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 Almohaimeed, Bader and Dimitrakopoulos, Stefanos (2024): Noising the GARCH volatility: A random coefficient GARCH model.
Aknouche, Abdelhakim and Dimitrakopoulos, Stefanos (2024): Volatility models versus intensity models: analogy and differences.
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.
Aliyu, Shehu Usman Rano and Salissu, Afees and Kale, Oyeyemi (2024): Migration and Youth Unemployment in Africa: Implications for the African Continental Free Trade Area. Published in: Afreximbank Policy Research Working Paper Series No. APRPWPS/2024/10 (28 June 2024): pp. 1-28.
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.
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 Wang, Peng (2024): Causal inference using factor models.
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): Renewable Portfolio Standards in the USA: Experience and Compliance with Targets. Published in: K-State Electronic Theses, Dissertations, and Reports , Vol. May, No. 2011 (10 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.
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.
Ciuiu, Daniel and Costinescu, Cristian (2008): The Monte Carlo method to find eigenvalues and eigenvectors. Published in: Proceedings of International Conference Trends and Challenges in Applied Mathematics (2008): pp. 157-160.
Clarke, Damian and Tapia Schythe, Kathya (2020): Implementing the Panel Event Study.
Clemens, Jeffrey and Miran, Stephen (2011): The role of fiscal institutions in analysis of fiscal policy.
Coleman, Stephen (2014): Evolution of the Russian Political Party System under the Influence of Social Conformity: 1993-2011.
Coleman, Stephen (2009): Russian Election Reform and the Effect of Social Conformity on Voting and the Party System: 2007 and 2008.
Cooper, Russel and Madden, Gary G (2008): Estimating components of ICT expenditure: a model-based approach with applicability to short time-series. Published in: Applied Economics , Vol. 10, No. 1 (2008)
Corduneanu, Carmen and Turcas, Daniela (2008): Optimizing models of a stock portfolio issued by Financial Investment Companies.
Corradini, Riccardo (2018): A set of state space models at an high disaggregation level to forecast Italian Industrial Production.
Cuddington, John and Dagher, Leila (2013): Estimating Short and Long-Run Demand Elasticities: A Primer with Energy-Sector Applications. Published in: Energy Journal , Vol. 36, (2014): pp. 185-209.
Cunedioglu, Ekrem and Yucel, Eray (2011): Does every stone fall in the same way? new gravity evidence on world trade.
Dagher, Leila (2011): Natural Gas demand at the utility level: An application of dynamic elasticities. Published in: Energy Economics , Vol. 34, (2012): pp. 961-969.
Dagher, Leila and Bird, Lori and Heeter, Jenny (2016): Residential Green Power Demand in the United States. Published in: Renewable Energy , Vol. 114, (2017): pp. 1062-1068.
Dagher, Leila and El Hariri, Sadika (2012): The impact of global oil price shocks on the Lebanese stock market. Published in: Energy , Vol. 63, (2013): pp. 366-374.
Dagher, Leila and yacoubian, talar (2011): The causal relationship between energy consumption and economic growth in Lebanon. Published in: Energy Policy , Vol. 50, (2012): pp. 795-801.
Dahem, Ahlem (2015): Short term Bayesian inflation forecasting for Tunisia. Published in: ECOFORUM JOURNAL , Vol. 5, No. 1 (8) (2016)
Damdinsuren, Batnyam and Doojav, Gan-Ochir and Łyziak, Tomasz (2008): Small Inflation Model of Mongolia (SIMOM).
Das, Arabinda (2013): Estimation of Inefficiency using a Firm-specific Frontier Model.
Das, Rituparna (2010): Modeling Violence against Women in India: Theories and Problems. Published in: Published as Chapter in the 'Book Research Methodology in Social Sciences and Management: Models on Indian Issues', ISBN-13: 978-3639295467 (24 September 2010): pp. 31-69.
Das, Tapas and Das, Seshanwita (2012): An Econometric Analysis of Impact of Public Issue on Economic Development in India during 1989-2009. Published in: Inrternational Journal of Management, IT & Engineering , Vol. 2, No. 10 (October 2012): pp. 679-693.
Dasgupta, Shouro and Bhattacharya, Debapriya and Neethi, Dwitiya Jawher (2013): Does Democracy Impact Economic Growth? Exploring the Case of Bangladesh – A Cointegrated VAR Approach. Published in: CPD-CMI Working Paper Series
Dave, Chetan and Dressler, Scott (2007): Market structure and business cycles: Do nominal rigidities influence the importance of real shocks?
Davis, Brent (2016): “Attitudes to Leadership and Voting: Finding the Efficient Frontier”.
Davis, Brent (2017): “Taking Occam’s Razor to the Endogeneity Problem in Economic Voting”.
De Villeris, David and Apopo, Natalya and Phiri, Andrew (2018): Unobserved structural shifts and asymmetries in the random walk model for stock returns in African frontier markets.
Degiannakis, Stavros (2015): A Probit Model for the State of the Greek GDP Growth. Published in: International Journal of Financial Studies , Vol. 3, No. 3 (2015): pp. 381-392.
Degiannakis, Stavros and Filis, George and Floros, Christos (2013): Oil and stock price returns: Evidence from European industrial sector indices in a time-varying environment. Published in: Journal of International Financial Markets, Institutions & Money , Vol. 1, No. 26 (2013): pp. 175-191.
Degiannakis, Stavros and Filis, George and Floros, Christos (2013): Oil and stock returns: Evidence from European industrial sector indices in a time-varying environment. Published in: Journal of International Financial Markets, Institutions & Money , Vol. 1, No. 26 (2013): pp. 175-191.
Degiannakis, Stavros and Filis, George and Palaiodimos, George (2015): Investments and uncertainty revisited: The case of the US economy.
Degiannakis, Stavros and Filis, George and Panagiotakopoulou, Sofia (2018): Oil Price Shocks and Uncertainty: How stable is their relationship over time? Published in: Economic Modelling No. 72 (2018): pp. 42-53.
Delis, Manthos and Savva, Christos and Theodossiou, Panayiotis (2020): A Coronavirus Asset Pricing Model: The Role of Skewness.
Delis, Manthos D and Iftekhar, Hasan and Tsionas, Efthymios (2012): On the estimation of the risk of financial intermediaries.
Delis, Manthos D and Tsionas, Efthymios (2012): A new method to estimate the risk of financial intermediaries.
Delle Monache, Davide and Petrella, Ivan (2016): Adaptive models and heavy tails with an application to inflation forecasting.
Demiris, Nikolaos and Kypraios, Theodore and Smith, L. Vanessa (2012): On the epidemic of financial crises.
Di Filippo, Gabriele (2017): What Drives Gross Flows in Equity and Investment Fund Shares in Luxembourg? Published in: Banque centrale du Luxembourg Working Paper No. 112 (August 2017)
Di Giulio, Daniele (2009): Bank lending to the production sector: credit crunch or extra-credit?
Diagne, Youssoupha Sakrya and Ba, Arona (2019): How much more can the tax administration collect? Measuring tax potential for Senegal. Published in: dpee.sn
Diakité, Zakary (2023): Estimating Demand for Lamb, Beef, Pork, and Poultry in Canada. Published in: Theoretical Economics Letters , Vol. 14, No. 1 (8 February 2024): pp. 67-93.
Dias Gomes, Nicolas (2010): Determinantes da pirataria informática na União Europeia a 27, e análise das perdas.
Dimitrakopoulos, Stefanos and Tsionas, Mike G. and Aknouche, Abdelhakim (2020): Ordinal-response models for irregularly spaced transactions: A forecasting exercise.
Dinda, Soumyananda (2018): Climate Friendly Goods and Technology Trade: Climate Mitigation Strategy of India. Published in: Climate Friendly Goods and Technologies in Asia: Opportunities for Trade No. SpringerBriefs in Environmental Science (January 2019): pp. 89-100.
Dinda, Soumyananda (2018): Production Technology and Carbon Emission: Long run relation with Short run Dynamics. Published in: Journal of Applied Economics , Vol. 21, No. 1 (28 November 2018): pp. 106-121.
Dobrescu, Emilian (2018): A New Version (2018) of the Romanian Macromodel - Aggregate System. Published in: Romanian , Vol. 21, No. 4 (2018): pp. 5-20.
Dobrescu, Emilian (2006): Integration of macroeconomic behavioural relationships and the input-output block: Romanian modelling experience. Published in: Paper presented at EcoMod2006, International Conference on Policy Modeling, Hong Kong, June 28-30, 2006 No. Abstract in the Proceedings of the Conference, pg. 33
Dobrescu, Emilian (2001): Introduction into macroeconomic modeling foundations. Published in: Romanian Journal of Economic Forecasting , Vol. 1, No. Supplement 1 (2002): pp. 39-88.
Dobrescu, Emilian (2001): Macromodel estimations for the Romanian "pre-accession economic programme. Published in: Romanian Journal of Economic Forecasting , Vol. 1, No. Supplement 1 (2002): pp. 5-38.
Dobrescu, Emilian (2006): Macromodel of the Romanian market economy (version 2005). Published in: http://www.cnp.ro/user/repository/b6139a4ae94e801847b4.pdf (April 2006): pp. 1-68.
Dobrescu, Emilian (2001): Updated scenarios for the Romanian economy medium-term dynamics. Published in: Romanian Journal of Economic Forecasting , Vol. 1, No. 9 (2002): pp. 5-16.
Doko Tchatoka, Firmin (2011): Testing for partial exogeneity with weak identification.
Dominique, C-Rene (2009): On the Computation of the Hausdorff Dimension of the Walrasian Economy: Addendum.
Dondashe, Nandipha and Phiri, Andrew (2018): Determinants of FDI in South Africa: Do macroeconomic variables matter?
Doojav, Gan-Ochir (2008): Capital flows and their implications for central bank policies in Mongolia.
Doojav, Gan-Ochir (2009): Exchange rate pass-through to inflation in Mongolia.
Doojav, Gan-Ochir (2017): Factors explaining high interest rates in Mongolia: A Markov Regime-Switching approach.
Doojav, Gan-Ochir (2021): Macroeconomic modeling for optimal stabilization policy in Mongolia.
Doojav, Gan-Ochir (2011): The role of exchange rate in Mongolia: A shock absorber or a source of shocks?
Doojav, Gan-Ochir and Damdinsuren, Batnyam and Baasansuren, Lkhagvajav (2007): Monetary policy and bond market development: A case of Mongolia.
Doojav, Gan-Ochir and Luvsannyam, Davaajargal and Enkh-Amgalan, Elbegjargal (2022): Effects of global liquidity and commodity market shocks in a commodity-exporting developing economy.
Doretti, Marco (2012): Modelli di scoring per il rischio paese.
Drichoutis, Andreas (2011): Interpreting interaction terms in linear and non-linear models: A cautionary tale.
Drivas, Kyriakos and Economidou, Claire and Tsionas, Efthymios G. (2014): A Poisson Stochastic Frontier Model with Finite Mixture Structure.
Dushyn, Oleksiy and Dushyn, Borys (2024): Извлечение информации из редких событий в регрессионном анализе.
Dyasi, Poopy and Phiri, Andrew (2019): A sectoral approach to the electricity-growth nexus in the Eastern Cape province of South Africa.
de Silva, Ashton (2008): Forecasting macroeconomic variables using a structural state space model.
de Silva, Ashton (2007): A multivariate innovations state space Beveridge Nelson decomposition.
dogru, bulent (2013): Are Output Fluctuations Transitory in the MENA Region.
doğru, bülent (2013): Dynamic Analysis of Money Demand Function: Case of Turkey*.
du Jardin, Philippe (2010): Predicting bankruptcy using neural networks and other classification methods: the influence of variable selection techniques on model accuracy. Published in: Neurocomputing , Vol. 73, No. 10-12 (2010): pp. 2047-2060.
du Jardin, Philippe and Séverin, Eric (2011): Predicting corporate bankruptcy using a self-organizing map: An empirical study to improve the forecasting horizon of a financial failure model. Published in: Decision Support Systems , Vol. 51, No. 3 (2011): pp. 701-711.
Economou, Polychronis and Malefaki, Sonia and Kounetas, Konstantinos (2019): Productive Performance and Technology Gaps using a Bayesian Metafrontier Production Function: A cross-country comparison.
Eita, Joel Hinaunye and Pedro, Marcio Jose (2020): Modelling total factor productivity in a developing economy: evidence from Angola.
Ekor, Maxwell and Adeniyi, Oluwatosin and Saka, Jimoh (2015): Ethiopia and the BRICS: An Assessment of Trade and Investment Flows. Published in: Economy , Vol. 2, No. 1 (2015): pp. 1-9.
Ellul, Reuben (2015): Analysing correlation between the MSE index and global stock markets. Published in: Xjenza Online - Journal of the Malta Chamber of Scientists , Vol. 3, No. 2 (December 2015): pp. 105-114.
Eo, Yunjong (2008): Bayesian Analysis of DSGE Models with Regime Switching.
Erard, Brian (2017): Modeling Qualitative Outcomes by Supplementing Participant Data with General Population Data: A Calibrated Qualitative Response Estimation Approach.
Erdogdu, Erkan (2010): Electricity Market Reform: Lessons for developing countries.
Erdogdu, Erkan (2014): Investment, security of supply and sustainability in the aftermath of three decades of power sector reform. Published in: Renewable and Sustainable Energy Reviews , Vol. 3, No. 21 (March 2014): pp. 1-8.
Erdogdu, Erkan (2013): Motor fuel prices in Turkey. Published in: Energy Policy , Vol. 69, (June 2014): pp. 143-153.
Erdogdu, Erkan (2011): What happened to efficiency in electricity industries after reforms? Forthcoming in: Energy Policy
Erdogdu, Erkan (2011): The impact of power market reforms on electricity price-cost margins and cross-subsidy levels: a cross country panel data analysis. Forthcoming in: Energy Policy (2011)
Escribano, Alvaro and Sucarrat, Genaro (2016): Equation-by-Equation Estimation of Multivariate Periodic Electricity Price Volatility.
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
Esquivel Monge, Manfred and Gomez Rodriguez, Jose Fabio (2010): Asymmetries of the Exchange Rate Pass Through to Domestic Prices: The Case of Costa Rica. Published in: CEMLA (June 2010)
Faghih, Nezameddin and Faghih, Ali (2008): Nyquist Frequency in Sequentially Sampled Data.
Fajar, Muhammad (2019): An application of hybrid forecasting singular spectrum analysis – extreme learning machine method in foreign tourists forecasting. Published in: Jurnal Matematika MANTIK , Vol. 5, No. 2 (31 October 2019): pp. 60-68.
Falnita, Eugen and Sipos, Ciprian (2007): A multiple regression model for inflation rate in Romania in the enlarged EU. Published in: Economic integration, competition and cooperation (1 August 2007)
Fantazzini, Dean (2024): Adaptive Conformal Inference for computing Market Risk Measures: an Analysis with Four Thousands Crypto-Assets. Forthcoming in: Journal of Risk and Financial Management (2024)
Fantazzini, Dean (2023): Assessing the Credit Risk of Crypto-Assets Using Daily Range Volatility Models. Forthcoming in: Information
Fantazzini, Dean and Xiao, Yufeng (2023): Detecting Pump-and-Dumps with Crypto-Assets: Dealing with Imbalanced Datasets and Insiders’ Anticipated Purchases. Forthcoming in: Econometrics
Fantazzini, Dean (2022): Crypto Coins and Credit Risk: Modelling and Forecasting their Probability of Death. Forthcoming in: Journal of Risk and Financial Management
Fantazzini, Dean (2020): Discussing copulas with Sergey Aivazian: a memoir. Forthcoming in: Model Assisted Statistics and Applications : pp. 1-14.
Fantazzini, Dean (2016): The Oil Price Crash in 2014/15: Was There a (Negative) Financial Bubble? Forthcoming in: Energy Policy (2016)
Fantazzini, Dean (2020): Short-term forecasting of the COVID-19 pandemic using Google Trends data: Evidence from 158 countries. Forthcoming in: Applied Econometrics (2020): 1 -20.
Fantazzini, Dean and Calabrese, Raffaella (2021): Crypto-exchanges and Credit Risk: Modelling and Forecasting the Probability of Closure. Published in: Journal of Risk and Financial Management , Vol. 11, No. 14 (2021)
Fantazzini, Dean and Geraskin, Petr (2011): Everything You Always Wanted to Know about Log Periodic Power Laws for Bubble Modelling but Were Afraid to Ask. Forthcoming in: European Journal of Finance
Fantazzini, Dean and Kolodin, Nikita (2020): Does the hashrate affect the bitcoin price? Forthcoming in: Journal of Risk and Financial Management (2020)
Fantazzini, Dean and Nigmatullin, Erik and Sukhanovskaya, Vera and Ivliev, Sergey (2016): Everything you always wanted to know about bitcoin modelling but were afraid to ask. Forthcoming in: Applied Econometrics (2016)
Fantazzini, Dean and Shangina, Tamara (2019): The importance of being informed: forecasting market risk measures for the Russian RTS index future using online data and implied volatility over two decades. Forthcoming in: Applied Econometrics
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
Federici, Daniela and Saltari, Enrico and Wymer, Clifford (2015): Endogenizing the ICT sector: A multi-sector approach.
Feige, Edgar L. (2016): Professor Schneider's Shadow Economy:What do we really know? A Rejoinder. Forthcoming in: Journal of Tax Administration , Vol. 2, No. 2 (June 2016)
Feige, Edgar L. (2016): Reflections on the meaning and measurement of Unobserved Economies: What do we really know about the "Shadow Economy". Forthcoming in: Journal of Tax Administration , Vol. Vol 2, No. 1 (March 2016)
Feige, Edgar L. (2015): Reflections on the meaning and measurement of Unobserved Economies: What do we really know about the “Shadow Economy”? Forthcoming in: Journal of Tax Administration , Vol. 1, No. 2 (March 2016)
Feng, Dai (2006): Boating Against the Current: The Advance-Retreat Analysis for Socio-Economic Process.
Ferrara, Laurent (2006): A real-time recession indicator for the Euro area.
Ferrara, Laurent and Guégan, Dominique (2005): Detection of the industrial business cycle using SETAR models. Published in: Journal of Business Cycle Measurement and Analysis , Vol. 2, No. 3 (2005): pp. 353-372.
Filis, George and Degiannakis, Stavros and Floros, Christos (2011): Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countries. Published in: International Review of Financial Analysis , Vol. 3, No. 20 (2011): pp. 152-164.
Filoso, Valerio (2010): Regression Anatomy, Revealed.
Fischer, Justina AV (2009): Happiness and age cycles – return to start….
Francq, Christian and Sucarrat, Genaro (2015): Equation-by-Equation Estimation of a Multivariate Log-GARCH-X Model of Financial Returns.
Francq, Christian and Zakoian, Jean-Michel (2021): Local asymptotic normality of general conditionally heteroskedastic and score-driven time-series models.
Frank, Luis (2024): Impacto devaluatorio sobre las exportaciones e importaciones de Argentina.
Friedrich, Thomas and Köpper, Wilhelm (2013): Schumpeter´s Gale: Mixing and compartmentalization in Economics and Biology.
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 (2007): Office Rent Determinants: A Hedonic Panel Analysis.
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. Carvalho, Pedro and Ribeiro, Alexandra (2007): Acnowledging for spatial effects in the Portuguese housing markets.
Gabrielsen, A. and Zagaglia, Paolo and Kirchner, A. and Liu, Z. (2012): Forecasting Value-at-Risk with time-varying variance, skewness and kurtosis in an exponential weighted moving average framework.
Gachet, Ivan and Maldonado, Diego and Pérez, Wilson (2008): Determinantes de la Inflación en una Economía Dolarizada: El Caso Ecuatoriano. Published in: Cuestiones Economicas , Vol. 24, No. 1 (February 2008): pp. 5-28.
Gan, Jumwu (2009): Burnout from pools to loans: Modeling refinancing prepayments as a self-selection process.
Gao, jiti and Anh, vo and Heyde, christopher (1999): Statistical estimation of nonstationaryGaussian processes with long-range dependence and intermittency. Published in: Stochastic Processes and Their Applications , Vol. 99, No. 1 (March 2002): pp. 295-323.
Garrouste, Christelle (2007): Determinants and Consequences of Language-in-Education Policies: Essays in Economics of Education. Published in: Studies in International and Comparative Education No. 74 (2007): pp. 1-141.
George, Michael (2007): Predicting the Profit Potential of a Microeconomic Process: An Information Theoretic/Thermodynamic Approach.
Georgiadis, Georgios (2012): The panel conditionally homogenous vectorautoregressive model.
German-Soto, Vicente and Gluschenko, Konstantin (2021): Long-Run Cross-State Growth Comparison in Mexico.
Ghassan, Hassan and Alhajhoj, Hassan (2009): الارتباط الحركي بين الاستثمار في مؤسسات القطاع الحكومي والاستثمار الخاص عبر نموذج التقهقر الذاتي البنيوي: حالة الاقتصاد السعودي. Published in: Journal of Economic and Administrative Sciences , Vol. 26, No. 1 (June 2010): pp. 1-26.
Ghassan, Hassan and Alhajhoj, Hassan R. and Balli, Faruk (2018): Bi-Demographic Changes and Current Account using SVAR Modeling: Evidence from Saudi Arabia.
Ghassan, Hassan and Boulanouar, Zakaria and Hassan, Kabir Mohammed (2020): Revisiting Banking Stability Using a New Panel Cointegration Test. Published in: International Journal of Financial Studies , Vol. 9(2), No. 21; https://doi.org/10.3390/ijfs9020021 (7 April 2021): pp. 1-8.
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.
Ghassan, Hassan B. and Alhajhoj, Hassan R. and Balli, Faruk (2020): Bi-Demographic and Current Account Dynamics using SVAR Model: Evidence from Saudi Arabia. Published in: Economic Change and Restructuring No. https://doi.org/10.1007/s10644-021-09348-2 (19 September 2021): pp. 1-41.
Ghassan, Hassan B. and Banerjee, Prashanta K. (2013): A Threshold Cointegration Analysis of Asymmetric Adjustment of OPEC and non-OPEC Monthly Crude Oil Prices. Published in: Empirical Economics , Vol. 49, No. DOI: 10.1007/s00181-014-0848-0 (30 July 2014): pp. 305-323.
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.
Ghiba, Nicolae (2010): Impactul modificării ratei dobânzii asupra cursului de schimb în România. Forthcoming in:
Gluschenko, Konstantin (2020): Nonlinear Models of Convergence.
Gomez-Gonzalez, Jose and Rojas-Espinosa, Wilmer (2018): Detecting exchange rate contagion in Asian exchange rate markets using asymmetric DDC-GARCH and R-vine copulas.
Gomez-Sorzano, Gustavo (2007): Developing the concept of Sustainable Peace using Econometrics and scenarios granting Sustainable Peace in Colombia by year 2019.
Gomez-Sorzano, Gustavo (2006): The econometrics of violence, terrorism and scenarios for peace in Colombia from 1950 to 2019.
Gomez-Sorzano, Gustavo (2006): A structural model for corporate profit in the U.S. industry.
Gorbunov, Vladimir (2022): The positive resolution of the microeconomic problem of market demand: issues of methodology and verification.
Gouriéroux, Christian and Monfort, Alain and Zakoian, Jean-Michel (2017): Pseudo-Maximum Likelihood and Lie Groups of Linear Transformations.
Grady, Patrick (1985): The state of the art in Canadian macroeconomic modelling.
Grigorescu, Adriana (2008): System composite of the triplet’s of strategic overview – revised fundamentals. Published in: Conference volume No. ISBN 978-961-6354-80-6 : pp. 44-47.
Grydaki, Maria and Bezemer, Dirk (2013): Did Credit Decouple from Output in the Great Moderation?
Grydaki, Maria and Bezemer, Dirk J. (2012): The Role of Credit in Great Moderation: a Multivariate GARCH Approach.
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.
Haider, Adnan and Hanif, Muhammad Nadeem (2007): Inflation Forecasting in Pakistan using Artificial Neural Networks.
Halicioglu, Ferda and Andrés, Antonio R. (2010): Determinants of Suicides in Denmark: Evidence from Time Series Data.
Halkos, George and Tsilika, Kyriaki (2012): Programming identification criteria in simultaneous equation models.
Halkos, George and Tzeremes, Nickolaos (2011): Economic growth and carbon dioxide emissions: Empirical evidence from China.
Hamdi, Helmi and Sbia, Rashid and Shahbaz, Muhammad (2013): The Nexus between Electricity Consumption and Economic Growth in Bahrain.
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)
Hatzinikolaou, Dimitris (2012): Failure in the market for reviewing economics papers: Good readers, bad referees, and ugly papers. Published in: International Journal of Management Studies, Statistics & Applied Economics , Vol. 2, No. 2 (31 December 2012): pp. 163-176.
Haug, Alfred A. (2016): A New Test of Ricardian Equivalence Using the Narrative Record on Tax Changes.
Hegadekatti, Kartik (2016): The New Concept of Money: From Record-Of-Value (RoV) To Record-Of-Entropy (RoE). Published in: Monetary Economics: Financial System & Institutions eJournal , Vol. 01, No. 151 (14 December 2016)
Hirota, Keiko (2006): Passenger Car Ownership Estimation toward 2030 in Japan: BAU Scenario with Socio-economic Factors. Published in: Studies in Regional Science , Vol. 37, No. 1 (2007): pp. 25-39.
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).
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
Inoue, Hitoshi and Nakashima, Kiyotaka and Takahashi, Koji (2018): The Interaction Effect in a Nonlinear Specification of Bank Lending: A Reexamination of ``Unnatural Selection".
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.
Jackman, Mahalia and Lorde, Troy and Naitram, Simon and Greenaway, Tori (2019): Distance Matters: The Impact of Physical and Relative Distance on Pleasure Tourists’ Length of Stay in Barbados. Published in: Annals of Tourism Research (2020)
Jackson, Emerson Abraham and Tamuke, Edmund (2018): Probability Forecast Using Fan Chart Analysis: A case of the Sierra Leone Economy.
Janczura, Joanna and Trueck, Stefan and Weron, Rafal and Wolff, Rodney (2012): Identifying spikes and seasonal components in electricity spot price data: A guide to robust modeling.
Janczura, Joanna and Weron, Rafal (2009): Regime-switching models for electricity spot prices: Introducing heteroskedastic base regime dynamics and shifted spike distributions. Published in: IEEE Conference Proceedings (2009)
Janczura, Joanna and Weron, Rafal (2010): An empirical comparison of alternate regime-switching models for electricity spot prices. Forthcoming in: Energy Economics
Janczura, Joanna and Wyłomańska, Agnieszka (2009): Subdynamics of financial data from fractional Fokker-Planck equation. Published in: Acta Physica Polonica B , Vol. 40, No. 5 (2009): pp. 1341-1351.
Janssen, Matthias and Wobben, Magnus (2008): Electricity Pricing and Market Power - Evidence from Germany.
Jayasooriya, Sujith (2020): Macroeconometric Approach: Optimal Taxation Policies for Economic Growth in Emerging Asia.
Jayasooriya, Sujith (2020): Nexus of Demographic Change, Structural Transformation and Economic Growth in South Asia.
Jeferson da Conceição Silva, José and Maia Gomes Lages, André (2010): Comercialização de Produtos Agropecuários em Alagoas: Um Estudo de Margem de Comercialização e Transmissão de Preços.
Ji, Tingting (2004): CONSUMER CREDIT DELINQUENCY AND BANKRUPTCY FORECASTING USING ADVANCED ECONOMETRC MODELING.
Jiranyakul, Komain (2011): The Link between Output Growth and Output Volatility in Five Crisis-Affected Asian Countries. Published in: Middle Eastern Finance and Economics No. 12 (2011): pp. 101-108.
Juhro, Solikin M. and UNSPECIFIED (2022): Central Bank Policy Mix: Policy Perspectives and Modeling Issues.
KORI YAHIA, Abdellah (2018): Bayesian Linear Estimation of Okun Coefficient for Romania: Sensitivity to Priors. Published in: The Romanian Economic Journal No. Year XIII, no. 38 (December 2010): pp. 53-65.
KORI YAHIA, Abdellah (2018): Estimating Okun’s Law for Malta.
KORI YAHIA, Abdellah (2018): Estimation of Okun Coefficient for Algeria.
Kahia, Montassar (2017): The Framework of Tunisian Textile and Clothing Industry.
Kahloul, Ines and Ben Mabrouk, Anouar and Hallara, Salah-Eddine (2009): Wavelet-Based Prediction for Governance, Diversi cation and Value Creation Variables.
Kalniņš, Juris Roberts and Skribans, Valerijs and Ozoliņš, Gints (2009): Lauksaimniecības nozares stratēģiskās attīstības sistēmdinamikas modelēšana. Published in: LU raksti No. 743. sējums (2009): pp. 320-332.
Kaluzhsky, Mikhail (2007): Новый подход к разработке методик анализа региональных экономических процессов. Published in: Вестник филиала ВЗФЭИ в г. Омске. , Vol. 8, No. Конкурентоспособность региональной экономики: опыт, проблемы, перспективы: Материалы междунар. научно-практич. конференции (2007): pp. 57-59.
Kapounek, Svatopluk (2009): Estimation of the Business Cycles - Selected Methodological Problems of the Hodrick-Prescott Filter Application. Published in: Polish Journal of Environmental Studies , Vol. 18, No. 5B (2009): pp. 227-231.
Karagol, Erdal and Erbaykal, Erman and Ertugrul, Hasan Murat (2007): TÜRKİYE’DE EKONOMİK BÜYÜME İLE ELEKTRİK TÜKETİMİ İLİŞKİSİ: SINIR TESTİ YAKLAŞIMI. Published in: Doğuş Üniversitesi Dergisi , Vol. 1, No. 8 (3 March 2007): pp. 72-80.
Karambakuwa, Tapuwa and Ncwadi, Ronney and Phiri, Andrew (2019): The human capital-economic growth nexus in SSA countries: What can strengthen the relationship?
Karapanagiotidis, Paul (2014): Dynamic State-Space Models.
Karapanagiotidis, Paul (2014): Dynamic modeling of commodity futures prices.
Karapanagiotidis, Paul (2013): Empirical evidence for nonlinearity and irreversibility of commodity futures prices.
Katsafados, Apostolos and Anastasiou, Dimitris (2022): Short-term Prediction of Bank Deposit Flows: Do Textual Features matter?
Kavese, Kambale and Phiri, Andrew (2018): A provincial perspective of nonlinear Okun's law for emerging markets: The case of South Africa.
Keane, Michael and Wolpin, Kenneth (1997): Introduction to the JBES Special Issue on Structural Estimation in Applied Microeconomics. Published in: Journal of Business and Economic Statistics , Vol. 2, No. 15 (April 1997): pp. 111-114.
Kebede, Yohannes (1992): Causality and Efficiency in the Coffee Futures Market. Published in: Journal of International Food & Agribusiness Marketing , Vol. 5, No. 1 (1993): pp. 55-71.
Keita, Moussa (2012): Impact of subsidized inputs credits on land allocation and market-oriented agriculture in rural households in Mali.
Keita, Moussa (2013): Standards of living and health status: the socioeconomic determinants of life expectancy gain in sub-Saharan Africa.
Kennedy, Kendall (2018): Hidden Schooling: Repeated Grades and the Returns to Education and Experience.
Khan, Muhammad and Kebewar, mazen and Nenovsky, Nikolay (2013): Inflation Uncertainty, Output Growth Uncertainty and Macroeconomic Performance: Comparing Alternative Exchange Rate Regimes in Eastern Europe.
Khorunzhina, Natalia (2018): Intratemporal Nonseparability between Housing and Nondurable Consumption: Evidence from Reinvestment in Housing Stock.
Khorunzhina, Natalia (2018): Intratemporal Substitution between Housing and Nondurable Consumption: Evidence from Reinvestment in Housing Stock.
Khundrakpam, Jeevan Kumar (2013): Are there Asymmetric Effects of Monetary Policy in India?
Khundrakpam, Jeevan Kumar (2013): A Note on Differential Asymmetric Effects of Money Supply and Policy Rate Shocks in India.
Kilinc, Zubeyir and Yucel, Eray (2016): PMI Thresholds for GDP Growth.
Kim, Hyeongwoo (2009): Generalized Impulse Response Analysis: General or Extreme?
Kimolo, Deogratius (2009): Modelling and Forecasting Inflation in Tanzania: A Univariate Time Series Analysis.
Kindop, Igor (2021): Ubiquitous multimodality in mixed causal-noncausal processes.
Kishor, N. Kundan (2017): Understanding the Relationship between Public and Private Commercial Real Estate Markets.
Kisswani, Khalid (2010): OPEC and Political Considerations when Deciding on Oil Extraction. Forthcoming in: Journal of Economics and Finance
Ko, Byoung Wook (2010): An application of dynamic factor model to dry Bulk Market - focusing on the analysis of synchronicity and idiosyncrasy in the sub-markets with different ship - size. Forthcoming in: KMI International Journal of Maritime Affairs and Fisheries , Vol. 3, No. 1
Kociecki, Andrzej (2013): Bayesian Approach and Identification.
Kociecki, Andrzej (2013): Towards Understanding the Normalization in Structural VAR Models.
Kolisi, Nwabisa and Phiri, Andrew (2017): Changes in the relationship between interest rates and housing prices in South Africa around the 2007 financial crisis.
Koloch, Grzegorz (2016): Plausibility of big shocks within a linear state space setting with skewness.
Konstantakis, Konstantinos and Michaelides, Panayotis G. and Tsionas, Efthymios (2015): The Determinants of Economic Fluctuations in Greece: An Empirical Investigation (1995-2014).
Konstantakis, Konstantinos N. and Michaelides, Panayotis G. and Mariolis, Theodore (2014): An endogenous Goodwin-Keynes business cycle model: Evidence for Germany (1991-2007). Published in: Applied Economics Letters , Vol. 7, No. 21 (2014): pp. 481-486.
Kontek, Krzysztof (2010): Density Based Regression for Inhomogeneous Data: Application to Lottery Experiments.
Kontek, Krzysztof (2010): Estimation of Peaked Densities Over the Interval [0,1] Using Two-Sided Power Distribution: Application to Lottery Experiments.
Kontek, Krzysztof (2010): Mean, Median or Mode? A Striking Conclusion From Lottery Experiments.
Kontek, Krzysztof (2010): Multi-Outcome Lotteries: Prospect Theory vs. Relative Utility.
Koop, Gary and Korobilis, Dimitris (2009): Bayesian Multivariate Time Series Methods for Empirical Macroeconomics.
Korap, Levent (2009): On the links between inflation, output growth and uncertainty: system-GARCH evidence from the Turkish economy. Published in: İktisat İşletme ve Finans , Vol. 24, No. 285 (December 2009): pp. 89-110.
Korap, Levent (2010): Threshold GARCH modeling of the inflation & inflation uncertainty relationship: historical evidence from the Turkish economy. Published in: İstanbul Üniversitesi İktisat Fakültesi Mecmuası , Vol. 60, No. 2 (2010): pp. 157-172.
Korap, Levent and Saatçioğlu, Cem (2009): New time series evidence for the causality relationship between inflation and inflation uncertainty in the Turkish economy. Published in: Doğuş University Journal , Vol. 10, No. 2 (July 2009): pp. 235-248.
Korobilis, Dimitris and Shimizu, Kenichi (2021): Bayesian Approaches to Shrinkage and Sparse Estimation.
Korobova, Elena and Fantazzini, Dean (2024): Stablecoins and credit risk: when do they stop being stable? Forthcoming in: Applied Econometrics (2025): pp. 1-30.
Kortelainen, Mika (2008): Estimation of semiparametric stochastic frontiers under shape constraints with application to pollution generating technologies.
Kox, Henk L.M. and Rojas Romasgosa, Hugo (2019): Gravity estimations with FDI bilateral data: Potential FDI effects of deep preferential trade agreements.
Kumar, Nitin and Sensarma, Rudra (2017): Efficiency of Micro Finance Institutions in India: A Stochastic Distance Function Approach. Published in: Journal of Emerging Market Finance , Vol. 16, No. 2 (2017): pp. 151-168.
Kumbhakar, Subal C. and Peresetsky, Anatoly and Shchetynin, Yevgenii and Zaytsev, Alexey (2020): Technical efficiency and inefficiency: Reassurance of standard SFA models and a misspecification problem. Forthcoming in: Econometrics and Statistics (23 December 2021)
Köksal, Bülent and Orhan, Mehmet (2012): Market risk of developed and developing countries during the global financial crisis.
LEGOUGUI, Fateh and CHIKHI, Mohamed (2017): استخدام نماذج ARCH لنمذجة تقلبات أسعار الأسهم في سوق المال السعودي - دراسة حالة شركة اتحاد اتصالات السعودية –. Published in: Algerian Business Performance Review - ABPR - No. 12 (December 2017): pp. 173-185.
LIU, CHU-AN (2012): A plug-in averaging estimator for regressions with heteroskedastic errors.
Lai, Hung-pin and Kumbhakar, Subal C. (2018): Estimation of Dynamic Stochastic Frontier Model using Likelihood-based Approaches.
Lallmahomed, Naguib and Taubert, Peter (1989): What can we learn from univariate time series models? The case of sugar production in Mauritius 1879-1987. Published in: Bulletin du GREED, Groupe de Recherche en Economie de Developpement, Universite de Paris I (Pentheon-Sorbonne) , Vol. No. 10, No. February 1989 (23 February 1989): pp. 39-51.
Lamé, Gildas (2013): Was there a "Greenspan conundrum" in the Euro area ? Published in: INSEE Working Papers (September 2013)
Lanne, Markku and Luoto, Jani (2011): Autoregression-Based Estimation of the New Keynesian Phillips Curve.
Lanne, Markku and Lütkepohl, Helmut and Saikkonen, Pentti (2002): Comparison of Unit Root Tests for Time Series with Level Shifts. Published in: Journal of Time Series Analysis , Vol. 23, (2002): pp. 667-685.
Lanne, Markku and Saikkonen, Pentti (2009): GMM Estimation with Noncausal Instruments.
Lanne, Markku and Saikkonen, Pentti (2005): A Multivariate Generalized Orthogonal Factor GARCH Model.
Ledenyov, Dimitri O. and Ledenyov, Viktor O. (2013): On the Stratonovich – Kalman - Bucy filtering algorithm application for accurate characterization of financial time series with use of state-space model by central banks.
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.
Lee, David (2024): Hedge Fund Investment Returns and Performance.
Lee, David (2022): Generic Price Model for Commodity Derivatives.
Leeb, Hannes and Pötscher, Benedikt M. (2005): Can One Estimate the Unconditional Distribution of Post-Model-Selection Estimators ?
Leeb, Hannes and Pötscher, Benedikt M. (2005): Can One Estimate the Unconditional Distribution of Post-Model-Selection Estimators ?
Lemus, Antonio and Pulgar, Carlos (2021): Households’ Debt Thresholds: A Market Aspects Approach.
Leon, Costas and Eeckels, Bruno (2009): A Dynamic Correlation Approach of the Swiss Tourism Income.
Leon, Jorge (2012): A Disaggregate Model and Second Round Effects for the CPI Inflation in Costa Rica.
Levent, Korap (2009): Enflasyon ve enflasyon belirsizliği ilişkisi için G7 ekonomileri üzerine bir inceleme. Published in: Gaziantep Üniversitesi Sosyal Bilimler Dergisi , Vol. 8, No. 2 (2009): pp. 503-523.
Levent, Korap (2007): Impact of Exchange Rate Changes on Domestic Inflation: he Turkish Experience. Published in: The Business Review, Cambridge , Vol. 8, No. 2 (December 2007): pp. 150-158.
Li, Dong and Ling, Shiqing and Zhu, Ke (2016): ZD-GARCH model: a new way to study heteroscedasticity.
Liew, Venus Khim-Sen and Baharumshah, Ahmad Zubaidi and Lau, Sie-Hoe (2002): Forecasting performance of Logistic STAR exchange rate model: The original and reparameterised versions. Published in: Jurnal Akademik No. December (December 2005): pp. 79-91.
Liew, Venus Khim-Sen and Lee, Hock-Ann and Lim, Kian-Ping and Lee, Huay-Huay (2006): Linearity and stationarity of South Asian real exchange rates.
Liu, Chu-An (2013): Distribution Theory of the Least Squares Averaging Estimator.
Liu, Jia and Maheu, John M (2015): Improving Markov switching models using realized variance.
Liu, Lin and Hussain, Syed (2013): Understanding the Sims-Cogley-Nason Approach in A Finite Sample.
Liu, Xiaochun (2013): Markov-Switching Quantile Autoregression.
Livan, Giacomo and Alfarano, Simone and Scalas, Enrico (2011): The fine structure of spectral properties for random correlation matrices: an application to financial markets.
Loening, Josef and Rao, B. Bhaskara and Singh, Rup (2010): Effects of education on economic growth:Evidence from Guatemala.
Lof, Matthijs (2011): GMM estimation with noncausal instruments under rational expectations.
Lof, Matthijs (2012): Rational Speculators, Contrarians and Excess Volatility.
Lord, Montague (1999): The Elasticities Approach to Egypt’s Balance of Payments and Equilibrium Exchange Rate.
Lord, Montague (1994): A Macroeconomic Model for Romania's Flexible Exchange Rate System.
Lord, Montague (2001): Macroeconomic Policies for Poverty Reduction in Cambodia.
Lord, Montague (2002): Modeling the Macro-Economy of Bangladesh.
Lord, Montague (1998): Modeling the Open Macro-Economy of Vietnam.
Lorde, Troy and Alleyne, Antonio and Hosein, Roger and Yifei, Mu (2019): Should the Caribbean Look to the East? An Assessment of Caribbean Export Potential. Forthcoming in: The International Trade Journal
Lucchetti, Riccardo and Palomba, Giulio (2008): Nonlinear Adjustment in US Bond Yields: an Empirical Analysis with Conditional Heteroskedasticity.
Lucchetti, Riccardo and Valentini, Francesco (2021): Kernel-based Time-Varying IV estimation: handle with care.
López, Fernando and Chasco, Coro (2007): Time-trend in spatial dependence: Specification strategy in the first-order spatial autoregressive model.
MEZUI-MBENG, Pamphile (2010): Tramsission de la politique monétaire: le cas des pays de la CEMAC. Forthcoming in: : pp. 1-34.
Macri, Joseph and Sinha, Dipendra (2007): Does Black’s Hypothesis for Output Variability Hold for Mexico?
Madanlo, Lalaine and Murcia, John Vianne and Tamayo, Adrian (2016): Simultaneity of Crime Incidence in Mindanao.
Madsen, Edith and Mulalic, Ismir and Pilegaard, Ninette (2013): A model for estimation of the demand for on-street parking.
Magni, Carlo Alberto (2004): An alternative approach to firms’ evaluation: expert systems and fuzzy logic. Published in: International Journal of Information Technology and Decision Making , Vol. 1, No. 5 (March 2006): pp. 195-225.
Maheu, John and Song, Yong (2012): A new structural break model with application to Canadian inflation forecasting.
Makieła, Kamil (2016): Bayesian inference and Gibbs sampling in generalized true random-effects model.
Malangeni, Luxolo and Phiri, Andrew (2017): Education and economic growth in post-Apartheid South Africa: An ARDL approach. Published in:
Malhotra, Karan (2012): Multiperiod Black Litterman Asset Allocation Model.
Mamoon, Dawood (2011): Good versus Bad Political Institutions and Economic Welfare.
Mapa, Dennis and Beronilla, Nikkin (2008): Range-Based Models in Estimating Value-at-Risk (VaR). Published in: The Philippine Review of Economics , Vol. XLV, No. 2 (December 2008): pp. 87-100.
Mapa, Dennis S and Bersales, Lisa Grace S (2008): Population Dynamics and Household Saving: Evidence from the Philippines. Published in: The Philippine Statistician , Vol. 57, No. 1-4 (December 2008): pp. 1-27.
Mapa, Dennis S. (2003): A Range-Based GARCH Model for Forecasting Volatility. Published in: The Philippine Review of Economics , Vol. XL, No. 2 (December 2003): pp. 73-90.
Mapa, Dennis S. and Castillo, Kristelle and Francisco, Krizia (2015): Rice Price, Job Misery, Hunger Incidence: Need to Track Few More Statistical Indicators for the Poor.
Mapapu, Babalwa and Phiri, Andrew (2017): Carbon emissions and economic growth in South Africa: A quantile regression approach.
Marconi, Gabriele (2015): Dynamic returns to schooling by work experience.
Mariam, Yohannes (1999): Causal Relationship Between Indicators of Human Health, the Environment and Socioeconomic Variables for the OECD Countries.
Mariam, Yohannes (1999): Trends in Resource Extraction and Implications for Sustainability in Canada.
Mariam, Yohannes and Barre, Mike and Urquhart, Lynda and DeCivita, Paul (1997): Interrelationships and Causal Linkages Between Socioeconomic and Environmental Factors.
Marjit, Sugata and Santra, Sattwik and Hati, Koushik Kumar (2014): Does inequality affect the consumption patterns of the poor? – The role of “status seeking” behaviour.
Matei, Ani (2007): Empirical Approaches About the Input-Output Model for the Local Economic Development: Case Study in Braila Municipality. Published in: International Journal of Public Administration in Central and Eastern Europe No. 1 (15 June 2007): pp. 39-49.
Matkovskyy, Roman (2012): Прогнозування реакції економіки України на економічні шоки в сусідніх державах: глобальна векторна авторегресійна модель «Україна-сусіди». Forthcoming in: Economy and Forecast
Matkovskyy, Roman and Bouraoui, Taoufik and Hammami, Helmi (2015): Estimation and prediction of an Index of Financial Safety of Tunisia. Published in: Research in International Business and Finance , Vol. 38, (September 2016): pp. 485-493.
Mavikela, Nomahlubi and Mhaka, Simba and Phiri, Andrew (2018): The inflation-growth relationship in SSA inflation targeting countries.
Mazurek, Jiri (2014): The Flow Model of Exports: An Introduction.
Medel, Carlos A. (2014): Probabilidad Clásica de Sobreajuste con Criterios de Información: Estimaciones con Series Macroeconómicas Chilenas.
Medel, Carlos A. and Salgado, Sergio C. (2012): Does BIC Estimate and Forecast Better than AIC?
Mehta, Anirudh and Kanishka, Kunal (2014): Modeling and Forecasting Volatility – How Reliable are modern day approaches?
Melhem, Sadek and terraza, Michel and chikhi, Mohamed (2012): Cyclical Mackey Glass Model for Oil Bull Seasonal. Published in: The Journal of Energy and Development , Vol. 36, No. 2 (2012): pp. 165-178.
Mendonca, Gui Pedro (2008): Structural Breaks, Regime Change and Asymmetric Adjustment: A Short and Long Run Global Approach to the Output/Unemployment Dynamics.
Mendoza Lugo, Omar and Pedauga, Luis Enrique (2006): Efecto transferencia (pass-through) del tipo de cambio en los precios de bienes y servicios en Venezuela. Published in: Nueva Economía , Vol. XV, No. 26
Mensah, Emmanuel Kwasi (2015): Box-Jenkins modelling and forecasting of Brent crude oil price.
Mereuta, Cezar and Albu, Lucian-Liviu and Ciuiu, Daniel (2010): Classification of competitiveness types using copula. Published in: Non-Linear Modeling in Economics. Beyond Standard Economics. Editor: Lucian Liviu Albu, Ed. Expert, Bucharest. (March 2011): pp. 147-165.
Mhlaba, Ncebakazi and Phiri, Andrew (2017): Is public debt harmful towards economic growth? New evidence from South Africa.
Mishra, SK (2017): A New Kind of Two-Stage Least Squares Based on Shapley Value Regression.
Mishra, SK (2018): A Study on Regime Type and Globalization in Simultaneous Equation Framework.
Mishra, Sudhanshu K (2018): A Simultaneous Equation Model of Globalization, Corruption, Democracy, Human Development and Social Progress.
Moauro, Filippo (2010): A monthly indicator of employment in the euro area: real time analysis of indirect estimates.
Moffatt, Peter G. and Salies, Evens (2006): Inaccurate approximation in the modelling of hyperinflations. Published in: Quality & Quantity , Vol. 40, No. 6 : pp. 1055-1060.
Mohajan, Devajit (2023): Mathematical Analysis of an Industry When Cost of Principal Raw Materials Increase: A Nonlinear Budget Constraint Attempt. Published in: Annals of Spiru Haret University. Economic Series , Vol. 23, No. 3 (21 October 2023): pp. 223-248.
Mohajan, Devajit (2023): Ponderal Index: An Important Anthropometric Indicator for Physical Growth. Published in: Journal of Innovations in Medical Research , Vol. 2, No. 6 (14 June 2023): pp. 15-19.
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
Montshioa, Keitumetse and Muteba Mwamba, John Weirstrass and Bonga-Bonga, Lumengo (2021): Asset allocation in extreme market conditions: a comparative analysis between developed and emerging economies.
Morales, Eduardo and Sheu, Gloria and Zahler, Andrés (2011): Gravity and extended gravity: estimating a structural model of export entry.
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)
Muhammad, Fajar and Zelani, Nurfalah and Septiarida, Nonalisa (2020): Modeling of Poverty Determinants in Sumatera Island (Panel Regression Approach). Published in: International Journal of Scientific Research in Multidisciplinary Studies , Vol. 6, No. 12 (31 December 2020): pp. 34-41.
Mukhoti, Sujay and Guhathakurta, Kousik (2015): Product market performance and capital structure: A Hierarchical Bayesian semi-parametric panel regression model.
Mullat, Joseph (2019): The Financing Dilemma Supporting a Project.
Mullen, Katharine M. and Ardia, David and Gil, David L. and Windover, Donald and Cline, James (2009): DEoptim: An R Package for Global Optimization by Differential Evolution.
Murad, S. M. Woahid (2012): Bilateral Export and Import Demand Functions of Bangladesh: A Cointegration Approach. Published in: Bangladesh Development Studies , Vol. Vol. X, No. March 2012, No. 1 (March 2012): pp. 43-60.
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.
Naccarato, Alessia and Zurlo, Davide and Pieraccini, Luciano (2012): Least Orthogonal Distance Estimator and Total Least Square.
Naser, Hanan (2018): Financial Development and Economic Growth in Oil-Dependent Economy: The case of Bahrain.
Ndiweni, Zinzile Lorna and Bonga-Bonga, Lumengo (2021): Capital inflows and economic growth nexus in Sub-Saharan Africa: evidence on the role of institutions.
Neamtu, Mihaela and Opris, Dumitru and Chilarescu, Constantin (2005): Hopf bifurcation in a dynamic IS-LM model with time delay. Published in: Chaos, Solitons and Fractals , Vol. 34, No. 2 (2007): pp. 519-530.
Nga Ndjobo, Patrick Marie and Abessolo, Yves André (2013): The Impact of Education on the Behaviour of Labor Supply in Cameroon: an Analysis using the Nested Multinomial Logit Model.
Ngomba Bodi, Francis Ghislain (2018): Contributions relatives des chocs de demande agrégée et d’offre agrégée aux fluctuations de la croissance réelle en zone CEMAC.
Nistor, Cristian (2013): A conceptual model for the use of social media in companies.
Nizar, Muhammad Afdi and Purnomo, Kuntarto (2011): POTENSI PENERIMAAN PAJAK DARI UNDERGROUND ECONOMY DI INDONESIA. Published in: Kajian Ekonomi dan Keuangan , Vol. 15, No. 2 (2011): pp. 1-35.
Nomatye, Anelisa and Phiri, Andrew (2017): Investigating the macroeconomic determinants of household debt in South Africa.
Nsenga, Dieu and Nach, Mirada and Khobai, Hlalefang and Moyo, Clement and Phiri, Andrew (2018): Is it the natural rate or hysteresis hypothesis for unemployment rates in Newly Industrialized Economies?
O'Hare, Colin and Li, Youwei (2014): Identifying structural breaks in stochastic mortality models. Forthcoming in: ASCE-ASME Journal of Risk and Uncertainty in Engineering Systems, Part B. Mechanical Engineering
O'Hare, Colin and Li, Youwei (2016): Modelling mortality: Are we heading in the right direction?
O'Hare, Colin and Li, Youwei (2016): Models of Mortality rates - analysing the residuals.
ODIA NDONGO, Yves Francis (2007): Les sources des fluctuations marcoéconomiques au Cameroun.
OUATTARA, Aboudou (2016): Impact of the transition to continous trading on emerging financial market's liquidity : Case study of the West Africa Regional Exchange Market (BRVM).
Okay, Nesrin (1998): Asymmetric Volatility Dynamics: Evidence From the Istanbul Stock Exchange. Published in: Business & Economics for the 21st Century, Anthology , Vol. II, No. ISBN: 0-9659831-1-0 (1998): pp. 207-216.
Olenev, Nicholas (2006): Параллельные вычисления в математическом моделировании региональной экономики // Параллельные вычислительные технологии - 2007. Труды первой международной научной конференции. Челябинск: Изд-во Южно-Уральского государственного университета, 2007. C.140-151. Published in: (29 January 2007): pp. 140-151.
Olenev, Nicholas (2008): Параллельные вычисления в идентификации динамических моделей экономики // Параллельные вычислительные технологии (ПаВТ'2008): Труды международной научной конференции (Санкт-Петербург, 28 января – 1 февраля 2008 г.). – Челябинск: Изд. ЮУрГУ, 2008. – 599 с. C.207-214. Published in: (January 2008): pp. 207-214.
Omoshoro-Jones, Oyeyinka Sunday (2021): Asymmetry in Okun’s Law Revisited: New evidence on cyclical unemployment–cyclical output trade-off in the Free State Province using NARDL model.
Omoshoro-Jones, Oyeyinka Sunday (2016): A Cointegration and Causality Test on Government Expenditure –Economic Growth Nexus: Empirical Evidence from a South African Province.
Omotosho, Babatunde S. and Doguwa, Sani I. (2012): Understanding the dynamics of inflation volatility in Nigeria: A GARCH perspective. Published in: CBN Journal of Applied Statistics , Vol. 3, No. 2 (1 June 2012): pp. 51-74.
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.
Osti, Davide (2022): Returns to scale with a Cobb-Douglas production function for four small Northern Italian firms.
Otero, Karina V. (2016): Nonparametric identification of dynamic multinomial choice games: unknown payoffs and shocks without interchangeability.
Otero, Karina V. (2016): Nonparametric identification of static multinomial choice models.
Ozili, Peterson K (2023): The acceptable R-square in empirical modelling for social science research. Forthcoming in:
Ozun, Alper and Cifter, Atilla (2007): Portfolio Value-at-Risk with Time-Varying Copula: Evidence from the Americas.
Pallara, Kevin (2016): The dynamic effects of government spending: a FAVAR approach.
Pandey, Krishan and Tikkiwal, G.C. (2010): Generalized class of composite method of estimation for crop acreage in small domain. Published in: International Journal of Statistics and Systems, , Vol. Vol. 5, No. No. 3, (12 November 2010): 319 -333.
Papavangjeli, Meri (2021): The bank lending channel and monetary transmission in Central, Eastern and South-Eastern European countries. Published in: Bank of Albania Economic Review 2021 H1 (10 July 2021): pp. 1-15.
Paul, Satya and Shankar, Sriram (2018): Estimating Efficiency Effects in a Panel Data Stochastic Frontier Model.
Paunić, Alida (2007): Inflation in Croatia with outlook to future.
Pavlyuk, Dmitry (2013): Distinguishing Between Spatial Heterogeneity and Inefficiency: Spatial Stochastic Frontier Analysis of European Airports. Published in: Transport and Telecommunication , Vol. 14, No. 1 (January 2013): pp. 29-38.
Pavlyuk, Dmitry (2011): Efficiency of broadband internet adoption in European Union member states.
Pavlyuk, Dmitry (2010): Regional Tourism Competition in the Baltic States: a Spatial Stochastic Frontier Approach.
Pavlyuk, Dmitry (2010): Spatial Competition and Cooperation Effects on European Airports' Efficiency.
Pavlyuk, Dmitry (2009): Spatial competition for passengers and its influence on efficiency of European airports.
Pedersen, Rasmus Søndergaard (2017): Robust inference in conditionally heteroskedastic autoregressions.
Pennoni, Fulvia and Bartolucci, Francesco and Forte, Gianfranco and Ametrano, Ferdinando (2020): Exploring the dependencies among main cryptocurrency log-returns: A hidden Markov model.
Perederiy, Volodymyr (2015): Endogenous derivation and forecast of lifetime PDs.
Phiri, Andrew (2016): Asymmetries in the revenue-expenditure nexus: New evidence from South Africa.
Phiri, Andrew (2016): Changes in inflation persistence prior and subsequent to the subprime crisis: What are the implications for South Africa?
Phiri, Andrew (2019): Economic growth, Environmental degradation and business cycles in Eswatini.
Phiri, Andrew (2018): Endogenous monetary approach to optimal inflation-growth nexus in Swaziland.
Phiri, Andrew (2017): Has the South African Reserve Bank responded to equity prices since the sub-prime crisis? An asymmetric convergence approach.
Phiri, Andrew (2018): How sustainable are fiscal budgets in the Kingdom of Swaziland?
Phiri, Andrew (2016): Long run equilibrium adjustment between inflation and stock market returns in South Africa: A nonlinear perspective.
Phiri, Andrew (2014): Re-evaluating Okun's law in South Africa: A nonlinear co-integration approach.
Phiri, Andrew (2018): Robust analysis of convergence in per capita GDP in BRICS economies.
Phiri, Andrew (2018): Structural changes in exchange rate-stock returns dynamics in South Africa: Examining the role of crisis and new trading platform.
Phiri, Andrew (2017): Threshold convergence between the federal fund rate and South African equity returns around the colocation period.
Phiri, Andrew (2015): Tourism and economic growth in South Africa: Evidence from linear and nonlinear cointegration frameworks.
Phiri, Andrew (2016): The growth trade-off between direct and indirect taxes in South Africa: Evidence from a STR model.
Phiri, Andrew and Mukuka, Doreen (2017): Does unemployment aggravate suicide rates in South Africa? Some empirical evidence.
Phiri, Andrew and Nyoni, Botha (2014): The electricity-growth nexus in South Africa: Evidence from asymmetric co-integration and co-feature analysis.
Picci, Lucio (2008): The Internationalization of Inventive Activity: A Gravity Model Using Patent Data.
Picci, Lucio (2009): The Internationalization of Inventive Activity: A Gravity Model Using Patent Data.
Pikoko, Vuyokazi and Phiri, Andrew (2018): Is there hysteresis in South African unemployment? Evidence from the post-recessionary period.
Pillai N., Vijayamohanan (2019): Measuring Energy Efficiency: An Application of Data Envelopment Analysis to Power Sector in Kerala. Published in:
Pillai N., Vijayamohanan (2019): Measuring Energy Efficiency: An Application of LMDI Analysis to Power Sector in Kerala.
Pillai N., Vijayamohanan (2019): Measuring Energy Efficiency: An Application of Stochastic Frontier Production Function Analysis to Power Sector in Kerala.
Pincheira, Pablo and Hardy, Nicolas (2020): The Mean Squared Prediction Error Paradox: A summary.
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 (2014): Cooperation Determinants in the Atlantic Blue Economy.
Polbin, Andrey (2017): Моделирование реального курса рубля в условиях изменения режима денежно-кредитной политики.
Polbin, Andrey (2020): Multivariate Unobserved Component Model for an Oil-exporting Economy: The Case of Russia.
Polbin, Andrey and Shumilov, Andrei (2020): Модель зависимости обменного курса рубля от цен на нефть с марковскими переключениями режимов. Forthcoming in: Economics and Mathematical Methods
Polbin, Andrey and Shumilov, Andrei and Bedin, Andrey and Kulikov, Alexander (2019): Модель реального обменного курса рубля с марковскими переключениями режимов.
Polbin, Andrey and Skrobotov, Anton (2017): Спектральная оценка компоненты бизнес цикла ВВП России с учетом высокой зависимости от условий торговли.
Polemis, Michail and Fotis, Panagiotis (2011): Gasoline price asymmetries in the Euro Zone.
Polemis, Michail and Fotis, Panagiotis (2011): The gasoline Industry in European Union and the USA.
Polman, Fabian M. and Krijgsman, Cees and Dajani, Karma and Hemminga, Marcus A. (2017): Modelling a Dutch Pension Fund’s Capital Requirement for Longevity Risk. Published in: Magazine De Actuaris (The Actuary) No. 24-5 (4 May 2017): pp. 38-39.
Proietti, Tommaso (2008): Direct and iterated multistep AR methods for difference stationary processes.
Proietti, Tommaso (2008): Direct and iterated multistep AR methods for difference stationary processes.
Pötscher, Benedikt M. (2006): The Distribution of Model Averaging Estimators and an Impossibility Result Regarding Its Estimation. Forthcoming in: IMS Lecture Notes
Pötscher, Benedikt M. (2006): The Distribution of Model Averaging Estimators and an Impossibility Result Regarding Its Estimation. Published in: IMS Lecture Notes , Vol. 52, (2006): pp. 113-129.
Pötscher, Benedikt M. and Schneider, Ulrike (2007): On the distribution of the adaptive LASSO estimator.
Pötscher, Benedikt M. and Schneider, Ulrike (2007): On the distribution of the adaptive LASSO estimator.
pakos, michal (2011): Estimating intertemporal and intratemporal substitutions when both income and substitution effects are present: the role of durable goods. Published in: Journal of Business and Economic Statistics , Vol. 29, No. 3 (July 2011): pp. 439-454.
Qian, Hang (2012): A Flexible State Space Model and its Applications.
Quaas, Georg (2006): Ganzheitliche Wirkungen von Dummyvariablen auf die Prognosegenauigkeit ökonometrischer Modelle – analysiert am Beispiel des RWI-Konjunkturmodells KM59.
Quaas, Georg (2018): Test der neoklassischen Produktionsfunktion.
RAVELOSON, Armel R. and Andrianady, Josué R. and Andrianavony, Kanto J. and RANDRIAMANANTENA, Rija R. and RANDRIAMANANTENA, Avo L. and RANDRIAMIZANA, Junot L. (2024): Modélisation de la résilience post-cyclonique à Mananjary : Une analyse Probit Multivariée.
Raifu, Isiaka Akande and Ogbonna, Ahamuefula E (2021): Safe-haven Effectiveness of Cryptocurrency: Evidence from Stock Markets of COVID-19 worst-hit African Countries.
Ramaharo, Franck M. and Rajaonarison, Njakanasandratra R. (2023): Principal component regression analysis of electricity consumption factors in Madagascar.
Rao, B. Bhaskara and Rao, Gyaneshwar (2007): Structural breaks and energy efficiency in Fiji.
Raputsoane, Leroi (2015): The lean versus clean debate and monetary policy in South Africa.
Ray, Rita (2015): STEM Education and Economic Performance in the American States.
Ray, Rita (2015): STEM Education and Economic Performance in the American States.
Reinhart, Carmen (1990): “A Model of Adjustment and Growth. Published in: IMF Staff Papers, , Vol. 37, No. 1 (March 1990): pp. 168-182.
Renfro, Charles G (2009): Building and Using a Small Macroeconometric Model: Klein Model I as an Example.
Rikhotso, Prayer and Bonga-Bonga, Lumengo (2021): Exchange rate misalignments and current accounts in BRICS countries.
Ringle, Christian M. and Götz, Oliver and Wetzels, Martin and Wilson, Bradley (2009): On the Use of Formative Measurement Specifications in Structural Equation Modeling: A Monte Carlo Simulation Study to Compare Covariance-Based and Partial Least Squares Model Estimation Methodologies. Published in: Research Memoranda from Maastricht (METEOR)
Roman, Monica and Ileanu, Bogdan (2010): MODELAREA DECIZIEI DE REMITERE A EMIGRANŢILOR EST EUROPENI. Published in: Studii si Cercetari de Calcul Economic si Cibernetica Economica , Vol. 44, No. 3-4 (1 December 2010): pp. 87-97.
Royer, Julien (2021): Conditional asymmetry in Power ARCH($\infty$) models.
Rubio, Gonzalo and Lozano, Martin (2009): Evaluating alternative methods for testing asset pricing models with historical data. Forthcoming in: Journal of Empirical Finance
Rudkin, Simon and Wong, Sen Min (2015): South East Asian Financial Linkages and the Changing Role of China: Insights from a Global VAR.
Rumyantsev, Mikhail I. (2008): Моделирование деятельности финансово-кредитного учреждения средствами системной динамики. Published in: Belorusskij ekonomicheskij zhurnal [Belarusian Economic Journal] No. 3(44) (20 October 2008): pp. 103-111.
Rumyantsev, Mikhail I. (2007): К проблеме формализации бизнес-процессов коммерческого банка. Published in: Kultura narodov Prichernomor’ya [Culture of the peoples of Prichernomorye] No. 120 (2007): pp. 137-141.
Rumyantsev, Mikhail I. (2011): Гибридная имитационная модель отделения банка как системы массового обслуживания: роль человеческого фактора. Published in: NovaInfo No. 7 (26 November 2011)
Rumyantsev, Mikhail I. (2010): К вопросу оценки адекватности имитационных моделей банковских бизнес-процессов. Published in: Sbornik nauchnykh trudov SWorld [Conference proceedings SWorld] , Vol. 15, No. 4 (27 December 2010): pp. 84-92.
Rumyantsev, Mikhail I. (2011): Изоморфизм и гомоморфизм в имитационном моделировании. Published in: Proceedings of international scientific-practical conference "Modern problems and ways of their solution in science, transport, production and education ‘2011" in Odessa, Ukraine, December 20-27, 2011 (20 December 2011)
Rumyantsev, Mikhail I. (2008): Структурно-морфологический анализ бизнес-процессов коммерческого банка. Published in: Informatsionnye tekhnologii modelirovaniya i upravleniya [Information technologies of modeling and control] No. 9 (52) (2008): pp. 997-1005.
Rumyantsev, Mikhail I. (2011): Simulation of financial institutions activity in transitional economies. Published in: Proceedings of Regional Conference “Actual Issues of Modern Economic Science and International Relations” in Dnepropetrovsk, Ukraine, November 25-26, 2011 , Vol. 2, (26 November 2011): pp. 53-63.
Rutayisire, J.Musoni (2021): Public debt dynamics and nonlinear effects on economic growth : evidence from Rwanda.
Ruzive, Tafadzwa and Mkhombo, Thando and Mhaka, Simba and Mavikela, Nomahlubi and Phiri, Andrew (2017): Electricity intensity and unemployment in South Africa: A quantile regression analysis.
SAWADOGO, IBRAHIM (2019): Fiscal revenues and macroeconomic effects : case of Burkina Faso.
SELLAMI, Ahmed and CHIKHI, Mohamed (2008): تقدير دالة الادخار العائلي في الجزائر 1970-2005. Published in: El-Bahith Review No. 06 (2008): pp. 129-146.
Saba, Irum and Alsayyed, Nidal (2010): Alternative Pricing Mechanisms for Islamic Financial Instruments: Economic Perspective.
Saglio, Sophie and López-Villavicencio, Antonia (2012): Introducing price-setting behaviour in the Phillips Curve: the role of nonlinearities.
Salles, Andre Assis de (2014): Asymmetry between Gasoline and Crude Oil Prices in the Brazilian Economy and Some Selected Developed Economies. Published in: International Journal of Energy Economics and Policy , Vol. 4, No. No.4 (2014): pp. 670-678.
Santos, João and Borges, Afonso and Domingos, Tiago (2020): Exploring the links between total factor productivity, final-to-useful exergy efficiency, and economic growth: Case study Portugal 1960-2014.
Santra, Sattwik and Chaudhury, Ranajoy (2015): The American Pride and Aspiration.
Santra, Sattwik and Hati, Koushik Kumar (2014): India’s Move from Sales Tax to VAT: A Hit or Miss?
Sanu, Md Sahnewaz (2019): Is the Export-led Growth Hypothesis Valid for India? Another Look at the Evidence. Published in: Indian Journal of Economics and Development , Vol. 15, No. 3 (September 2019): pp. 331-340.
Sarafidis, Vasilis and Weber, Neville (2009): To pool or not to pool: a partially heterogeneous framework.
Saraogi, Ravi (2008): Determinants of FII Inflows:India.
Schneider, Stefan and Schneider, Stefan (2010): Power Spot Price Models with negative Prices.
Schröder, Anna Louise and Fryzlewicz, Piotr (2013): Adaptive trend estimation in financial time series via multiscale change-point-induced basis recovery. Published in: Statistics and Its Interface , Vol. 4, No. 6 (2013): pp. 449-461.
Seguino, Stephanie and Braunstein, Elissa (2012): The impact of economic policy and structural change on gender employment inequality in Latin America, 1990-2010.
Sensarma, Rudra and Bhattacharyya, Indranil (2015): Measuring monetary policy and its impact on the bond market of an emerging economy. Published in: Macroeconomics and Finance in Emerging Market Economies , Vol. 9, No. 2 (2016): pp. 109-130.
Shahateet, Mohammed Issa and Al-Majali, Khalid Ali and Al-Hahabashneh, Fedel (2014): Causality and Cointegration between Economic Growth and Energy Consumption: Econometric Evidence from Jordan. Published in: International Journal of Economics and Finance , Vol. 6, No. 10 (October 2014): pp. 270-279.
Shijaku, Gerti (2014): Fiscal policy, output and financial stress in the case of developing and emerging European economies: a threshold VAR approach.
Shijaku, Gerti (2016): Foreign currency lending in Albania. Published in: (2016)
Shijaku, Gerti (2016): The role of money as an important pillar for monetary policy: the case of Albania. Published in:
Shijaku, Gerti and Kalluci, Irini (2013): Determinants of bank credit to the private sector: The case of Albania. Published in:
Shumilov, Andrei (2019): Модели зависимости реального курса рубля от цены и стоимости экспорта нефти: сравнительный анализ. Published in: Management Issues No. 4 (2019)
Sienknecht, Sebastian (2016): Reassessing price adjustment costs in DSGE models.
Silva, Thiago and Souza, Sérgio and Guerra, Solange and Tabak, Benjamin (2022): Decentralized Market Power in Credit Markets.
Silva Lopes, Artur C. and Florin Zsurkis, Gabriel (2017): Are linear models really unuseful to describe business cycle data?
Silva Lopes, Artur C. and Florin Zsurkis, Gabriel (2015): Revisiting non-linearities in business cycles around the world.
Simerský, Mojmír (2018): Czech Government Bond yields under FX pressure.
Sinha, Pankaj and Agnihotri, Shalini (2014): Sensitivity of Value at Risk estimation to NonNormality of returns and Market capitalization.
Sinha, Pankaj and Sinha, Gyanesh (2010): Volatility Spillover in India, USA and Japan Investigation of Recession Effects.
Sinha, Pankaj and Sinha, Gyanesh (2010): Volatility Spillover in India, USA and Japan Investigation of Recession Effects.
Sinha, Pankaj and Verma, Aniket and Shah, Purav and Singh, Jahnavi and Panwar, Utkarsh (2020): Prediction for the 2020 United States Presidential Election using Linear Regression Model.
Skribans, Valerijs (2009): Влияние Трудовой Эмиграции на Рынок Труда в Латвии. Published in: Economics and Management: Current Issues and Perspectives , Vol. 15, No. 2 (19 November 2009): pp. 250-258.
Skribans, Valerijs (2010): Модель жилищного строительства в постсоциалистических странах на примере Латвии. Published in: Экономика, оценка и управление недвижимостью и природными ресурсами: материалы Междунар. науч.-практ. конф. (2010): pp. 58-66.
Skribans, Valerijs (2009): Būvniecības nozares prognozēšanas modelis. Published in: RTU zinātniskie raksti , Vol. 18, No. 3 (2009): pp. 68-82.
Skribans, Valerijs (2002): Būvnozares prognozēšanas modelis un tā izstrādāšanas metodika. Published in: Conferences matherials No. Tradicionālais un novatoriskais sabiedrības ilgspējīgā attīstībā (2002): pp. 356-364.
Skribans, Valerijs (2003): Construction demand: a model of research and forecast for Latvia from 2002 to 2025. Published in: LU raksti (2003): pp. 90-105.
Skribans, Valerijs (2002): Construction industry forecasting model. Published in: RTU Zinātniskie raksti (2002): pp. 72-80.
Skribans, Valerijs (2010): Construction industry forecasting system dynamic model. Published in: Proceedings of the 28th International Conference of the System Dynamics Society (2010): pp. 1-12.
Skribans, Valerijs (2012): European Union Economy System Dynamic Model Development. Published in: Proceedings of the 30th International Conference of the System Dynamics Society (2012): pp. 3687-3697.
Skribans, Valerijs (2010): Investments model development with the system dynamic method. Published in: Social Research, Economics and Management: Current Issues and Perspectives , Vol. 2 (18), (2010): pp. 104-114.
Skribans, Valerijs (2003): Latvijas būvniecības nozares attīstības prognoze.
Skribans, Valerijs (2009): Nodokļu ieņēmumu modelēšana, izmantojot sistēmdinamikas metodi. Published in: 50th International Scientific Conference of Riga Technical University: RTU FEEM Scientific Conference on Economics and Entrepreneurship (SCEE’2009). - Conference Proceedings (2009): pp. 474-481.
Skribans, Valerijs and Lektauers, Arnis and Merkuryev, Yuri (2013): Third Generation University Strategic Planning Model Development. Published in: Proceedings of the 31th International Conference of the System Dynamics Society (2013): pp. 1-7.
Skrypnik, Dmitriy (2016): BUDGET POLICY AND ECONOMIC GROWTH IN RUSSIA. OPTIMAL BUDGET RULE.
Sossounov, Kirill and Ushakov, Nikolay (2009): Determination of the real exchange rate of rouble and assessment of long-rum policy of real exchange rate targeting. Forthcoming in: Journal of the New Economic Association No. 2
Stacey, Brian (2015): Fukushima: The Failure of Predictive Models.
Stephensen, Peter and Markeprand, Tobias (2013): SBAM: An algorithm for pair matching.
Stojkoski, Viktor and Kocarev, Ljupco (2017): The Relationship Between Growth and Economic Complexity: Evidence from Southeastern and Central Europe.
Stojkoski, Viktor and Popova, Kristina and Tevdovski, Dragan (2017): Financial Development and Growth: Panel Cointegration Evidence from South-Eastern and Central Europe.
Storti, Giuseppe and Wang, Chao (2022): A multivariate semi-parametric portfolio risk optimization and forecasting framework.
Su, EnDer (2013): Stock index hedge using trend and volatility regime switch model considering hedging cost.
Subramaniam, Viswanatha (2021): Developmment aceleration - a practical methodology.
Sucarrat, Genaro (2018): The Log-GARCH Model via ARMA Representations.
Sucarrat, Genaro (2019): User-Specified General-to-Specific and Indicator Saturation Methods.
Sucarrat, Genaro and Grønneberg, Steffen and Escribano, Alvaro (2013): Estimation and Inference in Univariate and Multivariate Log-GARCH-X Models When the Conditional Density is Unknown.
Suchánek, Petr and Bucki, Robert (2011): Method of supply chain optimization in E-commerce.
Suchánek, Petr and Vymětal, Dominik (2009): Identifikace, měření a analýza poruch E-Commerce systémů. Published in: Sborník příspěvků Aktuální aspekty české a světové ekonomiky, Liberecké ekonomické fórum 2009 (15 September 2009): pp. 472-479.
TURTUREAN, Ciprian Ionel (2007): Legea lui Okun pentru România în perioada 1992-2004. Published in: Politici, modele si scenarii de crestere economica in vederea aderarii Romaniei la Uniunea Europeana No. ISBN 978-973-594-978-5 (24 October 2007): pp. 214-221.
Tan, Fei (2018): A Frequency-Domain Approach to Dynamic Macroeconomic Models.
Tan, Zekuang (2017): RBC LiONS™ S&P 500 Buffered Protection Securities (USD) Series 4 Analysis Option Pricing Analysis, Issuing Company Risk-hedging Analysis, and Recommended Investment Strategy. Published in:
Tanaka, Kenta and Managi, Shunsuke (2013): Measuring Productivity Gains from Deregulation of the Japanese Urban Gas Industry.
Tanner, Reto and Bolduc, Denis (2012): The Multiple Discrete-Continuous Extreme Value Model (MDCEV) with fixed costs.
Travaglini, Guido (2011): Climate change: where is the hockey stick? evidence from millennial-scale reconstructed and updated temperature time series.
Travaglini, Guido (2010): Dynamic Econometric Testing of Climate Change and of its Causes.
Travaglini, Guido (2008): Dynamic GMM Estimation With Structural Breaks. An Application to Global Warming and its Causes.
Travaglini, Guido (2014): Testing the hockey-stick hypothesis by statistical analyses of a large dataset of proxy records. Published in: Pattern Recognition in Physics , Vol. 2, No. 2 (March 2014): pp. 36-63.
Trueck, Stefan and Weron, Rafal and Wolff, Rodney (2007): Outlier Treatment and Robust Approaches for Modeling Electricity Spot Prices.
Tsagkanos, Athanasios and ANDRIAKOPOULOS, KONSTANTINOS (2024): Ex - Post Risk and the Cyclicality of Banks’ Self - Discipline: Evidence from the USA banks.
Tsoulfidis, Lefteris and Tsimis, Achilleas and Paitaridis, Dimitris (2018): The Rise and Fall of Unproductive Activities in the US Economy 1964-2015: Facts, Theory and Empirical Evidence.
Tsyplakov, Alexander (2015): Quasifiltering for time-series modeling.
Tursoy, Turgut (2013): Structural Modelling for North Cyprus’ Economic Growth.
Tóth, József (2016): Bounds of Herfindahl-Hirschman index of banks in the European Union.
UMBA, Gilles Bertrand (2017): Estimation bayésienne d'un modèle DSGE pour une petite économie ouverte : Cas de la RD Congo.
Ugurlu, Erginbay (2006): REAL EXCHANGE RATE AND ECONOMIC GROWTH: TURKEY. Published in: Manas Journal of Social Sciences No. 22 (2009): pp. 191-212.
Valadkhani, Abbas (2006): Macroeconometric Modelling in an Oil-Exporting Country: The case of Iran. Published in: Journal of Energy and Development , Vol. 31, No. 2 (2006): pp. 261-282.
Valdivia Coria, Joab Dan and Valdivia Coria, Daney David (2021): Impacto del Stress Sistémico en el Crecimiento Económico: Caso Guatemala.
Vanschoonbeek, Jakob (2024): The Spatial Political Economy of Discontent.
Ventura, Luigi (2021): A Note on Migration, Diversity and Economic Growth: a Replication Study of Bove and Elia (World Development, 2017).
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.
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.
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.
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.
Yuan, Mingqing (2023): The nexus between economic growth, healthcare expenditure, and CO2 emissions in Asia-Pacific countries: Evidence from a PVAR approach.
Yucel, Eray M. (2005): Does Ramadan Have Any Effect on Food Prices: A Dual-Calendar Perspective on the Turkish Data.
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.
Contact us: mpra@ub.uni-muenchen.de
This repository has been built using EPrints software.
MPRA is a RePEc service hosted by 
.
![[up]](/style/images/multi_up.png)
Up a level