Munich Personal RePEc Archive

Items where Subject is "C - Mathematical and Quantitative Methods > C5 - Econometric Modeling"

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Number of items at this level: 194.

A

ABALO, Kodzovi (2012): Child labor in agricultural households in Burkina Faso, Ivory Coast and Mali: test of the luxury axiom by a fuzzy sets theory approach.

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

Al-Abdali, Abid (2010): التجارة البينية للدول الاسلامية باستخدام بيانات البانل. Published in: Islamic Economic Studies Journal, IRTI, Islamic Development Bank , Vol. 16, No. 1 (2010): pp. 3-52.

Albers, Scott (2013): Foundations of the economic and social history of the United States: Metaphysical.

Albers, Scott (2013): Okun’s Law as a Pi-to-1 ratio: A harmonic / trigonometric theory as to why Okun’s Law works.

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

Albers, Scott (2012): Predicting crises: Five essays on the mathematic prediction of economic and social crises. Published in: Middle East Studies On-line Journal , Vol. Volume, No. Issue 6 (8. August 2011): pp. 199-253.

Albers, Scott (2014): Towards an economic architecture of the rings of Saturn: On the Political Economy Wave, Kaluza’s fifth dimension and an alternative derivation of the Roche Limit.

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.

Albis, Manuel Leonard F. and Mapa, Dennis S. (2014): Bayesian Averaging of Classical Estimates in Asymmetric Vector Autoregressive (AVAR) Models.

Alvi, Mohsin (2014): A Manual for Basic Techniques of Data Analysis and Distribution.

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

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

Asghar, Zahid and Muhammad, Ahmed (2013): Socio-economic Determinants of Household Food Insecurity in Pakistan.

B

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

Bamikole, Oluwafemi (2013): The Impact of Minimum Wage on Average Earnings in the Caribbean using Two-Selected Countries, Trinidad and Tobago and Jamaica (1980-2011 and 1997-2011).

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

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

Bellalah, Mondher and Masood, Omar and Thapa, Priya Darshini Pun and Levyne, Olivier and Triki, Rabeb (2012): Economic forces and stock exchange prices: pre and post impacts of global financial recession of 2008. Published in: Journal of Computations & Modelling (2012)

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

Bond, Derek and Gallagher, Emer and Ramsey, Elaine (2012): A preliminary investigation of northern Ireland's housing market dynamics.

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

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

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

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

C

Chang, Jinyuan and Chen, Songxi (2011): On the Approximate Maximum Likelihood Estimation for Diffusion Processes. Published in:

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.

Chen, Song Xi and Guo, Bin (2014): Tests for High Dimensional Generalized Linear Models.

Chen, Songxi and Peng, Liang and Yu, Cindy (2013): Parameter Estimation and Model Testing for Markov Processes via Conditional Characteristic Functions. Published in:

Chen, Songxi and Qin, Jing and Tang, Chengyong (2013): Mann-Whitney Test with Adjustments to Pre-treatment Variables for Missing Values and Observational Study. Published in:

Chen, Songxi and Van Keilegom, Ingrid (2012): Estimation in semiparametric models with missing data. Published in:

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

Chorus, Caspar (2013): A Generalized Random Regret Minimization Model.

Chow, Sheung Chi (2013): The sustainability of fiscal policy: A group-mean panel estimator approach.

Costa Junior, Celso Jose (2011): Avaliação de Bancos: Projeção das Demonstrações de Resultado do Exercício (DRE) com Enfoque em Modelos Econométricos. Published in: Revista Eletrônica de Economia da Universidade Estadual de Goiás – UEG , Vol. 7, (December 2011): pp. 87-103.

Cruz, Christopher John and Mapa, Dennis (2013): An Early Warning System for Inflation in the Philippines Using Markov-Switching and Logistic Regression Models.

D

DIAF, Sami and TOUMACHE, Rachid (2013): Multifractal Analysis of the Algerian Dinar - US Dollar exchange rate.

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

Demertzis, Maria and Van Els, Peter and 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

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

Dobrescu, Emilian (2004): Economia Romaniei in perioada 2003-2010: Estimari de macromodel. Published in: Dezvoltarea durabila in Romania: Modele si scenarii pe termen mediu si lung, Emilian Dobrescu & Lucian-Liviu Albu (Editors), Expert Publishing House, Bucharest, Romania, 2005 (2005): pp. 271-293.

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.

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.

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.

Doran, Justin and Jordan, Declan (2012): Cross Sectoral Differences in Drivers of Innovation.

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

E

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

El Ghini, Ahmed and Saidi, Youssef (2013): Financial Market Contagion During the Global Financial Crisis: Evidence from the Moroccan Stock Market.

Erdogdu, Erkan (2013): Essays on Electricity Market Reforms: A Cross-Country Applied Approach.

Erdogdu, Erkan (2013): A cross-country analysis of electricity market reforms: Potential contribution of New Institutional Economics. Published in: Energy Economics , Vol. 39, No. 5 (September 2013): pp. 239-251.

Erdogdu, Erkan (2014): The political economy of electricity market liberalization: a cross-country approach. Published in: The Energy Journal , Vol. 3, No. 35 (2014)

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.

Ezzat, Hassan (2012): The Application of GARCH and EGARCH in Modeling the Volatility of Daily Stock Returns During Massive Shocks: The Empirical Case of Egypt. Published in: International Research Journal of Finance and Economics No. 96 (August 2012): pp. 143-154.

F

Farhani, Sahbi and Shahbaz, Muhammad (2013): The Role of Natural Gas Consumption and Trade in Tunisia’s Output.

Farhani, Sahbi and Shahbaz, Muhammad and AROURI, Mohamed El Hedi (2013): Panel analysis of CO2 emissions, GDP, energy consumption, trade openness and urbanization for MENA countries.

Feeney, Katie and Brass, Daniel and Kua, Dominic and Yamamoto, Atsushi and Tourneboeuf, Elisabeth and Adams, David (2011): IMPACT OF ELECTRIC VEHICLES AND NATURAL GAS VEHICLES ON THE ENERGY MARKETS. Published in:

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.

Fosgerau, Mogens and Frejinger, Emma and Karlstrom, Anders (2013): A link based network route choice model with unrestricted choice set. Forthcoming in: Transportation Research Part B (2013)

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

Franco, Ray John Gabriel and Mapa, Dennis S. (2014): The Dynamics of Inflation and GDP Growth: A Mixed Frequency Model Approach.

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

Fulli-Lemaire, Nicolas (2012): A Dynamic Inflation Hedging Trading Strategy Using a CPPI. Published in: Journal of Finance & Risk Perspective , Vol. 1, No. 2 (December 2012): pp. 89-111.

G

Galli, Fausto (2014): Stochastic conditonal range, a latent variable model for financial volatility.

Galli, Fausto (2014): Stochastic conditonal range, a latent variable model for financial volatility.

Gao, Jiti and 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.

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

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

Ghassan, Hassan B. (2002): الإنفاق العمومي والإستثمار الخاص اختبار أثر المزاحمة عبر المعاينة المعادة. Published in: Public Administration Journal , Vol. 43, No. 4 (12. July 2003): pp. 727-754.

Ghassan, Hassan B. (2003): آثار عجز الميزانية على الإدخار الخاص في الإقتصاد المغربي عبر نمذجة التقهقر الذاتي البنيوي. Published in: Public Administration Journal , Vol. 44, No. 4 (16. September 2004): pp. 883-907.

Ghassan, Hassan B. (2001): Estimation Robuste des Equations d’Importation à Contamination Ponctuelle. Published in: Revue d'Economie et de Droit , Vol. 19, (25. September 2002): pp. 171-188.

Ghassan, Hassan B. (2007): La condition de Marshall-Lerner-Robinson est-elle stable ? Approche par le test GLS cointégration à niveau et puissance améliorés. Published in: Revue des Economies Nord Africaines , Vol. 5, No. 1 (15. January 2008): pp. 21-48.

Ghassan, Hassan B. (2009): Non Linear Adjustment in the MLR Condition: Evidence from Threshold Cointegration. Published in: Journal of Economic Cooperation and Development , Vol. 30, No. 3 (2009): pp. 63-74.

Ghassan, Hassan B. (2003): Relations de Long Terme entre Investissement, Déficit Extérieur et Autofinancement sur un Panel Sectoriel. Published in: Revue d'Economie et de Droit , Vol. 20, (17. December 2003): pp. 147-158.

Ghassan, Hassan B. (2003): Test de l’effet de stabilisation automatique par la modélisation SVAR sans contrainte de long terme.

Ghassan, Hassan B. (2003): Test de l’équivalence Ricardienne par la Modélisation SVAR. Published in: Revue de l'Institut National de Statistique et d'Economie Appliquée , Vol. 21, (15. June 2004): pp. 17-33.

Ghassan, Hassan B. and Alhajhoj, Hassan R. (2008): ما هي طبيعة العلاقة بين الإنفاق الحكومي والإستثمار الخاص في الإقتصاد السعودي؟. Published in: Attaawun Quarterly Journal , Vol. 68, (10. June 2009): pp. 15-38.

Ghassan, Hassan B. and ElHafidi, Miloud (1999): Tests de G-causalité et spécification d’un modèle économétrique: Application sur un panel sectoriel marocain. Published in: Revue d'Economie et de Droit , Vol. 18, (18. September 2000): pp. 117-136.

Ghassan, Hassan B. and Ihnach, Houcine (2002): نظام الزكاة المالي وتحسين المعاش العام تقدير كمي شمولي في الاقتصاد المغربي. Published in: Public Administration Journal , Vol. 43, No. 1 (5. February 2003): pp. 65-113.

Ghassan, Hassan B. and Raiss, NourrEddine and ElMoudden, Abdesalam (2008): Test de l’Effet de la Fiscalité Foncière sur l’Investissement Touristique.

Ghassan, Hassan B. and Taher, Farid B. and AlDehailan, Salman (2010): هل تؤثر الأزمة المالية العالمية في الاقتصاد السعودي؟ تلحيل عبر نموذج التقهقر الذاتي البنيوي. Published in: Islamic Economic Studies (Arabic Edition) , Vol. 17, No. 2 (7. September 2011): pp. 1-34.

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

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

Graefe, Andreas and Armstrong, J. Scott (2012): Forecasting elections from voters’ perceptions of candidates’ ability to handle issues. Forthcoming in: Journal of Behavioral Decision Making

Grech, Aaron George (2014): An estimate of the possible impact of lower electricity and water tariffs on the Maltese economy.

Grech, Aaron George and Grech, Owen and Micallef, Brian and Rapa, Noel and Gatt, William (2013): A Structural Macro-Econometric Model of the Maltese Economy.

Guo, Shaojun and Ling, Shiqing and Zhu, Ke (2013): Factor double autoregressive models with application to simultaneous causality testing.

H

HAMDI, Helmi and SBIA, Rashid and TAS, Bedri (2012): Financial deepening and economic growth in Gulf Cooperation Council countries.

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

Hamdi, Helmi and Sbia, Rashid and Shahbaz, Muhammad (2013): The Nexus between Electricity Consumption and Economic Growth in Bahrain.

Hanifa, Mohamed Hisham and Masih, Mansur and Bacha, Obiyathulla (2014): Testing Sukuk And Conventional Bond Offers Based On Corporate Financing Theories Using Partial Adjustment Models: Evidence From Malaysian Listed Firms.

Haq, Rashida (1991): Estimating demand and supply of edible oil in Pakistan. Published in: Pakistan Journal of Agricultural Social Sciences , Vol. 6 & 7, No. 1 & 2 (1993): pp. 13-24.

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

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

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

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

Hassan, Faiza and Qayyum, Abdul (2013): Modelling the Demand for Bank Loans by Private Business Sector in Pakistan.

Hassan, Gazi and Wu, Eliza (2012): Sovereign country rating, growth volatility and financial crisis.

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

Hina, Hafsa and Qayyum, Abdul (2013): Estimation of Keynesian Exchange Rate Model of Pakistan by Considering Critical Events and Multiple Cointegrating Vectors.

Hiremath, Gourishankar S and Bandi, Kamaiah (2010): Do stock returns in India exhibit a mean reverting tendency? Evidence from multiple structural breaks test. Published in: Banking and Finance Letters , Vol. 2, No. 4 (2010): pp. 371-390.

Hiremath, Gourishankar S and Bandi, Kamaiah (2009): On the random walk characteristics of stock returns in India. Published in: Artha Vijnana , Vol. 51, No. 1 (2009): pp. 85-96.

I

Imori, Denise and Guilhoto, Joaquim José Martins and Postali, Fernando Antonio Slaibe (2012): Eficiência técnica das agropecuárias familiar e patronal – diferenças regionais no Brasil.

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

J

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

Jusoh, Hashim and Bacha, Obiyathulla and Masih, Abul Mansur M. (2014): Multi-scale Lead-Lag Relationship between the Stock and Futures Markets: Malaysia as a Case Study.

K

Kadria, Mohamed and Ben Aissa, Mohamed Safouane (2014): Inflation Targeting and Public Deficit in Emerging Countries: A Time Varying Treatment Effect Approach.

Kakorina, Ekaterina (2014): Forecasting conditional volatility on the RIN market using MS GARCH model.

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

Khaleel, Tarek Mohamed and Shehata, Emad Abd Elmessih (2004): دراسة قياسية للنماذج الديناميكية مع تطبيقها على التنبؤ بالعمالة فى مصر. Published in: Egyptian Statistical Society, The 29th International Conference for Statistics Computer Science and its applications , Vol. 29, (April 2004): pp. 133-154.

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

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

Kodhelaj, Mimoza and Molla, Jonida (2010): Foreign Direct Investments in Albanian Market as part of Global Market and Globalization. Published in: Financial Management Association International (FMA) No. Finance, Markets, Investments, and Risk Management St. John's University New York, New York (20. May 2011)

Kyophilavong, Phouphet and Shahbaz, Muhammad and Salah Uddin, Gazi (2013): Does J-Curve Phenomenon Exist in Case of Laos? An ARDL Approach.

L

Lallmahomed, Naguib and Taubert, Peter (1989): What can we learn from univariate time series models? The case of sugar production in Mauritius 1879-1987. Published in: Bulletin du GREED, Groupe de Recherche en Economie de Developpement, Universite de Paris I (Pentheon-Sorbonne) , Vol. No. 10, No. February 1989 (23. February 1989): pp. 39-51.

Lamé, Gildas (2013): Was there a "Greenspan conundrum" in the Euro area ? Published in: INSEE Working Papers (September 2013)

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

Ledenyov, Dimitri O. and Ledenyov, Viktor O. (2014): Strategies on initial public offering of company equity at stock exchanges in imperfect highly volatile global capital markets with induced nonlinearities.

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): Tracking and replication of hedge fund optimal investment portfolio strategies in global capital markets in presence of nonlinearities.

Ledenyov, Dimitri O. and Ledenyov, Viktor O. (2013): On the Stratonovich – Kalman - Bucy filtering algorithm application for accurate characterization of financial time series with use of state-space model by central banks.

Leon, Jorge and Mendez, Eduardo and Prado, Eduardo (2003): El Tipo de Cambio Real de Costa Rica.

Li, Jun and Chen, Songxi (2012): Two Sample Tests for High Dimensional Covariance Matrices. Published in:

Li, Wu and Li, Bangxi (2014): A Linear Multi-Sector Equilibrium Model with Taxation.

Liebl, Dominik (2013): Modeling and Forecasting Electricity Spot Prices: A Functional Data Perspective. Published in: The Annals of Applied Statistics , Vol. 7, No. 3 (September 2013): 1562-1592.

Lord, Montague J. (2005): A Macroeconomic Simulation Model for Uzbekistan: Technical Guide to Macroeconomic Applications.

Lord, Montague J. (1999): Modeling ASEAN Global Linkages.

Lord, Montague J. (2002): Modeling the Macro-Economy of Bangladesh.

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.

M

MAT RAHIM, SITI ROHAYA (2014): Asymmetric Cointegration: Barley and Crude Oil Price in United States.

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

Malik, Ihtisham Abdul and Siyal, Ghamz-e-Ali and Abdullah, Alias Bin and Alam, Arif and Zaman, Khalid and Kyophilavong, Phouphet and Shahbaz, Muhammad and Baloch, Siraj Ullah and Shams, Tauqeer (2014): Turn on the Lights: Macroeconomic Factors Affecting Renewable in Pakistan.

Mapa, Dennis S. and Paz, Nino Joseph I. and Eustaquio, John D. and Mindanao, Miguel Antonio C. (2014): Forecasting Time-Varying Correlation using the Dynamic Conditional Correlation (DCC) Model.

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

Marinela, Simuţ Ramona and Lavinia, Delcea (Săutiuţ) (2012): Challenges for Romania’s employment policy in the Real Economy. Published in: Crisis Aftermath: Economic policy changes in the EU and its Member States, Conference Proceedings, Szeged, University of Szeged , Vol. ISBN 9, (2012): pp. 465-480.

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

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

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.

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

Mora Rodriguez, Jhon James (2013): Introduccion a la teoría del consumidor.

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

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.

N

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

O

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

Orpia, Cherie and Mapa, Dennis S. and Orpia, Julius (2014): Time Series Analysis using Vector Auto Regressive (VAR) Model of Wind Speeds in Bangui Bay and Selected Weather Variables in Laoag City, Philippines.

P

Paget, Mia and Seacrest, Tom and Widergren, Steve and Balducci, Patrick and Orrell, Alice and Bloyd, Cary (2011): Using Smart Grids to Enhance Use of Energy-Efficiency and Renewable-Energy Technologies. Published in:

Pangapanga, Phiriinnocent and Thangalimodzi, Lucy Tembo (2012): Participation in pro poor agro based enterprises in Malawi: do households’ poverty levels change automatically?

Parrini, Alessandro and Doretti, Marco and Lapini, Gabriele (2010): Modelli a Equazioni Strutturali per la Valutazione dell'Esperienza Universitaria nell'Ateneo Fiorentino.

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

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

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.

Polat, Ali and Shahbaz, Muhammad and Ur Rehman, Ijaz and Satti, Saqlain Latif (2013): Revisiting Linkages between Financial Development, Trade Openness and Economic Growth in South Africa: Fresh Evidence from Combined Cointegration Test.

Q

Qiu, Yumou and Chen, Song Xi (2014): Band Width Selection for High Dimensional Covariance Matrix Estimation. Forthcoming in: Journal of the American Statistical Association

Qiu, Yumou and Chen, Songxi (2012): Test for Bandedness of High Dimensional Covariance Matrices with Bandwidth Estimation. Published in:

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

Quang Tran, Tuyen (2012): The impact of farmland loss on income distribution of households in Hanoi's peri-urban areas, Vietnam. Forthcoming in: Hitotsubashi Journal of Economics , Vol. 52, No. 2 (December 2014)

R

Raihan, Selim (2014): South-South Trade: A Quantitative Assessment.

S

Safiullah, Hameed (2011): Evaluation of Grid Level Impacts of Electric Vehicles. Published in: Ph.D. Dissertation (22. August 2011)

Sahbi, Farhani and Shahbaz, Muhammad (2014): What role of renewable and non-renewable electricity consumption and output is needed to initially mitigate CO2 emissions in MENA region?

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

Satti, Saqlain Latif and Hassan, Muhammad shahid and Mahmood, Haider and Shahbaz, Muhammad (2013): Coal Consumption: An Alternate Energy Resource to Fuel Economic Growth in Pakistan.

Sbia, Rashid and Shahbaz, Muhammad (2013): The Weight of Economic Growth and Urbanization on Electricity Demand in UAE.

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

Shahbaz, Muhammad and Tahir, Mohammad Iqbal and Ali, Imran (2013): Is Gold Investment A Hedge against Inflation in Pakistan? A Cointegtaion and Causality Analysis in the Presence of Structural Breaks.

Shahbaz, Muhammad and Abosedra, Salah and Sbia, Rashid (2013): Energy Consumption, Financial Development and Growth: Evidence from Cointegration with unknown Structural breaks in Lebanon.

Shahbaz, Muhammad and Nawaz, Kishwer and AROURI, Mohamed El Hedi and Teulon, Frédéric (2013): Does The Keynesian Absolute Income Hypothesis Exist in Pakistan?

Shahbaz, Muhammad and Sbia, Rashid and Hamdi, Helmi (2013): The Environmental cost of Skiing in the Desert? Evidence from Cointegration with unknown Structural breaks in UAE.

Shahbaz, Muhammad and Tiwari, Aviral Kumar and Tahir, Mohammad Iqbal (2013): Analyzing Time-Frequency Relationship between Oil Price and Exchange Rate in Pakistan through Wavelets.

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

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

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

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

Sinha, Pankaj and Sharma, Aastha and Singh, Harsh Vardhan (2012): Prediction for the 2012 United States Presidential Election using Multiple Regression Model.

Sinha, Pankaj and Singhal, Anushree and Sondhi, Kriti (2012): Economic scenario of United States of America before and after 2012 U.S. Presidential Election.

Sinha, Pankaj and Thomas, Ashley Rose and Ranjan, Varun (2012): Forecasting 2012 United States Presidential election using Factor Analysis, Logit and Probit Models.

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

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

T

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)

Teneng, Dean (2013): NIG-Levy process in asset price modeling: case of Estonian companies. Published in: Proceedings of 30th International Conference Mathematical Methods in Economics , Vol. 2, (11. September 2012): pp. 891-896.

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

Tian, Guoqiang (1982): Studies on the identification problem of the simultaneous economic models from viewpoint of unique determination of parameters (I). Published in: Science Exploration , Vol. 3, No. 3 (September 1983): pp. 13-24.

Travaglini, Guido (2014): Testing the hockey-stick hypothesis by statistical analyses of a large dataset of proxy records. Published in: Pattern Recognition in Physics , Vol. 2, No. 2 (March 2014): pp. 36-63.

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

V

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.

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

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

W

Wayne, James J. (2014): Commonly Shared Foundation of Mathematics, Information Science, Natural Science, Social Science, and Theology.

Y

Yang, Bill Huajian (2013): Estimating Long-Run PD, Asset Correlation, and Portfolio Level PD by Vasicek Models. Published in: Journal of Risk Model Validation , Vol. 7, No. 4 (18. December 2013)

Yang, Bill Huajian (2014): Modeling Systematic Risk and Point-in-Time Probability of Default under the Vasicek Asymptotic Single Risk Factor Model Framework. Published in: Journal of Risk Model Validation , Vol. 8, No. 3 (18. September 2014)

Yang, Bill Huajian and Tkachenko, Mykola (2012): Modeling of EAD and LGD: Empirical Approaches and Technical Implementation. Published in: Journal of Credit Risk , Vol. 8, No. 2 (18. June 2012)

Yao, Yuan and Meurier, Beatrice (2012): Understanding the supply chain resilience: a Dynamic Capabilities approach. Published in: Proceedings of 9th International meetings of Research in Logistics 2012 (16. August 2012): pp. 1-17.

Z

Zareen, Shumaila and Qayyum, Abdul (2014): An Analysis of the Impact of Government Size on Economic Growth of Pakistan: An Endogenous Growth.

Zhu, Ke and Ling, Shiqing (2013): Global self-weighted and local quasi-maximum exponential likelihood estimators for ARMA-GARCH/IGARCH models. Published in: Annals of Statistics , Vol. 39, No. 4 (2011): pp. 2131-2163.

Zuniga Gonzalez, Carlos Alberto (2010): Comparisons of LSMS-ISA data collection and dissemination efforts in Central America. Published in: Journal of Development and Agricultural Economics , Vol. 3, No. 8 (4. August 2011): pp. 353-361.

Zuniga Gonzalez, Carlos Alberto (2010): Deforestation Impact on the Household Sustainable Local Development: Nicaragua case, 1998-2005. Published in: Encuentro , Vol. 88, (6. January 2011): pp. 101-119.

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