Research classified by Journal of Economic Literature (JEL) codes

1. Nowcasting
2. Bayesian Vector autoregressions (BVARs)
3. Dynamic Factor Models

2016

• Burdeau, E. & Potier, L., 2016, "Crédits à l’habitat : taux d’intérêt, durée des crédits et profil des emprunteurs," Bulletin de la Banque de France, Banque de France, issue 206, pages 5-18.
• Tor Korneliussen & Michael Greenacre, 2016, "Information Sources Used by European Tourists: A Cross-Cultural Study," Working Papers, Barcelona School of Economics, number 915, Jul.
• Bilandžić Ana & Marina Jeger & Šarlija Nataša, 2016, "Dealing with Interpretability Issues in Predicting Firm Growth: Factor Analysis Approach," Business Systems Research, Sciendo, volume 7, issue 2, pages 23-34, September, DOI: 10.1515/bsrj-2016-0010.
• Hilde C. Bjørnland & Leif Anders Thorsrud & Sepideh Khayati Zahiri, 2016, "Do central banks respond timely to developments in the global economy?," Working Paper, Norges Bank, number 2016/19, Dec.
• Hilde C. Bjørnland & Leif Anders Thorsrud & Sepideh K. Zahiri, 2016, "Do central banks respond timely to developments in the global economy?," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 8/2016, Nov.
• Sinem Hacioglu & Kerem Tuzcuoglu, 2016, "Interpreting the latent dynamic factors by threshold FAVAR model," Bank of England working papers, Bank of England, number 622, Oct.
• François-Xavier Meunier & Célia Zyla, 2016, "Firm growth and knowledge flows: comparative analysis between defence and civil areas," Journal of Innovation Economics, De Boeck Université, volume 0, issue 2, pages 89-108.
• Étienne Chamayou & Ronan Le Saout, 2016, "Changement d’enseigne sur le marché français des carburants : effets sur la concurrence locale d’une baisse des prix," Revue économique, Presses de Sciences-Po, volume 67, issue 5, pages 1085-1105.
• A. Chudik & G. Kapetanios & M. Hashem Pesaran, 2016, "Big Data Analytics: A New Perspective," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1611, Feb.
• Hafner, C. M. & Linton, O., 2016, "Estimation of a Multiplicative Covariance Structure in the Large Dimensional Case," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1664, Nov.
• Chudik, A. & Kapetanios, G. & Pesaran, Hashem, 2016, "A One-Covariate at a Time, Multiple Testing Approach to Variable Selection in High-Dimensional Linear Regression Models," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1677, Dec.
• Nicholas Bloom & Renata Lemos & Raffaella Sadun & Daniela Scur & John Van Reenen, 2016, "International Data on Measuring Management Practices," CEP Occasional Papers, Centre for Economic Performance, LSE, number 46, Jan.
• Alexander Chudik & George Kapetanios & M. Hashem Pesaran, 2016, "Big Data Analytics: A New Perspective," CESifo Working Paper Series, CESifo, number 5824.
• Dalibor Stevanovic & Rachidi Kotchoni, 2016, "Prévision de l’activité économique au Québec," CIRANO Project Reports, CIRANO, number 2016rp-08, Jun.
• Jean Boivin & Marc P. Giannoni & Dalibor Stevanovic, 2016, "Dynamic Effects of Credit Shocks in a Data-Rich Environment," CIRANO Working Papers, CIRANO, number 2016s-55, Oct.
• Oxana Babecka Kucharcukova & Jan Bruha, 2016, "Nowcasting the Czech Trade Balance," Working Papers, Czech National Bank, Research and Statistics Department, number 2016/11, Dec.
• Gustavo Peralta, 2016, "The Nature of Volatility Spillovers across the International Capital Markets," CNMV Working Papers, CNMV- Spanish Securities Markets Commission - Research and Statistics Department, number CNMV Working Papers no. 6.
• HAFNER, Christian & LINTON, Oliver B. & TANG, Haihan, 2016, "Estimation of a Multiplicative Covariance Structure in the Large Dimensional Case," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2016044, Nov.
• Marcellino, Massimiliano & Kapetanios, George & Venditti, Fabrizio, 2016, "Large Time-Varying Parameter VARs: A Non-Parametric Approach," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11560, Oct.
• Jérémy L'Hour, 2016, "Distinguishing the Confounding Factors: Policy Evaluation, High-Dimension and Variable Selection," Working Papers, Center for Research in Economics and Statistics, number 2016-23, Jun.
• Christian Gouriéroux & Alain Monfort & Eric Renault, 2016, "Consistent Pseudo-Maximum Likelihood Estimators," Working Papers, Center for Research in Economics and Statistics, number 2016-33, Sep.
• Voigt, Sebastian & Hinz, Oliver, 2016, "Assessing the Economic Effects of Server Launches in Free-to-Play MMO Games," Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL), number 84846.
• Garcí­a, Juan Angel & Werner, Sebastian E. V., 2016, "Bond risk premia, macroeconomic factors and financial crisis in the euro area," Working Paper Series, European Central Bank, number 1938, Jul.
• Hyndman, Rob J. & Lee, Alan J. & Wang, Earo, 2016, "Fast computation of reconciled forecasts for hierarchical and grouped time series," Computational Statistics & Data Analysis, Elsevier, volume 97, issue C, pages 16-32, DOI: 10.1016/j.csda.2015.11.007.
• Chen, Kan & Crucini, Mario J., 2016, "Trends and cycles in small open economies: making the case for a general equilibrium approach," Journal of Economic Dynamics and Control, Elsevier, volume 72, issue C, pages 159-168, DOI: 10.1016/j.jedc.2016.07.009.
• Shi, Zhentao, 2016, "Econometric estimation with high-dimensional moment equalities," Journal of Econometrics, Elsevier, volume 195, issue 1, pages 104-119, DOI: 10.1016/j.jeconom.2016.07.004.
• Byun, Sung Je, 2016, "The usefulness of cross-sectional dispersion for forecasting aggregate stock price volatility," Journal of Empirical Finance, Elsevier, volume 36, issue C, pages 162-180, DOI: 10.1016/j.jempfin.2016.01.013.
• Bernstein, Paul & Tuladhar, Sugandha D. & Yuan, Mei, 2016, "Economics of U.S. natural gas exports: Should regulators limit U.S. LNG exports?," Energy Economics, Elsevier, volume 60, issue C, pages 427-437, DOI: 10.1016/j.eneco.2016.06.010.
• Avanzi, Benjamin & Wong, Bernard & Yang, Xinda, 2016, "A micro-level claim count model with overdispersion and reporting delays," Insurance: Mathematics and Economics, Elsevier, volume 71, issue C, pages 1-14, DOI: 10.1016/j.insmatheco.2016.07.002.
• Butaru, Florentin & Chen, Qingqing & Clark, Brian & Das, Sanmay & Lo, Andrew W. & Siddique, Akhtar, 2016, "Risk and risk management in the credit card industry," Journal of Banking & Finance, Elsevier, volume 72, issue C, pages 218-239, DOI: 10.1016/j.jbankfin.2016.07.015.
• Bodnar, Taras & Reiß, Markus, 2016, "Exact and asymptotic tests on a factor model in low and large dimensions with applications," Journal of Multivariate Analysis, Elsevier, volume 150, issue C, pages 125-151, DOI: 10.1016/j.jmva.2016.05.011.
• Stock, J.H. & Watson, M.W., 2016, "Dynamic Factor Models, Factor-Augmented Vector Autoregressions, and Structural Vector Autoregressions in Macroeconomics," Handbook of Macroeconomics, Elsevier, chapter 0, in: J. B. Taylor & Harald Uhlig, "Handbook of Macroeconomics", DOI: 10.1016/bs.hesmac.2016.04.002.
• Galanti, Sébastien, 2016, "Archival data of financial analysts' earnings forecasts in the euro zone: Problems with euro conversions," Research in International Business and Finance, Elsevier, volume 38, issue C, pages 466-473, DOI: 10.1016/j.ribaf.2016.07.015.
• Hilde C. Bjornland & Francesco Ravazzolo & Leif Anders Thorsrud, 2016, "Forecasting GDP with Global Components. This Time Is Different," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2016-26, May.
• Kan Chen & Mario Crucini, 2016, "Trends and Cycles in Small Open Economies: Making The Case For A General Equilibrium Approach," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2016-50, Aug.
• Kurt Unger & Fernando Varela, 2016, "Complejidad, competitividad e innovación en los estados mexicanos: La urgencia de una Política Industrial integral y diferenciada," Working Papers, CIDE, División de Economía, number DTE 605, Jun.
• Breitung Jörg & Eickmeier Sandra, 2016, "Analyzing International Business and Financial Cycles using Multi-Level Factor Models: A Comparison of Alternative Approaches," Advances in Econometrics, Emerald Group Publishing Limited, "Dynamic Factor Models", DOI: 10.1108/S0731-905320150000035005.
• Catherine Doz & Anna Petronevich, 2016, "Dating Business Cycle Turning Points for the French Economy: An MS-DFM approach," Advances in Econometrics, Emerald Group Publishing Limited, "Dynamic Factor Models", DOI: 10.1108/S0731-905320150000035012.
• R. Kelley Pace & James P. LeSage, 2016, "Fast Simulated Maximum Likelihood Estimation of the Spatial Probit Model Capable of Handling Large Samples," Advances in Econometrics, Emerald Group Publishing Limited, "Spatial Econometrics: Qualitative and Limited Dependent Variables", DOI: 10.1108/S0731-905320160000037008.
• Shovan Ray & A. Ganesh-Kumar & Sumana Chaudhuri, 2016, "Integrated Model of Computable General Equilibrium and Social Cost Benefit Analysis of an Indian Oil Refinery: Future Projections and Macroeconomic Effects," Working Papers, eSocialSciences, number id:11381, Sep.
• Jushan Bai & Xu Han, 2016, "Structural Changes in High Dimensional Factor Models," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, volume 11, issue 1, pages 9-39, March.
• Andrea Carriero & Todd E. Clark & Marcellino Massimiliano, 2016, "Measuring Uncertainty and Its Impact on the Economy," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1622, Oct.
• Alexander Chudik & George Kapetanios & M. Hashem Pesaran, 2016, "Big data analytics: a new perspective," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 268, Feb, DOI: 10.24149/gwp268.
• Kan Chen & Mario J. Crucini, 2016, "Trends and cycles in small open economies: making the case for a general equilibrium approach," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 279, Aug, DOI: 10.24149/gwp279.
• Alexander Chudik & George Kapetanios & M. Hashem Pesaran, 2016, "A one-covariate at a time, multiple testing approach to variable selection in high-dimensional linear regression models," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 290, Nov, DOI: 10.24149/gwp290.
• Rui Pedro Brito & Hélder Sebastião & Pedro Godinho, 2016, "Portfolio Choice with High Frequency Data: CRRA Preferences and the Liquidity Effect," GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra, number 2016-13, Sep.
• Herman O. Stekler & Yongchen Zhao, 2016, "Predicting U.S. Business Cycle Turning Points Using Real-Time Diffusion Indexes Based on a Large Data Set," Working Papers, The George Washington University, The Center for Economic Research, number 2016-006, Sep.
• Alexander N. Bogin & William M. Doerner & William D. Larson, 2016, "Missing the Mark: House Price Index Accuracy and Mortgage Credit Modeling," Working Papers, The George Washington University, The Center for Economic Research, number 2016-010, Oct.
• Sébastien Galanti, 2016, "Archival data of financial analysts' earnings forecasts in the Euro zone: problems with euro conversions," Post-Print, HAL, number hal-01724241.
• Sébastien Galanti, 2016, "Archival data of financial analysts' earnings forecasts in the Euro zone: problems with euro conversions," Working Papers, HAL, number hal-01392253.
• Júlia Varga, 2016, "Out-migration and attrition of physicians and dentists before and after EU accession (2003 and 2011). The case of Hungary," Budapest Working Papers on the Labour Market, Institute of Economics, Centre for Economic and Regional Studies, number 1604, May.
• Alexander N. Bogin & William M. Doerner & William D. Larson, 2016, "Missing the Mark: House Price Index Accuracy and Mortgage Credit Modeling," FHFA Staff Working Papers, Federal Housing Finance Agency, number 16-04, Sep, DOI: 10.1080/0015198X.2018.1547051.
• Grazia Biorci & Antonella Emina & Michelangelo Puliga & Lisa Sella & Gianna Vivaldo, 2016, "Tweet-tales: moods of socio-economic crisis?," Working Papers, IMT School for Advanced Studies Lucca, number 04/2016, Jul, revised Jul 2016.
• Pedro Carneiro & Sokbae (Simon) Lee & Daniel Wilhelm, 2016, "Optimal data collection for randomized control trials," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP15/16, Apr.
• Koen Jochmans & Martin Weidner, 2016, "Fixed-effect regressions on network data," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP32/16, Aug.
• Victor Chernozhukov & Christian Hansen & Martin Spindler, 2016, "Valid post-selection and post-regularization inference: An elementary, general approach," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP36/16, Aug.
• Christian M. Hafner & Oliver Linton & Haihan Tang, 2016, "Estimation of a multiplicative covariance structure in the large dimensional case," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP52/16, Nov.
• Shovan Ray & A. Ganesh Kumar & Sumana Chaudhuri, 2016, "Integrated model of computable general equilibrium and social cost benefit analysis of an Indian oil refinery: Future projections and macroeconomic effects," Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India, number 2016-024, Jul.
• Marco Di Zio & Ugo Guarnera & Roberta Varriale, 2016, "Estimation of the main variables of the economic account of small and medium enterprises based on administrative sources," Rivista di statistica ufficiale, ISTAT - Italian National Institute of Statistics - (Rome, ITALY), volume 18, issue 1, pages 71-81.
• Paolo Righi, 2016, "Estimation procedure and inference for component totals of the economic aggregates in the “Frame SBS”," Rivista di statistica ufficiale, ISTAT - Italian National Institute of Statistics - (Rome, ITALY), volume 18, issue 1, pages 83-97.
• Martins, Pedro S., 2016, "Working to Get Fired? Regression Discontinuity Effects of Unemployment Benefit Eligibility on Prior Employment Duration," IZA Discussion Papers, Institute of Labor Economics (IZA), number 10262, Oct.
• Carneiro, Pedro & Lee, Sokbae & Wilhelm, Daniel, 2016, "Optimal Data Collection for Randomized Control Trials," IZA Discussion Papers, Institute of Labor Economics (IZA), number 9908, Apr.
• Askitas, Nikos, 2016, "Big Data Is a Big Deal But How Much Data Do We Need?," IZA Discussion Papers, Institute of Labor Economics (IZA), number 9988, Jun.
• Varga, Júlia, 2016, "Hova lettek az orvosok?. Az orvosok külföldre vándorlása és pályaelhagyása Magyarországon, 2003-2011
  [Where have all the doctors gone?. Migration and attrition of physicians and dentists in Hungary," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 1, pages 1-26, DOI: 10.18414/KSZ.2016.1.1.
• Sébastien GALANTI, 2016, "Archival data of financial analysts' earnings forecasts in the Euro zone: problems with euro conversions," LEO Working Papers / DR LEO, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans, number 2413.
• Jochen Lüdering, 2016, "Standing and “Survival” in the Adult Film Industry," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 201626.
• Markus Engler & Vahidin Jeleskovic, 2016, "Intraday volatility, trading volume and trading intensity in the interbank market e-MID," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 201648.
• György Inzelt & Gábor Szappanos & Zsolt Armai, 2016, "Supervision by robust risk monitoring – a cycle-independent Hungarian corporate credit rating system," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), volume 15, issue 3, pages 51-78.
• Yanfei Kang & Rob J. Hyndman & Kate Smith-Miles, 2016, "Visualising forecasting Algorithm Performance using Time Series Instance Spaces," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 10/16.
• Kan Chen & Mario Crucini, 2016, "Trends and Cycles in Small Open Economies: Making The Case For A General Equilibrium Approach," NBER Working Papers, National Bureau of Economic Research, Inc, number 22460, Jul.
• Chris Ball & Sarah Tumen & Sarah Crichton & Robert Templeton, 2016, "Characteristics of Children at Greater Risk of Poor Outcomes as Adults," Treasury Analytical Papers Series, New Zealand Treasury, number ap16/01, Feb.
• Sarah Tumen & Sarah Crichton & Robert Templeton & Rissa Ota, 2016, "Research Using Administrative Data to Support the Work of the Expert Panel on Modernising Child, Youth and Family," Treasury Analytical Papers Series, New Zealand Treasury, number ap16/03, May.
• Robert Templeton, 2016, "Using IDI Data to Estimate Fiscal Impacts of Better Social Sector Performance," Treasury Analytical Papers Series, New Zealand Treasury, number ap16/04, Nov.
• Radoslav Tusan, 2016, "Using Benford'S Law To The Detection Of Misrepresentation Of Financial Statements Data," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 1, pages 737-745, July.
• Vipul Kumar Singh, 2016, "Pricing and hedging competitiveness of the tree option pricing models: Evidence from India," Journal of Asset Management, Palgrave Macmillan, volume 17, issue 6, pages 453-475, October, DOI: 10.1057/s41260-016-0024-5.
• Daniel Kaimann & Nadja Maraun & Joe Cox, 2016, "Identifying the preferences and heterogeneity of consumer groups in multiplayer video games," Working Papers CIE, Paderborn University, CIE Center for International Economics, number 94, Feb.
• Hännikäinen, Jari, 2016, "When does the yield curve contain predictive power? Evidence from a data-rich environment," MPRA Paper, University Library of Munich, Germany, number 70489, Apr.
• Xu, Ning & Hong, Jian & Fisher, Timothy, 2016, "Model selection consistency from the perspective of generalization ability and VC theory with an application to Lasso," MPRA Paper, University Library of Munich, Germany, number 71670, Apr.
• Einian, Majid & Nili, Masoud, 2016, "Consumption Smoothing and Borrowing Constraints: Evidence from Household Surveys of Iran," MPRA Paper, University Library of Munich, Germany, number 72461, Jul.
• Xu, Ning & Hong, Jian & Fisher, Timothy, 2016, "Finite-sample and asymptotic analysis of generalization ability with an application to penalized regression," MPRA Paper, University Library of Munich, Germany, number 73622, Sep.
• Cordero, José Manuel & Gil, María & Pedraja Chaparro, Francisco, 2016, "Exploring the effect of financial literacy courses on student achievement: a cross-country approach using PISA 2012 data," MPRA Paper, University Library of Munich, Germany, number 75474, Dec.
• Bonga-Bonga, Lumengo & Mabe, Queen Magadi, 2016, "How financially integrated are trading blocs in Africa?," MPRA Paper, University Library of Munich, Germany, number 75716, Dec.
• Nikitinsky, Nikita & Shashev, Sergey & Kachurina, Polina & Bespalov, Aleksander, 2016, "Big Data and Machine Learning in Government Projects: Expert Evaluation Case," MPRA Paper, University Library of Munich, Germany, number 82865, Jul.
• Mitrofanova, Ekaterina S. & Artamonova, Alyona V., 2016, "Studying Family Formation Trajectories’ Deinstitutionalization in Russia Using Sequence Analysis," MPRA Paper, University Library of Munich, Germany, number 82877, Jul.
• Trabelsi, Mohamed Ali, 2016, "Analyse des données : Résumé de cours avec exercices d’application
  [Data analysis: course summary with case studies]," MPRA Paper, University Library of Munich, Germany, number 82947, May, revised 03 May 2016.
• Pallara, Kevin, 2016, "The dynamic effects of government spending: a FAVAR approach," MPRA Paper, University Library of Munich, Germany, number 92283, Jul.
• Roman Huptas, 2016, "The UHF-GARCH-Type Model in the Analysis of Intraday Volatility and Price Durations – the Bayesian Approach," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 8, issue 1, pages 1-20, March.
• Tuhkuri, Joonas, 2016, "ETLAnow: A Model for Forecasting with Big Data – Forecasting Unemployment with Google Searches in Europe," ETLA Reports, The Research Institute of the Finnish Economy, number 54, May.
• Tuhkuri, Joonas, 2016, "Forecasting Unemployment with Google Searches," ETLA Working Papers, The Research Institute of the Finnish Economy, number 35, Mar.
• Olga Borzykh, 2016, "Bank lending channel in Russia: A TVP-FAVAR approach," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 43, pages 96-117.
• Sílvia Rebouças & Daniele Oliveira & Rômulo Soares & Eugénia Ferreira & Maria José Gouveia, 2016, "Classification Of The Financial Sustainability Of Health Insurance Beneficiaries Through Data Mining Techniques," Journal of Tourism, Sustainability and Well-being, CinTurs - Research Centre for Tourism, Sustainability and Well-being, University of Algarve, volume 4, issue 3, pages 229-242.
• Vincenzo Atella & Federico Belotti & Valentina Conti & Claudio Cricelli & Joanna Kopinska & Andrea Piano Mortari, 2016, "Modeling public health care expenditure using patient level data: Empirical evidence from Italy," CEIS Research Paper, Tor Vergata University, CEIS, number 367, Feb, revised 10 Feb 2016.
• Michał Bernardelli, 2016, "Econometric modeling of panel data using parallel computing with Apache Spark," Collegium of Economic Analysis Annals, Warsaw School of Economics, Collegium of Economic Analysis, issue 41, pages 189-202.
• Pietro Battiston, 2016, "Constrained Network Formation," Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), volume 2, issue 3, pages 347-362, November, DOI: 10.1007/s40797-016-0040-0.
• Kajal Lahiri & Yongchen Zhao, 2016, "Determinants of Consumer Sentiment Over Business Cycles: Evidence from the US Surveys of Consumers," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), volume 12, issue 2, pages 187-215, December, DOI: 10.1007/s41549-016-0010-5.
• Kohn, Robert & Quiroz, Matias & Tran, Minh-Ngoc & Villani, Mattias, 2016, "Speeding up MCMC by Efficient Data Subsampling," Working Papers, University of Sydney Business School, Discipline of Business Analytics, number 2123/16205.
• Simon Beyeler & Sylvia Kaufmann, 2016, "Factor augmented VAR revisited - A sparse dynamic factor model approach," Working Papers, Swiss National Bank, Study Center Gerzensee, number 16.08, Oct.
• Jari Hännikäinen, 2016, "When does the yield curve contain predictive power? Evidence from a data-rich environment," Working Papers, Tampere University, Faculty of Management and Business, Economics, number 1603, Apr.
• Tom Boot & Didier Nibbering, 2016, "Forecasting Using Random Subspace Methods," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 16-073/III, Sep, revised 11 Aug 2017.
• Kajal Lahiri & Yongchen Zhao, 2016, "Determinants of Consumer Sentiment over Business Cycles: Evidence from the U.S. Surveys of Consumers," Working Papers, Towson University, Department of Economics, number 2016-14, Jul, revised Jul 2016.
• Herman Stekler & Yongchen Zhao, 2016, "Predicting U.S. Business Cycle Turning Points Using Real-Time Diffusion Indexes Based on a Large Data Set," Working Papers, Towson University, Department of Economics, number 2016-15, Sep, revised Sep 2016.
• Jushan Bai & Kunpeng Li, 2016, "Maximum Likelihood Estimation and Inference for Approximate Factor Models of High Dimension," The Review of Economics and Statistics, MIT Press, volume 98, issue 2, pages 298-309, May.
• Zhong, Sheng, 2016, "The dynamics of vehicle energy efficiency: Evidence from the Massachusetts Vehicle Census," MERIT Working Papers, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT), number 2016-014, Mar.
• Tor Korneliussen & Michael Greenacre, 2016, "Information sources used by European tourists: A cross-cultural study," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1527, Jun.
• Felix Ritchie & Michail Veliziotis & Hilary Drew & Damian Whittard, 2016, "Measuring compliance with minimum wages," Working Papers, Department of Accounting, Economics and Finance, Bristol Business School, University of the West of England, Bristol, number 20161608, Jan.
• Tim Oliver Berg, 2016, "Multivariate Forecasting with BVARs and DSGE Models," Journal of Forecasting, John Wiley & Sons, Ltd., volume 35, issue 8, pages 718-740, December.
• Bettendorf, Timo, 2016, "Spillover effects of credit default risk in the euro area and the effects on the euro: A GVAR approach," Discussion Papers, Deutsche Bundesbank, number 42/2016.
• Raddant, Matthias & Wagner, Friedrich, 2016, "Multivariate GARCH for a large number of stocks," Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel), number 2049.
• Kaeding, Matthias, 2016, "Fast, approximate MCMC for Bayesian analysis of large data sets: A design based approach," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 660, DOI: 10.4419/86788766.
• Härdle, Wolfgang Karl & Huang, Chen & Chao, Shih-Kang, 2016, "Factorisable sparse tail event curves with expectiles," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2016-018.
• Tran, Ngoc Mai & Burdejová, Petra & Osipenko, Maria & Härdle, Wolfgang Karl, 2016, "Principal component analysis in an asymmetric norm," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2016-040.
• Chao, Shih-Kang & Härdle, Wolfgang Karl & Yuan, Ming, 2016, "Factorisable multi-task quantile regression," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2016-057.
• Chao, Shih-Kang & Härdle, Wolfgang Karl & Huang, Chen, 2016, "Multivariate factorisable sparse asymmetric least squares regression," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2016-058.
• Christian Hansen & Damian Kozbur & Sanjog Misra, 2016, "Targeted undersmoothing," ECON - Working Papers, Department of Economics - University of Zurich, number 282, Aug, revised Apr 2018.

2015

• Lorenzo Boldrini & Eric Hillebrand, 2015, "Supervision in Factor Models Using a Large Number of Predictors," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-38, Aug.
• Jakob Guldbæk Mikkelsen & Eric Hillebrand & Giovanni Urga, 2015, "Maximum Likelihood Estimation of Time-Varying Loadings in High-Dimensional Factor Models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-61, 12.
• Patrick Bajari & Denis Nekipelov & Stephen P. Ryan & Miaoyu Yang, 2015, "Machine Learning Methods for Demand Estimation," American Economic Review, American Economic Association, volume 105, issue 5, pages 481-485, May.
• Burns, Christopher & Prager, Daniel & Ghosh, Sujit & Goodwin, Barry, 2015, "Imputing for Missing Data in the ARMS Household Section: A Multivariate Imputation Approach," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California, Agricultural and Applied Economics Association, number 205291, DOI: 10.22004/ag.econ.205291.
• Louhichi, Kamel & Ciaian, Pavel & Espinosa, Maria & Colen, Liesbeth & Perni, Angel & Gomez y Paloma, Sergio, 2015, "Farm-level economic impacts of EU-CAP greening measures," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California, Agricultural and Applied Economics Association, number 205309, DOI: 10.22004/ag.econ.205309.
• Ferto, Imre & Bojnec, Stefan, 2015, "Quality upgrading in the European-Union agri-food exports," 89th Annual Conference, April 13-15, 2015, Warwick University, Coventry, UK, Agricultural Economics Society, number 204225, Apr, DOI: 10.22004/ag.econ.204225.
• Witajewski-Baltvilks, Jan & Verdolini, Elena & Tavoni, Massimo, , "Bending The Learning Curve," Climate Change and Sustainable Development, Fondazione Eni Enrico Mattei (FEEM), number 206836, DOI: 10.22004/ag.econ.206836.
• Hristov, Jordan, 2015, "An exploratory analysis of the impact of climate change on Macedonian agriculture," 2015 Conference, August 9-14, 2015, Milan, Italy, International Association of Agricultural Economists, number 211747, DOI: 10.22004/ag.econ.211747.
• Louhichi, Kamel & Ciaian, Pavel & Espinosa, Maria & Colen, Liesbeth & Perni, Angel & Gomez y Paloma, Sergio, 2015, "EU-wide individual Farm Model for CAP Analysis (IFM-CAP): Application to Crop Diversification Policy," 2015 Conference, August 9-14, 2015, Milan, Italy, International Association of Agricultural Economists, number 212155, DOI: 10.22004/ag.econ.212155.
• Martinez, Pilar & Blanco, Maria & Van Doorslaer, Benjamin & Ramos, Fabien & Stanca, Lucian, 2015, "What role does climate change play in agricultural market uncertainty? An integrated assessment taking into account market-driven adjustments," 2015 Conference, August 9-14, 2015, Milan, Italy, International Association of Agricultural Economists, number 212230, DOI: 10.22004/ag.econ.212230.
• Ibrahim Onur Oz & Tezer Yelkenci, 2015, "The Generalizability of Financial Distress Prediction Models: Evidence from Turkey," Journal of Accounting and Management Information Systems, Faculty of Accounting and Management Information Systems, The Bucharest University of Economic Studies, volume 14, issue 4, pages 685-703, December.
• Aysun Kapucugil İkiz & Güzin Özdağoğlu, 2015, "Text Mining as a Supporting Process for VoC Clarification," Alphanumeric Journal, Bahadir Fatih Yildirim, volume 3, issue 1, pages 25-40, June, DOI: http://dx.doi.org/10.17093/aj.2015..
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• Charles Rahal, 2015, "Housing Market Forecasting with Factor Combinations," Discussion Papers, Department of Economics, University of Birmingham, number 15-05, Jun.
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• Gustavo Nicol√°s P√°ez, 2015, "Prediciendo decisiones de agentes econ√≥micos: ¬øC√≥mo determina el Banco de la Rep√∫blica de Colombia la tasa de inter√©s?," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 12567, Feb.
• Christian Hutter & Joachim Möller & Marion Penninger, 2015, "Reducing the Need for Heuristic Rules - An Iterative Algorithm for Imputing the Education Variable in SIAB," Schmollers Jahrbuch : Journal of Applied Social Science Studies / Zeitschrift für Wirtschafts- und Sozialwissenschaften, Duncker & Humblot, Berlin, volume 135, issue 3, pages 355-388, DOI: 10.3790/schm.135.3.355.
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• Breitung, Jörg & Eickmeier, Sandra, 2015, "Analyzing business cycle asymmetries in a multi-level factor model," Economics Letters, Elsevier, volume 127, issue C, pages 31-34, DOI: 10.1016/j.econlet.2014.12.001.
• Chang, Chia-Lin & McAleer, Michael, 2015, "Econometric analysis of financial derivatives: An overview," Journal of Econometrics, Elsevier, volume 187, issue 2, pages 403-407, DOI: 10.1016/j.jeconom.2015.02.026.
• Castelli, Mauro & Vanneschi, Leonardo & De Felice, Matteo, 2015, "Forecasting short-term electricity consumption using a semantics-based genetic programming framework: The South Italy case," Energy Economics, Elsevier, volume 47, issue C, pages 37-41, DOI: 10.1016/j.eneco.2014.10.009.
• Witajewski-Baltvilks, Jan & Verdolini, Elena & Tavoni, Massimo, 2015, "Bending the learning curve," Energy Economics, Elsevier, volume 52, issue S1, pages 86-99, DOI: 10.1016/j.eneco.2015.09.007.
• Mittnik, Stefan & Robinzonov, Nikolay & Spindler, Martin, 2015, "Stock market volatility: Identifying major drivers and the nature of their impact," Journal of Banking & Finance, Elsevier, volume 58, issue C, pages 1-14, DOI: 10.1016/j.jbankfin.2015.04.003.
• Nathan, Max & Rosso, Anna, 2015, "Mapping digital businesses with big data: Some early findings from the UK," Research Policy, Elsevier, volume 44, issue 9, pages 1714-1733, DOI: 10.1016/j.respol.2015.01.008.
• Chang, C-L. & McAleer, M.J., 2015, "Research Ideas for the Journal of Health & Medical Economics: Opinion," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2015-25, Sep.
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• Yoshiaki OGURA & Ryo OKUI & Yukiko SAITO, 2015, "Network-motivated Lending Decisions," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI), number 15057, May.
• Jan Witajewski-Baltvilks & Elena Verdolini & Massimo Tavoni, 2015, "Bending The Learning Curve," Working Papers, Fondazione Eni Enrico Mattei, number 2015.65, Jul.
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• Stephanie M. Wilshusen, 2015, "Exploring the use of anonymized consumer credit information to estimate economic conditions: an application of big data," Consumer Finance Institute discussion papers, Federal Reserve Bank of Philadelphia, number 15-5, Nov.
• António Alberto Santos, 2015, "The evolution of the Volatility in Financial Returns: Realized Volatility vs Stochastic Volatility Measures," GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra, number 2015-10, Apr.
• António A. F. Santos, 2015, "On the Forecasting of Financial Volatility Using Ultra-High Frequency Data," GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra, number 2015-17, Aug.
• Catherine Doz & Anna Petronevich, 2015, "Dating Business Cycle Turning Points for the French Economy: a MS-DFM approach," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-01159200, Feb.
• Antoine Kornprobst & Raphaël Douady, 2015, "A Pratical Approach to Financial Crisis Indicators Based on Random Matrices," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01169307, May.
• Catherine Doz & Anna Petronevich, 2015, "Dating Business Cycle Turning Points for the French Economy: a MS-DFM approach," Post-Print, HAL, number hal-01159200, Feb.
• Antoine Kornprobst & Raphaël Douady, 2015, "A Pratical Approach to Financial Crisis Indicators Based on Random Matrices," Post-Print, HAL, number halshs-01169307, May.
• Edward L. Glaeser & Scott Duke Kominers & Michael Luca & Nikhil Naik, 2015, "Big Data and Big Cities: The Promises and Limitations of Improved Measures of Urban Life," Harvard Business School Working Papers, Harvard Business School, number 16-065, Nov.
• Quiroz, Matias & Villani, Mattias & Kohn, Robert, 2015, "Speeding Up Mcmc By Efficient Data Subsampling," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 297, Mar.
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• Quiroz, Matias, 2015, "Speeding Up Mcmc By Delayed Acceptance And Data Subsampling," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 307, Aug.
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• Caroline M. Hoxby & George B. Bulman, 2015, "The Effects of the Tax Deduction for Postsecondary Tuition: Implications for Structuring Tax-Based Aid," Economics Working Papers, Hoover Institution, Stanford University, number 15114, Sep.
• Miriam Koomen & Uschi Backes-Gellner, 2015, "Occupational Tasks and Wage Inequality in West Germany: A Decomposition Analysis," Economics of Education Working Paper Series, University of Zurich, Department of Business Administration (IBW), number 0112, Feb, revised Oct 2022.
• John P. Robinson & Elena Tracy & Yoonjoo Lee, 2015, "Cruising through the millennium - 2003-13 changes in American Daily life," electronic International Journal of Time Use Research, Research Institute on Professions (Forschungsinstitut Freie Berufe (FFB)) and The International Association for Time Use Research (IATUR), volume 12, issue 1, pages 133-152, December.
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• Catherine Doz & Anna Petronevich, 2015, "Dating Business Cycle Turning Points for the French Economy: a MS-DFM approach," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 15009, Feb.
• Antoine Kornprobst & Raphael Douady, 2015, "A Practical Approach to Financial Crisis Indicators Based on Random Matrices," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 15049, Jun.
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• Sarah Crichton & Sarah Tumen & Robert Templeton, 2015, "Using Integrated Administrative Data to Understand Children at Risk of Poor Outcomes as Young Adults," Treasury Analytical Papers Series, New Zealand Treasury, number ap15/01, Sep.
• Keith McLeod & Chris Ball & Sarah Tumen & Sarah Crichton, 2015, "Using Integrated Administrative Data to Identify Youth Who are at Risk of Poor Outcomes as Adults," Treasury Analytical Papers Series, New Zealand Treasury, number ap15/02, Dec.