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Munich Personal RePEc Archive

Items where Subject is "C01 - Econometrics"

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Number of items at this level: 450.

A

Abito, Jose Miguel (2019): Estimating Production Functions with Fixed Effects.

Abonazel, Mohamed R. (2016): Bias Correction Methods for Dynamic Panel Data Models with Fixed Effects.

Abonazel, Mohamed R. (2016): Bias Correction Methods for Dynamic Panel Data Models with Fixed Effects. Published in: MJ Journal on Statistics and Probability , Vol. 1, No. 1 (June 2016): pp. 37-51.

Acevedo Rueda, Rafael Alexis and Mora Mora, José U. and Harmath Fernández, Pedro Alexander (2012): La brecha del producto y el producto potencial en Venezuela: una estimación SVAR. Published in: Desarrollo y Sociedad No. primer semestre (June 2013): pp. 43-81.

Adeniji, Sesan and Evans, Olaniyi (2013): Searching for the Relative Potency of Monetary and Fiscal Policies in Selected African Countries: A Panel Data Approach to St. Louis Equation.

Aguilar, Ruben and Valdivia, Daney (2011): Precios de exportación de gas natural para Bolivia: Modelación y pooling de pronósticos.

Aguirregabiria, Victor (2008): Comment: The Identification Power of Equilibrium in Simple Games. Published in: Journal of Business and Economic Statistics , Vol. 26, No. 3 (1 July 2008): pp. 283-289.

Aguirregabiria, Victor (2009): Econometric Issues and Methods in the Estimation of Production Functions.

Aguirregabiria, Victor (2009): Some Notes on Sample Selection Models.

Ahec Šonje, Amina and Katarina, Bacic (2006): A composite leading indicator for a small transition economy: the case of Croatia.

Ahmadzadeh Mashinchi, Sina (2010): The impact of the global economic crisis on non-oil operations of ports in Iran. Published in: Middle East Journal of Scientific Research (ISI Indexed) , Vol. 9, No. 5 (15 November 2011): pp. 596-601.

Ahmed, Muhammad Ashfaq and Nawaz, Nasreen (2023): A Sufficient Statistical Test for Dynamic Stability.

Ahmed, Shaghil and Hyder, Kalim and Areeb, Tabinda (2005): The Economy in the Aftermath of the Earthquake. Published in: Research Report No. RR63

Ahmed, Vaqar and O' Donoghue, Cathal (2008): Welfare impact of external balance in pakistan: CGE-microsimulation analysis.

Ahmed, Walid M.A. (2008): Cointegration and dynamic linkages of international stock markets: an emerging market perspective.

Akhabbar, Amanar (2007): Leontief et l'économie comme science empirique: la signification opérationnelle des lois. Published in: Economies et Sociétés , Vol. 10-11, No. 39 (2007): pp. 1745-1788.

Aknouche, Abdelhakim and Bendjeddou, Sara and Touche, Nassim (2016): Negative binomial quasi-likelihood inference for general integer-valued time series models. Forthcoming in: Journal of Time Series Analysis

Aknouche, Abdelhakim and Scotto, Manuel (2022): A multiplicative thinning-based integer-valued GARCH model.

Albers, Scott (2013): Of Jane Austen and the secret life of econometric quantities, or as otherwise entitled on Okun's Law and the 'multiplicative inverse surprise'.

Albers, Scott (2014): On the architecture of the rings of Saturn: An “identity” theory of the distribution of gaps within rings.

Albers, Scott (2015): An attitude of complexity: thirteen essays on the nature and construction of reality under the challenge of Zeno's Paradox.

Albers, Scott and Albers, Andrew (2015): On the mathematic prediction of economic and social crises: toward a harmonic interpretation of the Kondratiev Wave, revised and corrected, with a new appendix, February 12, 2015.

Albers, Scott and Albers, Andrew L. (2013): Does “Okun’s Law” state a Pi:1 ratio? Toward a harmonic interpretation of why Okun’s Law works.

Albu, Lucian-Liviu and Diaconescu, Tiberiu (2009): Simulation on long-term correlation between demographic variables and economic growth.

Alfarano, Simone and Lux, Thomas (2010): Extreme Value Theory as a Theoretical Background for Power Law Behavior.

Alghalith, Moawia (2019): A New Price of the Arithmetic Asian Option: A Simple Formula.

Alghalith, Moawia (2019): The distribution of the average of log-normal variables and exact Pricing of the Arithmetic Asian Options: A Simple, closed-form Formula.

Alia, Didier and Chassem Tchatchum, Nacisse Palissy (2009): Commerce, finance et croissance économique au Cameroun.

Almosabbeh, Imadeddin (2008): العوامل المؤثرة في البطالة في الجمهورية العربية السورية دراسة تطبيقية باستخدام منهجية التكامل المشترك.

Alvi, Mohsin (2012): Attitude Differentiates The Brand Selection (From the view of Generation Y people).

Alvi, Mohsin (2012): The impact of packet size on inventory turnover of fmcg products in Pakistan [wholesaler & retailer perspective]. Published in: International Journal of Empirical Finance , Vol. 4, No. 3 (June 2015): pp. 165-169.

Amara, Tijani and Mabrouki, Mohamed (2019): Impact de risque de crédit et de liquidité sur la stabilité bancaire.

Amara, Tijani and Mabrouki, Mohamed (2019): Les normes prudentielles : étude d’impact sur la solvabilité bancaire.

Amara, Tijani and Mabrouki, Mohamed (2019): Les normes prudentielles : étude d’impact sur la solvabilité bancaire.

Anastasopoulos, Lefteris (2016): Estimating the gender penalty in House of Representative elections using a regression discontinuity design. Published in: Electoral Studies

Andreas, Brunhart (2011): Stock market’s reactions to revelation of tax evasion: an empirical assessment. Published in: KOFL Working Papers No. 9 (2012)

Andrianady, Josué R. (2023): Comparing Econometric Models for Forecasting GDP in Madagascar.

Antunes, João Marques and Fuinhas, José Alberto and Marques, António Cardoso (2014): Modelização VAR da volatilidade dos preços do ouro e dos índices dos mercados financeiros.

Apicella, Giovanna and Dacorogna, Michel M (2016): A General framework for modelling mortality to better estimate its relationship with interest rate risks.

Ardliansyah, Rifqi (2012): Stock Market Integration and International Portfolio Diversification between U.S. and ASEAN Equity Markets.

Arezki, Rabah and Alichi, Ali (2009): An Alternative Explanation for the Resource Curse: The Income Effect Channel.

Ari, Yakup (2012): Volatility modelling of foreign exchange rate: discrete GARCH family versus continuous GARCH. Published in: 13th International Conference on Econometrics, Operations Research and Statistics Proceeding Book (May 2012)

Ari, Yakup and Unal, Gazanfer (2010): Continuous Modeling of Foreign Exchange Rate of USD versus TRY. Published in: International Journal of Economics and Finance Studies , Vol. 3, No. 1 (2011): pp. 251-261.

Arikan, Cengiz and Yalcin, Yeliz (2017): Do The Countries’ Monetary Policies Have Spatial Impact?

Aritenang, Adiwan F. (2009): The Impact of Government Budget shifts to Regional Disparities in Indonesia: Before and After Decentralisation.

Armstrong, J. Scott (1970): An Application of Econometric Models to International Marketing. Published in: Journal of Marketing Research No. 7 (1970): pp. 190-198.

Armstrong, J. Scott (1978): Forecasting with Econometric Methods: Folklore Versus Fact. Published in: Journal of Business No. 51 (1978): pp. 549-564.

Armstrong, J. Scott and Green, Kesten C. and Graefe, Andreas (2014): Golden Rule of Forecasting: Be conservative.

Arpino, Bruno and Mealli, Fabrizia (2008): The specification of the propensity score in multilevel observational studies.

Asghar, Zahid (2009): ELG hypothesis is valid for India: An Evidence from Structural Causality.

Asghar, Zahid and Abid, Irum (2007): Performance of lag length selection criteria in three different situations. Published in: Interstat No. April 2007 (April 2007)

Atiq-ur-Rehman, Atiq-ur-Rehman and Zaman, Asad (2009): Impact of Model Specification Decisions on Unit Root Tests.

Atiq-ur-Rehman, Atiq-ur-Rehman and Zaman, Asad (2008): Model specification, observational equivalence and performance of unit root tests.

B

BENYOUB, Mohammed (2018): L’impact De L’investissement Des Revenus Pétroliers Sur La Croissance, L’inflation Et Le Chômage : Cas D’Algérie (2000-2015).

BESSO, CHRISTOPHE RAOUL (2010): Phillips Curve, case study in Cameroon: evaluation of fundamental assumptions.

Babkina, Tatiana and Myagkov, Mikhail and Lukinova, Evgeniya and Peshkovskaya, Anastasiya and Menshikova, Olga and Berkman, Elliot T. (2016): Choice of the Group Increases Intra-Cooperation. Published in: CEUR-WS , Vol. 1627, No. urn:nbn:de:0074-1627-1 (25 July 2016): pp. 13-23.

Baccouche, Rafik and Bouoiyour, Jamal and Hatem, M’Henni and Mouley, Sami (2008): Dynamique des investissements, mutations sectorielles et convertibilité du compte de capital : impacts des mesures de libéralisation et expériences comparées Tunisie - Maroc. Published in: FEMISE European Commission No. Research Project N°FEM 32-04 (August 2008)

Bai, Jushan and Liao, Yuan (2012): Efficient Estimation of Approximate Factor Models via Regularized Maximum Likelihood.

Bai, Jushan and Wang, Peng (2011): Conditional Markov chain and its application in economic time series analysis. Published in: Journal of Applied Econometrics , Vol. 26, No. 5 (August 2011): pp. 715-734.

Bai, Zhidong and Hui, Yongchang and Wong, Wing-Keung (2012): New Non-Linearity Test to Circumvent the Limitation of Volterra Expansion.

Balcombe, Kelvin (2006): Cross-Entropy Estimation of Linear Cointegrated Equations.

Balcombe, Kelvin (2009): The Nature and Determinants of Volatility in Agricultural Prices.

Bandi, Federico and Corradi, Valentina and Moloche, Guillermo (2009): Bandwidth selection for continuous-time Markov processes.

Bandi, Federico and Moloche, Guillermo (2008): On the functional estimation of multivariate diffusion processes.

Bandyopadhyay, Kaushik Ranjan (2008): Implication of Fuel Price Deregulation on Fuel Demand and CO2 Emission: A Case Study of Car Ownership and Utilisation in India.

Barra, Cristian and Boccia, Marinella (2019): “The determinants of students' achievement: a difference between OECD and not OECD countries”.

Bayraci, Selcuk (2010): Econometric testing of the CAPM: A granger causality analysis on the Turkish banking industry.

Bayraci, Selcuk (2007): Modeling the volatility of FTSE All Share Index Returns.

Bayraci, Selcuk and Ari, Yakup and Yildirim, Yavuz (2011): A Vector Auto-Regressıve (VAR) Model for the Turkish Financial Markets.

Bayraci, Selcuk and UNAL, GAZANFER (2010): Continuous time modeling of interest rates: An empirical study on the Turkish short rate.

Benos, Nikos and Zotou, Stefania (2013): Education and Economic Growth: A Meta-Regression Analysis.

Bentes, Sonia R and Menezes, Rui (2012): On the predictive power of implied volatility indexes: A comparative analysis with GARCH forecasted volatility.

Bernardi, Mauro and Maruotti, Antonello and Lea, Petrella (2012): Skew mixture models for loss distributions: a Bayesian approach.

Bespalova, Olga (2013): Do the Renewable Portfolio Standards (RPS) promote the renewable electricity generation in the USA? Evidence from panel data econometric study. Published in: US Association for Energy Economics: Energy Dialogue , Vol. 1, No. 22 (2014): pp. 1-12.

Bildirici, Melike (2012): Economic growth and electricity consumption in Africa and ASIA: MS-VAR and MS-GRANGER causality analysis.

Bildirici, Melike and Ersin, Özgür (2012): Nonlinear volatility models in economics: smooth transition and neural network augmented GARCH, APGARCH, FIGARCH and FIAPGARCH models.

Bonga, Wellington G. (2018): Trade Balance Analysis in Zimbabwe: Import and Export Examination Using Vector Auto-Regression Model.

Borooah, Vani and Iyer, Sriya (2005): The Decomposition of Inter-Group Differences in a Logit Model: Extending the Oaxaca-Blinder Approach with an Application to School Enrolment in India. Published in: Journal of Economic and Social Measurement , Vol. 30, (2005): pp. 279-293.

Boubacar Mainassara, Yacouba (2009): Multivariate portmanteau test for structural VARMA models with uncorrelated but non-independent error terms.

Boubacar Mainassara, Yacouba (2010): Selection of weak VARMA models by Akaïke's information criteria.

Boubacar Mainassara, Yacouba (2010): Selection of weak VARMA models by modified Akaike's information criteria.

Boubacar Mainassara, Yacouba and Carbon, Michel and Francq, Christian (2010): Computing and estimating information matrices of weak arma models.

Boukraine, Wissem (2020): Short and long-run determinants of inflation in Tunisia.

Bouoiyour, Jamal and Dumas, Audrey and Hanchane, Said (2008): Qualité de la formation professionnelle initiale au Maroc et impact des actions de formation continue sur les performances des entreprises marocaines. Published in: FEMISE - European commission

Bouoiyour, Jamal and Rey, Serge (1995): Chocs externes et ajustements des taux de change réels européens.

Bouoiyour, jamal (2006): Migration, Diaspora et développement humain. Published in: « Le Maroc possible, une offre de débat pour une ambition collective », Rapport du cinquantenaire, 2006. Royaume du Maroc. (January 2006)

Bouye, Eric and Durlleman, Valdo and Nikeghbali, Ashkan and Riboulet, Gaël and Roncalli, Thierry (2000): Copulas for finance.

Breiding, Torsten (2006): Die Arbeitslosenversicherung in Deutschland – Beitrag zur Bekämpfung oder Ursache von Arbeitslosigkeit.

Bulla, Jan (2006): Application of Hidden Markov Models and Hidden Semi-Markov Models to Financial Time Series. Published in:

C

Caner, Mehmet and Sandler Morrill, Melinda (2009): A New Paradigm: A Joint Test of Structural and Correlation Parameters in Instrumental Variables Regression When Perfect Exogeneity is Violated.

Carrera, Jorge Eduardo and Cusolito, Ana Paula and Féliz, Mariano and Panigo, Demian (2001): An econometric approach to macroeconomic risk. A cross country study.

Castro, Lucio (2007): Infrastructure and the Location of Foreign Direct Investment A Regional Analysis. Forthcoming in:

Cavalcante, Mileno (2008): Preços do petróleo e bolhas especulativas: algumas evidências para o mercado de WTI. Published in: Rio Oil & Gas 2008 Conference Proceedings , Vol. 1, (September 2008)

Cengiz, Sibel and Sahin, Afsin (2013): Modelling Nonlinear Behavior of Labor Force Participation Rate by STAR: An Application for Turkey.

Chambers, Marcus J. and Kyriacou, Maria (2012): Jackknife bias reduction in autoregressive models with a unit root.

Chani, Muhammad Irfan and Pervaiz, Zahid and Jan, Sajjad Ahmad and Ali, Amjad and Chaudhary, Amatul R. (2011): Poverty, inflation and economic growth: empirical evidence from Pakistan. Published in: World Applied Sciences Journal , Vol. 14, No. 7 (2011): pp. 1058-1063.

Chappell, Daniel (2018): Regime heteroskedasticity in Bitcoin: A comparison of Markov switching models.

Chatti, Mohamed Ali and Kablan, Sandrine and Yousfi, Ouidad (2010): Activity diversification and performance of Islamic banks in Malaysia.

Chatti, Mohamed Ali and Kablan, Sandrine and Yousfi, Ouidad (2010): Activity diversification and performance of Islamic banks in Malaysia.

Chaudhry, Naveed Iqbal and Mehmood, Mian Saqib and Mehmood, Asif and Mujtaba, Bahaudin G. (2014): Exchange Rate, Market Size and Human Capital Nexus Foreign Direct Investment – A Bound Testing Approach for Pakistan. Published in: Wulfenia Journal (ISI Impact Factor 0.267) , Vol. 21, No. 8 (21 August 2014): pp. 151-169.

Chen, Liang (2012): Identifying observed factors in approximate factor models: estimation and hypothesis testing.

Chen, Pu (2010): A time series causal model.

Cheng, Yebin and De Gooijer, Jan and Zerom, Dawit (2009): Efficient Estimation of an Additive Quantile Regression Model.

Chin, Wencheong (2008): Spurious long-range dependence: evidence from Malaysian equity markets.

Christopoulos, Dimitris and Siourounis, Gregorios and Vlachaki, Irene (2010): Democratic Reforms, Foreign Aid and Production Inefficiency.

Christopoulos, Dimitris and Siourounis, Gregorios and Vlachaki, Irene (2010): Democratic Reforms, Foreign Aid and Production Inefficiency.

Ciftci, Muhsin (2021): Uneven Consequences of Coronavirus Pandemic: Evidence from a Real Time Survey.

Clarke, Damian and Matta, Benjamín (2017): Practical Considerations for Questionable IVs.

Combey, Adama (2020): EVALUATION DE L’ECART DE TVA AU TOGO. Published in: Revue Economique et Monétaire , Vol. N°27, No. Juin 2020 (30 June 2020): pp. 43-76.

Combey, Adama and Mally, Komla (2010): Impact du pacte de convergence, de stabilité et de croissance sur la convergence réelle dans l’UEMOA.

Corduneanu, Carmen and Turcas, Daniela (2008): Optimizing models of a stock portfolio issued by Financial Investment Companies.

Cvijanović, Drago and Andrei, Jean and Subić, Jonel and Ion, Raluca (2011): Proceedings"Agro-food and rural economy competitiveness in terms of global crisis". Published in: Economics of Agriculture , Vol. 59, No. Special Issue 1 (23 September 2011): pp. 1-445.

D

DeBacker, Jason (2008): Flip-Flopping: Ideological Adjustment Costs in the United States Senate.

Deluna, Roperto Jr (2008): Anthropogenic Carbon Dioxide Emmision in Asia: Effect of Population, Affluence and Energy Effeciency. Published in: Southern Philippines Research and Development Journal

Deluna, Roperto Jr (2011): Factors Affecting the Magnitude of Poor Families Across the Philippines: A Cross Section Data Analysis.

Dezhbakhsh, Hashem and Levy, Daniel (2022): Interpolation and Shock Persistence of Prewar U.S. Macroeconomic Time Series: A Reconsideration. Forthcoming in: Economics Letters , Vol. 213, (2022): pp. 1-7.

Dhas, Albert Christopher (2008): Determinants of Work Animal Density in Tamil Nadu: An Econometric Analysis.

Dinda, Soumyananda (2011): China’s Trade in Asia and the World: Long run Relation with Short run Dynamics.

Dinda, Soumyananda (2020): A Circular Economy Approach for Sustainable Economic Development. Published in: International Journal of Green Economics , Vol. 14, No. 2 (September 2020): pp. 174-189.

Dinda, Soumyananda (2011): Climate Change and Development: Trade Opportunities of Climate Smart Goods and Technologies in Asia.

Dogru, Bülent (2013): Modeling Voting Behavior in the Eurovision Song Contest.

Doko Tchatoka, Firmin (2012): On the Validity of Durbin-Wu-Hausman Tests for Assessing Partial Exogeneity Hypotheses with Possibly Weak Instruments.

Dovonon, Prosper (2008): Conditionally heteroskedastic factor models with skewness and leverage effects.

Dovonon, Prosper (2008): Large sample properties of the three-step euclidean likelihood estimators under model misspecification.

Dovonon, Prosper and Goncalves, Silvia and Meddahi, Nour (2010): Bootstrapping realized multivariate volatility measures.

Dovonon, Prosper and Renault, Eric (2011): Testing for Common GARCH Factors.

Drezner, Zvi and Turel, Ofir and Zerom, Dawit (2008): A modified Kolmogorov-Smirnov test for normality.

Drichoutis, Andreas and Nayga, Rodolfo and Lazaridis, Panagiotis and Park, Beom Su (2010): A consistent econometric test for bid interdependence in repeated second-price auctions with posted prices.

Duvendack, Maren (2010): Smoke and Mirrors: Evidence of Microfinance Impact from an Evaluation of SEWA Bank in India.

E

EZZAHID, Elhadj and ELOUAOURTI, Zakaria (2017): Financial development and total factors productivity channel: Evidence from Africa.

Efayena, Obukohwo Oba and Olele, Hilda Enoh (2020): A Validation of the Phillips Curve Hypothesis in Nigeria: A Quarterly Data-Based Approach.

Ekizceleroglu, Caner (2011): Türkiye’de Bilgi Ekonomisi ve Bilgi Yoğun Malların Dış Ticareti (1969-2009). Published in: Marmara University Journal of Faculty of Economic and Administrative Sciences , Vol. XXX, No. I (1 June 2011): pp. 209-228.

Ellul, Reuben (2016): A real-time measure of business conditions in Malta. Published in: Central Bank of Malta working paper

Eruygur, H. Ozan (2005): Generalized maximum entropy (GME) estimator: formulation and a monte carlo study.

Eruygur, H. Ozan (2003): The skill biased technological change in Turkish manufacturing industries.

emmanuel, mamatzakis and george, christodoulakis (2010): Return Attribution Analysis of the UK Insurance Portfolios. Forthcoming in: Annals of Finance

F

Faghih, Nezameddin and Faghih, Ali (2008): Nyquist Frequency in Sequentially Sampled Data.

Fajardo, José (2019): Bitcoin's return behaviour: What do We know so far?

Fan, Jianqing and Liao, Yuan (2012): Endogeneity in ultrahigh dimension.

Fan, Jianqing and Liao, Yuan and Mincheva, Martina (2011): Large covariance estimation by thresholding principal orthogonal complements.

Fan, Yanqin and Park, Sang Soo (2010): Confidence sets for some partially identified parameters. Published in: Economics, Management, and Financial Market , Vol. 5, (2010): pp. 37-87.

Fan, Yanqin and Park, Sang Soo (2009): Partial identification of the distribution of treatment effects and its confidence sets. Published in: Advances in Econometrics: Nonparametric Econometric Methods , Vol. 24, (2009): pp. 3-70.

Ferman, Bruno and Ponczek, Vladimir (2017): Should we drop covariate cells with attrition problems?

Forson, Joseph Ato and Janrattanagul, Jakkaphong (2014): Selected Macroeconomic Variables and Stock Market Movements: Empirical evidence from Thailand. Published in: Contemporary Economics , Vol. 8, No. 2 (30 June 2014): pp. 154-174.

Fourie, Justin and Pretorius, Theuns and Harvey, Rhett and Henrico, Van Niekerk and Phiri, Andrew (2016): Nonlinear relationship between exchange rate volatility and economic growth: A South African perspective.

Frachot, Antoine and Roncalli, Thierry and Salomon, Eric (2004): The Correlation Problem in Operational Risk. Published in: Operational Risk (May 2004)

Francq, Christian and Zakoian, Jean-Michel (2014): Estimating multivariate GARCH and stochastic correlation models equation by equation.

Francq, Christian and Zakoian, Jean-Michel (2013): Inference in non stationary asymmetric garch models.

Francq, Christian and Zakoian, Jean-Michel (2010): Optimal predictions of powers of conditionally heteroskedastic processes.

Francq, Christian and Zakoian, Jean-Michel (2010): QML estimation of a class of multivariate GARCH models without moment conditions on the observed process.

Francq, Christian and Zakoian, Jean-Michel (2010): Strict stationarity testing and estimation of explosive ARCH models.

Francq, Christian and Zakoian, Jean-Michel (2008): Testing the nullity of GARCH coefficients : correction of the standard tests and relative efficiency comparisons.

Fraser, Iain and Balcombe, Kelvin and Sharma, Abhijit (2007): Bayesian Model Averaging and Identification of Structural Breaks in Time Series.

Freire González, Paulo Alejandro and Vivar Aguilar, Mayra Isabel and Maldonado, Diego (2010): Un nuevo enfoque para el análisis y calificación del Sistema Cooperativo Ecuatoriano. Published in: Notas Tecnicas , Vol. 1, No. 1 (17 March 2010): pp. 1-58.

Fulli-Lemaire, Nicolas (2013): Alternative inflation hedging strategies for ALM.

G

Gan, Jumwu (2009): Burnout from pools to loans: Modeling refinancing prepayments as a self-selection process.

Garrouste, Christelle (2007): Determinants and Consequences of Language-in-Education Policies: Essays in Economics of Education. Published in: Studies in International and Comparative Education No. 74 (2007): pp. 1-141.

Geurdes, Han / J. F. (2011): On the mathematical form of CVA in Basel III.

Geurdes, Han / J.F. (2011): Macro-economy in models for default probability.

Gomez-Ruano, Gerardo (2020): Data Science: A Primer for Economists.

Griffith, Ronnie and Waithe, Kimberly and Lorde, Troy and Craigwell, Roland (2009): The contribution of credit unions to the national development of Barbados. Published in: Journal of Public Policy Analysis , Vol. 4, (2009): pp. 20-42.

Grivas, Charisios (2021): An Automatic Portmanteau Test For Nonlinear Dependence.

Grønneberg, Steffen and Sucarrat, Genaro (2014): Risk Estimation when the Zero Probability of Financial Return is Time-Varying.

Guo, Xu and Lam, Kin and Wong, Wing-Keung and Zhu, Lixing (2012): A New Pseudo-Bayesian Model of Investors' Behavior in Financial Crises.

Gurgul, Henryk and Lach, Lukasz and Mestel, Roland (2011): The relationship between budgetary expenditure and economic growth in Poland. Published in: CEJOR

Guzman, Giselle (2007): Using sentiment surveys to predict GDP growth and stock returns. Published in: The Making of National Economic Forecasts No. Edward Elgar Publishing LTD (2009): pp. 319-351.

Guzman, Giselle C. (2007): Using sentiment to predict GDP growth and stock returns. Published in: The Making of National Economic Forecasts No. Edward Elgar Publishing LTD (2009): pp. 319-351.

Guzman, Giselle C. (2010): The case for higher frequency inflation expectations.

Guzman, Giselle C. (2009): An inflation expectations horserace.

H

HASHIGUCHI, Yoshihiro and HAMORI, Shigeyuki (2010): Small sample properties of CIPS panel unit root test under conditional and unconditional heteroscedasticity.

Hahn, Jinyong and Hirano, Keisuke and Karlan, Dean (2008): Adaptive Experimental Design Using the Propensity Score.

Halkos, George and Tsirivis, Apostolos (2019): Using Value-at-Risk for effective energy portfolio risk management.

Halkos, George and Tzeremes, Nickolaos (2011): Kuznets curve and environmental performance: evidence from China.

Halkos, George and Tzirivis, Apostolos (2018): Effective energy commodities’ risk management: Econometric modeling of price volatility.

Hall, Alastair R. and Han, Sanggohn and Boldea, Otilia (2008): Inference regarding multiple structural changes in linear models estimated via two stage least squares.

Hamrita, Mohamed Essaied and Ben Abdallah, Nidhal and Ben Ammou, Samir (2009): The Multi-Scale Interaction between Interest Rate, Exchange Rate and Stock Price.

Harding, Don (2008): FoolWatch - Further Discussion of Econometric Analysis Undertaken By ACCC.

Harding, Don (2008): FoolWatch: A Case study of econometric analysis and evidenced-based-policy making in the Australian Government.

Harin, Alexander (2009): Разрывы в шкале вероятностей. Расчет величин разрывов.

Hasan, Syed Akif and Subhani, Muhammad Imtiaz and Osman, Ms. Amber (2011): Marketing is all about taking money from customers (an application of Tobit model). Forthcoming in: International Research Journal of Finance and Economics

He, Zhongfang (2018): A Class of Generalized Dynamic Correlation Models.

Herrera Gómez, Marcos and Mur Lacambra, Jesús and Ruiz Marín, Manuel (2011): ¿Cuál matriz de pesos espaciales?. Un enfoque sobre selección de modelos.

Herrera Gómez, Marcos and Ruiz Marín, Manuel and Mur Lacambra, Jesús (2014): Testing Spatial Causality in Cross-section Data.

Herrera Gómez, Marcos and Ruiz Marín, Manuel and Mur Lacambra, Jesús and Paelinck, Jean (2010): A Non-Parametric Approach to Spatial Causality.

Hillier, Grant (1986): Joint Tests for Zero Restrictions on Non-negative Regression Coefficients. Published in: Biometrika , Vol. 73, No. 3 (1986): pp. 657-669.

Hillier, Grant and Martellosio, Federico (2006): Spatial design matrices and associated quadratic forms: structure and properties. Published in: Journal of Multivariate Analysis , Vol. 97, (2006): pp. 1-18.

Hlongwane, Nyiko Worship and Daw, Olebogeng David (2021): An increase of electricity generation can lead to economic growth in South Africa.

Hlongwane, Nyiko Worship and Daw, Olebogeng David and Sithole, Mixo Sweetness (2022): Determinants of taxation in South Africa: an econometric approach.

Hlongwane, Nyiko Worship and Mmutle, Tumelo Donald and Daw, Olebogeng David (2021): The relationship between foreign direct investment and economic growth in SADC region from 2000 to 2019: An econometric view.

Hooy, Chee-Wooi and Chan, Tze-Haw (2008): Examining Exchange Rates Exposure, J-Curve and the Marshall-Lerner Condition for High Frequency Trade Series between China and Malaysia.

Hui, Yongchang and Wong, Wing-Keung and BAI, ZHIDONG and Zhu, Zhen-Zhen (2017): A New Nonlinearity Test to Circumvent the Limitation of Volterra Expansion with Application. Forthcoming in: Journal of the Korean Statistical Society (2017)

Hui, Yongchang and Wong, Wing-Keung and Bai, Zhidong and Zhu, Zhenzhen (2016): A New Nonlinearity Test to Circumvent the Limitation of Volterra Expansion with Applications.

Hurvich, Cliiford and Wang, Yi (2006): A Pure-Jump Transaction-Level Price Model Yielding Cointegration, Leverage, and Nonsynchronous Trading Effects.

Hussain, Karrar (2009): Causal Ordering Between Inflation and Productivity of Labor and Capital: An Empirical Approach for Pakistan.

Hwang, Tsorng-Chyi and Chen, Meng-Gu and Chang, Chia-Lin (2010): Price Stabilization in the Taiwan Hog and Broiler Industries: Evidence from a STAR Approach.

I

INSEL, Aysu and TEKCE, Mahmut (2010): Econometric Analysis of the Bilateral Trade Flows in the Gulf Cooperation Council Countries.

INSEL, Aysu and TEKCE, Mahmut (2010): Econometric analysis of the bilateral trade flows in the Gulf Cooperation Council countries.

Iheonu, Chimere and Ihedimma, Godfrey and Onwuanaku, Chigozie (2017): Institutional Quality and Economic Performance in West Africa.

Iqbal, Javed and Mehmood, Sultan (2012): Terrorism & Its Impact On Foreign Flows: Lessons From Pakistan.

Islam, Tanweer ul (2008): Normality Testing- A New Direction.

Izatov, Asset (2015): The Role of Oil Prices, Real Effective Exchange Rate and Inflation in Economic Activity of Russia: An Empirical Investigation. Published in: Eastern European Business and Economics Journal , Vol. Vol.1, No. 2015 (16 January 0005): pp. 48-70.

Izatov, Asset (2014): Testing the Effect of the Conflict in Georgia in 2008 on Energy Market.

Izhar, Ahmad and Tariq, Masood (2009): Impact of Institutional Credit on Aggregate Agricultural Production in India during Post Reform Period.

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Jadidzadeh, Ali (2022): An Application of Smooth Transition Regression Models to Homeless Research.

Jimenez, Ivett and Alvarado, Rafael (2022): Análisis sobre la incidencia de la deuda pública en el crecimiento económico de Ecuador durante el periodo 1990-2019.

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Kahia, Montassar (2017): The key factors of export intensity in Tunisia: A Logistic regression with random effect model.

Kalantzis, Fotis and Sakellaris, Kostis (2012): Investigating the Impact of the Greek Electricity Market Reforms on its Day-Ahead Market Prices.

Kamal, Mona (2011): Bayesian Estimation of Dynamic Stochastic General Equilibrium Model Using UK Data.

Karkowska, Renata (2014): Is the Central and Eastern European banking systems stable? Evidence from the recent financial crisis.

Khan, Shakeeb and Ponomareva, Maria and Tamer, Elie (2011): Identification of Panel Data Models with Endogenous Censoring.

Khan, Zahid and Asghar, Zahid (2009): Determination of stochastic vs. deterministic trend in quarterly GDP of Pakistan.

Khobai, Hlalefang and Mbeki, Zizipho Mihlali (2018): Health and economic growth in Vista countries: An ARDL bounds test approach.

Kirkpatrick, Colin and Raihan, Selim and Bleser, Adam and Prud'homme, Dan and Mayrand, Karel and Morin, Jean Frederic and Pollitt, Hector and Hinojosa, Leonith and Williams, Michael (2011): Trade sustainability impact assessment (SIA) on the comprehensive economic and trade agreement (CETA) between the EU and Canada: Final report. Published in: European Commission Trade Assessments (September 2011)

Kociecki, Andrzej (2010): Algebraic theory of identification in parametric models.

Kociecki, Andrzej (2013): Bayesian Approach and Identification.

Konstantakis, Konstantinos N. and Michaelides, Panayotis G. (2017): Technology and Business Cycles: A Schumpeterian Investigation for the USA.

Kontek, Krzysztof (2010): Density Based Regression for Inhomogeneous Data: Application to Lottery Experiments.

Kontek, Krzysztof (2010): Estimation of Peaked Densities Over the Interval [0,1] Using Two-Sided Power Distribution: Application to Lottery Experiments.

Kontek, Krzysztof (2010): Mean, Median or Mode? A Striking Conclusion From Lottery Experiments.

Korobilis, Dimitris (2019): High-dimensional macroeconomic forecasting using message passing algorithms.

Koundouri, Phoebe (2004): Econometrics Informing Natural Resources Management:Selected Empirical Analyses. Published in: (2004)

Kozhurin, Fedir (2011): Supramacroeconomics: the newest management technology.

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Kristoufek, Ladislav (2009): R/S analysis and DFA: finite sample properties and confidence intervals.

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Lau, Evan and Hamzah, Siti Nur Zahara (2012): Crimonometric Analysis: Testing the Deterrence Hypothesis in Sabah.

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Ledenyov, Dimitri O. and Ledenyov, Viktor O. (2014): On the winning virtuous strategies for ultra high frequency electronic trading in foreign currencies exchange markets.

Ledenyov, Dimitri O. and Ledenyov, Viktor O. (2013): To the problem of evaluation of market risk of global equity index portfolio in global capital markets.

Ledenyov, Dimitri O. and Ledenyov, Viktor O. (2013): Venture capital optimal investment portfolio strategies selection in diffusion - type financial systems in global capital markets with nonlinearities.

Ledenyov, Dimitri O. and Ledenyov, Viktor O. (2015): Wave function method to forecast foreign currencies exchange rates at ultra high frequency electronic trading in foreign currencies exchange markets.

Leeb, Hannes and Pötscher, Benedikt M. (2013): Testing in the Presence of Nuisance Parameters: Some Comments on Tests Post-Model-Selection and Random Critical Values.

Li, Dong and Ling, Shiqing and Zhu, Ke (2016): ZD-GARCH model: a new way to study heteroscedasticity.

Li, Jia (2009): Finance-growth Nexus in China: A Channel Decomposition Analysis. Published in: ICCS Journal of Modern Chinese Studies , Vol. 1, No. 1 (23 March 2009): pp. 51-82.

Liao, Yuan and Jiang, Wenxin (2011): Posterior consistency of nonparametric conditional moment restricted models. Published in: Annals of Statistics , Vol. 39, No. 6 (2011): pp. 3003-3031.

Liebl, Dominik (2010): Estimation of the Semiparametric Factor Model: Application to Modelling Time Series of Electricity Spot Prices.

Liebl, Dominik (2010): Modeling hourly Electricity Spot Market Prices as non stationary functional times series.

Liew, Venus Khim-Sen and Baharumshah, Ahmad Zubaidi and Puah, Chin-Hong (2009): Monetary Model of Exchange Rate for Thailand: Long-run Relationship and Monetary Restrictions. Forthcoming in: Global Economic Review

Liu, Kaiola (2023): Quantitative and Qualitative Finance Practices: Anomaly Pattern Recognition. Published in: , Vol. 1, (27 August 2023): pp. 1-30.

Liu, Luke (2011): Monetary policy, bank size and bank lending: Evidence from Australia.

Liu-Evans, Gareth (2010): An alternative approach to approximating the moments of least squares estimators.

Livan, Giacomo and Alfarano, Simone and Scalas, Enrico (2011): The fine structure of spectral properties for random correlation matrices: an application to financial markets.

Lotfi, Habib and Ahmadzadeh Mashinchi, Sina (2008): Investigating the effect of granted facilities by specialist banks to agriculture part on value added agriculture part of Iran. Published in: American-Eurasian J. Agric. & Environ. Sci. , Vol. 2, No. Supple 1 (2008): pp. 145-150.

Lozano Rojas, Felipe Andres (2011): HUMAN Capital Contracts in Chile : An excercise based on Income data on Chilean HE graduates. Published in: Latin American Jounal of Economics , Vol. 49, No. 2 (29 November 2012): pp. 185-215.

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MAO TAKONGMO, Charles Olivier (2016): Government spending, GDP and exchange rate in Zero Lower Bound: measuring causality at multiple horizons.

MEZUI-MBENG, Pamphile (2010): Tramsission de la politique monétaire: le cas des pays de la CEMAC. Forthcoming in: : pp. 1-34.

Mabrouki, Mohamed (2017): Analyse empirique de la relation entre les décisions de renouvellement des brevets et les montants d’annuités. Published in: International Journal of Scientific & Engineering Research ISSN 2229-5518 , Vol. 8, No. 1 (January 2017): pp. 1962-1970.

Mahmud, Hassan (2009): Oil Price Shocks and Monetary Policy Aggregates in Nigeria: A Structural VAR Approach.

Mailu, Stephen and Lukibisi, Barasa and Waithaka, Michael (2011): Application of various count models: Sahiwal demand from Naivasha.

Makhankov, V. G. and Aguero-Granados, M. A. (2010): Quantifying Flexibility Real Options Calculus.

Makhankov, V. G. and Aguero-Granados, M. A. (2010): Quantifying Flexibility Real Options Calculus.

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Makieła, Kamil and Marzec, Jerzy and Pisulewski, Andrzej (2016): Productivity Change Analysis of Polish Dairy Farms After Poland’s Accession to the EU – An Output Growth Decomposition Approach.

Maldonado, Diego and Pazmiño, Mariela (2008): Nuevas Herramientas para la Administración del Riesgo Crediticio: El caso de una Cartera Crediticia Ecuatoriana. Published in: Cuestiones Económicas , Vol. 2, No. 2 (30 September 2008): pp. 5-75.

Malefaki, Valia (2015): On Flexible Linear Factor Stochastic Volatility Models.

Malik, Muhammad Irfan and Rehman, Atiq-ur- (2014): Choice of Spectral Density Estimator in Ng-Perron Test: Comparative Analysis.

Malini, Nair (2005): An Actuarial Analysis of Calibration of Crop Insurance Premiums to Heterogeneous Risks.

Malini, Nair (2005): Arbitrage, cointegration and testing the unbiasedness hypothesis in coffee futures traded at the CSCE.

Mapa, Dennis S and Sandoval, Monica Flerida B and Yap, David Joseph Emmanuel B (2009): Investigating the Presence of Regional Economic Growth Convergence in the Philippines using Kalman Filter.

Mapa, Dennis S. (2004): A Forecast Comparison of Financial Volatility Models: GARCH (1,1) is not Enough. Published in: The Philippine Statistician , Vol. 53, No. 1-4 (2004): pp. 1-10.

Mapa, Dennis S. (2003): A Range-Based GARCH Model for Forecasting Volatility. Published in: The Philippine Review of Economics , Vol. XL, No. 2 (December 2003): pp. 73-90.

Mapa, Dennis S. and Briones, Kristine Joy S. (2006): Measuring the Common Component of Stock Market Fluctuations in the Asia-Pacific Region. Published in: The Philippine Statistician , Vol. 55, No. 1-4 (December 2006): pp. 103-117.

Mapa, Dennis S. and Briones, Kristine Joy S. (2007): Robustness Procedures in Economic Growth Regression Models. Published in: The Philippine Review of Economics , Vol. XLIV, No. 2 (December 2007): pp. 71-84.

Mapa, Dennis S. and Cayton, Peter Julian and Lising, Mary Therese (2009): Estimating Value-at-Risk (VaR) using TiVEx-POT Models.

Mapa, Dennis S. and Suaiso, Oliver Q. (2009): Measuring market risk using extreme value theory.

Mariscal de Gante, Álvaro and Rodríguez, Víctor (2018): Retrato de la pobreza económica en España diez años después del inicio de la crisis: Un análisis descriptivo, bivariante y logístico de la insuficiencia de ingresos en 2018.

Martellosio, Federico (2006): Power Properties of Invariant Tests for Spatial Autocorrelation in Linear Regression.

Massaro, Alessandro and Giardinelli, Vito O. M. and Cosoli, Gabriele and Magaletti, Nicola and Leogrande, Angelo (2022): The Prediction of Hypertension Risk.

Matkovskyy, Roman (2012): Прогнозування реакції економіки України на економічні шоки в сусідніх державах: глобальна векторна авторегресійна модель «Україна-сусіди». Forthcoming in: Economy and Forecast

Matkovskyy, Roman (2012): Прогнозування розвитку економіки України на основі баєсівських авторегресійних (BVAR) моделей з різними priors. Forthcoming in:

Matkovskyy, Roman (2012): The Index of the Financial Safety (IFS) of South Africa and Bayesian Estimates for IFS Vector-Autoregressive Model.

Matsuki, Takashi and Usami, Ryoichi (2008): Long-run growth patterns within Asian NIEs: Empirical analysis based on the panel unit root test, allowing the heterogeneity of time trend and endogenous multiple structural breaks.

Matyas, Laszlo and Hornok, Cecilia and Pus, Daria (2012): The formulation and estimation of random effects panel data models of trade.

Miankhel, Adil Khan and Kalirajan, Kaliappa and Thangavelu, Shandre (2010): Integration, decoupling and the global financial crisis: A global perspective.

Michaelides, Panayotis G. and Belegri-Roboli, Athena and Markaki, Maria (2012): A non-linear Leontief–type input-output model.

Mishra, SK (2008): Construction of composite indices in presence of outliers.

Mishra, SK (1984): Taxonomical analysis of regional development by outranking relations on multiple principal components. Published in: Hill Geographer , Vol. 3, No. 1 (June 1984): pp. 20-28.

Mishra, SK (2008): A new method of robust linear regression analysis: some monte carlo experiments.

Mnasri, Ayman and Nechi, Salem (2019): New Approach to Estimating Gravity Models with Heteroscedasticity and Zero Trade Values.

Modena, Matteo (2008): Yield curve, time varying term premia, and business cycle fluctuations.

Mohamed, Issam A.W. (2011): Introduction to the Macroeconomic Structure of Yemen.

Mohamed, Issam A.W. (2011): Optimization of hydroelectric power generation, case study of Roseires Dam in Sudan.

Mohamed, Issam A.W. (2011): Utilizing System Dynamics Models in Analyzing Macroeconomic Variables of Yemen.

Mohamed Hassan, Hisham (2008): Cointegration growth, poverty and inequality in Sudan. Published in: ssrn

Mohamed Hassan, Hisham (2010): Social protection and economic growth in the Sudan: Trends, perspectives, cointegration and causality. Published in: SSRN

Mohammad, Sulaiman D. and Lal, Irfan (2010): The Euro Dollar Exchange Rate & Pakistan Economy. Published in: European Journal of Scientific Research , Vol. 42, No. 1 (10 December 2010): pp. 6-15.

Mohammed, Shehu Tijjani (2009): Domestic Debt Dynamics and Fiscal Sustainability in Nigeria: An Empirical Evidence.

Morone, Marco and Cornaglia, Anna (2010): An econometric model to quantify benchmark downturn LGD on residential mortgages.

Moyo, Clement and Khobai, Hlalefang (2018): Trade openness and economic growth in SADC countries. Published in:

Mudiangombe, Benjamin and Muteba Mwamba, John Weirstrass (2019): Dependence Structure of Insurance Credit Default Swaps.

Mukherjee, Sacchidananda and Chakraborty, Debashis (2010): Is there any relationship between Economic Growth and Human Development? Evidence from Indian States.

Mukherjee, Sacchidananda and Shah, Zankhana and Kumar, M. Dinesh (2008): Large reservoirs: are they the last Oasis for the survival of cities in India? Published in: Published in: Proceedings of the IWMI-Tata Water Policy Research Program’s Seventh Annual Partners’ Meet, “Managing Water in the Face of Growing Scarcity, Inequity and Declining Returns: Exploring Fresh Approaches”, ICRISAT Campus, Andhra Pradesh, , Vol. Volume, (April 2008): pp. 908-923.

Mynbaev, Kairat (2003): Asymptotic properties of OLS estimates in autoregressions with bounded or slowly growing deterministic trends. Published in: Communications in Statistics—Theory and Methods , Vol. 35, (2006): pp. 499-520.

Mynbaev, Kairat (2007): Comment on "Regression with slowly varying regressors and nonlinear trends" by P.C.B. Phillips.

Mynbaev, Kairat (2010): Companion for “Statistics for Business and Economics” by Paul Newbold, William L. Carlson and Betty Thorne.

Mynbaev, Kairat (2000): $L_p$-Approximable sequences of vectors and limit distribution of quadratic forms of random variables. Published in: Advances in Applied Mathematics , Vol. 26, (2001): pp. 302-329.

Mynbaev, Kairat (2009): OLS Estimator for a Mixed Regressive, Spatial Autoregressive Model: Extended Version.

Mynbaev, Kairat (2009): Regressions with Asymptotically Collinear Regressor. Published in: Econometrics Journal , Vol. 14, (June 2011): pp. 304-320.

Mynbaev, Kairat and Ibrayeva, Saniya (2011): Housing market of Almaty. Published in: Herald of the Kazakh-British Technical University No. 2 (17) (2011): pp. 88-93.

Mynbayev, Kairat (2007): OLS Asymptotics for Vector Autoregressions with Deterministic Regressors. Published in: EURASIAN MATHEMATICAL JOURNAL , Vol. 9, No. 1 (2018): pp. 40-68.

Møller, Niels Framroze (2015): Energy Demand, Substitution and a Potential for Electrification: An econometric analysis of eight Danish subsectors.

Müller, Ulrich A and Bürgi, Roland and Dacorogna, Michel M (2004): Bootstrapping the economy -- a non-parametric method of generating consistent future scenarios.

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Nath, Sushmit (2007): Religion & Economic Growth and Development.

Nganou, Jean-Pascal (2005): Estimates of Armington parameters for a landlocked economy.

Nickl, Richard and Pötscher, Benedikt M. (2009): Efficient Simulation-Based Minimum Distance Estimation and Indirect Inference.

Nizar, Muhammad Afdi (2011): SIKLIKALITAS KEBIJAKAN FISKAL DI INDONESIA. Published in: Jurnal Keuangan dan Moneter , Vol. 14, No. 1 (2011): pp. 55-82.

Nwachukwu, Ifeanyi N. and Ezeh, Chima I. (2007): Impact of Selected Rural Development Programmes on Poverty Alleviation in Ikwuano LGA, Abia State, Nigeria. Published in: African Journal of Food, Agriculture, Nutrition and Development, Kenya , Vol. 7, No. 5 (2007): pp. 1-17.

Nwachukwu, Ifeanyi Ndubuto and Onyenweaku, Chris/E (2007): Economic Efficiency Of Fadama Telfairia Production In Imo State Nigeria: A Translog Profit Function Approach. Published in: Journal of Agricultural Research and Policies, Nigeria , Vol. 4, No. 2 (2007): pp. 87-93.

Nyamwange, Mathew (2009): Foreign direct investment in Kenya.

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OKPARA, GODWIN CHIGOZIE (2012): On whether foreign direct investment catalyzes economic development in Nigeria.

Obinyeluaku, Moses and Viegi, Nicola (2009): How does fiscal policy affect monetary policy in the Southern African Community (SADC)?

Odusanya, Ibrahim Abidemi and Atanda, Akinwande AbdulMaliq (2010): Analysis of inflation and its determinants in Nigeria. Published in: Pakistan Journal of Social Sciences , Vol. 7, No. 2 (2010): pp. 97-100.

Okoye, B.C and Asumugha, G.N and Okezie, C.A and Tanko, L and Onyenweaku, C.E (2006): Econometric Assessment of the Trend in Cocoyam Production in Nigeria, 1960/61-2003/2006. Published in: Agricultural Journal , Vol. 3, No. 2 (2008): pp. 99-101.

Okpara, Godwin Chigozie (2012): An Error Correction Model Analysis of the Determinant of Foreign Direct Investment: Evidence from Nigeria.

Olayeni, Olaolu Richard (2009): A small open economy model for Nigeria: a BVAR-DSGE approach.

Olenev, H.H. and Pechenkin, R.V. and Chernecov, A.M. (2007): Параллельное программирование в MATLAB м его приложения. Published in: (15 May 2007): pp. 1-120.

Olenev, Nicholas and Petrov, Alexander and Shatrov, Anatoly (2008): Технология высокопроизводительных вычислений в исследовании влияния сектора биотехнологий на макропоказатели развития экономики Кировской области. Published in: (27 March 2008): pp. 94-106.

Olkhov, Victor (2022): Market-Based Asset Price Probability.

Olkhov, Victor (2022): The Market-Based Asset Price Probability.

Omay, Nazli C. and Karadagli, Ece C. (2010): Testing Weak Form Market Efficiency for Emerging Economies: A Nonlinear Approach.

Omay, Tolga (2012): The comparison of optimization algorithms on unit root testing with smooth transition.

Omay, Tolga Omay and Hasanov, Mubariz (2006): Türkiye için reaksiyon fonksiyonunun doğrusal olmayan modelle tahmin edilmesi.

Onatski, Alexei and Uhlig, Harald (2009): Unit Roots in White Noise.

Onour, Ibrahim (2009): Financial Integration of North Africa Stock Markets.

Onour, Ibrahim (2010): The Global Financial Crisis and Equity Markets in Middle East Oil Exporting Countries.

Onour, Ibrahim (2009): Natural Gas markets:How Sensitive to Crude Oil Price Changes?

Onour, Ibrahim (2009): Rational bubbles and volatility persistence in India stock market.

Oparinde, Adewale and Hodge, Ian (2011): Building livelihood resilience: a case study of factors affecting farm households’ adoption of coping and adaptive strategies in rural Nigeria.

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Paccagnini, Alessia (2010): DSGE Model Evaluation in a Bayesian Framework: an Assessment.

Pacifico, Daniele (2009): Estimation of a latent class discrete choice panel data model via Maximum Likelihood and EM algorithms in Stata.

Padder, Altaf-Hussain and Bommayasamy, Mathavan (2022): Structural Transformation Path Across Indian States: Findings from Panel Data Analyses.

Panait, Iulian and Constantinescu, Alexandru (2012): Stylized facts of the daily and monthly returns for the European stock indices during 2007-2012. Forthcoming in: Journal of Applied Quantitative Methods No. 3 (2012)

Papageorgiou, Theofanis and Michaelides, Panayotis G. and Milios, John (2009): Economic Fluctuations, Cyclical Regularities and Technological Change: The U.S. Food Sector (1958–2006).

Parker, John C. (2005): What is the most appropriate model for generating scenarios for daily foreign exchange rates?

Parrini, Alessandro (2012): Indirect estimation of GARCH models with alpha-stable innovations.

Patnaik, Unmesh and Narayanan, K (2010): Vulnerability and Coping to Disasters: A Study of Household Behaviour in Flood Prone Region of India.

Pavlyuk, Dmitry (2008): An Efficiency Analysis of European Countries' Railways. Published in: Proceedings of the 8th International Conference Reliability and Statistics in Transportation and Communication (October 2008): pp. 229-236.

Pavlyuk, Dmitry (2009): Statistical Analysis of the Relationship between Public Transport Accessibility and Flat Prices in Riga. Published in: Transport and Telecommunication , Vol. 10, No. 2 (2009): pp. 26-32.

Pedauga, Luis Enrique and Pineda, Julio and Dorta, Miguel (2004): Rivalidad por clientes en el mercado cambiario venezolano. Published in: Serie Documentos de Trabajo No. 66 : pp. 1-59.

Pereira, Vítor (2009): Factores explicativos do crescimento do PIB português.

Pincheira, Pablo and Hardy, Nicolas (2020): The Mean Squared Prediction Error Paradox: A summary.

Pincheira, Pablo and Hardy, Nicolás (2019): Forecasting Aluminum Prices with Commodity Currencies.

Pincheira, Pablo and Hardy, Nicolás and Muñoz, Felipe (2021): "Go wild for a while!": A new asymptotically Normal test for forecast evaluation in nested models.

Pincheira, Pablo and Jarsun, Nabil (2020): Summary of the Paper Entitled: Forecasting Fuel Prices with the Chilean Exchange Rate.

Pincheira, Pablo and Neumann, Federico (2018): Can we beat the Random Walk? The case of survey-based exchange rate forecasts in Chile.

Piątkowski, Marcin J. (2020): Results of SME Investment Activities: A Comparative Analysis among Enterprises Using and Not Using EU Subsidies in Poland. Published in: Administrative Sciences , Vol. 10, No. 1 (8 January 2020): pp. 1-26.

Polishchuk, Leonid and Borisova, Ekaterina (2010): Performance assessment of Russian homeowners associations : The importance of being social. Published in:

Povh, Martin and Fleten, Stein-Erik (2009): Modeling long-term electricity forward prices.

Pulok, Mohammad Habibullah (2010): The Impact of Corruption on Economic Development of Bangladesh:Evidence on the Basis of an Extended Solow Model.

Pötscher, Benedikt M. and Schneider, Ulrike (2008): Confidence sets based on penalized maximum likelihood estimators.

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Qian, Hang (2009): Estimating SUR Tobit Model while errors are gaussian scale mixtures: with an application to high frequency financial data.

Quiñones, Esteban J. (2006): The Indigenous Heterogeneity of Oportunidades: Ample or Insufficient Human Capital Accumulation?

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Raghav, Manu and Barreto, Humberto (2011): Understanding and teaching unequal probability of selection.

Raihan, Selim (2011): Infrastructure and Growth and Poverty in Bangladesh. Forthcoming in:

Raihan, Tasneem (2017): Performance of Markov-Switching GARCH Model Forecasting Inflation Uncertainty.

Ramon Antonio, Rosales Alvarez and Jorge Andres, Perdomo Calvo and Carlos Andres, Morales Torrado and Jaime Alejandro, Urrego Mondragon (2009): Fundamentos de econometría intermedia: Teoría y aplicaciones. Published in: Apuntes de Clase CEDE , Vol. 1, No. 2010 (January 2010): pp. 1-414.

Ramírez, Nerys F. (2016): Determinantes del Desempleo en la República Dominicana: Dinámica Temporal y Microsimulaciones. Published in:

Ranjan, Abhishek and Fosgerau, Mogens and Jenelius, Erik (2016): Emergence of a urban traffic macroscopic fundamental diagram.

Rao, B. Bhaskara (2008): Estimates of the Steady State Growth Rates for Selected Asian Countries with an Extended Solow Model.

Rao, Surekha and Ghali, Moheb and Krieg, John (2008): On the J-test for nonnested hypotheses and Bayesian extension.

Rehman, Atiq-ur- and Malik, Muhammad Irfan (2014): The modified R a robust measure of association for time series. Published in: Electronic Journal of Applied Statistical Analysis , Vol. 7, No. 1 (26 April 2014): pp. 1-13.

Renfro, Charles G (2009): Building and Using a Small Macroeconometric Model: Klein Model I as an Example.

Rimgailaite, Ramune (2012): Exchange rate modelling for Lithuania and Switzerland.

Rodríguez, Carlos A. (2011): Credibilidad, pérdida social y estancamiento económico: el caso de Puerto Rico. Published in: Revista de Ciencias Sociales , Vol. N/A, No. 22 (2011): pp. 1-19.

Rodríguez Núñez, Juan Bautista (2022): Pobreza e informalidad, ¿un dilema de causalidad reversa en la República Dominicana? Published in: Ciencia, Economía y Negocios , Vol. 6, No. 2 (26 November 2022): pp. 71-100.

Rodríguez Núñez, Juan Bautista and Guerra Salazar, Isaac Enmanuel (2019): Una Aplicación de la Descomposición Blinder–Oaxaca junto a regresiones por cuantiles de influencia recentrada al sector formal e informal y sus determinantes.

Rodríguez Núñez, Juan Bautista and Taveras Velez, Hamilton (2020): Determinantes de la Violencia entre Parejas (VEP) hacia la mujer en los hogares en la República Dominicana: un perfil basado en el Enfoque Ecológico de la Violencia (EEV).

Roselli, Luigi and Seccia, Antonio and Stasi, Antonio (2006): Atteggiamento dei consumatori nei confronti dell’evoluzione del sistema agro-alimentare: L’introduzione di alimenti geneticamente modificati. Published in: Rivista di Economia Agroalimentare , Vol. 1, (2006)

Rossi, Eduardo and Spazzini, Filippo (2008): Model and distribution uncertainty in multivariate GARCH estimation: a Monte Carlo analysis.

Rotaru, Paul Costel (2011): Identificarea disparităților regionale privind ocuparea populatiei pe domenii de activitate în România în anul 2009. Forthcoming in:

Roth, Lucas and Lowitzsch, Jens and Yildiz, Özgür and Hashani, Alban (2016): The impact of (co-) ownership of renewable energy production facilities on demand flexibility.

Roychowdhury, Punarjit and Dutta, Mousumi (2011): Regulation, governance and informality: an empirical analysis of selected countries.

Ruja, Catalin (2014): Macro Stress-Testing Credit Risk in Romanian Banking System.

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Saba, Irum and Alsayyed, Nidal (2010): Alternative Pricing Mechanisms for Islamic Financial Instruments: Economic Perspective.

Saba, Irum and Alsayyed, Nidal (2010): Economic Pricing Mechanisms for Islamic Financial Instruments: Ijarah Model.

Sahbaz, A (2011): Cari İşlem Açıklarının Sürdürülebilirliği: 2001-2011 Türkiye Örneği. Published in: Çukurova Üniversitesi Sosyal Bilimler Enstitüsü Dergisi , Vol. 20, No. 3 (15 December 2011): pp. 417-432.

Saltoglu, Burak and Yenilmez, Taylan (2010): Analyzing Systemic Risk with Financial Networks An Application During a Financial Crash.

Samà, Danilo (2014): Essays on economic analysis of competition law: theory and practice.

Santarossa, Gino (2008): Note d'introduction sur l'évaluation d'impact d'un programme public par la méthode de régression par discontinuité.

Santos, Edward P. and Mapa, Dennis S. and Glindro, Eloisa T. (2011): Estimating Inflation-at-Risk (IaR) using Extreme Value Theory (EVT).

Santos, João and Domingos, Tiago and Sousa, Tânia and St. Aubyn, Miguel (2016): Does a small cost share reflect a negligible role for energy in economic production? Testing for aggregate production functions including capital, labor, and useful exergy through a cointegration-based method.

Sasikumar, Anoop (2011): Testing for weak form market efficiency in Indian foreign exchange market. Published in: The IUP Journal of Monetary Economics , Vol. 9, No. 3 (August 2011): pp. 7-19.

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