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Munich Personal RePEc Archive

Items where Subject is "C5 - Econometric Modeling"

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Number of items at this level: 446.

Arabic

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

Benzarour, Choukri (2014): صياغة السياسات الاقتصادية الكلية في الجزائر: هل من حاجة إلى الاسترشاد بالنماذج الاقتصادية القياسية؟.

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

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

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

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

Ghassan, Hassan B. and Al-Jefri, Essam H. (2016): الحساب الجاري للاقتصاد السعودي عبر نموذج داخلي الزمن دلائل من منهجية نموذج التقهقر الذاتي البنيوي. Published in: Arab Economic and Business Journal , Vol. .., No. Forthcoming (2017): pp. 1-26.

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

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

English

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.

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.

ANDRIANADY, Josué R. and Randriamifidy, Fitiavana M. and Ranaivoson, Michel H. P. and Steffanie, Thierry Miora (2023): Econometric Analysis and Forecasting of Madagascar’s Economy: An ARIMAX Approach.

ATOI, VICTOR NGOZI (PhD) (2023): Assessing the Drivers of Steady State Economic Growth in Nigeria.

Abonazel, Mohamed R. (2016): Bias Correction Methods for Dynamic Panel Data Models with Fixed Effects.

Abonazel, Mohamed R. (2016): Bias Correction Methods for Dynamic Panel Data Models with Fixed Effects. Published in: MJ Journal on Statistics and Probability , Vol. 1, No. 1 (June 2016): pp. 37-51.

Abonazel, Mohamed R. (2016): Generalized Random Coefficient Estimators of Panel Data Models: Asymptotic and Small Sample Properties. Published in: American Journal of Applied Mathematics and Statistics , Vol. 4, No. 2 (June 2016): pp. 46-58.

Abonazel, Mohamed R. (2015): How to Create a Monte Carlo Simulation Study using R: with Applications on Econometric Models.

Abonazel, Mohamed R. (2015): R-Codes to Calculate GMM Estimations for Dynamic Panel Data Models. Forthcoming in: : pp. 1-6.

Abosedra, Salah and Shahbaz, Muhammad and Nawaz, Kishwar (2015): Modeling Causality between Financial Deepening and Poverty Reduction in Egypt.

Adeabah, David and Asongu, Simplice and Andoh, Charles (2020): Remittances, ICT and Pension Income Coverage: The International Evidence.

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

Aknouche, Abdelhakim and Almohaimeed, Bader and Dimitrakopoulos, Stefanos (2020): Periodic autoregressive conditional duration.

Aknouche, Abdelhakim and Dimitrakopoulos, Stefanos (2020): On an integer-valued stochastic intensity model for time series of counts.

Aknouche, Abdelhakim and Francq, Christian (2018): Count and duration time series with equal conditional stochastic and mean orders.

Al Janabi, Mazin A.M. and Arreola Hernandez, Jose and Berger, Theo and Nguyen, Duc Khuong (2016): Multivariate dependence and portfolio optimization algorithms under illiquid market scenarios. Published in: European Journal of Operational Research , Vol. 259, No. 3 (2017): pp. 1121-1131.

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

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

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

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

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

Albers, Scott (2015): An attitude of complexity: thirteen essays on the nature and construction of reality under the challenge of Zeno's Paradox.

Albers, Scott (2019): An attitude of complexity: thirteen essays on the nature and construction of reality under the challenge of Zeno's Paradox.

Albers, Scott and Albers, Andrew L. (2013): Does “Okun’s Law” state a Pi:1 ratio? Toward a harmonic interpretation of why Okun’s Law works.

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

Alexiou, Constantinos and Tsaliki, Persefoni and Tsoulfidis, Lefteris (2014): Classical Theory of Investment. Panel Cointegration Evidence from Thirteen EU Countries.

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

Anastasiou, Dimitrios (2020): Senior bank loan officers' expectations for loan demand: Evidence from the Euro-area.

Anastasiou, Dimitrios and Petralias, Athanassios (2021): On the Construction of a Leading Indicator Based on News Headlines for Predicting Greek Deposit Outflows.

Andrianady, Josué R. (2023): Crunching the Numbers: A Comparison of Econometric Models for GDP Forecasting in Madagascar.

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

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

Armstrong, J. Scott and Shapiro, Alan C. (1974): Analyzing Quantitative Models. Published in: Journal of Marketing No. 38 (1974): pp. 61-66.

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.

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

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

BENSALMA, Ahmed (2021): Fractional Dickey-Fuller test with or without prehistorical influence.

BUI, LINH and HOANG, HUYEN and BUI, HANG (2015): Estimating the Constant Elasticity of Substitution Function of Rice Production.The case of Vietnam in 2012.

Badunenko, Oleg and Cordero, Jose M. and Kumbhakar, Subal C. (2021): Are you slacking? Where do you and your country stand in the happiness pursuit?

Bakari, Sayef and Sofien, Tiba (2019): Does Agricultural investment still promote economic growth in China? Empirical evidence from ARDL bounds testing model.

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

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

Barnett, William and Su, Liting (2017): Financial Firm Production of Inside Monetary and Credit Card Services: An Aggregation Theoretic Approach.

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

Bataa, Erdenebat and Park, Cheolbeom (2017): Is the Recent Low Oil Price Attributable to the Shale Revolution?

Bayram, Deniz and Dayé, Modeste (2014): Asymptotic Properties of the Weighted Least Squares Estimator Under Moments Restriction.

Beaumont, Paul and Smallwood, Aaron (2019): Conditional Sum of Squares Estimation of Multiple Frequency Long Memory Models.

Beaumont, Paul and Smallwood, Aaron (2019): Inference for likelihood-based estimators of generalized long-memory processes.

Beja, Edsel Jr. (2016): The asymmetric effects of macroeconomic performance on happiness: Evidence for the EU.

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

Ben Rejeb, Aymen (2016): Volatility Spillover between Islamic and conventional stock markets: evidence from Quantile Regression analysis.

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

Bensalma, Ahmed (2018): Two Distinct Seasonally Fractionally Differenced Periodic Processes.

Bilgili, Faik (2000): Forecasting the Macro Targets of Turkish Economy for the Year 2000: An Application of Box-Jenkins and Exponential Smoothing Methods. Published in: Dokuz Eylül University, Faculty of Economics and Administrative Sciences Journal , Vol. 15, No. 2 (March 2000): pp. 85-99.

Bista, Raghu (2015): Conflict and Internal Displacement in Nepal:Socio-Economic Query. Published in: Journal of South Asian Studies , Vol. 3, No. 3 (3 March 2015): pp. 307-314.

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

Bonga-Bonga, Lumengo (2017): Fiscal policy, Monetary policy and External imbalances: Cross-country evidence from Africa’s three largest economies (Nigeria, South Africa and Egypt).

Bonga-Bonga, Lumengo and Ahiakpor, Ferdinand (2015): Determinants of Economic Growth in Sub-Saharan Africa: The case of Ghana.

Bonga-Bonga, Lumengo and Gnagne, Pascal Xavier (2017): The impact of exchange rate volatility on capital flows in BRICS economies.

Bonga-Bonga, Lumengo and Umoetok, Ekerete (2015): The effectiveness of index futures hedging in emerging markets during the crisis period of 2008-2010: Evidence from South Africa.

Brummelhuis, Raymond and Luo, Zhongmin (2018): Arbitrage Opportunities in CDS Term Structure: Theory and Implications for OTC Derivatives.

Brummelhuis, Raymond and Luo, Zhongmin (2019): Bank Net Interest Margin Forecasting and Capital Adequacy Stress Testing by Machine Learning Techniques.

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

Carbajal De Nova, Carolina (2014): Synthetic data: an endogeneity simulation.

Cassim, Lucius (2020): A Residual-based Test For Multicointegration In Models With Structural Breaks And Threshold Adjustment To Steady State.

Castro Souza Junior, Jose Ronaldo and Gross, Daniel and Figueiredo, Lizia (2023): The determinants of economic institutions and the knock-on effects on GDP per capita.

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

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

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, Song Xi and Lei, Lihua and Tu, Yundong (2014): Functional Coefficient Moving Average Model with Applications to forecasting Chinese CPI. Forthcoming in: Statistica Sinica

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

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

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

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

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

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

Coble, David and Pincheira, Pablo (2017): Nowcasting Building Permits with Google Trends.

Combey, Adama (2016): Private Consumption in The WAEMU Zone: Does Interest Rate Matter? Published in: Journal of Economics and Sustainable Development , Vol. 22, No. ISSN 2222-1700 (Paper) ISSN 2222-2855 (Online) (December 2016): pp. 211-216.

Corchon, Luis and Marini, Marco A. (2017): Handbook of Game Theory and Industrial Organization, Volume I: Theory. An Introduction. Forthcoming in: Handbook of Game Theory and Industrial Organization No. Edward Elgar (1 January 2018)

Corchon, Luis and Marini, Marco A. (2017): Handbook of Game Theory and Industrial Organization, Volume II: Applications. An Introduction. Forthcoming in: Handbook of Game Theory and Industrial Organization, Volume II: Applications. No. Edward Elgar (1 January 2018)

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

Currarini, Sergio and Marini, Marco A. (2012): On the Effect of Premia and Penalties on the Optimal Portfolio Choice. Published in: International Journal of Contemporary Mathematical Sciences , Vol. 47, No. 7 (October 2012): pp. 2341-2344.

DIAF, Sami (2015): Multifractal Random Walk Models: Application to the Algerian Dinar exchange rates.

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

Daouli, Joan and Demoussis, Michael and Giannakopoulos, Nicholas and Lambropoulou, Nikolitsa (2015): The ins and outs of Greek unemployment in the Great Depression.

Darolles, Serges and Francq, Christian and Laurent, Sébastien (2018): Asymptotics of Cholesky GARCH models and time-varying conditional betas.

Dasgupta, Souvik and Kundu, Amit (2022): Distress Healthcare Financing among Informal-sector Workers: A Study in Purulia District, West Bengal, India. Published in: Vidyasagar University Journal of Economics , Vol. XXVI, No. 1 (19 August 2022): pp. 1-24.

Davis, Brent (2016): “Attitudes to Leadership and Voting: Finding the Efficient Frontier”.

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

Degiannakis, Stavros and Kiohos, Apostolos (2014): Multivariate modelling of 10-day-ahead VaR and dynamic correlation for worldwide real estate and stock indices. Published in: Journal of Economic Studies , Vol. 2, No. 41 (2014): pp. 216-232.

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.

Degiannakis, Stavros and Xekalaki, Evdokia (2008): SPEC Model Selection Algorithm for ARCH Models: an Options Pricing Evaluation Framework. Published in: Applied Financial Economics Letters , Vol. 6, No. 4 (2008): pp. 419-423.

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

Didenko, Alexander and Dubovikov, Michael and Poutko, Boris (2015): Forecasting Coherent Volatility Breakouts. Published in: Bulletin of Financial University , Vol. 85, No. 1 (March 2015): pp. 30-36.

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

Dimitrakopoulos, Stefanos and Tsionas, Mike G. and Aknouche, Abdelhakim (2020): Ordinal-response models for irregularly spaced transactions: A forecasting exercise.

Dinda, Soumyananda (2011): Global Economic Crisis: Enter the Dragon.

Dinda, Soumyananda (2018): Growing Potential Business opportunity for Climate Friendly Goods and Technologies in Asia since 1997. Published in: Climate Friendly Goods and Technologies in Asia: Opportunities for Trade No. SpringerBriefs in Environmental Science (January 2019): pp. 61-75.

Diunugala, Hemantha Premakumara and Mombeuil, Claudel (2020): Modeling and predicting foreign tourist arrivals to Sri Lanka: A comparison of three different methods. Published in: Journal of Tourism, Heritage & Services Marketing , Vol. 6, No. 3 (30 October 2020): pp. 3-13.

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

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

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

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

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

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

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

Emara, Noha and Plotkin, David and Stein, Alyssa (2013): Foreign aid and growth in Egypt: The role of economic policy. Published in: Journal of Business and Economics , Vol. 4, No. 11 (2013): pp. 1170-1175.

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

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

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

Ertugrul, Hasan Murat and Mangir, Fatih (2012): The tourism-led growth hypothesis: empirical evidence from Turkey. Published in: Current Issues in Tourism , Vol. 18, No. 7 (20 December 2013): pp. 633-646.

Esiyok, Bulent and Ugur, Mehmet (2017): Spatial dependence in the growth process and implications for convergence rate: Evidence on Vietnamese provinces. Forthcoming in: Journal of the Asia Pacific Economy

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

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

Fantazzini, Dean and Zimin, Stephan (2019): A multivariate approach for the simultaneous modelling of market risk and credit risk for cryptocurrencies. Forthcoming in: Journal of Industrial and Business Economics

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

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

Fasano, Augusto and Rebaudo, Giovanni and Durante, Daniele and Petrone, Sonia (2021): A closed-form filter for binary time series. Published in: Statistics and Computing , Vol. 31, : pp. 1-21.

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

Fleischhacker, Jan (2024): Fiscal policy and the business cycle: An argument for non-linear policy rules.

Forson, Joseph Ato and Janrattanagul, Jakkaphong (2014): Selected Macroeconomic Variables and Stock Market Movements: Empirical evidence from Thailand. Published in: Contemporary Economics , Vol. 8, No. 2 (30 June 2014): pp. 154-174.

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

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

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

Ftiti, Zied and Guesmi, Khaled and Nguyen, Duc Khuong and Teulon, Frédéric (2014): Modeling inflation shifts and persistence in Tunisia: Perspectives from an evolutionary spectral approach. Published in: Applied Economics , Vol. 47, No. 57 (6 August 2015): pp. 6200-6210.

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

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

Fusari, Angelo (1994): Paths of economic development: modelling factors of endogenous growth.

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.

Fusari, Angelo and Pellissier, Murray (2008): Some new indicators and procedure to get additional information from the Business Tendency Surveys.

G.K., Chetan Kumar and K.B., Rangappa and S., Suchitra (2022): Analyzing the Impact of Companies’ Investment on Skill Upgradation in Improving their Resilience amidst COVID-19. Published in: ATMANIRBHAR BHARAT : Opportunities and Challenges , Vol. 1, No. 1 (2022): pp. 24-37.

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.

G.K., Chetan Kumar and K.B., Rangappa and S., Suchitra (2022): Normative analysis of the impact of Covid-19 on prominent sectors of Indian economy by using ARCH Model. Published in: Theoretical and Applied Economics , Vol. 29, No. No. 2 / 2022 (631), Summer (20 June 2022): pp. 151-164.

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

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

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

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

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

Genest, Benoit and Cao, Zhili (2014): Value-at-Risk in turbulence time. Published in: GARP Association / Risk.net

Genest, benoit and Fares, Ziad (2014): Optimization of Post-Scoring Classification and Impact on Regulatory Capital for Low Default Portfolios.

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 and Abdullah, Abdelgader (2009): Does the entry of foreign investors influence the volatility of Doha Securities Market? Published in: International Journal of Monetary Economics and Finance , Vol. 3, No. 4 (2010): pp. 359-373.

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

Ghassan, Hassan B. and Alhajhoj, Hassan R. (2015): Long Run Dynamic Volatilities between OPEC and non-OPEC Crude Oil Prices. Published in: Applied Energy , Vol. 169, No. http://dx.doi.org/10.1016/j.apenergy.2016.02.057 (8 February 2016): pp. 384-394.

Ghassan, Hassan B. and Alhajhoj, Hassan R. (2012): Long Run Relationship between IFDI and Domestic Investment in GCC Countries.

Ghassan, Hassan B. and Alhajhoj, Hassan R. (2015): Long Run Relationship between IFDI and Domestic Investment in GCC Countries. Published in: Journal of Economics and Econometrics , Vol. 59, No. 2 (20 July 2016): pp. 16-43.

Ghosh, Prabir Kumar and Dinda, Soumyananda (2019): Revisited the Relationship Between Economic Growth and Transport Infrastructure in India: An Empirical Study. Published in: Indian Economic Journal , Vol. 70, No. 1 (1 March 2022): pp. 34-52.

Ghouse, Ghulam and Khan, Saud Ahmed and Rehman, Atiq Ur (2018): ARDL model as a remedy for spurious regression: problems, performance and prospectus.

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

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

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

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

Grech, Aaron George (2015): The macroeconomic impact of the income tax reductions in Malta.

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.

Grigoryeva, Lyudmila and Ortega, Juan-Pablo and Peresetsky, Anatoly (2015): Volatility forecasting using global stochastic financial trends extracted from non-synchronous data.

Gräbe, Hans-Gert (2012): Some remarks on a paper of Nils Fröhlic on labour value theory.

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

Gurgul, Henryk and Lach, Łukasz (2019): Eco-efficiency analysis in generalized IO models: Methods and examples.

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

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

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

Hamidi Sahneh, Mehdi (2015): Are the shocks obtained from SVAR fundamental?

Hamidi Sahneh, Mehdi (2017): News, Noise, and Tests of Present Value Models. Forthcoming in:

Hamidi Sahneh, Mehdi (2016): Testing for Non-Fundamentalness. Forthcoming in:

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Tamilina, Larysa and Hryniv, Dzvenyslava and Hulko, Pavlo (2024): The Primary Predictors Behind the Formation of Social Bubbles on Online Social Media Platforms: Focusing on Young Individuals in Ukraine. Forthcoming in:

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

Tumala, Mohammed M and Olubusoye, Olusanya E and Yaaba, Baba N and Yaya, OlaOluwa S and Akanbi, Olawale B (2017): Forecasting Nigerian Inflation using Model Averaging methods: Modelling Frameworks to Central Banks.

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Uduji, Joseph and Okolo-Obasi, Elda and Asongu, Simplice (2020): Does Growth Enhancement Support Scheme (GESS) Contribute to Youth Development in Informal Farm Entrepreneurship? Evidence from Rural Communities in Nigeria. Forthcoming in: Journal of Enterprising Communities: People and Places in the Global Economy

Urbina, Jilber (2013): Financial Spillovers Across Countries: Measuring shock transmissions.

VARGA, ATTILA and HAU-HORVÁTH, ORSOLYA and SZABÓ, NORBERT and JÁROSI, PÉTER (2015): Environmental Innovation Impact analysis with the GMR-Europe Model. Published in: Regional Statistics , Vol. 4, No. 2 (February 2015): pp. 3-17.

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

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Yang, Bill Huajian (2017): Smoothing Algorithms by Constrained Maximum Likelihood. Forthcoming in: Journal of Risk Model Validation (September 2017)

Yang, Bill Huajian and Du, Zunwei (2016): Rating Transition Probability Models and CCAR Stress Testing: Methodologies and implementations. Published in: Journal of Risk Model Validation , Vol. 10, No. 3 (September 2016): pp. 1-19.

Yang, Bill Huajian and Du, Zunwei (2015): Stress Testing and Modeling of Rating Migration under the Vasicek Model Framework - Empirical approaches and technical implementation. Published in: Journal of Risk Model Validation , Vol. 9, No. 2 (18 June 2015)

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Youssef, Ahmed H. and El-Sheikh, Ahmed A. and Abonazel, Mohamed R. (2014): New GMM Estimators for Dynamic Panel Data Models. Published in: International Journal of Innovative Research in Science, Engineering and Technology , Vol. 3, No. 10 (October 2014): pp. 16414-16425.

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

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

Zou, Tao and Chen, Song Xi (2014): Enhancing Estimation for Interest Rate Diffusion Models with Bond Prices. Forthcoming in: Journal of Business and Economics Statistics (2015)

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

Zurita, Roberto and Morales-Oñate, Víctor (2023): Spillover Effects of Public Capital Stock: A Case Study for Ecuador.

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

igescu, iulia (2020): Describing Location Shifts with One Class Support Vector Machines.

French

Andrianady, Josué R. and Ranaivoson, Michel H. P. (2023): Dynamiques ´Economiques à Madagascar : Lien entre Croissance, Crises et Stabilité Politique.

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

BIJOU, MOHAMMED and ELHASSOUNI, MOHAMMED (2016): L’attractivité des investissements directs étrangers Cas de l’industrie manufacturière marocaine.

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

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

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

Chatri, Abdellatif and Maarouf, Abdelwahab and Ezzahid, Elhaj (2015): Productivité agricole, intégration et transformation structurelle de l’économie marocaine.

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

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

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

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

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

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

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

Josué, ANDRIANADY and Avo Liantsoa, RANDRIAMANANTENA (2024): L’Essentiel des Modèles VAR sous EViews.

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

RANDRIAMANANTENA, Rija R. (2024): Décoder l’économie pour mieux prévoir : cas de Madadagascar.

Rabhi, Ayoub (2020): Taux de change d’équilibre et compétitivité au Maroc : Estimation par le Modèle ARDL de cointégration.

masudi, Patrick (2014): Consommation d’énergie électrique et performance économique dans la zone SADC : une analyse empirique. Published in: journal des jeunes économistes de la FASEG , Vol. 2, No. 004/OCTOBRE /2014 (15 October 2014): pp. 1-13.

German

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

Italian

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.

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

Persian

Heidari, Hassan and Babaei Balderlou, Saharnaz (2013): عوامل مؤثر بر انتقال نوسانات قیمت نفت خام به رشد بخش صنعت و معدن در ایران رهیافتی از مدل‌های تبدیل مارکف. Published in: Iranian Journal of Energy , Vol. 16, No. 3 (28 November 2013): pp. 1-16.

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

Portuguese

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

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

Romanian

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

Russian

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

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

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

Spanish

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

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

Valdivia Coria, Joab Dan and Valdivia Coria, Daney David (2018): Leaning Against the Wind: Efectos de la Política Macroprudencial en el Crecimiento Sectorial.

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

Turkish

Yılmaz, Engin (2018): Vergi gelirlerinin tahminlenmesine yönelik ekonometrik model. Published in: VERGİ DÜNYASI , Vol. 38, No. 449 (1 January 2019): pp. 38-47.

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