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: 471.

A

ABALO, Kodzovi (2012): Child labor in agricultural households in Burkina Faso, Ivory Coast and Mali: test of the luxury axiom by a fuzzy sets theory approach.

ABALO, Kodzovi (2012): Child labor in agricultural households in Burkina Faso, Ivory Coast and Mali: test of the luxury axiom by a fuzzy sets theory approach.

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.

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.

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.

B

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

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:

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.

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 (2006): A Dynamic Approach to Demand for Energy in Turkey.

Bilgili, Faik (2006): A Dynamic Approach to Demand for Energy in Turkey.

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.

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.

C

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.

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.

D

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”.

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: 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.

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.

E

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.

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.

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)

F

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)

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 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)

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.

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.

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

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.

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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 (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 (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 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.

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.

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.

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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.

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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.

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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.

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.

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

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.

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.

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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.

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.

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Ugurlu, Erginbay (2006): REAL EXCHANGE RATE AND ECONOMIC GROWTH: TURKEY. Published in: Manas Journal of Social Sciences No. 22 (2009): pp. 191-212.

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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.

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Wang, Hung-jen and Schmidt, Peter (2001): One-step and two-step estimation of the effects of exogenous variables on technical efficiency levels. Published in: Journal of Productivity Analysis , Vol. 2, No. 18 (2002): pp. 129-144.

Wang, Yafeng and Graham, Brett (2010): Identification and Estimation of a Discrete Game by Observing its Correlated Equilibria.

Wasim, Ahmad and Bandi, Kamaiah (2011): Identifying regime shifts in Indian stock market: A Markov switching approach.

Weron, Rafal (2008): Heavy-tails and regime-switching in electricity prices. Forthcoming in: Mathematical Methods of Operations Research

Weron, Rafal and Janczura, Joanna (2010): Efficient estimation of Markov regime-switching models: An application to electricity wholesale market prices.

Wiederhold, gio (2005): What is Your Software Worth? Published in: Communications of the ACM , Vol. 2006, No. 9 (September 2006): pp. 65-74.

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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.

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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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