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," 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," CESifo Working Paper Series 11651, CESifo.
  • 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," Monash Economics Working Papers 2025-01, Monash University, 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.
• 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).
• 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).
• 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.
• 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.
• 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.
• 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..
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• 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, 2024. "Model Averaging and Double Machine Learning," Papers 2401.01645, arXiv.org, revised Sep 2024.
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• 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.
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• 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.
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• 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.
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• 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, February.
• 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.
  • 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.
• 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.
  • Liu Yang & Kajal Lahiri & Adrian Pagans, 2022. "Getting the ROC into Sync," CAMA Working Papers 2022-01, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• 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.
  • Ardia, David & Dufays, Arnaud & Ordás Criado, Carlos, 2023. "Linking Frequentist and Bayesian Change-Point Methods," MPRA Paper 119486, University Library of Munich, Germany.
• 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.
  • Timothy Conley & Nirav Mehta & Ralph Stinebrickner & Todd Stinebrickner, 2015. "Social Interactions, Mechanisms, and Equilibrium: Evidence from a Model of Study Time and Academic Achievement," NBER Working Papers 21418, National Bureau of Economic Research, Inc.
  • Tim Conley & Nirav Mehta & Ralph Stinebrickner & Todd Stinebrickner, 2015. "Social Interactions, Mechanisms, and Equilibrium: Evidence from a Model of Study Time and Academic Achievement," University of Western Ontario, Centre for Human Capital and Productivity (CHCP) Working Papers 20154, University of Western Ontario, Centre for Human Capital and Productivity (CHCP).
  • Tim Conley & Nirav Mehta & Ralph Stinebrickner & Todd Stinebrickner, 2017. "Social Interactions, Mechanisms, and Equilibrium: Evidence from a Model of Study Time and Academic Achievement," University of Western Ontario, Centre for Human Capital and Productivity (CHCP) Working Papers 20177, University of Western Ontario, Centre for Human Capital and Productivity (CHCP).
  • Tim Conley & Nirav Mehta & Todd Stinebrickner & Ralph Stinebrickner, 2017. "Social Interactions, Mechanisms, and Equilibrium: Evidence From a Model of Study Time and Academic Achievement," Working Papers 2017-042, Human Capital and Economic Opportunity Working Group.
  • Tim Conley & Nirav Mehta & Ralph Stinebrickner & Todd Stinebrickner, 2018. "Social Interactions, Mechanisms, and Equilibrium: Evidence from a Model of Study Time and Academic Achievement," CESifo Working Paper Series 6896, CESifo.
• 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.
  • McAdam, Peter & Warne, Anders, 2020. "Density forecast combinations: the real-time dimension," Working Paper Series 2378, European Central Bank.
• 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.
  • Pincheira, Pablo & Hardy, Nicolas, 2022. "Correlation Based Tests of Predictability," MPRA Paper 112014, University Library of Munich, Germany.
• 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.
  • Pincheira, Pablo & Hardy, Nicolas, 2021. "The Mean Squared Prediction Error Paradox," MPRA Paper 107403, University Library of Munich, Germany.
• 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.
• Aßmann, Christian & Boysen-Hogrefe, Jens & Pape, Markus, 2024. "Post-processing for Bayesian analysis of reduced rank regression models with orthonormality restrictions," Open Access Publications from Kiel Institute for the World Economy 306605, Kiel Institute for the World Economy (IfW Kiel).
• 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).
  • 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).
  • 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..
• 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.
  • Alban Moura & Olivier Pierrard, 2022. "How well do DSGE models with real estate and collateral constraints fit the data?," BCL working papers 168, Central Bank of Luxembourg.
  • Alban Moura & Olivier Pierrard, 2023. "How well do DSGE models with real estate and collateral constraints fit the data?," LIDAM Discussion Papers IRES 2023007, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
• 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).
  • 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).
• 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).
  • 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..
• 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.
• 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).
  • 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.
• 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.
  • Arnaud Dufays & Aristide Houndetoungan & Alain Coen, 2024. "Selective linear segmentation for detecting relevant parameter changes," Papers 2402.05329, arXiv.org.
• Ballinari, Daniele, 2024. "Calibrating doubly-robust estimators with unbalanced treatment assignment," Economics Letters, Elsevier, vol. 241(C).
  • Daniele Ballinari, 2024. "Calibrating doubly-robust estimators with unbalanced treatment assignment," Papers 2403.01585, arXiv.org, revised Jun 2024.
• Giovanni Angelini & Luca Fanelli & Luca Neri, 2024. "Invalid proxies and volatility changes," Working Papers wp1193, Dipartimento Scienze Economiche, Universita' di Bologna.
  • Giovanni Angelini & Luca Fanelli & Luca Neri, 2024. "Invalid proxies and volatility changes," Papers 2403.08753, arXiv.org, revised Feb 2025.
• 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.
  • Jannik Kreye & Philipp Sibbertsen, 2024. "Testing for a Forecast Accuracy Breakdown under Long Memory," Papers 2409.07087, arXiv.org.
• 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.
  • Picchio, Matteo & Ubaldi, Michele, 2022. "Unemployment and Health: A Meta-Analysis," GLO Discussion Paper Series 1128, Global Labor Organization (GLO).
  • Picchio, Matteo & Ubaldi, Michele, 2022. "Unemployment and Health: A Meta-Analysis," IZA Discussion Papers 15433, Institute of Labor Economics (IZA).
  • Matteo Picchio & Michele Ubaldi, 2022. "Unemployment And Health: A Meta-Analysis," Working Papers 467, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
• 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.
  • Hui Chen & Winston Wei Dou & Leonid Kogan, 2019. "Measuring “Dark Matter” in Asset Pricing Models," NBER Working Papers 26418, National Bureau of Economic Research, Inc.
• 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.
  • Federica Ciocchetta & Elisa Guglielminetti & Alessandro Mistretta, 2023. "What drives house prices in Europe?," Questioni di Economia e Finanza (Occasional Papers) 764, Bank of Italy, Economic Research and International Relations Area.
• 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).
  • 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.
• 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.
  • 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.
  • 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.
  • 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.
• 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.
  • 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 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).
• 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 May 2024.
  • Danieli, Oren & Nevo, Daniel & Walk, Itai & Weinstein, Bar & Zeltzer, Dan, 2024. "Negative Control Falsification Tests for Instrumental Variable Designs," CEPR Discussion Papers 19127, 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.
  • 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.
• 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.
• 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.
  • Jaedo Choi & Jin Seo Cho & Hyungsik Roger Moon, 2020. "Sequentially Estimating the Structural Equation by Power Transformation," Working papers 2020rwp-162, Yonsei University, Yonsei Economics Research Institute.
• 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).
  • Daniele Ballinari, 2024. "Calibrating doubly-robust estimators with unbalanced treatment assignment," Papers 2403.01585, arXiv.org, revised Jun 2024.
• 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).
  • Changli He & Jian Kang & Timo Teräsvirta & Shuhua Zhang, 2019. "Long monthly temperature series and the Vector Seasonal Shifting Mean and Covariance Autoregressive model," CREATES Research Papers 2019-18, Department of Economics and Business Economics, Aarhus University.
• 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).
  • Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2022. "Specification tests for non-Gaussian structural vector autoregressions," Working Papers wp2022_2212, CEMFI.
• 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 & Rue, Havard, 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.
  • 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.
• Clarke, Damian & Pailañir, Daniel & Athey, Susan & Imbens, Guido W., 2023. "Synthetic Difference-in-Differences Estimation," IZA Discussion Papers 15907, Institute of Labor Economics (IZA).
  • Damian Clarke & Daniel Paila~nir & Susan Athey & Guido Imbens, 2023. "Synthetic Difference In Differences Estimation," Papers 2301.11859, arXiv.org, revised Feb 2023.
• 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.
• Alessandro Giovannelli & Marco Lippi & Tommaso Proietti, 2023. "Band-Pass Filtering with High-Dimensional Time Series," CEIS Research Paper 559, Tor Vergata University, CEIS, revised 15 Jun 2023.
  • Alessandro Giovannelli & Marco Lippi & Tommaso Proietti, 2023. "Band-Pass Filtering with High-Dimensional Time Series," Papers 2305.06618, arXiv.org.
• Alexander Chudik & M. Hashem Pesaran & Mahrad Sharifvaghefi, 2020. "Variable Selection in High Dimensional Linear Regressions with Parameter Instability," Globalization Institute Working Papers 394, Federal Reserve Bank of Dallas, revised 05 Aug 2024.
  • Alexander Chudik & M. Hashem Pesaran & Mahrad Sharifvaghefi, 2023. "Variable Selection in High Dimensional Linear Regressions with Parameter Instability," Papers 2312.15494, arXiv.org, revised Jul 2024.
  • Alexander Chudik & M. Hashem Pesaran & Mahrad Sharifvaghefi, 2023. "Variable Selection in High Dimensional Linear Regressions with Parameter Instability," CESifo Working Paper Series 10223, CESifo.
• 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.
  • Danieli, Oren & Nevo, Daniel & Walk, Itai & Weinstein, Bar & Zeltzer, Dan, 2024. "Negative Control Falsification Tests for Instrumental Variable Designs," CEPR Discussion Papers 19127, C.E.P.R. Discussion Papers.
• Jalali Naeini, Seyyed Ahmad Reza & Seighalani, Shahbod, 2023. "External Shocks, Cost Push and Stagflation in Iran (in Persian)," The Journal of Planning and Budgeting (٠صلنامه برنامه ریزی Ùˆ بودجه), Institute for Management and Planning studies, vol. 28(2), pages 45-89, September.
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• 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.
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• 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.
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• Julián Alonso Cárdenas-Cárdenas & Deicy J. Cristiano-Botia & Nicolás Martínez-Cortés, 2023. "Colombian inflation forecast using Long Short-Term Memory approach," Borradores de Economia 1241, Banco de la Republica de Colombia.
• Wilmer Martínez-Rivera & Eliana R. González-Molano & Edgar Caicedo-García, 2023. "Forecasting Inflation from Disaggregated Data: The Colombian case," Borradores de Economia 1251, Banco de la Republica de Colombia.
• Joseph Chukwudi Odionye & Jude Okechukwu Chukwu, 2023. "Asymmetric Reactions Of Stock Prices And Industrial Output To Exchange Rate Shocks: Multiple Threshold Nonlinear Autoregressive Distributed Lag Framework," Economic Annals, Faculty of Economics and Business, University of Belgrade, vol. 68(237), pages 165-191, April – J.
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• Andrey Bedin & Alexander Kulikov & Andrey Polbin, 2023. "Copula-Based Modelling of Relationship Between Dollar/Rouble Exchange Rate and Oil Prices," Russian Journal of Money and Finance, Bank of Russia, vol. 82(3), pages 87-109, September.
• Viacheslav Kramkov, 2023. "Does CPI disaggregation improve inflation forecast accuracy?," Bank of Russia Working Paper Series wps112, Bank of Russia.
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• Sune Karlsson & Pär Österholm, 2023. "Is the US Phillips curve stable? Evidence from Bayesian vector autoregressions," Scandinavian Journal of Economics, Wiley Blackwell, vol. 125(1), pages 287-314, January.
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• Zacharias Bragoudakis & Ioannis Krompas, 2023. "Greek GDP forecasting using Bayesian multivariate models," Working Papers 321, Bank of Greece.
• Yoshibumi Makabe & Yosuke Matsumoto & Wataru Hirata, 2023. "Estimating Pipeline Pressures in New Keynesian Phillips Curves: A Bayesian VAR-GMM Approach," Bank of Japan Working Paper Series 23-E-13, Bank of Japan.
• Yin Shou-Yung & Lin Chang-Ching & Chang Ming-Jen, 2023. "Interest Rate Persistence and Monetary Policy Rule in Light of Model Uncertainty," German Economic Review, De Gruyter, vol. 24(2), pages 145-190, May.
• Blazsek Szabolcs & Blazsek Virag & Kobor Adam, 2023. "Conservatorship, quantitative easing, and mortgage spreads: a new multi-equation score-driven model of policy actions," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 27(2), pages 237-264, April.
• Ayala Astrid & Blazsek Szabolcs & Escribano Alvaro, 2023. "Anticipating extreme losses using score-driven shape filters," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 27(4), pages 449-484, September.
• Blazsek Szabolcs & Haddad Michel Ferreira Cardia, 2023. "Score-driven multi-regime Markov-switching EGARCH: empirical evidence using the Meixner distribution," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 27(4), pages 589-634, September.
• Ayala Astrid & Blazsek Szabolcs & Licht Adrian, 2023. "Comparison of Score-Driven Equity-Gold Portfolios During the COVID-19 Pandemic Using Model Confidence Sets," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 27(5), pages 705-731, December.
• Dimitri Tchakounté & Loïc Molambo Sambi, 2023. "Impact des conflits armés sur la santé des enfants en République centrafricaine," Revue d’économie du développement, De Boeck Université, vol. 33(2), pages 41-96.
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• Alena Skolkova, 2023. "Model Averaging with Ridge Regularization," CERGE-EI Working Papers wp758, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
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• Maria-Carmen GUISAN, 2023. "International Comparisons Of World Development: 2 Ebooks On Education, Production, Poverty And Quality Of Life For The Periods 1960-2000 And 2021-2023," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 23(2), pages 153-176.
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• Nicholas Adoboe-Mensah & Hussein Salia & Emmanuel Budu Addo, 2023. "Using the Beneish M-score Model to Detect Financial Statement Fraud in the Microfinance Industry in Ghana," International Journal of Economics and Financial Issues, Econjournals, vol. 13(4), pages 47-57, July.
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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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• Wang, Yide & Chen, Zan & Ji, Xiaodong, 2023. "Cross-market information transmission and stock market volatility prediction," 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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• Sushil Kumar Rai & Akhilesh Kumar Sharma, 2023. "Forecasting Exchange Rate Volatility In India Under Univariate And Multivariate Analysis," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 26(1), pages 175-190, March.
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• Maria Teresa Medeiros Garcia & AndrĂ© Fernando Rodrigues Rocha da Silva, 2023. "Pension expenditure determinants: the case of Portugal," Public Sector Economics, Institute of Public Finance, vol. 47(2), pages 177-203.
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• Haowen Bao & Zongwu Cai & Yuying Sun & Shouyang Wang, 2023. "Penalized Model Averaging for High Dimensional Quantile Regressions," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202302, University of Kansas, Department of Economics.
• 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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• Jan Matas & Jan Pospíšil, 2023. "Robustness and sensitivity analyses of rough Volterra stochastic volatility models," Annals of Finance, Springer, vol. 19(4), pages 523-543, December.
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• Hannes Wallimann & David Imhof & Martin Huber, 2023. "A Machine Learning Approach for Flagging Incomplete Bid-Rigging Cartels," Computational Economics, Springer;Society for Computational Economics, vol. 62(4), pages 1669-1720, December.
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• Dmitry Bazhutov & André Betzer & Richard Stehle, 2023. "Beta estimation in the European network regulation context: what matters, what doesn’t, and what is indispensable," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 37(3), pages 239-275, September.
• 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.
• Aaron Bodoh-Creed & Brent Hickman & John List & Ian Muir & Gregory Sun, 2023. "Stress Testing Structural Models of Unobserved Heterogeneity: Robust Inference on Optimal Nonlinear Pricing," Natural Field Experiments 00776, The Field Experiments Website.
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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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• Thuy Duong Dang & Fabian Hollstein & Marcel Prokopczuk & Zhiguo He, 2023. "Which Factors for Corporate Bond Returns?," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 13(4), pages 615-652.
• 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.
• 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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• Caio Almeida & Gustavo Freire, 2023. "Which (Nonlinear) Factor Models?," Working Papers 2023-07, Princeton University. Economics Department..
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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.
• Saissi Hassani, Samir & Dionne, Georges, 2023. "Using skewed exponential power mixture for VaR and CVaR forecasts to comply with market risk regulation," Working Papers 23-2, HEC Montreal, Canada Research Chair in Risk Management.
• 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.
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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.
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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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• 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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• 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.
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• 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).
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• 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.
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• 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.
  • Puga, Diego & Duranton, Gilles, 2019. "Urban growth and its aggregate implications," CEPR Discussion Papers 14215, C.E.P.R. Discussion Papers.
  • Gilles Duranton & Diego Puga, 2020. "Urban Growth and its Aggreate Implications," Working Papers wp2020_2013, CEMFI.
  • Gilles Duranton & Diego Puga, 2019. "Urban Growth and its Aggregate Implications," NBER Working Papers 26591, National Bureau of Economic Research, Inc.
• 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," 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," CARF F-Series CARF-F-552, 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," Working Papers on Central Bank Communication 044, University of Tokyo, Graduate School of Economics.
  • 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.
• 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," CESifo Working Paper Series 8282, CESifo.
  • Christiane Baumeister & Dimitris Korobilis & Thomas K. Lee, 2020. "Energy Markets and Global Economic Conditions," NBER Working Papers 27001, National Bureau of Economic Research, Inc.
  • Christiane Baumeister & Dimitris Korobilis & Thomas K. Lee, 2020. "Energy Markets and Global Economic Conditions," Working Papers 2020_08, Business School - Economics, University of Glasgow.
  • Baumeister, Christiane & Korobilis, Dimitris & Lee, Thomas K., 2020. "Energy Markets and Global Economic Conditions," CEPR Discussion Papers 14580, C.E.P.R. Discussion Papers.
• 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.
• 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.
• 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.
• Doszyń Mariusz, 2022. "Econometric Models of Real Estate Prices with Prior Information. Mixed Estimation," Real Estate Management and Valuation, Sciendo, vol. 30(3), pages 61-72, September.
• Rena Ravinder & Kamuinjo Albert V., 2022. "An Empirical Analysis of the Relationship Between Capital, Market Risks, and Liquidity Shocks in the Banking Industry," Studia Universitatis Babeș-Bolyai Oeconomica, Sciendo, vol. 67(2), pages 67-83, August.
• Thi Thu Giang Nguyen & Robert Ślepaczuk, 2022. "The efficiency of various types of input layers of LSTM model in investment strategies on S&P500 index," Working Papers 2022-29, Faculty of Economic Sciences, University of Warsaw.
• Thi Huyen Tran & Robert Ślepaczuk, 2022. "Quantile regression analysis to predict GDP distribution using data from the US and UK," Working Papers 2022-30, Faculty of Economic Sciences, University of Warsaw.
• Shon M. Ferguson & Aaron Smith, 2022. "Import demand elasticities based on quantity data: Theory and evidence," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 55(2), pages 1027-1056, May.
  • Ferguson, Shon & Smith, Aaron, 2019. "Import Demand Elasticities Based on Quantity Data: Theory and Evidence," Working Paper Series 1296, Research Institute of Industrial Economics, revised 30 Jun 2021.
• Xu Cheng & Winston Wei Dou & Zhipeng Liao, 2022. "Macro‐Finance Decoupling: Robust Evaluations of Macro Asset Pricing Models," Econometrica, Econometric Society, vol. 90(2), pages 685-713, March.
  • Xu Cheng & Winston Wei Dou & Zhipeng Liao, 2020. "Macro-Finance Decoupling: Robust Evaluations of Macro Asset Pricing Models," PIER Working Paper Archive 20-019, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
• Jamie L. Cross & Bao H. Nguyen & Trung Duc Tran, 2022. "The role of precautionary and speculative demand in the global market for crude oil," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(5), pages 882-895, August.
  • Jamie L. Cross & Bao H. Nguyen & Trung Duc Tran, 2020. "The role of precautionary and speculative demand in the global market for crude oil," CAMA Working Papers 2020-34, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Jamie L. Cross & Bao H. Nguyen & Trung Duc Tran, 2021. "The Role of Precautionary and Speculative Demand in the Global Market for Crude Oil," Working Papers No 06/2021, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
• Na Guo & Bo Zhang & Jamie L. Cross, 2022. "Time‐varying trend models for forecasting inflation in Australia," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(2), pages 316-330, March.
  • Na Guo & Bo Zhang & Jamie Cross, 2020. "Time-varying trend models for forecasting inflation in Australia," CAMA Working Papers 2020-99, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Bo Zhang & Jamie Cross & Na Guo, 2020. "Time-Varying Trend Models for Forecasting Inflation in Australia," Working Papers No 09/2020, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
• Oguzhan Cepni & Rangan Gupta & Yigit Onay, 2022. "The role of investor sentiment in forecasting housing returns in China: A machine learning approach," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(8), pages 1725-1740, December.
  • Oguzhan Cepni & Rangan Gupta & Yigit Onay, 2020. "The Role of Investor Sentiment in Forecasting Housing Returns in China: A Machine Learning Approach," Working Papers 202055, University of Pretoria, Department of Economics.
• Joshua C. C. Chan, 2022. "Asymmetric conjugate priors for large Bayesian VARs," Quantitative Economics, Econometric Society, vol. 13(3), pages 1145-1169, July.
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• Stephen G. Hall & George S. Tavlas & Yongli Wang, 2022. "Drivers and spillover effects of inflation: the United States, the euro area, and the United Kingdom," Working Papers 309, Bank of Greece.
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• Sebastian Bayer & Timo Dimitriadis, 2022. "Regression-Based Expected Shortfall Backtesting [Backtesting Expected Shortfall]," Journal of Financial Econometrics, Oxford University Press, vol. 20(3), pages 437-471.
• 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.
  • Arnaud Dufays & Aristide Houndetoungan & Alain Coen, 2024. "Selective linear segmentation for detecting relevant parameter changes," Papers 2402.05329, arXiv.org.
• Christophe Chorro & Rahantamialisoa H Fanirisoa, 2022. "Discriminating Between GARCH Models for Option Pricing by Their Ability to Compute Accurate VIX Measures [Option Valuation with Volatility Components, Fat Tails, and Non-Monotonic Pricing Kernels]," Journal of Financial Econometrics, Oxford University Press, vol. 20(5), pages 902-941.
• Todd Mitton, 2022. "Methodological Variation in Empirical Corporate Finance," The Review of Financial Studies, Society for Financial Studies, vol. 35(2), pages 527-575.
• Andrei-Dragos Popescu & Cristi-Marcel Spulbar, 2022. "The Impact of Returns and Influence of Crypto Assets on Different Asset Classes," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(1), pages 969-980, September.
• Guellil, Mohammed Seghir & Sari-Hassoun, Salah Eddine & Chica-Olmo, Jorge & Saraç, Mehmet, 2022. "What are the main factors driving behind the MENA countries current account deficit? A panel logit approach analysis [¿Cuáles son los principales factores que impulsan el déficit de cuenta corrient," 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. 33(1), pages 134-153, June.
• León Mendoza, Juan Celestino & Valcárcel Pineda, Paolo, 2022. "Influencia de las características sociodemográficas personales en el éxito empresarial en Perú [Influence of personal sociodemographic characteristics on business success in Peru]," 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. 33(1), pages 326-352, June.
• Mariano González-Sánchez & Eva M. Ibáñez Jiménez & Ana I. Segovia San Juan, 2022. "Market and model risks: a feasible joint estimate methodology," Risk Management, Palgrave Macmillan, vol. 24(3), pages 187-213, September.
• Pablo Pincheira Brown, 2022. "A Power Booster Factor for Out-of-Sample Tests of Predictability," Revista Economía, Fondo Editorial - Pontificia Universidad Católica del Perú, vol. 45(89), pages 150-183.
  • Pincheira, Pablo, 2017. "A Power Booster Factor for Out-of-Sample Tests of Predictability," MPRA Paper 77027, University Library of Munich, Germany.
• 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.
• Diebold, Francis X. & Göbel, Maximilian, 2022. "A benchmark model for fixed-target Arctic sea ice forecasting," Economics Letters, Elsevier, vol. 215(C).
  • Francis X. Diebold & Maximilian Gobel, 2021. "A Benchmark Model for Fixed-Target Arctic Sea Ice Forecasting," Papers 2101.10359, arXiv.org, revised Jan 2022.
  • Francis X. Diebold & Maximilian Gobel, 2022. "A Benchmark Model for Fixed-Target Arctic Sea Ice Forecasting," PIER Working Paper Archive 22-002, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
• Diebold, Francis X. & Rudebusch, Glenn D. & Göbel, Maximilian & Goulet Coulombe, Philippe & Zhang, Boyuan, 2023. "When will Arctic sea ice disappear? Projections of area, extent, thickness, and volume," Journal of Econometrics, Elsevier, vol. 236(2).
  • Francis X. Diebold & Glenn D. Rudebusch & Maximilian Goebel & Philippe Goulet Coulombe & Boyuan Zhang, 2022. "When Will Arctic Sea Ice Disappear? Projections of Area, Extent, Thickness, and Volume," Papers 2203.04040, arXiv.org, revised May 2023.
  • Francis X. Diebold & Glenn D. Rudebusch & Maximilian Gobel & Philippe Goulet Coulombe & Boyuan Zhang, 2022. "When Will Arctic Sea Ice Disappear? Projections of Area, Extent, Thickness, and Volume," PIER Working Paper Archive 22-011, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  • Francis X. Diebold & Glenn D. Rudebusch & Maximilian Göbel & Philippe Goulet Coulombe & Boyuan Zhang, 2022. "When Will Arctic Sea Ice Disappear? Projections of Area, Extent, Thickness, and Volume," NBER Working Papers 30732, National Bureau of Economic Research, Inc.
• Diebold, Francis X. & Göbel, Maximilian & Goulet Coulombe, Philippe, 2023. "Assessing and comparing fixed-target forecasts of Arctic sea ice: Glide charts for feature-engineered linear regression and machine learning models," Energy Economics, Elsevier, vol. 124(C).
  • Francis X. Diebold & Maximilian Goebel & Philippe Goulet Coulombe, 2022. "Assessing and Comparing Fixed-Target Forecasts of Arctic Sea Ice: Glide Charts for Feature-Engineered Linear Regression and Machine Learning Models," Papers 2206.10721, arXiv.org, revised Jun 2023.
  • Francis X. Diebold & Maximilian Gobel & Philippe Goulet Coulombe, 2022. "Assessing and Comparing Fixed-Target Forecasts of Arctic Sea Ice:Glide Charts for Feature-Engineered Linear Regression and Machine Learning Models," PIER Working Paper Archive 22-028, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  • Francis X. Diebold & Maximilian Gobel & Philippe Goulet Coulombe, 2022. "Assessing and Comparing Fixed-Target Forecasts of Arctic Sea Ice: Glide Charts for Feature-Engineered Linear Regression and Machine Learning Models," Working Papers 22-04, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management.
• Maria Kovacova & Lenka Hrosova & Pavol Durana & Jakub Horak, 2022. "Earnings management model for Visegrad Group as an immanent part of creative accounting," Oeconomia Copernicana, Institute of Economic Research, vol. 13(4), pages 1143-1176, December.
• William A. Barnett & Unal Eryilmaz, 2022. "Monetary Policy and Determinacy: An Inquiry in Open Economy New Keynesian Framework," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202203, University of Kansas, Department of Economics.
  • Barnett, William A. & Eryilmaz, Unal, 2022. "Monetary Policy and Determinacy: An Inquiry in Open Economy New Keynesian Framework," MPRA Paper 111567, University Library of Munich, Germany.
• 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.
  • Pincheira, Pablo & Hardy, Nicolas, 2022. "Correlation Based Tests of Predictability," MPRA Paper 112014, University Library of Munich, Germany.
• Pedini, Luca & Severini, Sabrina, 2022. "Exploring the hedge, diversifier and safe haven properties of ESG investments: A cross-quantilogram analysis," MPRA Paper 112339, University Library of Munich, Germany.
• Ben Salem, Ameni & Safer, Imene & Khefacha, Islem, 2022. "Value-at-Risk (VAR) Estimation Methods: Empirical Analysis based on BRICS Markets," MPRA Paper 113350, University Library of Munich, Germany, revised May 2022.
• Lee, David, 2022. "Pricing Cancellation Product," MPRA Paper 114147, University Library of Munich, Germany.
• Boskabadi, Elahe, 2022. "Economic policy uncertainty and forecast bias in the survey of professional forecasters," MPRA Paper 115081, University Library of Munich, Germany.
• Hoffmaister, Alexander W., 2022. "Two's not company: mis-aggregation and "supply-induced" unemployment increases," MPRA Paper 115513, University Library of Munich, Germany.
• Mohajan, Devajit & Mohajan, Haradhan, 2022. "Utility Maximization Analysis of an Organization: A Mathematical Economic Procedure," MPRA Paper 115791, University Library of Munich, Germany, revised 15 Oct 2022.
• M N, Nikhil & Chakraborty, Suman & B M, Lithin & Ledwani, Sanket, 2022. "Modeling Indian Bank Nifty volatility using univariate GARCH models," MPRA Paper 116824, University Library of Munich, Germany, revised 06 Feb 2023.
• B M, Lithin & Chakraborty, Suman & Iyer, Vishwanathan & M N, Nikhil & Ledwani, Sanket, 2022. "Modelling asymmetric sovereign bond yield volatility with univariate GARCH models: Evidence from India," MPRA Paper 116866, University Library of Munich, Germany, revised 07 Mar 2023.
• B M, Lithin & chakraborty, Suman & iyer, Vishwanathan & M N, Nikhil & ledwani, Sanket, 2022. "Modeling asymmetric sovereign bond yield volatility with univariate GARCH models: Evidence from India," MPRA Paper 117067, University Library of Munich, Germany, revised 05 Jan 2023.
• 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.
  • 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.
• Shobande, Olatunji A. & Asongu, Simplice A., 2022. "The Critical Role of Education and ICT in Promoting Environmental Sustainability in Eastern and Southern Africa: A Panel VAR Approach," Technological Forecasting and Social Change, Elsevier, vol. 176(C).
  • Olatunji A. Shobande & Simplice A. Asongu, 2022. "The Critical Role of Education and ICT in Promoting Environmental Sustainability in Eastern and Southern Africa: A Panel VAR Approach," Working Papers 22/006, European Xtramile Centre of African Studies (EXCAS).
  • Shobande, Olatunji & Asongu, Simplice A, 2022. "The Critical Role of Education and ICT in Promoting Environmental Sustainability in Eastern and Southern Africa: A Panel VAR Approach," MPRA Paper 119054, University Library of Munich, Germany.
  • Olatunji A. Shobande & Simplice A. Asongu, 2022. "The Critical Role of Education and ICT in Promoting Environmental Sustainability in Eastern and Southern Africa: A Panel VAR Approach," Working Papers of the African Governance and Development Institute. 22/006, African Governance and Development Institute..
• 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.
• 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.
• Rangan Gupta & Xiaojin Sun, 2022. "Time-Varying Parameter Four-Equation DSGE Model," Working Papers 202234, University of Pretoria, Department of Economics.
• Dušan Steinhauser & Zuzana Borovská, 2022. "The Impact of Institutional Environment on Risk Assessment," Central European Business Review, Prague University of Economics and Business, vol. 2022(2), pages 61-79.
• Chen Yang & Xu Shaorui & Ali Farhan, 2022. "Investigating Spatial-Temporal Pattern and Inducing Factors to Green Technology Innovation and High-Quality Economic Development," Prague Economic Papers, Prague University of Economics and Business, vol. 2022(3-4), pages 296-323.
• Helena Mitwallyová & Lucie Kureková & Daniel Zikmund, 2022. "Možnosti zlepšování životního prostředí územní samosprávou na příkladu snížení koncentrace prachových částic PM10 v ovzduší [Environmental Improvement Possibilities for Local Governments: Example o," Politická ekonomie, Prague University of Economics and Business, vol. 2022(2), pages 209-234.
• Chicama, Diego & Nivin, Rafael, 2022. "Evaluando el modelo Growth-at-Risk como herramienta para vigilar los riesgos macrofiancieros en la economía peruana," Working Papers 2022-008, Banco Central de Reserva del Perú.
• 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.
  • Byron Botha & Rulof Burger & Kevin Kotze & Neil Rankin & Daan Steenkamp, 2022. "Big data forecasting of South African inflation," ERSA Working Paper Series, Economic Research Southern Africa, vol. 0.
  • Byron Botha & Rulof Burger & Kevin Kotze & Neil Rankin & Daan Steenkamp, 2022. "Big data forecasting of South African inflation," School of Economics Macroeconomic Discussion Paper Series 2022-03, School of Economics, University of Cape Town.
  • Byron Botha & Rulof Burger & Kevin Kotz & Neil Rankin & Daan Steenkamp, 2022. "Big data forecasting of South African inflation," Working Papers 11022, South African Reserve Bank.
• 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, 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.
  • Dimitris Korobilis & Kenichi Shimizu, 2021. "Bayesian Approaches to Shrinkage and Sparse Estimation," Working Papers 2021_19, Business School - Economics, University of Glasgow.
• 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.
  • 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.
• Saissi Hassani, Samir, 2022. "Précisions importantes sur le backtesting comparatif de la VaR," Working Papers 21-5, HEC Montreal, Canada Research Chair in Risk Management.
• Saissi Hassani, Samir & Dionne, Georges, 2022. "Forecasting VaR and CVaR based on a skewed exponential power mixture, in compliance with the new market risk regulation," Working Papers 22-3, HEC Montreal, Canada Research Chair in Risk Management.
• Umair Bin YOUSAF & Khalil JEBRAN & Man WANG, 2022. "A Comparison of Static, Dynamic and Machine Learning Models in Predicting the Financial Distress of Chinese Firms," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 122-138, April.
• Umair Bin YOUSAF & Khalil JEBRAN & Man WANG, 2022. "A Comparison of Static, Dynamic and Machine Learning Models in Predicting the Financial Distress of Chinese Firms," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 123-139, April.
• 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.
  • Byron Botha & Rulof Burger & Kevin Kotze & Neil Rankin & Daan Steenkamp, 2022. "Big data forecasting of South African inflation," ERSA Working Paper Series, Economic Research Southern Africa, vol. 0.
  • Byron Botha & Rulof Burger & Kevin Kotze & Neil Rankin & Daan Steenkamp, 2022. "Big data forecasting of South African inflation," School of Economics Macroeconomic Discussion Paper Series 2022-03, School of Economics, University of Cape Town.
  • Byron Botha & Rulof Burger & Kevin Kotz & Neil Rankin & Daan Steenkamp, 2022. "Big data forecasting of South African inflation," Working Papers 11022, South African Reserve Bank.
• Zouhaier Dhifaoui, 2022. "Determinism and Non-linear Behaviour of Log-return and Conditional Volatility: Empirical Analysis for 26 Stock Markets," South Asian Journal of Macroeconomics and Public Finance, , vol. 11(1), pages 69-94, June.
• Dejan Živkov & Marina Gajic-Glamoclija & Jasmina Duraskovic & Mirela Momcilovic, 2022. "Assessing Permanent and Transitory Volatility Spillover Effect from Oil to Stocks in Baltic and Visegrad Countries," Journal of Economics / Ekonomicky casopis, Institute of Economic Research, Slovak Academy of Sciences, vol. 70(6), pages 523-542, 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.
• Alexander Bobkov & Oksana Savchina, 2022. "Verification of the production structure evolution model of industrial enterprises using cluster analysis," Proceedings of Economics and Finance Conferences 13215738, International Institute of Social and Economic Sciences.
• Tomasz P. Kostyra, 2022. "Yield Curve Modelling with the Nelson-Siegel Method for Poland," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 2, pages 44-56.
• Qiang Ji & Dayong Zhang & Yuqian Zhao, 2022. "Intra-day co-movements of crude oil futures: China and the international benchmarks," Annals of Operations Research, Springer, vol. 313(1), pages 77-103, June.
• Vo Hoang Ha & Takeshi Mizunoya & Nguyen Duc Kien & Truong Quang Dung & Le Thanh An & Nguyen Thai Phan & Nguyen Quang Tan & Pham Thi Trieu Tien & Nguyen Cong Dinh, 2022. "Post-flood recovery in the central coastal plain of Vietnam: determinants and policy implications," Asia-Pacific Journal of Regional Science, Springer, vol. 6(3), pages 899-929, October.
• Charl Maree & Christian W. Omlin, 2022. "Reinforcement learning with intrinsic affinity for personalized prosperity management," Digital Finance, Springer, vol. 4(2), pages 241-262, September.
• Jaeho Kim & Sora Chon, 2022. "Bayesian estimation of the long-run trend of the US economy," Empirical Economics, Springer, vol. 62(2), pages 461-485, February.
• Lixiong Yang, 2022. "Threshold mixed data sampling (TMIDAS) regression models with an application to GDP forecast errors," Empirical Economics, Springer, vol. 62(2), pages 533-551, February.
• Khyati Kathuria & Nand Kumar, 2022. "Are exports and imports of India’s trading partners cointegrated? Evidence from Fourier bootstrap ARDL procedure," Empirical Economics, Springer, vol. 62(3), pages 1177-1191, March.
• Julia Kielmann & Hans Manner & Aleksey Min, 2022. "Stock market returns and oil price shocks: A CoVaR analysis based on dynamic vine copula models," Empirical Economics, Springer, vol. 62(4), pages 1543-1574, April.
• Astrid Ayala & Szabolcs Blazsek & Adrian Licht, 2022. "Score-driven stochastic seasonality of the Russian rouble: an application case study for the period of 1999 to 2020," Empirical Economics, Springer, vol. 62(5), pages 2179-2203, May.
• Pål Boug & Ådne Cappelen, 2022. "Did OPEC change its behaviour after the November 2014 meeting?," Empirical Economics, Springer, vol. 62(5), pages 2285-2305, May.
• Manuel González-Astudillo & John M. Roberts, 2022. "When are trend–cycle decompositions of GDP reliable?," Empirical Economics, Springer, vol. 62(5), pages 2417-2460, May.
• Dejan Živkov & Slavica Manić & Ivan Pavkov, 2022. "Nonlinear examination of the ‘Heat Wave’ and ‘Meteor Shower’ effects between spot and futures markets of the precious metals," Empirical Economics, Springer, vol. 63(2), pages 1109-1134, August.
• Alessandra Garbero & Marco Letta, 2022. "Predicting household resilience with machine learning: preliminary cross-country tests," Empirical Economics, Springer, vol. 63(4), pages 2057-2070, October.
• Masato Ubukata, 2022. "A time-varying jump tail risk measure using high-frequency options data," Empirical Economics, Springer, vol. 63(5), pages 2633-2653, November.
• Khurram Shehzad & Umer Zaman & Mahmood Ahmad & Xiaoxing Liu, 2022. "Asymmetric impact of information and communication technologies on environmental quality: analyzing the role of financial development and energy consumption," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 24(2), pages 1761-1780, February.
• Jeronymo Marcondes Pinto & Jennifer L. Castle, 2022. "Machine Learning Dynamic Switching Approach to Forecasting in the Presence of Structural Breaks," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 18(2), pages 129-157, July.
• Eva O. Arceo-Gomez & Raymundo M. Campos-Vazquez & Raquel Y. Badillo & Sergio Lopez-Araiza, 2022. "Gender stereotypes in job advertisements: What do they imply for the gender salary gap?," Journal of Labor Research, Springer, vol. 43(1), pages 65-102, March.
• Daniel A. Griffith & Yongwan Chun, 2022. "Some useful details about the Moran coefficient, the Geary ratio, and the join count indices of spatial autocorrelation," Journal of Spatial Econometrics, Springer, vol. 3(1), pages 1-30, December.
• T. P. Sinha, 2022. "A Macro-Econometric VAR Model of India Incorporating Black Income," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 20(3), pages 629-660, September.
• Holger Steinmetz & Jörn Block, 2022. "Meta-analytic structural equation modeling (MASEM): new tricks of the trade," Management Review Quarterly, Springer, vol. 72(3), pages 605-626, September.
• Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2022. "Moment tests of independent components," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 13(1), pages 429-474, May.
  • Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2021. "Moment tests of independent components," Working Papers wp2021_2102, CEMFI.
• Cheng-Few Lee & Lie-Jane Kao & Po-Cheng Wu, 2022. "Alternative Models for Evaluating Convertible Bond: Review and Integration," Springer Books, in: Cheng-Few Lee & Alice C. Lee (ed.), Encyclopedia of Finance, edition 0, chapter 68, pages 1563-1580, Springer.
• 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..
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• 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.
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• Florian Eckert & Nina Mühlebach, 2021. "Global and Local Components of Output Gaps," KOF Working papers 21-497, KOF Swiss Economic Institute, ETH Zurich.
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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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• 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.
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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.
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• 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.
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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".
  • 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," 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," 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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• Campuzano, Cristian Miguel & Cabello, Alejandra, 2021. "Superficie de volatilidad de la Bolsa Mexicana de Valores: Evaluación con el Modelo de Merton / Mexico´s Stock Market volatility surface: Evaluation with Merton’s model," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, vol. 11(1), pages 5-31, enero-jun.
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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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• Siwen Zhou, 2021. "Exploring the driving forces of the Bitcoin currency exchange rate dynamics: an EGARCH approach," Empirical Economics, Springer, vol. 60(2), pages 557-606, February.
• Jack Fosten & Daniel Gutknecht, 2021. "Horizon confidence sets," Empirical Economics, Springer, vol. 61(2), pages 667-692, August.
• Laura Casula & Giovanni Masala, 2021. "Electricity derivatives: an application to the futures Italian market," Empirical Economics, Springer, vol. 61(2), pages 637-666, August.
• Yan Qian & Zijun Wang, 2021. "A model selection approach to jointly testing for structural breaks and cointegration with application to the Eurocurrency interest rates market," Empirical Economics, Springer, vol. 61(2), pages 799-825, August.
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• Takashi Oga, 2021. "Intertemporal Cointegration Model: A New Approach to the Lead–Lag Relationship Between Cointegrated Time Series," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 17(1), pages 27-53, April.
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• Augusto Cerqua & Roberta Di Stefano & Marco Letta & Sara Miccoli, 2021. "Local mortality estimates during the COVID-19 pandemic in Italy," Journal of Population Economics, Springer;European Society for Population Economics, vol. 34(4), pages 1189-1217, October.
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  • Christiane Baumeister & Pierre Guérin, 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.
  • Christiane Baumeister & Pierre Guérin, 2020. "A Comparison of Monthly Global Indicators for Forecasting Growth," NBER Working Papers 28014, National Bureau of Economic Research, Inc.
• 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).
  • 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.
• Tao Hong & Pierre Pinson & Yi Wang & Rafal Weron & Dazhi Yang & Hamidreza Zareipour, 2020. "Energy forecasting: A review and outlook," WORking papers in Management Science (WORMS) WORMS/20/08, Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology.
• Roberto Casarin & Fausto Corradin & Francesco Ravazzolo & Nguyen Domenico Sartore & Wing-Keung Wong, 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 & Nguyen Domenico Sartore & Wing-Keung Wong, 2020. "A Scoring Rule for Factor and Autoregressive Models Under Misspecification," International Association of 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".
• Augusto Cerqua & Roberta Di Stefano & Marco Letta & Sara Miccoli, 2021. "Local mortality estimates during the COVID-19 pandemic in Italy," Journal of Population Economics, Springer;European Society for Population Economics, vol. 34(4), pages 1189-1217, October.
  • Augusto Cerqua & Roberta Di Stefano & Marco Letta & Sara Miccoli, 2020. "Local mortality estimates during the COVID-19 pandemic in Italy," Working Papers 14/20, Sapienza University of Rome, DISS.
  • Augusto Cerqua & Roberta Di Stefano & Marco Letta & Sara Miccoli, 2020. "Local mortality estimates during the COVID-19 pandemic in Italy," Discussion Paper series in Regional Science & Economic Geography 2020-06, Gran Sasso Science Institute, Social Sciences, revised Oct 2020.
• Lodewikus Jacobus Basson & Gary van Vuuren, 2020. "Exploring Hedging Strategies Identified by Fractal Dimensions," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, vol. 67(1), pages 1-13, March.
• Candelon, Bertrand & Luisi, Angelo, 2020. "Testing for the Validity of W in GVAR models," LIDAM Discussion Papers LFIN 2020009, Université catholique de Louvain, Louvain Finance (LFIN).
• Hakan Eryüzlü & Sertaç Hopoğlu, 2020. "A Comparison of Economic Expectations In Germany and Turkey: An Analysis of ZEW and Economic Trust Index Sentiment Indicators," Alphanumeric Journal, Bahadir Fatih Yildirim, vol. 8(1), pages 131-142, June.
• Gregory Howard & John C. Whitehead & Jacob Hochard, 2020. "Estimating Discount Rates Using Referendum-style Choice Experiments: An Analysis of Multiple Methods," Working Papers 20-01, Department of Economics, Appalachian State University.
• La Vecchia, Davide & Moor, Alban & Scaillet, Olivier, 2023. "A higher-order correct fast moving-average bootstrap for dependent data," Journal of Econometrics, Elsevier, vol. 235(1), pages 65-81.
  • La Vecchia, Davide & Moor, Alban & Scaillet, Olivier, 2020. "A higher-order correct fast moving-average bootstrap for dependent data," Working Papers unige:129395, University of Geneva, Geneva School of Economics and Management.
  • Davide La Vecchia & Alban Moor & Olivier Scaillet, 2020. "A Higher-Order Correct Fast Moving-Average Bootstrap for Dependent Data," Papers 2001.04867, arXiv.org, revised Jan 2022.
  • Davide La Vecchia & Alban Moor & O. Scaillet, 2020. "A Higher-Order Correct Fast Moving-Average Bootstrap for Dependent Data," Swiss Finance Institute Research Paper Series 20-01, Swiss Finance Institute.
• 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.
• Lee, Ji Hyung & Shin, Youngki, 2023. "Complete Subset Averaging For Quantile Regressions," Econometric Theory, Cambridge University Press, vol. 39(1), pages 146-188, February.
  • Ji Hyung Lee & Youngki Shin, 2020. "Complete Subset Averaging for Quantile Regressions," Department of Economics Working Papers 2020-03, McMaster University.
  • Ji Hyung Lee & Youngki Shin, 2020. "Complete Subset Averaging for Quantile Regressions," Papers 2003.03299, arXiv.org, revised Jul 2021.
• Hannes Wallimann & David Imhof & Martin Huber, 2023. "A Machine Learning Approach for Flagging Incomplete Bid-Rigging Cartels," Computational Economics, Springer;Society for Computational Economics, vol. 62(4), pages 1669-1720, December.
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• Mullat, Joseph E., 2020. "Rational Choice Function Implementation for the German Stock Market Analysis," MPRA Paper 101591, University Library of Munich, Germany.
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• 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.
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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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• Victor Bystrov, 2020. "Identification and Estimation of Initial Conditions in Non-Minimal State-Space Models," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 12(4), pages 413-429, December.
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• Chelsea Gray & Kirstine Hansen, 2020. "Did Covid-19 lead to an increase in hate crimes towards Chinese people in London?," DoQSS Working Papers 20-05, Quantitative Social Science - UCL Social Research Institute, University College London.
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  • 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., 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.
• Oh, Ilfan, 2019. "Autonomy of profit rate distribution and its dynamics from firm size measures: A statistical equilibrium approach," BERG Working Paper Series 146, Bamberg University, Bamberg Economic Research Group.
• Tölö, Eero, 2019. "Predicting systemic financial crises with recurrent neural networks," Bank of Finland Research Discussion Papers 14/2019, Bank of Finland.
• Eraslan, Sercan & Schröder, Maximilian, 2019. "Nowcasting GDP with a large factor model space," Discussion Papers 41/2019, Deutsche Bundesbank.
• Szomolányi, Karol & Lukáčik, Martin & Lukáčiková, Adriana, 2019. "Analysis of Asymmetry in Slovak Gasoline and Diesel Retail Market," Proceedings of the ENTRENOVA - ENTerprise REsearch InNOVAtion Conference (2019), Rovinj, Croatia, in: Proceedings of the ENTRENOVA - ENTerprise REsearch InNOVAtion Conference, Rovinj, Croatia, 12-14 September 2019, pages 359-366, IRENET - Society for Advancing Innovation and Research in Economy, Zagreb.
• Jackson, Emerson Abraham & Tamuke, Edmund, 2019. "Predicting disaggregated tourist arrivals in Sierra Leone using ARIMA model," MPRA Paper 96845, University Library of Munich, Germany, revised 23 Dec 2019.
  • Jackson, Emerson Abraham & Tamuke, Edmund, 2019. "Predicting disaggregated tourist arrivals in Sierra Leone using ARIMA model," EconStor Preprints 202547, ZBW - Leibniz Information Centre for Economics.
• Jaramillo, Miguel, 2019. "The unprotecting effects of employment protection: the impact of the 2001 labor reform in Peru," GLO Discussion Paper Series 299, Global Labor Organization (GLO).
• 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, 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," Economics Discussion Papers 2019-22, Kiel Institute for the World Economy (IfW Kiel).
  • 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.
• Thompson, Erica L. & Smith, Leonard A., 2019. "Escape from model-land," Economics Discussion Papers 2019-23, Kiel Institute for the World Economy (IfW Kiel).
• Brighton, Henry, 2019. "Beyond quantified ignorance: Rebuilding rationality without the bias bias," Economics Discussion Papers 2019-25, Kiel Institute for the World Economy (IfW Kiel).
• Thompson, Erica L. & Smith, Leonard A., 2019. "Escape from model-land," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 13, pages 1-17.
• Qian, Ya & Tu, Jun & Härdle, Wolfgang Karl, 2019. "Information Arrival, News Sentiment, Volatilities and Jumps of Intraday Returns," IRTG 1792 Discussion Papers 2019-002, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
• 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".
• João C. Claudio & Katja Heinisch & Oliver Holtemöller, 2020. "Nowcasting East German GDP growth: a MIDAS approach," Empirical Economics, Springer, vol. 58(1), pages 29-54, January.
  • Claudio, João C. & Heinisch, Katja & Holtemöller, Oliver, 2019. "Nowcasting East German GDP growth: A MIDAS approach," IWH Discussion Papers 24/2019, Halle Institute for Economic Research (IWH).
• Liang, Chong & Schienle, Melanie, 2019. "Determination of vector error correction models in high dimensions," Journal of Econometrics, Elsevier, vol. 208(2), pages 418-441.
  • Liang, Chong & Schienle, Melanie, 2019. "Determination of vector error correction models in high dimensions," Working Paper Series in Economics 124, Karlsruhe Institute of Technology (KIT), Department of Economics and Management.
• Luo, Jiawen & Klein, Tony & Ji, Qiang & Hou, Chenghan, 2019. "Forecasting Realized Volatility of Agricultural Commodity Futures with Infinite Hidden Markov HAR Models," QBS Working Paper Series 2019/10, Queen's University Belfast, Queen's Business School.
• Dominika Moravcikova & Anna Krizanova, 2019. "The Effectiveness Of Facebook Promoting The Brands Of Slovak Wellness Hotels Based On The Dea Methodology," CBU International Conference Proceedings, ISE Research Institute, vol. 7(0), pages 221-227, September.
• Atefeh Hasan-Zadeh, 2019. "Mathematical Modelling Of Decision-Making Application To Investment," Advances in Decision Sciences, Asia University, Taiwan, vol. 23(2), pages 1-14, June.
• Daniel Borup & Bent Jesper Christensen & Yunus Emre Ergemen, 2019. "Assessing predictive accuracy in panel data models with long-range dependence," CREATES Research Papers 2019-04, Department of Economics and Business Economics, Aarhus University.
• Kristoffer Pons Bertelsen, 2019. "Comparing Tests for Identification of Bubbles," CREATES Research Papers 2019-16, 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.
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• 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.
  • 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. "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.
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  • 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.
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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.
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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).
• Asongu, Simplice & Odhiambo, Nicholas, 2019. "Economic Development Thresholds for a Green Economy in Sub-Saharan Africa," MPRA Paper 93534, University Library of Munich, Germany.
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  • 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.
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• 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.
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• 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).
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• 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).
  • 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..
  • 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).
• 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," 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," 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 19/084, European Xtramile Centre of African Studies (EXCAS).
• 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.
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• 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.
  • 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, 2017. "Upward and downward bias when measuring inequality of opportunity," Working Papers - Economics wp2017_02.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
  • Paolo Brunori & Vito Peragine & Laura Serlenga, 2016. "Upward and downward bias when measuring inequality of opportunity," Working Papers 406, ECINEQ, Society for the Study of Economic Inequality.
• 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.
• Shahzad, Syed Jawad Hussain & Arreola-Hernandez, Jose & Bekiros, Stelios & Shahbaz, Muhammad & Kayani, Ghulam Mujtaba, 2018. "A systemic risk analysis of Islamic equity markets using vine copula and delta CoVaR modeling," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 56(C), pages 104-127.
  • Syed Jawad Hussain Shahzad & Jose Arreola Hernandez & Stelios Bekiros & Muhammad Shahbaz & Ghulam Mujtaba Kayani, 2018. "A systemic risk analysis of Islamic equity markets using vine copula and delta CoVaR modeling," Post-Print hal-01989649, HAL.
• Arthur Charpentier & Emmanuel Flachaire & Antoine Ly, 2018. "Econometrics and Machine Learning," Economie et Statistique / Economics and Statistics, Institut National de la Statistique et des Etudes Economiques (INSEE), issue 505-506, pages 147-169.
  • Arthur Charpentier & Emmanuel Flachaire & Antoine Ly, 2018. "Econometrics and Machine Learning," Post-Print hal-02163979, 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-03049256, 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 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-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.
  • Hoang Thanh Mai NGUYEN & Marie-Ange VEGANZONES-VAROUDAKIS, 2017. "Investment climate, outward orientation and manufacturing firm productivity: New empirical evidence," Working Papers 201717, CERDI.
  • 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.
  • 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.
• 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.
  • Hossein Kavand & Marcel-Cristian Voia, 2016. "Estimation of Health Care Demand and its Implication on Income Effects of Individuals," Carleton Economic Papers 16-01, Carleton University, Department of Economics, revised 26 Jun 2017.
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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 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.
  • 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 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.
• 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," Post-Print halshs-01832115, HAL.
  • 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.
• 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.
  • Florian Fizaine, 2018. "Toward generalization of futures contracts for raw materials: A probabilistic answer applied to metal markets," Post-Print halshs-01957410, 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 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.
  • 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 hal-03049271, 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," PSE-Ecole d'économie de Paris (Postprint) hal-01465858, 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, 2019. "Publish and Perish: Creative Destruction and Macroeconomic Theory," Working Papers halshs-01720655, HAL.
  • Jean-Bernard Chatelain & Kirsten Ralf, 2019. "Publish and Perish: Creative Destruction and Macroeconomic Theory," PSE 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) 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.
  • Jean-Bernard Chatelain & Kirsten Ralf, 2019. "Publish and Perish: Creative Destruction and Macroeconomic Theory," PSE 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, 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.
• 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.
  • Marcel Bräutigam & Michel Dacorogna & Marie Kratz, 2018. "Predicting risk with risk measures : an empirical study," Working Papers hal-01791026, HAL.
• 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.
  • Sanjay Sehgal & Piyush Pandey & Florent Deisting, 2017. "Time Varying Integration amongst the South Asian Equity Markets: An Empirical Study," Working papers of CATT hal-01885142, HAL.
  • Sanjay Sehgal & Piyush Pandey & Florent Deisting, 2017. "Time Varying Integration amongst the South Asian Equity Markets: An Empirical Study," Working Papers hal-01885142, 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, 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.
  • Jean-Bernard Chatelain & Kirsten Ralf, 2019. "Publish and Perish: Creative Destruction and Macroeconomic Theory," PSE Working Papers halshs-01720655, HAL.
• 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).
  • Nilsen, Øivind A. & Raknerud, Arvid & Iancu, Diana-Cristina, 2018. "Public R&D Support and Firms’ Performance A Panel Data Study," Discussion Paper Series in Economics 13/2018, Norwegian School of Economics, Department of Economics.
  • Øivind Anti Nilsen & Arvid Raknerud & Diana-Cristina Iancu, 2018. "Public R&D Support and Firms' Performance - A Panel Data Study," CESifo Working Paper Series 7131, CESifo.
  • Arvid Raknerud & Diana-Cristina Iancu & Øivind A. Nilsen, 2018. "Public R&D Support and Firms’ Performance. A Panel Data Study," Discussion Papers 878, Statistics Norway, Research Department.
• 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.
  • 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.
  • Hérault, Nicolas & Jenkins, Stephen P., 2018. "How valid are synthetic panel estimates of poverty dynamics?," GLO Discussion Paper Series 207, Global Labor Organization (GLO).
  • 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.
  • 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.
  • 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).
  • 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.
• 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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• 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," CeMMAP working papers CWP56/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • 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.
  • Arun Advani & Tymon Sloczynski, 2013. "Mostly harmless simulations? On the internal validity of empirical Monte Carlo studies," CeMMAP working papers CWP64/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Arun Advani & Tymon Słoczyński, 2013. "Mostly harmless simulations? On the internal validity of empirical Monte Carlo studies," CeMMAP working papers 64/13, Institute for Fiscal Studies.
  • Advani, Arun & Kitagawa, Toru & Sloczynski, Tymon, 2018. "Mostly Harmless Simulations? On the Internal Validity of Empirical Monte Carlo Studies," IZA Discussion Papers 11862, Institute of Labor Economics (IZA).
• Bernard Salanie & Frank A. Wolak, 2018. "Fast, "robust", and approximately correct: estimating mixed demand systems," CeMMAP working papers CWP64/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
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• 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.
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• Zizi GOSCHIN, 2018. "Regional patterns of Romanian emigration. A Geographically Weighted Regression Model," Romanian Journal of Economics, Institute of National Economy, vol. 46(1(55)), pages 60-74, June.
• Carolin Strobl & Julia Kopf & Lucas Kohler & Timo von Oertzen & Achim Zeileis, 2018. "Anchor Point Selection - Scale Alignment Based on an Inequality Criterion," Working Papers 2018-03, Faculty of Economics and Statistics, Universität Innsbruck.
• 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).
  • Herault, Nicolas & Jenkins, Stephen P., 2018. "How Valid Are Synthetic Panel Estimates of Poverty Dynamics?," IZA Discussion Papers 11484, Institute of Labor Economics (IZA).
• Oscar Claveria, 2018. "“A new metric of consensus for Likert scales”," AQR Working Papers 201810, University of Barcelona, Regional Quantitative Analysis Group, revised Oct 2018.
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• Iskrev, Nikolay, 2018. "Are asset price data informative about news shocks? A DSGE perspective," Working Paper Series 2161, European Central Bank.
  • Nikolay Iskrev, 2018. "Are asset price data informative about news shocks? A DSGE perspective," Working Papers REM 2018/33, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
  • Nikolay Iskrev, 2018. "Are asset price data informative about news shocks? A DSGE perspective," Working Papers w201802, Banco de Portugal, Economics and Research Department.
• Nikolay Iskrev, 2018. "Calibration and the estimation of macroeconomic models," Working Papers w201801, Banco de Portugal, Economics and Research Department.
  • Nikolay Iskrev, 2018. "Calibration and the estimation of macroeconomic models," Working Papers REM 2018/34, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
• Paolo Brunori & Vito Peragine & Laura Serlenga, 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.
  • 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, 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.
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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.
  • 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, 2014. "Structural Labor Supply Models and Wage Exogeneity," SOEPpapers on Multidisciplinary Panel Data Research 675, DIW Berlin, The German Socio-Economic Panel (SOEP).
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  • 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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• 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.
  • Herault, Nicolas & Jenkins, Stephen P., 2018. "How Valid Are Synthetic Panel Estimates of Poverty Dynamics?," IZA Discussion Papers 11484, Institute of Labor Economics (IZA).
  • 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).
  • 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.
• Arvid Raknerud & Diana-Cristina Iancu & Øivind A. Nilsen, 2018. "Public R&D Support and Firms’ Performance. A Panel Data Study," Discussion Papers 878, Statistics Norway, Research Department.
  • Nilsen, Øivind Anti & Raknerud, Arvid & Iancu, Diana-Cristina, 2018. "Public R&D Support and Firms' Performance: A Panel Data Study," IZA Discussion Papers 11651, Institute of Labor Economics (IZA).
  • Nilsen, Øivind A. & Raknerud, Arvid & Iancu, Diana-Cristina, 2018. "Public R&D Support and Firms’ Performance A Panel Data Study," Discussion Paper Series in Economics 13/2018, Norwegian School of Economics, Department of Economics.
  • Øivind Anti Nilsen & Arvid Raknerud & Diana-Cristina Iancu, 2018. "Public R&D Support and Firms' Performance - A Panel Data Study," CESifo Working Paper Series 7131, CESifo.
• 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).
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• Jeffrey A. Smith, 2018. "The usefulness of experiments," IZA World of Labor, Institute of Labor Economics (IZA), pages 436-436, May.
• Chiung-Ju Huang & Yuan-Hong Ho, 2018. "Does Taiwan's Defense Spending Crowd out Education and Social Welfare Expenditures?," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, vol. 14(1), pages 67-82, February.
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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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• Januj Juneja, 2018. "Empirical performance of Gaussian affine dynamic term structure models in the presence of autocorrelation misspecification bias," Review of Quantitative Finance and Accounting, Springer, vol. 50(3), pages 695-715, April.
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• Daniel Heymann & Gabriel Montes-Rojas, 2018. "On model-consistent expectations in macroeconomics," Económica, Instituto de Investigaciones Económicas, Facultad de Ciencias Económicas, Universidad Nacional de La Plata, vol. 64, pages 22-45, January-D.
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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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• Ian Borg & Germano Ruisi, 2018. "Forecasting using Bayesian VARs: A Benchmark for STREAM," CBM Working Papers WP/04/2018, Central Bank of Malta.
• Dondashe, Nandipha & Phiri, Andrew, 2018. "Determinants of FDI in South Africa: Do macroeconomic variables matter?," MPRA Paper 83636, University Library of Munich, Germany.
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• Phiri, Andrew, 2018. "Robust analysis of convergence in per capita GDP in BRICS economies," MPRA Paper 86936, University Library of Munich, Germany.
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• 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.
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• 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.
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• 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.
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• Xolisa Vayi & Andrew Phiri, 2018. "A sequential panel selection approach to cointegration analysis: An application to Wagner’s law for South Africa," Working Papers 1831, Department of Economics, Nelson Mandela University.
• Andrew Phiri, 2018. "Pursuing the Philips curve in an African monarchy: A Swazi case study," Working Papers 1832, Department of Economics, Nelson Mandela University.
• 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.
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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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• Papa Ousmane Cissé & Dominique Guegan & Abdou Kâ Diongue, 2018. "On the parameters estimation of the Seasonal FISSAR Model," Post-Print halshs-01832115, HAL.
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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.
• Luis Daniel Torres Gonzalez & Jangho Yang, 2018. "The Persistent Statistical Structure of the US Input-Output Coefficient Matrices: 1963-2007," Working Papers 1804, New School for Social Research, Department of Economics.
• Cristina Amado & Annastiina Silvennoinen & Timo Teräsvirta, 2018. "Models with Multiplicative Decomposition of Conditional Variances and Correlations," CREATES Research Papers 2018-14, Department of Economics and Business Economics, Aarhus University.
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• S. Quantin, 2018. "Estimation avec le score de propension sous R Abstract : Ce document présente les principales méthodes économétriques utilisant le score de propension pour comparer deux groupes en ajustant des effets," Documents de Travail de l'Insee - INSEE Working Papers m2018-01, Institut National de la Statistique et des Etudes Economiques.
• Arthur Charpentier & Emmanuel Flachaire & Antoine Ly, 2018. "Econometrics and Machine Learning," Economie et Statistique / Economics and Statistics, Institut National de la Statistique et des Etudes Economiques (INSEE), issue 505-506, pages 147-169.
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• Gary Koop & Stuart McIntyre & James Mitchell, 2018. "UK regional nowcasting using a mixed frequency vector autoregressive model," Working Papers 1805, University of Strathclyde Business School, Department of Economics.
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• Aleksandra Riedl & Julia Wörz, 2018. "A simple approach to nowcasting GDP growth in CESEE economies," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue Q4/18, pages 56-74.
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• Xiao, Tim, 2018. "Bilateral Defaultable Financial Derivatives Pricing and Credit Valuation Adjustment," EconStor Preprints 202549, ZBW - Leibniz Information Centre for Economics.
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• Xiao, Tim, 2018. "Bilateral Defaultable Financial Derivatives Pricing and Credit Valuation Adjustment," EconStor Preprints 202549, ZBW - Leibniz Information Centre for Economics.
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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.
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• 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 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 & 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.
  • 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.
  • 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," Research Africa Network Working Papers 18/023, 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," 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 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. 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.
  • 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..
• 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).
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• 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 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).
• 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).
  • 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," AFEA Working Papers 18/039, 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," 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.
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• 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.
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• Iskrev, Nikolay, 2018. "Are asset price data informative about news shocks? A DSGE perspective," Working Paper Series 2161, European Central Bank.
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• 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.
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• 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.
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• 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.
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• Falck, Elisabeth & Hoffmann, Mathias & Hürtgen, Patrick, 2017. "Disagreement and monetary policy," Discussion Papers 29/2017, Deutsche Bundesbank.
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• 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.
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• Arefiev, Nikolay & Khabibullin, Ramis, 2018. "Bayesian identification of structural vector autoregression models," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 49, pages 115-142.
• Fantazzini, Dean & Shakleina, Marina & Yuras, Natalia, 2018. "Big Data for computing social well-being indices of the Russian population," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 50, pages 43-66.
• Kaynar Bilgin, Handan, 2018. "Laffer Eğri̇si̇ İçi̇n Uygulamali Bi̇r Anali̇z: Türki̇ye Örneği̇," Academic Review of Humanities and Social Sciences, Bursa Teknik Üniversitesi, vol. 1(2), pages 84-99.
• Fortin, Alain-Philippe & Simonato, Jean-Guy & Dionne, Georges, 2023. "Forecasting expected shortfall: Should we use a multivariate model for stock market factors?," International Journal of Forecasting, Elsevier, vol. 39(1), pages 314-331.
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• Amancio, Vitor dos Santos & Carrasco-Gutierrez , Carlos Enrique, 2018. "Elasticidade preço e renda da demanda dos jornais impressos," Revista Brasileira de Estudos Regionais e Urbanos, Associação Brasileira de Estudos Regionais e Urbanos (ABER), vol. 12(2), pages 155-172.
• 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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• Xun Lu & Ke Miao & Liangjun Su, 2021. "Determination of different types of fixed effects in three-dimensional panels," Econometric Reviews, Taylor & Francis Journals, vol. 40(9), pages 867-898, October.
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• Novkovska, Blagica & Serafimovic, Gordana, 2018. "Recognizing The Vulnerability Of Generation Z To Economic And Social Risks," UTMS Journal of Economics, University of Tourism and Management, Skopje, Macedonia, vol. 9(1), pages 29-37.
• Balaev, Alexey (Балаев, Алексей), 2018. "The Impact of Public Expenditure Structure on Economic Growth in Russia [Влияние Структуры Бюджетных Расходов На Экономический Рост В России]," Ekonomicheskaya Politika / Economic Policy, Russian Presidential Academy of National Economy and Public Administration, vol. 6, pages 8-35, December.
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• 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.
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• Zekić-Sušac Marijana & Scitovski Rudolf & Has Adela, 2018. "Cluster analysis and artificial neural networks in predicting energy efficiency of public buildings as a cost-saving approach," Croatian Review of Economic, Business and Social Statistics, Sciendo, vol. 4(2), pages 57-66, November.
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• 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.
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• 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.
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• Chen, Cathy Yi-Hsuan & Härdle, Wolfgang Karl & Hou, Ai Jun & Wang, Weining, 2018. "Pricing Cryptocurrency options: the case of CRIX and Bitcoin," IRTG 1792 Discussion Papers 2018-004, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
• 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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• Jingchen Ren & Xu Guo, 2018. "A Three-Arm Non-Inferiority Test For Heteroscedastic Data," Advances in 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.
• Emilio Zanetti Chini, 2018. "Forecaster’s utility and forecasts coherence," DEM Working Papers Series 145, University of Pavia, Department of Economics and Management.
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• 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.
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• 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.
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  • 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.
  • 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 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," 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 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.
  • Philip Hans Franses, 2018. "Prediction Intervals For Expert-Adjusted Forecasts," International Association of Decision Sciences, Asia University, Taiwan, vol. 22(1), pages 308-320, December.
• Daniel Heymann, Gabriel Montes-Rojas, 2018. "On model-consistent expectations in macroeconomics," Económica, Departamento de Economía, Facultad de Ciencias Económicas, Universidad Nacional de La Plata, vol. 64, pages 22-45, January-D.
  • Daniel Heymann & Gabriel Montes-Rojas, 2018. "On model-consistent expectations in macroeconomics," Económica, Instituto de Investigaciones Económicas, Facultad de Ciencias Económicas, Universidad Nacional de La Plata, vol. 64, pages 22-45, January-D.
  • Daniel Heymann & Gabriel Montes Rojas, 2018. "On Model-Consistent Expectations in Macroeconomics," Documentos de trabajo del Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET) 2018-37, Universidad de Buenos Aires, Facultad de Ciencias Económicas, Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET).
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• Zhu, Bangzhu & Ye, Shunxin & Wang, Ping & He, Kaijian & Zhang, Tao & Wei, Yi-Ming, 2018. "A novel multiscale nonlinear ensemble leaning paradigm for carbon price forecasting," Energy Economics, Elsevier, vol. 70(C), pages 143-157.
• Tovar Reaños, Miguel A. & Wölfing, Nikolas M., 2018. "Household energy prices and inequality: Evidence from German microdata based on the EASI demand system," Energy Economics, Elsevier, vol. 70(C), pages 84-97.
• Aminu, Nasir & Meenagh, David & Minford, Patrick, 2018. "The role of energy prices in the Great Recession — A two-sector model with unfiltered data," Energy Economics, Elsevier, vol. 71(C), pages 14-34.
  • Aminu, Nasir & Meenagh, David & Minford, Patrick, 2018. "The Role of Energy Prices in the Great Recession - A Two-Sector Model with Unfiltered Data," Cardiff Economics Working Papers E2018/13, Cardiff University, Cardiff Business School, Economics Section.
• Liu, Jing & Ma, Feng & Yang, Ke & Zhang, Yaojie, 2018. "Forecasting the oil futures price volatility: Large jumps and small jumps," Energy Economics, Elsevier, vol. 72(C), pages 321-330.
• Cheng, Fangzheng & Fan, Tijun & Fan, Dandan & Li, Shanling, 2018. "The prediction of oil price turning points with log-periodic power law and multi-population genetic algorithm," Energy Economics, Elsevier, vol. 72(C), pages 341-355.
• Hahn, Warren J. & DiLellio, James A. & Dyer, James S., 2018. "Risk premia in commodity price forecasts and their impact on valuation," Energy Economics, Elsevier, vol. 72(C), pages 393-403.
• Brix, Anne Floor & Lunde, Asger & Wei, Wei, 2018. "A generalized Schwartz model for energy spot prices — Estimation using a particle MCMC method," Energy Economics, Elsevier, vol. 72(C), pages 560-582.
• Di Sanzo, Silvestro, 2018. "A Markov switching long memory model of crude oil price return volatility," Energy Economics, Elsevier, vol. 74(C), pages 351-359.
• Li, Xiafei & Wei, Yu, 2018. "The dependence and risk spillover between crude oil market and China stock market: New evidence from a variational mode decomposition-based copula method," Energy Economics, Elsevier, vol. 74(C), pages 565-581.
• Laporta, Alessandro G. & Merlo, Luca & Petrella, Lea, 2018. "Selection of Value at Risk Models for Energy Commodities," Energy Economics, Elsevier, vol. 74(C), pages 628-643.
• Rodrigues, Niágara & Losekann, Luciano & Silveira Filho, Getulio, 2018. "Demand of automotive fuels in Brazil: Underlying energy demand trend and asymmetric price response," Energy Economics, Elsevier, vol. 74(C), pages 644-655.
• Qu, Hui & Duan, Qingling & Niu, Mengyi, 2018. "Modeling the volatility of realized volatility to improve volatility forecasts in electricity markets," Energy Economics, Elsevier, vol. 74(C), pages 767-776.
• Ma, Feng & Zhang, Yaojie & Huang, Dengshi & Lai, Xiaodong, 2018. "Forecasting oil futures price volatility: New evidence from realized range-based volatility," Energy Economics, Elsevier, vol. 75(C), pages 400-409.
• Xu, Yongdeng & Taylor, Nick & Lu, Wenna, 2018. "Illiquidity and volatility spillover effects in equity markets during and after the global financial crisis: An MEM approach," International Review of Financial Analysis, Elsevier, vol. 56(C), pages 208-220.
  • Xu, Yongdeng & Taylor, Nick & Lu, Wenna, 2018. "Illiquidity and Volatility Spillover effects in Equity Markets during and after the Global Financial Crisis: an MEM approach," Cardiff Economics Working Papers E2018/6, Cardiff University, Cardiff Business School, Economics Section.
• Schmidbauer, Harald & Rösch, Angi, 2018. "The impact of festivities on gold price expectation and volatility," International Review of Financial Analysis, Elsevier, vol. 58(C), pages 117-131.
• Blazsek, Szabolcs & Carrizo, Daniela & Eskildsen, Ricardo & Gonzalez, Humberto, 2018. "Forecasting rate of return after extreme values when using AR-t-GARCH and QAR-Beta-t-EGARCH," Finance Research Letters, Elsevier, vol. 24(C), pages 193-198.
• Ping, Yuan & Li, Rui, 2018. "Forecasting realized volatility based on the truncated two-scales realized volatility estimator (TTSRV): Evidence from China's stock market," Finance Research Letters, Elsevier, vol. 25(C), pages 222-229.
• Dey, Shubhasis & Sampath, Aravind, 2018. "Dynamic linkages between gold and equity prices: Evidence from Indian financial services and information technology companies," Finance Research Letters, Elsevier, vol. 25(C), pages 41-46.
• Chae, Joon & Lee, Eun Jung, 2018. "Distribution uncertainty and expected stock returns," Finance Research Letters, Elsevier, vol. 25(C), pages 55-61.
• Kupiec, Paul H., 2018. "On the accuracy of alternative approaches for calibrating bank stress test models," Journal of Financial Stability, Elsevier, vol. 38(C), pages 132-146.
  • Paul H. Kupiec, 2018. "On the accuracy of alternative approaches for calibrating bank stress test models," AEI Economics Working Papers 980152, American Enterprise Institute.
• Mozumder, Sharif & Choudhry, Taufiq & Dempsey, Michael, 2018. "Spectral measures of risk for international futures markets: A comparison of extreme value and Lévy models," Global Finance Journal, Elsevier, vol. 37(C), pages 248-261.
• Punzo, Antonio & Bagnato, Luca & Maruotti, Antonello, 2018. "Compound unimodal distributions for insurance losses," Insurance: Mathematics and Economics, Elsevier, vol. 81(C), pages 95-107.
• Doan, Bao & Papageorgiou, Nicolas & Reeves, Jonathan J. & Sherris, Michael, 2018. "Portfolio management with targeted constant market volatility," Insurance: Mathematics and Economics, Elsevier, vol. 83(C), pages 134-147.
• 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 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 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.
• Shahzad, Syed Jawad Hussain & Arreola-Hernandez, Jose & Bekiros, Stelios & Shahbaz, Muhammad & Kayani, Ghulam Mujtaba, 2018. "A systemic risk analysis of Islamic equity markets using vine copula and delta CoVaR modeling," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 56(C), pages 104-127.
  • Syed Jawad Hussain Shahzad & Jose Arreola Hernandez & Stelios Bekiros & Muhammad Shahbaz & Ghulam Mujtaba Kayani, 2018. "A systemic risk analysis of Islamic equity markets using vine copula and delta CoVaR modeling," Post-Print hal-01989649, HAL.
• de Almeida, Daniel & Hotta, Luiz K. & Ruiz, Esther, 2018. "MGARCH models: Trade-off between feasibility and flexibility," International Journal of Forecasting, Elsevier, vol. 34(1), pages 45-63.
  • Almeida, Daniel de & Hotta, Luiz, 2015. "MGARCH models: tradeoff between feasibility and flexibility," DES - Working Papers. Statistics and Econometrics. WS ws1516, Universidad Carlos III de Madrid. Departamento de Estadística.
• 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.
• de Carvalho, Pablo Jose Campos & Gupta, Aparna, 2018. "A network approach to unravel asset price comovement using minimal dependence structure," Journal of Banking & Finance, Elsevier, vol. 91(C), pages 119-132.
• Foroni, Claudia & Ravazzolo, Francesco & Sadaba, Barbara, 2018. "Assessing the predictive ability of sovereign default risk on exchange rate returns," Journal of International Money and Finance, Elsevier, vol. 81(C), pages 242-264.
  • Claudia Foroni & Francesco Ravazzolo & Barbara Sadaba, 2017. "Assessing the Predictive Ability of Sovereign Default Risk on Exchange Rate Returns," Staff Working Papers 17-19, Bank of Canada.
• 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.
  • Christian R. Proaño & Artur Tarassow, 2017. "Evaluating the predicting power of ordered probit models for multiple business cycle phases in the U.S. and Japan," IMK Working Paper 188-2017, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
• 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.
  • Florian Fizaine, 2018. "Toward generalization of futures contracts for raw materials: A probabilistic answer applied to metal markets," Post-Print halshs-01957410, HAL.
• 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 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 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..
• Duan, Yinying & Chen, Wang & Zeng, Qing & Liu, Zhicao, 2018. "Leverage effect, economic policy uncertainty and realized volatility with regime switching," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 493(C), pages 148-154.
• Ben Sita, Bernard, 2018. "Estimating the beta-return relationship by considering the sign and the magnitude of daily returns," The Quarterly Review of Economics and Finance, Elsevier, vol. 67(C), pages 28-35.
• 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.
• Jin, Fei & Lee, Lung-fei, 2018. "Outer-product-of-gradients tests for spatial autoregressive models," Regional Science and Urban Economics, Elsevier, vol. 72(C), pages 35-57.
• Yang, Chao & Lee, Lung-fei & Qu, Xi, 2018. "Tobit models with social interactions: Complete vs incomplete information," Regional Science and Urban Economics, Elsevier, vol. 73(C), pages 30-50.
• Yu, Honghai & Du, Donglei & Fang, Libing & Yan, Panpan, 2018. "Risk contribution of crude oil to industry stock returns," International Review of Economics & Finance, Elsevier, vol. 58(C), pages 179-199.
• Aguirre, Idoia & Vázquez, Jesús, 2018. "Inflation monitoring in real time: A comparative analysis of the Federal Reserve and the Bank of England," International Review of Economics & Finance, Elsevier, vol. 58(C), pages 200-209.
• Oloko, Tirimisiyu F., 2018. "Portfolio diversification between developed and developing stock markets: The case of US and UK investors in Nigeria," Research in International Business and Finance, Elsevier, vol. 45(C), pages 219-232.
• Matemilola, B.T. & Bany-Ariffin, A.N. & Azman-Saini, W.N.W. & Nassir, Annuar Md, 2018. "Does top managers’ experience affect firms’ capital structure?," Research in International Business and Finance, Elsevier, vol. 45(C), pages 488-498.
• Stahl, Dale O., 2018. "Assessing the forecast performance of models of choice," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 73(C), pages 86-92.
• Long, Zhiming & Herrera, Rémy, 2018. "Some considerations on China’s long-run economic growth: 1952–2015 from the analysis of factor contributions to that of the profit rate," Structural Change and Economic Dynamics, Elsevier, vol. 44(C), pages 14-22.
• 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..
• George Richards, 2018. "Estimation of a Nonlinear Common Factor Model," Journal of Economics and Econometrics, Economics and Econometrics Society, vol. 61(1), pages 1-28.
• Andrew Phiri, 2018. "Nonlinear Relationship between Exchange Rate Volatility and Economic Growth," Journal of Economics and Econometrics, Economics and Econometrics Society, vol. 61(3), pages 15-38.
  • Andrew Phiri, 2018. "Nonlinear Relationship between Exchange Rate Volatility and Economic Growth," EERI Research Paper Series EERI RP 2018/08, Economics and Econometrics Research Institute (EERI), Brussels.
• Andrew Phiri, 2018. "Nonlinear Relationship between Exchange Rate Volatility and Economic Growth," Journal of Economics and Econometrics, Economics and Econometrics Society, vol. 61(3), pages 15-38.
  • Andrew Phiri, 2018. "Nonlinear Relationship between Exchange Rate Volatility and Economic Growth," EERI Research Paper Series EERI RP 2018/08, Economics and Econometrics Research Institute (EERI), Brussels.
• Bruns, Stephan B. & König, Johannes & Stern, David I., 2019. "Replication and robustness analysis of ‘energy and economic growth in the USA: A multivariate approach’," Energy Economics, Elsevier, vol. 82(C), pages 100-113.
  • Stephan B. Bruns & Johannes König & David I. Stern, 2018. "Replication and robustness analysis of 'energy and economic growth in the USA: a multivariate approach'," CAMA Working Papers 2018-18, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Chan, Joshua C.C. & Eisenstat, Eric, 2018. "Comparing hybrid time-varying parameter VARs," Economics Letters, Elsevier, vol. 171(C), pages 1-5.
  • Joshua C.C. Chan & Eric Eisenstat, 2018. "Comparing hybrid time-varying parameter VARs," CAMA Working Papers 2018-31, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Zhang, Bo & Chan, Joshua C.C. & Cross, Jamie L., 2020. "Stochastic volatility models with ARMA innovations: An application to G7 inflation forecasts," International Journal of Forecasting, Elsevier, vol. 36(4), pages 1318-1328.
  • Bo Zhang & Joshua C.C. Chan & Jamie L. Cross, 2018. "Stochastic volatility models with ARMA innovations: An application to G7 inflation forecasts," CAMA Working Papers 2018-32, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• 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.
• Cortes, Fabio & Lindner, Peter & Malik, Sheheryar & Segoviano, Miguel, 2018. "A comprehensive multi-sector tool for analysis of Systemic Risk and Interconnectedness (SyRIN)," LSE Research Online Documents on Economics 118928, London School of Economics and Political Science, LSE Library.
• Schneider, Eric B., 2018. "Sample selection biases and the historical growth pattern of children," LSE Research Online Documents on Economics 87075, London School of Economics and Political Science, LSE Library.
• 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 88352, London School of Economics and Political Science, LSE Library.
  • Pei, Zhuan & Pischke, Jorn-Steffen & Schwandt, Hannes, 2018. "Poorly measured confounders are more useful on the left than on the right," LSE Research Online Documents on Economics 88690, London School of Economics and Political Science, LSE Library.
  • 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.
• 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.
• Chadha, Jagjit S. & Shibayama, Katsuyuki, 2018. "Bayesian estimation of DSGE models: Identification using a diagnostic indicator," Journal of Economic Dynamics and Control, Elsevier, vol. 95(C), pages 172-186.
  • Jagjit S. Chadha & Katsuyuki Shibayama, 2018. "Bayesian Estimation of DSGE Models: identification using a diagnostic indicator," Discussion Papers 1825, Centre for Macroeconomics (CFM).
  • Chadha, Jagjit S. & Shibayama, Katsuyuki, 2018. "Bayesian estimation of DSGE models: identification using a diagnostic indicator," LSE Research Online Documents on Economics 90383, London School of Economics and Political Science, LSE Library.
• 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.
  • 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).
  • 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.
• 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.
  • Cristiano Cantore & Filippo Ferroni & Miguel A. Leon-Ledesma, 2018. "The Missing Link: Monetary Policy and The Labor Share," Studies in Economics 1808, School of Economics, University of Kent.
  • Cantore, Cristiano & Ferroni, Filippo & León-Ledesma, Miguel A., 2018. "The missing link: monetary policy and the labor share," LSE Research Online Documents on Economics 90873, London School of Economics and Political Science, LSE Library.
  • Cristiano Cantore & Filippo Ferroni & Miguel A. Leon-Ledesma, 2018. "The Missing Link: Monetary policy and the labor share," Discussion Papers 1829, Centre for Macroeconomics (CFM).
  • León-Ledesma, Miguel & Cantore, Cristiano & Ferroni, Filippo, 2019. "The Missing Link: Monetary Policy and The Labor Share," CEPR Discussion Papers 13551, C.E.P.R. Discussion Papers.
  • 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.
  • 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).
  • 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.
• 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).
  • 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..
  • 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 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.
• 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 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).
  • 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 & 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 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 A. Asongu & Nicholas Biekpe, 2017. "Globalization and Terror in Africa," Research Africa Network Working Papers 17/053, Research Africa Network (RAN).
• Asongu, Simplice, 2017. "ICT, Openness and CO2 emissions in Africa," MPRA Paper 85058, University Library of Munich, Germany.
  • Simplice Asongu, 2017. "ICT, Openness and CO2 emissions in Africa," Working Papers of the African Governance and Development Institute. 17/055, African Governance and Development Institute..
  • 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 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..
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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-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.
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  • 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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  • 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.
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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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• 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.
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• 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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• 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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• 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.
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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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• 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.
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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.
• 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.
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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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• 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.
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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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• 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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• 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.
  • 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.
• Cathy W. S. Chen & Muyi Li & Nga T. H. Nguyen & Songsak Sriboonchitta, 2017. "On Asymmetric Market Model with Heteroskedasticity and Quantile Regression," Computational Economics, Springer;Society for Computational Economics, vol. 49(1), pages 155-174, January.
• 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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• Cristina Muñiz & Plácido Rodríguez & María José Suárez, 2017. "Participation in cultural activities: specification issues," Journal of Cultural Economics, Springer;The Association for Cultural Economics International, vol. 41(1), pages 71-93, February.
• 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.
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• Chih-Chen Hsu & An-Sing Chen & Shih-Kuei Lin & Ting-Fu Chen, 2017. "The affine styled-facts price dynamics for the natural gas: evidence from daily returns and option prices," Review of Quantitative Finance and Accounting, Springer, vol. 48(3), pages 819-848, April.
• Meng-Wen Wu & Chung-Hua Shen & Ting-Hsuan Chen, 2017. "Application of multi-level matching between financial performance and corporate social responsibility in the banking industry," Review of Quantitative Finance and Accounting, Springer, vol. 49(1), pages 29-63, July.
• Iulian Lolea, 2017. "Where did the GARCH Models Perform Best in Terms of Volatility Forecasting? Equity vs. Commodities Markets," Academic Journal of Economic Studies, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, vol. 3(3), pages 79-86, September.
• Hiroyuki Watanabe, 2017. "A Pragmatic Method for Model-Selection Based on the Widely Applicable Bayesian Information Criterion," Discussion Paper Series DP2017-20, Research Institute for Economics & Business Administration, Kobe University.
• Virág, Miklós & Nyitrai, Tamás, 2017. "Magyar vállalkozások felszámolásának előrejelzése pénzügyi mutatóik idősorai alapján [Predicting the liquidation of Hungarian firms using a time series of their financial ratios]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(3), pages 305-324.
• 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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• Marisol Valencia Cárdenas & Juan Gabriel Vanegas López & Juan Carlos Correa Morales & Jorge Aníbal Restrepo Morales, 2017. "Comparing forecasts for tourism dynamics in Medellín, Colombia," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 86, pages 199-230, Enero - J.
• Anh Dinh Minh Nguyen, 2017. "U.K. Monetary Policy under Inflation Targeting," Bank of Lithuania Working Paper Series 41, Bank of Lithuania.
• López Menéndez, Ana Jesús & Pérez Suárez, Rigoberto, 2017. "Forecasting Performance and Information Measures. Revisiting the M-Competition /Evaluación de Predicciones y Medidas de Información. Reexamen de la M-Competición," Estudios de Economia Aplicada, Estudios de Economia Aplicada, vol. 35, pages 299-314, Mayo.
• Martin Boyer & Philippe De Donder & Claude Fluet & Marie-Louise Leroux & Pierre-Carl Michaud, 2017. "Long-Term Care Insurance: Knowledge Barriers, Risk Perception and Adverse Selection," NBER Working Papers 23918, National Bureau of Economic Research, Inc.
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• 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.
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• 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.
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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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• R. Lehmann & K. Wohlrabe, 2017. "Experts, firms, consumers or even hard data? Forecasting employment in Germany," Applied Economics Letters, Taylor & Francis Journals, vol. 24(4), pages 279-283, February.
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• Rangan Gupta, 2017. "Forecasting inflation in an inflation targeting economy: structural versus nonstructural models," Applied Economics, Taylor & Francis Journals, vol. 49(24), pages 2316-2321, May.
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• Colin O’hare & Youwei Li, 2017. "Modelling mortality: are we heading in the right direction?," Applied Economics, Taylor & Francis Journals, vol. 49(2), pages 170-187, January.
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• José Fajardo, 2017. "A new factor to explain implied volatility smirk," Applied Economics, Taylor & Francis Journals, vol. 49(40), pages 4026-4034, August.
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• Colin O’hare & Youwei Li, 2017. "Models of mortality rates – analysing the residuals," Applied Economics, Taylor & Francis Journals, vol. 49(52), pages 5309-5323, November.
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• 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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• 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.
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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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• 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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• Ke Zhu & Wai Keung Li & Philip L. H. Yu, 2017. "Buffered Autoregressive Models With Conditional Heteroscedasticity: An Application to Exchange Rates," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 35(4), pages 528-542, October.
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• 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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• 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.
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• Clements, A.E. & Hurn, A.S. & Lindsay, K.A. & Volkov, V.V, 2017. "A semi-parametric point process model of the interactions between equity markets," Working Papers 2017-06, University of Tasmania, Tasmanian School of Business and Economics.
• Tng Boon Hwa & Mala Raghavan & Teh Tian Huey, 2017. "Macro-financial effects of portfolio flows: Malaysia’s experience," CAMA Working Papers 2017-35, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
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• Mardi Dungey & John Harvey & Pierre Siklos & Vladimir Volkov, 2017. "Signed spillover effects building on historical decompositions," CAMA Working Papers 2017-52, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
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• Dungey, Mardi & Volkov, Vladimir, 2018. "R&D and wholesale trade are critical to the economy: Identifying dominant sectors from economic networks," Economics Letters, Elsevier, vol. 162(C), pages 81-85.
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• Brantly Callaway & Tong Li, 2019. "Quantile treatment effects in difference in differences models with panel data," Quantitative Economics, Econometric Society, vol. 10(4), pages 1579-1618, November.
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• 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.
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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.
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• 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.
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• 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).
  • Todd Stinebrickner & Ralph Stinebrickner & Nirav Mehta & Timothy Conley, 2015. "How social interactions determine input choices and outcomes in equilibrium: Evidence from a model of study time and academic achievement," 2015 Meeting Papers 1175, Society for Economic Dynamics.
  • Tim Conley & Nirav Mehta & Todd Stinebrickner & Ralph Stinebrickner, 2017. "Social Interactions, Mechanisms, and Equilibrium: Evidence From a Model of Study Time and Academic Achievement," Working Papers 2017-042, Human Capital and Economic Opportunity Working Group.
  • Tim Conley & Nirav Mehta & Ralph Stinebrickner & Todd Stinebrickner, 2018. "Social Interactions, Mechanisms, and Equilibrium: Evidence from a Model of Study Time and Academic Achievement," CESifo Working Paper Series 6896, CESifo.
• 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.
  • 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).
• 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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  • 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.
• 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.
  • 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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  • Christophe Gouel & Nicolas Legrand, 2015. "Estimating the competitive storage model with trending commodity prices," Working Papers 1513, Chaire Economie du climat.
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• 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.
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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.
• Kirstin Hubrich & Frauke Skudelny, 2017. "Forecast Combination for Euro Area Inflation: A Cure in Times of Crisis?," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 36(5), pages 515-540, August.
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  • 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.
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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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  • 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.
  • Dreger, Christian & Wolters, Jürgen, 2016. "On the Empirical Relevance of the Lucas Critique: the Case of Euro Area Money Demand," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 43(1), pages 61-82.
• Arbués, Ignacio & Ledo, Ramiro & Matilla-García, Mariano, 2016. "Automatic identification of general vector error correction models," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 10, pages 1-41.
  • Arbués, Ignacio & Ledo, Ramiro & Matilla-García, Mariano, 2016. "Automatic identification of general vector error correction models," Economics Discussion Papers 2016-33, Kiel Institute for the World Economy (IfW Kiel).
• Arbués, Ignacio & Ledo, Ramiro & Matilla-García, Mariano, 2016. "Automatic identification of general vector error correction models," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 10, pages 1-41.
  • Arbués, Ignacio & Ledo, Ramiro & Matilla-García, Mariano, 2016. "Automatic identification of general vector error correction models," Economics Discussion Papers 2016-33, Kiel Institute for the World Economy (IfW Kiel).
• 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.
  • Donadelli, Michael & Paradiso, Antonio & Riedel, Max, 2016. "A quasi real-time leading indicator for the EU industrial production," SAFE Working Paper Series 118 [rev.], Leibniz Institute for Financial Research SAFE, revised 2016.
• 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.
  • 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.
• 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.
  • Zwick, Thomas & Frosch, Katharina, 2016. "Attenuation bias when measuring inventive performance," ZEW Discussion Papers 16-014, ZEW - Leibniz Centre for European Economic Research.
• Markku Lanne & Jani Luoto, 2016. "Data-Driven Inference on Sign Restrictions in Bayesian Structural Vector Autoregression," CREATES Research Papers 2016-04, Department of Economics and Business Economics, Aarhus University.
• Gustavo Fruet Dias & Cristina M. Scherrer & Fotis Papailias, 2016. "Volatility Discovery," CREATES Research Papers 2016-07, Department of Economics and Business Economics, Aarhus University.
• Kruse, Robinson & Leschinski, Christian & Will, Michael, 2016. "Comparing Predictive Accuracy under Long Memory - With an Application to Volatility Forecasting," Hannover Economic Papers (HEP) dp-571, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
  • Robinson Kruse & Christian Leschinski & Michael Will, 2016. "Comparing Predictive Accuracy under Long Memory - With an Application to Volatility Forecasting," CREATES Research Papers 2016-17, Department of Economics and Business Economics, Aarhus University.
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• 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.
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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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• 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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• 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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• 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.
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• M. Mogliani & T. Ferri re, 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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• 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.
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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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• 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.
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• Leoni Eleni Oikonomikou, 2016. "Forecasting the Market Risk Premium with Artificial Neural Networks," Courant Research Centre: Poverty, Equity and Growth - Discussion Papers 202, Courant Research Centre PEG.
• Leoni Eleni Oikonomikou, 2016. "Comparing the market risk premia forecasts in JSE and NYSE equity markets," Courant Research Centre: Poverty, Equity and Growth - Discussion Papers 203, Courant Research Centre PEG.
• Stephan Klasen & Simon Lange, 2016. "How Narrowly Should Anti-poverty Programs Be Targeted? Simulation Evidence from Bolivia and Indonesia," Courant Research Centre: Poverty, Equity and Growth - Discussion Papers 213, Courant Research Centre PEG.
• Constantin Burgi, 2016. "What Do We Lose When We Average Expectations?," Working Papers 2016-013, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
• 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.
  • Papa Ousmane Cissé & Abdou Kâ Diongue & Dominique Guegan, 2016. "Note on a new Seasonal Fractionally Integrated Separable Spatial Autoregressive Model," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01278126, HAL.
  • Papa Ousmane Cissé & Abdou Kâ Diongue & Dominique Guegan, 2016. "Note on a new Seasonal Fractionally Integrated Separable Spatial Autoregressive Model," Post-Print halshs-01278126, HAL.
• Hayette Gatfaoui & Isabelle Nagot & Philippe de Peretti, 2016. "Are critical slowing down indicators useful to detect financial crises?," Post-Print halshs-01339815, HAL.
  • Hayette Gatfaoui & Isabelle Nagot & Philippe de Peretti, 2016. "Are critical slowing down indicators useful to detect financial crises?," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01339815, HAL.
  • Hayette Gatfaoui & Isabelle Nagot & Philippe de Peretti, 2016. "Are Critical Slowing Down Indicators Useful to Detect Financial Crises?," Post-Print halshs-01505202, HAL.
  • 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-01505202, HAL.
  • Hayette Gatfaoui & Isabelle Nagot & Philippe de Peretti, 2016. "Are critical slowing down indicators useful to detect financial crises?," Documents de travail du Centre d'Economie de la Sorbonne 16045, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  • Hayette Gatfaoui & Isabelle Nagot & Philippe de Peretti, 2016. "Are critical slowing down indicators useful to detect financial crises?," Documents de travail du Centre d'Economie de la Sorbonne 16045r, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Nov 2016.
• Monica Billio & Lorenzo Frattarolo & Hayette Gatfaoui & Philippe de Peretti, 2016. "Clustering in Dynamic Causal Networks as a Measure of Systemic Risk on the Euro Zone," Documents de travail du Centre d'Economie de la Sorbonne 16046r, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Sep 2016.
  • Monica Billio & Lorenzo Frattarolo & Hayette Gatfaoui & Philippe de Peretti, 2016. "Clustering in Dynamic Causal Networks as a Measure of Systemic Risk on the Euro Zone," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01339826, HAL.
  • 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," Post-Print halshs-01339826, HAL.
  • 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.
  • 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-01505202, HAL.
  • Hayette Gatfaoui & Isabelle Nagot & Philippe de Peretti, 2016. "Are Critical Slowing Down Indicators Useful to Detect Financial Crises?," Post-Print halshs-01505202, HAL.
  • Hayette Gatfaoui & Isabelle Nagot & Philippe de Peretti, 2016. "Are critical slowing down indicators useful to detect financial crises?," Documents de travail du Centre d'Economie de la Sorbonne 16045, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  • Hayette Gatfaoui & Isabelle Nagot & Philippe de Peretti, 2016. "Are critical slowing down indicators useful to detect financial crises?," Documents de travail du Centre d'Economie de la Sorbonne 16045r, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Nov 2016.
  • Hayette Gatfaoui & Isabelle Nagot & Philippe de Peretti, 2016. "Are critical slowing down indicators useful to detect financial crises?," Post-Print halshs-01339815, HAL.
• Olivier Bargain & Andreas Peichl, 2016. "Own-wage labor supply elasticities: variation across time and estimation methods," IZA Journal of Labor Economics, Springer;Forschungsinstitut zur Zukunft der Arbeit GmbH (IZA), vol. 5(1), pages 1-31, December.
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• 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.
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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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  • 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.
• Furlanetto, Francesco & Groshenny, Nicolas, 2016. "Reallocation shocks, persistence and nominal rigidities," Economics Letters, Elsevier, vol. 141(C), pages 151-155.
  • Francesco Furlanetto & Nicolas Groshenny, 2016. "Reallocation shocks, persistence and nominal rigidities," Post-Print hal-04204706, HAL.
• 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, 2016. "Mixture of distribution hypothesis: Analyzing daily liquidity frictions and information flows," Post-Print hal-04590596, HAL.
  • Serge Darolles & Gaëlle Le Fol & Gulten Mero, 2017. "Mixture of Distribution Hypothesis: Analyzing daily liquidity frictions and information flows," Post-Print hal-01593402, HAL.
• 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.
  • Papa Ousmane Cissé & Abdou Kâ Diongue & Dominique Guegan, 2016. "Note on a new Seasonal Fractionally Integrated Separable Spatial Autoregressive Model," Post-Print halshs-01278126, HAL.
  • Papa Ousmane Cissé & Abdou Kâ Diongue & Dominique Guegan, 2016. "Note on a new Seasonal Fractionally Integrated Separable Spatial Autoregressive Model," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01278126, HAL.
• Cabrera Delgado, Jorge & Bonnel, Patrick, 2016. "Level of aggregation of zoning and temporal transferability of the gravity distribution model: The case of Lyon," Journal of Transport Geography, Elsevier, vol. 51(C), pages 17-26.
  • Jorge Cabrera Delgado & Patrick Bonnel, 2016. "Level of aggregation of zoning and temporal transferability of the gravity distribution model: The case of Lyon," Post-Print halshs-01328761, HAL.
• Monica Billio & Lorenzo Frattarolo & Hayette Gatfaoui & Philippe de Peretti, 2016. "Clustering in Dynamic Causal Networks as a Measure of Systemic Risk on the Euro Zone," Documents de travail du Centre d'Economie de la Sorbonne 16046r, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Sep 2016.
  • Monica Billio & Lorenzo Frattarolo & Hayette Gatfaoui & Philippe de Peretti, 2016. "Clustering in Dynamic Causal Networks as a Measure of Systemic Risk on the Euro Zone," Post-Print halshs-01339826, HAL.
  • 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.
  • 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.
• 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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• 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," Post-Print hal-03604749, HAL.
  • 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.
• 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).
  • Hélène Bouscasse & Iragaël Joly & Jean Peyhardi, 2016. "Estimating travel mode choice, including rail in regional area, based on a new family of regression models," Working Papers hal-01847227, HAL.
• 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.
  • 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.
• Sindre Lorentzen & Petter Osmundsen, 2016. "Forecastability and Statistical Characteristics of Aggregate Oil and Gas Investments on the Norwegian Continental Shelf," CESifo Working Paper Series 6113, CESifo.
  • Lorentzen, Sindre & Osmundsen, Petter, 2016. "Forecastability and statistical characteristics of aggregate oil and gas investments on the Norwegian Continental Shelf b," UiS Working Papers in Economics and Finance 2016/9, University of Stavanger.
• 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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  • 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, 2014. "Impulse response matching estimators for DSGE models," Vanderbilt University Department of Economics Working Papers 14-00014, Vanderbilt University Department of Economics.
  • Pablo Guerron-Quintana & Atsushi Inoue & Lutz Kilian, 2016. "Impulse Response Matching Estimators for DSGE Models," CESifo Working Paper Series 5730, CESifo.
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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.
  • Simon Trimborn & Wolfgang Karl Härdle, 2016. "CRIX or evaluating blockchain based currencies," SFB 649 Discussion Papers SFB649DP2016-021, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• 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.
  • Giovanni Caggiano & Efrem Castelnuovo & Olivier Damette & Antoine Parent & Giovanni Pellegrino, 2016. "Liquidity Traps and Large-Scale Financial Crises," Melbourne Institute Working Paper Series wp2016n32, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
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  • Giovanni Caggiano & Efrem Castelnuovo & Olivier Damette & Antoine Parent & Giovanni Pellegrino, 2018. "Liquidity Traps and Large-Scale Financial Crises," CESifo Working Paper Series 7096, CESifo.
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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.
• Michel Philipp & Carolin Strobl & Jimmy de la Torre & Achim Zeileis, 2018. "On the Estimation of Standard Errors in Cognitive Diagnosis Models," Journal of Educational and Behavioral Statistics, , vol. 43(1), pages 88-115, February.
  • Michel Philipp & Carolin Strobl & Jimmy de la Torre & Achim Zeileis, 2016. "On the Estimation of Standard Errors in Cognitive Diagnosis Models," Working Papers 2016-25, Faculty of Economics and Statistics, Universität Innsbruck.
• Florian Wickelmaier & Achim Zeileis, 2016. "Using Recursive Partitioning to Account for Parameter Heterogeneity in Multinomial Processing Tree Models," Working Papers 2016-26, Faculty of Economics and Statistics, Universität Innsbruck.
• 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.
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  • 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.
• 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.
  • Yongquan Cao & Grey Gordon, 2016. "A Practical Approach to Testing Calibration Strategies," CAEPR Working Papers 2016-004, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington, revised Jan 2018.
• Slavko Bezeredi & Ivica Urban, 2016. "Predicting gross wages of non-employed persons in Croatia," Financial Theory and Practice, Institute of Public Finance, vol. 40(1), pages 1-61.
• 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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• Holford, Angus, 2016. "Do parents tax their children? Teenage labour supply and financial support," ISER Working Paper Series 2016-05, Institute for Social and Economic Research.
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• Entorf, Horst & Sattarova, Liliya, 2016. "The Analysis of Prison-Prisoner Data Using Cluster-Sample Econometrics: Prison Conditions and Prisoners' Assessments of the Future," IZA Discussion Papers 10209, Institute of Labor Economics (IZA).
• 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.
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  • 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).
• Gimenez-Nadal, José Ignacio & Lafuente, Miguel & Molina, José Alberto & Velilla, Jorge, 2016. "Resampling and Bootstrap to Assess the Relevance of Variables: A New Algorithmic Approach with Applications to Entrepreneurship Data," IZA Discussion Papers 9938, Institute of Labor Economics (IZA).
• Simone Berardi & Gabriele Tedeschi, 2016. "How banks’ strategies influence financial cycles: An approach to identifying micro behavior," Working Papers 2016/24, Economics Department, Universitat Jaume I, Castellón (Spain).
• Mihaela SIMIONESCU, 2016. "The Identification Of Inflation Rate Determinants In The Usa Using The Stochastic Search Variable Selection," CES Working Papers, Centre for European Studies, Alexandru Ioan Cuza University, vol. 8(1), pages 171-181, March.
• H. W. Boer, 2016. "For Better or for Worse: Tax Reform in the Netherlands," De Economist, Springer, vol. 164(2), pages 125-157, June.
• 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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• Dreger, Christian & Wolters, Jürgen, 2016. "On the Empirical Relevance of the Lucas Critique: the Case of Euro Area Money Demand," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 43(1), pages 61-82.
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• A. Stewart Fotheringham & Taylor M. Oshan, 2016. "Geographically weighted regression and multicollinearity: dispelling the myth," Journal of Geographical Systems, Springer, vol. 18(4), pages 303-329, October.
• 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.
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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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• 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.
  • 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.
  • Joseph P. Byrne & Shuo Cao. & Dimitris Korobilis., 2015. "Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty," Working Papers 2015_08, Business School - Economics, University of Glasgow.
  • Byrne, Joseph & Cao, Shuo & Korobilis, Dimitris, 2015. "Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty," MPRA Paper 63844, University Library of Munich, Germany.
• Korobilis, Dimitris, 2015. "Quantile forecasts of inflation under model uncertainty," MPRA Paper 64341, University Library of Munich, Germany.
  • Dimitris Korobilis., 2015. "Quantile forecasts of inflation under model uncertainty," Working Papers 2015_09, Business School - Economics, University of Glasgow.
  • Korobilis, Dimitris, 2015. "Quantile forecasts of inflation under model uncertainty," SIRE Discussion Papers 2015-72, Scottish Institute for Research in Economics (SIRE).
• Korobilis, Dimitris, 2016. "Prior selection for panel vector autoregressions," Computational Statistics & Data Analysis, Elsevier, vol. 101(C), pages 110-120.
  • Korobilis, Dimitris, 2015. "Prior selection for panel vector autoregressions," SIRE Discussion Papers 2015-73, Scottish Institute for Research in Economics (SIRE).
  • Dimitris Korobilis., 2015. "Prior selection for panel vector autoregressions," Working Papers 2015_10, Business School - Economics, University of Glasgow.
  • Korobilis, Dimitris, 2015. "Prior selection for panel vector autoregressions," MPRA Paper 64143, University Library of Munich, Germany.
• 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.
  • 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.
  • 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.
• 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.
  • Jörg Döpke & Ulrich Fritsche & Christian Pierdzioch, 2015. "Predicting Recessions With Boosted Regression Trees," Working Papers 2015-004, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
• 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.
  • Constantin Bürgi & Tara M. Sinclair, 2015. "A Nonparametric Approach to Identifying a Subset of Forecasters that Outperforms the Simple Average," Working Papers 2015-006, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
• Christophe Boucher & Patrick Kouontchou & Bertrand Maillet, 2016. "Du risque des mesures de risque systémique," Revue économique, Presses de Sciences-Po, vol. 67(2), pages 263-278.
  • Christophe Boucher & Patrick Kouontchou & Bertrand Maillet, 2015. "Du risque des mesures de risque systémique," Post-Print hal-01243404, HAL.
• 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.
• 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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  • Serge Darolles & Gaëlle Le Fol & Gulten Mero, 2015. "Measuring the Liquidity Part of Volume," Post-Print hal-01632766, HAL.
• Darolles, Serge & Fol, Gaëlle Le & Mero, Gulten, 2015. "Measuring the liquidity part of volume," Journal of Banking & Finance, Elsevier, vol. 50(C), pages 92-105.
  • Serge Darolles & Gaëlle Le Fol & Gulten Mero, 2015. "Measuring the Liquidity Part of Volume," Post-Print hal-01632766, HAL.
  • Gulten Mero & S. Darolles & Gaëlle Le Fol, 2015. "Measuring the Liquidity Part of Volume," Post-Print hal-02979999, HAL.
• 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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  • 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.
• 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 hal-04141412, 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.
  • 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.
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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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  • André K. Anundsen & Ragnar Nymoen, 2015. "Did US consumers ‘save for a rainy day’ before the Great Recession?," Working Paper 2015/08, Norges Bank.
• 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.
  • 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).
• Daniel Neuhoff, 2015. "Dynamics of Real Per Capita GDP," SFB 649 Discussion Papers SFB649DP2015-039, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Simon Trimborn & Wolfgang Karl Härdle, 2015. "CRIX or evaluating Blockchain based currencies," SFB 649 Discussion Papers SFB649DP2015-048, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  • Simon Trimborn & Wolfgang Karl Härdle, 2016. "CRIX or evaluating blockchain based currencies," SFB 649 Discussion Papers SFB649DP2016-021, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Achim Ahrens, 2015. "Civil conflicts in Africa: Climate, economic shocks, nighttime lights and spill-over effects," SEEC Discussion Papers 1501, Spatial Economics and Econometrics Centre, Heriot Watt University.
• Abbas ali Rezaei, 2015. "“Revenue-led Spending” or “Spending-led Revenue” : Evidence from Iran (1978-2012)," Hyperion Economic Journal, Faculty of Economic Sciences, Hyperion University of Bucharest, Romania, vol. 3(1), pages 3-19, March.
• 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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  • Toru Kitagawa & Chris Muris, 2015. "Model averaging in semiparametric estimation of treatment effects," CeMMAP working papers CWP46/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• 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 Berry & Phil Haile, 2015. "Identification in differentiated product markets," CeMMAP working papers CWP47/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Steven T. Berry & Philip A. Haile, 2015. "Identification in Differentiated Products Markets," Cowles Foundation Discussion Papers 2019, Cowles Foundation for Research in Economics, Yale University.
  • Steven T. Berry & Philip Haile, 2015. "Identification in Differentiated Products Markets," NBER Working Papers 21500, National Bureau of Economic Research, Inc.
• Jia Chen & Degui Li & Oliver Linton & Zudi Lu, 2015. "Semiparametric Model Averaging of Ultra-High Dimensional Time Series," Discussion Papers 15/18, Department of Economics, University of York.
  • Jia Chen & Degui Li & Oliver Linton & Zudi Lu, 2015. "Semiparametric model averaging of ultra-high dimensional time series," CeMMAP working papers CWP62/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • 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.
• 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.
  • Sloczynski, Tymon, 2015. "New Evidence on Linear Regression and Treatment Effect Heterogeneity," IZA Discussion Papers 9491, Institute of Labor Economics (IZA).
• Camarero, Mariam & Forte, Anabel & Garcia-Donato, Gonzalo & Mendoza, Yurena & Ordoñez, Javier, 2015. "Variable selection in the analysis of energy consumption–growth nexus," Energy Economics, Elsevier, vol. 52(PA), pages 207-216.
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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.
  • William A. Barnett, 2015. "Collaboration with and without Coauthorship: Rocket Science Versus Economic Science," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 201501, University of Kansas, Department of Economics, revised Aug 2015.
• 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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  • 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.
• 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.
  • Steffen Henzel & Robert Lehmann & Klaus Wohlrabe, 2015. "Nowcasting Regional GDP: The Case of the Free State of Saxony," CESifo Working Paper Series 5336, CESifo.
  • Henzel, Steffen & Lehmann, Robert & Wohlrabe, Klaus, 2015. "Nowcasting Regional GDP: The Case of the Free State of Saxony," MPRA Paper 63714, University Library of Munich, Germany.
• Vardan, Baghdasaryan & Giovanna, Iannantuoni & Valeria, Maggian, 2015. "Electoral fraud and voter turnout," Working Papers 315, University of Milano-Bicocca, Department of Economics, revised 25 Nov 2015.
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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.
  • John-Oliver Engler & Stefan Baumgaertner, 2013. "Model choice and size distribution: a Bayequentist approach," Working Paper Series in Economics 265, University of Lüneburg, Institute of Economics.
• Yi-Ting Chen, 2015. "Modeling Maximum Entropy Distributions for Financial Returns by Moment Combination and Selection," Journal of Financial Econometrics, 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.
  • 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.
• 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.
• 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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  • Jesús Fernández-Villaverde & Juan F. Rubio Ramírez & Frank Schorfheide, 2016. "Solution and Estimation Methods for DSGE Models," NBER Working Papers 21862, National Bureau of Economic Research, Inc.
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• Claudiu Oprescu, 2015. "Difficulties in business valuation issue in the context of investment strategies," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, vol. 15(1), pages 237-244.
• Tim Oliver Berg, 2016. "Multivariate Forecasting with BVARs and DSGE Models," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 35(8), pages 718-740, December.
  • Berg, Tim Oliver, 2015. "Multivariate Forecasting with BVARs and DSGE Models," MPRA Paper 62405, University Library of Munich, Germany.
• Carlos A. Medel & Pablo M. Pincheira, 2016. "The out-of-sample performance of an exact median-unbiased estimator for the near-unity AR(1) model," Applied Economics Letters, Taylor & Francis Journals, vol. 23(2), pages 126-131, February.
  • Carlos Medel & Pablo Pincheira, 2015. "The Out-of-Sample Performance of An Exact Median-Unbiased Estimator for the Near-Unity Ar(1)Model," Working Papers Central Bank of Chile 768, Central Bank of Chile.
  • Medel, Carlos & Pincheira, Pablo, 2015. "The Out-of-sample Performance of an Exact Median-Unbiased Estimator for the Near-Unity AR(1) Model," MPRA Paper 62552, University Library of Munich, Germany.
• Kulaksizoglu, Tamer, 2015. "Measuring the Core Inflation in Turkey with the SM-AR Model," MPRA Paper 62653, University Library of Munich, Germany.
• Riccetti, Luca & Russo, Alberto & Gallegati, Mauro, 2016. "Stock market dynamics, leveraged network-based financial accelerator and monetary policy," International Review of Economics & Finance, Elsevier, vol. 43(C), pages 509-524.
  • Riccetti, Luca & Russo, Alberto & Gallegati, Mauro, 2015. "Stock Market Dynamics, Leveraged Network-Based Financial Accelerator and Monetary Policy," MPRA Paper 63622, University Library of Munich, Germany.
• Henzel Steffen R. & 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.
  • Steffen Henzel & Robert Lehmann & Klaus Wohlrabe, 2015. "Nowcasting Regional GDP: The Case of the Free State of Saxony," CESifo Working Paper Series 5336, CESifo.
  • Henzel, Steffen & Lehmann, Robert & Wohlrabe, Klaus, 2015. "Nowcasting Regional GDP: The Case of the Free State of Saxony," MPRA Paper 63714, University Library of Munich, Germany.
• P. Byrne, Joseph & Cao, Shuo & Korobilis, Dimitris, 2015. "Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty," SIRE Discussion Papers 2015-71, Scottish Institute for Research in Economics (SIRE).
  • Byrne, JP & Cao, S & Korobilis, D, 2016. "Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty," Essex Finance Centre Working Papers 18195, University of Essex, Essex Business School.
  • Byrne, Joseph & Cao, Shuo & Korobilis, Dimitris, 2015. "Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty," MPRA Paper 63844, University Library of Munich, Germany.
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• Halkos, George & Matsiori, Steriani, 2017. "Environmental attitude, motivations and values for marine biodiversity protection," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 69(C), pages 61-70.
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• Dinda, Soumyananda, 2015. "A Note on DD Approach," MPRA Paper 63949, University Library of Munich, Germany.
• Korobilis, Dimitris, 2016. "Prior selection for panel vector autoregressions," Computational Statistics & Data Analysis, Elsevier, vol. 101(C), pages 110-120.
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  • 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, 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.
  • 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.
• 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.
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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.
  • Francisco Blasques & Siem Jan Koopman & Katarzyna Lasak & André Lucas, 2015. "In-Sample Confidence Bands and Out-of-Sample Forecast Bands for Time-Varying Parameters in Observation Driven Models," Tinbergen Institute Discussion Papers 15-083/III, Tinbergen Institute.
• 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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• Erik Kole & Thijs Markwat & Anne Opschoor & Dick van Dijk, 2017. "Forecasting Value-at-Risk under Temporal and Portfolio Aggregation," Journal of Financial Econometrics, Oxford University Press, vol. 15(4), pages 649-677.
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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.
  • 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," 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, 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.
  • Shiqing Ling & Michael McAleer & Howell Tong, 2015. "Frontiers in Time Series and Financial Econometrics: An Overview," Tinbergen Institute Discussion Papers 15-026/III, Tinbergen Institute.
  • Shiqing Ling & Michael McAleer & Howell Tong, 2015. "Frontiers in Time Series and Financial Econometrics: An Overview," Documentos de Trabajo del ICAE 2015-04, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
• Aloui, Riadh & Gupta, Rangan & Miller, Stephen M., 2016. "Uncertainty and crude oil returns," Energy Economics, Elsevier, vol. 55(C), pages 92-100.
  • Riadh Aloui & Rangan Gupta & Stephen M. Miller, 2015. "Uncertainty and Crude Oil Returns," Working Papers 201503, University of Pretoria, Department of Economics.
  • Riadh Aloui & Rangan Gupta & Stephen M. Miller, 2015. "Uncertainty and crude oil returns," Working papers 2015-03, University of Connecticut, Department of Economics.
• 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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  • Atsushi Inoue & Chun-Hung Kuo & Barbara Rossi, 2015. "Identifying the sources of model misspecification," Economics Working Papers 1479, Department of Economics and Business, Universitat Pompeu Fabra, revised Jun 2018.
  • Chun-Huong Kuo & Atsushi Inoue & Barbara Rossi, 2015. "Identifying the Sources of Model Misspecification," Working Papers 821, Barcelona School of Economics.
• 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.
  • Buncic, Daniel & Gisler, Katja I. M., 2015. "Global Equity Market Volatility Spillovers: A Broader Role for the United States," Economics Working Paper Series 1508, University of St. Gallen, School of Economics and Political Science.
• 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.
  • Timothy Conley & Nirav Mehta & Ralph Stinebrickner & Todd Stinebrickner, 2015. "Social Interactions, Mechanisms, and Equilibrium: Evidence from a Model of Study Time and Academic Achievement," NBER Working Papers 21418, National Bureau of Economic Research, Inc.
  • Tim Conley & Nirav Mehta & Ralph Stinebrickner & Todd Stinebrickner, 2015. "Social Interactions, Mechanisms, and Equilibrium: Evidence from a Model of Study Time and Academic Achievement," University of Western Ontario, Centre for Human Capital and Productivity (CHCP) Working Papers 20154, University of Western Ontario, Centre for Human Capital and Productivity (CHCP).
  • Tim Conley & Nirav Mehta & Ralph Stinebrickner & Todd Stinebrickner, 2017. "Social Interactions, Mechanisms, and Equilibrium: Evidence from a Model of Study Time and Academic Achievement," University of Western Ontario, Centre for Human Capital and Productivity (CHCP) Working Papers 20177, University of Western Ontario, Centre for Human Capital and Productivity (CHCP).
  • Tim Conley & Nirav Mehta & Todd Stinebrickner & Ralph Stinebrickner, 2017. "Social Interactions, Mechanisms, and Equilibrium: Evidence From a Model of Study Time and Academic Achievement," Working Papers 2017-042, Human Capital and Economic Opportunity Working Group.
  • Tim Conley & Nirav Mehta & Ralph Stinebrickner & Todd Stinebrickner, 2018. "Social Interactions, Mechanisms, and Equilibrium: Evidence from a Model of Study Time and Academic Achievement," CESifo Working Paper Series 6896, CESifo.
• 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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  • Guido Imbens, 2014. "Matching Methods in Practice: Three Examples," NBER Working Papers 19959, National Bureau of Economic Research, Inc.
• 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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• Maliková Zuzana & Kubák Matúš & Bačík Radovan & Fišar Miloš, 2015. "Governmental Research Support Programs and Private Entities in Slovakia," Review of Economic Perspectives, Sciendo, vol. 14(4), pages 345-371, January.
• 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.
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  • 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.
• 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.
• 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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• Firmin Doko Tchatoka, 2015. "On bootstrap validity for specification tests with weak instruments," Econometrics Journal, Royal Economic Society, vol. 18(1), pages 137-146, February.
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  • Doko Tchatoka, Firmin, 2013. "On bootstrap validity for specification tests with weak instruments," MPRA Paper 47485, University Library of Munich, Germany.
  • 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.
• 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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  • 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.
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• 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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• 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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• 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.
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• 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.
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• 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.
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• Hong Ben Yee, 2015. "On The Impact Of The Boundary On Dynamics: Anti-Persistence In The Case Of The Hkd Exchange Rate Corridor," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 10(01), pages 1-25.
• 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.
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• Hong Ben Yee, 2015. "On The Impact Of The Boundary On Dynamics: Anti-Persistence In The Case Of The Hkd Exchange Rate Corridor," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 10(01), pages 1-25.
• Ovidiu Constantin BUNGET & Eusebiu Raducu BUREANA, 2015. "Testing the violation of conservatism accounting principle. Case study on Romanian listed entities," Timisoara Journal of Economics and Business, West University of Timisoara, Romania, Faculty of Economics and Business Administration, vol. 8(2), pages 183-202, December.
• Adam Nowak & Patrick Smith, 2015. "Textual Analysis in Real Estate," Working Papers 15-34, Department of Economics, West Virginia University.
• Baek, Yae In & Cho, Jin Seo & Phillips, Peter C.B., 2015. "Testing linearity using power transforms of regressors," Journal of Econometrics, Elsevier, vol. 187(1), pages 376-384.
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  • YAE IN BAEK & Jin Seo Cho & PETER C.B. PHILLIPS, 2015. "Testing Linearity Using Power Transforms of Regressors," Working papers 2015rwp-79, Yonsei University, Yonsei Economics Research Institute.
• YAE IN BAEK & Jin Seo Cho & PETER C.B. PHILLIPS, 2015. "We provide mathematical proofs for the results in "Testing Linearity Using Power Transforms of Regressors"," Working papers 2015rwp-79a, Yonsei University, Yonsei Economics Research Institute.
• 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.
  • 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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• 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," 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).
  • Asongu, Simplice & Efobi, Uchenna & Beecroft, Ibukun, 2015. "FDI, Aid, Terrorism: Conditional Threshold Evidence from Developing Countries," MPRA Paper 67856, University Library of Munich, Germany.
• 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.
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• 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.
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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.
  • 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.
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  • Francesco Furlanetto & Nicolas Groshenny, 2015. "Mismatch Shocks and Unemployment During the Great Recession," CAMA Working Papers 2015-17, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
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• Susan Athey & Guido Imbens, 2015. "A Measure of Robustness to Misspecification," American Economic Review, American Economic Association, vol. 105(5), pages 476-480, May.
• Patrick Bajari & Denis Nekipelov & Stephen P. Ryan & Miaoyu Yang, 2015. "Machine Learning Methods for Demand Estimation," American Economic Review, American Economic Association, vol. 105(5), pages 481-485, May.
• Josh Angrist & David Autor & Sally Hudson & Amanda Pallais, 2015. "Evaluating Econometric Evaluations of Post-Secondary Aid," American Economic Review, American Economic Association, vol. 105(5), pages 502-507, May.
• Sheilla Aoko OTIENO & Benson Munyali WAMALWA & Nelson Owuor ONYANGO & Joseph Antony Makoteku OTTIENO & Victor ONGOMA, 2015. "Comparison Of Least Absolute Shrinkage And Selection Operator And Maximum Likelihood Estimators To Establish Determinants Of Immunization In Trans-Nzoia County," Journal of Social and Economic Statistics, Bucharest University of Economic Studies, vol. 4(1), pages 29-45, JULY.
• Asongu, Simplice & Nwachukwu, Jacinta, 2015. "Drivers of FDI in Fast Growing Developing Countries: Evidence from Bundling and Unbundling Governance," MPRA Paper 67294, University Library of Munich, Germany.
  • 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.
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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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• 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.
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• Raphael Rocha Gouvêa & Bernardo Patta Schettini, 2015. "Empirical estimates for the Brazilian total imports equation using quarterly national accounts data (1996–2010)," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], vol. 16(2), pages 250-271.
• 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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• 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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• 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.
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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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  • 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.
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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.
• S. Roux, 2015. "Structural and atheoretic approaches to micro-econometrics of public policy evaluation.(in french)," Working papers 565, Banque de France.
• 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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• 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.
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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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• 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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• 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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• 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.
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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.
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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.
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• 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.
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• 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.
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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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• 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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• 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.
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• 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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• André K. Anundsen & Ragnar Nymoen, 2015. "Did US consumers ‘save for a rainy day’ before the Great Recession?," Working Paper 2015/08, Norges Bank.
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• Berg Tim Oliver, 2017. "Forecast accuracy of a BVAR under alternative specifications of the zero lower bound," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 21(2), pages 1-29, April.
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• Monti, Francesca, 2015. "Can a data-rich environment help identify the sources of model misspecification?," LSE Research Online Documents on Economics 86320, London School of Economics and Political Science, LSE Library.
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• Carlos A. Medel & Pablo M. Pincheira, 2016. "The out-of-sample performance of an exact median-unbiased estimator for the near-unity AR(1) model," Applied Economics Letters, Taylor & Francis Journals, vol. 23(2), pages 126-131, February.
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• 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.
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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.
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• Kamarul Ariffin MANSOR & Wan Irham ISHAK, 2015. "Forecasting Tourist Arrivals To Langkawi Island Malaysia," CrossCultural Management Journal, Fundația Română pentru Inteligența Afacerii, Editorial Department, issue 1, pages 69-76, June.
• Gustavo Nicolás Páez, 2015. "Prediciendo decisiones de agentes económicos: ¿Cómo determina el Banco de la República de Colombia la tasa de interés?," Documentos CEDE 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.
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• Janine Aron & John Muellbauer & Rachel Sebudde, 2015. "Inflation forecasting models for Uganda: is mobile money relevant?," CSAE Working Paper Series 2015-17, Centre for the Study of African Economies, University of Oxford.
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• 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.
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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.
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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.
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• de Almeida, Daniel & Hotta, Luiz K. & Ruiz, Esther, 2018. "MGARCH models: Trade-off between feasibility and flexibility," International Journal of Forecasting, Elsevier, vol. 34(1), pages 45-63.
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• Nikolai Dokuchaev, 2015. "Modelling Possibility of Short-Term Forecasting of Market Parameters for Portfolio Selection," Annals of Economics and Finance, Society for AEF, vol. 16(1), pages 143-161, May.
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• Ha-Thu Nguyen, 2015. "How is credit scoring used to predict default in China?," EconomiX Working Papers 2015-1, University of Paris Nanterre, EconomiX.
• 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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  • 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.
• 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?," 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.
• 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.
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• Pegoraro, F. & Siegel, A. F. & Tiozzo Pezzoli, L., 2014. "International Yield Curves and Principal Components Selection Techniques: An Empirical Assessment," Working papers 489, Banque de France.
• Pegoraro, F. & Siegel, A. F. & Tiozzo Pezzoli, L., 2014. "Specification Analysis of International Treasury Yield Curve Factors," Working papers 490, Banque de France.
• Barbara Rossi & Tatevik Sekhposyan, 2016. "Forecast Rationality Tests in the Presence of Instabilities, with Applications to Federal Reserve and Survey Forecasts," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(3), pages 507-532, April.
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  • Barbara Rossi, 2015. "Forecast Rationality Tests in the Presence of Instabilities, With Applications to Federal Reserve and Survey Forecasts," Working Papers 765, Barcelona School of Economics.
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• Inoue, Atsushi & Jin, Lu & Rossi, Barbara, 2017. "Rolling window selection for out-of-sample forecasting with time-varying parameters," Journal of Econometrics, Elsevier, vol. 196(1), pages 55-67.
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• Raffaella Giacomini & Barbara Rossi, 2016. "Model Comparisons In Unstable Environments," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 57(2), pages 369-392, May.
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  • Raffaella Giacomini & Barbara Rossi, 2015. "Model Comparisons in Unstable Environments," Working Papers 784, Barcelona School of Economics.
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  • 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.
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• 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.
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• Jose Olmo & William Pouliot, 2014. "Tests to Disentangle Breaks in Intercept from Slope in Linear Regression Models with Application to Management Performance in the Mutual Fund Industry," Discussion Papers 14-02, Department of Economics, University of Birmingham.
• Philip Hans Franses & Michael McAleer & Rianne Legerstee, 2014. "Evaluating Macroeconomic Forecasts: A Concise Review Of Some Recent Developments," Journal of Economic Surveys, Wiley Blackwell, vol. 28(2), pages 195-208, April.
  • 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.
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• 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.
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• 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.
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• 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.
  • 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," Tinbergen Institute Discussion Papers 14-069/III, Tinbergen Institute.
• Christian M. Hafner & Michael McAleer, 2014. "A One Line Derivation of DCC: Application of a Vector Random Coefficient Moving Average Process," Tinbergen Institute Discussion Papers 14-087/III, Tinbergen Institute.
  • Christian M. Hafner & Michael McAleer, 2014. "A One Line Derivation of DCC: Application of a Vector Random Coefficient Moving Average Process," Working Papers in Economics 14/19, University of Canterbury, Department of Economics and Finance.
  • Christian M. Hafner & Michael McAleer, 2014. "A One Line Derivation of DCC: Application of a Vector Random Coefficient Moving Average Process," Documentos de Trabajo del ICAE 2014-29, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
• 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, 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," 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.
  • 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.
• 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.
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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.
  • 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.
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• 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.
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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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• 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.
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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.
  • 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.
• 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 813i, Banco de la Republica de Colombia.
  • 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.
  • 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.
  • 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.
• 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," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, 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.
• 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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• 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.
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• Kalli, Maria & Griffin, Jim E., 2014. "Time-varying sparsity in dynamic regression models," Journal of Econometrics, Elsevier, vol. 178(2), pages 779-793.
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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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• 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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• Gómez-Puig, Marta & Sosvilla-Rivero, Simón & Ramos-Herrera, María del Carmen, 2014. "An update on EMU sovereign yield spread drivers in times of crisis: A panel data analysis," The North American Journal of Economics and Finance, Elsevier, vol. 30(C), pages 133-153.
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• 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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• Neil Kellard & Denise Osborn & Jerry Coakley & Simone D. Grose & Gael M. Martin & Donald S. Poskitt, 2015. "Bias Correction of Persistence Measures in Fractionally Integrated Models," Journal of Time Series Analysis, Wiley Blackwell, vol. 36(5), pages 721-740, September.
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• Julia Polak & Maxwell L. King & Xibin Zhang, 2014. "A Model Validation Procedure," Monash Econometrics and Business Statistics Working Papers 21/14, Monash University, Department of Econometrics and Business Statistics.
• Jiti Gao & Han Hong, 2014. "A Computational Implementation of GMM," Monash Econometrics and Business Statistics Working Papers 24/14, Monash University, Department of Econometrics and Business Statistics.
• M. Atikur Rahman Khan & D.S. Poskitt, 2014. "On The Theory and Practice of Singular Spectrum Analysis Forecasting," Monash Econometrics and Business Statistics Working Papers 3/14, Monash University, Department of Econometrics and Business Statistics.
• Firmin Doko Tchatoka & Jean‐Marie Dufour, 2014. "Identification‐robust inference for endogeneity parameters in linear structural models," Econometrics Journal, Royal Economic Society, vol. 17(1), pages 165-187, February.
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• Anastasiadis, Simon & Kerr, Suzi & Zhang, Wei & Allan, Corey & Power, William, 2014. "Land Use in Rural New Zealand: Spatial Land-use, Land-use Change, and Model Validation," 2013 Conference, August 28-30, 2013, Christchurch, New Zealand 189507, New Zealand Agricultural and Resource Economics Society.
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• Jan Kiviet & Milan Pleus & Rutger Poldermans, 2017. "Accuracy and Efficiency of Various GMM Inference Techniques in Dynamic Micro Panel Data Models," Econometrics, MDPI, 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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• Marco Del Negro & Marc P. Giannoni & Frank Schorfheide, 2015. "Inflation in the Great Recession and New Keynesian Models," American Economic Journal: Macroeconomics, American Economic Association, vol. 7(1), pages 168-196, January.
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• Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2016. "The great mortgaging: housing finance, crises and business cycles," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 31(85), pages 107-152.
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• Isaiah Andrews & Matthew Gentzkow & Jesse M. Shapiro, 2017. "Measuring the Sensitivity of Parameter Estimates to Estimation Moments," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 132(4), pages 1553-1592.
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• Søren Johansen & Bent Nielsen, 2014. "Outlier detection algorithms for least squares time series regression," CREATES Research Papers 2014-39, Department of Economics and Business Economics, Aarhus University.
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• Paulo Chahuara & Jorge Trelles, 2014. "Impactos 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.
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• Villalba Padilla, Fátima Irina & Flores-Ortega, Miguel, 2014. "Análisis de la volatilidad del índice principal del mercado bursátil mexicano, del índice de riesgo país y de la mezcla mexicana de exportación mediante un modelo GARCH trivariado asimétrico || Volati," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, vol. 17(1), pages 3-22, June.
• Dean Fantazzini & Mario Maggi, 2014. "Proposed Coal Power Plants and Coal-To-Liquids Plants: Which Ones Survive and Why?," DEM Working Papers Series 082, University of Pavia, Department of Economics and Management.
• Aneta Kosztowniak, 2014. "Analysis Of The Cobb-Douglas Production Function As A Tool To Investigate The Impact Of Fdi Net Inflows On Gross Domestic Product Value In Poland In The Period 1994–2012," Oeconomia Copernicana, Institute of Economic Research, vol. 5(4), pages 169-190, December.
• Korobilis, Dimitris, 2014. "Data-based priors for vector autoregressions with drifting coefficients," SIRE Discussion Papers 2014-022, Scottish Institute for Research in Economics (SIRE).
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• Ke Zhu & Wai Keung Li & Philip L. H. Yu, 2017. "Buffered Autoregressive Models With Conditional Heteroscedasticity: An Application to Exchange Rates," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 35(4), pages 528-542, October.
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• Chu‐An Liu & Biing‐Shen Kuo, 2016. "Model averaging in predictive regressions," Econometrics Journal, Royal Economic Society, vol. 19(2), pages 203-231, June.
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• Tsyplakov, Alexander, 2014. "Theoretical guidelines for a partially informed forecast examiner," MPRA Paper 55017, University Library of Munich, Germany.
• Nonejad, Nima, 2014. "Particle Gibbs with Ancestor Sampling Methods for Unobserved Component Time Series Models with Heavy Tails, Serial Dependence and Structural Breaks," MPRA Paper 55664, University Library of Munich, Germany.
• Khani Hoolari, Seyed Morteza & Abounoori, Abbas Ali & Mohammadi, Teymour, 2014. "The Effect of Governance and Political Instability Determinants on Inflation in Iran," MPRA Paper 55827, University Library of Munich, Germany, revised Mar 2014.
• Mapa, Dennis S. & Paz, Nino Joseph I. & Eustaquio, John D. & Mindanao, Miguel Antonio C., 2014. "Forecasting Time-Varying Correlation using the Dynamic Conditional Correlation (DCC) Model," MPRA Paper 55861, University Library of Munich, Germany.
• Albis, Manuel Leonard F. & Mapa, Dennis S., 2014. "Bayesian Averaging of Classical Estimates in Asymmetric Vector Autoregressive (AVAR) Models," MPRA Paper 55902, University Library of Munich, Germany.
• Yan, Jin & Yoo, Hong Il, 2014. "The seeming unreliability of rank-ordered data as a consequence of model misspecification," MPRA Paper 56285, University Library of Munich, Germany.
• Sinha, Pankaj & Agnihotri, Shalini, 2014. "Sensitivity of Value at Risk estimation to NonNormality of returns and Market capitalization," MPRA Paper 56307, University Library of Munich, Germany, revised 26 May 2014.
• Karapanagiotidis, Paul, 2014. "Dynamic modeling of commodity futures prices," MPRA Paper 56805, University Library of Munich, Germany.
• Cevat Bilgin, 2014. "Determinants of tax morale in Spain and Turkey: an empirical analysis," European Journal of Government and Economics, Europa Grande, vol. 3(1), pages 60-74, June.
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• 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.
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• Dragomirescu-Gaina, Catalin & Elia, Leandro & Weber, Anke, 2015. "A fast-forward look at tertiary education attainment in Europe 2020," Journal of Policy Modeling, Elsevier, vol. 37(5), pages 804-819.
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• Koop, Gary & Korobilis, Dimitris, 2016. "Model uncertainty in Panel Vector Autoregressive models," European Economic Review, Elsevier, vol. 81(C), pages 115-131.
  • Gary Koop & Dimitris Korobilis, 2014. "Model uncertainty in panel vector autoregressive models," Working Papers 1408, University of Strathclyde Business School, Department of Economics.
  • Koop, Gary & Korobilis, Dimitris, 2014. "Model Uncertainty in Panel Vector Autoregressive Models," MPRA Paper 58131, University Library of Munich, Germany.
  • 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.
  • Gary Koop & Dimitris Korobilis, 2014. "Model Uncertainty in Panel Vector Autoregressive Models," Working Paper series 39_14, Rimini Centre for Economic Analysis.
• 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.
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• 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.
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• Marco Del Negro & Marc P. Giannoni & Frank Schorfheide, 2015. "Inflation in the Great Recession and New Keynesian Models," American Economic Journal: Macroeconomics, American Economic Association, vol. 7(1), pages 168-196, January.
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  • 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.
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• 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.
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• 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.
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• 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.
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• 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.
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• 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 & 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.
• Andrea Vaona, 2014. "A panel data approach to price–value correlations," Empirical Economics, Springer, vol. 47(1), pages 21-34, August.
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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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• 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.
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• 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.
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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).
  • 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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• 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.
  • Gary Koop & Dimitris Korobilis, 2014. "Model uncertainty in panel vector autoregressive models," Working Papers 1408, University of Strathclyde Business School, Department of Economics.
  • Koop, Gary & Korobilis, Dimitris, 2014. "Model Uncertainty in Panel Vector Autoregressive Models," MPRA Paper 58131, University Library of Munich, Germany.
  • Koop, Gary & Korobilis, Dimitris, 2014. "Model Uncertainty in Panel Vector Autoregressive Models," SIRE Discussion Papers 2014-011, Scottish Institute for Research in Economics (SIRE).
  • Gary Koop & Dimitris Korobilis, 2015. "Model Uncertainty in Panel Vector Autoregressive Models," Working Paper series 15-35, Rimini Centre for Economic Analysis.
  • Gary Koop & Dimitris Korobilis, 2014. "Model Uncertainty in Panel Vector Autoregressive Models," Working Paper series 39_14, Rimini Centre for Economic Analysis.
• 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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• 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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• 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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• 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.
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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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• 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," 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," Working Papers in Economics 14/21, University of Canterbury, Department of Economics and Finance.
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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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• 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.
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• 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, 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.
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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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• Marcos Álvarez-Díaz & Manuel González-Gómez & María Soledad Otero-Giráldez & Ana Belén Trigo Iglesias, 2014. "Modelización econométrica de la demanda de turistas británicos a España," Working Papers 1404, Universidade de Vigo, Departamento de Economía Aplicada.
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• Irina Možajeva, 2014. "Association Between Self-Assessed Health and Attitude Towards Own Health," Economic Research Guardian, Mutascu Publishing, vol. 4(2), pages 97-120, December.
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  • 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).
  • 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.
• 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.
  • Fabrizio Cipollini & Robert F. Engle & Giampiero M. Gallo, 2009. "Semiparametric vector MEM," Econometrics Working Papers Archive wp2009_03, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
• Chun-Ping Chang & Chien-Chiang Lee, 2013. "The Economic Voting Hypothesis In The Presence Of Threshold Effects: Evidence From Asymmetric Modeling," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 58(01), pages 1-29.
• 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.
• Christian Dreger & Jürgen Wolters, 2013. "Money demand and the role of monetary indicators in forecasting euro area inflation," FIW Working Paper series 119, FIW.
• Weron, Rafał & Zator, Michał, 2014. "Revisiting the relationship between spot and futures prices in the Nord Pool electricity market," Energy Economics, Elsevier, vol. 44(C), pages 178-190.
  • Rafal Weron & Michal Zator, 2013. "Revisiting the relationship between spot and futures prices in the Nord Pool electricity market," HSC Research Reports HSC/13/08, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
• Jakub Nowotarski, 2013. "Short-term forecasting of electricity spot prices using model averaging (Krótkoterminowe prognozowanie spotowych cen energii elektrycznej z wykorzystaniem uśredniania modeli)," HSC Research Reports HSC/13/17, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
• 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.
• 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, 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.
• 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.
  • 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.
• Khan, Muhammad & Kebewar, mazen & Nenovsky, Nikolay, 2013. "Inflation Uncertainty, Output Growth Uncertainty and Macroeconomic Performance: Comparing Alternative Exchange Rate Regimes in Eastern Europe," MPRA Paper 45523, University Library of Munich, Germany.
  • Khan, Muhammad & Kebewar, Mazen & Nenovsky, Nikolay, 2013. "Inflation Uncertainty, Output Growth Uncertainty and Macroeconomic Performance: Comparing Alternative Exchange Rate Regimes in Eastern Europe," EconStor Preprints 73689, ZBW - Leibniz Information Centre for Economics.
  • Muhammad Khan & Mazen Kebewar & Nikolay Nenovsky, 2013. "Inflation Uncertainty, Output Growth Uncertainty and Macroeconomic Performance: Comparing Alternative Exchange Rate Regimes in Eastern Europe," Papers 1303.6192, arXiv.org.
  • 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.
• 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).
• 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.
• Chen, Haiqiang, 2015. "Robust Estimation And Inference For Threshold Models With Integrated Regressors," Econometric Theory, Cambridge University Press, vol. 31(4), pages 778-810, August.
  • Haiqiang Chen, "undated". "Robust Estimation and Inference for Threshold Models with Integrated Regressors," Working Papers 2013-12-02, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
  • Chen, Haiqiang, 2013. "Robust estimation and inference for threshold models with integrated regressors," SFB 649 Discussion Papers 2013-034, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• 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.
  • Zhang, Shulin & Okhrin, Ostap & Zhou, Qian M. & Song, Peter X.-K., 2013. "Goodness-of-fit test for specification of semiparametric copula dependence models," SFB 649 Discussion Papers 2013-041, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• 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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  • 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.
• Berg, Tim O. & Henzel, Steffen R., 2015. "Point and density forecasts for the euro area using Bayesian VARs," International Journal of Forecasting, Elsevier, vol. 31(4), pages 1067-1095.
  • Tim Oliver Berg & Steffen Henzel, 2013. "Point and Density Forecasts for the Euro Area Using Many Predictors: Are Large BVARs Really Superior?," ifo Working Paper Series 155, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
  • 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.
  • 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.
• 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).
  • Bargain, Olivier & Peichl, Andreas, 2013. "Steady-state labor supply elasticities: A survey," ZEW Discussion Papers 13-084, ZEW - Leibniz Centre for European Economic Research.
• 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.
  • Torben G. Andersen & Oleg Bondarenko & Viktor Todorov & George Tauchen, 2013. "The Fine Structure of Equity-Index Option Dynamics," CREATES Research Papers 2013-52, Department of Economics and Business Economics, Aarhus University.
• 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.
  • Francesco Furlanetto & Nicolas Groshenny, 2013. "Mismatch shocks and unemployment during the Great Recession," Working Paper 2013/16, Norges Bank.
• 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.
  • Bekkerman, Anton & Brester, Gary W. & McDonald, Tyrel J., 2013. "A Semiparametric Approach to Analyzing Differentiated Agricultural Products," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 45(01), pages 1-16, February.
• Valerio Filoso, 2013. "Regression anatomy, revealed," Stata Journal, StataCorp LP, vol. 13(1), pages 92-106, March.
  • Filoso, Valerio, 2013. "Regression anatomy, revealed," Stata Journal, StataCorp LP, vol. 13(1), pages 1-17.
  • Filoso, Valerio, 2010. "Regression Anatomy, Revealed," MPRA Paper 23224, University Library of Munich, Germany.
• Howard Bodenhorn & Timothy W. Guinnane & Thomas A. Mroz, 2013. "Problems of Sample-selection Bias in the Historical Heights Literature: A Theoretical and Econometric Analysis," Working Papers 1023, Economic Growth Center, Yale University.
  • 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.
  • 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.
• 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.
• Miklós Virag & Tamás Nyitrai, 2013. "Application of support vector machines on the basis of the first Hungarian bankruptcy model," Society and Economy, Akadémiai Kiadó, Hungary, vol. 35(2), pages 227-248, August.
• 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.
• 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.
• 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.
  • Fulvio Baldovin & Massimiliano Caporin & Michele Caraglio & Attilio Stella & Marco Zamparo, 2013. "Option pricing with non-Gaussian scaling and infinite-state switching volatility," Papers 1307.6322, arXiv.org, revised May 2014.
• 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.
  • Arun Advani & Toru Kitagawa & Tymon Sloczynski, 2018. "Mostly harmless simulations? On the internal validity of empirical Monte Carlo studies," CeMMAP working papers CWP56/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Arun Advani & Tymon Słoczyński, 2013. "Mostly harmless simulations? On the internal validity of empirical Monte Carlo studies," CeMMAP working papers 64/13, Institute for Fiscal Studies.
  • Arun Advani & Tymon Sloczynski, 2013. "Mostly harmless simulations? On the internal validity of empirical Monte Carlo studies," CeMMAP working papers CWP64/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Advani, Arun & Kitagawa, Toru & Sloczynski, Tymon, 2018. "Mostly Harmless Simulations? On the Internal Validity of Empirical Monte Carlo Studies," IZA Discussion Papers 11862, Institute of Labor Economics (IZA).
• 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.
  • 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.
  • 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.
  • Matteo Luciani & Libero Monteforte, 2013. "Uncertainty and heterogeneity in factor models forecasting," Temi di discussione (Economic working papers) 930, Bank of Italy, Economic Research and International Relations Area.
• 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.
• Bussi re, M., 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.
  • Frédérique Bec & Matteo Mogliani, 2013. "Nowcasting French GDP in Real-Time from Survey Opinions : Information or Forecast Combinations ?," Working Papers 2013-21, Center for Research in Economics and Statistics.
  • Bec, F. & Mogliani, M., 2013. "Nowcasting French GDP in Real-Time from Survey Opinions: Information or Forecast Combinations?," Working papers 436, Banque de France.
• 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.
• 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.
  • 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.
• 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.).
• 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.
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• 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.
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• Francesco Furlanetto & Nicolas Groshenny, 2016. "Mismatch Shocks and Unemployment During the Great Recession," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(7), pages 1197-1214, November.
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  • Francesco Furlanetto & Nicolas Groshenny, 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.
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  • 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.
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• 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.
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• 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.
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• 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.
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• 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.
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• 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.
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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.
  • 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.
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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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  • 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.
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• 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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• 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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• 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.
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• 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.
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• 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.
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  • 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.
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  • Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2013. "Sovereigns versus Banks: Credit, Crises, and Consequences," CESifo Working Paper Series 4431, CESifo.
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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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• 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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• 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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• Montes-Rojas, Gabriel & Galvao, Antonio F., 2014. "Bayesian endogeneity bias modeling," Economics Letters, Elsevier, vol. 122(1), pages 36-39.
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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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• Bekkerman, Anton & Brester, Gary W. & McDonald, Tyrel J., 2013. "A Semiparametric Approach to Analyzing Differentiated Agricultural Products," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 45(01), pages 1-16, February.
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• 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.
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  • 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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• Baek, Yae In & Cho, Jin Seo & Phillips, Peter C.B., 2015. "Testing linearity using power transforms of regressors," Journal of Econometrics, Elsevier, vol. 187(1), pages 376-384.
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• 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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• Kheifets, Igor & Velasco, Carlos, 2017. "New goodness-of-fit diagnostics for conditional discrete response models," Journal of Econometrics, Elsevier, vol. 200(1), pages 135-149.
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• Aris Spanos & Niki Papadopoulou, 2013. "A Small Macroeconometric Model for the Cyprus Economy," Working Papers 2013-02, Central Bank of Cyprus.
• Aris Spanos & Niki Papadopoulou, 2013. "A Small Macroeconometric Model for the Cyprus Economy," Working Papers 2013-2, Central Bank of Cyprus.
• Hong Lan & Alexander Meyer-Gohde, 2013. "Dynare add-on for "Pruning in Perturbation DSGE Models"," QM&RBC Codes 196, Quantitative Macroeconomics & Real Business Cycles.
• Benjamin Beckers & Helmut Herwartz & Moritz Seidel, 2013. "Forecasting the Risk of Speculative Assets by Means of Copula Distributions," Discussion Papers of DIW Berlin 1282, DIW Berlin, German Institute for Economic Research.
• Riadh Aloui & Mohamed Safouane Ben Aissa & Duc Khuong Nguyen, 2013. "A wavelet-based copula approach for modeling market risk in agricultural commodity markets," Working Papers 04, Development and Policies Research Center (DEPOCEN), Vietnam.
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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 0093, European Central Bank.
• Rünstler, Gerhard, 2002. "The information content of real-time output gap estimates, an application to the euro area," Working Paper Series 0182, European Central Bank.
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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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• 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.
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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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• 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.
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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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• 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.
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• Sin, Chor-Yiu (CY), 2013. "Using CARRX models to study factors affecting the volatilities of Asian equity markets," The North American Journal of Economics and Finance, Elsevier, vol. 26(C), pages 552-564.
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• 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.
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• 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.
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• Wolfgang Polasek, 2013. "Spatial Chow-Lin Models for Completing Growth Rates in Cross-sections," Economics Series 295, Institute for Advanced Studies.
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• Fabio Bacchini & Cristina Brandimarte & Piero Crivelli & Roberta De Santis & Marco Fioramanti & Alessandro Girardi & Roberto Golinelli & Cecilia Jona-Lasinio & Massimo Mancini & Carmine Pappalardo & D, 2013. "Building the core of the Istat system of models for forecasting the Italian economy: MeMo-It," Rivista di statistica ufficiale, ISTAT - Italian National Institute of Statistics - (Rome, ITALY), vol. 15(1), pages 17-45.
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• Arun Advani & Tymon Słoczyński, 2013. "Mostly harmless simulations? On the internal validity of empirical Monte Carlo studies," CeMMAP working papers 64/13, Institute for Fiscal Studies.
  • 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.
  • Arun Advani & Toru Kitagawa & Tymon Sloczynski, 2018. "Mostly harmless simulations? On the internal validity of empirical Monte Carlo studies," CeMMAP working papers CWP56/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • 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 & Tymon Sloczynski, 2013. "Mostly harmless simulations? On the internal validity of empirical Monte Carlo studies," CeMMAP working papers CWP64/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
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• Maylene Y Damoense-Azevedo, 2013. "Modeling long-run determinants of economic growth for the mauritian economy," Journal of Developing Areas, Tennessee State University, College of Business, vol. 47(1), pages 1-21, January-J.
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• 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.
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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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• 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.
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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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• 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.
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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.
• Camila Epprecht & Dominique Guegan & Álvaro Veiga & Joel Correa da Rosa, 2013. "Variable selection and forecasting via automated methods for linear models: LASSO/adaLASSO and Autometrics," Documents de travail du Centre d'Economie de la Sorbonne 13080r, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Oct 2017.
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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.
• Eugenio S. A. Bobenrieth & Juan R. A. Bobenrieth & Brian D. Wright, 2014. "Bubble Troubles? Rational Storage, Mean Reversion, and Runs in Commodity Prices," NBER Chapters, in: The Economics of Food Price Volatility, pages 193-208, National Bureau of Economic Research, Inc.
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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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• 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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• Eugenio S. A. Bobenrieth & Juan R. A. Bobenrieth & Brian D. Wright, 2014. "Bubble Troubles? Rational Storage, Mean Reversion, and Runs in Commodity Prices," NBER Chapters, in: The Economics of Food Price Volatility, pages 193-208, National Bureau of Economic Research, Inc.
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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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  • Frank Schorfheide & Kenneth I. Wolpin, 2013. "To Hold Out or Not to Hold Out," NBER Working Papers 19565, National Bureau of Economic Research, Inc.
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• Aruoba, S. Borağan & Bocola, Luigi & Schorfheide, Frank, 2017. "Assessing DSGE model nonlinearities," Journal of Economic Dynamics and Control, Elsevier, vol. 83(C), pages 34-54.
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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," CEIS Research Paper 272, Tor Vergata University, CEIS, revised 19 Apr 2013.
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  • 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.
• 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.
• 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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• Teneng, Dean, 2013. "Outperforming the naïve Random Walk forecast of foreign exchange daily closing prices using Variance Gamma and normal inverse Gaussian Levy processes," MPRA Paper 47851, University Library of Munich, Germany.
• 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.
• Sucarrat, Genaro & Grønneberg, Steffen & Escribano, Alvaro, 2016. "Estimation and inference in univariate and multivariate log-GARCH-X models when the conditional density is unknown," Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 582-594.
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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.
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• 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.
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• 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.
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• 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.
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• 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.
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• 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.
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• 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.
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• 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

• 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).
• 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.
• 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.
  • Christophe Boucher & Benjamin Hamidi & Patrick Kouontchou & Bertrand Maillet, 2012. "Une évaluation économique du risque de modèle pour les investisseurs de long-terme," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00825337, HAL.
  • Christophe Boucher & Benjamin Hamidi & Patrick Kouontchou & Bertrand Maillet, 2012. "Une évaluation économique du risque de modèle pour les investisseurs de long terme," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00820721, HAL.
  • Christophe BOUCHER & Benjamin HAMIDI & Patrick KOUONTCHOU & Bertrand MAILLET, 2012. "Une évaluation économique du risque de modèle pour les investisseurs de long-terme," LEO Working Papers / DR LEO 1718, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
  • Christophe Boucher & Benjamin Hamidi & Patrick Kouontchou & Bertrand Maillet, 2012. "Une évaluation économique du risque de modèle pour les investisseurs de long-terme," Post-Print hal-01386007, HAL.
• 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.
  • Jean-Bernard Chatelain & Kirsten Ralf, 2012. "Les liaisons fallacieuses : quasi-colinéarité et "suppresseur classique", aide au développement et croissance," PSE-Ecole d'économie de Paris (Postprint) halshs-00686765, HAL.
  • Jean-Bernard Chatelain & Kirsten Ralf, 2012. "Les liaisons fallacieuses : quasi-colinéarité et " suppresseur classique ", aide au développement et croissance," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00674011, HAL.
  • Jean-Bernard Chatelain & Kirsten Ralf, 2012. "Les liaisons fallacieuses : quasi-colinéarité et "suppresseur classique", aide au développement et croissance," Post-Print halshs-00686765, HAL.
  • Jean-Bernard Chatelain & Kirsten Ralf, 2012. "Les liaisons fallacieuses : quasi-colinéarité et " suppresseur classique ", aide au développement et croissance," Post-Print halshs-00674011, HAL.
  • Jean-Bernard Chatelain & Kirsten Ralf, 2012. "Les liaisons fallacieuses : quasi-colinéarité et "suppresseur classique", aide au développement et croissance," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00686765, HAL.
• 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.
  • Jean-Bernard Chatelain & Kirsten Ralf, 2012. "Les liaisons fallacieuses : quasi-colinéarité et "suppresseur classique", aide au développement et croissance," PSE-Ecole d'économie de Paris (Postprint) halshs-00686765, HAL.
  • Jean-Bernard Chatelain & Kirsten Ralf, 2012. "Les liaisons fallacieuses : quasi-colinéarité et "suppresseur classique", aide au développement et croissance," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00686765, HAL.
  • Jean-Bernard Chatelain & Kirsten Ralf, 2012. "Les liaisons fallacieuses : quasi-colinéarité et "suppresseur classique", aide au développement et croissance," Post-Print halshs-00686765, HAL.
  • Jean-Bernard Chatelain & Kirsten Ralf, 2012. "Les liaisons fallacieuses : quasi-colinéarité et " suppresseur classique ", aide au développement et croissance," Post-Print halshs-00674011, HAL.
  • Jean-Bernard Chatelain & Kirsten Ralf, 2012. "Les liaisons fallacieuses : quasi-colinéarité et " suppresseur classique ", aide au développement et croissance," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00674011, HAL.
• 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.
  • 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, 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," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00802579, HAL.
  • 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.
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• 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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• 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.
  • 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 & 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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• 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.
  • Christophe Boucher & Benjamin Hamidi & Patrick Kouontchou & Bertrand Maillet, 2012. "Une évaluation économique du risque de modèle pour les investisseurs de long-terme," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00825337, 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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• 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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• 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.
  • 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.
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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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• 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.
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• 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).
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• Li, Yushu, 2013. "Wavelet based outlier correction for power controlled turning point detection in surveillance systems," Economic Modelling, Elsevier, vol. 30(C), pages 317-321.
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• Li, Dao & He, Changli, 2012. "Testing Common Nonlinear Features in Nonlinear Vector Autoregressive Models," Working Papers 2012:7, Örebro University, School of Business.
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• Nakajima, Jouchi & Watanabe, Toshiaki, 2012. "Time-Varying Vector Autoregressive Modei-A Survey with the Application to the Japanese Macroeconomic Data-," Economic Review, Hitotsubashi University, vol. 63(3), pages 193-208, July.
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• Nakajima, Jouchi & Watanabe, Toshiaki, 2012. "Time-Varying Vector Autoregressive Modei-A Survey with the Application to the Japanese Macroeconomic Data-," Economic Review, Hitotsubashi University, vol. 63(3), pages 193-208, July.
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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.
• Juan Reboredo & José Matías & Raquel Garcia-Rubio, 2012. "Nonlinearity in Forecasting of High-Frequency Stock Returns," Computational Economics, Springer;Society for Computational Economics, vol. 40(3), pages 245-264, October.
• Tao Cheng & James Haworth & Jiaqiu Wang, 2012. "Spatio-temporal autocorrelation of road network data," Journal of Geographical Systems, Springer, vol. 14(4), pages 389-413, October.
• Qiuqiong Huang & Richard Howitt & Scott Rozelle, 2012. "Estimating production technology for policy analysis: trading off precision and heterogeneity," Journal of Productivity Analysis, Springer, vol. 38(2), pages 219-233, October.
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• Muhamad Nadratuzzaman Hosen & Lia Syukriyah Sa’Roni, 2012. "The Factors That Influence Success of BMT Berkah Madani Cimanggis," Knowledge Horizons - Economics, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, vol. 4(1-2), pages 11-20, March-Jun.
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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.
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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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• 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.
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• 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.
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• 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.
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  • 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.
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  • 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.
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• 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.
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• 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.
  • 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.
  • 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.
  • 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.
  • 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.
• 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.
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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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• 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.
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  • 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.
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  • 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.
• 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," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 39(A), pages 85-96.
  • 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.
  • 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.
  • 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, 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.
  • 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.
• 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.
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• 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.
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• 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.
  • 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.
• 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.
  • 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.
• 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.
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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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• 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.
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• 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).
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• 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.
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• Qin, Duo & He, Xinhua, 2013. "Globalisation effect on inflation in the Great Moderation era: New evidence from G10 countries," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 7, pages 1-32.
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• 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).
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• 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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• 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.
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• 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.
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• 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.
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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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• 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.
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• 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.
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• 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).
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• 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.
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• 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.
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  • 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.
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• 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.
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• 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.
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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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• 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.
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  • 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.
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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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• 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.
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• 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.
  • Francesco Furlanetto & Nicolas Groshenny, 2012. "Matching efficiency and business cycle fluctuations," Working Paper 2012/07, Norges Bank.
  • 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.
• 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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• 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.
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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.
  • 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.
• Douglas Gomes dos Santos & Flávio Augusto Ziegelmann, 2012. "Volatility Estimation and Forecasting During Crisis Periods: A Study Comparing GARCH Models with Semiparametric Additive Models," Brazilian Review of Finance, Brazilian Society of Finance, vol. 10(1), pages 49-70.
• 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.
  • Jean-Bernard Chatelain & Kirsten Ralf, 2012. "Les liaisons fallacieuses : quasi-colinéarité et " suppresseur classique ", aide au développement et croissance," Post-Print halshs-00674011, HAL.
  • Jean-Bernard Chatelain & Kirsten Ralf, 2012. "Les liaisons fallacieuses : quasi-colinéarité et " suppresseur classique ", aide au développement et croissance," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00674011, HAL.
  • Jean-Bernard Chatelain & Kirsten Ralf, 2012. "Les liaisons fallacieuses : quasi-colinéarité et "suppresseur classique", aide au développement et croissance," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00686765, HAL.
  • Jean-Bernard Chatelain & Kirsten Ralf, 2012. "Les liaisons fallacieuses : quasi-colinéarité et "suppresseur classique", aide au développement et croissance," Post-Print halshs-00686765, HAL.
  • Jean-Bernard Chatelain & Kirsten Ralf, 2012. "Les liaisons fallacieuses : quasi-colinéarité et "suppresseur classique", aide au développement et croissance," PSE-Ecole d'économie de Paris (Postprint) halshs-00686765, HAL.
• 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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  • Christophe Boucher & Benjamin Hamidi & Patrick Kouontchou & Bertrand Maillet, 2012. "Une évaluation économique du risque de modèle pour les investisseurs de long terme," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00820721, HAL.
  • Christophe Boucher & Benjamin Hamidi & Patrick Kouontchou & Bertrand Maillet, 2012. "Une évaluation économique du risque de modèle pour les investisseurs de long-terme," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00825337, HAL.
• 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," 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.
  • 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.
• 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.
  • Oscar Jorda & Moritz Schularick & Alan Taylor, 2012. "When Credit Bites Back: Leverage, Business Cycles and Crises," Working Papers 1224, University of California, Davis, Department of Economics.
  • Ã’scar Jordà & 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.
  • 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.
  • 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.
• 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 Schularick & Alan Taylor, 2012. "When Credit Bites Back: Leverage, Business Cycles and Crises," Working Papers 172, University of California, Davis, Department of Economics.
  • 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.
  • 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.
• 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.
  • 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.
• 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.
  • Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael, 2012. "Testing DSGE models by Indirect inference and other methods: some Monte Carlo experiments," Cardiff Economics Working Papers E2012/15, Cardiff University, Cardiff Business School, Economics Section.
• 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.
  • 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.
• 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.
  • Minford, Patrick & Liu, Chunping, 2012. "How important is the credit channel? An empirical study of the US banking crisis," CEPR Discussion Papers 9142, C.E.P.R. Discussion Papers.
  • Liu, Chunping & Minford, Patrick, 2012. "How important is the credit channel? An empirical study of the US banking crisis," Cardiff Economics Working Papers E2012/22, Cardiff University, Cardiff Business School, Economics Section, revised Dec 2013.
• 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.
• 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.
  • 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 & Halbert White, 2006. "Tests of Conditional Predictive Ability," Econometrica, Econometric Society, vol. 74(6), pages 1545-1578, November.
  • Raffaella Giacomini & Halbert White, 2003. "Tests of conditional predictive ability," Boston College Working Papers in Economics 572, Boston College Department of Economics.
  • 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.
• 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.
  • 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.
• Flaig Gebhard, 2015. "Why We Should Use High Values for the Smoothing Parameter of the Hodrick-Prescott Filter," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 235(6), pages 518-538, December.
  • Gebhard Flaig, 2012. "Why We Should Use High Values for the Smoothing Parameter of the Hodrick-Prescott Filter," CESifo Working Paper Series 3816, CESifo.
• 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.
• 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.
  • Sasa Zikovic & Randall Filer, 2012. "Ranking of VaR and ES Models: Performance in Developed and Emerging Markets," CESifo Working Paper Series 3980, CESifo.
• 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," CARF F-Series CARF-F-217, Center for Advanced Research in Finance, Faculty of Economics, The 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.
  • 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," 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.
  • 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.
• Igor Kheifets & Carlos Velasco, 2012. "Model Adequacy Checks for Discrete Choice Dynamic Models," Working Papers w0170, New Economic School (NES).
  • Igor Kheifets & Carlos Velasco, 2012. "Model Adequacy Checks for Discrete Choice Dynamic Models," Working Papers w0170, Center for Economic and Financial Research (CEFIR).
• 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.
  • 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. "How Informative are In–Sample Information Criteria to Forecasting? The Case of Chilean GDP," Working Papers Central Bank of Chile 657, 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.
  • Carlos Medel, 2012. "¿Akaike o Schwarz? ¿Cuál elegir para Predecir el PIB Chileno?," Working Papers Central Bank of Chile 658, Central Bank of Chile.
• 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.
  • Medel, Carlos A. & Salgado, Sergio C., 2012. "Does BIC Estimate and Forecast Better than AIC?," MPRA Paper 42235, University Library of Munich, Germany.
  • 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.
• 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.
  • 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.
  • 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).
• 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.
  • Michael B. Devereux & Viktoria Hnatkovska, 2012. "The extensive margin, sectoral shares, and international business cycles," Canadian Journal of Economics, Canadian Economics Association, vol. 45(2), pages 509-534, May.
  • Michael B. Devereux & Viktoria Hnatkovska, 2011. "The Extensive Margin, Sectoral Shares and International Business Cycles," NBER Working Papers 17289, National Bureau of Economic Research, Inc.
• 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.
• 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).
  • 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.
• 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.
  • Giannone, Domenico & Lenza, Michele & Primiceri, Giorgio E., 2012. "Prior selection for vector autoregressions," Working Paper Series 1494, European Central Bank.
  • Giannone, Domenico & Lenza, Michele & Primiceri, Giorgio, 2012. "Prior Selection for Vector Autoregressions," CEPR Discussion Papers 8755, C.E.P.R. Discussion Papers.
  • Domenico Giannone & Michèle Lenza & Giorgio E. Primiceri, 2012. "Prior Selection for Vector Autoregressions," Working Papers ECARES ECARES 2012-002, ULB -- Universite Libre de Bruxelles.
  • Domenico Giannone & Michele Lenza & Giorgio E. Primiceri, 2012. "Prior Selection for Vector Autoregressions," NBER Working Papers 18467, 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.
  • 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.
• 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.
• Crawford, Gregory S., 2012. "Endogenous product choice: A progress report," International Journal of Industrial Organization, Elsevier, vol. 30(3), pages 315-320.
  • Crawford, Gregory S., 2012. "Endogenous Product Choice : A Progress Report," The Warwick Economics Research Paper Series (TWERPS) 979, University of Warwick, Department of Economics.
  • Crawford, Gregory, 2012. "Endogenous Product Choice: A Progress Report," CEPR Discussion Papers 8862, C.E.P.R. Discussion Papers.
• Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael, 2012. "Testing DSGE models by Indirect inference and other methods: some Monte Carlo experiments," Cardiff Economics Working Papers E2012/15, Cardiff University, Cardiff Business School, Economics Section.
  • 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.
• 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.
  • 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.
• 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.
  • 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.
• 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.
  • Liu, Chunping & Minford, Patrick, 2012. "How important is the credit channel? An empirical study of the US banking crisis," Cardiff Economics Working Papers E2012/22, Cardiff University, Cardiff Business School, Economics Section, revised Dec 2013.
  • Minford, Patrick & Liu, Chunping, 2012. "How important is the credit channel? An empirical study of the US banking crisis," CEPR Discussion Papers 9142, C.E.P.R. Discussion Papers.
• Jeong, Kiho & Härdle, Wolfgang K. & Song, Song, 2012. "A Consistent Nonparametric Test For Causality In Quantile," Econometric Theory, Cambridge University Press, vol. 28(4), pages 861-887, August.
• 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.
• 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.
  • Hodrick, Robert J & Bekaert, Geert & Zhang, Xiaoyan, 2010. "Aggregate Idiosyncratic Volatility," CEPR Discussion Papers 8149, C.E.P.R. Discussion Papers.
  • Geert Bekaert & Robert J. Hodrick & Xiaoyan Zhang, 2010. "Aggregate Idiosyncratic Volatility," NBER Working Papers 16058, National Bureau of Economic Research, Inc.
• 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.
  • 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).
  • 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.
• 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.
  • 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).
  • 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).
• 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.
  • Domenico Giannone & Michele Lenza & Giorgio E. Primiceri, 2012. "Prior Selection for Vector Autoregressions," NBER Working Papers 18467, National Bureau of Economic Research, Inc.
  • Domenico Giannone & Michèle Lenza & Giorgio E. Primiceri, 2012. "Prior Selection for Vector Autoregressions," Working Papers ECARES ECARES 2012-002, ULB -- Universite Libre de Bruxelles.
  • Giannone, Domenico & Lenza, Michele & Primiceri, Giorgio E., 2012. "Prior selection for vector autoregressions," Working Paper Series 1494, European Central Bank.
  • Giannone, Domenico & Lenza, Michele & Primiceri, Giorgio, 2012. "Prior Selection for Vector Autoregressions," CEPR Discussion Papers 8755, C.E.P.R. Discussion Papers.
• 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.
  • Domenico Giannone & Michele Lenza & Giorgio E. Primiceri, 2012. "Prior Selection for Vector Autoregressions," NBER Working Papers 18467, National Bureau of Economic Research, Inc.
  • Giannone, Domenico & Lenza, Michele & Primiceri, Giorgio E., 2012. "Prior selection for vector autoregressions," Working Paper Series 1494, European Central Bank.
  • Domenico Giannone & Michèle Lenza & Giorgio E. Primiceri, 2012. "Prior Selection for Vector Autoregressions," Working Papers ECARES ECARES 2012-002, ULB -- Universite Libre de Bruxelles.
  • Giannone, Domenico & Lenza, Michele & Primiceri, Giorgio, 2012. "Prior Selection for Vector Autoregressions," CEPR Discussion Papers 8755, C.E.P.R. Discussion Papers.
• 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.
• 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.
• 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.
• 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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  • 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.
• 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.

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.
  • 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," KIER Working Papers 741, Kyoto University, Institute of Economic Research.
  • 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.
• 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.
• 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," 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.
• 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 362011, Hong Kong Institute for Monetary Research.
  • 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 1116, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
• 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 G. & Franz Hamann, 2011. "Lack of Credibility, Inflation Persistence and Disinflation in Colombia," Borradores de Economia 8737, Banco de la Republica.
  • Andrés González & Franz Hamann, 2011. "Lack of Credibility, Inflation Persistence and Disinflation in Colombia," Borradores de Economia 658, Banco de la Republica de Colombia.
• 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.
  • Matteo Luciani, 2011. "Forecasting with Approximate Dynamic Factor Models: the Role of Non-Pervasive Shocks," Working Papers ECARES ECARES 2011‐022, ULB -- Universite Libre de Bruxelles.
• 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).
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• 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.
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• 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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• 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.
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• 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.
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• 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.
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• 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.
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• Patton, Andrew J., 2011. "Volatility forecast comparison using imperfect volatility proxies," Journal of Econometrics, Elsevier, vol. 160(1), pages 246-256, January.
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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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• Rossi, Barbara & Sekhposyan, Tatevik, 2011. "Understanding models' forecasting performance," Journal of Econometrics, Elsevier, vol. 164(1), pages 158-172, September.
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• 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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• 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.
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• 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.
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• 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.
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• 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.
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• 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.
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• 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.
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• 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.
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• 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.
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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.
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• 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.
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• 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.
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• 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.
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• 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.
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• 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.
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• 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.
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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).
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• 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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• 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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• 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.
  • 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.
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• 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.
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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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• 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.
  • 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.
• 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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  • 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.
• 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.
  • 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.
  • 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. 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.
• 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.
• 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.
  • 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).
• 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.
• 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.
  • 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.
• 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.
  • Dominique Guegan & Pierre-André Maugis, 2010. "An Econometric Study of Vine Copulas," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00492124, HAL.
• 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.
  • M. Ali Choudhary, 2011. "Neural Network Models for Inflation Forecasting: An Appraisal," Post-Print hal-00704670, HAL.
• 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.
  • Cees Diks & Valentyn Panchenko & Dick van Dijk, 2011. "Likelihood-based scoring rules for comparing density forecasts in tails," Post-Print hal-00834423, HAL.
• 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.
  • Andrea Carriero & Raffaella Giacomini, 2011. "How useful are no-arbitrage restrictions for forecasting the term structure of interest rates?," Post-Print hal-00844809, HAL.
• 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.
• 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.
  • Doppelhofer, Gernot & Weeks, Melvyn, 2011. "Robust Growth Determinants," Discussion Paper Series in Economics 3/2011, Norwegian School of Economics, Department of Economics.
  • Doppelhofer, G. & Weeks, M., 2011. "Robust Growth Determinants," Cambridge Working Papers in Economics 1117, Faculty of Economics, University of Cambridge.
• 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.
  • K. Anundsen, André & S. Jansen, Eilev, 2011. "Self-reinforcing effects between housing prices and credit: Evidence from Norway," Memorandum 13/2011, Oslo University, Department of Economics.
• 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.
  • 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.
• 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.
  • Polasek, Wolfgang, 2011. "The Extended Hodrick-Prescott (HP) Filter for Spatial Regression Smoothing," Economics Series 275, Institute for Advanced Studies.
• 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.
  • Polasek, Wolfgang, 2011. "The Hodrick-Prescott (HP) Filter as a Bayesian Regression Model," Economics Series 277, Institute for Advanced Studies.
• 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.
  • 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.
• 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).
  • Hannah Frick & Carolin Strobl & Friedrich Leisch & Achim Zeileis, 2011. "Flexible Rasch Mixture Models with Package psychomix," Working Papers 2011-21, Faculty of Economics and Statistics, Universität Innsbruck.
• 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).
  • Bettina Grün & Ioannis Kosmidis & Achim Zeileis, 2011. "Extended Beta Regression in R: Shaken, Stirred, Mixed, and Partitioned," Working Papers 2011-22, Faculty of Economics and Statistics, Universität Innsbruck.
• 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.
  • Entorf, Horst, 2011. "Turning 18: What a Difference Application of Adult Criminal Law Makes," IZA Discussion Papers 5434, Institute of Labor Economics (IZA).
• 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.
  • 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.
• 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 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.
• 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.
• 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.
• 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.
• 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.
• 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).
• 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.
  • 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.
• 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.
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• 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.
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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.
  • 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.
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• 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.
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• 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.
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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, 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.
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• 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.
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• 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.
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• 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.
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  • 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.
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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.
• 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.
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• 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.
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• 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

• 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, 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:, 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.
• 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, 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.
• 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, 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.
• 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," 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:, 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.
• 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.
• 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.
  • 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," 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. "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.
  • 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, 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.
  • 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.
• 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.
• 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.
  • 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.
• 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.
• 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.
  • Christopher Martin & C Milas, 2010. "Financial Stability and Monetary Policy," Department of Economics Working Papers 5/10, University of Bath, Department of Economics.
• 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.
  • 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.
• 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.
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  • 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.
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  • 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.
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• 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.
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• 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.
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• 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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• 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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• 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.
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• Martin Fukac, 2009. "Impulse Response Identification in DSGE Models," Reserve Bank of New Zealand Discussion Paper Series DP2009/14, Reserve Bank of New Zealand.
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• Martin Fukac & Adrian Pagan, 2009. "Structural Macro-Econometric Modelling in a Policy Environment," NCER Working Paper Series 50, National Centre for Econometric Research.
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• 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.
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• 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.
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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.
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• 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.
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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.
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• 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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• 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.
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• Chatelain, Jean-Bernard, 2010. "Can statistics do without artefacts?," MPRA Paper 42867, University Library of Munich, Germany.
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• 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.
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• 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.
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• 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.
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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.
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• 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.
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• Òscar Jordà & Massimiliano Marcellino, 2010. "Path forecast evaluation," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(4), pages 635-662.
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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/.
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• 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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• 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.
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• 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.
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• 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.
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• 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.
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• 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.
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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.
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  • 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.
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• 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.
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• 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.
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• 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.
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• 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.
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• 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.
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• 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.
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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.
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• 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.
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• 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.
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• 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.
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  • 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.
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  • Rogoff, Kenneth S. & Chen, Yu-Chin & Rossi, Barbara, 2010. "Can Exchange Rates Forecast Commodity Prices?," Scholarly Articles 29412033, Harvard University Department of Economics.
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• 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.
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• 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.
  • 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.
  • 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.
  • Grassi, Stefano & Proietti, Tommaso, 2010. "Characterizing economic trends by Bayesian stochastic model specifi cation search," MPRA Paper 22569, University Library of Munich, Germany.
• 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.
  • 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.
• 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.
• 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.
  • 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.
• 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.
• 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.
  • 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.
• 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.
• 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.
  • Jon Faust & Abhishek Gupta, 2012. "Posterior Predictive Analysis for Evaluating DSGE Models," NBER Working Papers 17906, National Bureau of Economic Research, Inc.
• 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.
  • 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.
• 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.
  • Lanne, Markku & Saikkonen, Pentti, 2010. "Noncausal autoregressions for economic time series," MPRA Paper 32943, University Library of Munich, Germany.
• Liu, Chun & Liu, Qing, 2012. "Marginal likelihood calculation for the Gelfand–Dey and Chib methods," Economics Letters, Elsevier, vol. 115(2), pages 200-203.
  • Liu, Chun, 2010. "Marginal likelihood calculation for gelfand-dey and Chib Method," MPRA Paper 34928, University Library of Munich, Germany.
• 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?," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00750495, 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.
• 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.
  • Molnar, Jozsef & Violi, Roberto & Zhou, Xiaolan, 2010. "Multimarket Contact in Italian Retail Banking: Competition and Welfare," MPRA Paper 48610, University Library of Munich, Germany, revised May 2013.
• 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.
  • 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.
• 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.
  • 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.
• 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.
  • Rangan Gupta & Mampho P. Modise, 2010. "South African Stock Return Predictability in the Context of Data Mining: The Role of Financial Variables and International Stock Returns," Working Papers 201027, University of Pretoria, Department of Economics.
• 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.
  • John DiNardo & David S. Lee, 2010. "Program Evaluation and Research Designs," NBER Working Papers 16016, National Bureau of Economic Research, Inc.
  • John DiNardo & David S. Lee, 2010. "Program Evaluation and Research Designs," Working Papers 1228, Princeton University, Department of Economics, Industrial Relations Section..
• 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..
• 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.
• 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).
  • 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.
  • 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.
• 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.
• 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.
• 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.
  • Stan Hurn & Andrew McClelland & Kenneth Lindsay, 2010. "A quasi-maximum likelihood method for estimating the parameters of multivariate diffusions," NCER Working Paper Series 65, National Centre for Econometric Research.
• 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.
• 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.
  • 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.
• 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.
  • 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.
• 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.
  • Gianfranco Di Vaio & Kerstin Enflo, 2010. "Did Globalization Drive Convergence? Identifying Cross-Country Growth Regimes in the Long Run," Working Paper series 30_10, Rimini Centre for Economic Analysis.
• 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.
  • Olfa Maalaoui & Georges Dionne & Pascal François, 2009. "Credit Spread Changes within Switching Regimes," Cahiers de recherche 0905, CIRPEE.
  • Maalaoui Chun, Olfa & Dionne, Georges & François, Pascal, 2010. "Credit spread changes within switching regimes," Working Papers 09-1, HEC Montreal, Canada Research Chair in Risk Management.
• 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.
  • 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.
• 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.
  • 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.
• 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.
  • 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.
• 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.
  • 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.
• 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.
• 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.

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.
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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.
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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.
  • 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.
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• 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.
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• 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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• 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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  • 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.
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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.
  • 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.
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• 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.
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• 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.
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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.
  • 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.
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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.
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• 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.
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  • 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.
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  • 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 & 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.
  • 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.
  • 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).
• 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.
  • Giancarlo Bruno, 2009. "Non-linear relation between industrial production and business surveys data," ISAE Working Papers 119, ISTAT - Italian National Institute of Statistics - (Rome, ITALY).
• 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.
  • James J. Heckman & Petra E. Todd, 2009. "A Note on Adapting Propensity Score Matching and Selection Models to Choice Based Samples," NBER Working Papers 15179, National Bureau of Economic Research, Inc.
  • Heckman, James J. & Todd, Petra E., 2009. "A Note on Adapting Propensity Score Matching and Selection Models to Choice Based Samples," IZA Discussion Papers 4304, 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.
  • 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).
• 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.
  • 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.
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• Steven Dickey & Robert Houston Jr., 2009. "Disaggregating Education Production," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 37(2), pages 135-144, June.
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  • Sergey Drobyshevsky & Marina Turuntseva & Michael Khromov & Yuri Bobylev & Arseny Mamedov & Evgenia Fomina & Viktoria Petrenko & Vasily Uzun, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 19, pages 1-26, January.
  • Arseny Mamedov & Evgenia Fomina & Alexandra Bozhechkova & Sergey Tsukhlo & Pavel Trunin & Victor Lyashok, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 20, pages 1-22, February.
  • Sergey Drobyshevsky & Mikhail Khromov & Maria Kazakova & Sergey Tsukhlo & Natalia Shagaida & Natalia Zubarevich, 2015. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 17, pages 1-26, December.
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  • Drobyshevsky Sergey & Turuntseva Marina & Bobylev Yuri & Rasenko O. & Bozhechkova Alexandra & Trunin Pavel & Knobel Alexander & Firanchuk Alexander & Khromov Mikhail & Averkiev Vladimir & Shagaida Nat, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 28, pages 1-28, June.
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  • Firanchuk Alexander & Shagaida Natalia & Mamedov Arseny & Fomina Elena & Zubarevich Natalia, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 26, pages 1-27, May.
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  • Sergey Drobyshevsky & Marina Turuntseva & Michael Khromov & Yuri Bobylev & Arseny Mamedov & Evgenia Fomina & Viktoria Petrenko & Vasily Uzun, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 19, pages 1-26, January.
  • Idrisov Georgy & Bozhechkova Alexandra & Trunin Pavel & Khromov Mikhail & Tsukhlo Sergey & Goryunov Evgeny & Deryugin Alexander & Kaukin Andrey, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 25, pages 1-22, April.
  • Loginov D. & Trunin Pavel & Knobel Alexander & Firanchuk Alexander & Goryunov Evgeny & Kiyutsevskaya Anna & Larionova M. & Sakharov A. & Shelepov A. & Avraamova A., 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 29, pages 1-26, June.
  • Arseny Mamedov & Evgenia Fomina & Mikhail Khromov & Natalia Shagaida & Natalia Zubarevich & Pavel Pavlov & Vasily Uzun, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 21, pages 1-30, February.
  • Idrisov Georgy & Loginova D. & Knobel Alexander & Firanchuk Alexander & Tsukhlo Sergey & Uzun Vasily & Kaukin Andrey & Zubarevich Natalia, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 32, pages 1-27, September.
  • Arseny Mamedov & Evgenia Fomina & Mikhail Khromov & Andrei Kaukin & Natalia Shagaida & Natalia Zubarevich & Pavel Pavlov & Vasily Uzun, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 21, pages 1-30, February.
  • Mikhail Khromov & Yuri Bobylev & Sergey Tsukhlo & E. Avraamova & D. Loginov & O. Rasenko & Ekaterina Ponomareva & Sergey Sudakov, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 23, pages 1-27, March.
  • Firanchuk Alexander & Shagaida Natalia & Mamedov Arseny & Fomina Elena & Zubarevich Natalia, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 26, pages 1-27, May.
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  • Mikhail Khromov & Sergey Drobyshevsky & Maria Kazakova & Sergey Tsukhlo & Natalia Shagaida & Natalia Zubarevich, 2015. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 17, pages 1-26, December.
  • Bozhechkova Alexandra & Trunin Pavel & Grishina Elena & Khromov Mikhail & Tsukhlo Sergey & Deryugin Alexander & Burdyak Alexandra, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 31, pages 1-27, July.
  • Arseny Mamedov & Evgenia Fomina & Alexandra Bozhechkova & Sergey Tsukhlo & Pavel Trunin & Victor Lyashok, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 20, pages 1-22, February.
  • Idrisov Georgy & Loginova D. & Knobel Alexander & Firanchuk Alexander & Tsukhlo Sergey & Uzun Vasily & Kaukin Andrey & Zubarevich Natalia, 2016. "Online Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. T
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    • 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 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.
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    • 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.
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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.
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  • 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.
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  • 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.
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    • 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.
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  • 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.
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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," 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).
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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 & 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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  • 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.
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    • 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.
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    • 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.
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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.
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  • 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.
  • Dierk Herzer, 2009. "Cross-country heterogeneity and the trade-income relationship," FIW Working Paper series 026, FIW.
  • 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.
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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.
    • 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.
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  • 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.
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  • Luca Benati & Paolo Surico, 2009. "VAR Analysis and the Great Moderation," American Economic Review, American Economic Association, vol. 99(4), pages 1636-1652, September.
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  • 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.
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  • 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.
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  • 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.
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  • 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.
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  • 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.
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    • Pesaran, M. Hashem & Timmermann, Allan, 2006. "Testing Dependence among Serially Correlated Multi-Category Variables," IZA Discussion Papers 2196, Institute of Labor Economics (IZA).
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  • 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).
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  • 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.
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  • 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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    • 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.
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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.
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    • Bekaert, Geert & Hodrick, Robert J. & Zhang, Xiaoyan, 2005. "International Stock Return Comovements," Working Papers 06-3, University of Pennsylvania, Wharton School, Weiss Center.
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  • 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.
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    • Lanne, Markku & Saikkonen, Pentti, 2009. "Noncausal vector autoregression," Research Discussion Papers 18/2009, Bank of Finland.
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  • 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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  • 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.
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  • 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.
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    • 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.
    • Darn , O. & Ferrara, L., 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.
    • 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.
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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.
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  • 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.
    • 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.
  • 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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  • 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.
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  • 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.
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  • 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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    • James J. Heckman & Petra E. Todd, 2009. "A Note on Adapting Propensity Score Matching and Selection Models to Choice Based Samples," NBER Working Papers 15179, National Bureau of Economic Research, Inc.
  • 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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    • 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.
  • 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.
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  • Anatolyev, Stanislav, 2009. "Dynamic modeling under linear-exponential loss," Economic Modelling, Elsevier, vol. 26(1), pages 82-89, January.
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  • 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.
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  • Lamla, Michael J., 2009. "Long-run determinants of pollution: A robustness analysis," Ecological Economics, Elsevier, vol. 69(1), pages 135-144, November.
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  • Li, Tong, 2009. "Simulation based selection of competing structural econometric models," Journal of Econometrics, Elsevier, vol. 148(2), pages 114-123, February.
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  • 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.
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  • Bhaskara Rao, B. & Rao, Gyaneshwar, 2009. "Structural breaks and energy efficiency in Fiji," Energy Policy, Elsevier, vol. 37(10), pages 3959-3966, October.
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  • 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.
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  • 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.
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  • 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.
  • Chauvin, V. & Devulder, A., 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.
    • Hajivassiliou, V. & Savignac, F., 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.
  • Lacroix, R., 2008. "Assessing the shape of the distribution of interest rates: lessons from French individual data," Working papers 206, Banque de France.
  • Barhoumi, K. & Brunhes-Lesage, V. & Darn , O. & Ferrara, L. & Pluyaud, B. & 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.
    • Darn , O. & Ferrara, L., 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.
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  • Pesaran, Hashem & Timmermann, Allan, 2005. "Real-Time Econometrics," Econometric Theory, Cambridge University Press, vol. 21(1), pages 212-231, February.
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    • 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.
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  • 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.
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    • 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.
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  • 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.
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  • 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.
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  • 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.
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  • 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.
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  • 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).
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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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    • 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.
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  • 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.
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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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  • 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.
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  • 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.
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  • 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.
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  • 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.
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  • 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.
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    • 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.
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    • Alessi, Lucia & Barigozzi, Matteo & Capasso, Marco, 2008. "A review of nonfundamentalness and identification in structural VAR models," Working Paper Series 922, European Central Bank.
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  • 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.
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  • 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.
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  • 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.
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    • 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.
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  • Dimitris Korobilis, 2008. "Forecasting in vector autoregressions with many predictors," Advances in Econometrics, in: Bayesian Econometrics, pages 403-431, Emerald Group Publishing Limited.
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  • 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.
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    • 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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  • 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.
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    • 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.
    • 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.
  • 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.
  • 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-00363168, 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-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.
  • 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.
  • 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-00364796, 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.
    • 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.
  • 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-00364797, 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-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.
  • 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.
    • Christophe Hurlin & Gilbert Colletaz & Sessi Tokpavi & Bertrand Candelon, 2008. "Backtesting Value-at-Risk: A GMM Duration-Based Test," Working Papers halshs-00329495, 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.
    • 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-00364796, HAL.
  • Hussain, S & Mohamed, M. A. & Holder, R. & Almasri, A. & Shukur, G, 2008. "Performance Evaluation Based on the Robust Mahalanobis Distance and Multilevel Modelling Using Two New Strategies," Working Paper Series in Economics and Institutions of Innovation 114, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies.
  • 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.
    • 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.
  • Mellander, Erik & Sandgren-Massih, Sofia, 2008. "Proxying ability by family background in returns to schooling estimations is generally a bad idea," Working Paper Series 2008:22, IFAU - Institute for Evaluation of Labour Market and Education Policy.
  • Åsberg Sommar, Per & Shahnazarian, Hovick, 2008. "Macroeconomic Impact on Expected Default Frequency," Working Paper Series 219, Sveriges Riksbank (Central Bank of Sweden).
  • 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.
    • Jacobson, Tor & Kindell, Rikard & Lindé, Jesper & Roszbach, Kasper, 2008. "Firm Default and Aggregate Fluctuations," Working Paper Series 226, Sveriges Riksbank (Central Bank of Sweden).
    • 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.).
  • Andersson, Henrik & Hammitt, James & Lindberg, Gunnar & Sundström, Kristian, 2008. "Willingness to Pay for Car Safety: Sensitivity to Time Framing," Working Papers 2008:8, Swedish National Road & Transport Research Institute (VTI).
  • Söderberg, Jonas, 2008. "Test of the Gaussian Copula on the Swedish Stock Market," CAFO Working Papers 2009:9, Linnaeus University, Centre for Labour Market Policy Research (CAFO), School of Business and Economics.
  • Lillie Lam & Laurence Fung & Ip-wing Yu, 2008. "Comparing Forecast Performance of Exchange Rate Models," Working Papers 0808, Hong Kong Monetary Authority.
  • 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.
    • Felix Chan & Tommaso Mancini-Griffoli & Laurent L. Pauwels, 2008. "Stability Tests for Heterogeneous Panel Data," Working Papers 092008, Hong Kong Institute for Monetary Research.
    • 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.
  • 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.
    • 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.
    • 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.
  • 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).
    • 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.
    • 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.
  • 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.
  • Wolfgang Härdle & Julius Mungo, 2008. "Value-at-Risk and Expected Shortfall when there is long range dependence," SFB 649 Discussion Papers SFB649DP2008-006, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  • 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.
  • Rainer Schulz & Axel Werwatz, 2008. "House Prices and Replacement Cost: A Micro-Level Analysis," SFB 649 Discussion Papers SFB649DP2008-013, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  • 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.
    • Viktor Winschel & Markus Krätzig, 2008. "Solving, Estimating and Selecting Nonlinear Dynamic Models without the Curse of Dimensionality," SFB 649 Discussion Papers SFB649DP2008-018, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  • Rainer Schulz & Markus Staiber & Martin Wersing & Axel Werwatz, 2008. "The Accuracy of Long-term Real Estate Valuations," SFB 649 Discussion Papers SFB649DP2008-019, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  • Viktor Winschel & Markus Krätzig, 2008. "JBendge: An Object-Oriented System for Solving, Estimating and Selecting Nonlinear Dynamic Models," SFB 649 Discussion Papers SFB649DP2008-034, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  • 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.
  • Nikolaus Hautsch & Vahidin Jeleskovic, 2008. "Modelling High-Frequency Volatility and Liquidity Using Multiplicative Error Models," SFB 649 Discussion Papers SFB649DP2008-047, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  • Nikolaus Hautsch, 2008. "Testing Multiplicative Error Models Using Conditional Moment Tests," SFB 649 Discussion Papers SFB649DP2008-067, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  • Oliver Blaskowitz & Helmut Herwartz, 2008. "Testing directional forecast value in the presence of serial correlation," SFB 649 Discussion Papers SFB649DP2008-073, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  • 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.
  • 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.
  • 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.
    • 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.
  • 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 M. Imbens & Jeffrey M. Wooldridge, 2008. "Recent Developments in the Econometrics of Program Evaluation," NBER Working Papers 14251, National Bureau of Economic Research, Inc.
    • Wooldridge, Jeffrey M. & Imbens, Guido, 2009. "Recent Developments in the Econometrics of Program Evaluation," Scholarly Articles 3043416, Harvard University Department of Economics.
    • 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.
    • Imbens, Guido W. & Wooldridge, Jeffrey M., 2008. "Recent Developments in the Econometrics of Program Evaluation," IZA Discussion Papers 3640, 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.
    • 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 & Monica Costa Dias, 2002. "Alternative approaches to evaluation in empirical microeconomics," CeMMAP working papers 10/02, 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).
  • 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.
  • 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.
  • Nezir KÖSE & Yeliz YALÇIN & Furkan EMİRMAHMUTOĞLU, 2008. "Türkiye turizm sektörünün talep analizi," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 23(263), pages 24-40.
  • Jyotirmayee Kar & Mahamaya Kar, 2008. "Environment and Changing Agricultural Practices: Evidence from Orissa, India," Indus Journal of Management & Social Science (IJMSS), Department of Business Administration, vol. 2(2), pages 119-128, December.
  • 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.
  • Ippei Fujiwara, 2008. "Growth Expectation," IMES Discussion Paper Series 08-E-21, Institute for Monetary and Economic Studies, Bank of Japan.
  • 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_updated, Center for Applied Economics and Policy Research, Economics Department, Indiana University Bloomington, revised Jan 2008.
  • Millimet, Daniel L. & Tchernis, Rusty, 2008. "Minimizing Bias in Selection on Observables Estimators When Unconfoundness Fails," IZA Discussion Papers 3632, Institute for the Study of Labor (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, Economics Department, 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, Economics Department, Indiana University Bloomington.
    • J. Carlos Escanciano & Carlos Velasco, 2010. "Specification tests of parametric dynamic conditional quantiles," Post-Print hal-00732534, HAL.
  • 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).
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