This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

Publications

by members of

Department of Economic Statistics
Handelshögskolan i Stockholm
Stockholm, Sweden

(Stockholm School of Economics))

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institutions, not those affilated at the time of publication. List of registered members. Register yourself. This page is updated in the first days of each month.
| Working papers | Journal articles |

Working papers

Undated material is listed at the end

    2006

  1. González, Andrés & Teräsvirta, Timo, 2006. "Modelling autoregressive processes with a shifting mean," Working Paper Series in Economics and Finance 637, Stockholm School of Economics, revised 22 May 2007.
  2. Luis Eduardo Arango & Andrés González & Jhon Jairo León & Luis Fernando Melo, 2006. "Efectos de los cambios en la tasa de intervención del Banco de la República sobre la estructura a plazo," BORRADORES DE ECONOMIA 002425, BANCO DE LA REPÚBLICA. [Downloadable!]
  3. Andrés González & Luis Fernando Melo & Carlos Esteban Posada, 2006. "Inflación y dinero en Colombia: otro modelo P-estrella," BORRADORES DE ECONOMIA 002851, BANCO DE LA REPÚBLICA. [Downloadable!]
  4. Timo Terasvirta & Andrés González, 2006. "Modelling autoregressive processes with a shifting mean," BORRADORES DE ECONOMIA 003230, BANCO DE LA REPÚBLICA. [Downloadable!]

    2005

  1. González, Andrés & Teräsvirta, Timo, 2005. "Simulation-based finite-sample linearity test against smooth transition models," Working Paper Series in Economics and Finance 603, Stockholm School of Economics.
  2. González, Andrés & Teräsvirta, Timo & van Dijk, Dick, 2005. "Panel Smooth Transition Regression Models," Working Paper Series in Economics and Finance 604, Stockholm School of Economics. [Downloadable!]
  3. Andres Gonzalez & Timo Terasvirta & Dick van Dijk, 2005. "Panel Smooth Transition Regression Models," Research Paper Series 165, Quantitative Finance Research Centre, University of Technology, Sydney. [Downloadable!]

    2004

  1. Salabasis, Mickael, 2004. "Parametric covariance matrix modeling in Bayesian panel regression," Working Paper Series in Economics and Finance 565, Stockholm School of Economics, revised 16 Feb 2005. [Downloadable!]
  2. Mickael Salabasis & Sune Karlsson, 2004. "Seasonality, Cycles and Unit Roots," Econometric Society 2004 Australasian Meetings 268, Econometric Society. [Downloadable!]
  3. González Gómez, Andrés, 2004. "A smooth permanent surge process," Working Paper Series in Economics and Finance 572, Stockholm School of Economics. [Downloadable!]

    2003

  1. Ericsson, Johan & González, Andrés, 2003. "Is Momentum Due to Data-Snooping?," Working Paper Series in Economics and Finance 536, Stockholm School of Economics. [Downloadable!]
  2. Ericsson, Johan & Karlsson, Sune, 2003. "Choosing Factors in a Multifactor Asset Pricing Model: A Bayesian Approach," Working Paper Series in Economics and Finance 524, Stockholm School of Economics, revised 12 Feb 2004. [Downloadable!]

    2002

  1. He, Changli & Teräsvirta, Timo & González, Andres, 2002. "Testing parameter constancy in stationary vector autoregressive models against continuous change," Working Paper Series in Economics and Finance 507, Stockholm School of Economics, revised 06 May 2004. [Downloadable!]

    2001

  1. Ekberg, John & Salabasis, Mickael, 2001. "The Firm Size Effect: fact or artifact?," Working Paper Series in Economics and Finance 462, Stockholm School of Economics. [Downloadable!]
  2. Luis Eduardo Arango & Andrés González & Carlos Esteban Posada, 2001. "Returns And Interest Rate: A Nonlinear Relationship In The Bogota Stock Market," BORRADORES DE ECONOMIA 003468, BANCO DE LA REPÚBLICA. [Downloadable!]

    2000

  1. Salabasis, Mickael & Villani, Mattias, 2000. "Panel Regression with Unobserved Classes," Working Paper Series in Economics and Finance 353, Stockholm School of Economics. [Downloadable!]
  2. Cristina Fernández & Andrés González, 2000. "Integracion Y Vulnerabilidad Externa En Colombia," BORRADORES DE ECONOMIA 002901, BANCO DE LA REPÚBLICA. [Downloadable!]

    1999

  1. Luis Eduardo Arango & Andrés González, 1999. "A Nonlinear Specification Of Demand For Narrow Money In Colombia," BORRADORES DE ECONOMIA 001894, BANCO DE LA REPÚBLICA. [Downloadable!]

    1998

  1. Luis Eduardo Arango & Andrés González, 1998. "Some Evidence Of Smooth Transition Nonlinearity In Colombian Inflation," BORRADORES DE ECONOMIA 003515, BANCO DE LA REPÚBLICA. [Downloadable!]

    1997

  1. Carlos Esteban Posada & Andrés González, 1997. "El Mercado Laboral Urbano:Empleo,Desempleo Y Salario Real En Colombia Entre 1985 Y 1996," BORRADORES DE ECONOMIA 002522, BANCO DE LA REPÚBLICA. [Downloadable!]

    Undated

  1. Luis Eduardo Arango & Andrés González, . "Some Evidence of Smooth Transition Nonlinearity in Colombian Inflation," Borradores de Economia 105, Banco de la Republica de Colombia. [Downloadable!]
  2. Luis Eduardo Arango & Andrés González, . "A Nonlinear Specification of Demand for Narrow Money in Colombia," Borradores de Economia 135, Banco de la Republica de Colombia. [Downloadable!]
  3. Cristina Fernández & Andrés González, . "Integración y Vulneralidad Externa en Colombia," Borradores de Economia 156, Banco de la Republica de Colombia. [Downloadable!]
  4. Luis Eduardo Arango & Andrés González & Carlos Esteban Posada, . "Returns and Interest Rate: A Nonlinear Relationship in the Bogotá Stock Market," Borradores de Economia 169, Banco de la Republica de Colombia. [Downloadable!]
  5. Carlos Esteban Posada & Andrés Gonzalez, . "El Mercado Laboral Urbano: Empleo, Desempleo y Salario Real en Colombia entre 1985 y 1996," Borradores de Economia 084, Banco de la Republica de Colombia. [Downloadable!]
  6. Timo Terasvirta & Andrés González, . "Modelling autoregressive processes with a shifting mean," Borradores de Economia 420, Banco de la Republica de Colombia. [Downloadable!]
  7. Andrés González & Luis Fernando Melo & Carlos Esteban Posada, . "Inflación y dinero en Colombia: otro modelo P-estrella," Borradores de Economia 418, Banco de la Republica de Colombia. [Downloadable!]
  8. Luis Eduardo Arango & Andrés González & John Jairo León & Luis Fernando Melo, . "Efectos de los cambios en la tasa de intervención del Banco de la República sobre la estructura a plazo," Borradores de Economia 424, Banco de la Republica de Colombia. [Downloadable!]

Journal articles

    2006

  1. Andrés González & Timo Teräsvirta, 2006. "Simulation-based Finite Sample Linearity Test against Smooth Transition Models," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 68(s1), pages 797-812, December. [Downloadable!] (restricted)
  2. Irandoust, Manuchehr & Ekblad, Kristin & Parmler, Johan, 2006. "Bilateral trade flows and exchange rate sensitivity: Evidence from likelihood-based panel cointegration," Economic Systems, Elsevier, vol. 30(2), pages 170-183, June. [Downloadable!] (restricted)

    2005

  1. Irandoust, Manuchehr & Ericsson, Johan, 2005. "Foreign aid, domestic savings, and growth in LDCs: An application of likelihood-based panel cointegration," Economic Modelling, Elsevier, vol. 22(4), pages 616-627, July. [Downloadable!] (restricted)

    2004

  1. Manuchehr Irandoust & Johan Ericsson, 2004. "Are Imports and Exports Cointegrated? An International Comparison," Metroeconomica, Blackwell Publishing, vol. 55(1), pages 49-64, 02. [Downloadable!] (restricted)
  2. Ericsson, Johan & Irandoust, Manuchehr, 2004. "The productivity-bias hypothesis and the PPP theorem: new evidence from panel vector autoregressive models," Japan and the World Economy, Elsevier, vol. 16(2), pages 121-138, April. [Downloadable!] (restricted)

    2002

  1. Arango, L E & Gonzalez, A & Posada, C E, 2002. "Returns and the Interest Rate: A Non-linear Relationship in the Bogota Stock Market," Applied Financial Economics, Taylor and Francis Journals, vol. 12(11), pages 835-42, November. [Downloadable!] (restricted)

    2001

  1. Arango, Luis E & Gonzalez, Andres, 2001. "Some Evidence of Smooth Transition Non-linearity in Colombian Inflation," Applied Economics, Taylor and Francis Journals, vol. 33(2), pages 155-62, February. [Downloadable!] (restricted)
Did you know? Over five million full texts a year are downloaded through IDEAS.

This page was last updated on 2008-8-3.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.