Munich Personal RePEc Archive

Items where Subject is "C - Mathematical and Quantitative Methods > C5 - Econometric Modeling > C50 - General"

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Number of items at this level: 138.

A

Adam, Anokye M. and Tweneboah, George (2008): Do macroeconomic variables play any role in the stock market movement in Ghana?

Adam, Anokye M. and Tweneboah, George (2008): Do macroeconomic variables play any role in the stock market movement in Ghana?

Adam, Anokye M. and Tweneboah, George (2008): Foreign Direct Investment (FDI) and Stock market Development: Ghana Evidence.

Adam, Anokye M. and Tweneboah, George (2008): Foreign Direct Investment and Stock market Development: Ghana’s Evidence. Forthcoming in: International Research Journal of Finance and Economics , Vol. 1, No. 27 (May 2009)

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

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

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.

Ardia, David (2003): Analysis of dependencies in low frequency financial data sets.

Asongu, Simplice A (2013): Fighting African Capital Flight: Empirics on Benchmarking Policy Harmonization. Forthcoming in:

Asongu, Simplice A (2013): Fighting African capital flight: timelines for the adoption of common policies. Forthcoming in: The Empirical Economics Letters

Avadanei, Andreea (2011): Analiza inițiativelor de promovare a integrării financiare la nivelul Uniunii Economice și Monetare. Forthcoming in:

Aysan, Ahmet Faruk and Ertek, Gurdal and Ozturk, Secil (2009): Assessing the adverse effects of interbank funds on bank efficiency through using semiparametric and nonparametric methods. Published in: Global Trends in the Efficiency and Risk Management of Financial Services , Vol. Nova S, (2012): pp. 41-62.

B

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

Belessiotis, Tassos and Carone, Giuseppe (1997): A dynamic analysis of France's external trade. Published in: European Economy - Economic Papers (European Commission DG ECFIN) No. 122 (November 1997): pp. 1-70.

Bellino, Enrico and Nerozzi, Sebastiano (2013): Causality and interdependence in Pasinetti's works and in the modern classical approach.

Berta, P and Callea, G and Martini, G and Vittadini, G (2009): The effects of upcoding, cream skimming and readmissions on the Italian hospitals efficiency: a population–based investigation.

Bianchi, Giuseppe and Cesaroni, Tatiana and Ricchi, Ottavio (2010): Previsioni delle Spese del Bilancio dello Stato attraverso i flussi di contabilità finanziaria.

Breitmoser, Yves (2012): Modeling choice and estimating utility in simple experimental games.

Brian A., Jingwa and Simplice A., Asongu (2012): The Role of Human Development on Deforestation in Africa: A Modelling-Based Approach.

Brissimis, Sophocles and Migiakis, Petros (2011): Inflation persistence and the rationality of inflation expectations.

C

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.

Chia, Ricky Chee-Jiun and Liew, Venus Khim-Sen and Syed Khalid Wafa, Syed Azizi Wafa (2006): Calendar anomalies in the Malaysian stock market.

D

Dobrescu, Emilian (2001): Evoluţia macromodelului economiei româneşti de tranzitie. Published in: Oeconomica , Vol. 11, No. 4 (2002): pp. 49-84.

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

Duasa, Jarita and Ahmad, Nursilah (2008): Identifying good inflation forecaster.

E

Eita, Joel Hinaunye and Jordaan, Andre C. (2007): ESTIMATING THE TOURISM POTENTIAL IN NAMIBIA.

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

El Ghini, Ahmed and Saidi, Youssef (2014): Return and Volatility Spillovers in the Moroccan Stock Market During The Financial Crisis.

Eruygur, H. Ozan and Cakmak, Erol H. (2005): trade implications of extending the turkey-eu customs union agreement to agricultural products.

F

Filoso, Valerio (2010): Regression Anatomy, Revealed.

G

George, Halkos and Ilias, Kevork (2005): Το υπόδειγμα τυχαίου περιπάτου με αυτοπαλίνδρομα σφάλματα.

George, Halkos and Ilias, Kevork (2004): H ασυμπτωτική διακύμανση στην εκτίμηση του στάσιμου μέσου υπό συνθήκες αυτοσυσχέτισης.

Golovan, Sergei and Karminsky, Alexandr and Peresetsky, Anatoly (2008): Эффективность российских банков с точки зрения минимизации издержек, с учетом факторов риска. Published in: Экономика и математические методы , Vol. 44, No. 4 (2008): pp. 28-38.

Gonzalez, Jorge and Sismeiro, Catarina and Dutta, Shantanu and Stern, Philip (2006): Market Effects of Generic Entry: The Role of Physicians and of Non-Bioequivalent Competitors.

Gonzalo, Jesus and Pitarakis, Jean-Yves (2010): Regime Specific Predictability in Predictive Regressions.

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

Gómez-Sorzano, Gustavo (2007): Cycles of violence, and terrorist attacks index for the State of Michigan.

Góralczyk, Andrzej (2014): Economy as the value streams. Preliminary study.

H

Halkos, George and Tzeremes, Nickolaos (2012): Carbon dioxide emissions and governance: A nonparametric analysis for the G-20.

Han, Heejoon and Park, Joon Y. (2006): Time series properties of ARCH processes with persistent covariates.

Hatemi-J, Abdulnasser (2011): Asymmetric generalized impulse responses and variance decompositions with an application.

Hatipoglu, Ozan and Alper, C. Emre (2007): Estimating Central Bank Behavior in Emerging Markets: The Case of Turkey.

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

Hui, Taylor Shek-wai (2004): The “Sheepskin Effects” of Canadian Credentials.

I

Itkonen, Juha (2011): Causal misspecifications in econometric models. Published in: HECER Discussion Paper No. No 327

J

Jingwa A, Brian (2011): Improving biodiversity monitoring by modeling relative abundance from "presence only" data. Published in: tUL Diepenbeek No. 2011 (2011)

Josheski, Dushko and Bardarova, Snezana (2013): Causal relationship between wages and prices in R. Macedonia: VECM analysis. Forthcoming in:

K

Kaldasch, Joachim (2011): Evolutionary Model of Non-Durable Markets.

Kaldasch, Joachim (2011): The experience curve and the market size of competitive consumer durable markets.

Kaldasch, Joachim (2011): The product life cycle of durable goods.

Karapanagiotidis, Paul (2013): Empirical evidence for nonlinearity and irreversibility of commodity futures prices.

Koop, Gary and Korobilis, Dimitris (2009): Bayesian Multivariate Time Series Methods for Empirical Macroeconomics.

Kumar, Saten and Webber, Don J. and Perry, Geoff (2009): Real Wages, Inflation and Labour Productivity in Australia.

L

Lach, Łukasz (2010): Application of bootstrap methods in investigation of size of the Granger causality test for integrated VAR systems. Published in: Managing Global Transitions: International Research Journal , Vol. 8, (2010): pp. 167-186.

Lau, Chi Keung Marco and Chau, Frankie and Deesomsak, Rataporn (2011): Panel Unit Root Test with Nonlinear Mean Reversion and Smooth Breaks.

Liu, Luke (2011): Securitization and moral hazard: Does security price matter?(New version).

Lorenzo-Valdes, Arturo and Ruiz-Porras, Antonio (2011): Modelación de los rendimientos bursátiles mexicanos mediante los modelos TGARCH y EGARCH: Un estudio econométrico para 30 acciones y el Índice de Precios y Cotizaciones.

Ludlow, Jorge (2010): Backward and forward closed solutions of multivariate models.

Ludlow-Wiechers, Jorge (2012): Backward and forward closed solutions of multivariate ARMA models.

M

Magazzino, Cosimo and Dalena, Michele (2010): Public expenditure and revenue in Italy, 1862-1993.

Magazzino, Cosimo and Dalena, Michele (2010): Public expenditure and revenue in Italy, 1862-1993.

Martellosio, Federico (2009): Some correlation properties of spatial autoregressions.

Martinho, Vítor João Pereira Domingues (2011): A linear model of the new economic geography for Portugal.

Martinho, Vítor João Pereira Domingues (2011): A model based on the Rybczynski equation for Portugal.

Martinho, Vítor João Pereira Domingues (2011): A model based on the Rybczynski equation for Portugal. Another way.

Martinho, Vítor João Pereira Domingues (2011): A model for net migration between the Portuguese regions.

Martinho, Vítor João Pereira Domingues (2011): A model for net migration between the Portuguese regions. Another perspective.

Martinho, Vítor João Pereira Domingues (2011): A model of the Keynesian theory for Portugal.

Martinho, Vítor João Pereira Domingues (2011): A model of the Keynesian theory for Portugal. Another approach.

Martinho, Vítor João Pereira Domingues (2011): A model of the Keynesian theory for Portugal. Another perspective.

Martinho, Vítor João Pereira Domingues (2011): A model of the Keynesian theory for the Portuguese manufactured industry.

Martinho, Vítor João Pereira Domingues (2011): A model of the Keynesian theory for the Portuguese manufactured industry. Another analysis.

Martinho, Vítor João Pereira Domingues (2011): A non linear model of the new economic geography for Portugal.

Martinho, Vítor João Pereira Domingues (2011): A non linear model of the new economic geography for Portugal. Another perspective.

Martinho, Vítor João Pereira Domingues (2011): A spatial model based on the endogenous growth theory for Portugal.

Martinho, Vítor João Pereira Domingues (2011): A spatial model based on the endogenous growth theory for Portugal. Another analysis.

Martinho, Vítor João Pereira Domingues (2011): A spatial model based on the endogenous growth theory for Portugal. Another approach.

Martinho, Vítor João Pereira Domingues (2011): A spatial model of the Keynesian theory for Portugal.

Matei, Lucica and Matei, Ani (2010): The Economic and Social Impact of Public Administration Europeanization. Published in: 32nd EGPA Conference"Temporalities, Public Administration and Public Policies" Proceedings, 7-10 sept.2010, Toulouse, France (10. September 2010)

McInnes, Melayne and Ozturk, Orgul and McDermott, Suzanne and Mann, Joshua (2013): Improved Targeting of Social Programs: An Application to a State Job Coaching Program for Adults with Intellectual Disabilities. Forthcoming in: Eastern Economic Journal

Melser, Daniel and Syed, Iqbal (2007): Life Cycle Pricing and the Measurement of Inflation.

Memon, Manzoor Hussain and Baig, Waqar Saleem and Ali, Muhammad (2008): Causal Relationship Between Exports and Agricultural GDP in Pakistan.

Mohammad Monirul, Hasan (2013): Does Consumer Behaviour on Meat Consumption Increase Obesity? - Empirical Evidence from European Countries. Published in: International Journal of Economic Behavior and Organization , Vol. 2, No. 1 (20. February 2014): pp. 1-5.

N

Nuno Barrau, Galo (2008): Schumpeterian Foundations of Real Business Cycles.

Nwaobi, Godwin (2011): Macroeconomic fluctuations,regime switching(structural breaks) and impulse responses:Nigerian evidence.

Nwaobi, Godwin (2012): Monetary Policies and Nigerian Economy:Simulations from Dynamic Stochastic General Equilibrium(DSGE)Model.

O

Ochsenfeld, Fabian (2012): The gender income gap and the influence of family formation reconsidered.

Onour, Ibrahim (2010): Crude Oil Prices and Stock Markets in Major Oil Exporting Countries: Evidence on Decoupling Feature.

Onour, Ibrahim (2011): Does credit for equity investments feedback on stock market volatility? Evidence from an emerging stock market.

Onour, Ibrahim (2009): Extreme Risk and Fat-tails Distribution Model:Empirical Analysis.

Onour, Ibrahim (2008): Financial Integration of GCC Capital Markets:Evidence of Nonlinear Cointegration. Published in: Afro-Asian Journal of Finance and Accounting , Vol. 1, No. 3 : pp. 251-265.

Onour, Ibrahim and Cameron, Norman (1997): Parallel Market Premia and Misalignment of Official Exchange Rates. Published in: Journal of Economic Development , Vol. 22, No. 1

P

Pampanini, Rossella and Marchini, Andrea and Diotallevi, Francesco (2010): A quantitative analysis of olive oil market in Italy. Published in: Proceedings of Advances in Business-Related Scientific Research Conference 2010

Pascalau, Razvan (2008): Unit Roots Tests with Smooth Breaks: An Application to the Nelson-Plosser Data Set.

Paschke, Raphael and Prokopczuk, Marcel (2007): Integrating Multiple Commodities in a Model of Stochastic Price Dynamics.

Peresetsky, A. A. (2011): What determines the behavior of the Russian stock market.

Peresetsky, A. A. (2011): What factors drive the Russian banks license withdrawal.

Piper, Alan (2013): A Note on Modelling Dynamics in Happiness Estimations.

Pitarakis, Jean-Yves (2012): Functional cointegration: definition and nonparametric estimation.

Pitarakis, Jean-Yves (2012): Jointly testing linearity and nonstationarity within threshold autoregressions.

Q

Quaas, Georg (2008): Das Problem der Spezifikation einer Konsumfunktion im Rahmen der VGR 2005.

R

Rahmanov, Ramiz (2014): A Historical Sketch of Macroeconometrics.

Rao, B. Bhaskara and Rao, Gyaneshwar (2007): Structural breaks and energy efficiency in Fiji.

S

Sanderson, Rohnn (2013): Does Monetary Policy cause Randomness or Chaos? A Case Study from the European Central Bank. Published in: Banks and Bank Systems No. 4 (18. December 2013): pp. 55-61.

Sarafidis, Vasilis and Wansbeek, Tom (2010): Cross-sectional Dependence in Panel Data Analysis.

Senou, Barthelemy mahugnon (2008): Contractualisation de la fonction enseignante et comportement des maitres au primaire: Cas du Benin.

Simplice A, Asongu (2012): Linkages between investment flows and financial development: causality evidence from selected African countries.

Sinha, Pankaj and Sinha, Gyanesh (2010): Volatility Spillover in India, USA and Japan Investigation of Recession Effects.

Sinha, Pankaj and Sinha, Gyanesh (2010): Volatility Spillover in India, USA and Japan Investigation of Recession Effects.

Skribans, V. and Počs, R. (2008): Latvijas būvniecības nozares attīstības prognozēšanas modelis. Published in: Monography (2008): pp. 1-110.

Skribans, V. and Počs, R. (2008): Latvijas būvniecības nozares attīstības prognozēšanas modelis. Published in: Monography (2008): pp. 1-110.

Skribans, V. and Počs, R. (2008): Latvijas būvniecības nozares attīstības prognozēšanas modelis. Published in: Monography (2008): pp. 1-110.

Skribans, Valerijs (2010): Разработка модели макроэкономического равновесия с использованием метода системной динамики. Published in: Государственное управление в ХХI веке: традиции и инновации: Материалы 8-ой международной конференции факультета государственного управле , Vol. 2, (2010): pp. 31-44.

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): Darbaspēka migrācijas ietekme uz darba tirgu Latvijā. Published in: LU raksti , Vol. 758, (2010): pp. 189-200.

Skribans, Valerijs (2011): Development of System Dynamic Model of Latvia’s Economic Integration in the EU. Published in: Proceedings of the 29th International Conference of the System Dynamics Society (2011): pp. 1-16.

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): Investments model development with the system dynamic method. Published in: Social Research, Economics and Management: Current Issues and Perspectives , Vol. 2 (18), (2010): pp. 104-114.

Skribans, Valerijs (2008): Jauna produkta ievešanas tirgū modelēšana, izmantojot sistēmdinamikas metodi. Published in: RTU Zinātniskie raksti , Vol. ECONOM, No. ECONOMICS AND BUSINESS (2008): pp. 99-105.

Skribans, Valerijs (2009): Kreditēšanas apjoma modelēšana izmantojot sistēmdinamikas metodi.

Skribans, Valerijs (2010): Latvia’s incoming in European Union economic effect estimation. Published in: BUSINESS, MANAGEMENT AND EDUCATION 2010 No. Contemporary Regional Issues Conference Proceedings (2010)

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

Skribans, Valerijs (2010): Latvijas iestāšanās Eiropas Savienībā ekonomiskā efekta novērtēšana. Published in: RTU zinātniskie raksti , Vol. 20, No. 3: Ekonomika un uzņēmējdarbiba (2010): pp. 108-116.

Skribans, Valerijs (2011): Makroekonomiskā aprites modeļa izstrādāšana izmantojot sistēmdinamikas metodi. Published in: RTU Zinātniskie raksti , Vol. 2, No. 14 (2011): pp. 46-55.

Skribans, Valerijs (2009): Modelling crediting volume by using the system dynamic method. Published in: Humanities and social sciences: Latvia No. 4(57)/2008 (26. January 2009): pp. 114-123.

Skribans, Valerijs (2009): Nodokļu ieņēmumu modelēšana, izmantojot sistēmdinamikas metodi. Published in: 50th International Scientific Conference of Riga Technical University: RTU FEEM Scientific Conference on Economics and Entrepreneurship (SCEE’2009). - Conference Proceedings (2009): pp. 474-481.

Skribans, Valerijs and Lektauers, Arnis and Merkuryev, Yuri (2013): Third Generation University Strategic Planning Model Development. Published in: Proceedings of the 31th International Conference of the System Dynamics Society (2013): pp. 1-7.

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

Subzwari, Zammurud and Hasnain, Abid and Ali, Muhammad (2008): Determinants of Food Acceptance and Micro-Nutrient Deficiency in Preschoolers: A Case Study of Households from Karachi, Pakistan. Published in: Pakistan Journal of Nutrition , Vol. 8, No. 4 (2009): pp. 321-326.

Sullivan, Paul (2006): Interpolating Value Functions in Discrete Choice Dynamic Programming Models.

T

Tavares, Aida Isabel and Rocha, Tania (2012): The demand factors for cesareans in Portugal – some preliminary results.

Tokel, O. Emre and Yucel, M. Eray (2009): Click to download data: an event study of Internet access to economic statistics.

Tokel, Omer Emre and Yucel, Eray M. (2009): Does Internet access to official data display any regularity: case of the Electronic Data Delivery System of the Central Bank of Turkey.

Y

Yildirim, Yavuz and Unal, Gazanfer (2010): From Discrete to Continuous: Modeling Volatility of the Istanbul Stock Exchange Market with GARCH and COGARCH.

Z

Zanetti Chini, Emilio (2010): Updating the PPP puzzle: should we use nonlinear models?

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

This list was generated on Wed Aug 20 20:12:22 2014 CEST.
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