society 2004 Latin American Meetings 243, Econometric Society.
    • Gonzalo Llosa & Shirley Miller, 2005. "Using additional information in estimating the output gap in Peru: a multivariate unobserved component approach," Working Papers 2005-004, Banco Central de Reserva del Perú.
  • Clemente Forero & Carlos Eduardo Sepúlveda, 2004. "Forms of Participatory Democracy: An Analytical Framework Based on the Experiences of Bolivia, Brazil and Colombia," Borradores de Investigación 2742, Universidad del Rosario.
  • Luis F. Melo & Álvaro Riascos, 2004. "Sobre los efectos de la política monetaria en Colombia," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 22(45), pages 172-221, June.
    • Luis F. Melo & Álvaro Riascos, 2004. "Sobre los efectos de la política monetaria en Colombia," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 22(45), pages 172-221, June.
    • Luis Fernando Melo-Velandia & Alvaro J. Riascos, 2004. "Sobre los efectos de la política monetaria en Colombia," Borradores de Economia 281, Banco de la Republica de Colombia.
    • Luis Fernando Melo Velandia & Alvaro José Riascos Villegas, 2004. "Sobre los Efectos de la Política Monetaria en Colombia," Borradores de Economia 3511, Banco de la Republica.
  • Pérez-Valbuena, Gerson Javier, 2005. "Los ciclos ganaderos en Colombia, 1950-2001," Chapters, in: Pérez-Valbuena, Gerson Javier (ed.), Microeconomía de la ganadería en Colombia, chapter 2, pages 42-72, Banco de la Republica de Colombia.
    • Gerson Javier Pérez V., 2004. "Los ciclos ganaderos en Colombia, 1950-2001," Documentos de trabajo sobre Economía Regional y Urbana 46, Banco de la Republica de Colombia.
    • Gerson Javier Pérez V, 2004. "Los ciclos ganaderos en Colombia, 1950-2001," Documentos de Trabajo Sobre Economía Regional y Urbana 3160, Banco de la República, Economía Regional.
  • Juan Carlos Vargas Berdugo, 2004. "Cuenta corriente y restricción presupuestaria intertemporal: un contraste de la viabilidad del financiamiento externo," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 22(45), pages 58-78, June.
    • Juan Carlos Vargas Berdugo, 2004. "Cuenta corriente y restricción presupuestaria intertemporal: un contraste de la viabilidad del financiamiento externo," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 22(45), pages 58-78, June.
  • LEJEUNE, Bernard, 2004. "A full heteroscedastic one-way error components model allowing for unbalanced panel : Pseudo-maximum likelihood estimation and specification testing," LIDAM Discussion Papers CORE 2004076, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Lutz Kilian & Atsushi Inoue, 2004. "Bagging Time Series Models," Econometric Society 2004 North American Summer Meetings 110, Econometric Society.
    • Kilian, Lutz & Inoue, Atsushi, 2004. "Bagging Time Series Models," CEPR Discussion Papers 4333, C.E.P.R. Discussion Papers.
  • Pesaran, Hashem & Timmermann, Allan, 2005. "Real-Time Econometrics," Econometric Theory, Cambridge University Press, vol. 21(1), pages 212-231, February.
    • Pesaran, M.H. & Timmermann, A., 2004. "‘Real Time Econometrics’," Cambridge Working Papers in Economics 0432, Faculty of Economics, University of Cambridge.
    • Pesaran, M. Hashem & Timmermann, Allan, 2004. "Real Time Econometrics," CEPR Discussion Papers 4402, C.E.P.R. Discussion Papers.
    • Pesaran, M. Hashem & Timmermann, Allan, 2004. "Real Time Econometrics," IZA Discussion Papers 1108, Institute of Labor Economics (IZA).
    • M. Hashem Pesaran & Allan Timmermann, 2004. "Real Time Econometrics," CESifo Working Paper Series 1169, CESifo.
  • Eugenio J. Miravete & José C. Pernías, 2006. "Innovation Complementarity And Scale Of Production," Journal of Industrial Economics, Wiley Blackwell, vol. 54(1), pages 1-29, March.
    • Miravete, Eugenio J. & Pernias, Jose C., 1998. "Innovation Complementarity and Scale of Production," Working Papers 98-42, C.V. Starr Center for Applied Economics, New York University.
    • Miravete, Eugenio & Pernías, Jose C, 2004. "Innovation Complimentarity and Scale of Production," CEPR Discussion Papers 4483, C.E.P.R. Discussion Papers.
  • Janine Aron & John Muellbauer & Coen Pretorius, 2004. "A Framework for Forecasting the Components of the Consumer Price Index: application to South Africa," CSAE Working Paper Series 2004-07, Centre for the Study of African Economies, University of Oxford.
  • Janine Aron & John Muellbauer & Benjamin Smit, 2004. "A Structural Model of the Inflation Process in South Africa," Development and Comp Systems 0409055, University Library of Munich, Germany.
    • Janine Aron & John Muellbauer & B. Smit, 2004. "A Structural Model of the Inflation Process in South Africa," CSAE Working Paper Series 2004-08, Centre for the Study of African Economies, University of Oxford.
  • Luigi Benfratello & Massimiliano Piacenza & Stefano Sacchetto, 2004. "-What Drives Market Prices in the Wine Industry ? Estimation of a Hedonic Model for Italian Premium Wines," CERIS Working Paper 200411, CNR-IRCrES Research Institute on Sustainable Economic Growth - Torino (TO) ITALY - former Institute for Economic Research on Firms and Growth - Moncalieri (TO) ITALY.
  • Christopher Martin & Costas Milas, 2004. "Uncertainty and UK Monetary Policy," Money Macro and Finance (MMF) Research Group Conference 2004 65, Money Macro and Finance Research Group.
    • Christopher Martin & Costas Milas, 2005. "Uncertainty and UK Monetary Policy," Keele Economics Research Papers KERP 2005/11, Centre for Economic Research, Keele University.
    • Martin, C. & Milas, C., 2004. "Uncertainty and UK Monetary Policy," Working Papers 04/05, Department of Economics, City University London.
    • Christopher Martin & Costas Milas, 2004. "Uncertainty and UK Monetary Policy," Economics and Finance Discussion Papers 04-11, Economics and Finance Section, School of Social Sciences, Brunel University.
    • Christopher Martin & Costas Milas, 2004. "Uncertainty and UK Monetary Policy," Public Policy Discussion Papers 04-11, Economics and Finance Section, School of Social Sciences, Brunel University.
  • Legrenzi, G. & Milas, C., 2004. "Non-linear adjustments in fiscal policy," Working Papers 04/06, Department of Economics, City University London.
    • Gabriella Legrenzi & Costas Milas, 2005. "Non-linear adjustments in fiscal policy," Keele Economics Research Papers KERP 2005/04, Centre for Economic Research, Keele University.
  • Bargain, Olivier & Orsini, Kristian, 2006. "In-work policies in Europe: Killing two birds with one stone?," Labour Economics, Elsevier, vol. 13(6), pages 667-697, December.
    • Bargain, Olivier & Orsini, Kristian, 2004. "In-work policies in Europe: killing two birds with one stone?," EUROMOD Working Papers EM4/04, EUROMOD at the Institute for Social and Economic Research.
    • Olivier Bargain & Kristian Orsini, 2004. "In-work policies in Europe: killing two birds with one stone?," DELTA Working Papers 2004-13, DELTA (Ecole normale supérieure).
    • Bargain, Olivier B. & Orsini, Kristian, 2004. "In-Work Policies in Europe: Killing Two Birds with One Stone?," IZA Discussion Papers 1445, Institute of Labor Economics (IZA).
  • Olivier Bargain, 2004. "On modeling household labor supply with taxation," DELTA Working Papers 2004-14, DELTA (Ecole normale supérieure).
    • Olivier Bargain, 2007. "On Modeling Household Labor Supply With Taxation," Working Papers 200711, School of Economics, University College Dublin.
    • Bargain, Olivier B., 2005. "On Modeling Household Labor Supply with Taxation," IZA Discussion Papers 1455, Institute of Labor Economics (IZA).
  • Peter Haan, 2004. "Discrete Choice Labor Supply: Conditional Logit vs. Random Coefficient Models," Discussion Papers of DIW Berlin 394, DIW Berlin, German Institute for Economic Research.
  • Jörg Döpke & Ulrich Fritsche, 2004. "Growth and Inflation Forecasts for Germany: An Assessment of Accuracy and Dispersion," Discussion Papers of DIW Berlin 399, DIW Berlin, German Institute for Economic Research.
  • Hans J. Baumgartner, 2003. "Are There Any Class Size Effects On Early Career Earnings In West Germany?," HEW 0305004, University Library of Munich, Germany, revised 05 Nov 2003.
    • Hans J. Baumgartner, 2004. "Are There Any Class Size Effects on Early Career Earnings in West Germany?," Discussion Papers of DIW Berlin 417, DIW Berlin, German Institute for Economic Research.
  • Al-Sharkas, A.A., 2004. "Dynamic Relations Between Macroeconomic Factors and the Jordanian Stock Market," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, vol. 1(1), pages 97-114.
  • Guisan, M.Carmen, 2004. "A Comparison of Causality Tests Applied to the Bilateral Relationship between Consumption and GDP in the USA and Mexico," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, vol. 1(1), pages 115-130.
  • Eilev S. Jansen, 2004. "Modelling inflation in the Euro Area," Working Paper 2004/10, Norges Bank.
    • Jansen, Eilev S., 2004. "Modelling inflation in the euro area," Working Paper Series 322, European Central Bank.
    • Eilev S. Jansen, 2004. "Modelling inflation in the Euro Area," Working Paper Series 4104, Department of Economics, Norwegian University of Science and Technology, revised 01 Jun 2004.
  • Gonzalo Camba‐Mendez & George Kapetanios, 2005. "Estimating the Rank of the Spectral Density Matrix," Journal of Time Series Analysis, Wiley Blackwell, vol. 26(1), pages 37-48, January.
    • Camba-Méndez, Gonzalo & Kapetanios, George, 2004. "Estimating the rank of the spectral density matrix," Working Paper Series 349, European Central Bank.
  • Artur Silva Lopes, 2006. "Deterministic seasonality in Dickey–Fuller tests: should we care?," Empirical Economics, Springer, vol. 31(1), pages 165-182, March.
    • Artur C. B. da Silva Lopes, 2004. "Deterministic Seasonality in Dickey-Fuller Tests: Should We Care?," Econometrics 0402007, University Library of Munich, Germany, revised 18 Mar 2004.
    • Artur Da Silva Lopes, 2004. "Deterministic Seasonality In Dickey-Fuller Tests: Should We Care?," Royal Economic Society Annual Conference 2004 75, Royal Economic Society.
  • Park Joon Y. & Whang Yoon-Jae, 2005. "A Test of the Martingale Hypothesis," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 9(2), pages 1-32, June.
    • Park, Joon Y. & Whang, Yoon-Jae, 2004. "A Test of the Martingale Hypothesis," Working Papers 2004-11, Rice University, Department of Economics.
  • Dick van Dijk, 2004. "Forecasting US Inflation Using Model Averaging," Econometric Society 2004 Australasian Meetings 143, Econometric Society.
  • Anurag Banerjee, 2004. "Sensitivity of OLS estimates against ARFIMA error process as small sample Test for long memory," Econometric Society 2004 Australasian Meetings 159, Econometric Society.
  • Aurobindo Ghosh & Anil K. Bera, 2004. "A Smooth Test for Density Forecast Evaluation," Econometric Society 2004 Australasian Meetings 187, Econometric Society.
  • Stan Hurn & Ralf Becker, 2009. "Testing for Nonlinearity in Mean in the Presence of Heteroskedasticity," Economic Analysis and Policy, Elsevier, vol. 39(2), pages 311-326, September.
    • Stan Hurn, 2004. "Testing for Nonlinearity in Mean in the Presence of Heteroskedasticity," Econometric Society 2004 Australasian Meetings 348, Econometric Society.
    • Stan Hurn & Ralf Becker, 2006. "Testing for nonlinearity in mean in the presence of heteroskedasticity," Stan Hurn Discussion Papers 2006-02, School of Economics and Finance, Queensland University of Technology.
  • Jerome J Collet & Dominique Guegan, 2004. "Another Characterization of Long Memory Behavior," Econometric Society 2004 Australasian Meetings 359, Econometric Society.
  • Paolucci Frank, 2004. "Monetary Policy and Capital Accumulation Processes :How did the FED react to the Transition Phases ?," Econometric Society 2004 Australasian Meetings 8, Econometric Society.
  • Walter G. Sanddorf-Koehle & Ralph Friedmann, 2004. "A conditional distribution model for limited stock index returns," Econometric Society 2004 Far Eastern Meetings 437, Econometric Society.
  • Koichi Maekawa & Ken-ichi Kawai, 2004. "Option pricing under NIG distribution: --- The empirical analysis of Nikkei 225 option ----," Econometric Society 2004 Far Eastern Meetings 607, Econometric Society.
  • Chew Lian Chua & Peter Summers, 2004. "Structural Error Correction Model: A Bayesian Perspective," Econometric Society 2004 Far Eastern Meetings 702, Econometric Society.
  • Wei-Ting Tang & Yin-Feng Gau, 2004. "Forecasting Value-at-Risk Using the Markov-Switching ARCH Model," Econometric Society 2004 Far Eastern Meetings 715, Econometric Society.
  • Donald W.K. Andrews & Jae-Young Kim, 2003. "End-of-Sample Cointegration Breakdown Tests," Cowles Foundation Discussion Papers 1404, Cowles Foundation for Research in Economics, Yale University.
    • Donald Andrews & Jae-Young Kim, 2004. "End-of-Sample Conintegratio Breakdown Tests," Econometric Society 2004 Far Eastern Meetings 795, Econometric Society.
    • Donald W.K. Andrews & Jae-Young Kim, 2004. "End-of-Sample Cointegration Breakdown Tests," Yale School of Management Working Papers ysm344, Yale School of Management.
  • Carlos Chavez & César Viteri, 2004. "Legitimacy, Local Participation, and Compliance in the Galapagos Marine Reserve," Econometric Society 2004 Latin American Meetings 168, Econometric Society.
  • Elizabeth Bucacos & Gerardo Licandro, 2004. "La demanda de dinero en Uruguay: 1980.1-2002.4," Econometric Society 2004 Latin American Meetings 233, Econometric Society.
  • Luis Gonzalo Llosa & Shirley Miller, 2004. "Using Additional Information in Estimating the Output Gap in Peru: a Multivariate Unobserved Component Approach," Money Affairs, CEMLA, vol. 0(1), pages 57-82, January-J.
    • Gonzalo Llosa/Shirley Miller, 2004. "Using additional information in estimating output gap in Peru: a multivariate unobserved component approach," Econometric Society 2004 Latin American Meetings 243, Econometric Society.
    • Gonzalo Llosa & Shirley Miller, 2005. "Using additional information in estimating the output gap in Peru: a multivariate unobserved component approach," Working Papers 2005-004, Banco Central de Reserva del Perú.
  • Jose Galdo, 2004. "Evaluating The Performance Of Non-Experimental Estimators: Evidence From A Randomized Ui Program," Econometric Society 2004 Latin American Meetings 92, Econometric Society.
  • Kilian, Lutz & Inoue, Atsushi, 2004. "Bagging Time Series Models," CEPR Discussion Papers 4333, C.E.P.R. Discussion Papers.
    • Lutz Kilian & Atsushi Inoue, 2004. "Bagging Time Series Models," Econometric Society 2004 North American Summer Meetings 110, Econometric Society.
  • Burridge, Peter & Robert Taylor, A. M., 2004. "Bootstrapping the HEGY seasonal unit root tests," Journal of Econometrics, Elsevier, vol. 123(1), pages 67-87, November.
    • Robert Taylor & Peter Burridge, 2004. "Bootstrapping the HEGY Seasonal Unit Root Tests," Econometric Society 2004 North American Summer Meetings 125, Econometric Society.
  • Aurobindo Ghosh & Anil K. Bera, 2004. "Smooth Test Of Density Forecast Evaluation With Independent And Serially Dependent Data," Econometric Society 2004 North American Summer Meetings 319, Econometric Society.
  • Alain Guay & Florian Pelgrin, 2004. "The U.S. New Keynesian Phillips Curve: An Empirical Assessment," Staff Working Papers 04-35, Bank of Canada.
    • Florian PELGRIN & Alain GUAY & Richard LUGER, 2004. "The New Keynesian Phillips Curve: An empirical assessment," Econometric Society 2004 North American Summer Meetings 418, Econometric Society.
    • Florian PELGRIN & GUAY Alain & LUGER Richard, 2004. "The New Keynesian Phillips Curve: An Empirical Assessment," Computing in Economics and Finance 2004 212, Society for Computational Economics.
  • Jonathan B. Hill, 2004. "Consistent LM-Tests for Linearity Against Compound Smooth Transition Alternatives," Econometric Society 2004 North American Summer Meetings 42, Econometric Society.
  • Khalaf, Lynda & Kichian, Maral, 2003. "Are New Keynesian Phillips Curved Identified?," Cahiers de recherche 0312, GREEN.
    • Maral Kichian & Jean-Marie Dufour & Lynda Khalaf, 2004. "Are New Keynesian Phillips Curves Identified ?," Econometric Society 2004 North American Summer Meetings 424, Econometric Society.
    • Maral Kichian & Jean-Marie Dufour & Lynda Khalaf, 2004. "Are New Keynesian Phillips Curves Identified ?," Computing in Economics and Finance 2004 56, Society for Computational Economics.
    • Maral Kichian & Jean-Marie Dufour & Lynda Khalaf, 2004. "Are New Keynesian Phillips Curves Identified ?," 2004 Meeting Papers 601, Society for Economic Dynamics.
  • Strachan, R.W. & van Dijk, H.K., 2003. "The value of structural information in the VAR model," Econometric Institute Research Papers EI 2003-17, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    • Rodney W. Strachan & Herman K. van Dijk, 2004. "The Value of Structural Information in the VAR Model," Econometric Society 2004 North American Summer Meetings 45, Econometric Society.
    • Rodney W. Strachan & Herman K. van Dijk, 2004. "The Value of Structural Information in the VAR Model," Keele Economics Research Papers KERP 2004/02, Centre for Economic Research, Keele University.
  • Sergio Firpo, 2007. "Efficient Semiparametric Estimation of Quantile Treatment Effects," Econometrica, Econometric Society, vol. 75(1), pages 259-276, January.
    • Sergio Firpo, 2004. "Efficient Semiparametric Estimation of Quantile Treatment Effects," Econometric Society 2004 North American Summer Meetings 605, Econometric Society.
  • John Keating, 2004. "Interpreting Permanent and Transitory Shocks to Output When Aggregate Demand May Not Be Neutral in the Long-run," Econometric Society 2004 North American Summer Meetings 608, Econometric Society.
  • Fabio Ghironi & Alessandro Rebucci, 2000. "Monetary Rules for Emerging Market Economies," Boston College Working Papers in Economics 476, Boston College Department of Economics, revised 13 Aug 2001.
    • Alessandro Rebucci, 2004. "Monetary Rules for Emerging Market Economies," Econometric Society 2004 North American Summer Meetings 644, Econometric Society.
    • Mr. Alessandro Rebucci & Mr. Fabio Ghironi, 2002. "Monetary Rules for Emerging Market Economies," IMF Working Papers 2002/034, International Monetary Fund.
  • Timmermann, Allan & Patton, Andrew, 2003. "Properties of Optimal Forecasts," CEPR Discussion Papers 4037, C.E.P.R. Discussion Papers.
    • Allan Timmermann & Andrew J. Patton, 2004. "Properties of Optimal Forecasts," Econometric Society 2004 North American Winter Meetings 234, Econometric Society.
  • Norman R. Swanson & Valentina Corradi, 2004. "Block Bootstrap for Parameter Estimation Error when Parameters are recursively estimated," Econometric Society 2004 North American Winter Meetings 264, Econometric Society.
  • Gunnar Bårdsen & Eilev S. Jansen & Ragnar Nymoen, 2002. "The Empirical (ir)Relevance of the New Keynesian Phillips Curve," Working Paper Series 2102, Department of Economics, Norwegian University of Science and Technology.
    • Ragnar Nymoen & Gunnar Bardsen & Eilev S. Jansen, 2004. "The empirical relevance of the New Keynesian Phillips curve," Econometric Society 2004 North American Winter Meetings 328, Econometric Society.
  • Sydney C. Ludvigson & Xiaohong Chen, 2004. "An Empirical Investigation of Habit-Based Asset Pricing Models," Econometric Society 2004 North American Winter Meetings 332, Econometric Society.
  • Giovanni Urga & Giovanni Barone Adesi & Patrick Gagliardini, 2004. "Testing Asset Pricing Model with Coskweness," Econometric Society 2004 North American Winter Meetings 491, Econometric Society.
  • Patrick Cheridito & Damir Filipovic, 2004. "Market Price of Risk Specifications for Affine Models: Theory and Evidence," Econometric Society 2004 North American Winter Meetings 536, Econometric Society.
  • Nour Meddahi, 2004. "Expected Value Models: A New Approach," Econometric Society 2004 North American Winter Meetings 556, Econometric Society.
  • Tae-Hwy Lee & Yongmiao Hong, 2004. "Generalized (Cross) Spectral Tests for Optimal Forecasts and Conditional Predictive Ability Under Generalized Loss Functions," Econometric Society 2004 North American Winter Meetings 614, Econometric Society.
  • Carmen Fernández & Eduardo Ley & Mark F. J. Steel, 2002. "Bayesian modelling of catch in a north‐west Atlantic fishery," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 51(3), pages 257-280, July.
    • Carmen Fernandez & Eduardo Ley & Mark F J Steel, 1999. "Bayesian modelling of catch in a Northwest Atlantic Fishery," Edinburgh School of Economics Discussion Paper Series 20, Edinburgh School of Economics, University of Edinburgh, revised Nov 2001.
    • Carmen Fernandez & Eduardo Ley & Mark F J Steel, 2001. "Bayesian modelling of catch in a Northwest Atlantic Fishery," Edinburgh School of Economics Discussion Paper Series 67, Edinburgh School of Economics, University of Edinburgh, revised Nov 2001.
    • Carmen Fernandez & Eduardo Ley & Mark Steel, 2001. "Bayesian Modelling of Catch in a Northwest Atlantic Fishery," Econometrics 0110003, University Library of Munich, Germany, revised 23 Nov 2001.
  • Abeysinghe, Tilak & Choy, Keen Meng, 2004. "The aggregate consumption puzzle in Singapore," Journal of Asian Economics, Elsevier, vol. 15(3), pages 563-578, June.
  • Ireland, Peter N., 2004. "A method for taking models to the data," Journal of Economic Dynamics and Control, Elsevier, vol. 28(6), pages 1205-1226, March.
    • Peter Ireland, 1999. "A Method for Taking Models to the Data," Computing in Economics and Finance 1999 1233, Society for Computational Economics.
    • Peter N. Ireland, 1999. "A Method for Taking Models to the Data," Boston College Working Papers in Economics 421, Boston College Department of Economics.
    • Peter N. Ireland, 1999. "A method for taking models to the data," Working Papers (Old Series) 9903, Federal Reserve Bank of Cleveland.
    • Tom Doan, "undated". "RATS programs to replicate Ireland's JEDC 2004 estimation of DSGE model," Statistical Software Components RTZ00104, Boston College Department of Economics.
  • Hughes, Anthony W. & King, Maxwell L. & Kwek, Kian Teng, 2004. "Selecting the order of an ARCH model," Economics Letters, Elsevier, vol. 83(2), pages 269-275, May.
    • Anthony W. Hughes & Maxwell L. King & Kwek Kian Teng, 1999. "Selecting the Order of an ARCH Model," School of Economics and Public Policy Working Papers 1999-01, University of Adelaide, School of Economics and Public Policy.
  • Dufour, Jean-Marie & Khalaf, Lynda & Bernard, Jean-Thomas & Genest, Ian, 2004. "Simulation-based finite-sample tests for heteroskedasticity and ARCH effects," Journal of Econometrics, Elsevier, vol. 122(2), pages 317-347, October.
    • Jean-Thomas Bernard & Jean-Marie Dufour & Ian Genest & Lynda Khalaf, 2001. "Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects," CIRANO Working Papers 2001s-25, CIRANO.
    • Dufour, J.M. & Khalaf, L. & Bernard, J.T. & Genest, I., 2001. "Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects," Cahiers de recherche 2001-08, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
    • DUFOUR, Jean-Marie & KHALAF, Lynda & BERNARD, Jean-Thomas, 2001. "Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects," Cahiers de recherche 2001-08, Universite de Montreal, Departement de sciences economiques.
  • Burridge, Peter & Robert Taylor, A. M., 2004. "Bootstrapping the HEGY seasonal unit root tests," Journal of Econometrics, Elsevier, vol. 123(1), pages 67-87, November.
    • Robert Taylor & Peter Burridge, 2004. "Bootstrapping the HEGY Seasonal Unit Root Tests," Econometric Society 2004 North American Summer Meetings 125, Econometric Society.
  • Goncalves, Silvia & Kilian, Lutz, 2004. "Bootstrapping autoregressions with conditional heteroskedasticity of unknown form," Journal of Econometrics, Elsevier, vol. 123(1), pages 89-120, November.
    • Kilian, Lutz & Gonçalves, Sílvia, 2002. "Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form," Discussion Paper Series 1: Economic Studies 2002,26, Deutsche Bundesbank.
    • Gonçalves, Sí­lvia & Kilian, Lutz, 2002. "Bootstrapping autoregressions with conditional heteroskedasticity of unknown form," Working Paper Series 196, European Central Bank.
    • Silvia Gonçalves & Lutz Kilian, 2003. "Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form," CIRANO Working Papers 2003s-17, CIRANO.
    • GONÇALVES, Silvia & KILIAN, Lutz, 2003. "Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form," Cahiers de recherche 2003-01, Universite de Montreal, Departement de sciences economiques.
    • Gonçalves, Sílvia & KILIAN, Lutz, 2003. "Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form," Cahiers de recherche 01-2003, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  • Giot, Pierre & Laurent, Sebastien, 2004. "Modelling daily Value-at-Risk using realized volatility and ARCH type models," Journal of Empirical Finance, Elsevier, vol. 11(3), pages 379-398, June.
    • Giot, P. & Laurent, S.F.J.A., 2001. "Modelling daily value-at-risk using realized volatility and arch type models," Research Memorandum 026, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
    • GIOT, Pierre & LAURENT, Sébastien, 2004. "Modelling daily Value-at-Risk using realized volatility and ARCH type models," LIDAM Reprints CORE 1708, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    • Pierre Giot & Sébastien Laurent, 2002. "Modelling Daily Value-at-Risk Using Realized Volatility and ARCH Type Models," Computing in Economics and Finance 2002 52, Society for Computational Economics.
  • Bauwens, Luc & Giot, Pierre & Grammig, Joachim & Veredas, David, 2004. "A comparison of financial duration models via density forecasts," International Journal of Forecasting, Elsevier, vol. 20(4), pages 589-609.
    • BAUWENS , Luc & GIOT, Pierre & GRAMMIG, Joachim & VEREDAS, David, 2000. "A comparison of financial duration models via density forecasts," LIDAM Discussion Papers CORE 2000060, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    • Luc Bauwens & Pierre Giot & Joachim Grammig & David Veredas, 2004. "A comparison of financial duration models via density forecast," ULB Institutional Repository 2013/136218, ULB -- Universite Libre de Bruxelles.
    • BAUWENS, Luc & GIOT, Pierre & GRAMMIG, Joachim & VEREDAS, David, 2004. "A comparison of financial duration models via density forecasts," LIDAM Reprints CORE 1746, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    • Luc Bauwens & Pierre Giot & Joachim Grammig & David Veredas, 2000. "A Comparison of Financial Duration Models via Density Forecasts," Econometric Society World Congress 2000 Contributed Papers 0810, Econometric Society.
  • Beaudry, Paul & Portier, Franck, 2004. "An exploration into Pigou's theory of cycles," Journal of Monetary Economics, Elsevier, vol. 51(6), pages 1183-1216, September.
    • Portier, Franck & Beaudry, Paul, 2001. "An Exploration into Pigou's Theory of Cycles," CEPR Discussion Papers 2996, C.E.P.R. Discussion Papers.
    • Kengo Nutahara, 2007. "Matlab code to replicate the Beaudry-Portier news shock model," QM&RBC Codes 170, Quantitative Macroeconomics & Real Business Cycles.
  • Bauer, Rob & Derwall, Jeroen & Molenaar, Roderick, 2004. "The real-time predictability of the size and value premium in Japan," Pacific-Basin Finance Journal, Elsevier, vol. 12(5), pages 503-523, November.
  • Stephen T. Ziliak & Deirdre N. McCloskey, 2004. "Size Matters: The Standard Error of Regressions in the American Economic Review," Econ Journal Watch, Econ Journal Watch, vol. 1(2), pages 331-358, August.
    • Ziliak, Stephen T. & McCloskey, Deirdre N., 2004. "Size matters: the standard error of regressions in the American Economic Review," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 33(5), pages 527-546, November.
  • Chen, Xiaohong & Fan, Yanqin & Patton, Andrew J., 2004. "Simple tests for models of dependence between multiple financial time series, with applications to U.S. equity returns and exchange rates," LSE Research Online Documents on Economics 24681, London School of Economics and Political Science, LSE Library.
  • F. Javier Mencía & Enrique Sentana, 2004. "Estimation and Testing of Dynamic Models with Generalised Hyperbolic Innovations," Working Papers wp2004_0411, CEMFI.
    • Sentana, Enrique & Mencía, Javier, 2005. "Estimation and Testing of Dynamic Models with Generalized Hyperbolic Innovations," CEPR Discussion Papers 5177, C.E.P.R. Discussion Papers.
    • Mencia, Javier F. & Sentana, Enrique, 2004. "Estimation and testing of dynamic models with generalised hyperbolic innovations," LSE Research Online Documents on Economics 24742, London School of Economics and Political Science, LSE Library.
    • Enrique Sentana, 2004. "Estimation and Testing of Dynamic Models with Generalised Hyperbolic Innovations," FMG Discussion Papers dp502, Financial Markets Group.
  • Ziliak, Stephen T. & McCloskey, Deirdre N., 2004. "Size matters: the standard error of regressions in the American Economic Review," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 33(5), pages 527-546, November.
    • Stephen T. Ziliak & Deirdre N. McCloskey, 2004. "Size Matters: The Standard Error of Regressions in the American Economic Review," Econ Journal Watch, Econ Journal Watch, vol. 1(2), pages 331-358, August.
  • Johnson, Christian A. & Soriano, Fabián A., 2004. "Volatilidad del mercado accionario y la crisis asiática. Evidencia internacional de asimetrías," El Trimestre Económico, Fondo de Cultura Económica, vol. 0(282), pages 355-388, abril-jun.
  • Strachan, R.W. & van Dijk, H.K., 2004. "Improper priors with well defined Bayes Factors," Econometric Institute Research Papers EI 2004-18, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    • Rodney W. Strachan & Herman K. van Dijk, 2005. "Improper priors with well defined Bayes Factors," Discussion Papers in Economics 05/4, Division of Economics, School of Business, University of Leicester.
  • Christian M. Hafner & Helmut Herwartz, 2008. "Testing for Causality in Variance Usinf Multivariate GARCH Models," Annals of Economics and Statistics, GENES, issue 89, pages 215-241.
    • Hafner, Christian M. & Herwartz, Helmut, 2004. "Testing for Causality in Variance using Multivariate GARCH Models," Economics Working Papers 2004-03, Christian-Albrechts-University of Kiel, Department of Economics.
    • Hafner, C.M. & Herwartz, H., 2004. "Testing for causality in variance using multivariate GARCH models," Econometric Institute Research Papers EI 2004-20, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Strachan, R.W. & van Dijk, H.K., 2004. "Valuing structure, model uncertainty and model averaging in vector autoregressive processes," Econometric Institute Research Papers EI 2004-23, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    • Rodney W Strachan & Herman K van Dijik, 2005. "Valuing Structure, Model Uncertainty and Model Averaging in Vector Autoregressive Process," Money Macro and Finance (MMF) Research Group Conference 2005 30, Money Macro and Finance Research Group.
  • Bargain, Olivier & Orsini, Kristian, 2006. "In-work policies in Europe: Killing two birds with one stone?," Labour Economics, Elsevier, vol. 13(6), pages 667-697, December.
    • Bargain, Olivier B. & Orsini, Kristian, 2004. "In-Work Policies in Europe: Killing Two Birds with One Stone?," IZA Discussion Papers 1445, Institute of Labor Economics (IZA).
    • Bargain, Olivier & Orsini, Kristian, 2004. "In-work policies in Europe: killing two birds with one stone?," EUROMOD Working Papers EM4/04, EUROMOD at the Institute for Social and Economic Research.
    • Olivier Bargain & Kristian Orsini, 2004. "In-work policies in Europe: killing two birds with one stone?," DELTA Working Papers 2004-13, DELTA (Ecole normale supérieure).
  • Anindya Banerjee & Bill Russell, 2004. "Competition, the Lisbon Strategy and the Euro," Economics Working Papers ECO2004/32, European University Institute.
  • Esmeralda Ramalho, 2004. "Covariate Measurement Error in Endogenous Stratified Samples," Economics Working Papers 2_2004, University of Évora, Department of Economics (Portugal).
  • Esmeralda Ramalho, 2004. "Binary models with misclassification in the variable of interest," Economics Working Papers 3_2004, University of Évora, Department of Economics (Portugal).
  • Jean-David FERMANIAN & Olivier SCAILLET, 2004. "Some Statistical Pitfalls In Copula Modeling For Financial Applications," FAME Research Paper Series rp108, International Center for Financial Asset Management and Engineering.
  • Jan Kodera, 2004. "The Applied Econometrics: Theory and Praxis (Roman Hušek and Jan Pelikán) (in Czech)," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 54(3-4), pages 171-173, March.
  • Guillaume Chevillon, 2004. "`Weak` trends for inference and forecasting in finite samples," Economics Series Working Papers 210, University of Oxford, Department of Economics.
    • Guillaume Chevillon, 2004. ""Weak" trends for inference and forecasting in finite samples," Documents de Travail de l'OFCE 2004-12, Observatoire Francais des Conjonctures Economiques (OFCE).
  • Ben R. Craig & Joachim G. Keller, 2004. "The forecast ability of risk-neutral densities of foreign exchange," Working Papers (Old Series) 0409, Federal Reserve Bank of Cleveland.
    • Craig, Ben R. & Keller, Joachim, 2005. "The forecast ability of risk-neutral densities of foreign exchange," Discussion Paper Series 2: Banking and Financial Studies 2005,05, Deutsche Bundesbank.
  • Bollerslev, Tim & Gibson, Michael & Zhou, Hao, 2011. "Dynamic estimation of volatility risk premia and investor risk aversion from option-implied and realized volatilities," Journal of Econometrics, Elsevier, vol. 160(1), pages 235-245, January.
    • Tim Bollerslev & Michael S. Gibson & Hao Zhou, 2005. "Dynamic estimation of volatility risk premia and investor risk aversion from option-implied and realized volatilities," Proceedings, Board of Governors of the Federal Reserve System (U.S.).
    • Tim Bollerslev & Michael S. Gibson & Hao Zhou, 2004. "Dynamic estimation of volatility risk premia and investor risk aversion from option-implied and realized volatilities," Finance and Economics Discussion Series 2004-56, Board of Governors of the Federal Reserve System (U.S.).
    • Tim Bollerslev & Michael Gibson & Hao Zhou, 2007. "Dynamic Estimation of Volatility Risk Premia and Investor Risk Aversion from Option-Implied and Realized Volatilities," CREATES Research Papers 2007-16, Department of Economics and Business Economics, Aarhus University.
  • Christopher J. Erceg & Luca Guerrieri & Christopher Gust, 2005. "Can Long-Run Restrictions Identify Technology Shocks?," Journal of the European Economic Association, MIT Press, vol. 3(6), pages 1237-1278, December.
    • Christopher J. Erceg & Luca Guerrieri, 2004. "Can Long-Run Restrictions Identify Technology Shocks?," Computing in Economics and Finance 2004 3, Society for Computational Economics.
    • Christopher J. Erceg & Luca Guerrieri & Christopher J. Gust, 2004. "Can long-run restrictions identify technology shocks?," International Finance Discussion Papers 792, Board of Governors of the Federal Reserve System (U.S.).
  • Mencia, Javier F. & Sentana, Enrique, 2004. "Estimation and testing of dynamic models with generalised hyperbolic innovations," LSE Research Online Documents on Economics 24742, London School of Economics and Political Science, LSE Library.
    • Sentana, Enrique & Mencía, Javier, 2005. "Estimation and Testing of Dynamic Models with Generalized Hyperbolic Innovations," CEPR Discussion Papers 5177, C.E.P.R. Discussion Papers.
    • Enrique Sentana, 2004. "Estimation and Testing of Dynamic Models with Generalised Hyperbolic Innovations," FMG Discussion Papers dp502, Financial Markets Group.
    • F. Javier Mencía & Enrique Sentana, 2004. "Estimation and Testing of Dynamic Models with Generalised Hyperbolic Innovations," Working Papers wp2004_0411, CEMFI.
  • Oliver Linton & Esfandiar Maasoumi & Yoon-Jae Wang, 2002. "Consistent testing for stochastic dominance: a subsampling approach," CeMMAP working papers 03/02, Institute for Fiscal Studies.
    • Yoon-Jae Whang & Esfandiar Maasoumi & Oliver Linton, 2004. "Consistent Testing for Stochastic Dominance: A Subsampling Approach," FMG Discussion Papers dp508, Financial Markets Group.
    • Oliver Linton & Esfandiar Maasoumi & Yoon-Jae Wang, 2002. "Consistent testing for stochastic dominance: a subsampling approach," CeMMAP working papers CWP03/02, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    • Linton, Oliver & Maasoumi, Esfandiar & Whang, Yoon-Jae, 2002. "Consistent testing for stochastic dominance : a subsampling approach," LSE Research Online Documents on Economics 2207, London School of Economics and Political Science, LSE Library.
    • Oliver Linton & Esfandiar Maasoumi & Whang, Yoon-Jae, 2002. "Consistent Testing for Stochastic Dominance: A Subsampling Approach," Cowles Foundation Discussion Papers 1356, Cowles Foundation for Research in Economics, Yale University, revised Mar 2002.
    • Oliver Linton & Esfandiar Maasoumi & Yoon-Jae Whang, 2002. "Consistent Testing for Stochastic Dominance: A Subsampling Approach," FMG Discussion Papers dp407, Financial Markets Group.
    • Linton, Oliver & Maasoumi, Esfandiar & Whang, Yoon-Jae, 2003. "Consistent testing for stochastic dominance: a subsampling approach," LSE Research Online Documents on Economics 24755, London School of Economics and Political Science, LSE Library.
    • Linton, Oliver & Maasoumi, Esfandiar & Whang, Yoon-Jae, 2002. "Consistent testing for stochastic dominance: a subsampling approach," LSE Research Online Documents on Economics 24927, London School of Economics and Political Science, LSE Library.
    • Oliver Linton & Esfandiar Maasoumi & Yoon-Jae Whang, 2002. "Consistent Testing for Stochastic Dominance: A Subsampling Approach," STICERD - Econometrics Paper Series 433, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  • Deschamps, Philippe J., 2006. "A flexible prior distribution for Markov switching autoregressions with Student-t errors," Journal of Econometrics, Elsevier, vol. 133(1), pages 153-190, July.
    • Deschamps, Philippe J., 2004. "A flexible prior distribution for Markov switching autoregressions with Student-t errors," DQE Working Papers 2, Department of Quantitative Economics, University of Freiburg/Fribourg Switzerland, revised 12 Nov 2011.
  • Meitz, Mika & Terasvirta, Timo, 2006. "Evaluating Models of Autoregressive Conditional Duration," Journal of Business & Economic Statistics, American Statistical Association, vol. 24, pages 104-124, January.
    • Meitz, Mika & Teräsvirta, Timo, 2004. "Evaluating models of autoregressive conditional duration," SSE/EFI Working Paper Series in Economics and Finance 557, Stockholm School of Economics, revised 13 Dec 2004.
  • Malmsten, Hans & Teräsvirta, Timo, 2004. "Stylized Facts of Financial Time Series and Three Popular Models of Volatility," SSE/EFI Working Paper Series in Economics and Finance 563, Stockholm School of Economics, revised 03 Sep 2004.
  • Malmsten, Hans, 2004. "Evaluating exponential GARCH models," SSE/EFI Working Paper Series in Economics and Finance 564, Stockholm School of Economics, revised 03 Sep 2004.
  • González Gómez, Andrés, 2004. "A smooth permanent surge process," SSE/EFI Working Paper Series in Economics and Finance 572, Stockholm School of Economics.
  • Jukka Corander & Mattias Villani, 2006. "A Bayesian Approach to Modelling Graphical Vector Autoregressions," Journal of Time Series Analysis, Wiley Blackwell, vol. 27(1), pages 141-156, January.
    • Corander, Jukka & Villani, Mattias, 2004. "A Bayesian Approach to Modelling Graphical Vector Autoregressions," Working Paper Series 171, Sveriges Riksbank (Central Bank of Sweden).
  • Sjöström, Magnus, 2004. "Factor Demand and Market Power," Umeå Economic Studies 633, Umeå University, Department of Economics.
  • Torben G. Andersen & Tim Bollerslev & Nour Meddahi, 2004. "Analytical Evaluation Of Volatility Forecasts," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 45(4), pages 1079-1110, November.
    • Torben G. Andersen & Tim Bollerslev & Nour Meddahi, 2002. "Analytic Evaluation of Volatility Forecasts," CIRANO Working Papers 2002s-90, CIRANO.
  • Ané, Thierry & Ureche-Rangau, Loredana, 2008. "Does trading volume really explain stock returns volatility?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 18(3), pages 216-235, July.
    • Thierry Ané & Loredana Ureche-Rangau, 2004. "Does trading volume really explain stock returns volatility?," Working Papers 2004-FIN-02, IESEG School of Management.
  • Giannone, Domenico & Reichlin, Lucrezia & Sala, Luca, 2006. "VARs, common factors and the empirical validation of equilibrium business cycle models," Journal of Econometrics, Elsevier, vol. 132(1), pages 257-279, May.
    • Reichlin, Lucrezia & Sala, Luca & Giannone, Domenico, 2002. "VARs, Common Factors and the Empirical Validation of Equilibrium Business Cycle Models," CEPR Discussion Papers 3701, C.E.P.R. Discussion Papers.
    • Domenica Giannone & Lucrezia Reichlin & Luca Sala, 2004. "VARs, Common Factors and the Empirical Validation of Equilibrium Business Cycle Models," Working Papers 258, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
    • Domenico Giannone & Lucrezia Reichlin & Luca Sala, 2006. "VARs, common factors and the empirical validation of equilibrium business cycle models," ULB Institutional Repository 2013/10127, ULB -- Universite Libre de Bruxelles.
  • Costas Milas & Jesús Otero & Theodore Panagiotidis, 2004. "Forecasting the spot prices of various coffee types using linear and non-linear error correction models," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 9(3), pages 277-288.
    • Costas Milas & Jesus Otero & Theodore Panagiotidis, 2001. "Forecasting the spot prices of various coffee types using linear and non-linear error correction models," Borradores de Investigación 2737, Universidad del Rosario.
  • José Carlos Ramirez Sánchez, 2004. "Usos y limitaciones de los procesos estocásticos en el tratamiento de distribuciones de rendimientos con colas gordas," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, vol. 19(1), pages 51-76, June.
  • Carmine Pappalardo & Gianfranco Piras, 2004. "Vector-Autoregression Approach to Forecast Italian Imports," ISAE Working Papers 42, ISTAT - Italian National Institute of Statistics - (Rome, ITALY).
  • Paulo M. M. Rodrigues & Antonio Rubia, 2004. "On the Small Sample Properties of Dickey Fuller and Maximum Likelihood Unit Root Tests on Discrete-Sampled Short-Term Interest Rates," Econometrics 0405004, University Library of Munich, Germany.
    • Paulo M.M. Rodrigues & Antonio Rubia, 2004. "On The Small Sample Properties Of Dickey Fuller And Maximum Likelihood Unit Root Tests On Discrete-Sampled Short-Term Interest Rates," Working Papers. Serie AD 2004-11, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
  • Andrés Romeu & Marcos Vera-Hernández, 2005. "Counts with an endogenous binary regressor: A series expansion approach," Econometrics Journal, Royal Economic Society, vol. 8(1), pages 1-22, March.
    • Andrés Romeu & Marcos Vera-Hernández, 2004. "Counts With An Endogenous Binary Regressor: A Series Expansion Approach," Working Papers. Serie AD 2004-36, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
  • David Abad & Antonio Rubia, 2004. "Estimating The Probability Of Informed Trading: Further Evidence From An Order-Driven Market," Working Papers. Serie AD 2004-38, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
  • Pesaran, Hashem & Timmermann, Allan, 2005. "Real-Time Econometrics," Econometric Theory, Cambridge University Press, vol. 21(1), pages 212-231, February.
    • Pesaran, M.H. & Timmermann, A., 2004. "‘Real Time Econometrics’," Cambridge Working Papers in Economics 0432, Faculty of Economics, University of Cambridge.
    • Pesaran, M. Hashem & Timmermann, Allan, 2004. "Real Time Econometrics," IZA Discussion Papers 1108, Institute of Labor Economics (IZA).
    • Pesaran, M. Hashem & Timmermann, Allan, 2004. "Real Time Econometrics," CEPR Discussion Papers 4402, C.E.P.R. Discussion Papers.
    • M. Hashem Pesaran & Allan Timmermann, 2004. "Real Time Econometrics," CESifo Working Paper Series 1169, CESifo.
  • Junankar, Pramod N. (Raja) & Madsen, Jakob B., 2004. "Unemployment in the OECD: Models and Mysteries," IZA Discussion Papers 1168, Institute of Labor Economics (IZA).
  • Bargain, Olivier & Orsini, Kristian, 2006. "In-work policies in Europe: Killing two birds with one stone?," Labour Economics, Elsevier, vol. 13(6), pages 667-697, December.
    • Bargain, Olivier & Orsini, Kristian, 2004. "In-work policies in Europe: killing two birds with one stone?," EUROMOD Working Papers EM4/04, EUROMOD at the Institute for Social and Economic Research.
    • Bargain, Olivier B. & Orsini, Kristian, 2004. "In-Work Policies in Europe: Killing Two Birds with One Stone?," IZA Discussion Papers 1445, Institute of Labor Economics (IZA).
    • Olivier Bargain & Kristian Orsini, 2004. "In-work policies in Europe: killing two birds with one stone?," DELTA Working Papers 2004-13, DELTA (Ecole normale supérieure).
  • Wooheon Rhee, 2004. "Habit Formation And Precautionary Saving: Evidence From The Korean Household Panel Studies," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, vol. 29(2), pages 1-19, December.
  • Jan G. De Gooijer & Kurt Brännäs, 2004. "Asymmetries in conditional mean and variance: modelling stock returns by asMA-asQGARCH," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 23(3), pages 155-171.
    • Kurt Brännäs & Jan G. de Gooijer, 2000. "Asymmetries in Conditional Mean and Variance: Modelling Stock Returns by asMA-asQGARCH," Tinbergen Institute Discussion Papers 00-049/4, Tinbergen Institute.
    • Brännäs, Kurt & de Gooijer, Jan G., 2000. "ASYMMETRIES IN CONDITIONAL MEAN AND VARIANCE: MODELLING STOCK RETURNS BY asMA-asQGARCH," Umeå Economic Studies 535, Umeå University, Department of Economics.
  • Sune Karlsson & Tor Jacobson, 2004. "Finding good predictors for inflation: a Bayesian model averaging approach," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 23(7), pages 479-496.
    • Jacobson, Tor & Karlsson, Sune, 2002. "Finding Good Predictors for Inflation: A Bayesian Model Averaging Approach," Working Paper Series 138, Sveriges Riksbank (Central Bank of Sweden).
  • Rodney W. Strachan & Herman K. van Dijk, 2003. "Bayesian Model Selection with an Uninformative Prior," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 65(s1), pages 863-876, December.
    • Rodney W. Strachan & Herman K. van Dijk, 2004. "Bayesian Model Selection with an Uninformative Prior," Keele Economics Research Papers KERP 2004/01, Centre for Economic Research, Keele University.
  • Strachan, R.W. & van Dijk, H.K., 2003. "The value of structural information in the VAR model," Econometric Institute Research Papers EI 2003-17, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    • Rodney W. Strachan & Herman K. van Dijk, 2004. "The Value of Structural Information in the VAR Model," Keele Economics Research Papers KERP 2004/02, Centre for Economic Research, Keele University.
    • Rodney W. Strachan & Herman K. van Dijk, 2004. "The Value of Structural Information in the VAR Model," Econometric Society 2004 North American Summer Meetings 45, Econometric Society.
  • Rodney W. Strachan & Herman K. van Dijk, 2004. "Exceptions to Bartlett’s Paradox," Keele Economics Research Papers KERP 2004/03, Centre for Economic Research, Keele University.
  • Rodney W. Strachan, 2004. "On Priors on Cointegrating Spaces," Keele Economics Research Papers KERP 2004/06, Centre for Economic Research, Keele University.
  • Theodore Panagiotidis & Emilie Rutledge, 2004. "Oil and gas market in the UK: evidence from a cointegration approach," Discussion Paper Series 2004_18, Department of Economics, Loughborough University, revised Nov 2004.
  • De Arce Borda, R., 2004. "20 años de modelos ARCH: una visión de conjunto de las distintas variantes de la familia/20 Years of Arch Modelling: a Survey of Different Models in the Family," Estudios de Economia Aplicada, Estudios de Economia Aplicada, vol. 22, pages 1-27, Abril.
  • Duarte, A. & Venetis, I. & Payá, I., 2004. "Curva de rendimientos y crecimiento de la producción real en la UEM: eficiencia y estabilidad predictiva./Yield Curve and Real Output Growth in the EMU: Efficiency and Predictive Stability," Estudios de Economia Aplicada, Estudios de Economia Aplicada, vol. 22, pages 1-21, Abril.
  • Richard K. Crump & V. Joseph Hotz & Guido W. Imbens & Oscar A. Mitnik, 2009. "Dealing with limited overlap in estimation of average treatment effects," Biometrika, Biometrika Trust, vol. 96(1), pages 187-199.
    • Richard K. Crump & V. Joseph Hotz & Guido W. Imbens & Oscar A. Mitnik, 2004. "Dealing with Limited Overlap in Estimation of Average Treatment Effects," Working Papers 0716, University of Miami, Department of Economics, revised 12 Jun 2007.
    • Hotz, V. Joseph & Crump, Richard K. & Mitnik, Oscar A. & Imbens, Guido, 2009. "Dealing with Limited Overlap in Estimation of Average Treatment Effects," Scholarly Articles 3007645, Harvard University Department of Economics.
  • Joseph G. Hirschberg & Jenny N. Lye, 2004. "Inferences for the Extremum of Quadratic Regression Models," Department of Economics - Working Papers Series 906, The University of Melbourne.
  • Christopher Martin & Michael Arghyrou & Costas Milas, 2004. "Nonlinear inflation dynamics: evidence from the UK," Money Macro and Finance (MMF) Research Group Conference 2003 59, Money Macro and Finance Research Group.
  • M. Hashem Pesaran & Paolo Zaffaroni, 2004. "Model Averaging and Value-at-Risk Based Evaluation of Large Multi Asset Volatility Models for Risk Management," CESifo Working Paper Series 1358, CESifo.
    • Hashem Pesaran & Paolo Zaffaroni & Banca d'Italia), 2004. "Model Averaging and Value-at-Risk based Evaluation of Large Multi Asset Volatility Models for Risk Management," Money Macro and Finance (MMF) Research Group Conference 2004 101, Money Macro and Finance Research Group.
    • Pesaran, M. Hashem & Zaffaroni, Paolo, 2005. "Model Averaging and Value-at-Risk Based Evaluation of Large Multi-Asset Volatility Models for Risk Management," CEPR Discussion Papers 5279, C.E.P.R. Discussion Papers.
    • M. Hashem Pesaran & Paolo Zaffaroni, 2004. "Model Averaging and Value-at-Risk based Evaluation of Large Multi Asset Volatility Models for Risk Management," IEPR Working Papers 04.3, Institute of Economic Policy Research (IEPR).
  • Christopher Martin & Costas Milas, 2004. "Uncertainty and UK Monetary Policy," Public Policy Discussion Papers 04-11, Economics and Finance Section, School of Social Sciences, Brunel University.
    • Christopher Martin & Costas Milas, 2004. "Uncertainty and UK Monetary Policy," Money Macro and Finance (MMF) Research Group Conference 2004 65, Money Macro and Finance Research Group.
    • Christopher Martin & Costas Milas, 2005. "Uncertainty and UK Monetary Policy," Keele Economics Research Papers KERP 2005/11, Centre for Economic Research, Keele University.
    • Martin, C. & Milas, C., 2004. "Uncertainty and UK Monetary Policy," Working Papers 04/05, Department of Economics, City University London.
    • Christopher Martin & Costas Milas, 2004. "Uncertainty and UK Monetary Policy," Economics and Finance Discussion Papers 04-11, Economics and Finance Section, School of Social Sciences, Brunel University.
  • D.S. Poskitt & Jing Zhang, 2004. "Estimating Components in Finite Mixtures and Hidden Markov Models," Monash Econometrics and Business Statistics Working Papers 10/04, Monash University, Department of Econometrics and Business Statistics.
  • Zhang, Xibin & King, Maxwell L., 2008. "Box-Cox stochastic volatility models with heavy-tails and correlated errors," Journal of Empirical Finance, Elsevier, vol. 15(3), pages 549-566, June.
    • Xibin Zhang & Maxwell L. King, 2004. "Box-Cox Stochastic Volatility Models with Heavy-Tails and Correlated Errors," Monash Econometrics and Business Statistics Working Papers 26/04, Monash University, Department of Econometrics and Business Statistics.
  • D. S. Poskitt & C. L. Skeels, 2009. "Assessing the magnitude of the concentration parameter in a simultaneous equations model," Econometrics Journal, Royal Economic Society, vol. 12(1), pages 26-44, March.
    • D. S. Poskitt & C. L. Skeels, 2004. "Assessing the Magnitude of the Concentration Parameter in a Simultaneous Equations Model," Monash Econometrics and Business Statistics Working Papers 29/04, Monash University, Department of Econometrics and Business Statistics.
  • William A. Brock & Steven N. Durlauf, 2004. "Elements of a Theory of Design Limits to Optimal Policy," Manchester School, University of Manchester, vol. 72(s1), pages 1-18, September.
    • Brock,W.A. & Durlauf,S.N., 2003. "Elements of a theory of design limits to optimal policy," Working papers 25, Wisconsin Madison - Social Systems.
    • William A. Brock & Steven N. Durlauf, 2004. "Elements of a Theory of Design Limits to Optimal Policy," NBER Working Papers 10495, National Bureau of Economic Research, Inc.
  • Eilev S. Jansen, 2004. "Modelling inflation in the Euro Area," Working Paper 2004/10, Norges Bank.
    • Eilev S. Jansen, 2004. "Modelling inflation in the Euro Area," Working Paper Series 4104, Department of Economics, Norwegian University of Science and Technology, revised 01 Jun 2004.
    • Jansen, Eilev S., 2004. "Modelling inflation in the euro area," Working Paper Series 322, European Central Bank.
  • Robert H. McGuckin & Ataman Ozyildirim, 2004. "Real-Time Tests of the Leading Economic Index: Do Changes in the Index Composition Matter?," Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, vol. 2004(2), pages 171-191.
    • Robert H. McGuckin & Ataman Ozyildirim, 2003. "Real-Time Tests of the Leading Economic Index: Do Changes in the Index Composition Matter?," Economics Program Working Papers 03-04, The Conference Board, Economics Program.
  • Moser, Gabriel & Rumler, Fabio & Scharler, Johann, 2007. "Forecasting Austrian inflation," Economic Modelling, Elsevier, vol. 24(3), pages 470-480, May.
    • Gabriel Moser & Fabio Rumler & Johann Scharler, 2004. "Forecasting Austrian Inflation," Working Papers 91, Oesterreichische Nationalbank (Austrian Central Bank).
  • Matthew J. Cushing & Mary G. McGarvey, 2004. "Sample Selection in Models of Academic Performance," Economic Inquiry, Western Economic Association International, vol. 42(2), pages 319-322, April.
  • Clive Bowsher, 2004. "Modelling Security Market Events in Continuous Time: Intensity Based, Multivariate Point Process Model," Economics Series Working Papers 2003-W03, University of Oxford, Department of Economics.
  • Guillaume Chevillon, 2004. ""Weak" trends for inference and forecasting in finite samples," Documents de Travail de l'OFCE 2004-12, Observatoire Francais des Conjonctures Economiques (OFCE).
    • Guillaume Chevillon, 2004. "`Weak` trends for inference and forecasting in finite samples," Economics Series Working Papers 210, University of Oxford, Department of Economics.
  • John Creedy & Ivan Tuckwell, 2004. "Reweighting Household Surveys for Tax Microsimulation Modelling: An Application to the New Zealand Household Economic Survey," Australian Journal of Labour Economics (AJLE), Bankwest Curtin Economics Centre (BCEC), Curtin Business School, vol. 7(1), pages 71-88, March.
  • J. Knoben & M. Kerkhofs & J. Graafland, 2006. "Evaluation of Dutch Election Programs. The Impact of Parameter Uncertainty," Review of Business and Economic Literature, KU Leuven, Faculty of Economics and Business (FEB), Review of Business and Economic Literature, vol. 0(1), pages 47-74.
    • Knoben, J. & Kerkhofs, M. & Graafland, J.J., 2004. "Evaluation of Dutch election programs: The impact of parameter uncertainty," MPRA Paper 20773, University Library of Munich, Germany.
  • Rodríguez, Carlos A., 2004. "A P* Model of Inflation in Puerto Rico," MPRA Paper 41278, University Library of Munich, Germany.
  • Degiannakis, Stavros, 2004. "Forecasting Realized Intra-day Volatility and Value at Risk: Evidence from a Fractional Integrated Asymmetric Power ARCH Skewed-t Model," MPRA Paper 80488, University Library of Munich, Germany.
  • Stavros Degiannakis, 2004. "Volatility forecasting: evidence from a fractional integrated asymmetric power ARCH skewed-t model," Applied Financial Economics, Taylor & Francis Journals, vol. 14(18), pages 1333-1342.
    • Degiannakis, Stavros, 2004. "Volatility Forecasting: Evidence from a Fractional Integrated Asymmetric Power ARCH Skewed-t Model," MPRA Paper 96330, University Library of Munich, Germany.
  • Angelidis, Timotheos & Benos, Alexandros & Degiannakis, Stavros, 2004. "The Use of GARCH Models in VaR Estimation," MPRA Paper 96332, University Library of Munich, Germany.
    • Timotheos Angelidis & Alexandros Benos & Stavros Degiannakis, 2010. "The Use of GARCH Models in VaR Estimation," Working Papers 0048, University of Peloponnese, Department of Economics.
  • Delphine Lautier & Yves Simon, 2004. "La volatilité des prix des matières premières," Revue d'Économie Financière, Programme National Persée, vol. 74(1), pages 45-84.
  • Bruno Chiarini & Elisabetta Marzano, 2006. "Market consumption and hidden consumption. A test for substitutability," Applied Economics, Taylor & Francis Journals, vol. 38(6), pages 707-716.
    • Bruno Chiarini & Elisabetta Marzano, 2004. "Market Comsumption And Hidden Consumption. A Test For Substitutability," Working Papers 7_2004, D.E.S. (Department of Economic Studies), University of Naples "Parthenope", Italy.
    • Bruno Chiarini & Elisabetta Marzano, 2005. "Market consumpition and hidden consumption. A test for substitutability," Working Papers in Public Economics 79, Department of Economics and Law, Sapienza University of Roma.
    • Bruno Chiarini & Elisabetta Marzano, 2006. "Market Consumption and Hidden Consumption: A Test for Substitutability," Discussion Papers 12_2006, D.E.S. (Department of Economic Studies), University of Naples "Parthenope", Italy.
  • Francesco Giurda & Elias Tzavalis, 2004. "Is the Currency Risk Priced in Equity Markets?," Working Papers 511, Queen Mary University of London, School of Economics and Finance.
  • Francesco Giurda & Elias Tzavalis, 2004. "Is the Currency Risk Priced in Equity Markets?," Working Papers 511, Queen Mary University of London, School of Economics and Finance.
    • Francesco Giurda & Elias Tzavalis, 2004. "Is the Currency Risk Priced in Equity Markets?," Working Papers 511, Queen Mary University of London, School of Economics and Finance.
  • Emese Lazar & Carol Alexander, 2006. "Normal mixture GARCH(1,1): applications to exchange rate modelling," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(3), pages 307-336.
    • Carol Alexander & Emese Lazar, 2006. "Normal mixture GARCH(1,1): applications to exchange rate modelling," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(3), pages 307-336, April.
    • Carol Alexandra & Emese Lazar, 2004. "Normal Mixture GARCH (1,1): Application to Exchange Rate Modelling," ICMA Centre Discussion Papers in Finance icma-dp2004-05, Henley Business School, University of Reading.
  • Khalaf, Lynda & Kichian, Maral, 2003. "Are New Keynesian Phillips Curved Identified?," Cahiers de recherche 0312, GREEN.
    • Maral Kichian & Jean-Marie Dufour & Lynda Khalaf, 2004. "Are New Keynesian Phillips Curves Identified ?," 2004 Meeting Papers 601, Society for Economic Dynamics.
    • Maral Kichian & Jean-Marie Dufour & Lynda Khalaf, 2004. "Are New Keynesian Phillips Curves Identified ?," Computing in Economics and Finance 2004 56, Society for Computational Economics.
    • Maral Kichian & Jean-Marie Dufour & Lynda Khalaf, 2004. "Are New Keynesian Phillips Curves Identified ?," Econometric Society 2004 North American Summer Meetings 424, Econometric Society.
  • Xiaohong Chen & Sydney C. Ludvigson, 2009. "Land of addicts? an empirical investigation of habit‐based asset pricing models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(7), pages 1057-1093, November.
    • Xiaohong Chen & Sydney C. Ludvigson, 2009. "Land of addicts? an empirical investigation of habit-based asset pricing models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(7), pages 1057-1093.
    • Sydney Ludvigson & Xiaohong Chen, 2004. "Land of Addicts? An Empirical Investigation of Habit-Based Asset Pricing Models," 2004 Meeting Papers 692, Society for Economic Dynamics.
  • Dufour, Jean-Marie & Farhat, Abdeljelil & Khalaf, Lynda, 2020. "Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression," L'Actualité Economique, Société Canadienne de Science Economique, vol. 96(4), pages 545-566, Décembre.
    • Dufour, Jean-Marie & Farhat, Abdeljelil & Khalaf, Lynda & Dufour, Jean-Marie, 2004. "Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression," L'Actualité Economique, Société Canadienne de Science Economique, vol. 80(2), pages 501-522, Juin-Sept.
    • Jean-Marie Dufour & Abdeljelil Farhat & Lynda Khalaf, 2005. "Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression," CIRANO Working Papers 2005s-05, CIRANO.
    • DUFOUR, Jean-Marie & FARHAT, Abdekjelik & KHALAF, Lynda, 2005. "Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression," Cahiers de recherche 2005-07, Universite de Montreal, Departement de sciences economiques.
    • DUFOUR, Jean-Marie & FARHAT, Abdeljelil & KHALAF, Lynda, 2005. "Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression," Cahiers de recherche 07-2005, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  • Uri , Noel D., 2004. "Testing for Structural Stability of the Demand for Subscription Television Service in the United States," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 57(2), pages 213-247.
  • Robert K. Kaufmann & David I. Stern, 2004. "A Statistical Evaluation of Atmosphere-Ocean General Circulation Models: Complexity vs. Simplicity," Rensselaer Working Papers in Economics 0411, Rensselaer Polytechnic Institute, Department of Economics.
  • John Landon-Lane & Filippo Occhino, 2004. "A Likelihood-Based Evaluation of the Segmented Markets Friction in Equilibrium Monetary Models," Departmental Working Papers 200415, Rutgers University, Department of Economics.
    • Filippo Occhino & John Landon-Lane, 2005. "A Likelihood-Based Evaluation of the Segmented Markets Friction in Equilibrium Monetary Models," 2005 Meeting Papers 116, Society for Economic Dynamics.
  • Julie Le Gallo, 2004. "Space-Time Analysis of GDP Disparities among European Regions: A Markov Chains Approach," International Regional Science Review, , vol. 27(2), pages 138-163, April.
    • LE GALLO, Julie, 2001. "Space-time analysis of GDP disparities among European regions: A Markov chains approach," LATEC - Document de travail - Economie (1991-2003) 2001-06, LATEC, Laboratoire d'Analyse et des Techniques EConomiques, CNRS UMR 5118, Université de Bourgogne.
  • William A. Barnett & Yijun He, 2004. "New Phenomena Identified in a Stochastic Dynamic Macroeconometric Model: A Bifurcation Perspective," Computing in Economics and Finance 2004 145, Society for Computational Economics.
  • Ard Reijer & Peter Vlaar, 2006. "Forecasting Inflation: An Art as Well as a Science!," De Economist, Springer, vol. 154(1), pages 19-40, March.
    • Peter Vlaar & Ard den Reijer, 2004. "Forecasting inflation: An art as well as a science!," Computing in Economics and Finance 2004 148, Society for Computational Economics.
  • Cees Diks & Valentyn Panchenko, 2004. "Modified Hiemstra-Jones Test for Granger Non-causality," Computing in Economics and Finance 2004 192, Society for Computational Economics.
  • Ana-Maria Fuertes & Elena Kalotychou, 2004. "Elements in the Design of an Early Warning System for Sovereign Default," Computing in Economics and Finance 2004 231, Society for Computational Economics.
  • Valderio A. Reisen, DEST-UFES, Brazil & Luz A. M. Santander & GET-UFF, 2004. "Semi-parametric procedures for Unit root and fractional cointegration tests," Computing in Economics and Finance 2004 250, Society for Computational Economics.
  • Valderio A. Reisen, UFES, Brazil. & Carlos Feitosa Luna & Manoel R. Sena Jr., 2004. "Estimation of the fractionally integrated process with Missing Values: Simulation and Application," Computing in Economics and Finance 2004 251, Society for Computational Economics.
  • Stefania D'Amico, 2004. "Density Estimation and Combination under Model Ambiguity," Computing in Economics and Finance 2004 273, Society for Computational Economics.
  • Christopher J. Erceg & Luca Guerrieri & Christopher Gust, 2005. "Can Long-Run Restrictions Identify Technology Shocks?," Journal of the European Economic Association, MIT Press, vol. 3(6), pages 1237-1278, December.
    • Christopher J. Erceg & Luca Guerrieri & Christopher J. Gust, 2004. "Can long-run restrictions identify technology shocks?," International Finance Discussion Papers 792, Board of Governors of the Federal Reserve System (U.S.).
    • Christopher J. Erceg & Luca Guerrieri, 2004. "Can Long-Run Restrictions Identify Technology Shocks?," Computing in Economics and Finance 2004 3, Society for Computational Economics.
  • Jerzy Mycielski & Michal Kurcewicz, 2004. "A Specification Search Algorithm for Cointegrated Systems," Computing in Economics and Finance 2004 321, Society for Computational Economics.
  • Khalaf, Lynda & Kichian, Maral, 2003. "Are New Keynesian Phillips Curved Identified?," Cahiers de recherche 0312, GREEN.
    • Maral Kichian & Jean-Marie Dufour & Lynda Khalaf, 2004. "Are New Keynesian Phillips Curves Identified ?," Computing in Economics and Finance 2004 56, Society for Computational Economics.
    • Maral Kichian & Jean-Marie Dufour & Lynda Khalaf, 2004. "Are New Keynesian Phillips Curves Identified ?," 2004 Meeting Papers 601, Society for Economic Dynamics.
    • Maral Kichian & Jean-Marie Dufour & Lynda Khalaf, 2004. "Are New Keynesian Phillips Curves Identified ?," Econometric Society 2004 North American Summer Meetings 424, Econometric Society.
  • Mikael Petitjean & Pierre Giot, 2004. "Forecasting the Bond-Equity Yield Ratio Using Regime Switching and Cointegration Models: An international Comparison," Computing in Economics and Finance 2004 6, Society for Computational Economics.
  • M. Hashem Pesaran & Paolo Zaffaroni, 2004. "Model Averaging and Value-at-Risk Based Evaluation of Large Multi Asset Volatility Models for Risk Management," CESifo Working Paper Series 1358, CESifo.
    • Pesaran, M. Hashem & Zaffaroni, Paolo, 2005. "Model Averaging and Value-at-Risk Based Evaluation of Large Multi-Asset Volatility Models for Risk Management," CEPR Discussion Papers 5279, C.E.P.R. Discussion Papers.
    • M. Hashem Pesaran & Paolo Zaffaroni, 2004. "Model Averaging and Value-at-Risk based Evaluation of Large Multi Asset Volatility Models for Risk Management," IEPR Working Papers 04.3, Institute of Economic Policy Research (IEPR).
    • Hashem Pesaran & Paolo Zaffaroni & Banca d'Italia), 2004. "Model Averaging and Value-at-Risk based Evaluation of Large Multi Asset Volatility Models for Risk Management," Money Macro and Finance (MMF) Research Group Conference 2004 101, Money Macro and Finance Research Group.
  • Duane Graddy & Reuben Kyle & Thomas Strickland & David Bass, 2004. "Dating structural changes: An illustration from financial deregulation," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 28(2), pages 155-163, June.
  • Thierry Ané & Chiraz Labidi, 2004. "Return interval, dependence structure, and multivariate normality," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 28(3), pages 285-299, September.
    • Thierry Ané & Chiraz Labidi, 2001. "Return Interval, Dependence Structure and Multivariate Normality," Research Paper Series 64, Quantitative Finance Research Centre, University of Technology, Sydney.
  • Blyde, Juan & Kugler, Maurice & Stein, Ernesto, 2004. "Exporting vs. outsourcing by MNC subsidiaries: which determines FDI spillovers?," Discussion Paper Series In Economics And Econometrics 0411, Economics Division, School of Social Sciences, University of Southampton.
  • Blyde, Juan & Kugler, Maurice & Stein, Ernesto, 2004. "Exporting vs. outsourcing by MNC subsidiaries: which determines FDI spillovers?," Discussion Paper Series In Economics And Econometrics 411, Economics Division, School of Social Sciences, University of Southampton.
  • John Dimitropoulos & Lester Hunt & Guy Judge, 2005. "Estimating underlying energy demand trends using UK annual data," Applied Economics Letters, Taylor & Francis Journals, vol. 12(4), pages 239-244.
    • John Dimitropoulos & Lester C Hunt & Guy Judge, 2004. "Estimating Underlying Energy Demand Trends using UK Annual Data," Surrey Energy Economics Centre (SEEC), School of Economics Discussion Papers (SEEDS) 108, Surrey Energy Economics Centre (SEEC), School of Economics, University of Surrey.
  • Stavros Degiannakis, 2004. "Volatility forecasting: evidence from a fractional integrated asymmetric power ARCH skewed-t model," Applied Financial Economics, Taylor & Francis Journals, vol. 14(18), pages 1333-1342.
    • Degiannakis, Stavros, 2004. "Volatility Forecasting: Evidence from a Fractional Integrated Asymmetric Power ARCH Skewed-t Model," MPRA Paper 96330, University Library of Munich, Germany.
  • David Blake, 2004. "The impact of wealth on consumption and retirement behaviour in the UK," Applied Financial Economics, Taylor & Francis Journals, vol. 14(8), pages 555-576.
    • Blake, David, 2002. "The impact of wealth on consumption and retirement behaviour in the UK," LSE Research Online Documents on Economics 24949, London School of Economics and Political Science, LSE Library.
  • Stefan Profit & Stefan Sperlich, 2004. "Non-uniformity of job-matching in a transition economy - A nonparametric analysis for the Czech Republic," Applied Economics, Taylor & Francis Journals, vol. 36(7), pages 695-714.
    • Profit, Stefan & Sperlich, Stefan, 1998. "Non-uniformity of job-matching in a transition economy: A nonparametric analysis for the Czech Republic," SFB 373 Discussion Papers 1998,15, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
    • Profit, Stefan & Sperlich, Stefan, 1999. "Non-uniformity of job-matching in a transition economy- a nonparametric analysis for the czech republic," DES - Working Papers. Statistics and Econometrics. WS 6287, Universidad Carlos III de Madrid. Departamento de Estadística.

  2003

  • Moyen, Stephane & Sahuc, Jean-Guillaume, 2005. "Incorporating labour market frictions into an optimising-based monetary policy model," Economic Modelling, Elsevier, vol. 22(1), pages 159-186, January.
    • Stéphane Moyen & Jean-Guillaume Sahuc, 2003. "Incorporating Labour Market Frictions into an Optimizing Based Monetary Policy Model," Documents de recherche 03-03, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne.
    • Stéphane Moyen & Jean-Guillaume Sahuc, 2005. "Incorporating Labour Market Frictions into an Optimising-Based Monetary Policy Model," Post-Print hal-01612715, HAL.
    • Moyen, S. & Sahuc, J-G., 2004. "Incorporating Labour Market Frictions into an Optimising-Based Monetary Policy Model," Working papers 105, Banque de France.
    • Stéphane Moyen & Jean-Guillaume Sahuc, 2005. "Incorporating labour market frictions into an optimising-based monetary policy model," Post-Print hal-02877999, HAL.
  • Giorgio Busetti & Matteo Manera, 2003. "STAR-GARCH Models for Stock Market Interactions in the Pacific Basin Region, Japan and US," Working Papers 2003.43, Fondazione Eni Enrico Mattei.
  • Fernandes, Marcelo & Grammig, Joachim, 2005. "Nonparametric specification tests for conditional duration models," Journal of Econometrics, Elsevier, vol. 127(1), pages 35-68, July.
    • Fernandes, M. & Grammig, J., 2000. "Non-Parametric Specification Tests for Conditional Duration Models," Economics Working Papers eco2000/4, European University Institute.
    • Fernandes, Marcelo & Grammig, Joachim, 2003. "Nonparametric specification tests for conditional duration models," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 502, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
    • Marcelo Fernandes & Joachim Grammig, 2000. "Non-Parametric Specification Tests For Conditional Duration Models," Computing in Economics and Finance 2000 40, Society for Computational Economics.
  • Keller, Joachim & Glatzer, Ernst & Craig, Ben R. & Scheicher, Martin, 2003. "The Forecasting Performance of German Stock Option Densities," Discussion Paper Series 1: Economic Studies 2003,17, Deutsche Bundesbank.
    • Ben R. Craig & Ernst Glatzer & Joachim G. Keller & Martin Scheicher, 2003. "The forecasting performance of German stock option densities," Working Papers (Old Series) 0312, Federal Reserve Bank of Cleveland.
  • Keller, Joachim G. & Craig, Ben R., 2002. "The Empirical Performance of Option Based Densities of Foreign Exchange," Discussion Paper Series 1: Economic Studies 2002,07, Deutsche Bundesbank.
    • Ben R. Craig & Joachim G. Keller, 2003. "The empirical performance of option-based densities of foreign exchange," Working Papers (Old Series) 0313, Federal Reserve Bank of Cleveland.
  • Chang, Yongsung & Schorfheide, Frank, 2003. "Labor-supply shifts and economic fluctuations," Journal of Monetary Economics, Elsevier, vol. 50(8), pages 1751-1768, November.
    • Yongsung Chang & Frank Schorfheide, 2002. "Labor-Supply Shifts and Economic Fluctuations," Macroeconomics 0204005, University Library of Munich, Germany.
    • Yongsung Chang & Frank Schorfheide, 2003. "Labor supply shifts and economic fluctuations," Working Paper 03-07, Federal Reserve Bank of Richmond.
  • Brunstad, Rolf Jens & Gaasland, Ivar, 2003. "Efficiency losses in milk marketing boards – the importance of exports," Working Papers in Economics 15/03, University of Bergen, Department of Economics.
  • Petzold, Max & Jonsson, Robert, 2003. "Maximum Likelihood Ratio based small-sample tests for random coefficients in linear regression," Working Papers in Economics 102, University of Gothenburg, Department of Economics.
  • Ericsson, Johan & Karlsson, Sune, 2003. "Choosing Factors in a Multifactor Asset Pricing Model: A Bayesian Approach," SSE/EFI Working Paper Series in Economics and Finance 524, Stockholm School of Economics, revised 12 Feb 2004.
  • Lundbergh, Stefan & Terasvirta, Timo, 2006. "A time series model for an exchange rate in a target zone with applications," Journal of Econometrics, Elsevier, vol. 131(1-2), pages 579-609.
    • Lundbergh, Stefan & Teräsvirta, Timo, 2003. "A time series model for an exchange rate in a target zone with applications," SSE/EFI Working Paper Series in Economics and Finance 533, Stockholm School of Economics.
    • Timo Terasvirta, 2004. "A Time Series Model for an Exchange Rate in a Target Zone with Applications," Econometric Society 2004 Australasian Meetings 340, Econometric Society.
  • Eklund, Bruno, 2003. "Testing the unit root hypothesis against the logistic smooth transition autoregressive model," SSE/EFI Working Paper Series in Economics and Finance 546, Stockholm School of Economics.
  • Eklund, Bruno, 2003. "A nonlinear alternative to the unit root hypothesis," SSE/EFI Working Paper Series in Economics and Finance 547, Stockholm School of Economics.
  • Eklund, Bruno & Terasvirta, Timo, 2007. "Testing constancy of the error covariance matrix in vector models," Journal of Econometrics, Elsevier, vol. 140(2), pages 753-780, October.
    • Eklund, Bruno & Teräsvirta, Timo, 2003. "Testing constancy of the error covariance matrix in vector models," SSE/EFI Working Paper Series in Economics and Finance 549, Stockholm School of Economics, revised 18 Jan 2006.
  • Bårdsen, Gunnar & Jansen, Eilev S. & Nymoen, Ragnar, 2003. "Testing the New Keynesian Phillips curve," Memorandum 18/2002, Oslo University, Department of Economics.
  • Lindé, Jesper, 2003. "Monetary Policy Shocks and Business Cycle Fluctuations in a Small Open Economy: Sweden 1986-2002," Working Paper Series 153, Sveriges Riksbank (Central Bank of Sweden).
  • Anna Persson & Timo Teräsvirta, 2003. "The net barter terms of trade: A smooth transition approach," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 8(1), pages 81-97.
    • Persson, Anna & Teräsvirta, Timo, 1999. "The Net Barter Terms Of Trade : A Smooth Transition Approach," SSE/EFI Working Paper Series in Economics and Finance 335, Stockholm School of Economics.
  • Carlo Altavilla, 2003. "Assessing monetary rules performance across EMU countries," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 8(2), pages 131-151.
    • Carlo Altavilla, 2001. "Assessing Monetary Rules Performance across EMU Countries," International Economics Working Papers Series ces0108, Katholieke Universiteit Leuven, Centrum voor Economische Studiën, International Economics.
  • Darcy Fuenzalida O'Shee & Mauricio Nash Sarquis, 2003. "Efecto De La Ley De Opa En El Retorno De La Acción En Chile," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 2(4), pages 305-320, Diciembre.
  • Luis Miguel Galindo & Horacio Catalán, 2003. "The Term Structure Of Interest Rates In Mexico: The Cetes Market," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 2(4), pages 339-357, Diciembre.
  • Trino-Manuel Ñíguez, 2003. "Volatility And Var Forecasting For The Ibex-35 Stock-Return Index Using Figarch-Type Processes And Different Evaluation Criteria," Working Papers. Serie AD 2003-33, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
  • Antonio Rubia & Trino-Manuel Ñíguez, 2006. "Forecasting the conditional covariance matrix of a portfolio under long-run temporal dependence," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 25(6), pages 439-458.
    • Antonio Rubia Serrano & Trino-Manuel Ñíguez, 2003. "Forecasting The Conditional Covariance Matrix Of A Portfolio Under Long-Run Temporal Dependence," Working Papers. Serie AD 2003-34, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
  • Galindo-Rueda, Fernando, 2003. "Employer learning and schooling-related statistical discrimination in Britain," LSE Research Online Documents on Economics 19491, London School of Economics and Political Science, LSE Library.
    • Galindo-Rueda, Fernando, 2003. "Employer Learning and Schooling-Related Statistical Discrimination in Britain," IZA Discussion Papers 778, Institute of Labor Economics (IZA).
    • Galindo-Rueda, Fernando, 2003. "Employer Learning and Schooling-Related Statistical Discrimination in Britain," Royal Economic Society Annual Conference 2003 82, Royal Economic Society.
    • Fernando Galindo-Rueda, 2003. "Employer Learning and Schooling-Related Statistical Discrimination in Britain," CEE Discussion Papers 0031, Centre for the Economics of Education, LSE.
  • Pierre Giot & Sébastien Laurent, 2003. "Value-at-risk for long and short trading positions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 18(6), pages 641-663.
    • GIOT, Pierre & LAURENT, Sébastien, 2001. "Value-at-risk for long and short trading positions," LIDAM Discussion Papers CORE 2001022, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    • GIOT, Pierre & LAURENT, Sébastien, 2003. "Value-at-Risk for long and short trading positions," LIDAM Reprints CORE 1707, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    • Pierre Giot and S»bastien Laurent, 2001. "Value-At-Risk For Long And Short Trading Positions," Computing in Economics and Finance 2001 94, Society for Computational Economics.
  • Krekó, Judit & Vonnák, Balázs, 2003. "Makroelemzők inflációs várakozásai Magyarországon [The inflationary expectations of macro analysts in Hungary]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(4), pages 315-334.
  • Khalaf, Lynda & Kichian, Maral, 2003. "Are New Keynesian Phillips Curved Identified?," Cahiers de recherche 0312, GREEN.
    • Maral Kichian & Jean-Marie Dufour & Lynda Khalaf, 2004. "Are New Keynesian Phillips Curves Identified ?," Econometric Society 2004 North American Summer Meetings 424, Econometric Society.
    • Maral Kichian & Jean-Marie Dufour & Lynda Khalaf, 2004. "Are New Keynesian Phillips Curves Identified ?," Computing in Economics and Finance 2004 56, Society for Computational Economics.
    • Maral Kichian & Jean-Marie Dufour & Lynda Khalaf, 2004. "Are New Keynesian Phillips Curves Identified ?," 2004 Meeting Papers 601, Society for Economic Dynamics.
  • Victor Solo & Chris Heaton, 2003. "Asymptotic Principal Components Estimation of Large Factor Models," Computing in Economics and Finance 2003 251, Society for Computational Economics.
    • Chris Heaton & Victor Solo, 2003. "Asymptotic Principal Components Estimation Of Large Factor Models," Research Papers 0303, Macquarie University, Department of Economics.
  • Xibin Zhang & Maxwell L. King, 2003. "Estimation of Asymmetric Box-Cox Stochastic Volatility Models Using MCMC Simulation," Monash Econometrics and Business Statistics Working Papers 10/03, Monash University, Department of Econometrics and Business Statistics.
  • Md B. Billah & R.J. Hyndman & A.B. Koehler, 2003. "Empirical Information Criteria for Time Series Forecasting Model Selection," Monash Econometrics and Business Statistics Working Papers 2/03, Monash University, Department of Econometrics and Business Statistics.
  • Goncalves, Silvia & Kilian, Lutz, 2004. "Bootstrapping autoregressions with conditional heteroskedasticity of unknown form," Journal of Econometrics, Elsevier, vol. 123(1), pages 89-120, November.
    • Kilian, Lutz & Gonçalves, Sílvia, 2002. "Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form," Discussion Paper Series 1: Economic Studies 2002,26, Deutsche Bundesbank.
    • GONÇALVES, Silvia & KILIAN, Lutz, 2003. "Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form," Cahiers de recherche 2003-01, Universite de Montreal, Departement de sciences economiques.
    • Gonçalves, Sí­lvia & Kilian, Lutz, 2002. "Bootstrapping autoregressions with conditional heteroskedasticity of unknown form," Working Paper Series 196, European Central Bank.
    • Silvia Gonçalves & Lutz Kilian, 2003. "Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form," CIRANO Working Papers 2003s-17, CIRANO.
    • Gonçalves, Sílvia & KILIAN, Lutz, 2003. "Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form," Cahiers de recherche 01-2003, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  • Goncalves, Silvia & Kilian, Lutz, 2004. "Bootstrapping autoregressions with conditional heteroskedasticity of unknown form," Journal of Econometrics, Elsevier, vol. 123(1), pages 89-120, November.
    • Kilian, Lutz & Gonçalves, Sílvia, 2002. "Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form," Discussion Paper Series 1: Economic Studies 2002,26, Deutsche Bundesbank.
    • Gonçalves, Sílvia & KILIAN, Lutz, 2003. "Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form," Cahiers de recherche 01-2003, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
    • Gonçalves, Sí­lvia & Kilian, Lutz, 2002. "Bootstrapping autoregressions with conditional heteroskedasticity of unknown form," Working Paper Series 196, European Central Bank.
    • Silvia Gonçalves & Lutz Kilian, 2003. "Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form," CIRANO Working Papers 2003s-17, CIRANO.
    • GONÇALVES, Silvia & KILIAN, Lutz, 2003. "Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form," Cahiers de recherche 2003-01, Universite de Montreal, Departement de sciences economiques.
  • Bowsher, Clive G., 2007. "Modelling security market events in continuous time: Intensity based, multivariate point process models," Journal of Econometrics, Elsevier, vol. 141(2), pages 876-912, December.
    • Clive Bowsher, 2002. "Modelling Security Market Events in Continuous Time: Intensity based, Multivariate Point Process Models," Economics Papers 2002-W22, Economics Group, Nuffield College, University of Oxford.
    • Clive G. Bowsher, 2005. "Modelling Security Market Events in Continuous Time: Intensity Based, Multivariate Point Process Models," Economics Papers 2005-W26, Economics Group, Nuffield College, University of Oxford.
    • Clive G. Bowsher, 2003. "Modelling Security Market Events in Continuous Time: Intensity Based, Multivariate Point Process Models," Economics Papers 2003-W03, Economics Group, Nuffield College, University of Oxford.
  • Olivier Basdevant & David Hargreaves, 2003. "Modelling structural change: the case of New Zealand," Reserve Bank of New Zealand Discussion Paper Series DP2003/03, Reserve Bank of New Zealand.
  • John Bryant, 2003. "Can population projections be used for sensitivity tests on policy models?," Treasury Working Paper Series 03/07, New Zealand Treasury.
  • Franck Sédillot & Nigel Pain, 2003. "Indicator Models of Real GDP Growth in Selected OECD Countries," OECD Economics Department Working Papers 364, OECD Publishing.
  • Mapa, Dennis S., 2003. "A Range-Based GARCH Model for Forecasting Volatility," MPRA Paper 21323, University Library of Munich, Germany.
  • Ghassan, Hassan B., 2003. "Test de l’effet de stabilisation automatique par la modélisation SVAR sans contrainte de long terme [Testing the Automatic Stabilization Effect: Evidence from SVAR Model without Long-Term Constrain," MPRA Paper 56387, University Library of Munich, Germany, revised 02 Apr 2003.
  • Charles, Coleman, 2003. "Loss Functions for Detecting Outliers in Panel Data: An Introduction," MPRA Paper 77844, University Library of Munich, Germany.
  • Marek Loužek, 2003. "Can pro-natalist policy be effective?," Prague Economic Papers, Prague University of Economics and Business, vol. 2003(3), pages 265-281.
  • Francisco Craveiro Dias, 2003. "Nonlinearities over the Business Cycle: an Application of the Smooth Transition Autoregressive Model to characterize GDP dynamics for the Euro-area and Portugal," Working Papers w200309, Banco de Portugal, Economics and Research Department.
  • Kapetanios, G. & Weeks, M., 2003. "Non-nested Models and the likelihood Ratio Statistic: A Comparison of Simulation and Bootstrap-based Tests," Cambridge Working Papers in Economics 0308, Faculty of Economics, University of Cambridge.
    • George Kapetanios & Melvyn Weeks, 2003. "Non-Nested Models and the Likelihood Ratio Statistic: A Comparison of Simulation and Bootstrap Based Tests," Working Papers 490, Queen Mary University of London, School of Economics and Finance.
  • Kapetanios, G. & Weeks, M., 2003. "Non-nested Models and the likelihood Ratio Statistic: A Comparison of Simulation and Bootstrap-based Tests," Cambridge Working Papers in Economics 0308, Faculty of Economics, University of Cambridge.
    • George Kapetanios & Melvyn Weeks, 2003. "Non-Nested Models and the Likelihood Ratio Statistic: A Comparison of Simulation and Bootstrap Based Tests," Working Papers 490, Queen Mary University of London, School of Economics and Finance.
    • George Kapetanios & Melvyn Weeks, 2003. "Non-Nested Models and the Likelihood Ratio Statistic: A Comparison of Simulation and Bootstrap Based Tests," Working Papers 490, Queen Mary University of London, School of Economics and Finance.
  • John Anderson & Robert W Faff, 2003. "Optimal f and Portfolio Return Optimisation in US Futures Markets," School of Economics and Finance Discussion Papers and Working Papers Series 133, School of Economics and Finance, Queensland University of Technology.
  • Carol Alexandra & Emese Lazar, 2003. "Symmetric Normal Mixture GARCH," ICMA Centre Discussion Papers in Finance icma-dp2003-09, Henley Business School, University of Reading.
  • Mulhern, Alan, 2003. "Identifying growth characteristics in the Polish small firm stratum," Economics Discussion Papers 2003-3, School of Economics, Kingston University London.
  • Subrata Ghatak & Alan Mulhern & Chris Stewart, 2005. "Regional Development of Small Firms in Poland," Economic Change and Restructuring, Springer, vol. 38(2), pages 129-146, June.
    • Ghatak, Subrata & Mulhern, Alan & Stewart, Chris, 2003. "Regional Development of Small Firms in Poland," Economics Discussion Papers 2003-5, School of Economics, Kingston University London.
  • Mulhern, Alan, 2003. "Regional differences in small firm development: the case of Poland," Economics Discussion Papers 2003-12, School of Economics, Kingston University London.
  • Valentina Corradi & Norman R. Swanson, 2003. "A Test for Comparing Multiple Misspecified Conditional Distributions," Departmental Working Papers 200314, Rutgers University, Department of Economics.
  • Chris Heaton & Victor Solo, 2003. "Asymptotic Principal Components Estimation Of Large Factor Models," Research Papers 0303, Macquarie University, Department of Economics.
    • Victor Solo & Chris Heaton, 2003. "Asymptotic Principal Components Estimation of Large Factor Models," Computing in Economics and Finance 2003 251, Society for Computational Economics.
  • Fabio Milani, 2003. "Adaptive Learning, Model Uncertainty and Monetary Policy Inertia in a Large Information Environment," Computing in Economics and Finance 2003 280, Society for Computational Economics.
  • Jesus Fernandez-Villaverde & Juan Rubio-Ramirez, 2003. "Estimating nonlinear dynamic economies: A likelihood approach," Computing in Economics and Finance 2003 91, Society for Computational Economics.
  • Jeong, Hyeok & Townsend, Robert M., 2008. "Growth And Inequality: Model Evaluation Based On An Estimation-Calibration Strategy," Macroeconomic Dynamics, Cambridge University Press, vol. 12(S2), pages 231-284, September.
    • Hyeok Jeong & Robert M. Townsend, 2003. "Growth and Inequality: Model Evaluation Based on an Estimation-Calibration Strategy," IEPR Working Papers 05.10, Institute of Economic Policy Research (IEPR).
  • Harry Telser & Peter Zweifel, 2003. "Validity of Discrete-Choice Experiments - Evidence for Health Risk Reduction," SOI - Working Papers 0313, Socioeconomic Institute - University of Zurich, revised Feb 2005.
  • Konstantinos Giannakas & Kien C. Tran & Vangelis Tzouvelekas, 2003. "On the choice of functional form in stochastic frontier modeling," Empirical Economics, Springer, vol. 28(1), pages 75-100, January.
  • Kurt Brannas & Niklas Nordman, 2003. "Conditional skewness modelling for stock returns," Applied Economics Letters, Taylor & Francis Journals, vol. 10(11), pages 725-728.
    • Brännäs, Kurt & Nordman, Niklas, 2001. "Conditional Skewness Modelling for Stock Returns," Umeå Economic Studies 562, Umeå University, Department of Economics.
  • Kurt Brannas & Niklas Nordman, 2003. "An alternative conditional asymmetry specification for stock returns," Applied Financial Economics, Taylor & Francis Journals, vol. 13(7), pages 537-541.
    • Kurt Brännäs & Niklas Nordman, 2001. "An Alternative Conditional Asymmetry Specification for Stock Returns," CESifo Working Paper Series 448, CESifo.
    • Brännäs, Kurt & Nordman, Niklas, 2001. "An Alternative Conditional Asymmetry Specification for Stock Returns," Umeå Economic Studies 556, Umeå University, Department of Economics.
  • Rim Ben Ayed-Mouelhi & Mohamed Goa�ed, 2003. "Efficiency Measure from Dynamic Stochastic Production Frontier: Application to Tunisian Textile, Clothing, and Leather Industries," Econometric Reviews, Taylor & Francis Journals, vol. 22(1), pages 93-111, February.
    • Rym Ben Ayed Mouelhi & Mohamed Goaied, 2002. "Efficiency Measure from Dynamic Stochastic Production Frontier: Application to Tunisian Textile, Clothing and Leather Industries," Working Papers 0235, Economic Research Forum, revised 31 Nov 2002.
  • Ozge Akinci, 2003. "Modeling the Demand for Currency Issued in Turkey," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 3(1), pages 1-25.
  • Andreou, E. & Werker, B.J.M., 2003. "A Simple Asymptotic Analysis of Residual-Based Statistics," Discussion Paper 2003-118, Tilburg University, Center for Economic Research.
  • Peter van Els & Alberto Locarno & Benoît Mojon & Julian Morgan, 2003. "New Macroeconomic Evidence on Monetary Policy Transmission in the Euro Area," Journal of the European Economic Association, MIT Press, vol. 1(2-3), pages 720-730, 04/05.
  • Gunnar Bårdsen & Ragnar Nymoen, 2003. "Testing Steady-State Implications for the NAIRU," The Review of Economics and Statistics, MIT Press, vol. 85(4), pages 1070-1075, November.
    • Gunnar Bårdsen & Ragnar Nymoen, 2000. "Testing Steady-State Implications for the NAIRU," Working Paper Series 1602, Department of Economics, Norwegian University of Science and Technology, revised 30 Apr 2002.
  • Luis A. Gil‐Alana & S. G. Brian Henry, 2003. "Fractional Integration and the Dynamics of UK Unemployment," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 65(2), pages 221-239, May.
    • Gil-Alaña, Luis A. & Henry, Brian, 2000. "Fractional integration and the dynamics of UK unemployment," SFB 373 Discussion Papers 2000,14, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
    • Luis A. Gil-Alana & S.G. Brian Henry, 2003. "Fractional Integration and the Dynamics of UK Unemployment," Faculty Working Papers 10/03, School of Economics and Business Administration, University of Navarra.
  • Tran Van Hoa, 2003. "Growth of Asian Regional Trade and Income Convergence: Evidence from ASEAN+3 Based on Extended Helpman-Krugman Hypothesis and Flexible Modelling Approach," Economics Working Papers wp03-02, School of Economics, University of Wollongong, NSW, Australia.
  • Tran Van Hoa, 2003. "New Asian Regionalism: Evidence of ASEAN+3 Free Trade Agreement From Extended Gravity Theory and New Modelling Approach," Economics Working Papers wp03-03, School of Economics, University of Wollongong, NSW, Australia.
  • Àlex Costa & Albert Satorra & Eva Ventura, 2003. "An empirical evaluation of small area estimators," Economics Working Papers 674, Department of Economics and Business, Universitat Pompeu Fabra, revised Jun 2003.
  • Joseph P. Romano & Michael Wolf, 2005. "Stepwise Multiple Testing as Formalized Data Snooping," Econometrica, Econometric Society, vol. 73(4), pages 1237-1282, July.
    • Joseph P. Romano & Michael Wolf, 2003. "Stepwise multiple testing as formalized data snooping," Economics Working Papers 712, Department of Economics and Business, Universitat Pompeu Fabra.
    • Joseph P. Romano & Michael Wolf, 2015. "Stepwise Multiple Testing as Formalized Data Snooping," Working Papers 17, Barcelona School of Economics.
  • Àlex Costa & Albert Satorra & Eva Ventura, 2003. "Using composite estimators to improve both domain and total area estimation," Economics Working Papers 731, Department of Economics and Business, Universitat Pompeu Fabra.
  • Boehmer, Ekkehart & Grammig, Joachim & Theissen, Erik, 2007. "Estimating the probability of informed trading--does trade misclassification matter?," Journal of Financial Markets, Elsevier, vol. 10(1), pages 26-47, February.
    • Grammig, Joachim G. & Theissen, Erik, 2002. "Estimating the Probability of Informed Trading: Does Trade Misclassification Matter?," Bonn Econ Discussion Papers 37/2002, University of Bonn, Bonn Graduate School of Economics (BGSE).
    • Joachim Grammig & Erik Theissen, 2003. "Estimating the Probability of Informed Trading - Does Trade Misclassification Matter?," University of St. Gallen Department of Economics working paper series 2003 2003-01, Department of Economics, University of St. Gallen.
  • Judith A. Clarke & Sadaf Mirza, 2003. "Some Finite Sample Results On Testing For Granger Noncausality," Econometrics Working Papers 0305, Department of Economics, University of Victoria.
  • Bernardo Maggi & Stefania P. S. Rossi, 2003. "An efficiency analysis of banking systems: a comparison of European and United States large commercial banks using different functional forms," Vienna Economics Papers 0306, University of Vienna, Department of Economics.
  • Bernardo Maggi & Stefania P. S. Rossi, 2003. "An efficiency analysis of banking systems: a comparison of European and United States large commercial banks using different functional forms," Vienna Economics Papers vie0306, University of Vienna, Department of Economics.
  • Pierre Giot, 2003. "The information content of implied volatility in agricultural commodity markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 23(5), pages 441-454, May.
    • GIOT, Pierre, 2002. "The information content of implied volatility in agricultural commodity markets," LIDAM Discussion Papers CORE 2002038, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    • GIOT, Pierre, 2003. "The information content of implied volatility in agricultural commodity markets," LIDAM Reprints CORE 1612, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Evzen Kocenda, 2001. "An Alternative To The Bds Test: Integration Across The Correlation Integral," Econometric Reviews, Taylor & Francis Journals, vol. 20(3), pages 337-351.
    • Kocenda, Evzen, 1996. "An Alternative to the BDS Test: Integration Across the Correlation Integral," MPRA Paper 70510, University Library of Munich, Germany.
    • Evzen Kocenda, 2003. "An Alternative to the BDS Test: Integration Across The Correlation Integral," Econometrics 0301004, University Library of Munich, Germany.
  • Carlos A. Rodríguez Ramos, 2003. "The P* model as a general identity to analyze and forecast the behavior of the inflation rate in the economy of Puerto Rico," Econometrics 0302002, University Library of Munich, Germany.
  • Alejandro Diaz-Bautista & Ramon A. Castillo Ponce, 2003. "Testing for Unit Roots: Mexico's GDP," Econometrics 0306007, University Library of Munich, Germany.
  • Ryan Lemand, 2003. "The Contagion Effect Between the Volatilities of the NASDAQ-100 and the IT.CA :A Univariate and A Bivariate Switching Approach," Econometrics 0307002, University Library of Munich, Germany, revised 07 Dec 2020.
  • Ryan Lemand, 2003. "New Technology Stock Market Indexes Contagion: A VAR-dccMVGARCH Approach," Econometrics 0307003, University Library of Munich, Germany, revised 07 Dec 2020.
  • Ryan Lemand, 2003. "Should Stock Market Indexes Time Varying Correlations Be Taken Into Account? A Conditional Variance Multivariate Approach," Econometrics 0307004, University Library of Munich, Germany, revised 07 Dec 2020.
  • Raffaella Giacomini & Halbert White, 2006. "Tests of Conditional Predictive Ability," Econometrica, Econometric Society, vol. 74(6), pages 1545-1578, November.
    • Giacomini, Raffaella & White, Halbert, 2003. "Tests of Conditional Predictive Ability," University of California at San Diego, Economics Working Paper Series qt5jk0j5jh, Department of Economics, UC San Diego.
    • Raffaella Giacomini & Halbert White, 2003. "Tests of Conditional Predictive Ability," Econometrics 0308001, University Library of Munich, Germany.
    • Raffaella Giacomini & Halbert White, 2003. "Tests of conditional predictive ability," Boston College Working Papers in Economics 572, Boston College Department of Economics.
  • Hans J. Baumgartner, 2003. "Are There Any Class Size Effects On Early Career Earnings In West Germany?," HEW 0305004, University Library of Munich, Germany, revised 05 Nov 2003.
    • Hans J. Baumgartner, 2004. "Are There Any Class Size Effects on Early Career Earnings in West Germany?," Discussion Papers of DIW Berlin 417, DIW Berlin, German Institute for Economic Research.
  • Valerie Mignon & Gilles Dufrenot & Slim Chaouachi, 2004. "Modelling the misalignments of the Dollar-Sterling real exchange rate: A nonlinear cointegration perspective," Economics Bulletin, AccessEcon, vol. 3(19), pages 1-11.
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  • Catherine Baumont & Cem Ertur & Julie Le Gallo, 2003. "Spatial Analysis Of Employment And Population Density: The Case Of The Agglomeration Of Dijon, 1999," Urban/Regional 0310003, University Library of Munich, Germany.
  • Ben R. Craig & Ernst Glatzer & Joachim G. Keller & Martin Scheicher, 2003. "The forecasting performance of German stock option densities," Working Papers (Old Series) 0312, Federal Reserve Bank of Cleveland.
    • Keller, Joachim & Glatzer, Ernst & Craig, Ben R. & Scheicher, Martin, 2003. "The Forecasting Performance of German Stock Option Densities," Discussion Paper Series 1: Economic Studies 2003,17, Deutsche Bundesbank.
  • Engelmann, Bernd & Hayden, Evelyn & Tasche, Dirk, 2003. "Measuring the Discriminative Power of Rating Systems," Discussion Paper Series 2: Banking and Financial Studies 2003,01, Deutsche Bundesbank.
  • Antzoulatos, Angelos A. & Wilfling, Bernd, 2003. "Exchange and Interest Rates prior to EMU: The Case of Greece," Discussion Paper Series 26325, Hamburg Institute of International Economics.
    • Antzoulatos, Angelos A. & Wilfling, Bernd, 2003. "Exchange and Interest Rates prior to EMU: The Case of Greece," HWWA Discussion Papers 244, Hamburg Institute of International Economics (HWWA).
  • Eberts, Elke, 2003. "The Connection of Stock Markets Between Germany and the USA: New Evidence From a Co-integration Study," ZEW Discussion Papers 03-36, ZEW - Leibniz Centre for European Economic Research.
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    • Antzoulatos, Angelos A. & Wilfling, Bernd, 2003. "Exchange and Interest Rates prior to EMU: The Case of Greece," Discussion Paper Series 26325, Hamburg Institute of International Economics.
  • Maynard, Leigh J. & Veeramani, Venkat N., 2003. "Price Sensitivities for U.S. Frozen Dairy Products," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 35(3), pages 1-11, December.
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  • Manuela CROCI, 2003. "An empirical analysis of international equity market co-movements: implications for informational efficiency," Working Papers 197, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
  • William A. Brock & Steven N. Durlauf, 2004. "Elements of a Theory of Design Limits to Optimal Policy," Manchester School, University of Manchester, vol. 72(s1), pages 1-18, September.
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  • Maria Helena Lopes Moreira da Veiga, 2003. "Are One Factor Logarithmic Volatility Models Useful to Fit the Features of Financial Data? An Application to Microsoft Data," UFAE and IAE Working Papers 585.03, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
  • David Bolder, 2003. "A Stochastic Simulation Framework for the Government of Canada's Debt Strategy," Staff Working Papers 03-10, Bank of Canada.
  • Frédérick Demers, 2003. "The Canadian Phillips Curve and Regime Shifting," Staff Working Papers 03-32, Bank of Canada.
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  • Roberto Golinelli & Giuseppe Parigi, 2003. "What is this thing called confidence? A comparative analysis of consumer confidence indices in eight major countries," Temi di discussione (Economic working papers) 484, Bank of Italy, Economic Research and International Relations Area.
  • Norberto Rodríguez & Patricia Siado, 2003. "Un Pronóstico No Paramétrico De La Inflación Colombiana," Borradores de Economia 3691, Banco de la Republica.
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  • Strachan, Rodney W, 2003. "Valid Bayesian Estimation of the Cointegrating Error Correction Model," Journal of Business & Economic Statistics, American Statistical Association, vol. 21(1), pages 185-195, January.
    • Strachan, R., 2000. "Valid Bayesian Estimation of the Cointegrating Error Correction Model," Monash Econometrics and Business Statistics Working Papers 6/00, Monash University, Department of Econometrics and Business Statistics.
  • Fiorentini, Gabriele & Sentana, Enrique & Calzolari, Giorgio, 2003. "Maximum Likelihood Estimation and Inference in Multivariate Conditionally Heteroscedastic Dynamic Regression Models with Student t Innovations," Journal of Business & Economic Statistics, American Statistical Association, vol. 21(4), pages 532-546, October.
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  • Joseph P. Romano & Michael Wolf, 2005. "Stepwise Multiple Testing as Formalized Data Snooping," Econometrica, Econometric Society, vol. 73(4), pages 1237-1282, July.
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  • Wilfling Bernd, 2003. "Interest Rate Volatility Prior to Monetary Union under Alternative Pre-Switch Regimes," German Economic Review, De Gruyter, vol. 4(4), pages 433-457, December.
    • Bernd Wilfling, 2003. "Interest Rate Volatility Prior to Monetary Union under Alternative Pre‐Switch Regimes," German Economic Review, Verein für Socialpolitik, vol. 4(4), pages 433-457, November.
    • Wilfling, Bernd, 2001. "Interest rate volatility prior to monetary union under alternative pre-switch regimes," HWWA Discussion Papers 143, Hamburg Institute of International Economics (HWWA).
    • Wilfling, Bernd, 2001. "Interest Rate Volatility Prior to Monetary Union Under Alternative Pre-Switch Regimes," Discussion Paper Series 26277, Hamburg Institute of International Economics.
  • Bernd Wilfling, 2003. "Interest Rate Volatility Prior to Monetary Union under Alternative Pre-Switch Regimes," German Economic Review, Verein für Socialpolitik, vol. 4, pages 433-457, November.
  • Peter Carr & Liuren Wu, 2003. "What Type of Process Underlies Options? A Simple Robust Test," Journal of Finance, American Finance Association, vol. 58(6), pages 2581-2610, December.
    • Peter Carr & Liuren Wu, 2002. "What Type of Process Underlies Options? A Simple Robust Test," Finance 0207019, University Library of Munich, Germany.
  • Luis A. Gil‐Alana & S. G. Brian Henry, 2003. "Fractional Integration and the Dynamics of UK Unemployment," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 65(2), pages 221-239, May.
    • Gil-Alaña, Luis A. & Henry, Brian, 2000. "Fractional integration and the dynamics of UK unemployment," SFB 373 Discussion Papers 2000,14, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
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  • Dick van Dijk & Philip Hans Franses, 2003. "Selecting a Nonlinear Time Series Model using Weighted Tests of Equal Forecast Accuracy," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 65(s1), pages 727-744, December.
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    • Rodney W. Strachan & Herman K. van Dijk, 2004. "Bayesian Model Selection with an Uninformative Prior," Keele Economics Research Papers KERP 2004/01, Centre for Economic Research, Keele University.
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  • Giacomini, Raffaella & Komunjer, Ivana, 2005. "Evaluation and Combination of Conditional Quantile Forecasts," Journal of Business & Economic Statistics, American Statistical Association, vol. 23, pages 416-431, October.
    • Giacomini, Raffaella & Komunjer, Ivana, 2002. "Evaluation and Combination of Conditional Quantile Forecasts," University of California at San Diego, Economics Working Paper Series qt4n99t4wz, Department of Economics, UC San Diego.
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  • Bernd Wilfling, 2003. "Interest Rate Volatility Prior to Monetary Union under Alternative Pre‐Switch Regimes," German Economic Review, Verein für Socialpolitik, vol. 4(4), pages 433-457, November.
    • Wilfling Bernd, 2003. "Interest Rate Volatility Prior to Monetary Union under Alternative Pre-Switch Regimes," German Economic Review, De Gruyter, vol. 4(4), pages 433-457, December.
    • Wilfling, Bernd, 2001. "Interest rate volatility prior to monetary union under alternative pre-switch regimes," HWWA Discussion Papers 143, Hamburg Institute of International Economics (HWWA).
    • Wilfling, Bernd, 2001. "Interest Rate Volatility Prior to Monetary Union Under Alternative Pre-Switch Regimes," Discussion Paper Series 26277, Hamburg Institute of International Economics.
  • Theodore Panagiotidis, 2010. "Market efficiency and the Euro: the case of the Athens stock exchange," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 37(3), pages 237-251, July.
    • Theodore Panagiotidis, 2003. "Market Efficiency and the Euro:The case of the Athens Stock Exchange," Public Policy Discussion Papers 03-08, Economics and Finance Section, School of Social Sciences, Brunel University.
    • Theodore Panagiotidis, 2008. "Market Efficiency and the Euro: The case of the Athens Stock exchange," Discussion Paper Series 2008_14, Department of Economics, University of Macedonia, revised Dec 2008.
    • Theodore Panagiotidis, 2005. "Market Efficiency and the Euro: The case of the Athens Stock Exchange," Finance 0507022, University Library of Munich, Germany.
    • Theodore Panagiotidis, 2003. "Market Efficiency and the Euro:The case of the Athens Stock Exchange," Economics and Finance Discussion Papers 03-08, Economics and Finance Section, School of Social Sciences, Brunel University.
  • Theodore Panagiotidis, 2010. "Market efficiency and the Euro: the case of the Athens stock exchange," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 37(3), pages 237-251, July.
    • Theodore Panagiotidis, 2003. "Market Efficiency and the Euro:The case of the Athens Stock Exchange," Economics and Finance Discussion Papers 03-08, Economics and Finance Section, School of Social Sciences, Brunel University.
    • Theodore Panagiotidis, 2003. "Market Efficiency and the Euro:The case of the Athens Stock Exchange," Public Policy Discussion Papers 03-08, Economics and Finance Section, School of Social Sciences, Brunel University.
    • Theodore Panagiotidis, 2008. "Market Efficiency and the Euro: The case of the Athens Stock exchange," Discussion Paper Series 2008_14, Department of Economics, University of Macedonia, revised Dec 2008.
    • Theodore Panagiotidis, 2005. "Market Efficiency and the Euro: The case of the Athens Stock Exchange," Finance 0507022, University Library of Munich, Germany.
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  • Galindo-Rueda, Fernando, 2003. "Employer learning and schooling-related statistical discrimination in Britain," LSE Research Online Documents on Economics 19491, London School of Economics and Political Science, LSE Library.
    • Fernando Galindo-Rueda, 2003. "Employer Learning and Schooling-Related Statistical Discrimination in Britain," CEE Discussion Papers 0031, Centre for the Economics of Education, LSE.
    • Galindo-Rueda, Fernando, 2003. "Employer Learning and Schooling-Related Statistical Discrimination in Britain," Royal Economic Society Annual Conference 2003 82, Royal Economic Society.
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  • Alexis Garatti, 2003. "Implications des chocs communs et specifiques pour le federalisme budgetaire europeen," Economie Internationale, CEPII research center, issue 93, pages 89-116.
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    • Philip A. Haile & Ali Hortacsu & Grigory Kosenok, 2003. "On the Empirical Content of Quantal Response Equilibrium," Cowles Foundation Discussion Papers 1432, Cowles Foundation for Research in Economics, Yale University.
    • Philip A. Haile & Ali Hortacsu & Grigory Kosenok, 2004. "On the Empirical Content of Quantal Response Equilibrium," Yale School of Management Working Papers ysm421, Yale School of Management.
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  • Norberto Rodríguez N. & Patricia Siado C., 2003. "Un Pronóstico no Paramétrico de la Inflación Colombiana," Borradores de Economia 248, Banco de la Republica de Colombia.
    • Norberto Rodríguez & Patricia Siado, 2003. "Un Pronóstico No Paramétrico De La Inflación Colombiana," Borradores de Economia 3691, Banco de la Republica.
  • Giot, Pierre & Laurent, Sebastien, 2003. "Market risk in commodity markets: a VaR approach," Energy Economics, Elsevier, vol. 25(5), pages 435-457, September.
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  • Pierre Giot, 2003. "The information content of implied volatility in agricultural commodity markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 23(5), pages 441-454, May.
    • GIOT, Pierre, 2002. "The information content of implied volatility in agricultural commodity markets," LIDAM Discussion Papers CORE 2002038, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    • GIOT, Pierre, 2003. "The information content of implied volatility in agricultural commodity markets," LIDAM Reprints CORE 1612, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Inoue, Atsushi & Kilian, Lutz, 2006. "On the selection of forecasting models," Journal of Econometrics, Elsevier, vol. 130(2), pages 273-306, February.
    • Inoue, Atsushi & Kilian, Lutz, 2003. "On the selection of forecasting models," Working Paper Series 214, European Central Bank.
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  • Philip A. Haile & Ali Hortaçsu & Grigory Kosenok, 2008. "On the Empirical Content of Quantal Response Equilibrium," American Economic Review, American Economic Association, vol. 98(1), pages 180-200, March.
    • Philip A. Haile & Ali Hortacsu & Grigory Kosenok, 0820. "On the Empirical Content of Quantal Response Equilibrium," Cowles Foundation Discussion Papers 1432R, Cowles Foundation for Research in Economics, Yale University, revised Jun 0820.
    • Philip A. Haile & Ali Hortacsu & Grigory Kosenok, 2003. "On the Empirical Content of Quantal Response Equilibrium," Cowles Foundation Discussion Papers 1432, Cowles Foundation for Research in Economics, Yale University.
    • Philip A. Haile & Ali Hortacsu & Grigory Kosenok, 2004. "On the Empirical Content of Quantal Response Equilibrium," Yale School of Management Working Papers ysm421, Yale School of Management.
    • Philip A. Haile & Ali Hortacsu & Grigory Kosenok, 2006. "On the Empirical Content of Quantal Response Equilibrium," Working Papers w0076, New Economic School (NES).
    • Philip A. Haile & Ali Hortacsu & Grigory Kosenok, 2006. "On the Empirical Content of Quantal Response Equilibrium," Working Papers w0076, Center for Economic and Financial Research (CEFIR).
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  • Inoue, Atsushi & Kilian, Lutz, 2006. "On the selection of forecasting models," Journal of Econometrics, Elsevier, vol. 130(2), pages 273-306, February.
    • Kilian, Lutz & Inoue, Atsushi, 2003. "On the Selection of Forecasting Models," CEPR Discussion Papers 3809, C.E.P.R. Discussion Papers.
    • Inoue, Atsushi & Kilian, Lutz, 2003. "On the selection of forecasting models," Working Paper Series 214, European Central Bank.
  • Surico, Paolo, 2003. "US Monetary Policy Rules: the Case for Asymmetric Preferences," Royal Economic Society Annual Conference 2003 199, Royal Economic Society.
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  • Cerrato, Mario & Nicholas Sarantis, 2003. "Does the Purchasing Power Parity Hold in Emerging Markets? Evidence from Black Market Exchange Rates," Royal Economic Society Annual Conference 2003 40, Royal Economic Society.
  • Jesús Crespo Cuaresma, 2002. "Some million thresholds: Nonlinearity and cross-country growth regressions," Vienna Economics Papers vie0210, University of Vienna, Department of Economics.
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    • Galindo-Rueda, Fernando, 2003. "Employer Learning and Schooling-Related Statistical Discrimination in Britain," Royal Economic Society Annual Conference 2003 82, Royal Economic Society.
    • Galindo-Rueda, Fernando, 2003. "Employer Learning and Schooling-Related Statistical Discrimination in Britain," IZA Discussion Papers 778, Institute of Labor Economics (IZA).
    • Fernando Galindo-Rueda, 2003. "Employer Learning and Schooling-Related Statistical Discrimination in Britain," CEE Discussion Papers 0031, Centre for the Economics of Education, LSE.
  • D. W. K. Andrews, 2003. "End-of-Sample Instability Tests," Econometrica, Econometric Society, vol. 71(6), pages 1661-1694, November.
    • Donald W.K. Andrews, 2002. "End-of-Sample Instability Tests," Cowles Foundation Discussion Papers 1369, Cowles Foundation for Research in Economics, Yale University.
  • Dick van Dijk 1 & Birgit Strikholm & Timo Teräsvirta, 2003. "The effects of institutional and technological change and business cycle fluctuations on seasonal patterns in quarterly industrial production series," Econometrics Journal, Royal Economic Society, vol. 6(1), pages 79-98, June.
    • van Dijk, Dick & Strikholm, Birgit & Teräsvirta, Timo, 2001. "The effects of institutional and technological change and business cycle fluctuations on seasonal patterns in quarterly industrial production series," SSE/EFI Working Paper Series in Economics and Finance 0429, Stockholm School of Economics, revised 01 Jun 2004.
    • van Dijk, D.J.C. & Strikholm, B. & Terasvirta, T., 2001. "The effects of institutional and technological change and business cycle fluctiations on seasonal patterns in quarterly industrial production series," Econometric Institute Research Papers EI 2001-12, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Hendry, David F. & Clements, Michael P., 2003. "Economic forecasting: some lessons from recent research," Economic Modelling, Elsevier, vol. 20(2), pages 301-329, March.
    • David Hendry & Michael P. Clements, 2001. "Economic Forecasting: Some Lessons from Recent Research," Economics Papers 2002-W11, Economics Group, Nuffield College, University of Oxford.
    • Clements, Michael P. & Hendry, David F., 2001. "Economic forecasting: some lessons from recent research," Working Paper Series 82, European Central Bank.
    • Hendry, David F & Michael P. Clements, 2002. "Economic Forecasting: Some Lessons from Recent Research," Royal Economic Society Annual Conference 2002 99, Royal Economic Society.
    • David Hendry & Michael P. Clements & Department of Economics & University of Warwick, 2001. "Economic Forecasting: Some Lessons from Recent Research," Economics Series Working Papers 78, University of Oxford, Department of Economics.
  • Chernov, Mikhail & Ronald Gallant, A. & Ghysels, Eric & Tauchen, George, 2003. "Alternative models for stock price dynamics," Journal of Econometrics, Elsevier, vol. 116(1-2), pages 225-257.
    • Mikhail Chernov & A. Ronald Gallant & Eric Ghysels & George Tauchen, 2002. "Alternative Models for Stock Price Dynamics," CIRANO Working Papers 2002s-58, CIRANO.
    • Chernov, Mikhail & Gallant, A. Ronald & Ghysels, Eric & Tauchen, George, 2002. "Alternative Models for Stock Price Dynamic," Working Papers 02-03, Duke University, Department of Economics.
  • Hunt, Lester C. & Judge, Guy & Ninomiya, Yasushi, 2003. "Underlying trends and seasonality in UK energy demand: a sectoral analysis," Energy Economics, Elsevier, vol. 25(1), pages 93-118, January.
    • Hunt, L.C. & Judge, G. & Ninomiya, Y., 2000. "Underlying Trends and Seasonality in UK Energy Demands: A Sectorial Analysis," Papers 134, Portsmouth University - Department of Economics.
  • Giot, Pierre & Laurent, Sebastien, 2003. "Market risk in commodity markets: a VaR approach," Energy Economics, Elsevier, vol. 25(5), pages 435-457, September.
    • GIOT, Pierre & LAURENT, Sébastien, 2003. "Market risk in commodity markets: a VaR approach," LIDAM Reprints CORE 1682, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    • GIOT, Pierre & LAURENT, Sébastien, 2003. "Market risk in commodity markets: a VaR approach," LIDAM Discussion Papers CORE 2003028, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Chang, Yongsung & Schorfheide, Frank, 2003. "Labor-supply shifts and economic fluctuations," Journal of Monetary Economics, Elsevier, vol. 50(8), pages 1751-1768, November.
    • Yongsung Chang & Frank Schorfheide, 2002. "Labor-Supply Shifts and Economic Fluctuations," Macroeconomics 0204005, University Library of Munich, Germany.
    • Yongsung Chang & Frank Schorfheide, 2003. "Labor supply shifts and economic fluctuations," Working Paper 03-07, Federal Reserve Bank of Richmond.
  • Florax, Raymond J. G. M. & Folmer, Hendrik & Rey, Sergio J., 2003. "Specification searches in spatial econometrics: the relevance of Hendry's methodology," Regional Science and Urban Economics, Elsevier, vol. 33(5), pages 557-579, September.
    • Raymond J.G.M. Florax & Hendrik Folmer & Sergio J. Rey, 2002. "Specification Searches in Spatial Econometrics: The Relevance of Hendry's Methodology," Urban/Regional 0202001, University Library of Munich, Germany.
  • Carlos A. Rodríguez Ramos, 2003. "The P* model as a general identity to analyze and forecast the behavior of the inflation rate in the economy of Puerto Rico," EERI Research Paper Series EERI_RP_2003_06, Economics and Econometrics Research Institute (EERI), Brussels.
  • Barañano Mentxaka, Ilaski & Moral Zuazo, María Paz, 2003. "Output dynamics in an endogenous growth model," BILTOKI 1134-8984, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).
  • Dimitrios Papaikonomou, 2003. "Structural Change and Small-Sample Inference in a Long-Run Structural Var Model of UK Aggregate Demand," Ekonomia, Cyprus Economic Society and University of Cyprus, vol. 6(2), pages 210-236, Winter.
  • Valerie Mignon & Gilles Dufrenot & Slim Chaouachi, 2004. "Modelling the misalignments of the Dollar-Sterling real exchange rate: A nonlinear cointegration perspective," Economics Bulletin, AccessEcon, vol. 3(19), pages 1-11.
    • Slim CHAOUACHI & Gilles DUFRENOT & Val=E9rie MIGNON, 2003. "Modelling the misalignments of the Dollar-Sterling real exchange rate: a nonlinear cointegration perspective," International Finance 0309002, University Library of Munich, Germany.
    • S. Chaouachi & G. Dufrenot & V.Mignon, 2003. "Modelling the misalignement of the Dollar-Sterling real exchange rate: A nonlinear cointegration perspective," THEMA Working Papers 2003-03, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  • Dick van Dijk & Philip Hans Franses, 2003. "Selecting a Nonlinear Time Series Model using Weighted Tests of Equal Forecast Accuracy," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 65(s1), pages 727-744, December.
    • van Dijk, D.J.C. & Franses, Ph.H.B.F., 2003. "Selecting a Nonlinear Time Series Model using Weighted Tests of Equal Forecast Accuracy," Econometric Institute Research Papers EI 2003-10, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Strachan, R.W. & van Dijk, H.K., 2003. "The value of structural information in the VAR model," Econometric Institute Research Papers EI 2003-17, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    • Rodney W. Strachan & Herman K. van Dijk, 2004. "The Value of Structural Information in the VAR Model," Econometric Society 2004 North American Summer Meetings 45, Econometric Society.
    • Rodney W. Strachan & Herman K. van Dijk, 2004. "The Value of Structural Information in the VAR Model," Keele Economics Research Papers KERP 2004/02, Centre for Economic Research, Keele University.
  • Chris Stewart, 2003. "An International Comparison Of Long-Run Consumer Behaviour," European Research Studies Journal, European Research Studies Journal, vol. 0(1-2), pages 145-168, January -.
    • Stewart C., 2001. "An International Comparison of Long-Run Consumer Behaviour," European Research Studies Journal, European Research Studies Journal, vol. 0(3-4), pages 19-36, July - De.
  • Angelos A. Antzoulatos & Theodosios Sampaniotis, 2003. "Capital Flight In The 1990s – Lessons From E. Europe," European Research Studies Journal, European Research Studies Journal, vol. 0(1-2), pages 35-50, January -.
  • K. Pendaraki & C. Zopounidis, 2003. "Evaluation Of Equity Mutual Funds’ Performance Using A Multicriteria Methodology," European Research Studies Journal, European Research Studies Journal, vol. 0(3-4), pages 143-162, July - De.

  2002

  • Jesper Linde, 2002. "Monetary Policy Analysis in Backward-Looking Models," Annals of Economics and Statistics, GENES, issue 67-68, pages 155-182.
    • Jesper Linde, 2000. "Monetary Policy Analysis in Backward-Looking Models," Econometric Society World Congress 2000 Contributed Papers 1028, Econometric Society.
    • Lindé, Jesper, 2000. "Monetary Policy Analysis in Backward-Looking Models," Working Paper Series 114, Sveriges Riksbank (Central Bank of Sweden).
  • Gunnar Bardsen & Eilev Jansen & Ragnar Nymoen, 2002. "Model Specification and Inflation Forecast Uncertainty," Annals of Economics and Statistics, GENES, issue 67-68, pages 495-517.
    • Gunnar Bårdsen & Eilev S. Jansen & Ragnar Nymoen, 2000. "Model Specification and Inflation Forecast Uncertainty," Working Paper Series 1302, Department of Economics, Norwegian University of Science and Technology, revised 29 Jan 2002.
  • Yongsung Chang & Joao F. Gomes & Frank Schorfheide, 2002. "Learning-by-Doing as a Propagation Mechanism," American Economic Review, American Economic Association, vol. 92(5), pages 1498-1520, December.
    • Yongsung Chang & Joao Gomes & Frank Schorfheide, 2002. "Learning by Doing as a Propagation Mechanism," Macroeconomics 0204002, University Library of Munich, Germany.
    • Gomes, Joao & Chang, Yongsung & Schorfheide, Frank, 2002. "Learning by Doing as a Propagation Mechanism," CEPR Discussion Papers 3599, C.E.P.R. Discussion Papers.
  • Maynard, Leigh J. & Veeramani, Venkat N., 2003. "Price Sensitivities for U.S. Frozen Dairy Products," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 35(3), pages 1-11, December.
    • Maynard, Leigh J. & Narayanan, V. Venkat, 2002. "Price Sensitivities For U.S. Frozen Dairy Products," 2002 Annual meeting, July 28-31, Long Beach, CA 19781, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  • Michael Creel, 2002. "Hausman Tests for Inefficient Estimators: Application to Demand for Health Care Service (revised)," UFAE and IAE Working Papers 509.02, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
  • M. Alejandro Cardenete & Ferran Sancho, 2002. "Sensitivity of Simulation Results to Competing SAM Updates," UFAE and IAE Working Papers 556.02, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
    • Manuel Alejandro Cardenete & Ferran Sancho, 2003. "Sensitivity of Simulation Results to Competing SAM Updates," Working Papers 88, Barcelona School of Economics.
    • CARDENETE M. Alejandro & SANCHO Ferran, 2010. "Sensitivity of Simulation Results to Competing SAM Updates," EcoMod2003 330700031, EcoMod.
  • Richard Blundell & Monica Costa Dias, 2009. "Alternative Approaches to Evaluation in Empirical Microeconomics," Journal of Human Resources, University of Wisconsin Press, vol. 44(3).
    • Richard Blundell & Monica Costa Dias, 2002. "Alternative approaches to evaluation in empirical microeconomics," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 1(2), pages 91-115, August.
    • Richard Blundell & Monica Costa Dias, 2002. "Alternative approaches to evaluation in empirical microeconomics," CeMMAP working papers CWP10/02, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    • Richard Blundell & Monica Costa Dias, 2002. "Alternative approaches to evaluation in empirical microeconomics," CeMMAP working papers 10/02, Institute for Fiscal Studies.
    • Richard Blundell & Monica Costa Dias, 2008. "Alternative approaches to evaluation in empirical microeconomics," CeMMAP working papers CWP26/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    • Richard Blundell & Mónica Costa Dias, 2008. "Alternative Approaches to Evaluation in Empirical Microeconomics," CEF.UP Working Papers 0805, Universidade do Porto, Faculdade de Economia do Porto.
    • Richard Blundell & Monica Costa Dias, 2008. "Alternative approaches to evaluation in empirical microeconomics," CeMMAP working papers 26/08, Institute for Fiscal Studies.
    • Blundell, Richard & Costa Dias, Monica, 2008. "Alternative Approaches to Evaluation in Empirical Microeconomics," IZA Discussion Papers 3800, Institute of Labor Economics (IZA).
  • Eva Boj del Val & M. Mercedes Claramunt Bielsa & Jose Fortiana Gregori, 2002. "Herramientas estadisticas para el estudio de perfiles de riesgo," Working Papers in Economics 88, Universitat de Barcelona. Espai de Recerca en Economia.
  • Aleksandar Tsvetkov & Mariana Kotseva, 2002. "Modelling Investment Decisions though Logistic Regressions (using data on mass privatisation)," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 1, pages 56-72.
  • Robert Amano & Kim McPhail & Hope Pioro & Andrew Rennison, 2002. "Evaluating the Quarterly Projection Model: A Preliminary Investigation," Staff Working Papers 02-20, Bank of Canada.
  • M. Alejandro Cardenete & Ferran Sancho, 2002. "Sensitivity of Simulation Results to Competing SAM Updates," UFAE and IAE Working Papers 556.02, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
    • Manuel Alejandro Cardenete & Ferran Sancho, 2003. "Sensitivity of Simulation Results to Competing SAM Updates," Working Papers 88, Barcelona School of Economics.
    • CARDENETE M. Alejandro & SANCHO Ferran, 2010. "Sensitivity of Simulation Results to Competing SAM Updates," EcoMod2003 330700031, EcoMod.
  • Mustafa Ismihan & Kivilcim Metin-Ozcan & Aysit Tansel, 2002. "Macroeconomic Instability, Capital Accumulation and Growth: The Case of Turkey 1963-1999," Working Papers 0209, Economic Research Forum, revised 21 Mar 2002.
    • ISMIHAN Mustafa & METIN-OZCAN Kivilcim & TANSEL Aysit, 2010. "Macroeconomic Instability, Capital Accumulation and Growth: The Case of Turkey 1963-1999," EcoMod2003 330700071, EcoMod.
    • Mustafa Ismihan & Aysit Tansel & Kivilcim Metin-Ozcan, 2002. "Macroeconomic Instability, Capital Accumulation and Growth : The Case of Turkey 1963-1999," Working Papers 0205, Department of Economics, Bilkent University.
    • Mustafa Ismihan & Kivilcim Metin-Özcan & Aysit Tansel, 2002. "Macroeconomic instability, capital accumulation and growth: The case of Turkey 1963-1999," ERC Working Papers 0204, ERC - Economic Research Center, Middle East Technical University, revised Apr 2002.
  • Philip M. Bodman & Mark Crosby, 2002. "The Australian Business Cycle: Joe Palooka or Dead Cat Bounce?," Australian Economic Papers, Wiley Blackwell, vol. 41(2), pages 191-207, June.
    • Bodman, P.M. & Crosby, M., 1998. "The Australian Business Cycle: Job Palooka or Dead Cat Bounce?," Department of Economics - Working Papers Series 649, The University of Melbourne.
  • Imad A. Moosa & Jolanta Kwiecien, 2002. "Cross‐Country Evidence on the Ability of the Nominal Interest Rate to Predict Inflation," The Japanese Economic Review, Japanese Economic Association, vol. 53(4), pages 478-495, December.
  • Carmen Fernández & Eduardo Ley & Mark F. J. Steel, 2002. "Bayesian modelling of catch in a north‐west Atlantic fishery," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 51(3), pages 257-280, July.
    • Carmen Fernandez & Eduardo Ley & Mark F J Steel, 1999. "Bayesian modelling of catch in a Northwest Atlantic Fishery," Edinburgh School of Economics Discussion Paper Series 20, Edinburgh School of Economics, University of Edinburgh, revised Nov 2001.
    • Carmen Fernandez & Eduardo Ley & Mark F J Steel, 2001. "Bayesian modelling of catch in a Northwest Atlantic Fishery," Edinburgh School of Economics Discussion Paper Series 67, Edinburgh School of Economics, University of Edinburgh, revised Nov 2001.
    • Carmen Fernandez & Eduardo Ley & Mark Steel, 2001. "Bayesian Modelling of Catch in a Northwest Atlantic Fishery," Econometrics 0110003, University Library of Munich, Germany, revised 23 Nov 2001.
  • Jesús Gonzalo & Jean‐Yves Pitarakis, 2002. "Lag length estimation in large dimensional systems," Journal of Time Series Analysis, Wiley Blackwell, vol. 23(4), pages 401-423, July.
    • Jesus Gonzalo & Jean-Yves Pitarakis, 2001. "Lag Length Estimation in Large Dimensional Systems," Econometrics 0108002, University Library of Munich, Germany.
    • Jesus Gonzalo & Jean-Yves Pitarakis, 2001. "Lag Length Estimation in Large Dimensional Systems," Econometrics 0108003, University Library of Munich, Germany.
  • Markku Lanne & Helmut Lütkepohl & Pentti Saikkonen, 2002. "Comparison of unit root tests for time series with level shifts," Journal of Time Series Analysis, Wiley Blackwell, vol. 23(6), pages 667-685, November.
    • Lanne, Markku & Lütkepohl, Helmut & Saikkonen, Pentti, 1999. "Comparison of unit root tests for time series with level shifts," SFB 373 Discussion Papers 1999,88, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
    • Lanne, Markku & Lütkepohl, Helmut & Saikkonen, Pentti, 2002. "Comparison of Unit Root Tests for Time Series with Level Shifts," MPRA Paper 76035, University Library of Munich, Germany.
  • Giacomini, Raffaella, 2002. "Comparing Density Forecasts via Weighted Likelihood Ratio Tests: Asymptotic and Bootstrap Methods," University of California at San Diego, Economics Working Paper Series qt59s2g5j5, Department of Economics, UC San Diego.
    • Raffaella Giacomini, 2002. "Comparing Density Forecasts via Weighted Likelihood Ratio Tests: Asymptotic and Bootstrap Methods," Boston College Working Papers in Economics 583, Boston College Department of Economics.
  • Maritta Paloviita, 2006. "Inflation Dynamics in the Euro Area and the Role of Expectations," Empirical Economics, Springer, vol. 31(4), pages 847-860, November.
    • Paloviita, Maritta, 2002. "Inflation dynamics in the euro area and the role of expectations," Research Discussion Papers 20/2002, Bank of Finland.
  • Boehmer, Ekkehart & Grammig, Joachim & Theissen, Erik, 2007. "Estimating the probability of informed trading--does trade misclassification matter?," Journal of Financial Markets, Elsevier, vol. 10(1), pages 26-47, February.
    • Joachim Grammig & Erik Theissen, 2002. "Estimating the Probability of Informed Trading - Does Trade Misclassification Matter?," Bonn Econ Discussion Papers bgse37_2002, University of Bonn, Germany.
    • Joachim Grammig & Erik Theissen, 2003. "Estimating the Probability of Informed Trading - Does Trade Misclassification Matter?," University of St. Gallen Department of Economics working paper series 2003 2003-01, Department of Economics, University of St. Gallen.
  • Kirman Alan & Teyssière Gilles, 2002. "Microeconomic Models for Long Memory in the Volatility of Financial Time Series," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 5(4), pages 1-23, January.
    • Alan P. Kirman, Gilles Teyssiere, 2001. "Microeconomic Models for Long-Memory in the Volatility of Financial Time Series," Computing in Economics and Finance 2001 221, Society for Computational Economics.
    • KIRMAN, Alan & TEYSSIÈRE, Gilles, 2002. "Microeconomic models for long memory in the volatility of financial time series," LIDAM Reprints CORE 1593, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    • KIRMAN, Alan & TEYSSIÈRE, Gilles, 2002. "Microeconomic models for long-memory in the volatility of financial time series," LIDAM Discussion Papers CORE 2002056, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    • Gilles Teyssière & Alan Kirman, 2001. "Microeconomic Models for Long-Memory in the Volatility of Financial Time Series," CeNDEF Workshop Papers, January 2001 5A.4, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  • Iregui Ana María & Milas Costas & Otero Jesus, 2002. "On The Dynamics Of Lending And Deposit Interest Rates In Emerging Markets: A Non-Linear Approach," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 6(3), pages 1-21, November.
    • Ana María Iregui & Costas Milas & Jesús Otero, 2001. "On the dynamics of lending and deposit interest rates in emerging markets: a non-linear approach," Borradores de Investigación 3297, Universidad del Rosario.
    • Ana María Iregui & Costas Milas & Jesus Otero, 2002. "On the dynamics of lending and deposit interest rates in emerging markets:a non-linear approach," Economics and Finance Discussion Papers 02-29, Economics and Finance Section, School of Social Sciences, Brunel University.
    • Ana María Iregui & Costas Milas & Jesus Otero, 2002. "On the dynamics of lending and deposit interest rates in emerging markets:a non-linear approach," Public Policy Discussion Papers 02-29, Economics and Finance Section, School of Social Sciences, Brunel University.
  • Iregui Ana María & Milas Costas & Otero Jesus, 2002. "On The Dynamics Of Lending And Deposit Interest Rates In Emerging Markets: A Non-Linear Approach," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 6(3), pages 1-21, November.
    • Ana María Iregui & Costas Milas & Jesús Otero, 2001. "On the dynamics of lending and deposit interest rates in emerging markets: a non-linear approach," Borradores de Investigación 3297, Universidad del Rosario.
    • Ana María Iregui & Costas Milas & Jesus Otero, 2002. "On the dynamics of lending and deposit interest rates in emerging markets:a non-linear approach," Public Policy Discussion Papers 02-29, Economics and Finance Section, School of Social Sciences, Brunel University.
    • Ana María Iregui & Costas Milas & Jesus Otero, 2002. "On the dynamics of lending and deposit interest rates in emerging markets:a non-linear approach," Economics and Finance Discussion Papers 02-29, Economics and Finance Section, School of Social Sciences, Brunel University.
  • Wright, S.M. & Satchell, S.E., 2002. "Generalised Mean-Variance Analysis and Robust Portfolio Diversification," Cambridge Working Papers in Economics 0201, Faculty of Economics, University of Cambridge.
  • Busettti, F. & Harvey, A., 2002. "Testing for Drift in a Time Series," Cambridge Working Papers in Economics 0237, Faculty of Economics, University of Cambridge.
  • Oliver Linton & Esfandiar Maasoumi & Yoon-Jae Wang, 2002. "Consistent testing for stochastic dominance: a subsampling approach," CeMMAP working papers 03/02, Institute for Fiscal Studies.
    • Oliver Linton & Esfandiar Maasoumi & Yoon-Jae Whang, 2002. "Consistent Testing for Stochastic Dominance: A Subsampling Approach," STICERD - Econometrics Paper Series 433, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
    • Oliver Linton & Esfandiar Maasoumi & Yoon-Jae Wang, 2002. "Consistent testing for stochastic dominance: a subsampling approach," CeMMAP working papers CWP03/02, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    • Linton, Oliver & Maasoumi, Esfandiar & Whang, Yoon-Jae, 2002. "Consistent testing for stochastic dominance : a subsampling approach," LSE Research Online Documents on Economics 2207, London School of Economics and Political Science, LSE Library.
    • Yoon-Jae Whang & Esfandiar Maasoumi & Oliver Linton, 2004. "Consistent Testing for Stochastic Dominance: A Subsampling Approach," FMG Discussion Papers dp508, Financial Markets Group.
    • Oliver Linton & Esfandiar Maasoumi & Whang, Yoon-Jae, 2002. "Consistent Testing for Stochastic Dominance: A Subsampling Approach," Cowles Foundation Discussion Papers 1356, Cowles Foundation for Research in Economics, Yale University, revised Mar 2002.
    • Oliver Linton & Esfandiar Maasoumi & Yoon-Jae Whang, 2002. "Consistent Testing for Stochastic Dominance: A Subsampling Approach," FMG Discussion Papers dp407, Financial Markets Group.
    • Linton, Oliver & Maasoumi, Esfandiar & Whang, Yoon-Jae, 2003. "Consistent testing for stochastic dominance: a subsampling approach," LSE Research Online Documents on Economics 24755, London School of Economics and Political Science, LSE Library.
    • Linton, Oliver & Maasoumi, Esfandiar & Whang, Yoon-Jae, 2002. "Consistent testing for stochastic dominance: a subsampling approach," LSE Research Online Documents on Economics 24927, London School of Economics and Political Science, LSE Library.
  • Chernov, Mikhail & Ronald Gallant, A. & Ghysels, Eric & Tauchen, George, 2003. "Alternative models for stock price dynamics," Journal of Econometrics, Elsevier, vol. 116(1-2), pages 225-257.
    • Chernov, Mikhail & Gallant, A. Ronald & Ghysels, Eric & Tauchen, George, 2002. "Alternative Models for Stock Price Dynamic," Working Papers 02-03, Duke University, Department of Economics.
    • Mikhail Chernov & A. Ronald Gallant & Eric Ghysels & George Tauchen, 2002. "Alternative Models for Stock Price Dynamics," CIRANO Working Papers 2002s-58, CIRANO.
  • Torben G. Andersen & Tim Bollerslev & Nour Meddahi, 2004. "Analytical Evaluation Of Volatility Forecasts," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 45(4), pages 1079-1110, November.
    • Torben G. Andersen & Tim Bollerslev & Nour Meddahi, 2002. "Analytic Evaluation of Volatility Forecasts," CIRANO Working Papers 2002s-90, CIRANO.
  • Diego Mauricio Vásquez & Luis Fernando Melo, 2005. "Estimación de la estructura a plazos de las tasas de interés en Colombia por medio del método de funciones B-spline cúbicas," Revista de Economía del Rosario, Universidad del Rosario, June.
    • Diego Mauricio Vásuez & Luis Fernando Melo, 2002. "Estimación de la Estructura a Plazos de las Tasas de Interés en Colombia por Medio del Método de Funciones B-Spline Cúbicas," Borradores de Economia 210, Banco de la Republica de Colombia.
    • Diego Mauricio Vásquez E. & Luis Fernando Melo Velandia, 2002. "Estimación De La Estructura A Plazo De Las Tasas De Interés En Colombia Por Medio Del Método De Funciones B-Spline Cúbicas," Borradores de Economia 2595, Banco de la Republica.
  • Luc Bauwens & Sébastien Laurent, 2002. "A New Class of Multivariate skew Densities, with Application to GARCH Models," Computing in Economics and Finance 2002 5, Society for Computational Economics.
    • BAUWENS, Luc & LAURENT, Sébastien, 2002. "A new class of multivariate skew densities, with application to GARCH models," LIDAM Discussion Papers CORE 2002020, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • LEJEUNE, Bernard, 2002. "A diagnostic m-test for distributional specification of parametric conditional heteroscedasticity models for financial data," LIDAM Discussion Papers CORE 2002024, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Pierre Giot, 2003. "The information content of implied volatility in agricultural commodity markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 23(5), pages 441-454, May.
    • GIOT, Pierre, 2002. "The information content of implied volatility in agricultural commodity markets," LIDAM Discussion Papers CORE 2002038, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    • GIOT, Pierre, 2003. "The information content of implied volatility in agricultural commodity markets," LIDAM Reprints CORE 1612, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • KIRMAN, Alan & TEYSSIÈRE, Gilles, 2002. "Bubbles and long-range dependence in asset prices volatilities," LIDAM Discussion Papers CORE 2002060, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Michael Artis & Anindya Banerjee & Massimiliano Marcellino, "undated". "Factor forecasts for the UK," Working Papers 203, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
    • Artis, Michael & Banerjee, Anindya & Marcellino, Massimiliano, 2002. "Factor Forecasts for the UK," CEPR Discussion Papers 3119, C.E.P.R. Discussion Papers.
    • Michael ARTIS & Anindya BANERJEE & Massimiliano MARCELLINO, 2001. "Factor Forecasts for the UK," Economics Working Papers ECO2001/15, European University Institute.
  • Bams, Dennis & Lehnert, Thorsten & Wolff, Christian C.P., 2005. "An evaluation framework for alternative VaR-models," Journal of International Money and Finance, Elsevier, vol. 24(6), pages 944-958, October.
    • Wolff, Christian & Bams, Dennis & Lehnert, Thorsten, 2002. "An Evaluation Framework for Alternative VaR Models," CEPR Discussion Papers 3403, C.E.P.R. Discussion Papers.
  • Yongsung Chang & Joao F. Gomes & Frank Schorfheide, 2002. "Learning-by-Doing as a Propagation Mechanism," American Economic Review, American Economic Association, vol. 92(5), pages 1498-1520, December.
    • Yongsung Chang & Joao Gomes & Frank Schorfheide, 2002. "Learning by Doing as a Propagation Mechanism," Macroeconomics 0204002, University Library of Munich, Germany.
    • Gomes, Joao & Chang, Yongsung & Schorfheide, Frank, 2002. "Learning by Doing as a Propagation Mechanism," CEPR Discussion Papers 3599, C.E.P.R. Discussion Papers.
  • Atsushi Inoue & Lutz Kilian, 2005. "In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use?," Econometric Reviews, Taylor & Francis Journals, vol. 23(4), pages 371-402.
    • Inoue, Atsushi & Kilian, Lutz, 2002. "In-sample or out-of-sample tests of predictability: which one should we use?," Working Paper Series 195, European Central Bank.
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  • Oliver Linton & Esfandiar Maasoumi & Yoon-Jae Wang, 2002. "Consistent testing for stochastic dominance: a subsampling approach," CeMMAP working papers 03/02, Institute for Fiscal Studies.
    • Yoon-Jae Whang & Esfandiar Maasoumi & Oliver Linton, 2004. "Consistent Testing for Stochastic Dominance: A Subsampling Approach," FMG Discussion Papers dp508, Financial Markets Group.
    • Oliver Linton & Esfandiar Maasoumi & Whang, Yoon-Jae, 2002. "Consistent Testing for Stochastic Dominance: A Subsampling Approach," Cowles Foundation Discussion Papers 1356, Cowles Foundation for Research in Economics, Yale University, revised Mar 2002.
    • Linton, Oliver & Maasoumi, Esfandiar & Whang, Yoon-Jae, 2002. "Consistent testing for stochastic dominance: a subsampling approach," LSE Research Online Documents on Economics 24927, London School of Economics and Political Science, LSE Library.
    • Oliver Linton & Esfandiar Maasoumi & Yoon-Jae Whang, 2002. "Consistent Testing for Stochastic Dominance: A Subsampling Approach," STICERD - Econometrics Paper Series 433, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
    • Oliver Linton & Esfandiar Maasoumi & Yoon-Jae Wang, 2002. "Consistent testing for stochastic dominance: a subsampling approach," CeMMAP working papers CWP03/02, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    • Linton, Oliver & Maasoumi, Esfandiar & Whang, Yoon-Jae, 2002. "Consistent testing for stochastic dominance : a subsampling approach," LSE Research Online Documents on Economics 2207, London School of Economics and Political Science, LSE Library.
    • Linton, Oliver & Maasoumi, Esfandiar & Whang, Yoon-Jae, 2003. "Consistent testing for stochastic dominance: a subsampling approach," LSE Research Online Documents on Economics 24755, London School of Economics and Political Science, LSE Library.
    • Oliver Linton & Esfandiar Maasoumi & Yoon-Jae Whang, 2002. "Consistent Testing for Stochastic Dominance: A Subsampling Approach," FMG Discussion Papers dp407, Financial Markets Group.
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  • Ray C. Fair & John F. Oster, 2002. "College Football Rankings and Market Efficiency," Cowles Foundation Discussion Papers 1381, Cowles Foundation for Research in Economics, Yale University, revised Mar 2005.
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  • Chernov, Mikhail & Ronald Gallant, A. & Ghysels, Eric & Tauchen, George, 2003. "Alternative models for stock price dynamics," Journal of Econometrics, Elsevier, vol. 116(1-2), pages 225-257.
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  • Rossi, Barbara, 2005. "Optimal Tests For Nested Model Selection With Underlying Parameter Instability," Econometric Theory, Cambridge University Press, vol. 21(5), pages 962-990, October.
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  • Atsushi Inoue & Lutz Kilian, 2005. "In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use?," Econometric Reviews, Taylor & Francis Journals, vol. 23(4), pages 371-402.
    • Kilian, Lutz & Inoue, Atsushi, 2002. "In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use?," CEPR Discussion Papers 3671, C.E.P.R. Discussion Papers.
    • Inoue, Atsushi & Kilian, Lutz, 2002. "In-sample or out-of-sample tests of predictability: which one should we use?," Working Paper Series 195, European Central Bank.
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  • Mustafa Ismihan & Aysit Tansel & Kivilcim Metin-Ozcan, 2002. "Macroeconomic Instability, Capital Accumulation and Growth : The Case of Turkey 1963-1999," Working Papers 0205, Department of Economics, Bilkent University.
    • Mustafa Ismihan & Kivilcim Metin-Ozcan & Aysit Tansel, 2002. "Macroeconomic Instability, Capital Accumulation and Growth: The Case of Turkey 1963-1999," Working Papers 0209, Economic Research Forum, revised 21 Mar 2002.
    • ISMIHAN Mustafa & METIN-OZCAN Kivilcim & TANSEL Aysit, 2010. "Macroeconomic Instability, Capital Accumulation and Growth: The Case of Turkey 1963-1999," EcoMod2003 330700071, EcoMod.
    • Mustafa Ismihan & Kivilcim Metin-Özcan & Aysit Tansel, 2002. "Macroeconomic instability, capital accumulation and growth: The case of Turkey 1963-1999," ERC Working Papers 0204, ERC - Economic Research Center, Middle East Technical University, revised Apr 2002.
  • Giovanni Arese-Visconti, 2002. "Inflation Differentials before and after the EMU," Econometrics Working Papers Archive wp2002_19, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
  • Oliver Linton & Esfandiar Maasoumi & Yoon-Jae Wang, 2002. "Consistent testing for stochastic dominance: a subsampling approach," CeMMAP working papers 03/02, Institute for Fiscal Studies.
    • Oliver Linton & Esfandiar Maasoumi & Yoon-Jae Whang, 2002. "Consistent Testing for Stochastic Dominance: A Subsampling Approach," FMG Discussion Papers dp407, Financial Markets Group.
    • Oliver Linton & Esfandiar Maasoumi & Yoon-Jae Wang, 2002. "Consistent testing for stochastic dominance: a subsampling approach," CeMMAP working papers CWP03/02, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    • Linton, Oliver & Maasoumi, Esfandiar & Whang, Yoon-Jae, 2002. "Consistent testing for stochastic dominance : a subsampling approach," LSE Research Online Documents on Economics 2207, London School of Economics and Political Science, LSE Library.
    • Yoon-Jae Whang & Esfandiar Maasoumi & Oliver Linton, 2004. "Consistent Testing for Stochastic Dominance: A Subsampling Approach," FMG Discussion Papers dp508, Financial Markets Group.
    • Oliver Linton & Esfandiar Maasoumi & Whang, Yoon-Jae, 2002. "Consistent Testing for Stochastic Dominance: A Subsampling Approach," Cowles Foundation Discussion Papers 1356, Cowles Foundation for Research in Economics, Yale University, revised Mar 2002.
    • Linton, Oliver & Maasoumi, Esfandiar & Whang, Yoon-Jae, 2003. "Consistent testing for stochastic dominance: a subsampling approach," LSE Research Online Documents on Economics 24755, London School of Economics and Political Science, LSE Library.
    • Linton, Oliver & Maasoumi, Esfandiar & Whang, Yoon-Jae, 2002. "Consistent testing for stochastic dominance: a subsampling approach," LSE Research Online Documents on Economics 24927, London School of Economics and Political Science, LSE Library.
    • Oliver Linton & Esfandiar Maasoumi & Yoon-Jae Whang, 2002. "Consistent Testing for Stochastic Dominance: A Subsampling Approach," STICERD - Econometrics Paper Series 433, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
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    • Yoon-Jae Whang & Esfandiar Maasoumi & Oliver Linton, 2004. "Consistent Testing for Stochastic Dominance: A Subsampling Approach," FMG Discussion Papers dp508, Financial Markets Group.
    • Oliver Linton & Esfandiar Maasoumi & Whang, Yoon-Jae, 2002. "Consistent Testing for Stochastic Dominance: A Subsampling Approach," Cowles Foundation Discussion Papers 1356, Cowles Foundation for Research in Economics, Yale University, revised Mar 2002.
    • Linton, Oliver & Maasoumi, Esfandiar & Whang, Yoon-Jae, 2002. "Consistent testing for stochastic dominance: a subsampling approach," LSE Research Online Documents on Economics 24927, London School of Economics and Political Science, LSE Library.
    • Oliver Linton & Esfandiar Maasoumi & Yoon-Jae Whang, 2002. "Consistent Testing for Stochastic Dominance: A Subsampling Approach," STICERD - Econometrics Paper Series 433, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
    • Linton, Oliver & Maasoumi, Esfandiar & Whang, Yoon-Jae, 2002. "Consistent testing for stochastic dominance : a subsampling approach," LSE Research Online Documents on Economics 2207, London School of Economics and Political Science, LSE Library.
    • Linton, Oliver & Maasoumi, Esfandiar & Whang, Yoon-Jae, 2003. "Consistent testing for stochastic dominance: a subsampling approach," LSE Research Online Documents on Economics 24755, London School of Economics and Political Science, LSE Library.
    • Oliver Linton & Esfandiar Maasoumi & Yoon-Jae Whang, 2002. "Consistent Testing for Stochastic Dominance: A Subsampling Approach," FMG Discussion Papers dp407, Financial Markets Group.
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    • G.C. Lim & G.M. Martin & V.L. Martin, 2002. "Parametric Pricing of Higher Order Moments in S&P500 Options," Monash Econometrics and Business Statistics Working Papers 1/02, Monash University, Department of Econometrics and Business Statistics.
  • Yu, Jun & Yang, Zhenlin & Zhang, Xibin, 2006. "A class of nonlinear stochastic volatility models and its implications for pricing currency options," Computational Statistics & Data Analysis, Elsevier, vol. 51(4), pages 2218-2231, December.
    • Jun Yu & Zhenlin Yang & Xibin Zhang, 2002. "A Class of Nonlinear Stochastic Volatility Models and Its Implications on Pricing Currency Options," Monash Econometrics and Business Statistics Working Papers 17/02, Monash University, Department of Econometrics and Business Statistics.
  • Xibin Zhang & Maxwell L. King, 2002. "Influence Diagnostics in GARCH Processes," Monash Econometrics and Business Statistics Working Papers 19/02, Monash University, Department of Econometrics and Business Statistics.
  • C.S. Forbes & G.M. Martin & J. Wright, 2002. "Bayesian Estimation of a Stochastic Volatility Model Using Option and Spot Prices," Monash Econometrics and Business Statistics Working Papers 2/02, Monash University, Department of Econometrics and Business Statistics.
  • Vasco J. Gabriel & Martin Sola & Zacharias Psaradakis, 2002. "Residual-based tests for cointegration and multiple regime shifts," NIPE Working Papers 7/2002, NIPE - Universidade do Minho.
  • Gunnar Bårdsen & Stan Hurn & Zoë McHugh, 2002. "A smooth-transition model of the Australian unemployment rate," Working Paper Series 1002, Department of Economics, Norwegian University of Science and Technology, revised 01 Jul 2003.
  • Gunnar Bårdsen & Eilev S. Jansen & Ragnar Nymoen, 2002. "The Empirical (ir)Relevance of the New Keynesian Phillips Curve," Working Paper Series 2102, Department of Economics, Norwegian University of Science and Technology.
    • Ragnar Nymoen & Gunnar Bardsen & Eilev S. Jansen, 2004. "The empirical relevance of the New Keynesian Phillips curve," Econometric Society 2004 North American Winter Meetings 328, Econometric Society.
  • Bowsher, Clive G., 2007. "Modelling security market events in continuous time: Intensity based, multivariate point process models," Journal of Econometrics, Elsevier, vol. 141(2), pages 876-912, December.
    • Clive Bowsher, 2002. "Modelling Security Market Events in Continuous Time: Intensity based, Multivariate Point Process Models," Economics Papers 2002-W22, Economics Group, Nuffield College, University of Oxford.
    • Clive G. Bowsher, 2005. "Modelling Security Market Events in Continuous Time: Intensity Based, Multivariate Point Process Models," Economics Papers 2005-W26, Economics Group, Nuffield College, University of Oxford.
    • Clive G. Bowsher, 2003. "Modelling Security Market Events in Continuous Time: Intensity Based, Multivariate Point Process Models," Economics Papers 2003-W03, Economics Group, Nuffield College, University of Oxford.
  • Abeysinghe, Tilak & Choy, Keen Meng, 2004. "The aggregate consumption puzzle in Singapore," Journal of Asian Economics, Elsevier, vol. 15(3), pages 563-578, June.
    • Tilak ABEYSINGHE & CHOY Keen Meng, 2002. "The Aggregate Consumption Puzzle In Singapore," Departmental Working Papers wp0213, National University of Singapore, Department of Economics.
  • Raunig, Burkhard & de Raaij, Gabriela, 2002. "Evaluating Density Forecasts with an Application to Stock Market Returns," Discussion Paper Series 1: Economic Studies 2002,08, Deutsche Bundesbank.
    • Gabriela de Raaij & Burkhard Raunig, 2002. "Evaluating Density Forecasts with an Application to Stock Market Returns," Working Papers 59, Oesterreichische Nationalbank (Austrian Central Bank).
  • Lord, Montague, 2002. "Modeling the Macro-Economy of Bangladesh," MPRA Paper 41171, University Library of Munich, Germany.
  • Bilgili, Faik, 2002. "VAR, ARIMA, Üstsel Düzleme, Karma ve İlave-Faktör Yöntemlerinin Özel Tüketim Harcamalarına ait Ex Post Öngörü Başarılarının Karşılaştırılması [A Comparison of Ex-Post Forecast Accuracies for VAR, A," MPRA Paper 75536, University Library of Munich, Germany, revised 2002.
  • Markku Lanne & Helmut Lütkepohl & Pentti Saikkonen, 2002. "Comparison of unit root tests for time series with level shifts," Journal of Time Series Analysis, Wiley Blackwell, vol. 23(6), pages 667-685, November.
    • Lanne, Markku & Lütkepohl, Helmut & Saikkonen, Pentti, 1999. "Comparison of unit root tests for time series with level shifts," SFB 373 Discussion Papers 1999,88, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
    • Lanne, Markku & Lütkepohl, Helmut & Saikkonen, Pentti, 2002. "Comparison of Unit Root Tests for Time Series with Level Shifts," MPRA Paper 76035, University Library of Munich, Germany.
  • Josef Arlt & Milan Guba & Štěpán Radkovský & Vladimír Stiller & Milan Sojka, 2002. "Selected factors influencing the money demand development in the czech republic in 1994 - 2000," Prague Economic Papers, Prague University of Economics and Business, vol. 2002(1), pages 39-56.
  • Susan Ryan & Andrew C. Worthington, 2002. "Time-Varying Market, Interest Rate and Exchange Rate Risk in Australian Bank Portfolio Stock Returns: A Garch-M Approach," School of Economics and Finance Discussion Papers and Working Papers Series 112, School of Economics and Finance, Queensland University of Technology.
  • Chris Brooks, 2005. "Autoregressive Conditional Kurtosis," Journal of Financial Econometrics, Oxford University Press, vol. 3(3), pages 399-421.
    • Chris Brooks & Simon P. Burke & Gita Persand, 2002. "Augoregressive Conditional Kurtosis," ICMA Centre Discussion Papers in Finance icma-dp2002-05, Henley Business School, University of Reading.
  • Leonardo Souza & Alvaro Veiga & Marcelo C. Medeiros, 2002. "Evaluating the performance of GARCH models using White´s Reality Check," Textos para discussão 453, Department of Economics PUC-Rio (Brazil).
  • Timo Teräsvirta & Marcelo C. Medeiros & Gianluigi Rech, 2006. "Building neural network models for time series: a statistical approach," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 25(1), pages 49-75.
    • Medeiros, Marcelo C. & Teräsvirta, Timo & Rech, Gianluigi, 2002. "Building neural network models for time series: A statistical approach," SSE/EFI Working Paper Series in Economics and Finance 508, Stockholm School of Economics.
    • Marcelo C. Medeiros & Timo Terasvirta & Gianluigi Rech, 2002. "Building Neural Network Models for Time Series: A Statistical Approach," Textos para discussão 461, Department of Economics PUC-Rio (Brazil).
  • Ghatak, Subrata & Mulhern, Alan, 2002. "Polish small firms: structure, expectations and optimism," Economics Discussion Papers 2002-3, School of Economics, Kingston University London.
  • Mulhern, Alan & Ghatak, Subrata, 2002. "Identifying potential fast growth firms in the Polish small firm stratum," Economics Discussion Papers 2002-8, School of Economics, Kingston University London.
  • Cristina Sommacampagna, 2002. "Stima del Value-at-Risk con il Filtro di Kalman," Rivista di Politica Economica, SIPI Spa, vol. 92(6), pages 147-174, November-.
  • John Landon-Lane, 2002. "Evaluating Dynamic Stochastic General Equilibrium Models using Likelihood," Departmental Working Papers 200211, Rutgers University, Department of Economics.
  • John Landon-Lane & Joann Bangs, 2002. "International Real Business Cycles and Increasing Returns to Scale: A Formal Analysis using Likelihood Methods," Departmental Working Papers 200212, Rutgers University, Department of Economics.
  • J. del Hoyo & J.-Guillermo Llorente, 2002. "Structural Change Testing in Stochastic Volatility Models," Computing in Economics and Finance 2002 100, Society for Computational Economics.
  • Joann Bangs & John Landon-Lane, 2002. "International Real Business Cycles: A comparison of competing models using likelihood techniques," Computing in Economics and Finance 2002 121, Society for Computational Economics.
  • Filipe R. Campante & Luciano Vereda & Marcelo C. Medeiros, 2002. "Modeling and forecasting Brazilian industrial production: unit roots, seasonality and non-linearity," Computing in Economics and Finance 2002 189, Society for Computational Economics.
  • Denis Bolduc & Dimitri Sanga, 1999. "Two-Step Estimation of Discrete/Continuous Econometric Models with Interdependent Multinomial Choices," Computing in Economics and Finance 1999 1323, Society for Computational Economics.
    • Denis Bolduc & Dimitri Sanga, 2002. "Two-Step Estimation of Discrete/Continuous Econometric Models with Interdependent Multinomial Choices," Computing in Economics and Finance 2002 226, Society for Computational Economics.
  • Lynda Khalaf & Maral Kichian, 2002. "Exact Testing of the Stability of the Phillips Curve," Computing in Economics and Finance 2002 321, Society for Computational Economics.
  • BAUWENS, Luc & LAURENT, Sébastien, 2002. "A new class of multivariate skew densities, with application to GARCH models," LIDAM Discussion Papers CORE 2002020, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    • Luc Bauwens & Sébastien Laurent, 2002. "A New Class of Multivariate skew Densities, with Application to GARCH Models," Computing in Economics and Finance 2002 5, Society for Computational Economics.
  • Giot, Pierre & Laurent, Sebastien, 2004. "Modelling daily Value-at-Risk using realized volatility and ARCH type models," Journal of Empirical Finance, Elsevier, vol. 11(3), pages 379-398, June.
    • Giot, P. & Laurent, S.F.J.A., 2001. "Modelling daily value-at-risk using realized volatility and arch type models," Research Memorandum 026, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
    • GIOT, Pierre & LAURENT, Sébastien, 2004. "Modelling daily Value-at-Risk using realized volatility and ARCH type models," LIDAM Reprints CORE 1708, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    • Pierre Giot & Sébastien Laurent, 2002. "Modelling Daily Value-at-Risk Using Realized Volatility and ARCH Type Models," Computing in Economics and Finance 2002 52, Society for Computational Economics.
  • Franc Klaassen, 2002. "Improving GARCH volatility forecasts with regime-switching GARCH," Empirical Economics, Springer, vol. 27(2), pages 363-394.
  • Anitoliy Skripnichenko & Kevin Chen, 2002. "Estimation of an effectively globally regular demand system: An application to United States meat consumption," Empirical Economics, Springer, vol. 27(4), pages 601-606.
  • Matteo Manera, 2002. "Testing misspecified non-nested factor demand systems: Some Monte Carlo results," Empirical Economics, Springer, vol. 27(4), pages 657-686.
  • Richard Blundell & Monica Costa Dias, 2009. "Alternative Approaches to Evaluation in Empirical Microeconomics," Journal of Human Resources, University of Wisconsin Press, vol. 44(3).
    • Richard Blundell & Monica Costa Dias, 2002. "Alternative approaches to evaluation in empirical microeconomics," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 1(2), pages 91-115, August.
    • Richard Blundell & Monica Costa Dias, 2002. "Alternative approaches to evaluation in empirical microeconomics," CeMMAP working papers CWP10/02, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    • Richard Blundell & Monica Costa Dias, 2002. "Alternative approaches to evaluation in empirical microeconomics," CeMMAP working papers 10/02, Institute for Fiscal Studies.
    • Richard Blundell & Monica Costa Dias, 2008. "Alternative approaches to evaluation in empirical microeconomics," CeMMAP working papers CWP26/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    • Richard Blundell & Mónica Costa Dias, 2008. "Alternative Approaches to Evaluation in Empirical Microeconomics," CEF.UP Working Papers 0805, Universidade do Porto, Faculdade de Economia do Porto.
    • Richard Blundell & Monica Costa Dias, 2008. "Alternative approaches to evaluation in empirical microeconomics," CeMMAP working papers 26/08, Institute for Fiscal Studies.
    • Blundell, Richard & Costa Dias, Monica, 2008. "Alternative Approaches to Evaluation in Empirical Microeconomics," IZA Discussion Papers 3800, Institute of Labor Economics (IZA).
  • Antonio Aznar & Manuel Salvador, 2002. "Weak exogeneity in partially nonstationary models," Spanish Economic Review, Springer;Spanish Economic Association, vol. 4(2), pages 139-150.
  • Guglielmo Maria Caporale & Luis Gil-Alana, 2002. "Unemployment and input prices: a fractional cointegration approach," Applied Economics Letters, Taylor & Francis Journals, vol. 9(6), pages 347-351.
    • Caporale, Guglielmo Maria & Gil-Alaña, Luis A., 2000. "Unemployment and input prices: A fractional cointegration approach," SFB 373 Discussion Papers 2001,56, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  • L. E. Arango & A. Gonzalez & C. E. Posada, 2002. "Returns and the interest rate: a non-linear relationship in the Bogotastock market," Applied Financial Economics, Taylor & Francis Journals, vol. 12(11), pages 835-842.
    • Luis Eduardo Arango & Andrés González & Carlos Esteban Posada, 2001. "Returns and Interest Rate: A Nonlinear Relationship in the Bogotá Stock Market," Borradores de Economia 169, Banco de la Republica de Colombia.
    • Luis Eduardo Arango & Andrés González & Carlos Esteban Posada, 2001. "Returns And Interest Rate: A Nonlinear Relationship In The Bogota Stock Market," Borradores de Economia 3468, Banco de la Republica.
  • S. Nahar & B. Inder, 2002. "Testing convergence in economic growth for OECD countries," Applied Economics, Taylor & Francis Journals, vol. 34(16), pages 2011-2022.
    • Nahar, S. & Inder, B., 1998. "Testing Convergence in Economic Growth for OECD Countries," Monash Econometrics and Business Statistics Working Papers 14/98, Monash University, Department of Econometrics and Business Statistics.
  • Dick van Dijk & Timo Terasvirta & Philip Hans Franses, 2002. "Smooth Transition Autoregressive Models — A Survey Of Recent Developments," Econometric Reviews, Taylor & Francis Journals, vol. 21(1), pages 1-47.
    • van Dijk, D.J.C. & Terasvirta, T. & Franses, Ph.H.B.F., 2000. "Smooth transition autoregressive models - A survey of recent developments," Econometric Institute Research Papers EI 2000-23/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    • van Dijk, Dick & Teräsvirta, Timo & Franses, Philip Hans, 2000. "Smooth Transition Autoregressive Models - A Survey of Recent Developments," SSE/EFI Working Paper Series in Economics and Finance 380, Stockholm School of Economics, revised 17 Jan 2001.
  • Ionel Birgean & Lutz Kilian, 2002. "Data-Driven Nonparametric Spectral Density Estimators For Economic Time Series: A Monte Carlo Study," Econometric Reviews, Taylor & Francis Journals, vol. 21(4), pages 449-476.
    • Kilian, L. & Bergean, I., 1999. "Data-Driven Nonparametric Spectral Density Estimators for Economic Time Series: A Monte Carlo Study," Papers 99-04, Michigan - Center for Research on Economic & Social Theory.
  • Raymond J.G.M. Florax & Henri L.F. de Groot & Reinout Heijungs, 2002. "The Empirical Economic Growth Literature," Tinbergen Institute Discussion Papers 02-040/3, Tinbergen Institute, revised 31 Oct 2003.
  • Cees Diks, 2002. "Detecting Serial Dependence in Tail Events," Tinbergen Institute Discussion Papers 02-079/1, Tinbergen Institute.
  • Charles S. Bos, 2002. "A Comparison of Marginal Likelihood Computation Methods," Tinbergen Institute Discussion Papers 02-084/4, Tinbergen Institute.
  • Henrik Amilon, 2002. "A Score Test for Discreteness in GARCH Models," Research Paper Series 76, Quantitative Finance Research Centre, University of Technology, Sydney.
  • Gerlach, Richard & Wilson, Patrick & Zurbruegg, Ralf, 2006. "Structural breaks and diversification: The impact of the 1997 Asian financial crisis on the integration of Asia-Pacific real estate markets," Journal of International Money and Finance, Elsevier, vol. 25(6), pages 974-991, October.
    • Patrick J. Wilson & Ralf Zurbruegg & Richard Gerlach, 2002. "Structural Breaks and Diversification: The Impact of the 1997 Asian Financial Crisis on the Integration of Asia Pacific Real Estate Markets," ERES eres2002_140, European Real Estate Society (ERES).
    • Pat Wilson & Ralf Zurbruegg & Richard Gerlach, 2002. "Structural Breaks and Diversification: The Impact of the 1997 Asian Financial Crisis on the Integration of Asia-Pacific Real Estate Markets," Working Paper Series 121, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  • Xiaohong Chen & Yanqin Fan, 2002. "Evaluating Density Forecasts via the Copula Approach," Vanderbilt University Department of Economics Working Papers 0225, Vanderbilt University Department of Economics, revised Sep 2003.
  • David E. A. Giles, 2002. "On the Futility of Testing the Error Term Assumptions in a Spurious Regression," Econometrics Working Papers 0203, Department of Economics, University of Victoria.
  • Jesús Crespo Cuaresma, 2002. "Some million thresholds: Nonlinearity and cross-country growth regressions," Vienna Economics Papers 0210, University of Vienna, Department of Economics.
    • Cuaresma, Jesus Crespo, 2003. "Some million thresholds: Nonlinearity and cross-country growth regressions," Royal Economic Society Annual Conference 2003 51, Royal Economic Society.
  • Jesús Crespo Cuaresma, 2002. "Some million thresholds: Nonlinearity and cross-country growth regressions," Vienna Economics Papers vie0210, University of Vienna, Department of Economics.
    • Cuaresma, Jesus Crespo, 2003. "Some million thresholds: Nonlinearity and cross-country growth regressions," Royal Economic Society Annual Conference 2003 51, Royal Economic Society.
  • Ines Fortin & Christoph Kuzmics, 2002. "Tail‐dependence in stock‐return pairs," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 11(2), pages 89-107, April.
    • Fortin, Ines & Kuzmics, Christoph, 2002. "Tail-Dependence in Stock-Return Pairs," Economics Series 126, Institute for Advanced Studies.
  • Peter Carr & Liuren Wu, 2003. "What Type of Process Underlies Options? A Simple Robust Test," Journal of Finance, American Finance Association, vol. 58(6), pages 2581-2610, December.
    • Peter Carr & Liuren Wu, 2002. "What Type of Process Underlies Options? A Simple Robust Test," Finance 0207019, University Library of Munich, Germany.
  • Rafiqul Bhuyan, 2002. "Information, Alternative Markets, and Security Price Processes: A Survey of Literature," Finance 0211002, University Library of Munich, Germany.
  • Yongsung Chang & Joao F. Gomes & Frank Schorfheide, 2002. "Learning-by-Doing as a Propagation Mechanism," American Economic Review, American Economic Association, vol. 92(5), pages 1498-1520, December.
    • Gomes, Joao & Chang, Yongsung & Schorfheide, Frank, 2002. "Learning by Doing as a Propagation Mechanism," CEPR Discussion Papers 3599, C.E.P.R. Discussion Papers.
    • Yongsung Chang & Joao Gomes & Frank Schorfheide, 2002. "Learning by Doing as a Propagation Mechanism," Macroeconomics 0204002, University Library of Munich, Germany.
  • Chang, Yongsung & Schorfheide, Frank, 2003. "Labor-supply shifts and economic fluctuations," Journal of Monetary Economics, Elsevier, vol. 50(8), pages 1751-1768, November.
    • Yongsung Chang & Frank Schorfheide, 2002. "Labor-Supply Shifts and Economic Fluctuations," Macroeconomics 0204005, University Library of Munich, Germany.
    • Yongsung Chang & Frank Schorfheide, 2003. "Labor supply shifts and economic fluctuations," Working Paper 03-07, Federal Reserve Bank of Richmond.
  • Paolo Surico, 2002. "Uncovering Policy Makers' Loss Function," Macroeconomics 0210003, University Library of Munich, Germany.
  • Florax, Raymond J. G. M. & Folmer, Hendrik & Rey, Sergio J., 2003. "Specification searches in spatial econometrics: the relevance of Hendry's methodology," Regional Science and Urban Economics, Elsevier, vol. 33(5), pages 557-579, September.
    • Raymond J.G.M. Florax & Hendrik Folmer & Sergio J. Rey, 2002. "Specification Searches in Spatial Econometrics: The Relevance of Hendry's Methodology," Urban/Regional 0202001, University Library of Munich, Germany.
  • Joanna Nowicka-Zagrajek & Rafal Weron, 2002. "Modeling electricity loads in California: ARMA models with hyperbolic noise," HSC Research Reports HSC/02/02, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
  • Alfred A. Haug, 2002. "Canadian Money Demand Functions Cointegration¨CRank Stability," Working Papers 2002_10, York University, Department of Economics.
  • Ray C. Fair & John F. Oster, 2002. "Comparing the Predictive Information Content of College Football Rankings," Yale School of Management Working Papers ysm310, Yale School of Management.
  • Ray C. Fair, 2002. "Testing for a New Economy in the 1990s," Cowles Foundation Discussion Papers 1388, Cowles Foundation for Research in Economics, Yale University, revised Mar 2003.
    • Ray Fair, 2002. "Testing for a New Economy in the 1990s," Yale School of Management Working Papers ysm323, Yale School of Management, revised 01 Aug 2007.
  • Paloviita, Maritta, 2002. "Inflation dynamics in the euro area and the role of expectations," Bank of Finland Research Discussion Papers 20/2002, Bank of Finland.
  • Boehmer, Ekkehart & Grammig, Joachim & Theissen, Erik, 2007. "Estimating the probability of informed trading--does trade misclassification matter?," Journal of Financial Markets, Elsevier, vol. 10(1), pages 26-47, February.
    • Grammig, Joachim G. & Theissen, Erik, 2002. "Estimating the Probability of Informed Trading: Does Trade Misclassification Matter?," Bonn Econ Discussion Papers 37/2002, University of Bonn, Bonn Graduate School of Economics (BGSE).
    • Joachim Grammig & Erik Theissen, 2003. "Estimating the Probability of Informed Trading - Does Trade Misclassification Matter?," University of St. Gallen Department of Economics working paper series 2003 2003-01, Department of Economics, University of St. Gallen.
  • Keller, Joachim G. & Craig, Ben R., 2002. "The Empirical Performance of Option Based Densities of Foreign Exchange," Discussion Paper Series 1: Economic Studies 2002,07, Deutsche Bundesbank.
    • Ben R. Craig & Joachim G. Keller, 2003. "The empirical performance of option-based densities of foreign exchange," Working Papers (Old Series) 0313, Federal Reserve Bank of Cleveland.
  • Gabriela de Raaij & Burkhard Raunig, 2002. "Evaluating Density Forecasts with an Application to Stock Market Returns," Working Papers 59, Oesterreichische Nationalbank (Austrian Central Bank).
    • Raunig, Burkhard & de Raaij, Gabriela, 2002. "Evaluating Density Forecasts with an Application to Stock Market Returns," Discussion Paper Series 1: Economic Studies 2002,08, Deutsche Bundesbank.
  • Goncalves, Silvia & Kilian, Lutz, 2004. "Bootstrapping autoregressions with conditional heteroskedasticity of unknown form," Journal of Econometrics, Elsevier, vol. 123(1), pages 89-120, November.
    • Gonçalves, Sí­lvia & Kilian, Lutz, 2002. "Bootstrapping autoregressions with conditional heteroskedasticity of unknown form," Working Paper Series 196, European Central Bank.
    • Kilian, Lutz & Gonçalves, Sílvia, 2002. "Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form," Discussion Paper Series 1: Economic Studies 2002,26, Deutsche Bundesbank.
    • GONÇALVES, Silvia & KILIAN, Lutz, 2003. "Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form," Cahiers de recherche 2003-01, Universite de Montreal, Departement de sciences economiques.
    • Gonçalves, Sílvia & KILIAN, Lutz, 2003. "Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form," Cahiers de recherche 01-2003, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
    • Silvia Gonçalves & Lutz Kilian, 2003. "Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form," CIRANO Working Papers 2003s-17, CIRANO.
  • Kleinow, Torsten, 2002. "Testing the diffusion coefficient," SFB 373 Discussion Papers 2002,38, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  • Achim Zeileis & Friedrich Leisch & Christian Kleiber & Kurt Hornik, 2005. "Monitoring structural change in dynamic econometric models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(1), pages 99-121, January.
    • Kurt Hornik & Friedrich Leisch & Christian Kleiber & Achim Zeileis, 2005. "Monitoring structural change in dynamic econometric models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(1), pages 99-121.
    • Zeileis, Achim & Leisch, Friedrich & Kleiber, Christian & Hornik, Kurt, 2002. "Monitoring structural change in dynamic econometric models," Technical Reports 2002,07, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
  • Baur, Dirk, 2002. "The persistence and asymmetry of time-varying correlations," Tübinger Diskussionsbeiträge 232, University of Tübingen, School of Business and Economics.
  • Schröder, Michael & Hüfner, Felix P., 2002. "Forecasting economic activity in Germany: how useful are sentiment indicators?," ZEW Discussion Papers 02-56, ZEW - Leibniz Centre for European Economic Research.

  2001

  • Kleijn, R.H. & van Dijk, H.K., 2001. "A Bayesian analysis of the PPP puzzle using an unobserved components model," Econometric Institute Research Papers EI 2001-35, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    • Richard Kleijn & Herman K. van Dijk, 2001. "A Bayesian Analysis of the PPP Puzzle using an Unobserved Components Model," Tinbergen Institute Discussion Papers 01-105/4, Tinbergen Institute.
  • Dario Bonato & Sandra Nocera & Harry Telser, 2001. "The Contingent Valuation Method in Health Care: An Economic Evaluation of Alzheimer's Disease," Diskussionsschriften dp0101, Universitaet Bern, Departement Volkswirtschaft.
  • Robert Plasman & Fran?ois Rycx, 2001. "The War of Models: Determination of Wages and Employment in Swedish Private Sector," STUDI ECONOMICI, FrancoAngeli Editore, vol. 2001(73).
    • François Rycx & Robert Plasman, 2001. "The war of models: determination of wages and employment in Swedish private sector," ULB Institutional Repository 2013/793, ULB -- Universite Libre de Bruxelles.
  • van Mierlo, J.G.A., 2001. "Over de verhouding tussen overheid, marktwerking en privatisering. Een economische meta-analyse," Research Memorandum 014, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
  • Giot, Pierre & Laurent, Sebastien, 2004. "Modelling daily Value-at-Risk using realized volatility and ARCH type models," Journal of Empirical Finance, Elsevier, vol. 11(3), pages 379-398, June.
    • Giot, P. & Laurent, S.F.J.A., 2001. "Modelling daily value-at-risk using realized volatility and arch type models," Research Memorandum 026, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
    • GIOT, Pierre & LAURENT, Sébastien, 2004. "Modelling daily Value-at-Risk using realized volatility and ARCH type models," LIDAM Reprints CORE 1708, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    • Pierre Giot & Sébastien Laurent, 2002. "Modelling Daily Value-at-Risk Using Realized Volatility and ARCH Type Models," Computing in Economics and Finance 2002 52, Society for Computational Economics.
  • Olivier Ledoit & Michael Wolf, 2001. "Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size," Economics Working Papers 575, Department of Economics and Business, Universitat Pompeu Fabra.
  • Wolfgang Hardle & Torsten Kleinow & Alexander Korostelev & Camille Logeay & Eckhard Platen, 2008. "Semiparametric diffusion estimation and application to a stock market index," Quantitative Finance, Taylor & Francis Journals, vol. 8(1), pages 81-92.
    • Härdle, Wolfgang & Kleinow, Torsten & Korostelev, Alexander P. & Logeay, Camille & Platen, Eckhard, 2001. "Semiparametric diffusion estimation and application to a stock market index," SFB 373 Discussion Papers 2001,24, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
    • Wolfgang Hardle & Torsten Kleinow & Alexander Korostelev & Camille Logeay & Eckhard Platen, 2001. "Semiparametric Diffusion Estimation and Application to a Stock Market Index," Research Paper Series 51, Quantitative Finance Research Centre, University of Technology, Sydney.
  • Ralf Becker & Walter Enders & A. Stan Hurn, 2001. "Testing for Time Dependence in Parameters," Research Paper Series 58, Quantitative Finance Research Centre, University of Technology, Sydney.
  • Thierry Ané & Chiraz Labidi, 2004. "Return interval, dependence structure, and multivariate normality," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 28(3), pages 285-299, September.
    • Thierry Ané & Chiraz Labidi, 2001. "Return Interval, Dependence Structure and Multivariate Normality," Research Paper Series 64, Quantitative Finance Research Centre, University of Technology, Sydney.
  • Robert Stehrer, 2001. "Expenditure Levels, Prices and Consumption Patterns in a Cross-Sectioin of Countries," wiiw Working Papers 18, The Vienna Institute for International Economic Studies, wiiw.
  • Pierre L. Siklos & Andrew G. Barton, 2001. "Monetary aggregates as indicators of economic activity in Canada: empirical evidence," Canadian Journal of Economics, Canadian Economics Association, vol. 34(1), pages 1-17, February.
    • Pierre L. Siklos & Andrew G. Barton, 2001. "Monetary aggregates as indicators of economic activity in Canada: empirical evidence," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 34(1), pages 1-17, February.
  • Ulf‐G. Gerdtham & Pravin K. Trivedi, 2001. "Equity in Swedish health care reconsidered: new results based on the finite mixture model," Health Economics, John Wiley & Sons, Ltd., vol. 10(6), pages 565-572, September.
    • Gerdtham, Ulf-G. & Trivedi, Pravin K., 2000. "Equity in Swedish Health Care Reconsidered: New Results based on the Finite Mixture Model," SSE/EFI Working Paper Series in Economics and Finance 365, Stockholm School of Economics.
  • Jan Hanousek & Jaromir Antoch, 2000. "Model Selection and Simplification Using Lattices," CERGE-EI Working Papers wp164, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
    • Jaromir Antoch & Jan Hanousek, 2001. "Model Selection and Simplification Using Lattices," Econometrics 0012004, University Library of Munich, Germany.
  • Emmanuel Guerre & Pascal Lavergne, 2001. "Rate-optimal data-driven specification testing in regression models," Econometrics 0107001, University Library of Munich, Germany.
  • Jesús Gonzalo & Jean‐Yves Pitarakis, 2002. "Lag length estimation in large dimensional systems," Journal of Time Series Analysis, Wiley Blackwell, vol. 23(4), pages 401-423, July.
    • Jesus Gonzalo & Jean-Yves Pitarakis, 2001. "Lag Length Estimation in Large Dimensional Systems," Econometrics 0108002, University Library of Munich, Germany.
    • Jesus Gonzalo & Jean-Yves Pitarakis, 2001. "Lag Length Estimation in Large Dimensional Systems," Econometrics 0108003, University Library of Munich, Germany.
  • Carmen Fernandez & Eduardo Ley & Mark F. J. Steel, 2001. "Model uncertainty in cross-country growth regressions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(5), pages 563-576.
    • Carmen Fernandez & Eduardo Ley & Mark Steel, 1999. "Model uncertainty in cross-country growth regressions," Econometrics 9903003, University Library of Munich, Germany, revised 06 Oct 2001.
    • Carmen Fernandez & Eduardo Ley & Mark Steel, 2001. "Model uncertainty in cross-country growth regressions," Econometrics 0110002, University Library of Munich, Germany.
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    • Carmen Fernandez & Eduardo Ley & Mark F J Steel, 1999. "Bayesian modelling of catch in a Northwest Atlantic Fishery," Edinburgh School of Economics Discussion Paper Series 20, Edinburgh School of Economics, University of Edinburgh, revised Nov 2001.
    • Carmen Fernandez & Eduardo Ley & Mark Steel, 2001. "Bayesian Modelling of Catch in a Northwest Atlantic Fishery," Econometrics 0110003, University Library of Munich, Germany, revised 23 Nov 2001.
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  • Nikolai Svetlov, 2001. "Econometric application of linear programming: a model of Russian large-scale farm (the case of the Moscow Region)," Econometrics 0112002, University Library of Munich, Germany.
  • Gottschalk, Jan & Höppner, Florian, 2001. "Measuring the Effects of Monetary Policy in the Euro Area: The Role of Anticipated Policy," Bonn Econ Discussion Papers 21/2001, University of Bonn, Bonn Graduate School of Economics (BGSE).
  • Chakrabarty, Manisha & Schmalenbach, Anke, 2001. "An Exploratory Analysis of the Effect of Current Income on the Relative Change in Aggregate Consumption: A Heterogeneous Household Approach," Bonn Econ Discussion Papers 31/2001, University of Bonn, Bonn Graduate School of Economics (BGSE).
  • Wilfling Bernd, 2003. "Interest Rate Volatility Prior to Monetary Union under Alternative Pre-Switch Regimes," German Economic Review, De Gruyter, vol. 4(4), pages 433-457, December.
    • Bernd Wilfling, 2003. "Interest Rate Volatility Prior to Monetary Union under Alternative Pre‐Switch Regimes," German Economic Review, Verein für Socialpolitik, vol. 4(4), pages 433-457, November.
    • Wilfling, Bernd, 2001. "Interest Rate Volatility Prior to Monetary Union Under Alternative Pre-Switch Regimes," Discussion Paper Series 26277, Hamburg Institute of International Economics.
    • Wilfling, Bernd, 2001. "Interest rate volatility prior to monetary union under alternative pre-switch regimes," HWWA Discussion Papers 143, Hamburg Institute of International Economics (HWWA).
  • Höppner, Florian & Gottschalk, Jan, 2001. "Measuring the Effects of Monetary Policy in the Euro Area: The Role of Anticipated Policy," Kiel Working Papers 1074, Kiel Institute for the World Economy (IfW Kiel).
  • Wolfgang Hardle & Torsten Kleinow & Alexander Korostelev & Camille Logeay & Eckhard Platen, 2008. "Semiparametric diffusion estimation and application to a stock market index," Quantitative Finance, Taylor & Francis Journals, vol. 8(1), pages 81-92.
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    • Härdle, Wolfgang & Kleinow, Torsten & Korostelev, Alexander P. & Logeay, Camille & Platen, Eckhard, 2001. "Semiparametric diffusion estimation and application to a stock market index," SFB 373 Discussion Papers 2001,24, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  • Hüfner, Felix P. & Schröder, Michael, 2001. "Unternehmens- versus Analystenbefragungen: Zum Prognosegehalt von ifo-Geschäftserwartungen und ZEW-Konjunkturerwartungen," ZEW Discussion Papers 01-04, ZEW - Leibniz Centre for European Economic Research.
  • Wilfling Bernd, 2003. "Interest Rate Volatility Prior to Monetary Union under Alternative Pre-Switch Regimes," German Economic Review, De Gruyter, vol. 4(4), pages 433-457, December.
    • Bernd Wilfling, 2003. "Interest Rate Volatility Prior to Monetary Union under Alternative Pre‐Switch Regimes," German Economic Review, Verein für Socialpolitik, vol. 4(4), pages 433-457, November.
    • Wilfling, Bernd, 2001. "Interest rate volatility prior to monetary union under alternative pre-switch regimes," HWWA Discussion Papers 143, Hamburg Institute of International Economics (HWWA).
    • Wilfling, Bernd, 2001. "Interest Rate Volatility Prior to Monetary Union Under Alternative Pre-Switch Regimes," Discussion Paper Series 26277, Hamburg Institute of International Economics.
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  • Kirman Alan & Teyssière Gilles, 2002. "Microeconomic Models for Long Memory in the Volatility of Financial Time Series," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 5(4), pages 1-23, January.
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    • KIRMAN, Alan & TEYSSIÈRE, Gilles, 2002. "Microeconomic models for long memory in the volatility of financial time series," LIDAM Reprints CORE 1593, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    • KIRMAN, Alan & TEYSSIÈRE, Gilles, 2002. "Microeconomic models for long-memory in the volatility of financial time series," LIDAM Discussion Papers CORE 2002056, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    • Gilles Teyssière & Alan Kirman, 2001. "Microeconomic Models for Long-Memory in the Volatility of Financial Time Series," CeNDEF Workshop Papers, January 2001 5A.4, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  • McCracken,M.W. & West,K.D., 2001. "Inference about predictive ability," Working papers 14, Wisconsin Madison - Social Systems.
  • Mardi Dungey, 2002. "International Shocks and the Role of Domestic Policy in Australia," Australian Journal of Labour Economics (AJLE), Bankwest Curtin Economics Centre (BCEC), Curtin Business School, vol. 5(2), pages 143-163, June.
    • Mardi Dungey, 2001. "International Shocks and the Role of Domestic Policy in Australia," CEPR Discussion Papers 443, Centre for Economic Policy Research, Research School of Economics, Australian National University.
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    • Luis Eduardo Arango & Andrés González & Carlos Esteban Posada, 2001. "Returns And Interest Rate: A Nonlinear Relationship In The Bogota Stock Market," Borradores de Economia 3468, Banco de la Republica.
    • Luis Eduardo Arango & Andrés González & Carlos Esteban Posada, 2001. "Returns and Interest Rate: A Nonlinear Relationship in the Bogotá Stock Market," Borradores de Economia 169, Banco de la Republica de Colombia.
  • Luis Eduardo Arango & Luis Fernando Melo, 2001. "Expansions and Contractions in Some Latin American Countries: A View Throught Non- Linear Models," Borradores de Economia 2691, Banco de la Republica.
    • Luis Eduardo Arango & Luis Fernando Melo, 2001. "Expansions and Contractions in Some Latin American Countries: A view Throught Non-Linear Models," Borradores de Economia 186, Banco de la Republica de Colombia.
  • George Kapetanios, 2001. "Model Selection in Threshold Models," Journal of Time Series Analysis, Wiley Blackwell, vol. 22(6), pages 733-754, November.
    • Kapetanios, G., 1999. "Model Selection in Threshold Models," Cambridge Working Papers in Economics 9906, Faculty of Economics, University of Cambridge.
  • Jan Gottschalk & Florian Höppner, 2001. "Measuring the Effects of Monetary Policy in the Euro Area: The Role of Anticipated Policy," Bonn Econ Discussion Papers bgse21_2001, University of Bonn, Germany.
  • Manisha Chakrabarty & Anke Schmalenbach, 2001. "An Exploratory Analysis of the Effect of Current Income on the Relative Change in Aggregate Consumption: A Heterogeneous Household Approach," Bonn Econ Discussion Papers bgse31_2001, University of Bonn, Germany.
  • Manuel A. Dominguez & Ignacio N. Lobato, 2001. "A Consistent Test for the Martingale Difference Hypothesis," Working Papers 0101, Centro de Investigacion Economica, ITAM.
  • Dufour, Jean-Marie & Khalaf, Lynda & Bernard, Jean-Thomas & Genest, Ian, 2004. "Simulation-based finite-sample tests for heteroskedasticity and ARCH effects," Journal of Econometrics, Elsevier, vol. 122(2), pages 317-347, October.
    • DUFOUR, Jean-Marie & KHALAF, Lynda & BERNARD, Jean-Thomas, 2001. "Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects," Cahiers de recherche 2001-08, Universite de Montreal, Departement de sciences economiques.
    • Jean-Thomas Bernard & Jean-Marie Dufour & Ian Genest & Lynda Khalaf, 2001. "Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects," CIRANO Working Papers 2001s-25, CIRANO.
    • Dufour, J.M. & Khalaf, L. & Bernard, J.T. & Genest, I., 2001. "Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects," Cahiers de recherche 2001-08, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  • Meddahi, N., 2001. "A Theoretical Comparison Between Integrated and Realized Volatilies," Cahiers de recherche 2001-26, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
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  • Pierre L. Siklos & Andrew G. Barton, 2001. "Monetary aggregates as indicators of economic activity in Canada: empirical evidence," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 34(1), pages 1-17, February.
    • Pierre L. Siklos & Andrew G. Barton, 2001. "Monetary aggregates as indicators of economic activity in Canada: empirical evidence," Canadian Journal of Economics, Canadian Economics Association, vol. 34(1), pages 1-17, February.
  • Costas Milas & Jesús Otero & Theodore Panagiotidis, 2004. "Forecasting the spot prices of various coffee types using linear and non-linear error correction models," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 9(3), pages 277-288.
    • Costas Milas & Jesus Otero & Theodore Panagiotidis, 2001. "Forecasting the spot prices of various coffee types using linear and non-linear error correction models," Borradores de Investigación 2737, Universidad del Rosario.
  • Iregui Ana María & Milas Costas & Otero Jesus, 2002. "On The Dynamics Of Lending And Deposit Interest Rates In Emerging Markets: A Non-Linear Approach," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 6(3), pages 1-21, November.
    • Ana María Iregui & Costas Milas & Jesús Otero, 2001. "On the dynamics of lending and deposit interest rates in emerging markets: a non-linear approach," Borradores de Investigación 3297, Universidad del Rosario.
    • Ana María Iregui & Costas Milas & Jesus Otero, 2002. "On the dynamics of lending and deposit interest rates in emerging markets:a non-linear approach," Economics and Finance Discussion Papers 02-29, Economics and Finance Section, School of Social Sciences, Brunel University.
    • Ana María Iregui & Costas Milas & Jesus Otero, 2002. "On the dynamics of lending and deposit interest rates in emerging markets:a non-linear approach," Public Policy Discussion Papers 02-29, Economics and Finance Section, School of Social Sciences, Brunel University.
  • Luis Eduardo Arango & Luis Fernando Melo, 2001. "Expansions and Contractions in Some Latin American Countries: A view Throught Non-Linear Models," Borradores de Economia 186, Banco de la Republica de Colombia.
    • Luis Eduardo Arango & Luis Fernando Melo, 2001. "Expansions and Contractions in Some Latin American Countries: A View Throught Non- Linear Models," Borradores de Economia 2691, Banco de la Republica.
  • L. E. Arango & A. Gonzalez & C. E. Posada, 2002. "Returns and the interest rate: a non-linear relationship in the Bogotastock market," Applied Financial Economics, Taylor & Francis Journals, vol. 12(11), pages 835-842.
    • Luis Eduardo Arango & Andrés González & Carlos Esteban Posada, 2001. "Returns and Interest Rate: A Nonlinear Relationship in the Bogotá Stock Market," Borradores de Economia 169, Banco de la Republica de Colombia.
    • Luis Eduardo Arango & Andrés González & Carlos Esteban Posada, 2001. "Returns And Interest Rate: A Nonlinear Relationship In The Bogota Stock Market," Borradores de Economia 3468, Banco de la Republica.
  • Norberto Rodríguez, 2001. "Bayesian estimation and model selection for the weekly Colombian exchange rate," Revista de Economía del Rosario, Universidad del Rosario, December.
  • Pierre Giot & Sébastien Laurent, 2003. "Value-at-risk for long and short trading positions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 18(6), pages 641-663.
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    • GIOT, Pierre & LAURENT, Sébastien, 2003. "Value-at-Risk for long and short trading positions," LIDAM Reprints CORE 1707, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
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  • Wolff, Christian & Lehnert, Thorsten, 2001. "Modelling Scale-Consistent VaR with the Truncated Lévy Flight," CEPR Discussion Papers 2711, C.E.P.R. Discussion Papers.
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  • Hong, H. & Scaillet, O., 2006. "A fast subsampling method for nonlinear dynamic models," Journal of Econometrics, Elsevier, vol. 133(2), pages 557-578, August.
    • Hong, H. & Scaillet, O. & Tamer, E., 2001. "A fast Subsampling Method for Nonlinear Dynamic Models," Papers 2001.09, Ecole des Hautes Etudes Commerciales, Universite de Geneve-.
    • Han Hong & Olivier Scaillet & Elie Tamer, 2001. "A Fast Subsampling Method for Nonlinear Dynamic Models," Working Papers 2001-39, Center for Research in Economics and Statistics.
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    • Marga PEETERS, 2001. "Does Demand and Price Uncertainty affect Belgian and Spanish Corporate Investment?," Discussion Papers (REL - Recherches Economiques de Louvain) 2001031, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  • Yanqin Fan & Paul Rilstone, 2001. "A Consistent Test for the Parametric Specification of the Hazard Function," Annals of Economics and Finance, Society for AEF, vol. 2(1), pages 77-96, May.
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    • Pérez Quirós, Gabriel & Timmermann, Allan, 2001. "Business cycle asymmetries in stock returns: evidence from higher order moments and conditional densities," Working Paper Series 58, European Central Bank.
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    • Perez-Quiros, Gabriel & Timmermann, Allan, 2000. "Business cycle asymmetries in stock returns: evidence from higher order moments and conditional densities," LSE Research Online Documents on Economics 119098, London School of Economics and Political Science, LSE Library.
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    • Clements, Michael P. & Hendry, David F., 2001. "Economic forecasting: some lessons from recent research," Working Paper Series 82, European Central Bank.
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  • McAdam, Peter & Morgan, Julian, 2001. "The monetary transmission mechanism at the euro-area level: issues and results using structural macroeconomic models," Working Paper Series 93, European Central Bank.
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    • Allan Timmermann & Gabriel Perez-Quiros, 2000. "Business Cycle Asymmetries in Stock Returns: Evidence from Higher Order Moments and Conditional Densities," FMG Discussion Papers dp360, Financial Markets Group.
    • Perez-Quiros, G. & Timmermann, A., 2001. "Business Cycle Asymmetries in Stock Returns: Evidence from Higher Order Moments and Conditional Densities," Papers 58, Quebec a Montreal - Recherche en gestion.
    • Pérez Quirós, Gabriel & Timmermann, Allan, 2001. "Business cycle asymmetries in stock returns: evidence from higher order moments and conditional densities," Working Paper Series 58, European Central Bank.
    • Perez-Quiros, Gabriel & Timmermann, Allan, 2000. "Business cycle asymmetries in stock returns: evidence from higher order moments and conditional densities," LSE Research Online Documents on Economics 119098, London School of Economics and Political Science, LSE Library.
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  • Dopke, Jorg, 2001. "Macroeconomic forecasts and the nature of economic shocks in Germany," International Journal of Forecasting, Elsevier, vol. 17(2), pages 181-201.
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    • van Dijk, Dick & Strikholm, Birgit & Teräsvirta, Timo, 2001. "The effects of institutional and technological change and business cycle fluctuations on seasonal patterns in quarterly industrial production series," SSE/EFI Working Paper Series in Economics and Finance 0429, Stockholm School of Economics, revised 01 Jun 2004.
    • van Dijk, D.J.C. & Strikholm, B. & Terasvirta, T., 2001. "The effects of institutional and technological change and business cycle fluctiations on seasonal patterns in quarterly industrial production series," Econometric Institute Research Papers EI 2001-12, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
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    • Han Hong & Olivier Scaillet & Elie Tamer, 2001. "A Fast Subsampling Method for Nonlinear Dynamic Models," Working Papers 2001-39, Center for Research in Economics and Statistics.
    • Hong, H. & Scaillet, O. & Tamer, E., 2001. "A fast Subsampling Method for Nonlinear Dynamic Models," Papers 2001.09, Ecole des Hautes Etudes Commerciales, Universite de Geneve-.
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  • Dick van Dijk 1 & Birgit Strikholm & Timo Teräsvirta, 2003. "The effects of institutional and technological change and business cycle fluctuations on seasonal patterns in quarterly industrial production series," Econometrics Journal, Royal Economic Society, vol. 6(1), pages 79-98, June.
    • van Dijk, D.J.C. & Strikholm, B. & Terasvirta, T., 2001. "The effects of institutional and technological change and business cycle fluctiations on seasonal patterns in quarterly industrial production series," Econometric Institute Research Papers EI 2001-12, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    • van Dijk, Dick & Strikholm, Birgit & Teräsvirta, Timo, 2001. "The effects of institutional and technological change and business cycle fluctuations on seasonal patterns in quarterly industrial production series," SSE/EFI Working Paper Series in Economics and Finance 0429, Stockholm School of Economics, revised 01 Jun 2004.
  • de Luna, Xavier & Johansson, Per, 2001. "Testing exogeneity under distributional misspecification," Working Paper Series 2001:9, IFAU - Institute for Evaluation of Labour Market and Education Policy.
  • Hjelm, Göran, 2001. "The Dynamic Response of the Budget Balance to Tax, Spending and Output Shocks: Does Model Specification Matter?," Working Papers 2001:2, Lund University, Department of Economics.
  • Amilon, Henrik, 2001. "A Neural Network Versus Black-Scholes: A Comparison of Pricing and Hedging Performances," Working Papers 2001:5, Lund University, Department of Economics, revised 03 Aug 2001.
  • Amilon, Henrik, 2001. "GARCH Estimation and Discrete Stock Prices," Working Papers 2001:6, Lund University, Department of Economics, revised 03 Aug 2001.
  • Johansson, Martin, 2001. "TAR models and real exchange rates," Working Papers 2001:21, Lund University, Department of Economics.
  • Eliasson, Ann-Charlotte, 2001. "Is the Short-run Phillips Curve Nonlinear? Empirical Evidence for Australia, Sweden and the United States," Working Paper Series 124, Sveriges Riksbank (Central Bank of Sweden).
  • Linde, Jesper, 2005. "Estimating New-Keynesian Phillips curves: A full information maximum likelihood approach," Journal of Monetary Economics, Elsevier, vol. 52(6), pages 1135-1149, September.
    • Lindé, Jesper, 2001. "Estimating New-Keynesian Phillips Curves: A Full Information Maximum Likelihood Approach," Working Paper Series 129, Sveriges Riksbank (Central Bank of Sweden), revised 01 Mar 2005.
  • Lindé, Jesper, 2001. "The Empirical Relevance of Simple Forward- and Backward-looking Models: A View from a Dynamic General Equilibrium Model," Working Paper Series 130, Sveriges Riksbank (Central Bank of Sweden).
  • Bohlin, Nils, 2001. "Clustering and Joint Marketing in Retail Trade," Research Papers in Economics 2001:13, Stockholm University, Department of Economics.
  • Xavier de Luna & Per Johansson, 2008. "Graphical diagnostics of endogeneity," Advances in Econometrics, in: Modelling and Evaluating Treatment Effects in Econometrics, pages 147-166, Emerald Group Publishing Limited.
    • de Luna, Xavier & Johansson, Per, 2001. "Graphical diagnostics of endogeneity," Umeå Economic Studies 553, Umeå University, Department of Economics.
  • Kurt Brannas & Niklas Nordman, 2003. "An alternative conditional asymmetry specification for stock returns," Applied Financial Economics, Taylor & Francis Journals, vol. 13(7), pages 537-541.
    • Kurt Brännäs & Niklas Nordman, 2001. "An Alternative Conditional Asymmetry Specification for Stock Returns," CESifo Working Paper Series 448, CESifo.
    • Brännäs, Kurt & Nordman, Niklas, 2001. "An Alternative Conditional Asymmetry Specification for Stock Returns," Umeå Economic Studies 556, Umeå University, Department of Economics.
  • Kurt Brannas & Niklas Nordman, 2003. "Conditional skewness modelling for stock returns," Applied Economics Letters, Taylor & Francis Journals, vol. 10(11), pages 725-728.
    • Brännäs, Kurt & Nordman, Niklas, 2001. "Conditional Skewness Modelling for Stock Returns," Umeå Economic Studies 562, Umeå University, Department of Economics.
  • Lee, Gabriel S. & Boss, Michael & Klisz, Chris, 2001. "Empirical Performance of the Czech and Hungarian Index Options under Jump," Economics Series 91, Institute for Advanced Studies.
  • Timo Teräsvirta & Ann-Charlotte Eliasson, 2001. "Non-linear error correction and the UK demand for broad money, 1878-1993," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(3), pages 277-288.
  • Carmen Fernandez & Eduardo Ley & Mark F. J. Steel, 2001. "Model uncertainty in cross-country growth regressions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(5), pages 563-576.
    • Carmen Fernandez & Eduardo Ley & Mark Steel, 1999. "Model uncertainty in cross-country growth regressions," Econometrics 9903003, University Library of Munich, Germany, revised 06 Oct 2001.
    • Carmen Fernandez & Eduardo Ley & Mark Steel, 2001. "Model uncertainty in cross-country growth regressions," Econometrics 0110002, University Library of Munich, Germany.
  • J. M. C. Santos Silva, 2001. "A score test for non-nested hypotheses with applications to discrete data models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(5), pages 577-597.
    • J M C Santos Silva, 1996. "A Score Test for Non-nested Hypotheses with Applications to Discrete Data Models," Discussion Papers 96-28 ISSN 1350-6722, University College London, Department of Economics.
  • Francis X. Diebold & Lutz Kilian, 2001. "Measuring predictability: theory and macroeconomic applications," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(6), pages 657-669.
    • Francis X. Diebold & Lutz Kilian, "undated". "Measuring Predictability: Theory and Macroeconomic Applications," CARESS Working Papres 97-19, University of Pennsylvania Center for Analytic Research and Economics in the Social Sciences.
    • Francis X. Diebold & Lutz Kilian, 1997. "Measuring predictability: theory and macroeconomic applications," Working Papers 97-23, Federal Reserve Bank of Philadelphia.
    • Francis X. Diebold & Lutz Kilian, 1997. "Measuring Predictability: Theory and Macroeconomic Applications," NBER Technical Working Papers 0213, National Bureau of Economic Research, Inc.
    • Diebold, Francis & Kilian, Lutz, 2000. "Measuring Predictability: Theory And Macroeconomic Applications," CEPR Discussion Papers 2424, C.E.P.R. Discussion Papers.
    • Francis X. Diebold & Lutz Kilian, 1998. "Measuring Predictability: Theory and Macroeconomic Applications," Working Papers 98-16, New York University, Leonard N. Stern School of Business, Department of Economics.
  • Jaewoon Koo & Seungjun Lee, 2001. "Volatility Forecasting Models for The Won-Dollar Exchange Rate," Korean Economic Review, Korean Economic Association, vol. 17, pages 253-269.
  • Jan Gottschalk & Florian Höppner, 2001. "Measuring the Effects of Monetary Policy in the Euro Area: The Role of Anticipated Policy," Kiel Working Papers 1074, Kiel Institute for the World Economy.
  • Carlo Altavilla, 2003. "Assessing monetary rules performance across EMU countries," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 8(2), pages 131-151.
    • Carlo Altavilla, 2001. "Assessing Monetary Rules Performance across EMU Countries," International Economics Working Papers Series ces0108, Katholieke Universiteit Leuven, Centrum voor Economische Studiën, International Economics.
  • Julie Le Gallo, 2004. "Space-Time Analysis of GDP Disparities among European Regions: A Markov Chains Approach," International Regional Science Review, , vol. 27(2), pages 138-163, April.
    • LE GALLO, Julie, 2001. "Space-time analysis of GDP disparities among European regions: A Markov chains approach," LATEC - Document de travail - Economie (1991-2003) 2001-06, LATEC, Laboratoire d'Analyse et des Techniques EConomiques, CNRS UMR 5118, Université de Bourgogne.
  • Presno Casquero, Mª J. & López Menéndez, A.J., 2001. "Estacionariedad en torno a un nivel con ruptura. Un estudio de simulación," Estudios de Economia Aplicada, Estudios de Economia Aplicada, vol. 18, pages 189-208, Agosto.
  • Ramil Díaz, Mª, 2001. "Las importaciones de mercancías en la economía española," Estudios de Economia Aplicada, Estudios de Economia Aplicada, vol. 19, pages 123-138, Diciembre.
  • Roselyne Joyeux, 2001. "How to Deal with Structural Breaks in Practical Cointegration Analysis," Research Papers 0112, Macquarie University, Department of Economics.
  • A. Johri & M-A. Letendre, 2001. "Labour Market Dynamics in RBC Models," Department of Economics Working Papers 2001-03, McMaster University.
  • McLean, A., 2001. "On the Nature and Role of Hypothesis Tests," Monash Econometrics and Business Statistics Working Papers 4/01, Monash University, Department of Econometrics and Business Statistics.
  • Jean-Marie Dufour & Abdeljelil Farhat, 2001. "Exact Nonparametric Two-Sample Homogeneity Tests for Possibly Discrete Distributions," CIRANO Working Papers 2001s-56, CIRANO.
    • DUFOUR, Jean-Marie & FARHAT, Abdeljelil, 2001. "Exact Nonparametric Two-Sample Homogeneity Tests for Possibly Discrete Distributions," Cahiers de recherche 2001-23, Universite de Montreal, Departement de sciences economiques.
    • Dufour, J.M. & Farhat, A., 2001. "Exact Nonparametric Two-Sample Homogeneity Tests for Possibly Discrete Distributions," Cahiers de recherche 2001-23, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  • Nour Meddahi, 2002. "A theoretical comparison between integrated and realized volatility," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 17(5), pages 479-508.
    • Meddahi, N., 2001. "A Theoretical Comparison Between Integrated and Realized Volatilies," Cahiers de recherche 2001-26, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
    • MEDDAHI, Nour, 2001. "A Theoretical Comparison Between Integrated and Realized Volatilies," Cahiers de recherche 2001-26, Universite de Montreal, Departement de sciences economiques.
    • Nour Meddahi, 2001. "A Theoretical Comparison Between Integrated and Realized Volatilities," CIRANO Working Papers 2001s-71, CIRANO.
  • Meddahi, N., 2001. "An Eigenfunction Approach for Volatility Modeling," Cahiers de recherche 2001-29, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
    • MEDDAHI, Nour, 2001. "An Eigenfunction Approach for Volatility Modeling," Cahiers de recherche 2001-29, Universite de Montreal, Departement de sciences economiques.
    • Nour Meddahi, 2001. "An Eigenfunction Approach for Volatility Modeling," CIRANO Working Papers 2001s-70, CIRANO.
  • DUFOUR, Jean-Marie & FARHAT, Abdeljelil, 2001. "Exact Nonparametric Two-Sample Homogeneity Tests for Possibly Discrete Distributions," Cahiers de recherche 2001-23, Universite de Montreal, Departement de sciences economiques.
    • Dufour, J.M. & Farhat, A., 2001. "Exact Nonparametric Two-Sample Homogeneity Tests for Possibly Discrete Distributions," Cahiers de recherche 2001-23, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
    • Jean-Marie Dufour & Abdeljelil Farhat, 2001. "Exact Nonparametric Two-Sample Homogeneity Tests for Possibly Discrete Distributions," CIRANO Working Papers 2001s-56, CIRANO.
  • Nour Meddahi, 2002. "A theoretical comparison between integrated and realized volatility," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 17(5), pages 479-508.
    • MEDDAHI, Nour, 2001. "A Theoretical Comparison Between Integrated and Realized Volatilies," Cahiers de recherche 2001-26, Universite de Montreal, Departement de sciences economiques.
    • Meddahi, N., 2001. "A Theoretical Comparison Between Integrated and Realized Volatilies," Cahiers de recherche 2001-26, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
    • Nour Meddahi, 2001. "A Theoretical Comparison Between Integrated and Realized Volatilities," CIRANO Working Papers 2001s-71, CIRANO.
  • MEDDAHI, Nour, 2001. "An Eigenfunction Approach for Volatility Modeling," Cahiers de recherche 2001-29, Universite de Montreal, Departement de sciences economiques.
    • Meddahi, N., 2001. "An Eigenfunction Approach for Volatility Modeling," Cahiers de recherche 2001-29, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
    • Nour Meddahi, 2001. "An Eigenfunction Approach for Volatility Modeling," CIRANO Working Papers 2001s-70, CIRANO.
  • Fountas, Stilianos & Karanasos, Menelaos & Kim, Jinki, 2002. "Inflation and output growth uncertainty and their relationship with inflation and output growth," Economics Letters, Elsevier, vol. 75(3), pages 293-301, May.
    • Fountas, Stilianos & Karanasos,Menelaos, 2001. "Inflation and Output Growth Uncertainty and their Relationship with Inflation and Output Growth," Working Papers 0053, National University of Ireland Galway, Department of Economics, revised 2001.
  • Vasco J. Gabriel & Martin Sola & Zacharias Psaradakis, 2001. "A simple method for testing cointegration subject to regime changes," NIPE Working Papers 15/2001, NIPE - Universidade do Minho.
  • Hendry, David F. & Clements, Michael P., 2003. "Economic forecasting: some lessons from recent research," Economic Modelling, Elsevier, vol. 20(2), pages 301-329, March.
    • David Hendry & Michael P. Clements & Department of Economics & University of Warwick, 2001. "Economic Forecasting: Some Lessons from Recent Research," Economics Series Working Papers 78, University of Oxford, Department of Economics.
    • David Hendry & Michael P. Clements, 2001. "Economic Forecasting: Some Lessons from Recent Research," Economics Papers 2002-W11, Economics Group, Nuffield College, University of Oxford.
    • Clements, Michael P. & Hendry, David F., 2001. "Economic forecasting: some lessons from recent research," Working Paper Series 82, European Central Bank.
    • Hendry, David F & Michael P. Clements, 2002. "Economic Forecasting: Some Lessons from Recent Research," Royal Economic Society Annual Conference 2002 99, Royal Economic Society.
  • Clements, M.C. & Krolzig, H.-M., 2001. "Modelling Business Cycle Features Using Switching Regime Models," Economics Series Working Papers 9958, University of Oxford, Department of Economics.
    • Hans-Martin Krolzig & Michael P. Clements & Department of Economics & University of Warwick, 2001. "Modelling Business Cycle Features Using Switching Regime Models," Economics Series Working Papers 58, University of Oxford, Department of Economics.
  • Hendry, David F. & Clements, Michael P., 2003. "Economic forecasting: some lessons from recent research," Economic Modelling, Elsevier, vol. 20(2), pages 301-329, March.
    • David Hendry & Michael P. Clements, 2001. "Economic Forecasting: Some Lessons from Recent Research," Economics Papers 2002-W11, Economics Group, Nuffield College, University of Oxford.
    • David Hendry & Michael P. Clements & Department of Economics & University of Warwick, 2001. "Economic Forecasting: Some Lessons from Recent Research," Economics Series Working Papers 78, University of Oxford, Department of Economics.
    • Hendry, David F & Michael P. Clements, 2002. "Economic Forecasting: Some Lessons from Recent Research," Royal Economic Society Annual Conference 2002 99, Royal Economic Society.
    • Clements, Michael P. & Hendry, David F., 2001. "Economic forecasting: some lessons from recent research," Working Paper Series 82, European Central Bank.
  • Hans-Martin Krolzig & Michael P. Clements & Department of Economics & University of Warwick, 2001. "Modelling Business Cycle Features Using Switching Regime Models," Economics Series Working Papers 58, University of Oxford, Department of Economics.
    • Clements, M.C. & Krolzig, H.-M., 2001. "Modelling Business Cycle Features Using Switching Regime Models," Economics Series Working Papers 9958, University of Oxford, Department of Economics.
  • By May Khamis & Alfredo M. Leone, 2001. "Can Currency Demand Be Stable Under a Financial Crisis? The Case of Mexico," IMF Staff Papers, Palgrave Macmillan, vol. 48(2), pages 1-6.
  • Jaime Marquez & Lisa Workman, 2001. "Modeling the IMF's Statistical Discrepancy in the Global Current Account," IMF Staff Papers, Palgrave Macmillan, vol. 48(3), pages 1-4.
  • Hung-jen Wang & Peter Schmidt, 2002. "One-Step and Two-Step Estimation of the Effects of Exogenous Variables on Technical Efficiency Levels," Journal of Productivity Analysis, Springer, vol. 18(2), pages 129-144, September.
    • Wang, Hung-jen & Schmidt, Peter, 2001. "One-step and two-step estimation of the effects of exogenous variables on technical efficiency levels," MPRA Paper 31075, University Library of Munich, Germany, revised Mar 2002.
  • Dobrescu, Emilian, 2002. "Introduction into Macroeconomic Modeling Foundations," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(5), pages 39-88, December.
    • Dobrescu, Emilian, 2001. "Introduction into macroeconomic modeling foundations," MPRA Paper 35794, University Library of Munich, Germany.
  • Lord, Montague, 2001. "Macroeconomic Policies for Poverty Reduction in Cambodia," MPRA Paper 41174, University Library of Munich, Germany.
  • Bilgili, Faik, 2001. "ARIMA ve VAR Modellerinin Tahmin Başarılarının Karşılaştırılması [A comparison of VAR and ARIMA Models’ forecasting accuracies]," MPRA Paper 75609, University Library of Munich, Germany.
  • Chris Brooks & Sotiris Tsolacos, 2001. "International Evidence of the Predictability of Prices of Securititised Real Estate Assets: Econometric Models versus Neural Networks," ICMA Centre Discussion Papers in Finance icma-dp2001-08, Henley Business School, University of Reading.
  • Salgado, Maria José S. & Garcia, Márcio G. P. & Medeiros, Marcelo C., 2005. "Monetary Policy During Brazil´s Real Plan: Estimating the Central Bank´s Reaction Function," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 59(1), January.
    • Maria José Salgado & Márcio Gomes Pinto Garcia & Marcelo C. Medeiros, 2001. "Monetary policy during Brazil´s Real Plan: estimating the Central Bank´s reaction function," Textos para discussão 444, Department of Economics PUC-Rio (Brazil).
  • Marcelo C. Medeiros & Timo Terasvirta, 2001. "Statistical methods for modelling neural networks," Textos para discussão 445, Department of Economics PUC-Rio (Brazil).
  • Ghatak, Subrata & Mulhern, Alan & Stewart, Chris, 2001. "European Enlargement and Expansion of Polish SMEs," Economics Discussion Papers 2001-6, School of Economics, Kingston University London.
  • Asmara Jamaleh, 2001. "Un modello a soglia per la volatilità del mercato azionario italiano: performance previsive e valutazione del rischio di portafoglio," Rivista di Politica Economica, SIPI Spa, vol. 91(2), pages 79-132, February.
  • Kirman Alan & Teyssière Gilles, 2002. "Microeconomic Models for Long Memory in the Volatility of Financial Time Series," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 5(4), pages 1-23, January.
    • Gilles Teyssière & Alan Kirman, 2001. "Microeconomic Models for Long-Memory in the Volatility of Financial Time Series," CeNDEF Workshop Papers, January 2001 5A.4, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
    • KIRMAN, Alan & TEYSSIÈRE, Gilles, 2002. "Microeconomic models for long-memory in the volatility of financial time series," LIDAM Discussion Papers CORE 2002056, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    • Alan P. Kirman, Gilles Teyssiere, 2001. "Microeconomic Models for Long-Memory in the Volatility of Financial Time Series," Computing in Economics and Finance 2001 221, Society for Computational Economics.
    • KIRMAN, Alan & TEYSSIÈRE, Gilles, 2002. "Microeconomic models for long memory in the volatility of financial time series," LIDAM Reprints CORE 1593, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Jerry Coakley; Ana-Maria Fuertes, 2001. "Bootstrap LR Tests for Sign and Amplitude Asymmetries," Computing in Economics and Finance 2001 262, Society for Computational Economics.
  • Gonzalo GarcÃa-Donato, Pedro Gento and Juan Ortega, University of Castilla-La Mancha, 2001. "Normal versus Student in Measuring Value at Risk. An Empirical Bayesian Overview," Computing in Economics and Finance 2001 271, Society for Computational Economics.
  • Roel Oomen, 2001. "Using High Frequency Data to Calculate, Model and Forecast Realized Volatility," Computing in Economics and Finance 2001 75, Society for Computational Economics.
  • Pierre Giot & Sébastien Laurent, 2003. "Value-at-risk for long and short trading positions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 18(6), pages 641-663.
    • GIOT, Pierre & LAURENT, Sébastien, 2001. "Value-at-risk for long and short trading positions," LIDAM Discussion Papers CORE 2001022, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    • GIOT, Pierre & LAURENT, Sébastien, 2003. "Value-at-Risk for long and short trading positions," LIDAM Reprints CORE 1707, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    • Pierre Giot and S»bastien Laurent, 2001. "Value-At-Risk For Long And Short Trading Positions," Computing in Economics and Finance 2001 94, Society for Computational Economics.
  • Herman J. Bierens & Donna K. Ginther, 2001. "Integrated Conditional Moment testing of quantile regression models," Empirical Economics, Springer, vol. 26(1), pages 307-324.
  • Michael Wüger & Gerhard Thury, 2001. "The treatment of seasonality in error correction models as unobserved component: a case study for an Austrian consumption function," Empirical Economics, Springer, vol. 26(2), pages 325-341.
  • Nicholas Sarantis & Chris Stewart, 2001. "Unobserved components in an error-correction model of consumption for Southern European countries," Empirical Economics, Springer, vol. 26(2), pages 391-405.
  • Emil Stavrev, 2001. "A small continuous time macro-econometric model of the Czech Republic," Empirical Economics, Springer, vol. 26(4), pages 673-705.
    • Stavrev, Emil, 2000. "A Small Continuous Time Macro-Econometric Model of the Czech Republic," Transition Economics Series 18, Institute for Advanced Studies.
  • Ole E. Barndorff-Nielsen & Karsten Prause, 2001. "Apparent scaling," Finance and Stochastics, Springer, vol. 5(1), pages 103-113.
  • Hans H. Bauer & Marc Fischer, 2001. "Ein Ansatz zur simultanen Messung von Kannibalisierungs-, substitutiven Konkurrenz- und Neukäufereffekten am Beispiel von line extensions," Schmalenbach Journal of Business Research, Springer, vol. 53(5), pages 455-477, August.
  • Tom Kornstad, 2001. "Are Predicted Lifetime Consumption Profiles Robust with respect to Model Specifications?," Discussion Papers 308, Statistics Norway, Research Department.
  • Håvard Hungnes, 2001. "Estimating and Restricting Growth Rates and Cointegration Means With Applications to Consumption and Money Demand," Discussion Papers 309, Statistics Norway, Research Department.
  • Anindya Banerjee, 2001. "Industry structure and the dynamics of price adjustment," Applied Economics, Taylor & Francis Journals, vol. 33(15), pages 1889-1901.
    • Banerjee, A. & Russell, B., 2000. "Industry Structure and the Dynamics of Price Adjustment," Economics Working Papers eco2000/22, European University Institute.
    • Anindya Banerjee & Bill Russell, 2000. "Industry Structure and the Dynamics of Price Adjstment," Dundee Discussion Papers in Economics 121, Economic Studies, University of Dundee.
  • Thanasis Stengos & Yiguo Sun, 2001. "A Consistent Model Specification Test For A Regression Function Based On Nonparametric Wavelet Estimation," Econometric Reviews, Taylor & Francis Journals, vol. 20(1), pages 41-60.
    • Stengos, T. & Sun, Y., 1997. "Consistent Model Specification test for Regression Function Based on Nonparametric Wavelet Estimation," Working Papers 1997-3, University of Guelph, Department of Economics and Finance.
  • Gianluca Cubadda, 2001. "Common Features In Time Series With Both Deterministic And Stochastic Seasonality," Econometric Reviews, Taylor & Francis Journals, vol. 20(2), pages 201-216.
  • Evzen Kocenda, 2001. "An Alternative To The Bds Test: Integration Across The Correlation Integral," Econometric Reviews, Taylor & Francis Journals, vol. 20(3), pages 337-351.
    • Kocenda, Evzen, 1996. "An Alternative to the BDS Test: Integration Across the Correlation Integral," MPRA Paper 70510, University Library of Munich, Germany.
    • Evzen Kocenda, 2003. "An Alternative to the BDS Test: Integration Across The Correlation Integral," Econometrics 0301004, University Library of Munich, Germany.

  2000

  • Emil Stavrev, 2000. "Monetary and Fiscal Policies' Efficiency and the Determination of a Nominal Equilibrium Exchange Rate," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 50(9), pages 452-463, September.
  • Perez-Quiros, Gabriel & Timmermann, Allan, 2001. "Business cycle asymmetries in stock returns: Evidence from higher order moments and conditional densities," Journal of Econometrics, Elsevier, vol. 103(1-2), pages 259-306, July.
    • Perez-Quiros, Gabriel & Timmermann, Allan, 2000. "Business cycle asymmetries in stock returns: evidence from higher order moments and conditional densities," LSE Research Online Documents on Economics 119098, London School of Economics and Political Science, LSE Library.
    • Perez-Quiros, G. & Timmermann, A., 2001. "Business Cycle Asymmetries in Stock Returns: Evidence from Higher Order Moments and Conditional Densities," Papers 58, Quebec a Montreal - Recherche en gestion.
    • Pérez Quirós, Gabriel & Timmermann, Allan, 2001. "Business cycle asymmetries in stock returns: evidence from higher order moments and conditional densities," Working Paper Series 58, European Central Bank.
    • Allan Timmermann & Gabriel Perez-Quiros, 2000. "Business Cycle Asymmetries in Stock Returns: Evidence from Higher Order Moments and Conditional Densities," FMG Discussion Papers dp360, Financial Markets Group.
  • Fiorentini, Gabriele & Sentana, Enrique & Calzolari, Giorgio, 2003. "Maximum Likelihood Estimation and Inference in Multivariate Conditionally Heteroscedastic Dynamic Regression Models with Student t Innovations," Journal of Business & Economic Statistics, American Statistical Association, vol. 21(4), pages 532-546, October.
    • Gabriele Fiorentini & Enrique Sentana & Giorgio Calzolari, 2000. "The Score Of Conditionally Heteroskedastic Dynamic Regression Models With Student T Innovations, An Lm Test For Multivariate Normality," Working Papers. Serie AD 2000-33, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
    • Fiorentini, G. & Sentana, E. & Calzolari, G., 2000. "The Score of Condionally Heteroskedastic Dynamic Regression Models with Student T Innovations, and an LM Test for Multivariate Normality," Papers 0007, Centro de Estudios Monetarios Y Financieros-.
  • Lastrapes, William D., 2002. "The Real Price of Housing and Money Supply Shocks: Time Series Evidence and Theoretical Simulations," Journal of Housing Economics, Elsevier, vol. 11(1), pages 40-74, March.
    • Lastrapes, W.D., 2000. "The Real Price of Housing and Money Supply Shocks: Time Series Evidence and Theoretical Simulations," Papers 00-479, Georgia - College of Business Administration, Department of Economics.
  • Kauppi, H., 2000. "Testing for the Cointegrating Rank of a Conditional Vector Autoregressive Process with a Linear Time Trend," University of Helsinki, Department of Economics 497, Department of Economics.
  • Spencer, N.H., 2000. "Combining Modelling Strategies to Analyse Teaching Styles Data," Papers 2000:14, University of Hertfordshire - Business Schoool.
  • Saphores, Jean-Daniel & Khalaf, Lynda & Pelletier, Denis, 2000. "On Jumps and ARCH Effects in Natural Resource Prices. An Application to Stumpage Prices from Pacific Northwest National Forests," Cahiers de recherche 0003, GREEN.
    • Saphores, J.D. & Khalaf, L. & Pelletier, D., 2000. "On Jumps and ARCH Effects in Natural Resource Prices. An Application to Stumpage Prices from Pacific Northwest National Forests," Papers 00-03, Laval - Recherche en Energie.
    • Saphores, Jean-Daniel & Khalaf, Lynda & Pelletier, Denis, 2000. "On Jumps and Arch Effects in Natural Resource Prices. An Application to Stumpage Prices from Pacific Northwest National Forests," Cahiers de recherche 0003, Université Laval - Département d'économique.
  • Simar, L. & Wilson, P.W., 2000. "Testing Restrictions in Nonparametric Efficiency Models," Papers 0013, Catholique de Louvain - Institut de statistique.
  • Gardes, F. & Starzec, C., 2000. "Economies of Scale and Food Consumption : a Reappraisal of the Deaton-Paxson Paradox," Papiers d'Economie Mathématique et Applications 2000.08, Université Panthéon-Sorbonne (Paris 1).
  • Fairise, X. & Feve, P., 2000. "Labor Adjustment Costs and Endogenous Cycling in Dynamic General Equilibrium Models," Papiers d'Economie Mathématique et Applications 2000.57, Université Panthéon-Sorbonne (Paris 1).
  • Hunt, Lester C. & Judge, Guy & Ninomiya, Yasushi, 2003. "Underlying trends and seasonality in UK energy demand: a sectoral analysis," Energy Economics, Elsevier, vol. 25(1), pages 93-118, January.
    • Hunt, L.C. & Judge, G. & Ninomiya, Y., 2000. "Underlying Trends and Seasonality in UK Energy Demands: A Sectorial Analysis," Papers 134, Portsmouth University - Department of Economics.
  • Ulf‐G. Gerdtham & Pravin K. Trivedi, 2001. "Equity in Swedish health care reconsidered: new results based on the finite mixture model," Health Economics, John Wiley & Sons, Ltd., vol. 10(6), pages 565-572, September.
    • Gerdtham, Ulf-G. & Trivedi, Pravin K., 2000. "Equity in Swedish Health Care Reconsidered: New Results based on the Finite Mixture Model," SSE/EFI Working Paper Series in Economics and Finance 365, Stockholm School of Economics.
  • Lundbergh, Stefan & Terasvirta, Timo & van Dijk, Dick, 2003. "Time-Varying Smooth Transition Autoregressive Models," Journal of Business & Economic Statistics, American Statistical Association, vol. 21(1), pages 104-121, January.
    • Lundbergh, Stefan & Teräsvirta, Timo & van Dijk, Dick, 2000. "Time-Varying Smooth Transition Autoregressive Models," SSE/EFI Working Paper Series in Economics and Finance 376, Stockholm School of Economics.
  • Dick van Dijk & Timo Terasvirta & Philip Hans Franses, 2002. "Smooth Transition Autoregressive Models — A Survey Of Recent Developments," Econometric Reviews, Taylor & Francis Journals, vol. 21(1), pages 1-47.
    • van Dijk, D.J.C. & Terasvirta, T. & Franses, Ph.H.B.F., 2000. "Smooth transition autoregressive models - A survey of recent developments," Econometric Institute Research Papers EI 2000-23/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    • van Dijk, Dick & Teräsvirta, Timo & Franses, Philip Hans, 2000. "Smooth Transition Autoregressive Models - A Survey of Recent Developments," SSE/EFI Working Paper Series in Economics and Finance 380, Stockholm School of Economics, revised 17 Jan 2001.
  • Lundbergh, Stefan & Teräsvirta, Timo, 2000. "Forecasting with smooth transition autoregressive models," SSE/EFI Working Paper Series in Economics and Finance 390, Stockholm School of Economics.
  • de Luna, Xavier & Johansson, Per, 2000. "Testing exogeneity in cross-section regression by sorting data," Working Paper Series 2000:2, IFAU - Institute for Evaluation of Labour Market and Education Policy.
  • Byström , Hans, 2000. "Stochastic Volatility and Pricing Bias in the Swedish OMX-Index Call Option Market," Working Papers 2000:16, Lund University, Department of Economics.
  • Øyvind Eitrheim & Eilev S. Jansen & Ragnar Nymoen, 2002. "Progress from forecast failure -- the Norwegian consumption function," Econometrics Journal, Royal Economic Society, vol. 5(1), pages 40-64, June.
    • Eitrheim,O. & Jansen,E.S. & Nymoen,R., 2000. "Progress from forecast failure : the Norwegian consumption function," Memorandum 32/2000, Oslo University, Department of Economics.
  • Jesper Linde, 2001. "Testing for the Lucas Critique: A Quantitative Investigation," American Economic Review, American Economic Association, vol. 91(4), pages 986-1005, September.
    • Lindé, Jesper, 1999. "Testing for the Lucas Critique: A Quantitative Investigation," SSE/EFI Working Paper Series in Economics and Finance 311, Stockholm School of Economics, revised 25 May 2000.
    • Lindé, Jesper, 2000. "Testing for the Lucas Critique: A Quantitative Investigation," Working Paper Series 113, Sveriges Riksbank (Central Bank of Sweden).
  • Jesper Linde, 2002. "Monetary Policy Analysis in Backward-Looking Models," Annals of Economics and Statistics, GENES, issue 67-68, pages 155-182.
    • Jesper Linde, 2000. "Monetary Policy Analysis in Backward-Looking Models," Econometric Society World Congress 2000 Contributed Papers 1028, Econometric Society.
    • Lindé, Jesper, 2000. "Monetary Policy Analysis in Backward-Looking Models," Working Paper Series 114, Sveriges Riksbank (Central Bank of Sweden).
  • Jan G. De Gooijer & Kurt Brännäs, 2004. "Asymmetries in conditional mean and variance: modelling stock returns by asMA-asQGARCH," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 23(3), pages 155-171.
    • Kurt Brännäs & Jan G. de Gooijer, 2000. "Asymmetries in Conditional Mean and Variance: Modelling Stock Returns by asMA-asQGARCH," Tinbergen Institute Discussion Papers 00-049/4, Tinbergen Institute.
    • Brännäs, Kurt & de Gooijer, Jan G., 2000. "ASYMMETRIES IN CONDITIONAL MEAN AND VARIANCE: MODELLING STOCK RETURNS BY asMA-asQGARCH," Umeå Economic Studies 535, Umeå University, Department of Economics.
  • Crespo-Cuaresma, Jesus, 2000. "Forecasting European GDP Using Self-Exciting Threshold Autoregressive Models. A Warning," Economics Series 79, Institute for Advanced Studies.
  • Emil Stavrev, 2001. "A small continuous time macro-econometric model of the Czech Republic," Empirical Economics, Springer, vol. 26(4), pages 673-705.
    • Stavrev, Emil, 2000. "A Small Continuous Time Macro-Econometric Model of the Czech Republic," Transition Economics Series 18, Institute for Advanced Studies.
  • Stavrev, Emil, 2000. "A Comparative Analysis of the Czech Republic and Hungary. Using small Continuous-Time Macroeconometric Models," Transition Economics Series 19, Institute for Advanced Studies.
  • Fiorentini, Gabriele & Sentana, Enrique & Calzolari, Giorgio, 2003. "Maximum Likelihood Estimation and Inference in Multivariate Conditionally Heteroscedastic Dynamic Regression Models with Student t Innovations," Journal of Business & Economic Statistics, American Statistical Association, vol. 21(4), pages 532-546, October.
    • Fiorentini, G. & Sentana, E. & Calzolari, G., 2000. "The Score of Condionally Heteroskedastic Dynamic Regression Models with Student T Innovations, and an LM Test for Multivariate Normality," Papers 0007, Centro de Estudios Monetarios Y Financieros-.
    • Gabriele Fiorentini & Enrique Sentana & Giorgio Calzolari, 2000. "The Score Of Conditionally Heteroskedastic Dynamic Regression Models With Student T Innovations, An Lm Test For Multivariate Normality," Working Papers. Serie AD 2000-33, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
  • Jörg Döpke, 2000. "Macroeconomic Forecasts and the Nature of Economic Shocks in Germany," Kiel Working Papers 972, Kiel Institute for the World Economy.
  • LE GALLO, Julie, 2000. "Econométrie spatiale 1 -Autocorrélation spatiale," LATEC - Document de travail - Economie (1991-2003) 2000-05, LATEC, Laboratoire d'Analyse et des Techniques EConomiques, CNRS UMR 5118, Université de Bourgogne.
  • LE GALLO, Julie, 2000. "Econométrie spatiale 2 -Hétérogénéité spatiale," LATEC - Document de travail - Economie (1991-2003) 2001-01, LATEC, Laboratoire d'Analyse et des Techniques EConomiques, CNRS UMR 5118, Université de Bourgogne.
  • Gary Koop & Simon Potter, 2006. "The Vector Floor and Ceiling Model," Contributions to Economic Analysis, in: Nonlinear Time Series Analysis of Business Cycles, pages 97-131, Emerald Group Publishing Limited.
    • Gary Koop & Simon Potter, 2000. "The Vector Floor and Ceiling Model," Discussion Papers in Economics 04/15, Division of Economics, School of Business, University of Leicester.
  • Ramos Lobo, R. & Clar López, M. & Suriñach Caralt, J., 2000. "Comparación de la capacidad predictiva de los modelos de coeficientes fijos frente a variables en los modelos econométricos regionales: un análisis para Cataluña," Estudios de Economia Aplicada, Estudios de Economia Aplicada, vol. 15, pages 125-162, Agosto.
  • Saphores, J.D. & Khalaf, L. & Pelletier, D., 2000. "On Jumps and ARCH Effects in Natural Resource Prices. An Application to Stumpage Prices from Pacific Northwest National Forests," Papers 00-03, Laval - Recherche en Energie.
    • Saphores, Jean-Daniel & Khalaf, Lynda & Pelletier, Denis, 2000. "On Jumps and Arch Effects in Natural Resource Prices. An Application to Stumpage Prices from Pacific Northwest National Forests," Cahiers de recherche 0003, Université Laval - Département d'économique.
    • Saphores, Jean-Daniel & Khalaf, Lynda & Pelletier, Denis, 2000. "On Jumps and ARCH Effects in Natural Resource Prices. An Application to Stumpage Prices from Pacific Northwest National Forests," Cahiers de recherche 0003, GREEN.
  • Khalaf, Lynda & Saphores, Jean-Daniel & Bilodeau, Jean-François, 2000. "Simulation-Based Exact Tests with Unidentified Nuisance Parameters Under the Null Hypothesis: the Case of Jumps Tests in Models with Conditional Heteroskedasticity," Cahiers de recherche 0004, GREEN.
    • Khalaf, Lynda & Saphores, Jean-Daniel & Bilodeau, Jean-François, 2000. "Simulation-Based Exact Tests with Unidentified Nuisance Parameters under the Null Hypothesis : the Case of Jumps Tests in Model with Conditional Heteroskedasticity," Cahiers de recherche 0004, Université Laval - Département d'économique.
  • Saphores, Jean-Daniel & Khalaf, Lynda & Pelletier, Denis, 2000. "On Jumps and Arch Effects in Natural Resource Prices. An Application to Stumpage Prices from Pacific Northwest National Forests," Cahiers de recherche 0003, Université Laval - Département d'économique.
    • Saphores, Jean-Daniel & Khalaf, Lynda & Pelletier, Denis, 2000. "On Jumps and ARCH Effects in Natural Resource Prices. An Application to Stumpage Prices from Pacific Northwest National Forests," Cahiers de recherche 0003, GREEN.
    • Saphores, J.D. & Khalaf, L. & Pelletier, D., 2000. "On Jumps and ARCH Effects in Natural Resource Prices. An Application to Stumpage Prices from Pacific Northwest National Forests," Papers 00-03, Laval - Recherche en Energie.
  • Khalaf, Lynda & Saphores, Jean-Daniel & Bilodeau, Jean-François, 2000. "Simulation-Based Exact Tests with Unidentified Nuisance Parameters under the Null Hypothesis : the Case of Jumps Tests in Model with Conditional Heteroskedasticity," Cahiers de recherche 0004, Université Laval - Département d'économique.
    • Khalaf, Lynda & Saphores, Jean-Daniel & Bilodeau, Jean-François, 2000. "Simulation-Based Exact Tests with Unidentified Nuisance Parameters Under the Null Hypothesis: the Case of Jumps Tests in Models with Conditional Heteroskedasticity," Cahiers de recherche 0004, GREEN.
  • W.C Lo & W.S. Chan, 2000. "Diagnosing Shocks in Stock Market Returns of Greater China," Multinational Finance Journal, Multinational Finance Journal, vol. 4(3-4), pages 269-288, September.
  • Creedy, J. & Duncan, A.S. & Harris, M.N. & Scutella, R., 2000. "Wage Function: Australian Estimates Using the Income Distribution Survey," Department of Economics - Working Papers Series 761, The University of Melbourne.
  • François Gardes & Christophe Starzec, 2000. "Economies of scale and food consumption: a reappraisal of the Deaton-Paxson paradox," Cahiers de la Maison des Sciences Economiques bla00008, Université Panthéon-Sorbonne (Paris 1).
  • Strachan, Rodney W, 2003. "Valid Bayesian Estimation of the Cointegrating Error Correction Model," Journal of Business & Economic Statistics, American Statistical Association, vol. 21(1), pages 185-195, January.
    • Strachan, R., 2000. "Valid Bayesian Estimation of the Cointegrating Error Correction Model," Monash Econometrics and Business Statistics Working Papers 6/00, Monash University, Department of Econometrics and Business Statistics.
  • West, Kenneth D., 2001. "Encompassing tests when no model is encompassing," Journal of Econometrics, Elsevier, vol. 105(1), pages 287-308, November.
    • West,K.D., 1999. "Encompassing tests when no model is encompassing," Working papers 36, Wisconsin Madison - Social Systems.
    • Kenneth D. West, 2000. "Encompassing Tests When No Model Is Encompassing," NBER Technical Working Papers 0256, National Bureau of Economic Research, Inc.
  • Vasco J. Gabriel & Luis F. Martins, 2000. "The Properties of Cointegration Tests in Models with Structural Change," NIPE Working Papers 1/2000, NIPE - Universidade do Minho.
  • Vasco J. Gabriel & Luis F. Martins, 2000. "The Forecast Performance of Long Memory and Markov Switching Models," NIPE Working Papers 2/2000, NIPE - Universidade do Minho.
  • Gunnar Bardsen & Eilev Jansen & Ragnar Nymoen, 2002. "Model Specification and Inflation Forecast Uncertainty," Annals of Economics and Statistics, GENES, issue 67-68, pages 495-517.
    • Gunnar Bårdsen & Eilev S. Jansen & Ragnar Nymoen, 2000. "Model Specification and Inflation Forecast Uncertainty," Working Paper Series 1302, Department of Economics, Norwegian University of Science and Technology, revised 29 Jan 2002.
  • Gunnar Bårdsen & Ragnar Nymoen, 2003. "Testing Steady-State Implications for the NAIRU," The Review of Economics and Statistics, MIT Press, vol. 85(4), pages 1070-1075, November.
    • Gunnar Bårdsen & Ragnar Nymoen, 2000. "Testing Steady-State Implications for the NAIRU," Working Paper Series 1602, Department of Economics, Norwegian University of Science and Technology, revised 30 Apr 2002.
  • Hardle, Wolfgang & LIang, Hua & Gao, Jiti, 2000. "Partially linear models," MPRA Paper 39562, University Library of Munich, Germany, revised 01 Sep 2000.
  • Bilgili, Faik, 2000. "Forecasting the Macro Targets of Turkish Economy for the Year 2000: An Application of Box-Jenkins and Exponential Smoothing Methods," MPRA Paper 75532, University Library of Munich, Germany.
  • Liew, Venus Khim-Sen & Shitan, Mahendran & Hussain, Huzaimi, 2000. "Time series modelling and forecasting of Sarawak black pepper price," MPRA Paper 791, University Library of Munich, Germany.
  • Kyriakos Chourdakis & Elias Tzavalis, 2000. "Option Pricing with a Dividend General Equilibrium Model," Working Papers 425, Queen Mary University of London, School of Economics and Finance.
  • Kyriakos Chourdakis & Elias Tzavalis, 2000. "Option Pricing with a Dividend General Equilibrium Model," Working Papers 425, Queen Mary University of London, School of Economics and Finance.
    • Kyriakos Chourdakis & Elias Tzavalis, 2000. "Option Pricing with a Dividend General Equilibrium Model," Working Papers 425, Queen Mary University of London, School of Economics and Finance.
  • Sideris, Dimitrios, 2000. "Dealing with Methodological Problems when Testing for Purchasing Power Parity: Evidence from Greece," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 53(3), pages 389-407.
  • Moosa , Imad A. & Korczak, Marta, 2000. "The Role of Fundamentalists and Technicians in Exchange Rate Determination," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 53(1), pages 97-106.
  • Dobrescu, Emilian, 2000. "Medium-Run Scenarios Of The Romanian Economy," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 8-28, June.
  • Fernandes, Marcelo & Grammig, Joachim, 2005. "Nonparametric specification tests for conditional duration models," Journal of Econometrics, Elsevier, vol. 127(1), pages 35-68, July.
    • Fernandes, M. & Grammig, J., 2000. "Non-Parametric Specification Tests for Conditional Duration Models," Economics Working Papers eco2000/4, European University Institute.
    • Marcelo Fernandes & Joachim Grammig, 2000. "Non-Parametric Specification Tests For Conditional Duration Models," Computing in Economics and Finance 2000 40, Society for Computational Economics.
    • Fernandes, Marcelo & Grammig, Joachim, 2003. "Nonparametric specification tests for conditional duration models," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 502, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  • George Zis & Athanasios P. Papadopoulos, 2000. "A monetary analysis of the Drachma/ECU exchange rate determination, 1980-1991," Empirical Economics, Springer, vol. 25(4), pages 653-663.
  • Pål Boug & Ådne Cappelen & Anders R. Swensen, 2000. "Expectations in Export Price Formation Tests using Cointegrated VAR Models," Discussion Papers 283, Statistics Norway, Research Department.
  • Yasushi Ninomiya, 2000. "An Empirical Analysis of the Long-run Energy Demand in Japan: 1887 -1998," Surrey Energy Economics Centre (SEEC), School of Economics Discussion Papers (SEEDS) 103, Surrey Energy Economics Centre (SEEC), School of Economics, University of Surrey.
  • Lester C. Hunt & Guy Judge & Yashushi Ninomiya, 2000. "Modelling Technical Progress: An Application of the Stochastic Trend Model to UK Energy Demand," Surrey Energy Economics Centre (SEEC), School of Economics Discussion Papers (SEEDS) 99, Surrey Energy Economics Centre (SEEC), School of Economics, University of Surrey.
  • Jan G. De Gooijer & Kurt Brännäs, 2004. "Asymmetries in conditional mean and variance: modelling stock returns by asMA-asQGARCH," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 23(3), pages 155-171.
    • Brännäs, Kurt & de Gooijer, Jan G., 2000. "ASYMMETRIES IN CONDITIONAL MEAN AND VARIANCE: MODELLING STOCK RETURNS BY asMA-asQGARCH," Umeå Economic Studies 535, Umeå University, Department of Economics.
    • Kurt Brännäs & Jan G. de Gooijer, 2000. "Asymmetries in Conditional Mean and Variance: Modelling Stock Returns by asMA-asQGARCH," Tinbergen Institute Discussion Papers 00-049/4, Tinbergen Institute.
  • van Herpen, H.W.I. & Pieters, R., 2000. "Assortment Variety : Attribute versus Product-Based," Discussion Paper 2000-58, Tilburg University, Center for Economic Research.
  • Horowitz, Joel L., 2000. "Should the Dea's Stride Data Be Used for Economic Analyses of Markets for Illegal Drugs?," Working Papers 00-02, University of Iowa, Department of Economics.
  • Shintani, Mototsugu, 2001. "A simple cointegrating rank test without vector autoregression," Journal of Econometrics, Elsevier, vol. 105(2), pages 337-362, December.
    • Mototsugu Shintani, 2000. "A Simple Cointegrating Rank Test Without Vector Autoregression," Vanderbilt University Department of Economics Working Papers 0044, Vanderbilt University Department of Economics.
  • Philip M. Bodman & Mark Crosby, 2000. "Phases of the Canadian business cycle," Canadian Journal of Economics, Canadian Economics Association, vol. 33(3), pages 618-633, August.
    • Philip M. Bodman & Mark Crosby, 2000. "Phases of the Canadian business cycle," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 33(3), pages 618-633, August.
    • Bodman, P.M. & Crosby, M., 1998. "Phases of the Canadian Business Cycle," Department of Economics - Working Papers Series 640, The University of Melbourne.
  • Guglielmo Maria Caporale & Geoffrey Williams, 2000. "International Linkages in Short- and Long-Term Interest Rates," Zagreb International Review of Economics and Business, Faculty of Economics and Business, University of Zagreb, vol. 3(2), pages 39-61, November.
  • Niebuhr, Annekatrin, 2000. "Convergence and the effects of spatial interaction," HWWA Discussion Papers 110, Hamburg Institute of International Economics (HWWA).
    • Niebuhr, Annekatrin, 2001. "Convergence and the Effects of Spatial Interaction," Discussion Paper Series 26351, Hamburg Institute of International Economics.
  • Funke, Michael & Niebuhr, Annekatrin, 2000. "Spatial R&D Spillovers and Economic Growth - Evidence from West Germany," Discussion Paper Series 26396, Hamburg Institute of International Economics.
    • Funke, Michael & Niebuhr, Annekatrin, 2000. "Spatial R&D spillovers and economic growth: Evidence from West Germany," HWWA Discussion Papers 98, Hamburg Institute of International Economics (HWWA).
  • Dopke, Jorg, 2001. "Macroeconomic forecasts and the nature of economic shocks in Germany," International Journal of Forecasting, Elsevier, vol. 17(2), pages 181-201.
    • Döpke, Jörg, 2000. "Macroeconomic Forecasts and the Nature of Economic Shocks in Germany," Kiel Working Papers 972, Kiel Institute for the World Economy (IfW Kiel).
  • Luis A. Gil‐Alana & S. G. Brian Henry, 2003. "Fractional Integration and the Dynamics of UK Unemployment," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 65(2), pages 221-239, May.
    • Gil-Alaña, Luis A. & Henry, Brian, 2000. "Fractional integration and the dynamics of UK unemployment," SFB 373 Discussion Papers 2000,14, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
    • Luis A. Gil-Alana & S.G. Brian Henry, 2003. "Fractional Integration and the Dynamics of UK Unemployment," Faculty Working Papers 10/03, School of Economics and Business Administration, University of Navarra.
  • Guglielmo Maria Caporale & Luis Gil-Alana, 2002. "Unemployment and input prices: a fractional cointegration approach," Applied Economics Letters, Taylor & Francis Journals, vol. 9(6), pages 347-351.
    • Caporale, Guglielmo Maria & Gil-Alaña, Luis A., 2000. "Unemployment and input prices: A fractional cointegration approach," SFB 373 Discussion Papers 2001,56, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  • Walter Kramer & Philipp Sibbertsen, 2002. "Testing for Structural Changes in the Presence of Long Memory," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, vol. 1(3), pages 235-242, December.
    • Krämer, Walter & Sibbertsen, Philipp, 2000. "Testing for structural change in the presence of long memory," Technical Reports 2000,31, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
  • Lechner, Michael & Pfeiffer, Friedhelm & Spengler, Hannes & Almus, Matthias, 2000. "The impact of non-profit temping agencies on individual labour market success in the West German state of Rhineland-Palatinate," ZEW Discussion Papers 00-02, ZEW - Leibniz Centre for European Economic Research.
  • Marga Peeters & Paul Ghijsen, 2000. "Capital, Labour, Materials and Additional R&D Investment in Japan - The Issue of Double-Counting," Annals of Economics and Statistics, GENES, issue 58, pages 165-184.
    • Peeters, Marga & Ghijsen, Paul, 1995. "Capital, Labour, Materials and Additional R&D Investment in Japan. The Issue of (Double-) Counting," LIDAM Discussion Papers IRES 1995009, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  • Funke, Michael & Niebuhr, Annekatrin, 2000. "Spatial R&D spillovers and economic growth: Evidence from West Germany," HWWA Discussion Papers 98, Hamburg Institute of International Economics (HWWA).
    • Funke, Michael & Niebuhr, Annekatrin, 2000. "Spatial R&D Spillovers and Economic Growth - Evidence from West Germany," Discussion Paper Series 26396, Hamburg Institute of International Economics.
  • Pedro Pablo Alvarez Lois, 2000. "Asymmetries In The Capacity-Inflation Trade-Off," UFAE and IAE Working Papers 470.00, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
  • Seamus Hogan & Lise Pichette, 2000. "Some Explorations, Using Canadian Data, of the S-Variable in Akerlof, Dickens, and Perry (1996)," Staff Working Papers 00-6, Bank of Canada.
  • Carlos Huertas & Munir A. Jalil, 2000. "Relación entre el Índice de Precios del Productor (IPP) y el Indice de Precios al Consumidor," Borradores de Economia 144, Banco de la Republica de Colombia.
  • Ralph W. Bailey & A. M. Robert Taylor, 2002. "An optimal test against a random walk component in a non-orthogonal unobserved components model," Econometrics Journal, Royal Economic Society, vol. 5(2), pages 520-532, June.
    • Bailey, R.W. & Taylor, A.M.R., 2000. "An Optimal Test against a Random Walk Component in a Non-Orthogonal Unobserved Components Model," Discussion Papers 00-09, Department of Economics, University of Birmingham.
  • Saikkonen, Pentti & Ripatti, Antti, 2000. "On the Estimation of Euler Equations in the Presence of a Potential Regime Shift," Manchester School, University of Manchester, vol. 68(0), pages 92-121, Supplemen.
  • Fabio Ghironi, 2000. "Alternative Monetary Rules for a Small Open Economy: The Case of Canada," Boston College Working Papers in Economics 466, Boston College Department of Economics, revised 30 Oct 2000.
  • Basma Bekdache & Christopher F. Baum, 1999. "A re-evaluation of empirical tests of the Fisher hypothesis," Computing in Economics and Finance 1999 944, Society for Computational Economics, revised 18 Sep 2000.
    • Basma Bekdache & Christopher F. Baum, 2000. "A re-evaluation of empirical tests of the Fisher hypothesis," Boston College Working Papers in Economics 472, Boston College Department of Economics.
  • Fabio Ghironi & Alessandro Rebucci, 2000. "Monetary Rules for Emerging Market Economies," Boston College Working Papers in Economics 476, Boston College Department of Economics, revised 13 Aug 2001.
    • Alessandro Rebucci, 2004. "Monetary Rules for Emerging Market Economies," Econometric Society 2004 North American Summer Meetings 644, Econometric Society.
    • Mr. Alessandro Rebucci & Mr. Fabio Ghironi, 2002. "Monetary Rules for Emerging Market Economies," IMF Working Papers 2002/034, International Monetary Fund.
  • Munehisa Kasuya & Tomoki Tanemura, 2000. "Small Scale Bayesian VAR Modeling of the Japanese Macro Economy Using the Posterior Information Criterion and Monte Carlo Experiments," Bank of Japan Working Paper Series Research and Statistics D, Bank of Japan.
  • Di Tommaso, M.L. & Weeks, M., 2000. "Decision Structures and Discrete Choices: An Application to Labour Market Participation and Fertility," Cambridge Working Papers in Economics 0009, Faculty of Economics, University of Cambridge.
  • Dridi, Ramdan & Renault, Eric, 2000. "Semi-parametric indirect inference," LSE Research Online Documents on Economics 6864, London School of Economics and Political Science, LSE Library.
    • Ramdan Dridi & Eric Renault, 2000. "Semi-Parametric Indirect Inference," STICERD - Econometrics Paper Series 392, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  • Jan Hanousek & Jaromir Antoch, 2000. "Model Selection and Simplification Using Lattices," CERGE-EI Working Papers wp164, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
    • Jaromir Antoch & Jan Hanousek, 2001. "Model Selection and Simplification Using Lattices," Econometrics 0012004, University Library of Munich, Germany.
  • Jan-Egbert Sturm, 2000. "No Need to Run Millions of Regressions," CESifo Working Paper Series 288, CESifo.
  • Dufour, Jean-Marie & Khalaf, Lynda, 2002. "Exact tests for contemporaneous correlation of disturbances in seemingly unrelated regressions," Journal of Econometrics, Elsevier, vol. 106(1), pages 143-170, January.
    • DUFOUR, Jean-Marie & KHALAF, Lynda, 2000. "Exact Tests for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions," Cahiers de recherche 2000-11, Universite de Montreal, Departement de sciences economiques.
    • Jean-Marie Dufour & Lynda Khalaf, 2000. "Exact Tests for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions," CIRANO Working Papers 2000s-16, CIRANO.
    • Dufour, J.M. & Khalaf, L., 2000. "Exact Tests for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions," Cahiers de recherche 2000-11, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  • Philip M. Bodman & Mark Crosby, 2000. "Phases of the Canadian business cycle," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 33(3), pages 618-633, August.
    • Philip M. Bodman & Mark Crosby, 2000. "Phases of the Canadian business cycle," Canadian Journal of Economics, Canadian Economics Association, vol. 33(3), pages 618-633, August.
    • Bodman, P.M. & Crosby, M., 1998. "Phases of the Canadian Business Cycle," Department of Economics - Working Papers Series 640, The University of Melbourne.
  • LUBRANO, Michel, 2000. "Bayesian non-linear modellings of the short term US interest rate: the help of non-parametric tools," LIDAM Discussion Papers CORE 2000038, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Bauwens, Luc & Giot, Pierre & Grammig, Joachim & Veredas, David, 2004. "A comparison of financial duration models via density forecasts," International Journal of Forecasting, Elsevier, vol. 20(4), pages 589-609.
    • Luc Bauwens & Pierre Giot & Joachim Grammig & David Veredas, 2000. "A Comparison of Financial Duration Models via Density Forecasts," Econometric Society World Congress 2000 Contributed Papers 0810, Econometric Society.
    • Luc Bauwens & Pierre Giot & Joachim Grammig & David Veredas, 2004. "A comparison of financial duration models via density forecast," ULB Institutional Repository 2013/136218, ULB -- Universite Libre de Bruxelles.
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    • BAUWENS, Luc & GIOT, Pierre & GRAMMIG, Joachim & VEREDAS, David, 2004. "A comparison of financial duration models via density forecasts," LIDAM Reprints CORE 1746, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Francis X. Diebold & Lutz Kilian, 2001. "Measuring predictability: theory and macroeconomic applications," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(6), pages 657-669.
    • Francis X. Diebold & Lutz Kilian, "undated". "Measuring Predictability: Theory and Macroeconomic Applications," CARESS Working Papres 97-19, University of Pennsylvania Center for Analytic Research and Economics in the Social Sciences.
    • Diebold, Francis & Kilian, Lutz, 2000. "Measuring Predictability: Theory And Macroeconomic Applications," CEPR Discussion Papers 2424, C.E.P.R. Discussion Papers.
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    • Francis X. Diebold & Lutz Kilian, 1997. "Measuring Predictability: Theory and Macroeconomic Applications," NBER Technical Working Papers 0213, National Bureau of Economic Research, Inc.
    • Francis X. Diebold & Lutz Kilian, 1998. "Measuring Predictability: Theory and Macroeconomic Applications," Working Papers 98-16, New York University, Leonard N. Stern School of Business, Department of Economics.
  • Jushan Bai, 2000. "Vector Autoregressive Models with Structural Changes in Regression Coefficients and in Variance-Covariance Matrices," Annals of Economics and Finance, Society for AEF, vol. 1(2), pages 303-339, November.
    • Jushan Bai, 1999. "Vector Autoregressive Models with Structural Changes in Regression Coefficients and in Variance-Covariance Matrices," CEMA Working Papers 24, China Economics and Management Academy, Central University of Finance and Economics, revised Oct 2000.
  • Yanqin Fan & Paul Rilstone, 2000. "A Consistent Test for the Parametric Specification of the Hazard Function," CEMA Working Papers 44, China Economics and Management Academy, Central University of Finance and Economics, revised Apr 2001.
  • Lavergne, Pascal & Vuong, Quang, 2000. "Nonparametric Significance Testing," Econometric Theory, Cambridge University Press, vol. 16(4), pages 576-601, August.
    • Lavergne, Pascal & Vuong, Quang, 1998. "Nonparametric significance testing," SFB 373 Discussion Papers 1998,75, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  • Jean-Christophe Dumont, 2000. "Estimer la relation entre invalidité et emploi dans le cas de Madagascar," Working Papers DT/2000/05, DIAL (Développement, Institutions et Mondialisation).
  • Kirstin Hubrich & Peter J. G. Vlaar, 2000. "Germany and the Euro Area: Differences in the Transmission Process of Monetary Policy," Econometric Society World Congress 2000 Contributed Papers 1802, Econometric Society, revised 08 Nov 2000.
    • K.S.E.M. Hubrich & P.J.G. Vlaar, 2000. "Germany and the euro area: differences in the transmission process of monetary policy," WO Research Memoranda (discontinued) 613, Netherlands Central Bank, Research Department.
  • Anindya Banerjee, 2001. "Industry structure and the dynamics of price adjustment," Applied Economics, Taylor & Francis Journals, vol. 33(15), pages 1889-1901.
    • Banerjee, A. & Russell, B., 2000. "Industry Structure and the Dynamics of Price Adjustment," Economics Working Papers eco2000/22, European University Institute.
    • Anindya Banerjee & Bill Russell, 2000. "Industry Structure and the Dynamics of Price Adjstment," Dundee Discussion Papers in Economics 121, Economic Studies, University of Dundee.
  • Banerjee, A. & Russell, B., 1999. "The Relationship Between the Markup and Inflation in the G7 Plus One Economies," Economics Series Working Papers 99205, University of Oxford, Department of Economics.
    • Anindya Banerjee & Bill Russell, 2000. "The Relationship Between the Markup and Inflation in the G7 Plus One Economies," Econometric Society World Congress 2000 Contributed Papers 0242, Econometric Society.
    • Banerjee, A. & Russell, B., 2000. "The Relationship between the Markup and Inflation in the G7 plus One Economies," Economics Working Papers eco2000/7, European University Institute.
  • Bauwens, Luc & Giot, Pierre & Grammig, Joachim & Veredas, David, 2004. "A comparison of financial duration models via density forecasts," International Journal of Forecasting, Elsevier, vol. 20(4), pages 589-609.
    • BAUWENS , Luc & GIOT, Pierre & GRAMMIG, Joachim & VEREDAS, David, 2000. "A comparison of financial duration models via density forecasts," LIDAM Discussion Papers CORE 2000060, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    • Luc Bauwens & Pierre Giot & Joachim Grammig & David Veredas, 2004. "A comparison of financial duration models via density forecast," ULB Institutional Repository 2013/136218, ULB -- Universite Libre de Bruxelles.
    • BAUWENS, Luc & GIOT, Pierre & GRAMMIG, Joachim & VEREDAS, David, 2004. "A comparison of financial duration models via density forecasts," LIDAM Reprints CORE 1746, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    • Luc Bauwens & Pierre Giot & Joachim Grammig & David Veredas, 2000. "A Comparison of Financial Duration Models via Density Forecasts," Econometric Society World Congress 2000 Contributed Papers 0810, Econometric Society.
  • Jesper Linde, 2002. "Monetary Policy Analysis in Backward-Looking Models," Annals of Economics and Statistics, GENES, issue 67-68, pages 155-182.
    • Lindé, Jesper, 2000. "Monetary Policy Analysis in Backward-Looking Models," Working Paper Series 114, Sveriges Riksbank (Central Bank of Sweden).
    • Jesper Linde, 2000. "Monetary Policy Analysis in Backward-Looking Models," Econometric Society World Congress 2000 Contributed Papers 1028, Econometric Society.
  • Kirstin Hubrich & Peter J. G. Vlaar, 2000. "Germany and the Euro Area: Differences in the Transmission Process of Monetary Policy," Econometric Society World Congress 2000 Contributed Papers 1802, Econometric Society, revised 08 Nov 2000.
  • Richard W P Holt, 2000. "Two Cheers for the Aggregated (S, s) Model!," Edinburgh School of Economics Discussion Paper Series 56, Edinburgh School of Economics, University of Edinburgh.
  • Brooks, Chris & Henry, Olan T., 2000. "Can portmanteau nonlinearity tests serve as general mis-specification tests?: Evidence from symmetric and asymmetric GARCH models," Economics Letters, Elsevier, vol. 67(3), pages 245-251, June.
    • Brooks, C. & Henry, O.T., 1999. "Can Portemanteau Nonlinearity Tests Serve as General Mis-Specification Tests? Evidence from Symmetric and Asymmetric GARCH Models," Department of Economics - Working Papers Series 723, The University of Melbourne.
  • Hansen, Bruce E., 2000. "Testing for structural change in conditional models," Journal of Econometrics, Elsevier, vol. 97(1), pages 93-115, July.
    • Bruce E. Hansen, 1998. "Testing for Structural Change in Conditional Models," Boston College Working Papers in Economics 310., Boston College Department of Economics.
    • Tom Doan, "undated". "RATS programs to replicate structural break test with Hansen's fixed regressor bootstrap," Statistical Software Components RTZ00089, Boston College Department of Economics.
    • Tom Doan, "undated". "REGHBREAK: RATS procedure to perform structural break test with bootstrapped p-values," Statistical Software Components RTS00176, Boston College Department of Economics.
  • Koop, Gary & Dijk, Herman K. Van, 2000. "Testing for integration using evolving trend and seasonals models: A Bayesian approach," Journal of Econometrics, Elsevier, vol. 97(2), pages 261-291, August.
    • Gary Koop & Herman K. van Dijk & Henk Hoek, 1997. "Testing for Integration using Evolving Trend and Seasonals Models: A Bayesian Approach," Tinbergen Institute Discussion Papers 97-078/4, Tinbergen Institute.
    • Koop, G. & van Dijk, H.K., 1999. "Testing for integration using evolving trend and seasonal models: A Bayesian approach," Econometric Institute Research Papers EI 9934/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    • Gary Koop & Herman K. van Dijk, 1999. "Testing for Integration using Evolving Trend and Seasonals Models: A Bayesian Approach," Tinbergen Institute Discussion Papers 99-072/4, Tinbergen Institute.
  • Godby, Rob & Lintner, Anastasia M. & Stengos, Thanasis & Wandschneider, Bo, 2000. "Testing for asymmetric pricing in the Canadian retail gasoline market," Energy Economics, Elsevier, vol. 22(3), pages 349-368, June.
    • Godby, R. & Stengos, T. & Wandsschneider, B., 1997. "Testing for Asymmetric Pricing in the Canadian Retail Gasoline Market," Working Papers 1997-4, University of Guelph, Department of Economics and Finance.
  • Jondeau, Eric & Rockinger, Michael, 2000. "Reading the smile: the message conveyed by methods which infer risk neutral densities," Journal of International Money and Finance, Elsevier, vol. 19(6), pages 885-915, December.
    • Michael Rockinger & Eric Jondeau, 1997. "Reading the Smile: The Message Conveyed by Methods which Infer Risk Neutral Densities," Working Papers hal-00601591, HAL.
    • Jondeau, Eric & Rockinger, Michael, 1998. "Reading the Smile: The Message Conveyed by Methods which Infer Risk Neutral Densities," CEPR Discussion Papers 2009, C.E.P.R. Discussion Papers.
  • Perez-Quiros, Gabriel & Timmermann, Allan, 2001. "Business cycle asymmetries in stock returns: Evidence from higher order moments and conditional densities," Journal of Econometrics, Elsevier, vol. 103(1-2), pages 259-306, July.
    • Allan Timmermann & Gabriel Perez-Quiros, 2000. "Business Cycle Asymmetries in Stock Returns: Evidence from Higher Order Moments and Conditional Densities," FMG Discussion Papers dp360, Financial Markets Group.
    • Perez-Quiros, G. & Timmermann, A., 2001. "Business Cycle Asymmetries in Stock Returns: Evidence from Higher Order Moments and Conditional Densities," Papers 58, Quebec a Montreal - Recherche en gestion.
    • Pérez Quirós, Gabriel & Timmermann, Allan, 2001. "Business cycle asymmetries in stock returns: evidence from higher order moments and conditional densities," Working Paper Series 58, European Central Bank.
    • Perez-Quiros, Gabriel & Timmermann, Allan, 2000. "Business cycle asymmetries in stock returns: evidence from higher order moments and conditional densities," LSE Research Online Documents on Economics 119098, London School of Economics and Political Science, LSE Library.
  • Dridi, Ramdan, 2000. "Simulated asymptotic least squares theory," LSE Research Online Documents on Economics 6861, London School of Economics and Political Science, LSE Library.
  • Ramdan Dridi & Eric Renault, 2000. "Semi-Parametric Indirect Inference," STICERD - Econometrics Paper Series 392, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
    • Dridi, Ramdan & Renault, Eric, 2000. "Semi-parametric indirect inference," LSE Research Online Documents on Economics 6864, London School of Economics and Political Science, LSE Library.
  • George Hondroyiannis & Evangelia Papapetrou, 2000. "Sources of Output Volatility in Greece," Ekonomia, Cyprus Economic Society and University of Cyprus, vol. 4(2), pages 156-172, Winter.
  • Dick van Dijk & Timo Terasvirta & Philip Hans Franses, 2002. "Smooth Transition Autoregressive Models — A Survey Of Recent Developments," Econometric Reviews, Taylor & Francis Journals, vol. 21(1), pages 1-47.
    • van Dijk, Dick & Teräsvirta, Timo & Franses, Philip Hans, 2000. "Smooth Transition Autoregressive Models - A Survey of Recent Developments," SSE/EFI Working Paper Series in Economics and Finance 380, Stockholm School of Economics, revised 17 Jan 2001.
    • van Dijk, D.J.C. & Terasvirta, T. & Franses, Ph.H.B.F., 2000. "Smooth transition autoregressive models - A survey of recent developments," Econometric Institute Research Papers EI 2000-23/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Kyrtsou, C. & Terraza, V., 2000. "Volatility Behaviour in Emerging Markets: A Case Study of the Athens Stock Exchange, Using Daily and Intra-Daily Data," European Research Studies Journal, European Research Studies Journal, vol. 0(3-4), pages 3-16, July - De.
  • Johansen, S., 2000. "A Small Sample Correction of the Test for Cointegrating Rank in the Vector Autoregressive Model," Economics Working Papers eco2000/15, European University Institute.
  • Banerjee, A. & Russell, B., 2000. "The Markup and the Business Cycle Reconsidered," Economics Working Papers eco2000/21, European University Institute.
  • Anindya Banerjee, 2001. "Industry structure and the dynamics of price adjustment," Applied Economics, Taylor & Francis Journals, vol. 33(15), pages 1889-1901.
    • Anindya Banerjee & Bill Russell, 2000. "Industry Structure and the Dynamics of Price Adjstment," Dundee Discussion Papers in Economics 121, Economic Studies, University of Dundee.
    • Banerjee, A. & Russell, B., 2000. "Industry Structure and the Dynamics of Price Adjustment," Economics Working Papers eco2000/22, European University Institute.
  • Fernandes, Marcelo & Grammig, Joachim, 2005. "Nonparametric specification tests for conditional duration models," Journal of Econometrics, Elsevier, vol. 127(1), pages 35-68, July.
    • Marcelo Fernandes & Joachim Grammig, 2000. "Non-Parametric Specification Tests For Conditional Duration Models," Computing in Economics and Finance 2000 40, Society for Computational Economics.
    • Fernandes, M. & Grammig, J., 2000. "Non-Parametric Specification Tests for Conditional Duration Models," Economics Working Papers eco2000/4, European University Institute.
    • Fernandes, Marcelo & Grammig, Joachim, 2003. "Nonparametric specification tests for conditional duration models," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 502, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  • Banerjee, A. & Russell, B., 1999. "The Relationship Between the Markup and Inflation in the G7 Plus One Economies," Economics Series Working Papers 99205, University of Oxford, Department of Economics.
    • Banerjee, A. & Russell, B., 2000. "The Relationship between the Markup and Inflation in the G7 plus One Economies," Economics Working Papers eco2000/7, European University Institute.
    • Anindya Banerjee & Bill Russell, 2000. "The Relationship Between the Markup and Inflation in the G7 Plus One Economies," Econometric Society World Congress 2000 Contributed Papers 0242, Econometric Society.

  1999

  • Hughes, Anthony W. & King, Maxwell L. & Kwek, Kian Teng, 2004. "Selecting the order of an ARCH model," Economics Letters, Elsevier, vol. 83(2), pages 269-275, May.
    • Anthony W. Hughes & Maxwell L. King & Kwek Kian Teng, 1999. "Selecting the Order of an ARCH Model," School of Economics and Public Policy Working Papers 1999-01, University of Adelaide, School of Economics and Public Policy.
  • Milas, C. & Otero, J., 1999. "Identification and Estimation of a Labour Market Model for the Tradeables Sector: the Greek Case," The Warwick Economics Research Paper Series (TWERPS) 528, University of Warwick, Department of Economics.
    • Milas, Costas & Otero, Jesus G., 1999. "Identification And Estimation Of A Labour Market Model For The Tradeables Sector: The Greek Case," Economic Research Papers 269250, University of Warwick - Department of Economics.
  • Patricia Botargués & Diego Petrecolla, 1999. "Estimaciones paramétricas y no paramétricas del ingreso de los ocupados del Gran Buenos Aires," Económica, Instituto de Investigaciones Económicas, Facultad de Ciencias Económicas, Universidad Nacional de La Plata, vol. 0(1), pages 13-34, January-J.
  • West, Kenneth D., 2001. "Encompassing tests when no model is encompassing," Journal of Econometrics, Elsevier, vol. 105(1), pages 287-308, November.
    • West,K.D., 1999. "Encompassing tests when no model is encompassing," Working papers 36, Wisconsin Madison - Social Systems.
    • Kenneth D. West, 2000. "Encompassing Tests When No Model Is Encompassing," NBER Technical Working Papers 0256, National Bureau of Economic Research, Inc.
  • Des Mc Manus & David Watt, 1999. "Estimating One-Factor Models of Short-Term Interest Rates," Staff Working Papers 99-18, Bank of Canada.
  • Hernán Rincón, 1999. "Testing the Short-Long-Run Exchange Rate Effects on Trade Balance: The Case of Colombia," Borradores de Economia 120, Banco de la Republica de Colombia.
  • Luis Eduardo Arango & Andrés González, 1999. "A Nonlinear Specification Of Demand For Narrow Money In Colombia," Borradores de Economia 1894, Banco de la Republica.
    • Luis Eduardo Arango & Andrés González, 1999. "A Nonlinear Specification of Demand for Narrow Money in Colombia," Borradores de Economia 135, Banco de la Republica de Colombia.
  • Koop, Gary & Potter, Simon M, 1999. "Dynamic Asymmetries in U.S. Unemployment," Journal of Business & Economic Statistics, American Statistical Association, vol. 17(3), pages 298-312, July.
    • Gary Koop & Simon M. Potter, 1998. "Dynamic asymmetries in US unemployment," Edinburgh School of Economics Discussion Paper Series 15, Edinburgh School of Economics, University of Edinburgh.
  • Ryan Sullivan & Allan Timmermann & Halbert White, 1999. "Data‐Snooping, Technical Trading Rule Performance, and the Bootstrap," Journal of Finance, American Finance Association, vol. 54(5), pages 1647-1691, October.
    • Sullivan, Ryan & Timmermann, Allan & White, Halbert, 1998. "Data snooping, technical trading, rule performance, and the bootstrap," LSE Research Online Documents on Economics 119144, London School of Economics and Political Science, LSE Library.
    • Sullivan, Ryan & Timmermann, Allan G & White, Halbert, 1998. "Data-Snooping, Technical Trading Rule Performance and the Bootstrap," CEPR Discussion Papers 1976, C.E.P.R. Discussion Papers.
    • Allan Timmermann & Halbert White & Ryan Sullivan, 1998. "Data-Snooping, Technical Trading, Rule Performance and the Bootstrap," FMG Discussion Papers dp303, Financial Markets Group.
  • A. Fielding, 1999. "Why use arbitrary points scores?: ordered categories in models of educational progress," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 162(3), pages 303-328.
  • Ireland, Peter N., 2004. "A method for taking models to the data," Journal of Economic Dynamics and Control, Elsevier, vol. 28(6), pages 1205-1226, March.
    • Peter Ireland, 1999. "A Method for Taking Models to the Data," Computing in Economics and Finance 1999 1233, Society for Computational Economics.
    • Peter N. Ireland, 1999. "A Method for Taking Models to the Data," Boston College Working Papers in Economics 421, Boston College Department of Economics.
    • Peter N. Ireland, 1999. "A method for taking models to the data," Working Papers (Old Series) 9903, Federal Reserve Bank of Cleveland.
    • Peter Ireland, 1999. "Matlab code for A Method for Taking Models to the Data," QM&RBC Codes 46, Quantitative Macroeconomics & Real Business Cycles.
  • Pentti Saikkonen & Antti Ripatti, 2000. "On the Estimation of Euler Equations in the Presence of a Potential Regime Shift," Manchester School, University of Manchester, vol. 68(s1), pages 92-121.
    • Saikkonen, Pentti & Ripatti, Antti, 1999. "On the estimation of Euler equations in the presence of a potential regime shift," Research Discussion Papers 6/1999, Bank of Finland.
  • George Kapetanios, 2001. "Model Selection in Threshold Models," Journal of Time Series Analysis, Wiley Blackwell, vol. 22(6), pages 733-754, November.
    • Kapetanios, G., 1999. "Model Selection in Threshold Models," Cambridge Working Papers in Economics 9906, Faculty of Economics, University of Cambridge.
  • Pesaran, M. H. & Weeks, M., 1999. "Non-nested Hypothesis Testing: An Overview," Cambridge Working Papers in Economics 9918, Faculty of Economics, University of Cambridge.
  • DUFOUR, Jean-Marie & FARHAT, Abdeljelil, 2001. "Exact Nonparametric Two-Sample Homogeneity Tests for Possibly Discrete Distributions," Cahiers de recherche 2001-23, Universite de Montreal, Departement de sciences economiques.
    • Jean-Marie Dufour & Abdeljelil Farhat, 2001. "Exact Nonparametric Two-Sample Homogeneity Tests for Possibly Discrete Distributions," CIRANO Working Papers 2001s-56, CIRANO.
    • Dufour, J.M. & Farhat, A., 2001. "Exact Nonparametric Two-Sample Homogeneity Tests for Possibly Discrete Distributions," Cahiers de recherche 2001-23, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  • Meddahi, N., 2001. "An Eigenfunction Approach for Volatility Modeling," Cahiers de recherche 2001-29, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
    • Nour Meddahi, 2001. "An Eigenfunction Approach for Volatility Modeling," CIRANO Working Papers 2001s-70, CIRANO.
    • MEDDAHI, Nour, 2001. "An Eigenfunction Approach for Volatility Modeling," Cahiers de recherche 2001-29, Universite de Montreal, Departement de sciences economiques.
  • Goncalves, Silvia & Kilian, Lutz, 2004. "Bootstrapping autoregressions with conditional heteroskedasticity of unknown form," Journal of Econometrics, Elsevier, vol. 123(1), pages 89-120, November.
    • Kilian, Lutz & Gonçalves, Sílvia, 2002. "Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form," Discussion Paper Series 1: Economic Studies 2002,26, Deutsche Bundesbank.
    • Silvia Gonçalves & Lutz Kilian, 2003. "Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form," CIRANO Working Papers 2003s-17, CIRANO.
    • Gonçalves, Sí­lvia & Kilian, Lutz, 2002. "Bootstrapping autoregressions with conditional heteroskedasticity of unknown form," Working Paper Series 196, European Central Bank.
    • GONÇALVES, Silvia & KILIAN, Lutz, 2003. "Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form," Cahiers de recherche 2003-01, Universite de Montreal, Departement de sciences economiques.
    • Gonçalves, Sílvia & KILIAN, Lutz, 2003. "Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form," Cahiers de recherche 01-2003, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  • Laurent, Sébastien & Rombouts, Jeroen V.K. & Violante, Francesco, 2013. "On loss functions and ranking forecasting performances of multivariate volatility models," Journal of Econometrics, Elsevier, vol. 173(1), pages 1-10.
    • Sébastien Laurent & Jeroen V.K. Rombouts & Francesco Violante, 2009. "On Loss Functions and Ranking Forecasting Performances of Multivariate Volatility Models," Cahiers de recherche 0948, CIRPEE.
    • Sébastien Laurent & Jeroen Rombouts & Francesco Violente, 2009. "On Loss Functions and Ranking Forecasting Performances of Multivariate Volatility Models," CIRANO Working Papers 2009s-45, CIRANO.
  • Louis Lévy-Garboua & Claude Montmarquette, 1996. "Cognition In Seemingly Riskless Choices And Judgments," Rationality and Society, , vol. 8(2), pages 167-185, May.
    • Levy-Garboua, L. & Montmarquette, C., 1995. "Cognition in Seemingly Riskless Choices and Judgments," Papiers du Laboratoire de Microéconomie Appliquée 1995-04, Université Panthéon-Sorbonne (Paris 1).
    • Louis Lévy-Garboua & Claude Montmarquette, 1996. "Cognition in Seemingly Riskless Choices and Judgments," CIRANO Working Papers 96s-01, CIRANO.
    • Levy-Garboua, L. & Montmarquette, C., 1996. "Cognition in Seemingly Riskless Choices and Judgments," Cahiers de recherche 9602, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
    • Levy-Garboua, L. & Montmarquette, C., 1996. "Cognition in Seemingly Riskless Choices and Judgments," Cahiers de recherche 9602, Universite de Montreal, Departement de sciences economiques.
  • Mikhail Chernov & A. Ronald Gallant & Eric Ghysels & George Tauchen, 1999. "A New Class of Stochastic Volatility Models with Jumps: Theory and Estimation," CIRANO Working Papers 99s-48, CIRANO.
  • Luis Eduardo Arango & Andrés González, 1999. "A Nonlinear Specification of Demand for Narrow Money in Colombia," Borradores de Economia 135, Banco de la Republica de Colombia.
    • Luis Eduardo Arango & Andrés González, 1999. "A Nonlinear Specification Of Demand For Narrow Money In Colombia," Borradores de Economia 1894, Banco de la Republica.
  • Chesher, Andrew & Dhaene, Geert & Gouriéroux, Christian & Scaillet, Olivier, 1999. "Bartlett Identities Tests," LIDAM Discussion Papers IRES 1999019, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
    • CHESHER, Andrew & DHAENE, Geert & GOURIEROUX, Christian & SCAILLET, Olivier, 1999. "Bartlett identities tests," LIDAM Discussion Papers CORE 1999039, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    • Andrew Chesher & Geert Dhaene & Christian Gourieroux & Olivier Scaillet, 1999. "Bartlett Identities Tests," Working Papers 99-32, Center for Research in Economics and Statistics.
  • Kuo, Biing-Shen & Mikkola, Anne, 1999. "How Sure Are We About PPP? Panel Evidence with the Null of Stationary Real Exchange Rates," CEPR Discussion Papers 2120, C.E.P.R. Discussion Papers.
  • Carlo A. Favero & Riccardo Rovelli, "undated". "Modeling and identifying central banks' preferences," Working Papers 148, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
    • Favero, Carlo A. & Rovelli, Riccardo, 1999. "Modelling and Identifying Central Banks' Preferences," CEPR Discussion Papers 2178, C.E.P.R. Discussion Papers.
  • Chesher, Andrew & Dhaene, Geert & Gouriéroux, Christian & Scaillet, Olivier, 1999. "Bartlett Identities Tests," LIDAM Discussion Papers IRES 1999019, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
    • Andrew Chesher & Geert Dhaene & Christian Gourieroux & Olivier Scaillet, 1999. "Bartlett Identities Tests," Working Papers 99-32, Center for Research in Economics and Statistics.
    • CHESHER, Andrew & DHAENE, Geert & GOURIEROUX, Christian & SCAILLET, Olivier, 1999. "Bartlett identities tests," LIDAM Discussion Papers CORE 1999039, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Stefan Profit & Stefan Sperlich, 2004. "Non-uniformity of job-matching in a transition economy - A nonparametric analysis for the Czech Republic," Applied Economics, Taylor & Francis Journals, vol. 36(7), pages 695-714.
    • Profit, Stefan & Sperlich, Stefan, 1998. "Non-uniformity of job-matching in a transition economy: A nonparametric analysis for the Czech Republic," SFB 373 Discussion Papers 1998,15, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
    • Profit, Stefan & Sperlich, Stefan, 1999. "Non-uniformity of job-matching in a transition economy- a nonparametric analysis for the czech republic," DES - Working Papers. Statistics and Econometrics. WS 6287, Universidad Carlos III de Madrid. Departamento de Estadística.
  • CHESHER, Andrew & DHAENE, Geert & GOURIEROUX, Christian & SCAILLET, Olivier, 1999. "Bartlett identities tests," LIDAM Discussion Papers CORE 1999039, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    • Chesher, Andrew & Dhaene, Geert & Gouriéroux, Christian & Scaillet, Olivier, 1999. "Bartlett Identities Tests," LIDAM Discussion Papers IRES 1999019, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
    • Andrew Chesher & Geert Dhaene & Christian Gourieroux & Olivier Scaillet, 1999. "Bartlett Identities Tests," Working Papers 99-32, Center for Research in Economics and Statistics.
  • Jushan Bai, 2000. "Vector Autoregressive Models with Structural Changes in Regression Coefficients and in Variance-Covariance Matrices," Annals of Economics and Finance, Society for AEF, vol. 1(2), pages 303-339, November.
    • Jushan Bai, 1999. "Vector Autoregressive Models with Structural Changes in Regression Coefficients and in Variance-Covariance Matrices," CEMA Working Papers 24, China Economics and Management Academy, Central University of Finance and Economics, revised Oct 2000.
  • Donald W.K. Andrews & Biao Lu, 1999. "Consistent Model and Moment Selection Criteria for GMM Estimation with Applications to Dynamic Panel Data Models," Cowles Foundation Discussion Papers 1233, Cowles Foundation for Research in Economics, Yale University.
  • Peter N. Ireland, 1999. "A method for taking models to the data," Working Papers (Old Series) 9903, Federal Reserve Bank of Cleveland.
    • Peter N. Ireland, 1999. "A Method for Taking Models to the Data," Boston College Working Papers in Economics 421, Boston College Department of Economics.
    • Peter Ireland, 1999. "A Method for Taking Models to the Data," Computing in Economics and Finance 1999 1233, Society for Computational Economics.
    • Peter Ireland, 1999. "Matlab code for A Method for Taking Models to the Data," QM&RBC Codes 46, Quantitative Macroeconomics & Real Business Cycles.
  • Donald W. K. Andrews, 1999. "Consistent Moment Selection Procedures for Generalized Method of Moments Estimation," Econometrica, Econometric Society, vol. 67(3), pages 543-564, May.
    • Donald W.K. Andrews, 1997. "Consistent Moment Selection Procedures for Generalized Method of Moments Estimation," Cowles Foundation Discussion Papers 1146R, Cowles Foundation for Research in Economics, Yale University.
  • Carmen Fernández & Eduardo Ley & Mark F. J. Steel, 2002. "Bayesian modelling of catch in a north‐west Atlantic fishery," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 51(3), pages 257-280, July.
    • Carmen Fernandez & Eduardo Ley & Mark F J Steel, 1999. "Bayesian modelling of catch in a Northwest Atlantic Fishery," Edinburgh School of Economics Discussion Paper Series 20, Edinburgh School of Economics, University of Edinburgh, revised Nov 2001.
    • Carmen Fernandez & Eduardo Ley & Mark F J Steel, 2001. "Bayesian modelling of catch in a Northwest Atlantic Fishery," Edinburgh School of Economics Discussion Paper Series 67, Edinburgh School of Economics, University of Edinburgh, revised Nov 2001.
    • Carmen Fernandez & Eduardo Ley & Mark Steel, 2001. "Bayesian Modelling of Catch in a Northwest Atlantic Fishery," Econometrics 0110003, University Library of Munich, Germany, revised 23 Nov 2001.
  • Eduardo Ley & Mark F J Steel, 1999. "We have just averaged over two trillion cross-country growth regressions," Edinburgh School of Economics Discussion Paper Series 43, Edinburgh School of Economics, University of Edinburgh.
  • Rahbek, Anders & Christian Kongsted, Hans & Jorgensen, Clara, 1999. "Trend stationarity in the I(2) cointegration model," Journal of Econometrics, Elsevier, vol. 90(2), pages 265-289, June.
    • Clara Jørgensen & Hans Christian Kongsted & Anders Rahbek, 1996. "Trend-Stationarity in the I(2) Cointegration Model," Discussion Papers 96-12, University of Copenhagen. Department of Economics.
  • Lumsdaine, Robin L. & Ng, Serena, 1999. "Testing for ARCH in the presence of a possibly misspecified conditional mean," Journal of Econometrics, Elsevier, vol. 93(2), pages 257-279, December.
    • Robin L. Lumsdaine & Serena Ng, 1998. "Testing for ARCH in the Presence of a Possibly Misspecified Conditional Mean," Boston College Working Papers in Economics 370, Boston College Department of Economics.
  • Steven B. Caudill & Randall G. Holcombe, 1999. "Specification Search and Levels of Significance in Econometric Models," Eastern Economic Journal, Eastern Economic Association, vol. 25(3), pages 289-300, Summer.
  • Koop, Gary & Dijk, Herman K. Van, 2000. "Testing for integration using evolving trend and seasonals models: A Bayesian approach," Journal of Econometrics, Elsevier, vol. 97(2), pages 261-291, August.
    • Gary Koop & Herman K. van Dijk & Henk Hoek, 1997. "Testing for Integration using Evolving Trend and Seasonals Models: A Bayesian Approach," Tinbergen Institute Discussion Papers 97-078/4, Tinbergen Institute.
    • Koop, G. & van Dijk, H.K., 1999. "Testing for integration using evolving trend and seasonal models: A Bayesian approach," Econometric Institute Research Papers EI 9934/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    • Gary Koop & Herman K. van Dijk, 1999. "Testing for Integration using Evolving Trend and Seasonals Models: A Bayesian Approach," Tinbergen Institute Discussion Papers 99-072/4, Tinbergen Institute.
  • Lawrence J. Christiano & Robert J. Vigfusson, 1999. "Maximum Likelihood in the Frequency Domain: A Time to Build Example," NBER Working Papers 7027, National Bureau of Economic Research, Inc.
    • Lawrence J. Christiano & Robert J. Vigfusson, 1999. "Maximum likelihood in the frequency domain: a time to build example," Working Papers (Old Series) 9901, Federal Reserve Bank of Cleveland.
    • Lawrence J. Christiano & Robert J. Vigfusson, 1999. "Maximum likelihood in the frequency domain: a time to build example," Working Paper Series WP-99-4, Federal Reserve Bank of Chicago.
    • Christiano, L.J. & Vigfusson, R.J., 1999. "Maximum Likelihood in the Frequency Domain: a Time to Build Example," Papers 9901, London School of Economics - Centre for Labour Economics.
  • Ireland, Peter N., 2004. "A method for taking models to the data," Journal of Economic Dynamics and Control, Elsevier, vol. 28(6), pages 1205-1226, March.
    • Peter Ireland, 1999. "A Method for Taking Models to the Data," Computing in Economics and Finance 1999 1233, Society for Computational Economics.
    • Peter N. Ireland, 1999. "A method for taking models to the data," Working Papers (Old Series) 9903, Federal Reserve Bank of Cleveland.
    • Peter N. Ireland, 1999. "A Method for Taking Models to the Data," Boston College Working Papers in Economics 421, Boston College Department of Economics.
    • Peter Ireland, 1999. "Matlab code for A Method for Taking Models to the Data," QM&RBC Codes 46, Quantitative Macroeconomics & Real Business Cycles.
  • Berkowitz, J. & Birgean, I. & Kilian, L., 1999. "On the Finite-Sample Accuracy of Nonparametric Resampling Algorithms for Economic Time Series," Papers 99-01, Michigan - Center for Research on Economic & Social Theory.
    • Jeremy Berkowitz & Ionel Birgean & Lutz Kilian, 1999. "On the finite-sample accuracy of nonparametric resampling algorithms for economic time series," Finance and Economics Discussion Series 1999-04, Board of Governors of the Federal Reserve System (U.S.).
  • Lawrence J. Christiano & Robert J. Vigfusson, 1999. "Maximum likelihood in the frequency domain: a time to build example," Working Papers (Old Series) 9901, Federal Reserve Bank of Cleveland.
    • Lawrence J. Christiano & Robert J. Vigfusson, 1999. "Maximum likelihood in the frequency domain: a time to build example," Working Paper Series WP-99-4, Federal Reserve Bank of Chicago.
    • Christiano, L.J. & Vigfusson, R.J., 1999. "Maximum Likelihood in the Frequency Domain: a Time to Build Example," Papers 9901, London School of Economics - Centre for Labour Economics.
    • Lawrence J. Christiano & Robert J. Vigfusson, 1999. "Maximum Likelihood in the Frequency Domain: A Time to Build Example," NBER Working Papers 7027, National Bureau of Economic Research, Inc.
  • Chauveau, T. & Damon, J. & Guegan, D., 1999. "Testing for Non-Linearity in Intra-Day Financial Series : The Cases of Two French Stocks," Papers 1999-06/fi, Caisse des Depots et Consignations - Cahiers de recherche.
  • Kuo, B.-S. & Mikkola, A., 1999. "How Sure are we About PPP Panel Evidence with the Null of Stationary Real Exchange Rates," University of Helsinki, Department of Economics 451, Department of Economics.
  • Theriault, M. & Des Rosier, F. & Vandersmissen, M.H., 1999. "GIS-Based Simulation of Accessibility to Enhance Hedonic Modeling and Property Value Appraisal: An Application to Quebec City Metropolitan Area," Papers 99-011, Laval - Faculte des sciences de administration.
  • Lawrence J. Christiano & Robert J. Vigfusson, 1999. "Maximum likelihood in the frequency domain: a time to build example," Working Papers (Old Series) 9901, Federal Reserve Bank of Cleveland.
    • Christiano, L.J. & Vigfusson, R.J., 1999. "Maximum Likelihood in the Frequency Domain: a Time to Build Example," Papers 9901, London School of Economics - Centre for Labour Economics.
    • Lawrence J. Christiano & Robert J. Vigfusson, 1999. "Maximum likelihood in the frequency domain: a time to build example," Working Paper Series WP-99-4, Federal Reserve Bank of Chicago.
    • Lawrence J. Christiano & Robert J. Vigfusson, 1999. "Maximum Likelihood in the Frequency Domain: A Time to Build Example," NBER Working Papers 7027, National Bureau of Economic Research, Inc.
  • Jeremy Berkowitz & Ionel Birgean & Lutz Kilian, 1999. "On the finite-sample accuracy of nonparametric resampling algorithms for economic time series," Finance and Economics Discussion Series 1999-04, Board of Governors of the Federal Reserve System (U.S.).
    • Berkowitz, J. & Birgean, I. & Kilian, L., 1999. "On the Finite-Sample Accuracy of Nonparametric Resampling Algorithms for Economic Time Series," Papers 99-01, Michigan - Center for Research on Economic & Social Theory.
  • Kilian, Lutz & Ohanian, Lee E., 2002. "Unit Roots, Trend Breaks, And Transitory Dynamics: A Macroeconomic Perspective," Macroeconomic Dynamics, Cambridge University Press, vol. 6(5), pages 614-632, November.
    • Kilian, L. & Ohanian, L.E., 1999. "Unit Roots, Trend Breaks and Transitory Dynamics: A Macroeconomic Perspective," Papers 99-02, Michigan - Center for Research on Economic & Social Theory.
  • Ionel Birgean & Lutz Kilian, 2002. "Data-Driven Nonparametric Spectral Density Estimators For Economic Time Series: A Monte Carlo Study," Econometric Reviews, Taylor & Francis Journals, vol. 21(4), pages 449-476.
    • Kilian, L. & Bergean, I., 1999. "Data-Driven Nonparametric Spectral Density Estimators for Economic Time Series: A Monte Carlo Study," Papers 99-04, Michigan - Center for Research on Economic & Social Theory.
  • Bouzitat, C. & Hardouin, C. & Guyon, X., 1999. "Dynamique d'adoption de standards et test de non-coordination spaciale," Papiers d'Economie Mathématique et Applications 1999-16, Université Panthéon-Sorbonne (Paris 1).
  • Maheu, J.M. & McCurdy, T.H., 1999. "A Semi-Markov Approach to Modeling Volatility Dynamics," Rotman School of Management - Finance 99-004, Rotman School of Management, University of Toronto.
  • Jesper Linde, 2001. "Testing for the Lucas Critique: A Quantitative Investigation," American Economic Review, American Economic Association, vol. 91(4), pages 986-1005, September.
    • Lindé, Jesper, 1999. "Testing for the Lucas Critique: A Quantitative Investigation," SSE/EFI Working Paper Series in Economics and Finance 311, Stockholm School of Economics, revised 25 May 2000.
    • Lindé, Jesper, 2000. "Testing for the Lucas Critique: A Quantitative Investigation," Working Paper Series 113, Sveriges Riksbank (Central Bank of Sweden).
  • Eliasson, Ann-Charlotte, 1999. "Smooth transitions in a UK consumption function," SSE/EFI Working Paper Series in Economics and Finance 328, Stockholm School of Economics.
  • Eliasson, Ann-Charlotte, 1999. "Is the short-run Phillips curve nonlinear? Empirical evidence for Australia, Sweden and the United States," SSE/EFI Working Paper Series in Economics and Finance 330, Stockholm School of Economics.
  • Lyhagen, Johan, 1999. "Efficient estimation of price adjustment coefficients," SSE/EFI Working Paper Series in Economics and Finance 332, Stockholm School of Economics.
  • Anna Persson & Timo Teräsvirta, 2003. "The net barter terms of trade: A smooth transition approach," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 8(1), pages 81-97.
    • Persson, Anna & Teräsvirta, Timo, 1999. "The Net Barter Terms Of Trade : A Smooth Transition Approach," SSE/EFI Working Paper Series in Economics and Finance 335, Stockholm School of Economics.
  • Jacobson, Tor & Jansson, Per & Vredin, Anders & Warne, Anders, 1999. "A VAR Model for Monetary Policy Analysis in a Small Open Economy," Working Paper Series 77, Sveriges Riksbank (Central Bank of Sweden).
  • Lutkepohl, Helmut & Terasvirta, Timo & Wolters, Jurgen, 1999. "Investigating Stability and Linearity of a German M1 Money Demand Function," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 14(5), pages 511-525, Sept.-Oct.
    • Lütkepohl, H. & Teräsvirta, T. & Wolters, J., 1995. "Investigating Stability and Linearity of a German M1 Money Demand Function," SFB 373 Discussion Papers 1995,57, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
    • Lütkepohl, Helmut & Teräsvirta, Timo & Wolters, Jürgen, 1995. "Investigating Stability and Linearity of a German M1 Money Demand Function," SSE/EFI Working Paper Series in Economics and Finance 64, Stockholm School of Economics.
  • Andres Peter & Spiwoks Markus, 1999. "Prognosequalitätsmatrix / Forecast Quality Matrix: Ein methodologischer Beitrag zur Beurteilung der Güte von Kapitalmarktprognosen / A Methodological Survey of Judging Forecast Quality of Capital Mark," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 219(5-6), pages 513-542, October.
  • Imad Moosa, 1999. "Testing the currency-substitution model under the German hyperinflation," Journal of Economics, Springer, vol. 70(1), pages 61-78, February.
  • Nikolaus Hautsch, 1999. "Analyzing the Time between Trades with a Gamma Compounded Hazard Model. An Application to LIFFE Bund Future Transactions," Finance 9904002, EconWPA.
    • Nikolaus Hautsch, 1999. "Analyzing the Time between Trades with a Gamma Compounded Hazard Model. An Application to LIFFE Bund Future Transactions," CoFE Discussion Paper 99-03, Center of Finance and Econometrics, University of Konstanz.
  • Patricia Botargués & Diego Petrecolla, 1999. "Estimaciones paramétricas y no paramétricas del ingreso de los ocupados del Gran Buenos Aires," Económica, Departamento de Economía, Facultad de Ciencias Económicas, Universidad Nacional de La Plata, vol. 0(1), pages 13-34, January-J.
  • Cepas López, S. & Dios Palomares, R., 1999. "Análisis de la Función de Producción Agraria para distintos niveles de Agregación," Estudios de Economia Aplicada, Estudios de Economia Aplicada, vol. 12, pages 17-33, Julio.
  • Brooks, Chris & Henry, Olan T., 2000. "Can portmanteau nonlinearity tests serve as general mis-specification tests?: Evidence from symmetric and asymmetric GARCH models," Economics Letters, Elsevier, vol. 67(3), pages 245-251, June.
    • Brooks, C. & Henry, O.T., 1999. "Can Portemanteau Nonlinearity Tests Serve as General Mis-Specification Tests? Evidence from Symmetric and Asymmetric GARCH Models," Department of Economics - Working Papers Series 723, The University of Melbourne.
  • SPRUMONT, Yves, 1999. "Paretian Quasi-Orders: Two Agents," Cahiers de recherche 9903, Universite de Montreal, Departement de sciences economiques.
  • Lord, Montague, 1999. "The Elasticities Approach to Egypt’s Balance of Payments and Equilibrium Exchange Rate," MPRA Paper 41166, University Library of Munich, Germany.
  • Kaluzhsky, Mikhail, 1999. "Методологические Основы Системного Анализа Социально-Экономических Процессов [Methodological basis of a systems analysis of the socio-economic processes]," MPRA Paper 58530, University Library of Munich, Germany, revised 12 Sep 2014.
  • Bilgili, Faik, 1999. "Türkiye'de bütçe açıklarının makro ekonomik sonuçları [The macroeconomic effects of budget deficits in Turkey]," MPRA Paper 75639, University Library of Munich, Germany.
  • Charles, Coleman, 1999. "Nonparametric Tests For Bias In Estimates And Forecasts," MPRA Paper 77841, University Library of Munich, Germany.
  • Catherine Fuss, 1999. "Mesures et tests de convergence : une revue de la littérature," Revue de l'OFCE, Programme National Persée, vol. 69(1), pages 221-249.
  • Ireland, Peter N., 2004. "A method for taking models to the data," Journal of Economic Dynamics and Control, Elsevier, vol. 28(6), pages 1205-1226, March.
    • Peter N. Ireland, 1999. "A method for taking models to the data," Working Papers (Old Series) 9903, Federal Reserve Bank of Cleveland.
    • Peter Ireland, 1999. "A Method for Taking Models to the Data," Computing in Economics and Finance 1999 1233, Society for Computational Economics.
    • Peter N. Ireland, 1999. "A Method for Taking Models to the Data," Boston College Working Papers in Economics 421, Boston College Department of Economics.
    • Peter Ireland, 1999. "Matlab code for A Method for Taking Models to the Data," QM&RBC Codes 46, Quantitative Macroeconomics & Real Business Cycles.
  • Denis Bolduc & Dimitri Sanga, 1999. "Two-Step Estimation of Discrete/Continuous Econometric Models with Interdependent Multinomial Choices," Computing in Economics and Finance 1999 1323, Society for Computational Economics.
    • Denis Bolduc & Dimitri Sanga, 2002. "Two-Step Estimation of Discrete/Continuous Econometric Models with Interdependent Multinomial Choices," Computing in Economics and Finance 2002 226, Society for Computational Economics.
  • Basma Bekdache & Christopher F. Baum, 1999. "A re-evaluation of empirical tests of the Fisher hypothesis," Computing in Economics and Finance 1999 944, Society for Computational Economics, revised 18 Sep 2000.
    • Basma Bekdache & Christopher F. Baum, 2000. "A re-evaluation of empirical tests of the Fisher hypothesis," Boston College Working Papers in Economics 472, Boston College Department of Economics.
  • David F. Hendry & Neil R. Ericsson, 1999. "Encompassing and rational expectations: How sequential corroboration can imply refutation," Empirical Economics, Springer, vol. 24(1), pages 1-21.
    • Neil R. Ericsson & David F. Hendry, 1989. "Encompassing and rational expectations: how sequential corroboration can imply refutation," International Finance Discussion Papers 354, Board of Governors of the Federal Reserve System (U.S.).
  • Kirstin Hubrich, 1999. "Estimation of a German money demand system - a long-run analysis," Empirical Economics, Springer, vol. 24(1), pages 77-99.
  • Helmut Herwartz, 1999. "Performance of periodic time series models in forecasting," Empirical Economics, Springer, vol. 24(2), pages 271-301.
  • Artur C. B. da Silva Lopes, 1999. "Spurious deterministic seasonality and autocorrelation corrections with quarterly data: Further Monte Carlo results," Empirical Economics, Springer, vol. 24(2), pages 341-359.
  • Murad S. Taqqu & Vadim Teverovsky & Walter Willinger, 1999. "Stock market prices and long-range dependence," Finance and Stochastics, Springer, vol. 3(1), pages 1-13.
    • Tom Doan, "undated". "RATS programs to replicate Willinger, Taqqu, Teverovsky(1999)," Statistical Software Components RTZ00167, Boston College Department of Economics.
  • Abul M. M. Masih & Rumi Masih, 1999. "Is a significant socio-economic structural change a pre-requisite for `initial' fertility decline in the LDCs? Evidence from Thailand based on a multivariate cointegration/vector error correction mode," Journal of Population Economics, Springer;European Society for Population Economics, vol. 12(3), pages 463-487.
  • Daniel A. Griffith, 1999. "Statistical and mathematical sources of regional science theory: Map pattern analysis as an example," Papers in Regional Science, Springer;Regional Science Association International, vol. 78(1), pages 21-45.
  • Ashish Sen & Paul Metaxatos & Siim Sööt & Vonu Thakuriah, 1999. "articles: Welfare reform and spatial matchingbetween clients and jobs," Papers in Regional Science, Springer;Regional Science Association International, vol. 78(2), pages 195-211.
  • Angel León & Juan Mora, 1999. "Modelling conditional heteroskedasticity: Application to the "IBEX-35" stock-return index," Spanish Economic Review, Springer;Spanish Economic Association, vol. 1(3), pages 215-238.
  • John Barkoulas & Christopher Baum & Mustafa Caglayan, 1999. "Fractional monetary dynamics," Applied Economics, Taylor & Francis Journals, vol. 31(11), pages 1393-1400.
    • John Barkoulas & Christopher F. Baum & Mustafa Caglayan, 1998. "Fractional Monetary Dynamics," Boston College Working Papers in Economics 321., Boston College Department of Economics.
  • L. G. Godfrey & C. D. Orme, 1999. "The robustness, reliabiligy and power of heteroskedasticity tests," Econometric Reviews, Taylor & Francis Journals, vol. 18(2), pages 169-194.
  • Lundbergh, Stefan & Terasvirta, Timo, 2002. "Evaluating GARCH models," Journal of Econometrics, Elsevier, vol. 110(2), pages 417-435, October.
    • Lundbergh, Stefan & Teräsvirta, Timo, 1998. "Evaluating GARCH models," SSE/EFI Working Paper Series in Economics and Finance 292, Stockholm School of Economics, revised 03 Oct 2001.
    • Stefan Lundbergh & Timo Teräsvirta, 1999. "Evaluating GARCH Models," Tinbergen Institute Discussion Papers 99-008/4, Tinbergen Institute.
  • Koop, Gary & Dijk, Herman K. Van, 2000. "Testing for integration using evolving trend and seasonals models: A Bayesian approach," Journal of Econometrics, Elsevier, vol. 97(2), pages 261-291, August.
    • Gary Koop & Herman K. van Dijk & Henk Hoek, 1997. "Testing for Integration using Evolving Trend and Seasonals Models: A Bayesian Approach," Tinbergen Institute Discussion Papers 97-078/4, Tinbergen Institute.
    • Gary Koop & Herman K. van Dijk, 1999. "Testing for Integration using Evolving Trend and Seasonals Models: A Bayesian Approach," Tinbergen Institute Discussion Papers 99-072/4, Tinbergen Institute.
    • Koop, G. & van Dijk, H.K., 1999. "Testing for integration using evolving trend and seasonal models: A Bayesian approach," Econometric Institute Research Papers EI 9934/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Klaassen, F.J.G.M., 1999. "Purchasing Power Parity : Evidence from a New Test," Other publications TiSEM 91e73eb9-a023-4fdb-bd70-b, Tilburg University, School of Economics and Management.
    • Klaassen, F.J.G.M., 1999. "Purchasing Power Parity : Evidence from a New Test," Discussion Paper 1999-09, Tilburg University, Center for Economic Research.
  • Franc Klaassen, 2005. "Long Swings in Exchange Rates: Are They Really in the Data?," Journal of Business & Economic Statistics, American Statistical Association, vol. 23, pages 87-95, January.
    • Klaassen, F.J.G.M., 1999. "Long Swings in Exchange Rates : Are They Really in the Data?," Other publications TiSEM a54d23f3-13a8-458c-9f80-2, Tilburg University, School of Economics and Management.
    • Klaassen, F.J.G.M., 1999. "Long Swings in Exchange Rates : Are They Really in the Data?," Discussion Paper 1999-08, Tilburg University, Center for Economic Research.
  • Klaassen, F.J.G.M., 1999. "Have Exchange Rates Become More Closely Tied? Evidence from a New Multivariate GARCH Model," Other publications TiSEM af43cd1c-9656-4e45-bfd1-f, Tilburg University, School of Economics and Management.
    • Klaassen, F.J.G.M., 1999. "Have Exchange Rates Become More Closely Tied? Evidence from a New Multivariate GARCH Model," Discussion Paper 1999-10, Tilburg University, Center for Economic Research.
  • Franc Klaassen, 2005. "Long Swings in Exchange Rates: Are They Really in the Data?," Journal of Business & Economic Statistics, American Statistical Association, vol. 23, pages 87-95, January.
    • Klaassen, F.J.G.M., 1999. "Long Swings in Exchange Rates : Are They Really in the Data?," Discussion Paper 1999-08, Tilburg University, Center for Economic Research.
    • Klaassen, F.J.G.M., 1999. "Long Swings in Exchange Rates : Are They Really in the Data?," Other publications TiSEM a54d23f3-13a8-458c-9f80-2, Tilburg University, School of Economics and Management.
  • Das, J.W.M. & Dominitz, J. & van Soest, A.H.O., 1997. "Comparing Predictions and Outcomes : Theory and Application to Income Changes," Other publications TiSEM 6eef11dd-0ae4-4673-b8c0-2, Tilburg University, School of Economics and Management.
    • Das, J.W.M. & Dominitz, J. & van Soest, A.H.O., 1999. "Comparing predictions and outcomes : Theory and application to income changes," Other publications TiSEM d15d6d31-e2a9-40cb-98c6-e, Tilburg University, School of Economics and Management.
    • Das, J.W.M. & Dominitz, J. & van Soest, A.H.O., 1997. "Comparing Predictions and Outcomes : Theory and Application to Income Changes," Discussion Paper 1997-45, Tilburg University, Center for Economic Research.
  • Aebi, Robert & Neusser, Klaus & Steiner, Peter, 1999. "Evaluating Theories of the Income Dynamics: A Probabilistic Approach," Economics Series 61, Institute for Advanced Studies.
    • Robert Aebi & Klaus Neusser & Peter Steiner, 1999. "Evaluating Theories of Income Dynamics: A Probabilistic Approach," Diskussionsschriften dp9905, Universitaet Bern, Departement Volkswirtschaft.
  • Judith A. Giles & Sadaf Mirza, 1999. "Some Pretesting Issues on Testing for Granger Noncausality," Econometrics Working Papers 9914, Department of Economics, University of Victoria.
  • Carmen Fernandez & Eduardo Ley & Mark F. J. Steel, 2001. "Model uncertainty in cross-country growth regressions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(5), pages 563-576.
    • Carmen Fernandez & Eduardo Ley & Mark Steel, 1999. "Model uncertainty in cross-country growth regressions," Econometrics 9903003, University Library of Munich, Germany, revised 06 Oct 2001.
    • Carmen Fernandez & Eduardo Ley & Mark Steel, 2001. "Model uncertainty in cross-country growth regressions," Econometrics 0110002, University Library of Munich, Germany.
  • Hautsch, Nikolaus, 1999. "Analyzing the Time between Trades with a Gamma Compounded Hazard Model. An Application to LIFFE Bund Future Transactions," CoFE Discussion Papers 99/03, University of Konstanz, Center of Finance and Econometrics (CoFE).
    • Nikolaus Hautsch, 1999. "Analyzing the Time between Trades with a Gamma Compounded Hazard Model. An Application to LIFFE Bund Future Transactions," Finance 9904002, University Library of Munich, Germany.
  • Milas, Costas & Otero, Jesus G., 1999. "Identification And Estimation Of A Labour Market Model For The Tradeables Sector: The Greek Case," Economic Research Papers 269250, University of Warwick - Department of Economics.
    • Milas, C. & Otero, J., 1999. "Identification and Estimation of a Labour Market Model for the Tradeables Sector: the Greek Case," The Warwick Economics Research Paper Series (TWERPS) 528, University of Warwick, Department of Economics.
  • George J. Jiang, 1999. "Stochastic Volatility And Jump-Diffusion — Implications On Option Pricing," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 2(04), pages 409-440.
  • Nikolaus Hautsch, 1999. "Analyzing the Time between Trades with a Gamma Compounded Hazard Model. An Application to LIFFE Bund Future Transactions," Finance 9904002, University Library of Munich, Germany.
    • Hautsch, Nikolaus, 1999. "Analyzing the Time between Trades with a Gamma Compounded Hazard Model. An Application to LIFFE Bund Future Transactions," CoFE Discussion Papers 99/03, University of Konstanz, Center of Finance and Econometrics (CoFE).
  • Markku Lanne & Helmut Lütkepohl & Pentti Saikkonen, 2002. "Comparison of unit root tests for time series with level shifts," Journal of Time Series Analysis, Wiley Blackwell, vol. 23(6), pages 667-685, November.
    • Lanne, Markku & Lütkepohl, Helmut & Saikkonen, Pentti, 1999. "Comparison of unit root tests for time series with level shifts," SFB 373 Discussion Papers 1999,88, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
    • Lanne, Markku & Lütkepohl, Helmut & Saikkonen, Pentti, 2002. "Comparison of Unit Root Tests for Time Series with Level Shifts," MPRA Paper 76035, University Library of Munich, Germany.

  1998

  • Klaassen, F.J.G.M., 1998. "Improving Garch Volatility Forecasts," Other publications TiSEM f5bcd096-7744-4137-aabc-6, Tilburg University, School of Economics and Management.
    • Klaassen, F.J.G.M., 1998. "Improving Garch Volatility Forecasts," Discussion Paper 1998-52, Tilburg University, Center for Economic Research.
  • Das, J.W.M. & Dominitz, J. & van Soest, A.H.O., 1997. "Comparing Predictions and Outcomes : Theory and Application to Income Changes," Discussion Paper 1997-45, Tilburg University, Center for Economic Research.
    • Das, J.W.M. & Dominitz, J. & van Soest, A.H.O., 1998. "Comparing predictions and outcomes : Theory and application to income changes," Other publications TiSEM 7ef6fdb6-cc60-4d91-9b2f-1, Tilburg University, School of Economics and Management.
  • Jürgen Wolters & Timo Teräsvirta & Helmut Lütkepohl, 1998. "Modeling The Demand For M3 In The Unified Germany," The Review of Economics and Statistics, MIT Press, vol. 80(3), pages 399-409, August.
    • Wolters, J. & Teräsvirta, T. & Lütkepohl, H., 1996. "Modelling the Demand for M3 in the Unified Germany," SFB 373 Discussion Papers 1996,24, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
    • Wolters, Jürgen & Teräsvirta, Timo & Lütkepohl, Helmut, 1996. "Modelling the Demand for M3 in the unified Germany," SSE/EFI Working Paper Series in Economics and Finance 113, Stockholm School of Economics.
  • Touhami Abdelkhalek & Jean-Marie Dufour, 1998. "Statistical Inference For Computable General Equilibrium Models, With Application To A Model Of The Moroccan Economy," The Review of Economics and Statistics, MIT Press, vol. 80(4), pages 520-534, November.
    • ABDELKHALEK, Touhami & DUFOUR, Jean-Marie, 1997. "Statistical Inference for Computable General Equilibrium Models with Application to a Model of the Moroccan Economy," Cahiers de recherche 9713, Universite de Montreal, Departement de sciences economiques.
  • Peter McAdam, 1998. "A Pedagogical Note on the Long Run of Macro Economic Models," Studies in Economics 9807, School of Economics, University of Kent.
  • John Fitzgerald & Peter Gottschalk & Robert Moffitt, 1998. "An Analysis of Sample Attrition in Panel Data: The Michigan Panel Study of Income Dynamics," Journal of Human Resources, University of Wisconsin Press, vol. 33(2), pages 251-299.
    • J. Fitzgerald & P. Gottschalk & R. Moffitt, "undated". "An Analysis of Sample Attrition in Panel Data: The Michigan Panel Study of Income Dynamics," Institute for Research on Poverty Discussion Papers 1156-98, University of Wisconsin Institute for Research on Poverty.
    • John Fitzgerald & Peter Gottschalk & Robert Moffitt, 1998. "An Analysis of Sample Attrition in Panel Data: The Michigan Panel Study of Income Dynamics," NBER Technical Working Papers 0220, National Bureau of Economic Research, Inc.
    • John Fitzgerald & Peter Gottschalk & Robert Moffitt, 1998. "An Analysis of Sample Attrition in Panel Data: The Michigan Panel Study of income Dynamics," Economics Working Paper Archive 379, The Johns Hopkins University,Department of Economics.
    • John Fitzgerald & Peter Gottschalk & Robert Moffitt, 1997. "An Analysis of Sample Attrition in Panel Data: The Michigan Panel Study of Income Dynamics," Boston College Working Papers in Economics 394, Boston College Department of Economics.
  • Mark Dwyer, 1998. "Impulse Response Priors for Discriminating Structural Vector Autoregressions," Econometrics 9808001, University Library of Munich, Germany.
  • Luis Vildosola, 1998. "Economia sintetica," GE, Growth, Math methods 9805002, University Library of Munich, Germany.
  • Clements, Michael P. & Smith, Jeremy, 1998. "Evaluating The Forecast Densities Of Linear And Non-Linear Models: Applications To Output Growth And Unemployment," Economic Research Papers 268791, University of Warwick - Department of Economics.
    • Clements, M.P. & Smith J., 1998. "Evaluating The Forecast of Densities of Linear and Non-Linear Models: Applications to Output Growth and Unemployment," The Warwick Economics Research Paper Series (TWERPS) 509, University of Warwick, Department of Economics.
  • Stefan Profit & Stefan Sperlich, 2004. "Non-uniformity of job-matching in a transition economy - A nonparametric analysis for the Czech Republic," Applied Economics, Taylor & Francis Journals, vol. 36(7), pages 695-714.
    • Profit, Stefan & Sperlich, Stefan, 1998. "Non-uniformity of job-matching in a transition economy: A nonparametric analysis for the Czech Republic," SFB 373 Discussion Papers 1998,15, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
    • Profit, Stefan, 1999. "Non-uniformity of job-matching in a transition economy- a nonparametric analysis for the czech republic," DES - Working Papers. Statistics and Econometrics. WS 6287, Universidad Carlos III de Madrid. Departamento de Estadística.
  • Lavergne, Pascal & Vuong, Quang, 2000. "Nonparametric Significance Testing," Econometric Theory, Cambridge University Press, vol. 16(4), pages 576-601, August.
    • Lavergne, Pascal & Vuong, Quang, 1998. "Nonparametric significance testing," SFB 373 Discussion Papers 1998,75, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  • Lavergne, Pascal, 2001. "An equality test across nonparametric regressions," Journal of Econometrics, Elsevier, vol. 103(1-2), pages 307-344, July.
    • Lavergne, Pascal, 1998. "An equality test across nonparametric regressions," SFB 373 Discussion Papers 1998,79, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  • Almus, Matthias & Egeln, Jürgen & Lechner, Michael & Pfeiffer, Friedhelm & Spengler, Hannes, 1998. "Die gemeinnützige Arbeitnehmerüberlassung in Rheinland-Pfalz: Eine ökonometrische Analyse des Wiedereingliederungserfolgs," ZEW Discussion Papers 98-36, ZEW - Leibniz Centre for European Economic Research.
  • Michelle L. Barnes, 1998. "Non-linear Threshold Relationships between Inflation and Nominal Returns: A Time Series Approach to 39 Different Countries," School of Economics and Public Policy Working Papers 1998-11, University of Adelaide, School of Economics and Public Policy.
  • Michelle L. Barnes, 1998. "On the Nature of Dependence in the Volatility of US Stock Returns," School of Economics and Public Policy Working Papers 1998-12, University of Adelaide, School of Economics and Public Policy.
  • Clements, M.P. & Smith J., 1998. "Evaluating The Forecast of Densities of Linear and Non-Linear Models: Applications to Output Growth and Unemployment," The Warwick Economics Research Paper Series (TWERPS) 509, University of Warwick, Department of Economics.
    • Clements, Michael P. & Smith, Jeremy, 1998. "Evaluating The Forecast Densities Of Linear And Non-Linear Models: Applications To Output Growth And Unemployment," Economic Research Papers 268791, University of Warwick - Department of Economics.
  • Eva Ortega, 1998. "Comparing Evaluation Methodologies for Stochastic Dynamic General Equilibrium Models," Working Papers 9820, Banco de España.
  • Eric Jondeau & Michael Rockinger, 1998. "Reading the Smile: The Message Conveyed by Methods Which Infer Risk Neutral," Working papers 47, Banque de France.
  • Michael Rockinger & S. Coutant & Eric Jondeau, 1998. "Reading Interest Rate and Bond Futures Options' Smiles: How PIBOR and National Operators Appreciated the 1997 French Snap Election," Working Papers hal-00601499, HAL.
    • Sophie Coutant & Eric Jondeau & Michael Rockinger, 1998. "Reading Interest Rate and Bond Futures Options' Smiles: How PIBOR and National Operators Appreciated the 1997 French Snap Election," Working papers 54, Banque de France.
  • Sýdýka Baþçý & Asad Zaman & Arzdar Kiracý, 2010. "Variance Estimates and Model Selection," International Econometric Review (IER), Econometric Research Association, vol. 2(2), pages 57-72, September.
    • Sidika Basci & Asad Zaman, 1998. "Variance Estimates and Model Selection," Working Papers 9814, Department of Economics, Bilkent University.
  • A. Fielding, 1999. "Why use arbitrary points scores?: ordered categories in models of educational progress," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 162(3), pages 303-328.
    • Fielding, A., 1998. "Why Use Arbitrary Points Scores: Ordered Categories in Models of Educational Progress," Discussion Papers 98-23, Department of Economics, University of Birmingham.
  • Fielding, A., 1998. "Teaching Groups as Foci for Evaluating GCE Advanced Level Cost-Effectiveness : Some Practical Methodological Innovations," Discussion Papers 98-24, Department of Economics, University of Birmingham.
  • Tor Jacobson & Anders Vredin & Anders Warne, 1998. "Are Real Wages and Unemployment Related?," Economica, London School of Economics and Political Science, vol. 65(257), pages 69-96, February.
  • Hansen, Bruce E., 2000. "Testing for structural change in conditional models," Journal of Econometrics, Elsevier, vol. 97(1), pages 93-115, July.
    • Bruce E. Hansen, 1998. "Testing for Structural Change in Conditional Models," Boston College Working Papers in Economics 310., Boston College Department of Economics.
  • John Barkoulas & Christopher Baum & Mustafa Caglayan, 1999. "Fractional monetary dynamics," Applied Economics, Taylor & Francis Journals, vol. 31(11), pages 1393-1400.
    • John Barkoulas & Christopher F. Baum & Mustafa Caglayan, 1998. "Fractional Monetary Dynamics," Boston College Working Papers in Economics 321., Boston College Department of Economics.
  • Lumsdaine, Robin L. & Ng, Serena, 1999. "Testing for ARCH in the presence of a possibly misspecified conditional mean," Journal of Econometrics, Elsevier, vol. 93(2), pages 257-279, December.
    • Robin L. Lumsdaine & Serena Ng, 1998. "Testing for ARCH in the Presence of a Possibly Misspecified Conditional Mean," Boston College Working Papers in Economics 370, Boston College Department of Economics.
  • Basma Bekdache & Christopher F. Baum, 1998. "Modeling fixed income excess returns," Boston College Working Papers in Economics 409, Boston College Department of Economics, revised 14 Apr 2000.
  • Robertson, Donald & Wright, Stephen, 1998. "The Good News and the Bad News about Long-run Stock Market Returns," Cambridge Working Papers in Economics 9822, Faculty of Economics, University of Cambridge.
  • Mikhail Chernov & Eric Ghysels, 1998. "What Data Should Be Used to Price Options?," CIRANO Working Papers 98s-22, CIRANO.
  • D’ADDIO, Anna Christina, 1998. "Unemployment durations of French young people," LIDAM Discussion Papers CORE 1998051, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Adda, Jérôme & Robin, Jean-Marc, 1998. "Estimation from cross-sections of integrated time-series," CEPREMAP Working Papers (Couverture Orange) 9802, CEPREMAP.
  • Seamus Hogan, 1998. "What Does Downward Nominal-Wage Rigidity Imply for Monetary Policy?," Canadian Public Policy, University of Toronto Press, vol. 24(4), pages 513-525, December.
    • Seamus Hogan, 1997. "What Does Downward Nominal-Wage Rigidity Imply for Monetary Policy?," Staff Working Papers 97-13, Bank of Canada.
  • Konings, Jozef & Repkin, Alexander, 1998. "How Efficient are Firms in Transition Countries? Firm-Level Evidence from Bulgaria and Romania," CEPR Discussion Papers 1839, C.E.P.R. Discussion Papers.
  • Jondeau, Eric & Rockinger, Michael, 2000. "Reading the smile: the message conveyed by methods which infer risk neutral densities," Journal of International Money and Finance, Elsevier, vol. 19(6), pages 885-915, December.
    • Michael Rockinger & Eric Jondeau, 1997. "Reading the Smile: The Message Conveyed by Methods which Infer Risk Neutral Densities," Working Papers hal-00601591, HAL.
    • Jondeau, Eric & Rockinger, Michael, 1998. "Reading the Smile: The Message Conveyed by Methods which Infer Risk Neutral Densities," CEPR Discussion Papers 2009, C.E.P.R. Discussion Papers.
  • Coutant, Sophie & Jondeau, Eric & Rockinger, Michael, 1998. "Reading Interest Rate and Bond Futures Options' Smiles Around the 1997 French Snap Election," CEPR Discussion Papers 2010, C.E.P.R. Discussion Papers.
  • Shadman-Mehta, Fatemeh & Sneessens, Henri R., 1998. "Demand-Supply Interactions and Unemployment Dynamics: Can there be Path Dependency ? The Case of Belgium, 1955-1994," LIDAM Discussion Papers IRES 1998017, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  • d’Addio, Anna Cristina, 1998. "Unemployment Durations of French Young People," LIDAM Discussion Papers IRES 1998021, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  • Eugenio J. Miravete & José C. Pernías, 2006. "Innovation Complementarity And Scale Of Production," Journal of Industrial Economics, Wiley Blackwell, vol. 54(1), pages 1-29, March.
    • Miravete, Eugenio J. & Pernias, Jose C., 1998. "Innovation Complementarity and Scale of Production," Working Papers 98-42, C.V. Starr Center for Applied Economics, New York University.
    • Miravete, Eugenio & Pernías, Jose C, 2004. "Innovation Complimentarity and Scale of Production," CEPR Discussion Papers 4483, C.E.P.R. Discussion Papers.
  • Jean-Marie Dufour & Abdeljelil Farhat & Lucien Gardiol & Lynda Khalaf, 1998. "Simulation-based finite sample normality tests in linear regressions," Econometrics Journal, Royal Economic Society, vol. 1(Conferenc), pages 154-173.
    • DUFOUR, Jean-Marie & FARHAT, Abdeljelil & GARDIOL, Lucien, 1998. "Simulation-Based Finite-Sample Normality Tests in Linear Regressions," Cahiers de recherche 9811, Universite de Montreal, Departement de sciences economiques.
  • Koop, Gary & Potter, Simon M, 1999. "Dynamic Asymmetries in U.S. Unemployment," Journal of Business & Economic Statistics, American Statistical Association, vol. 17(3), pages 298-312, July.
    • Gary Koop & Simon M. Potter, 1998. "Dynamic asymmetries in US unemployment," Edinburgh School of Economics Discussion Paper Series 15, Edinburgh School of Economics, University of Edinburgh.
  • Ghysels, Eric & Guay, Alain & Hall, Alastair, 1998. "Predictive tests for structural change with unknown breakpoint," Journal of Econometrics, Elsevier, vol. 82(2), pages 209-233, February.
    • Ghysels, E. & Guay, A. & Hall, A., 1995. "Predictive Tests for Structural Change with Unknown Breakpoint," Cahiers de recherche 9524, Universite de Montreal, Departement de sciences economiques.
    • Ghysels, E. & Guay, A. & Hall, A., 1995. "Predictive Tests for Structural Change with Unknown Breakpoint," Cahiers de recherche 9524, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
    • Eric Ghysels & Alain Guay & Alastair Hall, 1995. "Predictive Tests for Structural Change with Unknown Breakpoint," CIRANO Working Papers 95s-20, CIRANO.
  • Ryan Sullivan & Allan Timmermann & Halbert White, 1999. "Data‐Snooping, Technical Trading Rule Performance, and the Bootstrap," Journal of Finance, American Finance Association, vol. 54(5), pages 1647-1691, October.
    • Allan Timmermann & Halbert White & Ryan Sullivan, 1998. "Data-Snooping, Technical Trading, Rule Performance and the Bootstrap," FMG Discussion Papers dp303, Financial Markets Group.
    • Sullivan, Ryan & Timmermann, Allan & White, Halbert, 1998. "Data snooping, technical trading, rule performance, and the bootstrap," LSE Research Online Documents on Economics 119144, London School of Economics and Political Science, LSE Library.
    • Sullivan, Ryan & Timmermann, Allan G & White, Halbert, 1998. "Data-Snooping, Technical Trading Rule Performance and the Bootstrap," CEPR Discussion Papers 1976, C.E.P.R. Discussion Papers.
  • Christodoulakis, G.A. & Satchell, S.E., 1998. "Forecasting (LOG) Volatility Models," Discussion Papers 9814, University of Exeter, Department of Economics.
  • Ryan Sullivan & Allan Timmermann & Halbert White, 1999. "Data‐Snooping, Technical Trading Rule Performance, and the Bootstrap," Journal of Finance, American Finance Association, vol. 54(5), pages 1647-1691, October.
    • Sullivan, Ryan & Timmermann, Allan & White, Halbert, 1998. "Data snooping, technical trading, rule performance, and the bootstrap," LSE Research Online Documents on Economics 119144, London School of Economics and Political Science, LSE Library.
    • Allan Timmermann & Halbert White & Ryan Sullivan, 1998. "Data-Snooping, Technical Trading, Rule Performance and the Bootstrap," FMG Discussion Papers dp303, Financial Markets Group.
    • Sullivan, Ryan & Timmermann, Allan G & White, Halbert, 1998. "Data-Snooping, Technical Trading Rule Performance and the Bootstrap," CEPR Discussion Papers 1976, C.E.P.R. Discussion Papers.
  • Rolle, J.-D., 1998. "Compatibilite et contradiction entre systemes lineaires theoriques et experimentaux; principes mathematiques de l'analyse en composantes principales sous contraintes," Papers 98.20, Ecole des Hautes Etudes Commerciales, Universite de Geneve-.
  • Trzpiot, G., 1998. "Multivalued Stochastic Dominance to Determine the Efficient Set of Assets: Evidence from the Warsow Stock Market," Papers 98-004, Laval - Faculte des sciences de administration.
  • Bolduc, Denis & Bonin, Sylvie, 1998. "Bayesian Analysis of Road Accidents: A General Framework for the Multinomial Case," Cahiers de recherche 9802, Université Laval - Département d'économique.
    • Bolduc, D. & Bonin, S., 1998. "Bayesian Analysis of Road Accidents: A General Framework for Multinominal Case," Papers 9802, Laval - Recherche en Politique Economique.
  • Kilian, L., 1998. "Pitfalls in Constructing Bootstrap Confidence Intervals for Asymptotically Pivotal Statistics," Papers 98-04, Michigan - Center for Research on Economic & Social Theory.
  • Hurlin, C. & MB.P. N'Diaye, P., 1998. "La methode d'estimation des moindres carres modifies ou fully modified," Papiers d'Economie Mathématique et Applications 98.26, Université Panthéon-Sorbonne (Paris 1).
  • Podevin, M., 1998. "Interaction entre taux d'interet allemands et francais: Un reexamen de l'hypothese de dominance allemande," Papiers d'Economie Mathématique et Applications 98.27, Université Panthéon-Sorbonne (Paris 1).
  • Anders Klevmarken, 2022. "Statistical Inference in Micro-simulation Models: Incorporating External Information," International Journal of Microsimulation, International Microsimulation Association, vol. 15(1), pages 111-120.
    • Anders Klevmarken, N., 2002. "Statistical inference in micro-simulation models: incorporating external information," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 59(1), pages 255-265.
    • Klevmarken, N. Anders, 1998. "Statistical Inference in Micro Simulation Models: Incorporating external information," Working Paper Series 1998:20, Uppsala University, Department of Economics.
    • Klevmarken, N.A., 1998. "Statistical Inference in Micro Simulation Models: Incorporationg External Information," Papers 1998:20, Uppsala - Working Paper Series.
  • Claudio Morana, 1998. "Substitution Possibilities for Energy in the Italian Economy: A General to Specific Econometric Analysis," Giornale degli Economisti, GDE (Giornale degli Economisti e Annali di Economia), Bocconi University, vol. 57(3-4), pages 325-358, December.
  • Christian Gouriéroux & Gaëlle Le Fol, 1998. "Effet des modes de négociation sur les échanges," Revue Économique, Programme National Persée, vol. 49(3), pages 795-808.
    • Gaëlle Le Fol & Christian Gourieroux, 1998. "Effet des Modes de Négociation sur les Echanges," Post-Print halshs-00536273, HAL.
  • Sophie Coutant & Eric Jondeau & Michael Rockinger, 1998. "Reading Interest Rate and Bond Futures Options' Smiles: How PIBOR and National Operators Appreciated the 1997 French Snap Election," Working papers 54, Banque de France.
    • Michael Rockinger & S. Coutant & Eric Jondeau, 1998. "Reading Interest Rate and Bond Futures Options' Smiles: How PIBOR and National Operators Appreciated the 1997 French Snap Election," Working Papers hal-00601499, HAL.
  • Flood, Lennart & Gråsjö, Urban, 1998. "Regression Analysis and Time Use Data A Comparison of Microeconometric Approaches with Data from the Swedish Time Use Survey (HUS)," Working Papers in Economics 5, University of Gothenburg, Department of Economics.
  • Andersson, Michael K. & Gredenhoff, Mikael P., 1998. "Robust Testing for Fractional Integration Using the Bootstrap," SSE/EFI Working Paper Series in Economics and Finance 218, Stockholm School of Economics.
  • Andersson, Michael K., 1998. "Do Long-Memory Models Have Long Memory?," SSE/EFI Working Paper Series in Economics and Finance 227, Stockholm School of Economics, revised 16 Mar 2000.
  • Teräsvirta, Timo & Eliasson, Ann-Charlotte, 1998. "Nonlinear error-correction and the UK demand for broad money, 1878-1993," SSE/EFI Working Paper Series in Economics and Finance 265, Stockholm School of Economics, revised 30 Nov 1998.
  • Lundbergh, Stefan & Teräsvirta, Timo, 1998. "Modelling economic high-frequency time series with STAR-STGARCH models," SSE/EFI Working Paper Series in Economics and Finance 291, Stockholm School of Economics.
  • Lundbergh, Stefan & Terasvirta, Timo, 2002. "Evaluating GARCH models," Journal of Econometrics, Elsevier, vol. 110(2), pages 417-435, October.
    • Lundbergh, Stefan & Teräsvirta, Timo, 1998. "Evaluating GARCH models," SSE/EFI Working Paper Series in Economics and Finance 292, Stockholm School of Economics, revised 03 Oct 2001.
    • Stefan Lundbergh & Timo Teräsvirta, 1999. "Evaluating GARCH Models," Tinbergen Institute Discussion Papers 99-008/4, Tinbergen Institute.
  • Anders Klevmarken, 2022. "Statistical Inference in Micro-simulation Models: Incorporating External Information," International Journal of Microsimulation, International Microsimulation Association, vol. 15(1), pages 111-120.
    • Anders Klevmarken, N., 2002. "Statistical inference in micro-simulation models: incorporating external information," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 59(1), pages 255-265.
    • Klevmarken, N.A., 1998. "Statistical Inference in Micro Simulation Models: Incorporationg External Information," Papers 1998:20, Uppsala - Working Paper Series.
    • Klevmarken, N. Anders, 1998. "Statistical Inference in Micro Simulation Models: Incorporating external information," Working Paper Series 1998:20, Uppsala University, Department of Economics.
  • Garcia, Rene, 1998. "Asymptotic Null Distribution of the Likelihood Ratio Test in Markov Switching Models," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 39(3), pages 763-788, August.
    • René Garcia, 1995. "Asymptotic Null Distribution of the Likelihood Ratio Test in Markov Switching Models," CIRANO Working Papers 95s-07, CIRANO.
  • West, Kenneth D & McCracken, Michael W, 1998. "Regression-Based Tests of Predictive Ability," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 39(4), pages 817-840, November.
    • West, K.D. & McCracken, M.W., 1997. "Regression-Based Tests of Predictive Ability," Working papers 9710, Wisconsin Madison - Social Systems.
    • Kenneth D. West & Michael W. McCracken, 1998. "Regression-Based Tests of Predictive Ability," NBER Technical Working Papers 0226, National Bureau of Economic Research, Inc.
  • Cashin, Paul & McDermott, C John, 1998. "Testing the Consumption-CAPM in Developing Equity Markets," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 3(2), pages 127-141, April.
    • Cashin, P. & McDermott, C. J., 1997. "Testing the Consumption-Capm in Developing Equity Markets," Department of Economics - Working Papers Series 593, The University of Melbourne.
  • John Fitzgerald & Peter Gottschalk & Robert Moffitt, 1998. "An Analysis of Sample Attrition in Panel Data: The Michigan Panel Study of Income Dynamics," Journal of Human Resources, University of Wisconsin Press, vol. 33(2), pages 251-299.
    • J. Fitzgerald & P. Gottschalk & R. Moffitt, "undated". "An Analysis of Sample Attrition in Panel Data: The Michigan Panel Study of Income Dynamics," Institute for Research on Poverty Discussion Papers 1156-98, University of Wisconsin Institute for Research on Poverty.
    • John Fitzgerald & Peter Gottschalk & Robert Moffitt, 1998. "An Analysis of Sample Attrition in Panel Data: The Michigan Panel Study of income Dynamics," Economics Working Paper Archive 379, The Johns Hopkins University,Department of Economics.
    • John Fitzgerald & Peter Gottschalk & Robert Moffitt, 1998. "An Analysis of Sample Attrition in Panel Data: The Michigan Panel Study of Income Dynamics," NBER Technical Working Papers 0220, National Bureau of Economic Research, Inc.
    • John Fitzgerald & Peter Gottschalk & Robert Moffitt, 1997. "An Analysis of Sample Attrition in Panel Data: The Michigan Panel Study of Income Dynamics," Boston College Working Papers in Economics 394, Boston College Department of Economics.
  • Andreas Beyer, 1998. "Encompassing the VAR: A Formalization of Seasonal Encompassing with an Application on a German Macromodel," Discussion Papers 98-12, University of Copenhagen. Department of Economics.
  • Hans Christian Kongsted, 1998. "An I(2) Cointegration Analysis of Small-Country Import Price Determination," Discussion Papers 98-22, University of Copenhagen. Department of Economics.
  • Roberto Rendeiro Martín-Cejas, 1998. "Implicaciones en la utilización de una variable agregada para medir la producción de los aeropuertos españoles," Estudios de Economia Aplicada, Estudios de Economia Aplicada, vol. 9, pages 159-169, Junio.
  • Philip M. Bodman & Mark Crosby, 2000. "Phases of the Canadian business cycle," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 33(3), pages 618-633, August.
    • Philip M. Bodman & Mark Crosby, 2000. "Phases of the Canadian business cycle," Canadian Journal of Economics, Canadian Economics Association, vol. 33(3), pages 618-633, August.
    • Bodman, P.M. & Crosby, M., 1998. "Phases of the Canadian Business Cycle," Department of Economics - Working Papers Series 640, The University of Melbourne.
  • Philip M. Bodman & Mark Crosby, 2002. "The Australian Business Cycle: Joe Palooka or Dead Cat Bounce?," Australian Economic Papers, Wiley Blackwell, vol. 41(2), pages 191-207, June.
    • Bodman, P.M. & Crosby, M., 1998. "The Australian Business Cycle: Job Palooka or Dead Cat Bounce?," Department of Economics - Working Papers Series 649, The University of Melbourne.
  • Marie Podevin, 1998. "Interaction entre taux d'intérêt allemands et français : un réexamen de l'hypothèse de dominance allemande," Cahiers de la Maison des Sciences Economiques 98027, Université Panthéon-Sorbonne (Paris 1).
  • S. Nahar & B. Inder, 2002. "Testing convergence in economic growth for OECD countries," Applied Economics, Taylor & Francis Journals, vol. 34(16), pages 2011-2022.
    • Nahar, S. & Inder, B., 1998. "Testing Convergence in Economic Growth for OECD Countries," Monash Econometrics and Business Statistics Working Papers 14/98, Monash University, Department of Econometrics and Business Statistics.
  • Lasker, M.R. & King, M.L., 1998. "Comparisons of Estimators and Tests Based on Modified Likelihood and Message Length Functions," Monash Econometrics and Business Statistics Working Papers 11/98, Monash University, Department of Econometrics and Business Statistics.
    • Laskar, M.R. & King, M.L., 1998. "Comparisons of Estimators and Tests Based on Modified Likelihood And Message Length Functions," Monash Econometrics and Business Statistics Working Papers 6/98, Monash University, Department of Econometrics and Business Statistics.
  • Jean-Marie Dufour & Abdeljelil Farhat & Lucien Gardiol & Lynda Khalaf, 1998. "Simulation-based finite sample normality tests in linear regressions," Econometrics Journal, Royal Economic Society, vol. 1(Conferenc), pages 154-173.
    • DUFOUR, Jean-Marie & FARHAT, Abdeljelil & GARDIOL, Lucien, 1998. "Simulation-Based Finite-Sample Normality Tests in Linear Regressions," Cahiers de recherche 9811, Universite de Montreal, Departement de sciences economiques.
  • West, Kenneth D & McCracken, Michael W, 1998. "Regression-Based Tests of Predictive Ability," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 39(4), pages 817-840, November.
    • West, K.D. & McCracken, M.W., 1997. "Regression-Based Tests of Predictive Ability," Working papers 9710, Wisconsin Madison - Social Systems.
    • Kenneth D. West & Michael W. McCracken, 1998. "Regression-Based Tests of Predictive Ability," NBER Technical Working Papers 0226, National Bureau of Economic Research, Inc.
  • Okay, Nesrin, 1998. "Asymmetric Volatility Dynamics: Evidence From the Istanbul Stock Exchange," MPRA Paper 52812, University Library of Munich, Germany.
  • Bilgili, Faik, 1998. "Stationarity and cointegration tests: Comparison of Engle - Granger and Johansen methodologies," MPRA Paper 75967, University Library of Munich, Germany.
  • Christian Gouriéroux & Gaëlle Le Fol, 1998. "Effet des modes de négociation sur les échanges," Revue Économique, Programme National Persée, vol. 49(3), pages 795-808.
    • Gaëlle Le Fol & Christian Gourieroux, 1998. "Effet des Modes de Négociation sur les Echanges," Post-Print halshs-00536273, HAL.
  • Chung, Chae-Shick, 1998. "The Determinants of won/dollar Exchange Rate Volatility and Policy Recommendations," East Asian Economic Review, Korea Institute for International Economic Policy, vol. 2(3), pages 27-48, September.
  • Grayham E. Mizon & David F. Hendry, 1998. "Exogeneity, causality, and co-breaking in economic policy analysis of a small econometric model of money in the UK," Empirical Economics, Springer, vol. 23(3), pages 267-294.
  • Antti Ripatti, 1998. "Stability of the demand for M1 and harmonized M3 in Finland," Empirical Economics, Springer, vol. 23(3), pages 317-337.
    • Ripatti, Antti, 1996. "Stability of the demand for M1 and harmonized M3 in Finland," Bank of Finland Research Discussion Papers 18/1996, Bank of Finland.
  • Michael Scharnagl, 1998. "The stability of German money demand: Not just a myth," Empirical Economics, Springer, vol. 23(3), pages 355-370.
  • David F. Hendry & Kevin M. Prestwich & Neil R. Ericsson, 1998. "Friedman and Schwartz (1982) revisited: Assessing annual and phase-average models of money demand in the United Kingdom," Empirical Economics, Springer, vol. 23(3), pages 401-415.
  • Christopher Baum & Clifford Thies, 1998. "Reexamining the term structure of interest rates and the interwar demand for money," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 22(2), pages 5-12, June.
    • Christopher F. Baum & Clifford F. Thies, 1997. "Reexamining the Term Structure of Interest Rates and the Interwar Demand for Money," Boston College Working Papers in Economics 384, Boston College Department of Economics.
  • Ingvild Svendsen, 1998. "Rational Expectations in Price Setting. Tests Based on Norwegian Export Prices," Discussion Papers 226, Statistics Norway, Research Department.
  • Runa Nesbakken, 1998. "Price Sensitivity of Residential Energy Consumption in Norway," Discussion Papers 232, Statistics Norway, Research Department.
  • Francis X. Diebold & Lutz Kilian, 2001. "Measuring predictability: theory and macroeconomic applications," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(6), pages 657-669.
    • Francis X. Diebold & Lutz Kilian, "undated". "Measuring Predictability: Theory and Macroeconomic Applications," CARESS Working Papres 97-19, University of Pennsylvania Center for Analytic Research and Economics in the Social Sciences.
    • Francis X. Diebold & Lutz Kilian, 1998. "Measuring Predictability: Theory and Macroeconomic Applications," Working Papers 98-16, New York University, Leonard N. Stern School of Business, Department of Economics.
    • Diebold, Francis & Kilian, Lutz, 2000. "Measuring Predictability: Theory And Macroeconomic Applications," CEPR Discussion Papers 2424, C.E.P.R. Discussion Papers.
    • Francis X. Diebold & Lutz Kilian, 1997. "Measuring predictability: theory and macroeconomic applications," Working Papers 97-23, Federal Reserve Bank of Philadelphia.
    • Francis X. Diebold & Lutz Kilian, 1997. "Measuring Predictability: Theory and Macroeconomic Applications," NBER Technical Working Papers 0213, National Bureau of Economic Research, Inc.
  • Pascal Lavergne, 1998. "Selection of regressors in econometrics: parametric and nonparametric methods selection of regressors in econometrics," Econometric Reviews, Taylor & Francis Journals, vol. 17(3), pages 227-273.
  • Zacharias Psaradakis, 1998. "Bootstrap-based evaluation of markov-switching time series models," Econometric Reviews, Taylor & Francis Journals, vol. 17(3), pages 275-288.

  1997

  • Tzavalis, Elias, 1997. "Which alternative to choose: does the excess sensitivity hypothesis or a time varying term premium explain the failure of the rational expectations hypothesis of the term structure?," Discussion Papers 9711, University of Exeter, Department of Economics.
  • Francis X. Diebold & Lutz Kilian, 2001. "Measuring predictability: theory and macroeconomic applications," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(6), pages 657-669.
    • Francis X. Diebold & Lutz Kilian, "undated". "Measuring Predictability: Theory and Macroeconomic Applications," CARESS Working Papres 97-19, University of Pennsylvania Center for Analytic Research and Economics in the Social Sciences.
    • Francis X. Diebold & Lutz Kilian, 1997. "Measuring predictability: theory and macroeconomic applications," Working Papers 97-23, Federal Reserve Bank of Philadelphia.
    • Francis X. Diebold & Lutz Kilian, 1997. "Measuring Predictability: Theory and Macroeconomic Applications," NBER Technical Working Papers 0213, National Bureau of Economic Research, Inc.
    • Diebold, Francis & Kilian, Lutz, 2000. "Measuring Predictability: Theory And Macroeconomic Applications," CEPR Discussion Papers 2424, C.E.P.R. Discussion Papers.
    • Francis X. Diebold & Lutz Kilian, 1998. "Measuring Predictability: Theory and Macroeconomic Applications," Working Papers 98-16, New York University, Leonard N. Stern School of Business, Department of Economics.
  • Flam, S.D. & Evstigneev, I.V., 1997. "The Turnpike Property and the Central Limit Theorem in Stochastic Models of Economic Dynamics," Norway; Department of Economics, University of Bergen 171, Department of Economics, University of Bergen.
  • Sentana, Enrique & Fiorentini, Gabriele, 2001. "Identification, estimation and testing of conditionally heteroskedastic factor models," Journal of Econometrics, Elsevier, vol. 102(2), pages 143-164, June.
    • Gabriele Fiorentini & Enrique Sentana Iváñez, 1997. "Identification, estimation and testing of conditionally heteroskedastic factor models," Working Papers. Serie AD 1997-22, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
    • Sentana, E. & Fiorentini, G., 1997. "Identification, Estimation and Testing of Conditionally Heteroskedastic Factor Model," Papers 9709, Centro de Estudios Monetarios Y Financieros-.
  • Paull, G, 1997. "Dynamic Labour Market Behaviour in the British Household Panel Survey : The Effects of Recall Bias and Panel Attrition," Papers 10, Centre for Economic Performance & Institute of Economics.
  • Thibierge, C & Thomas, P., 1997. "L'effet de levier," Papers 97/135, Ecole Superieure de Commerce de Paris. Groupe ESCP-.
  • Isakov, D, 1997. "Test du CAPM pour le marche des actions suisses," Papers 97.04, Ecole des Hautes Etudes Commerciales, Universite de Geneve-.
  • Kilian, L. & Demiroglu, U., 1997. "Residual-Based Bootstrap Tests for Normality in Autoregressions," Papers 97-14, Michigan - Center for Research on Economic & Social Theory.
  • Miller, K.D., 1997. "Measurement of Perceived Environmental Uncertainties: Response and Extension," Papers 97-004, Purdue University, Krannert School of Management - Center for International Business Education and Research (CIBER).
  • Elvezio Ronchetti & Fabio Trojani, 1997. "Robust GMM Estimators and Tests for Models of the Term Structure of Interest Rates," Research Papers by the Institute of Economics and Econometrics, Geneva School of Economics and Management, University of Geneva 97.02, Institut d'Economie et Econométrie, Université de Genève.
  • Thanasis Stengos & Yiguo Sun, 2001. "A Consistent Model Specification Test For A Regression Function Based On Nonparametric Wavelet Estimation," Econometric Reviews, Taylor & Francis Journals, vol. 20(1), pages 41-60.
    • Stengos, T. & Sun, Y., 1997. "Consistent Model Specification test for Regression Function Based on Nonparametric Wavelet Estimation," Working Papers 1997-3, University of Guelph, Department of Economics and Finance.
  • Godby, Rob & Lintner, Anastasia M. & Stengos, Thanasis & Wandschneider, Bo, 2000. "Testing for asymmetric pricing in the Canadian retail gasoline market," Energy Economics, Elsevier, vol. 22(3), pages 349-368, June.
    • Godby, R. & Stengos, T. & Wandsschneider, B., 1997. "Testing for Asymmetric Pricing in the Canadian Retail Gasoline Market," Working Papers 1997-4, University of Guelph, Department of Economics and Finance.
  • Jondeau, Eric & Rockinger, Michael, 2000. "Reading the smile: the message conveyed by methods which infer risk neutral densities," Journal of International Money and Finance, Elsevier, vol. 19(6), pages 885-915, December.
    • Michael Rockinger & Eric Jondeau, 1997. "Reading the Smile: The Message Conveyed by Methods which Infer Risk Neutral Densities," Working Papers hal-00601591, HAL.
    • Jondeau, Eric & Rockinger, Michael, 1998. "Reading the Smile: The Message Conveyed by Methods which Infer Risk Neutral Densities," CEPR Discussion Papers 2009, C.E.P.R. Discussion Papers.
  • Hagerud, Gustaf E., 1997. "Modeling Nordic Stock Returns with Asymmetric GARCH models," SSE/EFI Working Paper Series in Economics and Finance 164, Stockholm School of Economics.
  • Andersson, Michael K. & Gredenhoff, Mikael P., 1997. "Bootstrap Testing for Fractional Integration," SSE/EFI Working Paper Series in Economics and Finance 188, Stockholm School of Economics.
  • Brännäs, Kurt & Gooijer, Jan G. de & Teräsvirta, Timo, 1996. "Testing Linearity against Nonlinear Moving Average Models," SSE/EFI Working Paper Series in Economics and Finance 95, Stockholm School of Economics.
    • Brännäs, Kurt & de Gooijer, Jan G. & Teräsvirta, Timo, 1997. "Testing Linearity against Nonlinear Moving Average Models," Umeå Economic Studies 405, Umeå University, Department of Economics.
  • Sentana, Enrique & Fiorentini, Gabriele, 2001. "Identification, estimation and testing of conditionally heteroskedastic factor models," Journal of Econometrics, Elsevier, vol. 102(2), pages 143-164, June.
    • Sentana, E. & Fiorentini, G., 1997. "Identification, Estimation and Testing of Conditionally Heteroskedastic Factor Model," Papers 9709, Centro de Estudios Monetarios Y Financieros-.
    • Gabriele Fiorentini & Enrique Sentana Iváñez, 1997. "Identification, estimation and testing of conditionally heteroskedastic factor models," Working Papers. Serie AD 1997-22, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
  • Pons Novell, Jordi, 1997. "Selección de modelos no anidados. Un estudio de Monte Carlo," Estudios de Economia Aplicada, Estudios de Economia Aplicada, vol. 7, pages 131-139, Junio.
  • Kilian, L., 1997. "Exchange rates and Fundamentals: What Do We Learn From Long-Horizon Regressions?," Working Papers 401, Research Seminar in International Economics, University of Michigan.
  • Cashin, Paul & McDermott, C John, 1998. "Testing the Consumption-CAPM in Developing Equity Markets," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 3(2), pages 127-141, April.
    • Cashin, P. & McDermott, C. J., 1997. "Testing the Consumption-Capm in Developing Equity Markets," Department of Economics - Working Papers Series 593, The University of Melbourne.
  • Touhami Abdelkhalek & Jean-Marie Dufour, 1998. "Statistical Inference For Computable General Equilibrium Models, With Application To A Model Of The Moroccan Economy," The Review of Economics and Statistics, MIT Press, vol. 80(4), pages 520-534, November.
    • ABDELKHALEK, Touhami & DUFOUR, Jean-Marie, 1997. "Statistical Inference for Computable General Equilibrium Models with Application to a Model of the Moroccan Economy," Cahiers de recherche 9713, Universite de Montreal, Departement de sciences economiques.
  • Francis X. Diebold & Lutz Kilian, 2001. "Measuring predictability: theory and macroeconomic applications," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(6), pages 657-669.
    • Francis X. Diebold & Lutz Kilian, "undated". "Measuring Predictability: Theory and Macroeconomic Applications," CARESS Working Papres 97-19, University of Pennsylvania Center for Analytic Research and Economics in the Social Sciences.
    • Francis X. Diebold & Lutz Kilian, 1997. "Measuring Predictability: Theory and Macroeconomic Applications," NBER Technical Working Papers 0213, National Bureau of Economic Research, Inc.
    • Francis X. Diebold & Lutz Kilian, 1997. "Measuring predictability: theory and macroeconomic applications," Working Papers 97-23, Federal Reserve Bank of Philadelphia.
    • Diebold, Francis & Kilian, Lutz, 2000. "Measuring Predictability: Theory And Macroeconomic Applications," CEPR Discussion Papers 2424, C.E.P.R. Discussion Papers.
    • Francis X. Diebold & Lutz Kilian, 1998. "Measuring Predictability: Theory and Macroeconomic Applications," Working Papers 98-16, New York University, Leonard N. Stern School of Business, Department of Economics.
  • Torben G. Andersen & Tim Bollerslev, 1997. "Answering the Critics: Yes, ARCH Models Do Provide Good Volatility Forecasts," NBER Working Papers 6023, National Bureau of Economic Research, Inc.
  • Richard Dennis, 1997. "A measure of monetary conditions," Reserve Bank of New Zealand Discussion Paper Series G97/1, Reserve Bank of New Zealand.
  • Keane, Michael & Wolpin, Kenneth, 1997. "Introduction to the JBES Special Issue on Structural Estimation in Applied Microeconomics," MPRA Paper 55136, University Library of Munich, Germany.
  • Larry Taylor, 1997. "An R2criterion based on optimal predictors," Econometric Reviews, Taylor & Francis Journals, vol. 16(1), pages 109-118.
  • Koop, Gary & Dijk, Herman K. Van, 2000. "Testing for integration using evolving trend and seasonals models: A Bayesian approach," Journal of Econometrics, Elsevier, vol. 97(2), pages 261-291, August.
    • Gary Koop & Herman K. van Dijk & Henk Hoek, 1997. "Testing for Integration using Evolving Trend and Seasonals Models: A Bayesian Approach," Tinbergen Institute Discussion Papers 97-078/4, Tinbergen Institute.
    • Koop, G. & van Dijk, H.K., 1999. "Testing for integration using evolving trend and seasonal models: A Bayesian approach," Econometric Institute Research Papers EI 9934/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    • Gary Koop & Herman K. van Dijk, 1999. "Testing for Integration using Evolving Trend and Seasonals Models: A Bayesian Approach," Tinbergen Institute Discussion Papers 99-072/4, Tinbergen Institute.
  • Das, J.W.M. & Dominitz, J. & van Soest, A.H.O., 1997. "Comparing Predictions and Outcomes : Theory and Application to Income Changes," Other publications TiSEM 6eef11dd-0ae4-4673-b8c0-2, Tilburg University, School of Economics and Management.
    • Das, J.W.M. & Dominitz, J. & van Soest, A.H.O., 1999. "Comparing predictions and outcomes : Theory and application to income changes," Other publications TiSEM d15d6d31-e2a9-40cb-98c6-e, Tilburg University, School of Economics and Management.
    • Das, J.W.M. & Dominitz, J. & van Soest, A.H.O., 1997. "Comparing Predictions and Outcomes : Theory and Application to Income Changes," Discussion Paper 1997-45, Tilburg University, Center for Economic Research.
  • Daniëls, H.A.M. & Kamp, B. & Verkooijen, W.J.H., 1997. "Application of Neural Networks to House Pricing and Bond Rating," Discussion Paper 1997-96, Tilburg University, Center for Economic Research.
  • Das, J.W.M. & Dominitz, J. & van Soest, A.H.O., 1997. "Comparing Predictions and Outcomes : Theory and Application to Income Changes," Discussion Paper 1997-45, Tilburg University, Center for Economic Research.
    • Das, J.W.M. & Dominitz, J. & van Soest, A.H.O., 1997. "Comparing Predictions and Outcomes : Theory and Application to Income Changes," Other publications TiSEM 6eef11dd-0ae4-4673-b8c0-2, Tilburg University, School of Economics and Management.
    • Das, J.W.M. & Dominitz, J. & van Soest, A.H.O., 1999. "Comparing predictions and outcomes : Theory and application to income changes," Other publications TiSEM d15d6d31-e2a9-40cb-98c6-e, Tilburg University, School of Economics and Management.
  • Parks, R.W. & Savin, N.E. & Wurtz, A.H., 1997. "The Power of Hessian and Outer Product Based Wald and LM Tests," Working Papers 97-02, University of Iowa, Department of Economics.
  • Nankervis, J.C. & Savin, N.E. & Lobato, I., 1997. "Testing that Stock Returns Are Uncorrelated Using A General Box-Pierce Q Test," Working Papers 97-14, University of Iowa, Department of Economics.
  • Lee, Hahn Shik & Siklos, Pierre L., 1997. "The role of seasonality in economic time series reinterpreting money-output causality in U.S. data," International Journal of Forecasting, Elsevier, vol. 13(3), pages 381-391, September.
    • Lee, H.S. & Siklos, P.L., 1997. "The Role of Seasonality in Economic Time Series: Reinterpretating Money-Output Causality in U.S. Data," Working Papers 97-1, Wilfrid Laurier University, Department of Economics.
  • Clements, Michael P. & Madlener, Reinhard, 1997. "Seasonality, Cointegration, And The Forecasting Of Energy Demand," Economic Research Papers 268766, University of Warwick - Department of Economics.
    • Clements, M.P. & Madlener, R., 1997. "Seasonality, Cointegration, and the Forecasting of Energy Demand," The Warwick Economics Research Paper Series (TWERPS) 484, University of Warwick, Department of Economics.
  • Clements, Michael & Smith, Jeremy, 1997. "Forecasting Seasonal Uk Consumption Components," Economic Research Papers 268761, University of Warwick - Department of Economics.
    • Clements, M.P. & Smith, J., 1997. "Forecasting Seasonal UK Consumption Components," The Warwick Economics Research Paper Series (TWERPS) 487, University of Warwick, Department of Economics.
    • Clements, Michael P. & Smith, Jeremy, 1997. "Forecasting Seasonal UK Consumption Components," Economic Research Papers 268769, University of Warwick - Department of Economics.
    • Clements, Michael & Smith, Jeremy, 1997. "Forecasting Seasonal UK Consumption Components," The Warwick Economics Research Paper Series (TWERPS) 479, University of Warwick, Department of Economics.
  • Clements, M.P. & Krolzig, H.-M., 1997. "A Comparison of the Forecasting Performance of Markov-Switching and Threshold Autoregressive Models of US GNP," The Warwick Economics Research Paper Series (TWERPS) 489, University of Warwick, Department of Economics.
  • Clements, M.P. & Smith, J., 1997. "Forecasting Seasonal UK Consumption Components," The Warwick Economics Research Paper Series (TWERPS) 487, University of Warwick, Department of Economics.
    • Clements, Michael & Smith, Jeremy, 1997. "Forecasting Seasonal Uk Consumption Components," Economic Research Papers 268761, University of Warwick - Department of Economics.
    • Clements, Michael P. & Smith, Jeremy, 1997. "Forecasting Seasonal UK Consumption Components," Economic Research Papers 268769, University of Warwick - Department of Economics.
    • Clements, Michael & Smith, Jeremy, 1997. "Forecasting Seasonal UK Consumption Components," The Warwick Economics Research Paper Series (TWERPS) 479, University of Warwick, Department of Economics.
  • Clements, M.P. & Madlener, R., 1997. "Seasonality, Cointegration, and the Forecasting of Energy Demand," The Warwick Economics Research Paper Series (TWERPS) 484, University of Warwick, Department of Economics.
    • Clements, Michael P. & Madlener, Reinhard, 1997. "Seasonality, Cointegration, And The Forecasting Of Energy Demand," Economic Research Papers 268766, University of Warwick - Department of Economics.
  • Clements, Michael & Smith, Jeremy, 1997. "Forecasting Seasonal Uk Consumption Components," Economic Research Papers 268761, University of Warwick - Department of Economics.
    • Clements, Michael P. & Smith, Jeremy, 1997. "Forecasting Seasonal UK Consumption Components," Economic Research Papers 268769, University of Warwick - Department of Economics.
    • Clements, Michael & Smith, Jeremy, 1997. "Forecasting Seasonal UK Consumption Components," The Warwick Economics Research Paper Series (TWERPS) 479, University of Warwick, Department of Economics.
    • Clements, M.P. & Smith, J., 1997. "Forecasting Seasonal UK Consumption Components," The Warwick Economics Research Paper Series (TWERPS) 487, University of Warwick, Department of Economics.
  • El-Gamal, M.A., 1997. "A Monte Carlo Study of Ec-Estimation in Panel Data Models with Limited Dependent Variables and Heterogeneity," Working papers 9703, Wisconsin Madison - Social Systems.
  • El-Gamal, M.A., 1997. "A Bayesian Interpretation of Extremim Estimators," Working papers 9704, Wisconsin Madison - Social Systems.
  • West, Kenneth D & McCracken, Michael W, 1998. "Regression-Based Tests of Predictive Ability," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 39(4), pages 817-840, November.
    • West, K.D. & McCracken, M.W., 1997. "Regression-Based Tests of Predictive Ability," Working papers 9710, Wisconsin Madison - Social Systems.
    • Kenneth D. West & Michael W. McCracken, 1998. "Regression-Based Tests of Predictive Ability," NBER Technical Working Papers 0226, National Bureau of Economic Research, Inc.
  • Domowitz, Ian & El-Gamal, Mahmoud A., 2001. "A consistent nonparametric test of ergodicity for time series with applications," Journal of Econometrics, Elsevier, vol. 102(2), pages 365-398, June.
    • Domowitz, I. & El-Gamal, M.A., 1997. "A Consistent Nonparametric Test of Ergodicity for Time Series with Applications," Working papers 9716, Wisconsin Madison - Social Systems.
  • Seamus Hogan, 1998. "What Does Downward Nominal-Wage Rigidity Imply for Monetary Policy?," Canadian Public Policy, University of Toronto Press, vol. 24(4), pages 513-525, December.
    • Seamus Hogan, 1997. "What Does Downward Nominal-Wage Rigidity Imply for Monetary Policy?," Staff Working Papers 97-13, Bank of Canada.
  • Robert Amano & Tiff Macklem, 1997. "Menu Costs, Relative Prices, and Inflation: Evidence for Canada," Staff Working Papers 97-14, Bank of Canada.
  • Jean-François Fillion & André Léonard, 1997. "La courbe de Phillips au Canada : un examen de quelques hypothèses," Staff Working Papers 97-3, Bank of Canada.
  • Chantal Dupasquier & Alain Guay & Pierre St-Amant, 1997. "A Comparison of Alternative Methodologies for Estimating Potential Output and the Output Gap," Staff Working Papers 97-5, Bank of Canada.
  • John T. Barkoulas & Christopher F. Baum, 1997. "Fractional Differencing Modeling And Forecasting Of Eurocurrency Deposit Rates," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 20(3), pages 355-372, September.
    • John Barkoulas & Christopher F. Baum, 1996. "Fractional Differencing Modeling and Forecasting of Eurocurrency Deposit Rates," Boston College Working Papers in Economics 317., Boston College Department of Economics.
  • John T. Barkoulas & Christopher F. Baum, 1997. "Fractional Differencing Modeling And Forecasting Of Eurocurrency Deposit Rates," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 20(3), pages 355-372, September.
    • Barkoulas, John T & Baum, Christopher F, 1997. "Fractional Differencing Modeling and Forecasting of Eurocurrency Deposit Rates," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 20(3), pages 355-372, Fall.
    • John Barkoulas & Christopher F. Baum, 1996. "Fractional Differencing Modeling and Forecasting of Eurocurrency Deposit Rates," Boston College Working Papers in Economics 317., Boston College Department of Economics.
  • Christopher Baum & Clifford Thies, 1998. "Reexamining the term structure of interest rates and the interwar demand for money," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 22(2), pages 5-12, June.
    • Christopher F. Baum & Clifford F. Thies, 1997. "Reexamining the Term Structure of Interest Rates and the Interwar Demand for Money," Boston College Working Papers in Economics 384, Boston College Department of Economics.
  • John Fitzgerald & Peter Gottschalk & Robert Moffitt, 1998. "An Analysis of Sample Attrition in Panel Data: The Michigan Panel Study of Income Dynamics," Journal of Human Resources, University of Wisconsin Press, vol. 33(2), pages 251-299.
    • J. Fitzgerald & P. Gottschalk & R. Moffitt, "undated". "An Analysis of Sample Attrition in Panel Data: The Michigan Panel Study of Income Dynamics," Institute for Research on Poverty Discussion Papers 1156-98, University of Wisconsin Institute for Research on Poverty.
    • John Fitzgerald & Peter Gottschalk & Robert Moffitt, 1997. "An Analysis of Sample Attrition in Panel Data: The Michigan Panel Study of Income Dynamics," Boston College Working Papers in Economics 394, Boston College Department of Economics.
    • John Fitzgerald & Peter Gottschalk & Robert Moffitt, 1998. "An Analysis of Sample Attrition in Panel Data: The Michigan Panel Study of Income Dynamics," NBER Technical Working Papers 0220, National Bureau of Economic Research, Inc.
    • John Fitzgerald & Peter Gottschalk & Robert Moffitt, 1998. "An Analysis of Sample Attrition in Panel Data: The Michigan Panel Study of income Dynamics," Economics Working Paper Archive 379, The Johns Hopkins University,Department of Economics.
  • Christopeit, Norbert & Axel Cron, 1997. "A Simple Regime-Switching Model for Stochastic Volatilities," Discussion Paper Serie B 406, University of Bonn, Germany.
  • Krelle, Wilhelm, 1997. "How to deal with unobservable variables in economics," Discussion Paper Serie B 414, University of Bonn, Germany.
  • Kuo, Biing-Shen & Mikkola, Anne, 1997. "The Behaviour of the Real Exchange Rate: A Re-examination Using Finite Sample Approach," CEPR Discussion Papers 1716, C.E.P.R. Discussion Papers.
  • Jakob B. MADSEN, 1997. "Forecasts with production expectations integrated into a macroeconomic model," Discussion Papers (REL - Recherches Economiques de Louvain) 1997011, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  • Donald W. K. Andrews, 1999. "Consistent Moment Selection Procedures for Generalized Method of Moments Estimation," Econometrica, Econometric Society, vol. 67(3), pages 543-564, May.
    • Donald W.K. Andrews, 1997. "Consistent Moment Selection Procedures for Generalized Method of Moments Estimation," Cowles Foundation Discussion Papers 1146R, Cowles Foundation for Research in Economics, Yale University.
  • Coppejans, Mark & Domowitz, Ian, 1997. "Liquidity-Corrected Variance Ratios and the Effect of Foreign Equity Ownership on Information in an Emerging Market," Working Papers 97-08, Duke University, Department of Economics.
  • Angrist, Joshua D., 1997. "Conditional independence in sample selection models," Economics Letters, Elsevier, vol. 54(2), pages 103-112, February.
    • Angrist, J.D., 1996. "Conditional Independance in Sample Selection Models," Working papers 96-27, Massachusetts Institute of Technology (MIT), Department of Economics.
  • Morduch, Jonathan J. & Stern, Hal S., 1997. "Using mixture models to detect sex bias in health outcomes in Bangladesh," Journal of Econometrics, Elsevier, vol. 77(1), pages 259-276, March.
    • Jonathan J. Morduch & Hall S. Stern, 1995. "Using Mixture Models to Detect Sex Bias in Health Outcomes in Bangladesh," Harvard Institute of Economic Research Working Papers 1728, Harvard - Institute of Economic Research.
    • Morduch, J. & Stern, H.S., 1995. "Using Mixture Models to Detect Sex Bias in Health Outcomes in Bangladesh," Papers 513, Harvard - Institute for International Development.
  • Lee, Hahn Shik & Siklos, Pierre L., 1997. "The role of seasonality in economic time series reinterpreting money-output causality in U.S. data," International Journal of Forecasting, Elsevier, vol. 13(3), pages 381-391, September.
    • Lee, H.S. & Siklos, P.L., 1997. "The Role of Seasonality in Economic Time Series: Reinterpretating Money-Output Causality in U.S. Data," Working Papers 97-1, Wilfrid Laurier University, Department of Economics.
  • Saligari, Grant R. & Snyder, Ralph D., 1997. "Trends, lead times and forecasting," International Journal of Forecasting, Elsevier, vol. 13(4), pages 477-488, December.
    • Saligari, G.R. & Snyder, R.D., 1996. "Trends, Lead Times and Forecasting," Monash Econometrics and Business Statistics Working Papers 1/96, Monash University, Department of Econometrics and Business Statistics.
  • Bardasi, E. & Monfardini, C., 1997. "The Choice of the Working Sector in Italy," Economics Working Papers eco97/09, European University Institute.

  1996

  • Clements, M.C., 1996. "Evaluating the Rationality of Fixed-Event Forecasts," The Warwick Economics Research Paper Series (TWERPS) 457, University of Warwick, Department of Economics.
    • Clements, Michael P., 1996. "Evaluating the rationality of fixed-event forecasts," Economic Research Papers 268705, University of Warwick - Department of Economics.
  • Jansen, Eilev S & Terasvirta, Timo, 1996. "Testing Parameter Constancy and Super Exogeneity in Econometric Equations," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 58(4), pages 735-763, November.
    • Jansen, Eilev S. & Teräsvirta, Timo, 1995. "Testing Parameter Constancy and super Exogeneity in Econometric Equations," SSE/EFI Working Paper Series in Economics and Finance 53, Stockholm School of Economics.
  • Christopher F. Baum & John Barkoulas, 1996. "Time‐varying risk premia in the foreign currency futures basis," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 16(7), pages 735-755, October.
    • John Barkoulas & Christopher F. Baum, 1996. "Time-Varying Risk Premia in the Foreign Currency Futures Basis," Boston College Working Papers in Economics 281., Boston College Department of Economics.
  • John Barkoulas & Christopher F. Baum & Gurkan S. Oguz, 1996. "Fractional Cointegration Analysis of Long Term International Interest Rates," Boston College Working Papers in Economics 315., Boston College Department of Economics.
  • John T. Barkoulas & Christopher F. Baum, 1997. "Fractional Differencing Modeling And Forecasting Of Eurocurrency Deposit Rates," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 20(3), pages 355-372, September.
    • John Barkoulas & Christopher F. Baum, 1996. "Fractional Differencing Modeling and Forecasting of Eurocurrency Deposit Rates," Boston College Working Papers in Economics 317., Boston College Department of Economics.
  • John Barkoulas & Christopher F. Baum & Joseph Onochie, 1996. "Nonlinear Nonparametric Prediction of the 90-Day T-Bill Rate," Boston College Working Papers in Economics 320., Boston College Department of Economics.
  • Bruce E. Hansen, 1996. "Estimation of TAR Models," Boston College Working Papers in Economics 325., Boston College Department of Economics.
  • Antti Ripatti, 1998. "Stability of the demand for M1 and harmonized M3 in Finland," Empirical Economics, Springer, vol. 23(3), pages 317-337.
    • Ripatti, Antti, 1996. "Stability of the demand for M1 and harmonized M3 in Finland," Research Discussion Papers 18/1996, Bank of Finland.
  • Teräsvirta Timo, 1996. "Power Properties of Linearity Tests for Time Series," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 1(1), pages 1-10, April.
    • Teräsvirta, Timo, 1996. "Power Properties of Linearity Tests for Time Series," SSE/EFI Working Paper Series in Economics and Finance 94, Stockholm School of Economics.
  • Swanson Norman, 1996. "Forecasting Using First-Available Versus Fully Revised Economic Time-Series Data," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 1(1), pages 1-20, April.
    • Swanson, N.R., 1996. "Forecasting Using First Available Versus Fully Revised Economic Time Series data," Papers 4-96-7, Pennsylvania State - Department of Economics.
  • Shadman-Mehta, Fatemeh, 1996. "Does Modern Econometrics replicate the Phillips Curve?," LIDAM Discussion Papers IRES 1996015, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  • Patrick FÈVE & François LANGOT, 1996. "Can animal spirits explain the dynamics of European unemployment?," Discussion Papers (REL - Recherches Economiques de Louvain) 1996044, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  • Oliver Linton & Pedro Gozalo, 1996. "Conditional Independence Restrictions: Testing and Estimation," Cowles Foundation Discussion Papers 1140, Cowles Foundation for Research in Economics, Yale University.
  • Tzavalis, Elias & Wickens, M. R., 1996. "Forecasting inflation from the term structure," Journal of Empirical Finance, Elsevier, vol. 3(1), pages 103-122, May.
    • Tzavalis, E. & Wickens, M.R., 1995. "Forecasting Inflation from the Term Structure," Discussion Papers 9519, University of Exeter, Department of Economics.
  • Vannetelbosch, Vincent J., 1996. "Testing between alternative wage-employment bargaining models using Belgian aggregate data," Labour Economics, Elsevier, vol. 3(1), pages 43-64, August.
    • Vannetelbosch, V. J., 1996. "Testing between alternative wage-employment bargaining models using Belgian aggregate data," LIDAM Reprints CORE 1233, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Pinkse, J. & Slade, M., 1996. "A Simple Test for Spatial Correlation in Probit Models," G.R.E.Q.A.M. 96a11, Universite Aix-Marseille III.
  • Chanel, O. & Gerard-Varet, L.A., 1996. "Auction Theory and Practice Evidence from the Market for Jewellery," G.R.E.Q.A.M. 96b05, Universite Aix-Marseille III.
  • Ado, I. & Boughrara, A., 1996. "Un regard epistemologique sur la pratique econometrique contemporaine," G.R.E.Q.A.M. 96c04, Universite Aix-Marseille III.
  • Lau, S.H.P., 1996. "Testing the Long Run Effect of Investment on Output in the Presence of Cointegration," Papers 304, Australian National University - Department of Economics.
  • Dodin, B. & Elimam, A.A. & Rolland, E., 1996. "Tabu Search in Audit Scheduling," The A. Gary Anderson Graduate School of Management 96-25, The A. Gary Anderson Graduate School of Management. University of California Riverside.
  • Rubio, E.M., 1996. "Testing the CCAPM on Spanish Data: A New Approach," Papers 9603, Centro de Estudios Monetarios Y Financieros-.
  • Bozdogan, H. & Haughton, D., 1996. "Informational Complexity Criteria For Regression Models," Papers 96.414, Toulouse - GREMAQ.
  • Hill, R.J. & Fox, K.J., 1996. "Identifying Outlier Firms in Multiple Output Efficiency Models," Papers 96/27, New South Wales - School of Economics.
  • Swanson, N.R. & Zeng, T., 1996. "Addressing Collinearity Among Competing Econometric Forecasts: Regression Based Forecast Combination Using Model Selection," Papers 4-96-5, Pennsylvania State - Department of Economics.
  • Swanson Norman, 1996. "Forecasting Using First-Available Versus Fully Revised Economic Time-Series Data," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 1(1), pages 1-20, April.
    • Swanson, N.R., 1996. "Forecasting Using First Available Versus Fully Revised Economic Time Series data," Papers 4-96-7, Pennsylvania State - Department of Economics.
  • Bryan, I., 1996. "Pricing-to-Market in the Presence of Freight Rate and Exchange Rate Changes: Evidence from Canadian Data," Papers 9, Ryerson Polytechnical Institute - Department of Economics.
  • Arranz, M., 1996. "Forecasting Private Consumption Structure in European Countries: SKIM Model Results and Comparison with other Approaches," Faculty of Economics 04, Universidad de Santiago de Compostela, Faculty of Economics, Applied Econometric and Quantitative Studies.
    • Arranz, M., 2002. "Forecasting Private Consumption Structure in European Countries: SKIM Model Results and Comparison with other Approaches," Economic Development 54, University of Santiago de Compostela. Faculty of Economics and Business. Econometrics..
  • M. Markatou & Elvezio Ronchetti, 1996. "Robust Inference: The Approach Based on Influence Functions," Research Papers by the Institute of Economics and Econometrics, Geneva School of Economics and Management, University of Geneva 96.01, Institut d'Economie et Econométrie, Université de Genève.
  • Ferguson, B, 1996. "A Note on the Interpretation of the Rational Addiction Model," Working Papers 1996-1, University of Guelph, Department of Economics and Finance.
  • Teräsvirta Timo, 1996. "Power Properties of Linearity Tests for Time Series," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 1(1), pages 1-10, April.
    • Teräsvirta, Timo, 1996. "Power Properties of Linearity Tests for Time Series," SSE/EFI Working Paper Series in Economics and Finance 94, Stockholm School of Economics.
  • Brännäs, Kurt & Gooijer, Jan G. de & Teräsvirta, Timo, 1996. "Testing Linearity against Nonlinear Moving Average Models," SSE/EFI Working Paper Series in Economics and Finance 95, Stockholm School of Economics.
    • Brännäs, Kurt & de Gooijer, Jan G. & Teräsvirta, Timo, 1997. "Testing Linearity against Nonlinear Moving Average Models," Umeå Economic Studies 405, Umeå University, Department of Economics.
  • Teräsvirta, Timo, 1996. "Two Stylized Facts and the Garch (1,1) Model," SSE/EFI Working Paper Series in Economics and Finance 96, Stockholm School of Economics.
  • Jürgen Wolters & Timo Teräsvirta & Helmut Lütkepohl, 1998. "Modeling The Demand For M3 In The Unified Germany," The Review of Economics and Statistics, MIT Press, vol. 80(3), pages 399-409, August.
    • Wolters, J. & Teräsvirta, T. & Lütkepohl, H., 1996. "Modelling the Demand for M3 in the Unified Germany," SFB 373 Discussion Papers 1996,24, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
    • Wolters, Jürgen & Teräsvirta, Timo & Lütkepohl, Helmut, 1996. "Modelling the Demand for M3 in the unified Germany," SSE/EFI Working Paper Series in Economics and Finance 113, Stockholm School of Economics.
  • Madlener, Reinhard, 1996. "On the Use of Multivariate Cointegration Analysis in Residential Energy Demand Modelling," Economics Series 30, Institute for Advanced Studies.
  • Rahbek, Anders & Christian Kongsted, Hans & Jorgensen, Clara, 1999. "Trend stationarity in the I(2) cointegration model," Journal of Econometrics, Elsevier, vol. 90(2), pages 265-289, June.
    • Clara Jørgensen & Hans Christian Kongsted & Anders Rahbek, 1996. "Trend-Stationarity in the I(2) Cointegration Model," Discussion Papers 96-12, University of Copenhagen. Department of Economics.
  • Angrist, Joshua D., 1997. "Conditional independence in sample selection models," Economics Letters, Elsevier, vol. 54(2), pages 103-112, February.
    • Angrist, J.D., 1996. "Conditional Independance in Sample Selection Models," Working papers 96-27, Massachusetts Institute of Technology (MIT), Department of Economics.
  • Saligari, Grant R. & Snyder, Ralph D., 1997. "Trends, lead times and forecasting," International Journal of Forecasting, Elsevier, vol. 13(4), pages 477-488, December.
    • Saligari, G.R. & Snyder, R.D., 1996. "Trends, Lead Times and Forecasting," Monash Econometrics and Business Statistics Working Papers 1/96, Monash University, Department of Econometrics and Business Statistics.
  • Hao, K., 1996. "Testing for Structural Change in Cointegrated Regression Models: Some Comparisons and Generalizations," Monash Econometrics and Business Statistics Working Papers 3/96, Monash University, Department of Econometrics and Business Statistics.
  • Louis Lévy-Garboua & Claude Montmarquette, 1996. "Cognition In Seemingly Riskless Choices And Judgments," Rationality and Society, , vol. 8(2), pages 167-185, May.
    • Levy-Garboua, L. & Montmarquette, C., 1995. "Cognition in Seemingly Riskless Choices and Judgments," Papiers du Laboratoire de Microéconomie Appliquée 1995-04, Université Panthéon-Sorbonne (Paris 1).
    • Levy-Garboua, L. & Montmarquette, C., 1996. "Cognition in Seemingly Riskless Choices and Judgments," Cahiers de recherche 9602, Universite de Montreal, Departement de sciences economiques.
    • Levy-Garboua, L. & Montmarquette, C., 1996. "Cognition in Seemingly Riskless Choices and Judgments," Cahiers de recherche 9602, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
    • Louis Lévy-Garboua & Claude Montmarquette, 1996. "Cognition in Seemingly Riskless Choices and Judgments," CIRANO Working Papers 96s-01, CIRANO.
  • Louis Lévy-Garboua & Claude Montmarquette, 1996. "Cognition In Seemingly Riskless Choices And Judgments," Rationality and Society, , vol. 8(2), pages 167-185, May.
    • Levy-Garboua, L. & Montmarquette, C., 1995. "Cognition in Seemingly Riskless Choices and Judgments," Papiers du Laboratoire de Microéconomie Appliquée 1995-04, Université Panthéon-Sorbonne (Paris 1).
    • Levy-Garboua, L. & Montmarquette, C., 1996. "Cognition in Seemingly Riskless Choices and Judgments," Cahiers de recherche 9602, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
    • Louis Lévy-Garboua & Claude Montmarquette, 1996. "Cognition in Seemingly Riskless Choices and Judgments," CIRANO Working Papers 96s-01, CIRANO.
    • Levy-Garboua, L. & Montmarquette, C., 1996. "Cognition in Seemingly Riskless Choices and Judgments," Cahiers de recherche 9602, Universite de Montreal, Departement de sciences economiques.
  • Krishnan, M & Sankaraguruswamy, S & Song Shin, H, 1996. "Skewness of Earnings and the Believability Hypothesis : How Does the Financial Market Discount Accounting Earnings Disclosures?," Economics Papers 120, Economics Group, Nuffield College, University of Oxford.
  • Evzen Kocenda, 2001. "An Alternative To The Bds Test: Integration Across The Correlation Integral," Econometric Reviews, Taylor & Francis Journals, vol. 20(3), pages 337-351.
    • Kocenda, Evzen, 1996. "An Alternative to the BDS Test: Integration Across the Correlation Integral," MPRA Paper 70510, University Library of Munich, Germany.
    • Evzen Kocenda, 2003. "An Alternative to the BDS Test: Integration Across The Correlation Integral," Econometrics 0301004, University Library of Munich, Germany.
  • William Thomson, 1999. "Monotonic extensions on economic domains," Review of Economic Design, Springer;Society for Economic Design, vol. 4(1), pages 13-33.
    • Thomson, W., 1996. "Monotonic Extension on Economic Domains," RCER Working Papers 431, University of Rochester - Center for Economic Research (RCER).
  • Bruce Mizrach, 1996. "Forecast Comparison in L2," Departmental Working Papers 199524, Rutgers University, Department of Economics.
  • Louis Lévy-Garboua & Claude Montmarquette, 1996. "Cognition In Seemingly Riskless Choices And Judgments," Rationality and Society, , vol. 8(2), pages 167-185, May.
    • Levy-Garboua, L. & Montmarquette, C., 1995. "Cognition in Seemingly Riskless Choices and Judgments," Papiers du Laboratoire de Microéconomie Appliquée 1995-04, Université Panthéon-Sorbonne (Paris 1).
    • Levy-Garboua, L. & Montmarquette, C., 1996. "Cognition in Seemingly Riskless Choices and Judgments," Cahiers de recherche 9602, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
    • Louis Lévy-Garboua & Claude Montmarquette, 1996. "Cognition in Seemingly Riskless Choices and Judgments," CIRANO Working Papers 96s-01, CIRANO.
    • Levy-Garboua, L. & Montmarquette, C., 1996. "Cognition in Seemingly Riskless Choices and Judgments," Cahiers de recherche 9602, Universite de Montreal, Departement de sciences economiques.
  • Hans Dewachter, 1996. "Modelling interest rate volatility: Regime switches and level links," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 132(2), pages 236-258, September.
  • Gerd Hansen, 1996. "The domestic term structure and international interest rate linkages: A cointegration analysis," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 132(4), pages 675-689, December.
  • Junankar, P.N. & Madsen, J.B., 1996. "Unemployment in the OECD: models and mysteries," Discussion Paper Series In Economics And Econometrics 9648, Economics Division, School of Social Sciences, University of Southampton.
    • Junankar, Pramod N. (Raja) & Madsen, Jakob B., 2004. "Unemployment in the OECD: Models and Mysteries," IZA Discussion Papers 1168, Institute of Labor Economics (IZA).
  • Fabio Canova & Eva Ortega, 1996. "Testing calibrated general equilibrium models," Economics Working Papers 166, Department of Economics and Business, Universitat Pompeu Fabra.
  • Christopher F. Baum & John Barkoulas, 1996. "Time‐varying risk premia in the foreign currency futures basis," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 16(7), pages 735-755, October.
    • John Barkoulas & Christopher F. Baum, 1996. "Time-Varying Risk Premia in the Foreign Currency Futures Basis," Boston College Working Papers in Economics 281., Boston College Department of Economics.
  • Erwin Nijsse & Elmer Sterken,, 1996. "Shortages, interest rates, and money demand in Poland, 1969-1995," Working Papers 25, Centre for Economic Research, University of Groningen and University of Twente.
  • Francisco Cribari-Neto, 1996. "On the Corrections to Information Matrix Tests," Econometrics 9601001, University Library of Munich, Germany.
  • Clements, Michael P., 1996. "Evaluating the rationality of fixed-event forecasts," Economic Research Papers 268705, University of Warwick - Department of Economics.
    • Clements, M.C., 1996. "Evaluating the Rationality of Fixed-Event Forecasts," The Warwick Economics Research Paper Series (TWERPS) 457, University of Warwick, Department of Economics.
  • J. M. C. Santos Silva, 2001. "A score test for non-nested hypotheses with applications to discrete data models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(5), pages 577-597.
    • J M C Santos Silva, 1996. "A Score Test for Non-nested Hypotheses with Applications to Discrete Data Models," Discussion Papers 96-28 ISSN 1350-6722, University College London, Department of Economics.
  • Antti Ripatti, 1998. "Stability of the demand for M1 and harmonized M3 in Finland," Empirical Economics, Springer, vol. 23(3), pages 317-337.
    • Ripatti, Antti, 1996. "Stability of the demand for M1 and harmonized M3 in Finland," Bank of Finland Research Discussion Papers 18/1996, Bank of Finland.
  • Jürgen Wolters & Timo Teräsvirta & Helmut Lütkepohl, 1998. "Modeling The Demand For M3 In The Unified Germany," The Review of Economics and Statistics, MIT Press, vol. 80(3), pages 399-409, August.
    • Wolters, Jürgen & Teräsvirta, Timo & Lütkepohl, Helmut, 1996. "Modelling the Demand for M3 in the unified Germany," SSE/EFI Working Paper Series in Economics and Finance 113, Stockholm School of Economics.
    • Wolters, J. & Teräsvirta, T. & Lütkepohl, H., 1996. "Modelling the Demand for M3 in the Unified Germany," SFB 373 Discussion Papers 1996,24, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  • Oliver Linton & Pedro Gozalo, 1995. "Testing Additivity in Generalized Nonparametric Regression Models," Cowles Foundation Discussion Papers 1106, Cowles Foundation for Research in Economics, Yale University.
    • Linton, O. & Gozalo, P., 1996. "Testing Additivity in Generalized Nonparametric Regression Models," SFB 373 Discussion Papers 1996,47, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.

  1995

  • Lutkepohl, Helmut & Terasvirta, Timo & Wolters, Jurgen, 1999. "Investigating Stability and Linearity of a German M1 Money Demand Function," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 14(5), pages 511-525, Sept.-Oct.
    • Lütkepohl, Helmut & Teräsvirta, Timo & Wolters, Jürgen, 1995. "Investigating Stability and Linearity of a German M1 Money Demand Function," SSE/EFI Working Paper Series in Economics and Finance 64, Stockholm School of Economics.
    • Lütkepohl, H. & Teräsvirta, T. & Wolters, J., 1995. "Investigating Stability and Linearity of a German M1 Money Demand Function," SFB 373 Discussion Papers 1995,57, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  • Brock, W.A. & Dechert, W.D. & LeBaron, B. & Scheinkman, J.A., 1995. "A Test for Independence Based on the Correlation Dimension," Working papers 9520, Wisconsin Madison - Social Systems.
  • Boero, K.L.A.G. & Burridge, P. & Sheldon, M., 1995. "Agreement and Disagreement Between Unit Root Tests," Discussion Papers 95-30, Department of Economics, University of Birmingham.
  • Keuschnigg, Christian & Kohler, Wilhelm, 1995. "Dynamic Effects of Tariff Liberalization: An Intertemporal CGE Approach," Review of International Economics, Wiley Blackwell, vol. 3(1), pages 20-35, February.
  • Garcia, Rene, 1998. "Asymptotic Null Distribution of the Likelihood Ratio Test in Markov Switching Models," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 39(3), pages 763-788, August.
    • René Garcia, 1995. "Asymptotic Null Distribution of the Likelihood Ratio Test in Markov Switching Models," CIRANO Working Papers 95s-07, CIRANO.
  • Ghysels, Eric & Guay, Alain & Hall, Alastair, 1998. "Predictive tests for structural change with unknown breakpoint," Journal of Econometrics, Elsevier, vol. 82(2), pages 209-233, February.
    • Ghysels, E. & Guay, A. & Hall, A., 1995. "Predictive Tests for Structural Change with Unknown Breakpoint," Cahiers de recherche 9524, Universite de Montreal, Departement de sciences economiques.
    • Eric Ghysels & Alain Guay & Alastair Hall, 1995. "Predictive Tests for Structural Change with Unknown Breakpoint," CIRANO Working Papers 95s-20, CIRANO.
    • Ghysels, E. & Guay, A. & Hall, A., 1995. "Predictive Tests for Structural Change with Unknown Breakpoint," Cahiers de recherche 9524, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  • María Ripoll & Martha Misas & Enrique López, 1995. "Una Descripción del Ciclo Industrial en Colombia," Borradores de Economia 033, Banco de la Republica de Colombia.
    • Martha Misas A. & Marla Ripoll N. & Enrique López E., 1995. "Una Descripción Del Ciclo Industrial En Colombia," Borradores de Economia 3707, Banco de la Republica.
  • Alejandro López M. & Juana Patricia Téllez, 1995. "Una Historia De Los Años Veinte Para Los Noventa," Borradores de Economia 3711, Banco de la Republica.
  • GONZALO, Jesus & PITARAKIS, Jean-Yves, 1994. "Comovements in Large Systems," LIDAM Discussion Papers CORE 1994065, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    • Gonzalo, Jesús & Pitarakis, Jean-Yves, 1995. "Comovements in large systems," DES - Working Papers. Statistics and Econometrics. WS 5825, Universidad Carlos III de Madrid. Departamento de Estadística.
  • Marga Peeters & Paul Ghijsen, 2000. "Capital, Labour, Materials and Additional R&D Investment in Japan - The Issue of Double-Counting," Annals of Economics and Statistics, GENES, issue 58, pages 165-184.
    • Peeters, Marga & Ghijsen, Paul, 1995. "Capital, Labour, Materials and Additional R&D Investment in Japan. The Issue of (Double-) Counting," LIDAM Discussion Papers IRES 1995009, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  • Oliver Linton & Pedro Gozalo, 1995. "Testing Additivity in Generalized Nonparametric Regression Models," Cowles Foundation Discussion Papers 1106, Cowles Foundation for Research in Economics, Yale University.
    • Linton, O. & Gozalo, P., 1996. "Testing Additivity in Generalized Nonparametric Regression Models," SFB 373 Discussion Papers 1996,47, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  • Rioux, L., 1995. "Heterogeneity, Matching, and Endogenous Labour Market Segmentation," DELTA Working Papers 95-35, DELTA (Ecole normale supérieure).
  • Tzavalis, Elias & Wickens, M. R., 1995. "The persistence in volatility of the US term premium 1970-1986," Economics Letters, Elsevier, vol. 49(4), pages 381-389, October.
    • Tzavalis, E. & Wickens, M.R., 1994. "The Persistence in Volatility of the US Term Premium 1970-1986," Discussion Papers 9409, University of Exeter, Department of Economics.
  • West, Kenneth D. & Cho, Dongchul, 1995. "The predictive ability of several models of exchange rate volatility," Journal of Econometrics, Elsevier, vol. 69(2), pages 367-391, October.
    • West, K.D. & Cho, D., 1993. "The Predictive Ability of Several Models of Exchange Rate Volatility," Working papers 9317, Wisconsin Madison - Social Systems.
    • Kenneth D. West & Dongchul Cho, 1994. "The Predictive Ability of Several Models of Exchange Rate Volatility," NBER Technical Working Papers 0152, National Bureau of Economic Research, Inc.
    • West, K.D. & Cho, D., 1993. "The Predictive Ability of Several Models of Exchange Rate Volatility," Working papers 9317r, Wisconsin Madison - Social Systems.
    • Tom Doan, "undated". "WESTCHOTEST: RATS procedure to perform Heteroscedasticity-robust serial correlation test," Statistical Software Components RTS00252, Boston College Department of Economics.
  • Tzavalis, Elias & Wickens, M. R., 1996. "Forecasting inflation from the term structure," Journal of Empirical Finance, Elsevier, vol. 3(1), pages 103-122, May.
    • Tzavalis, E. & Wickens, M.R., 1995. "Forecasting Inflation from the Term Structure," Discussion Papers 9519, University of Exeter, Department of Economics.
  • Aprahamian, F. & Peguin-Feissolle, A., 1995. "Detecting Nonlinearity by Modelling the Differenced Series," G.R.E.Q.A.M. 95a36, Universite Aix-Marseille III.
  • Morduch, Jonathan J. & Stern, Hal S., 1997. "Using mixture models to detect sex bias in health outcomes in Bangladesh," Journal of Econometrics, Elsevier, vol. 77(1), pages 259-276, March.
    • Morduch, J. & Stern, H.S., 1995. "Using Mixture Models to Detect Sex Bias in Health Outcomes in Bangladesh," Papers 513, Harvard - Institute for International Development.
    • Jonathan J. Morduch & Hall S. Stern, 1995. "Using Mixture Models to Detect Sex Bias in Health Outcomes in Bangladesh," Harvard Institute of Economic Research Working Papers 1728, Harvard - Institute of Economic Research.
  • Morduch, Jonathan J. & Stern, Hal S., 1997. "Using mixture models to detect sex bias in health outcomes in Bangladesh," Journal of Econometrics, Elsevier, vol. 77(1), pages 259-276, March.
    • Jonathan J. Morduch & Hall S. Stern, 1995. "Using Mixture Models to Detect Sex Bias in Health Outcomes in Bangladesh," Harvard Institute of Economic Research Working Papers 1728, Harvard - Institute of Economic Research.
    • Morduch, J. & Stern, H.S., 1995. "Using Mixture Models to Detect Sex Bias in Health Outcomes in Bangladesh," Papers 513, Harvard - Institute for International Development.
  • Jansen, Eilev S & Terasvirta, Timo, 1996. "Testing Parameter Constancy and Super Exogeneity in Econometric Equations," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 58(4), pages 735-763, November.
    • Jansen, Eilev S. & Teräsvirta, Timo, 1995. "Testing Parameter Constancy and super Exogeneity in Econometric Equations," SSE/EFI Working Paper Series in Economics and Finance 53, Stockholm School of Economics.
  • Lutkepohl, Helmut & Terasvirta, Timo & Wolters, Jurgen, 1999. "Investigating Stability and Linearity of a German M1 Money Demand Function," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 14(5), pages 511-525, Sept.-Oct.
    • Lütkepohl, H. & Teräsvirta, T. & Wolters, J., 1995. "Investigating Stability and Linearity of a German M1 Money Demand Function," SFB 373 Discussion Papers 1995,57, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
    • Lütkepohl, Helmut & Teräsvirta, Timo & Wolters, Jürgen, 1995. "Investigating Stability and Linearity of a German M1 Money Demand Function," SSE/EFI Working Paper Series in Economics and Finance 64, Stockholm School of Economics.
  • Haefke, Christian & Helmenstein, Christian, 1995. "Prediction Risk and the Forecasting of Stock Market Indexes," Economics Series 20, Institute for Advanced Studies.
  • Madlener, Reinhard, 1995. "Household Energy Demand Analysis: An Empirical Application of the Closure Test Principle," Economics Series 6, Institute for Advanced Studies.
  • Ghysels, Eric & Guay, Alain & Hall, Alastair, 1998. "Predictive tests for structural change with unknown breakpoint," Journal of Econometrics, Elsevier, vol. 82(2), pages 209-233, February.
    • Eric Ghysels & Alain Guay & Alastair Hall, 1995. "Predictive Tests for Structural Change with Unknown Breakpoint," CIRANO Working Papers 95s-20, CIRANO.
    • Ghysels, E. & Guay, A. & Hall, A., 1995. "Predictive Tests for Structural Change with Unknown Breakpoint," Cahiers de recherche 9524, Universite de Montreal, Departement de sciences economiques.
    • Ghysels, E. & Guay, A. & Hall, A., 1995. "Predictive Tests for Structural Change with Unknown Breakpoint," Cahiers de recherche 9524, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  • Ghysels, Eric & Guay, Alain & Hall, Alastair, 1998. "Predictive tests for structural change with unknown breakpoint," Journal of Econometrics, Elsevier, vol. 82(2), pages 209-233, February.
    • Ghysels, E. & Guay, A. & Hall, A., 1995. "Predictive Tests for Structural Change with Unknown Breakpoint," Cahiers de recherche 9524, Universite de Montreal, Departement de sciences economiques.
    • Ghysels, E. & Guay, A. & Hall, A., 1995. "Predictive Tests for Structural Change with Unknown Breakpoint," Cahiers de recherche 9524, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
    • Eric Ghysels & Alain Guay & Alastair Hall, 1995. "Predictive Tests for Structural Change with Unknown Breakpoint," CIRANO Working Papers 95s-20, CIRANO.
  • Lavoie, M, 1995. "Loansable Funds, Endogenous Money, and Minsky's Financial Fragility Hypothesis," Working Papers 95011e, University of Ottawa, Department of Economics.
  • Elrod, Terry & Keane, Michael, 1995. "A Factor-Analytic Probit Model for Representing the Market Structure in Panel Data," MPRA Paper 52434, University Library of Munich, Germany.
  • Baccar, Sourour, 1995. "Reliability of the Translog Cost Function : Some Theory & an Application to the Demand of Energy in French Manufacturing," MPRA Paper 53987, University Library of Munich, Germany.
  • Renato Flôres & Pierre-Yves Preumont & Ariane Szafarz, 1995. "Multivariate unit root tests," Working Papers CEB 95-001.RS, ULB -- Universite Libre de Bruxelles.
  • Bjørn E. Naug & Ragnar Nymoen, 1995. "Import Price Formation and Pricing to Market: A Test on Norwegian Data," Discussion Papers 157, Statistics Norway, Research Department.

  1994

  • Elias Tzavalis & Michael Wickens, "undated". "The Rational Expectations Hypothesis of the Term Structure: reconciling the evidence," Discussion Papers 95/33, Department of Economics, University of York.
    • Tzavalis, Elias & Wickens, Michael, 1994. "The Rational Expectations Hypothesis of the Term Structure: Reconciling the Evidence," Discussion Papers 9402, University of Exeter, Department of Economics.
  • Tzavalis, Elias & Wickens, M. R., 1995. "The persistence in volatility of the US term premium 1970-1986," Economics Letters, Elsevier, vol. 49(4), pages 381-389, October.
    • Tzavalis, E. & Wickens, M.R., 1994. "The Persistence in Volatility of the US Term Premium 1970-1986," Discussion Papers 9409, University of Exeter, Department of Economics.
  • Jacobson, T. & Vredin, A. & Warne, A., 1993. "Are Real Wages and Unemployment Related?," Papers 558, Stockholm - International Economic Studies.
    • Jacobson, Tor & Vredin, Anders & Warne, Anders, 1994. "Are Real Wages and Unemployment Related?," SSE/EFI Working Paper Series in Economics and Finance 8, Stockholm School of Economics.
  • West, Kenneth D. & Cho, Dongchul, 1995. "The predictive ability of several models of exchange rate volatility," Journal of Econometrics, Elsevier, vol. 69(2), pages 367-391, October.
    • West, K.D. & Cho, D., 1993. "The Predictive Ability of Several Models of Exchange Rate Volatility," Working papers 9317, Wisconsin Madison - Social Systems.
    • Kenneth D. West & Dongchul Cho, 1994. "The Predictive Ability of Several Models of Exchange Rate Volatility," NBER Technical Working Papers 0152, National Bureau of Economic Research, Inc.
    • West, K.D. & Cho, D., 1993. "The Predictive Ability of Several Models of Exchange Rate Volatility," Working papers 9317r, Wisconsin Madison - Social Systems.
  • Mason, Patrick L., 1994. "An empirical derivation of the industry wage equation," MPRA Paper 11325, University Library of Munich, Germany.
  • Lord, Montague, 1994. "A Macroeconomic Model for Romania's Flexible Exchange Rate System," MPRA Paper 41162, University Library of Munich, Germany.
  • Anindya Banerjee, 1994. "Dynamic Specification And Testing For Unit Roots And Co-integration," Working Paper 914, Economics Department, Queen's University.
  • Anindya Banerjee, 1994. "Dynamic Specification and Testing for Unit Roots and Co-Integration," Working Papers 914, Queen's University, Department of Economics.
    • Banerjee, Anindya, 1994. "Dynamic Specification and Testing for Unit Roots and Co-Integration," Queen's Economics Department Working Papers 273318, Queen's University - Department of Economics.
  • GONZALO, Jesus & PITARAKIS, Jean-Yves, 1994. "Comovements in Large Systems," LIDAM Discussion Papers CORE 1994065, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    • Pitarakis, Jean-Yves, 1995. "Comovements in large systems," DES - Working Papers. Statistics and Econometrics. WS 5825, Universidad Carlos III de Madrid. Departamento de Estadística.
  • de la Croix, David & Rousseaux, Xavier & Urbain, Jean-Pierre, 1994. "To fine or to punish in the Late Middle Ages. A Time Series Analysis of Justice Administration in Nivelles, 1424-1536," LIDAM Discussion Papers IRES 1994005, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  • Phillips, Peter C.B. & Ploberger, Werner, 1994. "Posterior Odds Testing for a Unit Root with Data-Based Model Selection," Econometric Theory, Cambridge University Press, vol. 10(3-4), pages 774-808, August.
    • Peter C.B. Phillips & Werner Ploberger, 1992. "Posterior Odds Testing for a Unit Root with Data-Based Model Selection," Cowles Foundation Discussion Papers 1017, Cowles Foundation for Research in Economics, Yale University.
  • Andrews, Donald W K & Ploberger, Werner, 1994. "Optimal Tests When a Nuisance Parameter Is Present Only under the Alternative," Econometrica, Econometric Society, vol. 62(6), pages 1383-1414, November.
    • Donald W.K. Andrews & Werner Ploberger, 1992. "Optimal Tests When a Nuisance Parameter Is Present Only Under the Alternative," Cowles Foundation Discussion Papers 1015, Cowles Foundation for Research in Economics, Yale University.
    • Tom Doan, "undated". "APGRADIENTTEST: RATS procedure to perform Andrews-Ploberger Structural Break Test for GARCH/Maximum Likelihood," Statistical Software Components RTS00007, Boston College Department of Economics.
    • Tom Doan, "undated". "APBREAKTEST: RATS procedure to implement Andrews-Ploberger Structural Break Test," Statistical Software Components RTS00006, Boston College Department of Economics.
    • Tom Doan, "undated". "REGHBREAK: RATS procedure to perform structural break test with bootstrapped p-values," Statistical Software Components RTS00176, Boston College Department of Economics.

  1993

  • West, Kenneth D. & Cho, Dongchul, 1995. "The predictive ability of several models of exchange rate volatility," Journal of Econometrics, Elsevier, vol. 69(2), pages 367-391, October.
    • West, K.D. & Cho, D., 1993. "The Predictive Ability of Several Models of Exchange Rate Volatility," Working papers 9317r, Wisconsin Madison - Social Systems.
    • West, K.D. & Cho, D., 1993. "The Predictive Ability of Several Models of Exchange Rate Volatility," Working papers 9317, Wisconsin Madison - Social Systems.
    • Kenneth D. West & Dongchul Cho, 1994. "The Predictive Ability of Several Models of Exchange Rate Volatility," NBER Technical Working Papers 0152, National Bureau of Economic Research, Inc.
  • West, Kenneth D. & Cho, Dongchul, 1995. "The predictive ability of several models of exchange rate volatility," Journal of Econometrics, Elsevier, vol. 69(2), pages 367-391, October.
    • West, K.D. & Cho, D., 1993. "The Predictive Ability of Several Models of Exchange Rate Volatility," Working papers 9317, Wisconsin Madison - Social Systems.
    • West, K.D. & Cho, D., 1993. "The Predictive Ability of Several Models of Exchange Rate Volatility," Working papers 9317r, Wisconsin Madison - Social Systems.
    • Kenneth D. West & Dongchul Cho, 1994. "The Predictive Ability of Several Models of Exchange Rate Volatility," NBER Technical Working Papers 0152, National Bureau of Economic Research, Inc.
  • Krämer Walter & Arminger Gerhard, 2011. "“True Believers” or Numerical Terrorism at the Nuclear Power Plant," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 231(5-6), pages 608-620, October.
    • Walter Kraemer & Gerhard Arminger, 2010. ""True Believers" or Numerical Terrorism at the Nuclear Power Plant," CESifo Working Paper Series 3180, CESifo.
  • Vannetelbosch, Vincent J., 1993. "Testing Between Alternative Wage-Employment Bargaining Models Using Belgian Aggreggate Data," LIDAM Discussion Papers IRES 1994012, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), revised 27 Apr 1994.
  • Toda, Hiro Y & Phillips, Peter C B, 1993. "Vector Autoregressions and Causality," Econometrica, Econometric Society, vol. 61(6), pages 1367-1393, November.
    • Hiro Y. Toda & Peter C.B. Phillips, 1991. "Vector Autoregression and Causality," Cowles Foundation Discussion Papers 977, Cowles Foundation for Research in Economics, Yale University.
  • Beatriz González & Carlos Murillo, 1993. "El gasto sanitario de los países y de las familias: problemas metodológicos y empíricos para su cuantificación y estimación," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, vol. 25(01), pages 70-89.
  • Jacobson, T. & Vredin, A. & Warne, A., 1993. "Are Real Wages and Unemployment Related?," Papers 558, Stockholm - International Economic Studies.
    • Jacobson, Tor & Vredin, Anders & Warne, Anders, 1994. "Are Real Wages and Unemployment Related?," SSE/EFI Working Paper Series in Economics and Finance 8, Stockholm School of Economics.
  • Albu, Lucian-Liviu, 1993. "Exploration of economic systems in the transition period," MPRA Paper 14085, University Library of Munich, Germany.

  1992

  • Henry S. Farber & Alan B. Krueger, 1992. "Union Membership in the United States: The Decline Continues," Working Papers 685, Princeton University, Department of Economics, Industrial Relations Section..
    • Henry S. Farber & Alan B. Krueger, 1992. "Union Membership in the United States: The Decline Continues," NBER Working Papers 4216, National Bureau of Economic Research, Inc.
  • Manmohan S. Kumar, 1992. "The Forecasting Accuracy of Crude Oil Futures Prices," IMF Staff Papers, Palgrave Macmillan, vol. 39(2), pages 432-461, June.
  • Henry S. Farber & Alan B. Krueger, 1992. "Union Membership in the United States: The Decline Continues," NBER Working Papers 4216, National Bureau of Economic Research, Inc.
    • Henry S. Farber & Alan B. Krueger, 1992. "Union Membership in the United States: The Decline Continues," Working Papers 685, Princeton University, Department of Economics, Industrial Relations Section..
  • Henry S. Farber & Alan Krueger, 1992. "Union Membership in the United States: The Decline Continues," Working Papers 685, Princeton University, Department of Economics, Industrial Relations Section..
  • Crawford, Gregory S., 2012. "Endogenous product choice: A progress report," International Journal of Industrial Organization, Elsevier, vol. 30(3), pages 315-320.
    • Crawford, Gregory, 2012. "Endogenous Product Choice: A Progress Report," CEPR Discussion Papers 8862, C.E.P.R. Discussion Papers.
    • Crawford, Gregory S., 2012. "Endogenous Product Choice : A Progress Report," The Warwick Economics Research Paper Series (TWERPS) 979, University of Warwick, Department of Economics.
  • Laura Coroneo & Valentina Corradi & Paulo Santos Monteiro, 2018. "Testing for optimal monetary policy via moment inequalities," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(6), pages 780-796, September.
    • Coroneo, Laura & Corradi, Valentina & Santos Monterio, Paulo, 2012. "Testing for optimal monetary policy via moment inequalities," Economic Research Papers 270654, 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.
    • 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.
  • Keuschnigg, Christian & Kohler, Wilhelm, 1995. "Dynamic Effects of Tariff Liberalization: An Intertemporal CGE Approach," Review of International Economics, Wiley Blackwell, vol. 3(1), pages 20-35, February.
    • Keuschnigg,Christian & Kohler,Wilhelm, 1992. "Dynamic effects of tariff liberalization: An intertemporal CGE approach," Discussion Paper Serie A 386, University of Bonn, Germany.
  • Phillips, Peter C.B. & Ploberger, Werner, 1994. "Posterior Odds Testing for a Unit Root with Data-Based Model Selection," Econometric Theory, Cambridge University Press, vol. 10(3-4), pages 774-808, August.
    • Peter C.B. Phillips & Werner Ploberger, 1992. "Posterior Odds Testing for a Unit Root with Data-Based Model Selection," Cowles Foundation Discussion Papers 1017, Cowles Foundation for Research in Economics, Yale University.
  • Kwiatkowski, Denis & Phillips, Peter C. B. & Schmidt, Peter & Shin, Yongcheol, 1992. "Testing the null hypothesis of stationarity against the alternative of a unit root : How sure are we that economic time series have a unit root?," Journal of Econometrics, Elsevier, vol. 54(1-3), pages 159-178.
    • Kwiatkowski, D. & Phillips, P.C.B. & Schmidt, P., 1990. "Testing the Null Hypothesis of Stationarity Against the Alternative of Unit Root : How Sure are we that Economic Time Series have a Unit Root?," Papers 8905, Michigan State - Econometrics and Economic Theory.
    • Denis Kwiatkowski & Peter C.B. Phillips & Peter Schmidt, 1991. "Testing the Null Hypothesis of Stationarity Against the Alternative of a Unit Root: How Sure Are We That Economic Time Series Have a Unit Root?," Cowles Foundation Discussion Papers 979, Cowles Foundation for Research in Economics, Yale University.
  • Deirdre N. McCloskey, 1995. "Other Things Equal," Eastern Economic Journal, Eastern Economic Association, vol. 21(4), pages 551-553, Fall.
    • Donald N. McCloskey, 1992. "Other Things Equal," Eastern Economic Journal, Eastern Economic Association, vol. 18(3), pages 359-361, Summer.
    • Donald N. McCloskey, 1994. "Other Things Equal," Eastern Economic Journal, Eastern Economic Association, vol. 20(4), pages 479-481, Fall.
    • Donald N. McCloskey, 1992. "Other Things Equal," Eastern Economic Journal, Eastern Economic Association, vol. 18(2), pages 237-239, Spring.

  1991

  • Allan W. Gregory & James M. Nason, 1991. "Testing for Structural Breaks," Working Papers 827, Queen's University, Department of Economics.
    • Gregory, Allan W. & Nason, James M., 1991. "Testing for Structural Breaks," Queen's Economics Department Working Papers 273225, Queen's University - Department of Economics.
  • Peter C.B. Phillips, 1991. "The Long-Run Australian Consumption Function Reexamined: An Empirical Exercise in Bayesian Influence," Cowles Foundation Discussion Papers 1000, Cowles Foundation for Research in Economics, Yale University.
  • Toda, Hiro Y & Phillips, Peter C B, 1993. "Vector Autoregressions and Causality," Econometrica, Econometric Society, vol. 61(6), pages 1367-1393, November.
    • Hiro Y. Toda & Peter C.B. Phillips, 1991. "Vector Autoregression and Causality," Cowles Foundation Discussion Papers 977, Cowles Foundation for Research in Economics, Yale University.
  • Hiro Y. Toda & Peter C.B. Phillips, 1991. "The Spurious Effect of Unit Roots on Exogeneity Tests in Vector Autoregressions: An Analytical Study," Cowles Foundation Discussion Papers 978, Cowles Foundation for Research in Economics, Yale University.
  • Kwiatkowski, Denis & Phillips, Peter C. B. & Schmidt, Peter & Shin, Yongcheol, 1992. "Testing the null hypothesis of stationarity against the alternative of a unit root : How sure are we that economic time series have a unit root?," Journal of Econometrics, Elsevier, vol. 54(1-3), pages 159-178.
    • Kwiatkowski, D. & Phillips, P.C.B. & Schmidt, P., 1990. "Testing the Null Hypothesis of Stationarity Against the Alternative of Unit Root : How Sure are we that Economic Time Series have a Unit Root?," Papers 8905, Michigan State - Econometrics and Economic Theory.
    • Denis Kwiatkowski & Peter C.B. Phillips & Peter Schmidt, 1991. "Testing the Null Hypothesis of Stationarity Against the Alternative of a Unit Root: How Sure Are We That Economic Time Series Have a Unit Root?," Cowles Foundation Discussion Papers 979, Cowles Foundation for Research in Economics, Yale University.
    • Tom Doan, "undated". "KPSS: RATS procedure to perform KPSS (Kwiatowski, Phillips, Schmidt, and Shin) stationarity test," Statistical Software Components RTS00100, Boston College Department of Economics.
  • Peter C.B. Phillips & Werner Ploberger, 1991. "Time Series Modelling with a Bayesian Frame of Reference: 1. Concepts and Illustrations," Cowles Foundation Discussion Papers 980, Cowles Foundation for Research in Economics, Yale University.
  • Ariel Pakes, 1991. "Dynamic Structural Models: Problems and Prospects. Mixed Continuous Discrete Controls and Market Interactions," Cowles Foundation Discussion Papers 984, Cowles Foundation for Research in Economics, Yale University.
  • Allan Gregory & James M. Nason, 1991. "Testing For Structural Breaks," Working Paper 827, Economics Department, Queen's University.

  1990

  • Kwiatkowski, Denis & Phillips, Peter C. B. & Schmidt, Peter & Shin, Yongcheol, 1992. "Testing the null hypothesis of stationarity against the alternative of a unit root : How sure are we that economic time series have a unit root?," Journal of Econometrics, Elsevier, vol. 54(1-3), pages 159-178.
    • Kwiatkowski, D. & Phillips, P.C.B. & Schmidt, P., 1990. "Testing the Null Hypothesis of Stationarity Against the Alternative of Unit Root : How Sure are we that Economic Time Series have a Unit Root?," Papers 8905, Michigan State - Econometrics and Economic Theory.
    • Denis Kwiatkowski & Peter C.B. Phillips & Peter Schmidt, 1991. "Testing the Null Hypothesis of Stationarity Against the Alternative of a Unit Root: How Sure Are We That Economic Time Series Have a Unit Root?," Cowles Foundation Discussion Papers 979, Cowles Foundation for Research in Economics, Yale University.
  • Søren Johansen & Katarina Juselius, 1990. "Some Structural Hypotheses in a Multivariate Cointegration Analysis of the Purchasing Power Parity and the Uncovered Interest Parity for UK," Discussion Papers 90-05, University of Copenhagen. Department of Economics.
  • Calzolari, Giorgio & Panattoni, Lorenzo, 1990. "Mode predictors in nonlinear systems with identities," International Journal of Forecasting, Elsevier, vol. 6(3), pages 317-326, October.
    • Calzolari, Giorgio & Panattoni, Lorenzo, 1988. "Mode predictors in nonlinear systems with identities," MPRA Paper 28845, University Library of Munich, Germany.
    • Calzolari, Giorgio & Panattoni, Lorenzo, 1988. "Il problema della coerenza delle previsioni nei modelli econometrici non lineari [The coherency problem when forecasting with nonlinear econometric models]," MPRA Paper 23904, University Library of Munich, Germany.
    • Calzolari, Giorgio & Panattoni, Lorenzo, 1988. "Coherent Forecast with Nonlinear Econometric Models," MPRA Paper 28802, University Library of Munich, Germany.

  1989

  • David F. Hendry & Neil R. Ericsson, 1999. "Encompassing and rational expectations: How sequential corroboration can imply refutation," Empirical Economics, Springer, vol. 24(1), pages 1-21.
    • Neil R. Ericsson & David F. Hendry, 1989. "Encompassing and rational expectations: how sequential corroboration can imply refutation," International Finance Discussion Papers 354, Board of Governors of the Federal Reserve System (U.S.).

  1988

  • Calzolari, Giorgio & Panattoni, Lorenzo, 1990. "Mode predictors in nonlinear systems with identities," International Journal of Forecasting, Elsevier, vol. 6(3), pages 317-326, October.
    • Calzolari, Giorgio & Panattoni, Lorenzo, 1988. "Mode predictors in nonlinear systems with identities," MPRA Paper 28845, University Library of Munich, Germany.
    • Calzolari, Giorgio & Panattoni, Lorenzo, 1988. "Il problema della coerenza delle previsioni nei modelli econometrici non lineari [The coherency problem when forecasting with nonlinear econometric models]," MPRA Paper 23904, University Library of Munich, Germany.
    • Calzolari, Giorgio & Panattoni, Lorenzo, 1988. "Coherent Forecast with Nonlinear Econometric Models," MPRA Paper 28802, University Library of Munich, Germany.
  • Clements, Michael & Smith, Jeremy, 1997. "Forecasting Seasonal Uk Consumption Components," Economic Research Papers 268761, University of Warwick - Department of Economics.
    • Clements, Michael & Smith, Jeremy, 1997. "Forecasting Seasonal UK Consumption Components," The Warwick Economics Research Paper Series (TWERPS) 479, University of Warwick, Department of Economics.
    • Clements, Michael P. & Smith, Jeremy, 1997. "Forecasting Seasonal UK Consumption Components," Economic Research Papers 268769, University of Warwick - Department of Economics.
    • Clements, M.P. & Smith, J., 1997. "Forecasting Seasonal UK Consumption Components," The Warwick Economics Research Paper Series (TWERPS) 487, University of Warwick, Department of Economics.

  1986

  • Bollerslev, Tim, 1986. "Generalized autoregressive conditional heteroskedasticity," Journal of Econometrics, Elsevier, vol. 31(3), pages 307-327, April.
    • Tim Bollerslev, 1986. "Generalized autoregressive conditional heteroskedasticity," EERI Research Paper Series EERI RP 1986/01, Economics and Econometrics Research Institute (EERI), Brussels.
  • Bollerslev, Tim, 1986. "Generalized autoregressive conditional heteroskedasticity," Journal of Econometrics, Elsevier, vol. 31(3), pages 307-327, April.
    • Tim Bollerslev, 1986. "Generalized autoregressive conditional heteroskedasticity," EERI Research Paper Series EERI RP 1986/01, Economics and Econometrics Research Institute (EERI), Brussels.
  • Grady, Patrick & Muller, R. Andrew, 1986. "On The Use and Misuse of Input-Output Based Impact Analysis in Evaluation," MPRA Paper 22063, University Library of Munich, Germany.
  • Bianchi, Carlo & Brillet, Jean-Louis & Calzolari, Giorgio, 1986. "Forecasts and constraints on policy actions: the reliability of alternative instruments," MPRA Paper 29119, University Library of Munich, Germany.
  • Bianchi, Carlo & Calzolari, Giorgio & Weihs, Claus, 1986. "Parametric and nonparametric Monte Carlo estimates of standard errors of forecasts in econometric models," MPRA Paper 29120, University Library of Munich, Germany.

  1985

  • Grady, Patrick, 1985. "The state of the art in Canadian macroeconomic modelling," MPRA Paper 19474, University Library of Munich, Germany.
  • Bianchi, Carlo & Brillet, Jean-Louis & Calzolari, Giorgio, 1985. "Effectiveness versus reliability of policy actions under government budget constraint: the case of France," MPRA Paper 29055, University Library of Munich, Germany.
  • Juan Urrutia Elejalde, 1985. "Crisis y desempleo. Una rerracionalización de desequilibrio de parte del ajuste liberal de la crisis," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, vol. 1(04), pages 53-78.
  • Iñigo Garayalde & L. Rodríguez de Yurre, 1985. "Perspectivas del mercado de trabajo en la C.A.P.V. Aplicación de un modelo de simulación ad hoc," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, vol. 1(04), pages 169-196.

  1984

  • Brownstone, David, 1984. "Information Criterion and Estimation of Misspecified Qualitative Choice Models," Working Paper Series 128, Research Institute of Industrial Economics.
  • Bianchi, Carlo & Brillet, Jean-Louis & Calzolari, Giorgio, 1984. "Analyse et mesure de l'incertitude en prevision d'un modele econometrique. Application au modele mini-DMS [Analysis and measurement of forecast uncertainty in an econometric model. Application to m," MPRA Paper 22565, University Library of Munich, Germany, revised 1984.

  1982

  • Krumm, Ronald J. & Graves, Philip E., 1982. "Morbidity and pollution: Model specification analysis for time-series data on hospital admissions," Journal of Environmental Economics and Management, Elsevier, vol. 9(4), pages 311-327, December.
    • Krumm, Ronald J. & Graves, Philip E., 1982. "Morbidity and pollution: model specification analysis for time-series data on hospital admissions," MPRA Paper 19906, University Library of Munich, Germany.
  • Bianchi, Carlo & Calzolari, Giorgio, 1982. "Evaluating forecast uncertainty due to errors in estimated coefficients: empirical comparison of alternative methods," MPRA Paper 22559, University Library of Munich, Germany.
  • Bianchi, Carlo & Calzolari, Giorgio & Sartori, Franco, 1982. "Stime 2SLS con componenti principali di un modello non lineare dell' economia italiana [2SLS with principal components: estimation of a nonlinear model of the Italian economy]," MPRA Paper 22665, University Library of Munich, Germany, revised 1982.
  • Krumm, Ronald J. & Graves, Philip E., 1982. "Morbidity and pollution: Model specification analysis for time-series data on hospital admissions," Journal of Environmental Economics and Management, Elsevier, vol. 9(4), pages 311-327, December.
    • Krumm, Ronald J. & Graves, Philip E., 1982. "Morbidity and pollution: model specification analysis for time-series data on hospital admissions," MPRA Paper 19906, University Library of Munich, Germany.

  1978

  • Hausman, Jerry, 2015. "Specification tests in econometrics," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 38(2), pages 112-134.
    • Hausman, Jerry A, 1978. "Specification Tests in Econometrics," Econometrica, Econometric Society, vol. 46(6), pages 1251-1271, November.
    • J. A. Hausman, 1976. "Specification Tests in Econometrics," Working papers 185, Massachusetts Institute of Technology (MIT), Department of Economics.

  1977

  • Calzolari, Giorgio & Corsi, Paolo, 1977. "Stochastic simulation as a validation tool for econometric models," MPRA Paper 21226, University Library of Munich, Germany.

  1976

  • Hausman, Jerry, 2015. "Specification tests in econometrics," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 38(2), pages 112-134.
    • Hausman, Jerry A, 1978. "Specification Tests in Econometrics," Econometrica, Econometric Society, vol. 46(6), pages 1251-1271, November.
    • J. A. Hausman, 1976. "Specification Tests in Econometrics," Working papers 185, Massachusetts Institute of Technology (MIT), Department of Economics.
  • Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo, 1976. "Simulation properties of alternative methods of estimation: an application to a model of the Italian economy," MPRA Paper 22965, University Library of Munich, Germany, revised 1976.

  1975

  • Subramaniam, Viswanatha, 1975. "Productivity Implications of Performance Appraisal System (Full Version)," MPRA Paper 107449, University Library of Munich, Germany.

  0

  • Jaroslav Pavlicek & Ladislav Kristoufek, 2019. "Modeling UK Mortgage Demand Using Online Searches," Working Papers IES 2019/18, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Jul 2019.
  • 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," SIRE Discussion Papers 2013-48, Scottish Institute for Research in Economics (SIRE).
    • Gary Koop & Dimitris Korobilis, 2013. "A new index of financial conditions," Working Papers 1307, University of Strathclyde Business School, Department of Economics.
    • Koop, Gary & Korobilis, Dimitris, 2013. "A New Index of Financial Conditions," MPRA Paper 45463, University Library of Munich, Germany.
  • Carlo A. Favero & Riccardo Rovelli, "undated". "Modeling and identifying central banks' preferences," Working Papers 148, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
    • Favero, Carlo A. & Rovelli, Riccardo, 1999. "Modelling and Identifying Central Banks' Preferences," CEPR Discussion Papers 2178, C.E.P.R. Discussion Papers.
  • Michael Artis & Anindya Banerjee & Massimiliano Marcellino, "undated". "Factor forecasts for the UK," Working Papers 203, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
    • Michael ARTIS & Anindya BANERJEE & Massimiliano MARCELLINO, 2001. "Factor Forecasts for the UK," Economics Working Papers ECO2001/15, European University Institute.
    • Artis, Michael & Banerjee, Anindya & Marcellino, Massimiliano, 2002. "Factor Forecasts for the UK," CEPR Discussion Papers 3119, C.E.P.R. Discussion Papers.
  • Cicinelli, Claudio & Cossio, Andrea & Nucci, Francesco & Ricchi, Ottavio & Tegami, Cristian, 2010. "The Italian Treasury Econometric Model (ITEM)," Economic Modelling, Elsevier, vol. 27(1), pages 125-133, January.
    • Claudio Cicinelli & Andrea Cossio & Francesco Nucci & Ottavio Ricchi & Cristian Tegami, "undated". "The Italian Treasury Econometric Model (ITEM)," Working Papers wp2008-1, Department of the Treasury, Ministry of the Economy and of Finance.
  • Mawuli Segnon & Stelios Bekiros, 0. "Forecasting volatility in bitcoin market," Annals of Finance, Springer, vol. 0, pages 1-28.
  • Vibhuti Vasishth & Sanjay Sehgal & Gagan Sharma, 0. "Size Effect in Indian Equity Market: Myth or Reality?," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 0, pages 1-19.
  • A. Hachicha & F. Hachicha, 0. "Analysis of the bitcoin stock market indexes using comparative study of two models SV with MCMC algorithm," Review of Quantitative Finance and Accounting, Springer, vol. 0, pages 1-27.
  • Fabrizio Cipollini & Giampiero M Gallo & Alessandro Palandri, 2020. "Realized Variance Modeling: Decoupling Forecasting from Estimation," Journal of Financial Econometrics, Oxford University Press, vol. 18(3), pages 532-555.
    • Fabrizio Cipollini & Giampiero M Gallo & Alessandro Palandri, 0. "Realized Variance Modeling: Decoupling Forecasting from Estimation," Journal of Financial Econometrics, Oxford University Press, vol. 18(3), pages 532-555.
    • Fabrizio Cipollini & Giampiero M. Gallo & Alessandro Palandri, 2019. "Realized variance modeling: decoupling forecasting from estimation," Econometrics Working Papers Archive 2019_05, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
  • Axel Bücher & Peter N Posch & Philipp Schmidtke, 0. "Using the Extremal Index for Value-at-Risk Backtesting," Journal of Financial Econometrics, Oxford University Press, vol. 18(3), pages 556-584.
  • Francesco Audrino & Enrico De Giorgi, 0. "Beta Regimes for the Yield Curve," Journal of Financial Econometrics, Oxford University Press, vol. 5(3), pages 456-490.
    • Francesco Audrino & Enrico De Giorgi, "undated". "Beta Regimes for the Yield Curve," IEW - Working Papers 244, Institute for Empirical Research in Economics - University of Zurich.
  • Yacine Aït-Sahalia & Chenxu Li & Chen Xu Li & Ralph Koijen, 0. "Implied Stochastic Volatility Models," Review of Economic Studies, Oxford University Press, vol. 34(1), pages 394-450.
  • Fahmida E. Moula & Chi Guotai & Mohammad Zoynul Abedin, 2017. "Credit default prediction modeling: an application of support vector machine," Risk Management, Palgrave Macmillan, vol. 19(2), pages 158-187, May.
  • Ian Laker & Chun-Kai Huang & Allan Ernest Clark, 2017. "Dependent bootstrapping for value-at-risk and expected shortfall," Risk Management, Palgrave Macmillan, vol. 19(4), pages 301-322, November.
  • Roberto S. Mariano & Suleyman Ozmucur, "undated". "Lawrence R. Klein’s Principles in Modeling and Contributions in Nowcasting, Real-Time Forecasting, and Machine Learning," PIER Working Paper Archive 20-034, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  • Jingwei Pan, 0000. "Evaluating Correlation Forecasts Under Asymmetric Loss," Proceedings of Economics and Finance Conferences 11413234, International Institute of Social and Economic Sciences.
  • Khusrav Gaibulloev & Todd Sandler & Donggyu Sul, "undated". "Reevaluating Terrorism and Economic Growth: Dynamic Panel Analysis and Cross-Sectional Dependence," Economics Working Papers 02-03/2013, School of Business Administration, American University of Sharjah.
  • Laura Garcia-Jorcano & Alfonso Novales, 0. "A dominance approach for comparing the performance of VaR forecasting models," Computational Statistics, Springer, vol. 0, pages 1-38.
    • Laura Garcia-Jorcano & Alfonso Novales, 2019. "A dominance approach for comparing the performance of VaR forecasting models," Documentos de Trabajo del ICAE 2019-23, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Arianna Agosto & Paolo Giudici, 0. "COVID-19 contagion and digital finance," Digital Finance, Springer, vol. 0, pages 1-9.
  • Kenshiro Ninomiya & Masaaki Tokuda, 0. "Structural change and financial instability in the US economy," Evolutionary and Institutional Economics Review, Springer, vol. 0, pages 1-22.
  • Jack Fosten & Daniel Gutknecht, 0. "Horizon confidence sets," Empirical Economics, Springer, vol. 0, pages 1-26.
  • Nils Bertschinger & Iurii Mozzhorin, 0. "Bayesian estimation and likelihood-based comparison of agent-based volatility models," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 0, pages 1-38.
  • Sharada Davidson & Chenghan Hou & Gary Koop, "undated". "Investigating Economic Uncertainty Using Stochastic Volatility in Mean VARs: The Importance of Model Size, Order-Invariance and Classification," Working Papers 2306, University of Strathclyde Business School, Department of Economics.
  • 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.
    • Mattia Guerini & Alessio Moneta, 2016. "A Method for Agent-Based Models Validation," LEM Papers Series 2016/16, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
    • Mattia Guerini & Alessio Moneta, 2016. "A Method for Agent-Based Models Validation," Working Papers Series 42, Institute for New Economic Thinking.
  • Duc Hong Vo & Ha Minh Nguyen & Anh The Vo & Michael McAleer, 2019. "CO2 emissions, energy consumption and economic growth: Evidence from the Trans-Pacific Partnership," Documentos de Trabajo del ICAE 2019-08, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Michael McAleer, 2019. "What They Did Not Tell You about Algebraic (Non-) Existence, Mathematical (IR-)Regularity, and (Non-) Asymptotic Properties of the Dynamic Conditional Correlation (DCC) Model," JRFM, MDPI, vol. 12(2), pages 1-9, April.
    • McAleer, M.J., 2019. "What They Did Not Tell You About Algebraic (Non-)Existence, Mathematical (IR-)Regularity and (Non-)Asymptotic Properties of the Dynamic Conditional Correlation (DCC) Model," Econometric Institute Research Papers EI2019-13, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    • Michael McAleer, 2019. "What They Did Not Tell You About Algebraic (Non-)Existence, Mathematical (IR-)Regularity and (Non-)Asymptotic Properties of the Dynamic Conditional Correlation (DCC) Model," Documentos de Trabajo del ICAE 2019-17, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
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