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Munich Personal RePEc Archive

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

Group by: Creators Name | Language
Number of items at this level: 757.

Arabic

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

Ghassan, Hassan and Alhajhoj, Hassan (2009): الارتباط الحركي بين الاستثمار في مؤسسات القطاع الحكومي والاستثمار الخاص عبر نموذج التقهقر الذاتي البنيوي: حالة الاقتصاد السعودي. Published in: Journal of Economic and Administrative Sciences , Vol. 26, No. 1 (June 2010): pp. 1-26.

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

LEGOUGUI, Fateh and CHIKHI, Mohamed (2017): استخدام نماذج ARCH لنمذجة تقلبات أسعار الأسهم في سوق المال السعودي - دراسة حالة شركة اتحاد اتصالات السعودية –. Published in: Algerian Business Performance Review - ABPR - No. 12 (December 2017): pp. 173-185.

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.

Chinese

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.

Czech

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.

English

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

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

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

Adesoye, A. Bolaji and Maku, Olukayode E. and Atanda, Akinwande AbdulMaliq (2012): Is Monetary Policy a Growth Stimulant in Nigeria? A Vector Autoregressive Approach. Forthcoming in: : pp. 1-24.

Aguirregabiria, Victor and Magesan, Arvind (2013): Euler Equations for the Estimation of Dynamic Discrete Choice Structural.

Ahmadzadeh Mashinchi, Sina (2010): The impact of the global economic crisis on non-oil operations of ports in Iran. Published in: Middle East Journal of Scientific Research (ISI Indexed) , Vol. 9, No. 5 (15 November 2011): pp. 596-601.

Ajluni, Jarir (2005): Monetary Policy Shocks in a Small Open Economy: Assessing the 'Puzzles' of Monetary Policy by SVAR.

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

Aknouche, Abdelhakim and Almohaimeed, Bader and Dimitrakopoulos, Stefanos (2024): Noising the GARCH volatility: A random coefficient GARCH model.

Aknouche, Abdelhakim and Dimitrakopoulos, Stefanos (2024): Volatility models versus intensity models: analogy and differences.

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

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

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

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

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

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

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

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

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

Albu, Lucian-Liviu (2010): Scenarios for post-crisis period based on a set of presumed changes in the interest rate – investment – GDP growth relationship.

Albu, Lucian-Liviu (2008): A simulation model of public debt sustainability.

Albu, Lucian-Liviu and Daianu, Daniel and Pavelescu, Florin-Marius (2002): Underground economy quantitative models. Some applications to Romania’s case. Published in: Revue Roumaine des Sciences Economiques , Vol. 47, No. 1-2 : pp. 147-172.

Albu, Lucian-Liviu and Ghizdeanu, Ion and Iorgulescu, Raluca (2011): Analysing drivers of and barriers to the sustainable development: hidden economy and hidden migration.

Albu, Lucian-Liviu and Kim, Byung-Yeon and Duchene, Gerard (2002): An attempt to estimate the size of informal economy based on household behaviour modeling. Published in: Romanian Journal of Economic Forecasting , Vol. 1, : pp. 17-24.

Albu, Lucian-Liviu and Nicolae, Mariana (2003): Use of households survey data to estimate the size of the informal economy in Romania. Published in: The Informal Economy in the EU Accession Countries. Size, Scope, Trends and Challenges to the Process of EU Enlargement (2003): pp. 199-212.

Albu, Lucian-Liviu and Pelinescu, Elena (2000): Sustainability of public debt: a theoretical and empirical investigation. Published in: Revue Roumaine des Sciences Economiques , Vol. 45, No. 1 : pp. 101-127.

Albulescu, Claudiu Tiberiu (2008): Central banks and asset prices: the role of the interest rate in volatility correction in the Romanian case.

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

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

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

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

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

Aliyu, Shehu Usman Rano and Salissu, Afees and Kale, Oyeyemi (2024): Migration and Youth Unemployment in Africa: Implications for the African Continental Free Trade Area. Published in: Afreximbank Policy Research Working Paper Series No. APRPWPS/2024/10 (28 June 2024): pp. 1-28.

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

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

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

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

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

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

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

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

Andrei, Tudorel and Iacob, Andreea Iluzia and Vlad, Liviu Bogdan (2007): Tendencies in the Romania's Regional Economic Development during the Period 1991-2004. Published in: Economic Computation and Economic Cybernetics Studies and Research , Vol. 41, No. 1-2/2007 (June 2007): pp. 107-119.

Andrei, Tudorel and Teodorescu, Daniel and Iacob, Andreea Iluzia E. S. and Stancu, Stelian (2007): The Application of the Econometric Models with Qualitative Variables in the Analysis of the Non Academic Behaviors at the Level of the Romanian Higher Education System. Published in: Economic Computation and Economic Cybernetics Studies and Research , Vol. 41, No. No. 3-4/2007 (December 2007): pp. 131-139.

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

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

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

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

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

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

Ardia, David and Hoogerheide, Lennart F. (2010): Efficient Bayesian estimation and combination of GARCH-type models. Published in: Rethinking Risk Measurement and Reporting: Examples and Applications from Finance, Riskbooks , Vol. Volume, (October 2010)

Ardliansyah, Rifqi (2012): Stock Market Integration and International Portfolio Diversification between U.S. and ASEAN Equity Markets.

Areal, Francisco J and Balcombe, Kelvin and Tiffin, R (2010): Integrating spatial dependence into stochastic frontier analysis.

Areal, Francisco J and Tiffin, Richard and Balcombe, Kelvin (2010): Provision of an environmental output within a multi-output distance function approach.

Ari, Yakup and Unal, Gazanfer (2010): Continuous Modeling of Foreign Exchange Rate of USD versus TRY. Published in: International Journal of Economics and Finance Studies , Vol. 3, No. 1 (2011): pp. 251-261.

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

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

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

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

Asaduzzaman, Md (2019): FDI as an Opportunity for Economic growth of Bangladesh: A VECM Analysis. Published in: ERN: Other Development Economics: Macroeconomic Issues in Developing Economies (Topic) No. https://ssrn.com/abstract=3498742 (26 December 2019): pp. 1-28.

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

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

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

Ayub, Mehar (1998): A simulation model of corporate finances: A study of the companies listed on Karachi stock exchange. Published in: Conference Proceedings, International Institute of Forecasting, Georgia Institute of Technology, Atlanta (2001) , Vol. 1, No. 2001 (2001): pp. 1-55.

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

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

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

Bai, Jushan and Wang, Peng (2024): Causal inference using factor models.

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

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

Bandyopadhyay, Kaushik Ranjan (2009): Does OPEC act as a Residual Producer?

Barbry, Eric (2007): Web 2.0: Nothing Changes…but Everything is Different. Published in: International Journal of Digital Economics No. 65 (March 2007): pp. 91-103.

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

Barnett, William A. and Eryilmaz, Unal (2012): An analytical and numerical search for bifurcations in open economy New Keynesian models.

Barnett, William A. and Kalonda-Kanyama, Isaac (2012): Time-varying parameters in the almost ideal demand system and the Rotterdam model: will the best specification please stand up?

Barnett, William A. and Seck, Ousmane (2006): Rotterdam vs Almost Ideal Models: Will the Best Demand Specification Please Stand Up?

Barnett, William A. and Serletis, Apostolos and Serletis, Demitre (2012): Nonlinear and Complex Dynamics in Economics.

Barnett, William A. and Usui, Ikuyasu (2006): The Theoretical Regularity Properties of the Normalized Quadratic Consumer Demand Model.

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?

Bayraci, Selcuk (2007): Modeling the volatility of FTSE All Share Index Returns.

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

Bayraci, Selcuk and Ari, Yakup and Yildirim, Yavuz (2011): A Vector Auto-Regressıve (VAR) Model for the Turkish Financial Markets.

Bayraci, Selcuk and UNAL, GAZANFER (2010): Continuous time modeling of interest rates: An empirical study on the Turkish short rate.

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

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

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

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

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

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

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

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

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

Bespalova, Olga Gennadyevna (2011): Renewable Portfolio Standards in the USA: Experience and Compliance with Targets. Published in: K-State Electronic Theses, Dissertations, and Reports , Vol. May, No. 2011 (10 May 2011): pp. 1-48.

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

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

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

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

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

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

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 (1998): The effects of tax-cuts and government bonds on aggregate demand. Published in: Journal of Faculty of Economics and Administrative Sciences, Erciyes University No. 13 (1998): pp. 123-130.

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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.

Calzolari, Giorgio and Di Iorio, Francesca and Fiorentini, Gabriele (1996): Control variates for variance reduction in indirect inference: interest rate models in continuous time. Published in: CEIBS - China Europe International Business School - Shanghai No. Working paper No. 6 (November 1996): pp. 1-20.

Camlica, Ferhat and Orman, Cuneyt and Payzanoglu, Durukan and Yucel, Eray (2012): Southeastern Europe: post-crisis prospects and risks.

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

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

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

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

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

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

Chan, Joshua and Koop, Gary and Potter, Simon (2012): A new model of trend inflation.

Chan, Tze-Haw (2012): Assessing the international parity conditions and transmission mechanism for Malaysia-China.

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

Chan, Tze-Haw (2011): A structural modeling of exchange rate, prices and interest rates between Malaysia-China in the liberalization era.

Chan, Tze-Haw and Hooy, Chee-Wooi (2011): China-Malaysia’s long run trading and exchange rate: complementary or conflicting?

Chan, Tze-Haw and Khong, Wye Leong Roy (2007): Business Cycle Correlation and Output Linkages among the Asia Pacific Economies.

Chan, Tze-Haw and Khong, Wye Leong Roy and Baharumshah, Ahmad Zubaidi (2003): Dynamic Financial Linkages of Japan and ASEAN Economies: An Application of Real Interest Parity. Published in: Capital Markets Review , Vol. 11 (1, No. special issue (2003): pp. 23-40.

Chan, Tze-Haw and Lean, Hooi Hooi and Hooy, Chee Wooi (2013): A Macro Assessment of China Effects on Malaysian Exports and Trade Balances.

Chang, Chia-Lin (2014): Modelling a Latent Daily Tourism Financial Conditions Index.

Chasco, Coro and López, Ana María and Guillain, Rachel (2008): The non-stationary influence of geography on the spatial agglomeration of production in the EU.

Chasco, Coro and López, Fernando (2006): Is spatial dependence an instantaneous effect? Some evidence in economic series of Spanish provinces.

Chau, Tak Wai (2013): Is the Use of Autocovariances in Level the Best in Estimating the Income Processes? A Simulation Study.

Chen, Kaihua (2014): Measuring and decomposing the overall efficiency of multi-period and -division systems associated with DEA.

Chen, Kaihua (2014): Weighted Additive DEA Models Associated with Dataset Standardization Techniques.

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

Chilarescu, Constantin and Viasu, Ioana Luciana (2011): A Semigroups Approach to the Study of a Second Order Partial Differential Equation Applied in Economics.

Ciliberto, Federico and Tamer, Elie (2009): Market structure and multiple equilibria in airline markets. Published in: Econometrica , Vol. 77, No. 6 (15 November 2009): pp. 1791-1828.

Ciuiu, Daniel (2010): Modeling the fraud-like investment founds by Petri nets. Published in: Proceedings of the XII-th International Simposium SYMORG, June 9-12 2010, Zlatibor, Serbia (9 June 2010): pp. 3058-3070.

Ciuiu, Daniel (2008): Pattern classification using polynomial and linear regression. Published in: Proceedings of International Conference Trends and Challenges in Applied Mathematics (2008): pp. 153-156.

Ciuiu, Daniel (2008): Pattern classification using principal components regression. Published in: Proceedings of International Conference Trends and Challenges in Applied Mathematics (2008): pp. 149-152.

Ciuiu, Daniel and Costinescu, Cristian (2008): The Monte Carlo method to find eigenvalues and eigenvectors. Published in: Proceedings of International Conference Trends and Challenges in Applied Mathematics (2008): pp. 157-160.

Clarke, Damian and Tapia Schythe, Kathya (2020): Implementing the Panel Event Study.

Clemens, Jeffrey and Miran, Stephen (2011): The role of fiscal institutions in analysis of fiscal policy.

Coleman, Stephen (2014): Evolution of the Russian Political Party System under the Influence of Social Conformity: 1993-2011.

Coleman, Stephen (2009): Russian Election Reform and the Effect of Social Conformity on Voting and the Party System: 2007 and 2008.

Cooper, Russel and Madden, Gary G (2008): Estimating components of ICT expenditure: a model-based approach with applicability to short time-series. Published in: Applied Economics , Vol. 10, No. 1 (2008)

Corduneanu, Carmen and Turcas, Daniela (2008): Optimizing models of a stock portfolio issued by Financial Investment Companies.

Corradini, Riccardo (2018): A set of state space models at an high disaggregation level to forecast Italian Industrial Production.

Cuddington, John and Dagher, Leila (2013): Estimating Short and Long-Run Demand Elasticities: A Primer with Energy-Sector Applications. Published in: Energy Journal , Vol. 36, (2014): pp. 185-209.

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

Dagher, Leila (2011): Natural Gas demand at the utility level: An application of dynamic elasticities. Published in: Energy Economics , Vol. 34, (2012): pp. 961-969.

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

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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

Janczura, Joanna and Wyłomańska, Agnieszka (2009): Subdynamics of financial data from fractional Fokker-Planck equation. Published in: Acta Physica Polonica B , Vol. 40, No. 5 (2009): pp. 1341-1351.

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Pillai N., Vijayamohanan (2019): Measuring Energy Efficiency: An Application of LMDI Analysis to Power Sector in Kerala.

Pillai N., Vijayamohanan (2019): Measuring Energy Efficiency: An Application of Stochastic Frontier Production Function Analysis to Power Sector in Kerala.

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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.

Qian, Hang (2012): A Flexible State Space Model and its Applications.

Raifu, Isiaka Akande and Ogbonna, Ahamuefula E (2021): Safe-haven Effectiveness of Cryptocurrency: Evidence from Stock Markets of COVID-19 worst-hit African Countries.

Ramaharo, Franck M. and Rajaonarison, Njakanasandratra R. (2023): Principal component regression analysis of electricity consumption factors in Madagascar.

Rao, B. Bhaskara and Rao, Gyaneshwar (2007): Structural breaks and energy efficiency in Fiji.

Raputsoane, Leroi (2015): The lean versus clean debate and monetary policy in South Africa.

Ray, Rita (2015): STEM Education and Economic Performance in the American States.

Ray, Rita (2015): STEM Education and Economic Performance in the American States.

Reinhart, Carmen (1990): “A Model of Adjustment and Growth. Published in: IMF Staff Papers, , Vol. 37, No. 1 (March 1990): pp. 168-182.

Renfro, Charles G (2009): Building and Using a Small Macroeconometric Model: Klein Model I as an Example.

Rikhotso, Prayer and Bonga-Bonga, Lumengo (2021): Exchange rate misalignments and current accounts in BRICS countries.

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

Royer, Julien (2021): Conditional asymmetry in Power ARCH($\infty$) models.

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

Rudkin, Simon and Wong, Sen Min (2015): South East Asian Financial Linkages and the Changing Role of China: Insights from a Global VAR.

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

Rutayisire, J.Musoni (2021): Public debt dynamics and nonlinear effects on economic growth : evidence from Rwanda.

Ruzive, Tafadzwa and Mkhombo, Thando and Mhaka, Simba and Mavikela, Nomahlubi and Phiri, Andrew (2017): Electricity intensity and unemployment in South Africa: A quantile regression analysis.

SAWADOGO, IBRAHIM (2019): Fiscal revenues and macroeconomic effects : case of Burkina Faso.

Saba, Irum and Alsayyed, Nidal (2010): Alternative Pricing Mechanisms for Islamic Financial Instruments: Economic Perspective.

Saglio, Sophie and López-Villavicencio, Antonia (2012): Introducing price-setting behaviour in the Phillips Curve: the role of nonlinearities.

Salles, Andre Assis de (2014): Asymmetry between Gasoline and Crude Oil Prices in the Brazilian Economy and Some Selected Developed Economies. Published in: International Journal of Energy Economics and Policy , Vol. 4, No. No.4 (2014): pp. 670-678.

Santos, João and Borges, Afonso and Domingos, Tiago (2020): Exploring the links between total factor productivity, final-to-useful exergy efficiency, and economic growth: Case study Portugal 1960-2014.

Santra, Sattwik and Chaudhury, Ranajoy (2015): The American Pride and Aspiration.

Santra, Sattwik and Hati, Koushik Kumar (2014): India’s Move from Sales Tax to VAT: A Hit or Miss?

Sanu, Md Sahnewaz (2019): Is the Export-led Growth Hypothesis Valid for India? Another Look at the Evidence. Published in: Indian Journal of Economics and Development , Vol. 15, No. 3 (September 2019): pp. 331-340.

Sarafidis, Vasilis and Weber, Neville (2009): To pool or not to pool: a partially heterogeneous framework.

Saraogi, Ravi (2008): Determinants of FII Inflows:India.

Schneider, Stefan and Schneider, Stefan (2010): Power Spot Price Models with negative Prices.

Schröder, Anna Louise and Fryzlewicz, Piotr (2013): Adaptive trend estimation in financial time series via multiscale change-point-induced basis recovery. Published in: Statistics and Its Interface , Vol. 4, No. 6 (2013): pp. 449-461.

Seguino, Stephanie and Braunstein, Elissa (2012): The impact of economic policy and structural change on gender employment inequality in Latin America, 1990-2010.

Sensarma, Rudra and Bhattacharyya, Indranil (2015): Measuring monetary policy and its impact on the bond market of an emerging economy. Published in: Macroeconomics and Finance in Emerging Market Economies , Vol. 9, No. 2 (2016): pp. 109-130.

Shahateet, Mohammed Issa and Al-Majali, Khalid Ali and Al-Hahabashneh, Fedel (2014): Causality and Cointegration between Economic Growth and Energy Consumption: Econometric Evidence from Jordan. Published in: International Journal of Economics and Finance , Vol. 6, No. 10 (October 2014): pp. 270-279.

Shijaku, Gerti (2014): Fiscal policy, output and financial stress in the case of developing and emerging European economies: a threshold VAR approach.

Shijaku, Gerti (2016): Foreign currency lending in Albania. Published in: (2016)

Shijaku, Gerti (2016): The role of money as an important pillar for monetary policy: the case of Albania. Published in:

Shijaku, Gerti and Kalluci, Irini (2013): Determinants of bank credit to the private sector: The case of Albania. Published in:

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

Silva, Thiago and Souza, Sérgio and Guerra, Solange and Tabak, Benjamin (2022): Decentralized Market Power in Credit Markets.

Silva Lopes, Artur C. and Florin Zsurkis, Gabriel (2017): Are linear models really unuseful to describe business cycle data?

Silva Lopes, Artur C. and Florin Zsurkis, Gabriel (2015): Revisiting non-linearities in business cycles around the world.

Simerský, Mojmír (2018): Czech Government Bond yields under FX pressure.

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

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

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

Sinha, Pankaj and Verma, Aniket and Shah, Purav and Singh, Jahnavi and Panwar, Utkarsh (2020): Prediction for the 2020 United States Presidential Election using Linear Regression Model.

Skribans, Valerijs (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 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.

Storti, Giuseppe and Wang, Chao (2022): A multivariate semi-parametric portfolio risk optimization and forecasting framework.

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

Subramaniam, Viswanatha (2021): Developmment aceleration - a practical methodology.

Sucarrat, Genaro (2018): The Log-GARCH Model via ARMA Representations.

Sucarrat, Genaro (2019): User-Specified General-to-Specific and Indicator Saturation Methods.

Sucarrat, Genaro and Grønneberg, Steffen and Escribano, Alvaro (2013): Estimation and Inference in Univariate and Multivariate Log-GARCH-X Models When the Conditional Density is Unknown.

Suchánek, Petr and Bucki, Robert (2011): Method of supply chain optimization in E-commerce.

Tan, Fei (2018): A Frequency-Domain Approach to Dynamic Macroeconomic Models.

Tan, Zekuang (2017): RBC LiONS™ S&P 500 Buffered Protection Securities (USD) Series 4 Analysis Option Pricing Analysis, Issuing Company Risk-hedging Analysis, and Recommended Investment Strategy. Published in:

Tanaka, Kenta and Managi, Shunsuke (2013): Measuring Productivity Gains from Deregulation of the Japanese Urban Gas Industry.

Tanner, Reto and Bolduc, Denis (2012): The Multiple Discrete-Continuous Extreme Value Model (MDCEV) with fixed costs.

Travaglini, Guido (2011): Climate change: where is the hockey stick? evidence from millennial-scale reconstructed and updated temperature time series.

Travaglini, Guido (2010): Dynamic Econometric Testing of Climate Change and of its Causes.

Travaglini, Guido (2008): Dynamic GMM Estimation With Structural Breaks. An Application to Global Warming and its Causes.

Travaglini, Guido (2014): Testing the hockey-stick hypothesis by statistical analyses of a large dataset of proxy records. Published in: Pattern Recognition in Physics , Vol. 2, No. 2 (March 2014): pp. 36-63.

Trueck, Stefan and Weron, Rafal and Wolff, Rodney (2007): Outlier Treatment and Robust Approaches for Modeling Electricity Spot Prices.

Tsagkanos, Athanasios and ANDRIAKOPOULOS, KONSTANTINOS (2024): Ex - Post Risk and the Cyclicality of Banks’ Self - Discipline: Evidence from the USA banks.

Tsoulfidis, Lefteris and Tsimis, Achilleas and Paitaridis, Dimitris (2018): The Rise and Fall of Unproductive Activities in the US Economy 1964-2015: Facts, Theory and Empirical Evidence.

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

Tursoy, Turgut (2013): Structural Modelling for North Cyprus’ Economic Growth.

Tóth, József (2016): Bounds of Herfindahl-Hirschman index of banks in the European Union.

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.

Vanschoonbeek, Jakob (2024): The Spatial Political Economy of Discontent.

Ventura, Luigi (2021): A Note on Migration, Diversity and Economic Growth: a Replication Study of Bove and Elia (World Development, 2017).

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

Verbic, Miroslav and Erker, Renata (2007): Economic Valuation of Environmental Values of the Landscape Development and Protection Area of Volcji Potok.

Verbič, Miroslav and Spruk, Rok (2011): Aging population and public pensions: theory and evidence.

Visser, Marcel P. (2008): Garch Parameter Estimation Using High-Frequency Data.

Vulpes, Giuseppe and Brasili, Andrea (2006): Banking integration and co-movements in EU banks’ fragility.

Vymětal, Dominik (2008): ICT in Czech companies: business efficiency potentials to be achieved. Published in: Zborník z medzinárodnej vedeckej konferencie Nové prístupy k riadeniu ponuky podnikov a Jazyková výuka ekonomických odborníkov (2 October 2008): pp. 227-240.

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

Yuan, Mingqing (2023): The nexus between economic growth, healthcare expenditure, and CO2 emissions in Asia-Pacific countries: Evidence from a PVAR approach.

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

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

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

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

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

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

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.

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.

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

French

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.

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

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)

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.

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

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.

Ghassan, Hassan B. (2000): Formes et méthodes d’estimation des systèmes récursifs dynamiques à double indice. Published in: Revue de l'Institut National de Statistique et d'Economie Appliquée , Vol. 19, (16 March 2002): pp. 61-79.

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

MEZUI-MBENG, Pamphile (2010): Tramsission de la politique monétaire: le cas des pays de la CEMAC. Forthcoming in: : pp. 1-34.

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.

Ngomba Bodi, Francis Ghislain (2018): Contributions relatives des chocs de demande agrégée et d’offre agrégée aux fluctuations de la croissance réelle en zone CEMAC.

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

RAVELOSON, Armel R. and Andrianady, Josué R. and Andrianavony, Kanto J. and RANDRIAMANANTENA, Rija R. and RANDRIAMANANTENA, Avo L. and RANDRIAMIZANA, Junot L. (2024): Modélisation de la résilience post-cyclonique à Mananjary : Une analyse Probit Multivariée.

UMBA, Gilles Bertrand (2017): Estimation bayésienne d'un modèle DSGE pour une petite économie ouverte : Cas de la RD Congo.

German

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

Quaas, Georg (2006): Ganzheitliche Wirkungen von Dummyvariablen auf die Prognosegenauigkeit ökonometrischer Modelle – analysiert am Beispiel des RWI-Konjunkturmodells KM59.

Quaas, Georg (2018): Test der neoklassischen Produktionsfunktion.

Indonesian

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.

Italian

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.

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

Latvian

Kalniņš, Juris Roberts and Skribans, Valerijs and Ozoliņš, Gints (2009): Lauksaimniecības nozares stratēģiskās attīstības sistēmdinamikas modelēšana. Published in: LU raksti No. 743. sējums (2009): pp. 320-332.

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): 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.

Portuguese

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

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.

Romanian

Ghiba, Nicolae (2010): Impactul modificării ratei dobânzii asupra cursului de schimb în România. Forthcoming in:

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.

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.

Russian

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

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

Dushyn, Oleksiy and Dushyn, Borys (2024): Извлечение информации из редких событий в регрессионном анализе.

Kaluzhsky, Mikhail (2007): Новый подход к разработке методик анализа региональных экономических процессов. Published in: Вестник филиала ВЗФЭИ в г. Омске. , Vol. 8, No. Конкурентоспособность региональной экономики: опыт, проблемы, перспективы: Материалы междунар. научно-практич. конференции (2007): pp. 57-59.

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.

Polbin, Andrey (2017): Моделирование реального курса рубля в условиях изменения режима денежно-кредитной политики.

Polbin, Andrey and Shumilov, Andrei (2020): Модель зависимости обменного курса рубля от цен на нефть с марковскими переключениями режимов. Forthcoming in: Economics and Mathematical Methods

Polbin, Andrey and Shumilov, Andrei and Bedin, Andrey and Kulikov, Alexander (2019): Модель реального обменного курса рубля с марковскими переключениями режимов.

Polbin, Andrey and Skrobotov, Anton (2017): Спектральная оценка компоненты бизнес цикла ВВП России с учетом высокой зависимости от условий торговли.

Rumyantsev, Mikhail I. (2008): Моделирование деятельности финансово-кредитного учреждения средствами системной динамики. Published in: Belorusskij ekonomicheskij zhurnal [Belarusian Economic Journal] No. 3(44) (20 October 2008): pp. 103-111.

Rumyantsev, Mikhail I. (2007): К проблеме формализации бизнес-процессов коммерческого банка. Published in: Kultura narodov Prichernomor’ya [Culture of the peoples of Prichernomorye] No. 120 (2007): pp. 137-141.

Rumyantsev, Mikhail I. (2011): Гибридная имитационная модель отделения банка как системы массового обслуживания: роль человеческого фактора. Published in: NovaInfo No. 7 (26 November 2011)

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

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

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

Shumilov, Andrei (2019): Модели зависимости реального курса рубля от цены и стоимости экспорта нефти: сравнительный анализ. Published in: Management Issues No. 4 (2019)

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.

Skrypnik, Dmitriy (2016): BUDGET POLICY AND ECONOMIC GROWTH IN RUSSIA. OPTIMAL BUDGET RULE.

Serbian

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.

Spanish

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

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

Frank, Luis (2024): Impacto devaluatorio sobre las exportaciones e importaciones de Argentina.

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.

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.

Medel, Carlos A. (2014): Probabilidad Clásica de Sobreajuste con Criterios de Información: Estimaciones con Series Macroeconómicas Chilenas.

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

Valdivia Coria, Joab Dan and Valdivia Coria, Daney David (2021): Impacto del Stress Sistémico en el Crecimiento Económico: Caso Guatemala.

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

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

Turkish

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 (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.

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

Karagol, Erdal and Erbaykal, Erman and Ertugrul, Hasan Murat (2007): TÜRKİYE’DE EKONOMİK BÜYÜME İLE ELEKTRİK TÜKETİMİ İLİŞKİSİ: SINIR TESTİ YAKLAŞIMI. Published in: Doğuş Üniversitesi Dergisi , Vol. 1, No. 8 (3 March 2007): pp. 72-80.

Levent, Korap (2009): Enflasyon ve enflasyon belirsizliği ilişkisi için G7 ekonomileri üzerine bir inceleme. Published in: Gaziantep Üniversitesi Sosyal Bilimler Dergisi , Vol. 8, No. 2 (2009): pp. 503-523.

Ukrainian

Matkovskyy, Roman (2012): Прогнозування реакції економіки України на економічні шоки в сусідніх державах: глобальна векторна авторегресійна модель «Україна-сусіди». Forthcoming in: Economy and Forecast

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