Research classified by Journal of Economic Literature (JEL) codes

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

2016

• 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, 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," 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..
• Victor Chernozhukov & Christian Hansen & Martin Spindler, 2015, "Valid Post-Selection and Post-Regularization Inference: An Elementary, General Approach," Annual Review of Economics, Annual Reviews, volume 7, issue 1, pages 649-688, August.
• Victor Chernozhukov & Christian Hansen & Martin Spindler, 2015, "Valid Post-Selection and Post-Regularization Inference: An Elementary, General Approach," Papers, arXiv.org, number 1501.03430, Jan, revised Aug 2015.
• Antoine Kornprobst & Raphael Douady, 2015, "An Empirical Approach to Financial Crisis Indicators Based on Random Matrices," Papers, arXiv.org, number 1506.00806, Jun, revised Sep 2017.
• Mumtaz Hussain Shah & Anum Gul Afridi, 2015, "Significance of Good Governance for FDI Inflows in SAARC Countries," Business & Economic Review, Institute of Management Sciences, Peshawar, Pakistan, volume 7, issue 2, pages 31-52, October, DOI: dx.doi.org/10.22547/BER/7.2.2.
• Charles Rahal, 2015, "Housing Market Forecasting with Factor Combinations," Discussion Papers, Department of Economics, University of Birmingham, number 15-05, Jun.
• Hilde C. Bjørnland & Francesco Ravazzolo & Leif Anders Thorsrud, 2015, "Forecasting GDP with global components. This time is different," Working Paper, Norges Bank, number 2015/05, Mar.
• Claudia Foroni & Francesco Ravazzolo & Pinho J. Ribeiro, 2015, "Forecasting commodity currencies: the role of fundamentals with short-lived predictive content," Working Paper, Norges Bank, number 2015/14, Oct.
• Hilde C. Bjørnland & Francesco Ravazzolo & Leif Anders Thorsrud, 2015, "Forecasting GDP with global components. This time is different," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 1/2015, Jan.
• David Bholat & Stephen Hans & Pedro Santos & Cheryl Schonhardt-Bailey, 2015, "Text mining for central banks," Handbooks, Centre for Central Banking Studies, Bank of England, number 33, April.
• Jeremiah Dittmar & Skipper Seabold, 2015, "Media, Markets and Institutional Change: Evidence from the Protestant Reformation," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp1367, Aug.
• Zhengbin Dong & Wenjie Wu, 2015, "Exploring the Geography of China's Airport Networks: A Hybrid Complex-Network Approach," SERC Discussion Papers, Centre for Economic Performance, LSE, number 0173, Mar.
• Tim Oliver Berg, 2015, "Forecast Accuracy of a BVAR under Alternative Specifications of the Zero Lower Bound," ifo Working Paper Series, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 203.
• Pedro S. Martins, 2015, "Working to get fired? Regression discontinuity effects of unemployment benefit eligibility on prior employment duration," Working Papers, Queen Mary, University of London, School of Business and Management, Centre for Globalisation Research, number 61, Aug.
• Gheorghe MILITARU & Massimo POLLIFRONI & Alexandra IOANID, 2015, "Big Data In Supply Chain Management: An Exploratory Study," Network Intelligence Studies, Romanian Foundation for Business Intelligence, Editorial Department, issue 6, pages 103-108, December.
• 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.
• Kutluk KaÄŸan SÃœMER, 2015, "Effectiveness of technical analysis indicators over stock return: A Panel Data Approach," Eurasian Eononometrics, Statistics and Emprical Economics Journal, Eurasian Academy Of Sciences, volume 1, issue 1, pages 43-56, February, DOI: 10.17740/eas.stat.2015.V1-04.
• McAdam, Peter & Christopoulos, Dimitris, 2015, "Efficiency, Inefficiency and the MENA Frontier," Working Paper Series, European Central Bank, number 1757, Feb.
• Glaeser, Edward L. & Kominers, Scott Duke & Luca, Michael & Naik, Nikhil, 2015, "Big Data and Big Cities: The Promises and Limitations of Improved Measures for Urban Life," Working Paper Series, Harvard University, John F. Kennedy School of Government, number 15-075, Dec.
• 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.
• McAleer, M.J., 2015, "Research Ideas for the Journal of Informatics and Data Mining: Opinion," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2015-26, Sep.
• 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.
• Stephan D. Whitaker, 2015, "Big Data versus a Survey," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1440, Jan, DOI: 10.26509/frbc-wp-201440.
• Alessandro Barbarino & Efstathia Bura, 2015, "Forecasting with Sufficient Dimension Reductions," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2015-74, Sep, DOI: 10.17016/FEDS.2015.074.
• 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.
• Quiroz, Matias & Villani, Mattias & Kohn, Robert, 2015, "Scalable Mcmc For Large Data Problems Using Data Subsampling And The Difference Estimator," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 306, Aug.
• Quiroz, Matias, 2015, "Speeding Up Mcmc By Delayed Acceptance And Data Subsampling," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 307, Aug.
• Ogura, Yoshiaki & Okui, Ryo & Saito, Yukiko Umeno, 2015, "Network-Motivated Lending Decisions," HIT-REFINED Working Paper Series, Institute of Economic Research, Hitotsubashi University, number 29, Oct.
• 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.
• Jean-François Angers & Denise Desjardins & Georges Dionne & François Guertin, 2015, "Modelling and Estimating Individual and Firm Effects with Count Panel Data," Cahiers de recherche, CIRPEE, number 1506.
• 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, DOI: 10.1108/S0731-905320150000035012.
• 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.
• Aleksandra Hałka & Grzegorz Szafrański, 2015, "What common factors are driving inflation in CEE countries?," NBP Working Papers, Narodowy Bank Polski, number 225.
• Patrick Bajari & Denis Nekipelov & Stephen P. Ryan & Miaoyu Yang, 2015, "Demand Estimation with Machine Learning and Model Combination," NBER Working Papers, National Bureau of Economic Research, Inc, number 20955, Feb.
• Carlos A. Manzanares & Ying Jiang & Patrick Bajari, 2015, "Improving Policy Functions in High-Dimensional Dynamic Games," NBER Working Papers, National Bureau of Economic Research, Inc, number 21124, Apr.
• Caroline M. Hoxby & George B. Bulman, 2015, "The Effects of the Tax Deduction for Postsecondary Tuition: Implications for Structuring Tax-Based Aid," NBER Working Papers, National Bureau of Economic Research, Inc, number 21554, Sep.
• Yacine Aït-Sahalia & Dacheng Xiu, 2015, "Principal Component Analysis of High Frequency Data," NBER Working Papers, National Bureau of Economic Research, Inc, number 21584, Sep.
• 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," NBER Working Papers, National Bureau of Economic Research, Inc, number 21778, Dec.
• 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.
• Lenarčič, Črt & Damjanović, Milan, 2015, "Slovene Residential Property Prices Misalignment with Fundamentals," MPRA Paper, University Library of Munich, Germany, number 101198, Dec.
• Byambasuren, Tsenguunjav & Gochoo, Munkh-Erdene, 2015, "Optimizing the Structure of Mongolian Foreign Trade and the Alternative Policy of Successful Transition," MPRA Paper, University Library of Munich, Germany, number 61803, Feb.
• Berg, Tim Oliver, 2015, "Multivariate Forecasting with BVARs and DSGE Models," MPRA Paper, University Library of Munich, Germany, number 62405, Feb.
• Situngkir, Hokky, 2015, "Indonesia embraces the Data Science," MPRA Paper, University Library of Munich, Germany, number 66048, Aug.
• Ben Jebli, Mehdi, 2015, "The Impact of Combustible Renewables and Waste Consumption and Transport on the Environmental Degradation: The Case of Tunisia," MPRA Paper, University Library of Munich, Germany, number 68038, Nov.
• Gangopadhyay, Kausik & Jangir, Abhishek & Sensarma, Rudra, 2015, "Forecasting the price of gold: An error correction approach," MPRA Paper, University Library of Munich, Germany, number 81066, Feb.
• Braaksma, Barteld & Zeelenberg, Kees, 2015, "“Re-make/Re-model”: Should big data change the modelling paradigm in official statistics?," MPRA Paper, University Library of Munich, Germany, number 87741.
• Rangan Gupta & Eric Olson & Mark E. Wohar, 2015, "Forecasting Key US Macroeconomic Variables with a Factor-Augmented Qual VAR," Working Papers, University of Pretoria, Department of Economics, number 201585, Nov.
• Rangan Gupta & Mark E. Wohar, 2015, "Forecasting Oil and Stock Returns with a Qual VAR using over 150 Years of Data," Working Papers, University of Pretoria, Department of Economics, number 201589, Dec.
• Chris Godfrey & Chris Brooks, 2015, "The Negative Credit Risk Premium Puzzle: A Limits to Arbitrage Story," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2015-07, Sep.
• Charles Olivier Mao Takongmo & Dalibor Stevanovic, 2015, "Selection Of The Number Of Factors In Presence Of Structural Instability: A Monte Carlo Study," L'Actualité Economique, Société Canadienne de Science Economique, volume 91, issue 1-2, pages 177-233.
• Francesco Lautizi, 2015, "Large Scale Covariance Estimates for Portfolio Selection," CEIS Research Paper, Tor Vergata University, CEIS, number 353, Aug, revised 07 Aug 2015.
• Ülle Säälik, 2015, "Reading performance, learning strategies, gender and school language as related issues ? PISA 2009 findings in Finland and Estonia," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 1003055, May.
• Ülle Säälik, 2015, "Reading performance, learning strategies, gender and school language as related issues ? PISA 2009 findings in Finland and Estonia," International Journal of Teaching and Education, International Institute of Social and Economic Sciences, volume 3, issue 2, pages 17-30, June.
• Michał Bernardelli, 2015, "Cheater detection in Real Time Bidding system – panel approach," Collegium of Economic Analysis Annals, Warsaw School of Economics, Collegium of Economic Analysis, issue 39, pages 11-24.
• Luke Hartigan, 2015, "Changes in the Factor Structure of the U.S. Economy: Permanent Breaks or Business Cycle Regimes?," Discussion Papers, School of Economics, The University of New South Wales, number 2015-17, Sep.
• Thomas Peeters & Steven Salaga & Matthew Juravich, 2015, "Matching and Winning? The Impact of Upper and Middle Managers on Team Performance in Major League Baseball," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-115/VII, Oct, revised 03 Mar 2020.
• Chia-Lin Chang & Michael McAleer, 2015, "Research Ideas for the Journal of Health & Medical Economics: Opinion," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2015-12, Sep.
• Michael McAleer, 2015, "Research Ideas for the Journal of Informatics and Data Mining: Opinion," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2015-13, Sep.
• Sylvain Barde, 2015, "A fast algorithm for finding the confidence set of large collections of models," Studies in Economics, School of Economics, University of Kent, number 1519, Sep.
• Ronald Miranda & Gabriela Mordecki, 2015, "Real exchange rate volatility impact on exports: A comparative study 1990-2013," Documentos de Trabajo (working papers), Instituto de Economía - IECON, number 15-18, Dec.
• Elena Dalla Chiara & Martina Menon & Federico Perali, 2015, "An Integrated Data Base to Measure Living Standards," Working Papers, University of Verona, Department of Economics, number 28/2015, Nov.
• Taro Takimoto & Kazuya Sakata & Kazunori Nakajima & Masaki Narukawa & Naoki Sakamoto, 2015, "Disparity in emergency medical services across Japan," ERSA conference papers, European Regional Science Association, number ersa15p526, Oct.
• Wenjie Wu & Jianghao Wang, 2015, "Exploring city social interaction ties in the big data era: Evidence based on location-based social media data from China," ERSA conference papers, European Regional Science Association, number ersa15p798, Oct.
• Jesus Crespo Cuaresma & Bettina Grün & Paul Hofmarcher & Stefan Humer & Mathias Moser, 2015, "A Comprehensive Approach to Posterior Jointness Analysis in Bayesian Model Averaging Applications," Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics, number wuwp193, Mar.
• Crespo Cuaresma, Jesus & Grün, Bettina & Hofmarcher, Paul & Humer, Stefan & Moser, Mathias, 2015, "A Comprehensive Approach to Posterior Jointness Analysis in Bayesian Model Averaging Applications," Department of Economics Working Paper Series, WU Vienna University of Economics and Business, number 193, Mar.
• Adam Nowak & Patrick Smith, 2015, "Textual Analysis in Real Estate," Working Papers, Department of Economics, West Virginia University, number 15-34, Aug.
• Chao, Shih-Kang & Härdle, Wolfgang Karl & Yuan, Ming, 2015, "Factorisable sparse tail event curves," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2015-034.
• Köhler, Ekkehard, 2015, "Fiscal Sustainability in Cross-Dependent Panels: Evidence from the German L nder," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association, number 113104.
• Damian Kozbur, 2015, "Testing-Based Forward Model Selection," ECON - Working Papers, Department of Economics - University of Zurich, number 283, Jan, revised Apr 2018.

2014

• Anders Bredahl Kock & Haihan Tang, 2014, "Inference in High-dimensional Dynamic Panel Data Models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-58, Dec.
• Alexandre Belloni & Victor Chernozhukov & Christian Hansen, 2014, "High-Dimensional Methods and Inference on Structural and Treatment Effects," Journal of Economic Perspectives, American Economic Association, volume 28, issue 2, pages 29-50, Spring.
• Hal R. Varian, 2014, "Big Data: New Tricks for Econometrics," Journal of Economic Perspectives, American Economic Association, volume 28, issue 2, pages 3-28, Spring.
• David W. Nickerson & Todd Rogers, 2014, "Political Campaigns and Big Data," Journal of Economic Perspectives, American Economic Association, volume 28, issue 2, pages 51-74, Spring.
• Ori Heffetz & Katrina Ligett, 2014, "Privacy and Data-Based Research," Journal of Economic Perspectives, American Economic Association, volume 28, issue 2, pages 75-98, Spring.
• Cooper, Joseph & Delbecq, Benoit, 2014, "A Multi-Region Approach to Assessing Fiscal and Farm Level Consequences of Government Support for Farm Risk Management," 2014 Third Congress, June 25-27, 2014, Alghero, Italy, Italian Association of Agricultural and Applied Economics (AIEAA), number 173108, DOI: 10.22004/ag.econ.173108.
• 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, Fondazione Eni Enrico Mattei (FEEM), number 165791, Mar, DOI: 10.22004/ag.econ.165791.
• Zekić-Sušac Marijana & Pfeifer Sanja & Šarlija Nataša, 2014, "A Comparison of Machine Learning Methods in a High-Dimensional Classification Problem," Business Systems Research, Sciendo, volume 5, issue 3, pages 82-96, September, DOI: 10.2478/bsrj-2014-0021.
• Michael McAleer, 2014, "Discussion of “Principal Volatility Component Analysis” by Yu-Pin Hu and Ruey Tsay," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 14/09, Feb.
• Chia-Lin Chang & Michael McAleer, 2014, "Econometric Analysis of Financial Derivatives: An Overview," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 14/29, Dec.
• Max Nathan & Anna Rosso, 2014, "Mapping Information Economy Businesses with Big Data: Findings for the UK," CEP Occasional Papers, Centre for Economic Performance, LSE, number 44, Dec.
• Dalibor Stevanovic & Charles Olivier Mao Takongmo, 2014, "Selection of the number of factors in presence of structural instability: a Monte Carlo study," CIRANO Working Papers, CIRANO, number 2014s-44, Dec.
• Dante Amengual & Luca Repetto, 2014, "Testing a Large Number of Hypotheses in Approximate Factor Models," Working Papers, CEMFI, number wp2014_1410, Dec.
• Daas, Piet J.H. & Puts, Marco J.H., 2014, "Social media sentiment and consumer confidence," Statistics Paper Series, European Central Bank, number 5, Sep.
• Gillen, Benjamin J., 2014, "An empirical Bayesian approach to stein-optimal covariance matrix estimation," Journal of Empirical Finance, Elsevier, volume 29, issue C, pages 402-420, DOI: 10.1016/j.jempfin.2014.09.006.
• Jorg Breitung & Sandra Eickmeier, 2014, "Analyzing Business and Financial Cycles Using Multi-Level Factor Models," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2014-43, May.
• Kan Chen & Mario J. Crucini, 2014, "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 2014-76, Dec.
• Aleksandra Halka & Grzegorz Szafrański, 2014, "What common factors are driving inflation in CEE countries?," EcoMod2014, EcoMod, number 6977, Jul.
• Benjamin J. Gillen & Matthew Shum & Hyungsik Roger Moon, 2014, "Demand Estimation with High-Dimensional Product Characteristics," Advances in Econometrics, Emerald Group Publishing Limited, "Bayesian Model Comparison", DOI: 10.1108/S0731-905320140000034020.
• McAleer, M.J., 2014, "Discussion of “Principal Volatility Component Analysis” by Yu-Pin Hu and Ruey Tsay," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2014-06, Feb.
• Chang, C-L. & McAleer, M.J., 2014, "Econometric Analysis of Financial Derivatives," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2015-02, Dec.
• Joseph P. Byrne & Dimitris Korobilis & Pinho J. Ribeiro, 2014, "On the Sources of Uncertainty in Exchange Rate Predictability," Working Papers, Business School - Economics, University of Glasgow, number 2014_16, Sep.
• Davor Kunovac & Borna Špalat, 2014, "Nowcasting GDP Using Available Monthly Indicators," Working Papers, The Croatian National Bank, Croatia, number 39, Oct.
• Kausik Gangopadhyay & Abhishek Jangir & Rudra Sensarma, 2014, "Forecasting the price of gold: An error correction approach," Working papers, Indian Institute of Management Kozhikode, number 155.
• Cathal O'Donoghue & Karyn Morrissey & John Lennon, 2014, "Spatial Microsimulation Modelling: a Review of Applications and Methodological Choices," International Journal of Microsimulation, International Microsimulation Association, volume 7, issue 1, pages 26-75.
• Nathan, Max & Rosso, Anna & Bouet, Francois, 2014, "Mapping 'Information Economy' Businesses with Big Data: Findings for the UK," IZA Discussion Papers, IZA Network @ LISER, number 8662, Nov.
• Reinhold Decker, 2014, "Real-Time Analysis of Online Product Reviews by Means of Multi-Layer Feed-Forward Neural Networks," International Journal of Business and Social Research, LAR Center Press, volume 4, issue 11, pages 60-70, November.
• Reinhold Decker, 2014, "Real-Time Analysis of Online Product Reviews by Means of Multi-Layer Feed-Forward Neural Networks," International Journal of Business and Social Research, MIR Center for Socio-Economic Research, volume 4, issue 11, pages 60-70, November.
• Rob J Hyndman & Alan Lee & Earo Wang, 2014, "Fast computation of reconciled forecasts for hierarchical and grouped time series," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 17/14.
• Max Nathan & Anna Rosso, 2014, "Mapping Information Economy Business with Big Data: Findings from the UK," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 442, Nov.
• Popovici Alexandru, 2014, "Philosophy of the Multilevel Reality. Applications in Economics (I) [Filozofia realitǎţii multinivel. Aplicaţii în economie (I)]," Revista OEconomica, Romanian Society for Economic Science, Revista OEconomica, issue 03, September.
• Popovici Alexandru, 2014, "Philosophy of the Multilevel Reality. Applications in Economics (II) [Filozofia realitǎţii multinivel. Aplicaţii în economie (II)]," Revista OEconomica, Romanian Society for Economic Science, Revista OEconomica, issue 04, December.
• Cezary A. Kapuscinski & Kyle Thomson, 2014, "Experiment Estimates of Indigenous Employment from Administrative Data," Australian Journal of Labour Economics (AJLE), Bankwest Curtin Economics Centre (BCEC), Curtin Business School, volume 17, issue 2, pages 139-161.
• Estrada, Fernando, 2014, "El capital en el siglo XXI de Thomas Piketty
  [Thomas Piketty’s Capital in the 21st century]," MPRA Paper, University Library of Munich, Germany, number 60662.
• Gerunov, Anton, 2014, "Big Data Approaches to Modeling the Labor Market," MPRA Paper, University Library of Munich, Germany, number 68798.
• Carbajal De Nova, Carolina, 2014, "Synthetic data: an endogeneity simulation," MPRA Paper, University Library of Munich, Germany, number 79067, Feb, revised 10 May 2017.
• Ramadas, Sendhil & Palanisamy, Ramasundaram & Kuruvila, Anil & Chandrasekaran, Sundaramoorthy & Singh, Randhir & Sharma, Indu, 2014, "Food Price Volatility in India – Drivers, Impact and Policy Response," MPRA Paper, University Library of Munich, Germany, number 91131, Nov.
• Michael Toedt, 2014, "The Development of a Response-Function for Customer Relationship Marketing," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 0100789, May.
• Mehmet Fedai KAYA & Muslu Kaz?m KÖREZ & Süleyman DÜNDAR, 2014, "Estimation of the Distribution of Remaning Life Time of the People in Turkey," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 0201556, Jun.
• 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, Department of Economics, SOAS University of London, UK, number 190, Dec.
• Michael McAleer, 2014, "Discussion of “Principal Volatility Component Analysis” by Yu-Pin Hu and Ruey Tsay," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 14-025/III, Feb.
• Matthias Weber & Martin Schumacher & Harald Binder, 2014, "Regularized Regression Incorporating Network Information: Simultaneous Estimation of Covariate Coefficients and Connection Signs," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 14-089/I, Jul.
• Chia-Lin Chang & Michael McAleer, 2014, "Econometric Analysis of Financial Derivatives: An Overview," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 14-153/III, Dec.
• Michael McAleer, 2014, "Discussion of “Principal Volatility Component Analysis” by Yu-Pin Hu and Ruey Tsay," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2014-18, Jun.
• Chia-Lin Chang & Michael McAleer, 2014, "Econometric Analysis of Financial Derivatives: An Overview," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2014-31.
• Roberto Casarin & Daniel Felix Ahelegbey & Monica Billio, 2014, "Sparse Graphical Vector Autoregression: A Bayesian Approach," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2014:29.
• Breitung, Jörg & Eickmeier, Sandra, 2014, "Analyzing business and financial cycles using multi-level factor models," Discussion Papers, Deutsche Bundesbank, number 11/2014.
• Pirschel, Inske & Wolters, Maik H., 2014, "Forecasting German key macroeconomic variables using large dataset methods," Kiel Working Papers, Kiel Institute for the World Economy, number 1925.