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Citations of
Nathan Balke

For current contact information and a more complete listing of works, please see here

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Working papers

  1. Nathan S. Balke & Mark A. Wynne, 2003. "The relative price effects of monetary shocks," Working Papers 03-06, Federal Reserve Bank of Dallas. [Downloadable!]
    Published as:

    Cited by:

    1. Frédérick Demers & Annie De Champlain, 2005. "Forecasting Core Inflation in Canada: Should We Forecast the Aggregate or the Components?," Working Papers 05-44, Bank of Canada. [Downloadable!]
    2. Boivin, Jean & Giannoni, Marc & Mihov, Ilian, 2007. "Sticky Prices and Monetary Policy: Evidence from Disaggregated US Data," CEPR Discussion Papers 6101, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
      Other versions:
    3. Jean Boivin & Marc P. Giannoni & Ilian Mihov, 2007. "Sticky Prices and Monetary Policy: Evidence from Disaggregated U.S. Data," CFS Working Paper Series 2007/14, Center for Financial Studies. [Downloadable!]

  2. Nathan S. Balke & Mark E. Wohar, 2001. "Low frequency movements in stock prices: a state space decomposition," Working Papers 00-01, Federal Reserve Bank of Dallas. [Downloadable!]
    Published as:

    Cited by:

    1. John B. Carlson & Eduard A. Pelz & Mark Wohar, 2001. "Will the valuation ratios revert to their historical means? Some evidence from breakpoint tests," Working Paper 0113, Federal Reserve Bank of Cleveland. [Downloadable!]
    2. Dong Fu, 2007. "National, regional and metro-specific factors of the U.S. housing market," Working Papers 0707, Federal Reserve Bank of Dallas. [Downloadable!]
    3. Nathan S. Balke & Mark E. Wohar, 2001. "Explaining stock price movements: is there a case for fundamentals?," Economic and Financial Policy Review, Federal Reserve Bank of Dallas, issue Q III, pages 22-34. [Downloadable!]
    4. Dong Fu, 2007. "Inflation expectations, real interest rate and risk premiums -- evidence from bond market and consumer survey data," Working Papers 0705, Federal Reserve Bank of Dallas. [Downloadable!]
    5. Brendan McCabe & Stephen Leybourne & David Harris, 2003. "Testing for Stochastic Cointegration and Evidence for Present Value Models," Econometrics 0311009, EconWPA. [Downloadable!]
    6. Arabinda Basistha, 2006. "Hours per Capita and Productivity: Evidence from Correlated Unobserved Components Models," Working Papers 06-02, Department of Economics, West Virginia University. [Downloadable!]

  3. Nathan S. Balke & Stephen P. A. Brown & Mine Yücel, 1999. "Oil price shocks and the U.S. economy: where does the asymmetry originate?," Working Papers 99-11, Federal Reserve Bank of Dallas.

    Cited by:

    1. Stanislav Radchenko, 2004. "Oil price volatility and the asymmetric response of gasoline prices to oil price increases and decreases," Industrial Organization 0408001, EconWPA. [Downloadable!]
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    2. Stanislav Radchenko, 2004. "Anticipated and unanticipated effects of crude oil prices and oil inventory changes on gasoline prices," Microeconomics 0406001, EconWPA. [Downloadable!]
    3. Mark A. Wynne & John Thompson, 2000. "The new paradigm in Europe: is Goldilocks going global?," The Southwest Economy, Federal Reserve Bank of Dallas, issue Sep, pages 1-6. [Downloadable!]
    4. William C. Gruben, 2000. "US-China trade relations: the best of both worlds," The Southwest Economy, Federal Reserve Bank of Dallas, issue Jul, pages 10. [Downloadable!]
    5. Charles Ka Yui Leung & Nan-Kuang Chen & Chih-Chiang Hsu, 2004. "Structural Break or Asymmetry? An Empirical Study of the Stock Wealth Effect on Consumption," Econometric Society 2004 Far Eastern Meetings 690, Econometric Society. [Downloadable!]
    6. Jason L. Saving & W. Michael Cox, 2000. "Some pleasant economic side effects," The Southwest Economy, Federal Reserve Bank of Dallas, issue Jul, pages 7-9. [Downloadable!]
    7. Stephen P. A. Brown & Mine K. Yücel & John Thompson, 2003. "Business cycles: the role of energy prices," Working Papers 03-04, Federal Reserve Bank of Dallas. [Downloadable!]
    8. Cetin Ciner, 2001. "Energy Shocks and Financial Markets: Nonlinear Linkages," Studies in Nonlinear Dynamics & Econometrics, Berkeley Electronic Press, vol. 5(3), pages 1079-1079. [Downloadable!] (restricted)
    9. Edelstein, Paul & Kilian, Lutz, 2007. "Retail Energy Prices and Consumer Expenditures," CEPR Discussion Papers 6255, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)

  4. Nathan S. Balke & D'Ann Petersen, 1998. "How well does the Beige Book reflect economic activity? Evaluating qualitative information quantitatively," Working Papers 98-02, Federal Reserve Bank of Dallas.
    Published as:

    Cited by:

    1. Evan F. Koenig, 2002. "Using the Purchasing Managers' Index to assess the economy's strength and the likely direction of monetary policy," Economic and Financial Policy Review, Federal Reserve Bank of Dallas. [Downloadable!]
    2. Donna K. Ginther & Madeline Zavodny, 2001. "The Beige Book: Timely information on the regional economy," Economic Review, Federal Reserve Bank of Atlanta, issue Q3, pages 19-29. [Downloadable!]
    3. Nathan S. Balke & Mine K. Yücel, 2000. "Evaluating the Eleventh District's Beige Book," Economic and Financial Policy Review, Federal Reserve Bank of Dallas, issue Q IV, pages 2-10. [Downloadable!]
    4. Madeline Zavodny & Donna K. Ginther, 2003. "Does the Beige Book move financial markets?," Working Paper 2003-3, Federal Reserve Bank of Atlanta. [Downloadable!]
    5. Michelle T. Armesto & Rubén Hernández-Murillo & Michael T. Owyang & Jeremy M. Piger, 2007. "Identifying asymmetry in the language of the Beige Book: a mixed data sampling approach," Working Papers 2007-010, Federal Reserve Bank of St. Louis. [Downloadable!]
    6. Monica Martin & Cristiano Papile, 2004. "The Bank of Canada's Business Outlook Survey: An Assessment," Working Papers 04-15, Bank of Canada. [Downloadable!]

  5. Nathan S. Balke & Mark E. Wohar, 1997. "Nonlinear dynamics and covered interest rate parity," Working Papers 97-01, Federal Reserve Bank of Dallas.
    Published as:

    Cited by:

    1. Baharumshah, Ahmad Zubaidi & Liew, Venus Khim-Sen & Chan, Tze-Haw, 2007. "The real interest rate differential: international evidence based on nonlinear unit root tests," MPRA Paper 7300, University Library of Munich, Germany. [Downloadable!]
    2. Levy Yeyati, Eduardo & Schmukler, Sergio L. & Van Horen, Neeltje, 2006. "International financial integration through the law of one price," Policy Research Working Paper Series 3897, The World Bank. [Downloadable!]
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    3. Pasricha, Gurnain, 2007. "Financial Integration in Emerging Market Economies," MPRA Paper 5278, University Library of Munich, Germany. [Downloadable!]
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    4. Nektarios Aslanidis & George Kouretas, 2003. "Testing for two-regime threshold cointegration in the parallel and official markets for foreign currency in Greece," Working Papers 0311, University of Crete, Department of Economics. [Downloadable!]
    5. Nelson C. Mark & Young-Kyu Moh, 2005. "The real exchange rate and real interest differentials: the role of nonlinearities," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 10(4), pages 323-335. [Downloadable!]
    6. Ted Juhl & William Miles & Marc D. Weidenmier, 2004. "Covered Interest Arbitrage: Then vs. Now," NBER Working Papers 10961, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    7. Tigran Poghosyan & Jakob de Haan, 2007. "Interest Rate Linkages in EMU Countries: A Rolling Threshold Vector Error-Correction Approach," CESifo Working Paper Series CESifo Working Paper No. , CESifo GmbH. [Downloadable!]

  6. Nathan S. Balke & Mark A. Wynne, 1996. "An equilibrium analysis of relative price changes and aggregate inflation," Working Papers 96-09, Federal Reserve Bank of Dallas.
    Published as:

    Cited by:

    1. Jane M. Binner & C. Thomas Elger & Barry E. Jones & Birger Nilsson, 2006. "Forecasting Inflation: the Relevance of Higher Moments," Computing in Economics and Finance 2006 407, Society for Computational Economics. [Downloadable!]
    2. Luis A. Rivas, 2003. "Core Inflation and Inflation Targeting in a Developing Economy," Working Papers 0207, Department of Economics, Vanderbilt University. [Downloadable!]
    3. Hasan Bakhshi & Tony Yates, . "To trim or not to trim? An application of a trimmmed mean inflation estimator to the United Kingdom," Bank of England working papers 97, Bank of England. [Downloadable!]
    4. L. Aucremanne, 2001. "The use of Robust Estimators as Measures of Core Inflation," DNB Staff Reports (discontinued) 61, Netherlands Central Bank. [Downloadable!]
    5. Michael F. Bryan & Stephen G. Cecchetti, 2001. "A Note on the Efficient Estimation of Inflation in Brazil," Working Papers Series 11, Central Bank of Brazil, Research Department. [Downloadable!]
    6. Dressler, Scott & Li, Victor, 2007. "Inside Money, Credit, and Investment," MPRA Paper 1734, University Library of Munich, Germany. [Downloadable!]
    7. Mark A. Wynne, 1999. "Core inflation: a review of some conceptual issues," Working Paper Series 5, European Central Bank. [Downloadable!]
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    8. Michael F. Bryan & Stephen G. Cecchetti, 1996. "Inflation and the Distribution of Price Changes," NBER Working Papers 5793, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    9. Juan Luis Vega-Croissier & Mark A. Wynne, 2001. "An evaluation of some measures of core inflation for the euro area," Working Paper Series 053, European Central Bank. [Downloadable!]
    10. Randal J. Verbrugge, 1998. "Cross-Sectional and Longitudinal Inflation Asymmetries," Macroeconomics 9809018, EconWPA. [Downloadable!]
    11. Michael F. Bryan & Stephen G. Cecchetti & Rodney L. Wiggins II, 1997. "Efficient Inflation Estimation," NBER Working Papers 6183, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    12. Bryan, Michael-F & Cecchetti, Stephen-G, 1999. "The Monthly Measurement of Core Inflation in Japan," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 17(1), pages 77-101, May. [Downloadable!]
    13. Hiranya K. Nath, 2004. "Relative importance of sectoral and aggregate sources of price changes," Applied Economics, Taylor and Francis Journals, vol. 36(16), pages 1781-1796, September. [Downloadable!] (restricted)
    14. Juan-Luis Vega & Mark A. Wynne, 2002. "A first assessment of some measures of core inflation for the euro area," Working Papers 02 05, Federal Reserve Bank of Dallas. [Downloadable!]
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    15. David Parsley Helen Popper, 2002. "Inflation And Price Dispersion In Equity Markets And In Goods And Services Markets," Macroeconomics 0211004, EconWPA. [Downloadable!]
    16. Luc Aucremanne & Guy Brys & Mia Hubert & Peter J. Rousseeuw & Anja Struyf, 2002. "Inflation, relative prices and nominal rigidities," Research series 200205-1, National Bank of Belgium. [Downloadable!]
    17. Landau, Bettina, 2000. "Core inflation rates: A comparison of methods based on west German data," Discussion Paper Series 1: Economic Studies 2000,04, Deutsche Bundesbank, Research Centre. [Downloadable!]
    18. Alan Mankikar & Jo Paisley, . "Core inflation: a critical guide," Bank of England working papers 242, Bank of England. [Downloadable!]

  7. Nathan S. Balke & Mark A. Wynne, 1995. "Are deep recessions followed by strong recoveries? Results for the G-7 countries," Working Papers 95-09, Federal Reserve Bank of Dallas.
    Published as:

    Cited by:

    1. Charles Nelson & Eric Zivot & Jeremy M. Piger, 2001. "Markov regime switching and unit root tests," Working Papers 2001-013, Federal Reserve Bank of St. Louis. [Downloadable!]
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    2. Kevin L. Kliesen, 2003. "The 2001 recession: how was it different and what developments may have caused it?," Review, Federal Reserve Bank of St. Louis, issue Sep, pages 23-38. [Downloadable!]
    3. Chang-Jin Kim & Jeremy Piger, 2000. "Common Stochastic Trends, Common Cycles, and Asymmetry in Economic Fluctuations," Discussion Papers in Economics at the University of Washington 0021, Department of Economics at the University of Washington. [Downloadable!]
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    4. Alan Ahearne & Finn Kydland & Mark A. Wynne, 2005. "Ireland's great depression," Working Papers 05-10, Federal Reserve Bank of Dallas. [Downloadable!]
    5. James Morley & Jeremy M. Piger, 2005. "The importance of nonlinearity in reproducing business cycle features," Working Papers 2004-032, Federal Reserve Bank of St. Louis. [Downloadable!]
    6. Chang-Jin Kim & James Morley & Jeremy Piger, 2003. "Nonlinearity and the permanent effects of recessions," Working Papers 2002-014, Federal Reserve Bank of St. Louis. [Downloadable!]
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    7. Toshiya Ishikawa, 2004. "Technology Diffusion and Business Cycle Asymmetry," DEGIT Conference Papers c009_016, DEGIT, Dynamics, Economic Growth, and International Trade. [Downloadable!]
    8. Chang-Jin Kim & Jeremy Piger & Richard Startz, 2001. "Permanent and transitory components of business cycles: their relative importance and dynamic relationship," International Finance Discussion Papers 703, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    9. Chang-Jin Kim & Jeremy Piger & Richard Startz, 2005. "The dynamic relationship between permanent and transitory components of U.S. business cycles," Working Papers 2001-017, Federal Reserve Bank of St. Louis. [Downloadable!]
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  8. Nathan S. Balke & Mark A. Wynne, 1994. "The dynamics of recoveries," Working Papers 94-06, Federal Reserve Bank of Dallas.

    Cited by:

    1. Simon M. Potter, 1999. "Fluctuations in confidence and asymmetric business cycles," Staff Reports 66, Federal Reserve Bank of New York. [Downloadable!]
    2. Simon Potter, 2000. "A Nonlinear Model of the Business Cycle," Studies in Nonlinear Dynamics & Econometrics, Berkeley Electronic Press, vol. 4(2), pages 95-100. [Downloadable!] (restricted)
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    3. Mark A. Wynne & Nathan S. Balke, 1993. "Recessions and recoveries," Economic and Financial Policy Review, Federal Reserve Bank of Dallas, issue Jan, pages 1-17. [Downloadable!]

  9. Nathan S. Balke & Thomas B. Fomby, 1992. "Threshold cointegration," Research Paper 9209, Federal Reserve Bank of Dallas.
    Published as:
    • Balke, Nathan S & Fomby, Thomas B, 1997. "Threshold Cointegration," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 38(3), pages 627-45, August.

    Cited by:

    1. Herwartz, Helmut & Reimers, Hans-Eggert, 2006. "Modelling the Fisher hypothesis: World wide evidence," Economics working papers 2006,04, Christian-Albrechts-University of Kiel, Department of Economics. [Downloadable!]
    2. Daiki Maki, 2005. "Asymmetric adjustment of the equilibrium relationship between the nominal interest rate and inflation rate," Economics Bulletin, Economics Bulletin, vol. 3(9), pages 1-8. [Downloadable!]
    3. 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)
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    4. Zisimos Koustas & Jean-Francois Lamarche & Apostolos Serletis, 2006. "Threshold Random Walks in the U.S. Stock Market," Working Papers 0602, Brock University, Department of Economics, revised May 2006. [Downloadable!]
    5. 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.
    6. Kleimeier,Stefanie & Sander,Harald, 2004. "Expected versus Unexpected Monetary Policy Impulses and Interest Rate Pass-Through in Eurozone Retail Banking," Research Memoranda 001, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization. [Downloadable!]
    7. 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!]
    8. Filippo Altissimo & Giovanni L. Violante, 2001. "The non-linear dynamics of output and unemployment in the U.S," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(4), pages 461-486. [Downloadable!]
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    9. João Victor Issler & FARSHID VAHID, 2003. "The missing link: Using the NBER recession indicator to construct coincident and leading indices of economic activity," Economics Working Papers (Ensaios Economicos da EPGE) 492, Graduate School of Economics, Getulio Vargas Foundation (Brazil). [Downloadable!]
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    10. Thomas Glauben & Jens-Peter Loy, 2002. "Pricing-to-Market versus Residual Demand Elasticity Analysis of Imperfect Competition in Food Exports: Evidence from Germany," Journal of Agricultural & Food Industrial Organization, Berkeley Electronic Press, vol. 1(1), pages 1004-1004. [Downloadable!] (restricted)
    11. Marie Bessec, 2000. "Mean-Reversion versus PPP Adjustment: The Two Regimes of Exchange Rate Dynamics Under the EMS, 1979-1998," Econometric Society World Congress 2000 Contributed Papers 1305, Econometric Society. [Downloadable!]
    12. Dijk, Dick van & Franses, Philip Hans, 1997. "Nonlinear error-correction models for interest rates in the Netherlands," Econometric Institute Report 41, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
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    13. K. Balcombe, 2006. "Bayesian estimation of cointegrating thresholds in the term structure of interest rates," Empirical Economics, Springer, vol. 31(2), pages 277-289, June. [Downloadable!] (restricted)
    14. Kian-Ping Lim & Hock-Ann Lee & Venus Khim-Sen Liew, 2003. "International Diversification Benefits in ASEAN Stock Markets: a Revisit," Finance 0308003, EconWPA. [Downloadable!]
    15. Yunus Aksoy & Miguel A. León-Ledesma, 2007. "Non-linearities and Unit Roots in G7 Macroeconomic Variables," Birkbeck Working Papers in Economics and Finance 0710, Birkbeck, School of Economics, Mathematics & Statistics. [Downloadable!]
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    16. Kurmas Akdogan & Yunus Aksoy, 2007. "Exchange Rates and Fundamentals : Is there a Role for Nonlinearities in Real Time?," Working Papers 0703, Research and Monetary Policy Department, Central Bank of the Republic of Turkey. [Downloadable!]
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    17. Lucio Sarno & Daniel L. Thornton, 2002. "The dynamic relationship between the federal funds rate and the Treasury bill rate: an empirical investigation," Working Papers 2000-032, Federal Reserve Bank of St. Louis. [Downloadable!]
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    18. Luciana Juvenal & Mark P. Taylor, 2007. "The Law of One Price: Nonlinearities in Sectoral Real Exchange Rate Dynamics," Money Macro and Finance (MMF) Research Group Conference 2006 80, Money Macro and Finance Research Group. [Downloadable!]
    19. Maximo Camacho, 2002. "Nonlinear stochastic trends and economic fluctuations," Computing in Economics and Finance 2002 274, Society for Computational Economics. [Downloadable!]
    20. Daiki Maki, 2005. "The term structure of interest rates with nonlinear adjustment: Evidence from a unit root test in the nonlinear STAR framework," Economics Bulletin, Economics Bulletin, vol. 3(6), pages 1-7. [Downloadable!]
    21. Jamie Gascoigne, 2004. "Estimating threshold vector error-correction models with multiple cointegrating relationships," Working Papers 2004013, The University of Sheffield, Department of Economics, revised Nov 2004. [Downloadable!]
    22. Valerie Herzberg & George Kapetanios & Simon Price, . "Import prices and exchange rate pass-through: theory and evidence from the United Kingdom," Bank of England working papers 182, Bank of England. [Downloadable!]
    23. P. Saikkonen, . "Stability Results for Nonlinear Vector Autoregressions with an Application to a Nonlinear Error Correction Model," Sonderforschungsbereich 373 2001-93, Humboldt Universitaet Berlin.
    24. Carsten TRENKLER & Nikolaus WOLF, 2003. "Economic Integration in Interwar Poland - A Threshold Cointegration Analysis of the Law of One Price for Poland (1924-1937)," Economics Working Papers ECO2003/05, European University Institute. [Downloadable!]
    25. Yann Schorderet, 2003. "Asymmetric Cointegration," Cahiers du Département d'Econométrie 2003.01, Département d'Econométrie, Université de Genève. [Downloadable!]
    26. Kirstin Hubrich & Helmut Lütkepohl & Pentti Saikkonen, 2001. "A Review Of Systems Cointegration Tests," Econometric Reviews, Taylor and Francis Journals, vol. 20(3), pages 247-318. [Downloadable!] (restricted)
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    27. Richard H. Clarida & Mark P. Taylor, 2003. "Nonlinear Permanent - Temporary Decompositions in Macroeconomics and Finance," Economic Journal, Royal Economic Society, vol. 113(486), pages C125-C139, March. [Downloadable!] (restricted)
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    28. Massimo Guidolin & Stuart Hyde & David McMillan & Sadayuki Ono, 2008. "Non-linear predictability in stock and bond returns: when and where is it exploitable?," Working Papers 2008-010, Federal Reserve Bank of St. Louis. [Downloadable!]
    29. Hyginus Leon & Serineh Najarian, 2005. "Asymmetric adjustment and nonlinear dynamics in real exchange rates," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 10(1), pages 15-39. [Downloadable!]
    30. Christopher F. Baum & Mustafa Caglayan & John Barkoulas, 1998. "Nonlinear Adjustment to Purchasing Power Parity in the post-Bretton Woods Era," Boston College Working Papers in Economics 404., Boston College Department of Economics, revised 16 Nov 1999. [Downloadable!]
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    31. Ivan Paya & David A. Peel, 2005. "The Process Followed By Ppp Data. On The Properties Of Linearity Tests," Working Papers. Serie AD 2005-23, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie). [Downloadable!]
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    32. A.M.R. Taylor & D.J.C. van Dijk, 1999. "Testing for stochastic unit roots - Some Monte Carlo evidence," Econometric Institute Report 149, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
    33. Man-Suk Oh & Dong Wan Shin, 2002. "Bayesian model selection and parameter estimation for possibly asymmetric and non-stationary time series using a reversible jump Markov chain Monte Carlo approach," Journal of Applied Statistics, Taylor and Francis Journals, vol. 29(5), pages 771-789, July. [Downloadable!] (restricted)
    34. Zisimos Koustas & Jean-Francois Lamarche, 2005. "Policy-Induced Mean Reversion in the Real Interest Rate?," Working Papers 0601, Brock University, Department of Economics, revised Feb 2006. [Downloadable!]
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    35. Herwartz, Helmut & Xu, Fang, 2006. "Panel data model comparison for empirical saving-investment relations," Economics working papers 2006,06, Christian-Albrechts-University of Kiel, Department of Economics. [Downloadable!]
    36. 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!]
    37. Kari Heimonen, 2002. "Substituting a Substitute Currency – The Case of Estonia," International Finance 0209003, EconWPA. [Downloadable!]
    38. Kilian, Lutz & Taylor, Mark P, 2001. "Why is it so Difficult to Beat the Random Walk Forecast of Exchange Rates?," CEPR Discussion Papers 3024, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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    39. 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)
    40. César Calderón & Roberto Duncan, 2003. "Purchasing Power Parity in an Emerging Market Economy: A Long-Span Study for Chile," Working Papers Central Bank of Chile 215, Central Bank of Chile. [Downloadable!]
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    41. Yann Schorderet, 2002. "A Nonlinear Generalization of Cointegration : A Note on Hidden Cointegration," Cahiers du Département d'Econométrie 2002.03, Département d'Econométrie, Université de Genève. [Downloadable!]
    42. 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!]
    43. Philip Arestis & Andrea Cipollini & Bassam Fattouh, 2003. "Threshold Effects in the US Budget Deficit," CEIS Research Paper 18, Tor Vergata University, CEIS. [Downloadable!]
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    44. 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!]
    45. R.P. Berben & D. van Dijk, 1999. "Unit roots and asymetric adjustment - a reassessment," Econometric Institute Report 101, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
    46. Georgios Chortareas & George Kapetanios, . "The yen real exchange rate may be stationary after all: evidence from non-linear unit root tests," Bank of England working papers 311, Bank of England. [Downloadable!]
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    47. Ann-Charlotte Eliasson, 2001. "Detecting Equilibrium Correction with Smoothly Time-Varying Strength," Studies in Nonlinear Dynamics & Econometrics, Berkeley Electronic Press, vol. 5(2), pages 1075-1075. [Downloadable!] (restricted)
    48. 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)
    49. Anderson, H.M. & Vahid, F., 2001. "Market Architecture and Nonlinear Dynamics of Australian Stock and Future Indices," Monash Econometrics and Business Statistics Working Papers 3/2001, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
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    50. Christopher F. Baum & Meral Karasulu, 1996. "Modelling Federal Reserve Discount Policy," Boston College Working Papers in Economics 335., Boston College Department of Economics. [Downloadable!]
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    51. R. Paap & H.K. van Dijk, 2002. "Bayes estimates of Markov trends in possibly cointegrated series," Econometric Institute Report 295, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
    52. Jens Weidmann, 1997. "New Hope for the Fisher Effect? A Re-Examination Using Threshold Cointegration," Macroeconomics 9705005, EconWPA. [Downloadable!]
    53. Byeongseon Seo, 2004. "Testing for Nonlinear Adjustment in Smooth Transition Vector Error Correction Models," Econometric Society 2004 Far Eastern Meetings 749, Econometric Society. [Downloadable!]
    54. Joon Y. Park & Mototsugu Shintani, 2006. "Testing for a Unit Root against Transitional Autoregressive Models," Levine's Bibliography 321307000000000316, UCLA Department of Economics. [Downloadable!]
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    55. Mark Taylor & Lucio Sarno, 2001. "Real Exchange Rate Dynamics in Transition Economies: A Nonlinear Analysis," Studies in Nonlinear Dynamics & Econometrics, Berkeley Electronic Press, vol. 5(3), pages 1077-1077. [Downloadable!] (restricted)
    56. Myunghwan Seo, 2005. "Unit Root Test in a Threshold Autoregression: Asymptotic Theory and Residual-based Block Bootstrap," STICERD - Econometrics Paper Series /2005/484, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE. [Downloadable!]
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    57. Mustapha Baghli, 2004. "Modelling the FF/MM rate by threshold cointegration analysis," Applied Economics, Taylor and Francis Journals, vol. 36(6), pages 533-548, April. [Downloadable!] (restricted)
    58. Tsangyao Chang & Hsu-Ling Chang & Hsiao-Ping Chu & Chi-Wei Su, 2005. "Does Rational Bubbles Exist in the Taiwan Stock Market? Evidence from a Nonparametric Cointegration Test," Economics Bulletin, Economics Bulletin, vol. 3(41), pages 1-9. [Downloadable!]
    59. G. Pfann & P. Schotman & R. Tschernig, . "Nonlinear Interest Rate Dynamics and Implications for the Term Structure," Sonderforschungsbereich 373 1994-43, Humboldt Universitaet Berlin.
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    60. Heimonen, Kari, 2001. "Substituting a Substitute Currency – The Case of Estonia," BOFIT Discussion Papers 11/2001, Bank of Finland, Institute for Economies in Transition. [Downloadable!]
    61. Alvaro Escribano & M. Santos & Ana Sipols, 2008. "Testing for cointegration using induced-order statistics," Computational Statistics, Springer, vol. 23(1), pages 131-151, January. [Downloadable!] (restricted)
    62. Costas Milas & Phil Rothman, 2005. "Multivariate STAR Unemployment Rate Forecasts," Econometrics 0502010, EconWPA. [Downloadable!]
    63. Nektarios Aslanidis & George Kouretas, 2003. "Testing for two-regime threshold cointegration in the parallel and official markets for foreign currency in Greece," Working Papers 0311, University of Crete, Department of Economics. [Downloadable!]
    64. 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:
    65. David G. McMillan, 2005. "Is non-linearity a permanent feature? Evidence from recursive and rolling estimation," Applied Financial Economics Letters, Taylor and Francis Journals, vol. 1(4), pages 229-232, July. [Downloadable!] (restricted)
    66. George Athanasopoulos & Heather M. Anderson & Farshid Vahid, 2007. "Nonlinear autoregressive leading indicator models of output in G-7 countries," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(1), pages 63-87. [Downloadable!]
      Other versions:
    67. George Kapetanios & Yongcheol Shin, 2004. "Unit Root Tests in Three-Regime SETAR Models," ESE Discussion Papers 104, Edinburgh School of Economics, University of Edinburgh. [Downloadable!]
    68. Alan M. Taylor, 2000. "Potential Pitfalls for the Purchasing-Power-Parity Puzzle? Sampling and Specification Biases in Mean-Reversion Tests of the Law of One Price," NBER Working Papers 7577, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    69. Maurice Obstfeld & Alan M. Taylor, 1997. "Nonlinear Aspects of Goods-Market Arbitrage and Adjustment: Heckscher's Commodity Points Revisited," NBER Working Papers 6053, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    70. Raul Susmel & Ramon Rabinovitch & Ana Silva, 2000. "Impact of Capital Controls and Transaction Costs on the Return Distribution of Dually Traded Securities: Evidence from Chile and Argentina," CEMA Working Papers: Serie Documentos de Trabajo. 171, Universidad del CEMA. [Downloadable!]
    71. Ivan Paya & A Duarte & José Luis Nicolini-Llosa, 2007. "Estimating Argentina''s imports elasticities," Working Papers 004670, Lancaster University Management School, Economics Department. [Downloadable!]
    72. 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!]
    73. Jawadi Fredj & Koubaa Yousra, 2004. "Threshold Cointegration between Stock Returns : An application of STECM Models," Econometrics 0412001, EconWPA. [Downloadable!]
    74. Bertrand BLANCHETON (CMHE-IFReDE-GRES) & Samuel MAVEYRAUD-TRICOIRE (Université Bordeaux IV), 2006. "The indicators of international financial integration: A set of convergent measures (In French)," Working Papers of GRES - Cahiers du GRES 2006-13, Groupement de Recherches Economiques et Sociales. [Downloadable!]
    75. Hyungsik Roger Moon & Benoit Perron, 2005. "An Empirical Analysis of Nonstationarity in Panels of Exchange Rates and Interest Rates with Factors," IEPR Working Papers 05.35, Institute of Economic Policy Research (IEPR). [Downloadable!]
    76. Peter Abelson & Roselyne Joyeux & George Milunovich & Demi Chung, 2005. "House Prices in Australia - 1970 to 2003 - Facts and Explanations," Research Papers 0504, Macquarie University, Department of Economics. [Downloadable!]
    77. Francis X. Diebold & Atsushi Inoue, 2000. "Long Memory and Regime Switching," NBER Technical Working Papers 0264, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    78. F. Aparicio & A. Escribano, 1998. "Information-Theoretic Analysis of Serial Dependence and Cointegration," Studies in Nonlinear Dynamics & Econometrics, Berkeley Electronic Press, vol. 3(3), pages 119-140. [Downloadable!] (restricted)
    79. Jaya Krishnakumar & David Neto, 2005. "Partial Cointegration," Cahiers du Département d'Econométrie 2005.04, Département d'Econométrie, Université de Genève, revised Aug 2006. [Downloadable!]
    80. Gauri Prakash & Alan M. Taylor, 1997. "Measuring Market Integration: A Model of Arbitrage with an Econometric Application to the Gold Standard, 1879-1913," NBER Working Papers 6073, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    81. Ted Juhl & William Miles & Marc D. Weidenmier, 2004. "Covered Interest Arbitrage: Then vs. Now," NBER Working Papers 10961, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    82. Phillip Rothman & Dick van Dijk & Philip Hans Franses, 2000. "A Multivariate STAR Analysis of the Relationship Between Money and Output," Working Papers 0012, East Carolina University, Department of Economics. [Downloadable!]
      Other versions:
    83. Tigran Poghosyan & Jakob de Haan, 2007. "Interest Rate Linkages in EMU Countries: A Rolling Threshold Vector Error-Correction Approach," CESifo Working Paper Series CESifo Working Paper No. , CESifo GmbH. [Downloadable!]
    84. Teresa Serra & Barry K. Goodwin, 2003. "Price transmission and asymmetric adjustment in the Spanish dairy sector," Applied Economics, Taylor and Francis Journals, vol. 35(18), pages 1889-1899, December. [Downloadable!] (restricted)
    85. Andy Snell & George Kapetanios & Yongcheol Shin, 2004. "Testing for nonlinear cointegration between stock prices and dividends," Money Macro and Finance (MMF) Research Group Conference 2003 90, Money Macro and Finance Research Group. [Downloadable!]
    86. Sander,Harald & Kleimeier,Stefanie, 2003. "Convergence in Eurozone retail banking? What interest rate pass-through tells us about monetary policy transmission, competition and integration," Research Memoranda 051, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization. [Downloadable!]
      Other versions:
    87. David G. McMillan, 2005. "Threshold adjustment in spot-futures metals prices," Applied Financial Economics Letters, Taylor and Francis Journals, vol. 1(1), pages 5-8, January. [Downloadable!] (restricted)
    88. 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!]
    89. Nunes, Mauricio & Da Silva, Sergio, 2007. "Rational bubbles in emerging stockmarkets," MPRA Paper 4641, University Library of Munich, Germany. [Downloadable!]

  10. Mark A. Wynne & Nathan S. Balke, 1992. "Are deep recessions followed by strong recoveries?," Research Paper 9201, Federal Reserve Bank of Dallas.
    Published as:

    Cited by:

    1. Charles Nelson & Eric Zivot & Jeremy M. Piger, 2001. "Markov regime switching and unit root tests," Working Papers 2001-013, Federal Reserve Bank of St. Louis. [Downloadable!]
      Other versions:
    2. Jeremy Piger & James Morley & Chang-Jin Kim, 2005. "Nonlinearity and the permanent effects of recessions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(2), pages 291-309. [Downloadable!]
      Other versions:
    3. Kapetanios, G., 1999. "Threshold Models for Trended Time Series," Cambridge Working Papers in Economics 9905, Faculty of Economics, University of Cambridge. [Downloadable!]
    4. Stacey L. Schreft & Aarti Singh & Ashley Hodgson, 2005. "Jobless recoveries and the wait-and-see hypothesis," Economic Review, Federal Reserve Bank of Kansas City, issue Q IV, pages 81-99. [Downloadable!]
    5. Alan Ahearne & Finn Kydland & Mark A. Wynne, 2005. "Ireland's great depression," Working Papers 05-10, Federal Reserve Bank of Dallas. [Downloadable!]
    6. James Morley & Jeremy M. Piger, 2005. "The importance of nonlinearity in reproducing business cycle features," Working Papers 2004-032, Federal Reserve Bank of St. Louis. [Downloadable!]
    7. Chang-Jin Kim & Jeremy M. Piger, 2001. "Common stochastic trends, common cycles, and asymmetry in economic fluctuations," Working Papers 2001-014, Federal Reserve Bank of St. Louis. [Downloadable!]
      Other versions:
    8. Toshiya Ishikawa, 2004. "Technology Diffusion and Business Cycle Asymmetry," DEGIT Conference Papers c009_016, DEGIT, Dynamics, Economic Growth, and International Trade. [Downloadable!]
    9. Michael J. Dueker, 2006. "Using cyclical regimes of output growth to predict jobless recoveries," Review, Federal Reserve Bank of St. Louis, issue Mar, pages 145-154. [Downloadable!]
    10. Chang-Jin Kim & Jeremy Piger & Richard Startz, 2001. "Permanent and transitory components of business cycles: their relative importance and dynamic relationship," International Finance Discussion Papers 703, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    11. Mark A. Wynne & Nathan S. Balke, 1993. "Recessions and recoveries," Economic and Financial Policy Review, Federal Reserve Bank of Dallas, issue Jan, pages 1-17. [Downloadable!]
    12. Chang-Jin Kim & Jeremy Piger & Richard Startz, 2005. "The dynamic relationship between permanent and transitory components of U.S. business cycles," Working Papers 2001-017, Federal Reserve Bank of St. Louis. [Downloadable!]
      Other versions:

  11. Nathan S. Balke & Thomas B. Fomby, 1991. "Large shocks, small shocks, and economic fluctuations: outliers in macroeconomic times series," Research Paper 9101, Federal Reserve Bank of Dallas.
    Published as:

    Cited by:

    1. Dijk, Dick van & Franses, Philip Hans & Lucas, Andr•, 1996. "Testing for smooth transition nonlinearity in the presence of outliers," Econometric Institute Report 56, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
      Other versions:
    2. A. Espasa & E. Senra & R. Albacete, 2002. "Forecasting inflation in the European Monetary Union: A disaggregated approach by countries and by sectors," European Journal of Finance, Taylor and Francis Journals, vol. 8(4), pages 402-421, December. [Downloadable!] (restricted)
    3. Prasad Bidarkota & Khurshid M. Kiani, 2003. "On Business Cycle Asymmetries in G7 Countries," Working Papers 0308, Florida International University, Department of Economics. [Downloadable!]
      Other versions:
    4. J. Skalin & T. Ter"Asvirta, . "Another Look at Swedish Business Cycles, 1861-1988," Sonderforschungsbereich 373 1996-96, Humboldt Universitaet Berlin.
      Other versions:
    5. Olivier Darné & Jean-François Hoarau, 2006. "Testing the purchasing power parity in China," EconomiX Working Papers 2006-18, University of Paris West - Nanterre la Défense, EconomiX. [Downloadable!]
    6. Prasad Bidarkota, 1999. "Sectoral Investigation of Asymmetries in the Conditional Mean Dynamics of the Real U.S. GDP," Studies in Nonlinear Dynamics & Econometrics, Berkeley Electronic Press, vol. 3(4), pages 191-200. [Downloadable!] (restricted)
    7. João Paulo Martin Faleiros & Denisard Cnéio de Oliveira Alves, 2006. "Não Linearidade Nos Ciclos De Negócios: Modelo Auto-Regressivo “Smooth Transition” Para O Índice Geral De Produção Industrial Brasileiro E Bens De Capital," Anais do XXXIV Encontro Nacional de Economia [Proceedings of the 34th Brazilian Economics Meeting] 10, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics]. [Downloadable!]
    8. Ester Ruiz & Fernando Lorenzo, 1998. "The relation between the level and uncertainty of inflation," Documentos de Trabajo (working papers) 0698, Department of Economics - dECON. [Downloadable!]
    9. M. Angeles Carnero & Daniel Peña & Esther Ruiz, 2001. "Outliers And Conditional Autoregressive Heteroscedasticity In Time Series," Statistics and Econometrics Working Papers ws010704, Universidad Carlos III, Departamento de Estadística y Econometría. [Downloadable!]
    10. Cizek, Pavel, 2006. "Efficient robust estimation of regression models," Discussion Paper 8, Tilburg University, Center for Economic Research.
    11. Pavel Cizek & Wolfgang Härdle, 2006. "Robust Econometrics," SFB 649 Discussion Papers SFB649DP2006-050, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]

  12. Nathan S. Balke & Kenneth M. Emery, 1991. "The algebra of price stability," Research Paper 9117, Federal Reserve Bank of Dallas.
    Other versions:
    Published as:

    Cited by:

    1. William T. Gavin, 2003. "Inflation targeting: why it works and how to make it work better," Working Papers 2003-027, Federal Reserve Bank of St. Louis. [Downloadable!]
    2. William T. Gavin & Benjamin D. Keen & Michael R. Pakko, 2007. "Inflation risk and optimal monetary policy," Working Papers 2006-035, Federal Reserve Bank of St. Louis. [Downloadable!]
    3. Robert Dittmar & William T. Gavin & Finn E. Kydland, 1999. "Price-level uncertainty and inflation targeting," Review, Federal Reserve Bank of St. Louis, issue Jul, pages 23-34. [Downloadable!]

  13. Nathan S. Balke & Robert J. Gordon, 1989. "The Estimation of Prewar GNP: Methodology and New Evidence," NBER Working Papers 2674, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

    Cited by:

    1. J. Bradford De Long & Lawrence H. Summers, . "On the Existence and Interpretation of a `Unit Root' in U.S. Real GDP," J. Bradford De Long's Working Papers _137, University of California at Berkeley, Economics Department. [Downloadable!]
    2. Giovanni Federico, 2005. "Not guilty? Agriculture in the 1920s and the Great Depression," Working Papers in Economic History dilf0502, Universidad Carlos III, Departamento de Historia Económica e Instituciones. [Downloadable!]
    3. J. Bradford De Long & Lawrence H. Summers, 1988. "On the Existence and Interpretation of the "Unit Root" in U.S. GNP," NBER Working Papers 2716, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

Articles

  1. Balke, Nathan S. & Wynne, Mark A., 2007. "The relative price effects of monetary shocks," Journal of Macroeconomics, Elsevier, vol. 29(1), pages 19-36, March. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  2. Balke, Nathan S & Petersen, D'Ann, 2002. "How Well Does the Beige Book Reflect Economic Activity? Evaluating Qualitative Information Quantitatively," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 34(1), pages 114-36, February.
    Other versions:

    See citations under working paper version above.

  3. Nathan S. Balke & Mark E. Wohar, 2002. "Low-Frequency Movements in Stock Prices: A State-Space Decomposition," The Review of Economics and Statistics, MIT Press, vol. 84(4), pages 649-667, 06. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  4. Nathan S. Balke & Mark E. Wohar, 2001. "Explaining stock price movements: is there a case for fundamentals?," Economic and Financial Policy Review, Federal Reserve Bank of Dallas, issue Q III, pages 22-34. [Downloadable!]

    Cited by:

    1. 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)
    2. Brendan McCabe & Stephen Leybourne & David Harris, 2003. "Testing for Stochastic Cointegration and Evidence for Present Value Models," Econometrics 0311009, EconWPA. [Downloadable!]

  5. Balke, Nathan S. & Wynne, Mark A., 2000. "An equilibrium analysis of relative price changes and aggregate inflation," Journal of Monetary Economics, Elsevier, vol. 45(2), pages 269-292, April. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  6. Nathan S. Balke & Mine K. Yücel, 2000. "Evaluating the Eleventh District's Beige Book," Economic and Financial Policy Review, Federal Reserve Bank of Dallas, issue Q IV, pages 2-10. [Downloadable!]

    Cited by:

    1. Donna K. Ginther & Madeline Zavodny, 2001. "The Beige Book: Timely information on the regional economy," Economic Review, Federal Reserve Bank of Atlanta, issue Q3, pages 19-29. [Downloadable!]
    2. Madeline Zavodny & Donna K. Ginther, 2003. "Does the Beige Book move financial markets?," Working Paper 2003-3, Federal Reserve Bank of Atlanta. [Downloadable!]
    3. Michelle T. Armesto & Rubén Hernández-Murillo & Michael T. Owyang & Jeremy M. Piger, 2007. "Identifying asymmetry in the language of the Beige Book: a mixed data sampling approach," Working Papers 2007-010, Federal Reserve Bank of St. Louis. [Downloadable!]

  7. Mark E. Wohar & Nathan S. Balke, 1998. "Nonlinear dynamics and covered interest rate parity," Empirical Economics, Springer, vol. 23(4), pages 535-559. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  8. Nathan S. Balke & Stephen P. A. Brown & Mine Yücel, 1998. "Crude oil and gasoline prices: an asymmetric relationship?," Economic and Financial Policy Review, Federal Reserve Bank of Dallas, issue Q 1, pages 2-11. [Downloadable!]

    Cited by:

    1. Axel Dreher & Tim Krieger, 2004. "Do gasoline prices converge in a unified Europe with non- harmonized tax rates?," International Finance 0411005, EconWPA. [Downloadable!]
      Other versions:
    2. John Michael Ian S. Salas, 2002. "Price Adjustments and Asymmetry in the Philippine Retail Gasoline Market," Industrial Organization 0209001, EconWPA. [Downloadable!]
    3. Mario Denni & G. Frewer, 2006. "New evidence on the relationship beetween crude oil and petroleum product prices," Departmental Working Papers of Economics - University 'Roma Tre' 0061, Department of Economics - University Roma Tre. [Downloadable!]
    4. Arturo Vasquez Cordano, 2005. "Price-Response Asymmetry In Domestic Wholesale And Retail Diesel 2 Markets In Peru," Industrial Organization 0512005, EconWPA. [Downloadable!]
    5. Wlaslowski, Szymon & Binner, Jane & Guiletti, Monica & Joseph, Nathan & Nilsson, Birger, 2007. "New York mark-ups on petroleum products," Working Papers 2008:2, Lund University, Department of Economics. [Downloadable!]
    6. Michael C. Davis, 2007. "The dynamics of daily retail gasoline prices," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 28(7), pages 713-722. [Downloadable!]
    7. Wlazlowski, Szymon & Binner, Jane & Giulietti, Monica & Joseph, Nathan, 2006. "Non-linearities in mark-up on costs," MPRA Paper 1468, University Library of Munich, Germany. [Downloadable!]
    8. Stephen P. A. Brown & Mine K. Yücel, 2000. "Gasoline and crude oil prices: why the asymmetry?," Economic and Financial Policy Review, Federal Reserve Bank of Dallas, issue Q3, pages 23-29. [Downloadable!]
    9. Stanislav Radchenko, 2004. "Oil price volatility and the asymmetric response of gasoline prices to oil price increases and decreases," Industrial Organization 0408001, EconWPA. [Downloadable!]
      Other versions:
    10. 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!]
    11. Michael C. Davis & James D. Hamilton, 2003. "Why Are Prices Sticky? The Dynamics of Wholesale Gasoline Prices," NBER Working Papers 9741, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    12. Axel Dreher & Tim Krieger, 2007. "Diesel price convergence and mineral oil taxation in Europe," Working Papers 5, University of Paderborn, CIE Center for International Economics. [Downloadable!]
      Other versions:
    13. Stanislav Radchenko, 2004. "Anticipated and unanticipated effects of crude oil prices and oil inventory changes on gasoline prices," Microeconomics 0406001, EconWPA. [Downloadable!]
    14. Markus Arpa & Jesus Crespo Cuaresmo & Ernest Gnan & Maria Antoinette Silgoner, 2006. "Oil Price Shock, Energy Prices and Inflation — A Comparison of Austria and the EU," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue 1, pages 53-77, May 2006. [Downloadable!]
    15. Georg Zachmann & Christian von Hirschhausen, 2007. "First Evidence of Asymmetric Cost Pass-Through of EU Emissions Allowances: Examining Wholesale Electricity Prices in Germany," Working Papers 0710, Massachusetts Institute of Technology, Center for Energy and Environmental Policy Research. [Downloadable!]
      Other versions:
    16. Nigel Driffield & Christos Ioannidis & David Peel, 2003. "Some Further Empirical Evidence on the Impact of Oil Price Changes on Petrol Prices," International Journal of the Economics of Business, Taylor and Francis Journals, vol. 10(2), pages 195-203, July. [Downloadable!] (restricted)
    17. Lance J. Bachmeier & James M. Griffin, . "New Evidence on Asymmetric Gasoline Price Responses," Working Papers 0208, East Carolina University, Department of Economics. [Downloadable!]
    18. B Bhaskara Rao & Gyaneshwar Rao, 2005. "Crude Oil and Gasoline Prices in Fiji: Is the Relationship Asymmetric?," Microeconomics 0510004, EconWPA. [Downloadable!]
    19. Stephen P. A. Brown & Mine K. Yücel, 2001. "Energy prices and aggregate economic activity: an interpretive survey," Working Papers 0102, Federal Reserve Bank of Dallas. [Downloadable!]
    20. Marzio Galeotti & Alessandro Lanza & Matteo Manera, 2001. "Rockets and feathers revisited: an international comparison on European gasoline markets," Working Paper CRENoS 200112, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia. [Downloadable!]
      Other versions:
    21. Michael Noel, 2007. "Do Gasoline Prices Resond Asymmetrically to Cost Shocks? The Confounding Effect of Edgeworth Cycles," University of California at San Diego, Economics Working Paper Series 2007-04, Department of Economics, UC San Diego. [Downloadable!]
    22. Rebeca Jiménez-Rodríguez & Marcelo Sánchez, 2005. "Oil price shocks and real GDP growth: empirical evidence for some OECD countries," Applied Economics, Taylor and Francis Journals, vol. 37(2), pages 201-228, February. [Downloadable!] (restricted)

  9. Balke, Nathan S & Fomby, Thomas B, 1997. "Threshold Cointegration," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 38(3), pages 627-45, August.
    Other versions:

    See citations under working paper version above.

  10. Nathan S. Balke & Mark A. Wynne, 1996. "Supply shocks and the distribution of price changes," Economic and Financial Policy Review, Federal Reserve Bank of Dallas, issue Q I, pages 10-18. [Downloadable!]

    Cited by:

    1. Scott Roger, 1997. "A robust measure of core inflation in New Zealand, 1949-96," Reserve Bank of New Zealand Discussion Paper Series G97/7, Reserve Bank of New Zealand. [Downloadable!]
    2. Jacqueline Dwyer & Kenneth Leong, 2000. "Nominal Wage Rigidity in Australia," RBA Research Discussion Papers rdp2000-08, Reserve Bank of Australia. [Downloadable!]
    3. Luc Aucremanne, 2000. "The use of robust estimators as measures of core inflation," Research series 200003-2, National Bank of Belgium. [Downloadable!]
    4. Randal J. Verbrugge, 1998. "A cross-country investigation of macroeconomic asymmetries," Macroeconomics 9809017, EconWPA, revised 30 Sep 1998. [Downloadable!]
    5. David Parsley & Helen Popper, 2004. "Aggregate Price Changes and Dispersion: A Comparison of the Equity and Goods and Services Markets," Contributions to Macroeconomics, Berkeley Electronic Press, vol. 4(1), pages 1075-1075. [Downloadable!] (restricted)
    6. Randal J. Verbrugge, 1998. "Cross-Sectional and Longitudinal Inflation Asymmetries," Macroeconomics 9809018, EconWPA. [Downloadable!]
    7. David Demery & Nigel W. Duck, 2005. "Relative Prices as Aggregate Supply Shocks with Trend Inflation," Bristol Economics Discussion Papers 05/570, Department of Economics, University of Bristol, UK. [Downloadable!]

  11. Balke, Nathan S & Wynne, Mark A, 1996. "Are Deep Recessions Followed by Strong Recoveries? Results for the G-7 Countries," Applied Economics, Taylor and Francis Journals, vol. 28(7), pages 889-97, July. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  12. Balke, Nathan S & Wynne, Mark A, 1995. "Recessions and Recoveries in Real Business Cycle Models," Economic Inquiry, Oxford University Press, vol. 33(4), pages 640-63, October.

    Cited by:

    1. Lilia Maliar & Serguei Maliar, 2003. "Endogenous Growth And Endogenous Business Cycles," Working Papers. Serie AD 2003-14, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie). [Downloadable!]
      Other versions:
    2. Scott Freeman & Dong-Pyo Hong & Dan Peled, 1999. "Endogenous Cycles and Growth with Indivisible Technological Developments," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 2(2), pages 402-432, April. [Downloadable!] (restricted)
    3. Gloria Jarne, Julio Sánchez-Chóliz, Francisco Fatás-Villafranca, . ""S-shaped" Economic Dynamics. The Logistic and Gompertz curves generalized," The Electronic Journal of Evolutionary Modeling and Economic Dynamics, IFReDE - Université Montesquieu Bordeaux IV. [Downloadable!]
    4. Jesper Gregers Linaa, . "Idiosyncrasy of Business Cycles Across EU Countries," EPRU Working Paper Series 02-08, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics. [Downloadable!]

  13. Balke, Nathan S. & Emery, Kenneth M., 1994. "The algebra of price stability," Journal of Macroeconomics, Elsevier, vol. 16(1), pages 77-97. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  14. Nathan S. Balke & Kenneth M. Emery, 1994. "The federal funds rate as an indicator of monetary policy: evidence from the 1980s," Economic and Financial Policy Review, Federal Reserve Bank of Dallas, issue Q I, pages 1-15. [Downloadable!]

    Cited by:

    1. F. Barran, V. Coudert, B. Mojon, 1997. "Interest rates, banking spreads and credit supply: the real effects," European Journal of Finance, Taylor and Francis Journals, vol. 3(2), pages 107-136, June. [Downloadable!] (restricted)
      Other versions:

  15. Balke, Nathan S & Fomby, Thomas B, 1994. "Large Shocks, Small Shocks, and Economic Fluctuations: Outliers in Macroeconomic Time Series," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 9(2), pages 181-200, April-Jun. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  16. Nathan S. Balke & Kenneth M. Emery, 1994. "Understanding the price puzzle," Economic and Financial Policy Review, Federal Reserve Bank of Dallas, issue Q IV, pages 15-26. [Downloadable!]

    Cited by:

    1. Eugenio Gaiotti & Alessandro Secchi, 2004. "Is there a cost channel of monetary policy transmission? An investigation into the pricing behavior of 2,000 firms," Macroeconomics 0412010, EconWPA. [Downloadable!]
      Other versions:
    2. Ben S. Bernanke & Jean Boivin & Piotr Eliasz, 2004. "Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach," NBER Working Papers 10220, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    3. Armour, J. & Engert, W. & Fung, B.S.C., 1996. "Overnight Rate Innovations as a measure of monetary Policy Shocks in Vector Autoregressions," Working Papers 96-4, Bank of Canada. [Downloadable!]
    4. Sophocles N. Brissimis & Nicholas S. Magginas, 2004. "Forward-Looking Information in VAR Models and the Price Puzzle," Working Papers 10, Bank of Greece. [Downloadable!]
      Other versions:
    5. Kenneth M. Emery & Chih-Ping Chang, 1997. "Is there a stable relationship between capacity utilization and inflation?," Economic and Financial Policy Review, Federal Reserve Bank of Dallas, issue Q I, pages 14-20. [Downloadable!]
    6. Dong Fu & Lori L. Taylor & Mine K. Yücel, 2003. "Fiscal policy and growth," Working Papers 03-01, Federal Reserve Bank of Dallas. [Downloadable!]
    7. Glenn Rudebusch, 1995. "What are the lags in monetary policy?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue Feb 3. [Downloadable!]
    8. Mohsin S. Khan & Axel Schimmelpfennig, 2006. "Inflation in Pakistan," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 45(2), pages 185-202. [Downloadable!]

  17. Balke, Nathan S, 1993. "Detecting Level Shifts in Time Series," Journal of Business & Economic Statistics, American Statistical Association, vol. 11(1), pages 81-92, January.

    Cited by:

    1. A. C. Harvey & Siem Jan Koopman, 2000. "Computing Observation Weights for Signal Extraction and Filtering," Econometric Society World Congress 2000 Contributed Papers 0888, Econometric Society. [Downloadable!]
      Other versions:
    2. Franses, Philip Hans & Lucas, Andr‚, 1997. "Outlier robust cointegration analysis," Serie Research Memoranda 0045, Free University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]
    3. Pedro Galeano & Daniel Peña & Ruey S. Tsay, 2004. "Outlier Detection In Multivariate Time Series Via Projection Pursuit," Statistics and Econometrics Working Papers ws044211, Universidad Carlos III, Departamento de Estadística y Econometría. [Downloadable!]
    4. Koopman, S.J. & Shephard, N. & Doornik, J.A., 1998. "Statistical algorithms for models in state space using ssfpack 2.2," Discussion Paper 141, Tilburg University, Center for Economic Research. [Downloadable!]
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    5. Jussi Tolvi, 2001. "Outliers in eleven Finnish macroeconomic time series," Finnish Economic Papers, Finnish Society for Economic Research, vol. 14(1), pages 14-32, Spring. [Downloadable!]
    6. M. Angeles Carnero & Daniel Peña & Esther Ruiz, 2003. "Detecting Level Shifts In The Presence Of Conditional Heteroscedasticity," Statistics and Econometrics Working Papers ws036313, Universidad Carlos III, Departamento de Estadística y Econometría. [Downloadable!]
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      • M. Angeles Carnero & Daniel Peña & Es