Applied econometrics and international development
http://www.usc.es/~economet/aeid.htm
Applied econometrics and international development is a journal published by the Euro-American Association of Economic Development (EAAED), University of Santiago de Compostela. EAAED is a research institute which promotes communication between the USA and European countries in economic development studies and cooperation. Contents and abstracts can be freely viewed; a subscription is needed to access full-text - details are given on the site. Full information is given about the editorial team and how to contribute articles to the journal. The site and journal are in English.
More details
Applied Econometrics Association (AEA)
http://www.aea-eu.com/
The Applied Econometrics Association (AEA) is an academic society that aims for "the encouragement and development of econometric applications". While the core membership of the Association seems to be French, there are members / contacts in most European countries. It seeks to bring econometric analysis to all economic topics including employment, finance, health, sector-based analysis, macro- and micro-economics, management. The website includes details of the various conferences organised by the Association, information on the special interest groups of the Association and a members area which requires registration. The website includes a database of working papers published from 2004 onwards, the vast majority of them are available as full text PDF files and abstracts are available for the rest. The site is presented in French, although an English translation is available.
More details
Centre for Structural Econometrics
http://www.efm.bris.ac.uk/cse/
The Centre for Structural Econometrics (CSE) is a research centre based at the University of Bristol. It is dedicated to studying the usefulness of explicitly incorporating economic theory (structure) into empirical analyses. CSE brings together applied economic theorists and econometricians to foster the development of new structural models and estimation techniques capable of addressing a wide range of fundamental economic topics. These topics include, but are not limited to, female labour force participation, gender pay differentials, earnings dynamics, immigration flows, housing, mortgage, and portfolio choices, firm investment decisions, price formation, auctions, and economic growth and development. The website includes more information about CSE, news and event information, and contact details for CSE staff.
More details
Centre for the Analysis of Time Series
http://www.lse.ac.uk/collections/cats/
The Centre for the Analysis of Time Series (CATS) is based in the Department of Statistics at the London School of Economics. The Centre wants to be a world-class centre of excellence in time series analysis. Research methods used include statistical methods and nonlinear analysis. Available from the website are publications in postscript, zipped postscript and PDF. Abstracts of the publications are available online.
More details
David F Hendry
http://www.nuff.ox.ac.uk/users/hendry/
David F. Hendry is a Professor of Economics at Nuffield College, Chairman of the Economics Department, University of Oxford and one of the most widely cited academics in the field of econometrics. This workpage gives details about his current work, publications from past projects (including end of grant reports), teaching activities and links to related websites. His research in progress is in the areas of forecasting, automated general-to-specific modelling strategies and empirical modelling. The site includes data downloads, links to the PCGive software that provides "an operational and structured approach to econometric modelling" and a selected listing of published papers.
More details
Econometric Links
http://www.feweb.vu.nl/econometriclinks/
This site is connected with the Econometrics Journal, which is run by the Royal Economic Society and is based at Free University, Amsterdam. This is an extensive annotated site, updated monthly. It is divided into sections, among which are: general collections and preprint sites, departments and societies, software links, books, conferences, journals and mailing lists. The alphabetic list of econometrics journals is very extensive, and provides information about what is contained on the journal site (abstracts/full-text).
More details
Econometric Society
http://www.econometricsociety.org/
The Econometric Society was founded in the USA in 1930 by Irving Fisher and Ragnar Frisch. It takes a scientific approach and aims for the "unification of the theoretical-quantitative and empirical-quantitative approach to economic problems". The website gives details of its activities: publishing monographs, holding international meetings and extending membership of the Econometric Society. The Society publishes the paper-based journal Econometrica and details are given on the site. Interested economists can join the Society using the online application form.
More details
econometric-research mailing list
http://www.jiscmail.ac.uk/lists/econometric-research.html
Econometric-Research is a JISCmail list for the discussion of research issues in econometric and associated statistical theory. Also discussed are applied econometric problems with significant econometric theory aspects and computational issues with implications for the development of econometric theory. Users can subscribe to the list, search the archive of postings stretching back to 1998 and view a selection files made available to members,
More details
Econometrics Journal
http://www.wiley.com/bw/journal.asp?ref=1368-4221
The Econometrics Journal is published on behalf of the Royal Economic Society. Its remit covers all aspects of econometrics: applied, methodological, computational, practical and theoretical, providing a focus for debate about alternative approaches and encouraging the reporting of new developments in the context of applied problems. Access to full-text is available via institutional subscription or to members of the RES. Tables of contents and abstracts are available to all.
More details
Econometrics Laboratory Software Archive
http://elsa.berkeley.edu/
Based at the University of California, Berkeley, this site contains links to introductory tutorials on LaTeX, Perl, SAS, TCP/IP, Maple, MATLAB, as well as links to documentation and help for other software. There is also a large selection of links to sources of econometric data, and a software archive for GAUSS and MATLAB. The site also contains information about the Economics department and various econometrics projects and courses in the department.
More details
Econometrics resources on the Internet
http://www.oswego.edu/~kane/econometrics/
A site designed to accompany an econometrics textbook. It contains annotated links to econometrics resources for both students and researchers, including links to data sources, economic associations, economic journals, datasets, government sites, newsgroups and software. It is maintained by John Kane SUNY-Oswego economics department.
More details
Fairmodel
http://fairmodel.econ.yale.edu/main3.htm
This site gives free access to an econometric model of the US developed at Yale by Ray Fair. It has 131 equations, 30 stochastic equations and 101 identities. There is also a multi country model available to test. Users can use the models to forecast or do policy analysis. It is possible to change government policy variables and examine the estimated effects of these changes. Users can examine the forecasts that the model has generated for the US: forecasts which are updated each quarter, and to create tables or graphs of any of the data including the forecasts. It is also possible from this site to download the Fair-Parke program. The Fair-Parke (FP) program is a DOS-based, command-line program. It allows one to estimate and analyse dynamic, nonlinear, simultaneous equations models.
More details
Financial Econometrics Research Centre (FERC)
http://www2.warwick.ac.uk/fac/soc/wbs/research/wfri/rsrchcentres/ferc/
The Financial Econometrics Research Centre (FERC) is based at Warwick University and was founded in 1998. It carries out research in the field of empirical finance, in the development of statistical methods of financial econometrics and their application to financial markets. It acts as a forum "for the transfer of ideas between practitioners and academics" through explicit training courses, the production of publications and conferences. More details of research themes, past and upcoming events and working papers are available.
More details
ICMA Centre
http://www.icmacentre.ac.uk/
The ICMA (International Capital Market Association) Centre is based at the University of Reading and is a business school for financial markets. It was set up specifically to help provide the trained people needed by the global investment banking and investment management industries. As well as offering its own professional certification the Centre provides a range of undergraduate and postgraduate programmes and short courses. There is a full list of working papers and publications with abstracts available. Areas of research are also highlighted these include fixed income securities, financial econometrics, financial risk management and corporate finance.
More details
Inside the Economist's Mind (I.T.E.M.)
http://economistmind.blogspot.com/
Inside the Economist's Mind (I.T.E.M.) is an economics blog that hosts discussion of issues relevant to the book, Inside the Economist's Mind, coedited by Nobel Laureate Paul A. Samuelson and William A. Barnett. It features short updates directly pertaining to the book - reviews, new editions, translations - and links to features / issues raised by the book. An archive of past posts stretches back to 2006, with recent items featured throughout the site.
More details
International journal of applied econometrics and quantitative studies (IJAEQS)
http://www.usc.es/~economet/ijaeqs.htm
This freely available journal, published by the Euro-American Association of Economic Development at the University of Santiago de Compostela, Spain, was launched in 2004. "...the focus is both on econometric methodology and socio-economic applications, with many applications to time series models of economic cycles, stock exchange, financial economics and socio-economics." Articles are published in English and access is via pay-per-view on SSRN or by a low cost subscription.
More details
Journal of Applied Econometrics
http://jae.wiley.com/jae/
Journal of Applied Econometrics is a bi-monthly international academic peer reviewed journal. Its aim is to "publish articles of high quality dealing with the application of existing as well as new econometric techniques to a wide variety of problems in economics and related subjects, covering topics in measurement, estimation, testing, forecasting, and policy analysis. The emphasis is on the careful and rigorous application of econometric techniques and the appropriate interpretation of the results. The economic content of the articles is stressed." Articles are archived back to 1986. Anyone can view contents and abstracts, but to access full-text articles, a subscription is necessary.
More details
Journal of Applied Econometrics data archive
http://qed.econ.queensu.ca/jae/
The Journal of Applied Econometrics data archive is located at Queen's University in Ontario, Canada. This site offers all non-confidential data published in the journal since 1994. Papers are organised in sub-directories, under the authors' names. They can be viewed either in a Readme file or a zip file.
More details
Journal of Business and Economic Statistics (JBES)
http://www.amstat.org/publications/jbes/
The Journal of Business and Economic Statistics is published by the American Statistical Association. The JBES "publishes articles dealing with a broad range of applied problems in business and economic statistics." Examples of topics discussed are seasonal adjustment, demand and cost analysis, applied econometric modelling, the effects of unionisation, and applications of stochastic control theory to business and economic problems. Electronic access is free with a print subscription - there are various rates for students, individual lecturers or institutions. Articles can also be bought individually. Titles and abstracts of earlier articles can be viewed free.
More details
Journal of Empirical Finance
http://www.elsevier.com/locate/jempfin
The Journal of Empirical Finance provides an international forum for empirical researchers in the intersection of the fields of econometrics and finance. It publishes studies dealing with econometric analyses of financial markets. These concern applications to asset pricing, bond markets, corporate finance, foreign exchange and market microstructure. In addition the Journal of Empirical Finance includes papers on forecasting, measurement of risk and nonlinear dynamic models. Subscription information, editorial policy and instructions to authors are available as well as details of how to get a sample copy. Tables of contents are available, as well as abstracts, full text for subscribers only.
More details
LSE/STICERD: Suntory and Toyota International Centres for Economics and Related Disciplines publications
http://sticerd.lse.ac.uk/publications/
STICERD is based at the London School of Economic and Political Science (LSE). This publications website lists eight series of discussion papers, reports and briefings which have been published since 1979 and are free of charge. All papers published since 1998 are available as full-text PDF versions for free downloading from the website. The publications available at this website arise from the different past and present research programmes within STICERD and comprise: Distributional Analysis Research Programme, Development Economics (published by EOPP - Programme for Study of Economic Organisation and Policy), Economics of Industry, Econometrics, International Studies, Japanese Studies (both published by the Japanese Studies Programme), Political Economy and Public Policy, Theoretical Economics, and the CASE publications: CASEpapers, CASEreports and CASEbriefs.
More details
LSE: LSE Research Laboratory (LSE RLab)publications
http://rlab.lse.ac.uk/pubs/
The LSE Research Lab comprises CASE (Centre for Analysis of Social Exclusion, CEP (Centre for Economic Performance), FMG (Financial Markets Group Research Centre) and STICERD (Suntory and Toyota International Centres for Economics and Related Disciplines). In bringing together the LSE's leading research centres in economics, finance, industrial relations, social policy and demography to work on today's major social and economic policy issues, the RLab is hoping to create an environment for genuine multi-disciplinary dialogue. Officially opened in July 2001, the RLab has more than 260 members of staff. The research output is published as a series of discussion papers, special reports, and conference volumes and all are available from this website or via the links to the individual research centres. The site includes an events calendar and offers a notification service to receive advance news of events and publications.
More details
METAL: Mathematics for Economics: enhancing Teaching and Learning
http://www.metalproject.co.uk/
METAL: Mathematics for Economics: enhancing Teaching and Learning aims to "enhance teaching and learning by providing lecturers and students with a selection of resources that will help to engage Level 1 students more fully and enthusiastically in mathematics for economics". It will produce an online question bank of mathematics teaching and assessment materials, interactive video units to relate mathematical concepts to the field of economics, and teaching and learning guides of teaching activities. The website provides access to these resources, more details about the work of the METAL project and information on events designed to promote their use.
More details
National Institute of Economic and Social Research
http://www.niesr.ac.uk/
Formed in 1938, the National Institute of Economic and Social Research (NIESR) is a UK based research organization focusing on economic modelling and macro analysis; education, training and employment; the international economy. They publish the National Institute Economic Review, a quarterly subscription journal, with summaries available on the NIESR website. NIESR also publishes a discussion paper series, with an archive stretching back to 1995, although not all earlier papers are available online. They also use statistical projection techniques to project UK GDP one month ahead, giving NIESR's highly respected monthly UK GDP estimates. Details of the Institute's research programme, forthcoming events and staff contact details are also available.
More details
On default correlation : a Copula Function approach
http://www.defaultrisk.com/_pdf6j4/On%20Default%20Correlation-%20A%20Copula
This is a paper by David X. Li, written in 1999/2000 and published by the RiskMetrics Group, although it appears here as part of the DefaultRisk.com website, a credit risk modeling Internet resource. The paper looks at correlation, or how seemingly disparate events are related proposing a mathematical formula - known as a Gaussian copula function - that was widely used in bond markets, to justify decisions that affected pension funds, insurance companies, and hedge funds. It looks at probability, survival times, equality and distribution functions. Some have suggested that this work was crucial in some of the investment decisions that back-fired producing the global financial crisis. The paper is available as a single PDF download of some 31 pages.
More details
