Research classified by Journal of Economic Literature (JEL) codes

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

2017

• Alvarez Iturri, Silvana Valeria, 2017, "Pricing the quality of an innovative idea," IC3JM - Estudios = Working Papers, Instituto Mixto Carlos III - Juan March de Ciencias Sociales (IC3JM), number 24183, Feb.
• Benjamin David, 2017, "Model economic phenomena with CART and Random Forest algorithms," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2017-46.
• Maxime Leroux & Rachidi Kotchoni & Dalibor Stevanovic, 2017, "Forecasting economic activity in data-rich environment," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2017-5.
• Ciccarelli, Matteo & García, Juan Angel & Montes-Galdón, Carlos, 2017, "Unconventional monetary policy and the anchoring of inflation expectations," Working Paper Series, European Central Bank, number 1995, Jan.
• Osbat, Chiara & Benkovskis, Konstantins & Bluhm, Benjamin & Bobeica, Elena & Zeugner, Stefan, 2017, "What drives export market shares? It depends! An empirical analysis using Bayesian Model Averaging," Working Paper Series, European Central Bank, number 2090, Jul.
• Md. Shakib Hossain & Md. Ziaur Rahman, 2017, "Does Governance Facilitate Foreign Direct Investment in Developing Countries?," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 7, issue 1, pages 164-177.
• Bee, Marco & Riccaboni, Massimo & Trapin, Luca, 2017, "An extreme value analysis of the last century crises across industries in the U.S. economy," Journal of Economic Dynamics and Control, Elsevier, volume 81, issue C, pages 65-78, DOI: 10.1016/j.jedc.2017.01.012.
• Wongboonsin, Kua & Phiromswad, Piyachart, 2017, "Searching for empirical linkages between demographic structure and economic growth," Economic Modelling, Elsevier, volume 60, issue C, pages 364-379, DOI: 10.1016/j.econmod.2016.09.023.
• Liu, Jing & Wei, Yu & Ma, Feng & Wahab, M.I.M., 2017, "Forecasting the realized range-based volatility using dynamic model averaging approach," Economic Modelling, Elsevier, volume 61, issue C, pages 12-26, DOI: 10.1016/j.econmod.2016.11.020.
• Ma, Feng & Liu, Jing & Huang, Dengshi & Chen, Wang, 2017, "Forecasting the oil futures price volatility: A new approach," Economic Modelling, Elsevier, volume 64, issue C, pages 560-566, DOI: 10.1016/j.econmod.2017.04.020.
• Jerrim, John & Lopez-Agudo, Luis Alejandro & Marcenaro-Gutierrez, Oscar D. & Shure, Nikki, 2017, "What happens when econometrics and psychometrics collide? An example using the PISA data," Economics of Education Review, Elsevier, volume 61, issue C, pages 51-58, DOI: 10.1016/j.econedurev.2017.09.007.
• Fosten, Jack, 2017, "Confidence intervals in regressions with estimated factors and idiosyncratic components," Economics Letters, Elsevier, volume 157, issue C, pages 71-74, DOI: 10.1016/j.econlet.2017.05.034.
• Gagliardini, Patrick & Gouriéroux, Christian, 2017, "Double instrumental variable estimation of interaction models with big data," Journal of Econometrics, Elsevier, volume 201, issue 2, pages 176-197, DOI: 10.1016/j.jeconom.2017.08.002.
• Aït-Sahalia, Yacine & Xiu, Dacheng, 2017, "Using principal component analysis to estimate a high dimensional factor model with high-frequency data," Journal of Econometrics, Elsevier, volume 201, issue 2, pages 384-399, DOI: 10.1016/j.jeconom.2017.08.015.
• Shang, Han Lin, 2017, "Functional time series forecasting with dynamic updating: An application to intraday particulate matter concentration," Econometrics and Statistics, Elsevier, volume 1, issue C, pages 184-200, DOI: 10.1016/j.ecosta.2016.08.004.
• Gupta, Rangan & Wohar, Mark, 2017, "Forecasting oil and stock returns with a Qual VAR using over 150years off data," Energy Economics, Elsevier, volume 62, issue C, pages 181-186, DOI: 10.1016/j.eneco.2017.01.001.
• Bjørnland, Hilde C. & Ravazzolo, Francesco & Thorsrud, Leif Anders, 2017, "Forecasting GDP with global components: This time is different," International Journal of Forecasting, Elsevier, volume 33, issue 1, pages 153-173, DOI: 10.1016/j.ijforecast.2016.02.004.
• Kang, Yanfei & Hyndman, Rob J. & Smith-Miles, Kate, 2017, "Visualising forecasting algorithm performance using time series instance spaces," International Journal of Forecasting, Elsevier, volume 33, issue 2, pages 345-358, DOI: 10.1016/j.ijforecast.2016.09.004.
• Hännikäinen, Jari, 2017, "When does the yield curve contain predictive power? Evidence from a data-rich environment," International Journal of Forecasting, Elsevier, volume 33, issue 4, pages 1044-1064, DOI: 10.1016/j.ijforecast.2017.05.006.
• Davis, Morris A. & Oliner, Stephen D. & Pinto, Edward J. & Bokka, Sankar, 2017, "Residential land values in the Washington, DC metro area: New insights from big data," Regional Science and Urban Economics, Elsevier, volume 66, issue C, pages 224-246, DOI: 10.1016/j.regsciurbeco.2017.06.006.
• Timur Behlul & Anastasios Panagiotelis & George Athanasopoulos & Rob J Hyndman & Farshid Vahid, 2017, "The Australian Macro Database: An Online Resource for Macroeconomic Research in Australia," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2017-15, Feb.
• Hilde C. Bjornland & Leif Anders Thorsrud & Sepideh Khayati Zahiri, 2017, "Do Central Banks Respond Timely to Developments in the Global Economy?," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2017-20, Mar.
• Michal Antoszewski, 2017, "Panel estimation of sectoral substitution elasticities for CES production functions," EcoMod2017, EcoMod, number 10160, Jul.
• Nathalie Picard & Kamel Gadouche, 2017, "L’accès aux données très détaillées pour la recherche scientifique," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2017-06.
• Yolanda F. Rebollo-Sanz, 2017, "Decomposing the structure of wages into firm and worker effects," International Journal of Manpower, Emerald Group Publishing Limited, volume 38, issue 5, pages 765-787, August, DOI: 10.1108/IJM-04-2016-0082.
• Korobilis, D, 2017, "Forecasting with many predictors using message passing algorithms," Essex Finance Centre Working Papers, University of Essex, Essex Business School, number 19565, May.
• Matej Nevrla, 2017, "Systemic Risk in the European Financial and Energy Sector: Dynamic Factor Copula Approach," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2017/11, May, revised May 2017.
• Michelle L. Barnes & Giovanni P. Olivei, 2017, "Financial variables and macroeconomic forecast errors," Working Papers, Federal Reserve Bank of Boston, number 17-17, Oct.
• Martin M. Andreasen & Jens H. E. Christensen & Glenn D. Rudebusch, 2017, "Term Structure Analysis with Big Data," Working Paper Series, Federal Reserve Bank of San Francisco, number 2017-21, Sep.
• Alessandro Barbarino & Efstathia Bura, 2017, "A Unified Framework for Dimension Reduction in Forecasting," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2017-004, Jan, DOI: 10.17016/FEDS.2017.004.
• Matteo Barigozzi & Matteo Luciani, 2017, "Common Factors, Trends, and Cycles in Large Datasets," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2017-111, Nov, DOI: 10.17016/FEDS.2017.111.
• Marlene Amstad & Simon M. Potter & Robert W. Rich, 2017, "The New York Fed Staff Underlying Inflation Gauge (UIG)," Economic Policy Review, Federal Reserve Bank of New York, issue 23-2, pages 1-32.
• Brandyn Bok & Daniele Caratelli & Domenico Giannone & Argia M. Sbordone & Andrea Tambalotti, 2017, "Macroeconomic nowcasting and forecasting with big data," Staff Reports, Federal Reserve Bank of New York, number 830, Nov.
• Bige KÜÇÜKEFE & Dündar Murat DEMÄ°RÖZ, 2017, "FAVAR (Factor-Augmented Vector Autoregression) Modeli Literatür Taraması," Fiscaoeconomia, Tubitak Ulakbim JournalPark (Dergipark), issue 2.
• Rossella Bardazzi & Leonardo Ghezzi, 2017, "International competitiveness and investment: simulations with a bilateral trade model," Working Papers - Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa, number wp2017_01.rdf.
• Rui Pedro Brito & Hélder Sebastião & Pedro Godinho, 2017, "On the gains of using high frequency data and higher moments in Portfolio Selection," CeBER Working Papers, Centre for Business and Economics Research (CeBER), University of Coimbra, number 2017-02, Feb.
• Maxime Leroux & Rachidi Kotchoni & Dalibor Stevanovic, 2017, "Forecasting economic activity in data-rich environment," Working Papers, HAL, number hal-04141668.
• Alexander N. Bogin & William M. Doerner, 2017, "Property Renovations and Their Impact on House Price Index Construction," FHFA Staff Working Papers, Federal Housing Finance Agency, number 17-02, Mar, DOI: 10.1080/10835547.2019.12091526.
• Leonid Gokhberg & Ilya Kuzminov & Pavel Bakhtin & Elena Tochilina & Alexander Chulok & Anton Timofeev & Alina Lavrinenko, 2017, "Big-Data-Augmented Approach to Emerging Technologies Identification: Case of Agriculture and Food Sector," HSE Working papers, National Research University Higher School of Economics, number WP BRP 76/STI/2017.
• Pedro Carneiro & Sokbae (Simon) Lee & Daniel Wilhelm, 2017, "Optimal data collection for randomized control trials," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP15/17, Mar.
• Koen Jochmans & Martin Weidner, 2017, "Fixed-effect regressions on network data," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP26/17, May.
• Pedro Carneiro & Sokbae (Simon) Lee & Daniel Wilhelm, 2017, "Optimal data collection for randomized control trials," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP45/17, Oct.
• Le-Yu Chen & Sokbae (Simon) Lee, 2017, "Best subset binary prediction," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP50/17, Nov.
• Oscar Claveria & Enric Monte & Salvador Torra, 2017, "Let the data do the talking: Empirical modelling of survey-based expectations by means of genetic programming," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 201711, May, revised May 2017.
• Jerrim, John & Lopez-Agudo, Luis Alejandro & Marcenaro Gutierrez, Oscar & Shure, Nikki, 2017, "What Happens When Econometrics and Psychometrics Collide? An Example Using the PISA Data," IZA Discussion Papers, IZA Network @ LISER, number 10847, Jun.
• Simon Freyaldenhoven, 2017, "A Generalized Factor Model with Local Factors," 2017 Papers, Job Market Papers, number pfr361, Nov.
• David Wuepper & Marc Patry, 2017, "The World Heritage list: Which sites promote the brand? A big data spatial econometrics approach," Journal of Cultural Economics, Springer;The Association for Cultural Economics International, volume 41, issue 1, pages 1-21, February, DOI: 10.1007/s10824-016-9266-9.
• 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, volume 3, issue 3, pages 79-86, September.
• Ralf Brüggemann & Christian Kascha, 2017, "Directed Graphs and Variable Selection in Large Vector Autoregressive Models," Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz, number 2017-06, Aug.
• Jaqueson K Galimberti, 2017, "Forecasting GDP growth from the outer space," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 17-427, Feb, DOI: 10.3929/ethz-a-010852413.
• Narongdech Keeratipranon & Phatcharasak Phawanaphinyo, 2017, "Optimal Active Energy Loss with Feeder Routing and Renewable Energy for Smart Grid Distribution," Journal of Reviews on Global Economics, Lifescience Global, volume 6, pages 269-278.
• Konstantins Benkovskis & Benjamin Bluhm & Elena Bobeica & Chiara Osbat & Stefan Zeugner, 2017, "What drives export market shares? It depends! An empirical analysis using Bayesian Model Averaging," Working Papers, Latvijas Banka, number 2017/02, Aug.
• Martin Schumann & Thomas A. Severini & Gautam Tripathi, 2017, "Integrated Likelihood Based Inference for Nonlinear Panel Data Models with Unobserved Effects," DEM Discussion Paper Series, Department of Economics at the University of Luxembourg, number 17-01.
• Martin Boyer & Philippe De Donder & Claude Fluet & Marie-Louise Leroux & Pierre-Carl Michaud, 2017, "Long-term Care Insurance: Knowledge Barriers, Risk Perception and Adverse Selection," Cahiers de recherche, Chaire de recherche Industrielle Alliance sur les enjeux économiques des changements démographiques, number 1701.
• Damien Échevin & Qing Li & Marc-André Morin, 2017, "Hospital Readmission is Highly Predictable from Deep Learning," Cahiers de recherche, Chaire de recherche Industrielle Alliance sur les enjeux économiques des changements démographiques, number 1705.
• Gabriele, Mazzolini & Laura, Pagani & Alessandro, Santoro, 2017, "The deterrence effect of real-world operational tax audits," Working Papers, University of Milano-Bicocca, Department of Economics, number 359, Feb, revised 03 Feb 2017.
• Carlo, Fiorio & Alessandro, Santoro, 2017, "Evidence-based threat-of-audit letters: do taxpayers respond strategically in a complex environment?," Working Papers, University of Milano-Bicocca, Department of Economics, number 372, Sep, revised 26 Sep 2017.
• François Gardes, 2017, "Angus Deaton, prix à la mémoire d'Alfred Nobel 2015 : un maître de l'économie appliquée," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 17025, May, DOI: 10.3917/redp.273.0287.
• Dominique Guegan & Bertrand Hassani, 2017, "Regulatory Learning: how to supervise machine learning models? An application to credit scoring," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 17034, Jul.
• Dominique Guegan & Bertrand Hassani, 2017, "Regulatory Learning: how to supervise machine learning models? An application to credit scoring," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 17034r, Jul, revised Sep 2017, DOI: 10.1016/j.jfds.2018.04.001.
• Okay Gunes, 2017, "Hedonic Recommendations: An Econometric Application on Big Data," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 17061, Dec.
• Timur Behlul & Anastasios Panagiotelis & George Athanasopoulos & Rob J Hyndman & Farshid Vahid, 2017, "The Australian Macro Database: An online resource for macroeconomic research in Australia," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 1/17.
• Bin Jiang & George Athanasopoulos & Rob J Hyndman & Anastasios Panagiotelis & Farshid Vahid, 2017, "Macroeconomic forecasting for Australia using a large number of predictors," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 2/17.
• Raïsa Basselier & David de Antonio Liedo & Geert Langenus,, 2017, "Nowcasting real economic activity in the euro area : Assessing the impact of qualitative surveys," Working Paper Research, National Bank of Belgium, number 331, Dec.
• Karol Szafranek, 2017, "Bagged artificial neural networks in forecasting inflation: An extensive comparison with current modelling frameworks," NBP Working Papers, Narodowy Bank Polski, number 262.
• Jon Kleinberg & Himabindu Lakkaraju & Jure Leskovec & Jens Ludwig & Sendhil Mullainathan, 2017, "Human Decisions and Machine Predictions," NBER Working Papers, National Bureau of Economic Research, Inc, number 23180, Feb.
• Stefano Giglio & Dacheng Xiu, 2017, "Inference on Risk Premia in the Presence of Omitted Factors," NBER Working Papers, National Bureau of Economic Research, Inc, number 23527, Jun.
• Andrés F. Barrientos & Alexander Bolton & Tom Balmat & Jerome P. Reiter & John M. de Figueiredo & Ashwin Machanavajjhala & Yan Chen & Charles Kneifel & Mark DeLong, 2017, "A Framework for Sharing Confidential Research Data, Applied to Investigating Differential Pay by Race in the U. S. Government," NBER Working Papers, National Bureau of Economic Research, Inc, number 23534, Jun.
• Alexander M. Chinco & Mao Ye, 2017, "Investment-Horizon Spillovers," NBER Working Papers, National Bureau of Economic Research, Inc, number 23650, Aug.
• Serena Ng, 2017, "Opportunities and Challenges: Lessons from Analyzing Terabytes of Scanner Data," NBER Working Papers, National Bureau of Economic Research, Inc, number 23673, Aug.
• Jean-Pierre Dubé & Sanjog Misra, 2017, "Personalized Pricing and Consumer Welfare," NBER Working Papers, National Bureau of Economic Research, Inc, number 23775, Sep.
• Fiona Burlig & Christopher Knittel & David Rapson & Mar Reguant & Catherine Wolfram, 2017, "Machine Learning from Schools about Energy Efficiency," NBER Working Papers, National Bureau of Economic Research, Inc, number 23908, Oct.
• Alexander M. Chinco & Adam D. Clark-Joseph & Mao Ye, 2017, "Sparse Signals in the Cross-Section of Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 23933, Oct.
• Jacob Assa, 2017, "Leveraged Growth: Endogenous Money and Speculative Credit in a Stock-flow Consistent Measure of Output," Working Papers, New School for Social Research, Department of Economics, number 1727, Sep.
• Thilo Klein & Stefaan Verhulst, 2017, "Access to new data sources for statistics: Business models and incentives for the corporate sector," OECD Statistics Working Papers, OECD Publishing, number 2017/6, May, DOI: 10.1787/9a1fa77f-en.
• Jayson L. Lusk, 2017, "Consumer Research with Big Data: Applications from the Food Demand Survey (FooDS)," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, volume 99, issue 2, pages 303-320.
• Marisa Hidalgo-Hidalgo & Iñigo Iturbe-Ormaetxe, 2017, "Long-run Effects of Public Expenditure on Poverty," Working Papers, Universidad Pablo de Olavide, Department of Economics, number 17.09, Jul.
• Yolanda F. Rebollo-Sanz, 2017, "Decomposing the structure of wages into firm and worker effects: some insights from a high unemployment economy," Working Papers, Universidad Pablo de Olavide, Department of Economics, number 17.10, Sep.
• Annette O. Balaoing-Pelkmans, 2017, "A new look at Philippine export performance-a firm-level view," Philippine Review of Economics, University of the Philippines School of Economics and Philippine Economic Society, volume 54, issue 1, pages 1-31, June.
• Cordero, José Manuel & Cristobal, Victor & Santín, Daniel, 2017, "Causal Inference on Education Policies: A Survey of Empirical Studies Using PISA, TIMSS and PIRLS," MPRA Paper, University Library of Munich, Germany, number 76295, Jan.
• Chu, Ba, 2017, "Composite Quasi-Maximum Likelihood Estimation of Dynamic Panels with Group-Specific Heterogeneity and Spatially Dependent Errors," MPRA Paper, University Library of Munich, Germany, number 79709.
• Tagiew, Rustam & Ignatov, Dmitry I., 2017, "Behavior Mining in h-index Ranking Game," MPRA Paper, University Library of Munich, Germany, number 82795, Sep.
• Antoine A. Djogbenou, 2017, "Model Selection In Factor-augmented Regressions With Estimated Factors," Working Paper, Economics Department, Queen's University, number 1391, Oct.
• Antoine A. Djogbenou, 2018, "Comovements In The Real Activity Of Developed And Emerging Economies: A Test Of Global Versus Specific International Factors," Working Paper, Economics Department, Queen's University, number 1392, Apr.
• John Jerrim & Luis Alejandro Lopez-Agudo & Oscar D. Marcenaro-Gutierrez & Nikki Shure, 2017, "What Happens When Econometrics and Psychometrics Collide? An Example Using PISA Data," DoQSS Working Papers, Quantitative Social Science - UCL Social Research Institute, University College London, number 17-04, Feb.
• Fornaro, Paolo & Luomaranta, Henri & Saarinen, Lauri, 2017, "Nowcasting Finnish Turnover Indexes Using Firm-Level Data," ETLA Working Papers, The Research Institute of the Finnish Economy, number 46, Jan.
• Julius Frieling & Reinhard Madlener, 2017, "The Turning Tide: How Energy has Driven the Transformation of the British Economy Since the Industrial Revolution," FCN Working Papers, E.ON Energy Research Center, Future Energy Consumer Needs and Behavior (FCN), number 7/2017, Jun.
• Michal Antoszewski, 2017, "Panel estimation of sectoral substitution elasticities for CES production functions," MF Working Papers, Ministry of Finance in Poland, number 28, Sep.
• Andreea – Cristina PETRICA & Stelian STANCU, 2017, "Empirical Results of Modeling EUR/RON Exchange Rate using ARCH, GARCH, EGARCH, TARCH and PARCH models," Romanian Statistical Review, Romanian Statistical Review, volume 65, issue 1, pages 57-72, March.
• Tommaso Proietti & Alessandro Giovannelli, 2017, "A Durbin-Levinson Regularized Estimator of High Dimensional Autocovariance Matrices," CEIS Research Paper, Tor Vergata University, CEIS, number 410, Jul, revised 19 Jul 2017.
• Francesca Di Iorio & Stefano Fachin, 2017, "Evaluating Restricted Common Factor models for non-stationary data," DSS Empirical Economics and Econometrics Working Papers Series, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome, number 2017/2, Mar.
• Massimo Franchi & Paolo Paruolo, 2017, "A general inversion theorem for cointegration," DSS Empirical Economics and Econometrics Working Papers Series, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome, number 2017/3, Jun.
• Massimo Franchi & Paolo Paruolo, 2017, "Cointegration in functional autoregressive processes," DSS Empirical Economics and Econometrics Working Papers Series, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome, number 2017/5, Dec.
• Emilia Vasile & Danut Octavian Simion, 2017, "The Management of Businesses through Information Systems," Working papers Globalization - Economic, Social and Moral Implications, April 2017, Research Association for Interdisciplinary Studies, number 20, Jan, DOI: 10.5281/zenodo.581790.
• Alain Galli, 2017, "Which indicators matter? Analyzing the Swiss business cycle using a large-scale mixed-frequency dynamic factor model," Working Papers, Swiss National Bank, number 2017-08.
• Júlia Gallego Ziero Uhr & André Luis Squarize Chagas, Daniel de Abreu Pereira Uhr, Renan Porn Peres, 2017, "A study on environmental infractions for Brazilian municipalities: a spatial dynamic panel approach," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2017_13, Aug.
• Hocine Mokhtar-Kharroubi, 2017, "Convex and convex-like optimization over a range inclusion problem and first applications," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 40, issue 1, pages 277-299, November, DOI: 10.1007/s10203-017-0190-z.
• Ricardo Buettner, 2017, "Predicting user behavior in electronic markets based on personality-mining in large online social networks," Electronic Markets, Springer;IIM University of St. Gallen, volume 27, issue 3, pages 247-265, August, DOI: 10.1007/s12525-016-0228-z.
• Eric. W. K. See-To & Yang Yang, 2017, "Market sentiment dispersion and its effects on stock return and volatility," Electronic Markets, Springer;IIM University of St. Gallen, volume 27, issue 3, pages 283-296, August, DOI: 10.1007/s12525-017-0254-5.
• Júlia Varga, 2017, "Out-migration and attrition of physicians and dentists before and after EU accession (2003 and 2011): the case of Hungary," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), volume 18, issue 9, pages 1079-1093, December, DOI: 10.1007/s10198-016-0854-6.
• Thomas Reutterer & Kurt Hornik & Nicolas March & Kathrin Gruber, 2017, "A data mining framework for targeted category promotions," Journal of Business Economics, Springer, volume 87, issue 3, pages 337-358, April, DOI: 10.1007/s11573-016-0823-7.
• Sebastian Voigt & Oliver Hinz, 2017, "Assessing the economic effects of server launches in free-to-play MMO games," Journal of Business Economics, Springer, volume 87, issue 4, pages 421-464, May, DOI: 10.1007/s11573-016-0825-5.
• R. P. Brito & H. Sebastião & P. Godinho, 2017, "Portfolio choice with high frequency data: CRRA preferences and the liquidity effect," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, volume 16, issue 2, pages 65-86, August, DOI: 10.1007/s10258-017-0131-3.
• Oscar Claveria & Enric Monte & Salvador Torra, 2017, "A new approach for the quantification of qualitative measures of economic expectations," Quality & Quantity: International Journal of Methodology, Springer, volume 51, issue 6, pages 2685-2706, November, DOI: 10.1007/s11135-016-0416-0.
• Jessica Petersen & Fabian Hattke & Rick Vogel, 2017, "Editorial governance and journal impact: a study of management and business journals," Scientometrics, Springer;Akadémiai Kiadó, volume 112, issue 3, pages 1593-1614, September, DOI: 10.1007/s11192-017-2434-7.
• Scott French, 2017, "A Gravity-Based Revealed Comparative Advantage Estimator," Discussion Papers, School of Economics, The University of New South Wales, number 2017-05, Feb.
• Rachida Ouysse, 2017, "Constrained principal components estimation of large approximate factor models," Discussion Papers, School of Economics, The University of New South Wales, number 2017-12, Apr.
• Chris van Wyk & Anderson Gondwe & Pierre de Villiers, 2017, "Learner flow through patterns in the Western Cape using CEMIS datasets from 2007 to 2014: A longitudinal cohort analysis," Working Papers, Stellenbosch University, Department of Economics, number 02/2017.
• Oscar Claveria & Enric Monte & Salvador Torra, 2017, "Using Survey Data to Forecast Real Activity with Evolutionary Algorithms. a Cross-Country Analysis," Journal of Applied Economics, Taylor & Francis Journals, volume 20, issue 2, pages 329-349, November, DOI: 10.1016/S1514-0326(17)30015-6.
• Michael Greenacre, 2017, "Towards a pragmatic approach to compositional data analysis," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1554, Jan.
• Michael Greenacre, 2017, "Data reporting and visualization in ecology," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1558, Feb.
• Ryan Brady & Michael Insler, 2017, "Order of Play Advantage in Sequential Tournaments: Evidence from randomized settings in professional golf," Departmental Working Papers, United States Naval Academy Department of Economics, number 54, Feb.
• Kjosev Sasho & Novkovska Blagica, 2017, "Developing Social Accounting Matrix for Macedonia: a challenge ahead," Croatian Review of Economic, Business and Social Statistics, Paradigm, volume 3, issue 2, pages 10-19, December, DOI: 10.1515/crebss-2017-0006.
• Eryk Kopczyński & Dorota Celińska, 2017, "Hyperbolic grids and discrete random graphs," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2017-20, Oct, revised 04 Jan 2018.
• Rangan Gupta & Eric Olson & Mark E. Wohar, 2017, "Forecasting key US macroeconomic variables with a factor‐augmented Qual VAR," Journal of Forecasting, John Wiley & Sons, Ltd., volume 36, issue 6, pages 640-650, September.
• Foos, Daniel & Lütkebohmert, Eva & Markovych, Mariia & Pliszka, Kamil, 2017, "Euro area banks' interest rate risk exposure to level, slope and curvature swings in the yield curve," Discussion Papers, Deutsche Bundesbank, number 24/2017.
• Momanyi, Kevin, 2025, "An Econometric Analysis of the Impact of Telecare on the Length of Stay in Hospital," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 168559.
• Heinisch, Katja & Scheufele, Rolf, 2017, "Should forecasters use real-time data to evaluate leading indicator models for GDP prediction? German evidence," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 5/2017.
• Haskamp, Ulrich, 2017, "Improving the forecasts of European regional banks' profitability with machine learning algorithms," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 705, DOI: 10.4419/86788819.
• Qian, Ya & Härdle, Wolfgang Karl & Chen, Cathy Yi-Hsuan, 2017, "Industry Interdependency Dynamics in a Network Context," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2017-012.
• Adamyan, Larisa & Efimov, Kirill & Chen, Cathy Yi-hsuan & Härdle, Wolfgang Karl, 2017, "Adaptive weights clustering of research papers," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2017-013.
• Burdejová, Petra & Härdle, Wolfgang Karl, 2017, "Dynamic semi-parametric factor model for functional expectiles," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2017-027.
• Zharova, Alona & Härdle, Wolfgang Karl & Lessmann, Stefan, 2017, "Is scientific performance a function of funds?," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2017-028.

2016

• Daniel Felix Ahelegbey & Monica Billio & Roberto Casarin, 2016, "Sparse Graphical Vector Autoregression: A Bayesian Approach," Annals of Economics and Statistics, GENES, issue 123-124, pages 333-361, DOI: 10.15609/annaeconstat2009.123-124.0.
• Nicholas Bloom & Renata Lemos & Raffaella Sadun & Daniela Scur & John Van Reenen, 2016, "International Data on Measuring Management Practices," American Economic Review, American Economic Association, volume 106, issue 5, pages 152-156, May.
• Liran Einav & Amy Finkelstein & Raymond Kluender & Paul Schrimpf, 2016, "Beyond Statistics: The Economic Content of Risk Scores," American Economic Journal: Applied Economics, American Economic Association, volume 8, issue 2, pages 195-224, April.
• Alberto Cavallo & Roberto Rigobon, 2016, "The Billion Prices Project: Using Online Prices for Measurement and Research," Journal of Economic Perspectives, American Economic Association, volume 30, issue 2, pages 151-178, Spring.
• Emmanuel Olusegun STOBER, 2016, "Crude Oil Price Shocks And Macroeconomic Behavior In Nigeria," Journal of Social and Economic Statistics, Bucharest University of Economic Studies, volume 5, issue 1, pages 56-66, JULY.
• Ufuk Çelik & Eyüp Akçetin & Abdulkadir Yaldır, 2016, "Analysis of Volvo IT's Closed Problem Management Processes By Using Process Mining Software ProM and Disco," Alphanumeric Journal, Bahadir Fatih Yildirim, volume 4, issue 2, pages 171-182, December, DOI: http://dx.doi.org/10.17093/alphanum.
• Gordon Rausser & David A. Bessler, 2016, "Information Recovery and Causality: A Tribute to George Judge," Annual Review of Resource Economics, Annual Reviews, volume 8, issue 1, pages 7-23, October.
• Jushan Bai & Peng Wang, 2016, "Econometric Analysis of Large Factor Models," Annual Review of Economics, Annual Reviews, volume 8, issue 1, pages 53-80, October.
• Pedro Carneiro & Sokbae Lee & Daniel Wilhelm, 2016, "Optimal Data Collection for Randomized Control Trials," Papers, arXiv.org, number 1603.03675, Mar, revised Aug 2016.
• Ning Xu & Jian Hong & Timothy C. G. Fisher, 2016, "Model selection consistency from the perspective of generalization ability and VC theory with an application to Lasso," Papers, arXiv.org, number 1606.00142, Jun.
• Koen Jochmans & Martin Weidner, 2016, "Fixed-Effect Regressions on Network Data," Papers, arXiv.org, number 1608.01532, Aug, revised Apr 2019.
• Ning Xu & Jian Hong & Timothy C. G. Fisher, 2016, "Finite-sample and asymptotic analysis of generalization ability with an application to penalized regression," Papers, arXiv.org, number 1609.03344, Sep, revised Sep 2016.
• Matthias Raddant & Friedrich Wagner, 2016, "Multivariate Garch with dynamic beta," Papers, arXiv.org, number 1609.07051, Sep, revised Nov 2019.
• Le-Yu Chen & Sokbae Lee, 2016, "Best Subset Binary Prediction," Papers, arXiv.org, number 1610.02738, Oct, revised May 2018.
• Pedro Carneiro & Sokbae (Simon) Lee & Daniel Wilhelm, 2016, "Optimal data collection for randomized control trials," CeMMAP working papers, Institute for Fiscal Studies, number 15/16, Apr, DOI: 10.1920/wp.cem.2016.1516.
• Koen Jochmans & Martin Weidner, 2016, "Fixed-effect regressions on network data," CeMMAP working papers, Institute for Fiscal Studies, number 32/16, Aug, DOI: 10.1920/wp.cem.2016.3216.
• Victor Chernozhukov & Christian Hansen & Martin Spindler, 2016, "Valid post-selection and post-regularization inference: An elementary, general approach," CeMMAP working papers, Institute for Fiscal Studies, number 36/16, Aug, DOI: 10.1920/wp.cem.2016.3616.
• Christian M. Hafner & Oliver Linton & Haihan Tang, 2016, "Estimation of a multiplicative covariance structure in the large dimensional case," CeMMAP working papers, Institute for Fiscal Studies, number 52/16, Nov, DOI: 10.1920/wp.cem.2016.5216.
• Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2016, "Measuring Uncertainty and Its Impact on the Economy," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 1639.
• Kan Chen & Mario Crucini, 2016, "Trends & Cycles in Small Open Economies:Making the Case for a General Equilibrium Approach," Working Papers, BBVA Bank, Economic Research Department, number 16/12, Aug.
• 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.
• Michael Greenacre & Tor Korneliussen, 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, Paradigm, 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 Staff Working Paper series, 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.
• Kapetanios, George & Marcellino, Massimiliano & Venditti, Fabrizio, 2016, "Large Time-Varying Parameter VARs: A Non-Parametric Approach," CEPR Discussion Papers, Centre for Economic Policy Research, 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.