IDEAS home Printed from https://ideas.repec.org/
MyIDEAS: Log in (now much improved!)

Citations for "Large Sample Properties of Generalized Method of Moments Estimators"

by Hansen, Lars Peter

For a complete description of this item, click here. For a RSS feed for citations of this item, click here.
as in new window

  1. Kwan, Yum K., 1998. "Asymptotic Bayesian analysis based on a limited information estimator," Journal of Econometrics, Elsevier, vol. 88(1), pages 99-121, November.
  2. Campbell R. Harvey & Bruno Solnik & Guofu Zhou, 2002. "What Determines Expected International Asset Returns?," CEMA Working Papers 503, China Economics and Management Academy, Central University of Finance and Economics.
  3. Darolles, Serge & Fol, Gaëlle Le & Mero, Gulten, 2015. "Measuring the liquidity part of volume," Journal of Banking & Finance, Elsevier, vol. 50(C), pages 92-105.
  4. Kollmann, Robert, 1991. ""Essays on International Business Cycles", PhD thesis, Economics Department, University of Chicago, 1991," MPRA Paper 69905, University Library of Munich, Germany.
  5. Joon Y. Park & Peter C. B. Phillips, 1999. "Nonlinear Regressions with Integrated Time Series," Working Paper Series no6, Institute of Economic Research, Seoul National University.
  6. Piper, Alan T., 2014. "The Benefits, Challenges and Insights of a Dynamic Panel assessment of Life Satisfaction," MPRA Paper 59556, University Library of Munich, Germany.
  7. Sanjog Misra & Anne Coughlan & Chakravarthi Narasimhan, 2005. "Salesforce Compensation: An Analytical and Empirical Examination of the Agency Theoretic Approach," Quantitative Marketing and Economics, Springer, vol. 3(1), pages 5-39, January.
  8. Paolo Surico, 2004. "Inflation Targeting and Nonlinear Policy Rules: The Case of Asymmetric Preferences (new title: The Fed's monetary policy rule and U.S. inflation: The case of asymmetric preferences)," CESifo Working Paper Series 1280, CESifo Group Munich.
  9. Osman Dogan & Suleyman Taspinar, 2013. "GMM Estimation of Spatial Autoregressive Models with Autoregressive and Heteroskedastic Disturbances," Working Papers 1, City University of New York Graduate Center, Ph.D. Program in Economics.
  10. Nikolaos Panigirtzoglou & James Proudman & John Spicer, 2000. "Persistence and volatility in short-term interest rates," Bank of England working papers 116, Bank of England.
  11. Chang, Jinyuan & Chen, Song Xi & Chen, Xiaohong, 2014. "High Dimensional Generalized Empirical Likelihood for Moment Restrictions with Dependent Data," MPRA Paper 59640, University Library of Munich, Germany.
  12. Dolores Collado, M., 1997. "Estimating dynamic models from time series of independent cross-sections," Journal of Econometrics, Elsevier, vol. 82(1), pages 37-62.
  13. Calzolari, Giorgio, 1992. "Stima delle equazioni simultanee non-lineari: una rassegna
    [Estimation of nonlinear simultaneous equations: a survey]
    ," MPRA Paper 24123, University Library of Munich, Germany, revised 1992.
  14. Stanislav Anatolyev, 2005. "Optimal Instruments in Time Series: A Survey," Working Papers w0069, Center for Economic and Financial Research (CEFIR).
  15. Soderbom, Mans & Teal, Francis & Wambugu, Anthony, 2005. "Unobserved heterogeneity and the relation between earnings and firm size: evidence from two developing countries," Economics Letters, Elsevier, vol. 87(2), pages 153-159, May.
  16. Cheng, Ai-ru (Meg) & Das, Kuntal & Shimatani, Takeshi, 2013. "Central bank intervention and exchange rate volatility: Evidence from Japan using realized volatility," Journal of Asian Economics, Elsevier, vol. 28(C), pages 87-98.
  17. Tse, Yiuman, 1999. "Round-the-clock market efficiency and home bias: Evidence from the international Japanese government bonds futures markets," Journal of Banking & Finance, Elsevier, vol. 23(12), pages 1831-1860, December.
  18. Robert A. Amano & Tony S. Wirjanto, 1995. "An Empirical Investigation into Government Spending and Private Sector Behaviour," Macroeconomics 9502005, EconWPA.
  19. Mary G. Finn, 1993. "Is all government capital productive?," Economic Quarterly, Federal Reserve Bank of Richmond, issue Fall, pages 53-80.
  20. Christopher Martin & Costas Milas, 2011. "Financial Crises and Monetary Policy: Evidence from the UK," Working Paper Series 14_11, The Rimini Centre for Economic Analysis.
  21. Ozgur Aslan & H. Levent Korap, 2010. "Does the uncovered interest parity hold in short horizons?," Applied Economics Letters, Taylor & Francis Journals, vol. 17(4), pages 361-365.
  22. Chirok Han & Peter C.B. Phillips, 2005. "GMM with Many Moment Conditions," Cowles Foundation Discussion Papers 1515, Cowles Foundation for Research in Economics, Yale University.
  23. Raymond Kan & Cesare Robotti & Jay Shanken, 2009. "Pricing Model Performance and the Two-Pass Cross-Sectional Regression Methodology," NBER Working Papers 15047, National Bureau of Economic Research, Inc.
  24. Christopher F Baum & Mark E. Schaffer & Steven Stillman, 2002. "Instrumental variables and GMM: Estimation and testing," United Kingdom Stata Users' Group Meetings 2003 02, Stata Users Group.
  25. Larry A. Sjaastad & Meher Manzur, 2003. "Import Protection, Capital Inflows, and Real Exchange Rate Dynamics," Journal of Applied Economics, Universidad del CEMA, vol. 0, pages 177-203, May.
  26. David Besanko & Jean-Pierre Dubé & Sachin Gupta, 2003. "Competitive Price Discrimination Strategies in a Vertical Channel Using Aggregate Retail Data," Management Science, INFORMS, vol. 49(9), pages 1121-1138, September.
  27. Mao, Guangyu, 2015. "Model selection of M-estimation models using least squares approximation," Statistics & Probability Letters, Elsevier, vol. 99(C), pages 238-243.
  28. Steven Berry & James Levinsohn & Ariel Pakes, 1993. "Automobile Prices in Market Equilibrium: Part I and II," NBER Working Papers 4264, National Bureau of Economic Research, Inc.
  29. Newey, Whitney K & West, Kenneth D, 1987. "A Simple, Positive Semi-definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix," Econometrica, Econometric Society, vol. 55(3), pages 703-08, May.
  30. Jalan, Jyotsna & Ravallion, Martin, 2002. "Household Income Dynamics in Rural China," Working Paper Series UNU-WIDER Research Paper , World Institute for Development Economic Research (UNU-WIDER).
  31. Isacsson, Gunnar, 2007. "The trade off between time and money: Is there a difference between real and hypothetical choices?," Working Papers 2007:3, Swedish National Road & Transport Research Institute (VTI).
  32. Nikolay Archak & Anindya Ghose & Panagiotis G. Ipeirotis, 2011. "Deriving the Pricing Power of Product Features by Mining Consumer Reviews," Management Science, INFORMS, vol. 57(8), pages 1485-1509, August.
  33. Bhattacharya, Prasad S. & Graham, Michael A., 2009. "On institutional ownership and firm performance: A disaggregated view," Journal of Multinational Financial Management, Elsevier, vol. 19(5), pages 370-394, December.
  34. Agbeyegbe, Terence D. & Stotsky, Janet & WoldeMariam, Asegedech, 2006. "Trade liberalization, exchange rate changes, and tax revenue in Sub-Saharan Africa," Journal of Asian Economics, Elsevier, vol. 17(2), pages 261-284, April.
  35. Pierre Lasserre & Pierre Ouellette, 1999. "Dynamic Factor Demands and Technology Measurement under Arbitrary Expectations," Cahiers de recherche du Département des sciences économiques, UQAM 9908, Université du Québec à Montréal, Département des sciences économiques.
  36. Schmidt-Hebbel, K. & Serven, L., 1997. "Saving Across the World: Puzzles and Policies," World Bank - Discussion Papers 354, World Bank.
  37. West, Kenneth D., 2001. "Encompassing tests when no model is encompassing," Journal of Econometrics, Elsevier, vol. 105(1), pages 287-308, November.
  38. Vogel, Johanna, 2013. "Regional Convergence in Europe: A Dynamic Heterogeneous Panel Approach," MPRA Paper 51794, University Library of Munich, Germany.
  39. Sen, Anindya & Rybczynski, Kathleen & Van De Waal, Corey, 2011. "Teen employment, poverty, and the minimum wage: Evidence from Canada," Labour Economics, Elsevier, vol. 18(1), pages 36-47, January.
  40. John Matovu, 2007. "Volatility and Jump Risk Premia in Emerging Market Bonds," IMF Working Papers 07/172, International Monetary Fund.
  41. Chatelain, Jean-Bernard & Teurlai, Jean-Christophe, 2001. "Pitfalls in investment Euler equations," Economic Modelling, Elsevier, vol. 18(2), pages 159-179, April.
  42. Park, Sangin, 2009. "An empirical evaluation of the 1986 Semiconductor Trade Arrangement," Japan and the World Economy, Elsevier, vol. 21(4), pages 349-357, December.
  43. Richard Podpiera, 2004. "Does Compliance with Basel Core Principles Bring Any Measurable Benefits?," IMF Working Papers 04/204, International Monetary Fund.
  44. Kiefer, Nicholas M. & Vogelsang, Timothy J., 2005. "A New Asymptotic Theory For Heteroskedasticity-Autocorrelation Robust Tests," Econometric Theory, Cambridge University Press, vol. 21(06), pages 1130-1164, December.
  45. Marmer, Vadim, 2009. "Testing the null hypothesis of no regime switching with an application to GDP growth rates," Microeconomics.ca working papers vadim_marmer-2009-59, Vancouver School of Economics, revised 03 Nov 2009.
  46. Ait-Sahalia, Y. & Brandt, M.W., 2001. "Variable Selection for Portfolio Choice," Papers 34, Manitoba - Department of Economics.
  47. Nader Virk & Hilal Butt, 2016. "Specification errors of asset-pricing models for a market characterized by few large capitalization firms," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 40(1), pages 68-84, January.
  48. Brito, Ricardo D. & Bystedt, Brianne, 2010. "Inflation targeting in emerging economies: Panel evidence," Journal of Development Economics, Elsevier, vol. 91(2), pages 198-210, March.
  49. Romeo Tedongap, 2007. "Consumption Volatility and the Cross-Section of Stock Returns," 2007 Meeting Papers 662, Society for Economic Dynamics.
  50. Eichenbaum, Martin, 1995. "Some Comments on the Role of Econometrics in Economic Theory," Economic Journal, Royal Economic Society, vol. 105(433), pages 1609-21, November.
  51. Lota D. Tamini & Bruno Larue & Gale West, 2012. "Technical and environmental efficiencies and best management practices in agriculture," Applied Economics, Taylor & Francis Journals, vol. 44(13), pages 1659-1672, May.
  52. Mizanur RAHMAN & Willem THORBECKE, 2007. "How Would China's Exports be Affected by a Unilateral Appreciation of the RMB and a Joint Appreciation of Countries Supplying Intermediate Imports?," Discussion papers 07012, Research Institute of Economy, Trade and Industry (RIETI).
  53. Donald W.K. Andrews, 1996. "A Stopping Rule for the Computation of Generalized Method of Moments Estimators," Cowles Foundation Discussion Papers 1120, Cowles Foundation for Research in Economics, Yale University.
  54. Francis Teal & Måns Söderbom, 2003. "Openness and Human Capital as Sources of Productivity Growth: An Empirical Investigation," Economics Series Working Papers WPS/2003-06, University of Oxford, Department of Economics.
  55. Peñaranda, Francisco & Sentana, Enrique, 2004. "Spanning Tests in Return and Stochastic Discount Factor Mean Variance Frontiers: A Unifying Approach," CEPR Discussion Papers 4422, C.E.P.R. Discussion Papers.
  56. Jalan, Jyotsna & Ravallion, Martin, 1996. "Are there dynamic gains from a poor-area development program?," Policy Research Working Paper Series 1695, The World Bank.
  57. Cuthbertson, Keith & Hayes, Simon & Nitzsche, Dirk, 2000. "Are German money market rates well behaved?," Journal of Economic Dynamics and Control, Elsevier, vol. 24(3), pages 347-360, March.
  58. Reitz, Stefan & Schmidt, Markus A. & Taylor, Mark P., 2009. "Financial intermediation and the role of price discrimination in a two-tier market," Discussion Paper Series 1: Economic Studies 2009,13, Deutsche Bundesbank, Research Centre.
  59. Antle, John M. & Havenner, Arthur, 1983. "Formulating And Estimating Dynamic Stochastic Production Models," Working Papers 225711, University of California, Davis, Department of Agricultural and Resource Economics.
  60. C. Lanier Benkard & Patrick Bajari, 2003. "Hedonic Price Indexes with Unobserved Product Characteristics, and Application to PC's," NBER Working Papers 9980, National Bureau of Economic Research, Inc.
  61. Ivan Moreno-Torres, 2011. "Generic drugs in Spain: price competition vs. moral hazard," Working Papers XREAP2011-04, Xarxa de Referència en Economia Aplicada (XREAP), revised May 2011.
  62. Luís, Pacheco, 2004. "Asset Prices and Monetary Policy in the Euro Area: a tentative model," MPRA Paper 6579, University Library of Munich, Germany.
  63. Bollerslev, Tim & Zhou, Hao, 2002. "Estimating stochastic volatility diffusion using conditional moments of integrated volatility," Journal of Econometrics, Elsevier, vol. 109(1), pages 33-65, July.
  64. Goyal, Ashima & Tripathi, Shruti, 2015. "Separating shocks from cyclicality in Indian aggregate supply," Journal of Asian Economics, Elsevier, vol. 38(C), pages 93-103.
  65. John Rust, 1989. "Behavior of male workers at the end of the life-cycle: an empirical analysis of states and controls," Discussion Paper / Institute for Empirical Macroeconomics 6, Federal Reserve Bank of Minneapolis.
  66. Wayne E. Ferson & Suresh K. Nallareddy & Biqin Xie, 2012. "The "Out of Sample" Performance of Long-run Risk Models," NBER Working Papers 17848, National Bureau of Economic Research, Inc.
  67. Jesse Tack & Rulon Pope & Jeffrey LaFrance & Ricardo Cavazos, 2014. "Modeling an Aggregate Agricultural Panel with Application to U.S. Farm Input Demands," Monash Economics Working Papers 23-14, Monash University, Department of Economics.
  68. Lee, Seojeong, 2014. "Asymptotic refinements of a misspecification-robust bootstrap for generalized method of moments estimators," Journal of Econometrics, Elsevier, vol. 178(P3), pages 398-413.
  69. Fabrice Hervé, 2003. "La persistance de la performance des fonds de pension individuels britanniques : une étude empirique sur des fonds investis en actions et des fonds obligataires," Post-Print hal-00488374, HAL.
  70. Säfvenblad, Patrik, 1997. "Lead-Lag Effects When Prices Reveal Cross-Security Information," SSE/EFI Working Paper Series in Economics and Finance 189, Stockholm School of Economics.
  71. Shin-Kun Peng & Takatoshi Tabuchi, 2007. "Spatial Competition in Variety and Number of Stores," Journal of Economics & Management Strategy, Wiley Blackwell, vol. 16(1), pages 227-250, 03.
  72. Charles P. Thomas & Francis E. Warnock & Jon Wongswan, 2006. "The Performance of International Equity Portfolios," NBER Working Papers 12346, National Bureau of Economic Research, Inc.
  73. Liang, Samuel Xin & Wei, John K.C., 2012. "Liquidity risk and stock returns around the world," Journal of Banking & Finance, Elsevier, vol. 36(12), pages 3274-3288.
  74. Cumby, Robert E. & Mishkin, Frederic S., 1986. "The international linkage of real interest rates: The European-US connection," Journal of International Money and Finance, Elsevier, vol. 5(1), pages 5-23, March.
  75. Arnab Bhattacharjee & Sean Holly, 2010. "Understanding Interactions in Social Networks and Committees," CDMA Working Paper Series 201004, Centre for Dynamic Macroeconomic Analysis.
  76. Renee Fry-McKibbin & Sumila Wanaguru, 2012. "Currency Intervention: A Case Study of an Emerging Market," CAMA Working Papers 2012-32, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  77. Kenneth A. Froot, 1987. "New Hope for the Expectations Hypothesis of the Term Structure of Interest Rates," NBER Working Papers 2363, National Bureau of Economic Research, Inc.
  78. Hodrick, Robert J. & Srivastava, Sanjay, 1984. "An investigation of risk and return in forward foreign exchange," Journal of International Money and Finance, Elsevier, vol. 3(1), pages 5-29, April.
  79. Carl S Bonham & Richard H Cohen, 2000. "To Aggregate, Pool, or Neither: Testing the Rational Expectations Hypothesis Using Survey Data," Working Papers 200003, University of Hawaii at Manoa, Department of Economics.
  80. Tanaka, Kiyoyasu, 2011. "Vertical foreign direct investment: Evidence from Japanese and U.S. multinational enterprises," Japan and the World Economy, Elsevier, vol. 23(2), pages 97-111, March.
  81. Ray C. Fair, 1989. "Inflationary Expectations and Price Setting Behavior," Cowles Foundation Discussion Papers 923, Cowles Foundation for Research in Economics, Yale University.
  82. Abo-Zaid, Salem, 2013. "Optimal monetary policy and downward nominal wage rigidity in frictional labor markets," Journal of Economic Dynamics and Control, Elsevier, vol. 37(1), pages 345-364.
  83. Bianco, Madga & Golinelli, Roberto & Parigi, Giuseppe, 2009. "Family firms and investments," MPRA Paper 19247, University Library of Munich, Germany.
  84. Delgado, Miguel A. & Fiteni, Inmaculada, 2002. "External bootstrap tests for parameter stability," Journal of Econometrics, Elsevier, vol. 109(2), pages 275-303, August.
  85. Phylaktis, Kate & Ravazzolo, Fabiola, 2002. "Measuring financial and economic integration with equity prices in emerging markets," Journal of International Money and Finance, Elsevier, vol. 21(6), pages 879-903, November.
  86. Rao, B. Bhaskara & Tamazian, Artur & Kumar, Saten, 2010. "Systems GMM estimates of the Feldstein-Horioka puzzle for the OECD countries and tests for structural breaks," Economic Modelling, Elsevier, vol. 27(5), pages 1269-1273, September.
  87. Della Corte, Pasquale & Sarno, Lucio & Thornton, Daniel L., 2008. "The expectation hypothesis of the term structure of very short-term rates: Statistical tests and economic value," Journal of Financial Economics, Elsevier, vol. 89(1), pages 158-174, July.
  88. Lee, Min-Yang A. & Thunberg, Eric M., 2012. "An Inverse Demand System for New England Groundfish: Welfare Analysis of the Transition to Catch Share Management," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington 123879, Agricultural and Applied Economics Association.
  89. Sangin Park, 2000. "Semiparametric Instrumental Variables Estimation and Its Application to Dynamic Oligopoly," Econometric Society World Congress 2000 Contributed Papers 0432, Econometric Society.
  90. Zivot, E & Startz, R & Nelson, C-R, 1997. "Valid Confidence Intervals and Inference in the Presence of Weak Instruments," Working Papers 97-17, University of Washington, Department of Economics.
  91. Nour Meddahi, 2001. "An Eigenfunction Approach for Volatility Modeling," CIRANO Working Papers 2001s-70, CIRANO.
  92. Lewbel, Arthur, 2007. "A local generalized method of moments estimator," Economics Letters, Elsevier, vol. 94(1), pages 124-128, January.
  93. Godfrey, Leslie G., 1996. "Some results on the Glejser and Koenker tests for heteroskedasticity," Journal of Econometrics, Elsevier, vol. 72(1-2), pages 275-299.
  94. Ruge-Murcia, Francisco J., 2002. "Methods to Estimate Dynamic Stochastic General Equilibrium Models," University of California at San Diego, Economics Working Paper Series qt4fc8x822, Department of Economics, UC San Diego.
  95. Jens J. Krüger, 2014. "A multivariate evaluation of German output growth and inflation forecasts," Economics Bulletin, AccessEcon, vol. 34(3), pages 1410-1418.
  96. Melo, Patricia C. & Ramli, Ahmad Razi, 2014. "Estimating fuel demand elasticities to evaluate CO2 emissions: Panel data evidence for the Lisbon Metropolitan Area," Transportation Research Part A: Policy and Practice, Elsevier, vol. 67(C), pages 30-46.
  97. Tong Li, 2005. "Econometrics of first-price auctions with entry and binding reservation prices," Journal of Econometrics, Elsevier, vol. 126(1), pages 173-200, May.
  98. Susie Lee & Ingmar Schumacher, 2011. "When does financial sector (in)stability induce financial reforms?," Working Papers hal-00637954, HAL.
  99. Malmberg, Bo & Lindh, Thomas & Halvarsson, Max, 2005. "Productivity consequences of workforce ageing - Stagnation or a Horndal effect?," Arbetsrapport 2005:17, Institute for Futures Studies.
  100. Kitamura, Yuichi & Phillips, Peter C. B., 1997. "Fully modified IV, GIVE and GMM estimation with possibly non-stationary regressors and instruments," Journal of Econometrics, Elsevier, vol. 80(1), pages 85-123, September.
  101. Hiremath, Gourishankar S, 2009. "Effects of Option Introduction on Price and Volatility of Underlying Assets - A Review," MPRA Paper 46512, University Library of Munich, Germany.
  102. Nguyen, Hoa & Faff, Robert, 2003. "Can the use of foreign currency derivatives explain variations in foreign exchange exposure?: Evidence from Australian companies," Journal of Multinational Financial Management, Elsevier, vol. 13(3), pages 193-215, July.
  103. Chacko, George & Viceira, Luis M., 2003. "Spectral GMM estimation of continuous-time processes," Journal of Econometrics, Elsevier, vol. 116(1-2), pages 259-292.
  104. Sophocles Mavroeidis & James Malcomson, 2011. "Nash Bargaining, Credible Bargaining and Efficiency wages in a matching model for the US," 2011 Meeting Papers 776, Society for Economic Dynamics.
  105. Amengual, Dante & Sentana, Enrique, 2010. "A comparison of mean-variance efficiency tests," Journal of Econometrics, Elsevier, vol. 154(1), pages 16-34, January.
  106. Parente, Paulo M.D.C. & Smith, Richard J., 2011. "Gel Methods For Nonsmooth Moment Indicators," Econometric Theory, Cambridge University Press, vol. 27(01), pages 74-113, February.
  107. Francisco Peñaranda & Augusto Rupérez-Micola, 2009. "On the drivers of commodity co-movement: Evidence from biofuels," Economics Working Papers 1174, Department of Economics and Business, Universitat Pompeu Fabra, revised Oct 2011.
  108. Jane Friesen & Brian Krauth, 2004. "Sorting and inequality in Canadian schools," HEW 0408001, EconWPA.
  109. Pástor, Luboš & Stambaugh, Robert F., 2002. "Liquidity Risk and Expected Stock Returns," CEPR Discussion Papers 3494, C.E.P.R. Discussion Papers.
  110. Claudia Kwapil & Johann Scharler, 2009. "Expected Monetary Policy and the Dynamics of Bank Lending Rates," Working Papers 149, Oesterreichische Nationalbank (Austrian Central Bank).
  111. Myoung-jae Lee, 2008. "Method-of-moment view of linear simultaneous equation systems," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 62(2), pages 230-238.
  112. Breitung, Jorg & Hassler, Uwe, 2002. "Inference on the cointegration rank in fractionally integrated processes," Journal of Econometrics, Elsevier, vol. 110(2), pages 167-185, October.
  113. V. Ball & Carlos San-Juan-Mesonada & Camilo Ulloa, 2014. "State productivity growth in agriculture: catching-up and the business cycle," Journal of Productivity Analysis, Springer, vol. 42(3), pages 327-338, December.
  114. Donald W.K. Andrews & Patrik Guggenberger, 2007. "Validity of Subsampling and "Plug-in Asymptotic" Inference for Parameters Defined by Moment Inequalities," Cowles Foundation Discussion Papers 1620, Cowles Foundation for Research in Economics, Yale University.
  115. Kotyrlo, Elena, 2016. "Space-time dynamics of fertility and commuting," Applied Econometrics, Publishing House "SINERGIA PRESS", vol. 41, pages 78-95.
  116. Laeven, Luc, 2000. "Does financial liberalization relax financing constraints on firms ?," Policy Research Working Paper Series 2467, The World Bank.
  117. Yamagata, Takashi, 2008. "A joint serial correlation test for linear panel data models," Journal of Econometrics, Elsevier, vol. 146(1), pages 135-145, September.
  118. Simon Gilchrist & Charles P. Himmelberg, 1993. "Evidence on the role of cash flow for investment," Finance and Economics Discussion Series 93-7, Board of Governors of the Federal Reserve System (U.S.).
  119. Tansel, Aysit & Güngör, Nil Demet, 2012. "Gender Effects of Education on Economic Development in Turkey," IZA Discussion Papers 6532, Institute for the Study of Labor (IZA).
  120. Panagiotis T. Konstantinou, 2005. "The Expectations Hypothesis of the Term Structure : A Look at the Polish Interbank Market," Emerging Markets Finance and Trade, M.E. Sharpe, Inc., vol. 41(3), pages 70-91, May.
  121. Pozzi, Lorenzo, 2006. "Ricardian equivalence under imperfect information," Journal of Public Economics, Elsevier, vol. 90(10-11), pages 2009-2026, November.
  122. Artis, Michael & Ehrmann, Michael, 2006. "The exchange rate - A shock-absorber or source of shocks? A study of four open economies," Journal of International Money and Finance, Elsevier, vol. 25(6), pages 874-893, October.
  123. Robert Chirinko & Ulf von Kalckreuth, 2002. "On The German Monetary Transmission Mechanism: Interest Rate and Credit Channels for Investment Spending," Emory Economics 0212, Department of Economics, Emory University (Atlanta).
  124. Michael J. Fleming & Eli M. Remolona, 1999. "The term structure of announcement effects," Staff Reports 76, Federal Reserve Bank of New York.
  125. Shuzo Ueda & Kazuo Ogawa, 2012. "On the cost-reducing effects of embodied technical progress: a panel study of the steel industry in Japan," Journal of Productivity Analysis, Springer, vol. 37(2), pages 141-153, April.
  126. Christian BONTEMPS & Nour MEDDAHI, 2002. "Testing Normality : A Gmm Approach," Cahiers de recherche 14-2002, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  127. Travaglini, Guido, 2007. "The U.S. Dynamic Taylor Rule With Multiple Breaks, 1984-2001," MPRA Paper 3419, University Library of Munich, Germany, revised 15 Jun 2007.
  128. Fletcher, Jonathan & Hillier, Joe, 2002. "An examination of the economic significance of stock return predictability in UK stock returns," International Review of Economics & Finance, Elsevier, vol. 11(4), pages 373-392.
  129. Oksanen, Olli-Pekka, 2006. "Are Foreign Investments Replacing Domestic Investments? - Evidence from Finnish Manufacturing," Discussion Papers 1001, The Research Institute of the Finnish Economy.
  130. Pan, Jun, 2002. "The jump-risk premia implicit in options: evidence from an integrated time-series study," Journal of Financial Economics, Elsevier, vol. 63(1), pages 3-50, January.
  131. Pedro Elosegui & Guillermo Escudé & Lorena Garegnani & Juan Martín Sotes Paladino (ed.), 2007. "A Small Economic Model for Argentina," BCRA Paper Series, Central Bank of Argentina, Economic Research Department, number 03, June.
  132. Lawrence J. Christiano, 1989. "P*: not the inflation forecaster's holy grail," Quarterly Review, Federal Reserve Bank of Minneapolis, issue Fall, pages 3-18.
  133. Loisel, Sébastien & Takane, Marina, 2009. "Fast indirect robust generalized method of moments," Computational Statistics & Data Analysis, Elsevier, vol. 53(10), pages 3571-3579, August.
  134. Hunter, Delroy M. & Simon, David P., 2005. "Are TIPS the "real" deal?: A conditional assessment of their role in a nominal portfolio," Journal of Banking & Finance, Elsevier, vol. 29(2), pages 347-368, February.
  135. Han, Chirok & Orea, Luis & Schmidt, Peter, 2002. "Estimation of a Panel Data Model with Parametric Temporal Variation in Individual Effects," Efficiency Series Papers 2002/05, University of Oviedo, Department of Economics, Oviedo Efficiency Group (OEG).
  136. Jaime A. Londoño, 2003. "Parametric Estimation Of Diffusion Processes Sampled At First Exit Time," Econometrics 0305002, EconWPA, revised 16 Feb 2004.
  137. Maican, Florin G., 2012. "From Boom to Bust and Back Again: A dynamic analysis of IT services," Working Papers in Economics 543, University of Gothenburg, Department of Economics.
  138. Imen Mohamed Sghaier, 2012. "Taylor Rule and Monetary Policy in Tunisia," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, vol. 15(45), pages 143-166, December.
  139. Yongseung Jung, 2001. "Liquidity effects and habit formation in a sticky price model," International Economic Journal, Taylor & Francis Journals, vol. 18(4), pages 521-546.
  140. B. Biagi & MG. Brandano & C. Detotto, 2012. "The effect of tourism on crime in Italy: a dynamic panel approach," Working Paper CRENoS 201201, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
  141. von Kalckreuth, Ulf & Chirinko, Robert S. & Breitung, Jörg, 2003. "A Vectorautoregressive Investment Model (VIM) and Monetary Policy Transmission: Panel Evidence from German Firms," Discussion Paper Series 1: Economic Studies 2003,06, Deutsche Bundesbank, Research Centre.
  142. Julio Carrillo & Patrick Fève & Julien Matheron, 2007. "Monetary Policy Inertia or Persistent Shocks: A DSGE Analysis," International Journal of Central Banking, International Journal of Central Banking, vol. 3(2), pages 1-38, June.
  143. Manuel Arellano & Lars P. Hansen & Enrique Sentana, 2000. "Underidentification?," Econometric Society World Congress 2000 Contributed Papers 1824, Econometric Society.
  144. Pittman, Jeffrey A. & Fortin, Steve, 2004. "Auditor choice and the cost of debt capital for newly public firms," Journal of Accounting and Economics, Elsevier, vol. 37(1), pages 113-136, February.
  145. David Aristei & Cristiano Perugini, 2014. "Speed and Sequencing of Transition Reforms and Income Inequality: A Panel Data Analysis," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 60(3), pages 542-570, 09.
  146. repec:hhs:bofism:2005_032 is not listed on IDEAS
  147. Manabu Asai & Michael McAleer, 2013. "Leverage and Feedback E ects on Multifactor Wishart Stochastic Volatility for Option Pricing," Documentos de Trabajo del ICAE 2013-02, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  148. Jan Kalina, 2012. "On Multivariate Methods in Robust Econometrics," Prague Economic Papers, University of Economics, Prague, vol. 2012(1), pages 69-82.
  149. Matthew D. Shapiro, 1985. "Capital Utilization and Capital Accumulation: Theory and Evidence," Cowles Foundation Discussion Papers 736, Cowles Foundation for Research in Economics, Yale University.
  150. West, K.D., 1994. "Asymptotic Inference About Predictive Ability," Working papers 9417, Wisconsin Madison - Social Systems.
  151. Nour Meddahi, 2002. "ARMA Representation of Integrated and Realized Variances," CIRANO Working Papers 2002s-93, CIRANO.
  152. Patrick Carvalho & Renee A. Fry-McKibbin, 2014. "Foreign Reserve Accumulation and the Mercantilist Motive Hypothesis," CAMA Working Papers 2014-18, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  153. Athayde, Gustavo M. de & Flôres Junior, Renato Galvão, 1999. "Introducing higher moments in the CAPM: some basic ideas," Economics Working Papers (Ensaios Economicos da EPGE) 362, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  154. Lux, Thomas, 2004. "The Markov-switching multi-fractal model of asset returns: GMM estimation and linear forecasting of volatility," Economics Working Papers 2004,11, Christian-Albrechts-University of Kiel, Department of Economics.
  155. Adrien Verdelhan, 2010. "A Habit-Based Explanation of the Exchange Rate Risk Premium," Journal of Finance, American Finance Association, vol. 65(1), pages 123-146, 02.
  156. Bruce E. Hansen & Ananth Seshadri, 2014. "Uncovering the Relationship between Real Interest Rates and Economic Growth," Working Papers wp303, University of Michigan, Michigan Retirement Research Center.
  157. Yuichi Kitamura & Taisuke Otsu & Kirill Evdokimov, 2013. "Robustness, Infinitesimal Neighborhoods, and Moment Restrictions," Econometrica, Econometric Society, vol. 81(3), pages 1185-1201, 05.
  158. Cao, Bolong & Sun, Yixiao, 2011. "Asymptotic distributions of impulse response functions in short panel vector autoregressions," Journal of Econometrics, Elsevier, vol. 163(2), pages 127-143, August.
  159. Ott, Herve, 2012. "Which factors drive which volatility in the grain sector?," 123rd Seminar, February 23-24, 2012, Dublin, Ireland 122486, European Association of Agricultural Economists.
  160. repec:hhs:bofrdp:2002_020 is not listed on IDEAS
  161. Geert Bekaert & Robert J. Hodrick, 1991. "Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets," NBER Working Papers 3790, National Bureau of Economic Research, Inc.
  162. Henderson, Vernon, 1997. "Externalities and Industrial Development," Journal of Urban Economics, Elsevier, vol. 42(3), pages 449-470, November.
  163. Supawat Rungsuriyawiboon, 2004. "A Dynamic Approach to Estimate the Efficiency of U.S. Electric Utilities," Econometric Society 2004 Australasian Meetings 91, Econometric Society.
  164. Ş. Pelin Akyol & James Key & Kala Krishna, 2016. "Hit or Miss? Test Taking Behavior in Multiple Choice Exams," NBER Working Papers 22401, National Bureau of Economic Research, Inc.
  165. Grundmann, Rainer & Gries, Thomas, 2015. "Crucial for Modern Sector Development? The Role of Exports and Institutions in Developing Countries," Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 112962, Verein für Socialpolitik / German Economic Association.
  166. Martin D. D. Evans, 2002. "FX Trading and Exchange Rate Dynamics," Journal of Finance, American Finance Association, vol. 57(6), pages 2405-2447, December.
  167. Miao, Qing & Popp, David, 2014. "Necessity as the mother of invention: Innovative responses to natural disasters," Journal of Environmental Economics and Management, Elsevier, vol. 68(2), pages 280-295.
  168. Ángel Marcos Vera-Hernández, 1999. "Duplicate coverage and demand for health care. The case of Catalonia," Health Economics, John Wiley & Sons, Ltd., vol. 8(7), pages 579-598.
  169. Biørn, Erik, 2012. "The Measurement Error Problem in Dynamic Panel Data Analysis: Modeling and GMM Estimation," Memorandum 02/2012, Oslo University, Department of Economics.
  170. Quentin Wodon, 2007. "Constructing Fama-French Factors from style indexes: Japanese evidence," Economics Bulletin, AccessEcon, vol. 7(7), pages 1-10.
  171. Iglesias Vázquez, E.M. & Arranz Pérez, M., 2001. "Análisis de las relaciones entre el tipo de interés a corto plazo y su incertidumbre en Alemania, España y Suiza," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 19, pages 37-47, Diciembre.
  172. Ege YAZGAN & Hakan YILMAZKUDAY, . "Monetary Policy Rules in Practice: Evidence from Turkey and Israel," Middle East and North Africa 330400057, EcoMod.
  173. Gourinchas, Pierre-Olivier & Parker, Jonathan A, 2000. "Consumption Over the Life-Cycle," CEPR Discussion Papers 2345, C.E.P.R. Discussion Papers.
  174. Brewer III, Elijah & Jackson III, William E., 2006. "A note on the "risk-adjusted" price-concentration relationship in banking," Journal of Banking & Finance, Elsevier, vol. 30(3), pages 1041-1054, March.
  175. Abdulai, Awudu & Aubert, Dominique, 2002. "Does Income Really Matter? Nonparametric and Parametric Estimates of the Demand for Calories in Tanzania," 2002 International Congress, August 28-31, 2002, Zaragoza, Spain 24863, European Association of Agricultural Economists.
  176. Bouye, Eric & Durlleman, Valdo & Nikeghbali, Ashkan & Riboulet, Gaël & Roncalli, Thierry, 2000. "Copulas for finance," MPRA Paper 37359, University Library of Munich, Germany.
  177. Fabrice Collard & Patrick Fève & François Langot & Corinne Perraudin, 2002. "A structural model of US aggregate job flows," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 17(3), pages 197-223.
  178. Stephan Kampelmann & François Rycx, 2012. "The Impact of Educational Mismatch on Firm Productivity: Evidence from Linked Panel Data," Working Papers CEB 12-038, ULB -- Universite Libre de Bruxelles.
  179. Nagayasu, Jun, 2002. "On the term structure of interest rates and inflation in Japan," Journal of Economics and Business, Elsevier, vol. 54(5), pages 505-523.
  180. Jiang, George & Yan, Shu, 2009. "Linear-quadratic term structure models - Toward the understanding of jumps in interest rates," Journal of Banking & Finance, Elsevier, vol. 33(3), pages 473-485, March.
  181. Tan, Zhiqiang, 2014. "Second-order asymptotic theory for calibration estimators in sampling and missing-data problems," Journal of Multivariate Analysis, Elsevier, vol. 131(C), pages 240-253.
  182. Simin, Timothy, 2008. "The Poor Predictive Performance of Asset Pricing Models," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 43(02), pages 355-380, June.
  183. Robert A. Amano & Tony S. Wirjanto, . "The Dynamic Behaviour of Canadian Imports and the Linear-Quadratic Model: Evidence Based on the Euler Equation," Staff Working Papers 94-6, Bank of Canada.
  184. Frank Kleibergen, 2004. "Expansions of GMM statistics that indicate their properties under weak and/or many instruments and the bootstrap," Econometric Society 2004 North American Summer Meetings 408, Econometric Society.
  185. Conley, T. G., 1999. "GMM estimation with cross sectional dependence," Journal of Econometrics, Elsevier, vol. 92(1), pages 1-45, September.
  186. Olga Aslanidi, 2008. "Dollarization in Transition Economies: New Evidence from Georgia," CERGE-EI Working Papers wp366, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
  187. Maia Güell & Luojia Hu, 2003. "Estimating the probability of leaving unemployment using uncompleted spells from repeated cross-section data," Economics Working Papers 688, Department of Economics and Business, Universitat Pompeu Fabra.
  188. Maechler, Andrea M. & McDill, Kathleen M., 2006. "Dynamic depositor discipline in US banks," Journal of Banking & Finance, Elsevier, vol. 30(7), pages 1871-1898, July.
  189. Anton Korinek & Johan Mistiaen & Martin Ravallion, 2006. "Survey nonresponse and the distribution of income," Journal of Economic Inequality, Springer, vol. 4(1), pages 33-55, April.
  190. Ray C. Fair, 2001. "Actual Federal Reserve policy behavior and interest rate rules," Economic Policy Review, Federal Reserve Bank of New York, issue Mar, pages 61-72.
  191. Junji Kageyama, 2013. "Exploring the Myth of Unhappiness in Former Communist Countries: The Roles of the Sex Gap in Life Expectancy and the Marital Status Composition," Social Indicators Research- An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 111(1), pages 327-339, March.
  192. Kodongo, Odongo & Ojah, Kalu, 2011. "Foreign exchange risk pricing and equity market segmentation in Africa," Journal of Banking & Finance, Elsevier, vol. 35(9), pages 2295-2310, September.
  193. Andrea Garnero & Stephan Kampelmann & François Rycx, 2013. "Part-time Work, Wages and Productivity:Evidence from Belgian Matched Panel Data," DULBEA Working Papers 13-08, ULB -- Universite Libre de Bruxelles.
  194. Campbell, John Y, 1996. "Understanding Risk and Return," Journal of Political Economy, University of Chicago Press, vol. 104(2), pages 298-345, April.
  195. Fletcher, Jonathan & Kihanda, Joseph, 2005. "An examination of alternative CAPM-based models in UK stock returns," Journal of Banking & Finance, Elsevier, vol. 29(12), pages 2995-3014, December.
  196. William Tomas Gavin, 2003. "Pronósticos del Comité Federal de Mercado Abierto: ¿Está toda la información dentro de la tendencia central?," Monetaria, Centro de Estudios Monetarios Latinoamericanos, vol. 0(2), pages 207-236, abril-jun.
  197. Dupuy, Philippe, 2015. "The tail risk premia of the carry trades," Journal of International Money and Finance, Elsevier, vol. 59(C), pages 123-145.
  198. Arellano, Manuel & Bover, Olympia, 1995. "Another look at the instrumental variable estimation of error-components models," Journal of Econometrics, Elsevier, vol. 68(1), pages 29-51, July.
  199. Chengsi Zhang & Denise R. Osborn & Dong Heon Kim, 2008. "Observed Inflation Forecasts and the New Keynesian Phillips Curve," Discussion Paper Series 0801, Institute of Economic Research, Korea University.
  200. Alessandro Flamini & Costas Milas, 2010. "Real-time Optimal Monetary Policy with Undistinguishable Model Parameters and Shock Processes Uncertainty," Working Papers 2010015, The University of Sheffield, Department of Economics, revised Jun 2010.
  201. Paulo Albuquerque & Bart J. Bronnenberg, 2009. "Estimating Demand Heterogeneity Using Aggregated Data: An Application to the Frozen Pizza Category," Marketing Science, INFORMS, vol. 28(2), pages 356-372, 03-04.
  202. Paolo Surico, 2004. "Measuring the time-inconsistency of US monetary policy," Money Macro and Finance (MMF) Research Group Conference 2003 96, Money Macro and Finance Research Group.
  203. Brito, Duarte & Ribeiro, Ricardo & Vasconcelos, Helder, 2013. "Measuring Unilateral Effects in Partial Acquisitions," CEPR Discussion Papers 9354, C.E.P.R. Discussion Papers.
  204. Jan Frederik Kiviet & Qu Feng, 2014. "Efficiency Gains by Modifying GMM Estimation in Linear Models under Heteroskedasticity," CESifo Working Paper Series 5088, CESifo Group Munich.
  205. Castelló-Climent, Amparo & Mukhopadhyay, Abhiroop, 2013. "Mass education or a minority well educated elite in the process of growth: The case of India," Journal of Development Economics, Elsevier, vol. 105(C), pages 303-320.
  206. Kenneth A. Froot & Takatoshi Ito, 1988. "On the Consistency of Short-run and Long-run Exchange Rate Expectations," NBER Working Papers 2577, National Bureau of Economic Research, Inc.
  207. Allen, David & Ng, K.H. & Peiris, Shelton, 2013. "Estimating and simulating Weibull models of risk or price durations: An application to ACD models," The North American Journal of Economics and Finance, Elsevier, vol. 25(C), pages 214-225.
  208. Chan, Hing Lin & Lee, Shu Kam & Woo, Kai Yin, 2001. "Detecting rational bubbles in the residential housing markets of Hong Kong," Economic Modelling, Elsevier, vol. 18(1), pages 61-73, January.
  209. Shu-Chin Lin & Dong-Hyeon Kim, 2014. "The link between economic growth and growth volatility," Empirical Economics, Springer, vol. 46(1), pages 43-63, February.
  210. Hui Guo, 2005. "Time-varying risk premia and the cross section of stock returns," Working Papers 2002-013, Federal Reserve Bank of St. Louis.
  211. Donald Robertson & Vasilis Sarafidis, 2013. "IV Estimation of Panels with Factor Residuals," Cambridge Working Papers in Economics 1321, Faculty of Economics, University of Cambridge.
  212. Bertille Antoine & Eric Renault, 2012. "Efficient Inference with Poor Instruments: a General Framework," Discussion Papers dp12-04, Department of Economics, Simon Fraser University.
  213. Koen Jochmans, 2014. "Multiplicative-error models with sample selection," Working Papers hal-00987290, HAL.
  214. repec:zbw:rwirep:0531 is not listed on IDEAS
  215. Neal, Robert & Wheatley, Simon M., 1998. "Adverse selection and bid-ask spreads: Evidence from closed-end funds," Journal of Financial Markets, Elsevier, vol. 1(1), pages 121-149, April.
  216. Adrian, Tobias & Crump, Richard K. & Moench, Emanuel, 2015. "Regression Based Estimation of Dynamic Asset Pricing Models," CEPR Discussion Papers 10449, C.E.P.R. Discussion Papers.
  217. John Y. Campbell, 1985. "Stock Returns and the Term Structure," NBER Working Papers 1626, National Bureau of Economic Research, Inc.
  218. Etzo, Ivan & Massidda, Carla & Piras, Romano, 2013. "Migration and Outbound Tourism: Evidence From Italy," MPRA Paper 54173, University Library of Munich, Germany.
  219. Bandi, Federico M., 2002. "Short-term interest rate dynamics: a spatial approach," Journal of Financial Economics, Elsevier, vol. 65(1), pages 73-110, July.
  220. Philip Du Caju & François Rycx & Ilan Tojerow, 2011. "Wage structure effects of international trade: Evidence from a small open economy," Working Paper Research 214, National Bank of Belgium.
  221. Alexander J. Cowell, 2006. "The relationship between education and health behavior: some empirical evidence," Health Economics, John Wiley & Sons, Ltd., vol. 15(2), pages 125-146.
  222. A. S. Hurn & J. I. Jeisman & K. A. Lindsay, 0. "Seeing the Wood for the Trees: A Critical Evaluation of Methods to Estimate the Parameters of Stochastic Differential Equations," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 5(3), pages 390-455.
  223. Albiol, Judit, 2014. "The Significance of Business Exit for Future Entrepreneurial Activity," Working Papers 2072/238221, Universitat Rovira i Virgili, Department of Economics.
  224. Galiani, Sebastian & Levy Yeyati, Eduardo & Schargrodsky, Ernesto, 2003. "Financial dollarization and debt deflation under a currency board," Emerging Markets Review, Elsevier, vol. 4(4), pages 340-367, December.
  225. Craig Burnside & Martin Eichenbaum, 1994. "Factor Hoarding and the Propagation of Business Cycles Shocks," NBER Working Papers 4675, National Bureau of Economic Research, Inc.
  226. Mittelhammer, Ron C. & Judge, George, 2011. "A family of empirical likelihood functions and estimators for the binary response model," Journal of Econometrics, Elsevier, vol. 164(2), pages 207-217, October.
  227. Egon Zakrajsek, 1997. "Retail inventories, internal finance, and aggregate fluctuations," Research Paper 9722, Federal Reserve Bank of New York.
  228. repec:zbw:rwirep:0077 is not listed on IDEAS
  229. Braun, Phillip A. & Constantinides, George M. & Ferson, Wayne E., 1993. "Time nonseparability in aggregate consumption : International evidence," European Economic Review, Elsevier, vol. 37(5), pages 897-920, June.
  230. Lars Peter Hansen & Ravi Jagannathan, 1994. "Assessing specification errors in stochastic discount factor models," Staff Report 167, Federal Reserve Bank of Minneapolis.
  231. Kyriazidou, Ekaterini, 1998. "Testing for serial correlation in multivariate regression models," Journal of Econometrics, Elsevier, vol. 86(2), pages 193-220, June.
  232. Denny, Kevin & Oppedisano, Veruska, 2013. "The surprising effect of larger class sizes: Evidence using two identification strategies," Labour Economics, Elsevier, vol. 23(C), pages 57-65.
  233. Al-Zoubi, Haitham A., 2009. "Short-term spot rate models with nonparametric deterministic drift," The Quarterly Review of Economics and Finance, Elsevier, vol. 49(3), pages 731-747, August.
  234. Arrau, Patricio & van Wijnbergen, Sweder, 1991. "Intertemporal substitution, risk aversion, and private savings in Mexico," Policy Research Working Paper Series 682, The World Bank.
  235. Matthew Gentzkow & Jesse M. Shapiro, 2014. "Measuring the Sensitivity of Parameter Estimates to Sample Statistics," NBER Working Papers 20673, National Bureau of Economic Research, Inc.
  236. Medel, Carlos, 2015. "Inflation Dynamics and the Hybrid Neo Keynesian Phillips Curve: The Case of Chile," MPRA Paper 62609, University Library of Munich, Germany.
  237. Hyeongwoo Kim & Ippei Fujiwara & Bruce E. Hansen & Masao Ogaki, 2013. "Purchasing Power Parity and the Taylor Rule," CAMA Working Papers 2013-41, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  238. Fujihara, Roger A. & Mougoue, Mbodja, 1996. "International linkages between short-term real interest rates," The Quarterly Review of Economics and Finance, Elsevier, vol. 36(4), pages 451-473.
  239. Committee, Nobel Prize, 2013. "Understanding Asset Prices," Nobel Prize in Economics documents 2013-1, Nobel Prize Committee.
  240. Driessen, Joost & Melenberg, Bertrand & Nijman, Theo, 2005. "Testing affine term structure models in case of transaction costs," Journal of Econometrics, Elsevier, vol. 126(1), pages 201-232, May.
  241. Francq, Christian & ZakoI¨an, Jean-Michel, 2008. "Deriving the autocovariances of powers of Markov-switching GARCH models, with applications to statistical inference," Computational Statistics & Data Analysis, Elsevier, vol. 52(6), pages 3027-3046, February.
  242. Fleisher, Belton M. & Li, Haizheng & Zhao, Min Qiang, 2008. "Human Capital, Economic Growth, and Regional Inequality in China," IZA Discussion Papers 3576, Institute for the Study of Labor (IZA).
  243. de la Croix, David & Palm, Franz & Urbain, Jean-Pierre, 1996. "Labor market dynamics when effort depends on wage growth comparisons," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 1996019, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), revised 00 Sep 1996.
  244. Martin Eichenbaum & Jonas D.M. Fisher, 2004. "Evaluating the Calvo Model of Sticky Prices," NBER Working Papers 10617, National Bureau of Economic Research, Inc.
  245. Malcomson, James & Mavroeidis, Sophocles, 2015. "Bargaining and Wage Rigidity in a Matching Model for the US," IZA Discussion Papers 8806, Institute for the Study of Labor (IZA).
  246. Wiji Arulampalam & Michael P Devereux & Giorgia Maffini, 2007. "The Direct Incidence of Corporate Income Tax on Wages," Working Papers 0707, Oxford University Centre for Business Taxation.
  247. Marie Briere & Kim Oosterlinck & Ariane Szafarz, 2013. "Virtual Currency, Tangible Return: Portfolio Diversification with Bitcoins," Working Papers CEB 13-031, ULB -- Universite Libre de Bruxelles.
  248. Paolo Surico, 2004. "Inflation Targeting and Nonlinear Policy Rules: the Case of Asymmetric Preferences," Computing in Economics and Finance 2004 108, Society for Computational Economics.
  249. da Silva e Souza, Geraldo & Gomes, Eliane Gonçalves, 2015. "Management of agricultural research centers in Brazil: A DEA application using a dynamic GMM approach," European Journal of Operational Research, Elsevier, vol. 240(3), pages 819-824.
  250. Martin M. Andreasen & Jesús Fernández-Villaverde & Juan Rubio-Ramírez, 2013. "The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications," NBER Working Papers 18983, National Bureau of Economic Research, Inc.
  251. Laborda, Juan & Laborda, Ricardo & Olmo, Jose, 2014. "Optimal currency carry trade strategies," International Review of Economics & Finance, Elsevier, vol. 33(C), pages 52-66.
  252. Yallwe, Hagos Alem & Buscemi, Antonino, 2011. "Money laundry and financial development," MPRA Paper 32219, University Library of Munich, Germany.
  253. Zenón Jiménez-Ridruejo Ayuso & Mª Carmen Lorenzo Lago, 1996. "Análisis de variabilidad de la prima de riesgo," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 5, pages 33-57, Junio.
  254. West, Kenneth D, 1986. "A Variance Bounds Test of the Linear Quadratic Inventory Model," Journal of Political Economy, University of Chicago Press, vol. 94(2), pages 374-401, April.
  255. DeJuan, Joseph P. & J. Seater, John, 1999. "The permanent income hypothesis:: Evidence from the consumer expenditure survey," Journal of Monetary Economics, Elsevier, vol. 43(2), pages 351-376, April.
  256. Feldmann, Horst, 2015. "Banking system concentration and unemployment in developing countries," Journal of Economics and Business, Elsevier, vol. 77(C), pages 60-78.
  257. Cho, Hyunkeun, 2016. "The analysis of multivariate longitudinal data using multivariate marginal models," Journal of Multivariate Analysis, Elsevier, vol. 143(C), pages 481-491.
  258. Andrzej Toroj, 2011. "Competitiveness channel in Poland and Slovakia: a pre-EMU DSGE analysis," National Bank of Poland Working Papers 86, National Bank of Poland, Economic Institute.
  259. LaFrance, Jeffrey T., 2008. "The structure of US food demand," Journal of Econometrics, Elsevier, vol. 147(2), pages 336-349, December.
  260. Alberto Chong, 2001. "Inequality, Democracy, and Persistence: Is There a Political Kuznets Curve?," Research Department Publications 4253, Inter-American Development Bank, Research Department.
  261. Säfvenblad, Patrik, 1997. "On the Damodaran Estimator of Price Adjustment Coefficients," SSE/EFI Working Paper Series in Economics and Finance 208, Stockholm School of Economics.
  262. Toro-Gonzalez, Daniel & McCluskey, Jill J. & Mittelhammer, Ron, 2014. "Beer Snobs Do Exist: Estimation of Beer Demand by Type," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 39(2), August.
  263. James R. Barth & Gerard Caprio, Jr. & Ross Levine, 2002. "Bank Regulation and Supervision: What Works Best?," NBER Working Papers 9323, National Bureau of Economic Research, Inc.
  264. Mark Aguiar & Gita Gopinath, 2007. "Emerging Market Business Cycles: The Cycle Is the Trend," Journal of Political Economy, University of Chicago Press, vol. 115, pages 69-102.
  265. William Barnett & Yi Liu & Haiyang Xu & Mark Jensen, 2012. "The CAPM Risk Adjustment Needed for Exact Aggregation over Financial Assets," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 201215, University of Kansas, Department of Economics, revised Sep 2012.
  266. Matteo Iacoviello, 2004. "Consumption, House Prices and Collateral Constraints: a Structural Econometric Analysis," 2004 Meeting Papers 201, Society for Economic Dynamics.
  267. Raouf, BOUCEKKINE & Rodolphe, DESBORDES & Hélène, LATZER, 2008. "How do epidemics induce behavioral changes ?," Discussion Papers (ECON - Département des Sciences Economiques) 2008025, Université catholique de Louvain, Département des Sciences Economiques.
  268. Geert Bekaert & Robert J. Hodrick & David A. Marshall, 1996. "On Biases in Tests of the Expecations Hypothesis of the Term Structure Of Interest Rates," NBER Technical Working Papers 0191, National Bureau of Economic Research, Inc.
  269. Julia Püschel, 2013. "Wage effects of U.S. service offshoring by skills and tasks," FIW Working Paper series 107, FIW.
  270. Russell Cooper & John C. Haltiwanger & Jonathan L. Willis, 2010. "Euler-Equation Estimation for Discrete Choice Models: A Capital Accumulation Application," NBER Working Papers 15675, National Bureau of Economic Research, Inc.
  271. Norman R. Swanson & John C. Chao & Jerry A. Hausman & Whitney K. Newey & Tiemen Woutersen, 2011. "Testing Overidentifying Restrictions with Many Instruments and Heteroskedasticity," Departmental Working Papers 201118, Rutgers University, Department of Economics.
  272. Jaunky, Vishal Chandr, 2012. "Is there a material Kuznets curve for aluminium? evidence from rich countries," Resources Policy, Elsevier, vol. 37(3), pages 296-307.
  273. Giuseppe Ragusa, 2008. "Minimum Divergence, Generalized Empirical Likelihoods, and Higher Order Expansions," Working Papers 080906, University of California-Irvine, Department of Economics.
  274. Kenneth A. Froot, 1987. "Tests of Excess Forecast Volatility in the Foreign Exchange and Stock Markets," NBER Working Papers 2362, National Bureau of Economic Research, Inc.
  275. Lee, Gabriel S., 1999. "Housing Investment Dynamics, Period of Production, and Adjustment Costs," Journal of Housing Economics, Elsevier, vol. 8(1), pages 1-25, March.
  276. Fitzenberger, Bernd, 1998. "The moving blocks bootstrap and robust inference for linear least squares and quantile regressions," Journal of Econometrics, Elsevier, vol. 82(2), pages 235-287, February.
  277. Okumura, Tsunao, 1997. "Housing Investment and Residential Land Supply in Japan: An Asset Market Approach," Journal of the Japanese and International Economies, Elsevier, vol. 11(1), pages 27-54, March.
  278. Kleibergen, Frank, 2009. "Tests of risk premia in linear factor models," Journal of Econometrics, Elsevier, vol. 149(2), pages 149-173, April.
  279. Bigelli, Marco & Sánchez-Vidal, Javier, 2012. "Cash holdings in private firms," Journal of Banking & Finance, Elsevier, vol. 36(1), pages 26-35.
  280. DeJong, David N. & Ingram, Beth F. & Whiteman, Charles H., 2000. "A Bayesian approach to dynamic macroeconomics," Journal of Econometrics, Elsevier, vol. 98(2), pages 203-223, October.
  281. Mahdavi, Mahnaz, 2008. "A comparison of international short-term rates under no arbitrage condition," Global Finance Journal, Elsevier, vol. 18(3), pages 303-318.
  282. Brännäs, Kurt & Eriksson, Maria, 1997. "Endogeneity in a Binomial Model," Umeå Economic Studies 440, Umeå University, Department of Economics.
  283. Travaglini, Guido, 2008. "Dynamic GMM Estimation With Structural Breaks. An Application to Global Warming and its Causes," MPRA Paper 7108, University Library of Munich, Germany.
  284. Connie Becker & Wayne Ferson & David Myers & Michael Schill, 1998. "Conditional Market Timing with Benchmark Investors," NBER Working Papers 6434, National Bureau of Economic Research, Inc.
  285. Alberto Giovannini & Philippe Jorion, 1989. "Time-Series Tests of a Non-Expected-Utility Model of Asset Pricing," NBER Working Papers 3195, National Bureau of Economic Research, Inc.
  286. Esteban Sanroma & Raul Ramos, 2007. "Local Human Capital and Productivity: An Analysis for the Spanish Regions," Regional Studies, Taylor & Francis Journals, vol. 41(3), pages 349-359.
  287. Pakos, Michal, 2004. "Asset Pricing with Durable Goods and Nonhomothetic Preferences," MPRA Paper 26167, University Library of Munich, Germany.
  288. Wouter Botzen, W.J. & Marey, Philip S., 2006. "Does the ECB respond to the stock market?," Serie Research Memoranda 0017, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
  289. Taylor, Nicholas, 2002. "The economic and statistical significance of spread forecasts: Evidence from the London Stock Exchange," Journal of Banking & Finance, Elsevier, vol. 26(4), pages 795-818, April.
  290. Robert P. Flood & Robert J. Hodrick & Paul Kaplan, 1986. "An Evaluation of Recent Evidence on Stock Market Bubbles," NBER Working Papers 1971, National Bureau of Economic Research, Inc.
  291. Sowell, Fallaw, 2006. "The Empirical Saddlepoint Approximation for GMM Estimators," MPRA Paper 3356, University Library of Munich, Germany, revised May 2007.
  292. Benavente, Jose Miguel & Johnson, Christian A. & Morande, Felipe G., 2003. "Debt composition and balance sheet effects of exchange rate depreciations: a firm-level analysis for Chile," Emerging Markets Review, Elsevier, vol. 4(4), pages 397-416, December.
  293. Grendar, Marian & Judge, George G., 2010. "Maximum Likelihood with Estimating Equations," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt1r45k876, Department of Agricultural & Resource Economics, UC Berkeley.
  294. Hugo Faria & Hugo Montesinos, 2009. "Does economic freedom cause prosperity? An IV approach," Public Choice, Springer, vol. 141(1), pages 103-127, October.
  295. Naoto Kunitomo & Takashi Owada, 2004. "Empirical Likelihood Estimation of Levy Processes (Revised: March 2005)," CIRJE F-Series CIRJE-F-272, CIRJE, Faculty of Economics, University of Tokyo.
  296. Ferreira, Pedro Cavalcanti & Nascimento, Leandro Gonçalves do, 2005. "Welfare and growth effects of alternative fiscal rules for infrastructure investment in Brazil," Economics Working Papers (Ensaios Economicos da EPGE) 604, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  297. Hans Genberg & Laurent L. Pauwels, 2003. "An Open Economy New Keynesian Phillips Curve: Evidence from Hong Kong," IHEID Working Papers 03-2003, Economics Section, The Graduate Institute of International Studies.
  298. Cai, Zongwu, 2003. "Nonparametric estimation equations for time series data," Statistics & Probability Letters, Elsevier, vol. 62(4), pages 379-390, May.
  299. Lee, Jim, 2011. "Export specialization and economic growth around the world," Economic Systems, Elsevier, vol. 35(1), pages 45-63, March.
  300. Campbell R. Harvey, 1994. "Predictable Risk and Returns in Emerging Markets," NBER Working Papers 4621, National Bureau of Economic Research, Inc.
  301. Ammer, John & Campbell, John, 1993. "What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns," Scholarly Articles 3382857, Harvard University Department of Economics.
  302. Lei, Chengyao & Lu, Zhe & Zhang, Chengsi, 2015. "News on inflation and the epidemiology of inflation expectations in China," Economic Systems, Elsevier, vol. 39(4), pages 644-653.
  303. Martin S. Eichenbaum & Lars Peter Hansen & Kenneth J. Singleton, 1988. "A Time Series Analysis of Representative Agent Models of Consumption and Leisure Choice Under Uncertainty," The Quarterly Journal of Economics, Oxford University Press, vol. 103(1), pages 51-78.
  304. Brito, Duarte & Ribeiro, Ricardo & Vasconcelos, Helder, 2013. "Quantifying the Coordinated Effects of Partial Horizontal Acquisitions," CEPR Discussion Papers 9536, C.E.P.R. Discussion Papers.
  305. Soderbom, Mans & Teal, Francis, 2004. "Size and efficiency in African manufacturing firms: evidence from firm-level panel data," Journal of Development Economics, Elsevier, vol. 73(1), pages 369-394, February.
  306. Takashi Kano, 2007. "Habit Formation and the Present-Value Model of the Current Account: Yet Another Suspect," CIRJE F-Series CIRJE-F-505, CIRJE, Faculty of Economics, University of Tokyo.
  307. Torben G. Andersen & Bent E. Sorensen, 1995. "GMM Estimation of a Stochastic Volatility Model: A Monte Carlo Study," Discussion Papers 95-19, University of Copenhagen. Department of Economics.
  308. Tom Engsted & Stuart Hyde & Stig V. Møller, 2007. "Habit Formation, Surplus Consumption and Return Predictability: International Evidence," CREATES Research Papers 2007-31, Department of Economics and Business Economics, Aarhus University.
  309. Chen, Bo & Ma, Hong & Xu, Yuan, 2014. "Measuring China’s trade liberalization: A generalized measure of trade restrictiveness index," Journal of Comparative Economics, Elsevier, vol. 42(4), pages 994-1006.
  310. Robert F. Stambaugh, . "Estimating Conditional Expectations When Volatility Fluctuates," Rodney L. White Center for Financial Research Working Papers 17-93, Wharton School Rodney L. White Center for Financial Research.
  311. Wayne E. Ferson & Campbell R. Harvey, 1994. "Sources of Risk and Expected Returns in Global Equity Markets," NBER Working Papers 4622, National Bureau of Economic Research, Inc.
  312. Harikesh Nair & Jean-Pierre Dubé & Pradeep Chintagunta, 2005. "Accounting for Primary and Secondary Demand Effects with Aggregate Data," Marketing Science, INFORMS, vol. 24(3), pages 444-460, November.
  313. Rodrigo Alfaro, 2008. "Estimation of a Dynamic Panel Data: The Case Of Corporate Investment in Chile," Working Papers Central Bank of Chile 467, Central Bank of Chile.
  314. Natalya Ketenci, 2015. "Economic growth and capital flow in European countries in pre and post-crisis periods," Cuadernos de Economía - Spanish Journal of Economics and Finance, ELSEVIER, vol. 38(108), pages 163-180, Septiembr.
  315. Hruschka, Harald, 2010. "Considering endogeneity for optimal catalog allocation in direct marketing," European Journal of Operational Research, Elsevier, vol. 206(1), pages 239-247, October.
  316. Ferson, Wayne E. & Harvey, Campbell R., 1997. "Fundamental determinants of national equity market returns: A perspective on conditional asset pricing," Journal of Banking & Finance, Elsevier, vol. 21(11-12), pages 1625-1665, December.
  317. Diether Beuermann & Antonios Antoniou & Alejandro Bernales, 2005. "The Dynamics of the Short-Term Interest Rate in the UK," Finance 0512029, EconWPA.
  318. von Kalckreuth, Ulf & Chirinko, Robert S., 2002. "Further Evidence On The Relationship Between Firm Investment And Financial Status," Discussion Paper Series 1: Economic Studies 2002,28, Deutsche Bundesbank, Research Centre.
  319. Baele, L., 2003. "Volatility Spillover Effects in European Equity Markets," Discussion Paper 2003-114, Tilburg University, Center for Economic Research.
  320. Frank Windmeijer, 2006. "GMM for panel count data models," Bristol Economics Discussion Papers 06/591, Department of Economics, University of Bristol, UK.
  321. Castellari, Elena & Berning, Joshua, 2015. "Can providing a morning healthy snack help to reduce hunger during school time? Experimental evidence from an elementary school in Connecticut," 143rd Joint EAAE/AAEA Seminar, March 25-27, 2015, Naples, Italy 202737, European Association of Agricultural Economists.
  322. Musayev, Vusal, 2013. "Military Spending and Growth: An Empirical Exploration of Contingent Relationships," MPRA Paper 59783, University Library of Munich, Germany.
  323. Joachim Inkmann, 1999. "Misspecified heteroskedasticity in the panel probit model: A small sample comparison of GMM and SML estimators," Finance 9904003, EconWPA.
  324. Ramkishen S. Rajan, 2011. "Management of Exchange Rate Regimes in Emerging Asia," Governance Working Papers 23214, East Asian Bureau of Economic Research.
  325. Fohlin, Caroline & Gehrig, Thomas & Haas, Marlene, 2015. "Rumors and Runs in Opaque Markets: Evidence from the Panic of 1907," CEPR Discussion Papers 10497, C.E.P.R. Discussion Papers.
  326. Alexander Ludwig, 2005. "Aging and Economic Growth: The Role of Factor Markets and of Fundamental Pension Reforms," MEA discussion paper series 05094, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy.
  327. Julie Lyng Forman & Michael Sørensen, 2008. "The Pearson Diffusions: A Class of Statistically Tractable Diffusion Processes," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 35(3), pages 438-465.
  328. Clements, Kenneth W. & Fry, Renée, 2008. "Commodity currencies and currency commodities," Resources Policy, Elsevier, vol. 33(2), pages 55-73, June.
  329. Guglielmo Maria Caporale & Abdurrahman Nazif Catik & Mohamad Husam Helmi & Faek Menla Ali & Coskun Akdeniz, 2016. "Monetary Policy Rules in Emerging Countries: Is There an Augmented Nonlinear Taylor Rule?," Discussion Papers of DIW Berlin 1588, DIW Berlin, German Institute for Economic Research.
  330. Serge Darolles & Gaëlle Le Fol & Gulten Mero, 2010. "When Market Illiquidity Generates Volumes," Working Papers halshs-00536046, HAL.
  331. Raymond Kan & Cesare Robotti, 2007. "Model comparison using the Hansen-Jagannathan distance," FRB Atlanta Working Paper 2007-04, Federal Reserve Bank of Atlanta.
  332. Heinesen, Eskil, 1995. "A macroeconomic rationing model estimated by cointegration techniques and generalized method of moments," Economic Modelling, Elsevier, vol. 12(2), pages 97-110, April.
  333. Kenneth Bollen & Stanislav Kolenikov & Shawn Bauldry, 2014. "Model-Implied Instrumental Variable—Generalized Method of Moments (MIIV-GMM) Estimators for Latent Variable Models," Psychometrika, Springer;The Psychometric Society, vol. 79(1), pages 20-50, January.
  334. Yoshitsugu Kitazawa, 2013. "Exploration of dynamic fixed effects logit models from a traditional angle," Discussion Papers 60, Kyushu Sangyo University, Faculty of Economics.
  335. Panos Pashardes & Nicoletta Pashourtidou & Theodoros Zachariadis, 2013. "Estimating welfare aspects of changes in energy prices from preference heterogeneity," University of Cyprus Working Papers in Economics 07-2013, University of Cyprus Department of Economics.
  336. Ilias Lekkos & Costas Milas & Theodore Panagiotidis, 2005. "On the predictability of common risk factors in the US and UK interest rate swap markets: Evidence from non-linear and linear models," Discussion Paper Series 2005_9, Department of Economics, Loughborough University, revised Sep 2005.
  337. Mao, Guangyu, 2013. "Model selection for regression with heteroskedastic and autocorrelated errors," Economics Letters, Elsevier, vol. 118(3), pages 497-501.
  338. Keiber, Karl Ludwig & Samyschew, Helene, 2016. "The pricing of sentiment risk in European stock markets," Discussion Papers 384, European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics.
  339. Amilon, Henrik, 2005. "Estimation of an Adaptive Stock Market Model with Heterogeneous Agents," Working Paper Series 177, Sveriges Riksbank (Central Bank of Sweden).
  340. Petri Rouvinen, 2002. "R&D-Productivity Dynamics: Causality, Lags, and "Dry Holes"," Journal of Applied Economics, Universidad del CEMA, vol. 0, pages 123-156, May.
  341. Garcia, Serge & Reynaud, Arnaud, 2004. "Estimating the benefits of efficient water pricing in France," Resource and Energy Economics, Elsevier, vol. 26(1), pages 1-25, March.
  342. Abhay Abhyankar & Angelica Gonzalez, 2007. "What Drives Corporate Bond Market Betas?," ESE Discussion Papers 157, Edinburgh School of Economics, University of Edinburgh.
  343. Xu Cheng & Zhipeng Liao, 2012. "Select the Valid and Relevant Moments: A One-Step Procedure for GMM with Many Moments," PIER Working Paper Archive 12-045, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  344. Dovonon, Prosper & Renault, Eric, 2011. "Testing for Common GARCH Factors," MPRA Paper 40224, University Library of Munich, Germany.
  345. Thomas Henker & Martin Martens, 2010. "Spread decomposition with common spread components," International Journal of Managerial Finance, Emerald Group Publishing, vol. 6(2), pages 88-115, April.
  346. Bayona-Sáez, Cristina & García-Marco, Teresa, 2010. "Assessing the effectiveness of the Eureka Program," Research Policy, Elsevier, vol. 39(10), pages 1375-1386, December.
  347. Julio Martinez-Galarraga, 2010. "The determinants of industrial location in Spain, 1856-1929," Working Papers in Economics 244, Universitat de Barcelona. Espai de Recerca en Economia.
  348. von Hinke, Stephanie & Davey Smith, George & Lawlor, Debbie A. & Propper, Carol & Windmeijer, Frank, 2016. "Genetic markers as instrumental variables," Journal of Health Economics, Elsevier, vol. 45(C), pages 131-148.
  349. Kramer, Charles, 1999. "Noise trading, transaction costs, and the relationship of stock returns and trading volume," International Review of Economics & Finance, Elsevier, vol. 8(4), pages 343-362, November.
  350. Zhaohui Chen & Alberto Giovannini, 1992. "Estimating Expected Exchange Rates Under Target Zones," NBER Working Papers 3955, National Bureau of Economic Research, Inc.
  351. Doko Tchatoka, Firmin Sabro, 2012. "Specification Tests with Weak and Invalid Instruments," MPRA Paper 40185, University Library of Munich, Germany.
  352. Good, D. & Nadiri, M.I. & Sickles, R., 1996. "Index Number and Factor Demand Approaches to the Estimarion of Productivity," Working Papers 96-34, C.V. Starr Center for Applied Economics, New York University.
  353. Jeffrey M. Woodridge, 1988. "A Unified Approach to Robust, Regression-Based Specification Tests," Working papers 480, Massachusetts Institute of Technology (MIT), Department of Economics.
  354. Sarno, Lucio & Thornton, Daniel L & Valente, Giorgio, 2005. "The Empirical Failure of the Expectations Hypothesis of the Term Structure of Bond Yields," CEPR Discussion Papers 5259, C.E.P.R. Discussion Papers.
  355. Tseng, Hsiou-Ying, 2010. "How does the removal of the United States short-sale rules impact three Latin American markets?," International Review of Financial Analysis, Elsevier, vol. 19(2), pages 127-133, March.
  356. Jean-Guillaume Sahuc, 2004. "Partial Indexation and Inflation Dynamics: What Do the Data Say?," Documents de recherche 04-06, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne.
  357. Xu, Hai Yan & Ward, Bert D. & Nartea, Gilbert V., 2007. "An Empirical Study of the Chinese Short-Term Interest Rate: A Comparison of the Predictive Power of Rival One-Factor Models," Review of Applied Economics, Review of Applied Economics, vol. 3(1-2).
  358. Chen, Sheng-Syan & Chen, Hsien-Yi & Chang, Chong-Chuo & Yang, Shu-Ling, 2013. "How do sovereign credit rating changes affect private investment?," Journal of Banking & Finance, Elsevier, vol. 37(12), pages 4820-4833.
  359. Hamori, Shigeyuki, 1997. "Risk premiums and conditional covariances in tests of asset pricing models: Some evidence from Japan," Japan and the World Economy, Elsevier, vol. 9(3), pages 413-430, August.
  360. Cifarelli, giulio, 2002. "The information content of implied volatilities of options on eurodeposit futures traded on the LIFFE: is there long memory?," MPRA Paper 28538, University Library of Munich, Germany.
  361. Calzolari, G. & Fiorentini, G. & Sentana, E., 2000. "Constrained EMM and Indirect Inference Estimation," Papers 0005, Centro de Estudios Monetarios Y Financieros-.
  362. Måns Söderbom & Francis Teal & Anthony Wambugu, 2002. "Does firm size really affect earnings?," CSAE Working Paper Series 2002-08, Centre for the Study of African Economies, University of Oxford.
  363. Paulo M.D.C. Parente & Joao M.C. Santos Silva, 2011. "A Cautionary Note on Tests for Overidentifying Restrictions," Discussion Papers 1111, Exeter University, Department of Economics.
  364. Mullahy, John & Sindelar, Jody, 1996. "Employment, unemployment, and problem drinking," Journal of Health Economics, Elsevier, vol. 15(4), pages 409-434, August.
  365. Abdur R Chowdhury, 2004. "Private Savings in Transition Economies: Are there Terms of Trade Shocks?," Comparative Economic Studies, Palgrave Macmillan, vol. 46(4), pages 487-514, December.
  366. Nepal, Mani & Bohara, Alok K, 2015. "Consumption insurance under uncertainty: The case of Nepal during Maoist insurgency," International Journal of Development and Conflict, Gokhale Institute of Politics and Economics, vol. 5(1), pages 1-31.
  367. Tim Krieger & Jens Ruhose, 2011. "“Honey, I shrunk the kids’ benefits!” — Revisiting intergenerational conflict in OECD countries," Working Papers CIE 46, Paderborn University, CIE Center for International Economics.
  368. Markus Eberhardt & Christian Helmers & Hubert Strauss, . "Do Spillovers Matter When Estimating Private Returns to R&D?," Discussion Papers 11/22, University of Nottingham, GEP.
  369. Kim, Bongsun & Kim, Eonsoo & Miller, Douglas J. & Mahoney, Joseph T., 2016. "The impact of the timing of patents on innovation performance," Research Policy, Elsevier, vol. 45(4), pages 914-928.
  370. Rafal Weron & Ingve Simonsen & Piotr Wilman, 2003. "Modeling highly volatile and seasonal markets: evidence from the Nord Pool electricity market," Econometrics 0303007, EconWPA.
  371. Jon A. Christopherson & Wayne E. Ferson & Debra A. Glassman, 1996. "Conditioning Manager Alphas on Economic Information: Another Look at the Persistence of Performance," NBER Working Papers 5830, National Bureau of Economic Research, Inc.
  372. Robert A. Amano & Tony Wirjanto, 1997. "Government Expenditures and the Permanent-Income Model," Working Papers 98002, University of Waterloo, Department of Economics, revised Nov 1997.
  373. Martin Lettau & Sydney Ludvigson, 2009. "Euler Equation Errors," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 12(2), pages 255-283, April.
  374. Olivier Allais & Loïc Cadiou & Stéphane Dées, 2001. "Habitudes de consommation et prime de risque sur le marché actions dans les pays du G7," Économie et Prévision, Programme National Persée, vol. 147(1), pages 1-18.
  375. Hanno Lustig & Adrien Verdelhan, 2006. "The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk," Boston University - Department of Economics - Working Papers Series WP2006-045, Boston University - Department of Economics.
  376. Humpage, Owen F. & Mukherjee, Sanchita, 2015. "Even Keel and the Great Inflation," Working Paper 1532, Federal Reserve Bank of Cleveland, revised 20 Dec 2015.
  377. Ray C. Fair & John B. Taylor, 1989. "Full Information Estimation and Stochastic Simulation of Models with Rational Expectations," Cowles Foundation Discussion Papers 921, Cowles Foundation for Research in Economics, Yale University.
  378. Ulrich Gunter & Gerald Krenn & Michael Sigmund, 2013. "Macroeconomic, Market and Bank-Specific Determinants of the Net Interest Margin in Austria," Financial Stability Report, Oesterreichische Nationalbank (Austrian Central Bank), issue 25, pages 87-101.
  379. Vassilis A. Hajivassiliou and Paul A. Ruud., 1993. "Classical Estimation Methods for LDV Models Using Simulation," Economics Working Papers 93-219, University of California at Berkeley.
  380. Zhuoxin Li & Sirkka L. Jarvenpaa, 2015. "Motivating IT-Mediated Crowds: The Effect of Goal Setting on Project Performance in Online Crowdfunding," Working Papers 15-07, NET Institute.
  381. Zeeshan Atiq & M. Emranul Haque, 2015. "Financial Development and Economic Growth: The Role of Financial Liberalization," Centre for Growth and Business Cycle Research Discussion Paper Series 201, Economics, The Univeristy of Manchester.
  382. Andrés Rodríguez-Pose & Vassilis Tselios, 2007. "Education and income inequality in the regions of the European Union," Working Papers 2007-17, Instituto Madrileño de Estudios Avanzados (IMDEA) Ciencias Sociales.
  383. Joseph G. Haubrich, . "Consumption and Fractional Differencing: Old and New Anomalies," Rodney L. White Center for Financial Research Working Papers 20-89, Wharton School Rodney L. White Center for Financial Research.
  384. Ying Fang, 2013. "GMM with Weak Identification and Near Exogenneity," WISE Working Papers 2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
  385. R Blundell & Steven Bond, . "Initial conditions and moment restrictions in dynamic panel data model," Economics Papers W14&104., Economics Group, Nuffield College, University of Oxford.
  386. Todd, Prono, 2009. "Market Proxies, Correlation, and Relative Mean-Variance Efficiency: Still Living with the Roll Critique," MPRA Paper 20031, University Library of Munich, Germany.
  387. Robert Breunig & Omer Majeed, 2016. "Inequality or poverty: which is bad for growth?," CAMA Working Papers 2016-43, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  388. Emmanuel Flachaire, 2005. "More Efficient Tests Robust to Heteroskedasticity of Unknown Form," Econometric Reviews, Taylor & Francis Journals, vol. 24(2), pages 219-241.
  389. Tajik, Mohammad & Aliakbari, Saeideh & Ghalia, Thaana & Kaffash, Sepideh, 2015. "House prices and credit risk: Evidence from the United States," Economic Modelling, Elsevier, vol. 51(C), pages 123-135.
  390. RUGE-MURCIA, Francisco J., 2010. "Estimating Nonlinear DSGE Models by the Simulated Method of Moments," Cahiers de recherche 19-2010, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  391. Argyropoulos, Efthymios & Tzavalis, Elias, 2015. "Real term structure forecasts of consumption growth," Journal of Empirical Finance, Elsevier, vol. 33(C), pages 208-222.
  392. Ait-Sahalia, Yacine, 1998. "Dynamic equilibrium and volatility in financial asset markets," Journal of Econometrics, Elsevier, vol. 84(1), pages 93-127, May.
  393. Peter Siminski, 2013. "Are low-skill public sector workers really overpaid? A quasi-differenced panel data analysis," Applied Economics, Taylor & Francis Journals, vol. 45(14), pages 1915-1929, May.
  394. Elena Bontempi & Roberto Golinelli & Giuseppe Parigi, 2007. "Why demand uncertainty curbs investment: Evidence froma a panel of Italian manufacturing firms," Temi di discussione (Economic working papers) 621, Bank of Italy, Economic Research and International Relations Area.
  395. Reitz, Stefan & Ruelke, Jan & Stadtmann, Georg, 2009. "Are oil-price-forecasters finally right? -- Regressive expectations towards more fundamental values of the oil price," MPRA Paper 15607, University Library of Munich, Germany.
  396. Philipp Harms & Matthias Hoffmann, 2009. "Deciding to Peg the Exchange Rate in Developing Countries:The Role of Private-Sector Debt," Working Papers 09.06, Swiss National Bank, Study Center Gerzensee.
  397. Kan, Raymond & Robotti, Cesare, 2008. "Specification tests of asset pricing models using excess returns," Journal of Empirical Finance, Elsevier, vol. 15(5), pages 816-838, December.
  398. Meriküll, Jaanika & Rõõm, Tairi, 2014. "Are foreign-owned firms different? Comparison of employment volatility and elasticity of labour demand," Working Paper Series 1704, European Central Bank.
  399. Cenedese, Gino & Payne, Richard & Sarno, Lucio & Valente, Giorgio, 2015. "What do stock markets tell us about exchange rates?," Bank of England working papers 537, Bank of England.
  400. Jacobs, Kris, 2000. "Estimating Nonseparable Preference Specifications for Asset Market Participants," Econometric Society World Congress 2000 Contributed Papers 1472, Econometric Society.
  401. Carrión-Flores, Carmen E. & Innes, Robert, 2010. "Environmental innovation and environmental performance," Journal of Environmental Economics and Management, Elsevier, vol. 59(1), pages 27-42, January.
  402. Allen, Jason & Gregory, Allan W. & Shimotsu, Katsumi, 2010. "Empirical Likelihood Block Bootstrapping," Discussion Papers 2010-01, Graduate School of Economics, Hitotsubashi University.
  403. Philippe Jorion & Frederic Mishkin, 1991. "A Multi-Country Comparison of Term Structure Forecasts at Long Horizons," NBER Working Papers 3574, National Bureau of Economic Research, Inc.
  404. West,K.D. & Wong,K.-F. & Anatolyev,S., 2001. "Instrumental variables estimation of heteroskedastic linear models using all lags of instruments," Working papers 20, Wisconsin Madison - Social Systems.
  405. Jean Francois David & Eric Ghysels, 1989. "Y a-t-il des biais systematiques dans les annonces budgetaires canadiennes? (With English summary.)," Canadian Public Policy, University of Toronto Press, vol. 15(3), pages 313-321, September.
  406. Huntley Schaller & Robert S. Chirinko, 1995. "Business Fixed Investment and "Bubbles": the Japanese Case," Carleton Economic Papers 95-13, Carleton University, Department of Economics, revised 2001.
  407. Fu, Lianyan & Gao, Wei & Shi, Ning-Zhong, 2011. "Estimation of relative average treatment effects with misclassification," Economics Letters, Elsevier, vol. 111(1), pages 95-98, April.
  408. John Y. Campbell, 1990. "A Variance Decomposition for Stock Returns," NBER Working Papers 3246, National Bureau of Economic Research, Inc.
  409. Durlauf, S.N. & Maccini, L.J., 1993. "Measuring Noise in Inventory Models," Working papers 9326, Wisconsin Madison - Social Systems.
  410. de Laiglesia, Juan R., 2005. "Investment and credit effects of land titling and registration:," Proceedings of the German Development Economics Conference, Kiel 2005 10, Verein für Socialpolitik, Research Committee Development Economics.
  411. Lucio Sarno & Mark P. Taylor, . "Real Interest Rates, Liquidity Constraints and Financial Deregulation: Private Consumption Behaviour in the UK," Economics and Finance Discussion Papers 97-12, Economics and Finance Section, School of Social Sciences, Brunel University.
  412. Colavecchio, Roberta & Carstensen, Kai, 2004. "Did the Revision of the ECB Monetary Policy Strategy Affect the Reaction Function?," Kiel Working Papers 1221, Kiel Institute for the World Economy (IfW).
  413. Zhang, Xianyang, 2016. "Fixed-smoothing asymptotics in the generalized empirical likelihood estimation framework," Journal of Econometrics, Elsevier, vol. 193(1), pages 123-146.
  414. Luis Carranza, . "Debt Composition and Balance Sheet Effects of Exchange and Interest Rates Volatility: Case of Peru," DCBSLA Series 6, Inter-American Development Bank, Research Department.
  415. Petter Lundborg, 2007. "Smoking, information sources, and risk perceptions—New results on Swedish data," Journal of Risk and Uncertainty, Springer, vol. 34(3), pages 217-240, June.
  416. Aït-Sahalia, Yacine & Laeven, Roger J. A. & Pelizzon, Loriana, 2014. "Mutual excitation in eurozone sovereign CDS," SAFE Working Paper Series 51, Research Center SAFE - Sustainable Architecture for Finance in Europe, Goethe University Frankfurt.
  417. Auel, Matias Carlos & de Mendonça, Helder Ferreira, 2011. "Macroeconomic relevance of credit channels: Evidence from an emerging economy under inflation targeting," Economic Modelling, Elsevier, vol. 28(3), pages 965-979, May.
  418. Carrasco, Marine & Chernov, Mikhaël & Florens, Jean-Pierre & Ghysels, Eric, 2000. "Efficient Estimation of Jump Diffusions and General Dynamic Models with a Continuum of Moment Conditions," IDEI Working Papers 116, Institut d'Économie Industrielle (IDEI), Toulouse, revised 2002.
  419. Christian R. Proaño, 2011. "Gradual wage-price adjustments, labor market frictions and monetary policy rules," Working Papers 1112, New School for Social Research, Department of Economics.
  420. Bertille Antoine & Eric Renault, 2014. "On the relevance of weaker instruments," Discussion Papers dp14-04, Department of Economics, Simon Fraser University, revised 02 Jun 2016.
  421. Shantanu Dutta & Om Narasimhan & Surendra Rajiv, 1999. "Success in High-Technology Markets: Is Marketing Capability Critical?," Marketing Science, INFORMS, vol. 18(4), pages 547-568.
  422. Chakravarty, Sugato & Li, Kai, 2003. "An examination of own account trading by dual traders in futures markets," Journal of Financial Economics, Elsevier, vol. 69(2), pages 375-397, August.
  423. Ravi Jagannathan & Keiichi Kubota & Hitoshi Takehara, 1997. "Relationship between labor-income risk and average return: empirical evidence from the Japanese stock market," Discussion Paper / Institute for Empirical Macroeconomics 117, Federal Reserve Bank of Minneapolis.
  424. Nadia Tahir, 2013. "Forward-Looking and Backward-Looking Taylor Rules: Evidence from Pakistan," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, vol. 18(2), pages 121-145, July-Dec.
  425. Hanusch, Marek & Keefer, Philip, 2013. "Political budget cycles and the organization of political parties," Policy Research Working Paper Series 6654, The World Bank.
  426. Huntley Schaller & Robert Chirinko, 1993. "Bubbles, Fundamentals, and Investment: A Multiple Equation Testing Strategy," Carleton Economic Papers 93-08, Carleton University, Department of Economics, revised Aug 1996.
  427. Flodén, Martin & Linde, Jesper, 1998. "Idiosyncratic Risk in the U.S. and Sweden: Is there a Role for Government Insurance?," Seminar Papers 654, Stockholm University, Institute for International Economic Studies.
  428. Rouvinen, Petri, 1999. "Issues in R&D-Productivity. Causality, Lags, and 'Dry Holes'," Discussion Papers 694, The Research Institute of the Finnish Economy.
  429. Manabu Asai & Michael McAleer, 2013. "A Fractionally Integrated Wishart Stochastic Volatility Model," Documentos de Trabajo del ICAE 2013-07, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  430. Anisha Ghosh & Oliver Linton, 2007. "Consistent estimation of the risk-return tradeoff in the presence of measurement error," LSE Research Online Documents on Economics 24506, London School of Economics and Political Science, LSE Library.
  431. Li, Tao & Trani, Antonio A., 2014. "A model to forecast airport-level General Aviation demand," Journal of Air Transport Management, Elsevier, vol. 40(C), pages 192-206.
  432. Engsted, Tom & Møller, Stig V., 2015. "Cross-sectional consumption-based asset pricing: A reappraisal," Economics Letters, Elsevier, vol. 132(C), pages 101-104.
  433. Maio, Paulo, 2013. "Return decomposition and the Intertemporal CAPM," Journal of Banking & Finance, Elsevier, vol. 37(12), pages 4958-4972.
  434. Adwoa A. Nsor-Ambala, 2015. "Foreign Transfers, Manufacturing Growth and the Dutch Disease Revisited," Bristol Economics Discussion Papers 15/663, Department of Economics, University of Bristol, UK.
  435. Homm, Ulrich & Pigorsch, Christian, 2012. "Beyond the Sharpe ratio: An application of the Aumann–Serrano index to performance measurement," Journal of Banking & Finance, Elsevier, vol. 36(8), pages 2274-2284.
  436. Edda Claus & Iris Claus & Leo Krippner, 2014. "Asset markets and monetary policy shocks at the zero lower bound," CAMA Working Papers 2014-42, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  437. Adam Hale Shapiro, 2006. "Estimating the New Keynesian Phillips curve: a vertical production chain approach," Working Papers 06-11, Federal Reserve Bank of Boston.
  438. Artem Prokhorov, 2008. "On relative efficiency of Quasi-MLE and GMM estimators of covariance structure models," Working Papers 08004, Concordia University, Department of Economics.
  439. Zhen, Chen & Wohlgenant, Michael K., 2006. "Food Safety and Habits in U.S. Meat Demand under Rational Expectations," 2006 Annual meeting, July 23-26, Long Beach, CA 21287, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  440. Kumhof, Michael, 2000. "A quantitative exploration of the role of short-term domestic debt in balance of payments crises," Journal of International Economics, Elsevier, vol. 51(1), pages 195-215, June.
  441. Giacomini, Raffaella & Komunjer, Ivana, 2005. "Evaluation and Combination of Conditional Quantile Forecasts," Journal of Business & Economic Statistics, American Statistical Association, vol. 23, pages 416-431, October.
  442. Potì, Valerio & Wang, DengLi, 2010. "The coskewness puzzle," Journal of Banking & Finance, Elsevier, vol. 34(8), pages 1827-1838, August.
  443. Smith, Gregor W., 2009. "Pooling forecasts in linear rational expectations models," Journal of Economic Dynamics and Control, Elsevier, vol. 33(11), pages 1858-1866, November.
  444. Whitney K. Newey & Richard J. Smith, 2004. "Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators," Econometrica, Econometric Society, vol. 72(1), pages 219-255, 01.
  445. Javed, Omer, 2014. "Institutional quality, macroeconomic stabilization and economic growth: a case study of IMF programme countries," MPRA Paper 56370, University Library of Munich, Germany.
  446. Cuong LE VAN & Yiannis VALAKIS, 2001. "Existence of a competitive equilibrium in one sector growth model with heterogeneous agents and irreversible investment," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 2001018, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  447. Azher, Sara & Iqbal, Javed, 2016. "Pricing of foreign exchange risk and market segmentation: Evidence from Pakistan's equity market," Journal of Asian Economics, Elsevier, vol. 43(C), pages 37-48.
  448. Ricardo Gonçalves Silva & Marinho Gomes Andrade & Milton Barossi-Filho, 2004. "Understanding Brazilian Unemployment Structure: A Mixed Autoregressive Approach," Econometrics 0408003, EconWPA, revised 13 Aug 2004.
  449. Lindström, Tomas, 1999. "External Economies at the Firm Level: Evidence from Swedish Manufacturing," Working Paper Series 89, Sveriges Riksbank (Central Bank of Sweden).
  450. Bianchi, Francesco, 2013. "Methods for Measuring Expectations and Uncertainty in Markov-Switching Models," CEPR Discussion Papers 9705, C.E.P.R. Discussion Papers.
  451. Lancaster, Tony & Imbens, Guido, 1996. "Case-control studies with contaminated controls," Journal of Econometrics, Elsevier, vol. 71(1-2), pages 145-160.
  452. Huang, Jing-Zhi & Wang, Ying, 2013. "Should investors invest in hedge fund-like mutual funds? Evidence from the 2007 financial crisis," Journal of Financial Intermediation, Elsevier, vol. 22(3), pages 482-512.
  453. Julio Cesar Costa Pinto & Joaquim Pinto de Andrade, 2011. "Comparaçãoentre técnicas estatísticas naestimação de modelos Novo-Keynesianos aplicadosao Brasil," Anais do XXXVII Encontro Nacional de Economia [Proceedings of the 37th Brazilian Economics Meeting] 34, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
  454. Dupaigne, M. & Fève, P. & Matheron, J., 2005. "Technology Shock and Employment: Do We Really Need DSGE Models with a Fall in Hours?," Working papers 124, Banque de France.
  455. Richard Finlay & Eugene Seneta, 2008. "Stationary-Increment Variance-Gamma and "t" Models: Simulation and Parameter Estimation," International Statistical Review, International Statistical Institute, vol. 76(2), pages 167-186, 08.
  456. Grammig, Joachim & Wellner, Marc, 2002. "Modeling the interdependence of volatility and inter-transaction duration processes," Journal of Econometrics, Elsevier, vol. 106(2), pages 369-400, February.
  457. Ziliak, James P., 1998. "Does the choice of consumption measure matter? An application to the permanent-income hypothesis," Journal of Monetary Economics, Elsevier, vol. 41(1), pages 201-216, February.
  458. George, Thomas J & Hwang, Chuan-Yang, 2001. "Information Flow and Pricing Errors: A Unified Approach to Estimation and Testing," Review of Financial Studies, Society for Financial Studies, vol. 14(4), pages 979-1020.
  459. Schrimpf, Andreas & Schröder, Michael & Stehle, Richard, 2006. "Evaluating conditional asset pricing models for the German stock market," ZEW Discussion Papers 06-43, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
  460. Nakano, Makiko & Managi, Shunsuke, 2008. "Regulatory reforms and productivity: An empirical analysis of the Japanese electricity industry," Energy Policy, Elsevier, vol. 36(1), pages 201-209, January.
  461. Kim, Dongcheol & Kim, Tong Suk & Min, Byoung-Kyu, 2011. "Future labor income growth and the cross-section of equity returns," Journal of Banking & Finance, Elsevier, vol. 35(1), pages 67-81, January.
  462. Grammig, Joachim & Schaub, Eva-Maria, 2014. "Give me strong moments and time: Combining GMM and SMM to estimate long-run risk asset pricing," CFR Working Papers 14-05, University of Cologne, Centre for Financial Research (CFR).
  463. Denyse L. Dagenais & Marcel Dagenais, 1995. "Higher Moment Estimators for Linear Regression Models With Errors in the Variables," CIRANO Working Papers 95s-13, CIRANO.
  464. Karen K. Lewis, 1991. "Should the Holding Period Matter for the Intertemporal Consumption-BasedCAPM?," NBER Working Papers 3583, National Bureau of Economic Research, Inc.
  465. Larry A Sjaastad, 1998. "Comment on "Tipo de Cambio Real y Gasto Público: Un Modelo Econométrico para Chile"," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 35(104), pages 139-150.
  466. Peter R. Hartley, 1983. "Rational Expectations and the Foreign Exchange Market," NBER Chapters, in: Exchange Rates and International Macroeconomics, pages 153-188 National Bureau of Economic Research, Inc.
  467. Grunspan, T., 2005. "The Fed and the Question of Financial Stability: An Empirical Investigation," Working papers 134, Banque de France.
  468. Fève, Patrick & Guay, Alain, 2006. "Identification of Technology Shocks in Structural VARs," IDEI Working Papers 383, Institut d'Économie Industrielle (IDEI), Toulouse.
  469. Lanne, Markku & Saikkonen, Pentti, 2009. "GMM Estimation with Noncausal Instruments," MPRA Paper 23649, University Library of Munich, Germany.
  470. Chernozhukov, Victor & Hong, Han, 2003. "An MCMC approach to classical estimation," Journal of Econometrics, Elsevier, vol. 115(2), pages 293-346, August.
  471. A. Abhyankar & L. S. Copeland & W. Wong, 1999. "LIFFE cycles: intraday evidence from the FTSE-100 Stock Index futures market," The European Journal of Finance, Taylor & Francis Journals, vol. 5(2), pages 123-139.
  472. Matei Demetrescu & Christoph Hanck & Robinson Kruse, 2016. "Fixed-b Inference in the Presence of Time-Varying Volatility," CREATES Research Papers 2016-01, Department of Economics and Business Economics, Aarhus University.
  473. Frédéric Karamé & Lise Patureau & Thepthida Sopraseuth, 2002. "Can We Beat the Random Walk Forecasts of Out-of-Sample Exchange Rates? A Structural Approach," Computing in Economics and Finance 2002 233, Society for Computational Economics.
  474. Sarafidis, Vasilis & Yamagata, Takashi & Robertson, Donald, 2009. "A test of cross section dependence for a linear dynamic panel model with regressors," Journal of Econometrics, Elsevier, vol. 148(2), pages 149-161, February.
  475. Robert P. Flood & Robert J. Hodrick, 1986. "Asset Price Volatility, Bubbles, and Process Switching," NBER Working Papers 1867, National Bureau of Economic Research, Inc.
  476. Zheng, Xinye & Li, Fanghua & Song, Shunfeng & Yu, Yihua, 2013. "Central Government's Infrastructure Investment across Chinese Regions: A Dynamic Spatial Panel Data Approach," MPRA Paper 50407, University Library of Munich, Germany.
  477. repec:fgv:epgrbe:v:68:y:2015:i:4:a:24609 is not listed on IDEAS
  478. Lars Peter Hansen & Jose Alexandre Scheinkman, 1993. "Back to the Future: Generating Moment Implications for Continuous-Time Markov Processes," NBER Technical Working Papers 0141, National Bureau of Economic Research, Inc.
  479. Arne Bigsten & Paul Collier & Stefan Dercon & Marcel Fachamps & Bernard Gauthier & Jan Willem Gunning & Abena Oduro & Remco Oostendorp & Catherine Pattillo & Mans Soderbom & Francis Teal & Albert Zeuf, 2004. "Do African manufacturing firms learn from exporting?," Development and Comp Systems 0409071, EconWPA.
  480. Smith, Richard J., 2007. "Efficient information theoretic inference for conditional moment restrictions," Journal of Econometrics, Elsevier, vol. 138(2), pages 430-460, June.
  481. Hibiki Ichiue, 2004. "Why Can the Yield Curve Predict Output Growth, Inflation, and Interest Rates? An Analysis with Affine Term Structure Model," Econometric Society 2004 Far Eastern Meetings 581, Econometric Society.
  482. Olivier Allais & Loic Cadiou & Stéphane Dees, 2000. "Consumption Habit and Equity Premium in the G7 Countries," Working Papers 2000-19, CEPII research center.
  483. Chistiano, Lawrence J & den Haan, Wouter J, 1996. "Small-Sample Properties of GMM for Business-Cycle Analysis," Journal of Business & Economic Statistics, American Statistical Association, vol. 14(3), pages 309-27, July.
  484. Robert A. Amano & R. Tiff Macklem, 1998. "Unemployment Persistence and Costly Adjustment of Labour: A Canada-US Comparison," Canadian Public Policy, University of Toronto Press, vol. 24(s1), pages 138-151, February.
  485. Michael D. Bordo & Charles L. Evans, 1993. "Labor Productivity During the Great Depression," NBER Working Papers 4415, National Bureau of Economic Research, Inc.
  486. Michael W. Brandt & John H. Cochrane & Pedro Santa-Clara, 2001. "International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth)," NBER Working Papers 8404, National Bureau of Economic Research, Inc.
  487. Levinsohn, James & Berry, Steven & Pakes, Ariel, 2004. "Differentiated Products Demand Systems from a Combination of Micro and Macro Data: The New Car Market," Scholarly Articles 3436404, Harvard University Department of Economics.
  488. De Haas, Ralph & van Lelyveld, Iman, 2009. "Internal Capital Markets and Lending by Multinational Bank Subsidiaries," MPRA Paper 13164, University Library of Munich, Germany.
  489. Krogmann, Yin & Riedel, Nadine & Schwalbe, Ulrich, 2013. "Inter-firm R&D networks in pharmaceutical biotechnology: What determines firm's centrality-based partnering capability," FZID Discussion Papers 75-2013, University of Hohenheim, Center for Research on Innovation and Services (FZID).
  490. Srdjan Kujundzic & Dragiša Otaševic, 2012. "The bank lending channel in an euroised economy: the case of Serbia," Working papers 24, National Bank of Serbia.
  491. Marcus Tamm & Harald Tauchmann & Stefan Greß & Jürgen Wasem, 2005. "Price Elasticities and Social Health Insurance Choice in Germany: A Dynamic Panel Data Approach," RWI Discussion Papers 0028, Rheinisch-Westfälisches Institut für Wirtschaftsforschung.
  492. Larry G. Epstein & Stanley E. Zin, 1991. "The Independence Axiom and Asset Returns," NBER Technical Working Papers 0109, National Bureau of Economic Research, Inc.
  493. Dorothée Boccanfuso & Jonathan Goyette & Cho Euphrasie Monique ANGBO, 2014. "Constraints to women’s entrepreneurship and welfare in developing countries," EcoMod2014 6844, EcoMod.
  494. Gasmi, Farid & Lika, Ba & Noumba Um, Paul, 2010. "Is the level of financial sector development a key determinant of private investment in the power sector?," IDEI Working Papers 640, Institut d'Économie Industrielle (IDEI), Toulouse.
  495. Steve Bond & Clive Bowsher & Frank Windmeijer, 2001. "Criterion-based inference for GMM in autoregressive panel-data models," IFS Working Papers W01/02, Institute for Fiscal Studies.
  496. Chengsi Zhang & Denise R. Osborn & Dong Heon Kim, 2006. "The New Keynesian Phillips Curve: from Sticky Inflation to Sticky Prices," Centre for Growth and Business Cycle Research Discussion Paper Series 78, Economics, The Univeristy of Manchester.
  497. Szakmary, Andrew & Ors, Evren & Kyoung Kim, Jin & Davidson, Wallace III, 2003. "The predictive power of implied volatility: Evidence from 35 futures markets," Journal of Banking & Finance, Elsevier, vol. 27(11), pages 2151-2175, November.
  498. Prowse, Victoria L., 2010. "Modeling Employment Dynamics with State Dependence and Unobserved Heterogeneity," IZA Discussion Papers 4889, Institute for the Study of Labor (IZA).
  499. Herrera-Echeverri, Hernán & Geleilate, Jose Galli & Gaitan-Riaño, Sandra & Haar, Jerry & Soto-Echeverry, Nidia, 2016. "Export behavior and board independence in Colombian family firms: The reverse causality relationship," Journal of Business Research, Elsevier, vol. 69(6), pages 2018-2029.
  500. Viktor Todorov & Iaryna Grynkiv & George Tauchen, 2010. "Realized Laplace Transforms for Estimation of Jump Diffusive Volatility Models," Working Papers 10-75, Duke University, Department of Economics.
  501. Christopher R. Knittel & Konstantinos Metaxoglou, 2008. "Estimation of Random Coefficient Demand Models: Challenges, Difficulties and Warnings," NBER Working Papers 14080, National Bureau of Economic Research, Inc.
  502. Paul Cashin & C. John McDermott, 1998. "Terms of Trade Shocks and the Current Account," IMF Working Papers 98/177, International Monetary Fund.
  503. Nicky Grant, 2013. "Identification Robust Inference with Singular Variance," The School of Economics Discussion Paper Series 1315, Economics, The University of Manchester.
  504. Aderbal Oliveira Damasceno & Flávio Vilela Vieir, 2014. "Desalinhamento Cambial, Volatilidade Cambial E Crescimento Econômico: Uma Análise Para A Economia Brasileira (1995-2011)," Anais do XLI Encontro Nacional de Economia [Proceedings of the 41th Brazilian Economics Meeting] 100, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
  505. Chinn, Menzie David & Meredith, Guy, 2000. "Interest parity at short and long horizons," SFB 373 Discussion Papers 2000,44, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  506. Asea, Patrick K. & Turnovsky, Stephen J., 1998. "Capital income taxation and risk-taking in a small open economy," Journal of Public Economics, Elsevier, vol. 68(1), pages 55-90, April.
  507. Fusaro, Marc Anthony & Dutkowsky, Donald H., 2011. "What explains consumption in the very short-run? Evidence from checking account data," Journal of Macroeconomics, Elsevier, vol. 33(4), pages 542-552.
  508. Jean-Bernard Chatelain, 2007. "Improving Consistent Moment Selection Procedures for Generalized Method of Moments Estimation," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00112514, HAL.
  509. Azman-saini, W.N.W & Smith, Peter, 2010. "Finance and growth: new evidence on the role of insurance," MPRA Paper 65836, University Library of Munich, Germany.
  510. Allan W. Gregory & Jean-Francois Lamarche & Gregor W. Smith, 2001. "Information-Theoretic Estimation of Preference Parameters: Macroeconomic Applications and Simulation Evidence," Working Papers 1249, Queen's University, Department of Economics.
  511. Fletcher, Jonathan, 2001. "An examination of predictable risk and return in UK stock returns," Journal of Economics and Business, Elsevier, vol. 53(6), pages 527-546.
  512. Ledoit, Olivier & Wolf, Michael, 2000. "A well conditioned estimator for large dimensional covariance matrices," DES - Working Papers. Statistics and Econometrics. WS 10087, Universidad Carlos III de Madrid. Departamento de Estadística.
  513. James G. MacKinnon, 2012. "Thirty Years of Heteroskedasticity-Robust Inference," Working Papers 1268, Queen's University, Department of Economics.
  514. Luis Aranda & Martin Siyaranamual, 2014. "Are Smarter People Better Samaritans? Effect of Cognitive Abilities on Pro-Social Behaviors," Working Papers 2014:06, Department of Economics, University of Venice "Ca' Foscari".
  515. Wayne E. Ferson & George M. Constantinides, 1991. "Habit Persistence and Durability in Aggregate Consumption: Empirical Tests," NBER Working Papers 3631, National Bureau of Economic Research, Inc.
  516. Oda, Nobuyuki & Nagahata, Takashi, 2008. "On the function of the zero interest rate commitment: Monetary policy rules in the presence of the zero lower bound on interest rates," Journal of the Japanese and International Economies, Elsevier, vol. 22(1), pages 34-67, March.
  517. Enrique Sentana, 2008. "The Econometrics Of Mean-Variance Efficiency Tests: A Survey," Working Papers wp2008_0807, CEMFI.
  518. Ray C. Fair & Diane J. Macunovich, 1996. "Explaining the Labor Force Participation of Women 20-24," Cowles Foundation Discussion Papers 1116, Cowles Foundation for Research in Economics, Yale University.
  519. Bill Russell, Anindya Banerjee, 2006. "The Long-Run Phillips Curve and Non-Stationary Inflation," Economics Working Papers ECO2006/16, European University Institute.
  520. Jalan, Jyotsna & Ravallion, Martin, 1999. "Are the poor less well insured? Evidence on vulnerability to income risk in rural China," Journal of Development Economics, Elsevier, vol. 58(1), pages 61-81, February.
  521. Stephan Nuesch & Hartmut Haas, 2012. "Empirical Evidence on the “Never Change a Winning Team” Heuristic," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), Justus-Liebig University Giessen, Department of Statistics and Economics, vol. 232(3), pages 247-257, May.
  522. Ahumada, Hildegart A. & Garegnani, Maria Lorena, 2007. "Testing hyperbolic discounting in consumer decisions: Evidence for Argentina," Economics Letters, Elsevier, vol. 95(1), pages 146-150, April.
  523. Waqas Ahmed & Adnan Haider & Javed Iqbal, 2012. "Estimation of Discount Factor ß and Coefficient of Relative Risk Aversion ? in Selected Countries," Working Papers id:5087, eSocialSciences.
  524. Yu Chuan Huang, 2004. "The components of bid‐ask spread and their determinants: TAIFEX versus SGX‐DT," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 24(9), pages 835-860, 09.
  525. Chen, Carl R. & Sauer, David A., 1997. "Mean reversion in asset returns with varying debt and equity components: Evidence and implications from preferred stock," The Quarterly Review of Economics and Finance, Elsevier, vol. 37(3), pages 683-696.
  526. Matthew D. Shapiro, 1986. "The Dynamic Demand for Capital and Labor," NBER Working Papers 1899, National Bureau of Economic Research, Inc.
  527. V. Anton Muscatelli & Patrizio Tirelli & Carmine Trecroci, 2004. " Fiscal and Monetary Policy Interactions in a New Keynesian Model with Liquidity Constraints," CDMA Conference Paper Series 0402, Centre for Dynamic Macroeconomic Analysis.
  528. G. William Schwert, 1989. "Stock Volatility and the Crash of '87," NBER Working Papers 2954, National Bureau of Economic Research, Inc.
  529. Hui Chen & Michael Michaux & Nikolai Roussanov, 2013. "Houses as ATMs? Mortgage Refinancing and Macroeconomic Uncertainty," NBER Working Papers 19421, National Bureau of Economic Research, Inc.
  530. Warren, Paul, 2005. "Profitability of Canadian- Versus U.S.-controlled Enterprises," Economic Analysis (EA) Research Paper Series 2005030e, Statistics Canada, Analytical Studies Branch.
  531. Nagel, Hartmut & Schöbel, Rainer, 1996. "Volatility and GMM: Monte Carlo studies and empirical estimations," Tübinger Diskussionsbeiträge 69, University of Tübingen, School of Business and Economics.
  532. Daniel J. Graham & Patricia C. Melo, 2009. "Agglomeration Economies and Labour Productivity: Evidence from Longitudinal Worker Data for GBs Travel-to-Work Areas," SERC Discussion Papers 0031, Spatial Economics Research Centre, LSE.
  533. Joseph A. Clougherty & Anming Zhang, 2009. "Domestic rivalry and export performance: theory and evidence from international airline markets," Canadian Journal of Economics, Canadian Economics Association, vol. 42(2), pages 440-468, May.
  534. Almeida, Caio & Garcia, René, 2012. "Assessing misspecified asset pricing models with empirical likelihood estimators," Journal of Econometrics, Elsevier, vol. 170(2), pages 519-537.
  535. Francesco Bravo & Federico Crudu, 2012. "Efficient bootstrap with weakly dependent processes," Discussion Papers 12/08, Department of Economics, University of York.
  536. Andrei Semenov, 2004. "Asset Pricing with Idiosyncratic Consumption Risk and Limited Participation," Working Papers 2004_1, York University, Department of Economics.
  537. Ghysels, E., 1995. "On Stable Factor Structurs in the Pricing of Risk," Cahiers de recherche 9525, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  538. Marco, Mariluz & Labeaga, José M. & Jiménez, Sergio, 1995. "Algunos Factores explicativos de la existencia de huelgas durante la negociación colectiva en España," DES - Documentos de Trabajo. Estadística y Econometría. DS 3042, Universidad Carlos III de Madrid. Departamento de Estadística.
  539. Ragnar Nymoen & Gunnar Bardsen & Eilev S. Jansen, 2004. "The empirical relevance of the New Keynesian Phillips curve," Econometric Society 2004 North American Winter Meetings 328, Econometric Society.
  540. Groen, Jan J J & Kleibergen, Frank, 2003. "Likelihood-Based Cointegration Analysis in Panels of Vector Error-Correction Models," Journal of Business & Economic Statistics, American Statistical Association, vol. 21(2), pages 295-318, April.
  541. Bronka Rzepkowski, 2001. "Pouvoir prédictif de la volatilité implicite dans le prix des options de change," Économie et Prévision, Programme National Persée, vol. 148(2), pages 71-97.
  542. Kumar Kar, Ashim & Bali Swain, Ranjula, 2014. "Competition, performance and portfolio quality in microfinance markets," Working Paper Series 2014:8, Uppsala University, Department of Economics.
  543. Robert C. Feenstra, 1991. "New Goods and Index Numbers: U.S. Import Prices," NBER Working Papers 3610, National Bureau of Economic Research, Inc.
  544. Arthur Lewbel & Krishna Pendakur, 2009. "Tricks with Hicks: The EASI Demand System," American Economic Review, American Economic Association, vol. 99(3), pages 827-63, June.
  545. Bekaert, Geert & Harvey, Campbell R., 1997. "Emerging equity market volatility," Journal of Financial Economics, Elsevier, vol. 43(1), pages 29-77, January.
  546. repec:csg:ajrcwp:05 is not listed on IDEAS
  547. Cysne, Rubens Penha, 2004. "On the statistical estimation of diffusion processes - a partial survey," Economics Working Papers (Ensaios Economicos da EPGE) 570, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  548. Lozano, Martín & Rubio, Gonzalo, 2011. "Evaluating alternative methods for testing asset pricing models with historical data," Journal of Empirical Finance, Elsevier, vol. 18(1), pages 136-146, January.
  549. Jongen, Ron & Verschoor, Willem F.C. & Wolff, Christian C.P. & Zwinkels, Remco C.J., 2012. "Explaining dispersion in foreign exchange expectations: A heterogeneous agent approach," Journal of Economic Dynamics and Control, Elsevier, vol. 36(5), pages 719-735.
  550. A. Craig Burnside, 2010. "Empirical Asset Pricing and Statistical Power in the Presence of Weak Risk Factors," Working Papers 10-45, Duke University, Department of Economics.
  551. Shawn Chen-Yu Leu & Jeffrey Sheen, 2005. "Asymmetric Monetary Policy in Australia," Working Papers 2005.02, School of Economics, La Trobe University.
  552. CHUMACERO Rómulo, . "A Toolkit for Analyzing Alternative Policies in the Chilean Economy," EcoMod2003 330700037, EcoMod.
  553. Antoine, Bertille & Renault, Eric, 2012. "Efficient minimum distance estimation with multiple rates of convergence," Journal of Econometrics, Elsevier, vol. 170(2), pages 350-367.
  554. Spiess, Martin & Kroh, Martin, 2010. "A Selection Model for Panel Data: The Prospects of Green Party Support," EconStor Open Access Articles, ZBW - German National Library of Economics, pages 172-188.
  555. Tang, Cheng Yong & Leng, Chenlei, 2012. "An empirical likelihood approach to quantile regression with auxiliary information," Statistics & Probability Letters, Elsevier, vol. 82(1), pages 29-36.
  556. Neil R. Ericsson & Esfandiar Maasoumi & Grayham E. Mizon, 2001. "A retrospective on J. Denis Sargan and his contributions to econometrics," International Finance Discussion Papers 700, Board of Governors of the Federal Reserve System (U.S.).
  557. Patrick Fève & Alain Guay, 2007. "The Response of Hours to a Technology Shock: a Two-Step Structural VAR Approach," Cahiers de recherche 0737, CIRPEE.
  558. Hazel Bateman & Susan Thorp, 2005. "Decentralised Portfolio Management: Analysis of Australian Accumulation Funds," Research Paper Series 161, Quantitative Finance Research Centre, University of Technology, Sydney.
  559. Martin Eichenbaum, 1990. "Real business cycle theory: wisdom or whimsy?," Working Paper Series, Macroeconomic Issues 90-13, Federal Reserve Bank of Chicago.
  560. Diez de los Rios, Antonio & Sentana, Enrique, 2007. "Testing Uncovered Interest Parity: A Continuous-Time Approach," CEPR Discussion Papers 6516, C.E.P.R. Discussion Papers.
  561. Johanna Vogel, 2012. "Agglomeration and Growth: Evidence from the Regions of Central and Eastern Europe," ERSA conference papers ersa12p1089, European Regional Science Association.
  562. Judge, George G. & Mittelhammer, Ron C., 2007. "Estimation and inference in the case of competing sets of estimating equations," Journal of Econometrics, Elsevier, vol. 138(2), pages 513-531, June.
  563. Ray C. Fair, 1989. "The Production Smoothing Model Is Alive and Well," Cowles Foundation Discussion Papers 896, Cowles Foundation for Research in Economics, Yale University.
  564. Lof, Matthijs, 2013. "Essays on Expectations and the Econometrics of Asset Pricing," MPRA Paper 59064, University Library of Munich, Germany.
  565. Cysne, Rubens Penha, 2004. "On the statistical estimation of diffusion processes: a survey," Economics Working Papers (Ensaios Economicos da EPGE) 540, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  566. Biresselioglu, Mehmet Efe & Kilinc, Dilara & Onater-Isberk, Esra & Yelkenci, Tezer, 2016. "Estimating the political, economic and environmental factors’ impact on the installed wind capacity development: A system GMM approach," Renewable Energy, Elsevier, vol. 96(PA), pages 636-644.
  567. Christian Almer & Stefan Boes, 2012. "Climate (change) and conflict: resolving a puzzle of association and causation," Diskussionsschriften dp1203, Universitaet Bern, Departement Volkswirtschaft.
  568. Dridi, Ramdan & Guay, Alain & Renault, Eric, 2007. "Indirect inference and calibration of dynamic stochastic general equilibrium models," Journal of Econometrics, Elsevier, vol. 136(2), pages 397-430, February.
  569. Benoît Mahy & François Rycx & Mélanie Volral, 2011. "Does Wage Dispersion Make All Firms Productive?," Working Papers CEB 11-021, ULB -- Universite Libre de Bruxelles.
  570. K.C. Chan & Wai-Ming Fong & Rene M. Stulz, 1994. "Information, Trading and Stock Returns: Lessons from Dually-Listed Securities," NBER Working Papers 4743, National Bureau of Economic Research, Inc.
  571. Lemos, Sara & Portes, Jonathan, 2008. "New Labour? The Impact of Migration from Central and Eastern European Countries on the UK Labour Market," IZA Discussion Papers 3756, Institute for the Study of Labor (IZA).
  572. Windmeijer, Frank, 2005. "A finite sample correction for the variance of linear efficient two-step GMM estimators," Journal of Econometrics, Elsevier, vol. 126(1), pages 25-51, May.
  573. Paul D. McNelis & G.C. Lim, 1998. "Parameterizing Currency Risk in the EMS: The Irish Pound and Spanish Peseta against the German Mark," International Finance 9805001, EconWPA.
  574. Fabian Irek & Thorsten Lehnert, 2013. "Do Fund Investors Know that Risk is Sometimes not Priced?," LSF Research Working Paper Series 13-1, Luxembourg School of Finance, University of Luxembourg.
  575. Moura, Marcelo L. & Lima, Adauto R. S., 2007. "Empirical exchange rate models fit: Evidence from the Brazilian economy," Insper Working Papers wpe_87, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
  576. Marjan Petreski, 2010. "An Overhaul of a Doctrine: Has Inflation Targeting Opened a New Era in Developing-country Peggers?," FIW Working Paper series 057, FIW.
  577. Berlingieri, Giuseppe & Breinlich, Holger & Dhingra, Swati, 2016. "The Impact of Trade Agreements on Consumer Welfare," CEPR Discussion Papers 11148, C.E.P.R. Discussion Papers.
  578. Gagliardini, Patrick & Trojani, Fabio & Urga, Giovanni, 2005. "Robust GMM tests for structural breaks," Journal of Econometrics, Elsevier, vol. 129(1-2), pages 139-182.
  579. Marcel Fafchamps & Måns Söderbom, 2004. "Wages and Labor Management in African Manufacturing," Development and Comp Systems 0409043, EconWPA.
  580. Piper, Alan T., 2012. "Dynamic Analysis and the Economics of Happiness: Rationale, Results and Rules," MPRA Paper 43248, University Library of Munich, Germany, revised Dec 2012.
  581. May Luong & Anindya Sen, 2006. "Sex, Teen Pregnancies, STDs, and Beer Prices: Empirical Evidence from Canada," Working Papers 06001, University of Waterloo, Department of Economics, revised Jan 2006.
  582. Janvier D. Nkurunziza, 2005. "The Effect of Credit on Growth and Convergence of Firms in Kenyan Manufacturing," Economics Series Working Papers WPS/2005-01, University of Oxford, Department of Economics.
  583. Steve Berry & Oliver Linton & Ariel Pakes, 2000. "Limit Theorems for Estimating the Parameters of Differentiated Product Demand Systems," STICERD - Econometrics Paper Series 400, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  584. Mulvey, John M. & Rosenbaum, Daniel P. & Shetty, Bala, 1999. "Parameter estimation in stochastic scenario generation systems," European Journal of Operational Research, Elsevier, vol. 118(3), pages 563-577, November.
  585. Emmanuel Owusu-Sekyere & Reneé van Eyden & Francis M Kemegue, 2014. "Remittances and the Dutch Disease in Sub-Saharan Africa: A Dynamic Panel Approach," Contemporary Economics, University of Finance and Management in Warsaw, vol. 8(3), September.
  586. Siddiqi, Hammad, 2015. "Anchoring Heuristic and the Equity Premium Puzzle," MPRA Paper 68537, University Library of Munich, Germany.
  587. Aurélien Eyquem, 2007. "Fiscal Policy in an Estimated Model of the European Monetary Union," Economics Working Paper Archive (University of Rennes 1 & University of Caen) 200705, Center for Research in Economics and Management (CREM), University of Rennes 1, University of Caen and CNRS.
  588. Holly, Sean & Petrella, Ivan, 2009. "Factor Demand Linkages, Technology Shocks and the Business Cycle," MPRA Paper 18120, University Library of Munich, Germany.
  589. John Y. Campbell, 1993. "Why Long Horizons: A Study of Power Against Persistent Alternatives," NBER Technical Working Papers 0142, National Bureau of Economic Research, Inc.
  590. Anne MUSSON, 2012. "The Importance of the Stakeholders' Involvement in Building Indicators. The Case of Environmental Regulation in France," Working Papers 2011-2012_8, CATT - UPPA - Université de Pau et des Pays de l'Adour, revised Apr 2014.
  591. Hélène Bonnal & Éric Renault, 2004. "On the Efficient Use of the Informational Content of Estimating Equations: Implied Probabilities and Euclidean Empirical Likelihood," CIRANO Working Papers 2004s-18, CIRANO.
  592. Cristina Aybar-Arias & Alejandro Casino-Martínez & José López-Gracia, 2012. "On the adjustment speed of SMEs to their optimal capital structure," Small Business Economics, Springer, vol. 39(4), pages 977-996, November.
  593. Francesco Bravo, . "Higher order asymptotics and the bootstrap for empirical likelihood J tests," Discussion Papers 00/30, Department of Economics, University of York.
  594. Fumio Hayashi & Tohru Inoue, 1990. "The Relation Between Firm Growth and Q with Multiple Capital Goods: Theory and Evidence from Panel Data on Japanese Firms," NBER Working Papers 3326, National Bureau of Economic Research, Inc.
  595. Karamé, Frédéric & Patureau, Lise & Sopraseuth, Thepthida, 2008. "Limited participation and exchange rate dynamics: Does theory meet the data?," Journal of Economic Dynamics and Control, Elsevier, vol. 32(4), pages 1041-1087, April.
  596. Frank A. Wolak, 2001. "Identification and Estimation of Cost Functions Using Observed Bid Data: An Application to Electricity Markets," NBER Working Papers 8191, National Bureau of Economic Research, Inc.
  597. Mersland, Roy & Strøm, R. Øystein, 2010. "Microfinance Mission Drift?," World Development, Elsevier, vol. 38(1), pages 28-36, January.
  598. Robert S. Chirinko & Daniel J. Wilson, 2006. "State investment tax incentives: a zero-sum game?," Working Paper Series 2006-47, Federal Reserve Bank of San Francisco.
  599. Møller, Stig Vinther, 2009. "Habit persistence: Explaining cross-sectional variation in returns and time-varying expected returns," Journal of Empirical Finance, Elsevier, vol. 16(4), pages 525-536, September.
  600. Alberto Giovannini & Julio J. Rotemberg, 1984. "Exchange Rate Dynamics with Sticky Prices: The Deutsch Mark, 1974-1982," NBER Working Papers 1281, National Bureau of Economic Research, Inc.
  601. Alain Guay & Jean-Francois Lamarche, 2005. "The Information Content of Implied Probabilities to Detect Structural Change," Working Papers 0804, Brock University, Department of Economics, revised Oct 2008.
  602. Paul Cashin & C. John McDermott, 2003. "Intertemporal Substitution and Terms-of-Trade Shocks," Review of International Economics, Wiley Blackwell, vol. 11(4), pages 604-618, 09.
  603. Hiroki Masuda, 2005. "Classical Method of Moments for Partially and Discretely Observed Ergodic Models," Statistical Inference for Stochastic Processes, Springer, vol. 8(1), pages 25-50, January.
  604. Xiaohong Chen & David T. Jacho-Chávez & Oliver Linton, 2009. "An Alternative Way of ComputingEfficient Instrumental VariableEstimators," STICERD - Econometrics Paper Series 536, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  605. Jones, Brad & Lin, Chien-Ting & Masih, A. Mansur M., 2005. "Macroeconomic announcements, volatility, and interrelationships: An examination of the UK interest rate and equity markets," International Review of Financial Analysis, Elsevier, vol. 14(3), pages 356-375.
  606. Martin, Chris & Milas, Costas, 2006. "Testing the Opportunistic Approach to Monetary Policy," MPRA Paper 849, University Library of Munich, Germany.
  607. Daniel Ackerberg & Xiaohong Chen* & Jinyong Hahn, 2014. "Asymptotic efficiency of semiparametric two-step GMM," CeMMAP working papers CWP28/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  608. Pierre Perron & Tatsuma Wada, 2005. "Let’s Take a Break: Trends and Cycles in US Real GDP," Boston University - Department of Economics - Working Papers Series wp2009-006, Boston University - Department of Economics, revised Feb 2009.
  609. Ogawa, Kazuo & Suzuki, Kazuyuki, 1998. "Land Value and Corporate Investment: Evidence from Japanese Panel Data," Journal of the Japanese and International Economies, Elsevier, vol. 12(3), pages 232-249, September.
  610. Yueh-Neng Lin & Ken Hung, 2008. "Is Volatility Priced?," Annals of Economics and Finance, Society for AEF, vol. 9(1), pages 39-75, May.
  611. Wagner, Niklas & Szimayer, Alexander, 2004. "Local and spillover shocks in implied market volatility: evidence for the U.S. and Germany," Research in International Business and Finance, Elsevier, vol. 18(3), pages 237-251, September.
  612. Esben Hedegaard & Robert J. Hodrick, 2014. "Estimating the Risk-Return Trade-off with Overlapping Data Inference," NBER Working Papers 19969, National Bureau of Economic Research, Inc.
  613. Richard Smith, 2005. "Local GEL methods for conditional moment restrictions," CeMMAP working papers CWP15/05, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  614. Polder, Michael & Verick, Sher, 2004. "Dynamics of Labour and Capital Adjustment – A Comparison of Germany and the Netherlands," IZA Discussion Papers 1212, Institute for the Study of Labor (IZA).
  615. Jonas Gusset & Heinz Zimmermann, 2014. "Why not use SDF rather than beta models in performance measurement?," Financial Markets and Portfolio Management, Springer, vol. 28(4), pages 307-336, November.
  616. Joel L. Horowitz, 1996. "Bootstrap Methods in Econometrics: Theory and Numerical Performance," Econometrics 9602009, EconWPA, revised 05 Mar 1996.
  617. Campbell leith & Jim Malley, 2002. "Estimated General Equilibrium Models for the Evaluation of Monetary Policy in the US and Europe," Working Papers 2001_16, Business School - Economics, University of Glasgow.
  618. Katarína Danišková & Jarko Fidrmuc, 2011. "Inflation Convergence and the New Keynesian, Phillips Curve in the Czech Republic," Working Papers 292, Institut für Ost- und Südosteuropaforschung (Institute for East and South-East European Studies).
  619. Lindé, Jesper, 2001. "Estimating New-Keynesian Phillips Curves: A Full Information Maximum Likelihood Approach," Working Paper Series 129, Sveriges Riksbank (Central Bank of Sweden), revised 30 Apr 2001.
  620. Raquel Carrasco & Jose M. Labeaga & J.David López-Salido, 2002. "Unobserved Heterogeneity and Intertemporal Nonseparability: Evidence from Consumption Panel Data," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 C4-4, International Conferences on Panel Data.
  621. Okubo, Masakatsu, 2003. "Intratemporal substitution between private and government consumption: the case of Japan," Economics Letters, Elsevier, vol. 79(1), pages 75-81, April.
  622. Eric Ghysels & Alain Guay, 2001. "Testing for Structural Change in the Presence of Auxiliary Models," CIRANO Working Papers 2001s-54, CIRANO.
  623. Anna Bussu & Claudio Detotto & Valerio Sterzi, 2013. "Social conformity and suicide," Post-Print hal-00779865, HAL.
  624. Fabio Rumler, 2007. "Estimates of the Open Economy New Keynesian Phillips Curve for Euro Area Countries," Open Economies Review, Springer, vol. 18(4), pages 427-451, September.
  625. Brunila, Anne, 1996. "Fiscal policy and private consumption : Saving decisions : Evidence from Finland," Research Discussion Papers 28/1996, Bank of Finland.
  626. Jessica M. Mc Lay & Roy Lay-Yee & Barry J. Milne & Peter Davis, 2015. "Regression-Style Models for Parameter Estimation in Dynamic Microsimulation: An Empirical Performance Assessment," International Journal of Microsimulation, International Microsimulation Association, vol. 8(2), pages 83-127.
  627. repec:hhs:bofrdp:2004_016 is not listed on IDEAS
  628. Ola Simonsen, 2007. "An empirical model for durations in stocks," Annals of Finance, Springer, vol. 3(2), pages 241-255, March.
  629. Clarke, George R. G., 1995. "More evidence on income distribution and growth," Journal of Development Economics, Elsevier, vol. 47(2), pages 403-427, August.
  630. Takuma Kunieda & Akihisa Shibata, 2003. "Credit Constraints and the Current Account: A Test for the Japanese Economy," KIER Working Papers 573, Kyoto University, Institute of Economic Research.
  631. George M. Constantinides & Anisha Ghosh, 2008. "Asset pricing tests with long run risks in consumption growth," LSE Research Online Documents on Economics 24428, London School of Economics and Political Science, LSE Library.
  632. Frederic S. Mishkin & John Simon, 1995. "An Empirical Examination of the Fisher Effect in Australia," NBER Working Papers 5080, National Bureau of Economic Research, Inc.
  633. John Huizinga & Frederic S. Mishkin, 1984. "Inflation and Real Interest Rates on Assets with Different Risk Characteristics," NBER Working Papers 1333, National Bureau of Economic Research, Inc.
  634. Torrisi, Gianpiero, 2009. "Infrastructures and economic performance: a critical comparison across four approaches," MPRA Paper 18688, University Library of Munich, Germany.
  635. Chollete, Lorán & Næs, Randi & Skjeltorp, Johannes A., 2008. "The Risk Components of Liquidity," Discussion Papers 2008/7, Department of Business and Management Science, Norwegian School of Economics.
  636. Eckstein, Z. & Leiderman, L., 1991. "Seignorage and the Welfare Cost of Inflation; Evidence from an Intertemporal Model of Money and Consumption," Papers 7-91, Tel Aviv.
  637. Harding, John P., 2000. "Mortgage Valuation with Optimal Intertemporal Refinancing Strategies," Journal of Housing Economics, Elsevier, vol. 9(4), pages 233-266, December.
  638. Marcus Tamm & Harald Tauchmann & Jürgen Wasem & Stefan Greß, 2007. "Elasticities of market shares and social health insurance choice in germany: a dynamic panel data approach," Health Economics, John Wiley & Sons, Ltd., vol. 16(3), pages 243-256.
  639. Kocagil, Ahmet E, 1997. "Portfolio choice of government incentives: the case of commercialization of a new coal-based technology," Energy Policy, Elsevier, vol. 25(10), pages 887-896, August.
  640. Kunitomo, Naoto & Matsushita, Yukitoshi, 2009. "Asymptotic expansions and higher order properties of semi-parametric estimators in a system of simultaneous equations," Journal of Multivariate Analysis, Elsevier, vol. 100(8), pages 1727-1751, September.
  641. Travaglini, Guido, 2010. "Supervised Principal Components and Factor Instrumental Variables. An Application to Violent CrimeTrends in the US, 1982-2005," MPRA Paper 22077, University Library of Munich, Germany.
  642. Elmar Mertens, 2005. "Puzzling Comovements between Output and Interest Rates? Multiple Shocks are the Answer," Working Papers 05.05, Swiss National Bank, Study Center Gerzensee.
  643. Koskievic, Jean-Max, 1999. "An intertemporal consumption-leisure model with non-expected utility," Economics Letters, Elsevier, vol. 64(3), pages 285-289, September.
  644. Laura Rondi & Alessandro Sembenelli, 1997. "Investment, Financial Factors and Business Fluctuations," CERIS Working Paper 199717, Institute for Economic Research on Firms and Growth - Moncalieri (TO).
  645. Christopher J. Neely, 1994. "A reconsideration of the properties of the generalized method moments in asset pricing models," Working Papers 1994-010, Federal Reserve Bank of St. Louis.
  646. R. Anton Braun & Charles L. Evans, 1996. "Seasonal Solow residuals and Christmas: a case for labor hoarding and increasing returns," Working Papers 575, Federal Reserve Bank of Minneapolis.
  647. Matheron, Julien & Maury, Tristan-Pierre, 2004. "Supply-side refinements and the New Keynesian Phillips Curve," Economics Letters, Elsevier, vol. 82(3), pages 391-396, March.
  648. Ross Levine & Norman Loayza & Thorsten Beck, 2002. "Financial Intermediation and Growth: Causality and Causes," Central Banking, Analysis, and Economic Policies Book Series, in: Leonardo Hernández & Klaus Schmidt-Hebbel & Norman Loayza (Series Editor) & Klaus Schmidt-Hebbel (Se (ed.), Banking, Financial Integration, and International Crises, edition 1, volume 3, chapter 2, pages 031-084 Central Bank of Chile.
  649. Parikh, Ashok & Shibata, Miyuki, 2004. "Does trade liberalization accelerate convergence in per capita incomes in developing countries?," Journal of Asian Economics, Elsevier, vol. 15(1), pages 33-48, February.
  650. Ligeralde, Antonio V., 1997. "Covariance matrix estimators and tests of market efficiency," Journal of International Money and Finance, Elsevier, vol. 16(2), pages 323-343, April.
  651. Grammig, Joachim G. & Jank, Stephan, 2010. "Creative destruction and asset prices," CFR Working Papers 10-14, University of Cologne, Centre for Financial Research (CFR).
  652. Giorgio Valente & Mark Taylor & Lucio Sarno & Richard Clarida, 2004. "The Role of Asymmetries and Regime Shifts in the Term Structure of Interest Rates," Working Papers wp04-13, Warwick Business School, Finance Group.
  653. Laisney, François & Lechner, Michael, 1993. "Combining panel data and macro information: an application to the estimation of a participation model," ZEW Discussion Papers 93-23, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
  654. Hecq, Alain & Issler, João Victor, 2012. "A Common-feature approach for testing present-value restrictions with financial data," Economics Working Papers (Ensaios Economicos da EPGE) 728, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  655. Moreno, Manuel & Serrano, Pedro & Stute, Winfried, 2011. "Statistical properties and economic implications of jump-diffusion processes with shot-noise effects," European Journal of Operational Research, Elsevier, vol. 214(3), pages 656-664, November.
  656. Michael W. Brandt & Amir Yaron, 2003. "Time-Consistent No-Arbitrage Models of the Term Structure," NBER Working Papers 9458, National Bureau of Economic Research, Inc.
  657. de Moraes, Claudio Oliveira & Montes, Gabriel Caldas & Antunes, José Américo Pereira, 2016. "How does capital regulation react to monetary policy? New evidence on the risk-taking channel," Economic Modelling, Elsevier, vol. 56(C), pages 177-186.
  658. Medel, Carlos A., 2015. "Forecasting Inflation with the Hybrid New Keynesian Phillips Curve: A Compact-Scale Global VAR Approach," MPRA Paper 67081, University Library of Munich, Germany.
  659. Ojede, Andrew, 2015. "Is inflation in developing countries driven by low productivity or monetary growth?," Economics Letters, Elsevier, vol. 133(C), pages 96-99.
  660. Ogaki, M & Reinhart, C-M, 1995. "Measuring Intertemporal Substitution : The Role of Durable Goods," RCER Working Papers 404, University of Rochester - Center for Economic Research (RCER).
  661. Bansal, Ravi & Lundblad, Christian, 2002. "Market efficiency, asset returns, and the size of the risk premium in global equity markets," Journal of Econometrics, Elsevier, vol. 109(2), pages 195-237, August.
  662. Sen Gupta, Abhijit & Sengupta, Rajeswari, 2013. "Management of Capital Flows in India: 1990-2011," MPRA Paper 46217, University Library of Munich, Germany.
  663. Eichenbaum, Martin, 1989. "Some Empirical Evidence on the Production Level and Production Cost Smoothing Models of Inventory Investment," American Economic Review, American Economic Association, vol. 79(4), pages 853-64, September.
  664. Christopher D. Carroll, 1997. "Death to the Log-Linearized Consumption Euler Equation! (And Very Poor Health to the Second-Order Approximation)," NBER Working Papers 6298, National Bureau of Economic Research, Inc.
  665. Mihailov, Alexander, 2005. "Operational Independence, Inflation Targeting and UK Monetary Policy," Economics Discussion Papers 9982, University of Essex, Department of Economics.
  666. Flávio Vilela Vieira & Márcio Holland, 2003. "Foreign Liquidity, Economic Opening and Growth in Latin American Economies," Anais do XXXI Encontro Nacional de Economia [Proceedings of the 31th Brazilian Economics Meeting] c58, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
  667. Zongwu Cai & Yongmiao Hong, 2013. "Some Recent Developments in Nonparametric Finance," WISE Working Papers 2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
  668. Toshihiro Ihori & Hiroki Kondo, 2000. "Efficiency of Disaggregate Public Capital Provision in Japan," CIRJE F-Series CIRJE-F-75, CIRJE, Faculty of Economics, University of Tokyo.
  669. Raymond Kan & Guofu Zhou, 2012. "Tests of Mean-Variance Spanning," Annals of Economics and Finance, Society for AEF, vol. 13(1), pages 139-187, May.
  670. Hoffmann, Andreas, 2013. "Did the Fed and ECB react asymmetrically with respect to asset market developments?," Journal of Policy Modeling, Elsevier, vol. 35(2), pages 197-211.
  671. Leonardo Andrade Rocha & Ahmad Saeed Khan & Patrícia Verônica Pinheiro Sales Lima & Maria Ester Dal Poz & Fernando Porfirio Soares De Oliveira, 2016. "Corrupção, Burocracia E Outras Falhas Institucionais: O “Câncer” Da Inovação E Do Desenvolvimento," Anais do XLIII Encontro Nacional de Economia [Proceedings of the 43rd Brazilian Economics Meeting] 090, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
  672. Brouwer, E. & van der Wiel, H.P., 2010. "Competition and Innovation : Pushing Productivity Up or Down?," Discussion Paper 2010-52, Tilburg University, Center for Economic Research.
  673. L.A. Sjaastad & M. Manzur, 1996. "Protection and Real Exchange Rate Volatility," Economics Discussion / Working Papers 96-08, The University of Western Australia, Department of Economics.
  674. Grendar, Marian & Judge, George G, 2009. "Maximum Empirical Likelihood: Empty Set Problem," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt71v338mh, Department of Agricultural & Resource Economics, UC Berkeley.
  675. Carlos A. Végh Gramont & Alexander W. Hoffmaister, 1995. "Disinflation and the Recession-Now-Versus-Recession-Later Hypothesis; Evidence From Uruguay," IMF Working Papers 95/99, International Monetary Fund.
  676. Seshadri Tirunillai & Gerard J. Tellis, 2012. "Does Chatter Really Matter? Dynamics of User-Generated Content and Stock Performance," Marketing Science, INFORMS, vol. 31(2), pages 198-215, March.
  677. Henry, O. & Messinis, G. & Olekalns, N., 1999. "Rational Habit Modification: the Role of Credit," Department of Economics - Working Papers Series 729, The University of Melbourne.
  678. Mario Larch & Janette Walde, 2009. "Finite sample properties of alternative GMM estimators for random effects models with spatially correlated errors," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 43(2), pages 473-490, June.
  679. Scott K. Shriver, 2010. "Network Effects in Alternative Fuel Adoption: Empirical Analysis of the Market for Ethanol," Working Papers 10-20, NET Institute.
  680. Giesen, Sebastian & Scheufele, Rolf, 2013. "Effects of Incorrect Specification on the Finite Sample Properties of Full and Limited Information Estimators in DSGE Models," IWH Discussion Papers 8/2013, Halle Institute for Economic Research (IWH).
  681. Ahrens, Steffen & Sacht, Stephen, 2011. "Estimating a high-frequency New-Keynesian Phillips curve," Kiel Working Papers 1686, Kiel Institute for the World Economy (IfW).
  682. Chris Sakellariou, 2006. "Education policy reform, local average treatment effect and returns to schooling from instrumental variables in the Philippines," Applied Economics, Taylor & Francis Journals, vol. 38(4), pages 473-481.
  683. Bertschek, Irene & Lechner, Michael, 1995. "Convenient Estimators for the Panel Probit Model," Discussion Papers 528, Institut fuer Volkswirtschaftslehre und Statistik, Abteilung fuer Volkswirtschaftslehre.
  684. Chung, Kee H. & Van Ness, Bonnie F. & Van Ness, Robert A., 1999. "Limit orders and the bid-ask spread," Journal of Financial Economics, Elsevier, vol. 53(2), pages 255-287, August.
  685. Fair, Ray C & Shiller, Robert J, 1989. "The Informational Context of Ex Ante Forecasts," The Review of Economics and Statistics, MIT Press, vol. 71(2), pages 325-31, May.
  686. Kotchoni, Rachidi, 2012. "Applications of the characteristic function-based continuum GMM in finance," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3599-3622.
  687. Nadiri, M.I. & Prucha, I., 1999. "Dynamic Factor Demand Models and Productivity Analysis," Working Papers 99-09, C.V. Starr Center for Applied Economics, New York University.
  688. Imbens, Guido & Chamberlain, Gary, 1996. "Nonparametric Applications of Bayesian Inference," Scholarly Articles 3221493, Harvard University Department of Economics.
  689. Nevo, Aviv, 2003. "Using Weights to Adjust for Sample Selection When Auxiliary Information Is Available," Journal of Business & Economic Statistics, American Statistical Association, vol. 21(1), pages 43-52, January.
  690. Guido W. Imbens & Phillip Johnson & Richard H. Spady, 1995. "Information Theoretic Approaches to Inference in Moment Condition Models," NBER Technical Working Papers 0186, National Bureau of Economic Research, Inc.
  691. Reinhart, Carmen & Vegh, Carlos, 1995. "Nominal interest rates, consumption booms, and lack of credibility: A quantitative examination," MPRA Paper 13898, University Library of Munich, Germany.
  692. Hwang, Jungbin & Sun, Yixiao, 2015. "Should We Go One Step Further? Â An Accurate Comparison of One-step and Two-step Procedures in a Generalized Method of Moments Framework," University of California at San Diego, Economics Working Paper Series qt58r2z98m, Department of Economics, UC San Diego.
  693. T. W. Anderson & Naoto Kunitomo & Yukitoshi Matsushita, 2006. "A New Light from Old Wisdoms : Alternative Estimation Methods of Simultaneous Equations with Possibly Many Instruments," CIRJE F-Series CIRJE-F-399, CIRJE, Faculty of Economics, University of Tokyo.
  694. Charles P. Thomas, 2006. "The Performance of International Equity Portfolios," The Institute for International Integration Studies Discussion Paper Series iiisdp162, IIIS.
  695. Heid, Benedikt & Langer, Julian & Larch, Mario, 2012. "Income and democracy: Evidence from system GMM estimates," Economics Letters, Elsevier, vol. 116(2), pages 166-169.
  696. Franco Peracchi, 1988. "Robust M-Estimators," UCLA Economics Working Papers 477, UCLA Department of Economics.
  697. Gene Amromin, 2008. "Precautionary Savings Motives and Tax Efficiency of Household Portfolios: An Empirical Analysis," NBER Chapters, in: Tax Policy and the Economy, Volume 22, pages 5-41 National Bureau of Economic Research, Inc.
  698. Enrique Sentana, 1993. "The econometrics of the stock market II: asset pricing," Investigaciones Economicas, Fundación SEPI, vol. 17(3), pages 421-444, September.
  699. David K. Backus & Stanley E. Zin, 1994. "Reverse Engineering the Yield Curve," NBER Working Papers 4676, National Bureau of Economic Research, Inc.
  700. Ioannis Tsamourgelis & Persa Paflioti & Thomas Vitsounis, 2013. "Seaports Activity (A)synchronicity, Trade Intensity and Business Cycle Convergence: A Panel Data Analysis," International Journal of Maritime, Trade & Economic Issues (IJMTEI), International Journal of Maritime, Trade & Economic Issues (IJMTEI), vol. 0(1), pages 67-92.
  701. Amado Peiro Gimenez, 1994. "La estacionalidad diaria del mercado de acciones español," Investigaciones Economicas, Fundación SEPI, vol. 18(3), pages 557-569, September.
  702. Olaf Posch & Andreas Schrimpf, 2012. "Risk of Rare Disasters, Euler Equation Errors and the Performance of the C-CAPM," CREATES Research Papers 2012-32, Department of Economics and Business Economics, Aarhus University.
  703. O’Connor, Matthew & Rafferty, Matthew & Sheikh, Aamer, 2013. "Equity compensation and the sensitivity of research and development to financial market frictions," Journal of Banking & Finance, Elsevier, vol. 37(7), pages 2510-2519.
  704. Valentina Raimondi & Margherita Scoppola & Alessandro Olper, 2012. "Preference erosion and the developing countries exports to the EU: a dynamic panel gravity approach," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 148(4), pages 707-732, December.
  705. Daniel S. Hamermesh & Gerard Pfann, 1992. "Turnover and the Dynamics of Labor Demand," NBER Working Papers 4204, National Bureau of Economic Research, Inc.
  706. Eran Yashiv, 2000. "Hiring as Investment Behavior," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 3(3), pages 486-522, July.
  707. Blankenau, William & Ayhan Kose, M. & Yi, Kei-Mu, 2001. "Can world real interest rates explain business cycles in a small open economy?," Journal of Economic Dynamics and Control, Elsevier, vol. 25(6-7), pages 867-889, June.
  708. Glenn Otto & Graham Voss, 2009. "Strict and Flexible Inflation Forecast Targets: An Empirical Investigation," Department Discussion Papers 0902, Department of Economics, University of Victoria.
  709. Otsu, Taisuke & Whang, Yoon-Jae, 2011. "Testing For Nonnested Conditional Moment Restrictions Via Conditional Empirical Likelihood," Econometric Theory, Cambridge University Press, vol. 27(01), pages 114-153, February.
  710. Peter C. B. Phillips, 2003. "Laws and Limits of Econometrics," Economic Journal, Royal Economic Society, vol. 113(486), pages C26-C52, March.
  711. Frederic S. Mishkin, 1991. "Does Correcting for Heteroskedasticity Help?," NBER Technical Working Papers 0088, National Bureau of Economic Research, Inc.
  712. Jan F. Kiviet, 2005. "Judging Contending Estimators by Simulation: Tournaments in Dynamic Panel Data Models," Tinbergen Institute Discussion Papers 05-112/4, Tinbergen Institute.
  713. Deng, Yi, 2005. "A Dynamic Stochastic Analysis of International Patent Application and Renewal Processes," Departmental Working Papers 0515, Southern Methodist University, Department of Economics.
  714. Jorge A. Chan-Lau & Iryna V. Ivaschenko, 2002. "The Corporate Spread Curve and Industrial Production in the United States," IMF Working Papers 02/8, International Monetary Fund.
  715. Atsushi Inoue & Mototsugu Shintani, 2001. "Bootstrapping GMM Estimators for Time Series," Vanderbilt University Department of Economics Working Papers 0129, Vanderbilt University Department of Economics, revised Aug 2003.
  716. Korinek, Anton & Mistiaen, Johan A. & Ravallion, Martin, 2007. "An econometric method of correcting for unit nonresponse bias in surveys," Journal of Econometrics, Elsevier, vol. 136(1), pages 213-235, January.
  717. Hsu, Po-Hsuan & Huang, Dayong, 2010. "Technology prospects and the cross-section of stock returns," Journal of Empirical Finance, Elsevier, vol. 17(1), pages 39-53, January.
  718. Hand, John R.M., 2007. "Determinants of the round-to-round returns to pre-IPO venture capital investments in U.S. biotechnology companies," Journal of Business Venturing, Elsevier, vol. 22(1), pages 1-28, January.
  719. Luca Pieroni & Matteo Ricciarelli, 2005. "Modelling Dynamic Storage Function in Commodity Markets:Theory and Evidence," Quaderni del Dipartimento di Economia, Finanza e Statistica 11/2005, Università di Perugia, Dipartimento Economia.
  720. Guillen, Osmani Teixeira Carvalho & Hecq, Alain & Issler, João Victor & Saraiva, Diogo Vinícius Menezes, 2015. "Forecasting multivariate time series under present-value-model short- and long-run co-movement restrictions," Economics Working Papers (Ensaios Economicos da EPGE) 763, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  721. Bachewe, Fantu Nisrane & Taffesse, Alemayehu Seyoum, 2015. "Dynamic supply response of farm households in Ethiopia:," ESSP working papers 78, International Food Policy Research Institute (IFPRI).
  722. Wu, Chunchi, 2004. "Information flow, volatility and spreads of infrequently traded Nasdaq stocks," The Quarterly Review of Economics and Finance, Elsevier, vol. 44(1), pages 20-43, February.
  723. Hodrick, Robert J. & Zhang, Xiaoyan, 2001. "Evaluating the specification errors of asset pricing models," Journal of Financial Economics, Elsevier, vol. 62(2), pages 327-376, November.
  724. Chen, Xiaohong & Hong, Han & Shum, Matthew, 2007. "Nonparametric likelihood ratio model selection tests between parametric likelihood and moment condition models," Journal of Econometrics, Elsevier, vol. 141(1), pages 109-140, November.
  725. Alex Frino & Elvis Jarnecic & Hui Zheng, 2010. "Activity in futures: does underlying market size relate to futures trading volume?," Review of Quantitative Finance and Accounting, Springer, vol. 34(3), pages 313-325, April.
  726. Jonathan D. Ostry & Carmen M. Reinhart, 1992. "Private Saving and Terms of Trade Shocks: Evidence from Developing Countries," IMF Staff Papers, Palgrave Macmillan, vol. 39(3), pages 495-517, September.
  727. Christian Broda & David E. Weinstein, 2006. "Globalization and the Gains From Variety," The Quarterly Journal of Economics, Oxford University Press, vol. 121(2), pages 541-585.
  728. Luis Angeles & Kyriakos C Neanidis, 2006. "Aid Effectiveness: The Role of the Local Elite," Working Papers 2007_01, Business School - Economics, University of Glasgow, revised Dec 2006.
  729. Richard Clarida & Jordi Gali & Mark Gertler, 1997. "Monetary Policy Rules in Practice: Some International Evidence," NBER Working Papers 6254, National Bureau of Economic Research, Inc.
  730. Tim Bollerslev & Robert J. Hodrick, 1992. "Financial Market Efficiency Tests," NBER Working Papers 4108, National Bureau of Economic Research, Inc.
  731. Smoluk, H. J. & Neveu, Raymond P., 2002. "Consumption and asset prices: An analysis across income groups," Review of Financial Economics, Elsevier, vol. 11(1), pages 47-62.
  732. Dahlquist, Magnus & Sallstrom, Torbjorn, 2002. "An Evaluation of International Asset Pricing Models," CEPR Discussion Papers 3145, C.E.P.R. Discussion Papers.
  733. Matthew Gentzkow & Jesse M. Shapiro, 2006. "Does Television Rot Your Brain? New Evidence from the Coleman Study," NBER Working Papers 12021, National Bureau of Economic Research, Inc.
  734. Fedderke, Johannes & Klitgaard, Robert, 2013. "How Much Do Rights Matter?," World Development, Elsevier, vol. 51(C), pages 187-206.
  735. Edda Claus & Mardi Dungey, 2015. "Can monetary policy surprise the market?," CAMA Working Papers 2015-05, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  736. Lawrence J. Christiano & Mathias Trabandt & Karl Walentin, 2010. "DSGE models for monetary policy analysis," FRB Atlanta CQER Working Paper 2010-02, Federal Reserve Bank of Atlanta.
  737. Zhongjun Qu & Fan Zhuo, 2015. "Likelihood Ratio Based Tests for Markov Regime Switching," Boston University - Department of Economics - Working Papers Series wp2015-003, Boston University - Department of Economics.
  738. Doriana Ruffino & Jonathan Treussard, 2006. "A Study of Inaction in Investment Games via the Early Exercise Premium Representation," Boston University - Department of Economics - Working Papers Series WP2006-040, Boston University - Department of Economics.
  739. Daniel Ackerberg, 2009. "A new use of importance sampling to reduce computational burden in simulation estimation," Quantitative Marketing and Economics, Springer, vol. 7(4), pages 343-376, December.
  740. Hamori, Shigeyuki, 1998. "Defying the conventional wisdom: US consumers are found to be more risk averse than those of Japan," Economic Modelling, Elsevier, vol. 15(2), pages 217-235, April.
  741. Jan J.J. Groen & Frank R. Kleibergen, 1999. "Likelihood-Based Cointegration Analysis in Panels of Vector Error Correction Models," Tinbergen Institute Discussion Papers 99-055/4, Tinbergen Institute.
  742. Chu-Sheng Tai, 2010. "Foreign exchange risk and risk exposure in the Japanese stock market," Managerial Finance, Emerald Group Publishing, vol. 36(6), pages 511-524, June.
  743. Christian Bach & Stig Vinther Møller, 2010. "Habit-based Asset Pricing with Limited Participation Consumption," CREATES Research Papers 2010-46, Department of Economics and Business Economics, Aarhus University.
  744. Yoshitsugu Kitazawa, 2009. "Equidispersion and moment conditions for count panel data model," Discussion Papers 33, Kyushu Sangyo University, Faculty of Economics.
  745. Shu-ichi Akiyama & Nobuhiro Hosoe, 2006. "A Spatial Equilibrium Analysis of Transmission Charge Reform in Japan's Electric Power Industry," Discussion papers 06022, Research Institute of Economy, Trade and Industry (RIETI).
  746. Nicolas Dias Gomes & Pedro André Cerqueira & Luís Alçada Almeida, 2013. "Determinants of Worldwide Software Piracy Losses," GEMF Working Papers 2013-19, GEMF - Faculdade de Economia, Universidade de Coimbra.
  747. Maria Abreu & Alessandra Faggian & Philip McCann, 2011. "Migration and inter-industry mobility of UK graduates: Effect on earnings and career satisfaction," ERSA conference papers ersa11p118, European Regional Science Association.
  748. Hsu, Po-Hsuan & Wang, Chong & Wu, Chaopeng, 2013. "Banking systems, innovations, intellectual property protections, and financial markets: Evidence from China," Journal of Business Research, Elsevier, vol. 66(12), pages 2390-2396.
  749. Timothy Halliday, 2006. "Income Risk and Health," Working Papers 200612, University of Hawaii at Manoa, Department of Economics.
  750. Haramillo, Fidel & Schiantarelli, Fabio & Weiss, Andrew, 1996. "Capital market imperfections before and after financial liberalization: An Euler equation approach to panel data for Ecuadorian firms," Journal of Development Economics, Elsevier, vol. 51(2), pages 367-386, December.
  751. Bekaert, Geert & Engstrom, Eric & Grenadier, Steve, 2006. "Stock and Bond Returns with Moody Investors," CEPR Discussion Papers 5951, C.E.P.R. Discussion Papers.
  752. Yash P. Mehra, 2001. "The wealth effect in empirical life-cycle aggregate consumption equations," Economic Quarterly, Federal Reserve Bank of Richmond, issue Spr, pages 45-67.
  753. Beck, Thorsten, 2008. "The econometrics of finance and growth," Policy Research Working Paper Series 4608, The World Bank.
  754. Lin, Hua & Fortenbery, T. Randall, 2006. "Risk Premiums and the Storage of Agricultural Commodities," Staff Paper Series 504, University of Wisconsin, Agricultural and Applied Economics.
  755. Robert E. Cumby, 1987. "Consumption Risk and International Asset Returns: Some Empirical Evidence," NBER Working Papers 2383, National Bureau of Economic Research, Inc.
  756. Hwang, Jungbin & Sun, Yixiao, 2015. "Asymptotic F and t Tests in an Efficient GMM Setting," University of California at San Diego, Economics Working Paper Series qt1c62d8xf, Department of Economics, UC San Diego.
  757. Klaus Mohn & Bård Misund, 2011. "Shifting sentiments in firm investment: an application to the oil industry," Applied Financial Economics, Taylor & Francis Journals, vol. 21(7), pages 469-479.
  758. John Michael Ian S. Salas, 2004. "The Philippine Central Bank's Monetary Policy Reaction Function from 1992 to 2003," Macroeconomics 0405021, EconWPA.
  759. Jones, John Bailey, 2002. "Has fiscal policy helped stabilize the postwar U.S. economy?," Journal of Monetary Economics, Elsevier, vol. 49(4), pages 709-746, May.
  760. Marchionatti, Roberto & Sella, Lisa, 2015. "Is Neo-Walrasian Macroeconomics a Dead End?," Department of Economics and Statistics Cognetti de Martiis. Working Papers 201521, University of Turin.
  761. Montes, Gabriel Caldas & Tiberto, Bruno Pires, 2012. "Macroeconomic environment, country risk and stock market performance: Evidence for Brazil," Economic Modelling, Elsevier, vol. 29(5), pages 1666-1678.
  762. Aadland, David, 2004. "Cattle cycles, heterogeneous expectations and the age distribution of capital," Journal of Economic Dynamics and Control, Elsevier, vol. 28(10), pages 1977-2002, September.
  763. Francisco Sogorb- Mira & José Lopez- Gracia, 2003. "Pecking Order Versus Trade-Off: An Empirical Approach To The Small And Medium Enterprise Capital Structure," Working Papers. Serie EC 2003-09, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
  764. Clark, Todd E. & West, Kenneth D., 2006. "Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis," Journal of Econometrics, Elsevier, vol. 135(1-2), pages 155-186.
  765. Dieppe, Alistair & González Pandiella, Alberto & Willman, Alpo, 2012. "The ECB's New Multi-Country Model for the euro area: NMCM — Simulated with rational expectations," Economic Modelling, Elsevier, vol. 29(6), pages 2597-2614.
  766. Jeffery Bernstein, 1991. "Price Margins and Capital Adjustment: Canadian Mill Products and Pulp and Paper Industries," Carleton Economic Papers 91-07, Carleton University, Department of Economics, revised Sep 1992.
  767. Arnaud Reynaud & Serge Garcia & Michel Moreaux, 2004. "Measuring Economies of Vertical Integration in Network," Econometric Society 2004 North American Summer Meetings 184, Econometric Society.
  768. Christopher Otrok & B. Ravikumar & Charles H. Whiteman, 2002. "Evaluating asset-pricing models using the Hansen-Jagannathan bound: a Monte Carlo investigation," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 17(2), pages 149-174.
  769. Maia Guell & Luojia Hu, 2003. "Estimating the Probability of Leaving Unemployment Using Uncompleted Spells from Repeated Cross-section Data," Working Papers 854, Princeton University, Department of Economics, Industrial Relations Section..
  770. Junji Kageyama, 2012. "Happiness and Sex Difference in Life Expectancy," Journal of Happiness Studies, Springer, vol. 13(5), pages 947-967, October.
  771. Broze, Laurence & Gourieroux, Christian, 1998. "Pseudo-maximum likelihood method, adjusted pseudo-maximum likelihood method and covariance estimators," Journal of Econometrics, Elsevier, vol. 85(1), pages 75-98, July.
  772. repec:pri:indrel:475 is not listed on IDEAS
  773. Jeffrey M. Wooldridge, 2001. "Applications of Generalized Method of Moments Estimation," Journal of Economic Perspectives, American Economic Association, vol. 15(4), pages 87-100, Fall.
  774. Carrasco, Marine & Florens, Jean-Pierre, 2014. "On The Asymptotic Efficiency Of Gmm," Econometric Theory, Cambridge University Press, vol. 30(02), pages 372-406, April.
  775. Lin, Mei-Chen & Wu, Chu-Hua & Chiang, Ming-Ti, 2014. "Investor attention and information diffusion from analyst coverage," International Review of Financial Analysis, Elsevier, vol. 34(C), pages 235-246.
  776. Kinge, Jonas Minet & Morris, Stephan, 2015. "The impact of childhood obesity on health and health service use: an instrumental variable approach," HERO On line Working Paper Series 2015:2, Oslo University, Health Economics Research Programme.
  777. Hardouvelis, Gikas A. & Kim, Dongcheol & Wizman, Thierry A., 1996. "Asset pricing models with and without consumption data: An empirical evaluation," Journal of Empirical Finance, Elsevier, vol. 3(3), pages 267-301, September.
  778. Chen, Yong & Ferson, Wayne & Peters, Helen, 2010. "Measuring the timing ability and performance of bond mutual funds," Journal of Financial Economics, Elsevier, vol. 98(1), pages 72-89, October.
  779. Kim, Jaebeom & Ogaki, Masao, 2004. "Purchasing Power Parity for Traded and Non-traded Goods: A Structural Error Correction Model Approach," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 22(1), pages 1-25, March.
  780. Pasquale Schiraldi & Peter Davis, 2014. "The flexible coefficient multinomial logit (FC-MNL) model of demand for differentiated products," LSE Research Online Documents on Economics 46855, London School of Economics and Political Science, LSE Library.
  781. Sydney Ludvigson & Xiaohong Chen, 2004. "Land of Addicts? An Empirical Investigation of Habit-Based Asset Pricing Models," 2004 Meeting Papers 692, Society for Economic Dynamics.
  782. Ramalho, Joaquim J. S. & Smith, Richard J., 2002. "Generalized empirical likelihood non-nested tests," Journal of Econometrics, Elsevier, vol. 107(1-2), pages 99-125, March.
  783. E. Scott Mayfield & Robert G. Murphy, 1993. "Explaining The Term Structure Of Interest Rates: A Panel Data Approach," Boston College Working Papers in Economics 230, Boston College Department of Economics.
  784. Craig Burnside & Martin Eichenbaum, 1994. "Small sample properties of generalized method of moments based Wald tests," Working Paper Series, Macroeconomic Issues 94-12, Federal Reserve Bank of Chicago.
  785. Hiraki, Takato & Takezawa, Nobuya, 1997. "How sensitive is short-term Japanese interest rate volatility to the level of the interest rate?," Economics Letters, Elsevier, vol. 56(3), pages 325-332, November.
  786. Nevo, Aviv, 2002. "Sample selection and information-theoretic alternatives to GMM," Journal of Econometrics, Elsevier, vol. 107(1-2), pages 149-157, March.
  787. Tobias Schlueter & Soenke Sievers, 2014. "Determinants of market beta: the impacts of firm-specific accounting figures and market conditions," Review of Quantitative Finance and Accounting, Springer, vol. 42(3), pages 535-570, April.
  788. Braunfels, Elias, 2014. "How do Political and Economic Institutions Affect Each Other?," Discussion Paper Series in Economics 19/2014, Department of Economics, Norwegian School of Economics.
  789. Mahmoud El-Gamal, 2001. "A Bayesian Interpretation Of Multiple Point Estimates," Econometric Reviews, Taylor & Francis Journals, vol. 20(2), pages 235-245.
  790. Camilo Alvis & Cristian Castrillón, 2013. "Tamaño óptimo del gasto público colombiano: una aproximación desde la teoría del crecimiento endógeno," REVISTA CUADERNOS DE ECONOMÍA, UN - RCE - CID, December.
  791. Papanikolaou, Nikolaos I. & Wolff, Christian C.P., 2014. "The role of on- and off-balance-sheet leverage of banks in the late 2000s crisis," Journal of Financial Stability, Elsevier, vol. 14(C), pages 3-22.
  792. Agénor, Pierre-Richard & Neanidis, Kyriakos C., 2015. "Innovation, public capital, and growth," Journal of Macroeconomics, Elsevier, vol. 44(C), pages 252-275.
  793. Ergün, A. Tolga & Jun, Jongbyung, 2010. "Time-varying higher-order conditional moments and forecasting intraday VaR and Expected Shortfall," The Quarterly Review of Economics and Finance, Elsevier, vol. 50(3), pages 264-272, August.
  794. Marine Carrasco & Rachidi Kotchoni, 2013. "Efficient estimation using the Characteristic Function," CIRANO Working Papers 2013s-22, CIRANO.
  795. Gautam Gowrisankaran & Robert J. Town, 2004. "Managed Care, Drug Benefits and Mortality: An Analysis of the Elderly," NBER Working Papers 10204, National Bureau of Economic Research, Inc.
  796. Djebbari, Habiba, 2005. "The Impact on Nutrition of the Intrahousehold Distribution of Power," IZA Discussion Papers 1701, Institute for the Study of Labor (IZA).
  797. ÖZGÜR, Onur & BISIN, Alberto, 2011. "Dynamic linear economies with social interactions," Cahiers de recherche 2011-03, Universite de Montreal, Departement de sciences economiques.
  798. Luigi Guiso & Paola Sapienza & Luigi Zingales, 2005. "Cultural Biases in Economic Exchange," 2005 Meeting Papers 234, Society for Economic Dynamics.
  799. Stambaugh, Robert F., 1997. "Analyzing investments whose histories differ in length," Journal of Financial Economics, Elsevier, vol. 45(3), pages 285-331, September.
  800. Joutz, Fred & Stekler, H. O., 2000. "An evaluation of the predictions of the Federal Reserve," International Journal of Forecasting, Elsevier, vol. 16(1), pages 17-38.
  801. Qin, Duo, 2014. "Resurgence of instrument variable estimation and fallacy of endogeneity," Economics Discussion Papers 2014-42, Kiel Institute for the World Economy (IfW).
  802. Chen, Song Xi & Gao, Jiti, 2007. "An adaptive empirical likelihood test for parametric time series regression models," Journal of Econometrics, Elsevier, vol. 141(2), pages 950-972, December.
  803. Engsted, Tom & Tanggaard, Carsten, 2000. "The Relation Between Asset Returns and Inflation at Short and Long Horizons," Finance Working Papers 00-9, University of Aarhus, Aarhus School of Business, Department of Business Studies.
  804. Yoshitsugu Kitazawa, 2007. "Some additional moment conditions for a dynamic count panel data model," Discussion Papers 29, Kyushu Sangyo University, Faculty of Economics, revised Aug 2008.
  805. Karen E. Dynan, 2000. "Habit Formation in Consumer Preferences: Evidence from Panel Data," American Economic Review, American Economic Association, vol. 90(3), pages 391-406, June.
  806. Rodrigo De-Losso, 2012. "Questioning The Taylor Rule," Working Papers, Department of Economics 2012_22, University of São Paulo (FEA-USP).
  807. Sumru Altug & Robert Miller, . "Household Choices in Equilibrium," University of Chicago - Population Research Center 87-8, Chicago - Population Research Center.
  808. Armstrong, Christopher S. & Vashishtha, Rahul, 2012. "Executive stock options, differential risk-taking incentives, and firm value," Journal of Financial Economics, Elsevier, vol. 104(1), pages 70-88.
  809. Jan Marc Berk & Job Swank, 2007. "Regional real exchange rates and Phillips curves in monetary unions - Evidence from the US and EMU," DNB Working Papers 147, Netherlands Central Bank, Research Department.
  810. Deodat E. Adenutsi & Meshach J. Aziakpono & Matthew K. Ocran, 2011. "The Changing Impact Of Macroeconomic Environment On Remittance Inflows In Sub-Saharan Africa," Journal of Academic Research in Economics, Spiru Haret University, Faculty of Accounting and Financial Management Constanta, vol. 3(2 (July)), pages 136-167.
  811. Amano, Robert A. & Wirjanto, Tony S., 1996. "Intertemporal substitution, imports and the permanent income model," Journal of International Economics, Elsevier, vol. 40(3-4), pages 439-457, May.
  812. Carroll, Christopher D. & Samwick, Andrew A., 1997. "The nature of precautionary wealth," Journal of Monetary Economics, Elsevier, vol. 40(1), pages 41-71, September.
  813. Torrisi, Gianpiero, 2009. "A multilevel analysis on the economic impact of public infrastructure and corruption on Italian regions," MPRA Paper 15487, University Library of Munich, Germany.
  814. M. Frömmel & F. Van Gysegem, 2011. "Spread Components in the Hungarian Forint-Euro Market," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 11/709, Ghent University, Faculty of Economics and Business Administration.
  815. Siddique, Akhtar R., 2003. "Common asset pricing factors in volatilities and returns in futures markets," Journal of Banking & Finance, Elsevier, vol. 27(12), pages 2347-2368, December.
  816. Nader Shahzad Virk & Hilal Anwar Butt, 2016. "Specification errors of asset-pricing models for a market characterized by few large capitalization firms," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 40(1), pages 68-84, January.
  817. LaFrance, Jeffrey T., 2002. "Generalized Rational Random Errors," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt6p33q166, Department of Agricultural & Resource Economics, UC Berkeley.
  818. Iscan, Talan B, 2000. "Financing Constraints and Investment Decline in Mexico," Manchester School, University of Manchester, vol. 68(1), pages 24-43, January.
  819. Richard Blundell & Rachel Griffith & Frank Windmeijer, 1999. "Individual effects and dynamics in count data models," IFS Working Papers W99/03, Institute for Fiscal Studies.
  820. Predrag M. Popović, 2016. "A bivariate INAR(1) model with different thinning parameters," Statistical Papers, Springer, vol. 57(2), pages 517-538, April.
  821. Janz, Norbert, 1997. "Robust GMM Estimation of an Euler Equation Investment Model with German Firm Level Panel Data," ZEW Discussion Papers 97-05, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
  822. Brockman, Paul & Chung, Dennis Y., 2001. "Managerial timing and corporate liquidity: *1: evidence from actual share repurchases," Journal of Financial Economics, Elsevier, vol. 61(3), pages 417-448, September.
  823. Elijah Brewer & William E. Jackson, 2004. "The “risk-adjusted” price-concentration relationship in banking," FRB Atlanta Working Paper 2004-35, Federal Reserve Bank of Atlanta.
  824. Stavros H. Arvanitis & Irakleia S. Tzigkounaki & Theodoros V. Stamatopoulos & Eleftherios I. Thalassinos, 2012. "Dynamic Approach of Capital Structure of European Shipping Companies," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Eastern Macedonia and Thrace Institute of Technology (EMATTECH), Kavala, Greece, vol. 5(3), pages 33-63, December.
  825. Georgios Kouretas & Manthos D. Delis & Christos Tsoumas, 2011. "Anxious periods and bank lending," EcoMod2011 3032, EcoMod.
  826. Bakshi, Gurdip S. & Chen, Zhiwu & Naka, Atsuyuki, 1995. "Production-based asset pricing in Japan," Pacific-Basin Finance Journal, Elsevier, vol. 3(2-3), pages 217-240, July.
  827. Chadha, Jagjit S & Sarno, Lucio & Valente, Giorgio, 2003. "Monetary Policy Rules, Asset Prices and Exchange Rates," CEPR Discussion Papers 4114, C.E.P.R. Discussion Papers.
  828. Nguyen, My & Perera, Shrimal & Skully, Michael, 2016. "Bank market power, ownership, regional presence and revenue diversification: Evidence from Africa," Emerging Markets Review, Elsevier, vol. 27(C), pages 36-62.
  829. Tanweer Akram & Anupam Das, 2015. "Does Keynesian Theory Explain Indian Government Bond Yields?," Economics Working Paper Archive wp_834, Levy Economics Institute.
  830. Marcio Gomes Pinto Garcia, 1991. "The formation of inflation expectations in Brazil: A study of the futures markets for the price level," Textos para discussão 269, Department of Economics PUC-Rio (Brazil).
  831. repec:ebl:ecbull:v:3:y:2008:i:76:p:1-9 is not listed on IDEAS
  832. Ferson, Wayne & Mo, Haitao, 2016. "Performance measurement with selectivity, market and volatility timing," Journal of Financial Economics, Elsevier, vol. 121(1), pages 93-110.
  833. Yu, Chih-Hsien & Wu, Chunchi, 2001. "Economic sources of asymmetric cross-correlation among stock returns," International Review of Economics & Finance, Elsevier, vol. 10(1), pages 19-40.
  834. Agnello, L. & Furceri, D. & R.M, Sousa., 2011. "Fiscal Policy Discretion, Private Spending, and Crisis Episodes," Working papers 354, Banque de France.
  835. Ignazio Angeloni & Alessandro Prati, 1996. "The identification of liquidity effects in the EMS: Italy 1991–1992," Open Economies Review, Springer, vol. 7(3), pages 275-293, July.
  836. Christian Proaño Acosta, 2007. "Inflation Differentials and Business Cycle Fluctuations in the European Monetary Union," IMK Working Paper 05-2007, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
  837. Clark, J. Stephen & Klein, Kurt K., 1994. "The Relationship Between Price Stabilization And Cycles In The Canadian Wheat Market," Agricultural and Resource Economics Review, Northeastern Agricultural and Resource Economics Association, vol. 23(1), April.
  838. Michael Binder, Cheng Hsiao, and M. Hashem Pesaran, 2001. "Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration," Computing in Economics and Finance 2001 36, Society for Computational Economics.
  839. Jason DeBacker, 2012. "Political parties and political shirking," Public Choice, Springer, vol. 150(3), pages 651-670, March.
  840. Amil Petrin, 2001. "Quantifying the Benefits of New Products: The Case of the Minivan," NBER Working Papers 8227, National Bureau of Economic Research, Inc.
  841. Cappiello, Lorenzo & De Santis, Roberto A., 2005. "Explaining exchange rate dynamics: the uncovered equity return parity condition," Working Paper Series 0529, European Central Bank.
  842. Lubos Pastor & Robert F. Stambaugh, . "Evaluating and Investing in Equity Mutual Funds," CRSP working papers 516, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
  843. Vahid, Farshid & Engle, Robert F., 1997. "Codependent cycles," Journal of Econometrics, Elsevier, vol. 80(2), pages 199-221, October.
  844. Adkins, Lee C. & Krehbiel, Timothy, 1999. "Mean reversion and volatility of short-term London Interbank Offer Rates: An empirical comparison of competing models," International Review of Economics & Finance, Elsevier, vol. 8(1), pages 45-54, January.
  845. Schuster, Monica & Maertens, Miet, 2012. "Private Food Standards and Firm-Level Trade Effects: A Dynamic Analysis of the Peruvian Asparagus Export Sector," Working Papers 146521, Katholieke Universiteit Leuven, Centre for Agricultural and Food Economics.
  846. Thornton, Daniel L., 2005. "Tests of the expectations hypothesis: Resolving the anomalies when the short-term rate is the federal funds rate," Journal of Banking & Finance, Elsevier, vol. 29(10), pages 2541-2556, October.
  847. Boccara, Bruno & DEC, 1994. "Why higher fiscal spending persists when a boom in primary commodities ends," Policy Research Working Paper Series 1295, The World Bank.
  848. Aretz, Kevin & Bartram, Söhnke M. & Pope, Peter F., 2010. "Macroeconomic Risks and Characteristic-Based Factor Models," MPRA Paper 47344, University Library of Munich, Germany.
  849. George M. Constantinides & Anisha Ghosh, 2008. "Asset Pricing Tests with Long Run Risks in Consumption Growth," NBER Working Papers 14543, National Bureau of Economic Research, Inc.
  850. Robert Baade & Robert Baumann & Victor Matheson, 2008. "Rejecting “Conventional” Wisdom: Estimating the Economic Impact of National Political Conventions," Working Papers 0804, College of the Holy Cross, Department of Economics.
  851. Luis Carranza & Juan M. Cayo & José E. Galdón-Sánchez, 2003. "Exchange Rate Volatility and Economic Performance in Peru: A Firm Level Analysis," Faculty Working Papers 12/03, School of Economics and Business Administration, University of Navarra.
  852. Hakan Yilmazkuday, 2007. "Inflation targeting supported by managed exchange rate," Applied Economics, Taylor & Francis Journals, vol. 39(16), pages 2011-2026.
  853. Elisabetta Bertero & Laura Rondi, 1997. "Does debt discipline state-owned firms? Evidence from a panel of Italian firms," CERIS Working Paper 199711, Institute for Economic Research on Firms and Growth - Moncalieri (TO).
  854. Schwarz, Claudia & Kripfganz, Sebastian, 2015. "Estimation of linear dynamic panel data models with time-invariant regressors," Working Paper Series 1838, European Central Bank.
  855. Andrew Ang & Geert Bekaert, 2001. "Stock Return Predictability: Is it There?," NBER Working Papers 8207, National Bureau of Economic Research, Inc.
  856. Antonio Diez de los Rios, 2013. "A New Linear Estimator for Gaussian Dynamic Term Structure Models," Staff Working Papers 13-10, Bank of Canada.
  857. Säfvenblad, Patrik, 1998. "The Informational Advantage of Foreign Investors: An Empirical Study of the Swedish Bond Market," SSE/EFI Working Paper Series in Economics and Finance 240, Stockholm School of Economics.
  858. Kenneth B. Dunn & Kenneth J. Singleton, 1984. "Modeling the Term Structure of Interest Rates Under Nonseparable Utilityand Duriability of Goods," NBER Working Papers 1415, National Bureau of Economic Research, Inc.
  859. Nguyen, James, 2012. "The relationship between net interest margin and noninterest income using a system estimation approach," Journal of Banking & Finance, Elsevier, vol. 36(9), pages 2429-2437.
  860. Daniel Parent, 2009. "The effect of pay-for-performance contracts on wages," Empirical Economics, Springer, vol. 36(2), pages 269-295, May.
  861. Asongu, Simplice A & Andrés, Antonio R., 2014. "Global trajectories, dynamics, and tendencies of business software piracy: benchmarking IPRs harmonization," MPRA Paper 58755, University Library of Munich, Germany.
  862. Adrian Peralta-Alva & Manuel S. Santos, 2012. "Analysis of numerical errors," Working Papers 2012-062, Federal Reserve Bank of St. Louis.
  863. Phetkeo Poumanyvong & Shinji Kaneko & Shobhakar Dhakal, 2012. "Impacts of urbanization on national transport and road energy use: Evidence from low, middle and high income countries," IDEC DP2 Series 2-2, Hiroshima University, Graduate School for International Development and Cooperation (IDEC).
  864. Juan Carlos Escanciano & Lin Zhu, 2013. "Set inferences and sensitivity analysis in semiparametric conditionally identified models," CeMMAP working papers CWP55/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  865. Donald W.K. Andrews, 1997. "Consistent Moment Selection Procedures for Generalized Method of Moments Estimation," Cowles Foundation Discussion Papers 1146R, Cowles Foundation for Research in Economics, Yale University.
  866. Fernando Arias & Daira Garrido & Daniel Parra & Hernán Rincón, 2012. "¿Responden los diferentes tipos de flujos de capitales a los mismos fundamentos y en el mismo grado? Evidencia reciente para países emergentes," BORRADORES DE ECONOMIA 009764, BANCO DE LA REPÚBLICA.
  867. Daniele Tori & Özlem Onaran, 2016. "The effects of financialization on investment: Evidence from firm-level data for the UK," Working Papers PKWP1601, Post Keynesian Economics Study Group (PKSG).
  868. repec:pit:wpaper:209 is not listed on IDEAS
  869. Nikolaus Bartzsch, 2008. "Precautionary Saving and Income Uncertainty in Germany – New Evidence from Microdata," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), Justus-Liebig University Giessen, Department of Statistics and Economics, vol. 228(1), pages 5-24, February.
  870. Duffee, Gregory R., 2006. "Term structure estimation without using latent factors," Journal of Financial Economics, Elsevier, vol. 79(3), pages 507-536, March.
  871. Grammig, Joachim & Sönksen, Jantje, 2014. "Consumption-based asset pricing with rare disaster risk," CFR Working Papers 14-06, University of Cologne, Centre for Financial Research (CFR).
  872. Bagella, Michele & Becchetti, Leonardo & Carpentieri, Andrea, 2000. ""The first shall be last". Size and value strategy premia at the London Stock Exchange," Journal of Banking & Finance, Elsevier, vol. 24(6), pages 893-919, June.
  873. Lars Peter Hansen & Thomas J. Sargent, 1981. "Exact linear rational expectations models: specification and estimation," Staff Report 71, Federal Reserve Bank of Minneapolis.
  874. Driessen, J.J.A.G. & Melenberg, B. & Nijman, T.E., 2000. "Common Factors in International Bond Returns," Discussion Paper 2000-91, Tilburg University, Center for Economic Research.
  875. Arnab Bhattacharjee & Taps Maiti & Dennis Petrie, 2014. "Spatial structures of health outcomes and health behaviours in Scotland: Evidence from the Scottish Health Survey," SEEC Discussion Papers 1401, Spatial Economics and Econometrics Centre, Heriot Watt University.
  876. Jorge González-Chapela, 2007. "On the Price of Recreation Goods as a Determinant of Male Labor Supply," Journal of Labor Economics, University of Chicago Press, vol. 25, pages 795-824.
  877. Jose Angelo Divino, 2006. "Cross-Country Evidence On Monetary Policy Rules," Anais do XXXIV Encontro Nacional de Economia [Proceedings of the 34th Brazilian Economics Meeting] 178, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
  878. Scheufele, Rolf, 2010. "Evaluating the German (New Keynesian) Phillips curve," The North American Journal of Economics and Finance, Elsevier, vol. 21(2), pages 145-164, August.
  879. Ana Rincon & Michela VECCHI & Francesco VENTURINI, 2012. "ICT spillovers, absorptive capacity and productivity performance," Quaderni del Dipartimento di Economia, Finanza e Statistica 103/2012, Università di Perugia, Dipartimento Economia.
  880. Randi Næs & Johannes A. Skjeltorp & Bernt Arne Ødegaard, 2009. "What factors affect the Oslo Stock Exchange?," Working Paper 2009/24, Norges Bank.
  881. Harper, David C. & Lambert, Dayton M. & Larson, James A. & Gwathmey, C. Owen, 2012. "Potassium carryover dynamics and optimal application policies in cotton production," Agricultural Systems, Elsevier, vol. 106(1), pages 84-93.
  882. Jinliang Li & Chunchi Wu, 2006. "Daily Return Volatility, Bid-Ask Spreads, and Information Flow: Analyzing the Information Content of Volume," The Journal of Business, University of Chicago Press, vol. 79(5), pages 2697-2740, September.
  883. Kenneth D. West, 2000. "On Optimal Instrumental Variables Estimation of Stationary Time Series Models," NBER Technical Working Papers 0249, National Bureau of Economic Research, Inc.
  884. Thomas J. Kniesner & James P. Ziliak, 2002. "Tax Reform and Automatic Stabilization," American Economic Review, American Economic Association, vol. 92(3), pages 590-612, June.
  885. Denni Tommasi & Alexander Wolf, 2016. "Overcoming Weak Identification in the Estimation of Household Resource Shares," Working Papers ECARES ECARES 2016-12, ULB -- Universite Libre de Bruxelles.
  886. Vaihekoski, Mika, 1998. "Short-term returns and the predictability of Finnish stock returns," MPRA Paper 13984, University Library of Munich, Germany.
  887. Carlo Altavilla, 2001. "Assessing Monetary Rules Performance across EMU Countries," International Economics Working Papers Series ces0108, Katholieke Universiteit Leuven, Centrum voor Economische Studiën, International Economics.
  888. Almer, Christian & Laurent-Lucchetti, Jérémy & oechslin, Manuel, 2011. "Income shocks and social unrest: theory and evidence," MPRA Paper 34426, University Library of Munich, Germany.
  889. Bernard Dumas & Bruno Solnik, 1993. "The World Price of Foreign Exchange Risk," NBER Working Papers 4459, National Bureau of Economic Research, Inc.
  890. Dreyer, Johannes K. & Schneider, Johannes & Smith, William T., 2013. "Saving-based asset-pricing," Journal of Banking & Finance, Elsevier, vol. 37(9), pages 3704-3715.
  891. Elena Andreou & Eric Ghysels, 2002. "Detecting multiple breaks in financial market volatility dynamics," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 17(5), pages 579-600.
  892. Gregory R. Duffee, 2000. "Term premia and interest rate forecasts in affine models," Working Paper Series 2000-19, Federal Reserve Bank of San Francisco.
  893. Khaled Elmawazini & Sonny Nwankwo, 2013. "Globalisation and Income Gap between Rich and Poor Nations," Economic Issues Journal Articles, Economic Issues, vol. 18(2), pages 19-40, September.
  894. Gilbert COLLETAZ & Christophe HURLIN & Sessi TOKPAVI, 2009. "Backtesting Value-at-Risk: A GMM Duration-Based Test," LEO Working Papers / DR LEO 265, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
  895. Naoto Kunitomo & Yukitoshi Matsushita, 2003. "Asymptotic Expansions of the Distributions of Semi-Parametric Estimators in a Linear Simultaneous Equations System," CIRJE F-Series CIRJE-F-237, CIRJE, Faculty of Economics, University of Tokyo.
  896. Marine Carrasco & Jean-Pierre Florens, 2000. "Efficient GMM Estimation Using the Empirical Characteristic Function," Working Papers 2000-33, Centre de Recherche en Economie et Statistique.
  897. Otsu, Taisuke, 2007. "Penalized empirical likelihood estimation of semiparametric models," Journal of Multivariate Analysis, Elsevier, vol. 98(10), pages 1923-1954, November.
  898. James Levinsohn & Steven Berry & Ariel Pakes, 1999. "Voluntary Export Restraints on Automobiles: Evaluating a Trade Policy," American Economic Review, American Economic Association, vol. 89(3), pages 400-430, June.
  899. Galema, Rients & Plantinga, Auke & Scholtens, Bert, 2008. "The stocks at stake: Return and risk in socially responsible investment," Journal of Banking & Finance, Elsevier, vol. 32(12), pages 2646-2654, December.
  900. Broze, Laurence & Scaillet, Olivier & Zakoian, Jean-Michel, 1995. "Testing for continuous-time models of the short-term interest rate," Journal of Empirical Finance, Elsevier, vol. 2(3), pages 199-223, September.
  901. Michael W. Brandt & David A. Chapman, 2006. "Linear Approximations and Tests of Conditional Pricing Models," NBER Working Papers 12513, National Bureau of Economic Research, Inc.
  902. Shriver, Scott K. & Nair, Harikesh S. & Hofstetter, Reto, 2011. "Social Ties and User-Generated Content: Evidence from an Online Social Network," Research Papers 2083, Stanford University, Graduate School of Business.
  903. Simon Gilchrist & Egon Zakrajsek, 2013. "The impact of the Federal Reserve's Large-Scale Asset Purchase programs on corporate credit risk," Finance and Economics Discussion Series 2013-56, Board of Governors of the Federal Reserve System (U.S.).
  904. Cozzi, Guido & Galli, Silvia, 2013. "Privatization of Knowledge: Did the U.S. Get It Right?," Economics Working Paper Series 1307, University of St. Gallen, School of Economics and Political Science.
  905. J. L. Ford & Wee Ching Pok & S. Poshakwale, 2006. "The Predictability of KLSE CI Stock Index Futures Returns and The Conditional Multifactor APT Model," Discussion Papers 06-09, Department of Economics, University of Birmingham.
  906. Ba, Lika & Gasmi, Farid, 2011. "To what extent do infrastructure and financial sectors reforms interplay? Evidence from panel data on the power sector in developing countries," IDEI Working Papers 692, Institut d'Économie Industrielle (IDEI), Toulouse.
  907. Florian Flachenecker, 2015. "Sustainability, Resource Efficiency and Competitiveness. An Assessment of Resource Efficiency Policies in the European Union," Bruges European Economic Research Papers 32, European Economic Studies Department, College of Europe.
  908. Vincenzo Merella & Steve Satchell, 2005. "The Impact of Consumer Confidence on Expected Utility Maximization: A Contribution to the Equity Premium Puzzle Literature," Birkbeck Working Papers in Economics and Finance 0525, Birkbeck, Department of Economics, Mathematics & Statistics.
  909. Ahn, Seung C. & Low, Stuart, 1996. "A reformulation of the Hausman test for regression models with pooled cross-section-time-series data," Journal of Econometrics, Elsevier, vol. 71(1-2), pages 309-319.
  910. Domenico Depalo & Raffaela Giordano, 2011. "The public-private pay gap: a robust quantile approach," Temi di discussione (Economic working papers) 824, Bank of Italy, Economic Research and International Relations Area.
  911. Thorsell, Håkan, 2009. "Returns to Defaulted Corporate Bonds," SSE/EFI Working Paper Series in Business Administration 2009:7, Stockholm School of Economics.
  912. repec:ebl:ecbull:v:7:y:2007:i:11:p:1-9 is not listed on IDEAS
  913. David Bowman & Fang Cai & Sally M. Davies & Steven B. Kamin, 2011. "Quantitative easing and bank lending: evidence from Japan," International Finance Discussion Papers 1018, Board of Governors of the Federal Reserve System (U.S.).
  914. N. Gregory Mankiw & David H. Romer & Matthew D. Shapiro, 1989. "Stock Market Forecastability and Volatility: A Statistical Appraisal," NBER Working Papers 3154, National Bureau of Economic Research, Inc.
  915. Grammig, Joachim & Schrimpf, Andreas, 2009. "Asset ppricing with a reference level of consumption: New evidence from the cross-section of stock returns," CFR Working Papers 07-05, University of Cologne, Centre for Financial Research (CFR).
  916. Victor Chernozhukov & Whitney Newey & Andres Santos, 2015. "Constrained conditional moment restriction models," CeMMAP working papers CWP59/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  917. David S. Bates, 1995. "Testing Option Pricing Models," NBER Working Papers 5129, National Bureau of Economic Research, Inc.
  918. Prokhorov, Artem & Schmidt, Peter, 2009. "GMM redundancy results for general missing data problems," Journal of Econometrics, Elsevier, vol. 151(1), pages 47-55, July.
  919. José María Durán-Cabré & Alejandro Esteller-Moré & Luca Salvadori, 2012. "Empirical evidence on horizontal competition in tax enforcement," Working Papers 2012/5, Institut d'Economia de Barcelona (IEB).
  920. Torój, Andrzej, 2010. "Adjustment capacity in a monetary union: a DSGE evaluation of Poland and Slovakia," MF Working Papers 4, Ministry of Finance in Poland, revised 11 May 2010.
  921. Fiodendji, Komlan, 2015. "Que Nous Révèlent les Fonctions de Réaction à Propos des Préférences des Banques Centrales?
    [What Do Reaction Functions Tell Us About Central Bank’s Preferences?]
    ," MPRA Paper 66296, University Library of Munich, Germany.
  922. Kim, Changhee & Chung, Chanjin, 2011. "Hedonic Analysis of Retail Egg Prices Using Store Scanner Data: An Application to the Korean Egg Market," Journal of Food Distribution Research, Food Distribution Research Society, vol. 42(3), November.
  923. Xu, Jane Jing & Yip, Tsz Leung & Marlow, Peter B., 2011. "The dynamics between freight volatility and fleet size growth in dry bulk shipping markets," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 47(6), pages 983-991.
  924. Chiang, Thomas C. & Jiang, Christine X., 1995. "Foreign exchange returns over short and long horizons," International Review of Economics & Finance, Elsevier, vol. 4(3), pages 267-282.
  925. Komunjer, Ivana & Vuong, Quang, 2010. "Efficient estimation in dynamic conditional quantile models," Journal of Econometrics, Elsevier, vol. 157(2), pages 272-285, August.
  926. Zhou, Guofu, 1995. "Small sample rank tests with applications to asset pricing," Journal of Empirical Finance, Elsevier, vol. 2(1), pages 71-93, March.
  927. Julie Holland Mortimer, 2005. "Price Discrimination, Copyright Law, and Technological Innovation: Evidence from the Introduction of DVDs," NBER Working Papers 11676, National Bureau of Economic Research, Inc.
  928. West, Kenneth D., 1986. "Full-versus limited-information estimation of a rational-expectations model: Some numerical comparisons," Journal of Econometrics, Elsevier, vol. 33(3), pages 367-385, December.
  929. Sadka, Ronnie, 2006. "Momentum and post-earnings-announcement drift anomalies: The role of liquidity risk," Journal of Financial Economics, Elsevier, vol. 80(2), pages 309-349, May.
  930. Barran, Fernando & Peeters, Marga, 1998. "Internal finance and corporate investment: Belgian evidence with panel data," MPRA Paper 28504, University Library of Munich, Germany.
  931. Felix Chan & Mark N. Harris & William Greene & László Kónya, 2014. "Gravity Models of Trade: Unobserved Heterogeneity and Endogeneity," Working Papers 14-08, New York University, Leonard N. Stern School of Business, Department of Economics.
  932. Anthony Murphy & Marwan Izzeldin, 2005. "Order Flow, Transaction Clock, and Normality of Asset Returns: A Comment on Ané and Geman (2000)," Finance 0512005, EconWPA.
  933. Yacine Aït-Sahalia & Julio Cacho-Diaz & Roger J.A. Laeven, 2010. "Modeling Financial Contagion Using Mutually Exciting Jump Processes," NBER Working Papers 15850, National Bureau of Economic Research, Inc.
  934. Charles Engel, 1995. "The Forward Discount Anomaly and the Risk Premium: A Survey of Recent Evidence," NBER Working Papers 5312, National Bureau of Economic Research, Inc.
  935. Paul S. Clarke & Tom M. Palmer & Frank Windmeijer, 2011. "Estimating Structural Mean Models with Multiple Instrumental Variables using the Generalised Method of Moments," The Centre for Market and Public Organisation 11/266, Department of Economics, University of Bristol, UK.
  936. José E. Boscá & Antonio Cutanda & Javier Escribá, 2006. "Efficiency in the provision of public and private capital in 15 OECD countries," Investigaciones Economicas, Fundación SEPI, vol. 30(2), pages 207-237, May.
  937. Alberto Giovannini, 1988. "The Macroeconomics of Exchange-rate and Price-level Interactions: Empirical Evidence for West Germany," NBER Working Papers 2544, National Bureau of Economic Research, Inc.
  938. Geert Bekaert & Campbell R. Harvey, 1994. "Time-Varying World Market Integration," NBER Working Papers 4843, National Bureau of Economic Research, Inc.
  939. Svensson, Lars E O, 1991. "The Term Structure of Interest Rate Differentials in a Target Zone: Theory and Swedish Data," CEPR Discussion Papers 495, C.E.P.R. Discussion Papers.
  940. Christiano, Lawrence J & Eichenbaum, Martin & Marshall, David, 1991. "The Permanent Income Hypothesis Revisited," Econometrica, Econometric Society, vol. 59(2), pages 397-423, March.
  941. Jawwad Noor, 2007. "Hyperbolic Discounting and the Standard Model," Boston University - Department of Economics - Working Papers Series WP2007-028, Boston University - Department of Economics.
  942. R. Anton Braun & Charles L. Evans, 1991. "Seasonality and equilibrium business cycle theories," Discussion Paper / Institute for Empirical Macroeconomics 45, Federal Reserve Bank of Minneapolis.
  943. Julia Behrman, 2015. "Does Schooling Affect Women’s Desired Fertility? Evidence From Malawi, Uganda, and Ethiopia," Demography, Springer;Population Association of America (PAA), vol. 52(3), pages 787-809, June.
  944. Ahn, Seung C. & Lee, Young H. & Schmidt, Peter, 2013. "Panel data models with multiple time-varying individual effects," Journal of Econometrics, Elsevier, vol. 174(1), pages 1-14.
  945. Clarida, R. & Gali, J. & Gertler, M., 1998. "Monetary Policy Rules and Macroeconomic Stability: Evidence and some Theory," Working Papers 98-01, C.V. Starr Center for Applied Economics, New York University.
  946. David Backus & Bryan Routledge & Stanley Zin, 2004. "Exotic Preferences for Macroeconomists," NBER Working Papers 10597, National Bureau of Economic Research, Inc.
  947. Iván Cárdenas-Gallo & Raha Akhavan-Tabatabaei & Mauricio Sánchez-Silva & Emilio Bastidas-Arteaga, 2016. "A Markov regime-switching framework to forecast El Niño Southern Oscillation patterns," Natural Hazards- Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 81(2), pages 829-843, March.
  948. Eijffinger, S.C.W. & Goderis, B.V.G., 2007. "The Effect of Monetary Policy on Exchange Rates During Currency Crises : The Role of Debt, Institutions and Financial Openness," Discussion Paper 2007-18, Tilburg University, Center for Economic Research.
  949. Andersen, Torben G. & Chung, Hyung-Jin & Sorensen, Bent E., 1999. "Efficient method of moments estimation of a stochastic volatility model: A Monte Carlo study," Journal of Econometrics, Elsevier, vol. 91(1), pages 61-87, July.
  950. Ali F. Darrat & Bin Li & Omar Benkato, 2011. "The Relationship between Volatility and Expected Returns: Some Evidence for Australia," International Journal of Business and Economics, College of Business, and College of Finance, Feng Chia University, Taichung, Taiwan, vol. 10(1), pages 27-43, April.
  951. Patton, Andrew J & Timmermann, Allan G, 2007. "Learning in Real Time: Theory and Empirical Evidence from the Term Structure of Survey Forecasts," CEPR Discussion Papers 6526, C.E.P.R. Discussion Papers.
  952. Wayne Ferson & Campbell R. Harvey, 1994. "An Exploratory Investigation of the Fundamental Determinants of National Equity Market Returns," NBER Chapters, in: The Internationalization of Equity Markets, pages 59-147 National Bureau of Economic Research, Inc.
  953. Takashi Kamihigashiw & John Stachurski, 2014. "Seeking Ergodicity in Dynamic Economies," Working Papers 2014-402, Department of Research, Ipag Business School.
  954. Jun Nagayasu, 2003. "The Term Structure of Interest Rates and Monetary Policy During a Zero-Interest-Rate Period," IMF Working Papers 03/208, International Monetary Fund.
  955. Houngbonon, Georges Vivien & Jeanjean, Francois, 2014. "Is there a level of competition intensity that maximizes investment in the mobile telecommunications industry?," 25th European Regional ITS Conference, Brussels 2014 101384, International Telecommunications Society (ITS).
  956. López-Salido, J. David & Labeaga, José M. & Carrasco, Raquel, 2002. "Consumption and habits : evidence from panel data," UC3M Working papers. Economics we023415, Universidad Carlos III de Madrid. Departamento de Economía.
  957. Collet, Roger & de Lapparent, Matthieu & Hivert, Laurent, 2015. "Are French households car-use addicts? A microeconomic perspective," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 54(C), pages 86-94.
  958. Hao Zhou & Tim Bollerslev & Michael S. Gibson, 2005. "Dynamic estimation of volatility risk premia and investor risk aversion from option-implied and realized volatilities," Proceedings, Board of Governors of the Federal Reserve System (U.S.).
  959. Soo, Kwok Tong & Elliott, Caroline, 2010. "Does price matter? Overseas students in UK higher education," Economics of Education Review, Elsevier, vol. 29(4), pages 553-565, August.
  960. Willman, Alpo, 2007. "Sequential optimization, front-loaded information, and U.S. consumption," Working Paper Series 0765, European Central Bank.
  961. Akbar, Muhammad & Jamil, Faisal, 2012. "Monetary and fiscal policies' effect on agricultural growth: GMM estimation and simulation analysis," Economic Modelling, Elsevier, vol. 29(5), pages 1909-1920.
  962. Lanne, Markku & Luoto, Jani, 2013. "Autoregression-based estimation of the new Keynesian Phillips curve," Journal of Economic Dynamics and Control, Elsevier, vol. 37(3), pages 561-570.
  963. Kent Daniel & Robert J. Hodrick & Zhongjin Lu, 2014. "The Carry Trade: Risks and Drawdowns," NBER Working Papers 20433, National Bureau of Economic Research, Inc.
  964. Prosper Dovonon & Sílvia Gonçalves, 2014. "Bootstrapping the GMM overidentification test Under first-order underidentification," CIRANO Working Papers 2014s-25, CIRANO.
  965. Slim, Skander & Dahmene, Meriam, 2016. "Asymmetric information, volatility components and the volume–volatility relationship for the CAC40 stocks," Global Finance Journal, Elsevier, vol. 29(C), pages 70-84.
  966. Berger, Allen N. & Klapper, Leora F. & Turk-Ariss, Rima, 2008. "Bank competition and financial stability," Policy Research Working Paper Series 4696, The World Bank.
  967. Ben Naceur, Sami & Bakardzhieva, Damyana & Kamar, Bassem, 2012. "Disaggregated Capital Flows and Developing Countries’ Competitiveness," World Development, Elsevier, vol. 40(2), pages 223-237.
  968. Bratsiotis, George J. & Robinson, Wayne, 2005. "Currency composition of debt, risk premia and the 1997 Korean crisis," Economic Modelling, Elsevier, vol. 22(3), pages 459-471, May.
  969. Manthos D. Delis & K. Christos Staikouras & Panagiotis T. Varlagas, 2008. "On the Measurement of Market Power in the Banking Industry," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 35(7-8), pages 1023-1047.
  970. Wang, Kevin Q., 2002. "Nonparametric tests of conditional mean-variance efficiency of a benchmark portfolio," Journal of Empirical Finance, Elsevier, vol. 9(2), pages 133-169, March.
  971. Ebenezer A Olubiyi, 2013. "Workers’ Remittances, Governance Institution and Private Investment in Nigeria," The Review of Finance and Banking, Academia de Studii Economice din Bucuresti, Romania / Facultatea de Finante, Asigurari, Banci si Burse de Valori / Catedra de Finante, vol. 5(1), pages 063-081, June.
  972. Au, Chun-Chung & Henderson, J. Vernon, 2006. "How migration restrictions limit agglomeration and productivity in China," Journal of Development Economics, Elsevier, vol. 80(2), pages 350-388, August.
  973. Shin-Ichi Nishiyama & Masao Ogaki, 2011. "The Cross-Euler Equation Approach in Estimating the Elasticity of Intertemporal Substitution for Food and Non-Food Consumption in Japan," TERG Discussion Papers 275, Graduate School of Economics and Management, Tohoku University.
  974. Holger Sieg & Daniele Coen-Pirani & Jeff Brinkman, 2011. "Agglomeration Externalities and the Dynamics of Firm Location Choices," 2011 Meeting Papers 966, Society for Economic Dynamics.
  975. Pierluigi Balduzzi & Giuseppe Bertola & Silverio Foresi & Leora Klapper, 1997. "Interest Rate Targeting and the Dynamics of Short-Term Rates," NBER Working Papers 5944, National Bureau of Economic Research, Inc.
  976. Magda Bianco & Maria Bontempi & Roberto Golinelli & Giuseppe Parigi, 2013. "Family firms’ investments, uncertainty and opacity," Small Business Economics, Springer, vol. 40(4), pages 1035-1058, May.
  977. Masakatsu Okubo, 2011. "The Intertemporal Elasticity of Substitution: An Analysis Based on Japanese Data," Economica, London School of Economics and Political Science, vol. 78(310), pages 367-390, 04.
  978. Owain Ap Gwilym & Mike Buckle, 1999. "Volatility forecasting in the framework of the option expiry cycle," The European Journal of Finance, Taylor & Francis Journals, vol. 5(1), pages 73-94.
  979. Gerdesmeier, Dieter & Roffia, Barbara, 2004. "Taylor rules for the euro area: the issue of real-time data," Discussion Paper Series 1: Economic Studies 2004,37, Deutsche Bundesbank, Research Centre.
  980. Corredor, Pilar & Goñi, Salomé, 2011. "TQM and performance: Is the relationship so obvious?," Journal of Business Research, Elsevier, vol. 64(8), pages 830-838, August.
  981. Jesús Fernández-Villaverde & Juan F. Rubio-Ramírez, 2007. "Estimating Macroeconomic Models: A Likelihood Approach," Review of Economic Studies, Oxford University Press, vol. 74(4), pages 1059-1087.
  982. Craig Burnside & Martin Eichenbaum & Isaac Kleshchelski & Sergio Rebelo, 2006. "The Returns to Currency Speculation," 2006 Meeting Papers 864, Society for Economic Dynamics.
  983. Pedro André Cerqueira, 2014. "Business Cycle Synchronization and Volatility Shifts," GEMF Working Papers 2014-19, GEMF - Faculdade de Economia, Universidade de Coimbra.
  984. Keith Cuthbertson & Don Bredin, 2000. "The Expectations Hypothesis of the Term Structure - The Case of Ireland," The Economic and Social Review, Economic and Social Studies, vol. 31(3), pages 267-281.
  985. Todd, Prono, 2009. "GARCH-Based Identification and Estimation of Triangular Systems," MPRA Paper 20032, University Library of Munich, Germany.
  986. Alastair R. Hall & Yuyi Li & Chris D. Orme & Arthur Sinko, 2015. "Testing for Structural Instability in Moment Restriction Models: An Info-Metric Approach," Econometric Reviews, Taylor & Francis Journals, vol. 34(3), pages 286-327, March.
  987. N. Groenewold & P. Fraser, 1998. "Tests of Asset-pricing Models: How important is the IID-normal assumptions?," Economics Discussion / Working Papers 98-20, The University of Western Australia, Department of Economics.
  988. Lee, Ahyee & Moy, Ronald L. & Lee, Cheng F., 1996. "A multivariate test of the covariance-co-skewness restriction for the three moment CAPM," Journal of Economics and Business, Elsevier, vol. 48(5), pages 515-523, December.
  989. Rodolfo Cermeño & Julio Mamani-Palacios, 2013. "Regímenes Monetarios y Volatilidad del Tipo de Cambio Real: El Caso Peruano, 1995–2012," Working papers DTE 565, CIDE, División de Economía.
  990. Andreas Fischer, 1989. "Interpreting the Term Structure of Interest Rates Using Weekly Money Announcements," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 125(I), pages 43-53, March.
  991. Balduzzi, Pierluigi & Bertola, Giuseppe & Foresi, Silverio, 1997. "A model of target changes and the term structure of interest rates," Journal of Monetary Economics, Elsevier, vol. 39(2), pages 223-249, July.
  992. Santiago Carbó Valverde & Sujit Chakravorti & Francisco Rodríguez-Fernández, 2009. "Regulating two-sided markets: an empirical investigation," Working Paper Series WP-09-11, Federal Reserve Bank of Chicago.
  993. Takashi Kamihigashi & John Stachurski, 2015. "Seeking Ergodicity in Dynamic Economies," Discussion Paper Series DP2015-40, Research Institute for Economics & Business Administration, Kobe University.
  994. David G. McMillan & Isabel Ruiz, 2009. "Volatility dynamics in three euro exchange rates: correlations, spillovers and commonality," International Journal of Financial Markets and Derivatives, Inderscience Enterprises Ltd, vol. 1(1), pages 64-74.
  995. Bassett, William F. & Chosak, Mary Beth & Driscoll, John C. & Zakrajšek, Egon, 2014. "Changes in bank lending standards and the macroeconomy," Journal of Monetary Economics, Elsevier, vol. 62(C), pages 23-40.
  996. Olivier Allais & Loic Cadiou & Stéphane Dees, 2001. "Defining Consumption Behaviour in a Multi-Country Model," Working Papers 2001-02, CEPII research center.
  997. Cavalcanti, Marco Antonio F.H., 2010. "Credit market imperfections and the power of the financial accelerator: A theoretical and empirical investigation," Journal of Macroeconomics, Elsevier, vol. 32(1), pages 118-144, March.
  998. Elmar Mertens, 2010. "Structural shocks and the comovements between output and interest rates," Finance and Economics Discussion Series 2010-21, Board of Governors of the Federal Reserve System (U.S.).
  999. Bekkerman, Anton & Goodwin, Barry K. & Piggott, Nicholas E., 2009. "Spatial Analysis of Market Linkages in North Carolina Using Threshold Autoregression Models with Variable Transaction Costs," 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin 49282, Agricultural and Applied Economics Association.
  1000. Donald W.K. Andrews & Christopher J. Monahan, 1990. "An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator," Cowles Foundation Discussion Papers 942, Cowles Foundation for Research in Economics, Yale University.
  1001. Yuan, Mingwei & Li, Wenli, 2000. "Dynamic employment and hours effects of government spending shocks," Journal of Economic Dynamics and Control, Elsevier, vol. 24(8), pages 1233-1263, July.
  1002. Andreas Bachmann, 2015. "Lumpy investment and variable capacity utilization: firm-level and macroeconomic implications," Diskussionsschriften dp1510, Universitaet Bern, Departement Volkswirtschaft.
  1003. Rycx, Francois & Saks, Yves & Tojerow, Ilan, 2015. "Does Education Raise Productivity and Wages Equally? The Moderating Roles of Age, Gender and Industry," IZA Discussion Papers 9043, Institute for the Study of Labor (IZA).
  1004. Halbert White & Karim Chalak, 2013. "Identification and Identification Failure for Treatment Effects Using Structural Systems," Econometric Reviews, Taylor & Francis Journals, vol. 32(3), pages 273-317, November.
  1005. repec:hal:journl:halshs-00175914 is not listed on IDEAS
  1006. Inoue, Atsushi, 2008. "Efficient estimation and inference in linear pseudo-panel data models," Journal of Econometrics, Elsevier, vol. 142(1), pages 449-466, January.
  1007. Kasa, Kenneth, 1997. "Consumption-based versus production-based models of international equity markets," Journal of International Money and Finance, Elsevier, vol. 16(5), pages 653-680, September.
  1008. Bollerslev, Tim, 2001. "Financial econometrics: Past developments and future challenges," Journal of Econometrics, Elsevier, vol. 100(1), pages 41-51, January.
  1009. Maio, Paulo & Santa-Clara, Pedro, 2012. "Multifactor models and their consistency with the ICAPM," Journal of Financial Economics, Elsevier, vol. 106(3), pages 586-613.
  1010. Lars P. Feld & Justina A.V. Fischer & Gebhard Kirchgässner, 2006. "The Effect of Direct Democracy on Income Redistribution: Evidence for Switzerland," CESifo Working Paper Series 1837, CESifo Group Munich.
  1011. Xavier Gabaix & Samuel Fraiberg & Romain Ranciere & Adrien Verdehlha & Emmanuel Farhi, 2010. "Crash Risk in Currency Market," 2010 Meeting Papers 640, Society for Economic Dynamics.
  1012. Akihiko Noda & Shunsuke Sugiyama, 2010. "Measuring the Intertemporal Elasticity of Substitution for Consumption: Some Evidence from Japan," Economics Bulletin, AccessEcon, vol. 30(1), pages 524-533.
  1013. Luis Fernando Melo & Franz A.Hamann, . "Inflación Básica.Una Estimación Basada en Modelos VAR Estructurales," Borradores de Economia 093, Banco de la Republica de Colombia.
  1014. Warren, Paul, 2005. "Rentabilite des entreprises sous controle canadien par rapport aux entreprises sous controle americain," Serie de documents de recherche sur l'analyse economique (AE) 2005030f, Statistics Canada, Direction des etudes analytiques.
  1015. Talan Iscan, 1998. "Trade Liberalization and Productivity-A Panel Study of the Mexican Manufacturing Industry," Department of Economics at Dalhousie University working papers archive tradelib, Dalhousie, Department of Economics.
  1016. Jang-Ok Cho & Merrigan, Philip & Phaneuf, Louis, 1998. "Weekly employee hours, weeks worked and intertemporal substitution," Journal of Monetary Economics, Elsevier, vol. 41(1), pages 185-199, February.
  1017. Calcagnini, Giorgio & Saltari, Enrico, 2000. "Real and Financial Uncertainty and Investment Decisions," Journal of Macroeconomics, Elsevier, vol. 22(3), pages 491-514, July.
  1018. Hanno Lustig & Adrien Verdelhan, 2005. "The Cross-Section of Currency Risk Premia and US Consumption Growth Risk," NBER Working Papers 11104, National Bureau of Economic Research, Inc.
  1019. Michael W. Brandt & Pedro Santa-Clara & Rossen Valkanov, 2004. "Parametric Portfolio Policies: Exploiting Characteristics in the Cross Section of Equity Returns," NBER Working Papers 10996, National Bureau of Economic Research, Inc.
  1020. Cantillon, Estelle & Pesendorfer, Martin, 2007. "Combination Bidding in Multi-Unit Auctions," CEPR Discussion Papers 6083, C.E.P.R. Discussion Papers.
  1021. David Kucera & Marco Principi, 2014. "Democracy and foreign direct investment at the industry level: evidence for US multinationals," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 150(3), pages 595-617, August.
  1022. Giovanni Forchini, 2006. "Tests for Over-identifying Restrictions in Partially Identified Linear Structural Equations," Monash Econometrics and Business Statistics Working Papers 20/06, Monash University, Department of Econometrics and Business Statistics.
  1023. Wei Li, 2001. "Corruption and Resource Allocation: Evidence from China," William Davidson Institute Working Papers Series 396, William Davidson Institute at the University of Michigan.
  1024. Ding, Hong, 2013. "The Impact of Entitlement programs on Employment and Its Interaction with Social Heterogeneity in OECD Countries: an Empirical Study Based on a Dynamic Panel Model," MPRA Paper 53300, University Library of Munich, Germany.
  1025. Christopher D. Carroll & Andrew A. Samwick, 1995. "How Important is Precautionary Saving?," NBER Working Papers 5194, National Bureau of Economic Research, Inc.
  1026. Donald, Stephen G. & Paarsch, Harry J., 2002. "Superconsistent estimation and inference in structural econometric models using extreme order statistics," Journal of Econometrics, Elsevier, vol. 109(2), pages 305-340, August.
  1027. Sun, Yixiao, 2013. "Fixed-smoothing Asymptotics in a Two-step GMM Framework," University of California at San Diego, Economics Working Paper Series qt64x4z265, Department of Economics, UC San Diego.
  1028. Su, Dongwei & Fleisher, Belton M., 1999. "Why does return volatility differ in Chinese stock markets?," Pacific-Basin Finance Journal, Elsevier, vol. 7(5), pages 557-586, December.
  1029. Kleibergen, F.R. & Paap, R., 2003. "Generalized Reduced Rank Tests using the Singular Value Decomposition," Econometric Institute Research Papers EI 2003-01, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  1030. Kenneth C. Wilbur, 2008. "A Two-Sided, Empirical Model of Television Advertising and Viewing Markets," Marketing Science, INFORMS, vol. 27(3), pages 356-378, 05-06.
  1031. John Y. Campbell & Yasushi Hamao, 1993. "The Interest Rate Process and the Term Structure of Interest Rates in Japan," NBER Chapters, in: Japanese Monetary Policy, pages 95-120 National Bureau of Economic Research, Inc.
  1032. Li, Yuming, 2001. "Expected Returns and Habit Persistence," Review of Financial Studies, Society for Financial Studies, vol. 14(3), pages 861-99.
  1033. Ping Yu & Peter C.B. Phillips, 2014. "Threshold Regression with Endogeneity," Cowles Foundation Discussion Papers 1966, Cowles Foundation for Research in Economics, Yale University.
  1034. Schwert, G.W. & Seguin, P.J., 1988. "Heteroskedasticity In Stock Returns," Papers bc_88-02, Rochester, Business - General.
  1035. Jacob Boudoukh & Matthew Richardson & Robert F. Whitelaw, 2008. "The Myth of Long-Horizon Predictability," Review of Financial Studies, Society for Financial Studies, vol. 21(4), pages 1577-1605, July.
  1036. Scholtens, Bert & Veldhuis, Rineke, 2015. "How does the development of the financial industry advance renewable energy? A panel regression study of 198 countries over three decades," Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113114, Verein für Socialpolitik / German Economic Association.
  1037. Ghysels, E., 1993. "A Time Series Model with Periodic Stochastic Regime Switching," Cahiers de recherche 9314, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  1038. Xiaoxian Ma & Qingzhen Zhao & Jilin Qu, 2008. "Robust portfolio optimization with a generalized expected utility model under ambiguity," Annals of Finance, Springer, vol. 4(4), pages 431-444, October.
  1039. Elena G. Irwin & P. Wilner Jeanty & Mark D. Partridge, 2014. "Amenity Values versus Land Constraints: The Spatial Effects of Natural Landscape Features on Housing Values," Land Economics, University of Wisconsin Press, vol. 90(1), pages 61-78.
  1040. Shatakshee Dhongde & Xing Miao, 2013. "Cross-Country Convergence in Income Inequality," Working Papers 290, ECINEQ, Society for the Study of Economic Inequality.
  1041. Mohammed Shuaibu, 2015. "Does Trade Tariff Liberalisation Matter for Intra-ECOWAS Trade?," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Eastern Macedonia and Thrace Institute of Technology (EMATTECH), Kavala, Greece, vol. 8(1), pages 83-112, August.
  1042. Ida Wolden Bache & Bjørn E. Naug, 2008. "Estimating New Keynesian import price models," Working Paper 2007/15, Norges Bank.
  1043. Hong, Han & Preston, Bruce, 2012. "Bayesian averaging, prediction and nonnested model selection," Journal of Econometrics, Elsevier, vol. 167(2), pages 358-369.
  1044. Holly, Alberto & Monfort, Alain & Rockinger, Michael, 2011. "Fourth order pseudo maximum likelihood methods," Journal of Econometrics, Elsevier, vol. 162(2), pages 278-293, June.
  1045. Bonanno, Alessandro & Goetz, Stephan J., 2012. "Food Store Density, Nutrition Education, Eating Habits and Obesity," International Food and Agribusiness Management Review, International Food and Agribusiness Management Association (IFAMA), vol. 15(4).
  1046. Marchetti, Domenico J. & Nucci, Francesco, 2005. "Price stickiness and the contractionary effect of technology shocks," European Economic Review, Elsevier, vol. 49(5), pages 1137-1163, July.
  1047. Tieslau, Margie A. & Schmidt, Peter & Baillie, Richard T., 1996. "A minimum distance estimator for long-memory processes," Journal of Econometrics, Elsevier, vol. 71(1-2), pages 249-264.
  1048. Hwang, Jen-Te & Chung, Chien-Ping & Wang, Chieh-Hsuan, 2010. "Debt Overhang, Financial Sector Development And Economic Growth," Hitotsubashi Journal of Economics, Hitotsubashi University, vol. 51(1), pages 13-30, June.
  1049. Dahlberg, M. & Jacob, J., 2000. "Sluggishness, Endogeneity and the Demand for Local Public Services," Papers 2000:17, Uppsala - Working Paper Series.
  1050. Mark Trede & Bernd Wilfling, 2007. "Estimating exchange rate dynamics with diffusion processes: an application to Greek EMU data," Empirical Economics, Springer, vol. 33(1), pages 23-39, July.
  1051. Yuxiang, Karl & Chen, Zhongchang, 2011. "Resource abundance and financial development: Evidence from China," Resources Policy, Elsevier, vol. 36(1), pages 72-79, March.
  1052. Stefan Nagel, 2013. "Empirical Cross-Sectional Asset Pricing," Annual Review of Financial Economics, Annual Reviews, vol. 5(1), pages 167-199, November.
  1053. Chen, Xiaohong & Liao, Zhipeng, 2015. "Sieve semiparametric two-step GMM under weak dependence," Journal of Econometrics, Elsevier, vol. 189(1), pages 163-186.
  1054. Wei-Ming Lee & Chung-Ming Kuan & Yu-Chin Hsu, 2014. "Testing Over-Identifying Restrictions without Consistent Estimation of the Asymptotic Covariance Matrix," IEAS Working Paper : academic research 14-A001, Institute of Economics, Academia Sinica, Taipei, Taiwan.
  1055. Mathias REYNAERT & Frank VERBOVEN, 2012. "Improving the performance of random coefficients demand models: the role of optimal instruments," Working Papers Department of Economics ces12.07, KU Leuven, Faculty of Economics and Business, Department of Economics.
  1056. Todd E. Clark & Michael W. McCracken, 2011. "Advances in forecast evaluation," Working Paper 1120, Federal Reserve Bank of Cleveland.
  1057. Rettenmaier, Andrew J. & Wang, Zijun, 2006. "Persistence in Medicare reimbursements and personal medical accounts," Journal of Health Economics, Elsevier, vol. 25(1), pages 39-57, January.
  1058. Michael Cooper & David H. Downs, 1999. "Real Estate Securities and a Filter-based, Short-term Trading Strategy," Journal of Real Estate Research, American Real Estate Society, vol. 18(2), pages 313-334.
  1059. Chowdhury, M. Ashraful Ferdous & Haque, M. Mahmudul & Alhabshi, Syed Othman & Masih, Abul Mansur M., 2016. "Socioeconomic Development and Its Effect on Performance of Islamic Banks: Dynamic Panel Approaches," MPRA Paper 71888, University Library of Munich, Germany.
  1060. Mahmoud Botshekan & Andre Lucas, 2012. "Long-Term versus Short-Term Contingencies in Asset Allocation," Tinbergen Institute Discussion Papers 12-053/2/DSF34, Tinbergen Institute.
  1061. Perera, Anil & Ralston, Deborah & Wickramanayake, Jayasinghe, 2013. "Central bank financial strength and inflation: Is there a robust link?," Journal of Financial Stability, Elsevier, vol. 9(3), pages 399-414.
  1062. Nishioka, Shinichi & Baba, Naohiko, 2008. "Risk taking by Japanese bond investors: Testing the "reach for yields" hypothesis in the Japanese bond markets," The Quarterly Review of Economics and Finance, Elsevier, vol. 48(4), pages 691-707, November.
  1063. Woodcock Simon D, 2010. "Heterogeneity and Learning in Labor Markets," The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 10(1), pages 1-69, September.
  1064. Giulio, Cifarelli, 2004. "Yes, implied volatilities are not informationally efficient: an empirical estimate using options on interest rate futures contracts," MPRA Paper 28655, University Library of Munich, Germany.
  1065. Francis Kemegue & Emmanuel Owusu-Sekyere & Renee van Eyden, 2011. "What Drives Remittance Inflows to Sub-Saharan Africa? A Dynamic Panel Approach," Working Papers 201128, University of Pretoria, Department of Economics.
  1066. Andreas Drichoutis & Rodolfo Nayga & Panagiotis Lazaridis & Beom Park, 2011. "A Consistent Econometric Test for Bid Interdependence in Repeated Second-Price Auctions with Posted Prices," Atlantic Economic Journal, International Atlantic Economic Society, vol. 39(4), pages 329-341, December.
  1067. Frederico Belo & Chen Xue & Lu Zhang, 2013. "A Supply Approach to Valuation," Review of Financial Studies, Society for Financial Studies, vol. 26(12), pages 3029-3067.
  1068. Fabio Canova & Eva Ortega, 1996. "Testing calibrated general equilibrium models," Economics Working Papers 166, Department of Economics and Business, Universitat Pompeu Fabra.
  1069. Sung, Bongsuk & Song, Woo-Yong, 2014. "How government policies affect the export dynamics of renewable energy technologies: A subsectoral analysis," Energy, Elsevier, vol. 69(C), pages 843-859.
  1070. Alex Cukierman & Anton Muscatelli, 2001. "Do Central Banks have Precautionary Demands for Expansions and for Price Stability?," Working Papers 2002_4, Business School - Economics, University of Glasgow, revised Mar 2002.
  1071. Meghir, Costas & Pistaferri, Luigi, 2002. "Income Variance Dynamics and Heterogeneity," CEPR Discussion Papers 3632, C.E.P.R. Discussion Papers.
  1072. Anabel Zárate-Marco & Jaime Vallés-Giménez, 2015. "Environmental tax and productivity in a decentralized context: new findings on the Porter hypothesis," European Journal of Law and Economics, Springer, vol. 40(2), pages 313-339, October.
  1073. Jianping Mei & Michael Moses, 2002. "Art as an Investment and the Underperformance of Masterpieces," American Economic Review, American Economic Association, vol. 92(5), pages 1656-1668, December.
  1074. Westgate, Philip M., 2013. "A bias-corrected covariance estimator for improved inference when using an unstructured correlation with quadratic inference functions," Statistics & Probability Letters, Elsevier, vol. 83(6), pages 1553-1558.
  1075. Jason Cummins & R. Glenn Hubbard, 1995. "The Tax Sensitivity of Foreign Direct Investment: Evidence from Firm-Level Panel Data," NBER Chapters, in: The Effects of Taxation on Multinational Corporations, pages 123-152 National Bureau of Economic Research, Inc.
  1076. Lekkos, Ilias & Milas, Costas, 2004. "Time-varying excess returns on UK government bonds: A non-linear approach," Journal of Banking & Finance, Elsevier, vol. 28(1), pages 45-62, January.
  1077. Serguey Khovansky & Zhylyevskyy, Oleksandr, 2012. "Estimating Idiosyncratic Volatility and Its Effects on a Cross-Section of Returns," Staff General Research Papers 34990, Iowa State University, Department of Economics.
  1078. Maria Elena Bontempi, 2013. "The Istat MeMo-It Macroeconometric Model: comments and suggestions for possible extensions," Rivista di statistica ufficiale, ISTAT - Italian National Institute of Statistics - (Rome, ITALY), vol. 15(1), pages 47-56.
  1079. Gabriel Frahm, 2015. "A theoretical foundation of portfolio resampling," Theory and Decision, Springer, vol. 79(1), pages 107-132, July.
  1080. Borja Larrain & Motohiro Yogo, 2005. "Does firm value move too much to be justified by subsequent changes in cash flow?," Working Papers 05-18, Federal Reserve Bank of Boston.
  1081. Asgharian, Hossein & Karlsson, Sonnie, 2006. "Evaluating a nonlinear asset pricing model on international data," Working Papers 2006:5, Lund University, Department of Economics.
  1082. Geert Bekaert & Robert J. Hodrick & David A. Marshall, 1997. ""Peso problem" explanations for term structure anomalies," Working Paper Series, Issues in Financial Regulation WP-97-07, Federal Reserve Bank of Chicago.
  1083. Bicu Andreea & Candelon Bertrand, 2012. "Government bond market dynamics and sovereign risk: systemic or idiosyncratic?," Research Memorandum 032, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
  1084. Fabio Canova & Takatoshi Ito, 1988. "On Time-Series Properties of Time-Varying Risk Premium in the Yen/Dollar Exchange Market," NBER Working Papers 2678, National Bureau of Economic Research, Inc.
  1085. Geweke, John F. & Horowitz, Joel L. & Pesaran, M. Hashem, 2006. "Econometrics: A Bird's Eye View," IZA Discussion Papers 2458, Institute for the Study of Labor (IZA).
  1086. Peter MacKay & Gordon M. Phillips, 2002. "Is There an Optimal Industry Financial Structure?," NBER Working Papers 9032, National Bureau of Economic Research, Inc.
  1087. Yu You & Yoonbai Kim & Xiaomei Ren, 2014. "Do Capital Controls Enhance Monetary Independence?," Review of Development Economics, Wiley Blackwell, vol. 18(3), pages 475-489, 08.
  1088. Andersen, Thomas Barnebeck & Barslund, Mikkel & Vanhuysse, Pieter, 2016. "Join to Prosper?," Discussion Papers of Business and Economics 2/2016, Department of Business and Economics, University of Southern Denmark.
  1089. L’œillet, Guillaume & Licheron, Julien, 2012. "How does the European Central Bank react to oil prices?," Economics Letters, Elsevier, vol. 116(3), pages 445-447.
  1090. Jovanovic, Branimir & Petreski, Marjan, 2012. "Monetary policy in a small open economy with fixed exchange rate: The case of Macedonia," Economic Systems, Elsevier, vol. 36(4), pages 594-608.
  1091. Patrik Guggenberger & Richard Smith, 2005. "Generalized empirical likelihood tests in time series models with potential identification failure," CeMMAP working papers CWP01/05, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  1092. Garcia, Rene & Bonomo, Marco, 2001. "Tests of conditional asset pricing models in the Brazilian stock market," Journal of International Money and Finance, Elsevier, vol. 20(1), pages 71-90, February.
  1093. Ilek, David & Ilek, Alex, 2007. "The Information Content of Inflationary Expectations Derived from Bond Prices in Israel," MPRA Paper 4704, University Library of Munich, Germany.
  1094. Ioanna Boulouta, 2013. "Hidden Connections: The Link Between Board Gender Diversity and Corporate Social Performance," Journal of Business Ethics, Springer, vol. 113(2), pages 185-197, March.
  1095. Chan, Kam C. & Fung, Hung-Gay & Leung, Wai K., 2004. "Daily volatility behavior in Chinese futures markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 14(5), pages 491-505, December.
  1096. Kilponen, Juha, 2009. "Euler consumption equation with non-separable preferences over consumption and leisure and collateral constraints," Research Discussion Papers 9/2009, Bank of Finland.
  1097. Naudé, Wim & Amorós, José Ernesto & Cristi, Oscar, 2013. ""Romanticizing Penniless Entrepreneurs?" The Relationship between Start-Ups and Human Wellbeing across Countries," IZA Discussion Papers 7547, Institute for the Study of Labor (IZA).
  1098. Wayne Ferson & Kenneth Khang, 2002. "Conditional Performance Measurement Using Portfolio Weights: Evidence for Pension Funds," NBER Working Papers 8790, National Bureau of Economic Research, Inc.
  1099. Couch, Robert & Wu, Wei, 2012. "Private investment and public equity returns," Journal of Economics and Business, Elsevier, vol. 64(2), pages 160-184.
  1100. Benos, Nikos & Karagiannis, Stelios, 2016. "Do education quality and spillovers matter? Evidence on human capital and productivity in Greece," Economic Modelling, Elsevier, vol. 54(C), pages 563-573.
  1101. Vassalou, Maria, 2000. "Exchange Rate And Foreign Inflation Risk Premiums In Global Equity Returns," CEPR Discussion Papers 2448, C.E.P.R. Discussion Papers.
  1102. Terza, Joseph V. & Basu, Anirban & Rathouz, Paul J., 2008. "Two-stage residual inclusion estimation: Addressing endogeneity in health econometric modeling," Journal of Health Economics, Elsevier, vol. 27(3), pages 531-543, May.
  1103. Fabio Busetti & Juri Marcucci & Giovanni Veronese, 2009. "Comparing forecast accuracy: A Monte Carlo investigation," Temi di discussione (Economic working papers) 723, Bank of Italy, Economic Research and International Relations Area.
  1104. Mark M. Pitt & Shahidur R. Khandker & Omar Haider Chowdhury & Daniel L. Millimet, 1998. "Credit Programs for the Poor and the Nutritional Status of Children in Rural Bangladesh," Working Papers 98-4, Brown University, Department of Economics, revised 16 Jan 1998.
  1105. Ronald J. Balvers & Dayong Huang, 2005. "Productivity-Based Asset Pricing: Theory and Evidence," Working Papers 05-05 Classification- JEL, Department of Economics, West Virginia University.
  1106. Wayne E. Ferson & Andrea Heuson & Tie Su, 2004. "Weak and Semi-Strong Form Stock Return Predictability, Revisited," NBER Working Papers 10689, National Bureau of Economic Research, Inc.
  1107. Eric Rasmusen, 2006. "The BLP Method of Demand Curve Estimation in Industrial Organization," Working Papers 2006-04, Indiana University, Kelley School of Business, Department of Business Economics and Public Policy.
  1108. Shibata, Akihisa & Shintani, Mototsugu, 1998. "Capital mobility in the world economy: an alternative test," Journal of International Money and Finance, Elsevier, vol. 17(5), pages 741-756, October.
  1109. Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez, 2004. "Estimating Nonlinear Dynamic Equilibrium economies: A Likelihood Approach," PIER Working Paper Archive 04-001, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  1110. Szilagyi, P.G., 2007. "Corporate governance and the agency costs of debt and outside equity," Other publications TiSEM 9520d40a-224f-43a8-9bf9-b, Tilburg University, School of Economics and Management.
  1111. Chambers, Robert G., 2006. "Some Empirical Implications of State-Contingent Production Models," 2006 Conference (50th), February 8-10, 2006, Sydney, Australia 137789, Australian Agricultural and Resource Economics Society.
  1112. Mattana, Elena & Panetti, Ettore, 2014. "Bank liquidity, stock market participation, and economic growth," Journal of Banking & Finance, Elsevier, vol. 48(C), pages 292-306.
  1113. Strieborny, Martin & Kukenova, Madina, 2013. "Investment in Relationship-Specific Assets: Does Finance Matter?," Working Papers 2013:11, Lund University, Department of Economics.
  1114. repec:hal:journl:halshs-00112514 is not listed on IDEAS
  1115. Buca, Andra & Vermeulen, Philip, 2015. "Corporate investment and bank-dependent borrowers during the recent financial crisis," Working Paper Series 1859, European Central Bank.
  1116. Neumann, Manfred & Weigand, Jurgen & Gross, Alexandra & Munter, Markus Thomas, 2001. "Market size, fixed costs and horizontal concentration," International Journal of Industrial Organization, Elsevier, vol. 19(5), pages 823-840, April.
  1117. Campbell Leith & Jim Malley, 2007. "Estimated Open Economy New Keynesian Phillips Curves for the G7," Open Economies Review, Springer, vol. 18(4), pages 405-426, September.
  1118. Cepii & Cepremap, 2001. "MARMOTTE : a Multinational Model," Working Papers 2001-15, CEPII research center.
  1119. Carstensen, Kai & Toubal, Farid, 2004. "Foreign direct investment in Central and Eastern European countries: A dynamic panel analysis," Munich Reprints in Economics 19965, University of Munich, Department of Economics.
  1120. Daniel Berkowitz & Karen Clay, 2003. "Initial Conditions, Institutional Dynamics and Economic Performance: Evidence from the American States," William Davidson Institute Working Papers Series 2003-615, William Davidson Institute at the University of Michigan.
  1121. John Ammer & Jianping Mei, 1993. "Measuring international economic linkages with stock market data," International Finance Discussion Papers 449, Board of Governors of the Federal Reserve System (U.S.).
  1122. Jaunky, Vishal Chandr, 2013. "A cointegration and causality analysis of copper consumption and economic growth in rich countries," Resources Policy, Elsevier, vol. 38(4), pages 628-639.
  1123. Travaglini, Guido, 2010. "Dynamic Econometric Testing of Climate Change and of its Causes," MPRA Paper 23600, University Library of Munich, Germany.
  1124. Stanislav Khrapov, 2011. "Pricing Central Tendency in Volatility," Working Papers w0168, Center for Economic and Financial Research (CEFIR).
  1125. Chernov, Mikhail & Ghysels, Eric, 2000. "A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation," Journal of Financial Economics, Elsevier, vol. 56(3), pages 407-458, June.
  1126. Estelle Cantillon & Martin Pesendorfer, 2013. "Combination bidding in multi-unit auctions," LSE Research Online Documents on Economics 54289, London School of Economics and Political Science, LSE Library.
  1127. Xiaohong Chen & Victor Chernozhukov & Sokbae Lee & Whitney Newey, 2011. "Local Identification of Nonparametric and Semiparametric Models," Cowles Foundation Discussion Papers 1795R, Cowles Foundation for Research in Economics, Yale University, revised Nov 2012.
  1128. Xueming Luo, 2009. "Quantifying the Long-Term Impact of Negative Word of Mouth on Cash Flows and Stock Prices," Marketing Science, INFORMS, vol. 28(1), pages 148-165, 01-02.
  1129. Auer, Benjamin R., 2013. "Can habit formation under complete market integration explain the cross-section of international equity risk premia?," Review of Financial Economics, Elsevier, vol. 22(2), pages 61-67.
  1130. Campbell, John, 2000. "Asset Pricing at the Millennium," Scholarly Articles 3294737, Harvard University Department of Economics.
  1131. Darrat, Ali F. & Li, Bin & Park, Jung Chul, 2011. "Consumption-based CAPM models: International evidence," Journal of Banking & Finance, Elsevier, vol. 35(8), pages 2148-2157, August.
  1132. Blangiewicz, Maria & Charemza, Wojciech W., 2001. "East European economic reform: Some simulations on a structural VAR model," Journal of Policy Modeling, Elsevier, vol. 23(2), pages 147-160, February.
  1133. Ghonghadze, Jaba & Lux, Thomas, 2016. "Bringing an elementary agent-based model to the data: Estimation via GMM and an application to forecasting of asset price volatility," Journal of Empirical Finance, Elsevier, vol. 37(C), pages 1-19.
  1134. Vadim Marmer & Taisuke Otsu, 2009. "Optimal Comparison of Misspecified Moment Restriction Models under a Chosen Measure of Fit," Cowles Foundation Discussion Papers 1724, Cowles Foundation for Research in Economics, Yale University, revised Jul 2011.
  1135. Michael A. Clemens & Steven Radelet & Rikhil Bhavnani, 2004. "Counting chickens when they hatch: The short-term effect of aid on growth," International Finance 0407010, EconWPA.
  1136. Huang, Ho-Chuan (River) & Lin, Yi-Chen & Yeh, Chih-Chuan, 2009. "Joint determinations of inequality and growth," Economics Letters, Elsevier, vol. 103(3), pages 163-166, June.
  1137. Martin D. D. Evans(Georgetown University and NBER) and Richard K. Lyons(U.C. Berkeley and NBER, Haas School of Business), 2005. "How is Macro News Transmitted to Exchange Rates? (December 2003)," Working Papers gueconwpa~05-05-05, Georgetown University, Department of Economics.
  1138. Florian PELGRIN & Alain GUAY & Richard LUGER, 2004. "The New Keynesian Phillips Curve: An empirical assessment," Econometric Society 2004 North American Summer Meetings 418, Econometric Society.
  1139. Vázquez Pérez, Jesús & Regúlez Castillo, Marta & Londoño Yarce, Juan Miguel, 2008. "Another Look to the Price-Dividend Ratio: A Markov-Switching Approach," DFAEII Working Papers 2008-09, University of the Basque Country - Department of Foundations of Economic Analysis II.
  1140. Das, Jayoti & De Loach, Stephen B., 2011. "Mirror, mirror on the wall: The effect of time spent grooming on earnings," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 40(1), pages 26-34, February.
  1141. Albuquerque, Rui & Durnev, Artyom & Koskinen, Yrjö, 2013. "Corporate Social Responsibility and Firm Risk: Theory and Empirical Evidence," CEPR Discussion Papers 9533, C.E.P.R. Discussion Papers.
  1142. Supawat Rungsuriyawiboon & Heinrich Hockmann, 2015. "Adjustment costs and efficiency in Polish agriculture: a dynamic efficiency approach," Journal of Productivity Analysis, Springer, vol. 44(1), pages 51-68, August.
  1143. Maria Elena Bontempi & Roberto Golinelli, 2012. "The effect of neglecting the slope parameters’ heterogeneity on dynamic models of corporate capital structure," Quantitative Finance, Taylor & Francis Journals, vol. 12(11), pages 1733-1751, November.
  1144. Tabuchi, Takatoshi & Yoshida, Atsushi, 2000. "Separating Urban Agglomeration Economies in Consumption and Production," Journal of Urban Economics, Elsevier, vol. 48(1), pages 70-84, July.
  1145. Natalia Trofimenko, 2005. "Learning by Exporting: Does It Matter Where One Learns?," Kiel Working Papers 1262, Kiel Institute for the World Economy.
  1146. van den Goorbergh, R.W.J. & de Roon, F.A. & Werker, B.J.M., 2003. "Economic Hedging Portfolios," Discussion Paper 2003-102, Tilburg University, Center for Economic Research.
  1147. Fernando Mayoral & Carlos Garcimartín, 2013. "The impact of population on the reduction of steady-state disparities across Spanish regions," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 50(1), pages 49-69, February.
  1148. Abdur R. Chowdhury, 2003. "Do asymmetric terms of trade shocks affect private savings in a transition economy?," Macroeconomics 0303006, EconWPA.
  1149. Rachidi Kotchoni, 2013. "The Indirect Continuous-GMM Estimation," Working Papers hal-00867804, HAL.
  1150. Kamstra, Mark J. & Kramer, Lisa A. & Levi, Maurice D., 2012. "A careful re-examination of seasonality in international stock markets: Comment on sentiment and stock returns," Journal of Banking & Finance, Elsevier, vol. 36(4), pages 934-956.
  1151. Candelon, Bertrand & Piplack, Jan & Straetmans, Stefan, 2008. "On measuring synchronization of bulls and bears: The case of East Asia," Journal of Banking & Finance, Elsevier, vol. 32(6), pages 1022-1035, June.
  1152. Daniel, Kent, 2001. "The power and size of mean reversion tests," Journal of Empirical Finance, Elsevier, vol. 8(5), pages 493-535, December.
  1153. Mark Yuying An & Ming Liu, 1996. "Using Indirect Inference to Solve the Initial Conditions Problem," Econometrics 9611004, EconWPA.
  1154. Fumio Hayashi, 1985. "Tests for Liquidity Constraints: A Critical Survey," NBER Working Papers 1720, National Bureau of Economic Research, Inc.
  1155. Fleming, Jeff & Ostdiek, Barbara, 1999. "The impact of energy derivatives on the crude oil market," Energy Economics, Elsevier, vol. 21(2), pages 135-167, April.
  1156. Igor Da Silva Veiga & Helder Ferreira De Mendonça, 2014. "Financial Openness And Inflationtargeting: An Analysis For The Unpleasant Fiscal Arithmetic," Anais do XL Encontro Nacional de Economia [Proceedings of the 40th Brazilian Economics Meeting] 059, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
  1157. Gottschalk, Sandra & Janz, Norbert, 2001. "Innovation dynamics and endogenous market structure: econometric results from aggregated survey data," ZEW Discussion Papers 01-39, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
  1158. Hall, Alastair R. & Inoue, Atsushi, 2003. "The large sample behaviour of the generalized method of moments estimator in misspecified models," Journal of Econometrics, Elsevier, vol. 114(2), pages 361-394, June.
  1159. Albert Maydeu-Olivares, 2003. "Reviews," Psychometrika, Springer;The Psychometric Society, vol. 68(4), pages 607-609, December.
  1160. Wong, Woon K. & Liu, Bo & Zeng, Yong, 2009. "Can price limits help when the price is falling? Evidence from transactions data on the Shanghai Stock Exchange," China Economic Review, Elsevier, vol. 20(1), pages 91-102, March.
  1161. Hahm, Joon-Ho, 1998. "Consumption adjustment to real interest rates: Intertemporal substitution revisited," Journal of Economic Dynamics and Control, Elsevier, vol. 22(2), pages 293-320, February.
  1162. Korajczyk, Robert A. & Levy, Amnon, 2003. "Capital structure choice: macroeconomic conditions and financial constraints," Journal of Financial Economics, Elsevier, vol. 68(1), pages 75-109, April.
  1163. Chen, Xiaohong, 2007. "Large Sample Sieve Estimation of Semi-Nonparametric Models," Handbook of Econometrics, in: J.J. Heckman & E.E. Leamer (ed.), Handbook of Econometrics, edition 1, volume 6, chapter 76 Elsevier.
  1164. Kenneth D. West, 1995. "Another Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator," NBER Technical Working Papers 0183, National Bureau of Economic Research, Inc.
  1165. Ray C. Fair, 1984. "Effects of Expected Future Government Deficits on Current Economic Activity," Cowles Foundation Discussion Papers 693, Cowles Foundation for Research in Economics, Yale University.
  1166. Issler, João Victor & Rodrigues, Claudia & Burjack, Rafael, 2013. "Using common features to understand the behavior of metal-commodity prices and forecast them at different horizons," Economics Working Papers (Ensaios Economicos da EPGE) 744, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  1167. Barry Eichengreen & David Leblang, 2008. "Democracy And Globalization," Economics and Politics, Wiley Blackwell, vol. 20(3), pages 289-334, November.
  1168. Doris, Aedin & O'Neill, Donal & Sweetman, Olive, 2010. "Identification of the Covariance Structure of Earnings Using the GMM Estimator," IZA Discussion Papers 4952, Institute for the Study of Labor (IZA).
  1169. Catherine Doz, 1993. "Note sur les tests de rationalité des prévisions," Économie et Prévision, Programme National Persée, vol. 108(2), pages 129-133.
  1170. Paul P.J. Gao & Kevin X.D. Huang, 2008. "Aggregate Consumption-Wealth Ratio and the Cross-Section of Stock Returns: Some International Evidence," Annals of Economics and Finance, Society for AEF, vol. 9(1), pages 1-37, May.
  1171. Wayne E. Ferson & Andrea Heuson & Tie Su, 2005. "Weak-Form and Semi-Strong-Form Stock Return Predictability Revisited," Management Science, INFORMS, vol. 51(10), pages 1582-1592, October.
  1172. Liano, Kartono & Kelly, G. Wayne, 1995. "Currency futures and the turn-of-month effect," Global Finance Journal, Elsevier, vol. 6(1), pages 1-7.
  1173. Ansgar Belke & Thorsten Polleit, 2007. "How the ECB and the US Fed set interest rates," Applied Economics, Taylor & Francis Journals, vol. 39(17), pages 2197-2209.
  1174. Tang, Yi & Wezel, Filippo Carlo, 2015. "Up to standard?," Journal of Business Venturing, Elsevier, vol. 30(3), pages 452-466.
  1175. M. Deetz & T. Poddig & I. Sidorovitch & A. Varmaz, 2009. "An evaluation of conditional multi-factor models in active asset allocation strategies: an empirical study for the German stock market," Financial Markets and Portfolio Management, Springer, vol. 23(3), pages 285-313, September.
  1176. Ron Alquist, 2008. "How Important Is Liquidity Risk for Sovereign Bond Risk Premia? Evidence from the London Stock Exchange," Staff Working Papers 08-47, Bank of Canada.
  1177. Li, Jia & Todorov, Viktor & Tauchen, George, 2016. "Inference theory for volatility functional dependencies," Journal of Econometrics, Elsevier, vol. 193(1), pages 17-34.
  1178. Li, Haizheng & Zax, Jeffrey S., 2003. "Labor supply in urban China," Journal of Comparative Economics, Elsevier, vol. 31(4), pages 795-817, December.
  1179. Li, Hong, 2008. "Estimation and testing of Euler equation models with time-varying reduced-form coefficients," Journal of Econometrics, Elsevier, vol. 142(1), pages 425-448, January.
  1180. Woocheol Kim, 2004. "Identification And Estimation Of Nonparametric Structural," Econometric Society 2004 Far Eastern Meetings 733, Econometric Society.
  1181. Arnab Bhattacharjee & Sean Holly, 2010. "Structural Interactions in Spatial Panels," CDMA Working Paper Series 201003, Centre for Dynamic Macroeconomic Analysis.
  1182. repec:ebl:ecbull:v:3:y:2005:i:10:p:1-13 is not listed on IDEAS
  1183. Sungbae An & Yongsung Chang & Sun-Bin Kim, 2008. "Can a Representative-Agent Model Represent a Heterogeneous-Agent Economy?," Microeconomics Working Papers 22056, East Asian Bureau of Economic Research.
  1184. Lilia Maliar & Serguei Maliar, 2003. "Preference Shocks From Aggregation: Time Series Data Evidence," Working Papers. Serie AD 2003-35, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
  1185. Artem Prokhorov & Peter Schmidt, 2009. "Likelihood Based Estimation in a Panel Setting: Robustness, Redundancy and Validity of Copulas," Working Papers 09002, Concordia University, Department of Economics.
  1186. Christophe Kamps & Christian Pierdzioch, 2002. "Geldpolitik und vorausschauende Taylor-Regeln ; Theorie und Empirie am Beispiel der Deutschen Bundesbank," Kiel Working Papers 1089, Kiel Institute for the World Economy.
  1187. Fabio Araujo & Marcelo Fernandes e João Victor Issler, 2004. "Using Common Features to Construct a Preference-Free Estimator of the Stochastic Discount Factor," Econometric Society 2004 Latin American Meetings 134, Econometric Society.
  1188. Isakova, Asel, 2010. "Currency substitution in the economies of Central Asia : how much does it cost?," BOFIT Discussion Papers 14/2010, Bank of Finland, Institute for Economies in Transition.
  1189. Pakes, Ariel & Olley, Steven, 1995. "A limit theorem for a smooth class of semiparametric estimators," Journal of Econometrics, Elsevier, vol. 65(1), pages 295-332, January.
  1190. W. D. Walls & J. McKenzie, 2013. "Australian films at the Australian box office: Performance, distribution, and subsidies," Working Papers 2014-52, Department of Economics, University of Calgary, revised 23 Sep 2014.
  1191. Michael Creel & Dennis Kristensen, 2015. "On Selection of Statistics for Approximate Bayesian Computing or the Method of Simulated Moments," UFAE and IAE Working Papers 950.15, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), revised 27 Feb 2015.
  1192. Reinhart, Carmen & Vegh, Carlos, 1994. "Intertemporal consumption substitution and inflation stabilization:An empirical investigation," MPRA Paper 13427, University Library of Munich, Germany.
  1193. Robert Gibbons & Lawrence F. Katz & Thomas Lemieux & Daniel Parent, 2002. "Comparative Advantage, Learning, and Sectoral Wage Determination," NBER Working Papers 8889, National Bureau of Economic Research, Inc.
  1194. Loubes, Jean-Michel & Rochet, Paul, 2012. "Approximate maximum entropy on the mean for instrumental variable regression," Statistics & Probability Letters, Elsevier, vol. 82(5), pages 972-978.
  1195. Franco Peracchi, 1988. "A Constructive Proof of the Optimality of the ML Estimator," UCLA Economics Working Papers 484, UCLA Department of Economics.
  1196. Escribano, Álvaro & Aparicio, Felipe M. & Mármol, Francesc, 1999. "A new instrumental variable approach for estimation and testing in fractional cointegrating regressions," DES - Working Papers. Statistics and Econometrics. WS 6298, Universidad Carlos III de Madrid. Departamento de Estadística.
  1197. Davies, Anthony & Lahiri, Kajal, 1995. "A new framework for analyzing survey forecasts using three-dimensional panel data," Journal of Econometrics, Elsevier, vol. 68(1), pages 205-227, July.
  1198. Caglayan, Mustafa & Xu, Bing, 2016. "Inflation volatility effects on the allocation of bank loans," Journal of Financial Stability, Elsevier, vol. 24(C), pages 27-39.
  1199. Mika Vaihekoski, 2007. "Global Market and Currency Risk in Finnish Stock Market," Finnish Economic Papers, Finnish Economic Association, vol. 20(1), pages 72-88, Spring.
  1200. Robert A. Amano & Wai-Ming Ho & Tony S. Wirjanto, 1999. "Intraperiod and Intertemporal Substitution in Import Demand," Cahiers de recherche CREFE / CREFE Working Papers 84, CREFE, Université du Québec à Montréal.
  1201. Berkowitz, Daniel & Jackson, John E., 2006. "Entrepreneurship and the evolution of income distributions in Poland and Russia," Journal of Comparative Economics, Elsevier, vol. 34(2), pages 338-356, June.
  1202. William N. Evans & Edward Montgomery, 1994. "Education and Health: Where There's Smoke There's an Instrument," NBER Working Papers 4949, National Bureau of Economic Research, Inc.
  1203. Fan, Yu-Ju & Lai, Hung-Neng, 2006. "The intraday effect and the extension of trading hours for Taiwanese securities," International Review of Financial Analysis, Elsevier, vol. 15(4-5), pages 328-347.
  1204. Martikainen, Emmi & Schmiedel, Heiko & Takalo, Tuomas, 2013. "Convergence in European retail payments," Occasional Paper Series 147, European Central Bank.
  1205. Patacchini, Eleonora & Zenou, Yves, 2003. "Search Intensity, Cost of Living and Local Labor Markets in Britain," IZA Discussion Papers 772, Institute for the Study of Labor (IZA).
  1206. repec:ebl:ecbull:v:3:y:2005:i:29:p:1-10 is not listed on IDEAS
  1207. John H. Cochrane, 1992. "A Cross-Sectional Test of a Production-Based Asset Pricing Model," NBER Working Papers 4025, National Bureau of Economic Research, Inc.
  1208. Patro, Dilip Kumar, 2001. "Measuring performance of international closed-end funds," Journal of Banking & Finance, Elsevier, vol. 25(9), pages 1741-1767, September.
  1209. KITANO Taiju, 2013. "Disguised Protectionism? Environmental Policy in the Japanese Car Market," Discussion papers 13059, Research Institute of Economy, Trade and Industry (RIETI).
  1210. Darolia, Rajeev, 2014. "Working (and studying) day and night: Heterogeneous effects of working on the academic performance of full-time and part-time students," Economics of Education Review, Elsevier, vol. 38(C), pages 38-50.
  1211. Andrews, Donald W. K. & Lu, Biao, 2001. "Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models," Journal of Econometrics, Elsevier, vol. 101(1), pages 123-164, March.
  1212. Mittelhammer, Ron C. & Judge, George G., 2005. "Combining estimators to improve structural model estimation and inference under quadratic loss," Journal of Econometrics, Elsevier, vol. 128(1), pages 1-29, September.
  1213. Pierucci, Eleonora & Pericoli, Filippo & Ventura, Luigi, 2014. "Reassessing international investment patterns: a revisitation of Lane and Milesi-Ferretti's evidence," MPRA Paper 53585, University Library of Munich, Germany.
  1214. Robert Haveman & Mark Stone & Barbara Wolfe, 1989. "Market Work, Wages, and Men's Health," NBER Working Papers 3020, National Bureau of Economic Research, Inc.
  1215. Ray C. Fair & Kathryn M. Dominguez, 1987. "Effects of the Changing U.S. Age Distribution on Macroeconomic Equations," Cowles Foundation Discussion Papers 839, Cowles Foundation for Research in Economics, Yale University.
  1216. Jeff Fuhrer & Arturo Estrella, 1999. "Are 'Deep' Parameters Stable? The Lucas Critique as an Empirical Hypothesis," Computing in Economics and Finance 1999 621, Society for Computational Economics.
  1217. Massimo Massa & Andrei Simonov, 2009. "Experimentation in Financial Markets," Management Science, INFORMS, vol. 55(8), pages 1377-1390, August.
  1218. S.G. Cecchetti & P. Lam & N.C. Mark, 2010. "The equity premium and the risk-free rate: matching the moments," Levine's Working Paper Archive 1396, David K. Levine.
  1219. Jovanović, Mario & Zimmermann, Tobias, 2008. "Stock Market Uncertainty and Monetary Policy Reaction Functions of the Federal Reserve Bank," Ruhr Economic Papers 77, Rheinisch-Westfälisches Institut für Wirtschaftsforschung (RWI), Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
  1220. Milas, Costas & Naraidoo, Ruthira, 2012. "Financial conditions and nonlinearities in the European Central Bank (ECB) reaction function: In-sample and out-of-sample assessment," Computational Statistics & Data Analysis, Elsevier, vol. 56(1), pages 173-189, January.
  1221. Kim, Kenneth A. & Limpaphayom, Piman, 2000. "Characteristics of stocks that frequently hit price limits: Empirical evidence from Taiwan and Thailand," Journal of Financial Markets, Elsevier, vol. 3(3), pages 315-332, August.
  1222. Ainhoa Zarraga, 2003. "GMM-based testing procedures of the mixture of distributions model," Applied Financial Economics, Taylor & Francis Journals, vol. 13(11), pages 841-848.
  1223. Nicolas Van de Sijpe, 2013. "Is Foreign Aid Fungible? Evidence from the Education and Health Sectors," World Bank Economic Review, World Bank Group, vol. 27(2), pages 320-356.
  1224. Dell'Aquila, Rosario & Ronchetti, Elvezio & Trojani, Fabio, 2003. "Robust GMM analysis of models for the short rate process," Journal of Empirical Finance, Elsevier, vol. 10(3), pages 373-397, May.
  1225. Divino, José Angelo, 2009. "Monetary Policy Rules Across OECD Countries," Revista Brasileira de Economia, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil), vol. 63(1), March.
  1226. Baffes, John & Ajwad, Mohamed I., 1998. "Detecting price links in the world cotton market," Policy Research Working Paper Series 1944, The World Bank.
  1227. Alberto Giovannini & Philippe Jorion, 1988. "The Time-Variation of Risk and Return in the Foreign Exchange and Stock Markets," NBER Working Papers 2573, National Bureau of Economic Research, Inc.
  1228. Arturo Estrella & Anthony P. Rodrigues, 2005. "One-sided test for an unknown breakpoint: theory, computation, and application to monetary theory," Staff Reports 232, Federal Reserve Bank of New York.
  1229. James D. Hamilton & Jing Cynthia Wu, 2012. "Identification and Estimation of Gaussian Affine Term Structure Models," NBER Working Papers 17772, National Bureau of Economic Research, Inc.
  1230. Bronwyn H. Hall & Jacques Mairesse & Benoit Mulkay, 1998. "Firm-level investment in France an the United States: an exploration of what we have learned in twenty years," IFS Working Papers W98/10, Institute for Fiscal Studies.
  1231. Ronchetti, Elvezio & Trojani, Fabio, 2001. "Robust inference with GMM estimators," Journal of Econometrics, Elsevier, vol. 101(1), pages 37-69, March.
  1232. Powell, James L., 1996. "Rescaled methods-of-moments estimation for the Box-Cox regression model," Economics Letters, Elsevier, vol. 51(3), pages 259-265, June.
  1233. West, Kenneth D., 1987. "A standard monetary model and the variability of the deutschemark-dollar exchange rate," Journal of International Economics, Elsevier, vol. 23(1-2), pages 57-76, August.
  1234. Steven Riddiough & Lucio Sarno & Pasquale Della Corte, 2015. "Currency Premia and Global Imbalances," 2015 Meeting Papers 1215, Society for Economic Dynamics.
  1235. Paleologos, John M. & Polemis, Michael L., 2013. "What drives investment in the telecommunications sector? Some lessons from the OECD countries," Economic Modelling, Elsevier, vol. 31(C), pages 49-57.
  1236. Tom Engsted & Stig V. Møller, 2010. "An iterated GMM procedure for estimating the Campbell-Cochrane habit formation model, with an application to Danish Stock and bond returns," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 15(3), pages 213-227.
  1237. Sarwar, Ghulam, 2012. "Is VIX an investor fear gauge in BRIC equity markets?," Journal of Multinational Financial Management, Elsevier, vol. 22(3), pages 55-65.
  1238. repec:hhs:bofitp:2012_031 is not listed on IDEAS
  1239. Grammenos, Costas Th. & Papapostolou, Nikos C., 2012. "US shipping initial public offerings: Do prospectus and market information matter?," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 48(1), pages 276-295.
  1240. Felix Fitzroy & Michael Funke, 1993. "Real Wages, Investment and Employment - New Evidence From West German Sectoral Data," CRIEFF Discussion Papers 9305, Centre for Research into Industry, Enterprise, Finance and the Firm.
  1241. James M. Nason & Takashi Kano, 2004. "Business Cycle Implications of Habit Formation," Computing in Economics and Finance 2004 175, Society for Computational Economics.
  1242. Cetin Ciner, 2003. "Dynamic Linkages Between Trading Volume and Price Movements: Evidence for Small Firm Stocks," Journal of Entrepreneurial Finance, Pepperdine University, Graziadio School of Business and Management, vol. 8(1), pages 87-102, Spring.
  1243. Juan Carlos Escanciano & Stefan Hoderlein & Arthur Lewbel & Oliver Linton, 2015. "Nonparametric Euler Equation Identification andEstimation," Cambridge Working Papers in Economics 1560, Faculty of Economics, University of Cambridge.
  1244. Stasinopoulos, Georgios, 2009. "Economic impacts of climate change on cities: A survey of the existing literature," HWWI Policy Papers 1-18, Hamburg Institute of International Economics (HWWI).
  1245. Guizani, Brahim, 2010. "Regulation Policy And Credit Crunch: Evidence From Japan," MPRA Paper 46827, University Library of Munich, Germany, revised 08 May 2013.
  1246. Ivaldi, Marc & Sokullu, Senay & Toru, Tuba, 2015. "Airport Prices in a Two-Sided Market Setting: Major US Airports," CEPR Discussion Papers 10658, C.E.P.R. Discussion Papers.
  1247. Dong, Yingying & Lewbel, Arthur, 2011. "Nonparametric identification of a binary random factor in cross section data," Journal of Econometrics, Elsevier, vol. 163(2), pages 163-171, August.
  1248. de Mendonça, Helder Ferreira & Tiberto, Bruno Pires, 2014. "Public debt and social security: Level of formality matters," Economic Modelling, Elsevier, vol. 42(C), pages 490-507.
  1249. Ciara Whelan & Franco Mariuzzo & Patrick P. Walsh, 2005. "Embedding consumer taste for location into a structural model of equilibrium," Working Papers 200503, School of Economics, University College Dublin.
  1250. Baghestani, Hamid, 2006. "Federal reserve vs. private forecasts of real net exports," Economics Letters, Elsevier, vol. 91(3), pages 349-353, June.
  1251. Motohiro Yogo, 2006. "A Consumption-Based Explanation of Expected Stock Returns," Journal of Finance, American Finance Association, vol. 61(2), pages 539-580, 04.
  1252. Auray, Stéphane & Fève, Patrick, 2003. "Are Monetary Models with Exogenous Money Growth Rule Able to Match the Taylor Rule?," IDEI Working Papers 231, Institut d'Économie Industrielle (IDEI), Toulouse.
  1253. Nils aus dem Moore, 2014. "Shifting the Burden of Corporate Taxes: Heterogeneity in Direct Wage Incidence," Ruhr Economic Papers 0531, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen.
  1254. Komunjer, Ivana & OWYANG, MICHAEL, 2007. "Multivariate Forecast Evaluation And Rationality Testing," University of California at San Diego, Economics Working Paper Series qt81w8m5sf, Department of Economics, UC San Diego.
  1255. Fang, Yue, 2008. "Semi-parametric specification tests for mixing distributions," Computational Statistics & Data Analysis, Elsevier, vol. 52(5), pages 2829-2839, January.
  1256. Max Köhler & Stefan Sperlich & Julian Vortmeyer, 2011. "The Africa-Dummy in Growth Regressions," Courant Research Centre: Poverty, Equity and Growth - Discussion Papers 94, Courant Research Centre PEG.
  1257. Bing-Huei Lin & Jerry Wang, 2003. "Systematic skewness in asset pricing: an empirical examination of the Taiwan stock market," Applied Economics, Taylor & Francis Journals, vol. 35(17), pages 1877-1887.
  1258. Tierney, Heather L.R., 2009. "A Local Examination for Persistence in Exclusions-from-Core Measures of Inflation Using Real-Time Data," MPRA Paper 13089, University Library of Munich, Germany.
  1259. Yvonne Adema & Lorenzo Pozzi, 2012. "Business Cycle Fluctuations and Private Savings in OECD Countries: A Panel Data Analysis," Tinbergen Institute Discussion Papers 12-144/VI, Tinbergen Institute.
  1260. Schwert, G William, 1990. " Stock Returns and Real Activity: A Century of Evidence," Journal of Finance, American Finance Association, vol. 45(4), pages 1237-57, September.
  1261. Cawley, John & Meyerhoefer, Chad, 2012. "The medical care costs of obesity: An instrumental variables approach," Journal of Health Economics, Elsevier, vol. 31(1), pages 219-230.
  1262. Hodrick, Robert & Vassalou, Maria, 2002. "Do we need multi-country models to explain exchange rate and interest rate and bond return dynamics?," Journal of Economic Dynamics and Control, Elsevier, vol. 26(7-8), pages 1275-1299, July.
  1263. Philip A. Haile, 2001. "Auctions with Resale Markets: An Application to U.S. Forest Service Timber Sales," American Economic Review, American Economic Association, vol. 91(3), pages 399-427, June.
  1264. Font, Begoña, 1998. "Modelización de series temporales financieras. Una recopilación," DES - Documentos de Trabajo. Estadística y Econometría. DS 3664, Universidad Carlos III de Madrid. Departamento de Estadística.
  1265. Mohn, Klaus & Misund, Bård, 2009. "Investment and uncertainty in the international oil and gas industry," Energy Economics, Elsevier, vol. 31(2), pages 240-248, March.
  1266. Krüger, Jens J. & Hoss, Julian, 2012. "German business cycle forecasts, asymmetric loss and financial variables," Economics Letters, Elsevier, vol. 114(3), pages 284-287.
  1267. repec:zbw:rwirep:0205 is not listed on IDEAS
  1268. James M. Nason, 1991. "The permanent income hypothesis when the bliss point is stochastic," Discussion Paper / Institute for Empirical Macroeconomics 46, Federal Reserve Bank of Minneapolis.
  1269. David Bartolini & Agnese Sacchi & Simone Salotti & Raffaella Santolini, 2015. "Fiscal decentralisation in times of financial crises," Working Papers. Collection A: Public economics, governance and decentralization 1506, Universidade de Vigo, GEN - Governance and Economics research Network.
  1270. Bedri Kamil Onur Tas & Selahattin Togay, 2010. "A direct test of the endogeneity of money: implications for Gulf Cooperation Council (GCC) countries," Working Papers 2010/5, Turkish Economic Association.
  1271. Huang, Roger D. & Masulis, Ronald W., 2003. "Trading activity and stock price volatility: evidence from the London Stock Exchange," Journal of Empirical Finance, Elsevier, vol. 10(3), pages 249-269, May.
  1272. Roberto Leon-Gonzalez & Daniel Montolio, 2015. "Endogeneity and Panel Data in Growth Regressions: A Bayesian Model Averaging Approach," GRIPS Discussion Papers 15-16, National Graduate Institute for Policy Studies.
  1273. Lee, Yoonsuk & Brorsen, B. Wade, 2012. "Impacts of Permanent and Transitory Shocks on Optimal Length of Moving Average to Predict Wheat Basis," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington 125001, Agricultural and Applied Economics Association.
  1274. Robert Topel & Sherwin Rosen, 1985. "A Time Series Model of Housing Investment in the U.S," UCLA Economics Working Papers 387, UCLA Department of Economics.
  1275. Villas-Boas, Sofia B & Bonnet, Celine, 2016. "Asymmetric Consumer Price Responses and Asymmetric Cost Pass-Through," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt172676f9, Department of Agricultural & Resource Economics, UC Berkeley.
  1276. José Varejão & Pedro Portugal, 2007. "Spatial and Temporal Aggregation in the Estimation of Labor Demand Functions," Working Papers w200704, Banco de Portugal, Economics and Research Department.
  1277. Frank Windmeijer & Helmut Farbmacher & Neil Davies & George Davey Smith, 2016. "On the Use of the Lasso for Instrumental Variables Estimation with Some Invalid Instruments," Bristol Economics Discussion Papers 16/674, Department of Economics, University of Bristol, UK.
  1278. George Hondroyiannis & P.A.V.B. Swamy & George Tavlas & Michael Ulan, 2008. "Some Further Evidence on Exchange-Rate Volatility and Exports," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 144(1), pages 151-180, April.
  1279. Bansal, Ravi & Dahlquist, Magnus, 2002. "Expropriation Risk and Return in Global Equity Markets," SIFR Research Report Series 8, Institute for Financial Research.
  1280. Christophe Chamley, 2006. "Complementarities in information acquisition with short-term trades," Boston University - Department of Economics - Working Papers Series WP2006-042, Boston University - Department of Economics.
  1281. Jos Van Bommel & Jay Dahya & Zhihong Shi, 2010. "An empirical investigation of the speed of information aggregation: a study of IPOs," International Journal of Banking, Accounting and Finance, Inderscience Enterprises Ltd, vol. 2(1), pages 47-79.
  1282. Jorge González, 2015. "Estimating income elasticities of leisure activities using cross-sectional categorized data," Documentos de Trabajo dt2015-02, Facultad de Ciencias Económicas y Empresariales, Universidad de Zaragoza.
  1283. Márcio Laurini, 2012. "Generalized Tests of Investment Fund Performance," IBMEC RJ Economics Discussion Papers 2012-03, Economics Research Group, IBMEC Business School - Rio de Janeiro.
  1284. Amparo Castello Climent, 2006. "On the Distribution of Education and Democracy," Working Papers 0602, International Economics Institute, University of Valencia.
  1285. Ghysels, Eric & Guay, Alain & Hall, Alastair, 1998. "Predictive tests for structural change with unknown breakpoint," Journal of Econometrics, Elsevier, vol. 82(2), pages 209-233, February.
  1286. Karl Whelan & Jeremy Rudd, 2001. "New tests of the New-Keynesian Phillips Curve," Open Access publications 10197/249, School of Economics, University College Dublin.
  1287. Lehmann, Bruce N., 2009. "The role of beliefs in inference for rational expectations models," Journal of Econometrics, Elsevier, vol. 150(2), pages 322-331, June.
  1288. Sakiru Solarin, 2016. "Sources of labour productivity: a panel investigation of the role of military expenditure," Quality & Quantity- International Journal of Methodology, Springer, vol. 50(2), pages 849-865, March.
  1289. Becker, Connie & Ferson, Wayne & Myers, David H. & Schill, Michael J., 1999. "Conditional market timing with benchmark investors," Journal of Financial Economics, Elsevier, vol. 52(1), pages 119-148, April.
  1290. Mykhayliv, Dariya & Zauner, Klaus G., 2013. "Investment behavior and ownership structures in Ukraine: Soft budget constraints, government ownership and private benefits of control," Journal of Comparative Economics, Elsevier, vol. 41(1), pages 265-278.
  1291. Lô, Serigne N. & Ronchetti, Elvezio, 2012. "Robust small sample accurate inference in moment condition models," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3182-3197.
  1292. David Roodman, 2006. "How to Do xtabond2," North American Stata Users' Group Meetings 2006 8, Stata Users Group.
  1293. Supawat Rungsuriyawiboon & Spiro E. Stefanou, 2003. "Dynamic Efficiency Estimation: An Application to US Electric Utilities," CEPA Working Papers Series WP052003, School of Economics, University of Queensland, Australia.
  1294. Norman Loayza & Klaus Schmidt-Hebbel & Luis Servén, 2000. "What Drives Private Saving Across the World?," The Review of Economics and Statistics, MIT Press, vol. 82(2), pages 165-181, May.
  1295. Ramdan Dridi, 2000. "Simulated Asymptotic Least Squares Theory," STICERD - Econometrics Paper Series 396, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  1296. Reinhart, Carmen & Vegh, Carlos, 1994. "Inflation stabilization in chronic inflation countries: The empirical evidence," MPRA Paper 13689, University Library of Munich, Germany.
  1297. E Bataa & D R Osborn & D H Kim, 2006. "A Further Examination of the Expectations Hypothesis for the Term Structure," Centre for Growth and Business Cycle Research Discussion Paper Series 72, Economics, The Univeristy of Manchester.
  1298. Davis, Peter, 2006. "Estimation of quantity games in the presence of indivisibilities and heterogeneous firms," Journal of Econometrics, Elsevier, vol. 134(1), pages 187-214, September.
  1299. Jorge Ponce, 2008. "A Normative Analysis of Banking Supervision: Independence, Legal Protection and Accountability," Documentos de trabajo 2008006, Banco Central del Uruguay, revised 21 Oct 2010.
  1300. Pedro Garcia Duarte & Kevin D. Hoover, 2012. "Observing Shocks," History of Political Economy, Duke University Press, vol. 44(5), pages 226-249, Supplemen.
  1301. Mouna Cherkaoui & Eric Ghysels, 1999. "Emerging Markets and Trading Costs," CIRANO Working Papers 99s-04, CIRANO.
  1302. DE LA CROIX, David & DOEPKE, Matthias, . "Inequality and growth: why differential fertility matters," CORE Discussion Papers RP 1676, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  1303. Hodrick, Robert J. & Srivastava, Sanjay, 1987. "Foreign currency futures," Journal of International Economics, Elsevier, vol. 22(1-2), pages 1-24, February.
  1304. Alex Cukierman & V. Anton Muscatelli, 2002. "Do Central Banks have Precautionary Demands for Expansions and for Price Stability? - Theory and Evidence," CESifo Working Paper Series 764, CESifo Group Munich.
  1305. Wai Fong & Wing Wong, 2006. "The modified mixture of distributions model: a revisit," Annals of Finance, Springer, vol. 2(2), pages 167-178, March.
  1306. Du, Du, 2011. "General equilibrium pricing of options with habit formation and event risks," Journal of Financial Economics, Elsevier, vol. 99(2), pages 400-426, February.
  1307. Furtan, William Hartley & Jensen, Maria Skovager & Sauer, Johannes, 2008. "Rent Seeking and the Common Agricultural Policy: Do member countries free ride on lobbying?," 107th Seminar, January 30-February 1, 2008, Sevilla, Spain 6600, European Association of Agricultural Economists.
  1308. Cesar Alonso & Nuno Garoupa & Marcelo Perera & Pablo Vazquez, 2008. "Immigration and Crime in Spain, 1999-2006," Working Papers 2008-34, FEDEA.
  1309. Kim, Minho & Kim, Minchoul, 2003. "Implied volatility dynamics in the foreign exchange markets," Journal of International Money and Finance, Elsevier, vol. 22(4), pages 511-528, August.
  1310. Vassalou, Maria, 2000. "Exchange rate and foreign inflation risk premiums in global equity returns," Journal of International Money and Finance, Elsevier, vol. 19(3), pages 433-470, June.
  1311. Donald W. K. Andrews & C. John McDermott, 1995. "Nonlinear Econometric Models with Deterministically Trending Variables," Review of Economic Studies, Oxford University Press, vol. 62(3), pages 343-360.
  1312. Auerbach, Alan J. & Hassett, Kevin, 1992. "Tax policy and business fixed investment in the United States," Journal of Public Economics, Elsevier, vol. 47(2), pages 141-170, March.
  1313. O'Connor, Matthew L. & Rafferty, Matthew, 2010. "Incentive effects of executive compensation and the valuation of firm assets," Journal of Corporate Finance, Elsevier, vol. 16(4), pages 431-442, September.
  1314. Al-Shboul, Mohammad & Anwar, Sajid, 2014. "Pricing of the currency risk in the Canadian equity market," Research in International Business and Finance, Elsevier, vol. 30(C), pages 173-194.
  1315. Andrei SEMENOV, . "Asset Pricing with Idiosyncratic Consumption Risk and Limited Participation," EcoMod2004 330600126, EcoMod.
  1316. Pozzi, Lorenzo, 2003. "The coefficient of relative risk aversion: a Monte Carlo study investigating small sample estimator problems," Economic Modelling, Elsevier, vol. 20(5), pages 923-940, September.
  1317. Dahlquist, Magnus & de Jong, Frank, 2004. "Pseudo Market Timing: Fact or Fiction?," SIFR Research Report Series 24, Institute for Financial Research.
  1318. Salas-Fumás, Vicente & Rosell-Martínez, Jorge & Delgado-Gómez, José Manuel, 2016. "Capacity, investment and market power in the economic value of energy firms," Energy Economics, Elsevier, vol. 53(C), pages 28-39.
  1319. Mailand, Wilhelm, 1998. "Zum Einfluß von Unsicherheit auf die gesamtwirtschaftliche Investitionstätigkeit," HWWA Discussion Papers 57, Hamburg Institute of International Economics (HWWA).
  1320. Kunitomo, N. & McAleer, M.J. & Nishiyama, Y., 2010. "Moment Restriction-based Econometric Methods: An Overview," Econometric Institute Research Papers EI 2010-61, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  1321. Liqun Wang & Alexandre Leblanc, 2008. "Second-order nonlinear least squares estimation," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 60(4), pages 883-900, December.
  1322. Velu, Raja & Zhou, Guofu, 1999. "Testing multi-beta asset pricing models," Journal of Empirical Finance, Elsevier, vol. 6(3), pages 219-241, September.
  1323. Neanidis, Kyriakos C. & Papadopoulou, Vea, 2013. "Crime, fertility, and economic growth: Theory and evidence," Journal of Economic Behavior & Organization, Elsevier, vol. 91(C), pages 101-121.
  1324. Bachmann, Andreas & Boes, Stefan, 2014. "Private transfers and college students’ decision to work," Economics of Education Review, Elsevier, vol. 42(C), pages 34-42.
  1325. Paolo Surico, 2003. "How does the ECB target inflation?," Macroeconomics 0305005, EconWPA.
  1326. Raquel Bernal, 2002. "Monetary Policy Rules In Colombia," DOCUMENTOS CEDE 003251, UNIVERSIDAD DE LOS ANDES-CEDE.
  1327. Sydney C. Ludvigson & Sai Ma & Serena Ng, 2015. "Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response?," NBER Working Papers 21803, National Bureau of Economic Research, Inc.
  1328. Bandi, F.M. & Renò, R., 2016. "Price and volatility co-jumps," Journal of Financial Economics, Elsevier, vol. 119(1), pages 107-146.
  1329. Muscatelli, V. Anton & Tirelli, Patrizio & Trecroci, Carmine, 2004. "Fiscal and monetary policy interactions: Empirical evidence and optimal policy using a structural New-Keynesian model," Journal of Macroeconomics, Elsevier, vol. 26(2), pages 257-280, June.
  1330. Hao Zhou, 2003. "Itô conditional moment generator and the estimation of short rate processes," Finance and Economics Discussion Series 2003-32, Board of Governors of the Federal Reserve System (U.S.).
  1331. Hatzinikolaou, Dimitris & Ahking, Francis, 1995. "Government Spending and Consumer Attitudes Toward Risk, Time Preference, and Intertemporal Substitution: An Econometric Analysis," MPRA Paper 46164, University Library of Munich, Germany.
  1332. Simonsen, Ola, 2005. "An Empirical Model for Durations in Stocks," Umeå Economic Studies 657, Umeå University, Department of Economics.
  1333. Magda Kandil & Samy Ben Naceur, 2008. "The Impact of Capital Requirements on Banks’ Cost of Intermediation and Performance: The Case of Egypt," Working Papers 430, Economic Research Forum, revised Aug 2008.
  1334. Imen Mohamed Sghaier & Zouheir Abida, 2013. "Monetary Policy Rules for a Developing Countries: Evidence from Tunisia," The Review of Finance and Banking, Academia de Studii Economice din Bucuresti, Romania / Facultatea de Finante, Asigurari, Banci si Burse de Valori / Catedra de Finante, vol. 5(1), pages 035-046, June.
  1335. Wouter J. Den Haan & Albert Marcet, 1994. "Accuracy in Simulations," Review of Economic Studies, Oxford University Press, vol. 61(1), pages 3-17.
  1336. repec:onb:oenbwp:y::i:102:b:1 is not listed on IDEAS
  1337. Semykina, Anastasia, 2012. "Specification tests and tests for overidentifying restrictions in panel data models with selection," Economics Letters, Elsevier, vol. 115(1), pages 53-55.
  1338. Arend, Mario, 2005. "Efectos de una nueva medida de shock monetario bajo el esquema de metas de inflación en Chile
    [Effects of a New Measure of Monetary Shock Under Inflation Targeting in Chile]
    ," MPRA Paper 27156, University Library of Munich, Germany.
  1339. Nathan H. Miller, 2008. "Competition When Consumers Value Firm Scope," EAG Discussions Papers 200807, Department of Justice, Antitrust Division.
  1340. Martin D. D. Evans & Richard K. Lyons, 2003. "How is Macro News Transmitted to Exchange Rates?," NBER Working Papers 9433, National Bureau of Economic Research, Inc.
  1341. Ferson, Wayne & Nallareddy, Suresh & Xie, Biqin, 2013. "The “out-of-sample” performance of long run risk models," Journal of Financial Economics, Elsevier, vol. 107(3), pages 537-556.
  1342. Lee, Lung-fei & Yu, Jihai, 2014. "Efficient GMM estimation of spatial dynamic panel data models with fixed effects," Journal of Econometrics, Elsevier, vol. 180(2), pages 174-197.
  1343. Heinz König & Michael Lechner, 1994. "Some Recent Developments in Microeconometrics - A Survey," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 130(III), pages 299-331, September.
  1344. Raymond Kan & Guofu Zhou, 1999. "A Critique of the Stochastic Discount Factor Methodology," Journal of Finance, American Finance Association, vol. 54(4), pages 1221-1248, 08.
  1345. Stephen Knowles & P. Dorian Owen, 2010. "Which Institutions are Good for Your Health? The Deep Determinants of Comparative Cross-country Health Status," Journal of Development Studies, Taylor & Francis Journals, vol. 46(4), pages 701-723.
  1346. Domicián MÁTÉ & Éva DARABOS & Krisztina DAJNOKI, 2016. "The Impact Of Human Capital On Labour Productivity Regarding ‘Et 2020’ Targets," Network Intelligence Studies, Fundația Română pentru Inteligența Afacerii, Editorial Department, issue 7, pages 61-67, June.
  1347. Pedro L. Sánchez-Torres & Enrique Sentana, 1998. "Mean-variance-skewness analysis: an application to risk premia in the Spanish stock market," Investigaciones Economicas, Fundación SEPI, vol. 22(1), pages 5-17, January.
  1348. Sakata, Shinichi, 2007. "Instrumental variable estimation based on conditional median restriction," Journal of Econometrics, Elsevier, vol. 141(2), pages 350-382, December.
  1349. Lucas, Jr., Robert E., 1995. "Monetary Neutrality," Nobel Prize in Economics documents 1995-1, Nobel Prize Committee.
  1350. Miron, Jeffrey A, 1986. "Seasonal Fluctuations and the Life Cycle-Permanent Income Model of Consumption," Journal of Political Economy, University of Chicago Press, vol. 94(6), pages 1258-79, December.
  1351. Patrinos, Harry Anthony & Sakellariou, Chris, 2004. "Schooling and labor market impacts of a natural policy experiment," Policy Research Working Paper Series 3460, The World Bank.
  1352. Roberto Álvarez & Andrés Sagner & Carla Valdivia:, 2010. "Liquidity Crises and Corporate Cash Holdings in Chile," Working Papers Central Bank of Chile 564, Central Bank of Chile.
  1353. Ray C. Fair, 1996. "Testing the Standard View of the Long-Run Unemployment-Inflation Relationship," Cowles Foundation Discussion Papers 1121, Cowles Foundation for Research in Economics, Yale University.
  1354. John Mullahy & Jody L. Sindelar, 1994. "Health, Income, and Risk Aversion: Assessing Some Welfare Costs of Alcoholism and Poor Health," NBER Working Papers 4649, National Bureau of Economic Research, Inc.
  1355. Langnan Chen & Steven Li & Jinan Wang, 2011. "Liquidity, Skewness and Stock Returns: Evidence from Chinese Stock Market," Asia-Pacific Financial Markets, Springer, vol. 18(4), pages 405-427, November.
  1356. Ahmed, Waqas & Haider, Adnan & Iqbal, Javed, 2012. "Estimation of discount factor (beta) and coefficient of relative risk aversion (gamma) in selected countries," MPRA Paper 39736, University Library of Munich, Germany.
  1357. James P. Ziliak, 2003. "Income Transfers and Assets of the Poor," The Review of Economics and Statistics, MIT Press, vol. 85(1), pages 63-76, February.
  1358. Michele Cincera & Olivia Galgau, 2005. "Impact of market entry and exit on EU productivity and growth performance," European Economy - Economic Papers 2008 - 2015 222, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
  1359. Renneboog, L.D.R. & Szilagyi, P.G., 2006. "How Relevant is Dividend Policy under Low Shareholder Protection?," Discussion Paper 2006-73, Tilburg University, Center for Economic Research.
  1360. Maurice J.G. Bun & Vasilis Sarafidis & Richard Kelaher, 2016. "Crime, Deterrence and Punishment Revisited," UvA-Econometrics Working Papers 16-02, Universiteit van Amsterdam, Dept. of Econometrics.
  1361. Fuhrer, Jeffrey C. & Moore, George R. & Schuh, Scott D., 1995. "Estimating the linear-quadratic inventory model Maximum likelihood versus generalized method of moments," Journal of Monetary Economics, Elsevier, vol. 35(1), pages 115-157, February.
  1362. González, Manuel, 2004. "La Curva de Retorno y el Modelo C-CAPM: Evidencia para Chile," MPRA Paper 309, University Library of Munich, Germany.
  1363. Cristina Vilaplana Prieto & Sergi Jiménez-Martín, 2015. "Unmet needs in formal care: kindling the spark for caregiving behavior," International Journal of Health Care Finance and Economics, Springer, vol. 15(2), pages 153-184, June.
  1364. Carroll, Christopher D. & Weil, David N., 1994. "Saving and growth: a reinterpretation," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 40(1), pages 133-192, June.
  1365. Albert Marcet & David A. Marshall, 1994. "Solving nonlinear rational expectations models by parameterized expectations: Convergence to stationary solutions," Economics Working Papers 76, Department of Economics and Business, Universitat Pompeu Fabra.
  1366. Francq, Christian & Meintanis, Simos, 2012. "Fourier--type estimation of the power garch model with stable--paretian innovations," MPRA Paper 41667, University Library of Munich, Germany.
  1367. Hoidal Bjonnes, Geir & Rime, Dagfinn, 2003. "Dealer Behavior and Trading Systems in Foreign Exchange Markets," SIFR Research Report Series 17, Institute for Financial Research.
  1368. Måns Söderbom & Francis Teal, 2001. "Are African Manufacturing Firms Really Inefficient? Evidence from Firm-Level Panel Data," Economics Series Working Papers WPS/2001-14, University of Oxford, Department of Economics.
  1369. John Campbell & Jianping Mei, 1993. "Where do Betas Come From? Asset Price Dynamics and the Sources of Systematic Risk," NBER Working Papers 4329, National Bureau of Economic Research, Inc.
  1370. Catherine Dehon & Marjorie Gassner & Vincenzo Verardi, 2011. "Extending the Hausman Test to Check for the presence of Outliers," Working Papers ECARES ECARES 2011-036, ULB -- Universite Libre de Bruxelles.
  1371. Craig Burnside, 2007. "The Forward Premium is Still a Puzzle," NBER Working Papers 13129, National Bureau of Economic Research, Inc.
  1372. Zvi Griliches & Jerry A. Hausman, 1984. "Errors in Variables in Panel Data," NBER Technical Working Papers 0037, National Bureau of Economic Research, Inc.
  1373. Luca Agnello & Davide Furceri & Ricardo Sousa, 2013. "Discretionary Government Consumption, Private Domestic Demand, and Crisis Episodes," Open Economies Review, Springer, vol. 24(1), pages 79-100, February.
  1374. Sen Gupta, Abhijit & Sengupta, Rajeswari, 2014. "Capital Flows and Capital Account Management in Selected Asian Economies," MPRA Paper 58982, University Library of Munich, Germany.
  1375. Rosenthal, Stuart S., 2008. "Old homes, externalities, and poor neighborhoods. A model of urban decline and renewal," Journal of Urban Economics, Elsevier, vol. 63(3), pages 816-840, May.
  1376. Jay Shanken & Guofu Zhou, 2006. "Estimating and Testing Beta Pricing Models: Alternative Methods and their Performance in Simulations," NBER Working Papers 12055, National Bureau of Economic Research, Inc.
  1377. Charalambos G. Tsangarides, 2004. "A Bayesian Approach to Model Uncertainty," IMF Working Papers 04/68, International Monetary Fund.
  1378. repec:ebl:ecbull:v:3:y:2007:i:44:p:1-6 is not listed on IDEAS
  1379. Willa Chen & Rohit Deo, 2005. "GMM Estimation for Long Memory Latent Variable Volatility and Duration Models," Econometrics 0501006, EconWPA.
  1380. L. Pozzi & F. Heylen & M. Dossche, 2002. "Government debt and the excess sensitivity of private consumption to current income: an empirical analysis for OECD countries," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 02/155, Ghent University, Faculty of Economics and Business Administration.
  1381. De Moor, Lieven & Dhaene, Geert & Sercu, Piet, 2015. "On comparing zero-alpha tests across multifactor asset pricing models," Journal of Banking & Finance, Elsevier, vol. 61(S2), pages S235-S240.
  1382. Li, Minqiang & Pearson, Neil D. & Poteshman, Allen M., 2004. "Conditional estimation of diffusion processes," Journal of Financial Economics, Elsevier, vol. 74(1), pages 31-66, October.
  1383. Esteban-Bravo, Mercedes & Vidal-Sanz, Jose M., 2007. "Worst-case estimation for econometric models with unobservable components," Computational Statistics & Data Analysis, Elsevier, vol. 51(7), pages 3330-3354, April.
  1384. Jan Bena, 2009. "The effect of credit rationing on the shape of the competition-innovation relationship," LSE Research Online Documents on Economics 24419, London School of Economics and Political Science, LSE Library.
  1385. Belousova, Julia & Dorfleitner, Gregor, 2012. "On the diversification benefits of commodities from the perspective of euro investors," Journal of Banking & Finance, Elsevier, vol. 36(9), pages 2455-2472.
  1386. Jacob Boudoukh & Matthew Richardson & Robert Whitelaw, 2005. "The Myth of Long-Horizon Predictability," NBER Working Papers 11841, National Bureau of Economic Research, Inc.
  1387. Gonzalo Castaneda, 2002. "Internal Capital Markets and Financing Choices of Mexican Firms Before and During the Financial Paralysis of 1995-2000," Research Department Publications 3146, Inter-American Development Bank, Research Department.
  1388. Pablo Brañas-Garza & Marisa Bucheli & Teresa Garcia-Muñoz, 2011. "Dynamic panel data: A useful technique in experiments," ThE Papers 10/22, Department of Economic Theory and Economic History of the University of Granada..
  1389. Selcuk, Faruk, 2003. "Currency substitution: new evidence from emerging economies," Economics Letters, Elsevier, vol. 78(2), pages 219-224, February.
  1390. Rizov, Marian, 2004. "Shift To Individual Farming And The Productivity Growth Of Transition Agriculture," 2004 Annual meeting, August 1-4, Denver, CO 20116, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  1391. Deodat E. Adenutsi, 2014. "macroeconomic determinants of workers’ remittances and compensation of employees in sub-saharan Africa," Journal of Developing Areas, Tennessee State University, College of Business, vol. 48(1), pages 337-360, January-M.
  1392. Debrand, Thierry & Patrat, Nathalie, 2001. "Dynamic factor demands model: continuous time vs. discrete time," Economic Modelling, Elsevier, vol. 18(1), pages 133-157, January.
  1393. Paulo Maio, 2013. "Intertemporal CAPM with Conditioning Variables," Management Science, INFORMS, vol. 59(1), pages 122-141, April.
  1394. Brandt, Michael W. & Santa-Clara, Pedro, 2002. "Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets," Journal of Financial Economics, Elsevier, vol. 63(2), pages 161-210, February.
  1395. Chen, Song Xi & Cui, Hengjian, 2007. "On the second-order properties of empirical likelihood with moment restrictions," Journal of Econometrics, Elsevier, vol. 141(2), pages 492-516, December.
  1396. Robert J. Hodrick, 1988. "U.S. International Capital Flows: Perspectives From Rational Maximizing Models," NBER Working Papers 2729, National Bureau of Economic Research, Inc.
  1397. Yuichi Kitamura & Andres Santos & Azeem M. Shaikh, 2009. "On the Asymptotic Optimality of Empirical Likelihood for Testing Moment Restrictions," Cowles Foundation Discussion Papers 1722, Cowles Foundation for Research in Economics, Yale University.
  1398. Kenneth D. West & David W. Wilcox, 1993. "Some evidence on finite sample behavior of an instrumental variables estimator of the linear quadratic inventory model," Finance and Economics Discussion Series 93-29, Board of Governors of the Federal Reserve System (U.S.).
  1399. Robert Flood & Nancy Marion, 1989. "Risk Neutrality and the Two-Tier Foreign Exchange Market: Evidence from Belgium," NBER Working Papers 3015, National Bureau of Economic Research, Inc.
  1400. Guillermo Calvo & Carlos A. Végh Gramont, 1992. "Currency Substitution in Developing Countries; An Introduction," IMF Working Papers 92/40, International Monetary Fund.
  1401. Andersen, Torben G, 1996. " Return Volatility and Trading Volume: An Information Flow Interpretation of Stochastic Volatility," Journal of Finance, American Finance Association, vol. 51(1), pages 169-204, March.
  1402. Kopchak, Seth J., 2013. "The realized forward term premium in the repo market," Journal of Financial Markets, Elsevier, vol. 16(2), pages 253-278.
  1403. Li, Cheng & Jiang, Wenxin, 2016. "On oracle property and asymptotic validity of Bayesian generalized method of moments," Journal of Multivariate Analysis, Elsevier, vol. 145(C), pages 132-147.
  1404. Ahn, Seung C. & Gadarowski, Christopher, 2004. "Small sample properties of the GMM specification test based on the Hansen-Jagannathan distance," Journal of Empirical Finance, Elsevier, vol. 11(1), pages 109-132, January.
  1405. Brown, Kareen & Jha, Ranjini & Pacharn, Parunchana, 2015. "Ex ante CEO severance pay and risk-taking in the financial services sector," Journal of Banking & Finance, Elsevier, vol. 59(C), pages 111-126.
  1406. Li, Kui-Wai & Bender, Seigfried, 2007. "Productivity and Manufacture Export Causality among World Regions: 1989-1999," MPRA Paper 36420, University Library of Munich, Germany.
  1407. Kollmann, Robert, 1997. "The cyclical behavior of mark ups in U.S. manufacturing and trade: new empirical evidence based on a model of optimal storage," Economics Letters, Elsevier, vol. 57(3), pages 331-337, December.
  1408. Frank Heflin & Kenneth W. Shaw & John J. Wild, 2007. "Disclosure policy and intraday spread patterns," Review of Accounting and Finance, Emerald Group Publishing, vol. 6(3), pages 285-303, August.
  1409. Joshua H. Gallin, 1999. "Net migration and state labor market dynamics," Finance and Economics Discussion Series 1999-16, Board of Governors of the Federal Reserve System (U.S.).
  1410. Mikhail Chernov & Eric Ghysels, 1998. "What Data Should Be Used to Price Options?," CIRANO Working Papers 98s-22, CIRANO.
  1411. Imbens, Guido W. & Lancaster, Tony, 1996. "Efficient estimation and stratified sampling," Journal of Econometrics, Elsevier, vol. 74(2), pages 289-318, October.
  1412. Lux, Thomas, 2003. "The multi-fractal model of asset returns: Its estimation via GMM and its use for volatility forecasting," Economics Working Papers 2003-13, Christian-Albrechts-University of Kiel, Department of Economics.
  1413. Philip Du Caju & François Rycx & Ilan Tojerow, 2012. "Wage structure effects of international trade in a small open economy: the case of Belgium," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 148(2), pages 297-331, June.
  1414. Martin-Mayoral, Fernando & Proaño, Maria Belén, 2012. "Las remesas en América Latina, ¿amenaza u oportunidad?
    [Remittances in Latin America, a threat or an opportunity?]
    ," MPRA Paper 43730, University Library of Munich, Germany.
  1415. Moon, Hyungsik & Phillips, Peter C.B., 1999. "Maximum Likelihood Estimation in Panels with Incidental Trends," University of California at Santa Barbara, Economics Working Paper Series qt3f55r5mj, Department of Economics, UC Santa Barbara.
  1416. Andy Lardon & Marc Deloof, 2014. "Financial disclosure by SMEs listed on a semi-regulated market: evidence from the Euronext Free Market," Small Business Economics, Springer, vol. 42(2), pages 361-385, February.
  1417. Hui Guo & Zijun Wang & Jian Yang, 2006. "Does aggregate relative risk aversion change countercyclically over time? evidence from the stock market," Working Papers 2006-047, Federal Reserve Bank of St. Louis.
  1418. Saten Kumar, 2014. "Financial Crisis, Taylor Rule and the Fed," Working Papers 2014-02, Auckland University of Technology, Department of Economics.
  1419. Politis, D N, 2009. "Higher-Order Accurate, Positive Semi-definite Estimation of Large-Sample Covariance and Spectral Density Matrices," University of California at San Diego, Economics Working Paper Series qt66w826hz, Department of Economics, UC San Diego.
  1420. Ben Ammar, Semir & Eling, Martin, 2015. "Common risk factors of infrastructure investments," Energy Economics, Elsevier, vol. 49(C), pages 257-273.
  1421. Neeliah, Harris & Shankar, Bhavani, 2005. "Ozone Externalities on Crop Production: Insights from UK Farm Level Data," 2005 International Congress, August 23-27, 2005, Copenhagen, Denmark 24659, European Association of Agricultural Economists.
  1422. Yongmiao Hong, 2013. "Serial Correlation and Serial Dependence," WISE Working Papers 2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
  1423. Yacine Ait-Sahalia, 1995. "Nonparametric Pricing of Interest Rate Derivative Securities," NBER Working Papers 5345, National Bureau of Economic Research, Inc.
  1424. Pankaj Kumar & Naveen Srinivasan, 2014. "Unravelling India’s Inflation Puzzle," Working Papers 2014-085, Madras School of Economics,Chennai,India.
  1425. Menzie Chinn & Jeffrey Frankel, 1991. "Patterns in Exchange Rate Forecasts for 25 Currencies," NBER Working Papers 3807, National Bureau of Economic Research, Inc.
  1426. Xiaohong Chen & Yingyao Hu & Arthur Lewbel, 2007. "Nonparametric Identification and Estimation of Nonclassical Errors-in-Variables Models Without Additional Information," Boston College Working Papers in Economics 676, Boston College Department of Economics.
  1427. Steve Bond & Céline Nauges & Frank Windmeijer, 2005. "Unit roots: identification and testing in micro panels," CeMMAP working papers CWP07/05, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  1428. Albiol, Judit, 2012. "Business Exits entail greater future levels of entrepreneurship? An empirical analysis at country level," Working Papers 2072/211754, Universitat Rovira i Virgili, Department of Economics.
  1429. Atsushi Inoue & Gary Solon, 2005. "Two-Sample Instrumental Variables Estimators," NBER Technical Working Papers 0311, National Bureau of Economic Research, Inc.
  1430. Hodrick, Robert J & Kocherlakota, Narayana R & Lucas, Deborah, 1991. "The Variability of Velocity in Cash-in-Advance Models," Journal of Political Economy, University of Chicago Press, vol. 99(2), pages 358-84, April.
  1431. Chang, Kuang Liang & Chen, Nan Kuang & Leung, Charles Ka Yui, 2011. "The Dynamics of Housing Returns in Singapore: How Important are the International Transmission Mechanisms?," MPRA Paper 32255, University Library of Munich, Germany.
  1432. Atkeson, A. & Ogaki, M., 1991. "Wealth-Varying Intertemporal Elasticities of Substitution Evidence from Panel and Aggregate Data," RCER Working Papers 303, University of Rochester - Center for Economic Research (RCER).
  1433. Abbas, Syed Kanwar & Sgro, Pasquale M., 2011. "New Keynesian Phillips Curve and inflation dynamics in Australia," Economic Modelling, Elsevier, vol. 28(4), pages 2022-2033, July.
  1434. Keisuke Hirano & Guido W. Imbens & Geert Ridder, 2003. "Efficient Estimation of Average Treatment Effects Using the Estimated Propensity Score," Econometrica, Econometric Society, vol. 71(4), pages 1161-1189, 07.
  1435. Thomas Nitschka, 2008. "Idiosyncratic Consumption Risk and Predictability of the Carry Trade Premium: Euro Area Evidence," IEW - Working Papers 387, Institute for Empirical Research in Economics - University of Zurich.
  1436. Phuong Nguyen-Hoang & Yilin Hou, 2014. "Local Fiscal Responses to Procyclical Changes in State Aid," Publius: The Journal of Federalism, Oxford University Press, vol. 44(4), pages 587-608.
  1437. Bekaert, Geert & Harvey, Campbell & Lundblad, Christian T, 2006. "Liquidity and Expected Returns: Lessons from Emerging Markets," CEPR Discussion Papers 5946, C.E.P.R. Discussion Papers.
  1438. Fair, Ray C., 2014. "How might a central bank report uncertainty?," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy (IfW), vol. 8, pages 1-22.
  1439. Nakamura, Emi & Zerom, Dawit, 2008. "Accounting for Incomplete Pass-Through," MPRA Paper 14389, University Library of Munich, Germany.
  1440. Jagannathan, Ravi & Wang, Zhenyu, 1996. " The Conditional CAPM and the Cross-Section of Expected Returns," Journal of Finance, American Finance Association, vol. 51(1), pages 3-53, March.
  1441. repec:wyi:journl:002162 is not listed on IDEAS
  1442. El-Galfy, Ahmed M. & Forbes, William P., 2004. "Are forecasts of corporate profits rational? A note and further evidence," Journal of Empirical Finance, Elsevier, vol. 11(4), pages 617-626, September.
  1443. pakos, michal, 2011. "Estimating intertemporal and intratemporal substitutions when both income and substitution effects are present: the role of durable goods," MPRA Paper 32453, University Library of Munich, Germany.
  1444. Sun, Yixiao & Kaplan, David M., 2011. "A New Asymptotic Theory for Vector Autoregressive Long-run Variance Estimation and Autocorrelation Robust Testing," University of California at San Diego, Economics Working Paper Series qt8cx0t4gc, Department of Economics, UC San Diego.
  1445. Gavin, William T. & Mandal, Rachel J., 2003. "Evaluating FOMC forecasts," International Journal of Forecasting, Elsevier, vol. 19(4), pages 655-667.
  1446. Feld, Lars P. & Fischer, Justina A.V. & Kirchgaessner, Gebhard, 2007. "The Effect of Direct Democratic Institutions on Income Redistribution: Evidence for Switzerland," SSE/EFI Working Paper Series in Economics and Finance 689, Stockholm School of Economics.
  1447. Anthony W. Lynch & Jessica A. Wachter, 2008. "Using Samples of Unequal Length in Generalized Method of Moments Estimation," NBER Working Papers 14411, National Bureau of Economic Research, Inc.
  1448. Jondeau, Eric & Le Bihan, Herve, 2005. "Testing for the New Keynesian Phillips Curve. Additional international evidence," Economic Modelling, Elsevier, vol. 22(3), pages 521-550, May.
  1449. Benedikt M. Potscher & Ingmar R. Prucha, 1994. "On the Formulation of Uniform Laws of Large Numbers: A Truncation Approach," NBER Technical Working Papers 0085, National Bureau of Economic Research, Inc.
  1450. Johann Burgstaller, 2010. "Bank Lending and Monetary Policy Transmission in Austria," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), Justus-Liebig University Giessen, Department of Statistics and Economics, vol. 230(2), pages 163-185.
  1451. Duarte Brito & Pedro Pereira & Joaquim Ramalho, 2013. "Mergers, Coordinated Effects and Efficiency in the Portuguese Non-Life Insurance Industry," CEFAGE-UE Working Papers 2013_18, University of Evora, CEFAGE-UE (Portugal).
  1452. Isaac Kleshchelski & Nicolas Vincent, 2009. "Robust Equilibrium Yield Curves," Cahiers de recherche 0907, CIRPEE.
  1453. Yoshitsugu Kitazawa, 2016. "Root-N consistent estimations of time dummies for the dynamic fixed effects logit models: Monte Carlo illustrations," Discussion Papers 72, Kyushu Sangyo University, Faculty of Economics.
  1454. Joshua Hojvat Gallin, 2004. "Net Migration and State Labor Market Dynamics," Journal of Labor Economics, University of Chicago Press, vol. 22(1), pages 1-22, January.
  1455. Maurice J.G. Bun & Frank Kleibergen, 2013. "Identification and inference in moments based analysis of linear dynamic panel data models," UvA-Econometrics Working Papers 13-07, Universiteit van Amsterdam, Dept. of Econometrics.
  1456. Jacobs, Kris, 2007. "Consumption-leisure nonseparabilities in asset market participants' preferences," Journal of Monetary Economics, Elsevier, vol. 54(7), pages 2131-2138, October.
  1457. Gehrig, Thomas & Haas, Marlene, 2014. "Lehman Brothers: What Did Markets Know?," CEPR Discussion Papers 9893, C.E.P.R. Discussion Papers.
  1458. Tai, Chu-Sheng, 2000. "Time-varying market, interest rate, and exchange rate risk premia in the US commercial bank stock returns," Journal of Multinational Financial Management, Elsevier, vol. 10(3-4), pages 397-420, December.
  1459. Butler, J. S., 2000. "Efficiency results of MLE and GMM estimation with sampling weights," Journal of Econometrics, Elsevier, vol. 96(1), pages 25-37, May.
  1460. Fungáčová, Zuzana & Pessarossi, Pierre & Weill, Laurent, 2013. "Is bank competition detrimental to efficiency? Evidence from China," China Economic Review, Elsevier, vol. 27(C), pages 121-134.
  1461. Radić, Nemanja, 2015. "Shareholder value creation in Japanese banking," Journal of Banking & Finance, Elsevier, vol. 52(C), pages 199-207.
  1462. de la Croix, David & Palm, Franz & Pfann, Gerard, 1993. "A Dynamic Contracting Model for Wages and Employment in three European Economies," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 1993021, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  1463. Esben Hedegaard & Robert J. Hodrick, 2014. "Measuring the Risk-Return Tradeoff with Time-Varying Conditional Covariances," NBER Working Papers 20245, National Bureau of Economic Research, Inc.
  1464. Chan, Kalok & McQueen, Grant & Thorley, Steven, 1998. "Are there rational speculative bubbles in Asian stock markets?," Pacific-Basin Finance Journal, Elsevier, vol. 6(1-2), pages 125-151, May.
  1465. Fabio A. Miessi Sanches & Daniel Silva Junior, Sorawoot Srisuma, 2014. "Ordinary Least Squares Estimation for a Dynamic Game," Working Papers, Department of Economics 2014_19, University of São Paulo (FEA-USP), revised 23 Feb 2015.
  1466. Debelle, Guy & Lamont, Owen, 1997. "Relative Price Variability and Inflation: Evidence from U.S. Cities," Journal of Political Economy, University of Chicago Press, vol. 105(1), pages 132-52, February.
  1467. Francis Teal & Måns Söderbom, 2002. "Size and Efficiency in African Manufacturing Firms: Evidence from Firm-Level Panel Data," Economics Series Working Papers WPS/2002-07, University of Oxford, Department of Economics.
  1468. Lee, Yoonseok & Okui, Ryo, 2012. "Hahn–Hausman test as a specification test," Journal of Econometrics, Elsevier, vol. 167(1), pages 133-139.
  1469. Paloviita, Maritta & Mayes, David, 2005. "The use of real-time information in Phillips-curve relationships for the euro area," The North American Journal of Economics and Finance, Elsevier, vol. 16(3), pages 415-434, December.
  1470. Kan, Raymond & Zhang, Chu, 1999. "GMM tests of stochastic discount factor models with useless factors," Journal of Financial Economics, Elsevier, vol. 54(1), pages 103-127, October.
  1471. Cathy Chen & Wolfgang Härdle, 2015. "Common factors in credit defaults swap markets," Computational Statistics, Springer, vol. 30(3), pages 845-863, September.
  1472. Ali Dib & Louis Phaneuf, 2005. "Intertemporal Substitution in Macroeconomics: Evidence from a Two-Dimensional Labour Supply Model with Money," Staff Working Papers 05-30, Bank of Canada.
  1473. Pazo, M&z. ausco & Consuelo & Jaumandreu, Jordi, 1999. "An empirical oligopoly model of a regulated market," International Journal of Industrial Organization, Elsevier, vol. 17(1), pages 25-57, January.
  1474. Sickles, Robin C. & Williams, Jenny, 2008. "Turning from crime: A dynamic perspective," Journal of Econometrics, Elsevier, vol. 145(1-2), pages 158-173, July.
  1475. Robert Chirinko & Huntley Schaller, 2002. "A Revealed Preference Approach to Understanding Corporate Governance Problems: Evidence from Canada," Emory Economics 0210, Department of Economics, Emory University (Atlanta).
  1476. Hawkesby, Christian & Marsh, Ian W. & Stevens, Ibrahim, 2007. "Comovements in the equity prices of large complex financial institutions," Journal of Financial Stability, Elsevier, vol. 2(4), pages 391-411, March.
  1477. Chung, Hyunchul & Majerbi, Basma & Rizeanu, Sorin, 2015. "Exchange risk premia and firm characteristics," Emerging Markets Review, Elsevier, vol. 22(C), pages 96-125.
  1478. Bassetti, Thomas & Caruso, Raul & Cortes, Darwin, 2015. "Behavioral Differences in Violence: The Case of Intra-Group Differences of Paramilitaries and Guerrillas in Colombia," MPRA Paper 64943, University Library of Munich, Germany.
  1479. Jiang, Depeng & Zhao, Puying & Tang, Niansheng, 2016. "A propensity score adjustment method for regression models with nonignorable missing covariates," Computational Statistics & Data Analysis, Elsevier, vol. 94(C), pages 98-119.
  1480. Aoife Hanley & Sourafel Girma, 2006. "New Ventures and their Credit Terms," Small Business Economics, Springer, vol. 26(4), pages 351-364, 05.
  1481. Hideaki Tamura & Yoichi Matsubayashi, 2014. "A New Solution to the Equity Premium Puzzle and the Risk-Free Rate Puzzle: Theory and Evidence," Discussion Papers 1422, Graduate School of Economics, Kobe University.
  1482. Perez, Marcos & Ahn, Seung Chan, 2007. "GMM Estimation of the Number of Latent Factors," MPRA Paper 4862, University Library of Munich, Germany.
  1483. S. Sgherri, 1999. "Monetary transmission channels, monetary regimes and consumption behaviour," WO Research Memoranda (discontinued) 602, Netherlands Central Bank, Research Department.
  1484. Lars Peter Hansen & John Heaton & Erzo Luttmer, 1993. "Econometric Evaluation of Asset Pricing Models," NBER Technical Working Papers 0145, National Bureau of Economic Research, Inc.
  1485. Serigne N. Lo & Elvezio Ronchetti, 2006. "Robust Small Sample Accurate Inference in Moment Condition Models," Research Papers by the Institute of Economics and Econometrics, Geneva School of Economics and Management, University of Geneva 2006.04, Institut d'Economie et Econométrie, Université de Genève.
  1486. Zhong, Maosen & Darrat, Ali F. & Otero, Rafael, 2004. "Price discovery and volatility spillovers in index futures markets: Some evidence from Mexico," Journal of Banking & Finance, Elsevier, vol. 28(12), pages 3037-3054, December.
  1487. Javid, Attiya Yasmin, 2008. "Time Varying Risk Return Relationship: Evidence from Listed Pakistani Firms," MPRA Paper 37561, University Library of Munich, Germany.
  1488. Yong Chen & Wayne Ferson & Helen Peters, 2009. "Measuring the Timing Ability and Performance of Bond Mutual Funds," NBER Working Papers 15318, National Bureau of Economic Research, Inc.
  1489. Arthur Lewbel, 2010. "Using Heteroscedasticity to Identify and Estimate Mismeasured and Endogenous Regressor Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(1), pages 67-80, December.
  1490. Matthew J. Notowidigdo, 2011. "The Incidence of Local Labor Demand Shocks," 2011 Meeting Papers 629, Society for Economic Dynamics.
  1491. Lawrence J. Christiano & Martin Eichenbaum, 1988. "Is Theory Really Ahead of Measurement? Current Real Business Cycle Theories and Aggregate Labor Market Fluctuations," NBER Working Papers 2700, National Bureau of Economic Research, Inc.
  1492. Andrew M. Warner, 1992. "Import demand and supply with relatively few theoretical or empirical puzzles," International Finance Discussion Papers 433, Board of Governors of the Federal Reserve System (U.S.).
  1493. Hadj Djelloul, Mohammed & Requillart, Vincent & Simioni, Michel, 2008. "Imperfect competition in the fresh tomato industry," 107th Seminar, January 30-February 1, 2008, Sevilla, Spain 6682, European Association of Agricultural Economists.
  1494. Kasai, Ndahiriwe & Naraidoo, Ruthira, 2011. "Evaluating the forecasting performance of linear and nonlinear monetary policy rules for South Africa," MPRA Paper 40699, University Library of Munich, Germany.
  1495. Stefano Marzioni, 2011. "Monetary Policy, Liquidity Stress and Learning Dynamics," Working Papers CASMEF 1102, Dipartimento di Economia e Finanza, LUISS Guido Carli.
  1496. Semmler, Willi & Zhang, Wenlang, 2007. "Asset price volatility and monetary policy rules: A dynamic model and empirical evidence," Economic Modelling, Elsevier, vol. 24(3), pages 411-430, May.
  1497. H. Osano & T. Inoue, 1988. "Testing Between Competing Models of Business Cycles: The Efficient Long-Term Contract Hypothesis Versus the Intertemporal Substitution Hypothesis," Discussion Papers 768, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  1498. Alexius, Annika & Sellin, Peter, 2002. "Exchange rates and long-term bonds," Working Paper Series 2002:7, Uppsala University, Department of Economics, revised Mar 2006.
  1499. Nick Roussanov & Adrien Verdelhan & Hanno Lustig, 2008. "Common Risk Factors in Currency Markets," 2008 Meeting Papers 711, Society for Economic Dynamics.
  1500. Sarafidis, Vasilis & Wansbeek, Tom, 2010. "Cross-sectional Dependence in Panel Data Analysis," MPRA Paper 20367, University Library of Munich, Germany.
  1501. Pontines, Victor & Rajan, Ramkishen S., 2011. "Foreign exchange market intervention and reserve accumulation in emerging Asia: Is there evidence of fear of appreciation?," Economics Letters, Elsevier, vol. 111(3), pages 252-255, June.
  1502. Kollintzas, Tryphon, 1995. "A generalized variance bounds test with an application to the Holt et al. inventory model," Journal of Economic Dynamics and Control, Elsevier, vol. 19(1-2), pages 59-89.
  1503. Lettau, Martin & Ludvigson, Sydney & Ma, Sai, 2015. "Capital Share Risk and Shareholder Heterogeneity in U.S. Stock Pricing," CEPR Discussion Papers 10335, C.E.P.R. Discussion Papers.
  1504. Christopher Timmins, 1999. "Estimating the Amenity Costs of Global Warming in Brazil: Getting the Most from Available Data," Working Papers 809, Economic Growth Center, Yale University.
  1505. Sophocles Mavroeidis, 2006. "Testing the New Keynesian Phillips Curve Without Assuming Identification," Working Papers 2006-13, Brown University, Department of Economics.
  1506. Gian Maria Tomat, 2005. "Prices, Product Differentiation And Quality Measurement: A Comparison Between Hedonic And Matched Model Methods," Temi di discussione (Economic working papers) 547, Bank of Italy, Economic Research and International Relations Area.
  1507. Thomas Lux, 2006. "The Markov-Switching Multi-Fractal Model of Asset Returns: Estimation via GMM and Linear Forecasting of Volatility," Working Papers wpn06-09, Warwick Business School, Finance Group.
  1508. Smith, Richard J., 2011. "Gel Criteria For Moment Condition Models," Econometric Theory, Cambridge University Press, vol. 27(06), pages 1192-1235, December.
  1509. Jing-zhi Huang & Zhaodong Zhong, 2013. "Time Variation in Diversification Benefits of Commodity, REITs, and TIPS," The Journal of Real Estate Finance and Economics, Springer, vol. 46(1), pages 152-192, January.
  1510. Garcia, Serge & Moreaux, Michel & Reynaud, Arnaud, 2007. "Measuring economies of vertical integration in network industries: An application to the water sector," International Journal of Industrial Organization, Elsevier, vol. 25(4), pages 791-820, August.
  1511. Farag, Hisham & Cressy, Robert, 2011. "Do regulatory policies affect the flow of information in emerging markets?," Research in International Business and Finance, Elsevier, vol. 25(3), pages 238-254, September.
  1512. Chambers, Robert G. & Quiggin, John, 2005. "Cost minimization and asset pricing," Risk and Sustainable Management Group Working Papers 151170, University of Queensland, School of Economics.
  1513. Nakamura, Hideki, 2012. "Why does scholastic achievement differ across prefectures in Japan?," Journal of Asian Economics, Elsevier, vol. 23(1), pages 99-106.
  1514. William T. Gavin, 2003. "FOMC forecasts: is all the information in the central tendency?," Working Papers 2003-002, Federal Reserve Bank of St. Louis.
  1515. Vanden, Joel M., 2005. "Equilibrium analysis of volatility clustering," Journal of Empirical Finance, Elsevier, vol. 12(3), pages 374-417, June.
  1516. Issler, João Victor & Piqueira, Natália Scotto, 2000. "Estimando a Aversão ao Risco, a Taxa de Desconto Intertemporal, e a Substutibilidade Intertemporal do Consumo no Brasil usando Três tipos de Função Utilidade (Versão Preliminar)," Economics Working Papers (Ensaios Economicos da EPGE) 387, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  1517. Antonio Paradiso & Saten Kumar & B. Bhaskara Rao, 2013. "A New Keynesian IS curve for Australia: is it forward looking or backward looking?," Applied Economics, Taylor & Francis Journals, vol. 45(26), pages 3691-3700, September.
  1518. He, William Peng & Lepone, Andrew & Leung, Henry, 2013. "Information asymmetry and the cost of equity capital," International Review of Economics & Finance, Elsevier, vol. 27(C), pages 611-620.
  1519. George Athanasopoulos & Farshid Vahid, 2008. "A complete VARMA modelling methodology based on scalar components," Journal of Time Series Analysis, Wiley Blackwell, vol. 29(3), pages 533-554, 05.
  1520. João F. Gomes & Amir Yaron & Lu Zhang, 2006. "Asset Pricing Implications of Firms' Financing Constraints," Review of Financial Studies, Society for Financial Studies, vol. 19(4), pages 1321-1356.
  1521. Jaebeom Kim & Masao Ogaki & Minseok Yang, 2003. "Structural Error Correction Models: Instrumental Variables Methods and an application to an exchange rate model," RCER Working Papers 502, University of Rochester - Center for Economic Research (RCER).
  1522. Ben Sita, Bernard & Abdallah, Wissam, 2014. "Volatility links between the home and the host market for U.K. dual-listed stocks on U.S. markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 33(C), pages 183-199.
  1523. Xiaohong Chen & Jinyong Hahn & Zhipeng Liao, 2012. "Asymptotic efficiency of semiparametric two-step GMM," CeMMAP working papers CWP31/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  1524. Kleibergen, F., 1996. "Reduced Rank of Regression Using Generalized Method of Moments Estimators," Discussion Paper 1996-20, Tilburg University, Center for Economic Research.
  1525. Handa, Puneet & Schwartz, Robert & Tiwari, Ashish, 2003. "Quote setting and price formation in an order driven market," Journal of Financial Markets, Elsevier, vol. 6(4), pages 461-489, August.
  1526. Alimukhamedova, Nargiza & Hanousek, Jan, 2015. "What Do We Know about Microfinance at Macro Glance?," CEPR Discussion Papers 10484, C.E.P.R. Discussion Papers.
  1527. Mariam Camarero & Inmaculada Martínez-Zarzoso & Felicitas Nowak-Lehmenn D. & Cecilio Tamarit, 2013. "Trade Openness and Income: A Tale of Two Regions," Ibero America Institute for Econ. Research (IAI) Discussion Papers 226, Ibero-America Institute for Economic Research.
  1528. Rosa Bernardini Papalia, 1999. "Local generalized method of moments estimation based on kernel weights: An application to panel data," Journal of Applied Statistics, Taylor & Francis Journals, vol. 26(8), pages 1005-1015.
  1529. Tran, Kien C. & Tsionas, Efthymios G., 2013. "GMM estimation of stochastic frontier model with endogenous regressors," Economics Letters, Elsevier, vol. 118(1), pages 233-236.
  1530. Boswijk, H. Peter & Franses, Philip Hans & van Dijk, Dick, 2010. "Cointegration in a historical perspective," Journal of Econometrics, Elsevier, vol. 158(1), pages 156-159, September.
  1531. Geert Bekaert & Robert J. Hodrick, 1991. "On Biases in the Measurement of Foreign Exchange Risk Premiums," NBER Working Papers 3861, National Bureau of Economic Research, Inc.
  1532. Hanck, Christoph & Demetrescu, Matei & Kruse, Robinson, 2015. "Fixed-b Asymptotics for t-Statistics in the Presence of Time-Varying Volatility," Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 112916, Verein für Socialpolitik / German Economic Association.
  1533. Lakka, Spyridoula & Stamati, Teta & Michalakelis, Christos & Anagnostopoulos, Dimosthenis, 2015. "Cross-national analysis of the relation of eGovernment maturity and OSS growth," Technological Forecasting and Social Change, Elsevier, vol. 99(C), pages 132-147.
  1534. Robert Hodrick & David Ng & Paul Sengmueller, 1999. "An International Dynamic Asset Pricing Model," International Tax and Public Finance, Springer, vol. 6(4), pages 597-620, November.
  1535. Lavergne, Pascal & Patilea, Valentin, 2013. "Smooth minimum distance estimation and testing with conditional estimating equations: Uniform in bandwidth theory," Journal of Econometrics, Elsevier, vol. 177(1), pages 47-59.
  1536. Vetzal, Kenneth R., 1997. "Stochastic volatility, movements in short term interest rates, and bond option values," Journal of Banking & Finance, Elsevier, vol. 21(2), pages 169-196, February.
  1537. Friesen, Geoffrey & Weller, Paul A., 2006. "Quantifying cognitive biases in analyst earnings forecasts," Journal of Financial Markets, Elsevier, vol. 9(4), pages 333-365, November.
  1538. Brinkman, Jeffrey, 2013. "Congestion, agglomeration, and the structure of cities," Working Papers 13-25, Federal Reserve Bank of Philadelphia.
  1539. Lundin, Magnus & Gottfries, Nils & Lindström, Tomas, 2004. "Price and Investment Dynamics: An Empirical Analysis of Plant Level Data," Working Paper Series 2004:7, Uppsala University, Department of Economics.
  1540. Kang, Kichun, 2009. "The export price index with the effect of variety and an empirical analysis," Economic Modelling, Elsevier, vol. 26(2), pages 385-391, March.
  1541. Zongwu Cai & Qi Li, 2013. "Nonparametric Estimation Of Varying Coefficient Dynamic Panel Data Models," WISE Working Papers 2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
  1542. Noureddine Krichene, 2006. "Recent Dynamics of Crude Oil Prices," IMF Working Papers 06/299, International Monetary Fund.
  1543. Cimoli, Mario & Fleitas, Sebastian & Porcile, Gabriel, 2011. "Real Exchange Rate and the Structure of Exports," MPRA Paper 37846, University Library of Munich, Germany.
  1544. Fan, Jianqing & Liao, Yuan, 2012. "Endogeneity in ultrahigh dimension," MPRA Paper 38698, University Library of Munich, Germany.
  1545. Vassalou, Maria, 2003. "News related to future GDP growth as a risk factor in equity returns," Journal of Financial Economics, Elsevier, vol. 68(1), pages 47-73, April.
  1546. Racicot, François-Éric & Théoret, Raymond, 2016. "Macroeconomic shocks, forward-looking dynamics, and the behavior of hedge funds," Journal of Banking & Finance, Elsevier, vol. 62(C), pages 41-61.
  1547. Li, Lan & Carman, Hoy F. & Sexton, Richard J., 2008. "Countercyclical Price Movements during Periods of Peak Demand: Evidence from Grocery Retail Price for Avocados," 2008 Annual Meeting, July 27-29, 2008, Orlando, Florida 6251, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  1548. Ríos-Rull, José-Víctor & Schorfheide, Frank & Fuentes-Albero, Cristina & Kryshko, Maxym & Santaeulàlia-Llopis, Raül, 2012. "Methods versus substance: Measuring the effects of technology shocks," Journal of Monetary Economics, Elsevier, vol. 59(8), pages 826-846.
  1549. Liu, Wenchien & Miu, Peter & Chang, Yuanchen & Ozdemir, Bogie, 2012. "Information asymmetry and bank regulation: Can the spread of debt contracts be explained by recovery rates?," Journal of Financial Intermediation, Elsevier, vol. 21(1), pages 123-150.
  1550. Islam, Asadul & Fausten, Dietrich, 2008. "Skilled Immigration and Wages in Australia," MPRA Paper 7138, University Library of Munich, Germany.
  1551. Prabir C. Bhattacharya, 2004. "Economic Development, Gender Inequality and Demographic Outcomes: Evidence from India," Working Papers E01, Department of Economics, School of Management and Languages, Heriot Watt University.
  1552. Jongen, Ron & Verschoor, Willem F C & Wolff, Christian C & Zwinkels, Remco C.J., 2008. "Dispersion of Beliefs in the Foreign Exchange Market," CEPR Discussion Papers 6738, C.E.P.R. Discussion Papers.
  1553. Francesco Venturini & Ana Rincon-Aznar & Dr Michela Vecchi, 2013. "ICT as a general purpose technology: spillovers, absorptive capacity and productivity performance," NIESR Discussion Papers 416, National Institute of Economic and Social Research.
  1554. Alice Chen & Darius N. Lakdawalla, 2016. "Saving Lives or Saving Money? Understanding the Dual Nature of Physician Preferences," NBER Working Papers 21930, National Bureau of Economic Research, Inc.
  1555. Aras Zirgulis, 2014. "Is International Capital Tax Competition Fueled by the Quest for Increased Productivity?," International Journal of Economic Sciences, University of Economics, Prague, vol. 2014(4), pages 99-116.
  1556. Huber, Martin, 2012. "Identifying causal mechanisms in experiments (primarily) based on inverse probability weighting," Economics Working Paper Series 1213, University of St. Gallen, School of Economics and Political Science, revised May 2013.
  1557. D H Kim, 2003. "Another Look at Yield Spreads: The Role of Liquidity," The School of Economics Discussion Paper Series 0306, Economics, The University of Manchester.
  1558. Wooldridge, Jeffrey M., 1999. "Distribution-free estimation of some nonlinear panel data models," Journal of Econometrics, Elsevier, vol. 90(1), pages 77-97, May.
  1559. Robert A. Amano, . "Empirical Evidence on the Cost of Adjustment and Dynamic Labour Demand," Staff Working Papers 95-3, Bank of Canada.
  1560. Soderbery, Anson, 2010. "Investigating the asymptotic properties of import elasticity estimates," Economics Letters, Elsevier, vol. 109(2), pages 57-62, November.
  1561. Pérez Montes, Carlos, 2013. "Regulatory bias in the price structure of local telephone service," International Journal of Industrial Organization, Elsevier, vol. 31(5), pages 462-476.
  1562. James Davidson & Andreea G. Halunga, 2013. "Consistent Model Specification Testing," Discussion Papers 1312, Exeter University, Department of Economics.
  1563. Gowrisankaran, Gautam & Town, Robert J., 1999. "Estimating the quality of care in hospitals using instrumental variables," Journal of Health Economics, Elsevier, vol. 18(6), pages 747-767, December.
  1564. Arturo Estrella, 2002. "Securitization and the efficacy of monetary policy," Economic Policy Review, Federal Reserve Bank of New York, issue May, pages 243-255.
  1565. Artiach, Miguel, 2012. "Leverage, skewness and amplitude asymmetric cycles," MPRA Paper 41267, University Library of Munich, Germany.
  1566. Thomas Kaspereit & Kerstin Lopatta, 2013. "The Value Relevance of SAM's Corporate Sustainability Ranking and GRI Sustainability Reporting in the European Stock Markets," ZenTra Working Papers in Transnational Studies 19 / 2013, ZenTra - Center for Transnational Studies, revised Oct 2013.
  1567. Osmani Teixeira de Carvalho Guillén & Alain Hecq & João Victor Issler & Diogo Saraiva, 2013. "Time Series under Present-Value-Model Short- and Long-run Co-movement Restrictions," Working Papers Series 330, Central Bank of Brazil, Research Department.
  1568. Agca, Senay & Mozumdar, Abon, 2008. "The impact of capital market imperfections on investment-cash flow sensitivity," Journal of Banking & Finance, Elsevier, vol. 32(2), pages 207-216, February.
  1569. Chung, Kee H. & Van Ness, Robert A., 2001. "Order handling rules, tick size, and the intraday pattern of bid-ask spreads for Nasdaq stocks," Journal of Financial Markets, Elsevier, vol. 4(2), pages 143-161, April.
  1570. D. Lambiri & B. Biagi & MG. Brandano, 2012. "Does tourism affect house prices? Some evidence from Italy," Working Paper CRENoS 201227, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
  1571. Jacob Boudoukh & Matthew Richardson & Robert Whitelaw, 2005. "The Information in Long-Maturity Forward Rates: Implications for Exchange Rates and the Forward Premium Anomaly," NBER Working Papers 11840, National Bureau of Economic Research, Inc.
  1572. Kirch, Guilherme & Terra, Paulo Renato Soares, 2012. "Determinants of corporate debt maturity in South America: Do institutional quality and financial development matter?," Journal of Corporate Finance, Elsevier, vol. 18(4), pages 980-993.
  1573. Bruce N. Lehmann, 2005. "The Role of Beliefs in Inference for Rational Expectations Models," NBER Working Papers 11758, National Bureau of Economic Research, Inc.
  1574. Grammig, Joachim & Schaub, Eva-Maria, 2014. "Give me strong moments and time: Combining GMM and SMM to estimate long-run risk asset pricing models," CFS Working Paper Series 479, Center for Financial Studies (CFS).
  1575. Iglesias, Emma M. & Phillips, Garry D.A., 2008. "Asymptotic bias of GMM and GEL under possible nonstationary spatial dependence," Economics Letters, Elsevier, vol. 99(2), pages 393-397, May.
  1576. H. Youn Kim, 2003. "Intertemporal production and asset pricing: a duality approach," Oxford Economic Papers, Oxford University Press, vol. 55(2), pages 344-379, April.
  1577. Bronwyn H. Hall & Grid Thoma & Salvatore Torrisi, 2006. "The market value of patents and R&D: Evidence from European firms," KITeS Working Papers 186, KITeS, Centre for Knowledge, Internationalization and Technology Studies, Universita' Bocconi, Milano, Italy, revised Nov 2006.
  1578. Waqas Ahmed & Adnan Haider & Javed Iqbal, 2012. "Estimation of Discount Factor and Coefficient of Relative Risk Aversion in Selected Countries," SBP Working Paper Series 53, State Bank of Pakistan, Research Department.
  1579. Carvalho, Jaimilton & Divino, José Angelo & Orrillo, Jaime, 2014. "Determinantes do Requerimento de Colateral em Empréstimos Empresariais," Revista Brasileira de Economia, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil), vol. 68(1), March.
  1580. Tachibana, Minoru, 2008. "Inflation zone targeting and the Federal Reserve," Journal of the Japanese and International Economies, Elsevier, vol. 22(1), pages 68-84, March.
  1581. Lorenzo Pozzi, 2011. "The Time-Varying Volatility of Earnings and Aggregate Precautionary Savings," Tinbergen Institute Discussion Papers 11-144/2, Tinbergen Institute.
  1582. Mathias D. Cattaneo & Richard K. Crump & Michael Jansson, 2007. "Optimal Inference for Instrumental Variables Regression with non-Gaussian Errors," CREATES Research Papers 2007-11, Department of Economics and Business Economics, Aarhus University.
  1583. David De La Croix & Jean-Pierre Urbain, 1998. "Intertemporal substitution in import demand and habit formation," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 13(6), pages 589-612.
  1584. repec:onb:oenbwp:y::i:149:b:1 is not listed on IDEAS
  1585. Joachim Inkmann, 2001. "Accounting for Nonresponse Heterogeneity in Panel Data," CoFE Discussion Paper 01-03, Center of Finance and Econometrics, University of Konstanz.
  1586. de Mendonça, Helder Ferreira & de Siqueira Galveas, Karine Alves, 2013. "Transparency and inflation: What is the effect on the Brazilian economy?," Economic Systems, Elsevier, vol. 37(1), pages 69-80.
  1587. Bekaert, Geert & Harvey, Campbell R. & Lundblad, Christian, 2001. "Emerging equity markets and economic development," Journal of Development Economics, Elsevier, vol. 66(2), pages 465-504, December.
  1588. repec:kap:iaecre:v:14:y:2008:i:2:p:156-166 is not listed on IDEAS
  1589. Ghysels, E. & Hall, A., 1987. "Some Additional Specification Tests for Generalized Method of Moments Estimators with Macro-Economic Applications Part I : Theory," Cahiers de recherche 8724, Universite de Montreal, Departement de sciences economiques.
  1590. Todd, Prono, 2009. "Simple, Skewness-Based GMM Estimation of the Semi-Strong GARCH(1,1) Model," MPRA Paper 30994, University Library of Munich, Germany, revised 30 Jul 2011.
  1591. Winter, Joachim, 1998. "Ökonometrische Analyse diskreter dynamischer Entscheidungsprozesse," Papers 99-27, Sonderforschungsbreich 504.
  1592. Zhang, Wenlang & Semmler, Willi, 2009. "Prospect theory for stock markets: Empirical evidence with time-series data," Journal of Economic Behavior & Organization, Elsevier, vol. 72(3), pages 835-849, December.
  1593. repec:eid:wpaper:05/10 is not listed on IDEAS
  1594. Song, Suyong, 2015. "Semiparametric estimation of models with conditional moment restrictions in the presence of nonclassical measurement errors," Journal of Econometrics, Elsevier, vol. 185(1), pages 95-109.
  1595. Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2012. "Sequential Estimation Of Shape Parameters In Multivariate Dynamic Models," Working Papers wp2012_1201, CEMFI.
  1596. Geert Bekaert, 1994. "The Time Variation of Risk and Return in Foreign Exchange Markets: A General Equilibrium Perspective," NBER Working Papers 4818, National Bureau of Economic Research, Inc.
  1597. Goddard, John & Liu, Hong & Molyneux, Philip & Wilson, John O.S., 2011. "The persistence of bank profit," Journal of Banking & Finance, Elsevier, vol. 35(11), pages 2881-2890, November.
  1598. François Legendre & Fabrice Paretti, 1997. "Investissement et profitabilité. Un modèle néo-classique et son estimation sur données de branches industrielles françaises," Revue Économique, Programme National Persée, vol. 48(1), pages 107-122.
  1599. Brown, Timothy Tyler, 2014. "How effective are public health departments at preventing mortality?," Economics & Human Biology, Elsevier, vol. 13(C), pages 34-45.
  1600. Martins, Betina Guimarães Dodsworth & Pinto, Rodrigo Ribeiro Antunes & Bonomo, Marco Antônio Cesar, 2004. "Debt composition and exchange rate balance sheet effects in Brazil: A firm level analysis," Economics Working Papers (Ensaios Economicos da EPGE) 535, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  1601. T M Christensen & A S Hurn & K A Lindsay, 2008. "The Devil is in the Detail: Hints for Practical Optimisation," NCER Working Paper Series 32, National Centre for Econometric Research.
  1602. Robert E. Cumby & Maurice Obstfeld, 1984. "International Interest Rate and Price Level Linkages under Flexible Exchange Rates: A Review of Recent Evidence," NBER Chapters, in: Exchange Rate Theory and Practice, pages 121-152 National Bureau of Economic Research, Inc.
  1603. Hamori, Shigeyuki & Hashiguchi, Yoshihiro, 2012. "The effect of financial deepening on inequality: Some international evidence," Journal of Asian Economics, Elsevier, vol. 23(4), pages 353-359.
  1604. Carlos Perez Montes, 2012. "Regulatory bias in the price structure of local telephone services," Working Papers 1201, Banco de España;Working Papers Homepage.
  1605. Donald W.K. Andrews & Ray C. Fair, 1989. "Estimation of Polynomial Distributed Lags and Leads with End Point Constraints," NBER Technical Working Papers 0079, National Bureau of Economic Research, Inc.
  1606. Agnello, Luca & Furceri, Davide & Sousa, Ricardo M., 2013. "How best to measure discretionary fiscal policy? Assessing its impact on private spending," Economic Modelling, Elsevier, vol. 34(C), pages 15-24.
  1607. Cozzi, Guido & Galli, Silvia, 2011. "Privatization of Knowledge: Did the U.S. Get It Right? (New Version)," MPRA Paper 29710, University Library of Munich, Germany.
  1608. Liping Gao & Hyeongwoo Kim & Yaoqi Zhang, 2013. "Revisiting the Empirical Inconsistency of the Permanent Income Hypothesis: Evidence from Rural China," Auburn Economics Working Paper Series auwp2013-05, Department of Economics, Auburn University.
  1609. Juan Manuel Julio & Ignacio Lozano & Ligia Alba Melo, 2012. "Quiebre estructural de la relación entre la política fiscal y el riesgo soberano en las economías emergentes: el caso colombiano," Borradores de Economia 693, Banco de la Republica de Colombia.
  1610. Heng, Dyna, 2011. "Capital flows and real exchange rate: does financial development matter?," MPRA Paper 48553, University Library of Munich, Germany, revised May 2012.
  1611. Yuxiang, Karl & Chen, Zhongchang, 2010. "Government expenditure and energy intensity in China," Energy Policy, Elsevier, vol. 38(2), pages 691-694, February.
  1612. Timothy Halliday, 2006. "The Impact of Aggregate and Idiosyncratic Income Shocks on Health Outcomes: Evidence from the PSID," Working Papers 200606, University of Hawaii at Manoa, Department of Economics.
  1613. Matthias Arnold & Sebastian Stahlberg & Dominik Wied, 2013. "Modeling different kinds of spatial dependence in stock returns