Munich Personal RePEc Archive

Items where Subject is "C - Mathematical and Quantitative Methods > C3 - Multiple or Simultaneous Equation Models; Multiple Variables > C30 - General"

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Number of items at this level: 105.

A

Abbassi, Abdessalem and Tamini, Lota D. and Gervais, Jean-Philippe (2011): Do inventories have an impact on price transmission? Evidence from the Canadian chicken industry.

Afzal, Sarwat (2009): To Estimate An Equation Explaining The Determinants Of Dowry. Published in: IUB Journal of Social Sciences and Humanities , Vol. Volume, (2007): pp. 33-47.

Aguado, Itziar (2005): La Agenda 21 Local como instrumento de desarrollo sostenible.

Aiello, Francesco and Ricotta, Fernanda (2014): Firm heterogeneity in productivity across Europe. What explains what?

Alviar Ramírez, Mauricio and Restrepo Patiño, Medardo and Gallón Gómez, Santiago (2002): Un modelo RSDAIDS para las importaciones de madera de Estados Unidos y sus implicaciones para Colombia. Published in: Borradores del CIE No. 2 (November 2002): pp. 1-21.

Arip, Mohammad Affendy and Yee, Lau Sim and Abdul Karim, Bakri (2010): Export Diversification and Economic Growth in Malaysia.

B

Bacci, Silvia and Bartolucci, Francesco and Pieroni, Luca (2012): A causal analysis of mother’s education on birth inequalities.

Barnett, William A. and Chauvet, Marcelle and Tierney, Heather L. R. (2008): Measurement Error in Monetary Aggregates: A Markov Switching Factor Approach.

Barnett, William A. and Duzhak, Evgeniya A. (2008): Empirical assessment of bifurcation regions within new Keynesian models.

Barnett, William A. and Serletis, Apostolos (2008): Consumer preferences and demand systems.

Barnett, William A. and Serletis, Apostolos and Serletis, Demitre (2012): Nonlinear and Complex Dynamics in Economics.

Barnett, William A. and Usui, Ikuyasu (2006): The Theoretical Regularity Properties of the Normalized Quadratic Consumer Demand Model.

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

Benkovskis, Konstantins (2005): Econometric analysis and forecasting of Latvia's balance of payments.

Bianchi, Carlo and Brillet, Jean-Louis and Calzolari, Giorgio (1984): Analyse et mesure de l'incertitude en prevision d'un modele econometrique. Application au modele mini-DMS. Published in: Annales de l'INSEE No. 54 (1984): pp. 31-62.

Bianchi, Carlo and Brillet, Jean-Louis and Calzolari, Giorgio (1985): Effectiveness versus reliability of policy actions under government budget constraint: the case of France.

Bianchi, Carlo and Brillet, Jean-Louis and Calzolari, Giorgio (1986): Forecasts and constraints on policy actions: the reliability of alternative instruments.

Bianchi, Carlo and Calzolari, Giorgio (1982): Evaluating forecast uncertainty due to errors in estimated coefficients: empirical comparison of alternative methods. Published in: Evaluating the reliability of macro-economic models No. Ed. by G.C.Chow and P.Corsi, John Wiley & Sons, Ltd. (1982): pp. 251-277.

Bianchi, Carlo and Calzolari, Giorgio (1983): Standard errors of forecasts in dynamic simulation of nonlinear econometric models: some empirical results. Published in: Time Series Analysis: Theory and Practice, ed. by O.D.Anderson No. Amsterdam: North Holland (1983): pp. 177-198.

Bianchi, Carlo and Calzolari, Giorgio and Corsi, Paolo (1976): Divergences in the results of stochastic and deterministic simulation of an Italian non linear econometric model. Published in: Simulation of Systems (1976): pp. 653-661.

Bianchi, Carlo and Calzolari, Giorgio and Corsi, Paolo (1979): Some results on the stochastic simulation of a nonlinear model of the Italian economy. Published in: Models and Decision Making in National Economies No. ed. by J. M. L. Janssen, L. F. Pau, and A. Straszak. Amsterdam: North-Holland (1979): pp. 411-418.

Bianchi, Carlo and Calzolari, Giorgio and Corsi, Paolo (1981): Standard errors of multipliers and forecasts from structural coefficients with block-diagonal covariance matrix. Published in: Dynamic Modelling and Control of National Economies (IFAC) No. Ed. by J. M. L. Janssen, L. F. Pau, and A. J. Straszak. Oxford: Pergamon Press (1981): pp. 311-316.

Bianchi, Carlo and Calzolari, Giorgio and Corsi, Paolo (1977): The asymptotic distribution of impact multipliers for a non-linear structural econometric model,. Published in: Seminari di Econometria e di Matematica Applicata. Universita' degli Studi di Modena: Istituto Statistico-Matematico, Facolta' di Economia e Commercio, (1979): pp. 1-24.

Bianchi, Carlo and Calzolari, Giorgio and Corsi, Paolo (1979): A package for analytic simulation of econometric models. Published in: Optimization Techniques: Proceedings of the 9th IFIP Conference on Optimization Techniques. Warsaw, September 4-8, 1979 (September 1980): pp. 404-413.

Bianchi, Carlo and Calzolari, Giorgio and Sartori, Franco (1982): Stime 2SLS con componenti principali di un modello non lineare dell' economia italiana. Published in: Note Economiche, Monte dei Paschi di Siena No. 2 (1982): pp. 114-132.

Bianchi, Carlo and Calzolari, Giorgio and Weihs, Claus (1986): Parametric and nonparametric Monte Carlo estimates of standard errors of forecasts in econometric models.

Brachet, Tanguy (2008): Maternal Smoking, Misclassification, and Infant Health.

Brida, Juan Gabriel and Pereyra, Juan Sebastián and Such, María Jesús and Pulina, Manuela (2011): Causalidad entre turismo y crecimiento económico de largo plazo: una revisión crítica de la literatura econométrica.

C

Cadogan, Godfrey (2010): Modeling And Forecasting Imported Japanese Parts Content Of US Transplants: An Error Correction And State Space Approach.

Calzolari, Giorgio (1992): Stima delle equazioni simultanee non-lineari: una rassegna. Published in: Atti della XXXVI Riunione Scientifica della Societa' Italiana di Statistica , Vol. 1, No. Roma: CISU-Centro d'Informazione e Stampa Universitaria (April 1992): pp. 447-458.

Calzolari, Giorgio (1979): Stochastic simulation experiments on Model 5 of Bonn University. Published in: Institut fuer Gesellschafts- u. Wirtschaftswissenschaften der Universitaet Bonn No. 102 (August 1979): pp. 1-28.

Calzolari, Giorgio (1979): The asymptotic distribution of power spectra in dynamic econometric models. Published in: Institut fuer Gesellschafts- u. Wirtschaftswissenschaften der Universitaet Bonn No. 101 (August 1979): pp. 1-21.

Calzolari, Giorgio (1979): The deterministic simulation bias in the Klein-Goldberger model. Published in: Institut fuer Gesellschafts- u. Wirtschaftswissenschaften der Universitaet Bonn No. 100 (July 1979): pp. 1-6.

Calzolari, Giorgio and Panattoni, Lorenzo (1987): Finite sample performance of the robust Wald test in simultaneous equation systems. Published in: Advances in Econometrics, ed. by G.F.Rhodes Jr. and T.B.Fomby , Vol. 7, No. Greenwich: JAI Press Inc. (1988): pp. 163-191.

Carton, Christine (2007): Un modèle de croissance cumulative étendu á l’éducation: une validation empirique pour la région asiatique.

Casadio, Paolo and Paradiso, Antonio and Rao, B. Bhaskara (2011): The dynamics of Italian public debt: Alternative paths for fiscal consolidation.

Chin-Hong, Puah and Muzafar Shah, Habibullah and Venus Khim-Sen, Liew (2009): Is Money Neutral In Stock Market? The Case of Malaysia. Published in: Economics Bulletin , Vol. 30, No. 3 (19. July 2010): pp. 1852-1861.

Chung, Heejung (2007): Do countries matter? Explaining the variation in the use of numerical flexibility arrangements across European companies using a Multi-level model.

Crudu, Federico and Sándor, Zsolt (2011): On the finite-sample properties of conditional empirical likelihood estimators.

D

Dasgupta, Madhuchhanda and Mishra, SK (2004): Least absolute deviation estimation of linear econometric models: A literature review.

Dennis, Wesselbaum (2012): Stochastic Volatility in the U.S. Labor Market.

Doko Tchatoka, Firmin Sabro (2012): Specification Tests with Weak and Invalid Instruments.

Doko Tchatoka, Firmin Sabro and Dufour, Jean-Marie (2008): Instrument endogeneity and identification-robust tests: some analytical results. Published in: Journal of Statistical Planning and Inference , Vol. 138, (12. March 2008): pp. 2649-2661.

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

Doko Tchatoka, Firmin (2010): Subset hypotheses testing and instrument exclusion in the linear IV regression.

Doko Tchatoka, Firmin (2011): Testing for partial exogeneity with weak identification.

Dridi, Mohamed (2013): Corruption and Economic Growth: The Transmission Channels. Published in: Journal of Business Studies Quarterly , Vol. 4, No. 4 (June 2013): pp. 121-152.

Duran-Vazquez, Rocio and Lorenzo-Valdes, Arturo and Ruiz-Porras, Antonio (2011): Valuación de acciones mexicanas mediante los modelos de Ohlson y Ohlson-Beta para firmas con ciclos de corto y largo plazos: Un análisis de cointegración.

Dutta, Mousumi and Husain, Zakir (2009): Determinants of crime rates: Crime Deterrence and Growth in post-liberalized India.

E

Erten, Irem and Okay, Nesrin (2012): Deciphering Liquidity Risk on the Istanbul Stock Exchange.

F

Fe, Eduardo and Hollingsworth, Bruce (2012): Estimating the eect of retirement on mental health via panel discontinuity designs.

G

Gervais, Jean-Philippe and Bonroy, Olivier and Couture, Steve (2006): Economies of Scale in the Canadian Food Processing Industry.

Gomez-Sorzano, Gustavo (2006): The econometrics of violence, terrorism and scenarios for peace in Colombia from 1950 to 2019.

Grady, Patrick (1985): The state of the art in Canadian macroeconomic modelling.

Grum, Andraž and Dolenc, Primož (2001): The analysis of factors that determine the level of interest rates paid on treasury bills in Slovenia. Published in: Economic Trends and Economic Policy , Vol. 11, No. 88 (11. October 2001): pp. 52-76.

H

Halkos, George and Tsilika, Kyriaki (2012): Programming identification criteria in simultaneous equation models.

Henningsen, Arne (2006): Modellierung von Angebots- und Nachfrageverhalten zur Analyse von Agrarpolitiken: Theorie, Methoden und empirische Anwendungen. Published in:

Henningsen, Arne and Hamann, Jeff (2006): systemfit: A Package to Estimate Simultaneous Equation Systems in R.

I

Insel, Aysu and Korkmaz, Abdurrahman (2010): The contagion effect: evidences from former Soviet Economies in Eastern Europe.

J

Jensen, Mark J (1995): A Monte Carlo study on two methods of calculating the MLEs covariance matrix in a seemingly unrelated nonlinear regression. Published in: Econometric Review , Vol. 14, : pp. 315-330.

K

KOUADIO, Hugues (2012): Droit foncier, productivité et investissement dans l'agriculture : cas du café en Côte d'Ivoire.

Kalniņš, Juris Roberts and Skribans, Valerijs and Ozoliņš, Gints (2009): Lauksaimniecības nozares stratēģiskās attīstības sistēmdinamikas modelēšana. Published in: LU raksti No. 743. sējums (2009): pp. 320-332.

Kleiber, Christian and Zeileis, Achim (2010): The Grunfeld Data at 50.

Kociecki, Andrzej (2013): Towards Understanding the Normalization in Structural VAR Models.

Kohonen, Anssi (2012): On detection of volatility spillovers in simultaneously open stock markets.

Kohonen, Anssi (2012): Transmission of Government Default Risk in the Eurozone.

Kumar, Saten and Paradiso, Antonio (2011): Assessing Sustainability of the Irish Public Debt.

L

Lahiri, Kajal and Gao, Chuanming (2002): A note on the double k-class estimator in simultaneous equations. Published in: Journal of Econometrics No. 108 (2002): pp. 101-111.

Lastauskas, Povilas and Bičiūnaitė, Audrė (2012): Strategies for Deeper Integration: Case Study of the Baltics.

Leitão, Nuno Carlos and Tripathi, Sabyasachi (2013): Portuguese Trade and European Union: The Gravity Model.

Lucarelli, Caterina and Palomba, Giulio (2007): Investors’ behaviour in the Chinese Stock Exchanges: Empirical Evidence in a Systemic Approach. Published in: Journal of Business and Policy Research , Vol. 3, No. 2 (November 2007): pp. 64-82.

Lyócsa, Štefan and Výrost, Tomáš and Baumöhl, Eduard (2011): Unit-root and stationarity testing with empirical application on industrial production of CEE-4 countries.

M

Maurice, Noemie and Davis, Junior (2011): Unravelling the underlying causes of price volatility in world coffee and cocoa commodity markets.

Mishra, SK (2007): A Brief History of Production Functions.

Mishra, SK (2004): Estimation under Multicollinearity: Application of Restricted Liu and Maximum Entropy Estimators to the Portland Cement Dataset.

Mishra, SK (2008): Robust Two-Stage Least Squares: some Monte Carlo experiments.

Modena, Matteo (2008): The term structure and the expectations hypothesis: a threshold model.

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

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

N

Nath, Golaka (2013): Repo Market – A Tool to Manage Liquidity in Financial Institutions.

P

Puah, Chin-Hong and Jayaraman, T. K. (2007): Dynamic linkage between Macroeconomic Activities and Stock Prices in Fiji. Published in: International Journal of Economics and Management. , Vol. 1, No. 2 (2007): pp. 229-244.

R

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.

Raposo, Mário and Alves, Helena (2007): A model of university choice: an exploratory approach.

Ringle, Christian M. and Götz, Oliver and Wetzels, Martin and Wilson, Bradley (2009): On the Use of Formative Measurement Specifications in Structural Equation Modeling: A Monte Carlo Simulation Study to Compare Covariance-Based and Partial Least Squares Model Estimation Methodologies. Published in: Research Memoranda from Maastricht (METEOR)

S

SHAH, Syed Muhammad Noaman Ahmed and KEBEWAR, mazen (2013): US Corporate Bond Yield Spread: A default risk debate.

Saltari, Enrico and Federici, Daniela (2013): Elasticity of substitution and technical progress: Is there a misspecification problem?

Siddiqui, Aamir Hussain and Iqbal, Javed (2010): Trade Openness and Growth: An Analysis of Transmission Mechanism in Pakistan.

Simplice A, Asongu (2011): Long-term effects of population growth on aggregate investment dynamics: selected country evidence for Africa. Forthcoming in:

Skribans, Valerijs (2011): Разработка модели системной динамики для энергетического сектора в Латвии. Published in: Материалы 9-ой международной конференции Государственное управление в XXI веке: Традиции и инновации , Vol. Часть , (2011): pp. 540-552.

Skribans, Valerijs (2010): Development of the Latvian energy sector system dynamic model. Published in: Proceedings of the 7th EUROSIM Congress on Modelling and Simulation , Vol. Vol.2:, (2010): pp. 1-8.

Skribans, Valerijs (2012): European Union Economy System Dynamic Model Development. Published in: Proceedings of the 30th International Conference of the System Dynamics Society (2012): pp. 3687-3697.

Skribans, Valerijs (2010): Latvijas energosektora sistēmdinamikas prognozēšanas modeļa izstrāde. Published in: RTU zinātniskie raksti , Vol. 26, No. 4 (2010): pp. 34-40.

Sokolovska, Olena and Sokolovskyi, Dmytro (2011): The effect of tax-tariff reform: evidence from Ukraine.

Stevans, Lonnie (2007): The Effect of Right-to-Work Laws on Business and Economic Conditions: A Multivariate Approach.

T

Theofanides, Faidon and Makri, Vasiliki and Mavroeidis, Vasileios and Iliopoulos, Dimitrios (2011): Profiling student smokers:a behavioral approach. Published in: MIBES Transactions, , Vol. 5, No. 2 (2011): pp. 136-157.

Torshizian, Eilya and Mehrara, Mohsen (2011): The effects of Economy, Values and Health on Happiness In Iran: the case of the Kish Island. Forthcoming in: Journal of Economic Psychology

Travaglini, Giuseppe and Rugiero, Serena (2011): Efficienza energetica: misurazioni e impatti.

Tripathi, Sabyasachi and Leitão, Nuno Carlos (2013): India’s Trade and Gravity Model: A Static and Dynamic Panel Data.

V

Vorobyev, Oleg Yu. (2013): Applicable eventology of safety: inconclusive totals. Published in: XII International Conference on FAM and Eventology of Safety, Siberian Federal University, Krasnoyarsk, Russia, 2013 (27. April 2013): pp. 39-48.

Vorobyev, Oleg Yu. (2008): Discrete multivariate distributions. Published in: Journal of Siberian Federal University , Vol. 1, No. Mathematics & Physics (5. November 2008): pp. 68-77.

Vorobyev, Oleg Yu. (2013): In search of a primary source: remaking the paper (1975) where at the first time a definition of lattice (Vorob’ev) expectation of a random set was given. Published in: XII International Conference on FAM and Eventology of Safety, Siberian Federal University, Krasnoyarsk, Russia, 2013 (27. April 2013): pp. 32-38.

Vorobyev, Oleg Yu. and Lukyanova, Natalia A. (2013): A Mean Probability Event for a Set of Events. Published in: Journal of Siberian Federal University , Vol. 6 (1), No. Mathematics & Physics (13. January 2013): pp. 128-136.

W

Weihs, Claus and Calzolari, Giorgio and Panattoni, Lorenzo (1986): The behavior of trust-region methods in FIML estimation. Published in: Computing , Vol. 38, No. 38 (1987): pp. 89-100.

Y

Yearwood, Douglas L. and Koinis, Gerry (2009): Revisting Property Crime and Economic Conditions: An Exploratory Study to Identify Predictive Indicators beyond Unemployment Rates.

Z

Zabbini, Enza and Grandi, Silvia and Dallari, Fiorella (2007): Relative remote rural areas (RRRA)in developed regions: an analysis of the Emilia-Romagna region to support policy decision making. Published in: Note e Ricerche - Biblioteca Centralizzata del Polo Scientifico-Didattico di Rimini, Università di Bologna , Vol. Workin, (2007): pp. 1-29.

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