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JEL Classification: C5 - Econometric Modeling

Number of items at this level: 68.

Nwaobi, Godwin (2011): Agent-based computational economics and African modeling:perspectives and challenges. Unpublished.

Fotis, Panagiotis (2011): Firm's damages from antitrust & abuse of dominant position investigations. Unpublished.

Estrada, Fernando (2011): Benoit Mandelbrot (1924 - 2011 ) : A Greek among Romans. Published in: History of Economic Ideas / Fabrizio Serra Editore / Pisa - Roma , Vol. XIX, No. 1 (17. April 2011): pp. 1-13.

Sinha, Pankaj; Arora, Varun and Bansal, Vishakha (2011): Determinants of Public Debt for middle income and high income group countries using Panel Data regression. Unpublished.

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 Unpublished.

Salchev, Petko and Hristov, Nikolai (2010): Stress test of hospitals in Bulgaria - proposed methodology. Unpublished.

Kinda, Romuald (2010): Democratic institutions and environmental quality: effects and transmission channels. Unpublished.

Schneider, Stefan and Schneider, Stefan (2010): Power Spot Price Models with negative Prices. Unpublished.

Thomas, Alex M (2010): Models and Economists: A Methodological Note. Unpublished.

Moral-Benito, Enrique (2010): Model averaging in economics. Unpublished.

Janek, Agnieszka; Kluge, Tino; Weron, Rafal and Wystup, Uwe (2010): FX Smile in the Heston Model. Unpublished.

Peeters, Marga (2010): Parliamentary election outcomes in the Netherlands during 1981-2010: Have they become more determined by regional than national (economic) performance? Unpublished.

Harin, Alexander (2010): Теорема о существовании разрывов в шкале вероятностей. Дискретный случай. Unpublished.

Shanthini, Rajaratnam (2010): Could Sri Lanka afford sustainable electricity consumption practices without harming her economic growth? Unpublished.

Harin, Alexander (2010): Теорема о существовании разрывов в шкале вероятностей. II. Unpublished.

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 Unpublished.

Harin, Alexander (2010): Теорема о существовании разрывов в шкале вероятностей. Unpublished.

Taguedong, Sylvain Chamberlain (2009): Behavioral approach to market and default risks modeling. Published in: Chicago Booth School of Business Finance Research Papers and FEN Professional & Practitioner Papers Series (27. December 2009)

Quaas, Georg (2009): Die Umsetzung der Annual-Overlap-Methode in ökonometrischen Modellen – eine Analyse der programmtechnischen Möglichkeiten von E-Views. Unpublished.

Výrost, Tomáš and Baumöhl, Eduard (2009): Asymmetric GARCH and the financial crisis: a preliminary study. Unpublished.

Výrost, Tomáš and Baumöhl, Eduard (2009): Asymmetric GARCH and the financial crisis: a preliminary study. Unpublished.

Khiabani, Nasser and Mazyaki, Ali (2009): Are public policies effective in alleviating family income inequality in Iran? Forthcoming in: Journal of Income Distribution

Pau, Louis-François (2009): Business and social evaluation of denial of service attacks in view of scaling economic counter-measures. Forthcoming in:

Mohtadi, Hamid and Murshid, Antu (2009): The risk of catastrophic terrorism: an extreme value approach. Published in: Journal of Applied Econometrics , Vol. 24, (March 2009): pp. 537-559.

Sowell, Fallaw (2009): The empirical saddlepoint likelihood estimator applied to two-step GMM. Unpublished.

Montrone, Silvestro; Perchinunno, Paola and Torre, Carmelo Maria (2008): Identification of relationship between housing difficulty and property values in urban areas. Unpublished.

Graefe, Andreas and Armstrong, J. Scott (2008): Forecasting Elections from Voters’ Perceptions of Candidates’ Ability to Handle Issues. Unpublished.

Graefe, Andreas and Armstrong, J. Scott (2008): Forecasting Elections from Voters’ Perceptions of Candidates’ Ability to Handle Issues. Unpublished.

Eita, Joel Hinaunye and Mbazima, Daisy (2008): The Causal Relationship Between Government Revenue and Expenditure in Namibia. Unpublished.

Harin, Alexander (2008): Solution of the Ellsberg paradox by means of the principle of uncertain future. Unpublished.

Fuerst, Franz and McAllister, Patrick (2008): Green Noise or Green Value? Measuring the Price Effects of Environmental Certification in Commercial Buildings. Unpublished.

Shamiri, Ahmed (2008): Volatility Transmission: What Does Asia-Pacific Markets Expect? Unpublished.

Armstrong, J. Scott; Green, Kesten C. and Soon, Willie (2007): Polar Bear Population Forecasts: A Public-Policy Forecasting Audit. Unpublished.

Shanthini, Rajaratnam (2007): Fossil fuel based CO2 emissions, economic growth, and world crude oil price nexus in the United States. Unpublished.

Barnett, William A. and Duzhak, Evgeniya A. (2007): Non-Robust Dynamic Inferences from Macroeconometric Models: Bifurcation Stratification of Confidence Regions. Forthcoming in: Physica A

Kamat, Manoj and Kamat, Manasvi (2007): Does Financial Growth lead Economic Performance in India? Causality-Cointegration using Unrestricted Vector Error Correction Models. Unpublished.

Ahmed, Vaqar and O' Donoghue, Cathal (2007): CGE-Microsimulation Modelling: A Survey. Unpublished.

Chang, Tai Hsieh and Peter, J- Klenow (2007): Misallocation and manufacturing TFP in China and India. Published in: The Quaterly Journal Of Economics , Vol. 1, No. 1 (30. June 2007): pp. 1403-1447.

Maclachlan, Iain C (2007): An empirical study of corporate bond pricing with unobserved capital structure dynamics. Unpublished.

Bandyopadhyay, Arindam and Singh, Pratima (2007): Estimating Recovery Rates on Bank’s Historical Loan Loss Data. Unpublished.

Gencay, Ramazan and Fan, Yanqin (2007): Unit Root Tests with Wavelets. Unpublished.

Gencay, Ramazan and Fan, Yanqin (2007): Unit Root Tests with Wavelets. Unpublished.

De Siano, Rita and D'Uva, Marcella (2007): A new approach for β-convergence estimation in Italy. Unpublished.

Gao, Jiti; McAleer, Michael and Allen, Dave (2006): Econometric modelling in finance and risk management: An overview. Published in: Journal of Econometrics , Vol. 147, No. 1 (November 2008): pp. 1-4.

Sowell, Fallaw (2006): The Empirical Saddlepoint Approximation for GMM Estimators. Unpublished.

Vargas, Gregorio A. (2006): An Asymmetric Block Dynamic Conditional Correlation Multivariate GARCH Model. Published in: The Philippine Statistician , Vol. 55, No. 1-2 (2006): pp. 83-102.

Dima, Bogdan; Mutascu, Mihai and Enache, Cosmin (2006): CULTURAL DETERMINANTS OF ECONOMIC GROWTH: THE CASE OF EUROPEAN COUNTRIES. Unpublished.

Halkos, George and Kevork, Ilias (2006): Estimating population means in covariance stationary process. Unpublished.

Demertzis, Maria; Van Els, Peter; Grob, Sybille and Peeters, Marga (2006): EUROMON: The multi-country model of De Nederlandsche Bank. Published in: De Nederlandsche Bank Occasional Studies , Vol. 4, No. 1

Benbouziane, Mohamed and Benamar, Abdelhak (2006): The Purchasing Power Parity in The Maghreb Countries : A Nonlinear Perspective. Unpublished.

B. da Silva Lopes, Artur C. (2005): Finite sample effects of pure seasonal mean shifts on Dickey-Fuller tests. Unpublished.

Moretti, Luigi (2004): I modelli macroeconomici per la valutazione dell'impatto dei Fondi strutturali nelle economie a Obiettivo 1. Published in: Studi e Note di Economia No. 1 (2004): pp. 99-122.

Dobrescu, Emilian (2002): Macromodel estimations for the Romanian "Preaccesion economic programme". Published in: Romanian Economic Review , Vol. 48, No. 1 (January 2003): pp. 3-37.

Heckman, James and Raut, Lakshmi (2002): Intergenerational Long Term Effects of Preschool - Structural Estimates from a Discrete Dynamic Programming Model. Unpublished.

Peeters, Marga (1999): The public-private savings mirror and causality relations among private savings, investment and (twin) deficits: A full modeling approach. Published in: Journal of Policy Modeling , Vol. 5, No. 21 : pp. 579-605.

Dobrescu, Emilian (1998): Macromodels of the Romanian transition economy, Second edition. Published in: Macromodels of the Romanian transition economy, Second edition, Expert Publishing House, Bucharest (July 1998): pp. 1-274.

Douven, Rudy and Peeters, Marga (1998): GDP-spillovers in multi-country models. Published in: Economic Modelling No. 15 : pp. 163-195.

Mariam, Yohannes; Barre, Mike; Urquhart, Lynda and DeCivita, Paul (1997): Interrelationships and Causal Linkages Between Socioeconomic and Environmental Factors. Unpublished.

Dobrescu, Emilian (1996): Macromodels of the Romanian transition Economy. Published in: Macromodels of the Romanian transition Economy, Expert Publishing House, Bucharest, 1996 (October 1996): pp. 2-159.

Buda, Rodolphe (1995): Robert E. Lucas Jr., Prix Nobel d'Économie 1995. Unpublished.

Chichilnisky, Graciela and Cole, Sam (1978): Modeling with scenarios: technology in north-south development. Published in: Futures (August 1978): pp. 303-321.

Izquierdo, Segismundo S.; Hernández, Cesáreo and del Hoyo, Juan (2006): Forecasting VARMA processes using VAR models and subspace-based state space models. Unpublished.

Buda, Rodolphe (1994): La modélisation macroéconomique comme processus de communication : pour une formalisation finaliste des équations de comportement. Unpublished.

Buda, Rodolphe (2001): Les algorithmes de la modélisation : une analyse critique pour la modélisation économique. Unpublished.

ODIA NDONGO, Yves Francis (2007): Les sources des fluctuations marcoéconomiques au Cameroun. Unpublished.

Buda, Rodolphe (1999): Quantitative Economic Modeling vs Methodological Individualism ? Published in: Working Paper MODEM , Vol. 00, No. 09 (2000)

Tuysuz, Sukriye (2007): The effects of a greater central bank credibility on interest rates level and volatility response to news in the U.K. Unpublished.

Lanne, Markku (2007): The Properties of Market-Based and Survey Forecasts for Different Data Releases. Unpublished.

This list was generated on Thu Feb 9 22:40:22 2012 CET.
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