Abderrazik, Amal and Boutkardine, Mehdi and El Bahi, Nour El Houda and Kartoubi, Salah Eddine and El Bouhadi, Abdelhamid (2008): Evaluation du Risque d’un Echantillon de Valeurs Mobilières de la Bourse de Casablanca.
Abonazel, Mohamed R. (2015): How to Create a Monte Carlo Simulation Study using R: with Applications on Econometric Models.
Ahelegbey, Daniel Felix (2015): The Econometrics of Bayesian Graphical Models: A Review With Financial Application. Published in: Journal of Network Theory in Finance , Vol. 2, No. 2 (16 May 2016): pp. 1-33.
Aknouche, Abdelhakim and Rabehi, Nadia (2024): Inspecting a seasonal ARIMA model with a random period.
Aknouche, Abdelhakim and Francq, Christian (2019): Two-stage weighted least squares estimator of the conditional mean of observation-driven time series models.
Albis, Manuel Leonard F. and Mapa, Dennis S. (2014): Bayesian Averaging of Classical Estimates in Asymmetric Vector Autoregressive (AVAR) Models.
Albu, Lucian-Liviu (1993): Exploration of economic systems in the transition period. Published in: Revue Roumaine des Sciences Economiques , Vol. 37, No. 1 : pp. 9-23.
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.
Alper, C. Emre and Fendoglu, Salih and Saltoglu, Burak (2008): Forecasting Stock Market Volatilities Using MIDAS Regressions: An Application to the Emerging Markets.
Amroush, Fadi and Baderddeen, Alkhoder and Yusef, Talal (2008): Using Artificial intelligence to select the optimal E-CRM Based business needs. Published in: International Engineering Sciences Conference IESC’08 No. 1st (2 November 0002)
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.
Angelidis, Timotheos and Benos, Alexandros and Degiannakis, Stavros (2007): A Robust VaR Model under Different Time Periods and Weighting Schemes. Published in: Review of Quantitative Finance and Accounting , Vol. 2, No. 28 (2007): pp. 187-201.
Angelidis, Timotheos and Benos, Alexandros and Degiannakis, Stavros (2004): The Use of GARCH Models in VaR Estimation. Published in: Statistical Methodology , Vol. 2, No. 1 (2004): pp. 105-128.
Angelidis, Timotheos and Degiannakis, Stavros (2007): Backtesting VaR Models: A Τwo-Stage Procedure. Published in: Journal of Risk Model Validation , Vol. 2, No. 1 (2007): pp. 27-48.
Angelidis, Timotheos and Degiannakis, Stavros (2007): Backtesting VaR Models: A Τwo-Stage Procedure. Published in: Journal of Risk Model Validation , Vol. 1, No. 2 (June 2007): pp. 27-48.
Angelidis, Timotheos and Degiannakis, Stavros (2005): Modeling Risk for Long and Short Trading Positions. Published in: Journal of Risk Finance , Vol. 3, No. 6 (2005): pp. 226-238.
Angelidis, Timotheos and Degiannakis, Stavros (2008): Volatility forecasting: Intra-day versus inter-day models. Published in: Journal of International Financial Markets Institutions and Money No. 18 (2008): pp. 449-465.
Angelidis, Timotheos and Degiannakis, Stavros (2008): Volatility forecasting: intra-day vs. inter-day models. Published in: Journal of International Financial Markets Institutions and Money No. 18 (2008): pp. 449-465.
Anyikwa, Izunna and Hamman, Nicolene and Phiri, Andrew (2018): Persistence of suicides in G20 countries: SPSM approach to three generations of unit root tests.
Ardia, David and Dufays, Arnaud and Ordás Criado, Carlos (2023): Linking Frequentist and Bayesian Change-Point Methods.
Ardia, David and Hoogerheide, Lennart F. (2009): Bayesian estimation of the GARCH(1,1) model with Student-t innovations. Published in: The R Journal , Vol. 2, No. 2 (31 December 2010): pp. 41-47.
Ardia, David and Lennart, Hoogerheide and Nienke, Corré (2011): Stock index returns’ density prediction using GARCH models: Frequentist or Bayesian estimation?
Asongu, Simplice (2018): CO2 emission thresholds for inclusive human development in Sub-Saharan Africa. Published in: Environmental Science and Pollution Research , Vol. 25, No. 26 (September 2018): pp. 26005-26019.
Asongu, Simplice (2017): Comparative Sustainable Development in Sub-Saharan Africa. Forthcoming in: Sustainable Development
Asongu, Simplice (2015): Determinants of Growth in Fast Developing Countries: Evidence from Bundling and Unbundling Institutions.
Asongu, Simplice (2015): Drivers of Growth in Fast Emerging Economies: A Dynamic Instrumental Quantile Approach.
Asongu, Simplice (2019): FDI in Selected Developing Countries: Evidence from Bundling and Unbundling Governance. Published in: European Journal of Government and Economics , Vol. 8, No. 2 (December 2019): pp. 161-188.
Asongu, Simplice (2017): ICT, Openness and CO2 emissions in Africa. Forthcoming in: Environmental Science and Pollution Research
Asongu, Simplice (2019): The persistence of global terrorism. Forthcoming in: Territory, Politics & Governance
Asongu, Simplice and Akpan, Uduak and Isihak, Salisu (2018): Determinants of Foreign Direct Investment in Fast-Growing Economies: Evidence from the BRICS and MINT Countries. Forthcoming in: Financial Innovation
Asongu, Simplice and Anyanwu, John and Tchamyou, Vanessa (2016): Information sharing and conditional financial development in Africa.
Asongu, Simplice and Anyanwu, John and Tchamyou, Vanessa (2017): Technology-driven information sharing and conditional financial development in Africa. Forthcoming in: Information Technology for Development
Asongu, Simplice and Biekpe, Nicholas (2017): Globalization and Terror in Africa. Forthcoming in: International Economics
Asongu, Simplice and Efobi, Uchenna and Beecroft, Ibukun (2017): Aid in Modulating the Impact of Terrorism on FDI: No Positive Thresholds, No Policy. Forthcoming in: Forum for Social Economics
Asongu, Simplice and Efobi, Uchenna and Beecroft, Ibukun (2015): FDI, Aid, Terrorism: Conditional Threshold Evidence from Developing Countries.
Asongu, Simplice and El Montasser, Ghassen and Toumi, Hassen (2015): Testing the Relationships between Energy Consumption, CO2 emissions and Economic Growth in 24 African Countries: a Panel ARDL Approach. Published in: Environmental Science and Pollution Research (December 2015)
Asongu, Simplice and Kodila-Tedika, Oasis (2015): Conditional determinants of FDI in fast emerging economies: an instrumental quantile regression approach.
Asongu, Simplice and Le Roux, Sara and Biekpe, Nicholas (2017): Enhancing ICT for Environmental Sustainability in Sub-Saharan Africa. Forthcoming in: Technological Forecasting and Social Change
Asongu, Simplice and Le Roux, Sara and Biekpe, Nicholas (2017): Environmental Degradation, ICT and Inclusive Development in Sub-Saharan Africa. Published in: Energy Policy , Vol. 111, No. December (December 2017): pp. 353-361.
Asongu, Simplice and Le Roux, Sara and Singh, Pritam (2020): Fighting terrorism in Africa: complementarity between inclusive development, military expenditure and political stability. Forthcoming in: Journal of Policy Modeling
Asongu, Simplice and Nchofoung, Tii (2021): The terrorism-finance nexus contingent on globalisation and governance dynamics in Africa.
Asongu, Simplice and Nnanna, Joseph (2021): Globalization, Governance and the Green Economy in Sub-Saharan Africa: Policy Thresholds. Published in: World Affairs , Vol. 184, No. 2 (22 June 2021): pp. 176-212.
Asongu, Simplice and Nnanna, Joseph and Biekpe, Nicholas and Acha-Anyi, Paul (2018): Contemporary Drivers of Global Tourism: Evidence from Terrorism and Peace Factors. Forthcoming in: Journal of Travel & Tourism Marketing
Asongu, Simplice and Nting, Rexon (2021): The Mobile Phone in Governance for Environmental Sustainability in Sub-Saharan Africa. Forthcoming in: Journal of Economics and Administrative Sciences
Asongu, Simplice and Nting, Rexon and Nnanna, Joseph (2019): Linkages between Globalisation, Carbon dioxide emissions and Governance in Sub-Saharan Africa. Forthcoming in: International Journal of Public Administration
Asongu, Simplice and Nwachukwu, Jacinta (2017): At What Levels of Financial Development Does Information Sharing Matter? Published in: Financial Innovation , Vol. 3, No. 1 (September 2017): pp. 1-30.
Asongu, Simplice and Nwachukwu, Jacinta (2015): Drivers of FDI in Fast Growing Developing Countries: Evidence from Bundling and Unbundling Governance.
Asongu, Simplice and Nwachukwu, Jacinta (2015): Fighting Terrorism: Empirics on Policy Harmonization.
Asongu, Simplice and Nwachukwu, Jacinta (2017): Mobile Phone Innovation and Environmental Sustainability in Sub-Saharan Africa.
Asongu, Simplice and Nwachukwu, Jacinta and Biekpe, Nicholas (2018): Foreign Aid, Terrorism and Growth: Conditional Evidence from Quantile Regression. Forthcoming in: Annals of Public and Cooperative Economics
Asongu, Simplice and Nwachukwu, Jacinta and Pyke, Chris (2018): The Comparative Economics of ICT, Environmental Degradation and Inclusive Human Development in Sub-Saharan Africa. Forthcoming in: Social Indicators Research
Asongu, Simplice and Nwachukwu, Jacinta and le Roux, Sara (2018): The role of inclusive development and military expenditure in modulating the effect of terrorism on governance. Forthcoming in: Journal of Economic Studies
Asongu, Simplice and Nwachukwu, Jacinta C. (2017): The Impact of Terrorism on Governance in African Countries. Published in: World Development , Vol. 99, No. November (November 2017): pp. 253-270.
Asongu, Simplice and Odhiambo, Nicholas (2018): Drivers of Growth in Fast Emerging Economies: a Dynamic Instrumental Quantile Approach to Real Output and its Rates of Growth in BRICS and MINT countries, 2001-2011. Published in: Applied Econometrics and International Development , Vol. 18, No. 1 (June 2018): pp. 5-22.
Asongu, Simplice and Odhiambo, Nicholas (2019): Economic Development Thresholds for a Green Economy in Sub-Saharan Africa. Forthcoming in: Energy Exploration & Exploitation
Asongu, Simplice and Odhiambo, Nicholas (2019): Enhancing Governance for Environmental Sustainability in Sub-Saharan Africa. Forthcoming in: Energy Exploration & Exploitation
Asongu, Simplice and Odhiambo, Nicholas (2018): Environmental Degradation and Inclusive Human Development in sub‐Saharan Africa. Forthcoming in: Sustainable Development
Asongu, Simplice and Odhiambo, Nicholas (2019): Governance, CO2 emissions and Inclusive Human Development in Sub-Saharan Africa. Forthcoming in: Forthcoming: Energy Exploration & Exploitation
Asongu, Simplice and Odhiambo, Nicholas (2019): Inclusive development in environmental sustainability in sub-Saharan Africa: insights from governance mechanisms. Forthcoming in: Sustainable Development
Asongu, Simplice and Odhiambo, Nicholas (2020): Trade and FDI Thresholds of CO2 emissions for a Green Economy in Sub-Saharan Africa. Forthcoming in: International Journal of Energy Sector Management
Asongu, Simplice and Odhiambo, Nicholas (2020): The role of Globalization in Modulating the Effect of Environmental Degradation on Inclusive Human Development. Forthcoming in: Innovation: The European Journal of Social Science Research
Asongu, Simplice and Ssozi, John (2015): When is Foreign Aid Effective in Fighting Terrorism? Threshold Evidence.
Asongu, Simplice and Tchamyou, Vanessa and Asongu, Ndemaze and Tchamyou, Nina (2018): The Comparative African Economics of Governance in Fighting Terrorism. Published in: African Security , Vol. 11, No. 4 (December 2018): pp. 296-338.
Asongu, Simplice and Tchamyou, Vanessa and Asongu, Ndemaze and Tchamyou, Nina (2017): The Comparative African Economics of Inclusive Development and Military Expenditure in Fighting Terrorism. Published in: Journal of African Development , Vol. 19, No. 2 (2017): pp. 77-91.
Asongu, Simplice and Tchamyou, Vanessa and Asongu, Ndemaze and Tchamyou, Nina (2019): Fighting terrorism in Africa when existing terrorism levels matter. Forthcoming in: Behavioral Sciences of Terrorism and Political Aggression
Asongu, Simplice and Tchamyou, Vanessa and Asongu, Ndemaze and Tchamyou, Nina (2017): Fighting terrorism in Africa: evidence from bundling and unbundling institutions. Forthcoming in: Empirical Economics
Asongu, Simplice and Tchamyou, Vanessa and Minkoua N, Jules R. and Asongu, Ndemaze and Tchamyou, Nina (2017): Fighting terrorism in Africa: benchmarking policy harmonization. Published in: Physica A: Statistical Mechanics and its Applications , Vol. 492, No. February (15 February 2018): pp. 1931-1957.
B M, Lithin and chakraborty, Suman and iyer, Vishwanathan and M N, Nikhil and ledwani, Sanket (2022): Modeling asymmetric sovereign bond yield volatility with univariate GARCH models: Evidence from India. Published in: Cogent Economics and Finance , Vol. 11, No. 1 (15 March 2023): p. 2189589.
Baccar, Sourour (1995): Reliability of the Translog Cost Function : Some Theory & an Application to the Demand of Energy in French Manufacturing.
Bachoc, Francois and Leeb, Hannes and Pötscher, Benedikt M. (2014): Valid confidence intervals for post-model-selection predictors.
Baharom, A.H. and Radam, Alias and Habibullah, M.S. and Hirnissa, M.T (2009): The Volatility of Thai Rice Price.
Bai, Jushan and Ando, Tomohiro (2013): Multifactor asset pricing with a large number of observable risk factors and unobservable common and group-specific factors.
Bai, Jushan and Ando, Tomohiro (2013): Panel data models with grouped factor structure under unknown group membership.
Balcombe, Kelvin and Fraser, Iain (2024): A Note on an Alternative Approach to Experimental Design of Lottery Prospects.
Bandi, Federico and Corradi, Valentina and Moloche, Guillermo (2009): Bandwidth selection for continuous-time Markov processes.
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 and Ghosh, Taniya (2013): Bifurcation Analysis of an Endogenous Growth Model.
Barnett, William A. and Duzhak, Evgeniya A. (2008): Empirical assessment of bifurcation regions within new Keynesian models.
Barnett, William A. and Eryilmaz, Unal (2012): Hopf bifurcation in the Clarida, Gali, and Gertler model.
Barnett, William A. and Eryilmaz, Unal (2022): Monetary Policy and Determinacy: An Inquiry in Open Economy New Keynesian Framework.
Barnett, William A. and He, Susan (2009): Existence of Singularity Bifurcation in an Euler-Equations Model of the United States Economy: Grandmont was Right.
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 Serletis, Apostolos (2008): The Differential Approach to Demand Analysis and the Rotterdam Model.
Barnett, William A. and Serletis, Apostolos (2008): Measuring Consumer Preferences and Estimating Demand Systems.
Barrera-Chaupis, Carlos (2014): La relación entre los ciclos discretos en la inflación y el crecimiento: Perú 1993-2012.
Bartolucci, Francesco and Bacci, Silvia and Pigini, Claudia (2015): A misspecification test for finite-mixture logistic models for clustered binary and ordered responses.
Bartolucci, Francesco and Grilli, Leonardo and Pieroni, Luca (2012): Estimating dynamic causal effects with unobserved confounders: a latent class version of the inverse probability weighted estimator.
Bartolucci, Francesco and Pennoni, Fulvia and Vittadini, Giorgio (2015): Causal latent Markov model for the comparison of multiple treatments in observational longitudinal studies.
Basistha, Arabinda and Kurov, Alexander and Wolfe, Marketa Halova (2019): Volatility Forecasting: The Role of Internet Search Activity and Implied Volatility. Published in: Journal of Risk Model Validation , Vol. 14, (2019): pp. 43-53.
Bazdresch, Santiago and Kahn, R. Jay and Whited, Toni (2011): Empirical policy functions as benchmarks for evaluation of dynamic models.
Becker, Martin and Klößner, Stefan and Pfeifer, Gregor (2017): Cross-Validating Synthetic Controls.
Ben Salem, Ameni and Safer, Imene and Khefacha, Islem (2022): Value-at-Risk (VAR) Estimation Methods: Empirical Analysis based on BRICS Markets.
Bensalma, Ahmed (2018): Two Distinct Seasonally Fractionally Differenced Periodic Processes.
Berg, Tim Oliver (2015): Multivariate Forecasting with BVARs and DSGE Models.
Bernardi, Mauro and Della Corte, Giuseppe and Proietti, Tommaso (2008): Extracting the Cyclical Component in Hours Worked: a Bayesian Approach.
Bernardi, Mauro and Maruotti, Antonello and Lea, Petrella (2012): Skew mixture models for loss distributions: a Bayesian approach.
Bespalova, Olga (2013): Do the Renewable Portfolio Standards (RPS) promote the renewable electricity generation in the USA? Evidence from panel data econometric study. Published in: US Association for Energy Economics: Energy Dialogue , Vol. 1, No. 22 (2014): pp. 1-12.
Bespalova, Olga (2018): Forecast Evaluation in Macroeconomics and International Finance. Ph.D. thesis, George Washington University, Washington, DC, USA.
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.
Bianchi, Carlo and Brillet, Jean-Louis and Calzolari, Giorgio (1984): Analyse et mesure de l'incertitude en prevision d'un modele econometrique. Application au modele mini-DMS. Published in: Annales de l'INSEE No. 54 (1984): pp. 31-62.
Bianchi, Carlo and Brillet, Jean-Louis and Calzolari, Giorgio (1985): Effectiveness versus reliability of policy actions under government budget constraint: the case of France.
Bianchi, Carlo and Brillet, Jean-Louis and Calzolari, Giorgio (1986): Forecasts and constraints on policy actions: the reliability of alternative instruments.
Bianchi, Carlo and Calzolari, Giorgio (1982): Evaluating forecast uncertainty due to errors in estimated coefficients: empirical comparison of alternative methods. Published in: Evaluating the reliability of macro-economic models No. Ed. by G.C.Chow and P.Corsi, John Wiley & Sons, Ltd. (1982): pp. 251-277.
Bianchi, Carlo and Calzolari, Giorgio and Corsi, Paolo (1976): Simulation properties of alternative methods of estimation: an application to a model of the Italian economy. Published in: Compstat 1976, Proceedings in Computational Statistics No. Ed. by J. Gordesch, and P. Naeve. Vienna: Physica Verlag (1976): pp. 407-415.
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.
Bianchi, Carlo and Calzolari, Giorgio and Weihs, Claus (1986): Parametric and nonparametric Monte Carlo estimates of standard errors of forecasts in econometric models.
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 (2011): City price convergence in Turkey with structural breaks.
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 (1998): Stationarity and cointegration tests: Comparison of Engle - Granger and Johansen methodologies. Published in: Journal of Faculty of Economics and Administrative Sciences, Erciyes University No. 13 (1998): pp. 131-141.
Bilgili, Faik (1999): Türkiye'de bütçe açıklarının makro ekonomik sonuçları. Published in: Journal of Faculty of Economics and Administrative Sciences, Erciyes University No. 15 (1999): pp. 153-169.
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 (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.
Bisin, Alberto and Moro, Andrea (2020): Learning Epidemiology by Doing: The Empirical Implications of a Spatial SIR Model with Behavioral Responses.
Blache, Guillaume (2008): Active Labour Market Policies in Denmark: A Comparative Analysis of Post-Program Effects.
Boskabadi, Elahe (2022): Economic policy uncertainty and forecast bias in the survey of professional forecasters.
Boubacar Mainassara, Yacouba (2010): Selection of weak VARMA models by Akaïke's information criteria.
Boubacar Mainassara, Yacouba (2010): Selection of weak VARMA models by modified Akaike's information criteria.
Bratanova, Alexandra and Robinson, Jacqueline and Wagner, Liam (2015): Modification of the LCOE model to estimate a cost of heat and power generation for Russia.
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.
Buncic, Daniel (2009): Understanding forecast failure in ESTAR models of real exchange rates.
Buncic, Daniel (2009): Understanding forecast failure of ESTAR models of real exchange rates.
Buncic, Daniel (2008): A note on long horizon forecasts of nonlinear models of real exchange rates: Comments on Rapach and Wohar (2006).
Buncic, Daniel and Stern, Cord (2018): Forecast ranked tailored equity portfolios.
Bunčák, Tomáš (2013): Jump Processes in Exchange Rates Modeling.
Buss, Ginters (2010): A note on GDP now-/forecasting with dynamic versus static factor models along a business cycle.
Bušs, Ginters (2009): Economic forecasts with Bayesian autoregressive distributed lag model: choosing optimal prior in economic downturn.
Bušs, Ginters (2010): Forecasts with single-equation Markov-switching model: an application to the gross domestic product of Latvia.
Byrne, Joseph and Cao, Shuo and Korobilis, Dimitris (2015): Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty.
Błażejowski, Marcin and Kufel, Paweł and Kufel, Tadeusz and Kwiatkowski, Jacek and Osińska, Magdalena (2018): Model selection for modeling the demand for narrow money in transitional economies.
Błażejowski, Marcin and Kufel, Paweł and Kwiatkowski, Jacek (2018): Model simplification and variable selection: A Replication of the UK inflation model by Hendry (2001). Published in: Journal of Applied Econometrics , Vol. 35, No. 5 (2 August 2020): pp. 645-652.
CHIKHI, Mohamed and Benguesmi, Tarek (2013): تحليل سلوك مبيعات الكهرباء الموجه للقطاع العائلي في ظل وجود التقلبات الموسمية باستخدام نماذج SARIMA.
Callado Muñoz, Francisco Jose and González Chapela, Jorge and Utrero González, Natalia (2014): Analysis of deviance in household financial portfolio choice: evidence from Spain.
Calzolari, Giorgio and Corsi, Paolo (1977): Stochastic simulation as a validation tool for econometric models. Published in: Models for regional planning and policy-making: proceedings of the joint IBM/IIASA conference (15 September 1977): pp. 359-369.
Calzolari, Giorgio and Panattoni, Lorenzo (1988): Il problema della coerenza delle previsioni nei modelli econometrici non lineari. Published in: Atti della XXXIV Riunione Scientifica della Societa' Italiana di Statistica No. Siena: Nuova Immagine Editrice, Vol 2/1 (April 1988): pp. 271-278.
Caporin, Massimiliano and Jimenez-Martin, Juan-Angel and Gonzalez-Serrano, Lydia (2013): Currency hedging strategies, strategic benchmarks and the Global and Euro Sovereign financial crises.
Carrasco Gutierrez, Carlos Enrique and Castro Souza, Reinaldo and Teixeira de Carvalho Guillén, Osmani (2009): Selection of optimal lag length in cointegrated VAR models with weak form of common cyclical features. Published in: Brazilian Review of Econometrics
Chan, Joshua and Eisenstat, Eric (2012): Marginal Likelihood Estimation with the Cross-Entropy Method.
Chan, Tze-Haw and Chong, Lee Lee and Khong, Wye Leong Roy (2008): Real Exchange Rate Behavior: New Evidence with Linear and Non-linear Endogenous Break(s).
Charles, Coleman (2003): Loss Functions for Detecting Outliers in Panel Data: An Introduction. Published in: The 13th Federal Forecasters Conference - 2003: Papers and Proceedings No. 2003 (2003): pp. 265-273.
Charles, Coleman (1999): Nonparametric Tests For Bias In Estimates And Forecasts. Published in: Proceedings of the Business and Economics Section, American Statistical Association No. 1999 (1999): pp. 251-256.
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.
Chatelain, Jean-Bernard (2010): Can statistics do without artefacts? Published in: Prisme No. 19 (December 2010): pp. 1-39.
Chatelain, Jean-Bernard and Ralf, Kirsten (2018): Publish and Perish: Creative Destruction and Macroeconomic Theory. Published in: History of Economic Ideas , Vol. 2, No. 26 (2018): pp. 65-101.
Chatelain, Jean-Bernard and Ralf, Kirsten (2012): Spurious Regressions and Near-Multicollinearity, with an Application to Aid, Policies and Growth.
Chen, Pian and Velamuri, Malathi (2009): Misspecification and Heterogeneity in Single-Index, Binary Choice Models.
Chun, So Yeon and Alexander, Shapiro (2009): Normal versus Noncentral Chi-square Asymptotics of Misspecified Models. Forthcoming in: multivariate behavioral research
Cifter, Atilla and Ozun, Alper (2007): The Predictive Performance of Asymmetric Normal Mixture GARCH in Risk Management: Evidence from Turkey.
Ciuiu, Daniel (2007): Gordon and Newell queueing networks and copulas. Published in: Yugoslav Journal of Operations Research , Vol. 19, No. 1 (July 2009): pp. 101-112.
Ciuiu, Daniel (2013): Qualitative variables and their reduction possibility. Application to time series models. Published in: Proceedings of the XI Balkan Conference on Operational Research, Belgrade & Zlatibor, 7-11 September, 2013 (November 2013): pp. 782-791.
Cornille, David and Meyler, Aidan (2010): The behaviour of consumer gas prices in an environment of high and volatile oil prices.
Costa Junior, Celso Jose (2009): Análise da Dinâmica do Modelo IS-MP para a Economia Brasileira Contemporânea. Published in: Análise Econômica , Vol. 28, No. 54 (September 2010): pp. 141-161.
Cruz, Christopher John and Mapa, Dennis (2013): An Early Warning System for Inflation in the Philippines Using Markov-Switching and Logistic Regression Models.
Das, Narasingha and Bera, Pinki (2020): Modelling cost function approach under panel data framework to estimate total factor productivity growth for the Indian manufacturing industries.
De Vos, Ignace and Everaert, Gerdie and Sarafidis, Vasilis (2021): A method for evaluating the rank condition for CCE estimators.
Deev, Oleg and Kajurova, Veronika and Stavarek, Daniel (2013): Testing rational speculative bubbles in Central European stock markets.
Degiannakis, Stavros (2004): Forecasting Realized Intra-day Volatility and Value at Risk: Evidence from a Fractional Integrated Asymmetric Power ARCH Skewed-t Model. Published in: Applied Financial Economics No. 14 (2004): pp. 1333-1342.
Degiannakis, Stavros (2008): Forecasting Vix. Published in: Journal of Money, Investment and Banking No. 4 (2008): pp. 5-19.
Degiannakis, Stavros (2004): Volatility Forecasting: Evidence from a Fractional Integrated Asymmetric Power ARCH Skewed-t Model. Published in: Applied Financial Economics No. 14 (2004): pp. 1333-1342.
Degiannakis, Stavros and Filis, George and Hassani, Hossein (2015): Forecasting global stock market implied volatility indices. Published in: Journal of Empirical Finance No. 46 (2018): pp. 111-129.
Degiannakis, Stavros and Livada, Alexandra and Panas, Epaminondas (2008): Rolling-sampled parameters of ARCH and Levy-stable models. Published in: Applied Economics , Vol. 23, No. 40 (2008): pp. 3051-3067.
Degiannakis, Stavros and Xekalaki, Evdokia (2007): Assessing the Performance of a Prediction Error Criterion Model Selection Algorithm in the Context of ARCH Models. Published in: Applied Financial Economics No. 17 (2007): pp. 149-171.
Degiannakis, Stavros and Xekalaki, Evdokia (2008): SPEC Model Selection Algorithm for ARCH Models: an Options Pricing Evaluation Framework. Published in: Applied Financial Economics Letters , Vol. 6, No. 4 (2008): pp. 419-423.
Degiannakis, Stavros and Xekalaki, Evdokia (2007): Simulated Evidence on the Distribution of the Standardized One-Step-Ahead Prediction Errors in ARCH Processes. Published in: Applied Financial Economics Letters No. 3 (2007): pp. 31-37.
Desogus, Marco (2020): The stochastic dynamics of business evaluations using Markov models. Published in: International Journal of Contemporary Mathematical Sciences , Vol. 15, No. 1 (2020): pp. 53-60.
Dimitris, Korobilis (2013): Forecasting with Factor Models: A Bayesian Model Averaging Perspective.
Dinda, Soumyananda (2012): China Integrates Asia with the World: An Empirical Study. Published in: Journal of Chinese Economic and Foreign Trade Studies , Vol. 7, No. 2 (November 2014): pp. 70-89.
Dinda, Soumyananda (2015): A Note on DD Approach.
Dion, David Pascal (2006): Does Consumer Confidence Forecast Household Spending?
Dion, David Pascal (2006): Does Consumer Confidence Forecast Household Spending? The Euro Area Case.
Dion, David Pascal (2006): Does Consumer Confidence Forecast Household Spending? The Euro Area Case (Appendix to the main text).
Dobrescu, Emilian (2001): Introduction into macroeconomic modeling foundations. Published in: Romanian Journal of Economic Forecasting , Vol. 1, No. Supplement 1 (2002): pp. 39-88.
Doko Tchatoka, Firmin (2013): On bootstrap validity for specification tests with weak instruments.
Doko Tchatoka, Firmin (2010): Subset hypotheses testing and instrument exclusion in the linear IV regression.
Doko Tchatoka, Firmin (2011): Testing for partial exogeneity with weak identification.
Doko Tchatoka, Firmin and Dufour, Jean-Marie (2012): Identification-robust inference for endogeneity parameters in linear structural models.
Dondashe, Nandipha and Phiri, Andrew (2018): Determinants of FDI in South Africa: Do macroeconomic variables matter?
Doretti, Marco (2012): Modelli di scoring per il rischio paese.
Dragomirescu-Gaina, Catalin and Elia, Leandro and Weber, Anke (2014): A fast-forward look at tertiary education attainment in Europe 2020.
Druica, Elena and Goschin, Zizi (2016): Does Economic Status Matter for the Regional Variation of Malnutrition-Related Diabetes in Romania? Temporal Clustering and Spatial Analyses. Published in: Journal of Applied Quantitative Methods , Vol. 11, No. 4 (2016)
de Vilder, Robin G. and Visser, Marcel P. (2007): Volatility Proxies for Discrete Time Models.
EL BOUHADI, Hamid and OUAHID, Driss (2014): Datation des changements structurels au sein d’une chronique : le cas des séries macroéconomiques marocaines.
El Bouhadi, A. and Elkhider, Abdelkader and Kchirid, El Mustapha and Idriss, El Abbassi (2008): LES déterminants du taux de change au Maroc : Une étude empirique.
El Bouhadi, A. and Ounir, A. and El Maguiri, M. (2008): Construction d’un portefeuille efficient : Application empirique à partir d’un échantillon de valeurs cotées à la Bourse des Valeurs de Casablanca.
El Bouhadi, Abdelhamid and Achibane, Khalid (2009): The Predictive Power of Conditional Models: What Lessons to Draw with Financial Crisis in the Case of Pre-Emerging Capital Markets?
Elrod, Terry and Keane, Michael (1995): A Factor-Analytic Probit Model for Representing the Market Structure in Panel Data. Published in: Journal of Marketing Research , Vol. 32, (February 1995): pp. 1-16.
Emenike, Kalu O. (2010): Modelling Stock Returns Volatility In Nigeria Using GARCH Models. Published in: Proceeding of International Conference on Management and Enterprice Development, Ebitimi Banigo Auditorium, University of Port Harcourt - Nigeria , Vol. 1, No. 4 (10 February 2010): pp. 5-11.
Eo, Yunjong (2008): Bayesian Analysis of DSGE Models with Regime Switching.
Escobari, Diego (2011): Testing for Stochastic and Beta-convergence in Latin American Countries. Published in: Applied Econometrics and International Development , Vol. 11, No. 2 (2011): pp. 123-138.
Ezzat, Hassan (2012): The Application of GARCH and EGARCH in Modeling the Volatility of Daily Stock Returns During Massive Shocks: The Empirical Case of Egypt. Published in: International Research Journal of Finance and Economics No. 96 (August 2012): pp. 143-154.
Ezzat, Hassan and Kirkulak, Berna (2014): Information Arrival and Volatility: Evidence from the Saudi Arabia Stock Exchange (Tadawul).
Fajar, Muhammad and Winarti, Yuyun Guna (2020): Modeling of Big Chili Supply Response Using Bayesian Method. Published in: International Journal of Scientific Research in Mathematical and Statistical Sciences , Vol. 7, No. 6 (31 December 2020): pp. 29-33.
Fajardo, José (2016): Power Style Contracts Under Asymmetric Lévy Processes.
Fan, Jianqing and Liao, Yuan (2012): Endogeneity in ultrahigh dimension.
Fanelli, Luca (2007): Evaluating the New Keynesian Phillips Curve under VAR-based learning.
Fanelli, Luca (2005): Testing the New Keynesian Phillips curve through Vector Autoregressive models: Results from the Euro area.
Fanelli, Luca (2005): Testing the New Keynesian Phillips curve through Vector Autoregressive models: Results from the Euro area.
Fanelli, Luca and Paruolo, Paolo (2007): Speed of Adjustment in Cointegrated Systems.
Fantazzini, Dean and Kurbatskii, Alexey and Mironenkov, Alexey and Lycheva, Maria (2022): Forecasting oil prices with penalized regressions, variance risk premia and Google data. Published in: Applied Econometrics
Fantazzini, Dean and Pushchelenko, Julia and Mironenkov, Alexey and Kurbatskii, Alexey (2021): Forecasting internal migration in Russia using Google Trends: Evidence from Moscow and Saint Petersburg. Published in: Forecasting , Vol. 4, No. 3 (2021): pp. 774-804.
Fantazzini, Dean and Toktamysova, Zhamal (2015): Forecasting German Car Sales Using Google Data and Multivariate Models. Forthcoming in: International Journal of Production Economics (2015)
Fasoranti, Modupe Mary and Alimi, Rasaq Santos (2017): Government Size, Political Institutions and Output Growth in Nigeria.
Faust, Jon and Gupta, Abhishek (2010): Posterior Predictive Analysis for Evaluating DSGE Models.
Ferreira Lima, Luis Cristovao (2012): The determinants of the academic outcome: a Bayesian approach using a sample of economics students from the University of Brasilia, Brazil.
Filoso, Valerio (2010): Regression Anatomy, Revealed.
Finger, Robert and Hediger, Werner (2007): The Application of Robust Regression to a Production Function Comparison – the Example of Swiss Corn.
Fischer, Justina AV (2010): Accounting for Unobserved Country Heterogeneity in Happiness Research: Country Fixed Effects versus Region Fixed Effects.
Fourie, Justin and Pretorius, Theuns and Harvey, Rhett and Henrico, Van Niekerk and Phiri, Andrew (2016): Nonlinear relationship between exchange rate volatility and economic growth: A South African perspective.
Freire González, Paulo Alejandro and Vivar Aguilar, Mayra Isabel and Maldonado, Diego (2010): Un nuevo enfoque para el análisis y calificación del Sistema Cooperativo Ecuatoriano. Published in: Notas Tecnicas , Vol. 1, No. 1 (17 March 2010): pp. 1-58.
Fries, Sébastien and Zakoian, Jean-Michel (2017): Mixed Causal-Noncausal AR Processes and the Modelling of Explosive Bubbles.
Frimpong, Joseph Magnus and Oteng-Abayie, Eric Fosu (2006): Modelling and Forecasting Volatility of Returns on the Ghana Stock Exchange Using GARCH Models.
Fugarolas, Guadalupe and Mañalich, Isis and Matesanz, David (2007): ARE EXPORTS CAUSING GROWTH? EVIDENCE ON INTERNATIONAL TRADE EXPANSION IN CUBA, 1960-2004.
fajardo, José (2016): A New Factor to Explain Implied Volatility Smirk.
GUO-FITOUSSI, Liang (2013): A Comparison of the Finite Sample Properties of Selection Rules of Factor Numbers in Large Datasets.
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.
Gajdzik, Bożena and Gawlik, Remigiusz (2018): Choosing the Production Function Model for an Optimal Measurement of the Restructuring Efficiency of the Polish Metallurgical Sector in Years 2000–2015. Published in: Metals , Vol. 8, No. 1 (24 January 2018): p. 23.
Gammoudi, Mouna and Cherif, Mondher and Asongu, Simplice A (2016): FDI and Growth in the MENA countries: Are the GCC countries Different?
Gao, Jiti (2007): Nonlinear time series: semiparametric and nonparametric methods. Published in: Chapman & Hall/CRC , Vol. 108, No. Monographs on Statistics and Applied Probability (2 September 2007): pp. 1-237.
Gao, Jiti and Casas, Isabel (2006): Specification testing in discretized diffusion models: Theory and practice. Published in: Journal of Econometrics , Vol. 147, No. 1 (October 2008): pp. 131-140.
Gao, Yan and Zhang, Xinyu and Wang, Shouyang and Chong, Terence Tai Leung and Zou, Guohua (2017): Frequentist model averaging for threshold models. Forthcoming in: Annals of the Institute of Statistical Mathematics
Ghassan, Hassan B. (2003): Test de l’effet de stabilisation automatique par la modélisation SVAR sans contrainte de long terme.
Ghent, Andra (2006): Comparing Models of Macroeconomic Fluctuations: How Big Are the Differences?
Gomez-Sorzano, Gustavo (2007): Developing the concept of Sustainable Peace using Econometrics and scenarios granting Sustainable Peace in Colombia by year 2019.
Goodwin, Barry K. and Holt, Matthew T. and Prestemon, Jeffery P. (2008): North American Oriented Strand Board Markets, Arbitrage Activity, and Market Price Dynamics: A Smooth Transition Approach.
Gouriéroux, Christian and Zakoian, Jean-Michel (2016): Local Explosion Modelling by Noncausal Process. Forthcoming in: Journal of the Royal Statistical Society: Series B (Statistical Methodology)
Grady, Patrick (1985): The state of the art in Canadian macroeconomic modelling.
Grady, Patrick and Muller, R. Andrew (1986): On The Use and Misuse of Input-Output Based Impact Analysis in Evaluation. Published in: The Canadian Journal of Program Evaluation , Vol. 3, No. 2 (1988): pp. 49-61.
Grassi, Stefano and Proietti, Tommaso (2010): Characterizing economic trends by Bayesian stochastic model specification search.
Grydaki, Maria and Bezemer, Dirk (2013): Did Credit Decouple from Output in the Great Moderation?
Grydaki, Maria and Bezemer, Dirk J. (2012): The Role of Credit in Great Moderation: a Multivariate GARCH Approach.
Grønneberg, Steffen and Sucarrat, Genaro (2014): Risk Estimation when the Zero Probability of Financial Return is Time-Varying.
Guardabascio, Barbara and Ventura, Marco (2013): Estimating the dose-response function through the GLM approach.
Gupta, Abhishek (2010): A Forecasting Metric for Evaluating DSGE Models for Policy Analysis.
Guzman, Giselle C. (2007): Using sentiment to predict GDP growth and stock returns. Published in: The Making of National Economic Forecasts No. Edward Elgar Publishing LTD (2009): pp. 319-351.
Guzman, Giselle C. (2010): The case for higher frequency inflation expectations.
Guzman, Giselle C. (2009): An inflation expectations horserace.
Haider, Adnan and Hanif, Muhammad Nadeem (2007): Inflation Forecasting in Pakistan using Artificial Neural Networks.
Halkos, George and Jones, Nikoleta (2011): Social factors influencing the decision to pay for the protection of biodiversity: A case study in two national parks of Northern Greece.
Halkos, George and Matsiori, Steriani (2015): Environmental attitude, motivations and values for marine biodiversity protection.
Halkos, George and Matsiori, Steriani (2017): Estimating recreational values of coastal zones.
Halkos, George and Matsiori, Steriani and Dritsas, Sophoclis (2017): Exploring social values for marine protected areas: The case of Mediterranean monk seal.
Hanif, Muhammad Nadim and Malik, Muhammad Jahanzeb (2015): Evaluating Performance of Inflation Forecasting Models of Pakistan. Forthcoming in: SBP Research Bulletin , Vol. 11, No. 1 (2015)
Harding, Don and Negara, Siwage (2008): Estimating baseline real business cycle models of the Australian economy.
Hardle, Wolfgang and LIang, Hua and Gao, Jiti (2000): Partially linear models. Published in: Physica-Verlag (1 September 2000): pp. 1-202.
Hasanov, Mübariz and Omay, Tolga (2010): The relationship between inflation, output growth, and their uncertainties: Evidence from selected CEE countries. Forthcoming in: Emerging Markets and Finance and Trade , Vol. -, No. - (2011)
Hein, Yarzar and Vijitsrikamol, Kampanat and Attavanich, Witsanu and Janekarnkij, Penporn (2019): Economic Assessment of Climate Adaptation Options in Myanmar Rice-Based Farming System. Published in: Journal of Agricultural Science , Vol. 11, No. 5 (April 2019): pp. 35-48.
Henzel, Steffen and Lehmann, Robert and Wohlrabe, Klaus (2015): Nowcasting Regional GDP: The Case of the Free State of Saxony.
Herrera Gómez, Marcos and Mur Lacambra, Jesús and Ruiz Marín, Manuel (2011): ¿Cuál matriz de pesos espaciales?. Un enfoque sobre selección de modelos.
Herrera Gómez, Marcos and Mur Lacambra, Jesús and Ruiz Marín, Manuel (2012): Selecting the Most Adequate Spatial Weighting Matrix:A Study on Criteria.
Hidayat, Budi and Thabrany, Hasbullah (2010): Cigarette smoking in Indonesia: examination of a myopic model of addictive behaviour. Published in: International Journal of Environmental Research and Public Health , Vol. 7, No. 6 (4 June 2010): pp. 2473-2485.
Hoffmaister, Alexander W. (2022): Two's not company: mis-aggregation and "supply-induced" unemployment increases.
Hollenbeck, Brett and Taylor, Wayne (2021): Leveraging Loyalty Programs Using Competitor Based Targeting. Published in: Quantitative Marketing and Economics
Horvath, Roman and Komarek, Lubos (2006): Equilibrium Exchange Rates in EU New Members: Applicable for Setting the ERM II Central Parity?
Hu, Xingwei (2017): A Theory of Dichotomous Valuation with Applications to Variable Selection.
Huseynov, Salman and Mammadov, Fuad (2016): A small scale forecasting and simulation model for Azerbaijan (FORSAZ).
Iqbal, Javed and Azher, Sara and Ijza, Ayesha (2010): Predictive ability of Value-at-Risk methods: evidence from the Karachi Stock Exchange-100 Index.
Irina, Mozhaeva (2009): Multidimensional health modeling: Association between socioeconomic and psychosocial factors and health in Latvia.
Irina, Mozhaeva (2009): Multidimensional health modeling: Association between socioeconomic and psychosocial factors and health in Latvia.
Jackson, Emerson Abraham (2018): Comparison between Static and Dynamic Forecast in Autoregressive Integrated Moving Average for Seasonally Adjusted Headline Consumer Price Index.
Jackson, Emerson Abraham (2020): Understanding SLL / US$ exchange rate dynamics in Sierra Leone using Box-Jenkins ARIMA approach.
Jackson, Emerson Abraham and Tamuke, Edmund (2019): Predicting disaggregated tourist arrivals in Sierra Leone using ARIMA model. Forthcoming in: Theoretical and Practical Research in Economic Fields , Vol. 10, No. 2(20) (31 December 2019)
Jackson, Emerson Abraham and Tamuke, Edmund (2021): The Science and Art of Communicating Fan Chart Uncertainty: The case of Inflation Outcome in Sierra Leone.
Jackson, Emerson Abraham and Tamuke, Edmund and Jabbie, Mohamed (2019): Disaggregated Short-Term Inflation Forecast (STIF) for Monetary Policy Decision in Sierra Leone. Published in: Financial Markets, Institutions and Risk (FMIR) , Vol. 3, No. 4 (31 November 2019): pp. 36-52.
Jahan-Parvar, Mohammad R. and Mohammadi, Hassan (2008): Oil Prices and Real Exchange Rates in Oil-Exporting Countries: A Bounds Testing Approach. Forthcoming in: Journal of Developing Areas , Vol. 1, No. 44 (2010)
Janczura, Joanna and Trueck, Stefan and Weron, Rafal and Wolff, Rodney (2012): Identifying spikes and seasonal components in electricity spot price data: A guide to robust modeling.
Janczura, Joanna and Weron, Rafal (2010): Goodness-of-fit testing for regime-switching models.
Janczura, Joanna and Weron, Rafal (2012): Goodness-of-fit testing for the marginal distribution of regime-switching models.
Janczura, Joanna and Weron, Rafal (2010): Modeling electricity spot prices: Regime switching models with price-capped spike distributions. Forthcoming in: MEPS'10 Proceedings
Jaramillo Franco, Miguel and Serván Lozano, Sergio (2012): Modeling exchange rate dynamics in Peru: A cointegration approach using the UIP and PPP. Published in: Superintendence of Banks, Insurance Companies and Private Pension Funds of Peru No. DT/01/2012
Jingwa A, Brian (2011): Improving biodiversity monitoring by modeling relative abundance from "presence only" data. Published in: tUL Diepenbeek No. 2011 (2011)
Jiranyakul, Komain (2011): The Link between Output Growth and Output Volatility in Five Crisis-Affected Asian Countries. Published in: Middle Eastern Finance and Economics No. 12 (2011): pp. 101-108.
Jorge Andres, Perdomo Calvo and Jorge Andres, Perdomo Calvo (2010): Una propuesta metodológica para estimar los cambios sobre el valor de la propiedad: estudio de caso para Bogotá aplicando Propensity Score Matching y Precios Hedónicos Espaciales. Published in: Lecturas de Economia , Vol. 1, No. 73 (July 2010): pp. 51-65.
Jorge Andres, Perdomo Calvo and Jorge Andres, Perdomo Calvo (2011): A methodological proposal to estimate changes of residential property value: case study developed in Bogota. Published in: Applied Economics Letters , Vol. 16, No. 18 (11 August 2011): pp. 1577-1581.
Kaluzhsky, Mikhail (1999): Методологические основы системного анализа социально-экономических процессов. Published in: Проблемы развития Омского Прииртышья в переходный период. – Омск: Омский ф-л ВЗФЭИ (1999): pp. 225-239.
Kang, Lili and Peng, Fei (2012): Selection and Real wage cyclicality: Germany Case.
Kang, Lili and Peng, Fei (2011): A selection analysis of returns to education in China. Published in: Post-Communist Economies , Vol. 24, No. 4 (March 2012): pp. 535-554.
Karapanagiotidis, Paul (2014): Dynamic modeling of commodity futures prices.
Karapanagiotidis, Paul (2013): Empirical evidence for nonlinearity and irreversibility of commodity futures prices.
Karathanassis, George and Sogiakas, Vasilios (2007): Spill Over Effects of Futures Contracts Initiation on the Cash Market: A Comparative Analysis.
Keane, Michael and Wolpin, Kenneth (1997): Introduction to the JBES Special Issue on Structural Estimation in Applied Microeconomics. Published in: Journal of Business and Economic Statistics , Vol. 2, No. 15 (April 1997): pp. 111-114.
Ketenci, Natalya (2009): The ARDL Approach to Cointegration Analysis of Tourism Demand in Turkey: with Greece as the substitution destination. Published in: Middle East Technical University Studies in Development , Vol. 36, No. 2 (2009): pp. 363-382.
Ketenci, Natalya and Uz, Idil (2010): Trade in services: The elasticity approach for the case of Turkey. Published in: The International Trade Journal , Vol. 24, No. 3 (27 October 2010): pp. 261-297.
Khalfaoui, R and Boutahar, M (2012): Portfolio risk evaluation: An approach based on dynamic conditional correlations models and wavelet multiresolution analysis.
Khan, Muhammad and Kebewar, mazen and Nenovsky, Nikolay (2013): Inflation Uncertainty, Output Growth Uncertainty and Macroeconomic Performance: Comparing Alternative Exchange Rate Regimes in Eastern Europe.
Khani Hoolari, Seyed Morteza and Abounoori, Abbas Ali and Mohammadi, Teymour (2014): The Effect of Governance and Political Instability Determinants on Inflation in Iran. Published in: Journal of Applied Science and Agriculture , Vol. 3, No. 9 (4 April 2014): pp. 965-973.
Khoza, Keorapetse and Thebe, Relebogile and Phiri, Andrew (2016): Nonlinear impact of inflation on economic growth in South Africa: A smooth transition regression (STR) analysis.
Kilic, Ekrem (2006): Violation duration as a better way of VaR model evaluation : evidence from Turkish market portfolio.
Kimolo, Deogratius (2009): Modelling and Forecasting Inflation in Tanzania: A Univariate Time Series Analysis.
Kindop, Igor (2021): Ubiquitous multimodality in mixed causal-noncausal processes.
Kiviet, Jan (2019): Microeconometric Dynamic Panel Data Methods: Model Specification and Selection Issues.
Klein, Torsten L. (2014): Communicating quantitative information: tables vs graphs.
Klein, Torsten L. (2014): The small multiple in econometrics – a redesign.
Klößner, Stefan and Pfeifer, Gregor (2018): Synthesizing Cash for Clunkers: Stabilizing the Car Market, Hurting the Environment?
Knoben, J. and Kerkhofs, M. and Graafland, J.J. (2004): Evaluation of Dutch election programs: The impact of parameter uncertainty. Published in: Tijdschrift voor Economie en Management , Vol. 1, No. 51 (2006): pp. 47-72.
Kocenda, Evzen (1996): An Alternative to the BDS Test: Integration Across the Correlation Integral. Published in: Econometric Reviews , Vol. 20, No. 3 (2001): pp. 337-351.
Kombarov, Sayan (2021): Action in Economics: Mathematical Derivation of Laws of Economics from the Principle of Least Action in Physics. Published in: Proceedings of International Conference of Eurasian Economies (24 August 2021): pp. 123-129.
Koop, Gary and Korobilis, Dimitris (2009): Bayesian Multivariate Time Series Methods for Empirical Macroeconomics.
Koop, Gary and Korobilis, Dimitris (2012): Large time-varying parameter VARs.
Koop, Gary and Korobilis, Dimitris (2014): Model Uncertainty in Panel Vector Autoregressive Models.
Koop, Gary and Korobilis, Dimitris (2013): A New Index of Financial Conditions.
Koop, Gary and Korobilis, Dimitris (2018): Variational Bayes inference in high-dimensional time-varying parameter models.
Korobilis, Dimitris (2014): Data-based priors for vector autoregressions with drifting coefficients.
Korobilis, Dimitris (2008): Forecasting in vector autoregressions with many predictors. Published in: Advances in Econometrics , Vol. 23, (November 2008): pp. 403-431.
Korobilis, Dimitris (2011): Hierarchical shrinkage priors for dynamic regressions with many predictors.
Korobilis, Dimitris (2019): High-dimensional macroeconomic forecasting using message passing algorithms.
Korobilis, Dimitris (2015): Prior selection for panel vector autoregressions.
Korobilis, Dimitris (2015): Quantile forecasts of inflation under model uncertainty.
Korobilis, Dimitris (2009): VAR forecasting using Bayesian variable selection.
Korobilis, Dimitris and Koop, Gary (2020): Bayesian dynamic variable selection in high dimensions.
Korobilis, Dimitris and Shimizu, Kenichi (2021): Bayesian Approaches to Shrinkage and Sparse Estimation.
Kovačić, Zlatko (2007): Forecasting volatility: Evidence from the Macedonian stock exchange.
Krumm, Ronald J. and Graves, Philip E. (1982): Morbidity and pollution: model specification analysis for time-series data on hospital admissions. Published in: Journal of Environmental Economics and Management , Vol. 9, : pp. 311-327.
Kulaksizoglu, Tamer (2015): Measuring the Core Inflation in Turkey with the SM-AR Model.
Kumar, Sundaram (2009): Investigating causal relationship between stock return with respect to exchange rate and FII: evidence from India.
Kundu, Nobinkhor and Mollah, Muhammad Musharuf Hossain (2014): Empirical Approaches to the Post-Keynesian Theory of Demand for Money: An Error Correction Model of Bangladesh. Published in: Trade and Development Review , Vol. 7, No. 2 (18 December 2014): pp. 1-17.
Köksal, Bülent (2009): A Comparison of Conditional Volatility Estimators for the ISE National 100 Index Returns. Published in: Journal of Economic and Social Research , Vol. 2, No. 11 (2009): pp. 1-29.
LIU, CHU-AN (2012): A plug-in averaging estimator for regressions with heteroskedastic errors.
LONZO LUBU, Gastonfils (2014): TAILLE OPTIMALE DE L’ETAT EN RD CONGO.
Lahiani, Amine and Yousfi, Ouidad (2007): Modèls Garch à la mémoire longue: application aux taux de change tunisiens. Published in: Euro-Mediterranean Economics and Finance Review , Vol. 3, No. 4 (2008): pp. 106-122.
Lanne, Markku and Luoma, Arto and Luoto, Jani (2009): Bayesian Model Selection and Forecasting in Noncausal Autoregressive Models.
Lanne, Markku and Luoto, Jani (2012): Does Output Gap, Labor's Share or Unemployment Rate Drive Inflation? Published in: HECER Discussion Papers No. 351 (2012)
Lanne, Markku and Lütkepohl, Helmut and Saikkonen, Pentti (2002): Comparison of Unit Root Tests for Time Series with Level Shifts. Published in: Journal of Time Series Analysis , Vol. 23, (2002): pp. 667-685.
Lanne, Markku and Saikkonen, Pentti (2009): Modeling Expectations with Noncausal Autoregressions.
Lanne, Markku and Saikkonen, Pentti (2010): Noncausal Vector Autoregression.
Lanne, Markku and Saikkonen, Pentti (2010): Noncausal autoregressions for economic time series.
Lanne, Markku and Saikkonen, Pentti (2012): Supplementary appendix to "noncausal vector autoregression".
Ledenyov, Dimitri O. and Ledenyov, Viktor O. (2013): On the Stratonovich – Kalman - Bucy filtering algorithm application for accurate characterization of financial time series with use of state-space model by central banks.
Lee, David (2022): Pricing Cancellation Product.
Leeb, Hannes and Pötscher, Benedikt M. (2005): Can One Estimate the Unconditional Distribution of Post-Model-Selection Estimators ?
Leeb, Hannes and Pötscher, Benedikt M. (2005): Can One Estimate the Unconditional Distribution of Post-Model-Selection Estimators ?
Leeb, Hannes and Pötscher, Benedikt M. (2013): Testing in the Presence of Nuisance Parameters: Some Comments on Tests Post-Model-Selection and Random Critical Values.
Lehmann, Robert and Wohlrabe, Klaus (2016): Experts, firms, consumers or even hard data? Forecasting employment in Germany.
Lehmann, Robert and Wohlrabe, Klaus (2013): Sectoral gross value-added forecasts at the regional level: Is there any information gain?
Leon, Jorge (2012): Managing the Uncertainty in the Hodrick Prescott Filter.
Li, Bing and Pei, Pei and Tan, Fei (2018): Credit Risk and Fiscal Inflation.
Liew, Venus Khim-Sen and Baharumshah, Ahmad Zubaidi and Puah, Chin-Hong (2009): Monetary Model of Exchange Rate for Thailand: Long-run Relationship and Monetary Restrictions. Forthcoming in: Global Economic Review
Liew, Venus Khim-Sen and Shitan, Mahendran and Hussain, Huzaimi (2000): Time series modelling and forecasting of Sarawak black pepper price. Published in: Jurnal Akademik, No. June (June 2003): pp. 39-55.
Liu, Chu-An (2013): Distribution Theory of the Least Squares Averaging Estimator.
Liu, Chu-An and Kuo, Biing-Shen (2016): Model Averaging in Predictive Regressions.
Liu, Chu-An and Tao, Jing (2016): Model selection and model averaging in nonparametric instrumental variables models.
Liu, Chun (2010): Marginal likelihood calculation for gelfand-dey and Chib Method.
Lord, Montague (1999): The Elasticities Approach to Egypt’s Balance of Payments and Equilibrium Exchange Rate.
Lord, Montague (1994): A Macroeconomic Model for Romania's Flexible Exchange Rate System.
Lord, Montague (2001): Macroeconomic Policies for Poverty Reduction in Cambodia.
Lord, Montague (2002): Modeling the Macro-Economy of Bangladesh.
Lorde, Troy and Francis, Brian and Waithe, Kimberly and Taylor, Timothy (2008): Interest Rate Determination in Small Developing Countries. Published in: Savings and Development , Vol. 32, No. 1 (2008): pp. 31-50.
M N, Nikhil and Chakraborty, Suman and B M, Lithin and Ledwani, Sanket (2022): Modeling Indian Bank Nifty volatility using univariate GARCH models. Published in: Banks and Bank Systems , Vol. 18, No. 1 (17 March 2023): pp. 127-138.
Macri, Joseph and Sinha, Dipendra (2007): Does Black’s Hypothesis for Output Variability Hold for Mexico?
Mailu, Stephen and Lukibisi, Barasa and Waithaka, Michael (2011): Application of various count models: Sahiwal demand from Naivasha.
Maiorova, Ksenia and Fokin, Nikita (2020): Наукастинг темпов роста стоимостных объемов экспорта и импорта по товарным группам.
Maldonado, Diego and Pazmiño, Mariela (2008): Nuevas Herramientas para la Administración del Riesgo Crediticio: El caso de una Cartera Crediticia Ecuatoriana. Published in: Cuestiones Económicas , Vol. 2, No. 2 (30 September 2008): pp. 5-75.
Malik, Sadia Mariam and Janjua, Yasin (2010): Geography, Institutions and Human Development: A Cross-Country Investigation Using Bayesian Model Averaging.
Mapa, Dennis and Beronilla, Nikkin (2008): Range-Based Models in Estimating Value-at-Risk (VaR). Published in: The Philippine Review of Economics , Vol. XLV, No. 2 (December 2008): pp. 87-100.
Mapa, Dennis S. (2003): A Range-Based GARCH Model for Forecasting Volatility. Published in: The Philippine Review of Economics , Vol. XL, No. 2 (December 2003): pp. 73-90.
Mapa, Dennis S. and Paz, Nino Joseph I. and Eustaquio, John D. and Mindanao, Miguel Antonio C. (2014): Forecasting Time-Varying Correlation using the Dynamic Conditional Correlation (DCC) Model.
Marchese, Malvina (2010): Time series models of GDP: a reappraisal. Forthcoming in: Economia Internazionale : pp. 1-29.
Marin, J. Miguel and Sucarrat, Genaro (2012): Financial Density Selection. Published in: The European Journal of Finance , Vol. 21, No. 13-14 (2015): pp. 1195-1213.
Martin, Eisele and Zhu, Junyi (2013): Multiple imputation in a complex household survey - the German Panel on Household Finances (PHF): challenges and solutions.
Marçal, Emerson F. and Valls Pereira, Pedro L. and Abbara, Omar (2009): Testing the long-run implications of the expectation hypothesis using cointegration techniques with structural change.
Mashabela, Juliet and Raputsoane, Leroi (2018): The behaviour of transitory and potential output over the economic cycle.
Mashabela, Juliet and Raputsoane, Leroi (2018): The behaviour of disaggregated output over the economic cycle.
Mason, Patrick L. (1994): An empirical derivation of the industry wage equation. Published in: Journal of Quantitative Economics , Vol. 10, No. 1 (1994): pp. 155-170.
Mbekeni, Lutho and Phiri, Andrew (2019): South African unemployment in the post-financial crisis era: What are the determinants?
Medel, Carlos and Pincheira, Pablo (2015): The Out-of-sample Performance of an Exact Median-Unbiased Estimator for the Near-Unity AR(1) Model.
Medel, Carlos A. (2012): ¿Akaike o Schwarz? ¿Cuál elegir para predecir el PIB chileno?
Medel, Carlos A. (2012): How informative are in-sample information criteria to forecasting? the case of Chilean GDP.
Medel, Carlos A. and Salgado, Sergio C. (2012): Does BIC Estimate and Forecast Better than AIC?
Melhem, Sadek and terraza, Michel and chikhi, Mohamed (2012): Cyclical Mackey Glass Model for Oil Bull Seasonal. Published in: The Journal of Energy and Development , Vol. 36, No. 2 (2012): pp. 165-178.
Mendonca, Gui Pedro (2008): Structural Breaks, Regime Change and Asymmetric Adjustment: A Short and Long Run Global Approach to the Output/Unemployment Dynamics.
Mendoza-Velázquez, Alfonso and Galvanovskis, Evalds (2009): Introducing the GED-Copula with an application to Financial Contagion in Latin America.
Mensah, Emmanuel Kwasi (2015): Box-Jenkins modelling and forecasting of Brent crude oil price.
Miguel, Belmonte and Gary, Koop and Dimitris, Korobilis (2011): Hierarchical shrinkage in time-varying parameter models.
Mitze, Timo (2010): Estimating Gravity Models of International Trade with Correlated Time-Fixed Regressors: To IV or not IV?
Mo, Pak Hung (2011): Minimum Wage Legislation and Economic Growth: Channels and Effects.
Moahmed Hassan, Hisham and Mahgoub Mohamed, Tariq (2014): Rainfall Drought Simulating Using Stochastic SARIMA Models for Gadaref Region, Sudan.
Moauro, Filippo (2010): A monthly indicator of employment in the euro area: real time analysis of indirect estimates.
Mohajan, Devajit (2023): Ponderal Index: An Important Anthropometric Indicator for Physical Growth. Published in: Journal of Innovations in Medical Research , Vol. 2, No. 6 (14 June 2023): pp. 15-19.
Mohajan, Devajit and Mohajan, Haradhan (2023): Economic Investigation of Lagrange Multiplier if Cost of Inputs and Budget Size of a Firm Increase: A Profit Maximization Endeavor. Published in: Annals of Spiru Haret University. Economic Series , Vol. 23, No. 2 (10 July 2023): pp. 340-364.
Mohajan, Devajit and Mohajan, Haradhan (2023): An Economical Study When Cost of Irregular Raw Materials of an Industry Increases for Nonlinear Budget Constraint. Published in: Law and Economy , Vol. 2, No. 7 (26 July 2023): pp. 24-43.
Mohajan, Devajit and Mohajan, Haradhan (2023): A Study on Nonlinear Budget Constraint of a Local Industrial Firm of Bangladesh: A Profit Maximization Investigation. Published in: Law and Economy , Vol. 2, No. 5 (12 May 2023): pp. 27-33.
Mohajan, Devajit and Mohajan, Haradhan (2023): Sensitivity Analysis between Lagrange Multipliers and Consumer Budget: Utility Maximization Case. Published in: Annals of Spiru Haret University Economic Series , Vol. 23, No. 1 (31 March 2023): pp. 167-185.
Mohajan, Devajit and Mohajan, Haradhan (2023): Sensitivity Analysis for Profit Maximization with Respect to Per Unit Cost of Subsidiary Raw Materials. Published in: Frontiers in Management Scienc , Vol. 2, No. 2 (28 February 2023): pp. 13-28.
Mohajan, Devajit and Mohajan, Haradhan (2022): Utility Maximization Analysis of an Organization: A Mathematical Economic Procedure. Published in: Law and Economy , Vol. 3, No. 1 (26 December 2022): pp. 1-15.
Mohajan, Haradhan (2011): The NNP and Sustainability in Open Economy: Highlights on Recent World Economy and on Open Economy of Bangladesh. Published in: KASBIT Business Journal , Vol. 4, No. 1 (30 June 2011): pp. 32-47.
Molnar, Jozsef and Violi, Roberto and Zhou, Xiaolan (2010): Multimarket Contact in Italian Retail Banking: Competition and Welfare. Forthcoming in: International Journal of Industrial Organization , Vol. 31, No. 5 (September 2013): pp. 368-381.
Mothuti, Gosego and Phiri, Andrew (2018): inflation-growth nexus in Botswana: Can lower inflation really spur growth in the country?
Motloja, Lehlohonolo and Makhoana, Tsholofelo and Kassoma, Rooyen and Houdman, Rozadian and Phiri, Andrew (2016): Changes in the optimal tax rate in South Africa prior and subsequent to the global recession period.
Mubarak, Fadhlul and Wulandya, Siti Arni and Seran, Karlina and Soleh, Agus M and Andriansyah, Andriansyah (2017): Pemodelan Tingkat Suku Bunga Surat Perbendaharaan Negara 3 Bulan. Published in: Kajian Ekonomi & Keuangan , Vol. 3, No. 1 (9 March 2018): pp. 217-228.
Muhammad, Fajar and Zelani, Nurfalah and Septiarida, Nonalisa (2020): Modeling of Poverty Determinants in Sumatera Island (Panel Regression Approach). Published in: International Journal of Scientific Research in Multidisciplinary Studies , Vol. 6, No. 12 (31 December 2020): pp. 34-41.
Mullat, Joseph E. (2020): Rational Choice Function Implementation for the German Stock Market Analysis.
Mutu, Simona and Breşfelean, Vasile Paul and Göndör, Mihaela (2011): The impact of the financial crisis on the interbank money markets behavior. Evidence from several CEE transition economies. Published in: Proceedings of the 13th International Conference on Finance and Banking No. ISBN 978-80-7248-753-0 (2012)
NR, Bhanumurthy and Kumawat, Lokendra (2009): External Shocks and the Indian Economy: Analyzing through a Small, Structural Quarterly Macroeconometric Model.
Nazir, Sidra (2017): Encompassing Of Nested and Non-nested Models:Energy-Growth Models.
Nchofoung, Tii and Asongu, Simplice (2021): ICT for Sustainable Development: Global Comparative Evidence of Globalisation Thresholds.
Nguyen, Duc Khuong and Walther, Thomas (2017): Modeling and forecasting commodity market volatility with long-term economic and financial variables.
Nonejad, Nima (2014): Particle Gibbs with Ancestor Sampling Methods for Unobserved Component Time Series Models with Heavy Tails, Serial Dependence and Structural Breaks.
Nwachukwu, Ifeanyi N. and Onyenweaku, Chris E. (2009): Allocative Efficiency among Fadama Fluted Pumkin Farmers in Imo State, Nigeria. Published in: International Journal of Agriculture and Rural Development , Vol. 11, No. 1 (9 December 2009): pp. 129-136.
Nyholm, Juho (2017): Residual-based diagnostic tests for noninvertible ARMA models.
Nyoni, Bothwell and Phiri, Andrew (2018): Renewable energy-economic growth nexus in South Africa: Linear, nonlinear or non-existent? Published in:
O'Hare, Colin and Li, Youwei (2014): Identifying structural breaks in stochastic mortality models. Forthcoming in: ASCE-ASME Journal of Risk and Uncertainty in Engineering Systems, Part B. Mechanical Engineering
O'Hare, Colin and Li, Youwei (2016): Modelling mortality: Are we heading in the right direction?
O'Hare, Colin and Li, Youwei (2016): Models of Mortality rates - analysing the residuals.
Ofori, Isaac K (2021): Catching The Drivers of Inclusive Growth In Sub-Saharan Africa: An Application of Machine Learning. Forthcoming in:
Okay, Nesrin (1998): Asymmetric Volatility Dynamics: Evidence From the Istanbul Stock Exchange. Published in: Business & Economics for the 21st Century, Anthology , Vol. II, No. ISBN: 0-9659831-1-0 (1998): pp. 207-216.
Olalude, Gbenga Adelekan and Olayinka, Hammed Abiola and Ankeli, Uchechi Constance (2020): Modelling and forecasting inflation rate in Nigeria using ARIMA models. Published in: KASU Journal of Mathematical Sciences , Vol. 1, No. 2 (6 January 2021): pp. 127-143.
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 (2007): A Normative Balance Dynamic Model of Regional Economy for Study Economic Integrations // Economic integration, competition and cooperation. 6th International Conference . 2007. Opatija - Croatia: University of Rijeka. April 19-20.(CD-Book: Session 6) 15 pp. Published in: (18 July 2007)
Omotosho, Babatunde S. and Doguwa, Sani I. (2012): Understanding the dynamics of inflation volatility in Nigeria: A GARCH perspective. Published in: CBN Journal of Applied Statistics , Vol. 3, No. 2 (1 June 2012): pp. 51-74.
Ortigueira, Luis C. (2010): Citizen Satisfaction with Local Public Policies: A Spanish Case Study Based on Image Strategy.
Owyang, Michael T. and Piger, Jeremy and Wall, Howard J. (2012): Forecasting national recessions using state-level data.
Ozun, Alper and Cifter, Atilla (2007): Nonlinear Combination of Financial Forecast with Genetic Algorithm.
Ozun, Alper and Cifter, Atilla and Yilmazer, Sait (2007): Filtered Extreme Value Theory for Value-At-Risk Estimation.
Pacifico, Antonio (2022): Hierarchical Bayesian Fuzzy Clustering Approach for High Dimensional Linear Time-Series. Forthcoming in: NA , Vol. NA, No. Fuzzy Clustering Analysis : pp. 1-30.
Palombizio, Ennio A. (2007): Mutual Funds and Segregated Funds: A Comparison.
Pedini, Luca and Severini, Sabrina (2022): Exploring the hedge, diversifier and safe haven properties of ESG investments: A cross-quantilogram analysis.
Peng, Fei and Kang, Lili and Jiang, Jun (2011): Selection and institutional shareholder activism in Chinese acquisitions. Published in: Management Decision , Vol. 51, No. 1 (February 2013): pp. 141-162.
Perdomo Calvo, Jorge Andrés (2015): The Effects of the Bus Rapid Transit Infrastructure on the Property Values in Colombia. Published in: Travel Behaviour and Society , Vol. 6, (25 August 2016): pp. 90-99.
Phiri, Andrew (2016): Asymmetric pass-through effects from monetary policy to housing prices in South Africa.
Phiri, Andrew (2018): Endogenous monetary approach to optimal inflation-growth nexus in Swaziland.
Phiri, Andrew (2017): The Feldstein-Horioka puzzle and the global recession period: Evidence from South Africa using asymmetric cointegration analysis.
Phiri, Andrew (2020): Genetic diversity, disease prevalence and the coronavirus pandemic.
Phiri, Andrew (2017): Has the South African Reserve Bank responded to equity prices since the sub-prime crisis? An asymmetric convergence approach.
Phiri, Andrew (2016): Long run equilibrium adjustment between inflation and stock market returns in South Africa: A nonlinear perspective.
Phiri, Andrew (2018): Pursuing the Phillips curve in an African monarchy: The Swazi case.
Phiri, Andrew (2018): Robust analysis of convergence in per capita GDP in BRICS economies.
Phiri, Andrew (2017): Threshold convergence between the federal fund rate and South African equity returns around the colocation period.
Pieroni, Luca and d'Agostino, Giorgio and Bartolucci, Francesco (2013): Identifying corruption through latent class models: evidence from transition economies.
Pincheira, Pablo (2017): A Power Booster Factor for Out-of-Sample Tests of Predictability.
Pincheira, Pablo and Hardy, Nicolas (2022): Correlation Based Tests of Predictability.
Pincheira, Pablo and Hardy, Nicolas (2021): The Mean Squared Prediction Error Paradox.
Pincheira, Pablo and Hardy, Nicolas (2020): The Mean Squared Prediction Error Paradox: A summary.
Pincheira, Pablo and Hardy, Nicolas (2018): The predictive relationship between exchange rate expectations and base metal prices.
Pincheira, Pablo and Hardy, Nicolas and Bentancor, Andrea and Henriquez, Cristóbal and Tapia, Ignacio (2021): Forecasting Base Metal Prices with an International Stock Index.
Pincheira, Pablo and Hardy, Nicolás (2019): Forecasting Aluminum Prices with Commodity Currencies.
Pincheira, Pablo and Hernández, Ana María (2019): Forecasting Unemployment Rates with International Factors.
Pincheira, Pablo and Jarsun, Nabil (2020): Summary of the Paper Entitled: Forecasting Fuel Prices with the Chilean Exchange Rate.
Pincheira, Pablo and Neumann, Federico (2018): Can we beat the Random Walk? The case of survey-based exchange rate forecasts in Chile.
Piribauer, Philipp and Fischer, Manfred M. (2014): Model uncertainty in matrix exponential spatial growth regression models. Published in: Geographical Analysis , Vol. 47, No. 3 (2015): pp. 240-261.
Ponomareva, Natalia and Sheen, Jeffrey and Wang, Ben (2015): The Common Factor of Bilateral U.S. Exchange Rates: What is it Related to?
Proietti, Tommaso (2009): The Multistep Beveridge-Nelson Decomposition.
Proietti, Tommaso and Luati, Alessandra (2013): The Exponential Model for the Spectrum of a Time Series: Extensions and Applications.
Prowse, Victoria (2012): Modeling employment dynamics with state dependence and unobserved heterogeneity.
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 (2011): Distributional results for thresholding estimators in high-dimensional Gaussian regression models.
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.
Qin, Duo and He, Xinhua (2011): Globalisation effect on inflation in the great moderation era: new evidence from G10 countries.
Quaas, Georg (2006): Ganzheitliche Wirkungen von Dummyvariablen auf die Prognosegenauigkeit ökonometrischer Modelle – analysiert am Beispiel des RWI-Konjunkturmodells KM59.
Rajaraman, Indira and Goyal, Rajan and Khundrakpam, Jeevan Kumar (2006): Tax Buoyancy Estimates for Indian States. Published in: Economic and Political Weekly , Vol. 41, No. 16 (22 April 2006): pp. 1570-1573.
Rao, B. Bhaskara and Rao, Gyaneshwar (2007): Structural breaks and energy efficiency in Fiji.
Rao, Surekha and Ghali, Moheb and Krieg, John (2008): On the J-test for nonnested hypotheses and Bayesian extension.
Rehman, Atiq-ur- and Malik, Muhammad Irfan (2014): The modified R a robust measure of association for time series. Published in: Electronic Journal of Applied Statistical Analysis , Vol. 7, No. 1 (26 April 2014): pp. 1-13.
Riccetti, Luca and Russo, Alberto and Gallegati, Mauro (2015): Stock Market Dynamics, Leveraged Network-Based Financial Accelerator and Monetary Policy.
Rodríguez, Carlos A. (2004): A P* Model of Inflation in Puerto Rico. Published in: American Review of Political Economy , Vol. 2, No. 2 (September 2004): pp. 16-41.
Rossi, Barbara and Wang, Yiru (2019): Vector autoregressive-based Granger causality test in the presence of instabilities. Published in: The Stata Journal , Vol. 19, No. 4 (December 2019): pp. 883-899.
Rossi, Eduardo and Spazzini, Filippo (2008): Model and distribution uncertainty in multivariate GARCH estimation: a Monte Carlo analysis.
Rubio, Gonzalo and Lozano, Martin (2009): Evaluating alternative methods for testing asset pricing models with historical data. Forthcoming in: Journal of Empirical Finance
Ruja, Catalin (2014): Macro Stress-Testing Credit Risk in Romanian Banking System.
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)
Sabaj, Ernil and Kahveci, Mustafa (2018): Forecasting tax revenues in an emerging economy: The case of Albania.
Santos, Edward P. and Mapa, Dennis S. and Glindro, Eloisa T. (2011): Estimating Inflation-at-Risk (IaR) using Extreme Value Theory (EVT).
Sen, S. K. and Mukhopadhyay, I and Gupta, S (2011): A Game Theoretic Analysis of a Regional Approach toward the Sustainability of Kolkata-Agartala Transit Route.
Sen, S. K. and Mukhopadhyay, I and Gupta, S (2011): Optimal pricing policy of continental transit route: a study of Kolkata-Agartala transit route.
Shamiri, Ahmed and Shaari, Abu Hassan and Isa, Zaidi (2007): Practical Volatility Modeling for Financial Market Risk Management.
Shijaku, Gerti (2016): The role of money as an important pillar for monetary policy: the case of Albania. Published in:
Shijaku, Gerti and Dushku, Elona (2017): Foreign reserve holdings: an extended study through risk-inspired motives. Published in: Economic Review, Bank of Albania No. 2016 H2 (2017): pp. 40-51.
Shobande, Olatunji and Asongu, Simplice A (2022): The Critical Role of Education and ICT in Promoting Environmental Sustainability in Eastern and Southern Africa: A Panel VAR Approach. Published in: Technological Forecasting and Social Chang , Vol. 176, No. March (March 2022): p. 121480.
Simwaka, Kisu (2012): Testing for time-varying fractional cointegration using the bootstrap approach.
Sinha, Pankaj and Agnihotri, Shalini (2014): Sensitivity of Value at Risk estimation to NonNormality of returns and Market capitalization.
Sirucek, Martin (2012): The impact of money supply on stock prices and stock bubbles. Forthcoming in:
Situngkir, Hokky (2011): Pengertian dari dan untuk ketakmengertian: Social Complexity sebagai cara pandang baru dalam memahami fenomena sosial. Published in: Seminar Nasional Statistika, Universitas Gadjah Mada Yogyakarta, 14 Mei 2011
Situngkir, Hokky and Surya, Yohanes (2006): Kerangka Kerja Ekonofisika dalam Basel II. Published in:
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.
Steel, Mark F. J. (2017): Model Averaging and its Use in Economics.
Steel, Mark F. J. (2017): Model Averaging and its Use in Economics. Forthcoming in: Journal of Economic Literature No. forthcoming
Subramaniam, Viswanatha (2021): Developmment aceleration - a practical methodology.
Subramaniam, Viswanatha (1975): Productivity Implications of Performance Appraisal System (Full Version). Published in: Amazon , Vol. 1, No. 3838374363 (14 June 2010): pp. 1-47.
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.
Tan, Fei (2018): A Frequency-Domain Approach to Dynamic Macroeconomic Models.
Tapa, Nosipho and Tom, Zandile and Lekoma, Molebogeng and Ebersohn, J. and Phiri, Andrew (2016): The unemployment-stock market relationship in South Africa: Evidence from symmetric and asymmetric cointegration models.
Tchamyou, Vanessa and Asongu, Simplice (2017): Conditional Market Timing in the Mutual Fund Industry. Published in: Research in International Business and Finance , Vol. 42, No. December (December 2017): pp. 1355-1366.
Teneng, Dean (2012): Modeling and forecasting foreign exchange daily closing prices with normal inverse Gaussian.
Teneng, Dean (2013): NIG-Levy process in asset price modeling: case of Estonian companies. Published in: Proceedings of 30th International Conference Mathematical Methods in Economics , Vol. 2, (11 September 2012): pp. 891-896.
Teneng, Dean (2013): Outperforming the naïve Random Walk forecast of foreign exchange daily closing prices using Variance Gamma and normal inverse Gaussian Levy processes.
Teneng, Dean (2013): A note on NIG-Levy process in asset price modeling: case of Estonian companies.
Tommaso, Proietti and Helmut, Luetkepohl (2011): Does the Box-Cox transformation help in forecasting macroeconomic time series?
Travaglini, Guido (2011): Principal Components and Factor Analysis. A Comparative Study.
Tsyplakov, Alexander (2011): Evaluating density forecasts: a comment.
Tsyplakov, Alexander (2013): Evaluation of Probabilistic Forecasts: Proper Scoring Rules and Moments.
Tsyplakov, Alexander (2014): Theoretical guidelines for a partially informed forecast examiner.
Tuysuz, Sukriye and Kuhry, Yves (2007): Interactions between interest rates and the transmission of monetary and economic news: the cases of US and UK.
Tóth, Peter (2014): Malý dynamický faktorový model na krátkodobé prognózovanie slovenského HDP.
Tóth, Peter (2017): Nowcasting Slovak GDP by a Small Dynamic Factor Model. Forthcoming in: Ekonomický časopis / Journal of Economics , Vol. 65, No. 2 (2017)
Valadkhani, Abbas (2006): Macroeconometric Modelling in an Oil-Exporting Country: The case of Iran. Published in: Journal of Energy and Development , Vol. 31, No. 2 (2006): pp. 261-282.
Valdivia, Daney and Loayza, Lilian (2010): Adopción de metas de inflación y su impacto en las expectativas de inflación y volatilidad del crecimiento económico: evidencia empírica para Bolivia.
Vanschoonbeek, Jakob (2024): The Spatial Political Economy of Discontent.
Varga, Gyorgy (2009): Teste de Modelos Estatísticos para a Estrutura a Termo no Brasil. Published in: Revista Brasileira de Economia , Vol. 63, No. 4 : pp. 361-394.
Vayi, Xolisa and Phiri, Andrew (2018): A sequential panel selection approach to cointegration analysis: An application to Wagner's law for South African provincial data.
Visser, Marcel P. (2008): Ranking and Combining Volatility Proxies for Garch and Stochastic Volatility Models.
Wagatha, Matthias (2007): Integration, Kointegration und die Langzeitprognose von Kreditausfallzyklen.
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.
Wittenberg, Martin (2007): Testing for a common latent variable in a linear regression.
Wlazlowski, Szymon and Binner, Jane and Giulietti, Monica and Joseph, Nathan (2006): Non-linearities in mark-up on costs. Published in: Aston Working Papers No. 2006 (2006): pp. 1-21.
Wong, Maisy (2010): The Relationship between Marginal Willingness-to-Pay in the Hedonic and Discrete Choice Models.
Xiao, Tim (2019): Bilateral Defaultable Financial Derivatives Pricing and Credit Valuation Adjustment.
Xiao, Tim (2019): Pricing Interest Rate Swap Subject to Bilateral Counterparty Risk.
Xu, Ning and Hong, Jian and Fisher, Timothy (2016): Finite-sample and asymptotic analysis of generalization ability with an application to penalized regression.
Xu, Ning and Hong, Jian and Fisher, Timothy (2016): Model selection consistency from the perspective of generalization ability and VC theory with an application to Lasso.
Yan, Jin and Yoo, Hong Il (2014): The seeming unreliability of rank-ordered data as a consequence of model misspecification.
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 (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 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
Yeboah Asuamah, Samuel (2015): An econometric investigation of forecasting liquefied petroleum gas in Ghana.
Yin, Ming (2015): Estimating Gaussian Mixture Autoregressive model with Sequential Monte Carlo algorithm: A parallel GPU implementation.
Zagaglia, Paolo (2014): International portfolio allocation with European fixed-income funds: What scope for Italian funds?
Zarei, Samira (2019): How do Real Exchange Rate Movements Affect the Economic Growth in Iran?
Zhou, Siwen (2018): Exploring the Driving Forces of the Bitcoin Exchange Rate Dynamics: An EGARCH Approach.
Zhu, Ke (2012): A mixed portmanteau test for ARMA-GARCH model by the quasi-maximum exponential likelihood estimation approach.
Zhu, Ke and Li, Wai Keung and Yu, Philip L.H. (2014): Buffered autoregressive models with conditional heteroscedasticity: An application to exchange rates.
Contact us: mpra@ub.uni-muenchen.de
This repository has been built using EPrints software.
MPRA is a RePEc service hosted by .