Munich Personal RePEc Archive

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

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Number of items at this level: 521.


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.

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 (2013): Periodic autoregressive stochastic volatility.

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

Aknouche, Abdelhakim and Bendjeddou, Sara (2016): Negative binomial quasi-likelihood inference for general integer-valued time series models.

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

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

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

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

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

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

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

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

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

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

Anastasiou, Dimitrios (2017): Macroeconomic Determinants of MIR Rate: Evidence from the Euro area.

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.

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

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.

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.

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.


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

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

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

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.

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.

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

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

Bersimis, Sotirios and Degiannakis, Stavros and Georgakellos, Dimitrios (2015): Real Time Monitoring of Carbon Monoxide Using Value-at-Risk Measure and Control Charting.

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

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

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

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

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

Bianchi, Carlo and Calzolari, Giorgio and Sartori, Franco (1982): Stime 2SLS con componenti principali di un modello non lineare dell' economia italiana. Published in: Note Economiche, Monte dei Paschi di Siena No. 2 (1982): pp. 114-132.

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

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

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

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.

Boldanov, Rustam and Degiannakis, Stavros and Filis, George (2017): 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 (2017): pp. 209-220.

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.

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

Bouye, Eric and Durlleman, Valdo and Nikeghbali, Ashkan and Riboulet, Gaël and Roncalli, Thierry (2000): Copulas for finance.

Breiding, Torsten (2006): Die Arbeitslosenversicherung in Deutschland – Beitrag zur Bekämpfung oder Ursache von Arbeitslosigkeit.

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

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

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

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.

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.

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

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.

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.

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.

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


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”.

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 Palaiodimos, George (2015): Investments and uncertainty revisited: The case of the US economy.

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

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

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

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

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

Dobrescu, Emilian (2006): Macromodel of the Romanian market economy (version 2005). Published in: (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.

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 (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.

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

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

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

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

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

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

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

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

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


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.

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 (2016): The Oil Price Crash in 2014/15: Was There a (Negative) Financial Bubble? Forthcoming in: Energy Policy (2016)

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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.

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

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


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


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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.

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

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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.


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.


Kahia, Montassar (2017): The Framework of Tunisian Textile and Clothing Industry.

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Karapanagiotidis, Paul (2014): Dynamic modeling of commodity futures prices.

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Kociecki, Andrzej (2013): Towards Understanding the Normalization in Structural VAR Models.

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Liu, Jia and Maheu, John M (2015): Improving Markov switching models using realized variance.

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Liu, Xiaochun (2013): Markov-Switching Quantile Autoregression.

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Lof, Matthijs (2012): Rational Speculators, Contrarians and Excess Volatility.

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Lord, Montague J. (2002): Modeling the Macro-Economy of Bangladesh.

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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.

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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.

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Mariam, Yohannes (1999): Trends in Resource Extraction and Implications for Sustainability in Canada.

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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.

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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.

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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.

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.

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

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)

Mukhoti, Sujay and Guhathakurta, Kousik (2015): Product market performance and capital structure: A Hierarchical Bayesian semi-parametric panel regression model.

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

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

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

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

Naccarato, Alessia and Zurlo, Davide and Pieraccini, Luciano (2012): Least Orthogonal Distance Estimator and Total Least Square.

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.

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.


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.

Ozun, Alper and Cifter, Atilla (2007): Portfolio Value-at-Risk with Time-Varying Copula: Evidence from the Americas.


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.

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.

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 (2017): Has the South African Reserve Bank responded to equity prices since the sub-prime crisis? An asymmetric convergence approach.

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 (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.

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 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.


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.

Ringle, Christian M. and Götz, Oliver and Wetzels, Martin and Wilson, Bradley (2009): On the Use of Formative Measurement Specifications in Structural Equation Modeling: A Monte Carlo Simulation Study to Compare Covariance-Based and Partial Least Squares Model Estimation Methodologies. Published in: Research Memoranda from Maastricht (METEOR)

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

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

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

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

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

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


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.

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?

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:

Sienknecht, Sebastian (2016): Reassessing price adjustment costs in DSGE models.

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.

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

Sinha, Pankaj and Sinha, Gyanesh (2010): Volatility Spillover in India, USA and Japan Investigation of Recession Effects.

Sinha, Pankaj and Sinha, Gyanesh (2010): Volatility Spillover in India, USA and Japan Investigation of Recession Effects.

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

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

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

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

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

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.

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.

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

Sucarrat, Genaro and Grønneberg, Steffen (2016): Models of Financial Return With Time-Varying Zero Probability.

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.

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.

Trabelsi, Mohamed Ali and Trabelsi, Hédi (2014): At what level of corruption does economic growth decrease?

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.

Tsyplakov, Alexander (2015): Quasifiltering for time-series modeling.

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.

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 (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.


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.


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 (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.

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

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

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

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

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


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

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

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

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

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

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

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