Donald W. K. Andrews Citations at IDEAS
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and download statistics Working papers
Donald W.K. Andrews & Patrik Guggenberger, 2007.
"Validity of Subsampling and "Plug-in Asymptotic" Inference for Parameters Defined by Moment Inequalities ,"
Cowles Foundation Discussion Papers
1620, Cowles Foundation, Yale University.
[Downloadable!] Published as: Cited by:
Donald W.K. Andrews & Panle Jia, 2008.
"Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure ,"
Cowles Foundation Discussion Papers
1676, Cowles Foundation, Yale University.
[Downloadable!]
Donald W.K. Andrews & Patrik Guggenberger, 2007.
"The Limit of Finite-Sample Size and a Problem with Subsampling ,"
Cowles Foundation Discussion Papers
1605, Cowles Foundation, Yale University.
[Downloadable!] Other versions: Cited by:
Donald W.K. Andrews & Patrik Guggenberger, 2007.
"Hybrid and Size-Corrected Subsample Methods ,"
Cowles Foundation Discussion Papers
1606, Cowles Foundation, Yale University.
[Downloadable!]
Donald W.K. Andrews & Gustavo Soares, 2007.
"Inference for Parameters Defined by Moment Inequalities Using Generalized Moment Selection ,"
Cowles Foundation Discussion Papers
1631, Cowles Foundation, Yale University.
[Downloadable!] Cited by:
J. Stoye, 2009.
"Charles F. Manski, Identification for Prediction and Decision (Harvard University Press 2007) ,"
Journal of Applied Econometrics ,
John Wiley & Sons, Ltd., vol. 24(5), pages 857-862.
[Downloadable!]
Hyungsik Roger Moon & Frank Schorfheide, 2009.
"Bayesian and Frequentist Inference in Partially Identified Models ,"
NBER Working Papers
14882, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Donald W.K. Andrews & Gustavo Soares, 2006.
"Rank Tests for Instrumental Variables Regression with Weak Instruments ,"
Cowles Foundation Discussion Papers
1564, Cowles Foundation, Yale University.
[Downloadable!] Published as: Cited by:
Leandro M. Magnusson, 2008.
"Inference in Limited Dependent Variable Models Robust to Weak Identification ,"
Working Papers
0801, Tulane University, Department of Economics, revised Apr 2009.
[Downloadable!]
Donald W.K. Andrews & Vadim Marmer, 2005.
"Exactly Distribution-free Inference in Instrumental Variables Regression with Possibly Weak Instruments ,"
Cowles Foundation Discussion Papers
1501, Cowles Foundation, Yale University.
[Downloadable!] Published as: Cited by:
Aviv Nevo & Adam Rosen, 2008.
"Identification with imperfect instruments ,"
CeMMAP working papers
CWP16/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
[Downloadable!]
Other versions: Donald W.K. Andrews & James H. Stock, 2005.
"Inference with Weak Instruments ,"
Cowles Foundation Discussion Papers
1530, Cowles Foundation, Yale University.
[Downloadable!]
Other versions: Mathias D. Cattaneo & Richard K. Crump & Michael Jansson, 2007.
"Optimal Inference for Instrumental Variables Regression with non-Gaussian Errors ,"
CREATES Research Papers
2007-11, School of Economics and Management, University of Aarhus.
[Downloadable!]
Donald W.K. Andrews & James H. Stock, 2005.
"Inference with Weak Instruments ,"
Cowles Foundation Discussion Papers
1530, Cowles Foundation, Yale University.
[Downloadable!] Other versions: Cited by:
Korpi, Tomas & Tåhlin, Michael, 2007.
"Educational mismatch, wages, and wage growth: Overeducation in Sweden, 1974-2000 ,"
Working Paper Series
10/2007, Swedish Institute for Social Research.
[Downloadable!]
Johannes Rincke & Christian Traxler, 2009.
"Deterrence Through Word of Mouth ,"
Working Paper Series of the Max Planck Institute for Research on Collective Goods
2009_04, Max Planck Institute for Research on Collective Goods.
[Downloadable!]
Other versions: Richard Smith, 2005.
"Weak instruments and empirical likelihood: a discussion of the papers by DWK Andrews and JH Stock and Y Kitamura ,"
CeMMAP working papers
CWP13/05, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
[Downloadable!]
Naoto Kunitomo & T. W. Anderson, 2007.
"On Likelihood Ratio Tests of Structural Coefficients: Anderson-Rubin (1949) revisited ,"
CIRJE F-Series
CIRJE-F-499, CIRJE, Faculty of Economics, University of Tokyo.
[Downloadable!]
Peter C. B. Phillips, 2005.
"A Remark on Bimodality and Weak Instrumentation in Structural Equation Estimation ,"
Cowles Foundation Discussion Papers
1540, Cowles Foundation, Yale University.
[Downloadable!]
Other versions: Jung Hur & Yohanes E. Riyanto, 2007.
"Organizational Structure and Product Market Competition ,"
Departmental Working Papers
wp0705, National University of Singapore, Department of Economics.
[Downloadable!]
Massacci, D., 2007.
"Identification and Estimation in an Incoherent Model of Contagion ,"
Cambridge Working Papers in Economics
0744, Faculty of Economics, University of Cambridge.
[Downloadable!]
Kazuhiko Hayakawa, 2006.
"Efficient GMM Estimation of Dynamic Panel Data Models Where Large Heterogeneity May Be Present ,"
Hi-Stat Discussion Paper Series
d05-130, Institute of Economic Research, Hitotsubashi University.
[Downloadable!]
Gregor W. Smith & James Yetman, 2007.
"The Curse of Irving Fisher (Professional Forecasters' Version) ,"
Working Papers
1144, Queen's University, Department of Economics.
[Downloadable!]
Kleck, Gary & Kovandzic, Tomislav & Schaffer, Mark E, 2005.
"Gun Prevalence, Homicide Rates and Causality: A GMM Approach to Endogeneity Bias ,"
CEPR Discussion Papers
5357, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Donald W.K. Andrews & Marcelo J. Moreira & James H. Stock, 2004.
"Optimal Invariant Similar Tests for Instrumental Variables Regression ,"
Cowles Foundation Discussion Papers
1476, Cowles Foundation, Yale University.
[Downloadable!] Other versions: Cited by:
Marcelo J. Moreira & Jack R. Porter & Gustavo A. Suarez, 2004.
"Bootstrap and Higher-Order Expansion Validity When Instruments May Be Weak ,"
NBER Technical Working Papers
0302, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: Justin McCrary & Heather Royer, 2006.
"The Effect of Female Education on Fertility and Infant Health: Evidence from School Entry Policies Using Exact Date of Birth ,"
NBER Working Papers
12329, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Harald Badinger, .
"Globalization,the Output-Inflation Tradeoff, and Inflation ,"
FIW Working Paper series
010, FIW.
[Downloadable!]
Donald W.K. Andrews & Vadim Marmer, 2005.
"Exactly Distribution-free Inference in Instrumental Variables Regression with Possibly Weak Instruments ,"
Cowles Foundation Discussion Papers
1501, Cowles Foundation, Yale University.
[Downloadable!]
Other versions: Donald W.K. Andrews & James H. Stock, 2005.
"Inference with Weak Instruments ,"
Cowles Foundation Discussion Papers
1530, Cowles Foundation, Yale University.
[Downloadable!]
Other versions: Yukitoshi Matsushita, 2007.
"t-Tests in a Structural Equation with Many Instruments ,"
CIRJE F-Series
CIRJE-F-467, CIRJE, Faculty of Economics, University of Tokyo.
[Downloadable!]
Richard Smith, 2005.
"Weak instruments and empirical likelihood: a discussion of the papers by DWK Andrews and JH Stock and Y Kitamura ,"
CeMMAP working papers
CWP13/05, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
[Downloadable!]
Adrian Pagan, 2007.
"Weak Instruments: A Guide to the Literature ,"
NCER Working Paper Series
13, National Centre for Econometric Research.
[Downloadable!]
Russell Davidson & James G. MacKinnon, 2006.
"Bootstrap Inference in a Linear Equation Estimated by Instrumental Variables ,"
Working Papers
1024, Queen's University, Department of Economics.
[Downloadable!]
Other versions:Russell Davidson & James G. MacKinnon, 2008.
"Bootstrap inference in a linear equation estimated by instrumental variables ,"
Econometrics Journal ,
Royal Economic Society, vol. 11(3), pages 443-477, November.
[Downloadable!] (restricted)
Russell Davidson & James MacKinnon, 2006.
"Bootstrap Inference In A Linear Equation Estimated By Instrumental Variables ,"
Departmental Working Papers
2006-21, McGill University, Department of Economics.
[Downloadable!]
Russell Davidson & James G. MacKinnon, 2008.
"Bootstrap Inference in a Linear Equation Estimated by Instrumental Variables ,"
Working Papers
1157, Queen's University, Department of Economics.
[Downloadable!]
James G. MacKinnon, 2006.
"Applications of the Fast Double Bootstrap ,"
Working Papers
1023, Queen's University, Department of Economics.
[Downloadable!]
David Albouy, 2006.
"The Colonial Origins of Comparative Development: An Investigation of the Settler Mortality Data ,"
Center for International and Development Economics Research, Working Paper Series
1055, Center for International and Development Economics Research, Institute for Business and Economic Research, UC Berkeley.
[Downloadable!]
Other versions:
Donald W.K. Andrews & Jae-Young Kim, 2003.
"End-of-Sample Cointegration Breakdown Tests ,"
Cowles Foundation Discussion Papers
1404, Cowles Foundation, Yale University.
[Downloadable!] Other versions: Cited by:
Pierre Siklos, 2006.
"What Can We Learn from Comprehensive Data Revisions for Forecasting Inflation: Some US Evidence ,"
Working Papers
eg0049, Wilfrid Laurier University, Department of Economics, revised 2006.
[Downloadable!]
Kai Carstensen, 2003.
"Is European Money Demand Still Stable? ,"
Kiel Working Papers
1179, Kiel Institute for the World Economy.
[Downloadable!]
Antonio Montañés & Marcos Sanso-Navarro, .
"Another look at long-horizon uncovered interest parity ,"
Studies on the Spanish Economy
221, FEDEA.
[Downloadable!]
Paul Blackley, 2009.
"The change in aggregate budget behavior in the 1990s: a cointegration-error correction model analysis ,"
Public Choice ,
Springer, vol. 138(3), pages 475-482, March.
[Downloadable!] (restricted)
Donald W.K. Andrews, 2003.
"Cross-section Regression with Common Shocks ,"
Cowles Foundation Discussion Papers
1428, Cowles Foundation, Yale University.
[Downloadable!] Other versions: Published as: Cited by:
Erik Hjalmarsson, 2006.
"Predictive regressions with panel data ,"
International Finance Discussion Papers
869, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Yixiao Sun, 2005.
"Estimation and Inference in Panel Structure Models ,"
University of California at San Diego, Economics Working Paper Series
2005-11, Department of Economics, UC San Diego.
[Downloadable!]
Jushan Bai & Chihwa Kao & Serena Ng, 2007.
"Panel Cointegration with Global Stochastic Trends ,"
Center for Policy Research Working Papers
90, Center for Policy Research, Maxwell School, Syracuse University.
[Downloadable!]
Other versions: Christian Hawkesby & Ian W Marsh & Ibrahim Stevens, .
"Comovements in the prices of securities issued by large complex financial institutions ,"
Bank of England working papers
256, Bank of England.
[Downloadable!]
Jushan Bai & Chihwa Kao, 2005.
"On the Estimation and Inference of a Panel Cointegration Model with Cross-Sectional Dependence ,"
Center for Policy Research Working Papers
75, Center for Policy Research, Maxwell School, Syracuse University.
[Downloadable!]
Badi H. Baltagi & Francesco Moscone, 2009.
"Health Care Expenditure and Income in the OECD Reconsidered: Evidence from Panel Data ,"
Discussion Papers in Economics
09/5, Department of Economics, University of Leicester.
[Downloadable!]
Badi H. Baltagi & Qu Feng & Chihwa Kao, 2009.
"Testing for Sphericity in a Fixed Effects Panel Data Model (Revised July 2009) ,"
Center for Policy Research Working Papers
112, Center for Policy Research, Maxwell School, Syracuse University.
[Downloadable!]
Seung C. Ahn & Young H. Lee & Peter Schmidt, 2006.
"Panel Data Models with Multiple Time-Varying Individual Effects ,"
Working Papers
0702, University of Crete, Department of Economics.
[Downloadable!]
Donald W.K. Andrews, 2002.
"The Block-block Bootstrap: Improved Asymptotic Refinements ,"
Cowles Foundation Discussion Papers
1370, Cowles Foundation, Yale University.
[Downloadable!] Published as: Cited by:
Valentina Corradi & Norman Swanson, 2004.
"Bootstrap Procedures for Recursive Estimation Schemes With Applications to Forecast Model Selection ,"
Departmental Working Papers
200418, Rutgers University, Department of Economics.
[Downloadable!]
Lu Ji & Tong Li, 2008.
"Multi-round procurement auctions with secret reserve prices: theory and evidence ,"
Journal of Applied Econometrics ,
John Wiley & Sons, Ltd., vol. 23(7), pages 897-923.
[Downloadable!]
Charlotte S. Hansen & Bjorn E. Tuypens, 2004.
"Long-Run Regressions: Theory and Application to US Asset Markets ,"
Finance
0410018, EconWPA.
[Downloadable!]
James G. MacKinnon, 2006.
"Bootstrap Methods in Econometrics ,"
Working Papers
1028, Queen's University, Department of Economics.
[Downloadable!]
Other versions: James G. MacKinnon, 2007.
"Bootstrap Hypothesis Testing ,"
Working Papers
1127, Queen's University, Department of Economics.
[Downloadable!]
Patrick Richard, 2007.
"Sieve bootstrap unit root tests ,"
Cahiers de recherche
07-05, Departement d'Economique de la Faculte d'administration à l'Universite de Sherbrooke.
[Downloadable!]
Bunzel, Helle & Iglesias, Emma M., 2006.
"Testing for Breaks Using Alternating Observations ,"
Staff General Research Papers
12694, Iowa State University, Department of Economics.
[Downloadable!]
Valentina Corradi & Norman Swanson, 2004.
"Predective Density and Conditional Confidence Interval Accuracy Tests ,"
Departmental Working Papers
200423, Rutgers University, Department of Economics.
[Downloadable!]
Other versions: Valentina Corradi & Norman Swanson, 2003.
"The Block Bootstrap for Parameter Estimation Error In Recursive Estimation Schemes, With Applications to Predictive Evaluation ,"
Departmental Working Papers
200313, Rutgers University, Department of Economics.
[Downloadable!]
D. S. Poskitt, 2006.
"Properties of the Sieve Bootstrap for Fractionally Integrated and Non-Invertible Processes ,"
Monash Econometrics and Business Statistics Working Papers
12/06, Monash University, Department of Econometrics and Business Statistics.
[Downloadable!]
DONALD ANDREWS & Yixiao Sun, 2002.
"Adaptive Local Polynomial Whittle Estimation of Long-Range Dependence ,"
University of California at San Diego, Economics Working Paper Series
2002-17, Department of Economics, UC San Diego.
[Downloadable!] Other versions: Published as: Cited by:
Violetta Dalla & Liudas Giraitis & Javier Hidalgo, 2006.
"Consistent estimation of the memory parameterfor nonlinear time series ,"
STICERD - Econometrics Paper Series
/2006/497, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
[Downloadable!]
Other versions:Violetta Dalla & Liudas Giraitis & Javier Hidalgo, 2006.
"Consistent estimation of the memory parameter for nonlinear time series ,"
Journal of Time Series Analysis ,
Blackwell Publishing, vol. 27(2), pages 211-251, 03.
[Downloadable!] (restricted)
V Dalla & L Giraitis & J Hidalgo, .
"Consistent estimation of the memory parameter for nonlinear time series ,"
Discussion Papers
05/17, Department of Economics, University of York.
Violetta Dalla & Liudas Giraitis & Javier Hidalgo, 2006.
"Consistent estimation of the memory parameterfor nonlinear time series ,"
STICERD - Econometrics Paper Series
/06/497, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
[Downloadable!]
Nuno Cassola & Claudio Morana, 2007.
"Comovements in Volatility in the Euro Money Market ,"
ICER Working Papers
7-2007, ICER - International Centre for Economic Research.
[Downloadable!]
Katarzyna Lasak, 2008.
"Maximum likelihood estimation of fractionally cointegrated systems ,"
CREATES Research Papers
2008-53, School of Economics and Management, University of Aarhus.
[Downloadable!]
Javier Hualde & Peter M Robinson, 2006.
"Semiparametric Estimation of Fractional Cointegration ,"
STICERD - Econometrics Paper Series
/2006/502, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
[Downloadable!]
Claudio Morana, 2006.
"Multivariate modelling of long memory processes with common components ,"
ICER Working Papers
40-2006, ICER - International Centre for Economic Research.
[Downloadable!]
Nuno Cassola & Claudio Morana, 2006.
"Comovements in volatility in the euro money market ,"
Working Paper Series
703, European Central Bank.
[Downloadable!]
Katsumi Shimotsu, 2006.
"Simple (but effective) tests of long memory versus structural breaks ,"
Working Papers
1101, Queen's University, Department of Economics.
[Downloadable!]
Nordman, Dan Nordman & Sibbertsen, Philipp & Lahiri, Soumendra N., 2005.
"Empirical likelihood confidence intervals for the mean of a long-range dependent process ,"
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Universität Hannover
dp-327, Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
[Downloadable!]
Other versions: Frank S. Nielsen, 2009.
"Local Whittle estimation of multivariate fractionally integrated processes ,"
CREATES Research Papers
2009-38, School of Economics and Management, University of Aarhus.
[Downloadable!]
Patrik Guggenberger & Yixiao Sun, 2004.
"Bias-Reduced Log-Periodogram and Whittle Estimation of the Long-Memory Parameter Without Variance Inflation ,"
University of California at San Diego, Economics Working Paper Series
2004-14, Department of Economics, UC San Diego.
[Downloadable!]
Yixiao Sun, 2005.
"Adaptive Estimation of the Regression Discontinuity Model ,"
Econometrics
0506003, EconWPA.
[Downloadable!]
Donald W.K. Andrews, 2002.
"End-of-Sample Instability Tests ,"
Cowles Foundation Discussion Papers
1369, Cowles Foundation, Yale University.
[Downloadable!] Published as: Cited by:
Pavel Cizek & Wolfgang Härdle & Vladimir Spokoiny, 2008.
"Adaptive pointwise estimation in time-inhomogeneous time-series models ,"
SFB 649 Discussion Papers
SFB649DP2008-002, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
[Downloadable!]
Other versions: Ray C. Fair, 2005.
"Policy Effects in the Post Boom U.S. Economy ,"
Cowles Foundation Discussion Papers
1497, Cowles Foundation, Yale University.
[Downloadable!]
Other versions: Pierre Siklos, 2006.
"What Can We Learn from Comprehensive Data Revisions for Forecasting Inflation: Some US Evidence ,"
Working Papers
eg0049, Wilfrid Laurier University, Department of Economics, revised 2006.
[Downloadable!]
John M. Maheu & Stephen Gordon, 2008.
"Learning, forecasting and structural breaks ,"
Journal of Applied Econometrics ,
John Wiley & Sons, Ltd., vol. 23(5), pages 553-583.
[Downloadable!]
Other versions: Rao, B. Bhaskara & Tamazian, Artur & Kumar, Saten, 2009.
"Systems GMM estimates of the Feldstein-Horioka puzzle for the OECD countries and tests for structural breaks ,"
MPRA Paper
15312, University Library of Munich, Germany.
[Downloadable!]
Kai Carstensen, 2003.
"Is European Money Demand Still Stable? ,"
Kiel Working Papers
1179, Kiel Institute for the World Economy.
[Downloadable!]
Tommaso Mancini Griffoli, 2006.
"Explaining the Euro's Effect on Trade? Interest Rates in an Augmented Gravity Equation ,"
HEI Working Papers
10-2006, Economics Section, The Graduate Institute of International Studies.
[Downloadable!]
Ray C. Fair, 2002.
"Testing for a New Economy in the 1990s ,"
Cowles Foundation Discussion Papers
1388, Cowles Foundation, Yale University, revised Mar 2003.
[Downloadable!]
Other versions: Kai Carstensen & Roberta Colavecchio, 2004.
"Did the Revision of the ECB Monetary Policy Strategy Affect the Reaction Function? ,"
Kiel Working Papers
1221, Kiel Institute for the World Economy.
[Downloadable!]
Schmitz, Birgit & von Hagen, Jürgen, 2009.
"Current Account Imbalances and Financial Integration in the Euro Area ,"
CEPR Discussion Papers
7262, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Juan Ignacio Pena & Rosa Rodriguez, 2006.
"On The Economic Link Between Asset Prices And Real Activity ,"
Business Economics Working Papers
wb063209, Universidad Carlos III, Departamento de Economía de la Empresa.
[Downloadable!]
Tommaso Mancini-Griffoli & Laurent L. Pauwels, 2006.
"Is There a Euro Effect on Trade? An Application of End-of-Sample Structural Break Tests for Panel Data ,"
HEI Working Papers
04-2006, Economics Section, The Graduate Institute of International Studies, revised Apr 2006.
[Downloadable!]
Donald W.K. Andrews & Yixiao Sun, 2001.
"Local Polynomial Whittle Estimation of Long-range Dependence ,"
Cowles Foundation Discussion Papers
1293, Cowles Foundation, Yale University.
[Downloadable!] Cited by:
Katsumi Shimotsu, 2006.
"Simple (but effective) tests of long memory versus structural breaks ,"
Working Papers
1101, Queen's University, Department of Economics.
[Downloadable!]
Yixiao Sun & Peter C.B. Phillips, 2002.
"Nonlinear Log-Periodogram Regression for Perturbed Fractional Processes ,"
Cowles Foundation Discussion Papers
1366, Cowles Foundation, Yale University.
[Downloadable!]
Other versions: Marc Henry & Peter M Robinson, 2002.
"Higher-Order Kernel Semiparametric M-Estimation of Long Memory ,"
STICERD - Econometrics Paper Series
/2002/436, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
[Downloadable!]
Other versions: Sandrine Lardic & Valerie Mignon, 2004.
"The exact maximum likelihood estimation of ARFIMA processes and model selection criteria: A Monte Carlo study ,"
Economics Bulletin ,
Economics Bulletin, vol. 3(21), pages 1-16.
[Downloadable!]
Other versions: Clifford Hurvich & Eric Moulines & Philippe Soulier, 2004.
"Estimating Long Memory in Volatility ,"
Econometrics
0412006, EconWPA.
[Downloadable!]
Other versions: Liudas Giraitis & Peter M Robinson, 2002.
"Edgeworth Expansions for Semiparametric Whittle Estimation of Long Memory ,"
STICERD - Econometrics Paper Series
/2002/438, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
[Downloadable!]
Katsumi Shimotsu & Peter C.B. Phillips, 2000.
"Local Whittle Estimation in Nonstationary and Unit Root Cases ,"
Cowles Foundation Discussion Papers
1266, Cowles Foundation, Yale University, revised Sep 2003.
[Downloadable!]
Frank S. Nielsen, 2008.
"Local polynomial Whittle estimation covering non-stationary fractional processes ,"
CREATES Research Papers
2008-28, School of Economics and Management, University of Aarhus.
[Downloadable!]
Donald W.K. Andrews, 2001.
"Higher-order Improvements of the Parametric Bootstrap for Markov Processes ,"
Cowles Foundation Discussion Papers
1334, Cowles Foundation, Yale University.
[Downloadable!] Cited by:
Hiroyuki Kasahara & Katsumi Shimotsu, 2006.
"Nested Pseudo-likelihood Estimation and Bootstrap-based Inference for Structural Discrete Markov Decision Models ,"
Working Papers
1063, Queen's University, Department of Economics.
[Downloadable!]
Other versions:
Donald W.K. Andrews & Patrik Guggenberger, 2000.
"A Bias-Reduced Log-Periodogram Regression Estimator for the Long-Memory Parameter ,"
Cowles Foundation Discussion Papers
1263, Cowles Foundation, Yale University.
[Downloadable!] Published as: Cited by:
Aaron Smallwood, 2004.
"Joint Tests for Long Memory and Non-linearity: The Case of Purchasing Power Parity ,"
Computing in Economics and Finance 2004
23, Society for Computational Economics.
[Downloadable!]
Jin Lee, 2004.
"Wavelet transform for log periodogram regression in long memory stochastic volatility model ,"
Econometric Society 2004 Far Eastern Meetings
682, Econometric Society.
[Downloadable!]
Federico Bandi & Benoit Perron, 2003.
"Long memory and the relation between implied and realized volatility ,"
Econometrics
0305004, EconWPA.
[Downloadable!]
Other versions: Josu Arteche, 2005.
"Semiparametric estimation in perturbed long memory series ,"
BILTOKI
200502, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).
[Downloadable!]
Other versions:Josu Arteche, 2006.
"Semiparametric estimation in perturbed long memory series ,"
Computing in Economics and Finance 2006
22, Society for Computational Economics.
[Downloadable!]
Arteche, J., 2006.
"Semiparametric estimation in perturbed long memory series ,"
Computational Statistics & Data Analysis ,
Elsevier, vol. 51(4), pages 2118-2141, December.
[Downloadable!] (restricted)
Aaron Smallwood; Alex Maynard; Mark Wohar, 2005.
"The Long and the Short of It: Long Memory Regressors and Predictive Regressions ,"
Computing in Economics and Finance 2005
384, Society for Computational Economics.
[Downloadable!]
Nuno Cassola & Claudio Morana, 2006.
"Comovements in volatility in the euro money market ,"
Working Paper Series
703, European Central Bank.
[Downloadable!]
Patrik Guggenberger & Yixiao Sun, 2004.
"Bias-Reduced Log-Periodogram and Whittle Estimation of the Long-Memory Parameter Without Variance Inflation ,"
University of California at San Diego, Economics Working Paper Series
2004-14, Department of Economics, UC San Diego.
[Downloadable!]
Davidson, James & Sibbertsen, Philipp, 2005.
"Tests of Bias in Log-Periodogram Regression ,"
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Universität Hannover
dp-317, Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
[Downloadable!]
Other versions: Yixiao Sun & Peter C.B. Phillips, 2002.
"Nonlinear Log-Periodogram Regression for Perturbed Fractional Processes ,"
Cowles Foundation Discussion Papers
1366, Cowles Foundation, Yale University.
[Downloadable!]
Other versions: Sandrine Lardic & Valerie Mignon, 2004.
"The exact maximum likelihood estimation of ARFIMA processes and model selection criteria: A Monte Carlo study ,"
Economics Bulletin ,
Economics Bulletin, vol. 3(21), pages 1-16.
[Downloadable!]
Other versions: Clifford Hurvich & Eric Moulines & Philippe Soulier, 2004.
"Estimating Long Memory in Volatility ,"
Econometrics
0412006, EconWPA.
[Downloadable!]
Other versions: Liudas Giraitis & Peter M Robinson, 2002.
"Edgeworth Expansions for Semiparametric Whittle Estimation of Long Memory ,"
STICERD - Econometrics Paper Series
/2002/438, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
[Downloadable!]
Donald W.K. Andrews, 2000.
"Equivalence of the Higher-order Asymptotic Efficiency of k-step and Extremum Statistics ,"
Cowles Foundation Discussion Papers
1269, Cowles Foundation, Yale University.
[Downloadable!] Published as: Cited by:
Hiroyuki Kasahara & Katsumi Shimotsu, 2006.
"Nested Pseudo-likelihood Estimation and Bootstrap-based Inference for Structural Discrete Markov Decision Models ,"
Working Papers
1063, Queen's University, Department of Economics.
[Downloadable!]
Other versions: Atsushi Inoue & Mototsugu Shintani, 2001.
"Bootstrapping GMM Estimators for Time Series ,"
Working Papers
0129, Department of Economics, Vanderbilt University, revised Aug 2003.
[Downloadable!]
Other versions: Yixiao Sun & Peter C.B. Phillips, 2008.
"Optimal Bandwidth Choice for Interval Estimation in GMM Regression ,"
Cowles Foundation Discussion Papers
1661, Cowles Foundation, Yale University.
[Downloadable!]
Donald W.K. Andrews, 1999.
"Testing When a Parameter Is on the Boundary of the Maintained Hypothesis ,"
Cowles Foundation Discussion Papers
1229, Cowles Foundation, Yale University.
[Downloadable!] Published as: Cited by:
Francq, Christian & Zakoian, Jean-Michel, 2008.
"Testing the nullity of GARCH coefficients : correction of the standard tests and relative efficiency comparisons ,"
MPRA Paper
16672, University Library of Munich, Germany.
[Downloadable!]
Other versions:Christian Francq ; Jean-Michel Zakoïan, 2008.
"Testing the Nullity of GARCH Coefficients : Correction of the Standard Tests and Relative Efficiency Comparisons ,"
Working Papers
2008-04, Centre de Recherche en Economie et Statistique, revised Apr 2008.
[Downloadable!]
Francq, Christian & Zakoïan, Jean-Michel, 2009.
"Testing the Nullity of GARCH Coefficients: Correction of the Standard Tests and Relative Efficiency Comparisons ,"
Journal of the American Statistical Association ,
American Statistical Association, vol. 104(485), pages 313-324.
[Downloadable!] (restricted)
Yixiao Sun, 2005.
"Estimation and Inference in Panel Structure Models ,"
University of California at San Diego, Economics Working Paper Series
2005-11, Department of Economics, UC San Diego.
[Downloadable!]
DeRossi, G. & Harvey, A., 2006.
"Time-Varying Quantiles ,"
Cambridge Working Papers in Economics
0649, Faculty of Economics, University of Cambridge.
[Downloadable!]
Xiaohong Chen & Yanqin Fan, 2002.
"Estimation of Copula-Based Semiparametric Time Series Models ,"
Working Papers
0226, Department of Economics, Vanderbilt University, revised Oct 2004.
[Downloadable!]
Raffaele Miniaci & Sergio Pastorello, 2008.
"Mean-Variance Econometric Analysis of Household Portfolios ,"
Working Papers
0807, University of Brescia, Department of Economics.
[Downloadable!]
Wiji Arulampalam & Robin A. Naylor & Jeremy Smith, 2005.
"Doctor Who? Who Gets Admission Offers in UK Medical Schools ,"
IZA Discussion Papers
1775, Institute for the Study of Labor (IZA).
[Downloadable!]
Jean-Thomas Bernard & Lynda Khalaf & Maral Kichian & Sebastien McMahon, 2006.
"Forecasting Commodity Prices: GARCH, Jumps, and Mean Reversion ,"
Working Papers
06-14, Bank of Canada.
[Downloadable!]
Wiji Arulampalam & Sonia Bhalotra, 2006.
"Sibling Death Clustering in India: State Dependence vs. Unobserved Heterogeneity ,"
IZA Discussion Papers
2251, Institute for the Study of Labor (IZA).
[Downloadable!]
Violetta Dalla & Javier Hidalgo, 2005.
"A Parametric Bootstrap Test for Cycles ,"
STICERD - Econometrics Paper Series
/2005/486, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
[Downloadable!]
Other versions: Roméo Fontaine & Agnès Gramain & Jérôme Wittwer, 2009.
"Providing care for an elderly parent: interactions among siblings? ,"
Health Economics ,
John Wiley & Sons, Ltd., vol. 18(9), pages 1011-1029.
[Downloadable!]
Clive G. Bowsher, 2003.
"Modelling Security Market Events in Continuous Time: Intensity Based, Multivariate Point Process Models ,"
Economics Papers
2003-W03, Economics Group, Nuffield College, University of Oxford.
[Downloadable!]
Prasad Bidarkota & Khurshid M. Kiani, 2004.
"No Predictable Components in G7 Stock Returns ,"
Working Papers
0416, Florida International University, Department of Economics.
[Downloadable!]
Adrian Pagan, 2005.
"Some Econometric Analysis Of Constructed Binary Time Series ,"
CAMA Working Papers
2005-07, Australian National University, Centre for Applied Macroeconomic Analysis.
[Downloadable!]
Isacsson, Gunnar, 2007.
"The trade off between time and money: Is there a difference between real and hypothetical choices? ,"
Working Papers
2007:3, Swedish National Road & Transport Research Institute (VTI).
[Downloadable!]
Masahito Kobayashi, 2005.
"Testing for Volatility Jumps in the Stochastic Volatility Process ,"
Asia-Pacific Financial Markets ,
Springer, vol. 12(2), pages 143-157, June.
[Downloadable!] (restricted)
Petzold, Max & Jonsson, Robert, 2003.
"Maximum Likelihood Ratio based small-sample tests for random coefficients in linear regression ,"
Working Papers in Economics
102, Göteborg University, Department of Economics.
[Downloadable!]
Christian Francq & Jean-Michel Zakoïan, 2006.
"Inference in GARCH when some coefficients are equal to zero ,"
Computing in Economics and Finance 2006
64, Society for Computational Economics.
[Downloadable!]
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.
[Downloadable!]
Other versions: René Garcia & Georges Tsafack, 2009.
"Dependence Structure and Extreme Comovements in International Equity and Bond Markets ,"
CIRANO Working Papers
2009s-21, CIRANO.
[Downloadable!]
Guido W. Imbens & Whitney Newey & Geert Ridder, 2006.
"Mean-squared-error Calculations for Average Treatment Effects ,"
IEPR Working Papers
06.57, Institute of Economic Policy Research (IEPR).
[Downloadable!]
Siem Jan Koopman & André Lucas & Marius Ooms & Kees van Montfort & Victor van der Geest, 2007.
"Estimating Systematic Continuous-time Trends in Recidivism using a Non-Gaussian Panel Data Model ,"
Tinbergen Institute Discussion Papers
07-027/4, Tinbergen Institute.
[Downloadable!]
Other versions: Jin Lee, 2000.
"One-Sided Testing for ARCH Effect Using Wavelets ,"
Econometric Society World Congress 2000 Contributed Papers
1214, Econometric Society.
[Downloadable!]
Francisco Javier Mencía & Enrique Sentana, 2004.
"Estimation And Testing Of Dynamic Models With Generalised Hyperbolic Innovations ,"
Working Papers
wp2004_0411, CEMFI.
[Downloadable!]
Other versions: Donald W.K. Andrews & Patrik Guggenberger, 2007.
"The Limit of Finite-Sample Size and a Problem with Subsampling ,"
Cowles Foundation Discussion Papers
1605, Cowles Foundation, Yale University.
[Downloadable!]
Other versions: Prasad V. Bidarkota & Brice V. Dupoyet & J. Huston McCulloch, 2005.
"Asset Pricing with Incomplete Information under Stable Shocks ,"
Working Papers
0514, Florida International University, Department of Economics.
[Downloadable!]
Hyungsik Roger Moon & Frank Schorfheide, 2006.
"Boosting Your Instruments: Estimation with Overidentifying Inequality Moment Conditions ,"
IEPR Working Papers
06.56, Institute of Economic Policy Research (IEPR).
[Downloadable!]
Other versions: Jin Seo Cho & Meng Huang & Halbert White, 2009.
"Testing for a Constant Mean Function using Functional Regression ,"
Discussion Paper Series
0915, Institute of Economic Research, Korea University.
[Downloadable!]
Lacroix, R., 2008.
"Assessing the shape of the distribution of interest rates: lessons from French individual data ,"
Documents de Travail
206, Banque de France.
[Downloadable!]
Andrew J. Patton & Allan Timmermann, 2005.
"Testable Implications of Forecast Optimality ,"
STICERD - Econometrics Paper Series
/2005/485, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
[Downloadable!]
Jun Ma & Charles Nelson & Richard Startz, 2007.
"Spurious Inference in the GARCH (1,1) Model When It Is Weakly Identified ,"
Studies in Nonlinear Dynamics & Econometrics ,
Berkeley Electronic Press, vol. 11(1), pages 1434-1434.
[Downloadable!] (restricted)
Other versions: Adam Rosen, 2006.
"Confidence sets for partially identified parameters that satisfy a finite number of moment inequalities ,"
CeMMAP working papers
CWP25/06, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
[Downloadable!]
Other versions: Yanqin Fan & Xiaohong Chen, 2004.
"Estimation of Copula-Based Semiparametric Time Series Models ,"
Econometric Society 2004 Far Eastern Meetings
559, Econometric Society.
[Downloadable!]
Kazumitsu Nawata, 2007.
"A monte carlo analysis of the type II tobit maximum likelihood estimator when the true model is the type I tobit model ,"
Economics Bulletin ,
Economics Bulletin, vol. 3(54), pages 1-10.
[Downloadable!]
Donald W.K. Andrews & Biao Lu, 1999.
"Consistent Model and Moment Selection Criteria for GMM Estimation with Applications to Dynamic Panel Data Models ,"
Cowles Foundation Discussion Papers
1233, Cowles Foundation, Yale University.
[Downloadable!] Cited by:
Todd Prono, 2006.
"GARCH-based identification of triangular systems with an application to the CAPM: still living with the roll critique ,"
Working Papers
07-1, Federal Reserve Bank of Boston.
[Downloadable!]
Hans Genberg & Laurent L. Pauwels, 2003.
"An Open Economy New Keynesian Phillips Curve: Evidence from Hong Kong ,"
HEI Working Papers
03-2003, Economics Section, The Graduate Institute of International Studies.
[Downloadable!]
Other versions:
Donald W.K. Andrews & Moshe Buchinsky, 1999.
"On the Number of Bootstrap Repetitions for Bca Confidence Intervals ,"
Working Papers
99-17, Brown University, Department of Economics.
Other versions: Published as: Cited by:
Baghli, M. & Cahn, C. & Fraisse, H., 2006.
"Is the Inflation-Output Nexus Asymmetric in the Euro Area? ,"
Documents de Travail
140, Banque de France.
[Downloadable!]
Other versions: Andrés Carvajal, 2004.
"BC Bootstrap Confidence Intervals for Random Effects Panel Data Models ,"
INVESTIGACIÃN ECONÃMICA EN COLOMBIA
002061, FUNDACIÓN PONDO.
[Downloadable!]
Donald W.K. Andrews, 1999.
"Higher-Order Improvements of a Computationally Attractive-Step Bootstrap for Extremum Estimators ,"
Cowles Foundation Discussion Papers
1230, Cowles Foundation, Yale University.
[Downloadable!] Other versions: Published as: Cited by:
Valentina Corradi & Norman Swanson, 2004.
"Bootstrap Procedures for Recursive Estimation Schemes With Applications to Forecast Model Selection ,"
Departmental Working Papers
200418, Rutgers University, Department of Economics.
[Downloadable!]
Raffaella Giacomini & Halbert White, 2004.
"Tests of Conditional Predictive Ability ,"
University of California at San Diego, Economics Working Paper Series
2003-09, Department of Economics, UC San Diego.
[Downloadable!]
Other versions:Raffaella Giacomini & Halbert White, 2003.
"Tests of Conditional Predictive Ability ,"
Econometrics
0308001, EconWPA.
[Downloadable!]
Raffaella Giacomini & Halbert White, 2006.
"Tests of Conditional Predictive Ability ,"
Econometrica ,
Econometric Society, vol. 74(6), pages 1545-1578, November.
[Downloadable!] (restricted)
Raffaella Giacomini & Halbert White, 2003.
"Tests of conditional predictive ability ,"
Boston College Working Papers in Economics
572, Boston College Department of Economics.
[Downloadable!]
Valentina Corradi & Norman R. Swanson, 2003.
"Evaluation of Dynamic Stochastic General Equilibrium Models Based on Distributional Comparison of Simulated and Historical Data ,"
Departmental Working Papers
200320, Rutgers University, Department of Economics.
[Downloadable!]
Other versions: Hiroyuki Kasahara & Katsumi Shimotsu, 2006.
"Nested Pseudo-likelihood Estimation and Bootstrap-based Inference for Structural Discrete Markov Decision Models ,"
Working Papers
1063, Queen's University, Department of Economics.
[Downloadable!]
Other versions: W. Härdle & J. Horowitz & J.-P. Kreiss, .
"Bootstrap Methods For Time Series ,"
Sonderforschungsbereich 373
2001-59, Humboldt Universitaet Berlin.
Joseph P. Romano & Michael Wolf, 2002.
"Improved Nonparametric Confidence Intervals in Time Series Regressions ,"
Economics Working Papers
635, Department of Economics and Business, Universitat Pompeu Fabra.
[Downloadable!]
Valentina Corradi & Norman R. Swanson, 2003.
"Bootstrap Conditional Distribution Tests In the Presence of Dynamic Misspecification ,"
Departmental Working Papers
200311, Rutgers University, Department of Economics.
[Downloadable!]
Other versions: Martin Browning & Jens Bonke, 2006.
"Allocation within the household: direct survey evidence ,"
Economics Series Working Papers
286, University of Oxford, Department of Economics.
[Downloadable!]
Other versions: Wolfgang Keller, 2001.
"The Geography and Channels of Diffusion at the World's Technology Frontier ,"
NBER Working Papers
8150, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: Minford, Patrick & Theodoridis, Konstantinos & Meenagh, David, 2007.
"Testing a model of the UK by the method of indirect inference ,"
Cardiff Economics Working Papers
E2007/2, Cardiff University, Cardiff Business School, Economics Section, revised Apr 2008.
[Downloadable!]
Other versions:Meenagh, David & Minford, Patrick & Theodoridis, Konstantinos, 2008.
"Testing a Model of the UK by the Method of Indirect Inference ,"
CEPR Discussion Papers
6849, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Patrick Minford & Konstantinos Theodoridis & David Meenagh, 2009.
"Testing a Model of the UK by the Method of Indirect Inference ,"
Open Economies Review ,
Springer, vol. 20(2), pages 265-291, April.
[Downloadable!] (restricted)
Yuriy Gorodnichenko, 2005.
"Reduced-Rank Identification of Structural Shocks in VARs ,"
Macroeconomics
0512011, EconWPA.
[Downloadable!]
Keller, Wolfgang, 2001.
"Knowledge Spillovers at the World's Technology Frontier ,"
CEPR Discussion Papers
2815, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Sílvia Gonçalves & Halbert White, 2001.
"The Bootstrap of the Mean for Dependent Heterogeneous Arrays ,"
CIRANO Working Papers
2001s-19, CIRANO.
[Downloadable!]
Other versions: Keller, Wolfgang, 2001.
"Geographic Localization of International Technology Diffusion ,"
CEPR Discussion Papers
2706, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions:Wolfgang Keller, 2000.
"Geographic Localization of International Technology Diffusion ,"
NBER Working Papers
7509, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Wolfgang Keller, 2002.
"Geographic Localization of International Technology Diffusion ,"
American Economic Review ,
American Economic Association, vol. 92(1), pages 120-142, March.
[Downloadable!]
Lutz Kilian & Atsushi Inoue, 2004.
"Bagging Time Series Models ,"
Econometric Society 2004 North American Summer Meetings
110, Econometric Society.
[Downloadable!]
Other versions: Aaron Mehrotra & Tuomas Peltonen & Alvaro Santos Rivera, 2007.
"Modelling inflation in China - a regional perspective ,"
Working Paper Series
829, European Central Bank.
[Downloadable!]
Other versions: Valentina Corradi & Norman Swanson, 2004.
"Predective Density and Conditional Confidence Interval Accuracy Tests ,"
Departmental Working Papers
200423, Rutgers University, Department of Economics.
[Downloadable!]
Other versions: Valentina Corradi & Norman Swanson, 2003.
"The Block Bootstrap for Parameter Estimation Error In Recursive Estimation Schemes, With Applications to Predictive Evaluation ,"
Departmental Working Papers
200313, Rutgers University, Department of Economics.
[Downloadable!]
Donald W.K. Andrews, 1997.
"Estimation When a Parameter Is on a Boundary: Theory and Applications ,"
Cowles Foundation Discussion Papers
1153, Cowles Foundation, Yale University.
[Downloadable!] Cited by:
Hilmer, Christiana E. & Holt, Matthew T., 2000.
"A Comparison Of Resampling Techniques When Parameters Are On A Boundary: The Bootstrap, Subsample Bootstrap, And Subsample Jackknife ,"
2000 Annual meeting, July 30-August 2, Tampa, FL
21810, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
[Downloadable!]
Tae-Hwan Kim & Douglas Stone & Halbert White, 2000.
"Asymptotic and Bayesian Confidence Intervals for Sharpe Style Weights ,"
University of California at San Diego, Economics Working Paper Series
2000-27, Department of Economics, UC San Diego.
[Downloadable!]
Other versions:
Donald W.K. Andrews, 1997.
"Consistent Moment Selection Procedures for Generalized Method of Moments Estimation ,"
Cowles Foundation Discussion Papers
1146R, Cowles Foundation, Yale University.
[Downloadable!] Published as: Cited by:
Lemos, Sara, 2004.
"Political Variables as Instruments for the Minimum Wage ,"
IZA Discussion Papers
1136, Institute for the Study of Labor (IZA).
[Downloadable!]
Other versions:Sara Lemos, 2003.
"Political Variables as Instruments for the Minimum Wage ,"
Anais do XXXI Encontro Nacional de Economia [Proceedings of the 31th Brazilian Economics Meeting]
f08, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
[Downloadable!]
Sara Lemos, 2004.
"Political Variables as Instruments for the Minimum Wage ,"
Labor and Demography
0403010, EconWPA.
[Downloadable!]
Sara lemos, 2004.
"Political Variables as Instruments for the Minimum Wage ,"
Discussion Papers in Economics
04/11, Department of Economics, University of Leicester.
[Downloadable!]
Sara Lemos, 2005.
"Political Variables as Instruments for the Minimum Wage ,"
Contributions to Economic Analysis & Policy ,
Berkeley Electronic Press, vol. 4(1), pages 1425-1425.
[Downloadable!] (restricted)
Donald W.K. Andrews & Biao Lu, 1999.
"Consistent Model and Moment Selection Criteria for GMM Estimation with Applications to Dynamic Panel Data Models ,"
Cowles Foundation Discussion Papers
1233, Cowles Foundation, Yale University.
[Downloadable!]
Gorodnichenko, Yuriy & Svejnar, Jan & Terrell, Katherine, 2008.
"Globalization and Innovation in Emerging Markets ,"
IZA Discussion Papers
3299, Institute for the Study of Labor (IZA).
[Downloadable!]
Other versions: Ramdan Dridi & Eric Renault, 2000.
"Semi-Parametric Indirect Inference ,"
STICERD - Econometrics Paper Series
/2000/392, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
[Downloadable!]
Mahmoud El-Gamal, 2001.
"A Bayesian Interpretation Of Multiple Point Estimates ,"
Econometric Reviews ,
Taylor and Francis Journals, vol. 20(2), pages 235-245.
[Downloadable!] (restricted)
Donald W.K. Andrews & Panle Jia, 2008.
"Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure ,"
Cowles Foundation Discussion Papers
1676, Cowles Foundation, Yale University.
[Downloadable!]
Jean-Bernard Chatelain, 2001.
"Investment, the cost of capital, and monetary policy in the nineties in France: a panel data investigation ,"
Working Paper Series
106, European Central Bank.
[Downloadable!]
Other versions: Chatelain, J-B. & Tiomo, A., 2002.
"Investment, the Cost of Capital and Monetary Policy in the Nineties in France: A Panel Data Investigation ,"
Documents de Travail
96, Banque de France.
[Downloadable!]
Luintel, Kul B & Khan, Mosahid, 2008.
"Heterogeneous Ideas Production and Endogenous Growth: An Empirical Investigation ,"
Cardiff Economics Working Papers
E2008/29, Cardiff University, Cardiff Business School, Economics Section.
[Downloadable!]
Gorodnichenko, Yuriy & Svejnar, Jan & Terrell, Katherine, 2009.
"Globalization and Innovation in Emerging Markets ,"
Policy Research Working Paper Series
4808, The World Bank.
[Downloadable!]
Alastair Hall & Fernanda P. M. Peixe, 2000.
"A Consistent Method for the Selection of Relevant Instruments ,"
Econometric Society World Congress 2000 Contributed Papers
0790, Econometric Society.
[Downloadable!]
Jean-Bernard Chatelain, 2006.
"Improving Consistent Moment Selection Procedures for Generalized Method of Moments Estimation ,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
halshs-00112514_v2, HAL.
[Downloadable!]
Other versions: Jan J J Groen & Akito Matsumoto, .
"Real exchange rate persistence and systematic monetary policy behaviour ,"
Bank of England working papers
231, Bank of England.
[Downloadable!]
Alok Johri and Marc-André Letendre, 2006.
"What do “residuals” from first-order conditions reveal about DGE models? ,"
Department of Economics Working Papers
2006-01, McMaster University.
[Downloadable!]
Other versions: Jean-Bernard Chatelain & Jean-Christophe Teurlai, 2004.
"The impact of the cost of capital and of the decision to invest or to divest on investment behaviour: an empirical investigation using a panel of French services firms ,"
Money Macro and Finance (MMF) Research Group Conference 2003
13, Money Macro and Finance Research Group.
[Downloadable!]
P. Siklos & M. Bohl, 2006.
"Asset Prices as Indicators of Euro Area Monetary Policy: An Empirical Assessment of Their Role in a Taylor Rule ,"
Working Papers
eg0053, Wilfrid Laurier University, Department of Economics, revised 2006.
[Downloadable!]
Other versions:Pierre L. Siklos & Martin T. Bohl, 2007.
"Asset Prices as Indicators of Euro Area Monetary Policy: An Empirical Assessment of Their Role in a Taylor Rule ,"
Working Paper Series
32-07, Rimini Centre for Economic Analysis, revised Jul 2007.
[Downloadable!]
Pierre Siklos & Martin Bohl, 2009.
"Asset Prices as Indicators of Euro Area Monetary Policy: An Empirical Assessment of Their Role in a Taylor Rule ,"
Open Economies Review ,
Springer, vol. 20(1), pages 39-59, February.
[Downloadable!] (restricted)
Stanislav Anatolyev, 2005.
"Optimal Instruments in Time Series: A Survey ,"
Working Papers
w0069, Center for Economic and Financial Research (CEFIR).
[Downloadable!]
Other versions: Donald W.K. Andrews, 1997.
"Consistent Moment Selection Procedures for Generalized Method of Moments Estimation ,"
Cowles Foundation Discussion Papers
1146R, Cowles Foundation, Yale University.
[Downloadable!]
Other versions: A. Johri & M-A. Letendre, 2001.
"Labour Market Dynamics in RBC Models ,"
Department of Economics Working Papers
2001-03, McMaster University.
[Downloadable!]
Alastair R. Hall, Fernanda P. M. Peixe, 2000.
"Data mining and the selection of instruments ,"
Journal of Economic Methodology ,
Taylor and Francis Journals, vol. 7(2), pages 265-277, June.
[Downloadable!] (restricted)
Henry de Frahan, Bruno & Nkunzimana, Tharcisse & De Blander, Rembert & Gaspart, Frederic & Sumner, Daniel A., 2008.
"Farm Household Incomes And Reforming The Cap ,"
109th Seminar, November 20-21, 2008, Viterbo, Italy
44814, European Association of Agricultural Economists.
[Downloadable!]
Jean-Bernard Chatelain & Andre Tiomo, 2002.
"Investment and the Cost of Capital in the Ninetiesin France: A Panel Data Investigation ,"
Post-Print
halshs-00112540_v1, HAL.
[Downloadable!]
Thomas Cornelißen & Olaf Hübler, 2007.
"Unobserved Individual and Firm Heterogeneity in Wage and Tenure Functions: Evidence from German Linked Employer-Employee Data ,"
IZA Discussion Papers
2741, Institute for the Study of Labor (IZA).
[Downloadable!]
Andrew Clarke, 2008.
"Learning-by-Doing and Productivity Dynamics in Manufacturing Industries ,"
Department of Economics - Working Papers Series
1032, The University of Melbourne.
[Downloadable!]
Christian Durán, 2004.
"Evaluación microeconométrica de las políticas públicas de empleo: aspectos metodológicos ,"
Hacienda Pública Española ,
IEF, vol. 170(3), pages 107-133, september.
[Downloadable!]
Pierre L. Siklos & Diana N. Weymark, 2007.
"Is Sterilized Intervention Effective? New International Evidence ,"
Working Papers
142007, Hong Kong Institute for Monetary Research.
[Downloadable!]
Bob Chirinko & Daniel J. Wilson, 2007.
"Tax competition among U.S. states: racing to the bottom or riding on a seesaw? ,"
Working Paper Series
2008-03, Federal Reserve Bank of San Francisco.
[Downloadable!]
Donald W.K. Andrews & Moshe Buchinsky, 1997.
"On the Number of Bootstrap Repetitions for Bootstrap Standard Errors, Confidence Intervals, and Tests ,"
Cowles Foundation Discussion Papers
1141R, Cowles Foundation, Yale University.
[Downloadable!] Cited by:
Joon Y. Park, 2000.
"Bootstrap Unit Root Tests ,"
Econometric Society World Congress 2000 Contributed Papers
1587, Econometric Society.
[Downloadable!]
Donald W.K. Andrews, 1997.
"A Simple Counterexample to the Bootstrap ,"
Cowles Foundation Discussion Papers
1157, Cowles Foundation, Yale University.
[Downloadable!] Cited by:
Tae-Hwan Kim & Douglas Stone & Halbert White, 2000.
"Asymptotic and Bayesian Confidence Intervals for Sharpe Style Weights ,"
University of California at San Diego, Economics Working Paper Series
2000-27, Department of Economics, UC San Diego.
[Downloadable!]
Other versions: Frank A Cowell & Maria-Pia Victoria-Feser, 1998.
"Statistical Inference for Lorenz Curves with Censored Data ,"
STICERD - Distributional Analysis Research Programme Papers
35, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
[Downloadable!]
Donald W.K. Andrews, 1996.
"A Conditional Kolmogorov Test ,"
Cowles Foundation Discussion Papers
1111R, Cowles Foundation, Yale University.
[Downloadable!] Published as: Cited by:
Manuel A. Dominguez & Ignacio N. Lobato, 2001.
"Size Corrected Power for Bootstrap Tests ,"
Working Papers
0102, Centro de Investigacion Economica, ITAM.
[Downloadable!]
Norman Swanson & Oleg Korenok, 2006.
"How Sticky Is Sticky Enough? A Distributional and Impulse Response Analysis of New Keynesian DSGE Models. Extended Working Paper Version ,"
Departmental Working Papers
200612, Rutgers University, Department of Economics.
[Downloadable!]
Andeaou, E. & Werker, B.J.M., 2004.
"An alternative asymptotic analysis of residual-based statistics ,"
Discussion Paper
56, Tilburg University, Center for Economic Research.
[Downloadable!]
Valentina Corradi & Norman R. Swanson, 2003.
"Evaluation of Dynamic Stochastic General Equilibrium Models Based on Distributional Comparison of Simulated and Historical Data ,"
Departmental Working Papers
200320, Rutgers University, Department of Economics.
[Downloadable!]
Other versions: Gordon Anderson, 2008.
"The empirical assessment of multidimensional welfare, inequality and poverty: Sample weighted multivariate generalizations of the Kolmogorov–Smirnov two sample tests for stochastic dominance ,"
Journal of Economic Inequality ,
Springer, vol. 6(1), pages 73-87, March.
[Downloadable!] (restricted)
Valentina Corradi & Norman R. Swanson, 2003.
"Bootstrap Conditional Distribution Tests In the Presence of Dynamic Misspecification ,"
Departmental Working Papers
200311, Rutgers University, Department of Economics.
[Downloadable!]
Other versions: Horowitz, Joel L. & Spokoiny, Vladimir G., 2000.
"An Adaptive, Rate-Optimal Test of Linearity for Median Regression Models ,"
Working Papers
00-04, University of Iowa, Department of Economics.
[Downloadable!]
George R. Neumann & Nathan E. Savin, 2000.
"Learning and Communication in Sender-Receiver Games: An Econometric Investigation ,"
Econometric Society World Congress 2000 Contributed Papers
1852, Econometric Society.
[Downloadable!]
Juan Mora & Ana I. Moro, 2003.
"Motives For Money-Transfers Within Families: The Role Of Transfers On Education ,"
Working Papers. Serie AD
2003-37, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
[Downloadable!]
Alberto Abadie, 2000.
"Bootstrap Tests for the Effect of a Treatment on the Distribution of an Outcome Variable ,"
NBER Technical Working Papers
0261, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Valentina Corradi & Norman R. Swanson, 2003.
"Bootstrap Specification Tests for Diffusion Processes ,"
Departmental Working Papers
200321, Rutgers University, Department of Economics.
[Downloadable!]
Other versions: Oliver Linton & Pedro Gozalo, 1996.
"Conditional Independence Restrictions: Testing and Estimation ,"
Cowles Foundation Discussion Papers
1140, Cowles Foundation, Yale University.
[Downloadable!]
Susan Athey & Jonathan Levin & Enrique Seira, 2008.
"Comparing Open and Sealed Bid Auctions: Evidence from Timber Auctions ,"
NBER Working Papers
14590, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Fuchun Li & Greg Tkacz, 2001.
"A Consistent Bootstrap Test for Conditional Density Functions with Time-Dependent Data ,"
Working Papers
01-21, Bank of Canada.
[Downloadable!]
Michael P. Clements & Philip Hans Franses & Norman R. Swanson, 2003.
"Forecasting economic and financial time-series with non-linear models ,"
Departmental Working Papers
200309, Rutgers University, Department of Economics.
[Downloadable!]
Other versions: Manuel A. Dominguez & Ignacio N. Lobato, 2001.
"A Consistent Test for the Martingale Difference Hypothesis ,"
Working Papers
0101, Centro de Investigacion Economica, ITAM.
[Downloadable!]
Ignacio N. Lobato, 2000.
"A Consistent Test for the Martingale Difference Assumption ,"
Econometric Society World Congress 2000 Contributed Papers
0278, Econometric Society.
[Downloadable!]
Werker, B.J.M. & Andreou, E., 2003.
"A simple asymptotic analysis of residual-based statistics ,"
Discussion Paper
118, Tilburg University, Center for Economic Research.
[Downloadable!]
Juan Mora & Antonia Febrer, 2005.
"Wage Distribution In Spain, 1994-1999: An Application Of A Flexible Estimator Of Conditional Distributions ,"
Working Papers. Serie EC
2005-04, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
[Downloadable!]
Beresteanu, Arie & Molinari, Francesca, 2006.
"Asymptotic Properties for a Class of Partially Identified Models ,"
Working Papers
06-07, Cornell University, Center for Analytic Economics.
[Downloadable!]
Other versions:Arie Beresteanu & Francesca Molinari, 2006.
"Asymptotic properties for a class of partially identified models ,"
CeMMAP working papers
CWP10/06, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
[Downloadable!]
Beresteanu, Arie & Molinari, Francesca, 2006.
"Asymptotic Properties for a Class of Partially Identified Models ,"
Working Papers
06-04, Duke University, Department of Economics.
[Downloadable!]
Arie Beresteanu & Francesca Molinari, 2008.
"Asymptotic Properties for a Class of Partially Identified Models ,"
Econometrica ,
Econometric Society, vol. 76(4), pages 763-814, 07.
[Downloadable!] (restricted)
Oliver Linton & Kyungchul Song & Yoon-Jae Whang, 2008.
"Bootstrap tests of stochastic dominance with asymptotic similarity on the boundary ,"
CeMMAP working papers
CWP08/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
[Downloadable!]
Other versions: Oliver Linton & Esfandiar Maasoumi & Whang, Yoon-Jae, 2002.
"Consistent Testing for Stochastic Dominance: A Subsampling Approach ,"
Cowles Foundation Discussion Papers
1356, Cowles Foundation, Yale University, revised Mar 2002.
[Downloadable!]
Other versions:Oliver Linton & Esfandiar Maasoumi & Yoon-Jae Wang, 2002.
"Consistent testing for stochastic dominance: a subsampling approach ,"
CeMMAP working papers
CWP03/02, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
[Downloadable!]
Yoon-Jae Whang & Esfandiar Maasoumi & Oliver Linton, 2004.
"Consistent Testing for Stochastic Dominance: A Subsampling Approach ,"
FMG Discussion Papers
dp508, Financial Markets Group.
[Downloadable!] (restricted)
Oliver Linton & Esfandiar Maasoumi & Yoon-Jae Whang, 2002.
"Consistent Testing for Stochastic Dominance: A Subsampling Approach ,"
FMG Discussion Papers
dp407, Financial Markets Group.
[Downloadable!] (restricted)
Oliver Linton & Esfandiar Maasoumi & Yoon-Jae Whang, 2002.
"Consistent Testing for Stochastic Dominance: A Subsampling Approach ,"
STICERD - Econometrics Paper Series
/2002/433, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
[Downloadable!]
Park, Joon Y. & Whang, Yoon-Jae, 2004.
"A Test of the Martingale Hypothesis ,"
Working Papers
2004-11, Rice University, Department of Economics.
[Downloadable!]
Other versions: Juan Mora & Ana I. Moro, 2006.
"Consistent Specification Test For Ordered Discrete Choice Models ,"
Working Papers. Serie AD
2006-17, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
[Downloadable!]
Valentina Corradi & Norman R. Swanson, 2003.
"A Test for Comparing Multiple Misspecified Conditional Distributions ,"
Departmental Working Papers
200314, Rutgers University, Department of Economics.
[Downloadable!]
Yanqin Fan & Oliver Linton, 1997.
"Some Higher Order Theory for a Consistent Nonparametric Model Specification Test ,"
Cowles Foundation Discussion Papers
1148, Cowles Foundation, Yale University.
[Downloadable!]
Horowitz, Joel L. & Spokoiny, Vladimir G., 1999.
"An Adaptive, Rate-Optimal Test of a Parametric Model Against a Nonparametric Alternative ,"
Working Papers
99-02, University of Iowa, Department of Economics.
[Downloadable!]
Valentina Corradi & Norman Swanson & Geetesh Bhardwaj, 2006.
"A Simulation Based Specification Test for Diffusion Processes ,"
Departmental Working Papers
200614, Rutgers University, Department of Economics.
[Downloadable!]
Other versions: Juan Carlos Escanciano & Kyungchul Song, 2007.
"Asymptotically Optimal Tests for Single-Index Restrictions with a Focus on Average Partial Effects ,"
PIER Working Paper Archive
07-005, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
[Downloadable!]
Blume, A. & DeJong, D.V. & Neumann, G.R., 2000.
"Learning and communication in sender-receiver games : an econometric investigation ,"
Discussion Paper
9, Tilburg University, Center for Economic Research.
[Downloadable!]
Gao, Jiti & Gijbels, Irene, 2005.
"Bandwidth selection for nonparametric kernel testing ,"
MPRA Paper
11982, University Library of Munich, Germany, revised Jun 2007.
[Downloadable!]
Taisuke Otsu & Myung Hwan Seo & Yoon-Jae Whang, 2008.
"Testing for Non-Nested Conditional Moment Restrictions Using Unconditional Empirical Likelihood ,"
Cowles Foundation Discussion Papers
1660, Cowles Foundation, Yale University.
[Downloadable!]
Valentina Corradi & Norman Swanson, 2004.
"Predective Density and Conditional Confidence Interval Accuracy Tests ,"
Departmental Working Papers
200423, Rutgers University, Department of Economics.
[Downloadable!]
Other versions: Kyungchul Song, 2007.
"Testing Conditional Independence via Rosenblatt Transforms ,"
PIER Working Paper Archive
07-026, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
[Downloadable!]
Valentina Corradi & Norman Swanson, 2003.
"The Block Bootstrap for Parameter Estimation Error In Recursive Estimation Schemes, With Applications to Predictive Evaluation ,"
Departmental Working Papers
200313, Rutgers University, Department of Economics.
[Downloadable!]
Cheng Hsiao & Qi Li & Jeff Racine, 2006.
"A Consistent Model Specification Test with Mixed Discrete and Continuous Data ,"
IEPR Working Papers
06.47, Institute of Economic Policy Research (IEPR).
[Downloadable!]
Other versions: Susan Athey & Philip A. Haile, 2006.
"Empirical Models of Auctions ,"
Levine's Bibliography
122247000000001045, UCLA Department of Economics.
[Downloadable!]
Other versions: Emmanuel Guerre & Pascal Lavergne, 2001.
"Rate-optimal data-driven specification testing in regression models ,"
Econometrics
0107001, EconWPA.
[Downloadable!]
Yanqin Fan & Qi Li, 2002.
"A Consistent Model Specification Test Based On The Kernel Sum Of Squares Of Residuals ,"
Econometric Reviews ,
Taylor and Francis Journals, vol. 21(3), pages 337-352.
[Downloadable!] (restricted)
Donald W.K. Andrews & Marcia A. Schafgans, 1996.
"Semiparametric Estimation of a Sample Selection Model ,"
Cowles Foundation Discussion Papers
1119, Cowles Foundation, Yale University.
[Downloadable!] Cited by:
Charlier, E. & Melenberg, B. & Soest, A. van, 1997.
"An analysis of housing expenditure using semiparametric models and panel data ,"
Discussion Paper
14, Tilburg University, Center for Economic Research.
[Downloadable!]
Other versions: Charlier, E. & Melenberg, B. & Soest, A. van, 1997.
"An analysis of housing expenditure using semiparametric cross-section models ,"
Discussion Paper
15, Tilburg University, Center for Economic Research.
[Downloadable!]
Other versions:
Donald W.K. Andrews, 1996.
"A Stopping Rule for the Computation of Generalized Method of Moments Estimators ,"
Cowles Foundation Discussion Papers
1120, Cowles Foundation, Yale University.
[Downloadable!] Published as: Cited by:
Balázs Cserna, 2008.
"Application of the Generalized Method of Moments for Estimating Continuous-Time Models of U.S. Short-Term Interest Rates ,"
Working Papers
0462, University of Heidelberg, Department of Economics, revised Jan 2008.
[Downloadable!]
Paulo Parente & Richard Smith, 2008.
"GEL methods for non-smooth moment indicators ,"
CeMMAP working papers
CWP19/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
[Downloadable!]
Raffaella Giacomini & Ivana Komunjer, 2002.
"Evaluation and Combination of Conditional Quantile Forecasts ,"
University of California at San Diego, Economics Working Paper Series
2002-11, Department of Economics, UC San Diego.
[Downloadable!]
Other versions:Giacomini, Raffaella & Komunjer, Ivana, 2005.
"Evaluation and Combination of Conditional Quantile Forecasts ,"
Journal of Business & Economic Statistics ,
American Statistical Association, vol. 23, pages 416-431, October.
[Downloadable!] (restricted)
Raffaella Giacomini & Ivana Komunjer, 2003.
"Evaluation and Combination of Conditional Quantile Forecasts ,"
Boston College Working Papers in Economics
571, Boston College Department of Economics.
[Downloadable!]
Donald W.K. Andrews, 1994.
"Hypothesis Testing with a Restricted Parameter Space ,"
Cowles Foundation Discussion Papers
1060R, Cowles Foundation, Yale University.
[Downloadable!] Published as: Cited by:
Breitung, J. & Pesaran, M.H., 2005.
"Unit Roots and Cointegration in Panels ,"
Cambridge Working Papers in Economics
0535, Faculty of Economics, University of Cambridge.
[Downloadable!]
Other versions:Joerg Breitung & M. Hashem Pesaran, 2005.
"Unit Roots and Cointegration in Panels ,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo Group Munich.
[Downloadable!]
Jörg Breitung & M. Hashem Pesaran, 2005.
"Unit Roots and Cointegration in Panels ,"
IEPR Working Papers
05.32, Institute of Economic Policy Research (IEPR).
[Downloadable!]
Breitung, Jörg & Pesaran, M. Hashem, 2005.
"Unit roots and cointegration in panels ,"
Discussion Paper Series 1: Economic Studies
2005,42, Deutsche Bundesbank, Research Centre.
[Downloadable!]
Markku Lanne, 2006.
"Nonlinear dynamics of interest rate and inflation ,"
Journal of Applied Econometrics ,
John Wiley & Sons, Ltd., vol. 21(8), pages 1157-1168.
[Downloadable!]
Other versions: Madeleine King & Rosalie Viney & Ishrat Hossain & David Smith & Sandra Fowler & Elizabeth Savage & Bruce Armstrong, 2006.
"Menís preferences for treatment of early stage prostate cancer: Results from a discrete choice experiment, CHERE Working Paper 2006/14 ,"
Working Papers
2006/14, CHERE, University of Technology, Sydney.
[Downloadable!]
Soest, A. van & Bartels, R. & Fiebig, D.G., 2003.
"Consumers and experts: an econometric analysis of the demand for water heaters ,"
Discussion Paper
26, Tilburg University, Center for Economic Research.
[Downloadable!]
Other versions: Peter Hansen, 2003.
"Asymptotic Tests of Composite Hypotheses ,"
Working Papers
2003-09, Brown University, Department of Economics.
[Downloadable!]
Kuswanto, Heri & Sibbertsen, Philipp, 2009.
"Testing for Long Memory Against ESTAR Nonlinearities ,"
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Universität Hannover
dp-427, Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
[Downloadable!]
Jin Lee, 2000.
"One-Sided Testing for ARCH Effect Using Wavelets ,"
Econometric Society World Congress 2000 Contributed Papers
1214, Econometric Society.
[Downloadable!]
Hilmer, Christiana E. & Holt, Matthew T., 2000.
"A Comparison Of Resampling Techniques When Parameters Are On A Boundary: The Bootstrap, Subsample Bootstrap, And Subsample Jackknife ,"
2000 Annual meeting, July 30-August 2, Tampa, FL
21810, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
[Downloadable!]
Donald W.K. Andrews, 1999.
"Testing When a Parameter Is on the Boundary of the Maintained Hypothesis ,"
Cowles Foundation Discussion Papers
1229, Cowles Foundation, Yale University.
[Downloadable!]
Other versions: Magnus, J.R. & Vasnev, A.L., 2004.
"Local sensitivity and diagnostic tests ,"
Discussion Paper
105, Tilburg University, Center for Economic Research.
[Downloadable!]
Other versions: Oliver Linton & Douglas G. Steigerwald, 1995.
"Adaptive Testing in ARCH Models ,"
Cowles Foundation Discussion Papers
1105, Cowles Foundation, Yale University.
[Downloadable!]
Other versions: Konstantin Gluschenko, 2004.
"The Law of one Price in the Russian Economy ,"
LICOS Discussion Papers
15204, LICOS - Centre for Institutions and Economic Performance, K.U.Leuven.
[Downloadable!]
Duangkamon Chotikapanich & William Griffiths, 2005.
"Averaging Lorenz curves ,"
Journal of Economic Inequality ,
Springer, vol. 3(1), pages 1-19, April.
[Downloadable!] (restricted)
Other versions: Joseph P. Romano & Azeem M. Shaikh & Michael Wolf, 2009.
"Hypothesis testing in econometrics ,"
IEW - Working Papers
iewwp444, Institute for Empirical Research in Economics - IEW.
[Downloadable!]
Stephen G. Cecchetti & Anil K Kashyap & David W. Wilcox, 1995.
"Do Firms Smooth the Seasonal in Production in a Boom? Theory and Evidence ,"
NBER Working Papers
5011, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Donald W.K. Andrews & Werner Ploberger, 1994.
"Testing for Serial Correlation Against an ARMA(1,1) Process ,"
Cowles Foundation Discussion Papers
1077, Cowles Foundation, Yale University.
[Downloadable!] Cited by:
Donald W.K. Andrews & Liu, Xuemei Liu & Werner Ploberger, 1996.
"Tests of Seasonal and Non-Seasonal Serial Correlation ,"
Cowles Foundation Discussion Papers
1124, Cowles Foundation, Yale University.
[Downloadable!]
Ravi Bansal & Amir Yaron, 2000.
"Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles ,"
NBER Working Papers
8059, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: Choi, In, 1999.
"Testing the Random Walk Hypothesis for Real Exchange Rates ,"
Journal of Applied Econometrics ,
John Wiley & Sons, Ltd., vol. 14(3), pages 293-308, May-June.
[Downloadable!]
Ai Deng, 2005.
"Understanding Spurious Regression in Financial Economics ,"
Boston University - Department of Economics - Working Papers Series
WP2005-048, Boston University - Department of Economics.
[Downloadable!]
Ai Deng Author-X-Name-First: Ai, 2006.
"Local Power of Andrews and Ploberger Tests Against Nearly Integrated, Nearly White Noise Process ,"
Boston University - Department of Economics - Working Papers Series
WP2006-027, Boston University - Department of Economics.
[Downloadable!]
P.H. Franses & D.J. van Dijk, 2002.
"A simple test for PPP among traded goods ,"
Econometric Institute Report
255, Erasmus University Rotterdam, Econometric Institute.
[Downloadable!]
Other versions:
Donald W.K. Andrews & Werner Ploberger, 1993.
"Admissibility of the Likelihood Ratio Test When a Nuisance Parameter Is Present OnlyUnder the Alternative ,"
Cowles Foundation Discussion Papers
1058, Cowles Foundation, Yale University.
[Downloadable!] Cited by:
Donald W.K. Andrews & Liu, Xuemei Liu & Werner Ploberger, 1996.
"Tests of Seasonal and Non-Seasonal Serial Correlation ,"
Cowles Foundation Discussion Papers
1124, Cowles Foundation, Yale University.
[Downloadable!]
Yixiao Sun, 2005.
"Estimation and Inference in Panel Structure Models ,"
University of California at San Diego, Economics Working Paper Series
2005-11, Department of Economics, UC San Diego.
[Downloadable!]
Jonathan Hill, 2006.
"Asymptotically Nuisance-Parameter-Free Consistent Tests of Lp-Functional Form ,"
Working Papers
0608, Florida International University, Department of Economics.
[Downloadable!]
René Garcia, 1995.
"Asymptotic Null Distribution of the Likelihood Ratio Test in Markov Switching Models ,"
CIRANO Working Papers
95s-07, CIRANO.
[Downloadable!]
Donald W.K. Andrews & Werner Ploberger, 1994.
"Testing for Serial Correlation Against an ARMA(1,1) Process ,"
Cowles Foundation Discussion Papers
1077, Cowles Foundation, Yale University.
[Downloadable!]
Jonathan B. Hill, 2004.
"Consistent and Non-Degenerate Model Specification Tests Against Smooth Transition Alternatives ,"
Working Papers
0406, Florida International University, Department of Economics.
[Downloadable!]
Donald W.K. Andrews & C. John McDermott, 1993.
"Nonlinear Econometric Models with Deterministically Trending Variables ,"
Cowles Foundation Discussion Papers
1053, Cowles Foundation, Yale University.
[Downloadable!] Published as: Cited by:
Alexander Ludwig, 2005.
"Aging and Economic Growth: The Role of Factor Markets and of Fundamental Pension Reforms ,"
MEA discussion paper series
05094, Mannheim Research Institute for the Economics of Aging (MEA), University of Mannheim.
[Downloadable!]
Other versions: Jonathan Treussard, 2005.
"On the Validity of Risk Measures over Time: Value-at-Risk, Conditional Tail Expectations and the Bodie-Merton-Perold Put ,"
Boston University - Department of Economics - Working Papers Series
WP2005-029, Boston University - Department of Economics.
[Downloadable!]
Yoosoon Chang & Joon Y. Park & Peter C.B. Phillips, 1999.
"Nonlinear Econometric Models with Cointegrated and Deterministically Trending Regressors ,"
Cowles Foundation Discussion Papers
1245, Cowles Foundation, Yale University.
[Downloadable!]
Other versions: Olympia Bover & Manuel Arellano, 1995.
"Female labour force participation in the 1980s: the case of Spain ,"
Investigaciones Economicas ,
Fundación SEPI, vol. 19(2), pages 171-194, May.
[Downloadable!]
Other versions: Diego Comin & Bart Hobiijn, 2006.
"An Exploration of Technology Diffusion ,"
NBER Working Papers
12314, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: Diego Comin & Bart Hobijn, 2004.
"Neoclassical Growth and the Adoption of Technologies ,"
NBER Working Papers
10733, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Alexander Ludwig, 2005.
"Moment estimation in Auerbach-Kotlikoff models: How well do they match the data? ,"
MEA discussion paper series
05093, Mannheim Research Institute for the Economics of Aging (MEA), University of Mannheim.
[Downloadable!]
Other versions: Joon Y. Park & Peter C.B. Phillips, 1998.
"Nonlinear Regressions with Integrated Time Series ,"
Cowles Foundation Discussion Papers
1190, Cowles Foundation, Yale University.
[Downloadable!]
Other versions:Park, Joon Y & Phillips, Peter C B, 2001.
"Nonlinear Regressions with Integrated Time Series ,"
Econometrica ,
Econometric Society, vol. 69(1), pages 117-61, January.
Joon Y. Park & Peter C. B. Phillips, 1999.
"Nonlinear Regressions with Integrated Time Series ,"
Working Paper Series
no6, Institute of Economic Research, Seoul National University.
[Downloadable!]
Donald W.K. Andrews, 1993.
"Empirical Process Methods in Econometrics ,"
Cowles Foundation Discussion Papers
1059, Cowles Foundation, Yale University.
[Downloadable!] Published as: Cited by:
Ivana Komunjer, 2004.
"Asymmetric Power Distribution: Theory and Applications to Risk Measurement ,"
Econometric Society 2004 Latin American Meetings
44, Econometric Society.
[Downloadable!]
Other versions: Xiaohong Chen & Oliver Linton & Ingrid Van Keilegom, 2003.
"Estimation of Semiparametric Models when the Criterion Function is not Smooth ,"
STICERD - Econometrics Paper Series
/2003/450, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
[Downloadable!]
Other versions:Xiaohong Chen & Oliver Linton & Ingrid Van Keilegom, 2003.
"Estimation of Semiparametric Models when the Criterion Function Is Not Smooth ,"
Econometrica ,
Econometric Society, vol. 71(5), pages 1591-1608, 09.
[Downloadable!] (restricted)
Xiaohong Chen & Oliver Linton & Ingred Van Keilegom, 2002.
"Estimation of semiparametric models when the criterion function is not smooth ,"
CeMMAP working papers
CWP02/02, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
[Downloadable!]
Ramdan Dridi & Eric Renault, 2000.
"Semi-Parametric Indirect Inference ,"
STICERD - Econometrics Paper Series
/2000/392, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
[Downloadable!]
Arthur Lewbel & Oliver Linton, 2003.
"Nonparametric Estimation of Homothetic and Homothetically Separable Functions ,"
STICERD - Econometrics Paper Series
/2003/461, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
[Downloadable!]
Other versions: F Bravo, 2008.
"Effcient M-estimators with auxiliary information ,"
Discussion Papers
08/26, Department of Economics, University of York.
[Downloadable!]
Donald W.K. Andrews & Werner Ploberger, 1993.
"Admissibility of the Likelihood Ratio Test When a Nuisance Parameter Is Present OnlyUnder the Alternative ,"
Cowles Foundation Discussion Papers
1058, Cowles Foundation, Yale University.
[Downloadable!]
Saraswata Chaudhuri & Eric Zivot, 2008.
"A new method of projection-based inference in GMM with weakly identified nuisance parameters ,"
Working Papers
UWEC-2008-26, University of Washington, Department of Economics.
[Downloadable!]
Steve Berry & Oliver Linton & Ariel Pakes, 2000.
"Limit Theorems for Estimating the Parameters of Differentiated Product Demand Systems ,"
STICERD - Econometrics Paper Series
/2000/400, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
[Downloadable!]
Other versions:Steve Berry & Oliver B. Linton & Ariel Pakes, 2002.
"Limit Theorems for Estimating the Parameters of Differentiated Product Demand Systems ,"
Harvard Institute of Economic Research Working Papers
1955, Harvard - Institute of Economic Research.
[Downloadable!]
Steven Berry & Oliver Linton & Ariel Pakes, 2002.
"Limit Theorems for Estimating the Parameters of Differentiated Product Demand Systems ,"
Cowles Foundation Discussion Papers
1372, Cowles Foundation, Yale University.
[Downloadable!]
Steve Berry & Oliver B. Linton & Ariel Pakes, 2004.
"Limit Theorems for Estimating the Parameters of Differentiated Product Demand Systems ,"
Review of Economic Studies ,
Blackwell Publishing, vol. 71, pages 613-654, 07.
[Downloadable!] (restricted)
Ramdan Dridi, 2000.
"Simulated Asymptotic Least Squares Theory ,"
STICERD - Econometrics Paper Series
/2000/396, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
[Downloadable!]
Woocheol Kim & Oliver Linton, 2003.
"A Local Instrumental Variable Estimation Method for Generalized Additive Volatility Models ,"
STICERD - Econometrics Paper Series
/2003/456, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
[Downloadable!]
Other versions:
Donald W.K. Andrews & Werner Ploberger, 1992.
"Optimal Tests When a Nuisance Parameter Is Present Only Under the Alternative ,"
Cowles Foundation Discussion Papers
1015, Cowles Foundation, Yale University.
[Downloadable!] Published as: Cited by:
Amalia Morales-Zumaquero & Simon Sosvilla-Rivero, .
"Structural Breaks in Volatility: Evidence from the OECD Real Exchange Rates ,"
Working Papers
2004-22, FEDEA.
[Downloadable!]
Other versions: Rituparna Kar & Nityananda Sarkar, 2006.
"Mean and volatility dynamics of Indian rupee/US dollar exchange rate series: an empirical investigation ,"
Asia-Pacific Financial Markets ,
Springer, vol. 13(1), pages 41-69, March.
[Downloadable!] (restricted)
Lanouar Charfeddine & Dominique Guegan, 2008.
"Is it possible to discriminate between different switching regressions models? An empirical investigation ,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
halshs-00368358_v1, HAL.
[Downloadable!]
Anthony W. Lynch & Jessica A. Wachter, 2008.
"Using Samples of Unequal Length in Generalized Method of Moments Estimation ,"
NBER Working Papers
14411, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Vasco J. C. R. De A. Gabriel & Artur C. B. Da Silva Lopes & Luis C. Nunes, 2003.
"Instability in cointegration regressions: a brief review with an application to money demand in Portugal ,"
Applied Economics ,
Taylor and Francis Journals, vol. 35(8), pages 893-900, January.
[Downloadable!] (restricted)
Yoichi Arai & Takeo Hoshi, 2004.
"Monetary Policy in the Great Recession ,"
Discussion papers
04024, Research Institute of Economy, Trade and Industry (RIETI).
[Downloadable!]
Antonio F. Galvao, Jr. & Gabriel V. Montes-Rojas & Jose Olmo, 2009.
"Threshold Quantile Autoregressive Models ,"
City University Economics Discussion Papers
09/05, Department of Economics, City University, London.
[Downloadable!]
Philip Arestis & Andrea Cipollini & Bassam Fattouh, 2003.
"Threshold Effects in the US Budget Deficit ,"
CEIS Research Paper
18, Tor Vergata University, CEIS.
[Downloadable!]
Other versions:Philip Arestis & Andrea Cipollini & Bassam Fattouh, 2002.
"Threshold Effects in the U.S. Budget Deficit ,"
Economics Working Paper Archive
358, Levy Economics Institute, The.
[Downloadable!]
Philip Arestis & Andrea Cipollini & Bassam Fattouh, 2004.
"Threshold Effects in the U.S. Budget Deficit ,"
Economic Inquiry ,
Oxford University Press, vol. 42(2), pages 214-222, April.
[Downloadable!] (restricted)
Camacho, Maximo & Pérez-Quirós, Gabriel, 2005.
"Jump-and-Rest Effects of US Business Cycles ,"
CEPR Discussion Papers
4975, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions: Hall, Alastair R. & Han, Sanggohn & Boldea, Otilia, 2008.
"Asymptotic Distribution Theory for Break Point Estimators in Models Estimated via 2SLS ,"
MPRA Paper
9472, University Library of Munich, Germany.
[Downloadable!]
George Kapetanios & Yongcheol Shin, 2004.
"GLS Detrending-Based Unit Root Tests in Nonlinear STAR and SETAR Frameworks ,"
ESE Discussion Papers
108, Edinburgh School of Economics, University of Edinburgh.
[Downloadable!]
Donald W.K. Andrews & Liu, Xuemei Liu & Werner Ploberger, 1996.
"Tests of Seasonal and Non-Seasonal Serial Correlation ,"
Cowles Foundation Discussion Papers
1124, Cowles Foundation, Yale University.
[Downloadable!]
Dennis Philip & Chihwa Kao & Giovanni Urga, 2007.
"Testing for Instability in Factor Structure of Yield Curves ,"
Center for Policy Research Working Papers
96, Center for Policy Research, Maxwell School, Syracuse University.
[Downloadable!]
Barbara Rossi, 2005.
"Are Exchange Rates Really Random Walks? Some Evidence Robust to Parameter Instability ,"
International Finance
0503006, EconWPA.
[Downloadable!]
Other versions:Barbara Rossi, 2005.
"Are Exchange Rates Really Random Walks? Some Evidence Robust to Parameter Instability ,"
Data
0503001, EconWPA.
[Downloadable!]
Rossi, Barbara, 2006.
"Are Exchange Rates Really Random Walks? Some Evidence Robust To Parameter Instability ,"
Macroeconomic Dynamics ,
Cambridge University Press, vol. 10(01), pages 20-38, February.
[Downloadable!]
R.P. Berben & D. van Dijk, 1999.
"Unit roots and asymetric adjustment - a reassessment ,"
Econometric Institute Report
101, Erasmus University Rotterdam, Econometric Institute.
[Downloadable!]
Yixiao Sun, 2005.
"Estimation and Inference in Panel Structure Models ,"
University of California at San Diego, Economics Working Paper Series
2005-11, Department of Economics, UC San Diego.
[Downloadable!]
Jonathan B. Hill, 2004.
"Consistent Model Specification Tests Against Smooth Transition Alternatives ,"
Econometrics
0402004, EconWPA, revised 01 Mar 2004.
[Downloadable!]
R. Becker & W. Enders & S. Hurn, 2001.
"Modelling Structural Change in Money Demand Using a Fourier-Series Approximation ,"
Research Paper Series
67, Quantitative Finance Research Centre, University of Technology, Sydney.
[Downloadable!]
Bryan W. Brown; Douglas J. Hodgson, 2004.
"Models of foreign exchange intervention: Estimation and testing ,"
Econometric Society 2004 Australasian Meetings
96, Econometric Society.
[Downloadable!]
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.
Other versions: Dick van Dijk & Timo Teräsvirta & Philip Hans Franses, 2002.
"Smooth Transition Autoregressive Models - A Survey Of Recent Developments ,"
Econometric Reviews ,
Taylor and Francis Journals, vol. 21(1), pages 1-47.
[Downloadable!] (restricted)
Other versions:D. van Dijk & T. Terasvirta & P.H. Franses, 2000.
"Smooth transition autoregressive models - A survey of recent developments ,"
Econometric Institute Report
200, Erasmus University Rotterdam, Econometric Institute.
[Downloadable!]
Dijk, D.J.C. van & Terasvirta, T. & Franses, Ph.H.B.F., 2000.
"Smooth transition autoregressive models - A survey of recent developments ,"
Econometric Institute Report
EI 2000-23/A Revision_Dat, Erasmus University Rotterdam, Econometric Institute.
[Downloadable!]
van Dijk, Dick & Teräsvirta, Timo & Franses, Philip Hans, 2000.
"Smooth Transition Autoregressive Models - A Survey of Recent Developments ,"
Working Paper Series in Economics and Finance
380, Stockholm School of Economics, revised 17 Jan 2001.
[Downloadable!]
Zagaglia, Paolo, 2006.
"The Predictive Power of the Yield Spread under the Veil of Time ,"
Research Papers in Economics
2006:4, Stockholm University, Department of Economics.
[Downloadable!]
Pierangelo De Pace, 2005.
"Grid-Bootstrap Methods vs. Bayesian Analysis. Testing for Structural Breaks in the Conditional Variance of Nominal Interest Rate Spreads - Four Cases in Europe ,"
Econometrics
0509011, EconWPA, revised 07 Sep 2005.
[Downloadable!]
Luis Fernando Melo Velandia & Martha Alicia Misas Arango, 2004.
"Modelos Estructurales de Inflación en Colombia: Estimación a través de Mínimos Cuadrados Flexibles ,"
BORRADORES DE ECONOMIA
003244, BANCO DE LA REPÚBLICA.
[Downloadable!]
Other versions: Pedro Gouveia & Paulo Rodrigues, 2004.
"Threshold Cointegration and the PPP Hypothesis ,"
Journal of Applied Statistics ,
Taylor and Francis Journals, vol. 31(1), pages 115-127, January.
[Downloadable!] (restricted)
Luis Fernando Melo Velandia & Héctor M. Núñez Amortegui, 2004.
"Combinación de pronósticos de la inflación en presencia de cambios estructurales ,"
BORRADORES DE ECONOMIA
002153, BANCO DE LA REPÚBLICA.
[Downloadable!]
Other versions: Eric Ghysels & Alain Guay, 2001.
"Testing for Structural Change in the Presence of Auxiliary Models ,"
Cahiers de recherche CREFE / CREFE Working Papers
133, CREFE, Université du Québec à Montréal.
[Downloadable!]
Other versions: Tatsuma Wada & Pierre Perron, 2005.
"Trend and Cycles: A New Approach and Explanations of Some Old Puzzles ,"
Computing in Economics and Finance 2005
252, Society for Computational Economics.
[Downloadable!]
Walter Enders & Barry Falk & Pierre Siklos, 2007.
"A Threshold Model of Real U.S. GDP and the Problem of Constructing Confidence Intervals in TAR Models ,"
Studies in Nonlinear Dynamics & Econometrics ,
Berkeley Electronic Press, vol. 11(3), pages 1322-1322.
[Downloadable!] (restricted)
Other versions: Dima Bogda & Pirtea Marilen & Murgea Aurora & Mura Petru Ovidiu, 2008.
"Recent Changes On Romanian Capital Market’S Volatility In The Framework Of A Component Garch Model ,"
Annales Universitatis Apulensis Series Oeconomica ,
Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, vol. 1(10), pages 25.
[Downloadable!]
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!]
Other versions: Oscar Bajo-Rubio & Mª Carmen Díaz Roldán & Vicente Esteve, 2004.
"Change of regime and Phillips curve stability:The case of Spain, 1964-2002 ,"
Economic Working Papers at Centro de Estudios Andaluces
E2004/52, Centro de Estudios Andaluces.
[Downloadable!]
Other versions: Luca Benati & Paolo Surico, 2006.
"The Great Moderation and the ‘Bernanke Conjecture’ ,"
Computing in Economics and Finance 2006
158, Society for Computational Economics.
[Downloadable!]
Catherine Bruneau & Amine Lahiani, 2006.
"Estimation d'un modèle TIMA avec asymétrie contemporaine par inférence indirecte ,"
EconomiX Working Papers
2006-17, University of Paris West - Nanterre la Défense, EconomiX.
[Downloadable!]
Other versions: M. Hashem Pesaran & Allan Timmermann, 2006.
"Testing Dependence among Serially Correlated Multi-category Variables ,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo Group Munich.
[Downloadable!]
Other versions:M. Hashem Pesaran & Allan Timmermann, 2006.
"Testing Dependence among Serially Correlated Multi-Category Variables ,"
IZA Discussion Papers
2196, Institute for the Study of Labor (IZA).
[Downloadable!]
Pesaran, M.H. & Timmermann, A., 2006.
"Testing Dependence Among Serially Correlated Multi-category Variables ,"
Cambridge Working Papers in Economics
0648, Faculty of Economics, University of Cambridge.
[Downloadable!]
Pesaran, M. Hashem & Timmermann, Allan, 2009.
"Testing Dependence Among Serially Correlated Multicategory Variables ,"
Journal of the American Statistical Association ,
American Statistical Association, vol. 104(485), pages 325-337.
[Downloadable!] (restricted)
Andrew J. Patton, 2001.
"Modelling Time-Varying Exchange Rate Dependence Using the Conditional Copula ,"
University of California at San Diego, Economics Working Paper Series
2001-09, Department of Economics, UC San Diego.
[Downloadable!]
Jose Manuel Campa & Linda S. Goldberg, 2002.
"Exchange Rate Pass-Through into Import Prices: A Macro or Micro Phenomenon? ,"
NBER Working Papers
8934, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: Juan F. Jimeno & Esther Moral & Lorena Saiz, 2006.
"Structural breaks in labor productivity growth: the United States vs. the European Union ,"
Banco de España Working Papers
0625, Banco de España.
[Downloadable!]
Peter Tillmann, 2004.
"Cointegration and Regime-Switching Risk Premia in the US Term Structure of Interest Rates ,"
Econometric Society 2004 North American Summer Meetings
26, Econometric Society.
[Downloadable!]
Other versions: Altissimo, Filippo & Violante, Giovanni L, 2000.
"The Nonlinear Dynamics of Output and Unemployment in the US ,"
CEPR Discussion Papers
2475, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions: Jonathan B. Hill, 2004.
"Consistent LM-Tests for Linearity Against Compound Smooth Transition Alternatives ,"
Econometric Society 2004 North American Summer Meetings
42, Econometric Society.
[Downloadable!]
José M. Campa & Linda S. Goldberg & José M. González-Mínguez, 2005.
"Exchange rate pass through to import prices in the euro area ,"
Banco de España Working Papers
0538, Banco de España.
[Downloadable!]
Other versions:Jose Manuel Campa & Linda S. Goldberg & Jose M. Gonzalez-Minguez, 2005.
"Exchange rate pass-through to import prices in the Euro area ,"
Staff Reports
219, Federal Reserve Bank of New York.
[Downloadable!]
Campa, José Manuel & Goldberg, Linda S & González Mìnguez, Jose Manuel, 2005.
"Exchange Rate Pass-Through to Import Prices in the Euro Area ,"
CEPR Discussion Papers
5347, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
José Manuel Campa & Linda S. Goldberg & José M. González-MÃnguez, 2005.
"Exchange-Rate Pass-Through to Import Prices in the Euro Area ,"
NBER Working Papers
11632, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Campa, Jose M. & Goldberg, Linda S. & Gonzalez-Minguez, Jose M., 2005.
"Exchange-rate pass-through to import prices in the euro area ,"
IESE Research Papers
D/609, IESE Business School.
[Downloadable!]
Marwan Chacra & Maral Kichian, 2004.
"A Forecasting Model for Inventory Investments in Canada ,"
Working Papers
04-39, Bank of Canada.
[Downloadable!]
David Hauner & Manmohan S. Kumar, 2006.
"Fiscal Policy and Interest Rates--How Sustainable Is the "New Economy"? ,"
IMF Working Papers
06/112, International Monetary Fund.
[Downloadable!]
Stuart Hyde & Mohamed Sherif, 2005.
"Don’t break the habit: structural stability tests of consumption asset pricing models in the UK ,"
Applied Economics Letters ,
Taylor and Francis Journals, vol. 12(5), pages 289-296, April.
[Downloadable!] (restricted)
Chengsi Zhang, 2009.
"Structural instability of China inflation dynamics ,"
Frontiers of Economics in China ,
Springer, vol. 4(1), pages 30-45, March.
[Downloadable!] (restricted)
Christoph Rothe & Philipp Sibbertsen, 2006.
"Phillips-Perron-type unit root tests in the nonlinear ESTAR framework ,"
AStA Advances in Statistical Analysis ,
Springer, vol. 90(3), pages 439-456, September.
[Downloadable!] (restricted)
Other versions: Bruce E. Hansen, 1995.
"Approximate Asymptotic P-Values for Structural Change Tests ,"
Boston College Working Papers in Economics
297., Boston College Department of Economics.
[Downloadable!]
Other versions: Stephane Dees & Filippo di Mauro & M. Hashem Pesaran & L. Vanessa Smith, 2006.
"Exploring the International Linkages of the Euro Area: a Global VAR Analysis ,"
Computing in Economics and Finance 2006
47, Society for Computational Economics.
[Downloadable!]
Other versions:Dees, S. & di Mauro, F. & Pesaran, M.H. & Smith, L.V., 2005.
"Exploring the International Linkages of the Euro Area: a Global VAR Analysis ,"
Cambridge Working Papers in Economics
0518, Faculty of Economics, University of Cambridge.
[Downloadable!]
Stephane Dees & Filippo di Mauro & M. Hashem Pesaran & L. Vanessa Smith, 2004.
"Exploring the International Linkages of the Euro Area: A Global VAR Analysis ,"
IEPR Working Papers
04.6, Institute of Economic Policy Research (IEPR).
[Downloadable!]
Filippo di Mauro & L. Vanessa Smith & Stephane Dees & M. Hashem Pesaran, 2007.
"Exploring the international linkages of the euro area: a global VAR analysis ,"
Journal of Applied Econometrics ,
John Wiley & Sons, Ltd., vol. 22(1), pages 1-38.
[Downloadable!]
Stephane Dees & Filippo di Mauro & M. Hashem Pesaran & L. Vanessa Smith, 2005.
"Exploring the International Linkages of the Euro Area: a Global VAR Analysis ,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo Group Munich.
[Downloadable!]
Stéphane Dées & Filippo di Mauro & M. Hashem Pesaran & L. Vanessa Smith, 2005.
"Exploring the international linkages of the euro area - a global VAR analysis ,"
Working Paper Series
568, European Central Bank.
[Downloadable!]
Todd E. Clark & Michael McCracken, 1999.
"Tests of Equal Forecast Accuracy and Encompassing for Nested Models ,"
Computing in Economics and Finance 1999
1241, Society for Computational Economics.
[Downloadable!]
Other versions:Clark, Todd E. & McCracken, Michael W., 2001.
"Tests of equal forecast accuracy and encompassing for nested models ,"
Journal of Econometrics ,
Elsevier, vol. 105(1), pages 85-110, November.
[Downloadable!] (restricted)
Todd E. Clark & Michael W. McCracken, 2000.
"Tests of Equal Forecast Accuracy and Encompassing for Nested Models ,"
Econometric Society World Congress 2000 Contributed Papers
0319, Econometric Society.
[Downloadable!]
Todd E. Clark & Michael W. McCracken, 1999.
"Tests of equal forecast accuracy and encompassing for nested models ,"
Research Working Paper
99-11, Federal Reserve Bank of Kansas City.
[Downloadable!]
Bruce E. Hansen, 1997.
"Threshold effects in non-dynamic panels: Estimation, testing and inference ,"
Boston College Working Papers in Economics
365, Boston College Department of Economics.
[Downloadable!]
Other versions: Helmut LÜTKEPOHL, 2004.
"Recent Advances in Cointegration Analysis ,"
Economics Working Papers
ECO2004/12, European University Institute.
[Downloadable!]
Felix Chan Tommaso Mancini-Griffoli Laurent L. Pauwels, 2006.
"Stability Tests for Heterogeneous Panel Data ,"
HEI Working Papers
24-2006, Economics Section, The Graduate Institute of International Studies, revised Dec 2006.
[Downloadable!]
Other versions: Francq, Christian & Horvath, Lajos & Zakoian, Jean-Michel, 2008.
"Sup-tests for linearity in a general nonlinear AR(1) model when the supremum is taken over the full parameter space ,"
MPRA Paper
16669, University Library of Munich, Germany.
[Downloadable!]
Rossi, Barbara & Giacomini, Raffaella, 2006.
"Detecting and Predicting Forecast Breakdowns ,"
Working Papers
06-01, Duke University, Department of Economics.
[Downloadable!]
Other versions:Raffella Giacomini & Barbara Rossi, 2005.
"Detecting and Predicting Forecast Breakdowns ,"
UCLA Economics Working Papers
845, UCLA Department of Economics.
[Downloadable!]
Raffaella Giacomini & Barbara Rossi, 2006.
"Detecting and predicting forecast breakdowns ,"
Working Paper Series
638, European Central Bank.
[Downloadable!]
Raffaella Giacomini & Barbara Rossi, 2009.
"Detecting and Predicting Forecast Breakdowns ,"
Review of Economic Studies ,
Blackwell Publishing, vol. 76(2), pages 669-705, 03.
[Downloadable!] (restricted)
Robert F. Engle & Kevin Sheppard, 2001.
"Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH ,"
University of California at San Diego, Economics Working Paper Series
2001-15, Department of Economics, UC San Diego.
[Downloadable!]
Other versions: Robert W. Rich & Donald Rissmiller, 2001.
"Structural change in U.S. wage determination ,"
Staff Reports
117, Federal Reserve Bank of New York.
[Downloadable!]
David A. Chapman, 2002.
"Does Intrinsic Habit Formation Actually Resolve the Equity Premium Puzzle? ,"
Review of Economic Dynamics ,
Elsevier for the Society for Economic Dynamics, vol. 5(3), pages 618-645, July.
[Downloadable!] (restricted)
James H. Stock & Mark W. Watson, 1996.
"Asymptotically Median Unbiased Estimation of Coefficient Variance in a Time Varying Parameter Model ,"
NBER Technical Working Papers
0201, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Stuart Hyde & Mohamed Sherif, 2004.
"Don't break the habit: structural stability tests of consumption models in the UK ,"
Money Macro and Finance (MMF) Research Group Conference 2003
49, Money Macro and Finance Research Group.
[Downloadable!]
M.P. Clements & Ph.H.B.F. Franses & J. Smith, 1999.
"On SETAR non-linearity and forecasting ,"
Econometric Institute Report
141, Erasmus University Rotterdam, Econometric Institute.
[Downloadable!]
Other versions:Clements, M.P. & Franses, Ph.H.B.F. & Smith, J., 1999.
"On SETAR non- linearity and forecasting ,"
Econometric Institute Report
EI 9914-/A Revision_Date:, Erasmus University Rotterdam, Econometric Institute.
[Downloadable!]
Dick van Dijk & Philip Hans Franses & Michael P. Clements & Jeremy Smith, 2003.
"On SETAR non-linearity and forecasting ,"
Journal of Forecasting ,
John Wiley & Sons, Ltd., vol. 22(5), pages 359-375.
[Downloadable!]
Robert Taylor & Stephen Leybourne & David Harvey, 2004.
"Modified Tests for a Change in Persistence ,"
Econometric Society 2004 Australasian Meetings
64, Econometric Society.
[Downloadable!]
Other versions: PeterTillmann, 2004.
"Cointegration and Regime-Switching Risk Premia in the U.S. Term Structure of Interest Rates ,"
Computing in Economics and Finance 2004
53, Society for Computational Economics.
[Downloadable!]
Ozgen Sayginsoy & Tim Vogelsang, 2004.
"Powerful Tests of Structural Change That are Robust to Strong Serial Correlation ,"
Discussion Papers
04-08, University at Albany, SUNY, Department of Economics.
[Downloadable!]
Ulrich Fritsche & Vladimir Kuzin, 2004.
"Declining Output Volatility in Germany: Impulses, Propagation, and the Role of Monetary Policy ,"
Discussion Papers of DIW Berlin
433, DIW Berlin, German Institute for Economic Research.
[Downloadable!]
Other versions: Erling Røed Larsen, 2003.
"Are Rich Countries Immune to the Resource Curse? Evidence from Norway's Management of Its Oil Riches ,"
Discussion Papers
362, Research Department of Statistics Norway.
[Downloadable!]
Peter Reinhard Hansen, 2001.
"An Unbiased and Powerful Test for Superior Predictive Ability ,"
Working Papers
2001-06, Brown University, Department of Economics.
[Downloadable!]
Jamel Jouini, 2006.
"Bootstrap Tests in Bivariate VAR Process with Single Structural Change : Power versus Corrected Size and Empirical Illustration ,"
Working Papers
halshs-00410759_v1, HAL.
[Downloadable!]
Bruce E. Hansen, 2001.
"The New Econometrics of Structural Change: Dating Breaks in U.S. Labour Productivity ,"
Journal of Economic Perspectives ,
American Economic Association, vol. 15(4), pages 117-128, Fall.
[Downloadable!] (restricted)
Douglas James Hodgson, 2009.
"A Test for the Presence of Central Bank Intervention in the Foreign Exchange Market With an Application to the Bank of Canada ,"
CIRANO Working Papers
2009s-14, CIRANO.
[Downloadable!]
Ai Deng & Pierre Perron, 2005.
"A Comparison of Alternative Asymptotic Frameworks to Analyze a Structural Change in a Linear Time Trend ,"
Boston University - Department of Economics - Working Papers Series
WP2005-030, Boston University - Department of Economics.
[Downloadable!]
Other versions: Marie Lebreton & Anne Peguin-feissolle, 2007.
"Robust Tests for Heteroscedasticity in a general Framework ,"
Annales d'Economie et de Statistique ,
ADRES, issue 85, pages 07, Janvier-M.
[Downloadable!]
Serena Ng & Timothy J. Vogelsang, 1997.
"Analysis of Vector Autoregressions in the Presence of Shifts in Mean ,"
Boston College Working Papers in Economics
379, Boston College Department of Economics.
[Downloadable!]
Other versions: Silvio Colarossi & Andrea Zaghini, 2007.
"Gradualism, Transparency and Improved Operational Framework: A Look at the Overnight Volatility Transmission ,"
CFS Working Paper Series
2007/16, Center for Financial Studies.
[Downloadable!]
Luis F. Céspedes & Marcelo Ochoa & Claudio Soto, 2005.
"The New Keynesian Phillips Curve in an Emerging Market Economy: The Case of Chile ,"
Working Papers Central Bank of Chile
355, Central Bank of Chile.
[Downloadable!]
Silvio Contessi & Pierangelo De Pace & Johanna Francis, 2009.
"The Cyclical Properties of Disaggregated Capital Flows ,"
Fordham Economics Discussion Paper Series
dp2009-05, Fordham University, Department of Economics.
[Downloadable!]
Other versions: Mohitosh Kejriwal & Pierre Perron, 2007.
"Testing for Multiple Structural Changes in Cointegrated Regression Models ,"
Boston University - Department of Economics - Working Papers Series
wp2008-020, Boston University - Department of Economics, revised Nov 2008.
[Downloadable!]
Other versions: D.J. van Dijk & D.R. Osborn & M. Sensier, 2002.
"Changes in variability of the business cycle in the G7 countries ,"
Econometric Institute Report
282, Erasmus University Rotterdam, Econometric Institute.
[Downloadable!]
Other versions:D van Dijk & D R Osborn & M Sensier, 2002.
"Changes in Variability of the Business Cycle in the G7 Countries ,"
Centre for Growth and Business Cycle Research Discussion Paper Series
16, Economics, The Univeristy of Manchester.
[Downloadable!]
Dijk, D.J.C. van & Osborn, D.R. & Sensier, M., 2002.
"Changes in variability of the business cycle in the G7 countries ,"
Econometric Institute Report
EI 2002-28 Revision_Date:, Erasmus University Rotterdam, Econometric Institute.
[Downloadable!]
D van Dijk & D R Osborn & M Sensier, 2002.
"Changes in variability of the business cycle in the G7 countries ,"
The School of Economics Discussion Paper Series
0204, Economics, The University of Manchester.
[Downloadable!]
Martin Sommer, 2002.
"Supply Shocks and the Persistence of Inflation ,"
Economics Working Paper Archive
485, The Johns Hopkins University,Department of Economics.
[Downloadable!]
Other versions: Monika Blaszkiewicz-Schwartzman, 2007.
"Explaining Exchange Rate Movements in New Member States of the European Union: Nominal and Real Convergence ,"
Money Macro and Finance (MMF) Research Group Conference 2006
144, Money Macro and Finance Research Group.
[Downloadable!]
Gerhard Reitschuler & Ludger J. Löning, 2004.
"Modeling the Defense-Growth Nexus in a Post-Conflict Country - A Piecewise Linear Approach ,"
Ibero America Institute for Econ. Research (IAI) Discussion Papers
097, Ibero-America Institute for Economic Research.
[Downloadable!]
Ignacio N. Lobato & Carlos Velasco, 2004.
"Optimal Fractional Dickey-Fuller Tests for Unit Roots ,"
Working Papers
0401, Centro de Investigacion Economica, ITAM.
[Downloadable!]
Eric Jondeau & Hervé Le Bihan, 2002.
"Evaluating Monetary Policy Rules in Estimated Forward-Looking Models: A Comparison of US and German Monetary Policies ,"
Annales d'Economie et de Statistique ,
ADRES, issue 67-68, pages 12, Juillet-D.
[Downloadable!]
Other versions: Byeongseon Seo, 2004.
"Testing for Nonlinear Adjustment in Smooth Transition Vector Error Correction Models ,"
Econometric Society 2004 Far Eastern Meetings
749, Econometric Society.
[Downloadable!]
Thomas A. Lubik & Frank Schorfheide, 2004.
"Testing for Indeterminacy: An Application to U.S. Monetary Policy ,"
American Economic Review ,
American Economic Association, vol. 94(1), pages 190-217, March.
[Downloadable!]
Other versions: Penelope Smith, 2006.
"Bayesian Inference for a Threshold Autoregression with a Unit Root ,"
Melbourne Institute Working Paper Series
wp2006n20, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
[Downloadable!]
Jesús Crespo-Cuaresma & Balázs Égert & Ronald MacDonald, 2005.
"Non-Linear Exchange Rate Dynamics in Target Zones: A Bumpy Road Towards A Honeymoon Some Evidence from the ERM, ERM2 and Selected New EU Member States ,"
William Davidson Institute Working Papers Series
wp771, William Davidson Institute at the University of Michigan Stephen M. Ross Business School.
[Downloadable!]
Other versions: Luis A. Rivas, 2003.
"Core Inflation and Inflation Targeting in a Developing Economy ,"
Working Papers
0207, Department of Economics, Vanderbilt University.
[Downloadable!]
Alan Beggs & Kathryn Graddy, 2005.
"Testing for Reference Dependence: An Application to the Art Market ,"
Economics Series Working Papers
228, University of Oxford, Department of Economics.
[Downloadable!]
Other versions: Munehisa Kasuya, 2005.
"Regime-switching approach to monetary policy effects ,"
Applied Economics ,
Taylor and Francis Journals, vol. 37(3), pages 307-326, February.
[Downloadable!] (restricted)
Byeongseon Seo, 2000.
"Nonlinear Mean Reversion In The Term Structure Of Interest Rates ,"
Computing in Economics and Finance 2000
121, Society for Computational Economics.
[Downloadable!]
Wang-Sheng Lee & Sandy Suardi, 2008.
"The Australian Firearms Buyback and Its Effect on Gun Deaths ,"
Melbourne Institute Working Paper Series
wp2008n17, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
[Downloadable!]
Nedeljkovic, Milan, 2008.
"Testing for Smooth Transition Nonlinearity in Adjustments of Cointegrating Systems ,"
The Warwick Economics Research Paper Series (TWERPS)
876, University of Warwick, Department of Economics.
[Downloadable!]
Vicente Esteve & Francisco Requena, 2006.
"A Cointegration Analysis of Car Advertising and Sales Data in the Presence of Structural Change ,"
International Journal of the Economics of Business ,
Taylor and Francis Journals, vol. 13(1), pages 111-128, February.
[Downloadable!] (restricted)
Jürgen Kromphardt & Camille Logeay, 2007.
"Changes in the Balance of Power Between the Wage and Price Setters and the Central Bank: Consequences for the Phillips Curve and the NAIRU ,"
Kiel Working Papers
1354, Kiel Institute for the World Economy.
[Downloadable!]
Marcellino, Massimiliano, 2002.
"Forecasting EMU Macroeconomic Variables ,"
CEPR Discussion Papers
3529, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions:Marcellino, Massimliano, 2004.
"Forecasting EMU macroeconomic variables ,"
International Journal of Forecasting ,
Elsevier, vol. 20(2), pages 359-372.
[Downloadable!] (restricted)
Massimiliano Marcellino, .
"Forecasting EMU macroeconomic variables ,"
Working Papers
216, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
[Downloadable!]
Helge Berger & Jakob de Haan & Jan-Egbert Sturm, 2006.
"Does Money Matter in the ECB Strategy? New Evidence Based on ECB Communication ,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo Group Munich.
[Downloadable!]
Other versions: Nektarios Aslanidis & Anastasios Xepapadeas, 2004.
"Smooth ‘inverted-V-shaped’ & smooth ‘N-shaped’ pollution-income paths ,"
Working Papers
0405, University of Crete, Department of Economics.
[Downloadable!]
O'Reilly,Gerard & Whelan, Karl, 2004.
"Has Euro-Area Inflation Persistence Changed Over Time? ,"
Research Technical Papers
4/RT/04, Central Bank & Financial Services Authority of Ireland (CBFSAI).
[Downloadable!]
Other versions: Giovanni Forchini, 2005.
"Weighted Average Power Similar Tests for Structural Change for the Gaussian Linear Regression Model ,"
Monash Econometrics and Business Statistics Working Papers
20/05, Monash University, Department of Econometrics and Business Statistics.
[Downloadable!]
Million, N., 2008.
"Test simultané de la non-stationnarité et de la non-linéarité : une application au taux d.intérêt réel américain ,"
Documents de Travail
201, Banque de France.
[Downloadable!]
Peter Reinhard Hansen, 2000.
"Structural Changes in the Cointegrated Vector Autoregressive Model ,"
Working Papers
2000-20, Brown University, Department of Economics.
[Downloadable!]
Other versions: Peter Reinhard Hansen, 2000.
"Structural Breaks in the Cointegrated Vector Autoregressive Model ,"
Econometric Society World Congress 2000 Contributed Papers
1240, Econometric Society.
[Downloadable!]
Jonathan Hill, 2006.
"Asymptotically Nuisance-Parameter-Free Consistent Tests of Lp-Functional Form ,"
Working Papers
0608, Florida International University, Department of Economics.
[Downloadable!]
Ted Juhl, 2004.
"A nonparametric adjustment for tests of changing mean ,"
Economics Bulletin ,
Economics Bulletin, vol. 3(34), pages 1-11.
[Downloadable!]
M. Portugal & I.A. de Morais, 2004.
"STRUCTURAL CHANGE IN THE BRAZILIAN DEMAND FOR IMPORTS: A regime switching approach ,"
Econometric Society 2004 Latin American Meetings
346, Econometric Society.
[Downloadable!]
Ralf Becker & Walter Enders & A. Stan Hurn, 2001.
"Testing for Time Dependence in Parameters ,"
Research Paper Series
58, Quantitative Finance Research Centre, University of Technology, Sydney.
[Downloadable!]
Vasco Gabriel & Fernando Alexandre & Pedro Bação, 2007.
"The Consumption-Wealth Ratio Under Asymmetric Adjustment ,"
GEMF Working Papers
2007-06, GEMF - Faculdade de Economia, Universidade de Coimbra.
[Downloadable!]
Other versions: Alexander W. Hoffmaister, 2006.
"Barriers to Retail Competition and Prices: Evidence from Spain ,"
IMF Working Papers
06/231, International Monetary Fund.
[Downloadable!]
Zagaglia, Paolo, 2006.
"Does the Yield Spread Predict the Output Gap in the U.S.? ,"
Research Papers in Economics
2006:5, Stockholm University, Department of Economics.
[Downloadable!]
Eric Ghysels, 1995.
"On Stable Factor Structures in the Pricing of Risk ,"
CIRANO Working Papers
95s-16, CIRANO.
[Downloadable!]
Other versions:Ghysels, E., 1995.
"On Stable Factor Structurs in the Pricing of Risk ,"
Cahiers de recherche
9525, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
Ghysels, E., 1995.
"On Stable Factor Structurs in the Pricing of Risk ,"
Cahiers de recherche
9525, Universite de Montreal, Departement de sciences economiques.
[Downloadable!]
Kevin J. Stiroh, 2001.
"Information technology and the U.S. productivity revival: what do the industry data say? ,"
Staff Reports
115, Federal Reserve Bank of New York.
[Downloadable!]
Other versions: Sarno, Lucio & Thornton, Daniel L & Valente, Giorgio, 2005.
"The Empirical Failure of the Expectations Hypothesis of the Term Structure of Bond Yields ,"
CEPR Discussion Papers
5259, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions:Giorgio Valente & Daniel Thornton & Lucio Sarno, 2005.
"The Empirical Failure of the Expectations Hypothesis of the Term Structure of Bond Yields ,"
Working Papers
wp05-13, Warwick Business School, Financial Econometrics Research Centre.
[Downloadable!]
Sarno, Lucio & Thornton, Daniel L. & Valente, Giorgio, 2007.
"The Empirical Failure of the Expectations Hypothesis of the Term Structure of Bond Yields ,"
Journal of Financial and Quantitative Analysis ,
Cambridge University Press, vol. 42(01), pages 81-100, March.
[Downloadable!]
Lucio Sarno & Daniel L. Thornton & Giorgio Valente, 2005.
"The empirical failure of the expectations hypothesis of the term structure of bond yields ,"
Working Papers
2003-021, Federal Reserve Bank of St. Louis.
[Downloadable!]
Jesús Crespo Guaresma & Gerhard Reitschuler, 2003.
""Guns or Butter?" Revisited: Robustness and Nonlinearity Issues in the Defense-Grotwth Nexus ,"
Vienna Economics Papers
0310, University of Vienna, Department of Economics.
[Downloadable!]
Other versions: Mauricio Nunes & Sergio Da Silva, 2008.
"Explosive and periodically collapsing bubbles in emerging stockmarkets ,"
Economics Bulletin ,
Economics Bulletin, vol. 3(46), pages 1-18.
[Downloadable!]
Kam Leong Szeto & Melody Guy, 2004.
"Estimating a New Zealand NAIRU ,"
Treasury Working Paper Series
04/10, New Zealand Treasury.
[Downloadable!]
Chang-Jin Kim & Charles Nelson & Jeremy Piger, 2001.
"The less volatile U.S. economy: a Bayesian investigation of timing, breadth, and potential explanations ,"
International Finance Discussion Papers
707, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Other versions:Chang-Jin Kim & Charles Nelson & Jeremy M. Piger, 2003.
"The less volatile U.S. economy: a Bayesian investigation of timing, breadth, and potential explanations ,"
Working Papers
2001-016, Federal Reserve Bank of St. Louis.
[Downloadable!]
Kim, Chang-Jin & Nelson, Charles R & Piger, Jeremy, 2004.
"The Less-Volatile U.S. Economy: A Bayesian Investigation of Timing, Breadth, and Potential Explanations ,"
Journal of Business & Economic Statistics ,
American Statistical Association, vol. 22(1), pages 80-93, January.
Ted Juhl & Zhijie Xiao, 2009.
"Tests for Changing Mean with Monotonic Power ,"
Boston College Working Papers in Economics
709, Boston College Department of Economics.
[Downloadable!]
John G. Fernald, 2005.
"Trend breaks, long-run restrictions, and the contractionary effects of technology improvements ,"
Working Paper Series
2005-21, Federal Reserve Bank of San Francisco.
[Downloadable!]
Other versions: Jesús Crespo Cuaresma & Maria Antoinette Silgoner, 2004.
"Groth effects of inflation in Europe: How low is too low, how high is too high? ,"
Vienna Economics Papers
0411, University of Vienna, Department of Economics.
[Downloadable!]
Donald W.K. Andrews & Werner Ploberger, 1993.
"Admissibility of the Likelihood Ratio Test When a Nuisance Parameter Is Present OnlyUnder the Alternative ,"
Cowles Foundation Discussion Papers
1058, Cowles Foundation, Yale University.
[Downloadable!]
Andrew J. Patton, 2006.
"Estimation of multivariate models for time series of possibly different lengths ,"
Journal of Applied Econometrics ,
John Wiley & Sons, Ltd., vol. 21(2), pages 147-173.
[Downloadable!]
Sharma, Abhijit & Balcombe, Kelvin & Fraser, Iain, 2009.
"Non-renewable Resource Prices: Structural Breaks and Long Term Trends ,"
MPRA Paper
16948, University Library of Munich, Germany.
[Downloadable!]
Ulrich Fritsche & Jan Gottschalk, 2006.
"The New Keynesian Model and the Long-run Vertical Phillips Curve: Does it hold for Germany? ,"
Macroeconomics and Finance Series
200601, Hamburg University, Department Wirtschaft und Politik.
[Downloadable!]
Other versions: Yunus Aksoy & Tomasz Piskorski, 2005.
"U.S. Domestic Money, Inflation and Output ,"
Birkbeck Working Papers in Economics and Finance
0506, Birkbeck, School of Economics, Mathematics & Statistics.
[Downloadable!]
Other versions:Yunus Aksoy & Tomasz Piskorski, 2004.
"U.S. Domestic Money, Inflation and Output ,"
Macroeconomics
0401007, EconWPA.
[Downloadable!]
Aksoy, Yunus & Piskorski, Tomasz, 2006.
"U.S. domestic money, inflation and output ,"
Journal of Monetary Economics ,
Elsevier, vol. 53(2), pages 183-197, March.
[Downloadable!] (restricted)
James G. MacKinnon, 2007.
"Bootstrap Hypothesis Testing ,"
Working Papers
1127, Queen's University, Department of Economics.
[Downloadable!]
Antonio Diez de los Rios & René Garcia, 2006.
"Assessing and Valuing the Non-Linear Structure of Hedge Fund Returns ,"
Working Papers
06-31, Bank of Canada.
[Downloadable!]
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.
Other versions: Chihwa Kao & Lorenzo Trapani & Giovanni Urga, 2007.
"Modelling and Testing for Structural Changes in Panel Cointegration Models with Common and Idiosyncratic Stochastic Trend ,"
Center for Policy Research Working Papers
92, Center for Policy Research, Maxwell School, Syracuse University.
[Downloadable!]
O'Reilly, Gerard & Whelan, Karl, 2005.
"Testing Parameter Stability: A Wild Bootstrap Approach ,"
Research Technical Papers
8/RT/05, Central Bank & Financial Services Authority of Ireland (CBFSAI).
[Downloadable!]
Yunus Aksoy & Miguel Leon-Ledesma, 2008.
"Non-Linearities and Unit Roots in G7 Macroeconomic Variables ,"
Topics in Macroeconomics ,
Berkeley Electronic Press, vol. 8(1), pages 1508-1508.
[Downloadable!] (restricted)
Other versions: Jing Li & Junsoo Lee, 2009.
"ADL tests for threshold cointegration ,"
SDSU Working Papers (in Progress)
22009, South Dakota State University, Department of Economics.
[Downloadable!]
Cooper, Suzanne & Piehl, Anne Morrison & Braga, Anthony & Kennedy, David, 2001.
"Testing for Structural Breaks in the Evaluation of Programs ,"
Working Paper Series
rwp01-019, Harvard University, John F. Kennedy School of Government.
[Downloadable!]
Other versions:Anne Morrison Piehl & Suzanne J. Cooper & Anthony A. Braga & David M. Kennedy, 2003.
"Testing for Structural Breaks in the Evaluation of Programs ,"
The Review of Economics and Statistics ,
MIT Press, vol. 85(3), pages 550-558, 09.
[Downloadable!] (restricted)
Anne Morrison Piehl & Suzanne J. Cooper & Anthony A. Braga & David M. Kennedy, 1999.
"Testing for Structural Breaks in the Evaluation of Programs ,"
NBER Working Papers
7226, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Ulrich Fritsche & Vladimir Kuzin, 2005.
"Declining Output Volatility in Germany: Impulses, Propagation, and the Role of the Monetary Policy ,"
Money Macro and Finance (MMF) Research Group Conference 2005
70, Money Macro and Finance Research Group.
[Downloadable!]
Juri Marcucci & Mario Quagliariello, 2008.
"Credit risk and business cycle over different regimes ,"
Temi di discussione (Economic working papers)
670, Bank of Italy, Economic Research Department.
[Downloadable!]
Eric Ghysels & Alain Guay, 1998.
"Structural Change Tests for Simulated Method of Moments ,"
CIRANO Working Papers
98s-19, CIRANO.
[Downloadable!]
Other versions:Ghysels, Eric & Guay, Alain, 2003.
"Structural change tests for simulated method of moments ,"
Journal of Econometrics ,
Elsevier, vol. 115(1), pages 91-123, July.
[Downloadable!] (restricted)
Eric Guysels & Alain Guay, 1998.
"Structural Change Tests for Simulated Method of Moments ,"
Cahiers de recherche CREFE / CREFE Working Papers
61, CREFE, Université du Québec à Montréal.
[Downloadable!]
Rebeca Jiménez-Rodríguez & Marcelo Sánchez, 2004.
"Oil price shocks and real GDP growth: empirical evidence for some OECD countries ,"
Working Paper Series
362, European Central Bank.
[Downloadable!]
Marcellino, Massimiliano, 2002.
"Instability and Non-Linearity in the EMU ,"
CEPR Discussion Papers
3312, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions: Silvio Colarossi & Andrea Zaghini, 2009.
"Gradualism, transparency and the improved operational framework: a look at the overnight volatility transmission ,"
Temi di discussione (Economic working papers)
710, Bank of Italy, Economic Research Department.
[Downloadable!]
Ehrmann, Michael & Fratzscher, Marcel & Gürkaynak, Refet S. & Swanson, Eric T, 2007.
"Convergence and Anchoring of Yield Curves in the Euro Area ,"
CEPR Discussion Papers
6456, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions: Barhoumi, K. & Jouini, J., 2008.
"Revisiting the Decline i he Exchange Rate Pass-Through: Further Evidence from Developing Countries ,"
Documents de Travail
213, Banque de France.
[Downloadable!]
Other versions: Inoue, Atsushi & Rossi, Barbara, 2008.
"Which Structural Parameters Are "Structural"? Identifying the Sources of Instabilities in Economic Models ,"
Working Papers
08-02, Duke University, Department of Economics.
[Downloadable!]
Konstantin A., KHOLODILIN & Wension Vincent, YAO, 2004.
"Business Cycle Turning Points : Mixed-Frequency Data with Structural Breaks ,"
Discussion Papers (IRES - Institut de Recherches Economiques et Sociales)
2004024, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
[Downloadable!]
José Manuel Campa & Jose M. González Mínguez, 2002.
"Differences in exchange rate pass-through in the euro area ,"
Banco de España Working Papers
0219, Banco de España.
[Downloadable!]
Rebeca Jiménez-Rodríguez, 2004.
"Oil Price Shocks: Testing for Non-linearity ,"
CSEF Working Papers
115, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
[Downloadable!]
Giovanni Forchini & Patrick Marsh, .
"Exact Inference for the Unit Root Hypothesis ,"
Discussion Papers
00/54, Department of Economics, University of York.
[Downloadable!]
Pierre-Richard Agénor & Nihal Bayraktar, 2008.
"Contracting Models of the Phillips Curve Empirical Estimates for Middle-Income Countries ,"
Centre for Growth and Business Cycle Research Discussion Paper Series
94, Economics, The Univeristy of Manchester.
[Downloadable!]
Other versions: Wolff, Guntram B. & Schulz, Alexander, 2008.
"Sovereign bond market integration: the euro, trading platforms and globalization ,"
Discussion Paper Series 1: Economic Studies
2008,12, Deutsche Bundesbank, Research Centre.
[Downloadable!]
Ray C. Fair, 1996.
"Testing the Standard View of the Long-Run Unemployment-Inflation Relationship ,"
Cowles Foundation Discussion Papers
1121, Cowles Foundation, Yale University.
[Downloadable!]
Philip Borkin, 2006.
"Past, Present and Future Developments in New Zealand’s Terms of Trade ,"
Treasury Working Paper Series
06/09, New Zealand Treasury.
[Downloadable!]
Jens R. Clausen & Carsten-Patrick Meier, 2003.
"Did the Bundesbank Follow a Taylor Rule? An Analysis Based on Real-Time Data ,"
IWP Discussion Paper Series
02/2003, Institute for Economic Policy, Cologne, Germany.
[Downloadable!]
Other versions: Amalia Morales Zumaquero & Simón Sosvilla Rivero, 2006.
"Macroeconomic Instability in the European Monetary System? ,"
Economic Working Papers at Centro de Estudios Andaluces
E2006/06, Centro de Estudios Andaluces.
[Downloadable!]
Other versions: Mohitosh Kejriwal & Pierre Perron, 2009.
"A Sequential Procedure to Determine the Number of Breaks in Trend with an Integrated or Stationary Noise Component ,"
Boston University - Department of Economics - Working Papers Series
wp2009-005, Boston University - Department of Economics.
[Downloadable!]
Other versions: Adachi, Kenji & Liu, Donald J., 2006.
"Estimating Threshold Effects of Generic Fluid Milk and Cheese Advertising ,"
2006 Annual meeting, July 23-26, Long Beach, CA
21333, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
[Downloadable!]
Emmanuel De Veirman & Ashley Dunstan, 2008.
"How do Housing Wealth, Financial Wealth and Consumption Interact? Evidence from New Zealand ,"
Reserve Bank of New Zealand Discussion Paper Series
DP2008/05, Reserve Bank of New Zealand.
[Downloadable!]
Jamie Emerson & Chihwa Kao, 2000.
"Testing for Structural Change of a Time Trend Regression in Panel Data ,"
Center for Policy Research Working Papers
15, Center for Policy Research, Maxwell School, Syracuse University.
[Downloadable!]
Arabinda Basistha, 2009.
"Hours per capita and productivity: evidence from correlated unobserved components models ,"
Journal of Applied Econometrics ,
John Wiley & Sons, Ltd., vol. 24(1), pages 187-206.
[Downloadable!]
Oscar Martinez & Jose Olmo, 2008.
"A Nonlinear Threshold Model for the Dependence of Extremes of Stationary Sequences ,"
City University Economics Discussion Papers
08/08, Department of Economics, City University, London.
[Downloadable!]
Eo, Yunjong & Morley, James C., 2008.
"Likelihood-Based Confidence Sets for the Timing of Structural Breaks ,"
MPRA Paper
10372, University Library of Munich, Germany.
[Downloadable!]
Edoardo Otranto & Giampiero M. Gallo, 2001.
"A Nonparametric Bayesian Approach to Detect the Number of Regimes in Markov Switching Models ,"
Econometrics Working Papers Archive
wp2001_04, Universita' degli Studi di Firenze, Dipartimento di Statistica "G. Parenti".
[Downloadable!]
Other versions: René Garcia & Georges Tsafack, 2009.
"Dependence Structure and Extreme Comovements in International Equity and Bond Markets ,"
CIRANO Working Papers
2009s-21, CIRANO.
[Downloadable!]
Gillman, Max & Nakov, Anton, 2005.
"Granger Causality of the Inflation-Growth Mirror in Accession Countries ,"
CEPR Discussion Papers
4845, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions: Jesús Rodríguez López & José Luis Torres Chacón, 2006.
"Following the yellow brick road? The Euro, the Czech Republic, Hungary and Poland ,"
Economic Working Papers at Centro de Estudios Andaluces
E2006/02, Centro de Estudios Andaluces.
[Downloadable!]
Other versions:Jesús Rodríguez López & José Luis Torres Chacón, 2006.
"Following the yellow brick road? The Euro, the Czech Republic, Hungary and Poland ,"
Working Papers
06.12, Universidad Pablo de Olavide, Department of Economics.
[Downloadable!]
Jesús Rodríguez López & José L. Torres, .
"Following the yellow brick road? The Euro, the Czech Republic, Hungary and Poland ,"
Working Papers on International Economics and Finance
06-03, FEDEA.
[Downloadable!]
Sophocles Mavroeidis, 2006.
"Testing the New Keynesian Phillips Curve Without Assuming Identification ,"
Working Papers
2006-13, Brown University, Department of Economics.
[Downloadable!]
Doyle, Matthew, 2006.
"Empirical Phillips Curves in OECD Countries: Has There Been A Common Breakdown? ,"
Staff General Research Papers
12684, Iowa State University, Department of Economics.
[Downloadable!]
Pierre Perron & Tomoyoshi Yabu, 2007.
"Testing for Shifts in Trend with an Integrated or Stationary Noise Component ,"
Boston University - Department of Economics - Working Papers Series
WP2007-025, Boston University - Department of Economics.
[Downloadable!]
Other versions: Julian Ramajo & Miguel A. Marquez, 1998.
"Structural change in regional economies: A varying coefficients econometric modeling approach ,"
ERSA conference papers
ersa98p189, European Regional Science Association.
[Downloadable!]
Silvestro Di Sanzo, 2006.
"Output fluctuations persistence: Do cyclical shocks matter? ,"
Working Papers
2006_21, University of Venice "Ca' Foscari", Department of Economics.
[Downloadable!]
Jesús Crespo Cuaresma & Gerhard Reitschuler, 2004.
"A non-linear defence-growth nexus? evidence from the US economy ,"
Defence and Peace Economics ,
Taylor and Francis Journals, vol. 15(1), pages 71-82, February.
[Downloadable!] (restricted)
Jaya Krishnakumar & David Neto, 2005.
"Partial Cointegration ,"
Cahiers du Département d'Econométrie
2005.04, Département d'Econométrie, Université de Genève, revised Aug 2006.
[Downloadable!]
Marine Carrasco, 2004.
"Chi-square Tests for Parameter Stability ,"
RCER Working Papers
508, University of Rochester - Center for Economic Research (RCER).
[Downloadable!]
Giovanni Forchini, .
"The Geometry of Similar Tests for Structural Change ,"
Discussion Papers
00/55, Department of Economics, University of York.
[Downloadable!]
Christian Pierdzioch & Andrea Schertler, 2007.
"Sources of Predictability of European Stock Markets for High-technology Firms ,"
European Journal of Finance ,
Taylor and Francis Journals, vol. 13(1), pages 1-27, January.
[Downloadable!] (restricted)
Avik Chakraborty, 2004.
"Learning, the Forward Premium Puzzle and Market Efficiency ,"
University of Oregon Economics Department Working Papers
2005-4, University of Oregon Economics Department, revised 01 Oct 2004.
[Downloadable!]
Todd E. Clark & Michael W. McCracken, 2002.
"Forecast-based model selection in the presence of structural breaks ,"
Research Working Paper
RWP 02-05, Federal Reserve Bank of Kansas City.
[Downloadable!]
Donald W.K. Andrews & Werner Ploberger, 1994.
"Testing for Serial Correlation Against an ARMA(1,1) Process ,"
Cowles Foundation Discussion Papers
1077, Cowles Foundation, Yale University.
[Downloadable!]
Luca Benati, .
"Evolving post-World War II UK economic performance ,"
Bank of England working papers
232, Bank of England.
[Downloadable!]
Other versions: Donald W.K. Andrews & Inpyo Lee & Werner Ploberger, 1992.
"Optimal Changepoint Tests for Normal Linear Regression ,"
Cowles Foundation Discussion Papers
1016, Cowles Foundation, Yale University.
[Downloadable!]
Other versions: Jean-Yves Pitarakis, 2003.
"Least Squares Estimation and Tests of Breaks in Mean and Variance under Misspecification ,"
Econometrics
0312004, EconWPA.
[Downloadable!]
Other versions: David McMillan, 2008.
"Non-linear cointegration and adjustment: an asymmetric exponential smooth-transition model for US interest rates ,"
Empirical Economics ,
Springer, vol. 35(3), pages 591-606, November.
[Downloadable!] (restricted)
Alain Guay & Olivier Scaillet, 1999.
"Indirect Inference, Nuisance Parameter and Threshold Moving Average ,"
Cahiers de recherche CREFE / CREFE Working Papers
95, CREFE, Université du Québec à Montréal.
[Downloadable!]
Dima, Bogdan & Murgea, Aurora, 2008.
"The volatility of the European capital markets during the curent financial crisis:what are saying the empirical evidences? ,"
MPRA Paper
12448, University Library of Munich, Germany.
[Downloadable!]
Zhiwei Zhang, 2002.
"Corporate Bond Spreads and the Business Cycle ,"
Working Papers
02-15, Bank of Canada.
[Downloadable!]
Margaret M. McConnell & Gabriel Perez-Quiros, 2000.
"Output Fluctuations in the United States: What Has Changed since the Early 1980's? ,"
American Economic Review ,
American Economic Association, vol. 90(5), pages 1464-1476, December.
[Downloadable!] (restricted)
Other versions:Margaret McConnell & Gabriel Perez Quiros, 2000.
"Output fluctuations in the United States: what has changed since the early 1980s? ,"
Proceedings ,
Federal Reserve Bank of San Francisco, issue Mar.
[Downloadable!]
Margaret M. McConnell & Gabriel Perez Quiros, 1997.
"Output fluctuations in the United States: what has changed since the early 1980s? ,"
Research Paper
9735, Federal Reserve Bank of New York.
[Downloadable!]
Margaret M. McConnell & Gabriel Perez Quiros, 1998.
"Output fluctuations in the United States: what has changed since the early 1980s? ,"
Staff Reports
41, Federal Reserve Bank of New York.
[Downloadable!]
Vicente Esteve, .
"Política fiscal y productividad del trabajo en la economía española: Un análisis de series temporales ,"
Studies on the Spanish Economy
156, FEDEA.
[Downloadable!]
Other versions: Kurt Hornik & Friedrich Leisch & Christian Kleiber & Achim Zeileis, 2005.
"Monitoring structural change in dynamic econometric models ,"
Journal of Applied Econometrics ,
John Wiley & Sons, Ltd., vol. 20(1), pages 99-121.
[Downloadable!]
Marwan Elkhoury, 2005.
"A Time-Varying Parameter Model of A Monetary Policy Rule for Switzerland. The Case of the Lucas and Friedman Hypothesis ,"
HEI Working Papers
01-2006, Economics Section, The Graduate Institute of International Studies.
[Downloadable!]
Pierre Perron & Yohei Yamamoto, 2008.
"On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests ,"
Boston University - Department of Economics - Working Papers Series
wp2008-006, Boston University - Department of Economics.
[Downloadable!]
Teräsvirta, Timo, 2005.
"Forecasting economic variables with nonlinear models ,"
Working Paper Series in Economics and Finance
598, Stockholm School of Economics, revised 29 Dec 2005.
[Downloadable!]
Other versions: Edith Madsen, 2003.
"Testing for unit roots in panels by using a mixture model ,"
CAM Working Papers
2003-10, University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics.
[Downloadable!]
Jesús Crespo-Cuaresma & Maria Antoinette Dimitz & Doris Ritzberger-Grünwald, 2002.
"Growth, Convergence and EU Membership ,"
Working Papers
62, Oesterreichische Nationalbank (Austrian Central Bank).
[Downloadable!]
Other versions: Crespo-Cuaresma, Jesus, 2000.
"Forecasting European GDP Using Self-Exciting Threshold Autoregressive Models. A Warning ,"
Economics Series
79, Institute for Advanced Studies.
[Downloadable!]
James A. Kahn & Margaret M. McConnell & Gabriel Perez-Quiros, 2002.
"On the causes of the increased stability of the U.S. economy ,"
Economic Policy Review ,
Federal Reserve Bank of New York, issue May, pages 183-202.
[Downloadable!]
M. Matilla-García & P. Pérez & B. Sanz, 2006.
"Testing for parameter stability: the Spanish consumption function ,"
Applied Economics Letters ,
Taylor and Francis Journals, vol. 13(7), pages 445-448, June.
[Downloadable!] (restricted)
Bruce E. Hansen, 1996.
"Estimation of TAR Models ,"
Boston College Working Papers in Economics
325., Boston College Department of Economics.
[Downloadable!]
Ray C. Fair & Diane J. Macunovich, 1996.
"Explaining the Labor Force Participation of Women 20-24 ,"
Cowles Foundation Discussion Papers
1116, Cowles Foundation, Yale University.
[Downloadable!]
Graham Elliott & Michael Jansson & Elena Pesavento, 2003.
"Optimal Power For Testing Potential Cointegrating Vectors with Known Parameters for Nonstationarity ,"
Emory Economics
0303, Department of Economics, Emory University (Atlanta).
[Downloadable!]
Other versions: Simon M. Potter, 1999.
"Nonlinear time series modelling: an introduction ,"
Staff Reports
87, Federal Reserve Bank of New York.
[Downloadable!]
Other versions: Eric Jondeau & Hervé Le Bihan, 2001.
"Testing for a Forward-Looking Phillips Curve. Additional Evidence from European and US data ,"
Macroeconomics
0111005, EconWPA.
[Downloadable!]
Other versions: Chengsi Zhang & Denise R. Osborn & Dong Heon Kim, 2006.
"The New Keynesian Phillips Curve: from Sticky Inflation to Sticky Prices ,"
The School of Economics Discussion Paper Series
0631, Economics, The University of Manchester.
[Downloadable!]
Other versions:Chengsi Zhang & Denise R. Osborn & Dong Heon Kim, 2007.
"The New Keynesian Phillips Curve: From Sticky Inflation to Sticky Prices ,"
Discussion Paper Series
0715, Institute of Economic Research, Korea University.
[Downloadable!]
Chengsi Zhang & Denise R. Osborn & Dong Heon Kim, 2006.
"The New Keynesian Phillips Curve: from Sticky Inflation to Sticky Prices ,"
Centre for Growth and Business Cycle Research Discussion Paper Series
78, Economics, The Univeristy of Manchester.
[Downloadable!]
Chengsi Zhang & Denise R. Osborn & Dong Heon Kim, 2008.
"The New Keynesian Phillips Curve: From Sticky Inflation to Sticky Prices ,"
Journal of Money, Credit and Banking ,
Blackwell Publishing, vol. 40(4), pages 667-699, 06.
[Downloadable!] (restricted)
Thomas Lubik & Frank Schorfheide, 2002.
"Testing for Indeterminacy in Linear Rational Expectations Models ,"
Computing in Economics and Finance 2002
214, Society for Computational Economics.
[Downloadable!]
Muscatelli, V. Anton & Tirelli, Patrizio & Trecroci, Carmine, 2000.
"Does Institutional Change Really Matter? Inflation Targets, Central Bank Reform and Interest Rate Policy in the OECD Countries ,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo Group Munich.
[Downloadable!]
Other versions:Muscatelli, V Anton & Tirelli, Patrizio & Trecroci, Carmine, 2002.
"Does Institutional Change Really Matter? Inflation Targets, Central Bank Reform and Interest Rate Policy in the OECD Countries ,"
Manchester School ,
University of Manchester, vol. 70(4), pages 487-527, Special I.
[Downloadable!] (restricted)
Anton Muscatelli & Patrzio Tirelli & Carmine Trecroci, 1998.
"Does Institutional Change Really Matter? Inflation Targets, Central Bank Reform And Interest Rate Policy In The Oecd Countries ,"
Working Papers
1999_20, Department of Economics, University of Glasgow, revised Jul 1999.
[Downloadable!]
Bruce E. Hansen & Mehmet Caner, 1997.
"Threshold Autoregressions with a Unit Root ,"
Boston College Working Papers in Economics
381, Boston College Department of Economics.
[Downloadable!]
Other versions: Gerald Carlino & Robert DeFina & Keith Sill, 2007.
"The long and large decline in state employment growth volatility ,"
Working Papers
07-11, Federal Reserve Bank of Philadelphia.
[Downloadable!]
Other versions: Fabio ALESSANDRINI, 2003.
"Some Additional Evidence from the Credit Channel on the Response to Monetary Shocks: Looking for Asymmetries ,"
Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP)
03.04, Université de Lausanne, Faculté des HEC, DEEP.
[Downloadable!]
Ryuzo Miyao, 2004.
"Use of Money Supply in the Conduct of Japan's Monetary Policy: Reexamining the Time Series Evidence ,"
Discussion Paper Series
163, Research Institute for Economics & Business Administration, Kobe University.
[Downloadable!]
Ruxandra Prodan, 2004.
"Potential Pitfalls in Determining Multiple Structural Changes with an Application to Purchasing Power Parity ,"
Econometric Society 2004 North American Summer Meetings
90, Econometric Society.
[Downloadable!]
Daniel Burren, 2008.
"The Role of Sectoral Shifts in the Great Moderation ,"
Diskussionsschriften
dp0801, Universitaet Bern, Departement Volkswirtschaft.
[Downloadable!]
Mouna Cherkaoui & Eric Ghysels, 1999.
"Emerging Markets and Trading Costs ,"
CIRANO Working Papers
99s-04, CIRANO.
[Downloadable!]
Hartmann, Daniel & Kempa, Bernd & Pierdzioch, Christian, 2006.
"Economic and Financial Crises and the Predictability of U.S. Stock Returns ,"
MPRA Paper
561, University Library of Munich, Germany, revised Apr 2007.
[Downloadable!]
Other versions: Massimiliano Marcellino, .
"Forecast pooling for short time series of macroeconomic variables ,"
Working Papers
212, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
[Downloadable!]
Other versions: Giovanni Arese-Visconti, 2002.
"Inflation Differentials before and after the EMU ,"
Econometrics Working Papers Archive
wp2002_19, Universita' degli Studi di Firenze, Dipartimento di Statistica "G. Parenti".
[Downloadable!]
Dan Ben-David & David H. Papell, 1997.
"Slowdowns and Meltdowns: Postwar Growth Evidence from 74 Countries ,"
NBER Working Papers
6266, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions:Ben-David, D. & Papell, D.H., 1996.
"Slowdowns and Meltdowns: Post-War Growth Evidence from 74 Countries ,"
Papers
9-96, Tel Aviv.
Dan Ben-David & David H. Papell, 1998.
"Slowdowns And Meltdowns: Postwar Growth Evidence From 74 Countries ,"
The Review of Economics and Statistics ,
MIT Press, vol. 80(4), pages 561-571, November.
[Downloadable!] (restricted)
Ben-David, Dan & Papell, David, 1995.
"Slowdowns and Meltdowns: Post-war Growth Evidence from 74 Countries ,"
CEPR Discussion Papers
1111, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Dukpa Kim & Pierre Perron, 2006.
"Assessing the Relative Power of Structural Break Tests Using a Framework Based on the Approximate Bahadur Slope ,"
Boston University - Department of Economics - Working Papers Series
WP2006-063, Boston University - Department of Economics.
[Downloadable!]
Other versions: Lee , Jim & Crowley, Patrick M, 2009.
"Evaluating the stresses from ECB monetary policy in the euro area ,"
Research Discussion Papers
11/2009, Bank of Finland.
[Downloadable!]
Predtetchinski Arkadi, 2009.
"On the asymptotic uniqueness of bargaining equilibria ,"
Research Memoranda
021, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization.
[Downloadable!]
Liesenfeld, Roman & Hogrefe, Jens & Aßmann, Christian, 2005.
"The Decline in German Output Volatility: A Bayesian Analysis ,"
Economics Working Papers
2006,02, Christian-Albrechts-University of Kiel, Department of Economics.
[Downloadable!]
Jin Seo Cho & Meng Huang & Halbert White, 2009.
"Testing for a Constant Mean Function using Functional Regression ,"
Discussion Paper Series
0915, Institute of Economic Research, Korea University.
[Downloadable!]
Luca Deidda & B. Fattouh, 2001.
"Non linearity between finance and growth ,"
Working Paper CRENoS
200104, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
[Downloadable!]
Other versions: Eiji Kurozumi, 2002.
"Testing For Periodic Stationarity ,"
Econometric Reviews ,
Taylor and Francis Journals, vol. 21(2), pages 243-270.
[Downloadable!] (restricted)
Giampiero M. Gallo & Massimiliano Marcellino, .
"Ex Post and Ex Ante Analysis of Provisional Data ,"
Working Papers
141, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
[Downloadable!]
Boetel, Brenda L. & Hoffmann, Ruben & Liu, Donald J., 2004.
"Estimating Investment Rigidity Within A Threshold Regression Framework: The Case Of U.S. Hog Production Sector ,"
Staff Papers
13790, University of Minnesota, Department of Applied Economics.
[Downloadable!]
Bruce E. Hansen, 1994.
"Stochastic Equicontinuity for Unbounded Dependent Heterogeneous Arrays ,"
Boston College Working Papers in Economics
295., Boston College Department of Economics.
[Downloadable!]
Other versions: Michael B. Devereux & Woon Gyu Choi, 2005.
"Asymmetric Effects of Government Spending: Does the Level of Real Interest Rates Matter? ,"
IMF Working Papers
05/7, International Monetary Fund.
[Downloadable!]
Other versions: Thomas Laubach & John C. Williams, 2001.
"Measuring the natural rate of interest ,"
Finance and Economics Discussion Series
2001-56, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Other versions: Rebeca Jiménez-Rodríguez, 2002.
"Oil Price Shock: A Nonlinear Approach ,"
Working Papers. Serie EC
2002-32, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
[Downloadable!]
Ted Juhl & Zhijie Xiao, 2008.
"Tests For Changing Mean With Monotonic Power ,"
WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS
200809, University of Kansas, Department of Economics, revised Sep 2008.
[Downloadable!]
Konstantin A. Kholodilin & Vincent Wenxiong Yao, 2006.
"Modelling the structural break in volatility ,"
Applied Economics Letters ,
Taylor and Francis Journals, vol. 13(7), pages 417-422, June.
[Downloadable!] (restricted)
M. Sensier & D. Van Dijk, 2001.
"Short-term volatility versus long-term growth ,"
Econometric Institute Report
219, Erasmus University Rotterdam, Econometric Institute.
[Downloadable!]
Mª Ángeles Caraballo Pou & Carlos Dabús, 2005.
"Nominal rigidities, relative prices and skewness ,"
Economic Working Papers at Centro de Estudios Andaluces
E2005/17, Centro de Estudios Andaluces.
[Downloadable!]
Balázs Égert & Amalia Morales-Zumaquero, 2005.
"Exchange Rate Regimes, Foreign Exchange Volatility and Export Performance in Central and Eastern Europe: Just Another Blur Project? ,"
William Davidson Institute Working Papers Series
wp782, William Davidson Institute at the University of Michigan Stephen M. Ross Business School.
[Downloadable!]
Other versions:Égert, Balázs & Morales-Zumaquero, Amalia, 2005.
"Exchange rate regimes, foreign exchange volatility and export performance in Central and Eastern Europe: Just another blur project? ,"
BOFIT Discussion Papers
8/2005, Bank of Finland, Institute for Economies in Transition.
[Downloadable!]
Balázs Égert & Amalia Morales-Zumaquero, 2008.
"Exchange Rate Regimes, Foreign Exchange Volatility, and Export Performance in Central and Eastern Europe: Just another Blur Project? ,"
Review of Development Economics ,
Blackwell Publishing, vol. 12(3), pages 577-593, 08.
[Downloadable!] (restricted)
Chauvet, Marcelle & Senyuz, Zeynep, 2008.
"A Joint Dynamic Bi-Factor Model of the Yield Curve and the Economy as a Predictor of Business Cycles ,"
MPRA Paper
15076, University Library of Munich, Germany, revised Apr 2009.
[Downloadable!]
Giancarlo Marini & Alessandro Piergallini, 2008.
"Indicators and Tests of Fiscal Sustainability: An Integrated Approach ,"
CEIS Research Paper
111, Tor Vergata University, CEIS, revised 11 Jul 2008.
[Downloadable!]
Rautureau, Nicolas, 2004.
"Measuring the long-term perception of monetary policy and the term structure ,"
Research Discussion Papers
12/2004, Bank of Finland.
[Downloadable!]
D R Osborn & M Sensier, 2004.
"Modelling UK Inflation: Persistence, Seasonality and Monetary Policy ,"
Centre for Growth and Business Cycle Research Discussion Paper Series
46, Economics, The Univeristy of Manchester.
[Downloadable!]
Zacharias Psaradakis & Martin Sola & Fabio Spagnolo, 2004.
"On Markov error-correction models, with an application to stock prices and dividends ,"
Journal of Applied Econometrics ,
John Wiley & Sons, Ltd., vol. 19(1), pages 69-88.
[Downloadable!]
Anders Rahbek & Neil Shephard, 2001.
"Autoregressive conditional root model ,"
Economics Papers
2002-W7, Economics Group, Nuffield College, University of Oxford, revised 01 Feb 2002.
[Downloadable!]
Nicolas Million, 2006.
"Changements de régime pour la persistance et la dynamique du taux d'intérêt réel américain ,"
Cahiers de la Maison des Sciences Economiques
v06067, Université Panthéon-Sorbonne (Paris 1).
[Downloadable!]
Ana Maria Herrero & Elena Pesavento, 2003.
"The Decline In US Output Volatility: Structural Changes in Inventories or Sales? ,"
Emory Economics
0301, Department of Economics, Emory University (Atlanta).
[Downloadable!]
Oleg Glouchakov, 2006.
"Joint change point estimation in regression coeffcients and variances of the errors of a linear model ,"
Working Papers
2006_3, York University, Department of Economics.
[Downloadable!]
Donald W.K. Andrews, 1992.
"An Introduction to Econometric Applications of Functional Limit Theory for Dependent Random Variables ,"
Cowles Foundation Discussion Papers
1020, Cowles Foundation, Yale University.
[Downloadable!]
Alicia Pérez Alon & Silvestro Di Sanzo, 2005.
"Unemployment And Hysteresis: A Nonlinear Unobserved Components Approach ,"
Working Papers. Serie AD
2005-34, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
[Downloadable!]
Flint Brayton & John M. Roberts & John C. Williams, 1999.
"What's happened to the Phillips curve? ,"
Finance and Economics Discussion Series
1999-49, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Curtis, Charles E. & Isengildina-Massa, Olga & Hummel, Andrew, 2007.
"Is there a "Right" Time to Buy Options Pre-Harvest? ,"
2007 Annual Meeting, February 4-7, 2007, Mobile, Alabama
34941, Southern Agricultural Economics Association.
[Downloadable!]
Kapetanios, G., 1999.
"Threshold Models for Trended Time Series ,"
Cambridge Working Papers in Economics
9905, Faculty of Economics, University of Cambridge.
[Downloadable!]
Viv Hall & John McDermott, 2007.
"A Quarterly Post-World War II Real GDP Series for New Zealand ,"
Working Papers
07_13, Motu Economic and Public Policy Research.
[Downloadable!]
P.H. Franses & D.J. van Dijk, 2002.
"A simple test for PPP among traded goods ,"
Econometric Institute Report
255, Erasmus University Rotterdam, Econometric Institute.
[Downloadable!]
Other versions: Robert Sollis, 2006.
"Testing for bubbles: an application of tests for change in persistence ,"
Applied Financial Economics ,
Taylor and Francis Journals, vol. 16(6), pages 491-498, March.
[Downloadable!] (restricted)
M Sensier & D van Dijk, 2001.
"Short-term Volatility versus Long-term Growth: Evidence in US Macroeconomic Time Series ,"
Centre for Growth and Business Cycle Research Discussion Paper Series
08, Economics, The Univeristy of Manchester.
[Downloadable!]
Other versions: Ralf Becker & Denise Osborn, 2007.
"Weighted smooth transition regressions ,"
The School of Economics Discussion Paper Series
0724, Economics, The University of Manchester.
[Downloadable!]
Nunes, Mauricio & Da Silva, Sergio, 2007.
"Rational bubbles in emerging stockmarkets ,"
MPRA Paper
4641, University Library of Munich, Germany.
[Downloadable!]
Pieter J. van der Sluis, 1998.
"Structural Stability Tests with Unknown Breakpoint for the Efficient Method of Moments with Application to Stochastic Volatility Models ,"
Tinbergen Institute Discussion Papers
98-055/4, Tinbergen Institute.
[Downloadable!]
Bogdan Dima & Aurora Murgea & Gabriel Marilen Pirtea, 2008.
"Recent Evolutions Of The Romanian Capital Market In The Context Of Financial Crisis ,"
Annales Universitatis Apulensis Series Oeconomica ,
Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, vol. 1(10), pages 46.
[Downloadable!]
Claudio Soto & Luis F. Céspedes, 2006.
"Credibility and Inflation Targeting in Chile ,"
Working Papers Central Bank of Chile
408, Central Bank of Chile.
[Downloadable!]
Andreas Pick, 2007.
"Financial contagion and tests using instrumental variables ,"
DNB Working Papers
139, Netherlands Central Bank, Research Department.
[Downloadable!]
van Tol, Michel R & Wolff, Christian C, 2005.
"Forecasting the Spot Exchange Rate with the Term Structure of Forward Premia: Multivariate Threshold Cointegration ,"
CEPR Discussion Papers
4958, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Liangjun Su & Halbert White, 2004.
"Testing Conditional Independence Via Empirical Likelihood ,"
University of California at San Diego, Economics Working Paper Series
2003-14, Department of Economics, UC San Diego.
[Downloadable!]
Liangjun Su & Halbert White, 2003.
"A Consistent Characteristic-Fuction-Based Test for Conditional Independence ,"
University of California at San Diego, Economics Working Paper Series
2003-11, Department of Economics, UC San Diego.
[Downloadable!]
Other versions: George M. Korniotis, 2009.
"Does speculation affect spot price levels? the case of metals with and without futures markets ,"
Finance and Economics Discussion Series
2009-29, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Khalaf, Lynda & Saphores, Jean-Daniel & Bilodeau, Jean-François, 2000.
"Simulation-Based Exact Tests with Unidentified Nuisance Parameters Under the Null Hypothesis: the Case of Jumps Tests in Models with Conditional Heteroskedasticity ,"
Cahiers de recherche
0004, GREEN.
[Downloadable!]
Other versions: Patrick Marsh, 2006.
"Constructing Optimal Tests on a Lagged Dependent Variable ,"
Discussion Papers
06/19, Department of Economics, University of York.
[Downloadable!]
Bradley S. Paye & Allan Timmermann, 2002.
"How stable are Financial Prediction Models? Evidence from US and International Stock Market Data ,"
University of California at San Diego, Economics Working Paper Series
2002-13, Department of Economics, UC San Diego.
[Downloadable!]
Eo, Yunjong & Morley, James C., 2008.
"Likelihood-Based Confidence Sets for the Timing of Structural Breaks ,"
MPRA Paper
13913, University Library of Munich, Germany.
[Downloadable!]
Holt, Matthew T. & Balagtas, Joseph V., 2009.
"Estimating Structural Change with Smooth Transition Regressions: an Application to Meat Demand ,"
MPRA Paper
15331, University Library of Munich, Germany.
[Downloadable!]
Maria Heracleous & Andreas Koutris & Aris Spanos, 2006.
"Testing for Structural Breaks and other forms of Non-stationarity: a Misspecification Perspective ,"
Computing in Economics and Finance 2006
493, Society for Computational Economics.
[Downloadable!]
Ray C. Fair, 2001.
"Bootstrapping Macroeconometric Models ,"
Cowles Foundation Discussion Papers
1345, Cowles Foundation, Yale University, revised Jun 2003.
[Downloadable!]
Other versions: Bruce E. Hansen, 1998.
"Testing for Structural Change in Conditional Models ,"
Boston College Working Papers in Economics
310., Boston College Department of Economics.
[Downloadable!]
Other versions: Kishor, N. Kundan, 2009.
"Modeling Inflation in India: The Role of Money ,"
MPRA Paper
16098, University Library of Munich, Germany.
[Downloadable!]
Jonathan B. Hill, 2004.
"Consistent and Non-Degenerate Model Specification Tests Against Smooth Transition Alternatives ,"
Working Papers
0406, Florida International University, Department of Economics.
[Downloadable!]
Graham Elliott & Ulrich Mueller, 2004.
"Optimally Testing General Breaking Processes in Linear Time Series Models ,"
University of California at San Diego, Economics Working Paper Series
2003-07, Department of Economics, UC San Diego.
[Downloadable!]
González Gómez, Andrés, 2004.
"A smooth permanent surge process ,"
Working Paper Series in Economics and Finance
572, Stockholm School of Economics.
[Downloadable!]
Dick van Dijk & Haris Munandar & Christian M. Hafner, 2005.
"The Euro Introduction and Non-Euro Currencies ,"
Tinbergen Institute Discussion Papers
05-044/4, Tinbergen Institute, revised 08 Jun 2006.
[Downloadable!]
Peter Tillmann, 2001.
"The Regime-Dependent Determination of Credibility: A New Look at European Interest Rate Differentials ,"
IWP Discussion Paper Series
02/2001, Institute for Economic Policy, Cologne, Germany.
[Downloadable!]
Other versions: Carmela E. Quintos & Zhenhong Fan & Peter C.B. Phillips, 2000.
"Structural Change in Tail Behavior and the Asian Financial Crisis ,"
Cowles Foundation Discussion Papers
1283, Cowles Foundation, Yale University.
[Downloadable!]
Jin, Hyun & Miljkovic, Dragan, 2005.
"Analysis of Multiple Structural Breaks in Relative Farm Prices in the United States, 1913-2003 ,"
2005 Annual meeting, July 24-27, Providence, RI
19118, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
[Downloadable!]
Emma Iglesias & Jean Marie Dufour, 2004.
"Finite Sample and Optimal Inference in Possibly Nonstationary ARCH Models with Gaussian and Heavy-Tailed Errors ,"
Econometric Society 2004 North American Summer Meetings
161, Econometric Society.
[Downloadable!]
Campa, Jose M. & Gonzalez, Jose M., 2002.
"Differences in exchange rate pass-through in the euro area ,"
IESE Research Papers
D/479, IESE Business School.
[Downloadable!]
Other versions:Campa, José Manuel & González Mìnguez, Jose Manuel, 2004.
"Differences in Exchange Rate Pass-Through in the Euro Area ,"
CEPR Discussion Papers
4389, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Campa, Jose Manuel & Gonzalez Minguez, Jose M., 2006.
"Differences in exchange rate pass-through in the euro area ,"
European Economic Review ,
Elsevier, vol. 50(1), pages 121-145, January.
[Downloadable!] (restricted)
Mohitosh Kejriwal & Pierre Perron, 2006.
"The Limit Distribution of the Estimates in Cointegrated Regression Models with Multiple Structural Changes ,"
Boston University - Department of Economics - Working Papers Series
WP2006-064, Boston University - Department of Economics.
[Downloadable!]
Other versions:
Donald W.K. Andrews, 1992.
"An Introduction to Econometric Applications of Functional Limit Theory for Dependent Random Variables ,"
Cowles Foundation Discussion Papers
1020, Cowles Foundation, Yale University.
[Downloadable!] Cited by:
Valentina Corradi & Norman R. Swanson, 2003.
"Bootstrap Specification Tests for Diffusion Processes ,"
Departmental Working Papers
200321, Rutgers University, Department of Economics.
[Downloadable!]
Other versions: Bruce E. Hansen, 1994.
"Stochastic Equicontinuity for Unbounded Dependent Heterogeneous Arrays ,"
Boston College Working Papers in Economics
295., Boston College Department of Economics.
[Downloadable!]
Other versions:
Donald W.K. Andrews, 1992.
"The Large Sample Correspondence Between Classical Hypothesis Tests and Bayesian Posterior Odds Tests ,"
Cowles Foundation Discussion Papers
1035, Cowles Foundation, Yale University.
[Downloadable!] Published as: Cited by:
Eric Ghysels & Alain Guay, 2001.
"Testing for Structural Change in the Presence of Auxiliary Models ,"
Cahiers de recherche CREFE / CREFE Working Papers
133, CREFE, Université du Québec à Montréal.
[Downloadable!]
Other versions: Penelope Smith, 2006.
"Bayesian Inference for a Threshold Autoregression with a Unit Root ,"
Melbourne Institute Working Paper Series
wp2006n20, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
[Downloadable!]
Eric Ghysels & Alain Guay, 1998.
"Structural Change Tests for Simulated Method of Moments ,"
CIRANO Working Papers
98s-19, CIRANO.
[Downloadable!]
Other versions:Ghysels, Eric & Guay, Alain, 2003.
"Structural change tests for simulated method of moments ,"
Journal of Econometrics ,
Elsevier, vol. 115(1), pages 91-123, July.
[Downloadable!] (restricted)
Eric Guysels & Alain Guay, 1998.
"Structural Change Tests for Simulated Method of Moments ,"
Cahiers de recherche CREFE / CREFE Working Papers
61, CREFE, Université du Québec à Montréal.
[Downloadable!]
Donald W.K. Andrews & Inpyo Lee & Werner Ploberger, 1992.
"Optimal Changepoint Tests for Normal Linear Regression ,"
Cowles Foundation Discussion Papers
1016, Cowles Foundation, Yale University.
[Downloadable!] Published as: Cited by:
Allan Timmermann & M. Hashem Pesaran, 2003.
"How Costly is it to Ignore Breaks when Forecasting the Direction of a Time Series? ,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo Group Munich.
[Downloadable!]
Other versions:Pesaran, M. Hashem & Timmermann, Allan, 2004.
"How costly is it to ignore breaks when forecasting the direction of a time series? ,"
International Journal of Forecasting ,
Elsevier, vol. 20(3), pages 411-425.
[Downloadable!] (restricted)
Pesaran, H.M. & Timmermann, A., 2003.
"How Costly is it to Ignore Breaks when Forecasting the Direction of a Time Series? ,"
Cambridge Working Papers in Economics
0306, Faculty of Economics, University of Cambridge.
[Downloadable!]
Oscar Bajo-Rubio & Mª Carmen Díaz Roldán & Vicente Esteve, 2004.
"Change of regime and Phillips curve stability:The case of Spain, 1964-2002 ,"
Economic Working Papers at Centro de Estudios Andaluces
E2004/52, Centro de Estudios Andaluces.
[Downloadable!]
Other versions: Özlem Önder, 2006.
"The Stability Of The Turkish Phillips Curve And Alternative Regime Shifting Models ,"
Working Papers
0602, Ege University, Department of Economics.
[Downloadable!]
Other versions: James H. Stock & Mark W. Watson, 1996.
"Asymptotically Median Unbiased Estimation of Coefficient Variance in a Time Varying Parameter Model ,"
NBER Technical Working Papers
0201, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Jamel Jouini, 2006.
"Bootstrap Tests in Bivariate VAR Process with Single Structural Change : Power versus Corrected Size and Empirical Illustration ,"
Working Papers
halshs-00410759_v1, HAL.
[Downloadable!]
Martin Sommer, 2002.
"Supply Shocks and the Persistence of Inflation ,"
Economics Working Paper Archive
485, The Johns Hopkins University,Department of Economics.
[Downloadable!]
Other versions: James H. Stock & Martin Feldstein, 1994.
"Measuring Money Growth When Financial Markets Are Changing ,"
NBER Working Papers
4888, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: Vicente Esteve & Francisco Requena, 2006.
"A Cointegration Analysis of Car Advertising and Sales Data in the Presence of Structural Change ,"
International Journal of the Economics of Business ,
Taylor and Francis Journals, vol. 13(1), pages 111-128, February.
[Downloadable!] (restricted)
Carter, Colin A. & Smith, Aaron, 2004.
"The Market Effect of a Food Scare: The Case of Genetically Modified StarLink Corn ,"
Working Papers
11997, University of California, Davis, Department of Agricultural and Resource Economics.
[Downloadable!]
Giovanni Forchini, 2005.
"Weighted Average Power Similar Tests for Structural Change for the Gaussian Linear Regression Model ,"
Monash Econometrics and Business Statistics Working Papers
20/05, Monash University, Department of Econometrics and Business Statistics.
[Downloadable!]
Rochelle M. Edge & Thomas Laubach & John C. Williams, 2004.
"Learning and shifts in long-run productivity growth ,"
Working Papers in Applied Economic Theory
2004-04, Federal Reserve Bank of San Francisco.
[Downloadable!]
Other versions:Rochelle M. Edge & Thomas Laubach & John C. Williams, 2004.
"Learning and shifts in long-run productivity growth ,"
Finance and Economics Discussion Series
2004-21, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Edge, Rochelle M. & Laubach, Thomas & Williams, John C., 2007.
"Learning and shifts in long-run productivity growth ,"
Journal of Monetary Economics ,
Elsevier, vol. 54(8), pages 2421-2438, November.
[Downloadable!] (restricted)
Donald W.K. Andrews & Werner Ploberger, 1993.
"Admissibility of the Likelihood Ratio Test When a Nuisance Parameter Is Present OnlyUnder the Alternative ,"
Cowles Foundation Discussion Papers
1058, Cowles Foundation, Yale University.
[Downloadable!]
F. Pérez de Gracia & J. Cuñado; J. Gómez, 2004.
"Financial Liberalization and Emerging Stock Market Volatility ,"
Computing in Economics and Finance 2004
124, Society for Computational Economics.
[Downloadable!]
Juncal Cuñado & Javier Gómez Biscarri & Fernando Perez de Gracia, 2006.
"Changes in the Dynamic Behavior of Emerging Market Volatility: Revisiting the Effects of Financial L ,"
Faculty Working Papers
01/06, School of Economics and Business Administration, University of Navarra.
[Downloadable!]
Marine Carrasco, 2004.
"Chi-square Tests for Parameter Stability ,"
RCER Working Papers
508, University of Rochester - Center for Economic Research (RCER).
[Downloadable!]
Giovanni Forchini, .
"The Geometry of Similar Tests for Structural Change ,"
Discussion Papers
00/55, Department of Economics, University of York.
[Downloadable!]
Ahn & Byung Chul, 1994.
"Testing the null of stationarity in the presence of structural breaks for multiple time series ,"
Econometrics
9411001, EconWPA, revised 08 Nov 1994.
[Downloadable!]
Vasco J. Gabriel & Luis F. Martins, 2000.
"The Properties of Cointegration Tests in Models with Structural Change ,"
NIPE Working Papers
1/2000, NIPE - Universidade do Minho.
[Downloadable!]
Robert F. Engle & Aaron D. Smith, 1998.
"Stochastic Permanent Breaks ,"
University of California at San Diego, Economics Working Paper Series
98-03, Department of Economics, UC San Diego.
[Downloadable!]
Other versions:Robert Engle & Aaron Smith, 1998.
"Stochastic Permanent Breaks ,"
University of California at San Diego, Economics Working Paper Series
1998-03, Department of Economics, UC San Diego.
[Downloadable!]
Robert F. Engle & Aaron D. Smith, 1999.
"Stochastic Permanent Breaks ,"
The Review of Economics and Statistics ,
MIT Press, vol. 81(4), pages 553-574, November.
[Downloadable!] (restricted)
Vasco J. Gabriel & Martin Sola & Zacharias Psaradakis, 2002.
"Residual-based tests for cointegration and multiple regime shifts ,"
NIPE Working Papers
7/2002, NIPE - Universidade do Minho.
[Downloadable!]
Vicente Esteve, .
"Política fiscal y productividad del trabajo en la economía española: Un análisis de series temporales ,"
Studies on the Spanish Economy
156, FEDEA.
[Downloadable!]
Other versions: Smith, Aaron, 2004.
"Forecasting in the Presence of Level Shifts ,"
Working Papers
11985, University of California, Davis, Department of Agricultural and Resource Economics.
[Downloadable!]
Other versions: Rochelle Edge & Thomas Laubach, 2004.
"Learning and Shifts in Long-Run Growth ,"
Computing in Economics and Finance 2004
123, Society for Computational Economics.
[Downloadable!]
Carter, Colin A. & Smith, Aaron, 2006.
"Estimating the Market Effect of a Food Scare: The Case of Genetically Modified StarLink Corn ,"
2006 Annual Meeting, August 12-18, 2006, Queensland, Australia
25447, International Association of Agricultural Economists.
[Downloadable!]
Other versions: Miguel A. Ferreira & Jose A. Lopez, 2004.
"Evaluating interest rate covariance models within a value-at-risk framework ,"
Working Papers in Applied Economic Theory
2004-03, Federal Reserve Bank of San Francisco.
[Downloadable!]
Walter Enders & Gary A. Hoover, 2003.
"The effect of robust growth on poverty: a nonlinear analysis ,"
Applied Economics ,
Taylor and Francis Journals, vol. 35(9), pages 1063-1071, January.
[Downloadable!] (restricted)
Dukpa Kim & Pierre Perron, 2006.
"Assessing the Relative Power of Structural Break Tests Using a Framework Based on the Approximate Bahadur Slope ,"
Boston University - Department of Economics - Working Papers Series
WP2006-063, Boston University - Department of Economics.
[Downloadable!]
Other versions: Jushan Bai & Pierre Perron, 2003.
"Computation and analysis of multiple structural change models ,"
Journal of Applied Econometrics ,
John Wiley & Sons, Ltd., vol. 18(1), pages 1-22.
[Downloadable!]
Other versions: Ryan R. Brady, 2006.
"Structural Breaks and Consumer Credit: Is Consumption Smoothing Finally a Reality? ,"
Departmental Working Papers
13, United States Naval Academy Department of Economics.
[Downloadable!]
Other versions: James H. Stock & Mark W. Watson, 1994.
"Evidence on Structural Instability in Macroeconomic Time Series Relations ,"
NBER Technical Working Papers
0164, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions:James H. Stock & Mark W. Watson, 1994.
"Evidence on structural instability in macroeconomic times series relations ,"
Working Paper Series, Macroeconomic Issues
94-13, Federal Reserve Bank of Chicago.
Stock, James H & Watson, Mark W, 1996.
"Evidence on Structural Instability in Macroeconomic Time Series Relations ,"
Journal of Business & Economic Statistics ,
American Statistical Association, vol. 14(1), pages 11-30, January.
Oleg Glouchakov, 2006.
"Joint change point estimation in regression coeffcients and variances of the errors of a linear model ,"
Working Papers
2006_3, York University, Department of Economics.
[Downloadable!]
Flint Brayton & John M. Roberts & John C. Williams, 1999.
"What's happened to the Phillips curve? ,"
Finance and Economics Discussion Series
1999-49, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Pieter J. van der Sluis, 1998.
"Structural Stability Tests with Unknown Breakpoint for the Efficient Method of Moments with Application to Stochastic Volatility Models ,"
Tinbergen Institute Discussion Papers
98-055/4, Tinbergen Institute.
[Downloadable!]
Joseph P. Byrne & Roger Perman, 2006.
"Unit Roots and Structural Breaks: A Survey of the Literature ,"
Working Papers
2006_10, Department of Economics, University of Glasgow.
[Downloadable!]
John M. Maheu & Stephen Gordon, 2004.
"Learning, Forecasting and Structural Breaks ,"
Cahiers de recherche
0422, CIRPEE.
[Downloadable!]
Other versions:John M Maheu & Stephen Gordon, 2007.
"Learning, Forecasting and Structural Breaks ,"
Working Papers
tecipa-284, University of Toronto, Department of Economics.
[Downloadable!]
John M. Maheu & Stephen Gordon, 2008.
"Learning, forecasting and structural breaks ,"
Journal of Applied Econometrics ,
John Wiley & Sons, Ltd., vol. 23(5), pages 553-583.
[Downloadable!]
Maria Heracleous & Andreas Koutris & Aris Spanos, 2006.
"Testing for Structural Breaks and other forms of Non-stationarity: a Misspecification Perspective ,"
Computing in Economics and Finance 2006
493, Society for Computational Economics.
[Downloadable!]
Jin, Hyun & Miljkovic, Dragan, 2005.
"Analysis of Multiple Structural Breaks in Relative Farm Prices in the United States, 1913-2003 ,"
2005 Annual meeting, July 24-27, Providence, RI
19118, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
[Downloadable!]
Allan Timmermann & M. Hashem Pesaran, 2003.
"Small Sample Properties of Forecasts from Autoregressive Models under Structural Breaks ,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo Group Munich.
[Downloadable!]
Other versions:Pesaran, M. Hashem & Timmermann, Allan, 2005.
"Small sample properties of forecasts from autoregressive models under structural breaks ,"
Journal of Econometrics ,
Elsevier, vol. 129(1-2), pages 183-217.
[Downloadable!] (restricted)
Pesaran, M Hashem & Timmermann, Allan G, 2004.
"Small Sample Properties of Forecasts From Autoregressive Models Under Structural Breaks ,"
CEPR Discussion Papers
4401, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Pesaran, M.H. & Timmermann, A., 2003.
"Small Sample Properties of Forecasts from Autoregressive Models under Structural Breaks ,"
Cambridge Working Papers in Economics
0331, Faculty of Economics, University of Cambridge.
[Downloadable!]
Hashem Pesaran & Allan Timmermann, 1999.
"Model Instability and Choice of Observation Window ,"
University of California at San Diego, Economics Working Paper Series
1999-19, Department of Economics, UC San Diego.
[Downloadable!]
Other versions:
Yoon-Jae Whang & Donald W.K. Andrews, 1991.
"Tests of Specification for Parametric and Semiparametric Models ,"
Cowles Foundation Discussion Papers
968, Cowles Foundation, Yale University.
[Downloadable!] Published as: Cited by:
Gao, Jiti & King, Maxwell, 2003.
"Estimation and model specification testing in nonparametric and semiparametric econometric models ,"
MPRA Paper
11989, University Library of Munich, Germany, revised Feb 2006.
[Downloadable!]
Andrew M. Jones & José M. Labeaga, 2003.
"Individual heterogeneity and censoring in panel data estimates of tobacco expenditure ,"
Journal of Applied Econometrics ,
John Wiley & Sons, Ltd., vol. 18(2), pages 157-177.
[Downloadable!]
Javier Hidalgo, 1999.
"Nonparametric tests for model selection with time series data ,"
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research ,
Springer, vol. 8(2), pages 365-398, December.
[Downloadable!] (restricted)
Horowitz, Joel L. & Spokoiny, Vladimir G., 2000.
"An Adaptive, Rate-Optimal Test of Linearity for Median Regression Models ,"
Working Papers
00-04, University of Iowa, Department of Economics.
[Downloadable!]
Euvals, R. & Melenberg, B. & Soest, A. van, 1997.
"Testing the predictive value of subjective labour supply data ,"
Discussion Paper
25, Tilburg University, Center for Economic Research.
[Downloadable!]
Other versions: Jiti Gao & Hua Liang, 1997.
"Statistical Inference in Single-Index and Partially Nonlinear Models ,"
Annals of the Institute of Statistical Mathematics ,
Springer, vol. 49(3), pages 493-517, September.
[Downloadable!] (restricted)
Yoon-Jae Whang, 1993.
"A Semiparametric Analysis Of The Life Cycle-Permanent Income Hypothesis ,"
International Economic Journal ,
Korean International Economic Association, vol. 7(4), pages 89-108, December.
[Downloadable!] (restricted)
Aït-Sahalia, Yacine. & Bickel, Peter J. & Stoker, Thomas M., 1994.
"Goodness-of-fit tests for regression using kernel methods ,"
Working papers
3747-94., Massachusetts Institute of Technology (MIT), Sloan School of Management.
[Downloadable!]
Horowitz, Joel L. & Spokoiny, Vladimir G., 1999.
"An Adaptive, Rate-Optimal Test of a Parametric Model Against a Nonparametric Alternative ,"
Working Papers
99-02, University of Iowa, Department of Economics.
[Downloadable!]
Gary Gorton & Frank A. Schmid, 1996.
"Universal Banking and the Performance of German Firms ,"
NBER Working Papers
5453, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Halbert White & Yongmiao Hong, 1999.
"M-Testing Using Finite and Infinite Dimensional Parameter Estimators ,"
University of California at San Diego, Economics Working Paper Series
1993-01R, Department of Economics, UC San Diego.
[Downloadable!]
Other versions: Donald W.K. Andrews, 1992.
"An Introduction to Econometric Applications of Functional Limit Theory for Dependent Random Variables ,"
Cowles Foundation Discussion Papers
1020, Cowles Foundation, Yale University.
[Downloadable!]
Yoon-Jae Whang & Donald W.K. Andrews, 1991.
"Tests of Specification for Parametric and Semiparametric Models ,"
Cowles Foundation Discussion Papers
968, Cowles Foundation, Yale University.
[Downloadable!]
Other versions:
Donald W.K. Andrews, 1991.
"Exactly Unbiased Estimation of First Order Autoregressive-Unit Root Models ,"
Cowles Foundation Discussion Papers
975, Cowles Foundation, Yale University.
[Downloadable!] Cited by:
Donald W.K. Andrews & Hong-Yuan Chen, 1992.
"Approximately Median-Unbiased Estimation of Autoregressive Models with Applications to U.S. Macroeconomic and Financial Time Series ,"
Cowles Foundation Discussion Papers
1026, Cowles Foundation, Yale University.
[Downloadable!]
Ray C. Fair, 1992.
"Estimates of the Bias of Lagged Dependent Variable Coefficient Estimates in Macroeconomic Equations ,"
Cowles Foundation Discussion Papers
1005, Cowles Foundation, Yale University.
[Downloadable!]
Peter C.B.Phillips & Donggyu Sul, 2002.
"Dynamic Panel Estimation and Homogeneity Testing Under Cross Section Dependence ,"
Cowles Foundation Discussion Papers
1362, Cowles Foundation, Yale University.
[Downloadable!]
James H. Stock, 1991.
"Confidence Intervals for the Largest Autoresgressive Root in U.S. Macroeconomic Time Series ,"
NBER Technical Working Papers
0105, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions:
Donald W.K. Andrews, 1990.
"Generic Uniform Convergence ,"
Cowles Foundation Discussion Papers
940, Cowles Foundation, Yale University.
[Downloadable!] Cited by:
Filippo Altissimo & Valentina Corradi, 2000.
"Strong Rules for Detecting the Number of Breaks in a Time Series ,"
Econometric Society World Congress 2000 Contributed Papers
0574, Econometric Society.
[Downloadable!]
Other versions: Donald W.K. Andrews & Biao Lu, 1999.
"Consistent Model and Moment Selection Criteria for GMM Estimation with Applications to Dynamic Panel Data Models ,"
Cowles Foundation Discussion Papers
1233, Cowles Foundation, Yale University.
[Downloadable!]
Eric Ghysels & Alain Guay, 2001.
"Testing for Structural Change in the Presence of Auxiliary Models ,"
Cahiers de recherche CREFE / CREFE Working Papers
133, CREFE, Université du Québec à Montréal.
[Downloadable!]
Other versions: Cizek, P., 2007.
"General Trimmed Estimation: Robust Approach to Nonlinear and Limited Dependent Variable Models (Replaced by DP 2007-65) ,"
Discussion Paper
2007-1, Tilburg University, Center for Economic Research.
Valentina Corradi & Norman R. Swanson, 2003.
"Bootstrap Conditional Distribution Tests In the Presence of Dynamic Misspecification ,"
Departmental Working Papers
200311, Rutgers University, Department of Economics.
[Downloadable!]
Other versions: Donald W.K. Andrews & Werner Ploberger, 1993.
"Admissibility of the Likelihood Ratio Test When a Nuisance Parameter Is Present OnlyUnder the Alternative ,"
Cowles Foundation Discussion Papers
1058, Cowles Foundation, Yale University.
[Downloadable!]
Eric Ghysels & Alain Guay, 1998.
"Structural Change Tests for Simulated Method of Moments ,"
CIRANO Working Papers
98s-19, CIRANO.
[Downloadable!]
Other versions:Ghysels, Eric & Guay, Alain, 2003.
"Structural change tests for simulated method of moments ,"
Journal of Econometrics ,
Elsevier, vol. 115(1), pages 91-123, July.
[Downloadable!] (restricted)
Eric Guysels & Alain Guay, 1998.
"Structural Change Tests for Simulated Method of Moments ,"
Cahiers de recherche CREFE / CREFE Working Papers
61, CREFE, Université du Québec à Montréal.
[Downloadable!]
Jinyong Hahn & Jerry Hausman & Guido Kuersteiner, 2005.
"Bias Corrected Instrumental Variables Estimation for Dynamic Panel Models with Fixed E¤ects ,"
Boston University - Department of Economics - Working Papers Series
WP2005-024, Boston University - Department of Economics.
[Downloadable!]
Donald W.K. Andrews & Werner Ploberger, 1994.
"Testing for Serial Correlation Against an ARMA(1,1) Process ,"
Cowles Foundation Discussion Papers
1077, Cowles Foundation, Yale University.
[Downloadable!]
Donald W.K. Andrews & C. John McDermott, 1993.
"Nonlinear Econometric Models with Deterministically Trending Variables ,"
Cowles Foundation Discussion Papers
1053, Cowles Foundation, Yale University.
[Downloadable!]
Other versions: Ramdan Dridi, 2000.
"Simulated Asymptotic Least Squares Theory ,"
STICERD - Econometrics Paper Series
/2000/396, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
[Downloadable!]
M. Hashem Pesaran & Yongcheol Shin, 2002.
"Long-Run Structural Modelling ,"
Econometric Reviews ,
Taylor and Francis Journals, vol. 21(1), pages 49-87.
[Downloadable!] (restricted)
Other versions:M Pesaran & Yongcheol Shin, 2004.
"Long-Run Structural Modelling ,"
ESE Discussion Papers
44, Edinburgh School of Economics, University of Edinburgh.
[Downloadable!]
Pesaran,H.M. & Shin,Y., 1995.
"Long-Run Structural Modelling ,"
Cambridge Working Papers in Economics
9419, Faculty of Economics, University of Cambridge.
Cizek, P., 2004.
"General trimmed estimation: robust approach to nonlinear and limited dependent variable models ,"
Discussion Paper
130, Tilburg University, Center for Economic Research.
[Downloadable!]
Donald W.K. Andrews, 1992.
"An Introduction to Econometric Applications of Functional Limit Theory for Dependent Random Variables ,"
Cowles Foundation Discussion Papers
1020, Cowles Foundation, Yale University.
[Downloadable!]
Joris Pinkse, 2000.
"Feasible Multivariate Nonparametric Estimation Using Weak Separability ,"
Econometric Society World Congress 2000 Contributed Papers
1241, Econometric Society.
[Downloadable!]
Donald W.K. Andrews, 1990.
"Tests for Parameter Instability and Structural Change with Unknown Change Point ,"
Cowles Foundation Discussion Papers
943, Cowles Foundation, Yale University.
[Downloadable!] Published as: Cited by:
Amalia Morales-Zumaquero & Simon Sosvilla-Rivero, .
"Structural Breaks in Volatility: Evidence from the OECD Real Exchange Rates ,"
Working Papers
2004-22, FEDEA.
[Downloadable!]
Other versions: Antonio E. Noriega & Lorena Medina, 2003.
"Quasi purchasing power parity: Structural change in the Mexican peso/us dollar real exchange rate ,"
Estudios Económicos ,
El Colegio de México, Centro de Estudios Económicos, vol. 18(2), pages 227-236.
[Downloadable!]
Rituparna Kar & Nityananda Sarkar, 2006.
"Mean and volatility dynamics of Indian rupee/US dollar exchange rate series: an empirical investigation ,"
Asia-Pacific Financial Markets ,
Springer, vol. 13(1), pages 41-69, March.
[Downloadable!] (restricted)
Kleimeier,Stefanie & Sander,Harald, 2002.
"European Financial Market Integration: Evidence on the Emergence of a Single Eurozone Retail Banking Market ,"
Research Memoranda
060, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization.
[Downloadable!]
Hoddinott, John & Adam, Christopher, 1998.
"Testing Nash-bargaining household models with time-series data ,"
FCND discussion papers
52, International Food Policy Research Institute (IFPRI).
[Downloadable!]
Mahua Barari & Brian Lucey & Svitlana Voronkova, 2005.
"CEE Banking Sector Co-Movement: Contagion or Interdependence? ,"
The Institute for International Integration Studies Discussion Paper Series
iiisdp078, IIIS.
[Downloadable!]
Other versions: Lanouar Charfeddine & Dominique Guegan, 2008.
"Is it possible to discriminate between different switching regressions models? An empirical investigation ,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
halshs-00368358_v1, HAL.
[Downloadable!]
Dennis J. Fixler & Jeremy J. Nalewaik, 2007.
"News, noise, and estimates of the "true" unobserved state of the economy ,"
Finance and Economics Discussion Series
2007-34, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Bec, Frédérique & Gollier, Christian, 2006.
"Assets Returns Volatility and Investment Horizon: The French Case ,"
IDEI Working Papers
467, Institut d'Économie Industrielle (IDEI), Toulouse, revised 30 Nov 2008.
[Downloadable!]
Other versions: Yoichi Arai & Takeo Hoshi, 2004.
"Monetary Policy in the Great Recession ,"
Discussion papers
04024, Research Institute of Economy, Trade and Industry (RIETI).
[Downloadable!]
M Sensier & D van Dijk, 2003.
"Testing for Volatility Changes in US Macroeconomic Time Series ,"
Centre for Growth and Business Cycle Research Discussion Paper Series
36, Economics, The Univeristy of Manchester.
[Downloadable!]
Other versions: Neil R. Ericsson, 2001.
"Forecast uncertainty in economic modeling ,"
International Finance Discussion Papers
697, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Camacho, Maximo & Pérez-Quirós, Gabriel, 2005.
"Jump-and-Rest Effects of US Business Cycles ,"
CEPR Discussion Papers
4975, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions: Hall, Alastair R. & Han, Sanggohn & Boldea, Otilia, 2008.
"Asymptotic Distribution Theory for Break Point Estimators in Models Estimated via 2SLS ,"
MPRA Paper
9472, University Library of Munich, Germany.
[Downloadable!]
Donald W.K. Andrews & Liu, Xuemei Liu & Werner Ploberger, 1996.
"Tests of Seasonal and Non-Seasonal Serial Correlation ,"
Cowles Foundation Discussion Papers
1124, Cowles Foundation, Yale University.
[Downloadable!]
Dennis Philip & Chihwa Kao & Giovanni Urga, 2007.
"Testing for Instability in Factor Structure of Yield Curves ,"
Center for Policy Research Working Papers
96, Center for Policy Research, Maxwell School, Syracuse University.
[Downloadable!]
Hall, Alastair R. & Han, Sanggohn & Boldea, Otilia, 2008.
"Inference regarding multiple structural changes in linear models estimated via two stage least squares ,"
MPRA Paper
9251, University Library of Munich, Germany, revised 20 Jun 2008.
[Downloadable!]
Barbara Rossi, 2005.
"Are Exchange Rates Really Random Walks? Some Evidence Robust to Parameter Instability ,"
International Finance
0503006, EconWPA.
[Downloadable!]
Other versions:Barbara Rossi, 2005.
"Are Exchange Rates Really Random Walks? Some Evidence Robust to Parameter Instability ,"
Data
0503001, EconWPA.
[Downloadable!]
Rossi, Barbara, 2006.
"Are Exchange Rates Really Random Walks? Some Evidence Robust To Parameter Instability ,"
Macroeconomic Dynamics ,
Cambridge University Press, vol. 10(01), pages 20-38, February.
[Downloadable!]
James M. Nason, 1991.
"The permanent income hypothesis when the bliss point is stochastic ,"
Discussion Paper / Institute for Empirical Macroeconomics
46, Federal Reserve Bank of Minneapolis.
[Downloadable!]
Other versions: R.P. Berben & D. van Dijk, 1999.
"Unit roots and asymetric adjustment - a reassessment ,"
Econometric Institute Report
101, Erasmus University Rotterdam, Econometric Institute.
[Downloadable!]
Dimitris K. Christopoulos & Miguel Leon-Ledesma, 2008.
"Testing for Granger (non)-Causality in a Time Varying Coefficient VAR Model ,"
Studies in Economics
0802, Department of Economics, University of Kent.
[Downloadable!]
Other versions: Andrés Langebaek & Eliana González M., 2007.
"Inflación Y Precios Relativos En Colombia ,"
BORRADORES DE ECONOMIA
004248, BANCO DE LA REPÚBLICA.
[Downloadable!]
Other versions: Stanislav Anatolyev & Grigory Kosenok, 2008.
"Sequential Testing with Uniformly Distributed Size ,"
Working Papers
w0123, Center for Economic and Financial Research (CEFIR).
[Downloadable!]
Allan Timmermann & M. Hashem Pesaran, 2003.
"How Costly is it to Ignore Breaks when Forecasting the Direction of a Time Series? ,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo Group Munich.
[Downloadable!]
Other versions:Pesaran, M. Hashem & Timmermann, Allan, 2004.
"How costly is it to ignore breaks when forecasting the direction of a time series? ,"
International Journal of Forecasting ,
Elsevier, vol. 20(3), pages 411-425.
[Downloadable!] (restricted)
Pesaran, H.M. & Timmermann, A., 2003.
"How Costly is it to Ignore Breaks when Forecasting the Direction of a Time Series? ,"
Cambridge Working Papers in Economics
0306, Faculty of Economics, University of Cambridge.
[Downloadable!]
R. Becker & W. Enders & S. Hurn, 2001.
"Modelling Structural Change in Money Demand Using a Fourier-Series Approximation ,"
Research Paper Series
67, Quantitative Finance Research Centre, University of Technology, Sydney.
[Downloadable!]
Balogun, Emmanuel Dele, 2007.
"Exchange rate policy and export performance of WAMZ countries ,"
MPRA Paper
6233, University Library of Munich, Germany.
[Downloadable!]
Philip N. Jefferson, 2005.
"Does Monetary Policy Affect Relative Educational Unemployment Rates? ,"
American Economic Review ,
American Economic Association, vol. 95(2), pages 76-82, May.
[Downloadable!]
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.
Other versions: Susanto Basu & John Fernald & Miles Kimball, 2004.
"Are technology improvements contractionary? ,"
Working Paper Series
WP-04-20, Federal Reserve Bank of Chicago.
[Downloadable!]
Other versions:Susanto Basu & John G. Fernald & Miles S. Kimball, 2006.
"Are Technology Improvements Contractionary? ,"
American Economic Review ,
American Economic Association, vol. 96(5), pages 1418-1448, December.
[Downloadable!]
Susanto Basu & John Fernald & Miles Kimball, 1998.
"Are technology improvements contractionary? ,"
International Finance Discussion Papers
625, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Susanto Basu & John Fernald & Miles Kimball, 2004.
"Are Technology Improvements Contractionary? ,"
NBER Working Papers
10592, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Susanto Basu & John Fernald & Miles Kimball, 2002.
"Are Technology Improvements Contractionary? ,"
Harvard Institute of Economic Research Working Papers
1986, Harvard - Institute of Economic Research.
[Downloadable!]
Zagaglia, Paolo, 2006.
"The Predictive Power of the Yield Spread under the Veil of Time ,"
Research Papers in Economics
2006:4, Stockholm University, Department of Economics.
[Downloadable!]
Pierangelo De Pace, 2005.
"Grid-Bootstrap Methods vs. Bayesian Analysis. Testing for Structural Breaks in the Conditional Variance of Nominal Interest Rate Spreads - Four Cases in Europe ,"
Econometrics
0509011, EconWPA, revised 07 Sep 2005.
[Downloadable!]
Carlo Monticelli & Oreste Tristani, 1999.
"What does the single monetary policy do? A SVAR benchmark for the European Central Bank ,"
Working Paper Series
2, European Central Bank.
[Downloadable!]
Luis Fernando Melo Velandia & Martha Alicia Misas Arango, 2004.
"Modelos Estructurales de Inflación en Colombia: Estimación a través de Mínimos Cuadrados Flexibles ,"
BORRADORES DE ECONOMIA
003244, BANCO DE LA REPÚBLICA.
[Downloadable!]
Other versions: J. L. Ford, Wee Ching Pok and S. Poshakwale, 2006.
"The Predictability of KLSE CI Stock Index Futures Returns and The Conditional Multifactor APT Model ,"
Discussion Papers
06-09, Department of Economics, University of Birmingham.
[Downloadable!]
M. Ayhan Kose & Christopher Otrok & Eswar Prasad, 2008.
"Global Business Cycles: Convergence or Decoupling? ,"
IMF Working Papers
08/143, International Monetary Fund.
[Downloadable!]
Other versions:Kose, M. Ayhan & Otrok, Christopher & Prasad, Eswar, 2008.
"Global Business Cycles: Convergence or Decoupling? ,"
IZA Discussion Papers
3442, Institute for the Study of Labor (IZA).
[Downloadable!]
M. Ayhan Kose & Christopher Otrok & Eswar S. Prasad, 2008.
"Global Business Cycles: Convergence or Decoupling? ,"
NBER Working Papers
14292, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Kose, M. Ayhan & Otrok, Christopher M. & Prasad, Eswar S., 2008.
"Global business cycles: convergence or decoupling? ,"
Discussion Paper Series 1: Economic Studies
2008,17, Deutsche Bundesbank, Research Centre.
[Downloadable!]
Nathan S. Balke & Chih-Ping Chang, 1995.
"Credit and economic activity: shocks or propagation mechanism? ,"
Working Papers
95-19, Federal Reserve Bank of Dallas.
[Downloadable!]
Rasmus Fatum & Jesper Pedersen, 2007.
"Real-Time Effects of Central Bank Interventions in the Euro Market ,"
EPRU Working Paper Series
07-01, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics.
[Downloadable!]
Daniel G. Swaine, 2001.
"Are taste and technology parameters stable? a test of "deep" parameter stability in real business cycle models of the U.S. economy ,"
Working Papers
01-05, Federal Reserve Bank of Boston.
[Downloadable!]
Oscar Bajo-Rubio & Carmen Díaz-Roldán & Vicente Esteve, 2003.
"Is the Budget Deficit Sustainable when Fiscal Policy is nonlinear? The Case of Spain, 1961-2001 ,"
Economic Working Papers at Centro de Estudios Andaluces
E2003/32, Centro de Estudios Andaluces.
[Downloadable!]
Eric Ghysels & Alain Guay, 2001.
"Testing for Structural Change in the Presence of Auxiliary Models ,"
Cahiers de recherche CREFE / CREFE Working Papers
133, CREFE, Université du Québec à Montréal.
[Downloadable!]
Other versions: Philip Arestis & Kostas Mouratidis, 2002.
"Is There A Trade-Off Between Inflation Variability And Output-Gap Variability in The EMU Countries? ,"
Economics Working Paper Archive
359, Levy Economics Institute, The.
[Downloadable!]
Other versions:Philip Arestis & Kostas Mouratidis, 2004.
"Is There a Trade-Off Between Inflation Variability and Output-Gap Variability in the EMU Countries? ,"
Scottish Journal of Political Economy ,
Scottish Economic Society, vol. 51(5), pages 691-706, November.
[Downloadable!] (restricted)
Philip Arestis & Kostas Mouratidis, 2003.
"Is There A Trade-Off Between Inflation Variability And Output-Gap Variability in The EMU Countries? ,"
Macroeconomics
0301005, EconWPA.
[Downloadable!]
Philip Arestis & Kostas Mouratidis, 2004.
"Is there a trade-off between inflation variability and output-gap variability in the EMU countries? ,"
NIESR Discussion Papers
238, National Institute of Economic and Social Research.
[Downloadable!]
Todd E. Clark & Michael W. McCracken, 2004.
"Improving forecast accuracy by combining recursive and rolling forecasts ,"
Research Working Paper
RWP 04-10, Federal Reserve Bank of Kansas City.
[Downloadable!]
Other versions:Todd E. Clark & Michael W. McCracken, 2008.
"Improving forecast accuracy by combining recursive and rolling forecasts ,"
Working Papers
2008-028, Federal Reserve Bank of St. Louis.
[Downloadable!]
Todd E. Clark & Michael W. McCracken, 2009.
"Improving Forecast Accuracy By Combining Recursive And Rolling Forecasts ,"
International Economic Review ,
Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 50(2), pages 363-395, 05.
[Downloadable!] (restricted)
D van Dijk & D R Osborn & M Sensier, 2004.
"Testing for causality in variance in the presence of breaks ,"
Centre for Growth and Business Cycle Research Discussion Paper Series
45, Economics, The Univeristy of Manchester.
[Downloadable!]
Other versions:Dijk, D.J.C. van & Osborn, D.R. & Sensier, M., 2004.
"Testing for causality in variance in the presence of breaks ,"
Econometric Institute Report
EI 2004-48 Revision_Date:, Erasmus University Rotterdam, Econometric Institute.
[Downloadable!]
van Dijk, Dick & Osborn, Denise R. & Sensier, Marianne, 2005.
"Testing for causality in variance in the presence of breaks ,"
Economics Letters ,
Elsevier, vol. 89(2), pages 193-199, November.
[Downloadable!] (restricted)
Oscar Bajo-Rubio & Mª Carmen Díaz Roldán & Vicente Esteve, 2004.
"Change of regime and Phillips curve stability:The case of Spain, 1964-2002 ,"
Economic Working Papers at Centro de Estudios Andaluces
E2004/52, Centro de Estudios Andaluces.
[Downloadable!]
Other versions: Jean Boivin & Marc Giannoni, 2008.
"Global Forces and Monetary Policy Effectiveness ,"
NBER Working Papers
13736, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: Jose Manuel Campa & Linda S. Goldberg, 2002.
"Exchange Rate Pass-Through into Import Prices: A Macro or Micro Phenomenon? ,"
NBER Working Papers
8934, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: Pierre Perron & Yohei Yamamoto, 2008.
"Estimating and Testing Multiple Structural Changes in Models with Endogenous Regressors ,"
Boston University - Department of Economics - Working Papers Series
wp2008-017, Boston University - Department of Economics.
[Downloadable!]
Juan F. Jimeno & Esther Moral & Lorena Saiz, 2006.
"Structural breaks in labor productivity growth: the United States vs. the European Union ,"
Banco de España Working Papers
0625, Banco de España.
[Downloadable!]
Philipp Hartmann & Stefan Straetmans & Casper G. De Vries, 2005.
"Banking System Stability: A Cross-Atlantic Perspective ,"
NBER Working Papers
11698, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: Mark M. Spiegel & Nobuyoshi Yamori, 2000.
"Financial turbulence and the Japanese main bank ,"
Pacific Basin Working Paper Series
00-04, Federal Reserve Bank of San Francisco.
[Downloadable!]
Marwan Chacra & Maral Kichian, 2004.
"A Forecasting Model for Inventory Investments in Canada ,"
Working Papers
04-39, Bank of Canada.
[Downloadable!]
Stuart Hyde & Mohamed Sherif, 2005.
"Don’t break the habit: structural stability tests of consumption asset pricing models in the UK ,"
Applied Economics Letters ,
Taylor and Francis Journals, vol. 12(5), pages 289-296, April.
[Downloadable!] (restricted)
José M. Campa & Linda S. Goldberg & José M. González-Mínguez, 2005.
"Exchange rate pass through to import prices in the euro area ,"
Banco de España Working Papers
0538, Banco de España.
[Downloadable!]
Other versions:Jose Manuel Campa & Linda S. Goldberg & Jose M. Gonzalez-Minguez, 2005.
"Exchange rate pass-through to import prices in the Euro area ,"
Staff Reports
219, Federal Reserve Bank of New York.
[Downloadable!]
Campa, José Manuel & Goldberg, Linda S & González Mìnguez, Jose Manuel, 2005.
"Exchange Rate Pass-Through to Import Prices in the Euro Area ,"
CEPR Discussion Papers
5347, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
José Manuel Campa & Linda S. Goldberg & José M. González-MÃnguez, 2005.
"Exchange-Rate Pass-Through to Import Prices in the Euro Area ,"
NBER Working Papers
11632, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Campa, Jose M. & Goldberg, Linda S. & Gonzalez-Minguez, Jose M., 2005.
"Exchange-rate pass-through to import prices in the euro area ,"
IESE Research Papers
D/609, IESE Business School.
[Downloadable!]
Nadja Kamhi, 2006.
"LVTS, the Overnight Market, and Monetary Policy ,"
Working Papers
06-15, Bank of Canada.
[Downloadable!]
Mueller, Ulrich & Petalas, Philippe-Emmanuel, 2007.
"Efficient Estimation of the Parameter Path in Unstable Time Series Models ,"
MPRA Paper
2260, University Library of Munich, Germany.
[Downloadable!]
Frédérick Demers, 2003.
"The Canadian Phillips Curve and Regime Shifting ,"
Working Papers
03-32, Bank of Canada.
[Downloadable!]
Bruce E. Hansen, 1995.
"Approximate Asymptotic P-Values for Structural Change Tests ,"
Boston College Working Papers in Economics
297., Boston College Department of Economics.
[Downloadable!]
Other versions: Todd E. Clark & Michael McCracken, 1999.
"Tests of Equal Forecast Accuracy and Encompassing for Nested Models ,"
Computing in Economics and Finance 1999
1241, Society for Computational Economics.
[Downloadable!]
Other versions:Clark, Todd E. & McCracken, Michael W., 2001.
"Tests of equal forecast accuracy and encompassing for nested models ,"
Journal of Econometrics ,
Elsevier, vol. 105(1), pages 85-110, November.
[Downloadable!] (restricted)
Todd E. Clark & Michael W. McCracken, 2000.
"Tests of Equal Forecast Accuracy and Encompassing for Nested Models ,"
Econometric Society World Congress 2000 Contributed Papers
0319, Econometric Society.
[Downloadable!]
Todd E. Clark & Michael W. McCracken, 1999.
"Tests of equal forecast accuracy and encompassing for nested models ,"
Research Working Paper
99-11, Federal Reserve Bank of Kansas City.
[Downloadable!]
René Garcia & Eric Ghysels, 1996.
"Structural Change and Asset Pricing in Emerging Markets ,"
CIRANO Working Papers
96s-34, CIRANO.
[Downloadable!]
Other versions: Helmut LÜTKEPOHL, 2004.
"Recent Advances in Cointegration Analysis ,"
Economics Working Papers
ECO2004/12, European University Institute.
[Downloadable!]
Simone Elmer & Thomas Maag, 2009.
"The Persistence of Inflation in Switzerland: Evidence from Disaggregate Data ,"
Working papers
09-235, KOF Swiss Economic Institute, ETH Zurich.
[Downloadable!]
Francq, Christian & Horvath, Lajos & Zakoian, Jean-Michel, 2008.
"Sup-tests for linearity in a general nonlinear AR(1) model when the supremum is taken over the full parameter space ,"
MPRA Paper
16669, University Library of Munich, Germany.
[Downloadable!]
Fidrmuc, J. & Horvath, J., 1998.
"Stability of monetary unions : lessons from the break-up of Czechoslovakia ,"
Discussion Paper
74, Tilburg University, Center for Economic Research.
[Downloadable!]
Other versions: Rossi, Barbara & Giacomini, Raffaella, 2006.
"Detecting and Predicting Forecast Breakdowns ,"
Working Papers
06-01, Duke University, Department of Economics.
[Downloadable!]
Other versions:Raffella Giacomini & Barbara Rossi, 2005.
"Detecting and Predicting Forecast Breakdowns ,"
UCLA Economics Working Papers
845, UCLA Department of Economics.
[Downloadable!]
Raffaella Giacomini & Barbara Rossi, 2006.
"Detecting and predicting forecast breakdowns ,"
Working Paper Series
638, European Central Bank.
[Downloadable!]
Raffaella Giacomini & Barbara Rossi, 2009.
"Detecting and Predicting Forecast Breakdowns ,"
Review of Economic Studies ,
Blackwell Publishing, vol. 76(2), pages 669-705, 03.
[Downloadable!] (restricted)
Ruge-Murcia, F.J., 2002.
"Some Implications of the Zero Lower Bound on Interest Rates for the Term Structure and Monetary Policy ,"
Cahiers de recherche
06-2002, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
[Downloadable!]
Other versions: Travaglini, Guido, 2008.
"Dynamic GMM Estimation With Structural Breaks. An Application to Global Warming and its Causes ,"
MPRA Paper
7108, University Library of Munich, Germany.
[Downloadable!]
César A. Calderón, 2004.
"Real exchange rates in the long and short run: a panel co-integration approach ,"
Revista de Analisis Economico – Economic Analysis Review ,
Ilades-Georgetown University, Economics Department, vol. 19(2), pages 41-83, December.
[Downloadable!]
Other versions: Richard Luger & Maral Kichian, 2001.
"On Inflation and the Persistence of Shocks to Output ,"
Working Papers
01-22, Bank of Canada.
[Downloadable!]
Other versions: Christopher J. Neely & Paul A. Weller & Joshua M. Ulrich, 2007.
"The adaptive markets hypothesis: evidence from the foreign exchange market ,"
Working Papers
2006-046, Federal Reserve Bank of St. Louis.
[Downloadable!]
Other versions: Victor Chernozhukov & Ivan Fernandez-Val & Blaise Melly, 2008.
"Inference On Counterfactual Distributions ,"
Boston University - Department of Economics - Working Papers Series
wp2008-005, Boston University - Department of Economics.
[Downloadable!]
Other versions: Robert W. Rich & Donald Rissmiller, 2001.
"Structural change in U.S. wage determination ,"
Staff Reports
117, Federal Reserve Bank of New York.
[Downloadable!]
J. Breitung & C. Wulff, .
"Nonlinear Error Correction and the Efficient Market Hypothesis: The Case of German Dual-Class Shares ,"
Sonderforschungsbereich 373
1999-67, Humboldt Universitaet Berlin.
David A. Chapman, 2002.
"Does Intrinsic Habit Formation Actually Resolve the Equity Premium Puzzle? ,"
Review of Economic Dynamics ,
Elsevier for the Society for Economic Dynamics, vol. 5(3), pages 618-645, July.
[Downloadable!] (restricted)
Sharon Kozicki & Peter A. Tinsley, .
"Moving Endpoints in Macrofinance ,"
Computing in Economics and Finance 1996
_058, Society for Computational Economics.
[Downloadable!]
Jean Boivin & Marc P. Giannoni, 2003.
"Has Monetary Policy Become More Effective? ,"
NBER Working Papers
9459, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions:Jean Boivin & Marc P Giannoni, 2006.
"Has Monetary Policy Become More Effective? ,"
The Review of Economics and Statistics ,
MIT Press, vol. 88(3), pages 445-462, October.
[Downloadable!] (restricted)
Boivin, Jean & Giannoni, Marc, 2006.
"Has Monetary Policy Become More Effective? ,"
CEPR Discussion Papers
5463, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Meredith J. Beechey & Jonathan H. Wright, 2008.
"The high-frequency impact of news on long-term yields and forward rates: Is it real? ,"
Finance and Economics Discussion Series
2008-39, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Pavel Cizek & Wolfgang Härdle & Vladimir Spokoiny, 2008.
"Adaptive pointwise estimation in time-inhomogeneous time-series models ,"
SFB 649 Discussion Papers
SFB649DP2008-002, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
[Downloadable!]
Other versions: Richard B. Freeman, 2009.
"Labor Regulations, Unions, and Social Protection in Developing Countries: Market distortions or Efficient Institutions? ,"
NBER Working Papers
14789, National Bureau of Economic Research, Inc.
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David Hauner & Jirà Jonáš & Manmohan S. Kumar, 2007.
"Policy Credibility and Sovereign Credit--The Case of New EU Member States ,"
IMF Working Papers
07/1, International Monetary Fund.
[Downloadable!]
Greg Tkacz, 2007.
"Gold Prices and Inflation ,"
Working Papers
07-35, Bank of Canada.
[Downloadable!]
Lima, Luiz Renato Regis de Oliveira & Sampaio, Raquel Menezes Bezerra, 2005.
"The Asymmetric Behavior of the U.S. Public Debt ,"
Economics Working Papers (Ensaios Economicos da EPGE)
593, Graduate School of Economics, Getulio Vargas Foundation (Brazil).
[Downloadable!]
Christopher F. Baum & Meral Karasulu, 1996.
"Modelling Federal Reserve Discount Policy ,"
Boston College Working Papers in Economics
335., Boston College Department of Economics.
[Downloadable!]
Other versions: Robert Taylor & Stephen Leybourne & David Harvey, 2004.
"Modified Tests for a Change in Persistence ,"
Econometric Society 2004 Australasian Meetings
64, Econometric Society.
[Downloadable!]
Other versions: Ozgen Sayginsoy & Tim Vogelsang, 2004.
"Powerful Tests of Structural Change That are Robust to Strong Serial Correlation ,"
Discussion Papers
04-08, University at Albany, SUNY, Department of Economics.
[Downloadable!]
Ulrich Fritsche & Vladimir Kuzin, 2004.
"Declining Output Volatility in Germany: Impulses, Propagation, and the Role of Monetary Policy ,"
Discussion Papers of DIW Berlin
433, DIW Berlin, German Institute for Economic Research.
[Downloadable!]
Other versions: Heather Anderson & Farshid Vahid, 2003.
"The Decline in Income Growth Volatility in the United States: Evidence from Regional Data ,"
Monash Econometrics and Business Statistics Working Papers
21/03, Monash University, Department of Econometrics and Business Statistics.
[Downloadable!]
Erling Røed Larsen, 2003.
"Are Rich Countries Immune to the Resource Curse? Evidence from Norway's Management of Its Oil Riches ,"
Discussion Papers
362, Research Department of Statistics Norway.
[Downloadable!]
Peter Reinhard Hansen, 2001.
"An Unbiased and Powerful Test for Superior Predictive Ability ,"
Working Papers
2001-06, Brown University, Department of Economics.
[Downloadable!]
Alfred A. Haug, 2002.
"Canadian Money Demand Functions Cointegration¨CRank Stability ,"
Working Papers
2002_10, York University, Department of Economics.
[Downloadable!]
Beatriz de-Blas-Pérez, 2004.
"Can Financial Frictions Help Explain The Performance Of The Us Fed? ,"
Economics Working Papers
we044517, Universidad Carlos III, Departamento de Economía.
[Downloadable!]
Other versions: Jamel Jouini, 2006.
"Bootstrap Tests in Bivariate VAR Process with Single Structural Change : Power versus Corrected Size and Empirical Illustration ,"
Working Papers
halshs-00410759_v1, HAL.
[Downloadable!]
Bruce E. Hansen, 2001.
"The New Econometrics of Structural Change: Dating Breaks in U.S. Labour Productivity ,"
Journal of Economic Perspectives ,
American Economic Association, vol. 15(4), pages 117-128, Fall.
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Arturo Estrella & Jeffrey C. Fuhrer, 1999.
"Are "deep" parameters stable? the Lucas critique as an empirical hypothesis ,"
Working Papers
99-4, Federal Reserve Bank of Boston.
[Downloadable!]
Other versions: Efrem Castelnuovo, 2002.
"Squeezing the Interest Rate Smoothing Weight with a Hybrid Expectations Model ,"
Macroeconomics
0211006, EconWPA.
[Downloadable!]
Other versions: Neil R. Ericsson, 2000.
"Predictable uncertainty in economic forecasting ,"
International Finance Discussion Papers
695, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Chang-Jin Kim & James C. Morley & Charles Nelson, 2000.
"Does an Interpemporal Trade Off Between Risk and Return Explain Mean Reversion in Stock Prices? ,"
Discussion Papers in Economics at the University of Washington
0011, Department of Economics at the University of Washington.
[Downloadable!]
Other versions:Chang-Jin Kim & James C. Morley & Charles Nelson, 1999.
"Does an Intertemporal Tradeoff between Risk and Return Explain Mean Reversion in Stock Prices? ,"
Discussion Papers in Economics at the University of Washington
0028, Department of Economics at the University of Washington.
[Downloadable!]
Kim, Chang-Jin & Morley, James C. & Nelson, Charles R., 2001.
"Does an intertemporal tradeoff between risk and return explain mean reversion in stock prices? ,"
Journal of Empirical Finance ,
Elsevier, vol. 8(4), pages 403-426, September.
[Downloadable!] (restricted)
Felix Chan & Tommaso Mancini-Griffoli & Laurent L. Pauwels, 2006.
"Stability tests for heterogeneous panel data ,"
PSE Working Papers
2006-49, PSE (Ecole normale supérieure).
[Downloadable!]
Other versions: Ben S. Bernanke & Ilian Mihov, 1996.
"What Does the Bundesbank Target? ,"
NBER Working Papers
5764, National Bureau of Economic Research, Inc.
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Other versions: Serena Ng & Timothy J. Vogelsang, 1997.
"Analysis of Vector Autoregressions in the Presence of Shifts in Mean ,"
Boston College Working Papers in Economics
379, Boston College Department of Economics.
[Downloadable!]
Other versions: chin, wencheong, 2008.
"Spurious long-range dependence: evidence from Malaysian equity markets ,"
MPRA Paper
7914, University Library of Munich, Germany.
[Downloadable!]
Silvio Colarossi & Andrea Zaghini, 2007.
"Gradualism, Transparency and Improved Operational Framework: A Look at the Overnight Volatility Transmission ,"
CFS Working Paper Series
2007/16, Center for Financial Studies.
[Downloadable!]
Luis F. Céspedes & Marcelo Ochoa & Claudio Soto, 2005.
"The New Keynesian Phillips Curve in an Emerging Market Economy: The Case of Chile ,"
Working Papers Central Bank of Chile
355, Central Bank of Chile.
[Downloadable!]
Giuseppe Marotta, 2008.
"Structural breaks in the lending interest rate pass-through and the euro ,"
Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance)
08031, Universita di Modena e Reggio Emilia, Facoltà di Economia "Marco Biagi".
[Downloadable!]
Other versions: Mohitosh Kejriwal & Pierre Perron, 2007.
"Testing for Multiple Structural Changes in Cointegrated Regression Models ,"
Boston University - Department of Economics - Working Papers Series
wp2008-020, Boston University - Department of Economics, revised Nov 2008.
[Downloadable!]
Other versions: Charles GRANT, 2003.
"Estimating Credit Constraints among US Households ,"
Economics Working Papers
ECO2003/14, European University Institute.
[Downloadable!]
Meenagh, David & Minford, Patrick & Nowell, Eric & Sofat, Prakriti & Srinivasan, Naveen, 2008.
"Can the Facts of UK Inflation Persistence be Explained by Nominal Rigidity? ,"
CEPR Discussion Papers
6834, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions:Meenagh, David & Minford, Patrick & Nowell, Eric & Sofat, Prakriti & Srinivasan, Naveen, 2008.
"Can the Facts of UK Inflation Persistence be Explained by Nominal Rigidity? ,"
Cardiff Economics Working Papers
E2008/7, Cardiff University, Cardiff Business School, Economics Section, revised Dec 2008.
[Downloadable!]
D.J. van Dijk & D.R. Osborn & M. Sensier, 2002.
"Changes in variability of the business cycle in the G7 countries ,"
Econometric Institute Report
282, Erasmus University Rotterdam, Econometric Institute.
[Downloadable!]
Other versions:D van Dijk & D R Osborn & M Sensier, 2002.
"Changes in Variability of the Business Cycle in the G7 Countries ,"
Centre for Growth and Business Cycle Research Discussion Paper Series
16, Economics, The Univeristy of Manchester.
[Downloadable!]
Dijk, D.J.C. van & Osborn, D.R. & Sensier, M., 2002.
"Changes in variability of the business cycle in the G7 countries ,"
Econometric Institute Report
EI 2002-28 Revision_Date:, Erasmus University Rotterdam, Econometric Institute.
[Downloadable!]
D van Dijk & D R Osborn & M Sensier, 2002.
"Changes in variability of the business cycle in the G7 countries ,"
The School of Economics Discussion Paper Series
0204, Economics, The University of Manchester.
[Downloadable!]
Christopher Neely & Paul Weller, 1999.
"Predictability in international asset returns: a reexamination ,"
Working Papers
1997-010, Federal Reserve Bank of St. Louis.
[Downloadable!]
Other versions:Neely, Christopher J. & Weller, Paul, 2000.
"Predictability in International Asset Returns: A Reexamination ,"
Journal of Financial and Quantitative Analysis ,
Cambridge University Press, vol. 35(04), pages 601-620, December.
[Downloadable!]
Paul Weller & Christopher Neely, 1999.
"Predictability in International Asset Returns: A Re-examination ,"
Working Papers
wp99-03, Warwick Business School, Financial Econometrics Research Centre.
[Downloadable!]
Pierre Siklos, 2006.
"What Can We Learn from Comprehensive Data Revisions for Forecasting Inflation: Some US Evidence ,"
Working Papers
eg0049, Wilfrid Laurier University, Department of Economics, revised 2006.
[Downloadable!]
Li, Qing & Vassalou, Maria & Xing, Yuhang, 2001.
"An Investment-Growth Asset Pricing Model ,"
CEPR Discussion Papers
3058, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Allan Drazen & Paul R. Masson, 1993.
"Credibility of Policies versus Credibility of Policymakers ,"
NBER Working Papers
4448, National Bureau of Economic Research, Inc.
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Other versions:Paul R. Masson & Allan Drazen, 1994.
"Credibility of Policies Versus Credibility of Policymakers ,"
IMF Working Papers
94/49, International Monetary Fund.
Drazen, Allan & Masson, Paul R, 1994.
"Credibility of Policies versus Credibility of Policymakers ,"
The Quarterly Journal of Economics ,
MIT Press, vol. 109(3), pages 735-54, August.
[Downloadable!] (restricted)
Richard B. Freeman, 2003.
"Trade Wars: The Exaggerated Impact of Trade in Economic Debate ,"
NBER Working Papers
10000, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: Monika Blaszkiewicz-Schwartzman, 2007.
"Explaining Exchange Rate Movements in New Member States of the European Union: Nominal and Real Convergence ,"
Money Macro and Finance (MMF) Research Group Conference 2006
144, Money Macro and Finance Research Group.
[Downloadable!]
Byeongseon Seo, 2004.
"Testing for Nonlinear Adjustment in Smooth Transition Vector Error Correction Models ,"
Econometric Society 2004 Far Eastern Meetings
749, Econometric Society.
[Downloadable!]
Claus, I., 1997.
"A Measure of Underlying Inflation in the United States ,"
Working Papers
97-20, Bank of Canada.
[Downloadable!]
Paruolo Paolo, 2003.
"Common trends and cycles in I(2) VAR systems ,"
Economics and Quantitative Methods
qf0217bis, Department of Economics, University of Insubria.
[Downloadable!]
Other versions:Paruolo, Paolo, 2006.
"Common trends and cycles in I(2) VAR systems ,"
Journal of Econometrics ,
Elsevier, vol. 132(1), pages 143-168, May.
[Downloadable!] (restricted)
Paruolo Paolo, 2004.
"Common trends and cycles in I(2) VAR systems ,"
Economics and Quantitative Methods
qf0217tris, Department of Economics, University of Insubria.
[Downloadable!]
Ben S.C. Fung & Marcel Kasumovich, 1997.
"Monetary Shocks in the G-6 Countries: Is There a Puzzle? ,"
Working Papers
97-7, Bank of Canada.
[Downloadable!]
Stulz, Jonas, 2007.
"Exchange rate pass-through in Switzerland: Evidence from vector autoregressions ,"
Economic Studies
2007-4, Swiss National Bank.
[Downloadable!]
Luis A. Rivas, 2003.
"Core Inflation and Inflation Targeting in a Developing Economy ,"
Working Papers
0207, Department of Economics, Vanderbilt University.
[Downloadable!]
John M. Maheu & Stephen Gordon, 2008.
"Learning, forecasting and structural breaks ,"
Journal of Applied Econometrics ,
John Wiley & Sons, Ltd., vol. 23(5), pages 553-583.
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Other versions: Laura Mayoral, 2005.
"Is the observed persistence spurious? A test for fractional integration versus short memory and structural breaks ,"
Economics Working Papers
956, Department of Economics and Business, Universitat Pompeu Fabra.
[Downloadable!]
Jean Boivin & Marc Giannoni, 2002.
"Assessing changes in the monetary transmission mechanism: a VAR approach ,"
Economic Policy Review ,
Federal Reserve Bank of New York, issue May, pages 97-111.
[Downloadable!]
Vicente Esteve & Francisco Requena, 2006.
"A Cointegration Analysis of Car Advertising and Sales Data in the Presence of Structural Change ,"
International Journal of the Economics of Business ,
Taylor and Francis Journals, vol. 13(1), pages 111-128, February.
[Downloadable!] (restricted)
Jörg Rahn, 2004.
"Bilaterial equilibrium exchange rates of EU accession countries against the euro ,"
Macroeconomics
0401010, EconWPA.
[Downloadable!]
Strikholm, Birgit, 2006.
"Determining the number of breaks in a piecewise linear regression model ,"
Working Paper Series in Economics and Finance
648, Stockholm School of Economics.
[Downloadable!]
Giuseppe Marotta, 2006.
"Structural breaks in the interest rate pass-through and the euro. A cross-country study in the euro area and the UK ,"
Heterogeneity and monetary policy
0612, Universita di Modena e Reggio Emilia, Dipartimento di Economia Politica.
[Downloadable!]
Other versions: Nielsen, Steen & Olesen, Jan Overgaard, 2001.
"Modeling The Dividend-Price Ratio: The Role Of Fundamentals Using A Regime-Switching Approach ,"
Working Papers
12-2000, Copenhagen Business School, Department of Economics.
[Downloadable!]
Arthur Lewbel & Serena Ng, 2000.
"Demand Systems With Nonstationary Prices ,"
Boston College Working Papers in Economics
441, Boston College Department of Economics, revised 07 Jun 2002.
[Downloadable!]
Other versions: James H. Stock & Mark W. Watson, 2002.
"Has the Business Cycle Changed and Why? ,"
NBER Working Papers
9127, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: Frömmel, Michael & Schobert, Franziska, 2003.
"Nominal Anchors in EU Accession Countries - Recent Experiences ,"
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Universität Hannover
dp-267, Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
[Downloadable!]
O'Reilly,Gerard & Whelan, Karl, 2004.
"Has Euro-Area Inflation Persistence Changed Over Time? ,"
Research Technical Papers
4/RT/04, Central Bank & Financial Services Authority of Ireland (CBFSAI).
[Downloadable!]
Other versions: Merih Uctum & Thom Thurston & Remzi Uctum, 2006.
"Public debt, the unit root hypothesis and structural breaks: a multi-country analysis ,"
Post-Print
halshs-00081527_v1, HAL.
[Downloadable!]
Other versions: Richard Dennis, 2001.
"The policy preferences of the U.S. Federal Reserve ,"
Working Papers in Applied Economic Theory
2001-08, Federal Reserve Bank of San Francisco.
[Downloadable!]
Other versions: James H. Stock & Mark W. Watson, 2006.
"Why Has U.S. Inflation Become Harder to Forecast? ,"
NBER Working Papers
12324, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Michael G. Arghyrou & Kul B Luintel, 2002.
"Government Solvency: Revisiting some EMU Countries ,"
Public Policy Discussion Papers
02-24, Economics and Finance Section, School of Social Sciences, Brunel University.
[Downloadable!]
Other versions:Arghyrou, Michael G. & Luintel, Kul B., 2007.
"Government solvency: Revisiting some EMU countries ,"
Journal of Macroeconomics ,
Elsevier, vol. 29(2), pages 387-410, June.
[Downloadable!] (restricted)
Michael G. Arghyrou & Kul B Luintel, 2002.
"Government Solvency: Revisiting some EMU Countries ,"
Economics and Finance Discussion Papers
02-24, Economics and Finance Section, School of Social Sciences, Brunel University.
[Downloadable!]
Arghyrou, Michael G & Kul B Luintel, 2003.
"Government Solvency: Revisiting some EMU Countries ,"
Royal Economic Society Annual Conference 2003
8, Royal Economic Society.
[Downloadable!]
Vasco J. Gabriel & Luis F. Martins, 2000.
"The Forecast Performance of Long Memory and Markov Switching Models ,"
NIPE Working Papers
2/2000, NIPE - Universidade do Minho.
[Downloadable!]
René Lalonde & Zhenhua Zhu & Frédérick Demers, 2003.
"Forecasting and Analyzing World Commodity Prices ,"
Working Papers
03-24, Bank of Canada.
[Downloadable!]
Todd E. Clark & Taisuke Nakata, 2006.
"The trend growth rate of employment : past, present, and future ,"
Economic Review ,
Federal Reserve Bank of Kansas City, issue Q I, pages 43-85.
[Downloadable!]
Ted Juhl, 2004.
"A nonparametric adjustment for tests of changing mean ,"
Economics Bulletin ,
Economics Bulletin, vol. 3(34), pages 1-11.
[Downloadable!]
Douglas Staiger & James H. Stock & Mark W. Watson, 2001.
"Prices, Wages and the U.S. NAIRU in the 1990s ,"
NBER Working Papers
8320, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Zagaglia, Paolo, 2006.
"Does the Yield Spread Predict the Output Gap in the U.S.? ,"
Research Papers in Economics
2006:5, Stockholm University, Department of Economics.
[Downloadable!]
Eric Ghysels, 1995.
"On Stable Factor Structures in the Pricing of Risk ,"
CIRANO Working Papers
95s-16, CIRANO.
[Downloadable!]
Other versions:Ghysels, E., 1995.
"On Stable Factor Structurs in the Pricing of Risk ,"
Cahiers de recherche
9525, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
Ghysels, E., 1995.
"On Stable Factor Structurs in the Pricing of Risk ,"
Cahiers de recherche
9525, Universite de Montreal, Departement de sciences economiques.
[Downloadable!]
Kevin J. Stiroh, 2001.
"Information technology and the U.S. productivity revival: what do the industry data say? ,"
Staff Reports
115, Federal Reserve Bank of New York.
[Downloadable!]
Other versions: Chang-Jin Kim & Charles Nelson & Jeremy Piger, 2001.
"The less volatile U.S. economy: a Bayesian investigation of timing, breadth, and potential explanations ,"
International Finance Discussion Papers
707, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Other versions:Chang-Jin Kim & Charles Nelson & Jeremy M. Piger, 2003.
"The less volatile U.S. economy: a Bayesian investigation of timing, breadth, and potential explanations ,"
Working Papers
2001-016, Federal Reserve Bank of St. Louis.
[Downloadable!]
Kim, Chang-Jin & Nelson, Charles R & Piger, Jeremy, 2004.
"The Less-Volatile U.S. Economy: A Bayesian Investigation of Timing, Breadth, and Potential Explanations ,"
Journal of Business & Economic Statistics ,
American Statistical Association, vol. 22(1), pages 80-93, January.
Toshihiko Mukoyama & Aysegul Sahin, 2004.
"Why Did the Average Duration of Unemployment Become So Much Longer? ,"
Working Papers
04002, Concordia University, Department of Economics.
[Downloadable!]
Other versions:Mukoyama, Toshihiko & Sahin, Aysegl, 2009.
"Why did the average duration of unemployment become so much longer? ,"
Journal of Monetary Economics ,
Elsevier, vol. 56(2), pages 200-209, March.
[Downloadable!] (restricted)
Toshihiko Mukoyama & Aysegul Sahin, 2004.
"Why did the average duration of unemployment become so much longer? ,"
Staff Reports
194, Federal Reserve Bank of New York.
[Downloadable!]
Doug Hostland, .
"CHANGES IN THE INFLATION PROCESS IN CANADA: Evidence and Implications ,"
Working Papers
95-5, Bank of Canada.
[Downloadable!]
Other versions: Dennis J. Fixler & Jeremy J. Nalewaik, 2006.
"News, Noise, and Estimates of the "True" Unobserved State of the Economy ,"
BEA Working Papers
0017, Bureau of Economic Analysis.
[Downloadable!]
Arnaud Dupuy & Philip S. Marey, 2007.
"Shifts and Twists in the Relative Productivity of Skilled Labor ,"
IZA Discussion Papers
2694, Institute for the Study of Labor (IZA).
[Downloadable!]
Other versions:Dupuy, Arnaud & Marey, Philip S., 2008.
"Shifts and twists in the relative productivity of skilled labor ,"
Journal of Macroeconomics ,
Elsevier, vol. 30(2), pages 718-735, June.
[Downloadable!] (restricted)
Dupuy,Arnaud & Marey,Philip, 2005.
"Shifts and Twists in the Relative Productivity of Skilled Labor ,"
Research Memoranda
007, Maastricht : ROA, Research Centre for Education and the Labour Market.
[Downloadable!]
John G. Fernald, 2005.
"Trend breaks, long-run restrictions, and the contractionary effects of technology improvements ,"
Working Paper Series
2005-21, Federal Reserve Bank of San Francisco.
[Downloadable!]
Other versions: Ted Juhl & Zhijie Xiao, 2009.
"Tests for Changing Mean with Monotonic Power ,"
Boston College Working Papers in Economics
709, Boston College Department of Economics.
[Downloadable!]
Joe Lange & Brian Sack & William Whitesell, 2001.
"Anticipations of monetary policy in financial markets ,"
Finance and Economics Discussion Series
2001-24, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Jeremy J. Nalewaik, 2006.
"Estimating probabilities of recession in real time using GDP and GDI ,"
Finance and Economics Discussion Series
2007-07, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Elena Andreou & Eric Ghysels, 2002.
"Detecting multiple breaks in financial market volatility dynamics ,"
Journal of Applied Econometrics ,
John Wiley & Sons, Ltd., vol. 17(5), pages 579-600.
[Downloadable!]
Other versions: Liu Hongyu & Yun W. Park & Zheng Siqi, 2002.
"The Interaction between Housing Investment and Economic Growth in China ,"
International Real Estate Review ,
Asian Real Estate Society, vol. 5(1), pages 40-60.
[Downloadable!]
Donald W.K. Andrews & Werner Ploberger, 1993.
"Admissibility of the Likelihood Ratio Test When a Nuisance Parameter Is Present OnlyUnder the Alternative ,"
Cowles Foundation Discussion Papers
1058, Cowles Foundation, Yale University.
[Downloadable!]
Kevin D. Hoover & Oscar Jorda, .
"Measuring Systematic Monetary Policy ,"
Department of Economics
00-05, California Davis - Department of Economics.
[Downloadable!]
Other versions:Hoover, Kevin & Jorda, Oscar, 2001.
"Measuring Systematic Monetary Policy ,"
Working Papers
00-5, University of California at Davis, Department of Economics.
[Downloadable!]
Hoover, Kevin & Jorda, Oscar, 2001.
"Measuring Systematic Monetary Policy ,"
Working Papers
06-10, University of California at Davis, Department of Economics.
[Downloadable!]
Kevin D. Hoover & Òscar Jordà, 2001.
"Measuring systematic monetary policy ,"
Review ,
Federal Reserve Bank of St. Louis, issue Jul, pages 113-144.
[Downloadable!]
Sharma, Abhijit & Balcombe, Kelvin & Fraser, Iain, 2009.
"Non-renewable Resource Prices: Structural Breaks and Long Term Trends ,"
MPRA Paper
16948, University Library of Munich, Germany.
[Downloadable!]
Ulrich Fritsche & Jan Gottschalk, 2006.
"The New Keynesian Model and the Long-run Vertical Phillips Curve: Does it hold for Germany? ,"
Macroeconomics and Finance Series
200601, Hamburg University, Department Wirtschaft und Politik.
[Downloadable!]
Other versions: Yunus Aksoy & Tomasz Piskorski, 2005.
"U.S. Domestic Money, Inflation and Output ,"
Birkbeck Working Papers in Economics and Finance
0506, Birkbeck, School of Economics, Mathematics & Statistics.
[Downloadable!]
Other versions:Yunus Aksoy & Tomasz Piskorski, 2004.
"U.S. Domestic Money, Inflation and Output ,"
Macroeconomics
0401007, EconWPA.
[Downloadable!]
Aksoy, Yunus & Piskorski, Tomasz, 2006.
"U.S. domestic money, inflation and output ,"
Journal of Monetary Economics ,
Elsevier, vol. 53(2), pages 183-197, March.
[Downloadable!] (restricted)
Todd E. Clark & Michael W. McCracken, 2003.
"The predictive content of the output gap for inflation : resolving in-sample and out-of-sample evidence ,"
Research Working Paper
RWP 03-06, Federal Reserve Bank of Kansas City.
[Downloadable!]
Other versions:Michael W. McCracken & Todd E. Clark, 2003.
"The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence ,"
Computing in Economics and Finance 2003
183, Society for Computational Economics.
Clark, Todd E. & McCracken, Michael W., 2006.
"The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence ,"
Journal of Money, Credit and Banking ,
Blackwell Publishing, vol. 38(5), pages 1127-1148, August.
[Downloadable!] (restricted)
James G. MacKinnon, 2007.
"Bootstrap Hypothesis Testing ,"
Working Papers
1127, Queen's University, Department of Economics.
[Downloadable!]
Chihwa Kao & Lorenzo Trapani & Giovanni Urga, 2007.
"Modelling and Testing for Structural Changes in Panel Cointegration Models with Common and Idiosyncratic Stochastic Trend ,"
Center for Policy Research Working Papers
92, Center for Policy Research, Maxwell School, Syracuse University.
[Downloadable!]
Bakhodir A Ergashev, 2004.
"Sequential Detection of US Business Cycle Turning Points: Performances of Shiryayev-Roberts, CUSUM and EWMA Procedures ,"
Econometrics
0402001, EconWPA, revised 16 Mar 2004.
[Downloadable!]
O'Reilly, Gerard & Whelan, Karl, 2005.
"Testing Parameter Stability: A Wild Bootstrap Approach ,"
Research Technical Papers
8/RT/05, Central Bank & Financial Services Authority of Ireland (CBFSAI).
[Downloadable!]
Cerqueti, Roy & Costantini, Mauro & Gutierrez, Luciano, 2007.
"Change in persistence tests for panels ,"
Economics & Statistics Discussion Papers
esdp07040, University of Molise, Dept. SEGeS.
[Downloadable!]
Marco R. Barassi & Guglielmo Maria Caporale & Stephen G. Hall, 2006.
"A Comparison Between Tests For Changes In The Adjustment Coefficients In Cointegrated Systems ,"
Economics and Finance Discussion Papers
06-04, Economics and Finance Section, School of Social Sciences, Brunel University.
[Downloadable!]
Jing Li & Junsoo Lee, 2009.
"ADL tests for threshold cointegration ,"
SDSU Working Papers (in Progress)
22009, South Dakota State University, Department of Economics.
[Downloadable!]
Thomas A. Lubik & Paolo Surico, 2006.
"The Lucas critique and the stability of empirical models ,"
Working Paper
06-05, Federal Reserve Bank of Richmond.
[Downloadable!]
Cooper, Suzanne & Piehl, Anne Morrison & Braga, Anthony & Kennedy, David, 2001.
"Testing for Structural Breaks in the Evaluation of Programs ,"
Working Paper Series
rwp01-019, Harvard University, John F. Kennedy School of Government.
[Downloadable!]
Other versions:Anne Morrison Piehl & Suzanne J. Cooper & Anthony A. Braga & David M. Kennedy, 2003.
"Testing for Structural Breaks in the Evaluation of Programs ,"
The Review of Economics and Statistics ,
MIT Press, vol. 85(3), pages 550-558, 09.
[Downloadable!] (restricted)
Anne Morrison Piehl & Suzanne J. Cooper & Anthony A. Braga & David M. Kennedy, 1999.
"Testing for Structural Breaks in the Evaluation of Programs ,"
NBER Working Papers
7226, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Shinn-Juh Lin & Jian Yang, 2000.
"Testing Shifts in Financial Models with Conditional Heteroskedasticity: An Empirical Distribution Function Approach ,"
Econometric Society World Congress 2000 Contributed Papers
0063, Econometric Society.
[Downloadable!]
Ulrich Fritsche & Vladimir Kuzin, 2005.
"Declining Output Volatility in Germany: Impulses, Propagation, and the Role of the Monetary Policy ,"
Money Macro and Finance (MMF) Research Group Conference 2005
70, Money Macro and Finance Research Group.
[Downloadable!]
J. Guillermo Llorente & J. del Hoyo, 1999.
"Specification Search and Stability Analysis ,"
Computing in Economics and Finance 1999
642, Society for Computational Economics.
[Downloadable!]
Laura Berger-Thomson & Luci Ellis, 2004.
"Housing Construction Cycles and Interest Rates ,"
RBA Research Discussion Papers
rdp2004-08, Reserve Bank of Australia.
[Downloadable!]
Eric Ghysels & Alain Guay, 1998.
"Structural Change Tests for Simulated Method of Moments ,"
CIRANO Working Papers
98s-19, CIRANO.
[Downloadable!]
Other versions:Ghysels, Eric & Guay, Alain, 2003.
"Structural change tests for simulated method of moments ,"
Journal of Econometrics ,
Elsevier, vol. 115(1), pages 91-123, July.
[Downloadable!] (restricted)
Eric Guysels & Alain Guay, 1998.
"Structural Change Tests for Simulated Method of Moments ,"
Cahiers de recherche CREFE / CREFE Working Papers
61, CREFE, Université du Québec à Montréal.
[Downloadable!]
Mark W. French, 2001.
"Estimating changes in trend growth of total factor productivity: Kalman and H-P filters versus a Markov-switching framework ,"
Finance and Economics Discussion Series
2001-44, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Rebeca Jiménez-Rodríguez & Marcelo Sánchez, 2004.
"Oil price shocks and real GDP growth: empirical evidence for some OECD countries ,"
Working Paper Series
362, European Central Bank.
[Downloadable!]
Clark, Todd E. & Kozicki, Sharon, 2004.
"Estimating equilibrium real interest rates in real-time ,"
Discussion Paper Series 1: Economic Studies
2004,32, Deutsche Bundesbank, Research Centre.
[Downloadable!]
Other versions:Todd E. Clark & Sharon Kozicki, 2004.
"Estimating equilibrium real interest rates in real time ,"
Research Working Paper
RWP 04-08, Federal Reserve Bank of Kansas City.
[Downloadable!]
Clark, Todd E. & Kozicki, Sharon, 2005.
"Estimating equilibrium real interest rates in real time ,"
The North American Journal of Economics and Finance ,
Elsevier, vol. 16(3), pages 395-413, December.
[Downloadable!] (restricted)
Todd E. Clark & Taisuke Nakata, 2008.
"Has the behavior of inflation and long-term inflation expectations changed? ,"
Economic Review ,
Federal Reserve Bank of Kansas City, issue Q I, pages 17-50.
[Downloadable!]
Silvio Colarossi & Andrea Zaghini, 2009.
"Gradualism, transparency and the improved operational framework: a look at the overnight volatility transmission ,"
Temi di discussione (Economic working papers)
710, Bank of Italy, Economic Research Department.
[Downloadable!]
Antonio F. Galvao, Jr. & Gabriel V. Montes-Rojas, 2009.
"Instrumental Variables Quantile Regression for Panel Data with Measurement Errors ,"
City University Economics Discussion Papers
09/06, Department of Economics, City University, London.
[Downloadable!]
Li, Hong & Mueller, Ulrich, 2006.
"Valid Inference in Partially Unstable GMM Models ,"
MPRA Paper
2261, University Library of Munich, Germany.
[Downloadable!]
Mark Spiegel & Nobuyoshi Yamori, 2003.
"Financial Turbulence and the Japanese Main Bank Relationship ,"
Journal of Financial Services Research ,
Springer, vol. 23(3), pages 205-223, June.
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Other versions: René Garcia & Pierre Perron, 1995.
"An Analysis of the Real Interest Rate Under Regime Shifts ,"
CIRANO Working Papers
95s-05, CIRANO.
[Downloadable!]
Other versions:Garcia, R. & Perron, P., 1990.
"An Anlysis Of The Real Interest Rate Under Regime Shifts ,"
Papers
353, Princeton, Department of Economics - Econometric Research Program.
Garcia, Rene & Perron, Pierre, 1996.
"An Analysis of the Real Interest Rate under Regime Shifts ,"
The Review of Economics and Statistics ,
MIT Press, vol. 78(1), pages 111-25, February.
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Garcia, R. & Perron, P., 1994.
"An Analysis of the Real Interest rate Under Regime Shifts ,"
Cahiers de recherche
9428, Universite de Montreal, Departement de sciences economiques.
[Downloadable!]
Garcia, R. & Perron, P., 1994.
"An Analysis of the Real Interest rate Under Regime Shifts ,"
Cahiers de recherche
9428, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
Glenn D. Rudebusch, 2002.
"Assessing Nominal Income Rules for Monetary Policy with Model and Data Uncertainty ,"
Economic Journal ,
Royal Economic Society, vol. 112(479), pages 402-432, April.
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Other versions: Schulz, Alexander & Wolff, Guntram B., 2009.
"Sovereign bond market integration: the euro, trading platforms and financial crises ,"
MPRA Paper
16900, University Library of Munich, Germany.
[Downloadable!]
Barhoumi, K. & Jouini, J., 2008.
"Revisiting the Decline i he Exchange Rate Pass-Through: Further Evidence from Developing Countries ,"
Documents de Travail
213, Banque de France.
[Downloadable!]
Other versions: Inoue, Atsushi & Rossi, Barbara, 2008.
"Which Structural Parameters Are "Structural"? Identifying the Sources of Instabilities in Economic Models ,"
Working Papers
08-02, Duke University, Department of Economics.
[Downloadable!]
Konstantin A., KHOLODILIN & Wension Vincent, YAO, 2004.
"Business Cycle Turning Points : Mixed-Frequency Data with Structural Breaks ,"
Discussion Papers (IRES - Institut de Recherches Economiques et Sociales)
2004024, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
[Downloadable!]
Todd E. Clark, 2003.
"Disaggregate evidence on the persistence of consumer price inflation ,"
Research Working Paper
RWP 03-11, Federal Reserve Bank of Kansas City.
[Downloadable!]
Other versions: Rebeca Jiménez-Rodríguez, 2004.
"Oil Price Shocks: Testing for Non-linearity ,"
CSEF Working Papers
115, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
[Downloadable!]
LanFen Chu & Michael McAleer & Chi-Chung Chen, 2009.
"How Volatile is ENSO? ,"
CIRJE F-Series
CIRJE-F-635, CIRJE, Faculty of Economics, University of Tokyo.
[Downloadable!]
Other versions: Pierre-Richard Agénor & Nihal Bayraktar, 2008.
"Contracting Models of the Phillips Curve Empirical Estimates for Middle-Income Countries ,"
Centre for Growth and Business Cycle Research Discussion Paper Series
94, Economics, The Univeristy of Manchester.
[Downloadable!]
Other versions: Wolff, Guntram B. & Schulz, Alexander, 2008.
"Sovereign bond market integration: the euro, trading platforms and globalization ,"
Discussion Paper Series 1: Economic Studies
2008,12, Deutsche Bundesbank, Research Centre.
[Downloadable!]
Anita Ghatak, 1998.
"Aggregate consumption functions for India: A cointegration analysis under structural changes, 1919-86 ,"
Journal of Applied Statistics ,
Taylor and Francis Journals, vol. 25(4), pages 475-488, August.
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David Meenagh & Patrick Minford & Eric Nowell & Prakriti Sofat & Naveen Srinivasan, 2007.
"Are the facts of UK inflation persistence to be explained by nominal rigidity or changes in monetary regime? ,"
WEF Working Papers
0028, ESRC World Economy and Finance Research Programme, Birkbeck, University of London.
[Downloadable!]
Neil R. Ericsson, 2008.
"The fragility of sensitivity analysis: an encompassing perspective ,"
International Finance Discussion Papers
959, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Other versions: Jiahui Wang & Eric Zivot, 1999.
"A Time Series Model of Multiple Structural changes in Level, Trend and Variance ,"
Econometrics
9903002, EconWPA, revised 31 Mar 1999.
[Downloadable!]
Balogun, Emmanuel Dele, 2009.
"Determinants of West African Monetary Zone (WAMZ)countries global export trade: do foreign reserves and independent exchange rates matter? ,"
MPRA Paper
12929, University Library of Munich, Germany.
[Downloadable!]
Amalia Morales Zumaquero & Simón Sosvilla Rivero, 2006.
"Macroeconomic Instability in the European Monetary System? ,"
Economic Working Papers at Centro de Estudios Andaluces
E2006/06, Centro de Estudios Andaluces.
[Downloadable!]
Other versions: Boero,Gianna & Smith,Jeremy & Wallis,Kenneth F, 2006.
"Uncertainty and disagreement in economic prediction : the Bank of England Survey of External Forecasters ,"
The Warwick Economics Research Paper Series (TWERPS)
811, University of Warwick, Department of Economics.
[Downloadable!]
Other versions: Francis X. Diebold & Glenn D. Rudebusch, 1994.
"Measuring Business Cycles: A Modern Perspective ,"
NBER Working Papers
4643, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions:Diebold & Rudebusch, .
"Measuring Business Cycle: A Modern Perspective ,"
Home Pages
_061, University of Pennsylvania.
[Downloadable!]
Diebold, Francis X & Rudebusch, Glenn D, 1996.
"Measuring Business Cycles: A Modern Perspective ,"
The Review of Economics and Statistics ,
MIT Press, vol. 78(1), pages 67-77, February.
[Downloadable!] (restricted)
Gebhard Kirchgässner & Silika Prohl, 2006.
"Sustainability of Swiss Fiscal Policy ,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo Group Munich.
[Downloadable!]
Other versions: René Garcia, 1995.
"Asymptotic Null Distribution of the Likelihood Ratio Test in Markov Switching Models ,"
CIRANO Working Papers
95s-07, CIRANO.
[Downloadable!]
N.R. Swanson & D.J.C. van Dijk, 2001.
"Are statistical reporting agencies getting it right? Data rationality and business cycle asymmetry ,"
Econometric Institute Report
230, Erasmus University Rotterdam, Econometric Institute.
[Downloadable!]
Other versions:Swanson, Norman R. & van Dijk, Dick, 2006.
"Are Statistical Reporting Agencies Getting It Right? Data Rationality and Business Cycle Asymmetry ,"
Journal of Business & Economic Statistics ,
American Statistical Association, vol. 24, pages 24-42, January.
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Swanson, N.R. & Dijk, D.J.C. van, 2001.
"Are statistical reporting agencies getting it right? Data rationality and business cycle asymmetry ,"
Econometric Institute Report
EI 2001-28 Revision_Date:, Erasmus University Rotterdam, Econometric Institute.
[Downloadable!]
Terence Chong, 2001.
"Estimating the locations and number of change points by the sample-splitting method ,"
Statistical Papers ,
Springer, vol. 42(1), pages 53-79, January.
[Downloadable!] (restricted)
Ben S. Bernanke & Ilian Mihov, 1995.
"Measuring Monetary Policy ,"
NBER Working Papers
5145, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions:Ben S. Bernanke & Ilian Mihov, 1995.
"Measuring monetary policy ,"
Working Papers in Applied Economic Theory
95-09, Federal Reserve Bank of San Francisco.
Ben S. Bernanke & Ilian Mihov, 1998.
"Measuring Monetary Policy ,"
The Quarterly Journal of Economics ,
MIT Press, vol. 113(3), pages 869-902, August.
[Downloadable!] (restricted)
Bernanke, Ben S. & Mihov, Ilian, 1995.
"Measuring Monetary Policy ,"
Economics Series
10, Institute for Advanced Studies.
[Downloadable!]
Emmanuel De Veirman & Ashley Dunstan, 2008.
"How do Housing Wealth, Financial Wealth and Consumption Interact? Evidence from New Zealand ,"
Reserve Bank of New Zealand Discussion Paper Series
DP2008/05, Reserve Bank of New Zealand.
[Downloadable!]
Javed Iqbal & Robert Brooks & Don U.A. Galagedera, 2008.
"Testing Conditional Asset Pricing Models: An Emerging Market Perspective ,"
Monash Econometrics and Business Statistics Working Papers
3/08, Monash University, Department of Econometrics and Business Statistics.
[Downloadable!]
John V. Duca, 1994.
"Would the addition of bond or equity funds make M2 a better indicator of nominal GDP? ,"
Economic and Financial Policy Review ,
Federal Reserve Bank of Dallas, issue Q IV, pages 1-14.
[Downloadable!]
Masahiko Shibamoto & Ryuzo Miyao, 2008.
"Understanding Output and Price Dynamics in Japan: Why Have Japan's Price Movements Been Relatively Stable Since the 1990s? ,"
Discussion Paper Series
219, Research Institute for Economics & Business Administration, Kobe University.
[Downloadable!]
Eo, Yunjong & Morley, James C., 2008.
"Likelihood-Based Confidence Sets for the Timing of Structural Breaks ,"
MPRA Paper
10372, University Library of Munich, Germany.
[Downloadable!]
Agenor, Pierre-Richard & Aizenman, Joshua & Hoffmaister, Alexander, 2000.
"The credit crunch in East Asia : what can bank excess liquid assets tell us ? ,"
Policy Research Working Paper Series
2483, The World Bank.
[Downloadable!]
Other versions:P.R. Agenor & J. Aizenman & A. Hoffmaister, 2000.
"The Credit Crunch in East Asia: What can Bank Excess Liquid Assets Tell us? ,"
NBER Working Papers
7951, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Agenor, Pierre-Richard & Aizenman, Joshua & Hoffmaister, Alexander W., 2004.
"The credit crunch in East Asia: what can bank excess liquid assets tell us? ,"
Journal of International Money and Finance ,
Elsevier, vol. 23(1), pages 27-49, February.
[Downloadable!] (restricted)
Edoardo Otranto & Giampiero M. Gallo, 2001.
"A Nonparametric Bayesian Approach to Detect the Number of Regimes in Markov Switching Models ,"
Econometrics Working Papers Archive
wp2001_04, Universita' degli Studi di Firenze, Dipartimento di Statistica "G. Parenti".
[Downloadable!]
Other versions: Gillman, Max & Nakov, Anton, 2005.
"Granger Causality of the Inflation-Growth Mirror in Accession Countries ,"
CEPR Discussion Papers
4845, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions: Jesús Rodríguez López & José Luis Torres Chacón, 2006.
"Following the yellow brick road? The Euro, the Czech Republic, Hungary and Poland ,"
Economic Working Papers at Centro de Estudios Andaluces
E2006/02, Centro de Estudios Andaluces.
[Downloadable!]
Other versions:Jesús Rodríguez López & José Luis Torres Chacón, 2006.
"Following the yellow brick road? The Euro, the Czech Republic, Hungary and Poland ,"
Working Papers
06.12, Universidad Pablo de Olavide, Department of Economics.
[Downloadable!]
Jesús Rodríguez López & José L. Torres, .
"Following the yellow brick road? The Euro, the Czech Republic, Hungary and Poland ,"
Working Papers on International Economics and Finance
06-03, FEDEA.
[Downloadable!]
Claus, I., 1997.
"Modelling the behaviour of U.S. Inventories: A Cointegration-Euler Approach ,"
Working Papers
97-19, Bank of Canada.
[Downloadable!]
Glenn D. Rudebusch & Tao Wu, 2004.
"The recent shift in term structure behavior from a no-arbitrage macro-finance perspective ,"
Working Papers in Applied Economic Theory
2004-25, Federal Reserve Bank of San Francisco.
[Downloadable!]
Other versions: Jon Faust & John H. Rogers & Shing-Yi B. Wang & Jonathan H. Wright, 2003.
"The high-frequency response of exchange rates and interest rates to macroeconomic announcements ,"
International Finance Discussion Papers
784, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Other versions:Faust, Jon & Rogers, John H. & Wang, Shing-Yi B. & Wright, Jonathan H., 2007.
"The high-frequency response of exchange rates and interest rates to macroeconomic announcements ,"
Journal of Monetary Economics ,
Elsevier, vol. 54(4), pages 1051-1068, May.
[Downloadable!] (restricted)
Lucio Sarno & Daniel L. Thornton & Giorgio Valente, 2005.
"The empirical failure of the expectations hypothesis of the term structure of bond yields ,"
Working Papers
2003-021, Federal Reserve Bank of St. Louis.
[Downloadable!]
Other versions:Giorgio Valente & Daniel Thornton & Lucio Sarno, 2005.
"The Empirical Failure of the Expectations Hypothesis of the Term Structure of Bond Yields ,"
Working Papers
wp05-13, Warwick Business School, Financial Econometrics Research Centre.
[Downloadable!]
Sarno, Lucio & Thornton, Daniel L. & Valente, Giorgio, 2007.
"The Empirical Failure of the Expectations Hypothesis of the Term Structure of Bond Yields ,"
Journal of Financial and Quantitative Analysis ,
Cambridge University Press, vol. 42(01), pages 81-100, March.
[Downloadable!]
Sarno, Lucio & Thornton, Daniel L & Valente, Giorgio, 2005.
"The Empirical Failure of the Expectations Hypothesis of the Term Structure of Bond Yields ,"
CEPR Discussion Papers
5259, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Doyle, Matthew, 2006.
"Empirical Phillips Curves in OECD Countries: Has There Been A Common Breakdown? ,"
Staff General Research Papers
12684, Iowa State University, Department of Economics.
[Downloadable!]
Kwok Ping Tsang, 2008.
"Forecasting Consumption Growth with the Real Term Structure ,"
Working Papers
e07-14, Virginia Polytechnic Institute and State University, Department of Economics.
[Downloadable!]
M. Lucey, Brian & Voronkova, Svitlana, 2005.
"Russian equity market linkages before and after the 1998 crisis: Evidence from time-varying and stochastic cointegration tests ,"
BOFIT Discussion Papers
12/2005, Bank of Finland, Institute for Economies in Transition.
[Downloadable!]
Robert J. Vigfusson & Nathan Sheets & Joseph Gagnon, 2007.
"Exchange rate pass-through to export prices: assessing some cross-country evidence ,"
International Finance Discussion Papers
902, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Julian Ramajo & Miguel A. Marquez, 1998.
"Structural change in regional economies: A varying coefficients econometric modeling approach ,"
ERSA conference papers
ersa98p189, European Regional Science Association.
[Downloadable!]
Lalonde, René & Page, Jennifer & St-Amant, Pierre, 1998.
"Une nouvelle méthode d'estimation de l'écart de production et son application aux États-Unis, au Canada et à l'Allemagne ,"
Working Papers
98-21, Bank of Canada.
[Downloadable!]
Sharon Kozicki & P.A. Tinsley, 1996.
"Moving endpoints and the internal consistency of agents' ex ante forecasts ,"
Finance and Economics Discussion Series
96-47, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Other versions:Kozicki, Sharon & Tinsley, P A, 1998.
"Moving Endpoints and the Internal Consistency of Agents' Ex Ante Forecasts ,"
Computational Economics ,
Springer, vol. 11(1-2), pages 21-40, April.
[Downloadable!]
Sharon Kozicki & P.A. Tinsley, 1997.
"Moving endpoints and the internal consistency of agents' ex ante forecasts ,"
Research Working Paper
97-01, Federal Reserve Bank of Kansas City.
[Downloadable!]
Jean-Paul Lam, 2004.
"Estimating Policy-Neutral Interest Rates for Canada Using a Dynamic Stochastic General-Equilibrium Framework ,"
Working Papers
04-9, Bank of Canada.
[Downloadable!]
Other versions: Anindya Banerjee & Robin L. Lumsdaine, 1990.
"Recursive and Sequential Tests of the Unit Root and Trend Break Hypothesis: Theory and International Evidence ,"
NBER Working Papers
3510, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Martin B. Schmidt, 2006.
"Institutional Change and Factor Movement: A Test of the Coase Theorem's Invariance Principle ,"
Working Papers
47, Department of Economics, College of William and Mary.
[Downloadable!]
Eric M. Leeper & Tao Zha, 2002.
"Empirical Analysis of Policy Interventions ,"
NBER Working Papers
9063, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: David Card & Alexandre Mas & Jesse Rothstein, 2007.
"Tipping and the Dynamics of Segregation ,"
NBER Working Papers
13052, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: Jaya Krishnakumar & David Neto, 2005.
"Partial Cointegration ,"
Cahiers du Département d'Econométrie
2005.04, Département d'Econométrie, Université de Genève, revised Aug 2006.
[Downloadable!]
Haroon Mumtaz & Özlem Oomen & Jian Wang, .
"Exchange rate pass-through into UK import prices ,"
Bank of England working papers
312, Bank of England.
[Downloadable!]
Giovanni Forchini, .
"The Geometry of Similar Tests for Structural Change ,"
Discussion Papers
00/55, Department of Economics, University of York.
[Downloadable!]
Avik Chakraborty, 2004.
"Learning, the Forward Premium Puzzle and Market Efficiency ,"
University of Oregon Economics Department Working Papers
2005-4, University of Oregon Economics Department, revised 01 Oct 2004.
[Downloadable!]
Todd E. Clark & Michael W. McCracken, 2002.
"Forecast-based model selection in the presence of structural breaks ,"
Research Working Paper
RWP 02-05, Federal Reserve Bank of Kansas City.
[Downloadable!]
Ghosal, Vivek, 2007.
"Regime Shift in Antitrust ,"
MPRA Paper
5460, University Library of Munich, Germany.
[Downloadable!]
Donald W.K. Andrews & Werner Ploberger, 1994.
"Testing for Serial Correlation Against an ARMA(1,1) Process ,"
Cowles Foundation Discussion Papers
1077, Cowles Foundation, Yale University.
[Downloadable!]
Donald W.K. Andrews & Inpyo Lee & Werner Ploberger, 1992.
"Optimal Changepoint Tests for Normal Linear Regression ,"
Cowles Foundation Discussion Papers
1016, Cowles Foundation, Yale University.
[Downloadable!]
Other versions: Jean-Yves Pitarakis, 2003.
"Least Squares Estimation and Tests of Breaks in Mean and Variance under Misspecification ,"
Econometrics
0312004, EconWPA.
[Downloadable!]
Other versions: Alfredo M. Pereira & Martin B. Schmidt, 2007.
"Structural Breaks in Public Infrastructure Investment in the U.S ,"
Working Papers
55, Department of Economics, College of William and Mary.
[Downloadable!]
Heydenreich, Birgit & Müller, Rudolf & Uetz, Marc, 2006.
"Games and Mechanism Design in Machine Scheduling – An Introduction ,"
Research Memoranda
022, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization.
[Downloadable!]
de la Croix, David & Urbain, Jean-Pierre, 1996.
"Intertemporal Substitution in Import Demand and Habit Formation ,"
Discussion Papers (IRES - Institut de Recherches Economiques et Sociales)
1996002, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
[Downloadable!]
Other versions:Croix,David,de la & Urbain,Jean-Pierre, 1996.
"Intertemporal substitution in import demand and habit formation ,"
Research Memoranda
003, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization.
[Downloadable!]
David De La Croix & Jean-Pierre Urbain, 1998.
"Intertemporal substitution in import demand and habit formation ,"
Journal of Applied Econometrics ,
John Wiley & Sons, Ltd., vol. 13(6), pages 589-612.
[Downloadable!]
Robert F. Engle & Aaron D. Smith, 1998.
"Stochastic Permanent Breaks ,"
University of California at San Diego, Economics Working Paper Series
98-03, Department of Economics, UC San Diego.
[Downloadable!]
Other versions:Robert Engle & Aaron Smith, 1998.
"Stochastic Permanent Breaks ,"
University of California at San Diego, Economics Working Paper Series
1998-03, Department of Economics, UC San Diego.
[Downloadable!]
Robert F. Engle & Aaron D. Smith, 1999.
"Stochastic Permanent Breaks ,"
The Review of Economics and Statistics ,
MIT Press, vol. 81(4), pages 553-574, November.
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M. Ayhan Kose & Christopher Otrok & Charles H. Whiteman, 2005.
"Understanding the Evolution of World Business Cycles ,"
IMF Working Papers
05/211, International Monetary Fund.
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Other versions: Morten O. Ravn & Zacharias Psaradakis & Martin Sola, 2005.
"Markov switching causality and the money-output relationship ,"
Journal of Applied Econometrics ,
John Wiley & Sons, Ltd., vol. 20(5), pages 665-683.
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Other versions: Tommaso Mancini Griffoli, 2006.
"Explaining the Euro's Effect on Trade? Interest Rates in an Augmented Gravity Equation ,"
HEI Working Papers
10-2006, Economics Section, The Graduate Institute of International Studies.
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Alain Guay & Olivier Scaillet, 1999.
"Indirect Inference, Nuisance Parameter and Threshold Moving Average ,"
Cahiers de recherche CREFE / CREFE Working Papers
95, CREFE, Université du Québec à Montréal.
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Croix,David,de la & Palm,Franz & Urbain,Jean-Pierre, 1996.
"Labor market dynamics when effort depends on wage growth comparisons ,"
Research Memoranda
016, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization.
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Other versions:Jean-Pierre Urbain & Franz Palm & David de la Croix, 2000.
"Labor market dynamics when effort depends on wage growth comparisons ,"
Empirical Economics ,
Springer, vol. 25(3), pages 393-419.
[Downloadable!] (restricted)
de la Croix, David & Palm, Franz & Urbain, Jean-Pierre, 1996.
"Labor market dynamics when effort depends on wage growth comparisons ,"
Discussion Papers (IRES - Institut de Recherches Economiques et Sociales)
1996019, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), revised 00 Sep 1996.
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Jing Zhou & Pierre Perron, 2008.
"Testing for Breaks in Coefficients and Error Variance: Simulations and Applications ,"
Boston University - Department of Economics - Working Papers Series
wp2008-010, Boston University - Department of Economics.
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Magnus Andersson & Antonello D’Agostino, 2008.
"Are sectoral stock prices useful for predicting euro area GDP? ,"
Working Paper Series
876, European Central Bank.
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Dima, Bogdan & Murgea, Aurora, 2008.
"The volatility of the European capital markets during the curent financial crisis:what are saying the empirical evidences? ,"
MPRA Paper
12448, University Library of Munich, Germany.
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Riccardo DiCecio & Edward Nelson, 2007.
"An estimated DSGE model for the United Kingdom ,"
Review ,
Federal Reserve Bank of St. Louis, issue Jul, pages 215-232.
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Other versions: Margaret M. McConnell & Gabriel Perez-Quiros, 2000.
"Output Fluctuations in the United States: What Has Changed since the Early 1980's? ,"
American Economic Review ,
American Economic Association, vol. 90(5), pages 1464-1476, December.
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Other versions:Margaret McConnell & Gabriel Perez Quiros, 2000.
"Output fluctuations in the United States: what has changed since the early 1980s? ,"
Proceedings ,
Federal Reserve Bank of San Francisco, issue Mar.
[Downloadable!]
Margaret M. McConnell & Gabriel Perez Quiros, 1997.
"Output fluctuations in the United States: what has changed since the early 1980s? ,"
Research Paper
9735, Federal Reserve Bank of New York.
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Margaret M. McConnell & Gabriel Perez Quiros, 1998.
"Output fluctuations in the United States: what has changed since the early 1980s? ,"
Staff Reports
41, Federal Reserve Bank of New York.
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Vicente Esteve, .
"Política fiscal y productividad del trabajo en la economía española: Un análisis de series temporales ,"
Studies on the Spanish Economy
156, FEDEA.
[Downloadable!]
Other versions: Kurt Hornik & Friedrich Leisch & Christian Kleiber & Achim Zeileis, 2005.
"Monitoring structural change in dynamic econometric models ,"
Journal of Applied Econometrics ,
John Wiley & Sons, Ltd., vol. 20(1), pages 99-121.
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Mark Crosby & Philip Bodman, 2005.
"When the US Sneezes, Do We Need to Catch a Cold? Historical and Future Linkages between the Australian and US Business Cycles ,"
RBA Annual Conference Volume ,
in: Christopher Kent & David Norman (ed.), The Changing Nature of the Business Cycle
Reserve Bank of Australia.
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Michael Boozer & Gustav Ranis & Frances Stewart & Tavneet Suri, 2003.
"Paths to Success: The Relationship Between Human Development and Economic Growth ,"
Working Papers
874, Economic Growth Center, Yale University.
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Pierre Perron & Yohei Yamamoto, 2008.
"On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests ,"
Boston University - Department of Economics - Working Papers Series
wp2008-006, Boston University - Department of Economics.
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James M. Nason & Gregor W. Smith, 2008.
"The new Keynesian Phillips curve : lessons from single-equation econometric estimation ,"
Economic Quarterly ,
Federal Reserve Bank of Richmond, issue Fall, pages 361-395.
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Alberto Bagnai & Stefano Manzocchi, 1999.
"Current-Account Reversals in Developing Countries: The Role of Fundamentals ,"
Open Economies Review ,
Springer, vol. 10(2), pages 143-163, May.
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Guriev, Sergei & Kvassov, Dmitry, 2000.
"Barter For Price Discrimination? ,"
CEPR Discussion Papers
2449, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions: Jordan Rappaport, 2000.
"Is the speed of convergence constant? ,"
Research Working Paper
RWP 00-10, Federal Reserve Bank of Kansas City.
[Downloadable!]
Toni Gravelle & Maral Kichian & James Morley, 2003.
"Shift Contagion in Asset Markets ,"
Working Papers
03-5, Bank of Canada.
[Downloadable!]
Fabio C. Bagliano & Carlo A. Favero, .
"Measuring Monetary Policy with VAR Models: an Evaluation ,"
Working Papers
132, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
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Other versions:Bagliano, Fabio-Cesare & Favero, Carlo A, 1997.
"Measuring Monetary Policy with VAR Models: An Evaluation ,"
CEPR Discussion Papers
1743, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Bagliano, Fabio C. & Favero, Carlo A., 1998.
"Measuring monetary policy with VAR models: An evaluation ,"
European Economic Review ,
Elsevier, vol. 42(6), pages 1069-1112, June.
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Michael S. Gibson, 1997.
"The bank lending channel of monetary policy transmission: evidence from a model of bank behavior that incorporates long-term customer relationships ,"
International Finance Discussion Papers
584, Board of Governors of the Federal Reserve System (U.S.).
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Yelena Takhtamanova, 2008.
"Understanding changes in exchange rate pass-through ,"
Working Paper Series
2008-13, Federal Reserve Bank of San Francisco.
[Downloadable!]
Yu-chin Chen & Kenneth Rogoff & Barbara Rossi, 2008.
"Can Exchange Rates Forecast Commodity Prices? ,"
Working Papers
UWEC-2008-11, University of Washington, Department of Economics.
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Other versions:Chen, Yu-chin & Rogoff, Kenneth & Rossi, Barbara, 2008.
"Can Exchange Rates Forecast Commodity Prices? ,"
Working Papers
08-03, Duke University, Department of Economics.
[Downloadable!]
Yu-Chin Chen & Kenneth Rogoff & Barbara Rossi, 2008.
"Can Exchange Rates Forecast Commodity Prices? ,"
NBER Working Papers
13901, National Bureau of Economic Research, Inc.
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Zisimos Koustas & Jean-Francois Lamarche, 2009.
"Comment on ``Interest Rate Setting and Inflation Targeting: Evidence of a Nonlinear Taylor Rule for the United Kingdom'' ,"
Working Papers
0903, Brock University, Department of Economics, revised Apr 2009.
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Manner, Hans & Candelon, Bertrand, 2007.
"Testing for Asset Market Linkages: A new Approach based on Time-Varying Copulas ,"
Research Memoranda
052, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization.
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Eric M. Leeper & Tao Zha, 1999.
"Modest policy interventions ,"
Working Paper
99-22, Federal Reserve Bank of Atlanta.
[Downloadable!]
Other versions:Eric M. Leeper & Tao Zha, 2002.
"Modest policy interventions ,"
Working Paper
2002-19, Federal Reserve Bank of Atlanta.
[Downloadable!]
Eric M. Leeper & Tao Zha, 2003.
"Modest policy interventions ,"
Working Paper
2003-24, Federal Reserve Bank of Atlanta.
[Downloadable!]
Eric M. Leeper & Tao Zha, 2002.
"Modest Policy Interventions ,"
NBER Working Papers
9192, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Leeper, Eric M. & Zha, Tao, 2003.
"Modest policy interventions ,"
Journal of Monetary Economics ,
Elsevier, vol. 50(8), pages 1673-1700, November.
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Jörg Rahn, 2003.
"Bilateral Equilibrium Exchange Rates of the EU Accession Countries against the Euro ,"
Quantitative Macroeconomics Working Papers
20306, Hamburg University, Department of Economics.
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Sergei Guriev & Dmitry Kvassov, 2000.
"Price Discrimination Through Barter: A Theory and Evidence from Russia ,"
Econometric Society World Congress 2000 Contributed Papers
0397, Econometric Society.
[Downloadable!]
Robert A. Amano & Simon van Norden, 1995.
"Oil Prices and the Rise and Fall of the U.S. Real Exchange Rate ,"
International Finance
9502001, EconWPA.
[Downloadable!]
Other versions: James A. Kahn & Margaret M. McConnell & Gabriel Perez-Quiros, 2002.
"On the causes of the increased stability of the U.S. economy ,"
Economic Policy Review ,
Federal Reserve Bank of New York, issue May, pages 183-202.
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Bruce E. Hansen, 1996.
"Estimation of TAR Models ,"
Boston College Working Papers in Economics
325., Boston College Department of Economics.
[Downloadable!]
Gianluca Di Lorenzo & Giuseppe Marotta, 2006.
"Multiple breaks in lending rate pass-through A cross country study for the euro area ,"
Heterogeneity and monetary policy
0602, Universita di Modena e Reggio Emilia, Dipartimento di Economia Politica.
[Downloadable!]
Other versions: Eric Jondeau & Hervé Le Bihan, 2001.
"Testing for a Forward-Looking Phillips Curve. Additional Evidence from European and US data ,"
Macroeconomics
0111005, EconWPA.
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Other versions: Grosfeld, Irena & Senik, Claudia, 2008.
"The Emerging Aversion to Inequality: Evidence from Poland 1992–2005 ,"
IZA Discussion Papers
3484, Institute for the Study of Labor (IZA).
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Other versions: Kyongwook Choi & Wei-Choun Yu & Eric Zivot, 2008.
"Long Memory versus Structural Breaks in Modeling and Forecasting Realized Volatility ,"
Working Papers
UWEC-2008-20, University of Washington, Department of Economics.
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Chengsi Zhang & Denise R. Osborn & Dong Heon Kim, 2006.
"The New Keynesian Phillips Curve: from Sticky Inflation to Sticky Prices ,"
The School of Economics Discussion Paper Series
0631, Economics, The University of Manchester.
[Downloadable!]
Other versions:Chengsi Zhang & Denise R. Osborn & Dong Heon Kim, 2007.
"The New Keynesian Phillips Curve: From Sticky Inflation to Sticky Prices ,"
Discussion Paper Series
0715, Institute of Economic Research, Korea University.
[Downloadable!]
Chengsi Zhang & Denise R. Osborn & Dong Heon Kim, 2006.
"The New Keynesian Phillips Curve: from Sticky Inflation to Sticky Prices ,"
Centre for Growth and Business Cycle Research Discussion Paper Series
78, Economics, The Univeristy of Manchester.
[Downloadable!]
Chengsi Zhang & Denise R. Osborn & Dong Heon Kim, 2008.
"The New Keynesian Phillips Curve: From Sticky Inflation to Sticky Prices ,"
Journal of Money, Credit and Banking ,
Blackwell Publishing, vol. 40(4), pages 667-699, 06.
[Downloadable!] (restricted)
Sharon Kozicki & P.A. Tinsley, 2003.
"Permanent and transitory policy shocks in an empirical macro model with asymmetric information ,"
Research Working Paper
RWP 03-09, Federal Reserve Bank of Kansas City.
[Downloadable!]
Other versions:P.A. Tinsley & Sharon Kozicki, 2004.
"Permanent and Transitory Policy Shocks in an Empirical Macro Model with Asymmetric Information ,"
Computing in Economics and Finance 2004
146, Society for Computational Economics.
[Downloadable!]
Kozicki, Sharon & Tinsley, P.A., 2005.
"Permanent and transitory policy shocks in an empirical macro model with asymmetric information ,"
Journal of Economic Dynamics and Control ,
Elsevier, vol. 29(11), pages 1985-2015, November.
[Downloadable!] (restricted)
Sharon Kozicki & Peter Tinsley, 2004.
"Permanent and transitory policy shocks in an empirical macro model with asymmetric information ,"
Proceedings ,
Federal Reserve Bank of San Francisco, issue Mar.
[Downloadable!]
Sharon Kozicki & P.A. Tinsley, 2003.
"Permanent and Transitory Policy Shocks in an Empirical Macro Model with Asymmetric Information ,"
CFS Working Paper Series
2003/41, Center for Financial Studies.
[Downloadable!]
Donald W.K. Andrews, 1999.
"Testing When a Parameter Is on the Boundary of the Maintained Hypothesis ,"
Cowles Foundation Discussion Papers
1229, Cowles Foundation, Yale University.
[Downloadable!]
Other versions: Greg Tkacz & Carolyn Wilkins, 2006.
"Linear and Threshold Forecasts of Output and Inflation with Stock and Housing Prices ,"
Working Papers
06-25, Bank of Canada.
[Downloadable!]
José Luis Fernández Serrano & Mª Dolores Robles Fernández, 2001.
"Structural Breaks and interest rates forecast: a sequential approach ,"
Documentos del Instituto Complutense de Análisis Econ