Munich Personal RePEc Archive

Items where Subject is "C - Mathematical and Quantitative Methods > C5 - Econometric Modeling > C51 - Model Construction and Estimation"

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Number of items at this level: 376.

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.

Adesoye, A. Bolaji and Maku, Olukayode E. and Atanda, Akinwande AbdulMaliq (2012): Is Monetary Policy a Growth Stimulant in Nigeria? A Vector Autoregressive Approach. Forthcoming in: : pp. 1-24.

Aguirregabiria, Victor and Magesan, Arvind (2013): Euler Equations for the Estimation of Dynamic Discrete Choice Structural.

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.

Ajluni, Jarir (2005): Monetary Policy Shocks in a Small Open Economy: Assessing the 'Puzzles' of Monetary Policy by SVAR.

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 (2010): Scenarios for post-crisis period based on a set of presumed changes in the interest rate – investment – GDP growth relationship.

Albu, Lucian-Liviu (2008): A simulation model of public debt sustainability.

Albu, Lucian-Liviu and Daianu, Daniel and Pavelescu, Florin-Marius (2002): Underground economy quantitative models. Some applications to Romania’s case. Published in: Revue Roumaine des Sciences Economiques , Vol. 47, No. 1-2 : pp. 147-172.

Albu, Lucian-Liviu and Ghizdeanu, Ion and Iorgulescu, Raluca (2011): Analysing drivers of and barriers to the sustainable development: hidden economy and hidden migration.

Albu, Lucian-Liviu and Kim, Byung-Yeon and Duchene, Gerard (2002): An attempt to estimate the size of informal economy based on household behaviour modeling. Published in: Romanian Journal of Economic Forecasting , Vol. 1, : pp. 17-24.

Albu, Lucian-Liviu and Nicolae, Mariana (2003): Use of households survey data to estimate the size of the informal economy in Romania. Published in: The Informal Economy in the EU Accession Countries. Size, Scope, Trends and Challenges to the Process of EU Enlargement (2003): pp. 199-212.

Albu, Lucian-Liviu and Pelinescu, Elena (2000): Sustainability of public debt: a theoretical and empirical investigation. Published in: Revue Roumaine des Sciences Economiques , Vol. 45, No. 1 : pp. 101-127.

Albulescu, Claudiu Tiberiu (2008): Central banks and asset prices: the role of the interest rate in volatility correction in the Romanian case.

Alimi, R. Santos (2014): Inflation and Financial Sector Performance: The Case Of Nigeria.

Amavilah, Voxi Heinrich (2009): Holidays and the economic growth of nations.

Amavilah, Voxi Heinrich (2006): Intensity of technology use and per capita real GDP across some African countries.

Amavilah, Voxi Heinrich (2013): The Love Aspects of Human Capital and the Economic Activity of Countries.

Amavilah, Voxi Heinrich (2008): National flags, national flag colors, and the well-being of countries.

Amavilah, Voxi Heinrich (2007): The effects of technology-as-knowledge on the economic performance of developing countries: An econometric analysis using annual publications data for Botswana, Namibia, and South Africa, 1976-2004.

Anas, Jacques and Ferrara, Laurent (2002): Un indicateur d'entrée et sortie de récession: application aux Etats-Unis. Published in: Document de travail du COE No. 58 : pp. 1-56.

Andrei, Tudorel and Iacob, Andreea Iluzia and Vlad, Liviu Bogdan (2007): Tendencies in the Romania's Regional Economic Development during the Period 1991-2004. Published in: Economic Computation and Economic Cybernetics Studies and Research , Vol. 41, No. 1-2/2007 (June 2007): pp. 107-119.

Andrei, Tudorel and Teodorescu, Daniel and Iacob, Andreea Iluzia E. S. and Stancu, Stelian (2007): The Application of the Econometric Models with Qualitative Variables in the Analysis of the Non Academic Behaviors at the Level of the Romanian Higher Education System. Published in: Economic Computation and Economic Cybernetics Studies and Research , Vol. 41, No. No. 3-4/2007 (December 2007): pp. 131-139.

Arce, Rafael de and Mahia, Ramón (2003): Un Modèle d’Equilibre pour la Determination des Effets Nationaux de la Creation d’une Zone de Libre Echange Agricole Euro-Mediterraneenne. Published in: Femise Reports No. 2003 (December 2003)

Ardia, David and Hoogerheide, Lennart F. (2010): Efficient Bayesian estimation and combination of GARCH-type models. Published in: Rethinking Risk Measurement and Reporting: Examples and Applications from Finance, Riskbooks , Vol. Volume, (October 2010)

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

Areal, Francisco J and Balcombe, Kelvin and Tiffin, R (2010): Integrating spatial dependence into stochastic frontier analysis.

Areal, Francisco J and Tiffin, Richard and Balcombe, Kelvin (2010): Provision of an environmental output within a multi-output distance function approach.

Ari, Yakup and Unal, Gazanfer (2010): Continuous Modeling of Foreign Exchange Rate of USD versus TRY.

Artzrouni, Marc and Tramontana, Fabio (2013): The debt trap: a two-compartment train wreck...and how to avoid it.

Ayub, Mehar (1998): A simulation model of corporate finances: A study of the companies listed on Karachi stock exchange. Published in: Conference Proceedings, International Institute of Forecasting, Georgia Institute of Technology, Atlanta (2001) , Vol. 1, No. 2001 (2001): pp. 1-55.

B

Baccar, Sourour (1995): Reliability of the Translog Cost Function : Some Theory & an Application to the Demand of Energy in French Manufacturing.

Bai, Jushan and Li, Kunpeng (2012): Maximum likelihood estimation and inference for approximate factor models of high dimension.

Bandyopadhyay, Kaushik Ranjan (2009): Does OPEC act as a Residual Producer?

Barbry, Eric (2007): Web 2.0: Nothing Changes…but Everything is Different. Published in: International Journal of Digital Economics No. 65 (March 2007): pp. 91-103.

Barnett, William A. and Eryilmaz, Unal (2012): An analytical and numerical search for bifurcations in open economy New Keynesian models.

Barnett, William A. and Kalonda-Kanyama, Isaac (2012): Time-varying parameters in the almost ideal demand system and the Rotterdam model: will the best specification please stand up?

Barnett, William A. and Seck, Ousmane (2006): Rotterdam vs Almost Ideal Models: Will the Best Demand Specification Please Stand Up?

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.

Bassler, Kevin E. and Gunaratne, Gemunu H. and McCauley, Joseph L. (2007): Empirically Based Modeling in the Social Sciences and Spurious Stylized Facts.

Bationo, Rakissiwinde and Hounkpodote, Hilaire (2009): Estimation des changements des cours du café et du cacao: Filtre de Kalman, filtre de Hodrick-Prescott et modélisation à partir de processus markovien.

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.

Bera, Soumitra Kumar (2010): Forecasting model of small scale industrial sector of West Bengal.

Bezemer, Dirk and Grydaki, Maria (2013): Debt and the U.S. Great Moderation.

Bezemer, Dirk J and Grydaki, Maria (2012): Mortgage Lending and the Great moderation: a multivariate GARCH Approach.

Bhati, Avinash (2009): Motivational structures underlying judicial discretion: An information theoretic investigation.

Bianchi, Carlo and Calzolari, Giorgio and Corsi, Paolo (1981): Alternative estimates of the Klein-I model. Published in: IBM Italy Technical Report No. G513-3584 (September 1981): pp. 1-45.

Bianchi, Carlo and Calzolari, Giorgio and Corsi, Paolo and Sartori, Franco and Specioso, Isidoro (1974): Aggiornamento del modello al 1974 e nuove simulazioni. Published in: Il Modellaccio , Vol. 4, No. A cura di Giorgio Fua'. Milano: Franco Angeli (1977): pp. 162-188.

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.

Bilgili, Faik (2006): A Dynamic Approach to Demand for Energy in Turkey.

Bilgili, Faik (2006): A Dynamic Approach to Demand for Energy in Turkey.

Bilgili, Faik and Pamuk, Yalçın and Halıcı Tülüce, Nadide Sevil (2010): Short run and long run dynamics of residential electricity consumption: Homogeneous and heterogeneous panel estimations for OECD. Published in: Economic Computation and Economic Cybernetics Studies and Research No. 3/2011 (August 2011): pp. 113-126.

Bilgin, Cevat (2014): Determinants of Tax Morale in Spain and Turkey: An Empirical Analysis. Published in: European Journal of Government and Economics , Vol. 3, No. June 2014 (June 2014): pp. 60-74.

Blazejowski, Marcin and Kwiatkowski, Jacek (2013): Bayesian Model Averaging and Jointness Measures for gretl.

Borak, Szymon and Weron, Rafal (2008): A semiparametric factor model for electricity forward curve dynamics. Forthcoming in: Journal of Energy Markets No. 1 (3) (2008): pp. 3-16.

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 (2009): Hidden Markov models with t components. Increased persistence and other aspects.

Burnecki, Krzysztof and Pazdan-Siudeja, Liliana (2008): Equity-linked insurances and guaranteed annuity options.

Bušs, Ginters (2010): Forecasts with single-equation Markov-switching model: an application to the gross domestic product of Latvia.

C

Cadogan, Godfrey (2010): Canonical Representation Of Option Prices and Greeks with Implications for Market Timing.

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

Calzolari, Giorgio and Di Iorio, Francesca and Fiorentini, Gabriele (1996): Control variates for variance reduction in indirect inference: interest rate models in continuous time. Published in: CEIBS - China Europe International Business School - Shanghai No. Working paper No. 6 (November 1996): pp. 1-20.

Camlica, Ferhat and Orman, Cuneyt and Payzanoglu, Durukan and Yucel, Eray (2012): Southeastern Europe: post-crisis prospects and risks.

Caporin, Massimiliano and Kolokolov, Aleksey and Renò, Roberto (2014): Multi-jumps.

Chan, Joshua and Koop, Gary and Potter, Simon (2012): A new model of trend inflation.

Chan, Tze-Haw (2012): Assessing the international parity conditions and transmission mechanism for Malaysia-China.

Chan, Tze-Haw (2011): A structural modeling of exchange rate, prices and interest rates between Malaysia-China in the liberalization era.

Chan, Tze-Haw and Hooy, Chee-Wooi (2011): China-Malaysia’s long run trading and exchange rate: complementary or conflicting?

Chan, Tze-Haw and Khong, Wye Leong Roy (2007): Business Cycle Correlation and Output Linkages among the Asia Pacific Economies.

Chan, Tze-Haw and Khong, Wye Leong Roy and Baharumshah, Ahmad Zubaidi (2003): Dynamic Financial Linkages of Japan and ASEAN Economies: An Application of Real Interest Parity. Published in: Capital Markets Review , Vol. 11 (1 , No. special issue (2003): pp. 23-40.

Chan, Tze-Haw and Lean, Hooi Hooi and Hooy, Chee Wooi (2013): A Macro Assessment of China Effects on Malaysian Exports and Trade Balances.

Chang, Chia-Lin (2014): Modelling a Latent Daily Tourism Financial Conditions Index.

Chasco, Coro and López, Ana María and Guillain, Rachel (2008): The non-stationary influence of geography on the spatial agglomeration of production in the EU.

Chasco, Coro and López, Fernando (2006): Is spatial dependence an instantaneous effect? Some evidence in economic series of Spanish provinces.

Chau, Tak Wai (2013): Is the Use of Autocovariances in Level the Best in Estimating the Income Processes? A Simulation Study.

Chen, Kaihua (2014): Measuring and decomposing the overall efficiency of multi-period and -division systems associated with DEA.

Chen, Kaihua (2014): Weighted Additive DEA Models Associated with Dataset Standardization Techniques.

Chilarescu, Constantin and Viasu, Ioana Luciana (2011): A Semigroups Approach to the Study of a Second Order Partial Differential Equation Applied in Economics.

Ciliberto, Federico and Tamer, Elie (2009): Market structure and multiple equilibria in airline markets. Published in: Econometrica , Vol. 77, No. 6 (15. November 2009): pp. 1791-1828.

Ciuiu, Daniel (2010): Modeling the fraud-like investment founds by Petri nets. Published in: Proceedings of the XII-th International Simposium SYMORG, June 9-12 2010, Zlatibor, Serbia (9. June 2010): pp. 3058-3070.

Ciuiu, Daniel (2008): Pattern classification using polynomial and linear regression. Published in: Proceedings of International Conference Trends and Challenges in Applied Mathematics (2008): pp. 153-156.

Ciuiu, Daniel (2008): Pattern classification using principal components regression. Published in: Proceedings of International Conference Trends and Challenges in Applied Mathematics (2008): pp. 149-152.

Ciuiu, Daniel and Costinescu, Cristian (2008): The Monte Carlo method to find eigenvalues and eigenvectors. Published in: Proceedings of International Conference Trends and Challenges in Applied Mathematics (2008): pp. 157-160.

Clemens, Jeffrey and Miran, Stephen (2011): The role of fiscal institutions in analysis of fiscal policy.

Coleman, Stephen (2009): Russian Election Reform and the Effect of Social Conformity on Voting and the Party System: 2007 and 2008.

Cooper, Russel and Madden, Gary G (2008): Estimating components of ICT expenditure: a model-based approach with applicability to short time-series. Published in: Applied Economics , Vol. 10, No. 1 (2008)

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

Cunedioglu, Ekrem and Yucel, Eray (2011): Does every stone fall in the same way? new gravity evidence on world trade.

D

Das, Arabinda (2013): Estimation of Inefficiency using a Firm-specific Frontier Model.

Das, Tapas and Das, Seshanwita (2012): An Econometric Analysis of Impact of Public Issue on Economic Development in India during 1989-2009. Published in: Inrternational Journal of Management, IT & Engineering , Vol. 2, No. 10 (October 2012): pp. 679-693.

Dasgupta, Shouro and Bhattacharya, Debapriya and Neethi, Dwitiya Jawher (2013): Does Democracy Impact Economic Growth? Exploring the Case of Bangladesh – A Cointegrated VAR Approach. Published in: CPD-CMI Working Paper Series

Dave, Chetan and Dressler, Scott (2007): Market structure and business cycles: Do nominal rigidities influence the importance of real shocks?

Delis, Manthos D and Iftekhar, Hasan and Tsionas, Efthymios (2012): On the estimation of the risk of financial intermediaries.

Delis, Manthos D and Tsionas, Efthymios (2012): A new method to estimate the risk of financial intermediaries.

Demiris, Nikolaos and Kypraios, Theodore and Smith, L. Vanessa (2012): On the epidemic of financial crises.

Di Giulio, Daniele (2009): Bank lending to the production sector: credit crunch or extra-credit?

Dias Gomes, Nicolas (2010): Determinantes da pirataria informática na União Europeia a 27, e análise das perdas.

Dobrescu, Emilian (2006): Integration of macroeconomic behavioural relationships and the input-output block: Romanian modelling experience. Published in: Paper presented at EcoMod2006, International Conference on Policy Modeling, Hong Kong, June 28-30, 2006 No. Abstract in the Proceedings of the Conference, pg. 33

Dobrescu, Emilian (2001): Introduction into macroeconomic modeling foundations. Published in: Romanian Journal of Economic Forecasting , Vol. 1, No. Supplement 1 (2002): pp. 39-88.

Dobrescu, Emilian (2001): Macromodel estimations for the Romanian "pre-accession economic programme. Published in: Romanian Journal of Economic Forecasting , Vol. 1, No. Supplement 1 (2002): pp. 5-38.

Dobrescu, Emilian (2006): Macromodel of the Romanian market economy (version 2005). Published in: http://www.cnp.ro/user/repository/b6139a4ae94e801847b4.pdf (April 2006): pp. 1-68.

Dobrescu, Emilian (2001): Updated scenarios for the Romanian economy medium-term dynamics. Published in: Romanian Journal of Economic Forecasting , Vol. 1, No. 9 (2002): pp. 5-16.

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

Dominique, C-Rene (2009): On the Computation of the Hausdorff Dimension of the Walrasian Economy: Addendum.

Doretti, Marco (2012): Modelli di scoring per il rischio paese.

Drichoutis, Andreas (2011): Interpreting interaction terms in linear and non-linear models: A cautionary tale.

Drivas, Kyriakos and Economidou, Claire and Tsionas, Efthymios G. (2014): A Poisson Stochastic Frontier Model with Finite Mixture Structure.

de Silva, Ashton (2008): Forecasting macroeconomic variables using a structural state space model.

de Silva, Ashton (2007): A multivariate innovations state space Beveridge Nelson decomposition.

dogru, bulent (2013): Are Output Fluctuations Transitory in the MENA Region.

doğru, bülent (2013): Dynamic Analysis of Money Demand Function: Case of Turkey*.

du Jardin, Philippe (2010): Predicting bankruptcy using neural networks and other classification methods: the influence of variable selection techniques on model accuracy. Published in: Neurocomputing , Vol. 73, No. 10-12 (2010): pp. 2047-2060.

du Jardin, Philippe and Séverin, Eric (2011): Predicting corporate bankruptcy using a self-organizing map: An empirical study to improve the forecasting horizon of a financial failure model. Published in: Decision Support Systems , Vol. 51, No. 3 (2011): pp. 701-711.

E

Eo, Yunjong (2008): Bayesian Analysis of DSGE Models with Regime Switching.

Erdogdu, Erkan (2010): Electricity Market Reform: Lessons for developing countries.

Erdogdu, Erkan (2014): Investment, security of supply and sustainability in the aftermath of three decades of power sector reform. Published in: Renewable and Sustainable Energy Reviews , Vol. 3, No. 21 (March 2014): pp. 1-8.

Erdogdu, Erkan (2013): Motor fuel prices in Turkey. Published in: Energy Policy , Vol. 69, (June 2014): pp. 143-153.

Erdogdu, Erkan (2011): What happened to efficiency in electricity industries after reforms? Forthcoming in: Energy Policy

Erdogdu, Erkan (2011): The impact of power market reforms on electricity price-cost margins and cross-subsidy levels: a cross country panel data analysis. Forthcoming in: Energy Policy (2011)

F

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

Falnita, Eugen and Sipos, Ciprian (2007): A multiple regression model for inflation rate in Romania in the enlarged EU. Published in: Economic integration, competition and cooperation (1. August 2007)

Fantazzini, Dean and Geraskin, Petr (2011): Everything You Always Wanted to Know about Log Periodic Power Laws for Bubble Modelling but Were Afraid to Ask. Forthcoming in: European Journal of Finance

Feng, Dai (2006): Boating Against the Current: The Advance-Retreat Analysis for Socio-Economic Process.

Ferrara, Laurent (2006): A real-time recession indicator for the Euro area.

Ferrara, Laurent and Guégan, Dominique (2005): Detection of the industrial business cycle using SETAR models. Published in: Journal of Business Cycle Measurement and Analysis , Vol. 2, No. 3 (2005): pp. 353-372.

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

Filoso, Valerio (2010): Regression anatomy, revealed.

Fischer, Justina AV (2009): Happiness and age cycles – return to start….

Friedrich, Thomas and Köpper, Wilhelm (2013): Schumpeter´s Gale: Mixing and compartmentalization in Economics and Biology.

Fuerst, Franz (2007): Office Rent Determinants: A Hedonic Panel Analysis.

G

G. Carvalho, Pedro and Ribeiro, Alexandra (2007): Acnowledging for spatial effects in the Portuguese housing markets.

Gabrielsen, A. and Zagaglia, Paolo and Kirchner, A. and Liu, Z. (2012): Forecasting Value-at-Risk with time-varying variance, skewness and kurtosis in an exponential weighted moving average framework.

Gachet, Ivan and Maldonado, Diego and Pérez, Wilson (2008): Determinantes de la Inflación en una Economía Dolarizada: El Caso Ecuatoriano. Published in: Cuestiones Economicas , Vol. 24, No. 1 (February 2008): pp. 5-28.

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

Gao, jiti and Anh, vo and Heyde, christopher (1999): Statistical estimation of nonstationaryGaussian processes with long-range dependence and intermittency. Published in: Stochastic Processes and Their Applications , Vol. 99, No. 1 (March 2002): pp. 295-323.

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.

George, Michael (2007): Predicting the Profit Potential of a Microeconomic Process: An Information Theoretic/Thermodynamic Approach.

Georgiadis, Georgios (2012): The panel conditionally homogenous vectorautoregressive model.

Ghassan, Hassan and Alhajhoj, Hassan (2010): الارتباط الحركي بين الاستثمار في مؤسسات القطاع الحكومي والاستثمار الخاص عبر نموذج التقهقر الذاتي البنيوي: حالة الاقتصاد السعودي. Published in: Journal of Economic and Administrative Sciences , Vol. 26, No. 1 (June 2010): pp. 1-26.

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.

Ghiba, Nicolae (2010): Impactul modificării ratei dobânzii asupra cursului de schimb în România. Forthcoming in:

Gomez-Sorzano, Gustavo (2007): Developing the concept of Sustainable Peace using Econometrics and scenarios granting Sustainable Peace in Colombia by year 2019.

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

Gomez-Sorzano, Gustavo (2006): A structural model for corporate profit in the U.S. industry.

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

Grigorescu, Adriana (2008): System composite of the triplet’s of strategic overview – revised fundamentals. Published in: Conference volume No. ISBN 978-961-6354-80-6 : pp. 44-47.

Grydaki, Maria and Bezemer, Dirk (2013): Did Credit Decouple from Output in the Great Moderation?

Grydaki, Maria and Bezemer, Dirk J. (2012): The Role of Credit in Great Moderation: a Multivariate GARCH Approach.

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. (2010): The case for higher frequency inflation expectations.

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

Gómez-sorzano, Gustavo (2007): Cycles of violence, and attacks index for the State of Florida.

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

H

Haider, Adnan and Hanif, Muhammad Nadeem (2007): Inflation Forecasting in Pakistan using Artificial Neural Networks.

Halicioglu, Ferda and Andrés, Antonio R. (2010): Determinants of Suicides in Denmark: Evidence from Time Series Data.

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

Halkos, George and Tzeremes, Nickolaos (2011): Economic growth and carbon dioxide emissions: Empirical evidence from China.

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

Harding, Don and Negara, Siwage (2008): Estimating baseline real business cycle models of the Australian economy.

Hasanov, Fakhri (2009): Analyzing price level in a booming economy: the case of Azerbaijan. Published in: Economics Education and Research Consortium No. Working paper No11/02E (2011): pp. 1-34.

Hasanov, Fakhri (2011): Relationship between inflation and economic growth in Azerbaijani economy: is there any threshold effect? Published in: Asian Journal of Business and Management Sciences , Vol. 1, No. No1 (June 2011): pp. 1-11.

Hasanov, Mübariz and Omay, Tolga (2010): The relationship between inflation, output growth, and their uncertainties: Evidence from selected CEE countries. Forthcoming in: Emerging Markets and Finance and Trade , Vol. -, No. - (2011)

Hatzinikolaou, Dimitris (2012): Failure in the market for reviewing economics papers: Good readers, bad referees, and ugly papers. Published in: International Journal of Management Studies, Statistics & Applied Economics , Vol. 2, No. 2 (31. December 2012): pp. 163-176.

Hirota, Keiko (2006): Passenger Car Ownership Estimation toward 2030 in Japan: BAU Scenario with Socio-economic Factors. Published in: Studies in Regional Science , Vol. 37, No. 1 (2007): pp. 25-39.

Hu, Jian (2008): Dependence Structures in Chinese and U.S. Financial Markets -- A Time-varying Conditional Copula Approach.

I

Idrovo Aguirre, Byron (2012): Inversión en infraestructura pública y crecimiento económico, evidencia para Chile. Published in: Documentos de Trabajo de la Cámara Chilena de la Construcción No. N°. 69 (1. March 2012)

Idrovo Aguirre, Byron and Caro S., Juan Carlos (2008): Indicadores de Actividad para la Inversión en Infraestructura y Vivienda. Published in: Documentos de Trabajo - Cámara Chilena de la Construcción , Vol. 51, No. 51 (30. January 2009): pp. 1-29.

Ilmolelian, Peter (2005): The determinants of the Harare Stock Exchange (HSE) market capitalisation. Published in: EconPapers No. http://econpapers.repec.org/paper/wpawuwpem/0511016.htm

Isaic-Maniu, Alexandru and Dragan, Irina-Maria (2009): The Risk of Operational Incidents in Banking Institutions. Published in: Reliability: Theory & Applications , Vol. 1, No. 1(16) (15. March 2010): pp. 72-84.

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

J

Janczura, Joanna and Trueck, Stefan and Weron, Rafal and Wolff, Rodney (2012): Identifying spikes and seasonal components in electricity spot price data: A guide to robust modeling.

Janczura, Joanna and Weron, Rafal (2009): Regime-switching models for electricity spot prices: Introducing heteroskedastic base regime dynamics and shifted spike distributions. Published in: IEEE Conference Proceedings (2009)

Janczura, Joanna and Weron, Rafal (2010): An empirical comparison of alternate regime-switching models for electricity spot prices. Forthcoming in: Energy Economics

Janczura, Joanna and Wyłomańska, Agnieszka (2009): Subdynamics of financial data from fractional Fokker-Planck equation. Published in: Acta Physica Polonica B , Vol. 40, No. 5 (2009): pp. 1341-1351.

Janssen, Matthias and Wobben, Magnus (2008): Electricity Pricing and Market Power - Evidence from Germany.

Jeferson da Conceição Silva, José and Maia Gomes Lages, André (2010): Comercialização de Produtos Agropecuários em Alagoas: Um Estudo de Margem de Comercialização e Transmissão de Preços.

Ji, Tingting (2004): CONSUMER CREDIT DELINQUENCY AND BANKRUPTCY FORECASTING USING ADVANCED ECONOMETRC MODELING.

Jiranyakul, Komain (2011): The Link between Output Growth and Output Volatility in Five Crisis-Affected Asian Countries. Published in: Middle Eastern Finance and Economics No. 12 (2011): pp. 101-108.

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Kahloul, Ines and Ben Mabrouk, Anouar and Hallara, Salah-Eddine (2009): Wavelet-Based Prediction for Governance, Diversi cation and Value Creation Variables.

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Mazurek, Jiri (2014): The Flow Model of Exports: An Introduction.

Medel, Carlos A. (2014): Probabilidad Clásica de Sobreajuste con Criterios de Información: Estimaciones con Series Macroeconómicas Chilenas.

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Paunić, Alida (2007): Inflation in Croatia with outlook to future.

Pavlyuk, Dmitry (2011): Efficiency of broadband internet adoption in European Union member states.

Pavlyuk, Dmitry (2012): Maximum Likelihood Estimator for Spatial Stochastic Frontier Models. Published in: Proceedings of the 12th International Conference “Reliability and Statistics in Transportation and Communication” (2012): pp. 11-19.

Pavlyuk, Dmitry (2010): Regional Tourism Competition in the Baltic States: a Spatial Stochastic Frontier Approach.

Pavlyuk, Dmitry (2010): Spatial Competition and Cooperation Effects on European Airports' Efficiency.

Pavlyuk, Dmitry (2009): Spatial competition for passengers and its influence on efficiency of European airports.

Phiri, Andrew (2014): Re-evaluating Okun's law in South Africa: A nonlinear co-integration approach.

Phiri, Andrew and Nyoni, Botha (2014): The electricity-growth nexus in South Africa: Evidence from asymmetric co-integration and co-feature analysis.

Picci, Lucio (2008): The Internationalization of Inventive Activity: A Gravity Model Using Patent Data.

Picci, Lucio (2009): The Internationalization of Inventive Activity: A Gravity Model Using Patent Data.

Polemis, Michail and Fotis, Panagiotis (2011): Gasoline price asymmetries in the Euro Zone.

Polemis, Michail and Fotis, Panagiotis (2011): The gasoline Industry in European Union and the USA.

Proietti, Tommaso (2008): Direct and iterated multistep AR methods for difference stationary processes.

Proietti, Tommaso (2008): Direct and iterated multistep AR methods for difference stationary processes.

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Pötscher, Benedikt M. and Schneider, Ulrike (2007): On the distribution of the adaptive LASSO estimator.

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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)

Roman, Monica and Ileanu, Bogdan (2010): MODELAREA DECIZIEI DE REMITERE A EMIGRANŢILOR EST EUROPENI. Published in: Studii si Cercetari de Calcul Economic si Cibernetica Economica , Vol. 44, No. 3-4 (1. December 2010): pp. 87-97.

Rubio, Gonzalo and Lozano, Martin (2009): Evaluating alternative methods for testing asset pricing models with historical data. Forthcoming in: Journal of Empirical Finance

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Rumyantsev, Mikhail I. (2007): К проблеме формализации бизнес-процессов коммерческого банка. Published in: Kultura narodov Prichernomor’ya [Culture of the peoples of Prichernomorye] No. 120 (2007): pp. 137-141.

Rumyantsev, Mikhail I. (2011): Гибридная имитационная модель отделения банка как системы массового обслуживания: роль человеческого фактора. Published in: NovaInfo No. 7 (26. November 2011)

Rumyantsev, Mikhail I. (2011): Simulation of financial institutions activity in transitional economies. Published in: Proceedings of Regional Conference “Actual Issues of Modern Economic Science and International Relations” in Dnepropetrovsk, Ukraine, November 25-26, 2011 , Vol. 2, (26. November 2011): pp. 53-63.

Rumyantsev, Mikhail I. (2010): К вопросу оценки адекватности имитационных моделей банковских бизнес-процессов. Published in: Sbornik nauchnykh trudov SWorld [Conference proceedings SWorld] , Vol. 15, No. 4 (27. December 2010): pp. 84-92.

Rumyantsev, Mikhail I. (2011): Изоморфизм и гомоморфизм в имитационном моделировании. Published in: Proceedings of international scientific-practical conference "Modern problems and ways of their solution in science, transport, production and education ‘2011" in Odessa, Ukraine, December 20-27, 2011 (20. December 2011)

Rumyantsev, Mikhail I. (2008): Структурно-морфологический анализ бизнес-процессов коммерческого банка. Published in: Informatsionnye tekhnologii modelirovaniya i upravleniya [Information technologies of modeling and control] No. 9 (52) (2008): pp. 997-1005.

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

Saglio, Sophie and López-Villavicencio, Antonia (2012): Introducing price-setting behaviour in the Phillips Curve: the role of nonlinearities.

Santra, Sattwik and Hati, Koushik Kumar (2014): India’s Move from Sales Tax to VAT: A Hit or Miss?

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

Schröder, Anna Louise and Fryzlewicz, Piotr (2013): Adaptive trend estimation in financial time series via multiscale change-point-induced basis recovery. Published in: Statistics and Its Interface , Vol. 4, No. 6 (2013): pp. 449-461.

Seguino, Stephanie and Braunstein, Elissa (2012): The impact of economic policy and structural change on gender employment inequality in Latin America, 1990-2010.

Sinha, Pankaj and Agnihotri, Shalini (2014): Sensitivity of Value at Risk estimation to NonNormality of returns and Market capitalization.

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, Valerijs (2009): Влияние Трудовой Эмиграции на Рынок Труда в Латвии. Published in: Economics and Management: Current Issues and Perspectives , Vol. 15, No. 2 (19. November 2009): pp. 250-258.

Skribans, Valerijs (2010): Модель жилищного строительства в постсоциалистических странах на примере Латвии. Published in: Экономика, оценка и управление недвижимостью и природными ресурсами: материалы Междунар. науч.-практ. конф. (2010): pp. 58-66.

Skribans, Valerijs (2009): Būvniecības nozares prognozēšanas modelis. Published in: RTU zinātniskie raksti , Vol. 18, No. 3 (2009): pp. 68-82.

Skribans, Valerijs (2002): Būvnozares prognozēšanas modelis un tā izstrādāšanas metodika. Published in: Conferences matherials No. Tradicionālais un novatoriskais sabiedrības ilgspējīgā attīstībā (2002): pp. 356-364.

Skribans, Valerijs (2003): Construction demand: a model of research and forecast for Latvia from 2002 to 2025. Published in: LU raksti (2003): pp. 90-105.

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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.

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Skribans, Valerijs (2003): Latvijas būvniecības nozares attīstības prognoze.

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.

Sossounov, Kirill and Ushakov, Nikolay (2009): Determination of the real exchange rate of rouble and assessment of long-rum policy of real exchange rate targeting. Forthcoming in: Journal of the New Economic Association No. 2

Su, EnDer (2013): Stock index hedge using trend and volatility regime switch model considering hedging cost.

Sucarrat, Genaro and Grønneberg, Steffen and Escribano, Alvaro (2013): Estimation and Inference in Univariate and Multivariate Log-GARCH-X Models When the Conditional Density is Unknown.

Suchánek, Petr and Bucki, Robert (2011): Method of supply chain optimization in E-commerce.

Suchánek, Petr and Vymětal, Dominik (2009): Identifikace, měření a analýza poruch E-Commerce systémů. Published in: Sborník příspěvků Aktuální aspekty české a světové ekonomiky, Liberecké ekonomické fórum 2009 (15. September 2009): pp. 472-479.

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Tanaka, Kenta and Managi, Shunsuke (2013): Measuring Productivity Gains from Deregulation of the Japanese Urban Gas Industry.

Tanner, Reto and Bolduc, Denis (2012): The Multiple Discrete-Continuous Extreme Value Model (MDCEV) with fixed costs.

Travaglini, Guido (2011): Climate change: where is the hockey stick? evidence from millennial-scale reconstructed and updated temperature time series.

Travaglini, Guido (2010): Dynamic Econometric Testing of Climate Change and of its Causes.

Travaglini, Guido (2008): Dynamic GMM Estimation With Structural Breaks. An Application to Global Warming and its Causes.

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.

Trueck, Stefan and Weron, Rafal and Wolff, Rodney (2007): Outlier Treatment and Robust Approaches for Modeling Electricity Spot Prices.

V

Valadkhani, Abbas (2006): Macroeconometric Modelling in an Oil-Exporting Country: The case of Iran. Published in: Journal of Energy and Development , Vol. 31, No. 2 (2006): pp. 261-282.

Verbic, Miroslav and Erker, Renata (2007): Economic Valuation of Environmental Values of the Landscape Development and Protection Area of Volcji Potok.

Verbič, Miroslav and Spruk, Rok (2011): Aging population and public pensions: theory and evidence.

Visser, Marcel P. (2008): Garch Parameter Estimation Using High-Frequency Data.

Vulpes, Giuseppe and Brasili, Andrea (2006): Banking integration and co-movements in EU banks’ fragility.

Vymětal, Dominik (2008): ICT in Czech companies: business efficiency potentials to be achieved. Published in: Zborník z medzinárodnej vedeckej konferencie Nové prístupy k riadeniu ponuky podnikov a Jazyková výuka ekonomických odborníkov (2. October 2008): pp. 227-240.

W

Wang, Hung-jen and Schmidt, Peter (2001): One-step and two-step estimation of the effects of exogenous variables on technical efficiency levels. Published in: Journal of Productivity Analysis , Vol. 2, No. 18 (2002): pp. 129-144.

Wang, Yafeng and Graham, Brett (2010): Identification and Estimation of a Discrete Game by Observing its Correlated Equilibria.

Wasim, Ahmad and Bandi, Kamaiah (2011): Identifying regime shifts in Indian stock market: A Markov switching approach.

Weron, Rafal (2008): Heavy-tails and regime-switching in electricity prices. Forthcoming in: Mathematical Methods of Operations Research

Weron, Rafal and Janczura, Joanna (2010): Efficient estimation of Markov regime-switching models: An application to electricity wholesale market prices.

Wiederhold, gio (2005): What is Your Software Worth? Published in: Communications of the ACM , Vol. 2006, No. 9 (September 2006): pp. 65-74.

Y

Yilmaz, Tolgahan (2010): Improving Portfolio Optimization by DCC And DECO GARCH: Evidence from Istanbul Stock Exchange.

Yip, Wing and Stephens, David and Olhede, Sofia (2008): Hedging strategies and minimal variance portfolios for European and exotic options in a Levy market. Forthcoming in: Mathematical Finance

Youssef, Ahmed H. and Abonazel, Mohamed R. (2009): A Comparative Study for Estimation Parameters in Panel Data Model. Published in: InterStat Journal , Vol. 2009, No. May, No. 2 (9. May 2009): pp. 1-17.

Yucel, Eray M. (2005): Does Ramadan Have Any Effect on Food Prices: A Dual-Calendar Perspective on the Turkish Data.

Z

Zhou, Xianbo and Li, Kui-Wai and Li, Qin (2010): An Analysis on Technical Efficiency in Post-reform China. Published in: China Economic Review , Vol. 22, (2011): pp. 357-372.

Zhu, Ke and Li, Wai Keung and Yu, Philip L.H. (2014): Buffered autoregressive models with conditional heteroscedasticity: An application to exchange rates.

Zubairy, Sarah (2010): Explaining the Effects of Government Spending Shocks.

zhao, bo (2013): Cyclical Dynamics in Idiosyncratic Labor-Market Risks: Evidence From March CPS 1968-2011.

This list was generated on Tue Sep 16 20:13:20 2014 CEST.
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