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Munich Personal RePEc Archive

Items where Subject is "C51 - Model Construction and Estimation"

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Number of items at this level: 746.

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.

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.

Adediran, Idris and Salisu, Afees and Ogbonna, Ahamuefula E (2020): To “ECO” or not to “ECO”? Evidence for the single currency agenda of ECOWAS.

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.

Akcay, Belgin and Yucel, Eray (2014): Does the Speed of Change over the House Price Cycles Matter?

Aknouche, Abdelhakim and Gouveia, Sonia and Scotto, Manuel (2023): Random multiplication versus random sum: auto-regressive-like models with integer-valued random inputs.

Aknouche, Abdelhakim (2013): Periodic autoregressive stochastic volatility. Published in: Statistical Inference for Stochastic Processes

Aknouche, Abdelhakim and Al-Eid, Eid and Demouche, Nacer (2016): Generalized quasi-maximum likelihood inference for periodic conditionally heteroskedastic models.

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

Aknouche, Abdelhakim and Bendjeddou, Sara and Touche, Nassim (2016): Negative binomial quasi-likelihood inference for general integer-valued time series models. Forthcoming in: Journal of Time Series Analysis

Aknouche, Abdelhakim and Bentarzi, Wissam and Demouche, Nacer (2017): On periodic ergodicity of a general periodic mixed Poisson autoregression.

Aknouche, Abdelhakim and Dimitrakopoulos, Stefanos (2021): Autoregressive conditional proportion: A multiplicative-error model for (0,1)-valued time series.

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

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.

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

Ali, Abdulkadir I. and Ajibola, Isaiah O. and Omotosho, Babatunde S. and Adetoba, Olutope O. and Adeleke, Abiola O. (2015): Real exchange rate misalignment and economic growth in Nigeria. Published in: CBN Journal of Applied Statistics , Vol. 6, No. 2 (2015): pp. 103-131.

Ali, Amjad (2016): Issue of Income Inequality under the perceptive of Macroeconomic Instability: An Empirical Analysis of Pakistan.

Ali, Amjad and Irfan Chani, Muhammad (2012): Disaggregated Import Demand Function: A Case Study of Pakistan.

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.

Anastasiou, Dimitrios (2017): The Interplay between Ex-post Credit Risk and the Cycles: Evidence from the Italian banks.

Anastasiou, Dimitrios (2017): Macroeconomic Determinants of MIR Rate: 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.

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.

Andriamanga, Fidimanantsoa (2017): Relation entre l’énergie et la croissance économique : approche empirique appliquée au cas de Madagascar pour la periode 1995 à 2015.

Andriansyah, Andriansyah and Messinis, George (2016): Intended use of IPO proceeds and firm performance: A quantile regression approach. Published in: Pacific-Basin Finance Journal , Vol. C, No. 36 (2016): pp. 14-30.

Angelini, Giovanni and Fanelli, Luca (2018): Exogenous uncertainty and the identification of Structural Vector Autoregressions with external instruments.

Antonakakis, Nikolaos and Chatziantoniou, Ioannis and Filis, George (2014): Spillovers between oil and stock markets at times of geopolitical unrest and economic turbulence.

Anyikwa, Izunna and Hamman, Nicolene and Phiri, Andrew (2018): Persistence of suicides in G20 countries: SPSM approach to three generations of unit root tests.

Apaydın, Şükrü (2018): The Relations Between Unemployment and Entrepreneurship in Turkey: Schumpeter or Refugee Effect? Published in: Fiscaoeconomia , Vol. 2, No. 2 (May 2018): pp. 1-14.

Apopo, Natalay and Phiri, Andrew (2019): On the (in)efficiency of cryptocurrencies: Have they taken daily or weekly random walks?

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. Published in: International Journal of Economics and Finance Studies , Vol. 3, No. 1 (2011): pp. 251-261.

Arikan, Cengiz and Yalcin, Yeliz (2017): Do The Countries’ Monetary Policies Have Spatial Impact?

Arnold, Rob (2023): Uniform Confidence/Certainty Estimation.

Arreola Hernandez, Jose and Hammoudeh, Shawkat and Nguyen, Duc Khuong and Al Janabi, Mazin A. M. and Reboredo, Juan Carlos (2014): Global financial crisis and dependence risk analysis of sector portfolios: a vine copula approach.

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

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.

Assis de Salles, Andre and Mendes Campanati, Ana Beatriz (2019): The Relevance of Crude Oil Prices on Natural Gas Pricing Expectations: A Dynamic Model Based Empirical Study. Published in: International Journal of Energy Economics and Policy , Vol. 9, No. No.5 (15 June 2019): pp. 322-330.

Atoi, Ngozi V (2020): Macroeconometric Assessment of Monetary Approach to Balance of Payments in a Small Open Economy: The Nigeria Experience. Published in: International Journal of Economics and Financial Research , Vol. 6, No. 3 (17 April 2020): pp. 41-50.

Awijen, Haithem and Ben Zaied, Younes and Nguyen, Duc Khuong and Sensoy, Ahmet (2020): Endogenous Financial Uncertainty and Macroeconomic Volatility: Evidence from the United States.

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

BOURENANE, Bouzid and REZIG, Kamel and DJORFI, Zakaria (2022): Measuring the effect of foreign exchange reserves on foreign direct investment in Algeria during the period 1990-2020 using the ARDL model. Published in: International journal of economic performance , Vol. 05, No. 01 (4 June 2022): pp. 302-315.

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

Bager, Ali and Roman, Monica and Algedih, Meshal and Mohammed, Bahr (2017): Addressing multicollinearity in regression models: a ridge regression application.

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

Bampinas, Georgios and Panagiotidis, Theodore (2023): How would the war and the pandemic affect the stock and cryptocurrency cross-market linkages?

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 (2015): Collaboration with and without Coauthorship: Rocket Science Versus Economic Science.

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.

Barrera-Chaupis, Carlos (2014): La relación entre los ciclos discretos en la inflación y el crecimiento: Perú 1993-2012.

Bartolucci, Francesco and Pigini, Claudia (2015): cquad: An R and Stata Package for Conditional Maximum Likelihood Estimation of Dynamic Binary Panel Data Models.

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

Basutkar, Tirupati (2016): Financial Literacy in Urban India: A Case Study of Bohra Community in Mumbai. Forthcoming in:

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

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 (2015): Return, shock and volatility co-movements between the bond markets of Turkey and developed countries.

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.

Bazhenov, Timofey and Fantazzini, Dean (2019): Forecasting Realized Volatility of Russian stocks using Google Trends and Implied Volatility. Published in: Russian Journal of Industrial Economics , Vol. 1, No. 12 (2019): pp. 79-88.

Bekiros, Stelios and Boubaker, Sabri and Nguyen, Duc Khuong and Uddin, Gazi Salah (2015): Black Swan Events and Safe Havens: The role of Gold in Globally Integrated Emerging Markets.

Bekirova, Olga and Zubarev, Andrey (2022): Макроэкономические факторы банкротства компаний обрабатывающей отрасли в Российской Федерации.

Bekirova, Olga and Zubarev, Andrey (2022): Эконометрический анализ факторов банкротств российских компаний в обрабатывающем секторе.

Bell, Alex (2020): Job Amenities & Earnings Inequality.

Belousova, Irina (2017): The role of endogenous capital depreciation rate in Dynamic Stochastic General Equilibrium models: Evidence from Canada.

Ben Dkhil, Inès (2014): Investment in Fixed Broadband Networks and Access Regulation in Developed and Developing countries: Panel Data Applications.

Benabdelkader, Mohamed (2016): Productivité, innovation et politique sectorielle des industries de transformation au Maroc (1985-2013) : Fondements théoriques et proposition d’une méthodologie.

Bensalma, Ahmed (2015): New Fractional Dickey and Fuller Test. Forthcoming in: IEEE Conference paper

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

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

Bersimis, Sotirios and Degiannakis, Stavros and Georgakellos, Dimitrios (2017): Real Time Monitoring of Carbon Monoxide Using Value-at-Risk Measure and Control Charting. Published in: Journal of Applied Statistics , Vol. 1, No. 44 (2017): pp. 89-118.

Bespalova, Olga Gennadyevna (2011): Bespalova, Olga Gennadyevna (2011): Renewable portfolio standards in the USA: experience and compliance with targets. Published in: K-State Electronic Theses, Dissertations, and Reports No. May 2011 (May 2011): pp. 1-48. Published in: K-State Electronic Theses, Dissertations, and Reports , Vol. May, No. 2011 (May 2011): pp. 1-48.

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.

Bhadury, Soumya and Ghosh, Saurabh and Gopalakrishnan, Pawan (2021): In quest for policy 'silver bullets' towards triggering a v-shaped recovery.

Bhadury, Soumya and Ghosh, Saurabh and Kumar, Pankaj (2019): Nowcasting GDP Growth Using a Coincident Economic Indicator for India.

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 (2001): ARIMA ve VAR Modellerinin Tahmin Başarılarının Karşılaştırılması. Published in: Journal of Faculty of Economics and Administrative Sciences, Erciyes University No. 17 (2001): pp. 37-53.

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 (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.

Bilgili, Faik (1997): Testing the Ricardian equivalence theorem in the framework of the permanent income hypothesis.

Bilgili, Faik (2002): VAR, ARIMA, Üstsel Düzleme, Karma ve İlave-Faktör Yöntemlerinin Özel Tüketim Harcamalarına ait Ex Post Öngörü Başarılarının Karşılaştırılması. Published in: Dokuz Eylül University, Faculty of Economics and Administrative Sciences Journal , Vol. 17, No. 1 : pp. 185-211.

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.

Bilgili, Faik and Doğan, İbrahim and H. Tülüce, Nadide and Kuşkaya, Sevda (2014): The impact of biomass, geothermal and hydroelectric energy consumption on industrial production: A threshold cointegration model with regime shifts.

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 (2020): Asymmetric Effects of Exchange Rate Changes on Exports: A Sectoral Nonlinear Cointegration Analysis for Turkey. Published in: Journal of Economic Cooperation and Development , Vol. 41, No. 2020 / 1 (2020)

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.

Bilgin, Cevat (2018): Uluslararası Ticarette Satın Alma Gücü Paritesinin Geçerliliği Sorunu: Türkiye için Zaman Serisi Analizi. Published in: Academic Review of Humanities and Social Sciences , Vol. 1, No. 1 (4 April 0001)

Blazejowski, Marcin and Kwiatkowski, Jacek (2013): Bayesian Model Averaging and Jointness Measures for gretl. Published in: Journal of Statistical Software , Vol. 68, No. 5 (24 November 2015)

Blazejowski, Marcin and Kwiatkowski, Jacek (2020): Bayesian Model Averaging for Autoregressive Distributed Lag (BMA_ADL) in gretl.

Boldanov, Rustam and Degiannakis, Stavros and Filis, George (2016): Time-varying correlation between oil and stock market volatilities: Evidence from oil-importing and oil-exporting countries. Published in: International Review of Financial Analysis No. 48 (2016): pp. 209-220.

Boldanov, Rustam and Degiannakis, Stavros and Filis, George (2015): Time-varying correlation between oil and stock market volatilities: Evidence from oil-importing and oil-exporting countries.

Boldova Marzo, Daniel Miguel (2022): Análisis de la acumulación y distribución de la riqueza.

Bondzie, Eric Amoo and Fosu, Gabriel Obed and Asare Okyere, Gabriel (2014): Does Foreign Direct Investment really affect Ghana’s Economic Growth? Published in: International Journal of Academic Research in Economics and Management Sciences , Vol. 3, No. 1 (January 2014): pp. 148-158.

Bonino-Gayoso, Nicolás and García-Hiernaux, Alfredo (2019): TF-MIDAS: a new mixed-frequency model to forecast macroeconomic variables.

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.

Brinca, Pedro and Iskrev, Nikolay and Loria, Francesca (2018): On Identification Issues in Business Cycle Accounting Models.

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.

Byambasuren, Tsenguunjav (2013): A Long-Run Relationship between Real Exchange Rates and Real Commodity Prices: The Case of Mongolia. Published in: Journal of Economics, Business and Management , Vol. 1, No. 3 (August 2013): pp. 257-261.

C

CHIKHI, Mohamed (2011): Analyse du choc informationnel et de l’hétéroscédasticité conditionnelle dans les flux de trésorerie. Published in: Recherches Economiques et Managériales , Vol. 9, (June 2011): pp. 1-15.

CHIKHI, Mohamed and Benguesmi, Tarek (2013): تحليل سلوك مبيعات الكهرباء الموجه للقطاع العائلي في ظل وجود التقلبات الموسمية باستخدام نماذج SARIMA.

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.

Cai, Yifei (2016): 短期资本流动、经济政策不确定性与恐慌指数—基于时变分析框架下的研究.

Cai, Yifei (2016): 货币供给数量、结构与经济增长—来自ADL门限协整检验与时变格兰杰因果关系检验的证据.

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.

Capistran, Carlos and Chiquiar, Daniel and Hernandez, Juan R. (2017): Identifying Dornbusch's Exchange Rate Overshooting with Structural VECs: Evidence from Mexico. Published in: International Journal of Central Banking No. December (December 2019): pp. 207-254.

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

Carbajal-De-Nova, Carolina and Venegas-Martínez, Francisco (2019): Synthetic Estimation of Dynamic Panel Models When Either N or T or Both Are Not Large: Bias Decomposition in Systematic and Random Components.

Cayton, Peter Julian (2015): A Nonparametric Option Pricing Model Using Higher Moments.

Cayton, Peter Julian and Ho, Kin-Yip (2015): A Nonparametric Option Pricing Model Using Higher Moments.

Chakraborty, Lekha S and Singh, Yadawendra (2018): Fiscal Policy, as the “Employer of Last Resort”: Impact of Direct fiscal transfer (MGNREGA) on Labour Force Participation Rates in India.

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 (2014): Trade Balance, Foreign Exchange and Macroeconomic Impacts: An Empirical Assessment for China and Malaysia.

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.

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

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.

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

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Gluschenko, Konstantin (2020): Nonlinear Models of Convergence.

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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.

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Grønneberg, Steffen and Sucarrat, Genaro (2014): Risk Estimation when the Zero Probability of Financial Return is Time-Varying.

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.

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

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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.

Hammouda, Nacer-Eddine and Souag, ali (2011): Y-a-t-il une discrimination salariale à l'encontre des migrants d'origine Africaine en France ? Published in: Les migrations Africaines : Droits et politiques (2011): pp. 99-119.

Han, Jinyue and Wang, Jun and Gao, Wei and Tang, Man-Lai (2023): Estimation of the directions for unknown parameters in semiparametric models.

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, Fakhri and Mammadov, Fuad (2010): The Role of Fiscal Policy in Development of Non-Resource Sector.

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)

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Haug, Alfred A. (2016): A New Test of Ricardian Equivalence Using the Narrative Record on Tax Changes.

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

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

Huseynov, Salman and Mammadov, Fuad (2016): A small scale forecasting and simulation model for Azerbaijan (FORSAZ).

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Ibanez, Francisco (2015): Calibrating the Dynamic Nelson-Siegel Model: A Practitioner Approach. Forthcoming in: Working Papers Central Bank of Chile (2016)

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.

Idrovo Aguirre, Byron and Contreras, Javier (2015): Back-splicing of cement production and characterization of its economic cycle: The case of Chile (1991-2015).

Iiboshi, Hirokuni and Shintani, Mototsugu (2016): Zero interest rate policy and asymmetric price adjustment in Japan: an empirical analysis of a nonlinear DSGE model.

Iiboshi, Hirokuni and Watanabe, Toshiaki (2005): Has the Business Cycle Changed in Japan? A Bayesian Analysis Based on a Markov-Switching Model with Multiple Change-Points.

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

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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.

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Mohajan, Devajit and Mohajan, Haradhan (2023): Economic Aspects of Profit Maximization if Cost of Principal Raw Material Increases. Published in: Frontiers in Management Science , Vol. 3, No. 2 (26 May 2023): pp. 28-42.

Mohajan, Devajit and Mohajan, Haradhan (2023): Economic Investigation of Lagrange Multiplier if Cost of Inputs and Budget Size of a Firm Increase: A Profit Maximization Endeavor. Published in: Annals of Spiru Haret University. Economic Series , Vol. 23, No. 2 (10 July 2023): pp. 340-364.

Mohajan, Devajit and Mohajan, Haradhan (2023): An Economical Study When Cost of Irregular Raw Materials of an Industry Increases for Nonlinear Budget Constraint. Published in: Law and Economy , Vol. 2, No. 7 (26 July 2023): pp. 24-43.

Mohajan, Devajit and Mohajan, Haradhan (2023): Effects of Various Inputs for Increased Interest Rate of Capital: A Nonlinear Budget Constraint Consideration. Published in: Frontiers in Management Science , Vol. 2, No. 4 (10 July 2023): pp. 15-33.

Mohajan, Devajit and Mohajan, Haradhan (2023): Mathematical Model for Nonlinear Budget Constraint: Economic Activities on Increased Budget. Published in: Studies in Social Science & Humanities , Vol. 5, No. 2 (11 May 2023): pp. 20-40.

Mohajan, Devajit and Mohajan, Haradhan (2023): A Study on Nonlinear Budget Constraint of a Local Industrial Firm of Bangladesh: A Profit Maximization Investigation. Published in: Law and Economy , Vol. 2, No. 5 (12 May 2023): pp. 27-33.

Mohajan, Devajit and Mohajan, Haradhan (2023): Economic Situations of Lagrange Multiplier When Costs of Various Inputs Increase for Nonlinear Budget Constraint. Published in: Studies in Social Science & Humanities , Vol. 2, No. 4 (31 March 2023): pp. 40-64.

Mohajan, Devajit and Mohajan, Haradhan (2022): Mathematical Analysis of SEIR Model to Prevent COVID-19 Pandemic. Published in: Journal of Economic Development, Environment and People , Vol. 11, No. 4 (31 December 2022): pp. 5-30.

Mohajan, Devajit and Mohajan, Haradhan (2022): Sensitivity Analysis among Commodities and Coupons during Utility Maximization. Published in: Frontiers in Management Science , Vol. 1, No. 3 (6 December 2022): pp. 13-28.

Mohajan, Devajit and Mohajan, Haradhan (2022): Sensitivity Analysis among Commodities and Prices: A Utility Maximization Perception. Published in: Law and Economy , Vol. 2, No. 2 (6 February 2023): pp. 1-16.

Mohajan, Devajit and Mohajan, Haradhan (2022): Sensitivity Analysis between Commodity and Budget: Utility Maximization Case. Published in: Law and Economy , Vol. 2, No. 3 (24 February 2023): pp. 10-21.

Mohajan, Devajit and Mohajan, Haradhan (2023): Sensitivity Analysis between Lagrange Multipliers and Consumer Budget: Utility Maximization Case. Published in: Annals of Spiru Haret University Economic Series , Vol. 23, No. 1 (31 March 2023): pp. 167-185.

Mohajan, Devajit and Mohajan, Haradhan (2022): Sensitivity Analysis between Lagrange Multipliers and Consumer Coupon: Utility Maximization Perspective. Published in: Frontiers in Management , Vol. 2, No. 1 (17 January 2023): pp. 14-25.

Mohajan, Devajit and Mohajan, Haradhan (2023): Sensitivity Analysis for Profit Maximization with Respect to Per Unit Cost of Subsidiary Raw Materials. Published in: Frontiers in Management Scienc , Vol. 2, No. 2 (28 February 2023): pp. 13-28.

Mohajan, Devajit and Mohajan, Haradhan (2022): Utility Maximization Analysis of an Organization: A Mathematical Economic Procedure. Published in: Law and Economy , Vol. 3, No. 1 (26 December 2022): pp. 1-15.

Mohajan, Haradhan (2022): Cost minimization analysis of a running firm with economic policy. Published in: Annals of Spiru Haret University Economic Series , Vol. 22, No. 3 (30 September 2022): pp. 317-337.

Mohajan, Haradhan (2022): Maximum profit ensured for industry sustainability. Published in: Annals of Spiru Haret University. Economic Series , Vol. 22, No. 3 (28 September 2022): pp. 271-281.

Mohamed Hassan, Hisham (2010): Social protection and economic growth in the Sudan: Trends, perspectives, cointegration and causality. Published in: SSRN

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Mostafavi, Moeen and Fatehi, Ali-Reza and Shakouri G., Hamed and Von zur Muehlen, Peter (2011): A predictive multi-agent approach to model systems with linear rational expectations. Forthcoming in:

Mota, Rui Pedro and Domingos, Tiago and Martins, Victor (2008): Analysis of green net national product and genuine saving in Portugal, 1991 - 2005.

Mourinho Félix, Ricardo (2005): A macroeconomic structural model for the Portuguese economy. Published in: Working Paper Series No. 13-05 (25 November 2005)

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NGUENA, Christian L. (2011): Heterogeneity of Saving-Investment Causality and Fiscal Coordination Implication: The Case of an African Monetary Union.

NGUENA, Christian L. (2012): Le Financement des PME au Cameroun dans un Contexte de Crise Financière.

NGUENA, Christian L. (2012): Objectif de Stabilité des Prix et Croissance Economique en Zone CEMAC: Une Approche en Données de Panel.

NR, Bhanumurthy and Kumawat, Lokendra (2009): External Shocks and the Indian Economy: Analyzing through a Small, Structural Quarterly Macroeconometric Model.

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Ventura, Luigi and Ventura, Maria (2021): Migration, Diversity and Regional Risk Sharing. Published in: Applied Economics (25 May 2021)

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.

Vélez Tamayo, Julián Mauricio (2018): La Ley Petty-Clark en el Área Metropolitana del Valle de Aburrá en Colombia, en el periodo 2000-2016. Published in: Analisis Economico , Vol. 33, No. 82 (January 2018): pp. 95-110.

Vélez Tamayo, Julián Mauricio (2013): Medellín: Una ciudad hacia el sector servicios y los efectos en el empleo. Published in: Revista Memorias , Vol. 21, No. MEDELLÍN: UNA CIUDAD HACIA EL SECTOR SERVICIOS Y LOS EFECTOS EN EL EMPLEO (2014): x-x.

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Wadood, Syed Naimul and Mahmoud, Chowdhury Shameem (2010): Location Decisions of Microfinance Institutions of Bangladesh.

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.

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Xekalaki, Evdokia and Degiannakis, Stavros (2005): Evaluating Volatility Forecasts in Option Pricing in the Context of a Simulated Options Market. Published in: Computational Statistics and Data Analysis , Vol. 2, No. 49 (2005): pp. 611-629.

Xiao, Tim (2019): Incremental Risk Charge Methodology.

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Yang, Bill Huajian (2017): Forward Ordinal Probability Models for Point-in-Time Probability of Default Term Structure. Forthcoming in: Journal of Risk Model Validation (September 2017)

Yang, Bill Huajian (2022): Modeling Path-Dependent State Transition by a Recurrent Neural Network. Forthcoming in: Big Data and Information Analytics

Yang, Bill Huajian (2019): Monotonic Estimation for Probability Distribution and Multivariate Risk Scales by Constrained Minimum Generalized Cross-Entropy. Forthcoming in: International Journal of Machine Learning and Computing

Yang, Bill Huajian (2019): Monotonic Estimation for the Survival Probability over a Risk-Rated Portfolio by Discrete-Time Hazard Rate Models. Forthcoming in: International Journal of Machine Learning and Computing

Yang, Bill Huajian (2017): Point-in-Time PD Term Structure Models with Loan Credit Quality as a Component.

Yang, Bill Huajian (2017): Point-in-time PD term structure models for multi-period scenario loss projection: Methodologies and implementations for IFRS 9 ECL and CCAR stress testing. Published in: Journal of Risk Model Validation , Vol. 11, No. 3 (January 2017)

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 Wu, Biao and Cui, Kaijie and Du, Zunwei and Fei, Glenn (2019): IFRS9 Expected Credit Loss Estimation: Advanced Models for Estimating Portfolio Loss and Weighting Scenario Losses. Forthcoming in: The Journal of Risk Model Validation

Yang, Bill Huajian and Yang, Jenny and Yang, Haoji (2020): Modeling Portfolio Loss by Interval Distributions. Published in: Big Data and Information Analytics , Vol. 5, No. 1 (4 August 2020): pp. 1-13.

Yang, Zixiu and Fantazzini, Dean (2022): Using crypto assets pricing methods to build technical oscillators for short-term bitcoin trading. Forthcoming in: Information

Yeboah Asuamah, Samuel (2015): An econometric investigation of forecasting liquefied petroleum gas in Ghana.

Yilmaz, Nejat and Yucel, Eray (2021): Exchange Rate Pass-Through to Consumer Prices in Turkey: Nonparametric Kernel Estimation Evidence.

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

Younus, Rijja Ali and Yucel, Eray (2020): Exchange Rate Pass-Through in Pakistan.

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.

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Zandile, Zezethu and Phiri, Andrew (2018): FDI as a contributing factor to economic growth in Burkina Faso: How true is this?

Zdravkovski, Aleksandar (2016): Stock market integration and diversification possibilities during financial crises: Evidence from Balkan countries.

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.

Zubović, Jovan and Jeločnik, Marko and Subić, Jonel (2010): Analiza HR indeksa u finansijskom sektoru Srbije. Published in: Industrija , Vol. 39, No. 1/2011 (February 2011): pp. 223-242.

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

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