Click on a JEL code in the table to view all with that code
# Sort descending Author(s) Title Year JEL Codes
1316 James M. Nason, Gregor W. Smith Measuring The Slowly Evolving Trend In Us Inflation With Professional Forecasts 2013 E31, E37
1317 Mei Li, Frank Milne, Junfeng Qiu Central Bank Screening, Moral Hazard, And The Lender Of Last Resort Policy 2013 D82, G2
1318 James G. MacKinnon, Russell Davidson Bootstrap Tests For Overidentification In Linear Regression Models 2014 C10, C12, C15, C30
1319 Jeffrey Penney Hypothesis Testing For Arbitrary Bounds 2013 C12, C18
1320 Dan Usher (1934-2017) Two Sources Of Bias In Estimating The Peak Of The Laffer Curve 2013 H21, H26
1321 Jean-Etienne de Bettignies, Jan Zabojnik Information Sharing And Incentives In Organizations 2013 D21, D82, L23
1322 Edi Karni, Marie-Louise Vierø Awareness Of Unawareness: A Theory Of Decision Making In The Face Of Ignorance 2014 D8, D81, D83
1323 Marco Cozzi The Krusell-smith Algorithm: Are Self-fulfilling Equilibria Likely? 2014 C63, C68, E21, E32
1324 Giuseppe Cavaliere, Morten Ørregaard Nielsen, A.M. Robert Taylor Quasi-maximum Likelihood Estimation And Bootstrap Inference In Fractional Time Series Models With Heteroskedasticity Of Unknown Form 2016 C12, C13, C22
1325 Jan Zabojnik Stock-based Compensation Plans And Employee Incentives 2014 D86, J33, M52
1326 Maggie Jones, Morten Ørregaard Nielsen, Michal Ksawery Popiel A Fractionally Cointegrated Var Analysis Of Economic Voting And Political Support 2014 C32, D72
1327 Sepideh Dolatabadi, Ke Xu, Morten Ørregaard Nielsen A Fractionally Cointegrated Var Model With Deterministic Trends And Application To Commodity Futures Markets 2015 C32, G14
1328 Sepideh Dolatabadi, Ke Xu, Morten Ørregaard Nielsen A Fractionally Cointegrated Var Analysis Of Price Discovery In Commodity Futures Markets 2014 C32, G13
1329 James G. MacKinnon Wild Cluster Bootstrap Confidence Intervals 2014 C15, C21, C23
1330 Morten Ørregaard Nielsen, Michal Ksawery Popiel A Matlab Program And User's Guide For The Fractionally Cointegrated Var Model 2018 C22, C32
1331 Allen Head, Huw Lloyd-Ellis Has Canadian House Price Growth Been Excessive? 2016 R10, R21, G12
1332 Michal Ksawery Popiel Addiction And Network Influence 2014 C70, D01, I18
1333 Marco Cozzi Heterogeneity In Macroeconomics And The Minimal Econometric Interpretation For Model Comparison 2014 C63, C68, E21, E32, D52, D58
1334 Dan Usher (1934-2017) How High Might The Revenue-maximizing Tax Rate Be? 2014 H21, H23
1335 Jonathan Chiu, Thorsten V. Koeppl Livin' On The Edge With Ratings: Liquidity, Efficiency And Stability 2014 G01, G14, G18
1336 David Byrne, Masayuki Hirukawa, Susumu Imai, Vasilis Sarafidis Instrument-free Identification And Estimation Of Differentiated Products Models 2015 C13, C14, L13, L41
1337 Sepideh Dolatabadi, Ke Xu, Morten Ørregaard Nielsen, Paresh Kumar Narayan Economic Significance Of Commodity Return Forecasts From The Fractionally Cointegrated Var Model 2017 C32, G11
1338 Giulio Fella, Marco Cozzi Job Displacement Risk And Severance Pay 2015 E24, D52, D58, J65
1339 John Hartwick Laffer Curves And Public Goods 2015 H22, H24, H41
1341 Cheng Li, Christopher Cotton Clueless Politicians 2016 C72, D72