Jushan Bai Citations at IDEAS
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and download statistics Working papers
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!] Published as: Cited by:
Anindya Banerjee & Massimiliano Marcellino, 2008.
"Factor-augmented Error Correction Models ,"
Working Papers
335, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
[Downloadable!]
Other versions: Eberhardt, Markus & Teal, Francis, 2009.
"Econometrics for Grumblers: A New Look at the Literature on Cross-Country Growth Empirics ,"
MPRA Paper
15813, University Library of Munich, Germany.
[Downloadable!]
Eberhardt, Markus & Bond, Stephen, 2009.
"Cross-section dependence in nonstationary panel models: a novel estimator ,"
MPRA Paper
17692, University Library of Munich, Germany, revised 14 Oct 2009.
[Downloadable!]
Joseph P. Byrne & Norbert Fiess & Ronald MacDonald, 2008.
"The Global Dimension to Fiscal Sustainability ,"
Working Papers
2008_10, Department of Economics, University of Glasgow.
[Downloadable!]
Jushan Bai & Serena Ng, 2004.
"Evaluating Latent and Observed Factors in Macroeconomics and Financ ,"
Econometrics
0408007, EconWPA.
[Downloadable!] Published as: Cited by:
Peter C.B. Phillips & Donggyu Sul, 2007.
"Transition Modeling and Econometric Convergence Tests ,"
Cowles Foundation Discussion Papers
1595, Cowles Foundation, Yale University.
[Downloadable!]
Other versions: Eickmeier, Sandra, 2005.
"Common stationary and non-stationary factors in the euro area analyzed in a large-scale factor model ,"
Discussion Paper Series 1: Economic Studies
2005,02, Deutsche Bundesbank, Research Centre.
[Downloadable!]
Issler, João Victor & Lima, Luiz Renato Regis de Oliveira, 2007.
"A Panel Data Approach to Economic Forecasting: The Bias-Corrected Average Forecast ,"
Economics Working Papers (Ensaios Economicos da EPGE)
642, Graduate School of Economics, Getulio Vargas Foundation (Brazil).
[Downloadable!]
Other versions:Lima, Luiz Renato Regis de Oliveira & Issler, João Victor, 2008.
"A Panel Data Approach to Economic Forecasting: The Bias-Corrected Average Forecast ,"
Economics Working Papers (Ensaios Economicos da EPGE)
668, Graduate School of Economics, Getulio Vargas Foundation (Brazil).
[Downloadable!]
Issler, João Victor & Lima, Luiz Renato, 2009.
"A panel data approach to economic forecasting: The bias-corrected average forecast ,"
Journal of Econometrics ,
Elsevier, vol. 152(2), pages 153-164, October.
[Downloadable!] (restricted)
Lima, Luiz Renato Regis de Oliveira & Issler, João Victor, 2007.
"A Panel Data Approach to Economic Forecasting: The Bias-Corrected Average Forecast ,"
Economics Working Papers (Ensaios Economicos da EPGE)
650, Graduate School of Economics, Getulio Vargas Foundation (Brazil).
[Downloadable!]
Nii Ayi Armah & Norman R. Swanson, 2008.
"Seeing inside the black box: Using diffusion index methodology to construct factor proxies in large scale macroeconomic time series environments ,"
Working Papers
08-25, Federal Reserve Bank of Philadelphia.
[Downloadable!]
Kelly, Logan, 2007.
"Measuring the Economic Stock of Money ,"
MPRA Paper
4914, University Library of Munich, Germany.
[Downloadable!]
Araújo, Fabio & Issler, João Victor & Fernandes, Marcelo, 2005.
"Estimating the Stochastic Discount Factor without a Utility Function ,"
Economics Working Papers (Ensaios Economicos da EPGE)
583, Graduate School of Economics, Getulio Vargas Foundation (Brazil).
[Downloadable!]
Other versions: Martin Wagner, 2008.
"On PPP, unit roots and panels ,"
Empirical Economics ,
Springer, vol. 35(2), pages 229-249, September.
[Downloadable!] (restricted)
Other versions: Eickmeier, Sandra, 2006.
"Comovements and heterogeneity in the Comovements and heterogeneity in the dynamic factor model ,"
Discussion Paper Series 1: Economic Studies
2006,31, Deutsche Bundesbank, Research Centre.
[Downloadable!]
Araújo, Fabio & Issler, João Victor & Fernandes, Marcelo, 2006.
"A Stochastic Discount Factor Approach to Asset Pricing Using Panel Data ,"
Economics Working Papers (Ensaios Economicos da EPGE)
628, Graduate School of Economics, Getulio Vargas Foundation (Brazil).
[Downloadable!]
Wei-Choun Yu, 2008.
"Macroeconomic and financial market volatilities: an empirical evidence of factor model ,"
Economics Bulletin ,
Economics Bulletin, vol. 3(33), pages 1-18.
[Downloadable!]
Barry Eichengreen & Ashoka Mody & Milan Nedeljkovic & Lucio Sarno, 2009.
"How the Subprime Crisis Went Global: Evidence from Bank Credit Default Swap Spreads ,"
NBER Working Papers
14904, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Abdullah Al-Hassan, 2009.
"A Coincident Indicator of the Gulf Cooperation Council (GCC) Business Cycle ,"
IMF Working Papers
09/73, International Monetary Fund.
[Downloadable!]
Jushan Bai & Serena Ng, 2004.
"Confidence Intervals for Diffusion Index Forecasts with a Large Number of Predictor ,"
Econometrics
0408006, EconWPA.
[Downloadable!] Cited by:
Inoue, Atsushi & Kilian, Lutz, 2005.
"How Useful is Bagging in Forecasting Economic Time Series? A Case Study of US CPI Inflation ,"
CEPR Discussion Papers
5304, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Marcellino, Massimiliano, 2005.
"Pooling-based data interpolation and backdating ,"
CEPR Discussion Papers
5295, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions:Massimiliano Marcellino, 2005.
"Pooling-based Data Interpolation and Backdating ,"
Working Papers
299, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
[Downloadable!]
Massimiliano Marcellino, 2007.
"Pooling-Based Data Interpolation and Backdating ,"
Journal of Time Series Analysis ,
Blackwell Publishing, vol. 28(1), pages 53-71, 01.
[Downloadable!] (restricted)
Jushan Bai; Josep LluÃs Carrion-i-Silvestre, 2004.
"Structural changes, common stochastic trends and unit roots in panel data ,"
Econometric Society 2004 North American Summer Meetings
345, Econometric Society.
[Downloadable!] Published as: Cited by:
Pui Sun Tam & University of Macau, 2006.
"Breaking trend panel unit root tests ,"
Computing in Economics and Finance 2006
341, Society for Computational Economics.
[Downloadable!]
Jushan Bai & Serena Ng, 2001.
"Tests for Skewness, Kurtosis, and Normality for Time Series Data ,"
Boston College Working Papers in Economics
501, Boston College Department of Economics.
[Downloadable!] Published as: Cited by:
BONTEMPS, Christian & MEDDAHI, Nour, 2002.
"Testing Normality : A GMM Approach ,"
Cahiers de recherche
2002-14, Universite de Montreal, Departement de sciences economiques.
[Downloadable!]
Esfandiar Maasoumi & Jeffrey S. Racine, 2008.
"A Robust Entropy-Based Test of Asymmetry for Discrete and Continuous Processes ,"
Emory Economics
0806, Department of Economics, Emory University (Atlanta).
[Downloadable!]
Other versions: Enrique Sentana, 2008.
"The Econometrics Of Mean-Variance Efficiency Tests: A Survey ,"
Working Papers
wp2008_0807, CEMFI.
[Downloadable!]
Christian Bontemps & Nour Meddahi, 2002.
"Testing Normality: A GMM Approach ,"
CIRANO Working Papers
2002s-63, CIRANO.
[Downloadable!]
McKay, Alisdair & Reis, Ricardo, 2006.
"The Brevity and Violence of Contractions and Expansions ,"
CEPR Discussion Papers
5756, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions:Alisdair McKay & Ricardo Reis, 2006.
"The Brevity and Violence of Contractions and Expansions ,"
NBER Working Papers
12400, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
McKay, Alisdair & Reis, Ricardo, 2008.
"The brevity and violence of contractions and expansions ,"
Journal of Monetary Economics ,
Elsevier, vol. 55(4), pages 738-751, May.
[Downloadable!] (restricted)
Jushan Bai & Serena Ng, 2001.
"A PANIC Attack on Unit Roots and Cointegration ,"
Boston College Working Papers in Economics
519, Boston College Department of Economics.
[Downloadable!] Other versions: Published as: Cited by:
Anindya Banerjee & Massimiliano Marcellino, 2008.
"Factor-augmented Error Correction Models ,"
Working Papers
335, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
[Downloadable!]
Other versions: Wagner, Martin, 2006.
"The Carbon Kuznets Curve. A Cloudy Picture Emitted by Bad Econometrics? ,"
Economics Series
197, Institute for Advanced Studies.
[Downloadable!]
Other versions:Martin Wagner & Georg Müller-Fürstenberger, 2004.
"The Carbon Kuznets Curve: A Cloudy Picture Emitted by Bad Econometrics? ,"
Diskussionsschriften
dp0418, Universitaet Bern, Departement Volkswirtschaft.
[Downloadable!]
Wagner, Martin, 2008.
"The carbon Kuznets curve: A cloudy picture emitted by bad econometrics? ,"
Resource and Energy Economics ,
Elsevier, vol. 30(3), pages 388-408, August.
[Downloadable!] (restricted)
Harb, Nasri, 2008.
"Oil Exports, Non Oil GDP and Investment in the GCC Countries ,"
MPRA Paper
15576, University Library of Munich, Germany.
[Downloadable!]
António Afonso & Christophe Rault, 2008.
"3-Step Analysis of Public Finances Sustainability: the Case of the European Union ,"
Working Papers
2008/35, Department of Economics at the School of Economics and Management (ISEG), Technical University of Lisbon..
[Downloadable!]
Other versions: Massimiliano Mazzanti & Antonio Musolesi, 2009.
"Carbon Kuznets Curves: Long-run Structural Dynamics and Policy Events ,"
Working Papers
2009.87, Fondazione Eni Enrico Mattei.
[Downloadable!]
Jarko Fidrmuc, 2009.
"Gravity models in integrated panels ,"
Empirical Economics ,
Springer, vol. 37(2), pages 435-446, October.
[Downloadable!] (restricted)
Wagner, Martin, 2005.
"On PPP, Unit Roots and Panels ,"
Economics Series
176, Institute for Advanced Studies.
[Downloadable!]
Other versions: Christian Dreger & Hans-Eggert Reimers, 2006.
"Hysteresis and Persistence in the Course of Unemployment: The EU and US Experience ,"
Discussion Papers of DIW Berlin
572, DIW Berlin, German Institute for Economic Research.
[Downloadable!]
Amélie Charles & Olivier Darné & Jean-François Hoarau, 2009.
"Does the real GDP per capita convergence hold in the Common Market for Eastern and Southern Africa? ,"
Working Papers
hal-00422522_v1, HAL.
[Downloadable!]
Olaf, POSCH & Klaus, WAELDE, 2005.
"Natural volatility, welfare and taxation ,"
Discussion Papers (ECON - Département des Sciences Economiques)
2005009, Université catholique de Louvain, Département des Sciences Economiques.
[Downloadable!]
Other versions:Olaf Posch & Klaus Wälde, 2006.
"Natural volatility, welfare and taxation ,"
Working Papers
2007_33, Department of Economics, University of Glasgow.
[Downloadable!]
Olaf Posch & Klaus Wälde, 2006.
"Natural Volatility, Welfare and Taxation ,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo Group Munich.
[Downloadable!]
Olaf Posch & Klaus Wälde, 2006.
"Natural volatility, welfare and taxation ,"
Computing in Economics and Finance 2006
95, Society for Computational Economics.
[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: Pham Van Ha & Tom Kompas, 2008.
"Productivity and Exchange Rate Dynamics: Supporting the Harrod-Balassa-Samuelson Hypothesis through an ‘Errors in Variables’ Analysis ,"
International and Development Economics Working Papers
idec08-03, International and Development Economics.
[Downloadable!]
Imed Drine & Christophe Rault, 2008.
"Purchasing Power Parity for Developing and Developed Countries. What can we Learn from Non-Stationary Panel Data Models? ,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo Group Munich.
[Downloadable!]
Other versions:Imed Drine & Christophe Rault, 2008.
"Purchasing Power Parity For Developing And Developed Countries. What Can We Learn From Non-Stationary Panel Data Models? ,"
Journal of Economic Surveys ,
Blackwell Publishing, vol. 22(4), pages 752-773, 09.
[Downloadable!] (restricted)
Imed Drine & Christophe Rault, 2007.
"Purchasing Power Parity for Developing and Developed Countries: What Can We Learn from Non-Stationary Panel Data Models? ,"
IZA Discussion Papers
2887, Institute for the Study of Labor (IZA).
[Downloadable!]
Imed Drine & Christophe Rault, 2008.
"Purchasing Power Parity for developing and developed countries. What can we learn from non-stationary panel data models? ,"
Post-Print
hal-00322105_v1, HAL.
[Downloadable!]
Eickmeier, Sandra, 2005.
"Common stationary and non-stationary factors in the euro area analyzed in a large-scale factor model ,"
Discussion Paper Series 1: Economic Studies
2005,02, Deutsche Bundesbank, Research Centre.
[Downloadable!]
Kaddour Hadri & Eiji Kurozumi, 2008.
"A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence ,"
Global COE Hi-Stat Discussion Paper Series
gd08-016, Institute of Economic Research, Hitotsubashi University.
[Downloadable!]
Other versions: Syed A. Basher & Josep Lluis Carrión-i-Silvestre, 2008.
"Price level convergence, purchasing power parity and multiple structural breaks: An application to US cities ,"
Working Papers
XREAP2008-8, Xarxa de Referència en Economia Aplicada (XREAP), revised Jul 2008.
[Downloadable!]
Francesco Corielli & Massimiliano Marcellino, .
"Factor Based Index Trading ,"
Working Papers
209, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
[Downloadable!]
Other versions:Corielli, Francesco & Marcellino, Massimiliano, 2006.
"Factor based index tracking ,"
Journal of Banking & Finance ,
Elsevier, vol. 30(8), pages 2215-2233, August.
[Downloadable!] (restricted)
Corielli, Francesco & Marcellino, Massimiliano, 2002.
"Factor Based Index Tracking ,"
CEPR Discussion Papers
3265, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Anindya Banerjee & Massimiliano Marcellino & Igor Masten, 2009.
"Forecasting with Factor-Augmented Error Correction Models ,"
Discussion Papers
09-06, Department of Economics, University of Birmingham.
[Downloadable!]
Other versions: Gengenbach,Christian & Palm,Franz & Urbain,Jean-Pierre, 2004.
"Panel Unit Root Tests in the Presence of Cross-Sectional Dependencies: Comparison and Implications for Modelling ,"
Research Memoranda
040, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization.
[Downloadable!]
Marcus Kappler, 2009.
"Do hours worked contain a unit root? Evidence from panel data ,"
Empirical Economics ,
Springer, vol. 36(3), pages 531-555, June.
[Downloadable!] (restricted)
Westerlund, Joakim, 2007.
"A Note on the Pooling of Individual PANIC Unit Root Tests ,"
Working Papers
2007:5, Lund University, Department of Economics.
[Downloadable!]
Gengenbach, Christian & Urbain, Jean-Pierre & Westerlund, Joakim, 2008.
"Panel Error Correction Testing with Global Stochastic Trends ,"
Research Memoranda
051, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization.
[Downloadable!]
Jushan Bai; Josep LluÃs Carrion-i-Silvestre, 2004.
"Structural changes, common stochastic trends and unit roots in panel data ,"
Econometric Society 2004 North American Summer Meetings
345, Econometric Society.
[Downloadable!]
Other versions: 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!]
Joakim Westerlund & Syed Basher, 2008.
"Testing for Convergence in Carbon Dioxide Emissions Using a Century of Panel Data ,"
Environmental & Resource Economics ,
European Association of Environmental and Resource Economists, vol. 40(1), pages 109-120, May.
[Downloadable!] (restricted)
Other versions: Christian Dreger & Eric Girardin, 2007.
"Does the Nominal Exchange Rate Regime Affect the Long Run Properties of Real Exchange Rates? ,"
Discussion Papers of DIW Berlin
746, DIW Berlin, German Institute for Economic Research.
[Downloadable!]
Westerlund, Joakim & Edgerton, David, 2006.
"Simple Tests for Cointegration in Dependent Panels with Structural Breaks ,"
Working Papers
2006:13, Lund University, Department of Economics, revised 28 Jan 2007.
Chang, Yoosoon, 2004.
"Taking a New Contour: A Novel Approach to Panel Unit Root Tests ,"
Working Papers
2004-05, Rice University, Department of Economics.
[Downloadable!]
Antonia López Villavicencio, 2006.
"Real equilibrium exchange rates. A panel data approach for advanced and emerging economies ,"
Working Papers
wpdea0605, Department of Applied Economics at Universitat Autonoma of Barcelona.
[Downloadable!]
Other versions: Westerlund, Joakim, 2005.
"Pooled Unit Root Tests in Panels with a Common Factor ,"
Working Papers
2005:9, Lund University, Department of Economics.
[Downloadable!]
Stefano Fachin, 2005.
"Long-Run Trends in Internal Migrations in Italy: a Study in Panel Cointegration with Dependent Units ,"
Econometrics
0507002, EconWPA.
[Downloadable!]
Other versions: Reichlin, Lucrezia, 2002.
"Factor Models in Large Cross-Sections of Time Series ,"
CEPR Discussion Papers
3285, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
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!]
Josep Lluís Carrion-i-Silvestre & Vicente German-Soto, 2008.
"Panel Data Stochastic Convergence Analysis of the Mexican Regions ,"
IREA Working Papers
200805, University of Barcelona, Research Institute of Applied Economics, revised Apr 2008.
[Downloadable!]
Other versions: Moon, H.R. & Perron, B., 2002.
"Testing for a Unit Root in Panels with Dynamic Factors ,"
Cahiers de recherche
18-2002, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
[Downloadable!]
Other versions:Moon, H.R.Hyungsik Roger & Perron, Benoit, 2004.
"Testing for a unit root in panels with dynamic factors ,"
Journal of Econometrics ,
Elsevier, vol. 122(1), pages 81-126, September.
[Downloadable!] (restricted)
MOON, Hyungsik Roger & PERRON, Benoit., 2002.
"Testing for a Unit Root in Panels with Dynamic Factors ,"
Cahiers de recherche
2002-18, Universite de Montreal, Departement de sciences economiques.
[Downloadable!]
Jorge Selaive C. & Valentín Délano T., 2006.
"Sovereign Spreads: A Factorial Approach ,"
Journal Economía Chilena (The Chilean Economy) ,
Central Bank of Chile, vol. 9(1), pages 49-67, April.
[Downloadable!]
Jönsson, Kristian, 2004.
"Testing for Stationarity in Panel Data Models when Disturbances are Cross-Sectionally Correlated ,"
Working Papers
2004:17, Lund University, Department of Economics, revised 26 Nov 2004.
[Downloadable!]
Christian Dreger, 2008.
"Does the Nominal Exchange Rate Regime Affect the Real Interest Parity Condition? ,"
Working Paper / FINESS
1.1c, DIW Berlin, German Institute for Economic Research.
[Downloadable!]
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!]
Gengenbach,Christian & Palm,Franz C. & Urbain,Jean-Pierre, 2005.
"Panel Cointegration Testing in the Presence of Common Factors ,"
Research Memoranda
050, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization.
[Downloadable!]
Somchai Amornthum & Carl Bonham, 2008.
"Financial Integration in the Pacific Basin Region: RIP by PANIC Attack? ,"
Working Papers
200802, University of Hawaii at Manoa, Department of Economics.
[Downloadable!]
Westerlund, Joakim & Costantini, Mauro, 2006.
"Panel Cointegration and the Neutrality of Money ,"
Working Papers
2006:18, Lund University, Department of Economics.
[Downloadable!]
Other versions: Eberhardt, Markus & Teal, Francis, 2009.
"A Common Factor Approach to Spatial Heterogeneity in Agricultural Productivity Analysis ,"
MPRA Paper
15810, University Library of Munich, Germany.
[Downloadable!]
Mohamed El hedi Arouri & Christophe Rault, 2009.
"On the Influence of Oil Prices on Stock Markets: Evidence from Panel Analysis in GCC Countries ,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo Group Munich.
[Downloadable!]
Günter W. Beck & Kirstin Hubrich & Massimiliano Marcellino, 2006.
"Regional inflation dynamics within and across euro area countries and a comparison with the US ,"
Working Paper Series
681, European Central Bank.
[Downloadable!]
Joseph P. Byrne & Jun Nagayasu, 2008.
"Common and idiosyncratic factors of the exchange risk premium in emerging European markets ,"
Working Papers
2008_28, Department of Economics, University of Glasgow.
[Downloadable!]
Hanck, Christoph, 2008.
"Nonstationary-Volatility Robust Panel Unit Root Tests and the Great Moderation ,"
MPRA Paper
11988, University Library of Munich, Germany.
[Downloadable!]
Dong Shin & Oesook Lee, 2008.
"Unit root tests for panel MTAR model with cross-sectionally dependent error ,"
Metrika ,
Springer, vol. 67(3), pages 315-326, April.
[Downloadable!] (restricted)
Joseph P. Byrne & Giorgio Fazio & Norbert Fiess, 2008.
"The Global Side of the Investments-Savings Puzzle ,"
Working Papers
2008_14, Department of Economics, University of Glasgow.
[Downloadable!]
Other versions: Anindya Banerjee & Josep Lluís Carrion-i-Silvestre, 2006.
"Cointegration in Panel Data with Breaks and Cross-Section Dependence ,"
Economics Working Papers
ECO2006/5, European University Institute.
[Downloadable!]
Eickmeier, Sandra, 2006.
"Comovements and heterogeneity in the Comovements and heterogeneity in the dynamic factor model ,"
Discussion Paper Series 1: Economic Studies
2006,31, Deutsche Bundesbank, Research Centre.
[Downloadable!]
Kapetanios, George & Marcellino, Massimiliano, 2006.
"Impulse Response Functions from Structural Dynamic Factor Models: A Monte Carlo Evaluation ,"
CEPR Discussion Papers
5621, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions: Gutierrez, Luciano & Erickson, Kenneth & Westerlund, Joakim, 2005.
"The Present Value Model, Farmland Prices and Structural Breaks ,"
2005 International Congress, August 23-27, 2005, Copenhagen, Denmark
24702, European Association of Agricultural Economists.
[Downloadable!]
Westerlund, Joakim, 2006.
"Some Cautions on the Use of the LLC Panel Unit Root Test ,"
Research Memoranda
055, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization.
[Downloadable!]
Wagner, Martin & Hlouskova, Jaroslava, 2007.
"The Performance of Panel Cointegration Methods. Results from a Large Scale Simulation Study ,"
Economics Series
210, Institute for Advanced Studies.
[Downloadable!]
Eberhardt, Markus & Teal, Francis, 2009.
"Econometrics for Grumblers: A New Look at the Literature on Cross-Country Growth Empirics ,"
MPRA Paper
15813, University Library of Munich, Germany.
[Downloadable!]
Benoit Perron & Hyungsik Roger Moon, 2007.
"An empirical analysis of nonstationarity in a panel of interest rates with factors ,"
Journal of Applied Econometrics ,
John Wiley & Sons, Ltd., vol. 22(2), pages 383-400.
[Downloadable!]
Andrew Ang & Geert Bekaert & Min Wei, 2006.
"Do macro variables, asset markets, or surveys forecast inflation better? ,"
Finance and Economics Discussion Series
2006-15, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Other versions:Andrew Ang & Geert Bekaert & Min Wei, 2005.
"Do Macro Variables, Asset Markets or Surveys Forecast Inflation Better? ,"
NBER Working Papers
11538, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Ang, Andrew & Bekaert, Geert & Wei, Min, 2007.
"Do macro variables, asset markets, or surveys forecast inflation better? ,"
Journal of Monetary Economics ,
Elsevier, vol. 54(4), pages 1163-1212, May.
[Downloadable!] (restricted)
Donggyu Sul, 2005.
"New Panel Unit Root Tests under Cross Section Dependence for Practitioners ,"
Econometrics
0506010, EconWPA.
[Downloadable!]
Georges Bresson & Badi H. Baltagi & Alain Pirotte, 2007.
"Panel unit root tests and spatial dependence ,"
Journal of Applied Econometrics ,
John Wiley & Sons, Ltd., vol. 22(2), pages 339-360.
[Downloadable!]
Other versions: Timothy K. Chue & In Choi, 2007.
"Subsampling hypothesis tests for nonstationary panels with applications to exchange rates and stock prices ,"
Journal of Applied Econometrics ,
John Wiley & Sons, Ltd., vol. 22(2), pages 233-264.
[Downloadable!]
Chihwa Kao & Lorenzo Trapani & Giovanni Urga, 2006.
"The Asymptotics for Panel Models with Common Shocks ,"
Center for Policy Research Working Papers
77, Center for Policy Research, Maxwell School, Syracuse University.
[Downloadable!]
Ron Smith & Gylfi Zoega, 2007.
"Global Factors, Unemployment Adjustment and the Natural Rate ,"
Kiel Working Papers
1367, Kiel Institute for the World Economy.
[Downloadable!]
Ron Smith & Gylfi Zoega, 2004.
"Global Shocks and Unemployment Adjustment ,"
DEGIT Conference Papers
c009_003, DEGIT, Dynamics, Economic Growth, and International Trade.
[Downloadable!]
Other versions: Mónica Fuentes & Sergio Godoy, 2005.
"Sovereign Spread in Emerging Markets: A Principal Component Analysis ,"
Working Papers Central Bank of Chile
333, Central Bank of Chile.
[Downloadable!]
Johan Lyhagen, 2008.
"Why not use standard panel unit root test for testing PPP ,"
Economics Bulletin ,
Economics Bulletin, vol. 3(26), pages 1-11.
[Downloadable!]
Other versions: Jaroslava Hlouskova & Martin Wagner, 2005.
"The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study ,"
Diskussionsschriften
dp0503, Universitaet Bern, Departement Volkswirtschaft.
[Downloadable!]
Other versions: Hyungsik Roger Moon & Benoit Perron & Peter C.B. Phillips, 2005.
"Incidental Trends and the Power of Panel Unit Root Tests ,"
IEPR Working Papers
05.38, Institute of Economic Policy Research (IEPR).
[Downloadable!]
Other versions:Peter C.B. Phillips & Hyungsik Roger Moon & Benoit Perron, 2004.
"Incidental Trends and the Power of Panel Unit Root Tests ,"
Yale School of Management Working Papers
ysm414, Yale School of Management.
[Downloadable!]
Moon, Hyungsik Roger & Perron, Benoit & Phillips, Peter C.B., 2007.
"Incidental trends and the power of panel unit root tests ,"
Journal of Econometrics ,
Elsevier, vol. 141(2), pages 416-459, December.
[Downloadable!] (restricted)
Hyungsik Roger Moon & Benoit Perron & Peter C.B. Phillips, 2003.
"Incidental Trends and the Power of Panel Unit Root Tests ,"
Cowles Foundation Discussion Papers
1435, Cowles Foundation, Yale University.
[Downloadable!]
de Bandt, Olivier & Banerjee, Anindya & Kozluk, Tomasz, 2007.
"Measuring Long-Run Exchange Rate Pass-Through ,"
Economics Discussion Papers
2007-32, Kiel Institute for the World Economy.
[Downloadable!]
Other versions: Jushan Bai & Serena Ng, 2001.
"A New Look at Panel Testing of Stationarity and the PPP Hypothesis ,"
Boston College Working Papers in Economics
518, Boston College Department of Economics.
[Downloadable!]
Other versions: M. Hashem Pesaran, 2007.
"A simple panel unit root test in the presence of cross-section dependence ,"
Journal of Applied Econometrics ,
John Wiley & Sons, Ltd., vol. 22(2), pages 265-312.
[Downloadable!]
Other versions: Andrea Cerasa, 2008.
"Panel Unit Root Tests and the Specification of Cross-sectional Dependence ,"
Economics Bulletin ,
Economics Bulletin, vol. 3(37), pages 1-13.
[Downloadable!]
Christian Dreger & Reinhold Kosfeld, 2007.
"Do Regional Price Levels Converge?: Paneleconometric Evidence Based on German Districts ,"
Discussion Papers of DIW Berlin
754, DIW Berlin, German Institute for Economic Research.
[Downloadable!]
António Afonso & Christophe Rault, 2009.
"Budgetary and External Imbalances Relationship: A Panel Data Diagnostic ,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo Group Munich.
[Downloadable!]
Other versions: Westerlund, Joakim, 2006.
"Panel Cointegration Tests of the Fisher Effect ,"
Research Memoranda
054, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization.
[Downloadable!]
Okey, Mawussé Komlagan Nézan, 2009.
"Consommation d’énergies et croissance du PIB dans les pays de l’UEMOA : Une analyse en données de panel [Energy consumption and GDP growth in WAEMU countries : A panel data analysis] ,"
MPRA Paper
15521, University Library of Munich, Germany, revised 02 Jun 2009.
[Downloadable!]
Fabio Bagliano & Claudio Morana, 2008.
"Factor vector autoregressive estimation: a new approach ,"
Journal of Economic Interaction and Coordination ,
Springer, vol. 3(1), pages 15-23, June.
[Downloadable!] (restricted)
João Sousa Andrade, 2006.
"Mobilidade do Capital e Sustentabilidade Externa: uma aplicação da tese de F-H a Portugal (1910-2004) ,"
GEMF Working Papers
2006-04, GEMF - Faculdade de Economia, Universidade de Coimbra.
[Downloadable!]
Vanessa Berenguer Rico & Josep Lluis Carrion Silvestre, 2006.
"Testing for multicointegration in panel data with common factors ,"
Working Papers in Economics
160, Universitat de Barcelona. Espai de Recerca en Economia.
[Downloadable!]
Other versions: Jinyong Hahn & Hyungsik Roger Moon, 2005.
"Reducing Bias of MLE in a Dynamic Panel Model ,"
IEPR Working Papers
05.36, Institute of Economic Policy Research (IEPR).
[Downloadable!]
Other versions: Urbain, Jean-Pierre & Westerlund, Joakim, 2006.
"Spurious Regression in Nonstationary Panels with Cross-Unit Cointegration ,"
Research Memoranda
057, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization.
[Downloadable!]
Smith, Ron & Zoega, Gylfi, 2008.
"Global Factors, Unemployment Adjustment and the Natural Rate ,"
Economics - The Open-Access, Open-Assessment E-Journal ,
Kiel Institute for the World Economy, vol. 2(22), pages 1-29.
[Downloadable!]
Dong He & Laurent Pauwels, 2008.
"What Prompts the People's Bank of China to Change its Monetary Policy Stance? Evidence from a Discrete Choice Model ,"
Working Papers
0806, Hong Kong Monetary Authority.
[Downloadable!]
Other versions: Mark J. Holmes & Arthur Grimes, 2005.
"Is there long-run convergence of regional house prices in the UK? ,"
Working Papers
05_11, Motu Economic and Public Policy Research.
[Downloadable!]
Guenter Beck & Massimiliano Marcellino, 2006.
"Regional Inflation Dynamics within and across Euro Area and a Comparison with the US ,"
Computing in Economics and Finance 2006
338, Society for Computational Economics.
[Downloadable!]
Yongfu Huang, 2006.
"Private investment and financial development in a globalized world ,"
Bristol Economics Discussion Papers
06/589, Department of Economics, University of Bristol, UK.
[Downloadable!]
Basher, Syed A. & Westerlund, Joakim, 2006.
"Is there Really a Unit Root in the Inflation Rate? More Evidence from Panel Data Models ,"
MPRA Paper
136, University Library of Munich, Germany.
[Downloadable!]
Other versions: Peter C.B. Phillips, 2003.
"Laws and Limits of Econometrics ,"
Cowles Foundation Discussion Papers
1397, Cowles Foundation, Yale University.
[Downloadable!]
Other versions: Syed A. Basher & Josep Lluís Carrion-i-Silvestre, 2007.
"Another Look at the Null of Stationary RealExchange Rates. Panel Data with Structural Breaks and Cross-section Dependence ,"
IREA Working Papers
200710, University of Barcelona, Research Institute of Applied Economics, revised May 2007.
[Downloadable!]
Pesaran, M.H. & Tosetti, E., 2007.
"Large Panels with Common Factors and Spatial Correlations ,"
Cambridge Working Papers in Economics
0743, Faculty of Economics, University of Cambridge.
[Downloadable!]
Other versions: Mariam Camarero & Josep Lluis Carrion Silvestre & Cecilio Tamarit, 2006.
"New evidence of the real interest rate parity for OECD countries using panel unit root tests with breaks ,"
Working Papers in Economics
159, Universitat de Barcelona. Espai de Recerca en Economia.
[Downloadable!]
Other versions: Jerry Coakley & Ana-Maria Fuertes & Ron Smith, 2004.
"Unobserved Heterogeneity in Panel Time Series Models ,"
Birkbeck Working Papers in Economics and Finance
0403, Birkbeck, Department of Economics, Mathematics & Statistics.
[Downloadable!]
Other versions: Kula, Ferit & Aslan, Alper, 2008.
"Hysteresis vs. natural rate of unemployment: One, the other, or both? ,"
MPRA Paper
14054, University Library of Munich, Germany.
[Downloadable!]
Ulrich Fritsche & Vladimir Kuzin, 2007.
"Unit Labor Cost Growth Differentials in the Euro Area, Germany, and the US: Lessons from PANIC and Cluster Analysis ,"
Discussion Papers of DIW Berlin
667, DIW Berlin, German Institute for Economic Research.
[Downloadable!]
Other versions: Anindya Banerjee & Josep Lluís, 2006.
"Cointegration in panel data with breaks and cross-section dependence ,"
Working Paper Series
591, European Central Bank.
[Downloadable!]
Xu Cheng & Peter C.B. Phillips, 2008.
"Semiparametric Cointegrating Rank Selection ,"
Cowles Foundation Discussion Papers
1658, Cowles Foundation, Yale University.
[Downloadable!]
Other versions: Joseph P. Byrne & Norbert Fiess & Ronald MacDonald, 2008.
"The Global Dimension to Fiscal Sustainability ,"
Working Papers
2008_10, Department of Economics, University of Glasgow.
[Downloadable!]
Samarjit Das & Kaushik Bhattacharya, 2004.
"Price Convergence across Regions in India ,"
Bonn Econ Discussion Papers
bgse1_2005, University of Bonn, Germany.
[Downloadable!]
Other versions: Mauro Costantini & Claudio Lupi, 2005.
"Stochastic convergence among European economies ,"
Economics Bulletin ,
Economics Bulletin, vol. 3(38), pages 1-17.
[Downloadable!]
Joakim Westerlund, 2008.
"Panel cointegration tests of the Fisher effect ,"
Journal of Applied Econometrics ,
John Wiley & Sons, Ltd., vol. 23(2), pages 193-233.
[Downloadable!]
Palm, Franz C. & Smeekes, Stephan & Urbain, Jean-Pierre, 2008.
"Cross-Sectional Dependence Robust Block Bootstrap Panel Unit Root Tests ,"
Research Memoranda
048, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization.
[Downloadable!]
Clifford Attfield, 2004.
"Stochastic Trends, Demographics and Demand Systems ,"
Bristol Economics Discussion Papers
04/563, Department of Economics, University of Bristol, UK.
[Downloadable!]
Jushan Bai & Serena Ng, 2001.
"A New Look at Panel Testing of Stationarity and the PPP Hypothesis ,"
Boston College Working Papers in Economics
518, Boston College Department of Economics.
[Downloadable!] Other versions: Cited by:
Jushan Bai; Josep LluÃs Carrion-i-Silvestre, 2004.
"Structural changes, common stochastic trends and unit roots in panel data ,"
Econometric Society 2004 North American Summer Meetings
345, Econometric Society.
[Downloadable!]
Other versions: Reichlin, Lucrezia, 2002.
"Factor Models in Large Cross-Sections of Time Series ,"
CEPR Discussion Papers
3285, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Jorge Selaive C. & Valentín Délano T., 2006.
"Sovereign Spreads: A Factorial Approach ,"
Journal Economía Chilena (The Chilean Economy) ,
Central Bank of Chile, vol. 9(1), pages 49-67, April.
[Downloadable!]
Jönsson, Kristian, 2004.
"Testing for Stationarity in Panel Data Models when Disturbances are Cross-Sectionally Correlated ,"
Working Papers
2004:17, Lund University, Department of Economics, revised 26 Nov 2004.
[Downloadable!]
Jerry Coakley & Ana-Maria Fuertes & Ron Smith, 2002.
"A Principal Components Approach to Cross-Section Dependence in Panels ,"
10th International Conference on Panel Data, Berlin, July 5-6, 2002
B5-3, International Conferences on Panel Data.
[Downloadable!]
Simón Sosvilla-Rivero & Emma García, .
"Purchasing Power Parity Revisited ,"
Working Papers
2003-20, FEDEA.
[Downloadable!]
Jushan Bai & Serena Ng, 2000.
"Determining the Number of Factors in Approximate Factor Models ,"
Boston College Working Papers in Economics
440, Boston College Department of Economics.
[Downloadable!] Other versions: Published as: Cited by:
Dong Fu, 2007.
"National, regional and metro-specific factors of the U.S. housing market ,"
Working Papers
0707, Federal Reserve Bank of Dallas.
[Downloadable!]
John Galbraith & Douglas James Hodgson, 2009.
"Dimension Reduction and Model Averaging for Estimation of Artists’ Age-Valuation Profiles ,"
CIRANO Working Papers
2009s-41, CIRANO.
[Downloadable!]
Anindya Banerjee & Massimiliano Marcellino, 2008.
"Factor-augmented Error Correction Models ,"
Working Papers
335, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
[Downloadable!]
Other versions: Seung Ahn & Young Lee & Peter Schmidt, 2007.
"Stochastic frontier models with multiple time-varying individual effects ,"
Journal of Productivity Analysis ,
Springer, vol. 27(1), pages 1-12, February.
[Downloadable!] (restricted)
Peter Hansen, 2002.
"Generalized Reduced Rank Regression ,"
Working Papers
2002-02, Brown University, Department of Economics.
[Downloadable!]
Gabriel Moser & Fabio Rumler & Johann Scharler, 2004.
"Forecasting Austrian Inflation ,"
Working Papers
91, Oesterreichische Nationalbank (Austrian Central Bank).
[Downloadable!]
Other versions: Andrew T. Foerster & Pierre-Daniel G. Sarte & Mark W. Watson, 2008.
"Sectoral vs. aggregate shocks : a structural factor analysis of industrial production ,"
Working Paper
08-07, Federal Reserve Bank of Richmond.
[Downloadable!]
Other versions: Peter C.B. Phillips & Donggyu Sul, 2007.
"Transition Modeling and Econometric Convergence Tests ,"
Cowles Foundation Discussion Papers
1595, Cowles Foundation, Yale University.
[Downloadable!]
Other versions: Lucia Alessi & Matteo Barigozzi & Marco Capasso, 2008.
"A robust criterion for determining the number of static factors in approximate factor models ,"
Working Paper Series
903, European Central Bank.
[Downloadable!]
Other versions: Mario Forni & Marc Hallin & Marco Lippi & Lucrezia Reichlin, 2003.
"The Generalized Dynamic Factor Model. One-Sided Estimation and Forecasting ,"
LEM Papers Series
2003/13, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
[Downloadable!]
Other versions:Forni M. & Hallin M., 2003.
"The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting ,"
Computing in Economics and Finance 2003
143, Society for Computational Economics.
Forni, Mario & Hallin, Marc & Lippi, Marco & Reichlin, Lucrezia, 2005.
"The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting ,"
Journal of the American Statistical Association ,
American Statistical Association, vol. 100, pages 830-840, September.
[Downloadable!] (restricted)
Forni, Mario & Hallin, Marc & Lippi, Marco & Reichlin, Lucrezia, 2002.
"The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting ,"
CEPR Discussion Papers
3432, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Domenico Giannone & Lucrezia Reichlin & Luca Sala, 2005.
"Monetary Policy in Real Time ,"
Working Papers
284, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
[Downloadable!]
Other versions:Giannone, Domenico & Reichlin, Lucrezia & Sala, Luca, 2005.
"Monetary Policy in Real Time ,"
CEPR Discussion Papers
4981, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Domenico Giannone & Lucrezia Reichlin & Luca Sala, 2005.
"Monetary Policy in Real Time ,"
NBER Chapters ,
in: NBER Macroeconomics Annual 2004, Volume 19, pages 161-224
National Bureau of Economic Research, Inc.
[Downloadable!]
Yin-Wong Cheung & Matthew S. Yiu & Kenneth K. Chow, 2009.
"A Factor Analysis of Trade Integration: The Case of Asian and Oceanic Economies ,"
Working Papers
132009, Hong Kong Institute for Monetary Research.
[Downloadable!]
Harb, Nasri, 2008.
"Oil Exports, Non Oil GDP and Investment in the GCC Countries ,"
MPRA Paper
15576, University Library of Munich, Germany.
[Downloadable!]
Audrone Jakaitiene & Stéphane Dées, 2009.
"Forecasting the World Economy in the Short-Term ,"
Working Paper Series
1059, European Central Bank.
[Downloadable!]
Gianluca Lagana, 2004.
"Measuring monetary policy in the UK: a factor augmented vector autoregressive approach ,"
Money Macro and Finance (MMF) Research Group Conference 2004
64, Money Macro and Finance Research Group.
[Downloadable!]
Vladimir Kuzin & Massimiliano Marcellino & Christian Schumacher, 2009.
"Pooling versus Model Selection for Nowcasting with Many Predictors: An Application to German GDP ,"
Economics Working Papers
ECO2009/13, European University Institute.
[Downloadable!]
Other versions:Kuzin, Vladimir & Marcellino, Massimiliano & Schumacher, Christian, 2009.
"Pooling versus model selection for nowcasting with many predictors: An application to German GDP ,"
CEPR Discussion Papers
7197, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Kuzin, Vladimir & Marcellino, Massimiliano & Schumacher, Christian, 2009.
"Pooling versus model selection for nowcasting with many predictors: an application to German GDP ,"
Discussion Paper Series 1: Economic Studies
2009,03, Deutsche Bundesbank, Research Centre.
[Downloadable!]
Sandra Eickmeier & Katharina Moll, 2009.
"The global dimension of inflation - evidence from factor-augmented Phillips curves ,"
Working Paper Series
1011, European Central Bank.
[Downloadable!]
Wagner, Martin, 2005.
"On PPP, Unit Roots and Panels ,"
Economics Series
176, Institute for Advanced Studies.
[Downloadable!]
Other versions: Amélie Charles & Olivier Darné & Jean-François Hoarau, 2009.
"Does the real GDP per capita convergence hold in the Common Market for Eastern and Southern Africa? ,"
Working Papers
hal-00422522_v1, HAL.
[Downloadable!]
Sean Holly & Ivan Petrella, 2008.
" Factor demand linkages and the business cycle: interpreting aggregate fluctuations as sectoral fluctuations ,"
CDMA Conference Paper Series
0809, Centre for Dynamic Macroeconomic Analysis.
[Downloadable!]
Other versions: Alonso Gomez & John M Maheu & Alex Maynard, 2008.
"Improving Forecasts of Inflation using the Term Structure of Interest Rates ,"
Working Papers
tecipa-319, University of Toronto, Department of Economics.
[Downloadable!]
Lasse Bork & Hans Dewachter & Romain Houssa, 2009.
"Identification of Macroeconomic Factors in Large Panels ,"
CREATES Research Papers
2009-43, School of Economics and Management, University of Aarhus.
[Downloadable!]
Christian Schulz, 2008.
"Forecasting economic activity for Estonia : The application of dynamic principal component analyses ,"
Bank of Estonia Working Papers
2008-02, Bank of Estonia, revised 30 Oct 2008.
[Downloadable!]
Claus Brand & Daniel Buncic & Jarkko Turunen, 2008.
"The Impact of ECB Monetary Policy Decisions and Communication on the Yield Curve ,"
Discussion Papers
2008-11, School of Economics, The University of New South Wales.
[Downloadable!]
Other versions: 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: Kapetanios, G. & Pesaran, M.H. & Yamagata, T., 2006.
"Panels with Nonstationary Multifactor Error Structures ,"
Cambridge Working Papers in Economics
0651, Faculty of Economics, University of Cambridge.
[Downloadable!]
Other versions:George Kapetanios & M. Hashem Pesaran & Takashi Yamagata, 2006.
"Panels with Nonstationary Multifactor Error Structures ,"
IZA Discussion Papers
2243, Institute for the Study of Labor (IZA).
[Downloadable!]
George Kapetanios & M. Hashem Pesaran & Takashi Yamagata, 2006.
"Panels with Nonstationary Multifactor Error Structures ,"
Working Papers
569, Queen Mary, University of London, Department of Economics.
[Downloadable!]
George Kapetanios & M. Hashem Pesaran & Takashi Yamagata, 2006.
"Panels with Nonstationary Multifactor Error Structures ,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo Group Munich.
[Downloadable!]
Andrea Cipollini & Giuseppe Missaglia, 2008.
"Measuring bank capital requirements through Dynamic Factor analysis ,"
Center for Economic Research (RECent)
010, University of Modena and Reggio E., Dept. of Economics.
[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: Eickmeier, Sandra, 2005.
"Common stationary and non-stationary factors in the euro area analyzed in a large-scale factor model ,"
Discussion Paper Series 1: Economic Studies
2005,02, Deutsche Bundesbank, Research Centre.
[Downloadable!]
Lima, Luiz Renato Regis de Oliveira & Issler, João Victor, 2008.
"A Panel Data Approach to Economic Forecasting: The Bias-Corrected Average Forecast ,"
Economics Working Papers (Ensaios Economicos da EPGE)
668, Graduate School of Economics, Getulio Vargas Foundation (Brazil).
[Downloadable!]
Other versions:Issler, João Victor & Lima, Luiz Renato Regis de Oliveira, 2007.
"A Panel Data Approach to Economic Forecasting: The Bias-Corrected Average Forecast ,"
Economics Working Papers (Ensaios Economicos da EPGE)
642, Graduate School of Economics, Getulio Vargas Foundation (Brazil).
[Downloadable!]
Issler, João Victor & Lima, Luiz Renato, 2009.
"A panel data approach to economic forecasting: The bias-corrected average forecast ,"
Journal of Econometrics ,
Elsevier, vol. 152(2), pages 153-164, October.
[Downloadable!] (restricted)
Lima, Luiz Renato Regis de Oliveira & Issler, João Victor, 2007.
"A Panel Data Approach to Economic Forecasting: The Bias-Corrected Average Forecast ,"
Economics Working Papers (Ensaios Economicos da EPGE)
650, Graduate School of Economics, Getulio Vargas Foundation (Brazil).
[Downloadable!]
Fabio C. Bagliano & Claudio Morana, 2006.
"A New Approach to Factor Vector Autoregressive Estimation with an Application to Large-Scale Macroeconometric Modelling ,"
Carlo Alberto Notebooks
28, Collegio Carlo Alberto.
[Downloadable!]
Sean Holly & M. Hashem Pesaran & Takashi Yamagata, 2006.
"A Spatio-Temporal Model of House Prices in the US ,"
IZA Discussion Papers
2338, Institute for the Study of Labor (IZA).
[Downloadable!]
Other versions: Francesco Corielli & Massimiliano Marcellino, .
"Factor Based Index Trading ,"
Working Papers
209, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
[Downloadable!]
Other versions:Corielli, Francesco & Marcellino, Massimiliano, 2006.
"Factor based index tracking ,"
Journal of Banking & Finance ,
Elsevier, vol. 30(8), pages 2215-2233, August.
[Downloadable!] (restricted)
Corielli, Francesco & Marcellino, Massimiliano, 2002.
"Factor Based Index Tracking ,"
CEPR Discussion Papers
3265, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Rangan Gupta & Alain Kabundi, 2008.
"A Dynamic Factor Model for Forecasting Macroeconomic Variables in South Africa ,"
Working Papers
200815, University of Pretoria, Department of Economics.
[Downloadable!]
Gengenbach,Christian & Palm,Franz & Urbain,Jean-Pierre, 2004.
"Panel Unit Root Tests in the Presence of Cross-Sectional Dependencies: Comparison and Implications for Modelling ,"
Research Memoranda
040, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization.
[Downloadable!]
Anindya Banerjee & Massimiliano Marcellino & Igor Masten, 2009.
"Forecasting with Factor-Augmented Error Correction Models ,"
Discussion Papers
09-06, Department of Economics, University of Birmingham.
[Downloadable!]
Other versions: Claudio Morana, 2008.
"International stock markets comovements: the role of economic and financial integration ,"
Empirical Economics ,
Springer, vol. 35(2), pages 333-359, September.
[Downloadable!] (restricted)
Marcus Kappler, 2009.
"Do hours worked contain a unit root? Evidence from panel data ,"
Empirical Economics ,
Springer, vol. 36(3), pages 531-555, June.
[Downloadable!] (restricted)
Caporale, Guglielmo Maria & Cerrato, Mario, 2004.
"Panel Data Tests of PPP. A Critical Overview ,"
Economics Series
159, Institute for Advanced Studies.
[Downloadable!]
Other versions:Guglielmo Maria Caporale & Mario Cerrato, 2004.
"Panel Data Tests Of Ppp: A Critical Overview ,"
Public Policy Discussion Papers
04-18, Economics and Finance Section, School of Social Sciences, Brunel University.
[Downloadable!]
Guglielmo Maria Caporale & Mario Cerrato, 2004.
"Panel Data Tests Of Ppp: A Critical Overview ,"
Economics and Finance Discussion Papers
04-18, Economics and Finance Section, School of Social Sciences, Brunel University.
[Downloadable!]
Guglielmo Maria Caporale & Mario Cerrato, 2006.
"Panel data tests of PPP: a critical overview ,"
Applied Financial Economics ,
Taylor and Francis Journals, vol. 16(1-2), pages 73-91, January.
[Downloadable!] (restricted)
Chris Heaton & Victor Solo, 2003.
"Asymptotic Principal Components Estimation Of Large Factor Models ,"
Research Papers
0303, Macquarie University, Department of Economics.
[Downloadable!]
Other versions: Gengenbach, Christian & Urbain, Jean-Pierre & Westerlund, Joakim, 2008.
"Panel Error Correction Testing with Global Stochastic Trends ,"
Research Memoranda
051, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization.
[Downloadable!]
Sandra Eickmeier & Tim Ng, 2009.
"Forecasting national activity using lots of international predictors: an application to New Zealand ,"
Reserve Bank of New Zealand Discussion Paper Series
DP2009/04, Reserve Bank of New Zealand.
[Downloadable!]
Other versions: Huiyu Huang & Tae-Hwy Lee, 2006.
"To Combine Forecasts or to Combine Information? ,"
Working Papers
200806, University of California at Riverside, Department of Economics, revised Feb 2009.
[Downloadable!]
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; Josep LluÃs Carrion-i-Silvestre, 2004.
"Structural changes, common stochastic trends and unit roots in panel data ,"
Econometric Society 2004 North American Summer Meetings
345, Econometric Society.
[Downloadable!]
Other versions: 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!]
James H. Stock & Mark W. Watson, 2005.
"Implications of Dynamic Factor Models for VAR Analysis ,"
NBER Working Papers
11467, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Hjalmarsson, Erik, 2005.
"On the Predictability of Global Stock Returns ,"
Working Papers in Economics
161, Göteborg University, Department of Economics.
[Downloadable!]
Mototsugu Shintani, 2003.
"Nonlinear Analysis of Business Cycles Using Diffusion Indexes: Applications to Japan and the U.S ,"
Levine's Bibliography
506439000000000168, UCLA Department of Economics.
[Downloadable!]
Artis, Michael J & Banerjee, Anindya & Marcellino, Massimiliano, 2002.
"Factor Forecasts for the UK ,"
CEPR Discussion Papers
3119, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions: Christian Dreger & Eric Girardin, 2007.
"Does the Nominal Exchange Rate Regime Affect the Long Run Properties of Real Exchange Rates? ,"
Discussion Papers of DIW Berlin
746, DIW Berlin, German Institute for Economic Research.
[Downloadable!]
M. Hashem Pesaran, 2003.
"Estimation and Inference in Large Heterogenous Panels with Cross Section Dependence ,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo Group Munich.
[Downloadable!]
Other versions: Marcellino, Massimiliano & Schumacher, Christian, 2008.
"Factor-MIDAS for now- and forecasting with ragged-edge data: A model comparison for German GDP ,"
CEPR Discussion Papers
6708, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions:Massimiliano Marcellino & Christian Schumacher, 2008.
"Factor-MIDAS for Now- and Forecasting with Ragged-Edge Data: A Model Comparison for German GDP1 ,"
Working Papers
333, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
[Downloadable!]
Marcellino, Massimiliano & Schumacher, Christian, 2007.
"Factor-MIDAS for now- and forecasting with ragged-edge data: a model comparison for German GDP ,"
Discussion Paper Series 1: Economic Studies
2007,34, Deutsche Bundesbank, Research Centre.
[Downloadable!]
Massimiliano Marcellino & Christian Schumacher, 2008.
"Factor-MIDAS for Now- and Forecasting with Ragged-Edge Data: A Model Comparison for German GDP ,"
Economics Working Papers
ECO2008/16, European University Institute.
[Downloadable!]
Cristina Brasili & Luciano Gutierrez, 2004.
"Regional convergence across European Union ,"
Development and Comp Systems
0402002, EconWPA.
[Downloadable!]
Giannone, Domenico & Reichlin, Lucrezia & Sala, Luca, 2002.
"Tracking Greenspan: Systematic and Unsystematic Monetary Policy Revisited ,"
CEPR Discussion Papers
3550, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Fabio C. Bagliano & Claudio Morana, 2006.
"International Macroeconomic Dynamics: a Factor Vector Autoregressive Approach ,"
ICER Working Papers
41-2006, ICER - International Centre for Economic Research.
[Downloadable!]
Other versions:Bagliano, Fabio C. & Morana, Claudio, 2009.
"International macroeconomic dynamics: A factor vector autoregressive approach ,"
Economic Modelling ,
Elsevier, vol. 26(2), pages 432-444, March.
[Downloadable!] (restricted)
Fabio C. Bagliano & Claudio Morana, 2006.
"International Macroeconomic Dynamics: A Factor Vector Autoregressive Approach ,"
Carlo Alberto Notebooks
32, Collegio Carlo Alberto.
[Downloadable!]
Luciano Gutierrez, 2003.
"Panel Unit Roots Tests for Cross-Sectionally Correlated Panels: A Monte Carlo Comparison ,"
Econometrics
0310004, EconWPA.
[Downloadable!]
Other versions: Siem Jan Koopman & André Lucas & Bernd Schwaab, 2008.
"Forecasting Cross-Sections of Frailty-Correlated Default ,"
Tinbergen Institute Discussion Papers
08-029/4, Tinbergen Institute.
[Downloadable!]
Matheson, Troy D, 2006.
"Factor Model Forecasts for New Zealand ,"
MPRA Paper
807, University Library of Munich, Germany.
[Downloadable!]
Other versions: Sonali Das & Rangan Gupta & Alain Kabundi, 2008.
"Could We Have Predicted The Recent Downturn In The South African Housing Market? ,"
Working Papers
200831, University of Pretoria, Department of Economics.
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!]
Jan J. J. Groen & George Kapetanios, 2009.
"Model selection criteria for factor-augmented regressions ,"
Staff Reports
363, Federal Reserve Bank of New York.
[Downloadable!]
Bork, Lasse, 2009.
"Estimating US Monetary Policy Shocks Using a Factor-Augmented Vector Autoregression: An EM Algorithm Approach ,"
Finance Research Group Working Papers
F-2009-03, University of Aarhus, Aarhus School of Business, Department of Business Studies.
[Downloadable!]
Mario Forni & Domenico Giannone & Marco Lippi & Lucrezia Reichlin, 2007.
"Opening the black box - structural factor models with large gross-sections ,"
Working Paper Series
712, European Central Bank.
[Downloadable!]
Other versions:Mario Forni & Domenico Giannone & Marco Lippi & Lucrezia Reichlin, 2007.
"Opening the Black Box: Structural Factor Models with Large Cross-Sections ,"
Center for Economic Research (RECent)
008, University of Modena and Reggio E., Dept. of Economics.
[Downloadable!]
Mario Forni & Domenico Giannone & Marco Lippi & Lucrezia Reichlin, 2008.
"Opening the Black Box: Structural Factor Models with Large Cross-Sections ,"
ECARES Working Papers
2008_036, Université Libre de Bruxelles, Ecares.
[Downloadable!]
Forni, Mario & Giannone, Domenico & Lippi, Marco & Reichlin, Lucrezia, 2009.
"Opening The Black Box: Structural Factor Models With Large Cross Sections ,"
Econometric Theory ,
Cambridge University Press, vol. 25(05), pages 1319-1347, October.
[Downloadable!]
Kapetanios, George & Marcellino, Massimiliano, 2006.
"A Parametric Estimation Method for Dynamic Factor Models of Large Dimensions ,"
CEPR Discussion Papers
5620, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions: Ben S. Bernanke & Jean Boivin, 2001.
"Monetary Policy in a Data-Rich Environment ,"
NBER Working Papers
8379, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: Y. Malevergne & D. Sornette, 2006.
"Self-Consistent Asset Pricing Models ,"
Quantitative Finance Papers
physics/0608284, arXiv.org.
[Downloadable!]
Kelly, Logan J, 2008.
"The Currency Equivalent Index and the Current Stock of Money ,"
MPRA Paper
7176, University Library of Munich, Germany.
[Downloadable!]
Consolo, Agostino & Favero, Carlo A & Paccagnini, Alessia, 2009.
"On the Statistical Identification of DSGE Models ,"
CEPR Discussion Papers
7176, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions:Agostino Consolo & Carlo A. Favero & Alessia Paccagnini, 2007.
"On the Statistical Identification of DSGE Models ,"
Working Papers
324, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
[Downloadable!]
Consolo, Agostino & Favero, Carlo A. & Paccagnini, Alessia, 2009.
"On the statistical identification of DSGE models ,"
Journal of Econometrics ,
Elsevier, vol. 150(1), pages 99-115, May.
[Downloadable!] (restricted)
Hwee Kwan Chow & Keen Meng Choy, 2009.
"Analyzing and Forecasting Business Cycles in a Small Open Economy: A Dynamic Factor Model for Singapore ,"
Working Papers
05-2009, Singapore Management University, School of Economics.
[Downloadable!]
Ard den Reijer, 2007.
"Identifying Regional and Sectoral Dynamics of the Dutch Staffing Labour Cycle ,"
DNB Working Papers
153, Netherlands Central Bank, Research Department.
[Downloadable!]
Filippo Altissimo & Riccardo Cristadoro & Mario Forni & Marco Lippi & Giovanni Veronese, 2007.
"New Eurocoin: Tracking Economic Growth in Real Time ,"
Temi di discussione (Economic working papers)
631, Bank of Italy, Economic Research Department.
[Downloadable!]
Other versions:Mario Forni & Filippo Altissimo & Riccardo Cristadoro & Marco Lippi & Giovanni Veronese., 2008.
"New Eurocoin: Tracking Economic Growth in Real Time ,"
Center for Economic Research (RECent)
020, University of Modena and Reggio E., Dept. of Economics.
[Downloadable!]
Altissimo, Filippo & Cristadoro, Riccardo & Forni, Mario & Lippi, Marco & Veronese, Giovanni, 2006.
"New EuroCOIN: Tracking Economic Growth in Real Time ,"
CEPR Discussion Papers
5633, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Reichlin, Lucrezia, 2002.
"Factor Models in Large Cross-Sections of Time Series ,"
CEPR Discussion Papers
3285, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
M. Hashem Pesaran, 2004.
"Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure ,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo Group Munich.
[Downloadable!]
Other versions: Eliana González & Luis F. Melo & Viviana Monroy & Brayan Rojas, 2009.
"A Dynamic Factor Model For The Colombian Inflation ,"
BORRADORES DE ECONOMIA
005273, BANCO DE LA REPÚBLICA.
[Downloadable!]
Other versions: Sean Holly & Mehdi Raissi, 2009.
"The Macroeconomic Effects of European Financial Development: A Heterogenous Panel Analysis ,"
Working Paper / FINESS
1.4, DIW Berlin, German Institute for Economic Research.
[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!]
Josep Lluís Carrion-i-Silvestre & Vicente German-Soto, 2008.
"Panel Data Stochastic Convergence Analysis of the Mexican Regions ,"
IREA Working Papers
200805, University of Barcelona, Research Institute of Applied Economics, revised Apr 2008.
[Downloadable!]
Other versions: Andrew Grodner & Thomas J. Kniesner, 2007.
"Labor Supply with Social Interactions: Econometric Estimates and Their Tax Policy Implications ,"
IZA Discussion Papers
3034, Institute for the Study of Labor (IZA).
[Downloadable!]
Other versions: Lasse Bork, 2009.
"Estimating US Monetary Policy Shocks Using a Factor-Augmented Vector Autoregression: An EM Algorithm Approach ,"
CREATES Research Papers
2009-11, School of Economics and Management, University of Aarhus.
[Downloadable!]
Doz, Catherine & Giannone, Domenico & Reichlin, Lucrezia, 2006.
"A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models ,"
CEPR Discussion Papers
5724, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions: T. Berger & F. Heylen, 2009.
"Differences in hours worked in the OECD: institutions or fiscal policies? ,"
Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium
09/601, Ghent University, Faculty of Economics and Business Administration.
[Downloadable!]
Necati Tekatli, 2007.
"Generalized Factor Models: A Bayesian Approach ,"
UFAE and IAE Working Papers
730.08, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
[Downloadable!]
Moon, H.R. & Perron, B., 2002.
"Testing for a Unit Root in Panels with Dynamic Factors ,"
Cahiers de recherche
18-2002, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
[Downloadable!]
Other versions:Moon, H.R.Hyungsik Roger & Perron, Benoit, 2004.
"Testing for a unit root in panels with dynamic factors ,"
Journal of Econometrics ,
Elsevier, vol. 122(1), pages 81-126, September.
[Downloadable!] (restricted)
MOON, Hyungsik Roger & PERRON, Benoit., 2002.
"Testing for a Unit Root in Panels with Dynamic Factors ,"
Cahiers de recherche
2002-18, Universite de Montreal, Departement de sciences economiques.
[Downloadable!]
Jens Carsten Jackwerth & James E. Hodder & Olga Kolokolova, 2008.
"Recovering Delisting Returns of Hedge Funds ,"
CoFE Discussion Paper
08-09, Center of Finance and Econometrics, University of Konstanz.
[Downloadable!]
Other versions: Tapas K. Mishra, 2006.
"A Further Look into the Demography-based GDP Forecasting Method ,"
Working Papers of BETA
2006-17, Bureau d'Economie Théorique et Appliquée, ULP, Strasbourg.
[Downloadable!]
Hein Roelfsema & Martijn Boermans & Yi Zhang, 2009.
"Regional determinants of FDI in China: A new approach with recent data ,"
Working Papers
09-23, Utrecht School of Economics.
[Downloadable!]
Christian Gillitzer & Jonathan Kearns & Anthony Richards, 2005.
"The Australian Business Cycle: A Coincident Indicator Approach ,"
RBA Annual Conference Volume ,
in: Christopher Kent & David Norman (ed.), The Changing Nature of the Business Cycle
Reserve Bank of Australia.
[Downloadable!]
Other versions: Jorge Selaive C. & Valentín Délano T., 2006.
"Sovereign Spreads: A Factorial Approach ,"
Journal Economía Chilena (The Chilean Economy) ,
Central Bank of Chile, vol. 9(1), pages 49-67, April.
[Downloadable!]
Christian Dreger, 2008.
"Does the Nominal Exchange Rate Regime Affect the Real Interest Parity Condition? ,"
Working Paper / FINESS
1.1c, DIW Berlin, German Institute for Economic Research.
[Downloadable!]
Other versions: Cheng Hsiao, 2007.
"Panel data analysis—advantages and challenges ,"
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research ,
Springer, vol. 16(1), pages 1-22, May.
[Downloadable!] (restricted)
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!]
Massimiliano Marcellino & George Kapetanios, 2006.
"The Role of Search Frictions and Bargaining for Inflation Dynamics ,"
Working Papers
305, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
[Downloadable!]
Schumacher, Christian, 2009.
"Factor forecasting using international targeted predictors: the case of German GDP ,"
Discussion Paper Series 1: Economic Studies
2009,10, Deutsche Bundesbank, Research Centre.
[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!]
Somchai Amornthum & Carl Bonham, 2008.
"Financial Integration in the Pacific Basin Region: RIP by PANIC Attack? ,"
Working Papers
200802, University of Hawaii at Manoa, Department of Economics.
[Downloadable!]
Nii Ayi Armah & Norman R. Swanson, 2008.
"Seeing inside the black box: Using diffusion index methodology to construct factor proxies in large scale macroeconomic time series environments ,"
Working Papers
08-25, Federal Reserve Bank of Philadelphia.
[Downloadable!]
Beyer, Andreas & Farmer, Roger E A & Henry, Jérôme & Marcellino, Massimiliano, 2005.
"Factor Analysis in a New-Keynesian Model ,"
CEPR Discussion Papers
5266, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions: Chris Heaton & Victor Solo, 2006.
"Estimation of Approximate Factor Models: Is it Important to have a Large Number of Variables? ,"
Research Papers
0605, Macquarie University, Department of Economics.
[Downloadable!]
Jean-Philippe Bouchaud & Laurent Laloux & M. Augusta Miceli & Marc Potters, 2005.
"Large dimension forecasting models and random singular value spectra ,"
Science & Finance (CFM) working paper archive
500066, Science & Finance, Capital Fund Management.
[Downloadable!]
Other versions: Nelson C. Mark & Donggyu Sul, 2002.
"Cointegration Vector Estimation by Panel DOLS and Long-Run Money Demand ,"
NBER Technical Working Papers
0287, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: Kelly, Logan, 2007.
"Measuring the Economic Stock of Money ,"
MPRA Paper
4914, University Library of Munich, Germany.
[Downloadable!]
Günter W. Beck & Kirstin Hubrich & Massimiliano Marcellino, 2006.
"Regional inflation dynamics within and across euro area countries and a comparison with the US ,"
Working Paper Series
681, European Central Bank.
[Downloadable!]
Emil Stavrev, 2009.
"Forces Driving Inflation in the New EU10 Members ,"
IMF Working Papers
09/51, International Monetary Fund.
[Downloadable!]
Joseph P. Byrne & Jun Nagayasu, 2008.
"Common and idiosyncratic factors of the exchange risk premium in emerging European markets ,"
Working Papers
2008_28, Department of Economics, University of Glasgow.
[Downloadable!]
Vulpes, Giuseppe & Brasili, Andrea, 2006.
"Banking integration and co-movements in EU banks’ fragility ,"
MPRA Paper
1964, University Library of Munich, Germany.
[Downloadable!]
Andrea Brasili & Giuseppe Vulpes, 2004.
"Co-movements in EU banks’ fragility: a dynamic factor model approach ,"
Finance
0411011, EconWPA, revised 02 Nov 2005.
García Solanes, José & Torrejón-Flores, Fernando, 2009.
"The Balassa-Samuelson Hypothesis in Developed Countries and Emerging Market Economies: Different Outcomes Explained ,"
Economics - The Open-Access, Open-Assessment E-Journal ,
Kiel Institute for the World Economy, vol. 3(2), pages 1-24.
[Downloadable!]
Other versions: Jushan Bai & Serena Ng, 2001.
"A PANIC Attack on Unit Roots and Cointegration ,"
Boston College Working Papers in Economics
519, Boston College Department of Economics.
[Downloadable!]
Other versions:Jushan Bai & Serena Ng, 2001.
"A Panic Attack on Unit Roots and Cointegration ,"
Economics Working Paper Archive
469, The Johns Hopkins University,Department of Economics.
Jushan Bai & Serena Ng, 2004.
"A PANIC Attack on Unit Roots and Cointegration ,"
Econometrica ,
Econometric Society, vol. 72(4), pages 1127-1177, 07.
[Downloadable!] (restricted)
Samarjit Das & Kaushik Bhattacharya, 2008.
"Price convergence across regions in India ,"
Empirical Economics ,
Springer, vol. 34(2), pages 299-313, March.
[Downloadable!] (restricted)
Other versions: Joseph P. Byrne & Giorgio Fazio & Norbert Fiess, 2008.
"The Global Side of the Investments-Savings Puzzle ,"
Working Papers
2008_14, Department of Economics, University of Glasgow.
[Downloadable!]
Other versions: Etienne B. Yehoue & Gilles J. Dufrénot, 2005.
"Real Exchange Rate Misalignment: A Panel Co-Integration and Common Factor Analysis ,"
IMF Working Papers
05/164, International Monetary Fund.
[Downloadable!]
Troy Matheson, 2007.
"An analysis of the informational content of New Zealand data releases: the importance of business opinion surveys ,"
Reserve Bank of New Zealand Discussion Paper Series
DP2007/13, Reserve Bank of New Zealand.
[Downloadable!]
Hwee Kwan Chow & Keen Meng Choy, 2008.
"Forecasting Business Cycles in a Small Open Economy: A Dynamic Factor Model for Singapore ,"
Economic Growth centre Working Paper Series
0802, Nanyang Technolgical University, School of Humanities and Social Sciences, Economic Growth centre.
[Downloadable!]
Eickmeier, Sandra, 2006.
"Comovements and heterogeneity in the Comovements and heterogeneity in the dynamic factor model ,"
Discussion Paper Series 1: Economic Studies
2006,31, Deutsche Bundesbank, Research Centre.
[Downloadable!]
Anindya Banerjee & Josep Lluís Carrion-i-Silvestre, 2006.
"Cointegration in Panel Data with Breaks and Cross-Section Dependence ,"
Economics Working Papers
ECO2006/5, European University Institute.
[Downloadable!]
Cerqueti, Roy & Costantini, Mauro & Gutierrez, Luciano, 2008.
"Change in persistence tests for panels: An update and some new results ,"
Economics & Statistics Discussion Papers
esdp08043, University of Molise, Dept. SEGeS.
[Downloadable!]
Kapetanios, George & Marcellino, Massimiliano, 2006.
"Impulse Response Functions from Structural Dynamic Factor Models: A Monte Carlo Evaluation ,"
CEPR Discussion Papers
5621, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions: Julián Ramajo Hernández(1) & Montserrat Ferré Carracedo(2), .
"Testing For Long-Run Purchasing Power Parity In The Post Bretton Woods Era: Evidence From Old And New Tests ,"
Working Papers
24-05 Classification-JEL , Instituto de Estudios Fiscales.
[Downloadable!]
Gutierrez, Luciano & Erickson, Kenneth & Westerlund, Joakim, 2005.
"The Present Value Model, Farmland Prices and Structural Breaks ,"
2005 International Congress, August 23-27, 2005, Copenhagen, Denmark
24702, European Association of Agricultural Economists.
[Downloadable!]
Hui Guo & Robert Savickas, 2006.
"Aggregate idiosyncratic volatility in G7 countries ,"
Working Papers
2004-027, Federal Reserve Bank of St. Louis.
[Downloadable!]
Yuriy Gorodnichenko, 2005.
"Reduced-Rank Identification of Structural Shocks in VARs ,"
Macroeconomics
0512011, EconWPA.
[Downloadable!]
Domenico Giannone & Michele Lenza, 2009.
"The Feldstein-Horioka fact ,"
NBER Working Papers
15519, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions:Domenico Giannone & Michele Lenza, 2009.
"The Feldstein-Horioka Fact ,"
ECARES Working Papers
2009_022, Université Libre de Bruxelles, Ecares.
[Downloadable!]
Domenico Giannone & Michele Lenza, 2008.
"The Feldstein-Horioka fact ,"
Working Paper Series
873, European Central Bank.
[Downloadable!]
Giannone, Domenico & Lenza, Michele, 2004.
"The Feldstein-Horioka Fact ,"
CEPR Discussion Papers
4610, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Gregory Connor & Matthias Hagmann & Oliver Linton, 2007.
"Efficient Estimation of a SemiparametricCharacteristic-Based Factor Model of Security Returns ,"
STICERD - Econometrics Paper Series
/2007/524, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
[Downloadable!]
Other versions: Marie Brière & Florian Ielpo, 2007.
"Yield curve reaction to macroeconomic news in Europe : disentangling the US influence ,"
Working Papers CEB
07-038.RS, Université Libre de Bruxelles, Solvay Brussels School of Economics and Management, Centre Emile Bernheim (CEB).
[Downloadable!]
Eberhardt, Markus & Teal, Francis, 2009.
"Econometrics for Grumblers: A New Look at the Literature on Cross-Country Growth Empirics ,"
MPRA Paper
15813, University Library of Munich, Germany.
[Downloadable!]
Marc Hallin & Roman Liska, 2008.
"Dynamic Factors in the Presence of Block Structure ,"
ECARES Working Papers
2008_012, Université Libre de Bruxelles, Ecares.
[Downloadable!]
Other versions: Elena Angelini & Massimiliano Marcellino, 2007.
"Econometric analyses with backdated data - unified Germany and the euro area ,"
Working Paper Series
752, European Central Bank.
[Downloadable!]
Rangan Gupta & Alain Kabundi, 2008.
"Forecasting Macroeconomic Variables Using Large Datasets: Dynamic Factor Model versus Large-Scale BVARs ,"
Working Papers
200816, University of Pretoria, Department of Economics.
[Downloadable!]
Araújo, Fabio & Issler, João Victor & Fernandes, Marcelo, 2006.
"A Stochastic Discount Factor Approach to Asset Pricing Using Panel Data ,"
Economics Working Papers (Ensaios Economicos da EPGE)
628, Graduate School of Economics, Getulio Vargas Foundation (Brazil).
[Downloadable!]
M. Hashem Pesaran & Andreas Pick & Allan Timmermann, 2009.
"Variable Selection and Inference for Multi-period Forecasting Problems ,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo Group Munich.
[Downloadable!]
Other versions:Pesaran, M.H. & Pick, A. & Timmermann, A., 2009.
"Variable Selection and Inference for Multi-period Forecasting Problems ,"
Cambridge Working Papers in Economics
0901, Faculty of Economics, University of Cambridge.
[Downloadable!]
Pesaran, M Hashem & Pick, Andreas & Timmermann, Allan G, 2009.
"Variable Selection and Inference for Multi-period Forecasting Problems ,"
CEPR Discussion Papers
7139, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Michael D. Bordo & Thomas Helbling, 2003.
"Have National Business Cycles Become More Synchronized? ,"
NBER Working Papers
10130, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Kozluk, Tomasz, 2008.
"Global and Regional Links between Stock Markets - the Case of Russia and China ,"
BOFIT Discussion Papers
4/2008, Bank of Finland, Institute for Economies in Transition.
[Downloadable!]
Donggyu Sul, 2005.
"New Panel Unit Root Tests under Cross Section Dependence for Practitioners ,"
Econometrics
0506010, EconWPA.
[Downloadable!]
M. Ayhan Kose & Christopher Otrok & Charles H. Whiteman, 2003.
"International Business Cycles: World, Region, and Country-Specific Factors ,"
American Economic Review ,
American Economic Association, vol. 93(4), pages 1216-1239, September.
[Downloadable!]
Luciano Gutierrez, 2003.
"Common and idiosyncratic shocks to labor productivity across sectors and countries: Is climate relevant? ,"
Macroeconomics
0311008, EconWPA.
[Downloadable!]
Wei-Choun Yu, 2008.
"Macroeconomic and financial market volatilities: an empirical evidence of factor model ,"
Economics Bulletin ,
Economics Bulletin, vol. 3(33), pages 1-18.
[Downloadable!]
Chihwa Kao & Lorenzo Trapani & Giovanni Urga, 2006.
"The Asymptotics for Panel Models with Common Shocks ,"
Center for Policy Research Working Papers
77, Center for Policy Research, Maxwell School, Syracuse University.
[Downloadable!]
Calista Cheung & Frédérick Demers, 2007.
"Evaluating Forecasts from Factor Models for Canadian GDP Growth and Core Inflation ,"
Working Papers
07-8, Bank of Canada.
[Downloadable!]
Christine De Mol & Domenico Giannone & Lucrezia Reichlin, 2006.
"Forecasting using a large number of predictors - Is Bayesian regression a valid alternative to principal components? ,"
Working Paper Series
700, European Central Bank.
[Downloadable!]
Other versions:De Mol, Christine & Giannone, Domenico & Reichlin, Lucrezia, 2006.
"Forecasting using a large number of predictors: is Bayesian regression a valid alternative to principal components? ,"
Discussion Paper Series 1: Economic Studies
2006,32, Deutsche Bundesbank, Research Centre.
[Downloadable!]
De Mol, Christine & Giannone, Domenico & Reichlin, Lucrezia, 2006.
"Forecasting Using a Large Number of Predictors: Is Bayesian Regression a Valid Alternative to Principal Components? ,"
CEPR Discussion Papers
5829, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Barry Eichengreen & Ashoka Mody & Milan Nedeljkovic & Lucio Sarno, 2009.
"How the Subprime Crisis Went Global: Evidence from Bank Credit Default Swap Spreads ,"
NBER Working Papers
14904, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Christian Schulz, 2007.
"Forecasting economic growth for Estonia : application of common factor methodologies ,"
Bank of Estonia Working Papers
2007-09, Bank of Estonia, revised 04 Sep 2007.
[Downloadable!]
Necati Tekatli, 2007.
"Understanding Sources of the Change in International Business Cycles ,"
UFAE and IAE Working Papers
731.08, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
[Downloadable!]
Alejandro Justiniano, 2004.
"Sources and Propagation Mechanims of Foreign Disturbances in Small Open Economies: A Dynamic Factor Analysis ,"
Econometric Society 2004 Latin American Meetings
148, Econometric Society.
[Downloadable!]
Domenico Giannone & Troy D. Matheson, 2007.
"A New Core Inflation Indicator for New Zealand ,"
International Journal of Central Banking ,
International Journal of Central Banking, vol. 3(4), pages 145-180, December.
[Downloadable!]
Other versions: Kamhon Kan & Chihwa Kao, 2005.
"Simulation-Based Two-Step Estimation with Endogenous Regressors ,"
Center for Policy Research Working Papers
76, Center for Policy Research, Maxwell School, Syracuse University.
[Downloadable!]
Jushan Bai & Serena Ng, 2009.
"Boosting diffusion indices ,"
Journal of Applied Econometrics ,
John Wiley & Sons, Ltd., vol. 24(4), pages 607-629.
[Downloadable!]
Gary Koop & Simon Potter, 2003.
"Forecasting in large macroeconomic panels using Bayesian Model Averaging ,"
Staff Reports
163, Federal Reserve Bank of New York.
[Downloadable!]
Other versions: Hendry, David F & Hubrich, Kirstin, 2006.
"Forecasting Economic Aggregates by Disaggregates ,"
CEPR Discussion Papers
5485, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions: Massimiliano Marcellino & Carlo A. Favero & Francesca Neglia, 2005.
"Principal components at work: the empirical analysis of monetary policy with large data sets ,"
Journal of Applied Econometrics ,
John Wiley & Sons, Ltd., vol. 20(5), pages 603-620.
[Downloadable!]
Other versions: Mototsugu Shintani, 2003.
"Nonlinear Forecasting Analysis Using Diffusion Indexes: An Application to Japan ,"
Working Papers
0322, Department of Economics, Vanderbilt University, revised Apr 2004.
[Downloadable!]
Other versions: Forni, Mario & Gambetti, Luca, 2008.
"The Dynamic Effects of Monetary Policy: A Structural Factor Model Approach ,"
CEPR Discussion Papers
7098, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions: Michael Artis & Christian Dreger & Konstantin Kholodilin, 2009.
"Common and spatial drivers in regional business cycles ,"
Centre for Growth and Business Cycle Research Discussion Paper Series
118, Economics, The Univeristy of Manchester.
[Downloadable!]
Other versions:Michael Artis & Christian Dreger & Konstantin A. Kholodilin, 2009.
"Common and Spatial Drivers in Regional Business Cycles ,"
Discussion Papers of DIW Berlin
859, DIW Berlin, German Institute for Economic Research.
[Downloadable!]
Artis, Michael J & Dreger, Christian & Kholodilin, Konstantin, 2009.
"Common and Spatial Drivers in Regional Business Cycles ,"
CEPR Discussion Papers
7206, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Michael Artis & Christian Dreger & Konstantin Kholodilin, 2009.
"Common and Spatial Drivers in Regional Business Cycles ,"
SERC Discussion Papers
0022, Spatial Economics Research Centre, LSE.
[Downloadable!]
Proietti, Tommaso, 2008.
"Estimation of Common Factors under Cross-Sectional and Temporal Aggregation Constraints: Nowcasting Monthly GDP and its Main Components ,"
MPRA Paper
6860, University Library of Munich, Germany.
[Downloadable!]
De Bandt. O. & Bruneau, C. & Flageollet, B., 2006.
"Assessing Aggregate Comovements in France, Germany and Italy. Using a Non Stationary Factor Model of the Euro Area ,"
Documents de Travail
145, Banque de France.
[Downloadable!]
Claude Lopez, 2005.
"A Panel Unit Root Test with Good Power in Small Samples ,"
University of Cincinnati, Economics Working Papers Series
2005-01, University of Cincinnati, Department of Economics, revised 2007.
[Downloadable!]
Other versions: Christian M. Dahl & Henrik Hansen & John Smidt, 2008.
"The cyclical component factor model ,"
CREATES Research Papers
2008-44, School of Economics and Management, University of Aarhus.
[Downloadable!]
Other versions: Alexei Onatski, 2005.
"Determining the number of factors from empirical distribution of eigenvalues ,"
Discussion Papers
0405-19, Columbia University, Department of Economics.
[Downloadable!]
L. Vanessa Smith & Takashi Yamagata, 2008.
"Firm Level Volatility-Return Analysis using Dynamic Panels ,"
Discussion Papers
08/09, Department of Economics, University of York.
[Downloadable!]
Haluk Erlat, .
"Persistence in Turkish Real Exchange Rates: Panel Approaches ,"
FIW Working Paper series
029, FIW.
[Downloadable!]
Matteo Barigozzi & Marco Capasso, 2007.
"A Multivariate Perspective for Modeling and Forecasting Inflation's Conditional Mean and Variance ,"
LEM Papers Series
2007/21, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
[Downloadable!]
Peter C.B. Phillips & Donggyu Sul, 2003.
"Bias in Dynamic Panel Estimation with Fixed Effects, Incidental Trends and Cross Section Dependence ,"
Cowles Foundation Discussion Papers
1438, Cowles Foundation, Yale University, revised Jun 2004.
[Downloadable!]
Other versions:Phillips, Peter C.B. & Sul, Donggyu, 2007.
"Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence ,"
Journal of Econometrics ,
Elsevier, vol. 137(1), pages 162-188, March.
[Downloadable!] (restricted)
Peter C.B. Phillips & Donggyu Sul, 2004.
"Bias in Dynamic Panel Estimation with Fixed Effects, Incidental Trends and Cross Section Dependence ,"
Yale School of Management Working Papers
ysm428, Yale School of Management.
[Downloadable!]
Simon Gilchrist & Vladimir Yankov & Egon Zakrajsek, 2009.
"Credit Market Shocks and Economic Fluctuations: Evidence from Corporate Bond and Stock Markets ,"
NBER Working Papers
14863, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: Claudio Morana, 2006.
"The End of the Japanese Stagnation: an Assessment of the Policy Solutions ,"
ICER Working Papers
27-2006, ICER - International Centre for Economic Research.
[Downloadable!]
Brasili, Cristina & Fanfani, Roberto & Gutierrez, Luciano, 2007.
"Convergence in the Agricultural Incomes: a Comparison between the US and EU ,"
103rd Seminar, April 23-25, 2007, Barcelona, Spain
9397, European Association of Agricultural Economists.
[Downloadable!]
Other versions:Brasili, Cristina & Fanfani, Roberto & Gutierrez, Luciano, 2006.
"Convergence in the Agricultural Incomes: A Comparison between the US and EU ,"
2006 Annual Meeting, August 12-18, 2006, Queensland, Australia
25363, International Association of Agricultural Economists.
[Downloadable!]
Elena Angelini & Gonzalo Camba-Mendez & Domenico Giannone & Lucrezia Reichlin & Gerhard Rünstler, 2008.
"Short-Term Forecasts of Euro Area GDP Growth ,"
ECARES Working Papers
2008_035, Université Libre de Bruxelles, Ecares.
[Downloadable!]
Other versions:Angelini, Elena & Camba-Mendez, Gonzalo & Giannone, Domenico & Reichlin, Lucrezia & Rünstler, Gerhard, 2008.
"Short-term Forecasts of Euro Area GDP Growth ,"
CEPR Discussion Papers
6746, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Elena Angelini & Gonzalo Camba-Méndez & Domenico Giannone & Gerhard Rünstler & Lucrezia Reichlin, 2008.
"Short-term forecasts of euro area GDP growth ,"
Working Paper Series
949, European Central Bank.
[Downloadable!]
Fushang Liu & Kajal Lahiri, 2006.
"Modelling multi-period inflation uncertainty using a panel of density forecasts ,"
Journal of Applied Econometrics ,
John Wiley & Sons, Ltd., vol. 21(8), pages 1199-1219.
[Downloadable!]
Elena Angelini & Jerome Henry & Ricardo Mestre, 2001.
"Diffusion index-based inflation forecasts for the euro area ,"
Working Paper Series
061, European Central Bank.
[Downloadable!]
Marco Del Negro & Christopher Otrok, 2008.
"Dynamic factor models with time-varying parameters: measuring changes in international business cycles ,"
Staff Reports
326, Federal Reserve Bank of New York.
[Downloadable!]
Dreger, Christian & Schumacher, Christian, 2002.
"Estimating Large-Scale Factor Models for Economic Activity in Germany: Do They Outperform Simpler Models? ,"
Discussion Paper Series
26321, Hamburg Institute of International Economics.
[Downloadable!]
Jushan Bai & Serena Ng, 2001.
"A New Look at Panel Testing of Stationarity and the PPP Hypothesis ,"
Boston College Working Papers in Economics
518, Boston College Department of Economics.
[Downloadable!]
Other versions: Betty Daniel & Christos Shiamptanis, 2008.
"Fiscal Policy in the European Monetary Union ,"
Discussion Papers
08-11, University at Albany, SUNY, Department of Economics.
[Downloadable!]
Doz, Catherine & Giannone, Domenico & Reichlin, Lucrezia, 2007.
"A Two-Step Estimator for Large Approximate Dynamic Factor Models Based on Kalman Filtering ,"
CEPR Discussion Papers
6043, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions: Massimiliano Marcellino & James H. Stock & Mark W. Watson, .
"Macroeconomic Forecasting in the Euro Area: Country Specific versus Area-Wide Information ,"
Working Papers
201, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
[Downloadable!]
Other versions: Christian Dreger & Reinhold Kosfeld, 2007.
"Do Regional Price Levels Converge?: Paneleconometric Evidence Based on German Districts ,"
Discussion Papers of DIW Berlin
754, DIW Berlin, German Institute for Economic Research.
[Downloadable!]
Holly, Sean & Petrella, Ivan, 2009.
"Factor Demand Linkages, Technology Shocks and the Business Cycle ,"
MPRA Paper
18120, University Library of Munich, Germany.
[Downloadable!]
Samuel Hanson & M. Hashem Pesaran & Til Schuermann, 2005.
"Firm Heterogeneity and Credit Risk Diversification ,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo Group Munich.
[Downloadable!]
Other versions: Bruneau, C. & De Bandt, O. & Flageollet, A. & Michaux, E., 2003.
"Forecasting Inflation using Economic Indicators: the Case of France ,"
Documents de Travail
101, Banque de France.
[Downloadable!]
Other versions: Stéphane Bonhomme & Jean-Marc Robin, 2008.
"Consistent noisy independent component analysis ,"
CeMMAP working papers
CWP04/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
[Downloadable!]
Other versions: Barhoumi, K. & Rünstler, G. & Cristadoro, R. & Den Reijer, A. & Jakaitiene, A. & Jelonek, P. & Rua, A. & Ruth, K. & Benk, S. & Van Nieuwenhuyze, C., 2008.
"Short-term forecasting of GDP using large monthly datasets: a pseudo real-time forecast evaluation exercise ,"
Documents de Travail
215, Banque de France.
[Downloadable!]
Other versions: Eickmeier, Sandra & Breitung, Jörg, 2005.
"How synchronized are central and east European economies with the euro area? : Evidence from a structural factor model ,"
Discussion Paper Series 1: Economic Studies
2005,20, Deutsche Bundesbank, Research Centre.
[Downloadable!]
Chang, Yoosoon & Song, Wonho, 2005.
"Unit Root Tests for Panels in the Presence of Short-run and Long-run Dependencies: Nonlinear IV Approach with Fixed N and Large T ,"
Working Papers
2002-06, Rice University, Department of Economics.
[Downloadable!]
Dong He & Laurent Pauwels, 2008.
"What Prompts the People's Bank of China to Change its Monetary Policy Stance? Evidence from a Discrete Choice Model ,"
Working Papers
0806, Hong Kong Monetary Authority.
[Downloadable!]
Other versions: Xavier Boutin & Lionel Janin, 2008.
"Are Prices Really Affected by Mergers? ,"
Documents de Travail de la DESE - Working Papers of the DESE
2008-08, Institut National de la Statistique et des Etudes Economiques, D3E, revised Jul 2008.
[Downloadable!]
Peter C.B. Phillips, 2003.
"Laws and Limits of Econometrics ,"
Cowles Foundation Discussion Papers
1397, Cowles Foundation, Yale University.
[Downloadable!]
Other versions: Syed A. Basher & Josep Lluís Carrion-i-Silvestre, 2007.
"Another Look at the Null of Stationary RealExchange Rates. Panel Data with Structural Breaks and Cross-section Dependence ,"
IREA Working Papers
200710, University of Barcelona, Research Institute of Applied Economics, revised May 2007.
[Downloadable!]
Ruey Yau, 2004.
"Macroeconomic Forecasting with Independent Component Analysis ,"
Econometric Society 2004 Far Eastern Meetings
741, Econometric Society.
[Downloadable!]
Eickmeier, Sandra, 2004.
"Business Cycle Transmission from the US to Germany : a Structural Factor Approach ,"
Discussion Paper Series 1: Economic Studies
2004,12, Deutsche Bundesbank, Research Centre.
[Downloadable!]
Other versions: Mariam Camarero & Josep Lluis Carrion Silvestre & Cecilio Tamarit, 2006.
"New evidence of the real interest rate parity for OECD countries using panel unit root tests with breaks ,"
Working Papers in Economics
159, Universitat de Barcelona. Espai de Recerca en Economia.
[Downloadable!]
Other versions: Jerry Coakley & Ana-Maria Fuertes & Ron Smith, 2004.
"Unobserved Heterogeneity in Panel Time Series Models ,"
Birkbeck Working Papers in Economics and Finance
0403, Birkbeck, Department of Economics, Mathematics & Statistics.
[Downloadable!]
Other versions: Jurlin, Kresimir & Malekovic, Sanja & Puljiz, Jaksa & Cziraky, Dario & Polic, Mario, 2002.
"Covariance structure analysis of regional development data: an application to municipality development assessment ,"
ERSA conference papers
ersa02p469, European Regional Science Association.
[Downloadable!]
Forni, Mario & Lippi, Marco & Reichlin, Lucrezia, 2003.
"Opening the Black Box: Structural Factor Models versus Structural VARs ,"
CEPR Discussion Papers
4133, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Anindya Banerjee & Josep Lluís, 2006.
"Cointegration in panel data with breaks and cross-section dependence ,"
Working Paper Series
591, European Central Bank.
[Downloadable!]
Joseph P. Byrne & Norbert Fiess & Ronald MacDonald, 2008.
"The Global Dimension to Fiscal Sustainability ,"
Working Papers
2008_10, Department of Economics, University of Glasgow.
[Downloadable!]
Yannick Malevergne & Pedro Santa-Clara & Didier Sornette, 2009.
"Professor Zipf goes to Wall Street ,"
NBER Working Papers
15295, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Sandra Eickmeier & Joerg Breitung, 2006.
"Business cycle transmission from the euro area to CEECs ,"
Computing in Economics and Finance 2006
229, Society for Computational Economics.
[Downloadable!]
Alain N. Kabundi & Francisco Nadal-De Simone, 2007.
"France in the Global Economy: A Structural Approximate Dynamic Factor Model Analysis ,"
IMF Working Papers
07/129, International Monetary Fund.
[Downloadable!]
Kappler, Marcus, 2006.
"Panel Tests for Unit Roots in Hours Worked ,"
ZEW Discussion Papers
06-22, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
[Downloadable!]
Eric Bataille & Catherine Bruneau & Frederic Michaud, 2007.
"Business cycle and corporate failure in France: Is there a link? ,"
Computational Economics ,
Springer, vol. 29(2), pages 173-197, March.
[Downloadable!] (restricted)
Heather Anderson & Fashid Vahid, 2005.
"Forecasting the Volatility of Australian Stock Returns: Do Common Factors Help? ,"
ANUCBE School of Economics Working Papers
2005-451, Australian National University, College of Business and Economics, School of Economics.
[Downloadable!]
Other versions: Romain Houssa, 2004.
"Monetary Union in West Africa and Asymmetric Shocks: A Dynamic Structural Factor Model Approach ,"
Development and Comp Systems
0409063, EconWPA.
[Downloadable!]
Breitung, Jörg & Eickmeier, Sandra, 2009.
"Testing for structural breaks in dynamic factor models ,"
Discussion Paper Series 1: Economic Studies
2009,05, Deutsche Bundesbank, Research Centre.
[Downloadable!]
Ricardo Reis & Mark W. Watson, 2007.
"Measuring changes in the value of the numeraire ,"
Kiel Working Papers
1364, Kiel Institute for the World Economy.
[Downloadable!]
Laurent Maurin & Matthieu Darracq Pariès, 2008.
"The role of country-specific trade and survey data in forecasting euro area manufacturing production. Perspective from Large Panel factor models ,"
Working Paper Series
894, European Central Bank.
[Downloadable!]
Bettina Becker & Stephen G. Hall, 2009.
"A new look at economic convergence in Europe: a common factor approach ,"
International Journal of Finance & Economics ,
John Wiley & Sons, Ltd., vol. 14(1), pages 85-97.
[Downloadable!]
Other versions: Mauro Costantini & Claudio Lupi, 2005.
"Stochastic convergence among European economies ,"
Economics Bulletin ,
Economics Bulletin, vol. 3(38), pages 1-17.
[Downloadable!]
Hwee Kwan Chow & Keen Meng Choy, 2009.
"Monetary Policy and Asset Prices in a Small Open Economy: A Factor-Augmented VAR Analysis for Singapore ,"
Working Papers
11-2009, Singapore Management University, School of Economics.
[Downloadable!]
Kajal Lahiri & Fushang Liu, 2006.
"Modeling Multi-Period Inflation Uncertainty Using a Panel of Density Forcasts ,"
Discussion Papers
06-05, University at Albany, SUNY, Department of Economics.
[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!]
Lucia Alessi & Matteo Barigozzi & Marco Capasso, 2006.
"Dynamic Factor GARCH: Multivariate Volatility Forecast for a Large Number of Series ,"
LEM Papers Series
2006/25, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
[Downloadable!]
Yongcheol Shin & Laura Serlenga, 2007.
"Gravity models of intra-EU trade: application of the CCEP-HT estimation in heterogeneous panels with unobserved common time-specific factors ,"
Journal of Applied Econometrics ,
John Wiley & Sons, Ltd., vol. 22(2), pages 361-381.
[Downloadable!]
Michal Brzoza-Brzezina & Jacek Kotlowski, 2009.
"Estimating pure inflation in the Polish economy ,"
Working Papers
37, Department of Applied Econometrics, Warsaw School of Economics.
[Downloadable!]
Eickmeier, Sandra & Moll, Katharina, 2008.
"The global dimension of inflation: evidence from factor-augmented Phillips curves ,"
Discussion Paper Series 1: Economic Studies
2008,16, Deutsche Bundesbank, Research Centre.
[Downloadable!]
Clifford Attfield, 2004.
"Stochastic Trends, Demographics and Demand Systems ,"
Bristol Economics Discussion Papers
04/563, Department of Economics, University of Bristol, UK.
[Downloadable!]
Jushan Bai & Serena Ng, 1998.
"A Test for Conditional Symmetry in Time Series Models ,"
Boston College Working Papers in Economics
410, Boston College Department of Economics.
[Downloadable!] Cited by:
Francisco J. Ruge-Murcia, 2001.
"Inflation Targeting Under Asymmetric Preferences ,"
Banco de España Working Papers
0106, Banco de España.
[Downloadable!]
Other versions:Francisco Javier Ruge-Murcia, 2001.
"Inflation Targeting Under Asymmetric Preferences ,"
IMF Working Papers
01/161, International Monetary Fund.
[Downloadable!]
Ruge-Murcia, F.J., 2001.
"Inflation Targeting Under Asymmetric Preferences ,"
Cahiers de recherche
2001-04, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
Ruge-Murcia, Francisco J, 2003.
" Inflation Targeting under Asymmetric Preferences ,"
Journal of Money, Credit and Banking ,
Blackwell Publishing, vol. 35(5), pages 763-85, October.
RUGE-MURCIA, Francisco .J., 2001.
"Inflation Targeting Under Asymmetric Preferences ,"
Cahiers de recherche
2001-04, Universite de Montreal, Departement de sciences economiques.
[Downloadable!]
BAI, Jushan & PERRON, Pierre, 1998.
"Computation and Analysis of Multiple Structural-Change Models ,"
Cahiers de recherche
9807, Universite de Montreal, Departement de sciences economiques.
[Downloadable!] Published as: Cited by:
Timo Terasvirta & Andrés González, 2006.
"Modelling autoregressive processes with a shifting mean ,"
BORRADORES DE ECONOMIA
003230, BANCO DE LA REPÚBLICA.
[Downloadable!]
Other versions:Andrés González & Timo Teräsvirta, 2008.
"Modelling Autoregressive Processes with a Shifting Mean ,"
Studies in Nonlinear Dynamics & Econometrics ,
Berkeley Electronic Press, vol. 12(1).
[Downloadable!]
González, Andrés & Teräsvirta, Timo, 2006.
"Modelling autoregressive processes with a shifting mean ,"
Working Paper Series in Economics and Finance
637, Stockholm School of Economics, revised 22 May 2007.
Timo Terasvirta & Andrés González, .
"Modelling autoregressive processes with a shifting mean ,"
Borradores de Economia
420, Banco de la Republica de Colombia.
[Downloadable!]
Eyal Dvir & Ken Rogoff, 2009.
"The Three Epochs of Oil ,"
Boston College Working Papers in Economics
706, Boston College Department of Economics.
[Downloadable!]
Dimitris , Chrsitopoulos & Miguel , Leon-Ledesma, 2009.
"International Output Convergence, Breaks, and Asymmetric Adjustment ,"
MPRA Paper
14566, University Library of Munich, Germany.
[Downloadable!]
Shrestha, M.B. & Chowdhury, K., 2005.
"A Sequential Procedure for Testing Unit Roots in the Presence of Structural Break in Time Series Data: An Application to Quarterly Data of Nepal, 1970-2003 ,"
International Journal of Applied Econometrics and Quantitative Studies ,
Euro-American Association of Economic Development, vol. 2(2), pages 31-46.
[Downloadable!]
Sven Schreiber, 2009.
"Explaining shifts in the unemployment rate with productivity slowdowns and accelerations: a co-breaking approach ,"
Kiel Working Papers
1505, Kiel Institute for the World Economy.
[Downloadable!]
Bill Russell, 2007.
"Non-Stationary Inflation and Panel Estimates of United States Short and Long-run Phillips curves ,"
Discussion Papers
200, University of Dundee, Economic Studies.
[Downloadable!]
Carlos de Resende, 2007.
"Cross-Country Estimates of the Degree of Fiscal Dominance and Central Bank Independence ,"
Working Papers
07-36, Bank of Canada.
[Downloadable!]
Mohamed BOUTAHAR & Jamel JOUINI, 2007.
"wrong estimation of the true number of shifts in structural break models: Theoretical and numerical evidence ,"
Economics Bulletin ,
Economics Bulletin, vol. 3(3), pages 1-10.
[Downloadable!]
José De Gregorio & Oscar Landerretche & Christopher Neilson, 2007.
"Another Pass-Through Bites The Dust? Oil Prices And Inflation ,"
Working Papers
wp238, University of Chile, Department of Economics.
[Downloadable!]
Pesaran, M.H. & Pick, A., 2008.
"Forecasting Random Walks Under Drift Instability ,"
Cambridge Working Papers in Economics
0814, Faculty of Economics, University of Cambridge.
[Downloadable!]
Other versions: Jonathan Wadsworth, 2009.
"Did the National Minimum Wage Affect UK Prices? ,"
CEP Discussion Papers
dp0947, Centre for Economic Performance, LSE.
[Downloadable!]
Laura Mayoral, 2005.
"Further evidence on the statistical properties of Real GNP ,"
Economics Working Papers
955, Department of Economics and Business, Universitat Pompeu Fabra, revised Feb 2006.
[Downloadable!]
Other versions: Gary L. Shelley & Frederick H. Wallace, 2004.
"Testing for Long Run Neutrality of Money in Mexico ,"
Macroeconomics
0402003, EconWPA.
[Downloadable!]
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!]
Patrick McGlenchy & Paul Kofman, 2004.
"Structurally Sound Dynamic Index Futures Hedging ,"
Econometric Society 2004 Australasian Meetings
80, Econometric Society.
[Downloadable!]
Sandra Eickmeier & Katharina Moll, 2009.
"The global dimension of inflation - evidence from factor-augmented Phillips curves ,"
Working Paper Series
1011, European Central Bank.
[Downloadable!]
Brittle, Shane, 2009.
"Ricardian Equivalence and the Efficacy of Fiscal Policy in Australia ,"
Economics Working Papers
wp09-10, School of Economics, University of Wollongong, NSW, Australia.
[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)
Mohamed El Hedi Arouri & Jamel Jouini, 2009.
"Structural Breaks in the Mexico's Integration into the World Stock Market ,"
Working Papers
hal-00387114_v1, HAL.
[Downloadable!]
Other versions: Westerlund, Joakim, 2005.
"Testing for Panel Cointegration with Multiple Structural Breaks ,"
Working Papers
2005:12, Lund University, Department of Economics.
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: Anthony Garratt & Shaun P Vahey, 2005.
"UK Real-Time Macro Data Characteristics ,"
Birkbeck Working Papers in Economics and Finance
0502, Birkbeck, Department of Economics, Mathematics & Statistics.
[Downloadable!]
Other versions: Eyal Dvir & Kenneth S. Rogoff, 2009.
"Three Epochs of Oil ,"
NBER Working Papers
14927, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Jérôme Héricourt & Mathilde Maurel, 2005.
"A new look at the Feldstein-Horioka puzzle : an "European-Regional" perspective ,"
Cahiers de la Maison des Sciences Economiques
j05070, Université Panthéon-Sorbonne (Paris 1).
[Downloadable!]
Other versions:Jérôme Héricourt & Mathilde Maurel, 2005.
"A new look at the Feldstein-Horioka puzzle : an "European-regional" perspective ,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
halshs-00196383_v1, HAL.
[Downloadable!]
Jérome Hericourt & Mathilde Maurel, 2006.
"A new look at the Feldstein-Horioka puzzle: A “European-regional” perspective ,"
Brussels Economic Review/Cahiers Economiques de Bruxelles ,
Editions du DULBEA, Université libre de Bruxelles, Department of Applied Economics (DULBEA), vol. 49(2), pages 147-168.
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!]
Tatiana Cesaroni & Louis Maccini & Marco Malgarini, 2009.
"Business cycle volatility and inventories behavior:new evidence for the Euro Area ,"
ISAE Working Papers
108, ISAE - Institute for Studies and Economic Analyses - (Rome, ITALY).
[Downloadable!]
Andreea Halunga & Denise Osborn & Marianne Sensier, 2007.
"Changes in the order of integration of US and UK inflation ,"
The School of Economics Discussion Paper Series
0715, Economics, The University of Manchester.
[Downloadable!]
Other versions: Patrick Lünnemann & Ladislav Wintr, 2009.
"Wages are flexible, aren’t they? Evidence from monthly micro wage data ,"
Working Paper Series
1074, European Central Bank.
[Downloadable!]
Claude Lopez & Javier Reyes, 2005.
"Real Interest Rate Stationarity and Per Capita Consumption Growth Rate ,"
University of Cincinnati, Economics Working Papers Series
2005-02, University of Cincinnati, Department of Economics, revised Feb 2007.
[Downloadable!]
António Afonso & Christophe Rault, 2008.
"Should we care for structural breaks when assessing fiscal sustainability? ,"
William Davidson Institute Working Papers Series
wp902, William Davidson Institute at the University of Michigan Stephen M. Ross Business School.
[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!]
Stephen G Cecchetti & Alfonso Flores-Lagunes & Stefan Krause, 2005.
"Assessing the Sources of Changes in the Volatility of Real Growth ,"
RBA Annual Conference Volume ,
in: Christopher Kent & David Norman (ed.), The Changing Nature of the Business Cycle
Reserve Bank of Australia.
[Downloadable!]
Other versions: Rao, B. Bhaskara & Rao, Gyaneshwar, 2007.
"Structural breaks and energy efficiency in Fiji ,"
MPRA Paper
3258, University Library of Munich, Germany.
[Downloadable!]
Other versions: Cliff L. F. Attfield & Jonathan R. W. Temple, 2006.
"Balanced growth and the great ratios: new evidence for the US and UK ,"
Centre for Growth and Business Cycle Research Discussion Paper Series
75, Economics, The Univeristy of Manchester.
[Downloadable!]
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!]
Anthony Garratt & Gary Koop & Shaun P. Vahey, 2006.
"Forecasting Substantial Data Revisions in the Presence of Model Uncertainty ,"
Birkbeck Working Papers in Economics and Finance
0617, Birkbeck, Department of Economics, Mathematics & Statistics.
[Downloadable!]
Other versions: Angelov, Nikolay, 2006.
"Structural breaks in Iron-Ore prices: The impact of the 1973 oil crisis ,"
Working Paper Series
2006:11, Uppsala University, Department of Economics.
[Downloadable!]
J. Jouini & M. Boutahar, 2003.
"Structural breaks in the U.S. inflation process: a further investigation ,"
Applied Economics Letters ,
Taylor and Francis Journals, vol. 10(15), pages 985-988, December.
[Downloadable!] (restricted)
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: WenShwo Fang & Stephen M. Miller, 2008.
"Modeling the Volatility of Real GDP Growth: The Case of Japan Revisited ,"
Working papers
2008-47, University of Connecticut, Department of Economics.
[Downloadable!]
Other versions: Joscha Beckmann & Ansgar Belke & Michael Kühl, 2009.
"How Stable Are Monetary Models of the Dollar-Euro Exchange Rate? - A Time-varying Coefficient Approach ,"
Ruhr Economic Papers
0134, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen.
[Downloadable!]
Other versions: Massimiliano De Santis, 2005.
"Movements in the Equity Premium: Evidence from a Bayesian Time-Varying VAR ,"
Money Macro and Finance (MMF) Research Group Conference 2005
62, Money Macro and Finance Research Group.
[Downloadable!]
Maurice Dalton & Jeffrey Zabel, 2009.
"The Impact of Minimum Lot Size Regulations on House Prices in Eastern Massachusetts ,"
Discussion Papers Series, Department of Economics, Tufts University
0732, Department of Economics, Tufts University.
[Downloadable!]
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: Chengsi Zhang & Joel Clovis, 2009.
"Modeling US inflation dynamics: persistence and monetary policy regimes ,"
Empirical Economics ,
Springer, vol. 36(2), pages 455-477, May.
[Downloadable!] (restricted)
Hutchison, Michael & Kendall, Jake & Pasricha, Gurnain Kaur & Singh , Nirvikar, 2009.
"Indian Capital Control Liberalization: Evidence from NDF Markets ,"
MPRA Paper
13630, University Library of Munich, Germany.
[Downloadable!]
René Lalonde, 2005.
"Endogenous Central Bank Credibility in a Small Forward-Looking Model of the U.S. Economy ,"
Working Papers
05-16, Bank of Canada.
[Downloadable!]
Kyongwook Choi & Eric Zivot, 2003.
"Long Memory and Structural Changes in the Forward Discount: An Empirical Investigation ,"
EERI Research Paper Series
EERI_RP_2003_02, Economics and Econometrics Research Institute (EERI).
[Downloadable!]
Gottschalk, Peter, 2004.
"Downward Nominal Wage Flexibility: Real or Measurement Error? ,"
IZA Discussion Papers
1327, Institute for the Study of Labor (IZA).
[Downloadable!]
Other versions:Peter Gottschalk, 2005.
"Downward Nominal-Wage Flexibility: Real or Measurement Error? ,"
The Review of Economics and Statistics ,
MIT Press, vol. 87(3), pages 556-568, November.
[Downloadable!] (restricted)
Peter Gottschalk, 2004.
"Downward Nominal Wage Flexibility: Real or Measurement Error? ,"
Boston College Working Papers in Economics
611, Boston College Department of Economics.
[Downloadable!]
Peter Gottschalk, 2002.
"Downward nominal wage flexibility: real or measurement error? ,"
Boston College Working Papers in Economics
534, Boston College Department of 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!]
Rodrik, Dani & Subramanian, Arvind, 2004.
"From "Hindu Growth" to Productivity Surge: The Mystery of the Indian Growth Transition ,"
Working Paper Series
rwp04-013, Harvard University, John F. Kennedy School of Government.
[Downloadable!]
Other versions:Rodrik, Dani & Subramanian, Arvind, 2004.
"From 'Hindu Growth' to Productivity Surge: The Mystery of the Indian Growth Transition ,"
CEPR Discussion Papers
4371, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Dani Rodrik & Arvind Subramanian, 2004.
"From "Hindu Growth" to Productivity Surge: The Mystery of the Indian Growth Transition ,"
NBER Working Papers
10376, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Dani Rodrik & Arvind Subramanian, 2004.
"From "Hindu Growth" to Productivity Surge: The Mystery of the Indian Growth Transition ,"
IMF Working Papers
04/77, International Monetary Fund.
[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!]
Kurt A. Jetta & Erick W. Rengifo, 2009.
"Improved Baseline Sales ,"
Fordham Economics Discussion Paper Series
dp2009-02, Fordham University, Department of Economics.
[Downloadable!]
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!]
Guglielmo Maria Caporale & Alexandros Kontonikas, 2006.
"The Euro and Inflation Uncertainty in the European Monetary Union ,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo Group Munich.
[Downloadable!]
Other versions:Caporale, Guglielmo Maria & Kontonikas, Alexandros, 2009.
"The Euro and inflation uncertainty in the European Monetary Union ,"
Journal of International Money and Finance ,
Elsevier, vol. 28(6), pages 954-971, October.
[Downloadable!] (restricted)
Guglielmo Maria Caporale & Alexandros Kontonikas, 2006.
"The Euro And Inflation Uncertainty In The European Monetary Union ,"
Economics and Finance Discussion Papers
06-01, Economics and Finance Section, School of Social Sciences, Brunel University.
[Downloadable!]
Guglielmo Maria, Caporale & Alexandros , Kontonikas, 2007.
"The Euro and Inflation Uncertainty in the European Monetary Union ,"
CELPE Discussion Papers
101, CELPE (Centre of Labour Economics and Economic Policy), University of Salerno, Italy.
[Downloadable!]
John Bailey Jones & Sohini Sahu, 2008.
"Transition Accounting for India in a Multi-Sector Dynamic General Equilibrium Model ,"
Discussion Papers
08-03, University at Albany, SUNY, Department of Economics.
[Downloadable!]
Jose De Gregorio. & Oscar Landerretche. & Christopher Neilson., 2007.
"Another Pass-Through Bites the Dust? Oil Prices and Inflation ,"
Working Papers Central Bank of Chile
417, Central Bank of Chile.
[Downloadable!]
Cliff L.F. Attfield & Jonathan R.W. Temple, 2003.
"Measuring trend output: how useful are the Great Ratios? ,"
Bristol Economics Discussion Papers
03/555, Department of Economics, University of Bristol, UK.
[Downloadable!]
Other versions: Achim Zeileis, 2004.
"Econometric Computing with HC and HAC Covariance Matrix Estimators ,"
Journal of Statistical Software ,
American Statistical Association, vol. 11(10), November.
[Downloadable!]
Goh, Soo Khoon, 2009.
"Is Productivity Linked To Wages? An Empirical Investigation in Malaysia ,"
MPRA Paper
18095, University Library of Munich, Germany.
[Downloadable!]
Richard H. Cohen & Carl Bonham, 2007.
"Specifying the Forecast Generating Process for Exchange Rate Survey Forecasts ,"
Working Papers
200718, University of Hawaii at Manoa, Department of Economics.
[Downloadable!]
Elena Andreou & Eric Ghysels, 2001.
"Detecting Multiple Breaks in Financial Market Volatility Dynamics ,"
University of Cyprus Working Papers in Economics
0202, University of Cyprus Department of Economics.
[Downloadable!]
Other versions: René Lalonde & Zhenhua Zhu & Frédérick Demers, 2003.
"Forecasting and Analyzing World Commodity Prices ,"
Working Papers
03-24, Bank of Canada.
[Downloadable!]
Campos, Nauro F. & Karanasos, Menelaos G. & Tan, Bin, 2008.
"Two to Tangle: Financial Development, Political Instability and Economic Growth in Argentina (1896–2000) ,"
IZA Discussion Papers
3752, Institute for the Study of Labor (IZA).
[Downloadable!]
Other versions: Saten Kumar & Scott Fargher & Don J. Webber, 2009.
"Testing the validity of the Feldstein-Horioka puzzle for Australia ,"
Discussion Papers
0911, University of the West of England, Department of Economics.
[Downloadable!]
Richard A. Ashley. & Randall J. Verbrugge, 2006.
"Frequency Dependence in Regression Model Coefficients: An Alternative Approach for Modeling Nonlinear Dynamic Relationships in Time Series ,"
Working Papers
e06-7, Virginia Polytechnic Institute and State University, Department of Economics.
[Downloadable!]
Other versions: Balázs Égert & Rebeca Jiménez-Rodríguez & Evžen Kočenda & Amalia Morales-Zumaquero, 2006.
"Structural changes in Central and Eastern European economies: breaking news or breaking the ice? ,"
Economic Change and Restructuring ,
Springer, vol. 39(1), pages 85-103, June.
[Downloadable!] (restricted)
Gabriel Rodríguez & Yiagadeesen Samy, 2003.
"Analysing the effects of labour standards on US export performance. A time series approach with structural change ,"
Applied Economics ,
Taylor and Francis Journals, vol. 35(9), pages 1043-1051, January.
[Downloadable!] (restricted)
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: Andrés González & Luis Fernando Melo & Carlos Esteban Posada, 2006.
"Inflación y dinero en Colombia: otro modelo P-estrella ,"
BORRADORES DE ECONOMIA
002851, BANCO DE LA REPÚBLICA.
[Downloadable!]
Other versions: WenShwo Fang & Stephen M. Miller & ChunShen Lee, 2009.
"The Great Moderation Flattens Fat Tails: Disappearing Leptokurtosis ,"
Working Papers
0903, University of Nevada, Las Vegas , Department of Economics.
[Downloadable!]
Other versions: 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!]
Carlos Capistrán-Carmona, 2005.
"Bias in Federal Reserve Inflation Forecasts: Is the Federal Reserve Irrational or Just Cautious? ,"
Computing in Economics and Finance 2005
127, Society for Computational Economics.
[Downloadable!]
Other versions:Carlos Capistrán, 2006.
"Bias in Federal Reserve Inflation Forecasts: Is the Federal Reserve Irrational or Just Cautious? ,"
Working Papers
2006-14, Banco de México.
[Downloadable!]
Carlos Carmona, 2005.
"Bias in Federal Reserve Inflation Forecasts: Is the Federal Reserve Irrational or Just Cautious? ,"
University of California at San Diego, Economics Working Paper Series
2005-05, Department of Economics, UC San Diego.
[Downloadable!]
Capistrán, Carlos, 2008.
"Bias in Federal Reserve inflation forecasts: Is the Federal Reserve irrational or just cautious? ,"
Journal of Monetary Economics ,
Elsevier, vol. 55(8), pages 1415-1427, November.
[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)
Luca Benati, 2009.
"Long Run Evidence on Money Growth and Inflation ,"
Working Paper Series
1027, European Central Bank.
[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!]
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!]
M. Hashem Pesaran & Davide Pettenuzzo & Allan Timmermann, 2004.
"Forecasting Time Series Subject to Multiple Structural Breaks ,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo Group Munich.
[Downloadable!]
Other versions:Pesaran, M.H. & Pettenuzzo, D. & Timmermann, A., 2004.
"‘Forecasting Time Series Subject to Multiple Structural Breaks’ ,"
Cambridge Working Papers in Economics
0433, Faculty of Economics, University of Cambridge.
[Downloadable!]
Pesaran, M Hashem & Pettenuzzo, Davide & Timmermann, Allan G, 2004.
"Forecasting Time Series Subject to Multiple Structural Breaks ,"
CEPR Discussion Papers
4636, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Pesaran, M. Hashem & Pettenuzzo, Davide & Timmermann, Allan, 2004.
"Forecasting Time Series Subject to Multiple Structural Breaks ,"
IZA Discussion Papers
1196, Institute for the Study of Labor (IZA).
[Downloadable!]
Hashem Pesaran & Davide Pettenuzzo & Allan Timmermann, 2006.
"Forecasting Time Series Subject to Multiple Structural Breaks ,"
Review of Economic Studies ,
Blackwell Publishing, vol. 73(4), pages 1057-1084, October.
[Downloadable!] (restricted)
Stephen Leybourne & Tae-Hwan Kim & A.M. Robert Taylor, 2007.
"Detecting Multiple Changes in Persistence ,"
Studies in Nonlinear Dynamics & Econometrics ,
Berkeley Electronic Press, vol. 11(3).
[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!]
Chowdhury, Khorshed & Saleh, Ali Salman, 2007.
"Testing the Keynesian Proposition of Twin Deficits in the Presence of Trade Liberalisation: Evidence from Sri Lanka after War: the case of a bridge too far? ,"
Economics Working Papers
wp07-09, School of Economics, University of Wollongong, NSW, Australia.
[Downloadable!]
Rao, B. Bhaskara, 2007.
"Deterministic and stochastic trends in the time series models: A guide for the applied economist ,"
MPRA Paper
3580, University Library of Munich, Germany.
[Downloadable!]
T. Berger, 2008.
"Estimating Europe’s Natural Rates from a forward-looking Phillips curve ,"
Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium
08/498, Ghent University, Faculty of Economics and Business Administration.
[Downloadable!]
Chowdhury, Khorshed, 2007.
"Are The Real Exchange Rate Indices of Australia Non-Stationary in the Presence of Structural Break? ,"
Economics Working Papers
wp07-05, School of Economics, University of Wollongong, NSW, Australia.
[Downloadable!]
Basher, Syed A. & Westerlund, Joakim, 2008.
"Panel Cointegration and the Monetary Exchange Rate Model ,"
MPRA Paper
10453, University Library of Munich, Germany.
[Downloadable!]
Other versions: Calista Cheung & Sylvie Morin, 2007.
"The Impact of Emerging Asia on Commodity Prices ,"
Working Papers
07-55, Bank of Canada.
[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: Jean-François Goux, 2008.
"Ruptures épaisses et stationnarité en tendance : le cas du taux de change euro-dollar ,"
Post-Print
halshs-00333576_v1, HAL.
[Downloadable!]
Tiia Püss & Mare Viies & Reet Maldre, 2007.
"Convergence Analysis of the Structure of Tax Revenue and Tax Burden in EU ,"
Working Papers
166, School of Economics and Business Administration, Tallinn University of Technology.
[Downloadable!]
Rómulo A.Chumacero & J.Rodrigo Fuentes, 2006.
"Economic growth in Latin America: structural breaks or fundamentals ,"
Estudios de Economia ,
University of Chile, Department of Economics, vol. 33(2 Year 20), pages 141-154, December.
[Downloadable!]
Derek Bond & Michael J. Harrison & Edward J. O'Brien, 2009.
"Exploring Long Memory and Nonlinearity in Irish Real Exchange Rates using Tests based on Semiparametric Estimation ,"
Working Papers
200901, School Of Economics, University College Dublin.
[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: 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: Bunzel, Helle & Enders, Walter, 2005.
"Is the Taylor Rule Missing? A Statistical Investigation ,"
Staff General Research Papers
12301, Iowa State University, Department of Economics.
[Downloadable!]
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: Yilmazkuday, Hakan, 2009.
"Inflation Targeting and Inflation Convergence within Turkey ,"
MPRA Paper
16770, University Library of Munich, Germany.
[Downloadable!]
Roger Bowden & Jennifer Zhu, 2008.
"The agribusiness cycle and its wavelets ,"
Empirical Economics ,
Springer, vol. 34(3), pages 603-622, June.
[Downloadable!] (restricted)
Christopher J. Neely & David E. Rapach, 2008.
"Real interest rate persistence: evidence and implications ,"
Working Papers
2008-018, Federal Reserve Bank of St. Louis.
[Downloadable!]
Other versions: 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!]
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!]
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!]
Harald Grech, 2004.
"What Do German Short-Term Interest Rates Tell Us About Future Inflation? ,"
Working Papers
94, Oesterreichische Nationalbank (Austrian Central Bank).
[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: Shrestha, Min B. & Chowdhury, Khorshed, 2005.
"Sequential Procedure for Testing Unit Roots in the Presence of Structural Break in Time Series Data ,"
Economics Working Papers
wp05-06, School of Economics, University of Wollongong, NSW, Australia.
[Downloadable!]
Gutierrez, Luciano & Erickson, Kenneth & Westerlund, Joakim, 2005.
"The Present Value Model, Farmland Prices and Structural Breaks ,"
2005 International Congress, August 23-27, 2005, Copenhagen, Denmark
24702, European Association of Agricultural Economists.
[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: Bond, Derek & Dyson, Kenneth, 2006.
"Long memory and non-linearity in Stock Markets ,"
MPRA Paper
252, University Library of Munich, Germany.
[Downloadable!]
Other versions: Mohamed Boutahar & Jamel Jouini, 2007.
"A Methodology For Detecting Breaks In The Mean And Covariance Structure Of Time Series ,"
Working Papers
halshs-00354249_v1, HAL.
[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!]
Hajime Tomura, 2008.
"A Model of Housing Boom and Bust in a Small Open Economy ,"
Working Papers
08-9, Bank of Canada.
[Downloadable!]
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!]
Marcus Cobb & Luis Opazo, 2008.
"Microeconomic Evidence of Nominal Wage Rigidity in Chile ,"
Working Papers Central Bank of Chile
496, Central Bank of Chile.
[Downloadable!]
Sushil Mohan & Bill Russell, 2008.
"Modelling Thirty Five Years Of Coffee Prices In Brazil, Guatemala And India ,"
Discussion Papers
221, University of Dundee, Economic Studies.
[Downloadable!]
Essahbi Essaadi & Jamel Jouini & Wajih Khallouli, 2004.
"The Asian Crisis Contagion: A Dynamic Correlation Approach Analysis ,"
Post-Print
halshs-00201220_v1, HAL.
[Downloadable!]
Other versions: Vinod Mishra & Ingrid Nielsen & Russell Smyth, 2006.
"The Relationship Between Female Labour Force Participation And Fertility In G7 Countries: Evidence From Panel Cointegration And Granger Causality ,"
Monash Economics Working Papers
13/06, Monash University, Department of Economics.
[Downloadable!]
Rao, B. Bhaskara & Kumar, Saten, 2009.
"Is the US Demand for Money Unstable? ,"
MPRA Paper
15715, University Library of Munich, Germany.
[Downloadable!]
George Bagdatoglou & Alexandros Kontonikas, 2009.
"A New Test of the Real Interest Rate Parity Hypothesis: Bounds Approach and Structural Breaks ,"
Working Papers
2009_17, Department of Economics, University of Glasgow.
[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: Lewis, Karen K., 2006.
"Is the International Diversification Potential Diminishing? Foreign Equity Inside and Outside the US ,"
Working Papers
06-6, University of Pennsylvania, Wharton School, Weiss Center.
[Downloadable!]
Richard A. Ashley & Randall J. Verbrugge., 2006.
"Mis-Specification in Phillips Curve Regressions: Quantifying Frequency Dependence in This Relationship While Allowing for Feedback ,"
Working Papers
e06-11, Virginia Polytechnic Institute and State University, Department of Economics.
[Downloadable!]
Marcos José Dal Bianco, 2008.
"Argentinean real exchange rate 1900-2006, test purchasing power parity theory ,"
Estudios de Economia ,
University of Chile, Department of Economics, vol. 35(1 Year 20), pages 33-64, June.
[Downloadable!]
Carlos Santos & David Hendry, 2006.
"Saturation in Autoregressive Models ,"
Notas Económicas ,
Faculdade de Economia, Universidade de Coimbra, issue 24, pages 8-19, December.
[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: Andreas Beyer & Alfred A. Haug & William G. Dewald, 2009.
"Structural Breaks, Cointegration and the Fisher Effect ,"
Working Paper Series
1013, European Central Bank.
[Downloadable!]
Antonio E. Noriega & Daniel Ventosa-Santaularia, .
"Spurious regression under broken trend stationarity ,"
School of Economics Working Papers
EM200501, Universidad de Guanajuato.
[Downloadable!]
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.
[Downloadable!]
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)
Jonathan Temple & Cliff Attfield, 2004.
"Measuring trend growth: how useful are the great ratios? ,"
Money Macro and Finance (MMF) Research Group Conference 2003
101, Money Macro and Finance Research Group.
[Downloadable!]
Geert Bekaert & Campbell R. Harvey & Robin L. Lumsdaine, 1999.
"The Dynamics of Emerging Market Equity Flows ,"
NBER Working Papers
7219, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: Candelon,Bertrand & Cubadda,Gianluca, 2005.
"Testing for Parameter Stability in Dynamic Models across Frequencies ,"
Research Memoranda
022, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization.
[Downloadable!]
Other versions:Bertrand Candelon & Gianluca Cubadda, 2006.
"Testing for Parameter Stability in Dynamic Models Across Frequencies ,"
CEIS Research Paper
82, Tor Vergata University, CEIS.
[Downloadable!]
Bertrand Candelon & Gianluca Cubadda, 2006.
"Testing for Parameter Stability in Dynamic Models across Frequencies ,"
Oxford Bulletin of Economics and Statistics ,
Department of Economics, University of Oxford, vol. 68(s1), pages 741-760, December.
[Downloadable!] (restricted)
Jiménez-Rodríguez, Rebeca & Russo, Giuseppe, 2007.
"Institutional rigidities and employment rigidity on the Italian labour larket ,"
MPRA Paper
4519, University Library of Munich, Germany.
[Downloadable!]
Other versions: Marashdeh, Hazem & Wilson, E.J., 2005.
"Structural Changes in the Middle East Stock Markets: The case of Israel and Arab Countries ,"
Economics Working Papers
wp05-22, School of Economics, University of Wollongong, NSW, Australia.
[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!]
Martin Schmidt, 2007.
"M1 demand and volatility ,"
Empirical Economics ,
Springer, vol. 32(1), pages 85-104, April.
[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: John W. Emerson & Chandra Erdman, 2007.
"bcp: An R Package for Performing a Bayesian Analysis of Change Point Problems ,"
Journal of Statistical Software ,
American Statistical Association, vol. 23(03), December.
[Downloadable!]
Richard A. Ashley. & Randall J. Verbrugge., 2006.
"Mis-Specification and Frequency Dependence in a New Keynesian Phillips Curve ,"
Working Papers
e06-12, Virginia Polytechnic Institute and State University, Department of Economics.
[Downloadable!]
Hultblad, Brigitta & Karlsson, Sune, 2006.
"Bayesian simultaneous determination of structural breaks and lag lengths ,"
Working Paper Series in Economics and Finance
630, Stockholm School of Economics.
[Downloadable!]
Josep Lluís Carrion-i-Silvestre & Andreu Sansó, 2005.
"Testing the Null of Cointegration with Structural Breaks ,"
DEA Working Papers
10, Universitat de les Illes Balears, Departament d'Economía Aplicada.
[Downloadable!]
Other versions: A. Talha Yalta & Olaf Jenal, 2008.
"On the Importance of Verifying Forecasting Results ,"
Working Papers
0804, TOBB University of Economics and Technology, Department of Economics.
[Downloadable!]
Other versions: Chetan Ghate & Stephen Wright, 2008.
"V-Factor: Distribution, timing and correlates of the the great Indian growth turnaround ,"
Indian Statistical Institute, Planning Unit, New Delhi Discussion Papers
08-03, Indian Statistical Institute, New Delhi, India.
[Downloadable!]
Peter Lildholdt & Anne Vila Wetherilt, .
"Anticipation of monetary policy in UK financial markets ,"
Bank of England working papers
241, Bank of England.
[Downloadable!]
Strikholm, Birgit & Teräsvirta, Timo, 2005.
"Determining the Number of Regimes in a Threshold Autoregressive Model Using Smooth Transition Autoregressions ,"
Working Paper Series in Economics and Finance
578, Stockholm School of Economics, revised 11 Feb 2005.
[Downloadable!]
Aamer Abu-Qarn & Suleiman Abu-Bader, 2007.
"Structural Breaks in Military Expenditures: Evidence for Egypt, Israel, Jordan and Syria ,"
Working Papers
231, Ben-Gurion University of the Negev, Department of Economics.
[Downloadable!]
Other versions: Karen K. Lewis, 2006.
"Is the International Diversification Potential Diminishing? Foreign Equity Inside and Outside the US ,"
NBER Working Papers
12697, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Chowdhury, Khorshed, 2007.
"Balassa-Samuelson Effect Approaching Fifty Years: Is it Retiring Early in Australia? ,"
Economics Working Papers
wp07-11, School of Economics, University of Wollongong, NSW, Australia.
[Downloadable!]
George Hondroyiannis & Sophia Lazaretou, 2007.
"Inflation persistence during periods of structural change: an assessment using Greek data ,"
Empirica ,
Springer, vol. 34(5), pages 453-475, December.
[Downloadable!] (restricted)
Other versions: Cho-Hoi Hui & Lillie Lam, 2008.
"What Drives Hong Kong Dollar Swap Spreads: Credit or Liquidity? ,"
Working Papers
0810, Hong Kong Monetary Authority.
[Downloadable!]
Duc NGUYEN, 2008.
"An empirical analysis of structural changes in emerging market volatility ,"
Economics Bulletin ,
Economics Bulletin, vol. 6(10), pages 1-10.
[Downloadable!]
Bharat Trehan, 2003.
"Productivity shocks and the unemployment rate ,"
Economic Review ,
Federal Reserve Bank of San Francisco, pages 13-27.
[Downloadable!]
Takayuki Shiohama, 2006.
"Asymptotically Efficient Estimation of the Change Point for Semiparametric GARCH models ,"
Discussion Paper Series
a471, Institute of Economic Research, Hitotsubashi University.
[Downloadable!]
Shrestha, Min B. & Chowdhury, Khorshed, 2005.
"ARDL Modelling Approach to Testing the Financial Liberalisation Hypothesis ,"
Economics Working Papers
wp05-15, School of Economics, University of Wollongong, NSW, Australia.
[Downloadable!]
Todd E. Clark & Michael W. McCracken, 2006.
"Forecasting of small macroeconomic VARs in the presence of instabilities ,"
Research Working Paper
RWP 06-09, Federal Reserve Bank of Kansas City.
[Downloadable!]
Christian Gillitzer & Jonathan Kearns, 2005.
"Long-term Patterns in Australia's Terms of Trade ,"
RBA Research Discussion Papers
rdp2005-01, Reserve Bank of Australia.
[Downloadable!]
Mohamed Boutahar & David Gbaguidi, 2009.
"Which Econometric Specification to Characterize the U.S. Inflation Rate Process? ,"
Computational Economics ,
Springer, vol. 34(2), pages 145-172, September.
[Downloadable!] (restricted)
João Sousa Andrade, 2006.
"Mobilidade do Capital e Sustentabilidade Externa: uma aplicação da tese de F-H a Portugal (1910-2004) ,"
GEMF Working Papers
2006-04, GEMF - Faculdade de Economia, Universidade de Coimbra.
[Downloadable!]
David Madden, 2007.
"Doctors' Fees in Ireland Following the Change in Reimbursement: Did they Jump? ,"
The Economic and Social Review ,
Economic and Social Studies, vol. 38(2), pages 259-274.
[Downloadable!]
Other versions: Chetan Ghate & Stephen Wright, 2008.
"The "V-Factor": Distribution, Timing and Correlates of the Great Indian Growth Turnaround ,"
Discussion Papers of DIW Berlin
783, DIW Berlin, German Institute for Economic Research.
[Downloadable!]
Other versions: Zisimos Koustas & Jean-Francois Lamarche, 2006.
"Policy-Induced Mean Reversion in the Real Interest Rate? ,"
Working Papers
0601, Brock University, Department of Economics.
[Downloadable!]
Other versions: Harvie, Charles & Pahlavani, Mosayeb & Saleh, Ali Salman, 2006.
"Identifying Structural Breaks in the Lebanese Economy 1970-2003: An Application of the Zivot and Andrews Test ,"
Economics Working Papers
wp06-02, School of Economics, University of Wollongong, NSW, Australia.
[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!]
Ari Aisen & David Hauner, 2008.
"Budget Deficits and Interest Rates: A Fresh Perspective ,"
IMF Working Papers
08/42, International Monetary Fund.
[Downloadable!]
Chia-Lin Chang & Biing-Wen Huang & Meng-Gu Chen & Michael McAleer, 2009.
"Modelling the Asymmetric Volatility in Hog Prices in Taiwan: The Impact of Joining the WTO ,"
CIRJE F-Series
CIRJE-F-642, CIRJE, Faculty of Economics, University of Tokyo.
[Downloadable!]
Mustapha Belkhouja & Mohamed Boutahar, 2009.
"Structural Change and Long Memory in the Dynamic of U.S. Inflation Process ,"
Computational Economics ,
Springer, vol. 34(2), pages 195-216, September.
[Downloadable!] (restricted)
Ibrahim Ahamada & Jamel Jouini & Mohamed Boutahar, 2004.
"Detecting multiple breaks in time series covariance structure: a non-parametric approach based on the evolutionary spectral density ,"
Applied Economics ,
Taylor and Francis Journals, vol. 36(10), pages 1095-1101, June.
[Downloadable!] (restricted)
M. DOLORES GADEA & EVA PARDOS & CLAUDIA PÉREZ-FORNIÉS, 2004.
"A Long-Run Analysis Of Defence Spending In The Nato Countries (1960-99) ,"
Defence and Peace Economics ,
Taylor and Francis Journals, vol. 15(3), pages 231-249, June.
[Downloadable!] (restricted)
Boussard, Jean-Marc, 2006.
"Consequences of price volatility in evaluating the benefits of liberalisation ,"
MPRA Paper
4467, University Library of Munich, Germany.
[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!]
Paresh Narayan & Seema Narayan & Vinod Mishra, 2009.
"Estimating money demand functions for South Asian countries ,"
Empirical Economics ,
Springer, vol. 36(3), pages 685-696, June.
[Downloadable!] (restricted)
C.S. Bos & S.J. Koopman & M. Ooms, 2007.
"Long Memory Modelling of Inflation with Stochastic Variance and Structural Breaks ,"
Tinbergen Institute Discussion Papers
07-099/4, Tinbergen Institute.
[Downloadable!]
Other versions: Koi Nyen Wong & Tuck Cheong & Dietrich K. Fausten, 2007.
"Foreign Direct Investment And Services Trade: Evidence From Malaysia And Singapore ,"
Monash Economics Working Papers
30/07, Monash University, Department of Economics.
[Downloadable!]
Boetel, Brenda L. & Liu, Donald J., 2008.
"Incorporating Structural Changes in Agricultural and Food Price Analysis: An Application to the U.S. Beef and Pork Sectors ,"
Working Papers
44076, University of Minnesota, The Food Industry Center.
[Downloadable!]
Luca Benati & Haroon Mumtaz, 2007.
"U.S. evolving macroeconomic dynamics - a structural investigation ,"
Working Paper Series
746, European Central Bank.
[Downloadable!]
Mohamed Boutahar & Gilles Dufrénot & Anne Péguin-Feissolle, 2008.
"A Simple Fractionally Integrated Model with a Time-varying Long Memory Parameter d t ,"
Computational Economics ,
Springer, vol. 31(3), pages 225-241, April.
[Downloadable!] (restricted)
Erdenebat Bataa & Denise R. Osborn & Marianne Sensier & Dick van Dijk, 2009.
"Structural Breaks in the International Transmission of Inflation ,"
Centre for Growth and Business Cycle Research Discussion Paper Series
119, Economics, The Univeristy of Manchester.
[Downloadable!]
Abdulnasser Hatemi-J, 2008.
"Tests for cointegration with two unknown regime shifts with an application to financial market integration ,"
Empirical Economics ,
Springer, vol. 35(3), pages 497-505, November.
[Downloadable!] (restricted)
Eduardo Rossi & Paolo Santucci de Magistris, 2009.
"A No Arbitrage Fractional Cointegration Analysis Of The Range Based Volatility ,"
CREATES Research Papers
2009-31, School of Economics and Management, University of Aarhus.
[Downloadable!]
Travaglini, Guido, 2007.
"The U.S. Dynamic Taylor Rule With Multiple Breaks, 1984-2001 ,"
MPRA Paper
3419, University Library of Munich, Germany, revised 15 Jun 2007.
[Downloadable!]
Frédérique BEC, Charbel BASSIL, 2008.
"Federal Funds Rate Stationarity: New Evidence ,"
THEMA Working Papers
2008-35, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
[Downloadable!]
Taylor, Mark P, 2003.
"Is Official Exchange Rate Intervention Effective? ,"
CEPR Discussion Papers
3758, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions: 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!]
Roine, Jesper & Waldenström, Daniel, 2009.
"Common Trends and Shocks to Top Incomes – A Structural Breaks Approach ,"
Working Paper Series
801, Research Institute of Industrial Economics.
[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!]
Per-Olov Johansson & Bengt Kriström, 2007.
"On a clear day you might see an environmental Kuznets curve ,"
Environmental & Resource Economics ,
European Association of Environmental and Resource Economists, vol. 37(1), pages 77-90, May.
[Downloadable!] (restricted)
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!]
Josep Lluís Carrion-i-Silvestre & Dukpa Kim & Pierre Perron, 2007.
"GLS-based unit root tests with multiple structural breaks both under the null and the alternative hypotheses ,"
Boston University - Department of Economics - Working Papers Series
wp2008-019, Boston University - Department of Economics.
[Downloadable!]
Natalia Fabra & Juan Toro, 2003.
"The Fall in British Electricity Prices: Market Rules, Market Structure, or Both? ,"
Industrial Organization
0309001, EconWPA.
[Downloadable!]
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: Eickmeier, Sandra & Moll, Katharina, 2008.
"The global dimension of inflation: evidence from factor-augmented Phillips curves ,"
Discussion Paper Series 1: Economic Studies
2008,16, Deutsche Bundesbank, Research Centre.
[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: Karim BARHOUMI & Jamel JOUINI, 2008.
"Revisiting the decline in the exchange rate pass-through: further evidence from developing countries ,"
Economics Bulletin ,
Economics Bulletin, vol. 3(20), pages 1-10.
[Downloadable!]
Other versions:
Perron, P. & Bai, J., 1995.
"Estimating and Testing Linear Models with Multiple Structural Changes ,"
Cahiers de recherche
9552, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
Other versions: Published as: Cited by:
Eyal Dvir & Ken Rogoff, 2009.
"The Three Epochs of Oil ,"
Boston College Working Papers in Economics
706, Boston College Department of Economics.
[Downloadable!]
Timo Terasvirta & Andrés González, 2006.
"Modelling autoregressive processes with a shifting mean ,"
BORRADORES DE ECONOMIA
003230, BANCO DE LA REPÚBLICA.
[Downloadable!]
Other versions:Andrés González & Timo Teräsvirta, 2008.
"Modelling Autoregressive Processes with a Shifting Mean ,"
Studies in Nonlinear Dynamics & Econometrics ,
Berkeley Electronic Press, vol. 12(1).
[Downloadable!]
González, Andrés & Teräsvirta, Timo, 2006.
"Modelling autoregressive processes with a shifting mean ,"
Working Paper Series in Economics and Finance
637, Stockholm School of Economics, revised 22 May 2007.
Timo Terasvirta & Andrés González, .
"Modelling autoregressive processes with a shifting mean ,"
Borradores de Economia
420, Banco de la Republica de Colombia.
[Downloadable!]
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)
Philip Rothman, .
"Table of Contents, List of Contributors, and Introduction to NONLINEAR TIME SERIES ANALYSIS OF ECONOMIC AND FINANCIAL DATA, Kluwer Academic Press, edited ,"
Working Papers
9812, East Carolina University, Department of Economics.
[Downloadable!]
Joseph E. Gagnon, 1997.
"Inflation regimes and inflation expectations ,"
International Finance Discussion Papers
581, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Other versions: 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!]
Óscar Bajo-Rubio & Carmen Díaz-Roldán & Vicente Esteve, .
"Us Deficit Sustainability Revisited: A Multiple Structural Change Approach ,"
Working Papers
19-05 Classification-JEL , Instituto de Estudios Fiscales.
[Downloadable!]
Other versions: 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: 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: Sven Schreiber, 2009.
"Explaining shifts in the unemployment rate with productivity slowdowns and accelerations: a co-breaking approach ,"
Kiel Working Papers
1505, Kiel Institute for the World Economy.
[Downloadable!]
Andros Kourtellos & Thanasis Strengos & Chih Ming Tan, 2009.
"Do Institutions Rule? The Role of Heterogeneity in the Institutions vs. Geography Debate ,"
Discussion Papers Series, Department of Economics, Tufts University
0735, Department of Economics, Tufts University.
[Downloadable!]
Bill Russell, 2007.
"Non-Stationary Inflation and Panel Estimates of United States Short and Long-run Phillips curves ,"
Discussion Papers
200, University of Dundee, Economic Studies.
[Downloadable!]
Kenneth S. Rogoff, 2006.
"Impact of globalization on monetary policy ,"
Proceedings ,
Federal Reserve Bank of Kansas City, pages 265-305.
[Downloadable!]
Carlos de Resende, 2007.
"Cross-Country Estimates of the Degree of Fiscal Dominance and Central Bank Independence ,"
Working Papers
07-36, Bank of Canada.
[Downloadable!]
José De Gregorio & Oscar Landerretche & Christopher Neilson, 2007.
"Another Pass-Through Bites The Dust? Oil Prices And Inflation ,"
Working Papers
wp238, University of Chile, Department of Economics.
[Downloadable!]
Mohamed BOUTAHAR & Jamel JOUINI, 2007.
"wrong estimation of the true number of shifts in structural break models: Theoretical and numerical evidence ,"
Economics Bulletin ,
Economics Bulletin, vol. 3(3), pages 1-10.
[Downloadable!]
Alastair R. Hall & Sanggohn Han & Otilia Boldea, 2009.
"Inference regarding multiple structural changes in linear models with endogenous regressors ,"
Centre for Growth and Business Cycle Research Discussion Paper Series
125, Economics, The Univeristy of Manchester.
[Downloadable!]
César Calderón & Roberto Duncan, 2003.
"Purchasing power parity in an emerging market economy: a long- span study for Chile ,"
Estudios de Economia ,
University of Chile, Department of Economics, vol. 30(1 Year 20), pages 103-132, June.
[Downloadable!]
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!]
Pesaran, M.H. & Pick, A., 2008.
"Forecasting Random Walks Under Drift Instability ,"
Cambridge Working Papers in Economics
0814, Faculty of Economics, University of Cambridge.
[Downloadable!]
Other versions: 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!]
Gary L. Shelley & Frederick H. Wallace, 2004.
"Testing for Long Run Neutrality of Money in Mexico ,"
Macroeconomics
0402003, EconWPA.
[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: Chien-Chiang Lee & Chun-Ping Chang, 2007.
"Mean reversion of inflation rates in 19 OECD countries: Evidence from panel Lm unit root tests with structural breaks ,"
Economics Bulletin ,
Economics Bulletin, vol. 3(23), pages 1-15.
[Downloadable!]
Henrekson, Magnus & Persson, Mats, 2001.
"The Effects on Sick Leave of Changes in the Sickness Insurance System ,"
Working Paper Series in Economics and Finance
0444, Stockholm School of Economics, revised 08 Aug 2001.
[Downloadable!]
Other versions:Magnus Henrekson & Mats Persson, 2004.
"The Effects on Sick Leave of Changes in the Sickness Insurance System ,"
Journal of Labor Economics ,
University of Chicago Press, vol. 22(1), pages 87-114, January.
[Downloadable!]
Henrekson, Magnus & Persson, Mats, 2001.
"The Effects on Sick Leave of Changes in the Sickness Insurance System ,"
Seminar Papers
697, Stockholm University, Institute for International Economic Studies.
[Downloadable!]
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!]
Patrick McGlenchy & Paul Kofman, 2004.
"Structurally Sound Dynamic Index Futures Hedging ,"
Econometric Society 2004 Australasian Meetings
80, Econometric Society.
[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!]
Patricio Jaramillo & Sergio Lehmann & David Moreno., 2009.
"China, Precios de Commodities y Desempeño de América Latina: Algunos Hechos Estilizados ,"
Cuadernos de Economía (Latin American Journal of Economics) ,
Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 46(133), pages 67-105.
[Downloadable!]
Mohamed El Hedi Arouri & Jamel Jouini, 2009.
"Structural Breaks in the Mexico's Integration into the World Stock Market ,"
Working Papers
hal-00387114_v1, HAL.
[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: 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: Westerlund, Joakim, 2005.
"Testing for Panel Cointegration with Multiple Structural Breaks ,"
Working Papers
2005:12, Lund University, Department of Economics.
Anthony Garratt & Shaun P Vahey, 2005.
"UK Real-Time Macro Data Characteristics ,"
Birkbeck Working Papers in Economics and Finance
0502, Birkbeck, Department of Economics, Mathematics & Statistics.
[Downloadable!]
Other versions: Eyal Dvir & Kenneth S. Rogoff, 2009.
"Three Epochs of Oil ,"
NBER Working Papers
14927, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
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!]
Li-gang Liu & Laurent Pauwels & Andrew Tsang, 2007.
"Hong Kong's Consumption Function Revisited ,"
Working Papers
0716, Hong Kong Monetary Authority.
[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!]
Benjamin F. Jones & Benjamin A. Olken, 2005.
"The Anatomy of Start-Stop Growth ,"
NBER Working Papers
11528, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Alberto Bagnai, 2006.
"Structural breaks and the twin deficits hypothesis ,"
International Economics and Economic Policy ,
Springer, vol. 3(2), pages 137-155, November.
[Downloadable!] (restricted)
Tatiana Cesaroni & Louis Maccini & Marco Malgarini, 2009.
"Business cycle volatility and inventories behavior:new evidence for the Euro Area ,"
ISAE Working Papers
108, ISAE - Institute for Studies and Economic Analyses - (Rome, ITALY).
[Downloadable!]
Marwan Chacra & Maral Kichian, 2004.
"A Forecasting Model for Inventory Investments in Canada ,"
Working Papers
04-39, Bank of Canada.
[Downloadable!]
Cuberes, David & Jerzmanowski, Michal, 2008.
"Democracy, Diversification, and Growth Reversals ,"
MPRA Paper
11646, 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, 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: 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: Simone Elmer & Thomas Maag, 2009.
"The Persistence of Inflation in Switzerland: Evidence from Disaggregate Data ,"
KOF Working papers
09-235, KOF Swiss Economic Institute, ETH Zurich.
[Downloadable!]
David Gruen & Adrian Pagan & Christopher Thompson, 1999.
"The Phillips Curve in Australia ,"
RBA Research Discussion Papers
rdp1999-01, Reserve Bank of Australia.
[Downloadable!]
Other versions: 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: 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)
Stephen G Cecchetti & Alfonso Flores-Lagunes & Stefan Krause, 2005.
"Assessing the Sources of Changes in the Volatility of Real Growth ,"
RBA Annual Conference Volume ,
in: Christopher Kent & David Norman (ed.), The Changing Nature of the Business Cycle
Reserve Bank of Australia.
[Downloadable!]
Other versions: Dewachter, H.D.R. & Lyrio, M., 2003.
"Macro factors and the Term Structure of Interest Rates ,"
Research Paper
ERS-2003-037-F&A Revision, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni.
[Downloadable!]
Other versions:Hans Dewachter & Marco Lyrio, 2003.
"Macro Factors and the Term Structure of Interest Rates ,"
International Economics Working Papers Series
ces0304, Katholieke Universiteit Leuven, Centrum voor Economische Studiën, International Economics.
[Downloadable!]
Hans Dewachter, 2004.
"Macro factors and the term structure of interest rates ,"
Money Macro and Finance (MMF) Research Group Conference 2003
25, Money Macro and Finance Research Group.
[Downloadable!]
Hans Dewachter & Marco Lyrio, 2003.
"Macro Factors and the Term Structure of Interest Rates ,"
Center for Economic Studies - Discussion papers
ces0304, Katholieke Universiteit Leuven, Centrum voor Economische Studiën.
[Downloadable!]
Dewachter, Hans & Lyrio, Marco, 2006.
"Macro Factors and the Term Structure of Interest Rates ,"
Journal of Money, Credit and Banking ,
Blackwell Publishing, vol. 38(1), pages 119-140, February.
[Downloadable!] (restricted)
Hans Dewachter & Marco Lyrio, 2002.
"Macro Factors and the Term Structure of Interest Rates ,"
International Economics Working Papers Series
wpie007, Katholieke Universiteit Leuven, Centrum voor Economische Studiën, International Economics.
[Downloadable!]
Syed A. Basher & Josep Lluis Carrión-i-Silvestre, 2008.
"Price level convergence, purchasing power parity and multiple structural breaks: An application to US cities ,"
Working Papers
XREAP2008-8, Xarxa de Referència en Economia Aplicada (XREAP), revised Jul 2008.
[Downloadable!]
Rao, B. Bhaskara & Rao, Gyaneshwar, 2007.
"Structural breaks and energy efficiency in Fiji ,"
MPRA Paper
3258, University Library of Munich, Germany.
[Downloadable!]
Other versions: Frédérick Demers & Ryan Macdonald, 2007.
"The Canadian Business Cycle: A Comparison of Models ,"
Working Papers
07-38, Bank of Canada.
[Downloadable!]
Cliff L. F. Attfield & Jonathan R. W. Temple, 2006.
"Balanced growth and the great ratios: new evidence for the US and UK ,"
Centre for Growth and Business Cycle Research Discussion Paper Series
75, Economics, The Univeristy of Manchester.
[Downloadable!]
Svetlana Maslyuk & Russell Smyth, 2007.
"Unit Root Properties of Crude Oil Spot and Futures Prices ,"
Monash Economics Working Papers
40/07, Monash University, Department of Economics.
[Downloadable!]
Other versions: 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!]
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: Hurlin, Christophe, 2006.
"Network effects of the productivity of infrastructure in developing countries ,"
Policy Research Working Paper Series
3808, The World Bank.
[Downloadable!]
J. Cuñado & L. Gil-Alana & F. Gracia, 2009.
"US stock market volatility persistence: evidence before and after the burst of the IT bubble ,"
Review of Quantitative Finance and Accounting ,
Springer, vol. 33(3), pages 233-252, October.
[Downloadable!] (restricted)
Felipe M. Aparicio & Alvaro Escribano & Ana García, 2004.
"A Range Unit Root Test ,"
Statistics and Econometrics Working Papers
ws041104, Universidad Carlos III, Departamento de Estadística y Econometría.
[Downloadable!]
Ricardo Hausmann & Lant Pritchett & Dani Rodrik, 2004.
"Growth Accelerations ,"
NBER Working Papers
10566, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions:Ricardo Hausmann & Lant Pritchett & Dani Rodrik, 2005.
"Growth Accelerations ,"
Journal of Economic Growth ,
Springer, vol. 10(4), pages 303-329, December.
[Downloadable!] (restricted)
Hausmann, Ricardo & Pritchett, Lant & Rodrik, Dani, 2004.
"Growth Accelerations ,"
CEPR Discussion Papers
4538, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Hausmann, Ricardo & Pritchett, Lant & Rodrik, Dani, 2004.
"Growth Accelerations ,"
Working Paper Series
rwp04-030, Harvard University, John F. Kennedy School of Government.
[Downloadable!]
J. Jouini & M. Boutahar, 2003.
"Structural breaks in the U.S. inflation process: a further investigation ,"
Applied Economics Letters ,
Taylor and Francis Journals, vol. 10(15), pages 985-988, December.
[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!]
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)
Allan Timmermann, 2001.
"Structural Breaks, Incomplete Information and Stock Prices ,"
University of California at San Diego, Economics Working Paper Series
2001-02, Department of Economics, UC San Diego.
[Downloadable!]
WenShwo Fang & Stephen M. Miller, 2008.
"Modeling the Volatility of Real GDP Growth: The Case of Japan Revisited ,"
Working papers
2008-47, University of Connecticut, Department of Economics.
[Downloadable!]
Other versions: Joscha Beckmann & Ansgar Belke & Michael Kühl, 2009.
"How Stable Are Monetary Models of the Dollar-Euro Exchange Rate? - A Time-varying Coefficient Approach ,"
Ruhr Economic Papers
0134, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen.
[Downloadable!]
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: Massimiliano De Santis, 2005.
"Movements in the Equity Premium: Evidence from a Bayesian Time-Varying VAR ,"
Money Macro and Finance (MMF) Research Group Conference 2005
62, Money Macro and Finance Research Group.
[Downloadable!]
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!]
Westerlund, Joakim & Edgerton, David, 2006.
"Simple Tests for Cointegration in Dependent Panels with Structural Breaks ,"
Working Papers
2006:13, Lund University, Department of Economics, revised 28 Jan 2007.
Kyongwook Choi & Eric Zivot, 2003.
"Long Memory and Structural Changes in the Forward Discount: An Empirical Investigation ,"
EERI Research Paper Series
EERI_RP_2003_02, Economics and Econometrics Research Institute (EERI).
[Downloadable!]
Mariam Camarero & Josep Lluis Carrion Silvestre & Cecilio Tamarit, 2004.
"Testing for hysteresis in unemployment in OECD countries. New evidence using stationarity panel tests with breaks ,"
Working Papers in Economics
119, Universitat de Barcelona. Espai de Recerca en Economia.
[Downloadable!]
Other versions: Paresh Narayan, 2008.
"Is Asian per capita GDP panel stationary? ,"
Empirical Economics ,
Springer, vol. 34(3), pages 439-449, June.
[Downloadable!] (restricted)
Guglielmo Maria Caporale & Luis A. Gil-Alana, 2006.
"Modelling Structural Breaks In The Us, Uk And Japanese Unemployment Rates ,"
Economics and Finance Discussion Papers
06-10, Economics and Finance Section, School of Social Sciences, Brunel University.
[Downloadable!]
Other versions: Ai Deng & Pierre Perron, 2005.
"The Limit Distribution of the CUSUM of Square Test Under Genreal MIxing Conditions ,"
Boston University - Department of Economics - Working Papers Series
WP2005-046, Boston University - Department of 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!]
Rodrik, Dani & Subramanian, Arvind, 2004.
"From "Hindu Growth" to Productivity Surge: The Mystery of the Indian Growth Transition ,"
Working Paper Series
rwp04-013, Harvard University, John F. Kennedy School of Government.
[Downloadable!]
Other versions:Rodrik, Dani & Subramanian, Arvind, 2004.
"From 'Hindu Growth' to Productivity Surge: The Mystery of the Indian Growth Transition ,"
CEPR Discussion Papers
4371, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Dani Rodrik & Arvind Subramanian, 2004.
"From "Hindu Growth" to Productivity Surge: The Mystery of the Indian Growth Transition ,"
NBER Working Papers
10376, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Dani Rodrik & Arvind Subramanian, 2004.
"From "Hindu Growth" to Productivity Surge: The Mystery of the Indian Growth Transition ,"
IMF Working Papers
04/77, International Monetary Fund.
[Downloadable!]
Antonia López Villavicencio, 2006.
"Real equilibrium exchange rates. A panel data approach for advanced and emerging economies ,"
Working Papers
wpdea0605, Department of Applied Economics at Universitat Autonoma of Barcelona.
[Downloadable!]
Other versions: Olekalns, N., 2001.
"An Empirical Investigation of Structural Breaks in the Ex Ante Fisher Effect ,"
Department of Economics - Working Papers Series
786, The University of Melbourne.
[Downloadable!]
Du, Xiaodong (Sheldon) & Hayes, Dermot J. & Yu, Cindy, 2009.
"Dynamics of Biofuel Stock Prices: A Bayesian Approach ,"
Staff General Research Papers
13113, Iowa State University, Department of Economics.
[Downloadable!]
Other versions: B. Siliverstovs & D.J. Van Dijk, 2003.
"Forecasting industrial production with linear, nonlinear and structural change models ,"
Econometric Institute Report
321, Erasmus University Rotterdam, Econometric Institute.
[Downloadable!]
Other versions: 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!]
Kichian, Maral, 1999.
"Measuring Potential Output within a State-Space Framework ,"
Working Papers
99-9, Bank of Canada.
[Downloadable!]
Guglielmo Maria Caporale & Alexandros Kontonikas, 2006.
"The Euro and Inflation Uncertainty in the European Monetary Union ,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo Group Munich.
[Downloadable!]
Other versions:Caporale, Guglielmo Maria & Kontonikas, Alexandros, 2009.
"The Euro and inflation uncertainty in the European Monetary Union ,"
Journal of International Money and Finance ,
Elsevier, vol. 28(6), pages 954-971, October.
[Downloadable!] (restricted)
Guglielmo Maria Caporale & Alexandros Kontonikas, 2006.
"The Euro And Inflation Uncertainty In The European Monetary Union ,"
Economics and Finance Discussion Papers
06-01, Economics and Finance Section, School of Social Sciences, Brunel University.
[Downloadable!]
Guglielmo Maria, Caporale & Alexandros , Kontonikas, 2007.
"The Euro and Inflation Uncertainty in the European Monetary Union ,"
CELPE Discussion Papers
101, CELPE (Centre of Labour Economics and Economic Policy), University of Salerno, Italy.
[Downloadable!]
Rafael Romeu, 2004.
"A Puzzle of Microstructure Market Maker Models ,"
IMF Working Papers
04/6, International Monetary Fund.
[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: John Bailey Jones & Sohini Sahu, 2008.
"Transition Accounting for India in a Multi-Sector Dynamic General Equilibrium Model ,"
Discussion Papers
08-03, University at Albany, SUNY, Department of Economics.
[Downloadable!]
Elena Andreou & Eric Ghysels, 2001.
"Detecting Mutiple Breaks in Financial Market Volatility Dynamics ,"
CIRANO Working Papers
2001s-65, CIRANO.
[Downloadable!]
Other versions: Karen Watkins & Dick van Dijk & Jaap Spronk, 2004.
"Macroeconomic Crisis and Individual Firm Performance: The Mexican Experience ,"
Tinbergen Institute Discussion Papers
04-057/2, Tinbergen Institute.
[Downloadable!]
Massimiliano De Santis, 2007.
"Movements in the Equity Premium: Evidence from a Time-Varying VAR ,"
Studies in Nonlinear Dynamics & Econometrics ,
Berkeley Electronic Press, vol. 11(4).
[Downloadable!]
Jose De Gregorio. & Oscar Landerretche. & Christopher Neilson., 2007.
"Another Pass-Through Bites the Dust? Oil Prices and Inflation ,"
Working Papers Central Bank of Chile
417, Central Bank of Chile.
[Downloadable!]
Cliff L.F. Attfield & Jonathan R.W. Temple, 2003.
"Measuring trend output: how useful are the Great Ratios? ,"
Bristol Economics Discussion Papers
03/555, Department of Economics, University of Bristol, UK.
[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: Peter Reinhard Hansen, 2000.
"Structural Changes in the Cointegrated Vector Autoregressive Model ,"
Working Papers
2000-20, Brown University, Department of Economics.
[Downloadable!]
Other versions: Goh, Soo Khoon, 2009.
"Is Productivity Linked To Wages? An Empirical Investigation in Malaysia ,"
MPRA Paper
18095, University Library of Munich, Germany.
[Downloadable!]
Dulleck, Uwe & Foster, Neil, 2008.
"Imported Equipment, Human Capital and Economic Growth in Developing Countries ,"
Economic Analysis and Policy (EAP) ,
Queensland University of Technology (QUT), School of Economics and Finance, vol. 38(2), pages 233-250, September.
[Downloadable!]
Other versions: Josep Lluís Carrion-i-Silvestre & Vicente German-Soto, 2008.
"Panel Data Stochastic Convergence Analysis of the Mexican Regions ,"
IREA Working Papers
200805, University of Barcelona, Research Institute of Applied Economics, revised Apr 2008.
[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!]
Richard H. Cohen & Carl Bonham, 2007.
"Specifying the Forecast Generating Process for Exchange Rate Survey Forecasts ,"
Working Papers
200718, University of Hawaii at Manoa, Department of Economics.
[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!]
Saten Kumar & Scott Fargher & Don J. Webber, 2009.
"Testing the validity of the Feldstein-Horioka puzzle for Australia ,"
Discussion Papers
0911, University of the West of England, Department of Economics.
[Downloadable!]
Juncal Cunado & Luis A. Gil-Alana & Fernando Pérez de Gracia, 2006.
"Additional Empirical Evidence on Real Convergence: A Fractionally Integrated Approach ,"
Review of World Economics (Weltwirtschaftliches Archiv) ,
Springer, vol. 142(1), pages 67-91, April.
[Downloadable!] (restricted)
Other versions: Amalia Zumaquero & Rodrigo Urrea, 2002.
"Purchasing Power Parity: Error Correction Models and Structural Breaks ,"
Open Economies Review ,
Springer, vol. 13(1), pages 5-26, January.
[Downloadable!] (restricted)
Richard A. Ashley. & Randall J. Verbrugge, 2006.
"Frequency Dependence in Regression Model Coefficients: An Alternative Approach for Modeling Nonlinear Dynamic Relationships in Time Series ,"
Working Papers
e06-7, Virginia Polytechnic Institute and State University, Department of Economics.
[Downloadable!]
Other versions: Balázs Égert & Rebeca Jiménez-Rodríguez & Evžen Kočenda & Amalia Morales-Zumaquero, 2006.
"Structural changes in Central and Eastern European economies: breaking news or breaking the ice? ,"
Economic Change and Restructuring ,
Springer, vol. 39(1), pages 85-103, June.
[Downloadable!] (restricted)
Jan Fidrmuc & Ariane Tichit, 2007.
"Mind the Break! Accounting for Changing Patterns of Growth during Transition ,"
CEDI Discussion Paper Series
07-06, Centre for Economic Development and Institutions(CEDI), Brunel University.
[Downloadable!]
Other versions:Ariane TICHIT MINISCLOUX & Jan FIDRMUC, 2007.
"Mind the Break! Accounting for Changing Patterns of Growth during Transition ,"
Working Papers
200721, CERDI.
Ariane TICHIT MINISCLOUX & Jan FIDRMUC, 2008.
"Mind the Break! Accounting for Changing Patterns of Growth during Transition ,"
Working Papers
200818, CERDI.
[Downloadable!]
Jan Fidrmuc & Ariane Tichit, 2004.
"Mind the Break! Accounting for Changing Patterns of Growth during Transition ,"
William Davidson Institute Working Papers Series
2004-643, William Davidson Institute at the University of Michigan Stephen M. Ross Business School.
[Downloadable!]
Fidrmuc, Jan & Tichit, Ariane, 2007.
"Mind the Break! Accounting for Changing Patterns of Growth during Transition ,"
CEPR Discussion Papers
6382, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Fidrmuc, Jan & Tichit, Ariane, 2009.
"Mind the break! Accounting for changing patterns of growth during transition ,"
Economic Systems ,
Elsevier, vol. 33(2), pages 138-154, June.
[Downloadable!] (restricted)
Jan Fidrmuc & Ariane Tichit, 2009.
"Mind the Break! Accounting for Changing Patterns of Growth during Transition ,"
CEDI Discussion Paper Series
09-02, Centre for Economic Development and Institutions(CEDI), Brunel University.
[Downloadable!]
Richard T. Baille & Claudio Morana, 2009.
"Investigating Inflation Dynamics and Structural Change with an Adaptive ARFIMA Approach ,"
ICER Working Papers - Applied Mathematics Series
06-2009, ICER - International Centre for Economic Research.
[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!]
Andrés González & Luis Fernando Melo & Carlos Esteban Posada, 2006.
"Inflación y dinero en Colombia: otro modelo P-estrella ,"
BORRADORES DE ECONOMIA
002851, BANCO DE LA REPÚBLICA.
[Downloadable!]
Other versions: 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: WenShwo Fang & Stephen M. Miller & ChunShen Lee, 2009.
"The Great Moderation Flattens Fat Tails: Disappearing Leptokurtosis ,"
Working Papers
0903, University of Nevada, Las Vegas , Department of Economics.
[Downloadable!]
Other versions: 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!]
Carlos Capistrán-Carmona, 2005.
"Bias in Federal Reserve Inflation Forecasts: Is the Federal Reserve Irrational or Just Cautious? ,"
Computing in Economics and Finance 2005
127, Society for Computational Economics.
[Downloadable!]
Other versions:Carlos Capistrán, 2006.
"Bias in Federal Reserve Inflation Forecasts: Is the Federal Reserve Irrational or Just Cautious? ,"
Working Papers
2006-14, Banco de México.
[Downloadable!]
Carlos Carmona, 2005.
"Bias in Federal Reserve Inflation Forecasts: Is the Federal Reserve Irrational or Just Cautious? ,"
University of California at San Diego, Economics Working Paper Series
2005-05, Department of Economics, UC San Diego.
[Downloadable!]
Capistrán, Carlos, 2008.
"Bias in Federal Reserve inflation forecasts: Is the Federal Reserve irrational or just cautious? ,"
Journal of Monetary Economics ,
Elsevier, vol. 55(8), pages 1415-1427, November.
[Downloadable!] (restricted)
Mohamed Safouane Ben Aïssa & Jamel Jouini, 2003.
"Structural breaks in the US inflation process ,"
Applied Economics Letters ,
Taylor and Francis Journals, vol. 10(10), pages 633-636, August.
[Downloadable!] (restricted)
Lee Chee Tong, 2005.
"Does Stock Market Liberalisation Benefit The Economy? Evidence From Industry-Level Data ,"
SCAPE Policy Research Working Paper Series
0516, National University of Singapore, Department of Economics, SCAPE.
[Downloadable!]
Luca Benati, 2009.
"Long Run Evidence on Money Growth and Inflation ,"
Working Paper Series
1027, European Central Bank.
[Downloadable!]
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)
Waldenström, Daniel & Frey, Bruno S., 2006.
"Using Markets to Measure Pre-War Threat Assessments: The Nordic Countries Facing World War II ,"
Working Paper Series
676, Research Institute of Industrial Economics.
[Downloadable!]
Other versions: 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!]
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)
M. Hashem Pesaran & Davide Pettenuzzo & Allan Timmermann, 2004.
"Forecasting Time Series Subject to Multiple Structural Breaks ,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo Group Munich.
[Downloadable!]
Other versions:Pesaran, M.H. & Pettenuzzo, D. & Timmermann, A., 2004.
"‘Forecasting Time Series Subject to Multiple Structural Breaks’ ,"
Cambridge Working Papers in Economics
0433, Faculty of Economics, University of Cambridge.
[Downloadable!]
Pesaran, M Hashem & Pettenuzzo, Davide & Timmermann, Allan G, 2004.
"Forecasting Time Series Subject to Multiple Structural Breaks ,"
CEPR Discussion Papers
4636, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Pesaran, M. Hashem & Pettenuzzo, Davide & Timmermann, Allan, 2004.
"Forecasting Time Series Subject to Multiple Structural Breaks ,"
IZA Discussion Papers
1196, Institute for the Study of Labor (IZA).
[Downloadable!]
Hashem Pesaran & Davide Pettenuzzo & Allan Timmermann, 2006.
"Forecasting Time Series Subject to Multiple Structural Breaks ,"
Review of Economic Studies ,
Blackwell Publishing, vol. 73(4), pages 1057-1084, October.
[Downloadable!] (restricted)
Stephen Leybourne & Tae-Hwan Kim & A.M. Robert Taylor, 2007.
"Detecting Multiple Changes in Persistence ,"
Studies in Nonlinear Dynamics & Econometrics ,
Berkeley Electronic Press, vol. 11(3).
[Downloadable!]
Gil-Alana, Luis A. & Fischer, Christian, 2007.
"International traveling and trade: further evidence for the case of Spanish wine based on fractional VAR specifications ,"
105th Seminar, March 8-10, 2007, Bologna, Italy
7859, European Association of Agricultural Economists.
[Downloadable!]
Jens Ludwig & Douglas L. Miller, 2005.
"Does Head Start Improve Children's Life Chances? Evidence from a Regression Discontinuity Design ,"
NBER Working Papers
11702, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions:Jens Ludwig & Douglas L. Miller, 2006.
"Does Head Start Improve Children's Life Chances? Evidence from a Regression Discontinuity Design ,"
IZA Discussion Papers
2111, Institute for the Study of Labor (IZA).
[Downloadable!]
Ludwig, Jens & Miller, Douglas L., 2005.
"Does Head Start Improve Children's Life Chances? Evidence from a Regression Discontinuity Design ,"
Working Papers
05-34, University of California at Davis, Department of Economics.
[Downloadable!]
Jens Ludwig & Douglas L Miller, 2007.
"Does Head Start Improve Children's Life Chances? Evidence from a Regression Discontinuity Design ,"
The Quarterly Journal of Economics ,
MIT Press, vol. 122(1), pages 159-208, 02.
[Downloadable!] (restricted)
Paresh Kumar Narayan & Ingrid Nielsen & Russell Smyth, 2005.
"Is there a Natural Rate of Crime? ,"
Monash Economics Working Papers
18/05, Monash University, Department of Economics.
[Downloadable!]
Ziesemer,Thomas, 2005.
"Unstable Debt/GDP Dynamics as an Early Warning Indicator ,"
Research Memoranda
016, Maastricht : MERIT, Maastricht Economic Research Institute on Innovation and Technology.
[Downloadable!]
George Hondroyiannis & Sophia Lazaretou, 2004.
"Inflation Persistence during Periods of Structural Change: An Assessment Using Greek Data ,"
Working Papers
13, Bank of Greece.
[Downloadable!]
Other versions: Antonia López Villavicencio & Josep Lluís Raymond Bara, 2006.
"The short and long-run determinants of the real exchange rate in Mexico ,"
Working Papers
wpdea0606, Department of Applied Economics at Universitat Autonoma of Barcelona.
[Downloadable!]
T. Berger, 2008.
"Estimating Europe’s Natural Rates from a forward-looking Phillips curve ,"
Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium
08/498, Ghent University, Faculty of Economics and Business Administration.
[Downloadable!]
Clemens Kool & Alex Lammertsma, 2005.
"Inflation Persistence under Semi-Fixed Exchange Rate Regimes: The European Evidence 1974–1998 ,"
Open Economies Review ,
Springer, vol. 16(1), pages 51-76, January.
[Downloadable!] (restricted)
Chih-Chiang Hsu, 2000.
"Long Memory or Structural Change: Testing Method and Empirical Examination ,"
Econometric Society World Congress 2000 Contributed Papers
0867, Econometric Society.
[Downloadable!]
Weshah A. Razzak, 2003.
"Wage-Price Dynamics, the Labour Market and Deflation in Hong Kong ,"
Working Papers
242003, Hong Kong Institute for Monetary Research.
[Downloadable!]
Basher, Syed A. & Westerlund, Joakim, 2008.
"Panel Cointegration and the Monetary Exchange Rate Model ,"
MPRA Paper
10453, University Library of Munich, Germany.
[Downloadable!]
Other versions: Jean-François Hoarau, 2008.
"Testing PPP for Central American real exchange rates. Evidence from new panel data stationary tests with structural breaks ,"
Economics Bulletin ,
Economics Bulletin, vol. 6(21), pages 1-5.
[Downloadable!]
Max Gillman & Mark N Harris & Michal Kejak, 2007.
"The Interaction of Inflation and Financial Development with Endogenous Growth ,"
Money Macro and Finance (MMF) Research Group Conference 2006
29, Money Macro and Finance Research Group.
[Downloadable!]
Giordani, Paolo & Kohn, Robert, 2006.
"Efficient Bayesian Inference for Multiple Change-Point and Mixture Innovation Models ,"
Working Paper Series
196, Sveriges Riksbank (Central Bank of Sweden).
[Downloadable!]
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: 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: Milton Marquis & Bharat Trehan, 2005.
"On using relative prices to measure capital-specific technological progress ,"
Working Paper Series
2005-02, Federal Reserve Bank of San Francisco.
[Downloadable!]
Other versions: 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: Rómulo A.Chumacero & J.Rodrigo Fuentes, 2006.
"Economic growth in Latin America: structural breaks or fundamentals ,"
Estudios de Economia ,
University of Chile, Department of Economics, vol. 33(2 Year 20), pages 141-154, December.
[Downloadable!]
Manuel Gomez & Daniel Ventosa-Santaularia, .
"Inflation and breaks: the validity of the Dickey-Fuller test ,"
School of Economics Working Papers
EM200601, Universidad de Guanajuato.
[Downloadable!]
Ai Deng & Pierre Perron, 2006.
"The Limit Distribution of the CUSUM of Squares Test Under General Mixing Conditions ,"
Boston University - Department of Economics - Working Papers Series
wp2006-004, Boston University - Department of Economics.
[Downloadable!]
Other versions: Mohamed Safouane Ben Aïssa & Mohamed Boutahar & Jamel Jouini, 2004.
"Bai and Perron's and spectral density methods for structural change detection in the US inflation process ,"
Applied Economics Letters ,
Taylor and Francis Journals, vol. 11(2), pages 109-115, February.
[Downloadable!] (restricted)
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!]
Sinchan Mitra & Tara M. Sinclair, .
"Output Fluctuations in the G-7: An Unobserved Components Approach ,"
MRG Discussion Paper Series
2509, School of Economics, University of Queensland, Australia.
[Downloadable!]
N. Hyung & P.H.B.F. Franses, 2001.
"Structural breaks and long memory in US inflation rates ,"
Econometric Institute Report
221, Erasmus University Rotterdam, Econometric Institute.
[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: 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: Yilmazkuday, Hakan, 2009.
"Inflation Targeting and Inflation Convergence within Turkey ,"
MPRA Paper
16770, University Library of Munich, Germany.
[Downloadable!]
Christopher J. Neely & David E. Rapach, 2008.
"Real interest rate persistence: evidence and implications ,"
Working Papers
2008-018, Federal Reserve Bank of St. Louis.
[Downloadable!]
Other versions: Gadea, Maria & Mayoral, Laura, 2005.
"The Persistence of Inflation in OECD Countries: A Fractionally Integrated Approach ,"
MPRA Paper
815, University Library of Munich, Germany.
[Downloadable!]
Other versions:Laura Mayoral, 2005.
"The Persistence of Inflation in OECDCountries: a Fractionally Integrated Approach ,"
Economics Working Papers
958, Department of Economics and Business, Universitat Pompeu Fabra, revised Oct 2005.
[Downloadable!]
María Dolores Gadea & Laura Mayoral, 2006.
"The Persistence of Inflation in OECD Countries: A Fractionally Integrated Approach ,"
International Journal of Central Banking ,
International Journal of Central Banking, vol. 2(1), March.
[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!]
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!]
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!]
Harald Grech, 2004.
"What Do German Short-Term Interest Rates Tell Us About Future Inflation? ,"
Working Papers
94, Oesterreichische Nationalbank (Austrian Central Bank).
[Downloadable!]
Chihiro Shimizu & Kiyohiko G. Nishimura & Yasushi Asami, 2003.
"Measuring the Cost of Imperfect Information in the Tokyo Housing Market ,"
CIRJE F-Series
CIRJE-F-238, CIRJE, Faculty of Economics, University of Tokyo.
[Downloadable!]
Josep Lluis Carrion Silvestre & Tomas del Barrio Castro & Enrique Lopez Bazo, 2003.
"Breaking the panels. An application to the GDP per capita ,"
Working Papers in Economics
97, Universitat de Barcelona. Espai de Recerca en Economia.
[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: Haselmann,Rainer & Holle,Stephanie & Kool,Clemens & Ziesemer,Thomas, 2002.
"Sovereign Risk and Simple Debt Dynamics: The Case of Brazil and Argentina ,"
Research Memoranda
034, Maastricht : MERIT, Maastricht Economic Research Institute on Innovation and Technology.
[Downloadable!]
Gutierrez, Luciano & Erickson, Kenneth & Westerlund, Joakim, 2005.
"The Present Value Model, Farmland Prices and Structural Breaks ,"
2005 International Congress, August 23-27, 2005, Copenhagen, Denmark
24702, European Association of Agricultural Economists.
[Downloadable!]
Albert N. Link & David Paton & Donald S. Siegel, 2003.
"An Econometric Analysis of Trends in Research Joint Venture Activity ,"
Rensselaer Working Papers in Economics
0305, Rensselaer Polytechnic Institute, Department of Economics.
[Downloadable!]
Other versions: 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!]
Clive W.J. Granger & Namwon Hyung, 1999.
"Occasional Structural Breaks and Long Memory ,"
University of California at San Diego, Economics Working Paper Series
99-14, Department of Economics, UC San Diego.
[Downloadable!]
Other versions: Kocenda, Evzen, 2000.
"Detecting Structural Breaks in Exchange Rates in Transition Economies ,"
CEPR Discussion Papers
2546, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Peter M. Summers, 2003.
"Bayesian Evidence on the Structure of Unemployment ,"
Melbourne Institute Working Paper Series
wp2003n03, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
[Downloadable!]
Other versions: Mohamed Boutahar & Jamel Jouini, 2007.
"A Methodology For Detecting Breaks In The Mean And Covariance Structure Of Time Series ,"
Working Papers
halshs-00354249_v1, HAL.
[Downloadable!]
Carlos P. Barros & Guglielmo Maria Caporale & Luis A. Gil-Alana, 2006.
"Eta Terrorism:Police Action, Political Measures And The Influence Of Violence On Economic Activity In The Basque Country ,"
Economics and Finance Discussion Papers
06-03, Economics and Finance Section, School of Social Sciences, Brunel University.
[Downloadable!]
Elena Andreou & Eric Ghysels, 2003.
"Test for Breaks in the Conditional Co-Movements of Asset Returns ,"
University of Cyprus Working Papers in Economics
3-2003, University of Cyprus Department of Economics.
[Downloadable!]
Other versions: 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!]
Hajime Tomura, 2008.
"A Model of Housing Boom and Bust in a Small Open Economy ,"
Working Papers
08-9, Bank of Canada.
[Downloadable!]
Evzen Kocenda, 2001.
"Detecting Structural Breaks: Exchange Rates in Transition Economies ,"
Development and Comp Systems
0012009, EconWPA.
[Downloadable!]
Jean-Yves Pitarakis, 2003.
"Least Squares Estimation and Tests of Breaks in Mean and Variance under Misspecification ,"
Econometrics
0312004, EconWPA.
[Downloadable!]
Other versions: Jutta Roosen & David A. Hennessy & Thia C. Hennessy, 2004.
"Seasonality, Capital Inflexibility, and the Industrialization of Animal Production ,"
Center for Agricultural and Rural Development (CARD) Publications
04-wp351, Center for Agricultural and Rural Development (CARD) at Iowa State University.
[Downloadable!]
Other versions: Sushil Mohan & Bill Russell, 2008.
"Modelling Thirty Five Years Of Coffee Prices In Brazil, Guatemala And India ,"
Discussion Papers
221, University of Dundee, Economic Studies.
[Downloadable!]
Essahbi Essaadi & Jamel Jouini & Wajih Khallouli, 2004.
"The Asian Crisis Contagion: A Dynamic Correlation Approach Analysis ,"
Post-Print
halshs-00201220_v1, HAL.
[Downloadable!]
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.
[Downloadable!]
Other versions: 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.
[Downloadable!]
David I. Harvey & Terence C. Mills, 2002.
"Unit roots and double smooth transitions ,"
Journal of Applied Statistics ,
Taylor and Francis Journals, vol. 29(5), pages 675-683, July.
[Downloadable!] (restricted)
Gary Koop & Simon Potter, 2007.
"A flexible approach to parametric inference in nonlinear time series models ,"
Staff Reports
285, Federal Reserve Bank of New York.
[Downloadable!]
George Bagdatoglou & Alexandros Kontonikas, 2009.
"A New Test of the Real Interest Rate Parity Hypothesis: Bounds Approach and Structural Breaks ,"
Working Papers
2009_17, Department of Economics, University of Glasgow.
[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: Lewis, Karen K., 2006.
"Is the International Diversification Potential Diminishing? Foreign Equity Inside and Outside the US ,"
Working Papers
06-6, University of Pennsylvania, Wharton School, Weiss Center.
[Downloadable!]
Richard A. Ashley & Randall J. Verbrugge., 2006.
"Mis-Specification in Phillips Curve Regressions: Quantifying Frequency Dependence in This Relationship While Allowing for Feedback ,"
Working Papers
e06-11, Virginia Polytechnic Institute and State University, Department of Economics.
[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!]
Marcos José Dal Bianco, 2008.
"Argentinean real exchange rate 1900-2006, test purchasing power parity theory ,"
Estudios de Economia ,
University of Chile, Department of Economics, vol. 35(1 Year 20), pages 33-64, June.
[Downloadable!]
Carlos Santos & David Hendry, 2006.
"Saturation in Autoregressive Models ,"
Notas Económicas ,
Faculdade de Economia, Universidade de Coimbra, issue 24, pages 8-19, December.
[Downloadable!]
Felipe M. Aparicio & Alvaro Escribano & Ana García, 2003.
"Range Unit Root Tests ,"
Statistics and Econometrics Working Papers
ws031126, Universidad Carlos III, Departamento de Estadística y Econometría.
[Downloadable!]
Jeannine Bailliu & Eiji Fujii, 2004.
"Exchange Rate Pass-Through and the Inflation Environment in Industrialized Countries: An Empirical Investigation ,"
Working Papers
04-21, Bank of Canada.
[Downloadable!]
Other versions: 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: Luis A. Gil-Alana & Antonio Moreno, 2009.
"Fractional Integration and Structural Breaks in U.S. Macro Dynamics ,"
Faculty Working Papers
02/09, School of Economics and Business Administration, University of Navarra.
[Downloadable!]
Andreas Beyer & Alfred A. Haug & William G. Dewald, 2009.
"Structural Breaks, Cointegration and the Fisher Effect ,"
Working Paper Series
1013, European Central Bank.
[Downloadable!]
Clifford L.F. Attfield, 2003.
"Structural Breaks and Permanent Trends ,"
Bristol Economics Discussion Papers
03/545, Department of Economics, University of Bristol, UK.
[Downloadable!]
LE GALLO, Julie, 2000.
"Econométrie spatiale 2 -Hétérogénéité spatiale ,"
LATEC - Document de travail - Economie (1991-2003)
2001-01, LATEC, Laboratoire d'Analyse et des Techniques EConomiques, CNRS UMR 5118, Université de Bourgogne.
[Downloadable!]
Antonio E. Noriega & Daniel Ventosa-Santaularia, .
"Spurious regression under broken trend stationarity ,"
School of Economics Working Papers
EM200501, Universidad de Guanajuato.
[Downloadable!]
Other versions: 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)
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).
[Downloadable!]
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.
[Downloadable!]
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)
Chihiro Shimizu & Kiyohiko Nishimura, 2007.
"Pricing Structure in Tokyo Metropolitan Land Markets and its Structural Changes: Pre-bubble, Bubble, and Post-bubble Periods ,"
The Journal of Real Estate Finance and Economics ,
Springer, vol. 35(4), pages 475-496, November.
[Downloadable!] (restricted)
Pablo Astorga, 2007.
"Real Exchange Rates in Latin America: what does the 20th Century reveal? ,"
Working Papers in Economic History
wp07-03, Universidad Carlos III, Departamento de Historia Económica e Instituciones.
[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 Económico
0110, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales.
[Downloadable!]
Jonathan Temple & Cliff Attfield, 2004.
"Measuring trend growth: how useful are the great ratios? ,"
Money Macro and Finance (MMF) Research Group Conference 2003
101, Money Macro and Finance Research Group.
[Downloadable!]
Guillermo Benavides & Carlos Capistrán, 2009.
"A Note on the Volatilities of the Interest Rate and the Exchange Rate Under Different Monetary Policy Instruments: Mexico 1998-2008 ,"
Working Papers
2009-10, Banco de México.
[Downloadable!]
Leandro Prados de la Escosura & Isabel Sanz Villarroya, 2006.
"Contract Enforcement and Argentina’s Long-Run Decline ,"
Working Papers in Economic History
wp06-06, Universidad Carlos III, Departamento de Historia Económica e Instituciones.
[Downloadable!]
Martin Schmidt, 2009.
"The nonlinear behavior of competition: the impact of talent compression on competition ,"
Journal of Population Economics ,
Springer, vol. 22(1), pages 57-74, January.
[Downloadable!] (restricted)
Anatolyev, Stanislav, 2005.
"A ten-year retrospection of the behavior of Russian stock returns ,"
BOFIT Discussion Papers
9/2005, Bank of Finland, Institute for Economies in Transition.
[Downloadable!]
Westerlund, Joakim & Edgerton , David, 2006.
"New Improved Tests for Cointegration with Structural Breaks ,"
Working Papers
2006:3, Lund University, Department of Economics.
Other versions: Elliott, Graham & Timmermann, Allan G, 2007.
"Economic Forecasting ,"
CEPR Discussion Papers
6158, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions: Geert Bekaert & Campbell R. Harvey & Robin L. Lumsdaine, 1999.
"The Dynamics of Emerging Market Equity Flows ,"
NBER Working Papers
7219, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: Candelon,Bertrand & Cubadda,Gianluca, 2005.
"Testing for Parameter Stability in Dynamic Models across Frequencies ,"
Research Memoranda
022, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization.
[Downloadable!]
Other versions:Bertrand Candelon & Gianluca Cubadda, 2006.
"Testing for Parameter Stability in Dynamic Models Across Frequencies ,"
CEIS Research Paper
82, Tor Vergata University, CEIS.
[Downloadable!]
Bertrand Candelon & Gianluca Cubadda, 2006.
"Testing for Parameter Stability in Dynamic Models across Frequencies ,"
Oxford Bulletin of Economics and Statistics ,
Department of Economics, University of Oxford, vol. 68(s1), pages 741-760, December.
[Downloadable!] (restricted)
Gillman, Max & Nakov, Anton, 2008.
"Monetary Effects on Nominal Oil Prices ,"
Cardiff Economics Working Papers
E2008/15, Cardiff University, Cardiff Business School, Economics Section, revised Nov 2009.
[Downloadable!]
Jiménez-Rodríguez, Rebeca & Russo, Giuseppe, 2007.
"Institutional rigidities and employment rigidity on the Italian labour larket ,"
MPRA Paper
4519, University Library of Munich, Germany.
[Downloadable!]
Other versions: 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!]
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: Geert Bekaert & Campbell R. Harvey & Robin L. Lumsdaine, 1998.
"Dating the Integration of World Equity Markets ,"
NBER Working Papers
6724, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: Assad L. Baunto & Christian Bordes & Samuel Maveyraud-Tricoire & Philippe Rous, 2007.
"Money and uncertainty in the Philippines: A Friedmanite Perspective ,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
hal-00308663_v1, HAL.
[Downloadable!]
Ravindra H Dholakia, 2009.
"Regional Sources of Growth Acceleration in India ,"
Working Papers
id:2010, esocialsciences.com.
[Downloadable!]
Milton Marquis & Bharat Trehan, 2003.
"Some implications of using prices to measure productivity in a two-sector growth model ,"
Working Papers in Applied Economic Theory
2001-10, Federal Reserve Bank of San Francisco.
[Downloadable!]
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: Bunzel, Helle & Iglesias, Emma M., 2006.
"Testing for Breaks Using Alternating Observations ,"
Staff General Research Papers
12694, Iowa State University, Department of Economics.
[Downloadable!]
Scharff, Juliane & Nautz, Dieter, 2006.
"Inflation and relative price variability in the euro area: evidence from a panel threshold model ,"
Discussion Paper Series 1: Economic Studies
2006,14, Deutsche Bundesbank, Research Centre.
[Downloadable!]
Robert Dixon, David Shepherd, James Thomson, 2001.
"Regional Unemployment Disparities in Australia ,"
Regional Studies ,
Taylor and Francis Journals, vol. 35(2), pages 93-102, April.
[Downloadable!] (restricted)
Richard A. Ashley. & Randall J. Verbrugge., 2006.
"Mis-Specification and Frequency Dependence in a New Keynesian Phillips Curve ,"
Working Papers
e06-12, Virginia Polytechnic Institute and State University, Department of Economics.
[Downloadable!]
Hultblad, Brigitta & Karlsson, Sune, 2006.
"Bayesian simultaneous determination of structural breaks and lag lengths ,"
Working Paper Series in Economics and Finance
630, Stockholm School of Economics.
[Downloadable!]
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: Rosangela Loschi & Leonardo Bastos & Pilar Iglesias, 2005.
"Identifying Volatility Clusters Using the PPM: A Sensitivity Analysis ,"
Computational Economics ,
Springer, vol. 24(4), pages 305-319, June.
[Downloadable!] (restricted)
Kugler, Peter & Weder di Mauro, Beatrice, 2005.
"Why Are Returns on Swiss Franc Assets So Low? Rare Events May Solve the Puzzle ,"
CEPR Discussion Papers
5181, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Arghyrou, Michael G & Gadea, Maria Dolores, 2008.
"The single monetary policy and domestic macro-fundamentals: Evidence from Spain ,"
Cardiff Economics Working Papers
E2008/23, Cardiff University, Cardiff Business School, Economics Section.
[Downloadable!]
Maury, P-M. & Pluyaud, B., 2004.
"The Breaks in per Capita Productivity Trends in a Number of Industrial Countries ,"
Documents de Travail
111, Banque de France.
[Downloadable!]
Peter Lildholdt & Anne Vila Wetherilt, .
"Anticipation of monetary policy in UK financial markets ,"
Bank of England working papers
241, Bank of England.
[Downloadable!]
Strikholm, Birgit & Teräsvirta, Timo, 2005.
"Determining the Number of Regimes in a Threshold Autoregressive Model Using Smooth Transition Autoregressions ,"
Working Paper Series in Economics and Finance
578, Stockholm School of Economics, revised 11 Feb 2005.
[Downloadable!]
Aamer Abu-Qarn & Suleiman Abu-Bader, 2007.
"Structural Breaks in Military Expenditures: Evidence for Egypt, Israel, Jordan and Syria ,"
Working Papers
231, Ben-Gurion University of the Negev, Department of Economics.
[Downloadable!]
Other versions: Dan Ben-David & David H. Papell, 1997.
"International Trade and Structural Change ,"
NBER Working Papers
6096, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: Karen K. Lewis, 2006.
"Is the International Diversification Potential Diminishing? Foreign Equity Inside and Outside the US ,"
NBER Working Papers
12697, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Gary M. Koop & Simon M. Potter, 2004.
"Prior elicitation in multiple change-point models ,"
Staff Reports
197, Federal Reserve Bank of New York.
[Downloadable!]
Other versions:Gary Koop & Simon M. Potter, 2004.
"Prior Elicitation in Multiple Change-point Models ,"
Discussion Papers in Economics
04/26, Department of Economics, University of Leicester.
[Downloadable!]
Gary Koop & Simon M. Potter, 2007.
"Prior Elicitation in Multiple Change-point Models ,"
Working Paper Series
17-07, Rimini Centre for Economic Analysis, revised Jul 2007.
[Downloadable!]
Gary Koop & Simon M. Potter, 2009.
"Prior Elicitation In Multiple Change-Point Models ,"
International Economic Review ,
Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 50(3), pages 751-772, 08.
[Downloadable!] (restricted)
Amigues, J-P & Favard, P, Gaudet, G & Moreaux, M, 1996.
"On the Optimal Order of Natural Resource Use When the Capacity of the Inexhaustible Substitute is Limited ,"
Cahiers de recherche
9628, Universite de Montreal, Departement de sciences economiques.
[Downloadable!]
Other versions:Amigues, J.-P. & Favard, P. & Gaudet, G. & Moreaux, M., 1996.
"On The Optimal Order of Natural Resourse Use When the Capacity of the Inexhaustible Substitute is Limited ,"
Papers
96.431, Toulouse - GREMAQ.
Amigues, Jean-Pierre & Favard, Pascal & Gaudet, Gerard & Moreaux, Michel, 1998.
"On the Optimal Order of Natural Resource Use When the Capacity of the Inexhaustible Substitute Is Limited ,"
Journal of Economic Theory ,
Elsevier, vol. 80(1), pages 153-170, May.
[Downloadable!] (restricted)
Amigues, J-P & Favard, P, Gaudet, G & Moreaux, M, 1996.
"On the Optimal Order of Natural Resource Use When the Capacity of the Inexhaustible Substitute is Limited ,"
Cahiers de recherche
9628, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
Nappi-Choulet, Ingrid & Maury, Tristan-Pierre, 2008.
"A Spatiotemporal Autoregressive Price Index for the Paris Office Property Market ,"
ESSEC Working Papers
DR 08008, ESSEC Research Center, ESSEC Business School.
[Downloadable!]
Other versions: Essahbi Essaadi & Mohamed Boutahar, 2008.
"A Measure of Variability in Comovement for Economic Variables : a Time-Varying Coherence Function Approach ,"
Post-Print
halshs-00333582_v1, HAL.
[Downloadable!]
Cho-Hoi Hui & Lillie Lam, 2008.
"What Drives Hong Kong Dollar Swap Spreads: Credit or Liquidity? ,"
Working Papers
0810, Hong Kong Monetary Authority.
[Downloadable!]
Daniel G. Swaine, 1999.
"Is the U.S. economy characterized by endogenous growth?: a time-series test of two stochastic growth models ,"
Working Papers
99-9, Federal Reserve Bank of Boston.
[Downloadable!]
Duc NGUYEN, 2008.
"An empirical analysis of structural changes in emerging market volatility ,"
Economics Bulletin ,
Economics Bulletin, vol. 6(10), pages 1-10.
[Downloadable!]
Bharat Trehan, 2003.
"Productivity shocks and the unemployment rate ,"
Economic Review ,
Federal Reserve Bank of San Francisco, pages 13-27.
[Downloadable!]
Cuberes, David, 2008.
"Democracy, Diversification, and Growth Reversals ,"
MPRA Paper
8430, University Library of Munich, Germany.
[Downloadable!]
Other versions: Arturo Estrella & Anthony P. Rodrigues & Sebastian Schich, 2000.
"How stable is the predictive power of the yield curve? evidence from Germany and the United States ,"
Staff Reports
113, Federal Reserve Bank of New York.
[Downloadable!]
Other versions: André Binette & Sylvain Martel, 2005.
"Inflation and Relative Price Dispersion in Canada: An Empirical Assessment ,"
Working Papers
05-28, Bank of Canada.
[Downloadable!]
Todd E. Clark & Michael W. McCracken, 2006.
"Forecasting of small macroeconomic VARs in the presence of instabilities ,"
Research Working Paper
RWP 06-09, Federal Reserve Bank of Kansas City.
[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!]
Mohamed Boutahar & David Gbaguidi, 2009.
"Which Econometric Specification to Characterize the U.S. Inflation Rate Process? ,"
Computational Economics ,
Springer, vol. 34(2), pages 145-172, September.
[Downloadable!] (restricted)
R. Velazquez & A.E. Noriega & L.M. Soria, 2004.
"International Evidence on Monetary Neutrality Under Broken Trend Stationary Models ,"
Econometric Society 2004 Latin American Meetings
57, Econometric Society.
[Downloadable!]
Other versions: Christian Gillitzer & Jonathan Kearns, 2005.
"Long-term Patterns in Australia's Terms of Trade ,"
RBA Research Discussion Papers
rdp2005-01, Reserve Bank of Australia.
[Downloadable!]
Henry, O. & Olekalns, N., 2000.
"The Displacement Hypothesis and Government Spending in the United Kingdom: some new Long-Run Evidence ,"
Department of Economics - Working Papers Series
750, The University of Melbourne.
[Downloadable!]
Kool,Clemens & Ziesemer,Thomas & Haselmann ,Rainer & Holle,Stephanie, 2003.
"Sovereign Risk and Simple Debt Dynamics in Asia ,"
Research Memoranda
002, Maastricht : MERIT, Maastricht Economic Research Institute on Innovation and Technology.
[Downloadable!]
Otilia Boldea & Alastair R. Hall, 2009.
"Estimation and Inference in Unstable Nonlinear Least Squares Models ,"
Centre for Growth and Business Cycle Research Discussion Paper Series
126, Economics, The Univeristy of Manchester.
[Downloadable!]
Gael M. Martin, 2000.
"US deficit sustainability: a new approach based on multiple endogenous breaks ,"
Journal of Applied Econometrics ,
John Wiley & Sons, Ltd., vol. 15(1), pages 83-105.
[Downloadable!]
Other versions: David Madden, 2007.
"Doctors' Fees in Ireland Following the Change in Reimbursement: Did they Jump? ,"
The Economic and Social Review ,
Economic and Social Studies, vol. 38(2), pages 259-274.
[Downloadable!]
Other versions: Rómulo A. Chumacero & Francisco A. Gallego, 2001.
"Trends and Cycles in Real-Time ,"
Working Papers Central Bank of Chile
130, Central Bank of Chile.
[Downloadable!]
Other versions: Juan J. Dolado & Jesús Gonzalo & Laura Mayoral, 2005.
"What is What?: A Simple Time-Domain Test of Long-memory vs. Structural Breaks ,"
Economics Working Papers
954, Department of Economics and Business, Universitat Pompeu Fabra.
[Downloadable!]
Baghli, M. & Cahn, C. & Villetelle, J-P., 2006.
"Estimating Potential Output with a Production Function for France, Germany and Italy ,"
Documents de Travail
146, Banque de France.
[Downloadable!]
Michael F. Bryan & Stefan Palmqvist, 2005.
"Testing near-rationality using detailed survey data ,"
Working Paper
0502, Federal Reserve Bank of Cleveland.
[Downloadable!]
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!]
Kazuhiko Nishina & Nabil Maghrebi & Mark J. Holmes, 2006.
"Are Volatility Expectations Characterized By Regime Shifts? Evidence From Implied Volatility Indices ,"
Discussion Papers in Economics and Business
06-20, Osaka University, Graduate School of Economics and Osaka School of International Public Policy (OSIPP).
[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!]
Rafael Romeu, 2003.
"An Intraday Pricing Model of Foreign Exchange Markets ,"
IMF Working Papers
03/115, International Monetary Fund.
[Downloadable!]
Philippe Andrade & Catherine Bruneau & Stephane Gregoir, 2000.
"Testing for the Cointegration Rank when Some Cointegrating Directions are Shifting ,"
Econometric Society World Congress 2000 Contributed Papers
1605, Econometric Society.
[Downloadable!]
Mustapha Belkhouja & Mohamed Boutahar, 2009.
"Structural Change and Long Memory in the Dynamic of U.S. Inflation Process ,"
Computational Economics ,
Springer, vol. 34(2), pages 195-216, September.
[Downloadable!] (restricted)
Chia-Lin Chang & Biing-Wen Huang & Meng-Gu Chen & Michael McAleer, 2009.
"Modelling the Asymmetric Volatility in Hog Prices in Taiwan: The Impact of Joining the WTO ,"
CIRJE F-Series
CIRJE-F-642, CIRJE, Faculty of Economics, University of Tokyo.
[Downloadable!]
Aamer Abu-Qarn & Suleiman Abu-Bader, 2008.
"On the Dynamics of the Israeli-Arab Arms Race ,"
Working Papers
251, Ben-Gurion University of the Negev, Department of Economics.
[Downloadable!]
Other versions: Brian Goff, 2005.
"Supreme Court consensus and dissent: Estimating the role of the selection screen ,"
Public Choice ,
Springer, vol. 122(3), pages 483-499, March.
[Downloadable!] (restricted)
Ibrahim Ahamada & Jamel Jouini & Mohamed Boutahar, 2004.
"Detecting multiple breaks in time series covariance structure: a non-parametric approach based on the evolutionary spectral density ,"
Applied Economics ,
Taylor and Francis Journals, vol. 36(10), pages 1095-1101, June.
[Downloadable!] (restricted)
Clemens J.M. Kool & Alex Lammertsma, 2003.
"Inflation Persistence under Semi-Fixed Exchange Rate Regimes: The European Evidence 1974-1998 ,"
Working Papers
04-04, Utrecht School of Economics.
[Downloadable!]
Mariam Camarero & Josep Lluís Carrion-i-Silvestre & Cecilio Tamarit, 2004.
"Testing for hysteresis in unemployment in OECD countries. New evidence using stationarity panel tests with breaks† ,"
Economic Working Papers at Centro de Estudios Andaluces
2004/40, Centro de Estudios Andaluces.
[Downloadable!]
M. DOLORES GADEA & EVA PARDOS & CLAUDIA PÉREZ-FORNIÉS, 2004.
"A Long-Run Analysis Of Defence Spending In The Nato Countries (1960-99) ,"
Defence and Peace Economics ,
Taylor and Francis Journals, vol. 15(3), pages 231-249, June.
[Downloadable!] (restricted)
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!]
Paresh Narayan & Seema Narayan & Vinod Mishra, 2009.
"Estimating money demand functions for South Asian countries ,"
Empirical Economics ,
Springer, vol. 36(3), pages 685-696, June.
[Downloadable!] (restricted)
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!]
Arturo Estrella & Anthony P. Rodrigues, 2005.
"One-sided test for an unknown breakpoint: theory, computation, and application to monetary theory ,"
Staff Reports
232, Federal Reserve Bank of New York.
[Downloadable!]
Lubos Pastor & Robert F. Stambaugh, 2000.
"The Equity Premium and Structural Breaks ,"
NBER Working Papers
7778, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions:Lubos Pastor & Robert F. Stambaugh, .
"The Equity Premium and Structural Breaks ,"
Rodney L. White Center for Financial Research Working Papers
11-00, Wharton School Rodney L. White Center for Financial Research.
[Downloadable!]
Llubos Pástor, 2001.
"The Equity Premium and Structural Breaks ,"
Journal of Finance ,
American Finance Association, vol. 56(4), pages 1207-1239, 08.
[Downloadable!] (restricted)
Lubos Pástor & Robert F. Stambaugh, .
"The Equity Premium and Structural Breaks ,"
Rodney L. White Center for Financial Research Working Papers
21-98, Wharton School Rodney L. White Center for Financial Research.
[Downloadable!]
Luboš Pástor & Robert F. Stambaugh, 2000.
"The Equity Premium and Structural Breaks ,"
CRSP working papers
519, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
[Downloadable!]
Gabriele Deana & Andrea Gamba, 2008.
"Democracy, openness and jumps in growth ,"
CESPRI Working Papers
221, CESPRI, Centre for Research on Innovation and Internationalisation, Universita' Bocconi, Milano, Italy, revised Jul 2008.
[Downloadable!]
Guglielmo Maria Caporale & Luis A. Gil-Alana, 2004.
"Long range dependence in daily stock returns ,"
Applied Financial Economics ,
Taylor and Francis Journals, vol. 14(6), pages 375-383, March.
[Downloadable!] (restricted)
Philip Marey & Arnaud Dupuy, 2004.
"Shifts and Twists in the Relative Productivity of Skilled Labor: Reconciling Accelerated SBTC with the Productivity Slowdown ,"
Econometric Society 2004 North American Summer Meetings
118, Econometric Society.
[Downloadable!]
Georges Prat & Remzi Uctum, 2009.
"Modelling oil price expectations: evidence from survey data ,"
EconomiX Working Papers
2009-28, University of Paris West - Nanterre la Défense, EconomiX.
[Downloadable!]
Brian Goff, 2006.
"Supreme Court consensus and dissent: Estimating the role of the selection screen ,"
Public Choice ,
Springer, vol. 127(3), pages 367-383, June.
[Downloadable!] (restricted)
Boris Bravo & Horacio Cocchi & Daniel Solís, 2006.
"Output Diversification Among Small-Scale Hillside Farmers In El Salvador ,"
OVE Working Papers
1706, Inter-American Development Bank, Office of Evaluation and Oversight (OVE).
[Downloadable!]
Koi Nyen Wong & Tuck Cheong & Dietrich K. Fausten, 2007.
"Foreign Direct Investment And Services Trade: Evidence From Malaysia And Singapore ,"
Monash Economics Working Papers
30/07, Monash University, Department of Economics.
[Downloadable!]
Syed A. Basher & Josep Lluís Carrion-i-Silvestre, 2007.
"Another Look at the Null of Stationary RealExchange Rates. Panel Data with Structural Breaks and Cross-section Dependence ,"
IREA Working Papers
200710, University of Barcelona, Research Institute of Applied Economics, revised May 2007.
[Downloadable!]
Julio López Laborda & Fernando Rodrigo Sauco, .
"Incidencia de la amnistía fiscal de 1991 en el cumplimiento a largo plazo en el IRPF ,"
Studies on the Spanish Economy
106, FEDEA.
[Downloadable!]
Jennifer L. Castle & David F. Hendry, 2008.
"The Long-Run Determinants of UK Wages, 1860-2004 ,"
Economics Series Working Papers
409, University of Oxford, Department of Economics.
[Downloadable!]
Other versions: Mariam Camarero & Josep Lluis Carrion Silvestre & Cecilio Tamarit, 2006.
"New evidence of the real interest rate parity for OECD countries using panel unit root tests with breaks ,"
Working Papers in Economics
159, Universitat de Barcelona. Espai de Recerca en Economia.
[Downloadable!]
Other versions: Boetel, Brenda L. & Liu, Donald J., 2008.
"Incorporating Structural Changes in Agricultural and Food Price Analysis: An Application to the U.S. Beef and Pork Sectors ,"
Working Papers
44076, University of Minnesota, The Food Industry Center.
[Downloadable!]
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: Stefan Palmqvist & Michael F. Bryan, 2005.
"Testing Near-Rationality Using Detail Survey Data ,"
Computing in Economics and Finance 2005
371, Society for Computational Economics.
[Downloadable!]
Clemente, Jesus & Lanaspa, Luis & Montañés, Antonio, 2002.
"The unemployment structure of the US States ,"
ERSA conference papers
ersa02p081, European Regional Science Association.
[Downloadable!]
Other versions: Joseph P. Byrne & Jun Nagayasu, 2008.
"Structural Breaks in the Real Exchange Rate and Real Interest Rate Relationship ,"
Working Papers
2008_29, Department of Economics, University of Glasgow.
[Downloadable!]
Mohamed Boutahar & Gilles Dufrénot & Anne Péguin-Feissolle, 2008.
"A Simple Fractionally Integrated Model with a Time-varying Long Memory Parameter d t ,"
Computational Economics ,
Springer, vol. 31(3), pages 225-241, April.
[Downloadable!] (restricted)
Pierre Perron & Jing Zhou, 2008.
"Testing Jointly for Structural Changes in the Error Variance and Coefficients of a Linear Regression Model ,"
Boston University - Department of Economics - Working Papers Series
wp2008-011, Boston University - Department of Economics.
[Downloadable!]
Erdenebat Bataa & Denise R. Osborn & Marianne Sensier & Dick van Dijk, 2009.
"Structural Breaks in the International Transmission of Inflation ,"
Centre for Growth and Business Cycle Research Discussion Paper Series
119, Economics, The Univeristy of Manchester.
[Downloadable!]
Abdulnasser Hatemi-J, 2008.
"Tests for cointegration with two unknown regime shifts with an application to financial market integration ,"
Empirical Economics ,
Springer, vol. 35(3), pages 497-505, November.
[Downloadable!] (restricted)
Merih Uctum & Remzi Uctum, 2005.
"Portfolio Flows, Foreign Direct Investment, Crises ,"
Computing in Economics and Finance 2005
224, Society for Computational Economics.
[Downloadable!]
Mariam Camarero & Josep Lluis Carrion Silvestre & Cecilio Tamarit, 2005.
"Unemployment dynamics and NAIRU estimates for CEECs : A univariate approach ,"
Working Papers in Economics
131, Universitat de Barcelona. Espai de Recerca en Economia.
[Downloadable!]
Travaglini, Guido, 2007.
"The U.S. Dynamic Taylor Rule With Multiple Breaks, 1984-2001 ,"
MPRA Paper
3419, University Library of Munich, Germany, revised 15 Jun 2007.
[Downloadable!]
Westerlund, Joakim & Edgerton , David, 2005.
"Panel Cointegration Tests with Deterministic Trends and Structural Breaks ,"
Working Papers
2005:42, Lund University, Department of Economics.
[Downloadable!]
Frédérique BEC, Charbel BASSIL, 2008.
"Federal Funds Rate Stationarity: New Evidence ,"
THEMA Working Papers
2008-35, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
[Downloadable!]
Jean Boivin, 2005.
"Has US Monetary Policy Changed? Evidence from Drifting Coefficients and Real-Time Data ,"
NBER Working Papers
11314, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: Taylor, Mark P, 2003.
"Is Official Exchange Rate Intervention Effective? ,"
CEPR Discussion Papers
3758, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions: Ana Aizcorbe & Stephen D. Oliner & Daniel E. Sichel, 2006.
"Shifting trends in semiconductor prices and the pace of technological progress ,"
Finance and Economics Discussion Series
2006-44, Board of Governors of the Federal Reserve System (U.S.).
[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!]
Roine, Jesper & Waldenström, Daniel, 2009.
"Common Trends and Shocks to Top Incomes – A Structural Breaks Approach ,"
Working Paper Series
801, Research Institute of Industrial Economics.
[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!]
Bryan, Michael F. & Palmqvist, Stefan, 2005.
"Testing Near-Rationality using Detailed Survey Data ,"
Working Paper Series
183, Sveriges Riksbank (Central Bank of Sweden).
[Downloadable!]
Per-Olov Johansson & Bengt Kriström, 2007.
"On a clear day you might see an environmental Kuznets curve ,"
Environmental & Resource Economics ,
European Association of Environmental and Resource Economists, vol. 37(1), pages 77-90, May.
[Downloadable!] (restricted)
Ke-Li Xu & Peter C.B. Phillips, 2006.
"Adaptive Estimation of Autoregressive Models with Time-Varying Variances ,"
Cowles Foundation Discussion Papers
1585R, Cowles Foundation, Yale University, revised Nov 2006.
[Downloadable!]
Other versions:Ke-Li Xu & Peter C.B. Phillips, 2006.
"Adaptive Estimation of Autoregressive Models with Time-Varying Variances ,"
Cowles Foundation Discussion Papers
1585, Cowles Foundation, Yale University.
[Downloadable!]
Xu, Ke-Li & Phillips, Peter C.B., 2008.
"Adaptive estimation of autoregressive models with time-varying variances ,"
Journal of Econometrics ,
Elsevier, vol. 142(1), pages 265-280, January.
[Downloadable!] (restricted)
Milton Marquis & Bharat Trehan, 2005.
"Accounting for the secular “decline” of U.S. manufacturing ,"
Working Papers in Applied Economic Theory
2005-18, Federal Reserve Bank of San Francisco.
[Downloadable!]
Other versions: Josep Carrion-i-Silvestre & Andreu Sansó, 2007.
"The KPSS test with two structural breaks ,"
Spanish Economic Review ,
Springer, vol. 9(2), pages 105-127, June.
[Downloadable!] (restricted)
Other versions: 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!]
Jonathan David Ostry & Jeromin Zettelmeyer & Andrew Berg, 2007.
"What Makes Growth Sustained? ,"
IMF Working Papers
08/59, International Monetary Fund.
[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!]
Tsangyao Chang & Kuei-Chiu Lee & Shu-Chen Kang & Wen-Chi Liu, 2008.
"Is Per Capita Real GDP Stationary in Latin American Countries? Evidence from a Panel Stationary Test with Structural Breaks ,"
Economics Bulletin ,
Economics Bulletin, vol. 3(31), pages 1-12.
[Downloadable!]
Alan S. Blinder & Ricardo Reis, 2005.
"Understanding the Greenspan standard ,"
Proceedings ,
Federal Reserve Bank of Kansas City, issue Aug, pages 11-96.
[Downloadable!]
Other versions: Christian Kleiber & Achim Zeileis, 2005.
"Validating multiple structural change models-a case study ,"
Journal of Applied Econometrics ,
John Wiley & Sons, Ltd., vol. 20(5), pages 685-690.
[Downloadable!]
Natalia Fabra & Juan Toro, 2003.
"The Fall in British Electricity Prices: Market Rules, Market Structure, or Both? ,"
Industrial Organization
0309001, EconWPA.
[Downloadable!]
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: Jim Dolmas & Mark A. Wynne, 2008.
"Measuring core inflation: notes from a 2007 Dallas Fed conference ,"
Staff Papers ,
Federal Reserve Bank of Dallas, issue May.
[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!]
Gary M. Koop & Simon M. Potter, 2004.
"Forecasting and estimating multiple change-point models with an unknown number of change points ,"
Staff Reports
196, Federal Reserve Bank of New York.
[Downloadable!]
Other versions: 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: Peter Gottschalk, 2002.
"Downward nominal wage flexibility: real or measurement error? ,"
Boston College Working Papers in Economics
534, Boston College Department of Economics.
[Downloadable!]
Other versions:Peter Gottschalk, 2005.
"Downward Nominal-Wage Flexibility: Real or Measurement Error? ,"
The Review of Economics and Statistics ,
MIT Press, vol. 87(3), pages 556-568, November.
[Downloadable!] (restricted)
Gottschalk, Peter, 2004.
"Downward Nominal Wage Flexibility: Real or Measurement Error? ,"
IZA Discussion Papers
1327, Institute for the Study of Labor (IZA).
[Downloadable!]
Peter Gottschalk, 2004.
"Downward Nominal Wage Flexibility: Real or Measurement Error? ,"
Boston College Working Papers in Economics
611, Boston College Department of Economics.
[Downloadable!]
Jushan Bai, 1995.
"Estimating Multiple Breaks One at a Time ,"
Working papers
95-18, Massachusetts Institute of Technology (MIT), Department of Economics.
Published as: Cited by:
Eric Hillebrand & Gunther Schnabl & Yasemin Ulu, 2006.
"Japanese Foreign Exchange Intervention and the Yen/Dollar Exchange Rate: A Simultaneous Equations Approach Using Realized Volatility ,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo Group Munich.
[Downloadable!]
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: 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: Andreea Halunga & Denise Osborn & Marianne Sensier, 2007.
"Changes in the order of integration of US and UK inflation ,"
The School of Economics Discussion Paper Series
0715, Economics, The University of Manchester.
[Downloadable!]
Other versions: 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: Stephen G Cecchetti & Alfonso Flores-Lagunes & Stefan Krause, 2005.
"Assessing the Sources of Changes in the Volatility of Real Growth ,"
RBA Annual Conference Volume ,
in: Christopher Kent & David Norman (ed.), The Changing Nature of the Business Cycle
Reserve Bank of Australia.
[Downloadable!]
Other versions: Juan Manuel Julio, .
"How Uncertain are NAIRU Estimates in Colombia ,"
Borradores de Economia
184, Banco de la Republica de Colombia.
[Downloadable!]
Other versions: Sharon Kozicki & Peter A. Tinsley, .
"Moving Endpoints in Macrofinance ,"
Computing in Economics and Finance 1996
_058, Society for Computational Economics.
[Downloadable!]
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!]
J. Jouini & M. Boutahar, 2003.
"Structural breaks in the U.S. inflation process: a further investigation ,"
Applied Economics Letters ,
Taylor and Francis Journals, vol. 10(15), pages 985-988, December.
[Downloadable!] (restricted)
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)
Claudio Morana, 2004.
"A structural common factor approach to core inflation estimation and forecasting ,"
Working Paper Series
305, European Central Bank.
[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!]
Kyongwook Choi & Eric Zivot, 2003.
"Long Memory and Structural Changes in the Forward Discount: An Empirical Investigation ,"
EERI Research Paper Series
EERI_RP_2003_02, Economics and Econometrics Research Institute (EERI).
[Downloadable!]
Peter Claeys & Raúl Ramos & Jordi Suriñach, 2008.
"Fiscal sustainability across government tiers ,"
International Economics and Economic Policy ,
Springer, vol. 5(1), pages 139-163, July.
[Downloadable!] (restricted)
Other versions: 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!]
Andros Kourtellos & Chih Ming Tan & Xiaobo Zhang, 2006.
"Is the Relationship Between Aid and Economic Growth Nonlinear? ,"
Discussion Papers Series, Department of Economics, Tufts University
0614, Department of Economics, Tufts University.
[Downloadable!]
Other versions:Andros Kourtelos & Chih Ming Tan & Xiaobo Zhang, 2006.
"Is the Relationship Between Aid and Economics Growth Nonlinear? ,"
University of Cyprus Working Papers in Economics
11-2006, University of Cyprus Department of Economics.
[Downloadable!]
Kourtellos, Andros & Tan, Chih Ming & Zhang, Xiaobo, 2007.
"Is the relationship between aid and economic growth nonlinear?: ,"
IFPRI discussion papers
694, International Food Policy Research Institute (IFPRI).
[Downloadable!]
Kourtellos, Andros & Tan, Chih Ming & Zhang, Xiaobo, 2007.
"Is the relationship between aid and economic growth nonlinear? ,"
Journal of Macroeconomics ,
Elsevier, vol. 29(3), pages 515-540, September.
[Downloadable!] (restricted)
Elena Andreou & Eric Ghysels, 2001.
"Detecting Mutiple Breaks in Financial Market Volatility Dynamics ,"
CIRANO Working Papers
2001s-65, CIRANO.
[Downloadable!]
Other versions: Dulleck, Uwe & Foster, Neil, 2008.
"Imported Equipment, Human Capital and Economic Growth in Developing Countries ,"
Economic Analysis and Policy (EAP) ,
Queensland University of Technology (QUT), School of Economics and Finance, vol. 38(2), pages 233-250, September.
[Downloadable!]
Other versions: Richard A. Ashley. & Randall J. Verbrugge, 2006.
"Frequency Dependence in Regression Model Coefficients: An Alternative Approach for Modeling Nonlinear Dynamic Relationships in Time Series ,"
Working Papers
e06-7, Virginia Polytechnic Institute and State University, Department of Economics.
[Downloadable!]
Other versions: Richard T. Baille & Claudio Morana, 2009.
"Investigating Inflation Dynamics and Structural Change with an Adaptive ARFIMA Approach ,"
ICER Working Papers - Applied Mathematics Series
06-2009, ICER - International Centre for Economic Research.
[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!]
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!]
Marcel Scharth & Marcelo Cunha Medeiros, 2006.
"Asymmetric effects and long memory in the volatility of Dow Jones stocks ,"
Textos para discussão
532, Department of Economics PUC-Rio (Brazil).
[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)
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!]
Tierney, Heather L.R., 2009.
"A Local Examination for Persistence in Exclusions-from-Core Measures of Inflation Using Real-Time Data ,"
MPRA Paper
13383, University Library of Munich, Germany, revised 03 Feb 2009.
[Downloadable!]
Other versions: 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!]
N. Hyung & P.H.B.F. Franses, 2001.
"Structural breaks and long memory in US inflation rates ,"
Econometric Institute Report
221, Erasmus University Rotterdam, Econometric Institute.
[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!]
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: Eugene Canjels & Gauri Prakash-Canjels & Alan M. Taylor, 2004.
"Measuring Market Integration: Foreign Exchange Arbitrage and the Gold Standard, 1879-1913 ,"
NBER Working Papers
10583, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions:Eugene Canjels & Gauri Prakash-Canjels & Alan M. Taylor, 2004.
"Measuring Market Integration: Foreign Exchange Arbitrage and the Gold Standard, 1879-1913 ,"
The Review of Economics and Statistics ,
MIT Press, vol. 86(4), pages 868-882, 05.
[Downloadable!] (restricted)
Canjels, Eugene & Prakash-Canjels, Gauri & Taylor, Alan M, 2004.
"Measuring Market Integration: Foreign Exchange Arbitrage and the Gold Standard 1874-1913 ,"
CEPR Discussion Papers
4492, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Clive W.J. Granger & Namwon Hyung, 1999.
"Occasional Structural Breaks and Long Memory ,"
University of California at San Diego, Economics Working Paper Series
99-14, Department of Economics, UC San Diego.
[Downloadable!]
Other versions: Kocenda, Evzen, 2000.
"Detecting Structural Breaks in Exchange Rates in Transition Economies ,"
CEPR Discussion Papers
2546, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Mohamed Boutahar & Jamel Jouini, 2007.
"A Methodology For Detecting Breaks In The Mean And Covariance Structure Of Time Series ,"
Working Papers
halshs-00354249_v1, HAL.
[Downloadable!]
Luca Benati, .
"Evolving post-World War II UK economic performance ,"
Bank of England working papers
232, Bank of England.
[Downloadable!]
Other versions: Evzen Kocenda, 2001.
"Detecting Structural Breaks: Exchange Rates in Transition Economies ,"
Development and Comp Systems
0012009, EconWPA.
[Downloadable!]
Jean-Yves Pitarakis, 2003.
"Least Squares Estimation and Tests of Breaks in Mean and Variance under Misspecification ,"
Econometrics
0312004, EconWPA.
[Downloadable!]
Other versions: Ming Chien Lo & Eric Zivot, 1999.
"Threshold Cointegration and Nonlinear Adjustment to the Law of One Price ,"
Working Papers
0030, University of Washington, Department of Economics.
[Downloadable!]
Other versions:Ming Chien Lo & Eric Zivot, 1999.
"Threshold Cointegration and Nonlinear Adjustment to the Law of One Price ,"
Discussion Papers in Economics at the University of Washington
0030, Department of Economics at the University of Washington.
[Downloadable!]
Lo, Ming Chien & Zivot, Eric, 2001.
"Threshold Cointegration And Nonlinear Adjustment To The Law Of One Price ,"
Macroeconomic Dynamics ,
Cambridge University Press, vol. 5(04), pages 533-576, September.
[Downloadable!]
gulielmo maria caporale & rea cipollini & nicola spagnolo, 2004.
"Testing For Contagion: A Conditional Correlation Analysis ,"
International Finance
0406003, EconWPA.
[Downloadable!]
Richard A. Ashley & Randall J. Verbrugge., 2006.
"Mis-Specification in Phillips Curve Regressions: Quantifying Frequency Dependence in This Relationship While Allowing for Feedback ,"
Working Papers
e06-11, Virginia Polytechnic Institute and State University, Department of Economics.
[Downloadable!]
Laurent Bilke, 2005.
"Break in the mean and persistence of inflation - a sectoral analysis of French CPI ,"
Working Paper Series
463, European Central Bank.
[Downloadable!]
Antonio E. Noriega & Daniel Ventosa-Santaularia, .
"Spurious regression under broken trend stationarity ,"
School of Economics Working Papers
EM200501, Universidad de Guanajuato.
[Downloadable!]
Other versions: James H. Stock & Mark W. Watson, 2001.
"Forecasting output and inflation: the role of asset prices ,"
Proceedings ,
Federal Reserve Bank of San Francisco, issue Mar.
[Downloadable!]
Other versions:James H. Stock & Mark W. Watson, 2003.
"Forecasting Output and Inflation: The Role of Asset Prices ,"
Journal of Economic Literature ,
American Economic Association, vol. 41(3), pages 788-829, September.
James H. Stock & Mark W. Watson, 2001.
"Forecasting Output and Inflation: The Role of Asset Prices ,"
NBER Working Papers
8180, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Pablo Astorga, 2007.
"Real Exchange Rates in Latin America: what does the 20th Century reveal? ,"
Working Papers in Economic History
wp07-03, Universidad Carlos III, Departamento de Historia Económica e Instituciones.
[Downloadable!]
Westerlund, Joakim & Edgerton , David, 2006.
"New Improved Tests for Cointegration with Structural Breaks ,"
Working Papers
2006:3, Lund University, Department of Economics.
Other versions: Tierney, Heather L.R., 2009.
"Evaluating Exclusion-from-Core Measures of Inflation using Real-Time Data ,"
MPRA Paper
17856, University Library of Munich, Germany.
[Downloadable!]
Scharff, Juliane & Nautz, Dieter, 2006.
"Inflation and relative price variability in the euro area: evidence from a panel threshold model ,"
Discussion Paper Series 1: Economic Studies
2006,14, Deutsche Bundesbank, Research Centre.
[Downloadable!]
Richard A. Ashley. & Randall J. Verbrugge., 2006.
"Mis-Specification and Frequency Dependence in a New Keynesian Phillips Curve ,"
Working Papers
e06-12, Virginia Polytechnic Institute and State University, Department of Economics.
[Downloadable!]
Andrea Beltratti & Claudio Morana, 2005.
"Structural Breaks and Common Factors in the Volatility of the Fama-French Factor Portfolios ,"
ICER Working Papers
23-2005, ICER - International Centre for Economic Research.
[Downloadable!]
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: Strikholm, Birgit & Teräsvirta, Timo, 2005.
"Determining the Number of Regimes in a Threshold Autoregressive Model Using Smooth Transition Autoregressions ,"
Working Paper Series in Economics and Finance
578, Stockholm School of Economics, revised 11 Feb 2005.
[Downloadable!]
Cho-Hoi Hui & Lillie Lam, 2008.
"What Drives Hong Kong Dollar Swap Spreads: Credit or Liquidity? ,"
Working Papers
0810, Hong Kong Monetary Authority.
[Downloadable!]
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: R. Velazquez & A.E. Noriega & L.M. Soria, 2004.
"International Evidence on Monetary Neutrality Under Broken Trend Stationary Models ,"
Econometric Society 2004 Latin American Meetings
57, Econometric Society.
[Downloadable!]
Other versions: 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!]
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!]
Lubos Pastor & Robert F. Stambaugh, 2000.
"The Equity Premium and Structural Breaks ,"
NBER Working Papers
7778, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions:Lubos Pastor & Robert F. Stambaugh, .
"The Equity Premium and Structural Breaks ,"
Rodney L. White Center for Financial Research Working Papers
11-00, Wharton School Rodney L. White Center for Financial Research.
[Downloadable!]
Llubos Pástor, 2001.
"The Equity Premium and Structural Breaks ,"
Journal of Finance ,
American Finance Association, vol. 56(4), pages 1207-1239, 08.
[Downloadable!] (restricted)
Lubos Pástor & Robert F. Stambaugh, .
"The Equity Premium and Structural Breaks ,"
Rodney L. White Center for Financial Research Working Papers
21-98, Wharton School Rodney L. White Center for Financial Research.
[Downloadable!]
Luboš Pástor & Robert F. Stambaugh, 2000.
"The Equity Premium and Structural Breaks ,"
CRSP working papers
519, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
[Downloadable!]
Philip Marey & Arnaud Dupuy, 2004.
"Shifts and Twists in the Relative Productivity of Skilled Labor: Reconciling Accelerated SBTC with the Productivity Slowdown ,"
Econometric Society 2004 North American Summer Meetings
118, Econometric Society.
[Downloadable!]
Georges Prat & Remzi Uctum, 2009.
"Modelling oil price expectations: evidence from survey data ,"
EconomiX Working Papers
2009-28, University of Paris West - Nanterre la Défense, EconomiX.
[Downloadable!]
Douglas Staiger & James H. Stock & Mark W. Watson, 1996.
"How Precise are Estimates of the Natural Rate of Unemployment? ,"
NBER Working Papers
5477, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: Merih Uctum & Remzi Uctum, 2005.
"Portfolio Flows, Foreign Direct Investment, Crises ,"
Computing in Economics and Finance 2005
224, Society for Computational Economics.
[Downloadable!]
Wang-Sheng Lee & Sandy Suardi, 2008.
"Minimum Wages and Employment: Reconsidering the Use of a Time-Series Approach as an Evaluation Tool ,"
Melbourne Institute Working Paper Series
wp2008n20, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
[Downloadable!]
Elena Andreou & Eric Ghysels, 2002.
"Tests for Breaks in the Conditional Co-movements of Asset Returns ,"
CIRANO Working Papers
2002s-59, CIRANO.
[Downloadable!]
Other versions: Travaglini, Guido, 2007.
"The U.S. Dynamic Taylor Rule With Multiple Breaks, 1984-2001 ,"
MPRA Paper
3419, University Library of Munich, Germany, revised 15 Jun 2007.
[Downloadable!]
Westerlund, Joakim & Edgerton , David, 2005.
"Panel Cointegration Tests with Deterministic Trends and Structural Breaks ,"
Working Papers
2005:42, Lund University, Department of Economics.
[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!]
Bilke, L., 2005.
"Break in the Mean and Persistence of Inflation: a Sectoral Analysis of French CPI ,"
Documents de Travail
122, Banque de France.
[Downloadable!