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Clive Bowsher

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Clive G. Bowsher & Roland Meeks, 2008. "The dynamics of economics functions: modelling and forecasting the yield curve," Working Papers 0804, Federal Reserve Bank of Dallas.

    Cited by:

    1. David Hendry & Andrew B. Martinez, 2016. "Evaluating Multi-Step System Forecasts with Relatively Few Forecast-Error Observations," Economics Series Working Papers 784, University of Oxford, Department of Economics.
    2. Jose Vicente & Benjamin M. Tabak, 2007. "Forecasting Bonds Yields in the Brazilian Fixed Income Market," Working Papers Series 141, Central Bank of Brazil, Research Department.
    3. Borus Jungbacker & Siem Jan Koopman & Michel van der Wel, 2009. "Smooth Dynamic Factor Analysis with an Application to the U.S. Term Structure of Interest Rates," CREATES Research Papers 2009-39, Department of Economics and Business Economics, Aarhus University.
    4. Harvey,Andrew C., 2013. "Dynamic Models for Volatility and Heavy Tails," Cambridge Books, Cambridge University Press, number 9781107630024, September.
    5. Jens H. E. Christensen & Francis X. Diebold & Glenn D. Rudebusch, 2008. "An Arbitrage-Free Generalized Nelson-Siegel Term Structure Model," PIER Working Paper Archive 08-030, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
    6. Härdle, Wolfgang Karl & Majer, Piotr, 2012. "Yield curve modeling and forecasting using semiparametric factor dynamics," SFB 649 Discussion Papers 2012-048, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    7. Gregory R. Duffee, 2012. "Forecasting interest rates," Economics Working Paper Archive 599, The Johns Hopkins University,Department of Economics.
    8. Benjamin M. Tabak & Daniel O. Cajueiro & Alexandre B. Sollaci, 2011. "Forecasting the Yield Curve for the Euro Region," Working Papers Series 247, Central Bank of Brazil, Research Department.
    9. Dick Dijk & Siem Jan Koopman & Michel Wel & Jonathan H. Wright, 2014. "Forecasting interest rates with shifting endpoints," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 29(5), pages 693-712, August.
    10. Hitesh Doshi & Kris Jacobs & Rui Liu, 2021. "Information in the Term Structure: A Forecasting Perspective," Management Science, INFORMS, vol. 67(8), pages 5255-5277, August.
    11. Ito, Ryoko, 2013. "Modeling Dynamic Diurnal Patterns in High-Frequency Financial Data," Cambridge Working Papers in Economics 1315, Faculty of Economics, University of Cambridge.
    12. Koopman, Siem Jan & van der Wel, Michel, 2013. "Forecasting the US term structure of interest rates using a macroeconomic smooth dynamic factor model," International Journal of Forecasting, Elsevier, vol. 29(4), pages 676-694.
    13. Piero C. Kauffmann & Hellinton H. Takada & Ana T. Terada & Julio M. Stern, 2022. "Learning Forecast-Efficient Yield Curve Factor Decompositions with Neural Networks," Econometrics, MDPI, vol. 10(2), pages 1-15, March.
    14. Meeks, Roland & Monti, Francesca, 2023. "Heterogeneous beliefs and the Phillips curve," Journal of Monetary Economics, Elsevier, vol. 139(C), pages 41-54.
    15. Borus Jungbacker & Siem Jan Koopman & Michel van der Wel, 0000. "Dynamic Factor Models with Smooth Loadings for Analyzing the Term Structure of Interest Rates," Tinbergen Institute Discussion Papers 09-041/4, Tinbergen Institute, revised 17 Sep 2010.
    16. Abakah, Emmanuel Joel Aikins & Gil-Alana, Luis A., 2022. "Persistence in US Treasury bonds," Finance Research Letters, Elsevier, vol. 45(C).
    17. Bekker, Paul A., 2017. "Interpretable Parsimonious Arbitrage-free Modeling of the Yield Curve," Research Report 17009-EEF, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
    18. Caio Almeida & Kym Ardison & Daniela Kubudi & Axel Simonsen & José Vicente, 2018. "Forecasting Bond Yields with Segmented Term Structure Models," Journal of Financial Econometrics, Oxford University Press, vol. 16(1), pages 1-33.
    19. Joao Frois Caldeira & Guilherme Valle Moura & Marcelo Savino Portugal, 2011. "Efficient Interest Ratecurve Estimation And Forecasting In Brazil," Anais do XXXVII Encontro Nacional de Economia [Proceedings of the 37th Brazilian Economics Meeting] 133, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
    20. Rui Chen & Jiri Svec & Maurice Peat, 2016. "Forecasting the Government Bond Term Structure in Australia," Australian Economic Papers, Wiley Blackwell, vol. 55(2), pages 99-111, June.
    21. Ito, R., 2016. "Spline-DCS for Forecasting Trade Volume in High-Frequency Finance," Cambridge Working Papers in Economics 1606, Faculty of Economics, University of Cambridge.
    22. Hugh Christensen & Simon Godsill & Richard E Turner, 2020. "Hidden Markov Models Applied To Intraday Momentum Trading With Side Information," Papers 2006.08307, arXiv.org.
    23. Zongwu Cai & Jiazi Chen & Linlin Niu, 2021. "A Semiparametric Model for Bond Pricing with Life Cycle Fundamental," Working Papers 2021-01-06, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
    24. Feng, Pan & Qian, Junhui, 2018. "Forecasting the yield curve using a dynamic natural cubic spline model," Economics Letters, Elsevier, vol. 168(C), pages 73-76.
    25. A E Clements & A S Hurn & K A Lindsay & V Volkov, 2023. "Estimating a Non-parametric Memory Kernel for Mutually Exciting Point Processes," Journal of Financial Econometrics, Oxford University Press, vol. 21(5), pages 1759-1790.
    26. van Delft, Anne & Eichler, Michael, 2017. "Locally Stationary Functional Time Series," LIDAM Discussion Papers ISBA 2017023, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    27. Zongwu Cai & Jiazi Chen & Linlin Liu, 2021. "Estimating Impact of Age Distribution on Bond Pricing: A Semiparametric Functional Data Analysis Approach," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202102, University of Kansas, Department of Economics, revised Jan 2021.

  2. Clive G. Bowsher & Roland Meeks, 2008. "Stationarity and the term structure of interest rates: a characterisation of stationary and unit root yield curves," Working Papers 0811, Federal Reserve Bank of Dallas.

    Cited by:

    1. Belke, Ansgar & Gros, Daniel, 2021. "QE in the euro area: Has the PSPP benefited peripheral bonds?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 73(C).
    2. Gordon H. Dash & Nina Kajiji & Domenic Vonella, 2018. "The role of supervised learning in the decision process to fair trade US municipal debt," EURO Journal on Decision Processes, Springer;EURO - The Association of European Operational Research Societies, vol. 6(1), pages 139-168, June.

  3. Clive Bowsher & Roland Meeks, 2006. "High Dimensional Yield Curves: Models and Forecasting," Economics Papers 2006-W12, Economics Group, Nuffield College, University of Oxford.

    Cited by:

    1. Almeida, Caio Ibsen Rodrigues de & Vicente, José, 2007. "The role of no-arbitrage on forecasting: lessons from a parametric term structure model," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 657, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
    2. Siem Jan Koopman & Max I.P. Mallee & Michel van der Wel, 2007. "Analyzing the Term Structure of Interest Rates using the Dynamic Nelson-Siegel Model with Time-Varying Parameters," Tinbergen Institute Discussion Papers 07-095/4, Tinbergen Institute.
    3. Song Song & Wolfgang K. Härdle & Ya'acov Ritov, 2014. "Generalized dynamic semi‐parametric factor models for high‐dimensional non‐stationary time series," Econometrics Journal, Royal Economic Society, vol. 17(2), pages 101-131, June.

  4. Clive G. Bowsher, 2004. "Modelling the Dynamics of Cross-Sectional Price Functions: an Econometric Analysis of the Bid and Ask Curves of an Automated Exchange," Economics Papers 2004-W21, Economics Group, Nuffield College, University of Oxford.

    Cited by:

    1. Clive Bowsher & Roland Meeks, 2006. "High Dimensional Yield Curves: Models and Forecasting," Economics Series Working Papers 2006-FE-11, University of Oxford, Department of Economics.
    2. Clive G. Bowsher & Roland Meeks, 2008. "The dynamics of economics functions: modelling and forecasting the yield curve," Working Papers 0804, Federal Reserve Bank of Dallas.
    3. Holmberg, Ulf, 2012. "Essays on Credit Markets and Banking," Umeå Economic Studies 840, Umeå University, Department of Economics.
    4. Ziel, Florian & Steinert, Rick, 2016. "Electricity price forecasting using sale and purchase curves: The X-Model," Energy Economics, Elsevier, vol. 59(C), pages 435-454.
    5. Florian Ziel & Rick Steinert, 2015. "Electricity Price Forecasting using Sale and Purchase Curves: The X-Model," Papers 1509.00372, arXiv.org, revised Aug 2016.

  5. Clive Bowsher, 2002. "Modelling Security Market Events in Continuous Time: Intensity based, Multivariate Point Process Models," Economics Papers 2002-W22, Economics Group, Nuffield College, University of Oxford.

    Cited by:

    1. Maxime Morariu-Patrichi & Mikko S. Pakkanen, 2018. "State-dependent Hawkes processes and their application to limit order book modelling," Papers 1809.08060, arXiv.org, revised Sep 2021.
    2. Rachele Foschi & Francesca Lilla & Cecilia Mancini, 2020. "Warnings about future jumps: properties of the exponential Hawkes model," Working Papers 13/2020, University of Verona, Department of Economics.
    3. Katarzyna Bień-Barkowska, 2014. "“Every move you make, every step you take, I’ll be watching you” – the quest for hidden orders in the interbank FX spot market," Bank i Kredyt, Narodowy Bank Polski, vol. 45(3), pages 197-224.
    4. Adam Clements & Yin Liao, 2014. "The role in index jumps and cojumps in forecasting stock index volatility: Evidence from the Dow Jones index," NCER Working Paper Series 101, National Centre for Econometric Research.
    5. Christophe M. Boucher & Bertrand B. Maillet, 2013. "Learning by Failing: A Simple VaR Buffer," Financial Markets, Institutions & Instruments, John Wiley & Sons, vol. 22(2), pages 113-127, May.
    6. Clements, A.E. & Herrera, R. & Hurn, A.S., 2015. "Modelling interregional links in electricity price spikes," Energy Economics, Elsevier, vol. 51(C), pages 383-393.
    7. Ole E. Barndorff-Nielsen & Neil Shephard, 2005. "Variation, jumps, market frictions and high frequency data in financial econometrics," OFRC Working Papers Series 2005fe08, Oxford Financial Research Centre.
    8. Ioane Muni Toke & Fabrizio Pomponio, 2012. "Modelling Trades-Through in a Limit Order Book Using Hawkes Processes," Post-Print hal-00745554, HAL.
    9. Clive G. Bowsher, 2005. "Modelling Security Market Events in Continuous Time: Intensity Based, Multivariate Point Process Models," Economics Papers 2005-W26, Economics Group, Nuffield College, University of Oxford.
    10. Francine Gresnigt & Erik Kole & Philip Hans Franses, 2017. "Specification Testing in Hawkes Models," Journal of Financial Econometrics, Oxford University Press, vol. 15(1), pages 139-171.
    11. Anthony D. Hall & Nikolaus Hautsch, 2004. "Order Aggressiveness and Order Book Dynamics," FRU Working Papers 2005/04, University of Copenhagen. Department of Economics. Finance Research Unit.
    12. Kramer, Anke & Kiesel, Rüdiger, 2021. "Exogenous factors for order arrivals on the intraday electricity market," Energy Economics, Elsevier, vol. 97(C).
    13. Angelos Dassios & Jiwook Jang & Hongbiao Zhao, 2019. "A Generalised CIR Process with Externally-Exciting and Self-Exciting Jumps and Its Applications in Insurance and Finance," Risks, MDPI, vol. 7(4), pages 1-18, October.
    14. Toke, Ioane Muni & Pomponio, Fabrizio, 2011. "Modelling trades-through in a limited order book using Hawkes processes," Economics Discussion Papers 2011-32, Kiel Institute for the World Economy (IfW Kiel).
    15. Qi Guo & Bruno Remillard & Anatoliy Swishchuk, 2020. "Multivariate General Compound Point Processes in Limit Order Books," Risks, MDPI, vol. 8(3), pages 1-20, September.
    16. Xuefeng Gao & Xiang Zhou & Lingjiong Zhu, 2017. "Transform Analysis for Hawkes Processes with Applications in Dark Pool Trading," Papers 1710.01452, arXiv.org.
    17. Ioane Muni Toke, 2016. "Reconstruction of Order Flows using Aggregated Data," Post-Print hal-01705074, HAL.
    18. Chen, Zezhun & Dassios, Angelos, 2022. "Cluster point processes and Poisson thinning INARMA," LSE Research Online Documents on Economics 113652, London School of Economics and Political Science, LSE Library.
    19. Fan, Lina & Yang, Hao & Zhai, Jia & Zhang, Xiaotao, 2023. "Forecasting stock volatility during the stock market crash period: The role of Hawkes process," Finance Research Letters, Elsevier, vol. 55(PA).
    20. Hai-Chuan Xu & Wei-Xing Zhou, 2018. "Modeling aggressive market order placements with Hawkes factor models," Papers 1811.08076, arXiv.org.
    21. Jeremy Large, 2004. "Cancellation and uncertainty aversion on limit order books," Economics Series Working Papers 2004-FE-04, University of Oxford, Department of Economics.
    22. Fernanda Fuentes & Rodrigo Herrera & Adam Clements, 2016. "Modelling Extreme Risks in Commodities and Commodity Currencies," NCER Working Paper Series 115, National Centre for Econometric Research.
    23. Xiaofei Lu & Frédéric Abergel, 2017. "Limit order book modelling with high dimensional Hawkes processes," Working Papers hal-01512430, HAL.
    24. Roueff, Francois & von Sachs, Rainer & Sansonnet, Laure, 2015. "Time-frequency analysis of locally stationary Hawkes processes," LIDAM Discussion Papers ISBA 2015011, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    25. Ting Wang & Mark Bebbington & David Harte, 2012. "Markov-modulated Hawkes process with stepwise decay," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 64(3), pages 521-544, June.
    26. D’Amico, Guglielmo & Petroni, Filippo, 2018. "Copula based multivariate semi-Markov models with applications in high-frequency finance," European Journal of Operational Research, Elsevier, vol. 267(2), pages 765-777.
    27. BAUWENS, Luc & HAUTSCH, Nikolaus, 2009. "Modelling financial high frequency data using point processes," LIDAM Reprints CORE 2123, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    28. Ioane Muni Toke, 2016. "Reconstruction of Order Flows using Aggregated Data," Papers 1604.02759, arXiv.org.
    29. Omar Euch & Masaaki Fukasawa & Mathieu Rosenbaum, 2018. "The microstructural foundations of leverage effect and rough volatility," Finance and Stochastics, Springer, vol. 22(2), pages 241-280, April.
    30. Hyun Jin Jang & Kiseop Lee & Kyungsub Lee, 2020. "Systemic Risk in Market Microstructure of Crude Oil and Gasoline Futures Prices: A Hawkes Flocking Model Approach," Papers 2012.04181, arXiv.org.
    31. Lee, Kyungsub & Seo, Byoung Ki, 2017. "Modeling microstructure price dynamics with symmetric Hawkes and diffusion model using ultra-high-frequency stock data," Journal of Economic Dynamics and Control, Elsevier, vol. 79(C), pages 154-183.
    32. Wen Cao & Clifford Hurvich & Philippe Soulier, 2012. "Drift in Transaction-Level Asset Price Models," Working Papers hal-00756372, HAL.
    33. Cavaliere, Giuseppe & Lu, Ye & Rahbek, Anders & Stærk-Østergaard, Jacob, 2023. "Bootstrap inference for Hawkes and general point processes," Journal of Econometrics, Elsevier, vol. 235(1), pages 133-165.
    34. Sönksen, Jantje & Grammig, Joachim, 2021. "Empirical asset pricing with multi-period disaster risk: A simulation-based approach," Journal of Econometrics, Elsevier, vol. 222(1), pages 805-832.
    35. Large, Jeremy, 2007. "Measuring the resiliency of an electronic limit order book," Journal of Financial Markets, Elsevier, vol. 10(1), pages 1-25, February.
    36. Anthony D. Hall & Nikolaus Hautsch, 2004. "A Continuous-Time Measurement of the Buy-Sell Pressure in a Limit Order Book Market," FRU Working Papers 2004/03, University of Copenhagen. Department of Economics. Finance Research Unit.
    37. Dassios, Angelos & Zhao, Hongbiao, 2017. "A generalised contagion process with an application to credit risk," LSE Research Online Documents on Economics 68558, London School of Economics and Political Science, LSE Library.
    38. BAUWENS, Luc & HAUTSCH, Nikolaus, 2003. "Dynamic latent factor models for intensity processes," LIDAM Discussion Papers CORE 2003103, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    39. Hainaut, Donatien, 2023. "A mutually exciting rough jump diffusion for financial modelling," LIDAM Discussion Papers ISBA 2023011, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    40. Lee Kyungsub, 2024. "Multi-kernel property in high-frequency price dynamics under Hawkes model," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 28(4), pages 605-624.
    41. Wu, Zhengxiao, 2012. "On the intraday periodicity duration adjustment of high-frequency data," Journal of Empirical Finance, Elsevier, vol. 19(2), pages 282-291.
    42. Oliver Grothe & Volodymyr Korniichuk & Hans Manner, 2012. "Modeling Multivariate Extreme Events Using Self-Exciting Point Processes," Cologne Graduate School Working Paper Series 03-06, Cologne Graduate School in Management, Economics and Social Sciences, revised 20 Jun 2013.
    43. Lizhen Xu & Jason A. Duan & Andrew Whinston, 2014. "Path to Purchase: A Mutually Exciting Point Process Model for Online Advertising and Conversion," Management Science, INFORMS, vol. 60(6), pages 1392-1412, June.
    44. Boswijk, H. Peter & Laeven, Roger J.A. & Yang, Xiye, 2018. "Testing for self-excitation in jumps," Journal of Econometrics, Elsevier, vol. 203(2), pages 256-266.
    45. Roger Martins & Dieter Hendricks, 2016. "The statistical significance of multivariate Hawkes processes fitted to limit order book data," Papers 1604.01824, arXiv.org, revised Apr 2016.
    46. Hurvich, Cliiford & Wang, Yi, 2006. "A Pure-Jump Transaction-Level Price Model Yielding Cointegration, Leverage, and Nonsynchronous Trading Effects," MPRA Paper 1413, University Library of Munich, Germany.
    47. Thibault Jaisson & Mathieu Rosenbaum, 2013. "Limit theorems for nearly unstable Hawkes processes," Papers 1310.2033, arXiv.org, revised Mar 2015.
    48. Andersen, Torben G. & Bollerslev, Tim & Huang, Xin, 2011. "A reduced form framework for modeling volatility of speculative prices based on realized variation measures," Journal of Econometrics, Elsevier, vol. 160(1), pages 176-189, January.
    49. José Da Fonseca & Riadh Zaatour, 2017. "Correlation and Lead–Lag Relationships in a Hawkes Microstructure Model," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 37(3), pages 260-285, March.
    50. Patrick W Saart & Jiti Gao & Nam Hyun Kim, 2014. "Econometric Time Series Specification Testing in a Class of Multiplicative Error Models," Monash Econometrics and Business Statistics Working Papers 1/14, Monash University, Department of Econometrics and Business Statistics.
    51. Toke, Ioane Muni & Pomponio, Fabrizio, 2012. "Modelling trades-through in a limit order book using hawkes processes," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 6, pages 1-23.
    52. Katarzyna Bień-Barkowska, 2014. "Capturing Order Book Dynamics in the Interbank EUR/PLN Spot Market," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 50(1), pages 93-117, January.
    53. Monteiro, André A., 2009. "The econometrics of randomly spaced financial data: a survey," DES - Working Papers. Statistics and Econometrics. WS ws097924, Universidad Carlos III de Madrid. Departamento de Estadística.
    54. Kyungsub Lee, 2022. "Application of Hawkes volatility in the observation of filtered high-frequency price process in tick structures," Papers 2207.05939, arXiv.org, revised Sep 2024.
    55. Corradi, Valentina & Silvapulle, Mervyn J. & Swanson, Norman R., 2018. "Testing for jumps and jump intensity path dependence," Journal of Econometrics, Elsevier, vol. 204(2), pages 248-267.
    56. Adam E Clements & Yin Liao, 2013. "Modeling and forecasting realized volatility: getting the most out of the jump component," NCER Working Paper Series 93, National Centre for Econometric Research.
    57. Ji, Jingru & Wang, Donghua & Xu, Dinghai & Xu, Chi, 2020. "Combining a self-exciting point process with the truncated generalized Pareto distribution: An extreme risk analysis under price limits," Journal of Empirical Finance, Elsevier, vol. 57(C), pages 52-70.
    58. Vladimir Filimonov & Didier Sornette, 2013. "Apparent criticality and calibration issues in the Hawkes self-excited point process model: application to high-frequency financial data," Papers 1308.6756, arXiv.org, revised Jul 2014.
    59. Kwok, Simon, 2020. "Nonparametric Inference of Jump Autocorrelation," Working Papers 2020-09, University of Sydney, School of Economics, revised Jan 2021.
    60. Ioane Muni Toke & Nakahiro Yoshida, 2020. "Marked point processes and intensity ratios for limit order book modeling," Papers 2001.08442, arXiv.org.
    61. Sobin Joseph & Lekhapriya Dheeraj Kashyap & Shashi Jain, 2020. "Shallow Neural Hawkes: Non-parametric kernel estimation for Hawkes processes," Papers 2006.02460, arXiv.org.
    62. Haghighi, Afshin & Fallahpour, Saeid & Eyvazlu, Reza, 2016. "Modelling order arrivals at price limits using Hawkes processes," Finance Research Letters, Elsevier, vol. 19(C), pages 267-272.
    63. Hall, Anthony D. & Hautsch, Nikolaus, 2007. "Modelling the buy and sell intensity in a limit order book market," Journal of Financial Markets, Elsevier, vol. 10(3), pages 249-286, August.
    64. Mingmian Cheng & Norman R. Swanson, 2019. "Fixed and Long Time Span Jump Tests: New Monte Carlo and Empirical Evidence," Econometrics, MDPI, vol. 7(1), pages 1-32, March.
    65. Simon Clinet & Yoann Potiron, 2016. "Statistical inference for the doubly stochastic self-exciting process," Papers 1607.05831, arXiv.org, revised Jun 2017.
    66. K. Giesecke & H. Kakavand & M. Mousavi, 2011. "Exact Simulation of Point Processes with Stochastic Intensities," Operations Research, INFORMS, vol. 59(5), pages 1233-1245, October.
    67. Maxime Morariu-Patrichi & Mikko S. Pakkanen, 2017. "Hybrid marked point processes: characterisation, existence and uniqueness," Papers 1707.06970, arXiv.org, revised Oct 2018.
    68. Ioane Muni Toke & Nakahiro Yoshida, 2022. "Marked point processes and intensity ratios for limit order book modeling," Post-Print hal-02465428, HAL.
    69. Anatoliy Swishchuk, 2021. "Modelling of Limit Order Books by General Compound Hawkes Processes with Implementations," Methodology and Computing in Applied Probability, Springer, vol. 23(1), pages 399-428, March.
    70. Ban Zheng & Franc{c}ois Roueff & Fr'ed'eric Abergel, 2013. "Ergodicity and scaling limit of a constrained multivariate Hawkes process," Papers 1301.5007, arXiv.org, revised Feb 2014.
    71. Angelos Dassios & Hongbiao Zhao, 2017. "A Generalized Contagion Process With An Application To Credit Risk," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 20(01), pages 1-33, February.
    72. Nikolaus Graf von Luckner & Rüdiger Kiesel, 2021. "Modeling Market Order Arrivals on the German Intraday Electricity Market with the Hawkes Process," JRFM, MDPI, vol. 14(4), pages 1-31, April.
    73. Asger Lunde & Allan Timmermann, 2005. "Completion time structures of stock price movements," Annals of Finance, Springer, vol. 1(3), pages 293-326, August.
    74. Xiaofei Lu & Frédéric Abergel, 2018. "High dimensional Hawkes processes for limit order books Modelling, empirical analysis and numerical calibration," Post-Print hal-01686122, HAL.
    75. Wing Lon NG, 2004. "Duration and Order Type Clusters," Econometric Society 2004 Australasian Meetings 272, Econometric Society.
    76. Hautsch, Nikolaus & Herrera, Rodrigo, 2015. "Multivariate dynamic intensity peaks-over-threshold models," CFS Working Paper Series 516, Center for Financial Studies (CFS).
    77. Francine Gresnigt & Erik Kole & Philip Hans Franses, 2017. "Exploiting Spillovers to Forecast Crashes," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 36(8), pages 936-955, December.
    78. Gao, Xuefeng & Zhu, Lingjiong, 2018. "Limit theorems for Markovian Hawkes processes with a large initial intensity," Stochastic Processes and their Applications, Elsevier, vol. 128(11), pages 3807-3839.
    79. Ulrich Horst & Wei Xu & Rouyi Zhang, 2023. "Convergence of Heavy-Tailed Hawkes Processes and the Microstructure of Rough Volatility," Papers 2312.08784, arXiv.org, revised Nov 2024.
    80. Marcello Rambaldi & Vladimir Filimonov & Fabrizio Lillo, 2016. "Detection of intensity bursts using Hawkes processes: an application to high frequency financial data," Papers 1610.05383, arXiv.org.
    81. Bilodeau, Yann, 2020. "Deep limit order book events dynamics," Working Papers 20-4, HEC Montreal, Canada Research Chair in Risk Management.
    82. José da Fonseca & Yannick Malevergne, 2021. "A simple microstructure model based on the Cox-BESQ process with application to optimal execution policy," Post-Print halshs-03590382, HAL.
    83. Anatoliy Swishchuk & Aiden Huffman, 2020. "General Compound Hawkes Processes in Limit Order Books," Risks, MDPI, vol. 8(1), pages 1-25, March.
    84. Ban Zheng & François Roueff & Frédéric Abergel, 2014. "Ergodicity and scaling limit of a constrained multivariate Hawkes process," Post-Print hal-00777941, HAL.
    85. Stindl, Tom & Chen, Feng, 2018. "Likelihood based inference for the multivariate renewal Hawkes process," Computational Statistics & Data Analysis, Elsevier, vol. 123(C), pages 131-145.
    86. Chen, Zezhun & Dassios, Angelos & Kuan, Valerie & Lim, Jia Wei & Qu, Yan & Surya, Budhi & Zhao, Hongbiao, 2021. "A two-phase dynamic contagion model for COVID-19," LSE Research Online Documents on Economics 105064, London School of Economics and Political Science, LSE Library.
    87. Julio A. Crego, 2017. "Short Selling Ban and Intraday Dynamics," Working Papers wp2017_1715, CEMFI.
    88. Efstathios Panayi & Gareth Peters, 2015. "Stochastic simulation framework for the Limit Order Book using liquidity motivated agents," Papers 1501.02447, arXiv.org, revised Jan 2015.
    89. Efstathios Panayi & Gareth W. Peters, 2015. "Stochastic simulation framework for the limit order book using liquidity-motivated agents," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., vol. 2(02), pages 1-52.
    90. Giesecke, Kay & Schwenkler, Gustavo, 2018. "Filtered likelihood for point processes," Journal of Econometrics, Elsevier, vol. 204(1), pages 33-53.
    91. Dassios, Angelos & Zhao, Hongbiao, 2017. "Efficient simulation of clustering jumps with CIR intensity," LSE Research Online Documents on Economics 74205, London School of Economics and Political Science, LSE Library.
    92. V. Filimonov & D. Sornette, 2015. "Apparent criticality and calibration issues in the Hawkes self-excited point process model: application to high-frequency financial data," Quantitative Finance, Taylor & Francis Journals, vol. 15(8), pages 1293-1314, August.
    93. Steffen Volkenand & Günther Filler & Martin Odening, 2020. "Price Discovery and Market Reflexivity in Agricultural Futures Contracts with Different Maturities," Risks, MDPI, vol. 8(3), pages 1-17, July.
    94. Siddhartha Chib & Michael K Pitt & Neil Shephard, 2004. "Likelihood based inference for diffusion driven models," Economics Papers 2004-W20, Economics Group, Nuffield College, University of Oxford.
    95. Moreno Trujillo, John Freddy, 2019. "Modelo estocástico para el precio de activos riesgosos utilizando procesos Hawkes [Stochastic model for risky assets price using Hawkes processes]," MPRA Paper 101327, University Library of Munich, Germany.
    96. Choi, So Eun & Jang, Hyun Jin & Lee, Kyungsub & Zheng, Harry, 2021. "Optimal market-Making strategies under synchronised order arrivals with deep neural networks," Journal of Economic Dynamics and Control, Elsevier, vol. 125(C).
    97. Anagnostidis, Panagiotis & Kanas, Angelos & Papachristou, George, 2015. "Information revelation in the Greek exchange opening call: Daily and intraday evidence," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 38(C), pages 167-184.
    98. Matthias Kirchner, 2017. "An estimation procedure for the Hawkes process," Quantitative Finance, Taylor & Francis Journals, vol. 17(4), pages 571-595, April.
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    121. Lee, Kyungsub & Seo, Byoung Ki, 2017. "Marked Hawkes process modeling of price dynamics and volatility estimation," Journal of Empirical Finance, Elsevier, vol. 40(C), pages 174-200.
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    123. Grames, Eliza M. & Stepule, Piper L. & Herrick, Susan Z. & Ranelli, Benjamin T. & Elphick, Chris S., 2022. "Separating acoustic signal into underlying behaviors with self-exciting point process models," Ecological Modelling, Elsevier, vol. 468(C).
    124. Yacine Ait-Sahalia & T. R. Hurd, 2012. "Portfolio Choice in Markets with Contagion," Papers 1210.1598, arXiv.org.
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    131. Dassios, Angelos & Zhao, Hongbiao, 2013. "Exact simulation of Hawkes process with exponentially decaying intensity," LSE Research Online Documents on Economics 51370, London School of Economics and Political Science, LSE Library.
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    136. Giacomo Bormetti & Lucio Maria Calcagnile & Michele Treccani & Fulvio Corsi & Stefano Marmi & Fabrizio Lillo, 2015. "Modelling systemic price cojumps with Hawkes factor models," Quantitative Finance, Taylor & Francis Journals, vol. 15(7), pages 1137-1156, July.
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    154. Achraf Bahamou & Maud Doumergue & Philippe Donnat, 2019. "Hawkes processes for credit indices time series analysis: How random are trades arrival times?," Papers 1902.03714, arXiv.org.
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  6. Stephen Bond & Clive Bowsher & Frank Windmeijer, 2001. "Criterion-based inference for GMM in autoregressive panel-data models," IFS Working Papers W01/02, Institute for Fiscal Studies.

    Cited by:

    1. Alessandra Bonfiglioli, 2007. "Financial Integration, Productivity and Capital Accumulation," Working Papers 326, Barcelona School of Economics.
    2. Henri Njangang & Alim Beleck & Sosson Tadadjeu & Brice Kamguia, 2021. "Do ICTs drive wealth inequality? Evidence from a dynamic panel analysis," Research Africa Network Working Papers 21/057, Research Africa Network (RAN).
    3. Meng-Fen Hsieh & Chien-Chiang Lee, 2010. "The Puzzle Between Banking Competition and Profitability can be Solved: International Evidence from Bank-Level Data," Journal of Financial Services Research, Springer;Western Finance Association, vol. 38(2), pages 135-157, December.
    4. Feng Wei & Yu Kong, 2016. "Financial Development, Financial Structure, and Macroeconomic Volatility: Evidence from China," Sustainability, MDPI, vol. 8(11), pages 1-20, November.
    5. Alessandra Guariglia & Sandra Poncet, 2008. "Could financial distortions be no impediment to economic growth after all? Evidence from China," Post-Print hal-00649295, HAL.
    6. Yao, Yongling & Pan, Haozhi & Cui, Xiaoyu & Wang, Zhen, 2022. "Do compact cities have higher efficiencies of agglomeration economies? A dynamic panel model with compactness indicators," Land Use Policy, Elsevier, vol. 115(C).
    7. Nasir Iqbal & Vince Daly, 2013. "Rent Seeking Opportunities and Economic Growth in Transitional Economies," PIDE-Working Papers 2013:87, Pakistan Institute of Development Economics.
    8. Yugang He, 2024. "China’s digital shadows: unveiling the economic toll of cybercrime," Palgrave Communications, Palgrave Macmillan, vol. 11(1), pages 1-10, December.
    9. Fathi Fakhfakh & Felix Fitzroy, 2006. "Dynamic Monopsony: Evidence from a French Establishment Panel," Economica, London School of Economics and Political Science, vol. 73(291), pages 533-545, August.
    10. John Goddard & Phil Molyneux & John O. S. Wilson, 2004. "The profitability of european banks: a cross‐sectional and dynamic panel analysis," Manchester School, University of Manchester, vol. 72(3), pages 363-381, June.
    11. Kamguia, Brice & Tadadjeu, Sosson & Miamo, Clovis & Njangang, Henri, 2022. "Does foreign aid impede economic complexity in developing countries?," International Economics, Elsevier, vol. 169(C), pages 71-88.
    12. Yuichi Kitamura, 2006. "Empirical Likelihood Methods in Econometrics: Theory and Practice," CIRJE F-Series CIRJE-F-430, CIRJE, Faculty of Economics, University of Tokyo.
    13. Bonfiglioli, Alessandra & Mendicino, Caterina, 2004. "Financial Liberalization, Banking Crises and Growth: Assessing the Links," SSE/EFI Working Paper Series in Economics and Finance 567, Stockholm School of Economics.
    14. Xiao Ke & Justin Yifu Lin & Caihui Fu & Yong Wang, 2020. "Transport Infrastructure Development and Economic Growth in China: Recent Evidence from Dynamic Panel System-GMM Analysis," Sustainability, MDPI, vol. 12(14), pages 1-22, July.
    15. Shushu Li & Jinglan Zhang & Yong Ma, 2015. "Financial Development, Environmental Quality and Economic Growth," Sustainability, MDPI, vol. 7(7), pages 1-22, July.
    16. Florian Pelgrin & Arnaud Sylvain & Eric Heyer, 2004. "Capital operating time and working time in the production function : an evaluation on a panel firms over the period 1989-2001," SciencePo Working papers Main hal-00972838, HAL.
    17. Temple, Jonathan & Huang, Yongfu, 2005. "Does External Trade Promote Financial Development?," CEPR Discussion Papers 5150, C.E.P.R. Discussion Papers.
    18. Frank Windmeijer, 2006. "GMM for panel count data models," CeMMAP working papers CWP21/06, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    19. Henri Njangang & Simplice A. Asongu & Sosson Tadadjeu & Yann Nounamo & Brice Kamguia, 2021. "Governance in mitigating the effect of oil wealth on wealth inequality: a cross-country analysis of policy thresholds," Research Africa Network Working Papers 21/049, Research Africa Network (RAN).
    20. Łukasz Goczek, 2012. "Metody ekonometryczne w modelach wzrostu gospodarczego," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 10, pages 49-71.
    21. Luisa Corrado & Roberta Distante, 2012. "Eating Behavior and Social Interactions from Adolescence to Adulthood," Discussion Papers 12-03, University of Copenhagen. Department of Economics.
    22. Lima, Rita, 2016. "Capitale umano, innovazione tecnologica e divari economici nell’era post-knowledge? Un’analisi econometrica a livello sub nazionale [Human capital, technological innovation and economic gaps in the," MPRA Paper 70539, University Library of Munich, Germany.
    23. Pinkston, Joshua, 2015. "The Dynamic Effects of Obesity on the Wages of Young Workers," MPRA Paper 64641, University Library of Munich, Germany.
    24. Bhattacharjee, A. & Holly, S., 2010. "Understanding Interactions in Social Networks and Committees," Cambridge Working Papers in Economics 1003, Faculty of Economics, University of Cambridge.
    25. Del Boca, Alessandra & Galeotti, Marzio & Rota, Paola, 2008. "Non-convexities in the adjustment of different capital inputs: A firm-level investigation," European Economic Review, Elsevier, vol. 52(2), pages 315-337, February.
    26. Luisa Corrado & Roberta Distante & Majlinda Joxhe, 2019. "Body mass index and social interactions from adolescence to adulthood," Spatial Economic Analysis, Taylor & Francis Journals, vol. 14(4), pages 425-445, October.
    27. Alessandra Bonfiglioli & Caterina Mendicino, 2005. "Financial Liberalization, Bank Crises and Growth: Assessing the links," Departmental Working Papers of Economics - University 'Roma Tre' 0044, Department of Economics - University Roma Tre.
    28. Eric Heyer & Florian Pelgrin & Arnaud Sylvain, 2003. "Durées d’utilisation des facteurs et fonction de production : une estimation par la méthode des moments généralisés en système," Documents de Travail de l'OFCE 2003-06, Observatoire Francais des Conjonctures Economiques (OFCE).
    29. George McCandless & Maria Florencia Gabrielli & María Josefina Rouillet, 2003. "Determining the causes of bank runs in Argentina during the crisis of 2001," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, vol. 18(1), pages 87-102, June.
    30. Liobikienė, Genovaitė & Butkus, Mindaugas, 2017. "Environmental Kuznets Curve of greenhouse gas emissions including technological progress and substitution effects," Energy, Elsevier, vol. 135(C), pages 237-248.
    31. Angelica Gonzalez, 2007. "Empirical Likelihood: Improved Inference within Dynamic Panel Data Models," Edinburgh School of Economics Discussion Paper Series 154, Edinburgh School of Economics, University of Edinburgh.
    32. Bonfiglioli, Alessandra, 2005. "How Does Financial Liberalization affect Economic Growth?," Seminar Papers 736, Stockholm University, Institute for International Economic Studies.
    33. Nawaz, Saima, 2015. "Growth effects of institutions: A disaggregated analysis," Economic Modelling, Elsevier, vol. 45(C), pages 118-126.
    34. Agiropoulos, Charalampos & Karkalakos, Sotiris & Polemis, Michael, 2019. "Revisiting the finance-growth nexus: A socioeconomic approach," MPRA Paper 95209, University Library of Munich, Germany.
    35. Kristina Matuzeviciute & Mindaugas Butkus & Akvile Karaliute, 2017. "Do Technological Innovations Affect Unemployment? Some Empirical Evidence from European Countries," Economies, MDPI, vol. 5(4), pages 1-19, December.
    36. Henri Njangang & Alim Beleck & Sosson Tadadjeu & Brice Kamguia, 2021. "Do ICTs drive wealth inequality? Evidence from a dynamic panel analysis," Working Papers 21/057, European Xtramile Centre of African Studies (EXCAS).
    37. Aribah Aslam & Amjad Naveed & Ghulam Shabbir, 2021. "Is it an institution, digital or social inclusion that matters for inclusive growth? A panel data analysis," Quality & Quantity: International Journal of Methodology, Springer, vol. 55(1), pages 333-355, February.
    38. Nawaz, Saima, 2011. "The Institutions-Growth Nexus: Stages of Development," MPRA Paper 36961, University Library of Munich, Germany.
    39. Zhang, Jin & Wang, Lanfang & Wang, Susheng, 2012. "Financial development and economic growth: Recent evidence from China," Journal of Comparative Economics, Elsevier, vol. 40(3), pages 393-412.
    40. Joachim Jarreau & Sandra Poncet, 2009. "Export Sophistication and Economic Performance: Evidence from Chinese Provinces," Working Papers 2009-34, CEPII research center.
    41. Brice Kamguia & Joseph Keneck‐Massil & Henri Njangang & Sosson Tadadjeu, 2024. "Sophistication gap between countries: The effect of research and development expenditure," Economics of Transition and Institutional Change, John Wiley & Sons, vol. 32(3), pages 739-778, July.
    42. Saima Nawaz & Nasir Iqbal & Muhammad Arshad Khan, 2014. "The Impact of Institutional Quality on Economic Growth: Panel Evidence," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 53(1), pages 15-31.
    43. Giorgio Calzolari & Laura Magazzini, 2013. "A powerful test of mean stationarity in dynamic models for panel data: Monte Carlo evidence," Working Papers 14/2013, University of Verona, Department of Economics.
    44. Eric Heyer & Florian Pelgrin & Arnaud Sylvain, 2004. "Capital Operating Time and Working Time in the Production Function: An Evaluation on a Panel of French Firms over the Period 1989-2001," Documents de Travail de l'OFCE 2004-09, Observatoire Francais des Conjonctures Economiques (OFCE).
    45. Eric Heyer & Florian Pelgrin & Arnaud Sylvain, 2004. "Translog ou Cobb-Douglas? Le rôle des durées d'utilisation des facteurs," Staff Working Papers 04-19, Bank of Canada.
    46. Zhang, Yi & Kumar, Sanjay & Huang, Xianhai & Yuan, Yiming, 2023. "Human capital quality and the regional economic growth: Evidence from China," Journal of Asian Economics, Elsevier, vol. 86(C).
    47. Zou, Ran & Yang, Jun & Feng, Chao, 2023. "Does informatization alleviate energy poverty? A global perspective," Energy Economics, Elsevier, vol. 126(C).
    48. Van Campenhout, Bjorn & Dercon, Stefan, 2012. "Nonlinear dynamics of livestock assets: Evidence from Ethiopia," IFPRI discussion papers 1215, International Food Policy Research Institute (IFPRI).
    49. Angelica Gonzalez, 2007. "Angelica Gonzalez," Edinburgh School of Economics Discussion Paper Series 168, Edinburgh School of Economics, University of Edinburgh.
    50. Saima Nawaz & Idrees Khawaja, 2020. "The Impact of Political Regime and Institutions on Government Size in Middle-Income Countries," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 59(2), pages 199-220.
    51. Genovaitė Liobikienė & Mindaugas Butkus & Kristina Matuzevičiūtė, 2019. "The Contribution of Energy Taxes to Climate Change Policy in the European Union (EU)," Resources, MDPI, vol. 8(2), pages 1-23, April.
    52. Njangang, Henri & Beleck, Alim & Tadadjeu, Sosson & Kamguia, Brice, 2022. "Do ICTs drive wealth inequality? Evidence from a dynamic panel analysis," Telecommunications Policy, Elsevier, vol. 46(2).
    53. Henri Njangang & Alim Beleck & Sosson Tadadjeu & Brice Kamguia, 2021. "Do ICTs drive wealth inequality? Evidence from a dynamic panel analysis," Working Papers of the African Governance and Development Institute. 21/057, African Governance and Development Institute..
    54. Nawaz, Saima & Mangla, Inayat Ullah, 2021. "The economic geography of infrastructure in Asia: The role of institutions and regional integration," Research in Transportation Economics, Elsevier, vol. 88(C).

Articles

  1. Clive G Bowsher & Margaritis Voliotis & Peter S Swain, 2013. "The Fidelity of Dynamic Signaling by Noisy Biomolecular Networks," PLOS Computational Biology, Public Library of Science, vol. 9(3), pages 1-9, March.

    Cited by:

    1. Margaritis Voliotis & Philipp Thomas & Ramon Grima & Clive G Bowsher, 2016. "Stochastic Simulation of Biomolecular Networks in Dynamic Environments," PLOS Computational Biology, Public Library of Science, vol. 12(6), pages 1-18, June.
    2. Christoph Zechner & Heinz Koeppl, 2014. "Uncoupled Analysis of Stochastic Reaction Networks in Fluctuating Environments," PLOS Computational Biology, Public Library of Science, vol. 10(12), pages 1-9, December.
    3. Alok Maity & Roy Wollman, 2020. "Information transmission from NFkB signaling dynamics to gene expression," PLOS Computational Biology, Public Library of Science, vol. 16(8), pages 1-16, August.
    4. Giorgos Minas & Dan J Woodcock & Louise Ashall & Claire V Harper & Michael R H White & David A Rand, 2020. "Multiplexing information flow through dynamic signalling systems," PLOS Computational Biology, Public Library of Science, vol. 16(8), pages 1-18, August.

  2. Bowsher, Clive G. & Meeks, Roland, 2008. "The Dynamics of Economic Functions: Modeling and Forecasting the Yield Curve," Journal of the American Statistical Association, American Statistical Association, vol. 103(484), pages 1419-1437.
    See citations under working paper version above.
  3. Bowsher, Clive G., 2007. "Modelling security market events in continuous time: Intensity based, multivariate point process models," Journal of Econometrics, Elsevier, vol. 141(2), pages 876-912, December.
    See citations under working paper version above.
  4. Bowsher, Clive G., 2002. "On testing overidentifying restrictions in dynamic panel data models," Economics Letters, Elsevier, vol. 77(2), pages 211-220, October.

    Cited by:

    1. Kang, Young ho & Kim, Byung Yeon, 2012. "Immigration and Economic Growth: Do Origin and Destination Matter?," CEI Working Paper Series 2012-01, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University.
    2. Sevcan Yesiltas, 2009. "Financing Constraints and Investment: The Case of Turkish Manufacturing Firms," 2009 Meeting Papers 874, Society for Economic Dynamics.
    3. Volpe Martincus, Christian & Estevadeordal, Antoni, 2009. "Trade Policy and Specialization," IDB Publications (Working Papers) 2489, Inter-American Development Bank.
    4. Jean-Louis ARCAND & Béatrice D'HOMBRES, 2002. "Explaining the Negative Coefficient Associated with Human Capital in Augmented Solow Growth Regressions," Working Papers 200227, CERDI.
    5. Carlino, Gerald A. & Inman, Robert P., 2013. "Local deficits and local jobs: Can US states stabilize their own economies?," Journal of Monetary Economics, Elsevier, vol. 60(5), pages 517-530.
    6. Olivier Thévenon & Angela Luci Greulich, 2014. "Does Economic Advancement ‘Cause’ a Re-increase in Fertility? An Empirical Analysis for OECD Countries (1960–2007)," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00966571, HAL.
    7. Eijffinger, S.C.W. & Goderis, B.V.G., 2008. "The effect of monetary policy on exchange rates during currency crises : The role of debt, institutions and financial openness," Other publications TiSEM 4302d92e-464e-40f4-b67e-a, Tilburg University, School of Economics and Management.
    8. Sabien (S.) Dobbelaere & Jacques Mairesse, 2017. "Comparing micro-evidence on rent sharing from two different econometric models," Tinbergen Institute Discussion Papers 17-112/V, Tinbergen Institute.
    9. Mohl, Philipp & Hagen, Tobias, 2008. "Does EU Cohesion Policy Promote Growth? Evidence from Regional Data and Alternative Econometric Approaches," ZEW Discussion Papers 08-086, ZEW - Leibniz Centre for European Economic Research.
    10. Alessandra Bonfiglioli, 2007. "Financial Integration, Productivity and Capital Accumulation," Working Papers 326, Barcelona School of Economics.
    11. Law, Siong Hook & Kutan, Ali M. & Naseem, N.A.M., 2018. "The role of institutions in finance curse: Evidence from international data," Journal of Comparative Economics, Elsevier, vol. 46(1), pages 174-191.
    12. Claudio Bravo Ortega & Álvaro García Marín, 2008. "Exploring the Relationship Between R&D and Productivity: A Country-Level Study," Working Papers Central Bank of Chile 472, Central Bank of Chile.
    13. Drazen, Allan & Eslava, Marcela, 2010. "Electoral manipulation via voter-friendly spending: Theory and evidence," Journal of Development Economics, Elsevier, vol. 92(1), pages 39-52, May.
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    See citations under working paper version above.
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