Munich Personal RePEc Archive

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

Up a level
Export as [feed] Atom [feed] RSS 1.0 [feed] RSS 2.0
Group by: Creators Name | Language
Jump to: A | B | C | D | E | F | G | H | I | J | K | L | M | N | O | P | Q | R | S | T | U | V | X | Y
Number of items at this level: 235.


Abdelaal Mahmoud, Ashraf (2011): Financial Crises and Bilateral Foreign Direct Investment Flows.

Adenutsi, Deodat E. (2010): Financial development, bank savings mobilization and economic performance in Ghana: evidence from a multivariate structural VAR. Published in: International Journal of Development Research and Quantitative Techniques , Vol. 1, No. 2 (2011): pp. 3-24.

Adha, Rishan and Hong, Cheng-Yih and Agrawal, Somya and Li, Li-Hua (2022): ICT, carbon emissions, climate change, and energy demand nexus: the potential benefit of digitalization in Taiwan. Published in: Energy & Environment journal No. 0958305X221093458 (13 April 2022)

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

Aguilar, Juan Francisco (2009): Modelo Para El Mejoramiento De La Gestión De Inventarios Del Banco Central Del Ecuador.

Alessandrini, Sergio (2012): Quality of ski resorts and competition between the Emilian Apennines and Altipiani Trentini. An estimate of the hedonic price.

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

Asaduzzaman, Md (2019): FDI as an Opportunity for Economic growth of Bangladesh: A VECM Analysis. Published in: ERN: Other Development Economics: Macroeconomic Issues in Developing Economies (Topic) No. https://ssrn.com/abstract=3498742 (26 December 2019): pp. 1-28.

Asaduzzaman, Md (2021): Relationship between threshold level of inflation and economic growth in Bangladesh- a multivariate quadratic regression analysis. Published in: ERN: Other Development Economics: Macroeconomic Issues in Developing Economies (Topic) (18 March 2021): pp. 1-21.


BENYOUB, Mohammed (2018): L’impact De L’investissement Des Revenus Pétroliers Sur La Croissance, L’inflation Et Le Chômage : Cas D’Algérie (2000-2015).

Bai, Jushan (2013): Likelihood approach to dynamic panel models with interactive effects.

Bai, Jushan and Li, Kunpeng (2010): Theory and methods of panel data models with interactive effects.

Bai, Jushan and Li, Kunpeng and Lu, Lina (2014): Estimation and inference of FAVAR models.

Bai, Zhidong and Li, Hua and Wong, Wing-Keung (2013): The best estimation for high-dimensional Markowitz mean-variance optimization.

Ballinger, Clint (2011): Why inferential statistics are inappropriate for development studies and how the same data can be better used.

Barnett, William A. and Duzhak, Evgeniya (2006): Non-Robust Dynamic Inferences from Macroeconometric Models: Bifurcation Stratification of Confidence Regions.

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

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

Bartolucci, Francesco and Marino, Maria Francesca and Pandolfi, Silvia (2015): Composite likelihood inference for hidden Markov models for dynamic networks.

Basistha, Arabinda and Kurov, Alexander and Wolfe, Marketa Halova (2019): Volatility Forecasting: The Role of Internet Search Activity and Implied Volatility. Published in: Journal of Risk Model Validation , Vol. 14, (2019): pp. 43-53.

Ben Jebli, Mehdi and Ben Youssef, Slim (2017): Renewable energy, arable land, agriculture, CO2 emissions, and economic growth in Morocco.

Ben Salha, Ousama and Sebri, Maamar (2013): A multivariate analysis of the causal flow between renewable energy consumption and GDP in Tunisia.

Berg, Claudia and Emran, Shahe and Shilpi, Forhad (2016): Microfinance and Moneylenders: Long-run Effects of MFIs on Informal Credit Market in Bangladesh.

Bhati, Avinash (2007): Learning from multiple analogies: an Information Theoretic framework for predicting criminal recidivism.

Bhattacharjee, Nil and Das, Sabuj and Mohajan, Haradhan (2014): Andrews-Garvan-Liang’s Spt-crank for Marked Overpartitions. Published in: International Journal of Applied Science-Research and Review , Vol. 1, No. 1 (30 October 2014): pp. 71-81.

Bianchi, Carlo and Brillet, Jean-Louis and Calzolari, Giorgio (1983): Analysis and measurement of the uncertainty in Mini-Dms model for the French economy.

Bianchi, Carlo and Calzolari, Giorgio (1983): Confidence intervals of forecasts from nonlinear econometric models. Published in: paper presented at The Third International Symposium on Forecasting. Philadelphia: The Wharton School, June 5-8 (5 June 1983): pp. 1-20.

Bianchi, Carlo and Calzolari, Giorgio (1978): La varianza dell'errore di previsione nei modelli econometrici: applicazione ad un modello nonlineare dell'economia italiana.

Bianchi, Carlo and Calzolari, Giorgio and Corsi, Paolo (1975): DMS/2: un sistema per la soluzione e simulazione interattiva di modelli econometrici. Published in: IBM Italy Technical Report No. CSP030/513-3538 (October 1975): pp. 1-88.

Bianchi, Carlo and Calzolari, Giorgio and Corsi, Paolo and Panattoni, Lorenzo (1980): Significance of the characteristic roots of linearized econometric models. Published in: Paper presented at the Economics and Control Conference, Princeton University (4 June 1980): pp. 1-14.

Bianchi, Carlo and Calzolari, Giorgio and Corsi, Paolo and Sitzia, Bruno (1976): Stochastic simulation of an aggregated model of the Italian economy: methodological and empirical aspects. Published in: IBM Italy Technical Report N.53 No. G513-3545 (1976): pp. 1-36.

Bianchi, Carlo and Calzolari, Giorgio and Doret, Remi (1978): Ven der Giessen's reordering algorithm in the program for stochastic simulation of econometric models. Published in: IBM Italy Technical Report No. Z513-5101 (December 1978): pp. 1-26.

Bilgili, Faik (1998): The effects of tax-cuts and government bonds on aggregate demand. Published in: Journal of Faculty of Economics and Administrative Sciences, Erciyes University No. 13 (1998): pp. 123-130.

Blankmeyer, Eric (2021): Explorations in NISE Estimation.

Bodha Hannadige, Sium and Gao, Jiti and Silvapulle, Mervyn and Silvapulle, Param (2021): Time Series Forecasting using a Mixture of Stationary and Nonstationary Predictors.

Boubacar Mainassara, Yacouba (2009): Multivariate portmanteau test for structural VARMA models with uncorrelated but non-independent error terms.

Brillet, Jean-Louis and Calzolari, Giorgio and Panattoni, Lorenzo (1986): Coherent optimal prediction with large nonlinear systems: an example based on a French model.

Bădilă, Andreea Iuliana and Sucilă căs. Pahoni, Cipriana and Mihuţ, Cosmin and Filip, Dan Andrei and Ciubotaru, Iulian Marcel and Luca, Cătălin-Viorel and Mănescu, Alexandra Florina and Pipoș, Cristina and Popa (Lupu), Diana Gabriela and Dinu (Dragomir), Maria Magdalena and Petric, Paulian Timotei and Bran, Răzvan and Constantin, Veronica and Postăvaru, Gianina Ioana and Ciolan, Ioana Monica and Papuc, Valentin and Moșoi, Ștefan Cristian and Gheorghe, Anamaria Elena and Clucerescu (Tănase), Emilia Elena and Marin, Ştefan Claudiu and Ciorei, Mihaela Andreea and Mărcău, Flavius Cristian and Mihaela, Ruxanda and Marin, Camelia and Enescu, Camelia and Ealangi, Ionuț and Purcaru, Mihai and Pop, Alexandra Raluca and Bojincă, Moise (2012): Research and Science Today Supplement No.1(3)/2012. Published in: Research and Science Today

bailek, Alexandra (2018): Economic Impact Analysis of Hospital Readmission Rate and Service Quality Using Machine Learning. Published in:


Calzolari, Giorgio (2012): Econometric notes.

Calzolari, Giorgio and Bianchi, Carlo and Corsi, Paolo and Panattoni, Lorenzo (1982): Uncertainty of policy recommendations for nonlinear econometric models: some empirical results. Published in: paper presented at the 1982 Conference on Economic Dynamics and Control, "Decision Making Under Uncertainty", Washington DC: Federal Reserve Board, June 9-11. (9 June 1982): pp. 1-20.

Calzolari, Giorgio and Panattoni, Lorenzo (1988): Coherent Forecast with Nonlinear Econometric Models. Published in: paper presented at The Eighth International Symposium on Forecasting. Universiteit van Amsterdam and Vrije Universiteit Amsterdam, June 12-15. (12 June 1988): pp. 1-6.

Calzolari, Giorgio and Panattoni, Lorenzo (1984): Evaluating Forecast Uncertainty in Econometric Models: The Effect of Alternative Estimators of Maximum Likelihood Covariance Matrix. Published in: paper presented at The Fourth International Symposium on Forecasting. London Business School, July 8-11 (8 July 1984): pp. 1-33.

Calzolari, Giorgio and Panattoni, Lorenzo (1985): Gradient methods in FIML estimation of econometric models. Published in: Developments of control theory for economic analysis, ed. by C.Carraro and D.Sartore No. Dordrecht: Martinus Nijhoff, Kluwer Academic Publishers (1987): pp. 143-153.

Calzolari, Giorgio and Panattoni, Lorenzo (1983): Hessian and approximated Hessian matrices in maximum likelihood estimation: a Monte Carlo study.

Calzolari, Giorgio and Panattoni, Lorenzo (1988): Mode predictors in nonlinear systems with identities. Published in: International Journal of Forecasting. Working paper presented at the European Meeting of the Econometric Society, Bologna, 1988. pp.1-29 No. 6 (1990): pp. 317-326.

Calzolari, Giorgio and Panattoni, Lorenzo (1984): A Simulation Study on FIML Covariance Matrix. Published in: paper presented at the European Meeting of the Econometric Society. Universidad Autonoma de Madrid, September 3-7. (3 September 1984): pp. 1-44.

Calzolari, Giorgio and Sampoli, Letizia (1989): Instrumental variables interpretations of FIML and nonlinear FIML.

Casey, Gregory and Klemp, Marc (2016): Instrumental Variables in the Long Run.

Cerdeira Bento, João Paulo (2014): The determinants of CO2 emissions: empirical evidence from Italy.

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

Charlita de Freitas, Luciano and Euler de Morais, Leonardo and Manuel Baigorri, Carlos (2017): Risk and systemic risk perception in the telecommunications sector in Brazil: an investor perspective assessment.

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:

Chhorn, Theara (2017): On the Investigation of Factors Effecting International Tourist Arrivals to Cambodian Market: A Static and Dynamic Gravity Approach. Published in: Southeast Asian Journal of Economics , Vol. 5, No. 2 (December 2017): pp. 115-138.

Chhorn, Theara (2017): Spatial Linkage of Technological Progress, ICT base and Economic Output in CLMV Region.

Chhorn, Theara and Chhorn, Dina (2017): Modelling Linkage of Globalization and Financial Development to Human Development in CLMV Region.

Ciliberto, Federico and Miller, Amalia and Skyt Nielsen, Helena and Simonsen, Marianne (2013): Playing the Fertility Game at Work: An Equilibrium Model of Peer Effects.

Costola, Michele and Lorusso, Marco (2021): Spillovers among Energy Commodities and the Russian Stock Market.


Damianov, Damian S and Escobari, Diego (2015): Long-Run Equilibrium Shift and Short-Run Dynamics of U.S. Home Price Tiers during the Housing Bubble. Forthcoming in: Journal of Real Estate Finance and Economics

Das, Sabuj and Mohajan, Haradhan (2014): Generating Functions for P1r (n) and P2r (n). Published in: Journal of Environmental Treatment Techniques , Vol. 2, No. 2 (30 June 2014): pp. 55-57.

Das, Sabuj and Mohajan, Haradhan (2014): Generating Functions for and. Published in: American Review of Mathematics and Statistics , Vol. 2, No. 1 (1 May 2014): pp. 33-36.

Das, Sabuj and Mohajan, Haradhan (2014): Generating Functions for β1(n) and β2(n). Published in: International Journal of Scientific Knowledge , Vol. 5, No. 3 (30 July 2014): pp. 27-35.

Das, Sabuj and Mohajan, Haradhan (2014): Mock Theta Conjectures. Published in: Journal of Environmental Treatment Techniques , Vol. 2, No. 1 (5 April 2014): pp. 22-28.

Das, Sabuj and Mohajan, Haradhan (2014): Mock Theta Conjectures. Published in: Journal of Environmental Treatment Techniques , Vol. 2, No. 1 (5 April 2014): pp. 22-28.

Das, Sabuj and Mohajan, Haradhan (2014): The Number of Vector Partitions of n with the Crank m. Published in: International Journal of Reciprocal Symmetry and Theoretical Physics , Vol. 1, No. 2 (30 December 2014): pp. 91-105.

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

Deb, Partha and Seck, Papa (2009): Internal Migration, Selection Bias and Human Development: Evidence from Indonesia and Mexico. Published in: Human Development Research Paper (HDRP) Series , Vol. 31, No. 2009

Degiannakis, Stavros and Xekalaki, Evdokia (2004): Autoregressive Conditional Heteroskedasticity (ARCH) Models: A Review. Published in: Quality Technology and Quantitative Management , Vol. 1, No. 2 (2004): pp. 271-324.

Delis, Manthos and Hasan, Iftekhar and Tsionas, Efthymios (2015): Banks’ Risk Endogenous to Strategic Management Choices. Published in: British Journal of Management

Deluna, Roperto Jr (2014): The Long-run Relationship among World Oil Price, Exchange Rate and Inflation in the Philippines. Forthcoming in:

Di Caro, Paolo (2014): Regional recessions and recoveries in theory and practice: a resilience-based overview.

Doko Tchatoka, Firmin (2013): On bootstrap validity for specification tests with weak instruments.

Doko Tchatoka, Firmin and Dufour, Jean-Marie (2012): Identification-robust inference for endogeneity parameters in linear structural models.

Dramani, Latif and Laye, Oumy (2007): Impact du Commerce bilatéral Intra-Zone dans la zone UEMOA et CEMAC: Approche par les VAR Structurels.


El Alaoui, Aicha and Ezzahidi, Elhadj and Eladnani, Mohamed Jellal (2013): Etimating NAIRU: the Morocco case.

El-Baz, Osama (2014): Empirical Investigation of the Twin Deficits Hypothesis: The Egyptian Case (1990-2012).

Elmarzougui, Eskandar and Larue, Bruno and Tamini, Lota, D. (2013): The Environment, Trade Openness, and Domestic and Foreign Investments.

emmanuel, mamatzakis and george, christodoulakis (2010): Return Attribution Analysis of the UK Insurance Portfolios. Forthcoming in: Annals of Finance


FENDRI ZOUARI, Nawel and NEIFAR, MALIKA (2020): Loan loss provisions under regulatory pressure: public versus private banks in Tunisia.

Feitosa Lopes, Daniel Alisson and Neto, Nicolino Trompieri and Barbosa, Macelo Ponte and Holanda, Marcos Costa (2008): Determinantes da Eficiência dos Gastos Públicos em Educação e Saúde: O caso do Ceará.

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

Fiorillo, Damiano and Nappo, Nunzia (2015): Formal volunteering and self-perceived health. Causal evidence from the UK-SILC.

Fiorillo, Damiano and Nappo, Nunzia (2014): Volunteering and perceived health. A European cross-countries investigation.

Franssen, M.M.E. and Peeters, H.M.M. (1988): Onderzoek naar samenhangen tussen fysieke kenmerken en exploitatiekosten van Rooms-Katholieke kerken.

Fuerst, Franz (2006): Predictable or Not? Forecasting Office Markets with a Simultaneous Equation Approach.

Fusari, Angelo (2016): A New Economics for Modern Dynamic Economies. Forthcoming in: In publication by Springer (2016): pp. 1-295.

Fusari, Angelo (1986): A development model of a dualistic economy. The Italian case. Published in: book entitled 'Dynamic modelling and control of national economies' No. Pergamon Press (1987): pp. 237-244.


G.K., Chetan Kumar and K.B., Rangappa and S., Suchitra (2022): Impact of ICT in Enhancing Learning Experience among Rural Students in India: An Empirical Analysis. Published in: TOJDEL , Vol. 10, No. 1 (1 January 2022): pp. 75-87.

Gao, Song (2010): Privatization, Soft Budget Constraint, and Social Burdens: A Random-Effects Stochastic Frontier Analysis on Chinese Manufacturing Technical Efficiency.

Garrouste, Christelle (2011): Explaining learning gaps in Namibia: The role of language proficiency. Published in: International Journal of Educational Development , Vol. 31, (2011): pp. 223-233.

Gawlik, Remigiusz (2016): Encompassing the Work-Life Balance into Early Career Decision-Making of Future Employees Through the Analytic Hierarchy Process. Published in: Advances in Intelligent Systems and Computing Series, Vol. 594 , Vol. 594, No. Advances in Human Factors, Business Management and Leadership (1 January 2018): pp. 137-147.

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

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

Genest, benoit and Fares, Ziad and Gombert, Arnault (2014): Dynamic Stress Test Diffusion Model Considering the Credit Score Performance. Published in: Risk.net

Ghassan, Hassan B. (2000): Formes et méthodes d’estimation des systèmes récursifs dynamiques à double indice. Published in: Revue de l'Institut National de Statistique et d'Economie Appliquée , Vol. 19, (16 March 2002): pp. 61-79.

Goswami, Bidisha and Sarkar, Jyotirmoy and Saha, Snehanshu and Kar, Saibal and Sarkar, Poulami (2018): ALVEC, auto-scaling by lotka volterra elastic cloud: a qos aware non linear dynamical allocation model. Published in: Simulation Modelling Practice and Theory , Vol. 93, No. May (1 May 2019): pp. 262-292.

Grassetti, Francesca and Mammana, Cristiana and Michetti, Elisabetta (2019): On the interaction between real economy and financial markets.

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.

Guilhoto, Joaquim José Martins and Hasegawa, Marcos and Lopes, Ricardo Luis (2002): A estrutura teórica do modelo inter-regional para a economia brasileira - MIBRA. Published in: Anais do II Encontro de Estudos Regionais e Urbanos (2002)

Gusev, Maxim and Kroujiline, Dimitri and Govorkov, Boris and Sharov, Sergey V. and Ushanov, Dmitry and Zhilyaev, Maxim (2014): Predictable markets? A news-driven model of the stock market. Forthcoming in: Algorithmic Finance


HAMDI, Helmi and SBIA, Rashid (2012): Natural resource rents, fiscal policy and economic growth in Algeria. Published in: Economics Bulletin , Vol. 33, No. 2 (2013)

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

HASAN, HAMID (2009): Capabilities measurement: an empirical investigation.

HASAN, HAMID and Rehman, Attiqur (2013): A potential solution to problems in ordered choice models involving endogenous ordinal variables for self-reported questions.

Hai, Le Chi and Alam Kazmi, Syed Hasnain (2015): Dynamic Support of Government in Online Shopping. Published in: Asian Social Science , Vol. 11, No. 22 (2 August 2015): pp. 1-9.

Hamrita, Mohamed Essaied and Mekdam, Mejdi (2016): Energy consumption, CO2 emissions and economic growth nexus: Evidence from panel Granger causality test.

Hanif, M Nadim and Hyder, Zulfiqar and Lodhi, M Amin Khan and Khan, Mahmood ul Hassan and Batool, Irem (2008): A small-size macroeconometric model for Pakistan economy.

Hasumi, Ryo and Iiboshi, Hirokuni and Matsumae, Tatsuyoshi and Nakamura, Daisuke (2018): Does a financial accelerator improve forecasts during financial crises?: Evidence from Japan with Prediction Pool Methods.

Hatemi-J, Abdulnasser and Mustafa, Alan (2016): Testing for Financial Market Integration of the Chinese Market with the US Market.

Herrmann, Michael and Khan, Haider (2008): Rapid urbanization, employment crisis and poverty in African LDCs:A new development strategy and aid policy.

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

Hossain, Fazlee and Das, Sabuj (2015): The Rogers-Ramanujan Identities. Published in: Turkish Journal of Analysis and Number Theory , Vol. 3, No. 2 (1 April 2015): pp. 37-42.

Hossain, Fazlee and Das, Sabuj and Mohajan, Haradhan (2014): Bingmann-Lovejoy-Osburn’s generating function in the overpartitions. Published in: Open Science Journal of Mathematics and Application , Vol. 2, No. 4 (31 December 2014): pp. 37-43.

Hossain, Md. Mobarak and Chowdhury, Md Niaz Murshed (2019): Econometric Ways to Estimate the Age and Price of Abalone.


Idrees, Sahar and Qayyum, Abdul (2018): The Impact of Financial Distress Risk on Equity Returns: A Case Study of Non-Financial Firms of Pakistan Stock Exchange.

Idrovo Aguirre, Byron (2009): Expansión del Tamaño Muestral de las Venta y Stock Inmobiliario del Gran Santiago. Published in: Documentos de Trabajo - Cámara Chilena de la Construcción , Vol. 57, No. 57 : pp. 1-22.

Islam, Jamal and Mohajan, Haradhan and Moolio, Pahlaj (2010): Median voter model cannot solve all the problems of voting system. Published in: International Journal of Economics and Research , Vol. 2, No. 6 (31 December 2011): pp. 111-125.

Islam, Jamal and Mohajan, Haradhan and Moolio, Pahlaj (2010): Methods of voting system and manipulation of voting. Published in: International Journal of Management and Transformation , Vol. 5, No. 1 (30 June 2011): pp. 10-34.


Jensen, Mark J and Maheu, John M (2013): Risk, Return and Volatility Feedback: A Bayesian Nonparametric Analysis.


Kadria, Mohamed and Ben Aissa, Mohamed Safouane (2014): The inflation targeting policy in Tunisia? Between perception and reality.

Kadria, Mohamed and Djelassi, Mouldi (2012): La Politique de Ciblage d’Inflation et “Pass-through” du Taux de Change : Une Analyse en Modèle Panel VAR dans le cadre des Pays Emergents.

Kaufmann, Daniel (2004): Corruption, Governance and Security: Challenges for the Rich Countries and the World. Published in:

Kaufmann, Daniel (2005): Myths and Realities of Governance and Corruption. Published in: Global Competitiveness Report 2005-06 (October 2005): pp. 81-98.

Kebalo, Leleng (2014): What DCC-GARCH model tell us about the effect of the gold price's volatility on south african exchange rate?

Keita, Moussa (2020): Politiques économiques sectorielles et créations d’emplois: une approche d’équilibre général calculable appliquée au cas de la Tunisie.

Kharlamov, Mikhail (2004): Управление экономической системой в условиях неопределенности: извлечение уроков. Published in: Scientific Bulletin of VAPA No. 4 (1 September 2004): pp. 15-21.

Kocięcki, Andrzej (2017): Fully Bayesian Analysis of SVAR Models under Zero and Sign Restrictions.

Konstantakis, Konstantinos and Michaelides, Panayotis G. (2014): Combining Input-Output (IO) analysis with Global Vector Autoregressive (GVAR) modeling: Evidence for the USA (1992-2006).

Konstantakis, Konstantinos N. and Michaelides, Panayotis G. and Vouldis, Angelos T. (2016): Non-Performing Loans (ΝPLs) in a Crisis Economy: Long-Run Equilibrium Analysis with a Real-Time VEC Model for Greece (2001-2015). Published in: Physica A: Statistical Mechanics and its Applications , Vol. C, No. 451 (2016): pp. 149-161.

Kuzmin, Anton (1971): A Structural Model of Exchange Rate Dynamics. Published in: Review of Business and Economics Studies , Vol. 2, No. 3 (2014): 86- 92.


Ledenyov, Dimitri O. and Ledenyov, Viktor O. (2014): On the winning virtuous strategies for ultra high frequency electronic trading in foreign currencies exchange markets.

Ledenyov, Dimitri O. and Ledenyov, Viktor O. (2014): On the winning virtuous strategies for ultra high frequency electronic trading in foreign currencies exchange 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.

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

Lopez Arceiz, Francisco and Solferino, Nazaria and Solferino, Viviana and Tortia, Ermanno C. (2016): Corporate social responsibility is just a twist in a Möbius Strip: An empirical test on Italian cooperatives.

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.

Lubello, Federico (2011): Money Demand and Inflation: A Cointegration Analysis for Canada.

Lusompa, Amaze (2019): Local Projections, Autocorrelation, and Efficiency.


MAO TAKONGMO, Charles Olivier (2016): Government spending, GDP and exchange rate in Zero Lower Bound: measuring causality at multiple horizons.

Marini, Annalisa (2020): The Impact of Weather on Commodity Prices: A Warning for the Future.

Marini, Annalisa and Navarra, Pietro (2016): Autonomy, Social Interactions and Culture.

Melis, Gabriella and Elliot, Mark and Shryane, Nick (2014): Environmental concern over time: evidence from the longitudinal analysis of a British cohort study from 1991 to 2008. Published in: Social Science Quarterly , Vol. 4, No. 95 (2014): pp. 905-919.

Michaelides, Panayotis G. and Belegri-Roboli, Athena and Arapis, Gerasimos (2009): Early Nonlinear Modelling in Economic Analysis: The Hicks Model for Greece Revisited.

Michaelides, Panayotis G. and Belegri-Roboli, Athena and Arapis, Gerasimos (2010): Estimating a modified nonlinear Hicks model: Evidence from the US economy (1960-2008).

Mohajan, Haradhan (2015): Basic Concepts of Differential Geometry and Fibre Bundles. Published in: ABC Journal of Advanced Research , Vol. 4, No. 1 (30 March 2015): pp. 57-73.

Mohajan, Haradhan (2017): A Brief Analysis of de Sitter Universe in Relativistic Cosmology. Published in: Journal of Scientific Achievements , Vol. 2, No. 11 (30 November 2017): pp. 1-17.

Mohajan, Haradhan (2017): Development of Einstein’s Static Cosmological Model of the Universe. Published in: Journal of Scientific Achievements , Vol. 2, No. 7 (30 April 2017): pp. 18-29.

Mohajan, Haradhan (2021): Estimation of Cost Minimization of Garments Sector by Cobb-Douglas Production Function: Bangladesh Perspective. Published in: Annals of Spiru Haret University Economic Series , Vol. 20, No. 2 (30 June 2021): pp. 267-299.

Mohajan, Haradhan (2013): Friedmann, Robertson-Walker (FRW) Models in Cosmology. Published in: Journal of Environmental Treatment Techniques , Vol. 1, No. 3 (22 December 2013): pp. 158-164.

Mohajan, Haradhan (2013): General upper limit of the age of the Universe. Published in: ARPN Journal of Science and Technology , Vol. 4, No. 1 (10 January 2014): pp. 4-12.

Mohajan, Haradhan (2015): Generalization of Euler and Ramanujan’s Partition Function. Published in: Asian Journal of A pplied Science and Engineering , Vol. 4, No. 3 (12 November 2015): pp. 167-190.

Mohajan, Haradhan (2014): Generating Function for M(m, n). Published in: Turkish Journal of Analysis and Number Theory , Vol. 2, No. 4 (31 July 2014): pp. 125-129.

Mohajan, Haradhan (2016): Global Hyperbolicity in Space-Time Manifold. Published in: International Journal of Professional Studies , Vol. 1, No. 1 (30 June 2016): pp. 14-30.

Mohajan, Haradhan (2014): Gravitational Collapse of a Massive Star and Black Hole Formation. Published in: International Journal of Reciprocal Symmetry and Theoretical Physics , Vol. 1, No. 2 (30 December 2014): pp. 125-140.

Mohajan, Haradhan (2013): Minkowski geometry and space-time manifold in relativity. Published in: Journal of Environmental Treatment Techniques , Vol. 1, No. 2 (10 November 2013): pp. 101-109.

Mohajan, Haradhan (2017): Optimization Models in Mathematical Economics. Published in: Journal of Scientific Achievements , Vol. 2, No. 5 (30 May 2017): pp. 30-42.

Mohajan, Haradhan (2021): Product Maximization Techniques of a Factory of Bangladesh: A Sustainable Procedure. Published in: American Journal of Economics, Finance and Management , Vol. 5, No. 2 (31 May 2021): pp. 23-44.

Mohajan, Haradhan (2011): Single transferable vote in local and national elections. Published in: International Journal of Strategic Organization and Behavioural Science , Vol. 2, No. 2 (31 December 2012): pp. 3-18.

Mohajan, Haradhan (2013): Upper Limit of the Age of the Universe with Cosmological Constant. Published in: International Journal of Reciprocal Symmetry and Theoretical Physics , Vol. 1, No. 1 (24 April 2014): pp. 43-68.

Mohajan, Haradhan (2021): Utility Maximization of Bangladeshi Consumers within Their Budget: A Mathematical Procedure. Published in: Journal of Economic Development, Environment and People , Vol. 10, No. 3 (30 September 2021): pp. 60-85.

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

Mohammed, Mikidadu (2018): Do Import Tariffs Generate Stagflationary Tendencies?

Moore, Winston and CRAIGWELL, ROLAND (2008): Foreign direct investment and tourism in SIDS: evidence from panel causality tests. Published in: Tourism Analysis , Vol. 13, No. 4 (2008): pp. 427-432.

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.

Mousa, Amani and Youssef, Ahmed H. and Abonazel, Mohamed R. (2011): A Monte Carlo Study for Swamy’s Estimate of Random Coefficient Panel Data Model. Published in: InterStat Journal , Vol. 2011, No. April, No. 4 : pp. 1-12.

Munadi, Ernawati and Safa, Mohammad Samaun (2005): Business cycle transmission between the USA and Indonesia: A vector error correction model. Published in: International Journal of Management and Entrepreneurship , Vol. 1, No. 2 (15 December 2005): pp. 96-111.

Mupu Mamputu, Élie (2020): Termes de l'échange, balance commerciale et performances économiques : examen de l'effet Harberger - Laursen - Metzler en République Démocratique du Congo. Forthcoming in: ECONOMIK , Vol. 1, No. 2 (June 2020): pp. 117-137.

Murhula K., Pacifique and Achiza N., Alain (2021): Mining Boom, Economic Growth and Sustainable Development in Democratic Republic of the Congo.


Naser, Hanan (2014): On the cointegration and causality between Oil market, Nuclear Energy Consumption, and Economic Growth: Evidence from Developed Countries.

Nurrachmi, Rininta (2018): Movements of Islamic Stock Indices in Selected OIC Countries. Published in: Al-Muzara’ah Journal , Vol. 6, No. No. 2, 2018 (September 2018): pp. 77-90.

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

Nzingoula, Gildas (2005): LES déterminants des dépenses de santé des ménages pauvres au CAMEROUN. Published in: Online database of ENSEA


Omri, Anis (2013): CO2 Emissions, Energy Consumption and Economic Growth Nexus in MENA countries: Evidence from Simultaneous Equations Models. Published in: Energy Economics , Vol. 40, (16 September 2013): pp. 657-664.

Omri, Anis and Kahouli, Bassem (2013): Causal relationships between energy consumption, foreign direct investment and economic growth: Fresh evidence from dynamic simultaneous-equations models. Published in: Energy Policy , Vol. 67, (January 2014): pp. 913-922.

Omri, Anis and Kahouli, Bassem (2013): The nexus between foreign investment, domestic capital and economic growth: Empirical evidence from the MENA region. Published in: Research In Economics , Vol. 68, (11 November 2013): pp. 257-263.

Omri, Anis and Nguyen, Duc Khuong and Rault, Christophe (2014): Causal interactions between CO2 emissions, FDI, and economic growth: Evidence from dynamic simultaneous-equation models. Published in: Economic Modelling , Vol. 42, (6 August 2014): pp. 382-389.

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.

Oseni, Isiaq and Akpa, Emeka and Aberu, Felix (2018): Does Stock Market impact on the Growth of Nigerian Economy using 3SLS Analysis? Published in: EKSU Journal of the Management Scientists , Vol. 2, No. 1 (1 June 2018): pp. 34-43.

Ozturk, Ilhan and Kalyoncu, Huseyin (2007): Is Per Capita Real GDP Stationary in the OECD Countries? Evidence from a Panel Unit Root Test. Published in: EKONOMSKI PREGLED , Vol. 58, No. 11 : pp. 680-688.


Palombizio, Ennio A. and Borchert, Jan Moritz (2009): Canadian Oil Sands Investments: FOCUS on a Controversial Energy Source.

Papież, Monika and Śmiech, Sławomir and Dąbrowski, Marek A. (2014): The impact of the Euro area macroeconomy on energy and non-energy global commodity prices.

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

Patel, Abhishek and Anand, Rajesh (2019): Fast Security Constraint Unit Commitment by Utilizing Chaotic Crow Search Algorithm.

Peeters, Marga (1998): Persistence, asymmetries and interrelation in factor demand. Published in: Scandinavian Journal of Economics , Vol. 4, No. 100 : pp. 747-764.

Pennoni, Fulvia and Romeo, Isabella (2016): Latent Markov and growth mixture models for ordinal individual responses with covariates: a comparison.

Phiri, Andrew (2013): An Inquisition into Bivariate Threshold Effects in The Inflation-Growth Correlation: Evaluating South Africa’s Macroeconomic Objectives.

Pincheira, Pablo and Hardy, Nicolas (2018): The predictive relationship between exchange rate expectations and base metal prices.

Pincheira, Pablo and Hardy, Nicolás (2019): Forecasting Aluminum Prices with Commodity Currencies.

Pincheira, Pablo and Jarsun, Nabil (2020): Summary of the Paper Entitled: Forecasting Fuel Prices with the Chilean Exchange Rate.

Pinto, Hugo (2010): Knowledge Production in European Union: Evidence from a National Level Panel Data.

Popescu, Iulia Vasile (2012): Effects of monetary policy in Romania. A VAR approach.

Pourghorban, Mojtaba and Mamipour, Siab (2019): Day-ahead electricity price forecasting with emphasis on its volatility in Iran (GARCH combined with ARIMA models). Published in: International Conference on Innovations in Business administration and Economics

Prono, Todd (2011): When A Factor Is Measured with Error: The Role of Conditional Heteroskedasticity in Identifying and Estimating Linear Factor Models.


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


Rahardja, Christina and Anandya, Dudi (2010): Experiential marketing, customer satisfaction, behavioral intention: timezone game center surabaya. Published in: Proceedings the first international conference business and economics , Vol. April, No. 1 (15 April 2010): pp. 1-6.

Razzak, Weshah (2013): New Zealand Labour Market Dynamics Pre- and post-global financial crisis. Forthcoming in: New Zealand Treasury Working Papers (2014)

Razzak, Weshah (2010): Predicting Instability.

Riaz, Rida (2017): Does Income and education of working-women transform societal values: An evidence from Pakistan.


Sabri, Nidal Rachid and Peeters, Marga and Abulaben, Diama K. (2012): The impact of exchange rate volatility on trade integration among North and South Mediterranean countries.

Sabuj, Das and Mohajan, Haradhan (2014): Development of Partition Functions of Ramanujan’s Works. Published in: Journal of Environmental Treatment Techniques , Vol. 2, No. 4 (30 October 2014): pp. 143-149.

Salies, Evens (2004): On the stability of recursive least squares in the Gauss-Markov model.

Saraswat, Deepak (2011): Effect of employment guarantee on access to credit: Evidence from rural India.

Satti, Saqlain Latif and Farooq, Abdul and Shahbaz, Muhammad (2013): Empirical Evidence on the Resource Curse Hypothesis in Oil Abundant Economy.

Sbia, Rashid and Hamdi, Helmi (2013): Dynamic relationships between oil revenues, government spending and economic growth in an oil-dependent economy.

Shahbaz, Muhammad and Bhattacharya, Mita and Mahalik, Mantu Kumar (2017): Finance and Income Inequality in Kazakhstan: Evidence since Transition with Policy Suggestions.

Shaw, Charles (2018): Regime-Switching And Levy Jump Dynamics In Option-Adjusted Spreads.

Shijaku, Gerti (2012): Sustainability of fiscal policy: the case of Albania. Published in:

Shijaku, Gerti and Gjokuta, Arlind (2013): Fiscal policy and economic growth: the case of Albania. Published in:

Silva Lopes, Artur C. and Monteiro, Olga Susana (2007): The Expectations Hypothesis of the Term Structure: Some Empirical Evidence for Portugal.

Sinha, Pankaj and Dutta, Dipanwita (2011): Modelling profitability of Indian banks.

Sinha, Pankaj and Srinivas, Sandeep and Paul, Anik and Chaudhari, Gunjan (2016): Forecasting 2016 US Presidential Elections Using Factor Analysis and Regression Model.

Soltani, Ali and Tashakor, Behnam (2019): A New Nonconvex quadratic programming Technique: Practical and Fast Solver Method.

Su, EnDer and Fen, Yu-Gin (2011): Applying the structural equation model rule-based fuzzy system with genetic algorithm for trading in currency market.

Swamy, Vighneswara and B K, Tulasimala (2013): Women Financing and Household Economics. Published in: Economics, Management, and Financial Markets , Vol. 8, No. 3 (September 2013): pp. 19-36.

Szarowska, Irena (2012): Public spending and Wagner’s law in Central and Eastern European Countries. Published in: Acta Universitatis Agriculturae et Silviculturae Mendeleianae Brunensis , Vol. 60, No. 2 (2012): pp. 383-390.


Tahtah, Hind (2013): Les dépenses publiques et la croissance économique au Maroc. Published in: Revue marocaine des études et des consultations juridiques No. 4 - 2013 (2013)

Takumah, Wisdom (2014): Tax Revenue and Economic Growth in Ghana: A Cointegration Approach.

Tavakoli, Amir and Mirzaei, Farzad and Tashakori, Sajad (2018): A New Optimal Operation Structure For Renewable- Based Microgrid Operation based On Teaching Learning Based Optimization Algorithm.

Todd, Prono (2009): GARCH-based identification and estimation of triangular systems.

Tsionas, Efthymios G. and Michaelides, Panayotis G. and Vouldis, Angelos (2008): Neural Networks for Approximating the Cost and Production Functions.

Tsoulfidis, Lefteris (2018): Ricardo’s Theory of Value is Still Alive and Well in Contemporary Capitalism.


Ursu, Ana (2019): Agrarian Economy and Rural Development - Realities and Perspectives for Romania. Published in: Agrarian Economy and Rural Development - Realities and Perspectives for Romania, 10th Edition , Vol. 10, No. ISSN 2668-0955, ISSN-L 2285-6803 (14 November 2019): pp. 1-303.


Villena, Mauricio and Sanchez, Rafael and Rojas, Eugenio (2012): Credit Constraints in Higher Education in a Context of Unobserved Heterogeneity.

Vorobyev, Oleg Yu. and Novosyolov, Arcady A. and Simonov, Konstantin V. and Fomin, Andrew (2001): Portfolio Analysis of Financial Market Risks by Random Set Tools. Published in: Proceedings of the Symposium "Risks in Investment Accumulation Products of Financial Institutions", Schaumburg, IL (2001): pp. 43-66.


Xiao, Yan-Fei and Zhao, Jia-Hua and Liao, Shuang-Hong (2012): Study on Economic Carrying Capacity of Industries Transfer from the Coastal areas to the Central region in China based on Employment Change Forecast.

Xuan, Liang and Jiti, Gao and xiaodong, Gong (2021): Semiparametric Spatial Autoregressive Panel Data Model with Fixed Effects and Time-Varying Coefficients.


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.

Younis, Fizza and Chaudhary, Muhammad Aslam (2017): Sustainable Development: Economic, Social, and Environmental Sustainability in Asian Economies. Published in: Forman Journal of Economic Studies , Vol. 15, (2019): pp. 87-114.

This list was generated on Thu Aug 11 16:01:40 2022 CEST.
Atom RSS 1.0 RSS 2.0

Contact us: mpra@ub.uni-muenchen.de

This repository has been built using EPrints software.

MPRA is a RePEc service hosted by Logo of the University Library LMU Munich.