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Research classified by
Journal of
Economic Literature (JEL) codes Top JEL C: Mathematical and Quantitative MethodsC2: Single Equation Models; Single VariablesC22: Time-Series Models; Dynamic Quantile Regressions
This topic is covered by the following reading lists: SOEP based publications
2009 Fund-of-funds construction by statistical multiple testing methods by Michael Wolf & Dan Wunderli [Downloadable!] 2009 Volatilitätseffekte am US-amerikanischen Häusermarkt by Schindler, Felix [Downloadable!] 2009 Long-term benefits from investing in international real estate by Schindler, Felix [Downloadable!] 2009 The Information Content and Redistribution Effects of State and Municipal Rating Changes in Mexico by Mendoza-Velazquez, Alfonso [Downloadable!] 2009 The impact of the European Monetary Union on inflation persistence in the euro area by Meller, Barbara & Nautz, Dieter [Downloadable!] 2009 Controllability and persistence of money market rates along the yield curve: evidence from the euro area by Busch, Ulrike & Nautz, Dieter [Downloadable!] 2009 Modellierung des Kreditrisikos im Portfoliofall by Cremers, Heinz & Walzner, Jens [Downloadable!] 2009 Modellierung des Kreditrisikos im Einwertpapierfall by Cremers, Heinz & Walzner, Jens [Downloadable!] 2009 A new approach to unit root testing by Herwartz , Helmut & Siedenburg, Florian [Downloadable!] 2009 Fiyatlar Genel Düzeyine İlişkin Maliye Teorisi ve Teorinin Test Edilmesine Yönelik Son Gelişmelerin Bir Analizi by Özgür Ömer Ersin [Downloadable!] 2009 Wagner’s Law Revisited: Cointegration and Causality tests for New Zealand by Saten Kumar & Don J. Webber & Scott Fargher [Downloadable!] 2009 Testing the validity of the Feldstein-Horioka puzzle for Australia by Saten Kumar & Scott Fargher & Don J. Webber [Downloadable!] 2009 Extreme Value Theory and the Financial Crisis of 2008 by James P. Gander [Downloadable!] 2009 Yield Curve Predictability, Regimes, and Macroeconomic Information: A Data-Driven Approach by Francesco Audrino & Kameliya Filipova [Downloadable!] 2009 Ricardian Equivalence and the Efficacy of Fiscal Policy in Australia by Brittle, Shane [Downloadable!] 2009 Do Retail Petrol Prices Rise More Rapidly Than They Fall in Australia’s Capital Cities? by Valadkhani, Abbas [Downloadable!] 2009 How can Iran’s black market exchange rate be managed? by Valadkhani, Abbas & Amin Reza Kamalian & Majid Nameni [Downloadable!] 2009 The Deaton paradox in a long memory context with structural breaks by Luis A. Gil-Alana & Antonio Moreno & Seonghoon Cho [Downloadable!] 2009 Contemporaneous-Threshold Smooth Transition GARCH Models by Michael Dueker & Zacharias Psaradakis & Martin Sola & Fabio Spagnolo [Downloadable!] 2009 Testing Parameter Stability in Quantile Models: An Application to the U.S. Inflation Process by Dong Jin Lee [Downloadable!] 2009 Exploring Long Memory and Nonlinearity in Irish Real Exchange Rates using Tests based on Semiparametric Estimation by Derek Bond & Michael J. Harrison & Edward J. O'Brien [Downloadable!] 2009 Identification-Robust Minimum Distance Estimation of the New Keynesian Phillips Curve by Leandro M. Magnusson & Sophocles Mavroeidis [Downloadable!] 2009 Efficient Semiparametric Detection of Changes in Trend by Chuan Goh [Downloadable!] 2009 Extracting bull and bear markets from stock returns by John M Maheu & Thomas H McCurdy & Yong Song [Downloadable!] 2009 Money Price Relationship under the Currency Board System: The Case of Argentina by Selahattin Togay & Nezir Kose [Downloadable!] 2009 Assessing Fiscal Sustainability Subject to Policy Changes: a Markov Switching Cointegration Approach by Vasco Gabriel & Pataaree Sangduan [Downloadable!] 2009 Quantifying the Impact of Exogenous Non-Economic Factors on UK Transport Oil Demand by David C Broadstock & Lester C Hunt [Downloadable!] 2009 Spurious correlation in estimation of the health production function: A note by Sule Akkoyunlu & Frank R. Lichtenberg & Boriss Siliverstovs & Peter Zweifel [Downloadable!] 2009 Extremal behavior of aggregated economic processes in a structural growth model by Stéphane Auray & Aurélien Eyquem & Frédéric Jouneau-Sion [Downloadable!] 2009 Time-Varying Currency Betas: Evidence from Developed and Emerging Markets by Prabhath Jayasinghe & Albert K. Tsui [Downloadable!] 2009 The Importance of Global Shocks for National Policy Makers - Rising Challenges for Central Banks by Ansgar Belke & Andreas Rees [Downloadable!] 2009 Google Econometrics and Unemployment Forecasting by Nikos Askitas & Klaus F. Zimmermann [Downloadable!] 2009 Demand For Durable Goods, Nondurable Goods And Services by John J. Heim [Downloadable!] 2009 The Real Exchange Rate And The U. S. Economy 2000 - 2008 by John J. Heim [Downloadable!] 2009 Does Consumer Confidence, As Measured By The Conference Board’s Index Of Consumer Confidence, Affect Demand For Consumer And Investment Goods(Or Just Proxy For Things That Do)? by John J. Heim [Downloadable!] 2009 Does Consumer Confidence, As Measured By U. Of Michigan Indices, Affect Demand For Consumer And Investment Goods (Or Just Proxy For Things That Do)? by John J. Heim [Downloadable!] 2009 Indicatori privind Convergenţa Reală şi aplicaţiilor acestora by Pecican, Eugen Stefan [Downloadable!] 2009 Errors-in-Variables Estimation with No Instruments by Ramazan Gencay & Nikola Gradojevic [Downloadable!] 2009 Estimating Output Gap, Core Inflation, and the NAIRU for Peru by Rodríguez, Gabriel [Downloadable!] 2009 Using A Forward-Looking Phillips Curve to Estimate the Output Gap in Peru by Rodríguez, Gabriel [Downloadable!] 2009 Foreign Exchange Intervention and Exchange Rate Volatility in Peru by Humala, Alberto & Rodríguez, Gabriel [Downloadable!] 2009 Have European Unemployment Rates Converged? by Ramírez Carrera, Dionisio & Rodríguez, Gabriel [Downloadable!] 2009 Forecast performance of implied volatility and the impact of the volatility risk premium by Ralf Becker & Adam Clements & Christopher Coleman-Fenn [Downloadable!] 2009 On the economic benefit of utility based estimation of a volatility model by Adam Clements & Annastiina Silvennoinen [Downloadable!] 2009 A nonparametric approach to forecasting realized volatility by Adam Clements & Ralf Becker [Downloadable!] 2009 On the efficacy of techniques for evaluating multivariate volatility forecasts by Adam Clements & Mark Doolan & Stan Hurn & Ralf Becker [Downloadable!] 2009 An Econometric Analysis of Some Models for Constructed Binary Time Series by Don Harding & Adrian Pagan [Downloadable!] 2009 Local polynomial Whittle estimation of perturbed fractional processes by Per Frederiksen & Frank S. Nielsen & Morten Ørregaard Nielsen [Downloadable!] 2009 Nearly Efficient Likelihood Ratio Tests of the Unit Root Hypothesis by Michael Jansson & Morten Ørregaard Nielsen [Downloadable!] 2009 Long memory in stock market volatility and the volatility-in-mean effect: the FIEGARCH-M model by Bent Jesper Christensen & Jie Zhu & Morten Ørregaard Nielsen [Downloadable!] 2009 Likelihood inference for a nonstationary fractional autoregressive model by Søren Johansen & Morten Ørregaard Nielsen [Downloadable!] 2009 Wald Tests for Detecting Multiple Structural Changes in Persistence by Mohitosh Kejriwal & Pierre Perron & Jing Zhou [Downloadable!] 2009 The Nature of Persistence in Euro Area Inflation: A Reconsideration by Mohitosh Kejriwal [Downloadable!] 2009 A Sequential Procedure to Determine the Number of Breaks in Trend with an Integrated or Stationary Noise Component by Mohitosh Kejriwal & Pierre Perron [Downloadable!] 2009 Convergence of Metropolitan House Prices in South Africa: A Re-Examination Using Efficient Unit Root Tests by Sonali Das & Rangan Gupta & Patrick Agu Kaya [Downloadable!] 2009 Performance of combined double seasonal univariate time series models for forecasting water consumption by Caiado, Jorge [Downloadable!] 2009 Regime-switching models for electricity spot prices: Introducing heteroskedastic base regime dynamics and shifted spike distributions by Janczura, Joanna & Weron, Rafal [Downloadable!] 2009 The role of Regime Shifts in the Term Structure of Interest Rates: Further evidence from an Emerging Market by saltoglu, burak & yazgan, ege [Downloadable!] 2009 A Re-examination of Private Consumption in Fiji by Kumar, Saten [Downloadable!] 2009 Some Empirical Evidence on the Demand for Money in the Pacific Island Countries by Kumar, Saten & Singh, Rup [Downloadable!] 2009 Domestic Debt Dynamics and Fiscal Sustainability in Nigeria: An Empirical Evidence by Mohammed, Shehu Tijjani [Downloadable!] 2009 Predicting unemployment in short samples with internet job search query data by Francesco, D'Amuri [Downloadable!] 2009 "Google it!" Forecasting the US unemployment rate with a Google job search index by D'Amuri, Francesco & Marcucci, Juri [Downloadable!] 2009 Mean Shift detection under long-range dependencies with ART by Willert, Juliane [Downloadable!] 2009 Equity Price Bubbles in the Middle Eastern and North African Financial Markets by Jahan-Parvar, Mohammad & Waters, George [Downloadable!] 2009 Financial Development, Shocks, and Growth Volatility by Mallick, Debdulal [Downloadable!] 2009 Asymmetry of the exchange rate pass-through: An exercise on the Polish data by Przystupa, Jan & Wróbel, Ewa [Downloadable!] 2009 A Century of Purchasing Power Parity Confirmed: The Role of Nonlinearity by Kim, Hyeongwoo & Moh, Young-Kyu [Downloadable!] 2009 Bayesian Estimation of the GARCH(1,1) Model with Student-t Innovations in R by Ardia, David [Downloadable!] 2009 Competitiveness and the real exchange rate: the standpoint of countries in the CEMAC zone by Lendjoungou, Francis [Downloadable!] 2009 Combining parametric and nonparametric approaches for more efficient time series prediction by Dabo-Niang, Sophie & Francq, Christian & Zakoian, Jean-Michel [Downloadable!] 2009 Economic Shocks and Exchange Rate as a Shock Absorber in Indonesia and Thailand by Goo, Siwei & Siregar, Reza Y. Siregar [Downloadable!] 2009 Bank Competition and International Financial Integration: Evidence using a new Index by Pasricha, Gurnain [Downloadable!] 2009 Comparing forecasts of Latvia's GDP using simple seasonal ARIMA models and direct versus indirect approach by Bušs, Ginters [Downloadable!] 2009 Understanding forecast failure of ESTAR models of real exchange rates by Buncic, Daniel [Downloadable!] 2009 Los Barómetros de Harvard: ¿Permitían Pedecir la Depresión de 1929? by Escañuela Romana, Ignacio [Downloadable!] 2009 Are stock exchanges integrated in the world? - A critical Analysis by Varadi, Vijay Kumar & Boppana, Nagarjuna [Downloadable!] 2009 Investigating causal relationship between stock return with respect to exchange rate and FII: evidence from India by Kumar , Sundaram [Downloadable!] 2009 Investigating suicidal trend and its economic determinants: evidence from India by Pandey, Manoj K. & Kaur, Charanjit [Downloadable!] 2009 A Dynamic Econometric Study of Suicides in Turkey by Altinanahtar, Alper & Halicioglu, Ferda [Downloadable!] 2009 Low-Pass Filter Design using Locally Weighted Polynomial Regression and Discrete Prolate Spheroidal Sequences by Proietti, Tommaso & Luati, Alessandra [Downloadable!] 2009 Short run and long run dynamics of impact of health status on economic growth Evidence from Pakistan by Akram, Naeem [Downloadable!] 2009 How does fiscal policy affect monetary policy in the Southern African Community (SADC)? by Obinyeluaku, Moses & Viegi, Nicola [Downloadable!] 2009 The Multistep Beveridge-Nelson Decomposition by Proietti, Tommaso [Downloadable!] 2009 Hyper-spherical and Elliptical Stochastic Cycles by Luati, Alessandra & Proietti, Tommaso [Downloadable!] 2009 Inconsistency of the QMLE and asymptotic normality of the weighted LSE for a class of conditionally heteroscedastic models by Francq, Christian & Zakoian, Jean-Michel [Downloadable!] 2009 Merits and drawbacks of variance targeting in GARCH models by Francq, Christian & Horvath, Lajos & Zakoian, Jean-Michel [Downloadable!] 2009 Concepts and tools for nonlinear time series modelling by Amendola, Alessandra & Francq, Christian [Downloadable!] 2009 Measuring the Persistence on Consumption in Portugal by Belbute, José & Caleiro, António [Downloadable!] 2009 Natural Gas markets:How Sensitive to Crude Oil Price Changes? by Onour, Ibrahim [Downloadable!] 2009 Breaks in the Breaks: A Time-Series Analysis of Divorce Rates by González-Val, Rafael & Marcén, Miriam [Downloadable!] 2009 Foreign Exchange Market Pressure and Monetary Policy: An Empirical Study Based on China’s Data by Liu, L. & Ni, Y.J [Downloadable!] 2009 Are Macroeconomic Variables Useful for Forecasting the Distribution of U.S. Inflation? by Manzan, Sebastiano & Zerom, Dawit [Downloadable!] 2009 Unit Roots in White Noise by Onatski, Alexei & Uhlig, Harald [Downloadable!] 2009 The EPS as an e-commerce enabler: The Macedonian perspective by Abdullai, Besim [Downloadable!] 2009 The Electronic Payment System as an e-commerce enabler: The Macedonian perspective by Abdullai, Besim [Downloadable!] 2009 An Empirical Investigation of Stock Market Behavior in the Middle East and North Africa by Cheng, Ai-ru & Jahan-Parvar, Mohammad R. & Rothman, Philip [Downloadable!] 2009 Bartlett's formula for a general class of non linear processes by Francq, Christian & Zakoian, Jean-Michel [Downloadable!] 2009 Understanding forecast failure in ESTAR models of real exchange rates by Buncic, Daniel [Downloadable!] 2009 Bootstrap prediction intervals for threshold autoregressive models by Jing, Li [Downloadable!] 2009 Economic Growth and Carbon Dioxide Emissions in Italy, 1861-2003 by Annicchiarico, Barbara & Bennato, Anna Rita & Costa, Andrea [Downloadable!] 2009 Existence of Singularity Bifurcation in an Euler-Equations Model of the United States Economy: Grandmont was Right by Barnett, William A. & He, Susan [Downloadable!] 2009 The Ownership and Industry Effects of Corporate Dividend Policy in India, 1961-2007 by Kamat, Manoj S. [Downloadable!] 2009 Investigating Suicidal Trend and its Economic Determinants: Evidence from India by Manoj K. Pandey & Charanjit Kaur [Downloadable!] 2009 Current Account Sustainability in Brazil: A Non-Linear Approach by Luiz de Mello & Matteo Mogliani [Downloadable!] 2009 Do Latin American Central Bankers Behave Non-Linearly?: The experiences of Brazil, Chile, Colombia and Mexico by Luiz de Mello & Diego Moccero & Matteo Mogliani [Downloadable!] 2009 Jump-Robust Volatility Estimation using Nearest Neighbor Truncation by Torben G. Andersen & Dobrislav Dobrev & Ernst Schaumburg [Downloadable!] 2009 U.S. Stock Market Crash Risk, 1926-2006 by David S. Bates [Downloadable!] 2009 Forecasting Intraday Time Series with Multiple Seasonal Cycles Using Parsimonious Seasonal Exponential Smoothing by James W. Taylor & Ralph D. Snyder [Downloadable!] 2009 Optimal Probabilistic Forecasts for Counts by Brendan P.M. McCabe & Gael M. Martin & David Harris [Downloadable!] 2009 Exponential Smoothing and the Akaike Information Criterion by Ralph D. Snyder & J. Keith Ord [Downloadable!] 2009 Evaluation of Nonlinear time-series models for real-time business cycle analysis of the Euro by Monica Billio & Laurent Ferrara & Dominique Guegan & Gian Luigi Mazzi [Downloadable!] 2009 The Multivariate k-Nearest Neighbor Model for Dependent Variables : One-Sided Estimation and Forecasting by Dominique Guegan & Patrick Rakotomarolahy [Downloadable!] 2009 A Risk Management Approach for Portfolio Insurance Strategies by Benjamin Hamidi & Bertrand Maillet & Jean-Luc Prigent [Downloadable!] 2009 D'un multiple conditionnel en assurance de portefeuille : CAViaR pour les gestionnaires ? by Benjamin Hamidi & Emmanuel Jurczenko & Bertrand Maillet [Downloadable!] 2009 Wavelet method for locally stationary seasonal long memory processes by Dominique Guegan & Zhiping Lu [Downloadable!] 2009 The Effects Of Disaggregated Savings On Economic Growth In Malaysia - Generalised Variance Decomposition Analysis by Chor Foon Tang & Hooi Hooi Lean [Downloadable!] 2009 A Characterization of the Dickey-Fuller Distribution, With Some Extensions to the Multivariate Case by Cerqueti, Roy & Costantini, Mauro & Lupi, Claudio [Downloadable!] 2009 Covariate Augmented Dickey-Fuller Tests with R by Lupi, Claudio [Downloadable!] 2009 A robust version of the KPSS test based on ranks by Matteo Pelagatti & Pranab Sen [Downloadable!] 2009 Revisiting Residential Demand for Electricity in Greece: New Evidence from the ARDL Approach to Cointegration by Theologos Dergiades & Lefteris Tsoulfidis [Downloadable!] 2009 Modelling stock returns in Africa’s emerging equity markets by Paul Alagidede & Theodore Panagiotidis [Downloadable!] 2009 Using Accounting Data in Cartel Damage Calculations – Blessing or Menace? by Johannes Paha [Downloadable!] 2009 On Marginal Likelihood Computation in Change-point Models by Luc Bauwens & Jeroen V.K. Rombouts [Downloadable!] 2009 Bayesian Option Pricing Using Mixed Normal Heteroskedasticity by Jeroen V.K. Rombouts & Lars Stentoft [Downloadable!] 2009 Measuring Total Factor Productivity and Variable Factor Utilisation: Sector Approach, The Case of Latvia by Ludmila Fadejeva & Aleksejs Melihovs [Downloadable!] 2009 Oil Price Shock and Structural Changes in CMEA Trade by Beckmann, Elisabeth & Fidrmuc, Jarko [Downloadable!] 2009 Measuring Convergence of the New Member Countries’ Exchange Rates to the Euro by Bettina Becker & Stephen G. Hall [Downloadable!] 2009 How Far From the Euro Area? Measuring Convergence of Inflation Rates in Eastern Europe by Bettina Becker & Stephen G. Hall [Downloadable!] 2009 How Far From the Euro Area? Measuring Convergence of Inflation Rates in Eastern Europe by Bettina Becker & Stephen G. Hall [Downloadable!] 2009 How Far From the Euro Area? Measuring Convergence of Inflation Rates in Eastern Europe by Bettina Becker & Stephen G. Hall [Downloadable!] 2009 The Persistence of Inflation in Switzerland: Evidence from Disaggregate Data by Simone Elmer & Thomas Maag [Downloadable!] 2009 Trade, Aid, Remittances and Migration by Sule Akkoyunlu [Downloadable!] 2009 Spurious correlation in estimation of the health production function: A note by Sule Akkoyunlu & Frank R. Lichtenberg & Boriss Siliverstovs & Peter Zweifel [Downloadable!] 2009 Evaluating Short-Run Forecasting Properties of the KOF Employment Indicator for Switzerland in Real Time by Boriss Siliverstovs [Downloadable!] 2009 The Intertemporal Relation between Expected Return and Risk on Currency by Turan Bali & Kamil Yilmaz [Downloadable!] 2009 Understanding Regional Growth Dynamics in JAPAN: Panel Cointegration Approach Utilizing The PANIC Method by Masahiko Shibamoto & Yoshiro Tsutsui & Chisako Yamane [Downloadable!] 2009 Google Econometrics and Unemployment Forecasting by Askitas, Nikos & Zimmermann, Klaus F. [Downloadable!] 2009 A New Method for Identifying the Effects of Foreign Exchange Interventions by Chih-nan Chen & Tsutomu Watanabe & Tomoyoshi Yabu [Downloadable!] 2009 Competitiveness and Specialisation of the Austrian Export Sector. A Constant-Market-Shares Analysis by Skriner, Edith [Downloadable!] 2009 A Nonparametric Test for Seasonal Unit Roots by Kunst, Robert M. [Downloadable!] 2009 Efficient estimation of copula-based semiparametric Markov models by Xiaohong Chen & Wei Biao Wu & Yanping Yi [Downloadable!] 2009 Testing for Unobserved Heterogeneity in Exponential and Weibull Duration Models by Jin Seo Cho & Halbert White [Downloadable!] 2009 Investigating Inflation Dynamics and Structural Change with an Adaptive ARFIMA Approach by Richard T. Baille & Claudio Morana [Downloadable!] 2009 Sources for regional unemployment disparities in Germany : lagged adjustment processes, exogenous shocks or both? by Kunz, Marcus [Downloadable!] 2009 Unemployment dynamics in West Germany : do districts adjust differently than larger regional units? by Kunz, Marcus [Downloadable!] 2009 Disparities, persistence and dynamics of regional unemployment rates in Germany by Kunz, Marcus [Downloadable!] 2009 Monetary Policy Implementation and Overnight Rate Persistence by Dieter Nautz & Jan Scheithauer [Downloadable!] 2009 A blocking and regularization approach to high dimensional realized covariance estimation by Nikolaus Hautsch & Lada M. Kyj & Roel C.A. Oomen [Downloadable!] 2009 The Impact of the European Monetary Union on Inflation Persistence in the Euro Area by Barbara Meller & Dieter Nautz [Downloadable!] 2009 Controllability and Persistence of Money Market Rates along the Yield Curve: Evidence from the Euro Area by Ulrike Busch & Dieter Nautz [Downloadable!] 2009 Stochastic Population Forecast for Germany and its Consequence for the German Pension System by Wolfgang Härdle & Alena Mysickova [Downloadable!] 2009 New recipes for estimating default intensities by Alexander Baranovski & Carsten von Lieres & André Wilch [Downloadable!] 2009 Reducing the Size Distortion of the KPSS Test by Eiji Kurozumi & Shinya Tanaka [Downloadable!] 2009 Option Pricing Using Realized Volatility and ARCH Type Models by Toshiaki Watanabe & Masato Ubukata [Downloadable!] 2009 A General Framework for Observation Driven Time-Varying Parameter Models by Drew Creal & Siem Jan Koopman & Andre Lucas [Downloadable!] 2009 Volatility Forecasting: The Jumps Do Matter by Fulvio Corsi & Davide Pirino & Roberto Reno [Downloadable!] 2009 An Optimal Weight for Realized Variance Based on Intermittent High-Frequency Data by Hiroki Masuda & Takayuki Morimoto [Downloadable!] 2009 Modeling and Forecasting the Volatility of the Nikkei 225 Realized Volatility Using the ARFIMA-GARCH Model by Isao Ishida & Toshiaki Watanabe [Downloadable!] 2009 Volatility Dependence across Asia-Pacific Onshore and Offshore Currency Forwards Markets by Roberta Colavecchio & Michael Funke [Downloadable!] 2009 Hong Kong's Financial Market Interactions with the US and Mainland China in Crisis and Tranquil Times by Dong He & Zhiwei Zhang & Honglin Wang [Downloadable!] 2009 Measures of Trend Inflation in Hong Kong by Frank Leung & Kevin Chow & Simon Chan [Downloadable!] 2009 On risk prediction by Lönnbark, Carl [Downloadable!] 2009 Value at Risk for Large Portfolios by Lönnbark, Carl & Holmberg, Ulf & Brännäs, Kurt [Downloadable!] 2009 Money-Market Segmentation in the Euro Area: What has Changed During the Turmoil? by Zagaglia, Paolo [Downloadable!] 2009 A Further Look at the 2004 Reform of the Operational Framework of the ECB by Marzo, Massimiliano & Zagaglia, Paolo [Downloadable!] 2009 The Comovements Along the Term Structure of Oil Forwards in Periods of High and Low Volatility: How Tight Are They? by Marzo, Massimiliano & Zagaglia, Paolo [Downloadable!] 2009 Testing for Unit Roots in Panel Time Series Models with Multiple Breaks by Westerlund, Joakim [Downloadable!] 2009 Seasonal Unit Root Tests for Trending and Breaking Series with Application to Industrial Production by Westerlund, Joakim & Costantini, Mauro & Narayan, Paresh & Popp, Stephan [Downloadable!] 2009 The Impact of the EU Emissions Trading System on CO2 Intensity in Electricity Generation by Widerberg, Anna & Wråke, Markus [Downloadable!] 2009 Evaluating inflation determinants with a money supply rule in four Central and Eastern European EU member states by Mehrotra, Aaron & Slacik, Tomas [Downloadable!] 2009 Forecasting long memory time series under a break in persistence by Heinen, Florian & Sibbertsen, Philipp & Kruse, Robinson [Downloadable!] 2009 Testing for Long Memory Against ESTAR Nonlinearities by Kuswanto, Heri & Sibbertsen, Philipp [Downloadable!] 2009 A New Simple Test Against Spurious Long Memory Using Temporal Aggregation by Kuswanto, Heri [Downloadable!] 2009 Testing for a break in persistence under long-range dependencies and mean shifts by Sibbertsen, Philipp & Willert, Juliane [Downloadable!] 2009 How does European Integration affect the European Stock Markets? by Burcu Erdogan [Downloadable!] 2009 A Nonlinear Panel Unit Root Test under Cross Section Dependence by Mario Cerrato & Christian de Peretti & Rolf Larsson & Nick Sarantis [Downloadable!] 2009 Technical Appendix-3-Regime asymmetric STAR modeling and exchange rate reversion by Mario Cerrato & Hyunsok Kim & Ronald MacDonald [Downloadable!] 2009 A New Test of the Real Interest Rate Parity Hypothesis: Bounds Approach and Structural Breaks by George Bagdatoglou & Alexandros Kontonikas [Downloadable!] 2009 Semiparametric vector MEM by Fabrizio Cipollini & Robert F. Engle & Giampiero M. Gallo [Downloadable!] 2009 Automated Variable Selection in Vector Multiplicative Error Models by Fabrizio Cipollini & Giampiero M. Gallo [Downloadable!] 2009 Intra-daily Volume Modeling and Prediction for Algorithmic Trading by Christian T. Brownlees & Fabrizio Cipollini & Giampiero M. Gallo [Downloadable!] 2009 Wavelet Analysis of Central European Stock Market Behaviour During the Crisis by Jozef Barunik & Lukas Vacha [Downloadable!] 2009 Did Speculation Affect World Rice Prices? by C. Peter Timmer [Downloadable!] 2009 Forecasting Aggregated Time Series Variables: A Survey by Helmut Luetkepohl [Downloadable!] 2009 The Multistep Beveridge-Nelson Decomposition by Tommaso Proietti [Downloadable!] 2009 Understanding forecast failure of ESTAR models of real exchange rates by Daniel Buncic [Downloadable!] 2009 Foreign Direct Investment and Its Determinants in the ChileCase: An Error Correction Model Analysis, 1960-2002 by Ramirez, Miguel D. [Downloadable!] 2009 Does Public Investment Enhance Labor Productivity Growth in Argentina? A Cointegration Analysis by Ramirez, Miguel D. [Downloadable!] 2009 Expected Returns and Volatility of Fama-French Factors by Chabi-Yo, Fousseni [Downloadable!] 2009 A class of Simple Semiparametrically Efficient Rank-Based Unit Root Tests by Marc Hallin & Ramon van den Akker & Bas Werker [Downloadable!] 2009 Multivariate Stochastic Volatility by Manabu Asai & Michael McAleer & Jun Yu [Downloadable!] 2009 Spillover Effects among the Greater China Region Stock Markets by Anders C Johansson & Christer Ljungwall [Downloadable!] 2009 A Two-Stage Realized Volatility Approach to Estimation of Diffusion Processes with Discrete by Peter C. B. Phillips & Jun Yu [Downloadable!] 2009 Has Economic Models’ Forecasting Performance for US Output Growth and Inflation Changed Over Time, and When? by Tatevik Sekhposyan & Barbara Rossi [Downloadable!] 2009 Nonlinear Stock Price Adjustment in the G7 Countries by Fredj Jawadi & Georges Prat [Downloadable!] 2009 Volatility under Bounded Rationality by Nhat Le [Downloadable!] 2009 Has the Structural Break Slowed Down Growth Rates of Stock Markets? by Paresh Kumar Narayan [Downloadable!] 2009 Google Searches as a Means of Improving the Nowcasts of Key Macroeconomic Variables by Konstantin A. Kholodilin & Maximilian Podstawski & Boriss Siliverstovs & Constantin Bürgi [Downloadable!] 2009 The Importance of Global Shocks for National Policymakers: Rising Challenges for Central Banks by Ansgar Belke & Andreas Rees [Downloadable!] 2009 Inflation and Inflation Uncertainty in the Euro Area by Guglielmo Maria Caporale & Luca Onorante & Paolo Paesani [Downloadable!] 2009 Google Econometrics and Unemployment Forecasting by Nikos Askitas & Klaus F. Zimmermann [Downloadable!] 2009 Long Memory in US Real Output per Capita by Guglielmo Maria Caporale & Luis A. Gil-Alana [Downloadable!] 2009 How Does European Integration Affect the European Stock Markets? by Burcu Erdogan [Downloadable!] 2009 Multi-Factor Gegenbauer Processes and European Inflation Rates by Guglielmo Maria Caporale & Luis A. Gil-Alana [Downloadable!] 2009 Drivers of Exchange Rate Dynamics in Selected CIS Countries: Evidence from a FAVAR Analysis by Christian Dreger & Jarko Fidrmuc [Downloadable!] 2009 How Does European Integration Affect the European Stock Markets? by Burcu Erdogan [Downloadable!] 2009 Forecast Accuracy and Economic Gains from Bayesian Model Averaging using Time Varying Weights by Lennart Hoogerheide & Richard Kleijn & Francesco Ravazzolo & Herman K. van Dijk & Marno Verbeek [Downloadable!] 2009 Are Market Makers Uninformed and Passive? Signing Trades in The Absence of Quotes by Michel van der Wel & Albert Menkveld & Asani Sarkar [Downloadable!] 2009 A Class of Simple Semiparametrically Efficient Rank-Based Unit Root Tests by Hallin, M. & Akker, R. van den & Werker, B.J.M. [Downloadable!] 2009 Semiparametric Efficiency Bound for Models of Sequential Moment Restrictions Containing Unknown Functions by Chunrong Ai & Xiaohong Chen [Downloadable!] 2009 Dynamic Misspecification in Nonparametric Cointegrating Regression by Ioannis Kasparis & Peter C.B. Phillips [Downloadable!] 2009 Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values? by Peter C.B. Phillips & Yangru Wu & Jun Yu [Downloadable!] 2009 Principal Components and Long Run Implications of Multivariate Diffusions by Xiaohong Chen & Lars Peter Hansen & Jose Scheinkman [Downloadable!] 2009 Efficient Estimation of Copula-based Semiparametric Markov Models by Xiaohong Chen & Wei Biao Wu & Yanping Yi [Downloadable!] 2009 Mean and Autocovariance Function Estimation Near the Boundary of Stationarity by Liudas Giraitis & Peter C. B. Phillips [Downloadable!] 2009 Bootstrapping I(1) Data by Peter C. B. Phillips [Downloadable!] 2009 Cointegrating Rank Selection in Models with Time-Varying Variance by Xu Cheng & Peter C. B. Phillips [Downloadable!] 2009 Asymptotic Theory for Zero Energy Density Estimation with Nonparametric Regression Applications by Qiying Wang & Peter C. B. Phillips [Downloadable!] 2009 Extreme Value Theory Filtering Techniques for Outlier Detection by Jose Olmo [Downloadable!] 2009 Threshold Quantile Autoregressive Models by Antonio F. Galvao, Jr. & Gabriel V. Montes-Rojas & Jose Olmo [Downloadable!] 2009 Wavelet-based detection of outliers in volatility models by Aurea Grané & Helena Veiga [Downloadable!] 2009 GARCH models with leverage effect : differences and similarities by María José Rodríguez & Esther Ruiz [Downloadable!] 2009 Estimation of tail thickness parameters from GJR-GARCH models by Emma M. Iglesias & Oliver Linton [Downloadable!] 2009 Bootstrap Unit Root Tests in Models with GARCH(1,1) Errors by Nikolay Gospodinov & Ye Tao [Downloadable!] 2009 A new approach to estimating equilibrium exchange rates for small open economies: The case of Canada by Tino Berger & Bernd Kempa [Downloadable!] 2009 Identification of speculative bubbles using state-space models with Markov-switching by Nael Al-Anaswah & Bernd Wilfling [Downloadable!] 2009 Introducing the Euro-STING: Short-Term Indicator of Euro Area Growth by Camacho, Maximo & Pérez-Quirós, Gabriel [Downloadable!] 2009 Some Issues in Modeling and Forecasting Inflation in South Africa by Aron, Janine & Muellbauer, John [Downloadable!] 2009 Bayesian Option Pricing Using Mixed Normal Heteroskedasticity Models by Jeroen Rombouts & Lars Peter Stentoft [Downloadable!] 2009 Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model by Frédérique Bec & Mélika Ben Salem & Marine Carrasco [Downloadable!] 2009 Nonlinearity and Temporal Dependence by Xiaohong Chen & Lars P. Hansen & Marine Carrasco [Downloadable!] 2009 From Various Degrees of Trade to Various Degrees of Financial Integration: What do Interest Rates Have to Say? by Adeline Bachellerie & Jerome Hericourt & Valerie Mignon [Downloadable!] 2009 On the Lease Rate, the Convenience Yield and Speculative Effects in the Gold Futures Market by Giovanni BARONE-ADESI & Helyette GEMAN & John THEAL [Downloadable!] 2009 Jumps in Oil Prices- Evidence and Implications by Marc Gronwald [Downloadable!] 2009 Hybrid Historical Simulation VaR and ES: Performance in Developed and Emerging Markets by Sasa Zikovic & Randall Filer [Downloadable!] 2009 Inflation and Inflation Uncertainty in the Euro Area by Guglielmo Maria Caporale & Luca Onorante & Paolo Paesani [Downloadable!] 2009 Evaluating Emission Trading as a Policy Tool - Evidence from Conditional Jump Models by Marc Gronwald & Janina Ketterer [Downloadable!] 2009 Long Memory in US Real Output per Capita by Guglielmo Maria Caporale & Luis A. Gil-Alana [Downloadable!] 2009 Multi-Factor Gegenbauer Processes and European Inflation Rates by Guglielmo Maria Caporale & Luis A. Gil-Alana [Downloadable!] 2009 The Role of the Log Transformation in Forecasting Economic Variables by Helmut Luetkepohl & Fang Xu [Downloadable!] 2009 Asymmetric and Non-Linear Adjustments in Local Fiscal Policy by Gabriella Deborah Legrenzi [Downloadable!] 2009 Common Trends and Common Cycles among Interest Rates of the G7-Countries by Nannette Lindenberg & Frank Westermann [Downloadable!] 2009 Can Merchant Interconnectors Deliver Lower and More Stable Prices? The Case of NorNed by Parail, V. 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Groen & Richard Paap & Francesco Ravazzolo [Downloadable!] 2009 Macro stress testing with a macroeconomic credit risk model: Application to the French manufacturing sector by Avouyi-Dovi, S. & Bardos, M. & Jardet, C. & Kendaoui, L. & Moquet , J. [Downloadable!] 2009 A Note on the Volatilities of the Interest Rate and the Exchange Rate Under Different Monetary Policy Instruments: Mexico 1998-2008 by Guillermo Benavides & Carlos Capistrán [Downloadable!] 2009 Using Seasonal Models to Forecast Short-Run Inflation in Mexico by Carlos Capistrán & Christian Constandse & Manuel Ramos Francia [Downloadable!] 2009 The Factor-Spline-GARCH Model for High and Low Frequency Correlations by Jose Gonzalo Rangel & Robert F. Engle [Downloadable!] 2009 On the dynamics of inflation persistence around the world by Antonio E. Noriega & Manuel Ramos Francia [Downloadable!] 2009 Forecasting Exchange Rate Volatility: The Superior Performance of Conditional Combinations of Time Series and Option Implied Forecasts by Guillermo Benavides & Carlos Capistrán [Downloadable!] 2009 Composite indicators for monetary analysis by Andrea Nobili [Downloadable!] 2009 Seasonal adjustment of bank deposits and loans by Andrea Silvestrini [Downloadable!] 2009 High-growth Recoveries, Inventories and the Great Moderation by Maximo Camacho & Gabriel Perez-Quiros & Hugo Rodríguez Mendizábal [Downloadable!] 2009 Ñ-STING: España Short Term INdicator of Growth by Maximo Camacho & Gabriel Perez-Quiros [Downloadable!] 2009 Real Time Detection of Structural Breaks in GARCH Models by Zhongfang He & John M. Maheu [Downloadable!] 2009 Are the High-growth Recovery Periods Over? by Hugo Rodríguez Mendizábal & Máximo Camacho & Gabriel Pérez Quirós [Downloadable!] 2009 An Econometric Analysis Of Some Models For Constructed Binary Time Series by Don Harding & Adrian Pagan [Downloadable!] 2009 Forecasting long memory time series under a break in persistence by Florian Heinen & Philipp Sibbertsen & Robinson Kruse [Downloadable!] 2009 Jump-Robust Volatility Estimation using Nearest Neighbor Truncation by Torben G. Andersen & Dobrislav Dobrev & Ernst Schaumburg [Downloadable!] 2009 What do we know about real exchange rate non-linearities? by Robinson Kruse & Michael Frömmel & Lukas Menkhoff & Philipp Sibbertsen [Downloadable!] 2009 Realized Volatility and Multipower Variation by Torben G. Andersen & Viktor Todorov [Downloadable!] 2009 Unstable volatility functions: the break preserving local linear estimator by Isabel Casas & Irene Gijbels [Downloadable!] 2009 Pre-averaging estimators of the ex-post covariance matrix in noisy diffusion models with non-synchronous data by Kim Christensen & Silja Kinnebrock & Mark Podolskij [Downloadable!] 2009 Pseudo-Maximum Likelihood Estimation in Two Classes of Semiparametric Diffusion Models by Dennis Kristensen [Downloadable!] 2009 Detection of additive outliers in seasonal time series by Niels Haldrup & Antonio Montañés & Andreu Sansó [Downloadable!] 2009 Nearly Efficient Likelihood Ratio Tests of the Unit Root Hypothesis by Michael Jansson & Morten Ørregaard Nielsen [Downloadable!] 2009 Interest rate convergence in the EMS prior to European Monetary Union by Michael Frömmel & Robinson Kruse [Downloadable!] 2009 Forecasting with Universal Approximators and a Learning Algorithm by Anders Bredahl Kock [Downloadable!] 2009 Quadratic Variation by Markov Chains by Peter Reinhard Hansen & Guillaume Horel [Downloadable!] 2009 Poisson Autoregression by Konstantinos Fokianos & Anders Rahbek & Dag Tjøstheim [Downloadable!] 2009 Bayesian Option Pricing Using Mixed Normal Heteroskedasticity Models by Jeroen V.K. Rombouts & Lars Stentoft [Downloadable!] 2009 On IGARCH and convergence of the QMLE for misspecified GARCH models by Anders Tolver Jensen & Theis Lange [Downloadable!] 2009 Volatility in Equilibrium: Asymmetries and Dynamic Dependencies by Tim Bollerslev & Natalia Sizova & George Tauchen [Downloadable!] 2009 Forecasting inflation with gradual regime shifts and exogenous information by Andrés González & Kirstin Hubrich & Timo Teräsvirta [Downloadable!] 2009 The information content and redistribution effects of state and municipal rating changes in Mexico by Mendoza Velázquez, Alfonso [Downloadable!] 2009 Estimating a Taylor Rule with Markov Switching Regimes for Switzerland by Alexander Perruchoud 2009 Inflation and Relative Price Variability: New Evidence for the United States by Sascha S. Becker & Dieter Nautz 2009 Measuring the Interaction of Structural Changes with Inflation by Dobrescu, Emilian [Downloadable!] 2009 The Relation between Predictability and Complexity: Domestic and Public Consumption in the Romanian Economy by Scutaru, Cornelia & Saman, Corina & Stanica, Cristian [Downloadable!] 2009 Nonlinear Inflationary Persistence and Growth: Theory and Empirical Comparative Analysis by Charemza, Wojciech & Makarova, Svetlana [Downloadable!] 2009 A Note on Option Pricing with the Use of Discrete-Time Stochastic Volatility Processes by Anna Pajor [Downloadable!] 2009 From Ppp To Natrex - The Case Of Czech Crown by Jiří Škop & Jan Vejmělek [Downloadable!] 2009 Housing Price Bubble Analysis - Case Of The Czech Republic by Jan Čadil [Downloadable!] 2009 Using Panel Data to Test for Fiscal Sustainability within the European Union by Silika Prohl & Joakim Westerlund [Downloadable!] 2009 Forecasting The Exchange Rate Series With Ann: The Case Of Turkey by Cem Kadilar & Muammer Simsek & Cagdas Hakan Aladag [Downloadable!] 2009 Doviz Kuru Getiri Volatilitesinin Kosullu Degisen Varyans Modelleri ile Ongorusu by Ebru Caglayan & Tugba Dayioglu [Downloadable!] 2009 De Jure ve De Facto kur rejimlerinin makroekonomik değişkenlerin oynaklığına etkisi by A. Duygu AYHAN & Adnan KASMAN 2009 Türkiye’nin dış ticaret dengesinin Box-Jenkins modelleriyle tahmini by Cem DOĞAN & Derya ERSEL 2009 VOB’da işlem gören endeks ve döviz vadeli sözleşmelerin getirilerinde uzun hafıza varlığının test edilmesi by Turhan KORKMAZ & Sedat ERDOĞAN & Emrah İsmail ÇEVİK 2009 Türk hisse senedi piyasasının zayıf formda etkinliğinin testi by Burcu ÖZCAN & Veli YILANCI 2009 A temporal aggregation ARIMA model for forecasting and monitoring the public sector deficit by Teresa Leal Linares & Javier J. Pérez [Downloadable!] 2009 The Mid 1990s Peso Crisis in Mexico: An Application of the Girton-Roper Model by Edward E. Ghartey [Downloadable!] 2009 Testing for Nonlinearity in Mean in the Presence of Heteroskedasticity by Stan Hurn & Ralf Becker [Downloadable!] 2009 Business Cycle And Sectoral Fluctuations: A Nonlinear Model For Côte D’Ivoire by AKA, Bédia F. 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Zimmermann [Downloadable!] 2009 Nie zuvor war konjunktureller Gleichlauf im Abschwung so hoch by Vladimir Kuzin & Martin Hillebrand [Downloadable!] 2009 Sommerpause bei der Arbeitslosigkeit: Google-gestützte Prognose signalisiert Entspannung by Nikos Askitas & Klaus F. Zimmermann [Downloadable!] 2009 Prognosen aus dem Internet: weitere Erholung am Arbeitsmarkt erwartet by Nikos Askitas & Klaus F. Zimmermann [Downloadable!] 2009 A spatial and economic analysis for telecommunications: Evidence from the European Union by Christos Agiakloglou & Sotiris Karkalakos 2009 Tomatoes or tomato pickers? 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Smith [Downloadable!] 2009 Finite Sample Theory of QMLEs in ARCH Models with an Exogenous Variable in the Conditional Variance Equation by Emma M. Iglesias [Downloadable!] 2009 Testing for Conditional Heteroscedasticity in the Components of Inflation by Carmen Broto & Esther Ruiz [Downloadable!] 2009 A Component GARCH Model with Time Varying Weights by Luc Bauwens & Giuseppe Storti [Downloadable!] 2009 Regime-Switching Univariate Diffusion Models of the Short-Term Interest Rate by Seungmoon Choi [Downloadable!] 2009 Modelling Good and Bad Volatility by Matteo M. Pelagatti [Downloadable!] 2009 The Effects of Different Parameterizations of Markov-Switching in a CIR Model of Bond Pricing by John Driffill & Turalay Kenc & Martin Sola & Fabio Spagnolo [Downloadable!] 2009 What Drives Personal Consumption? The Role of Housing and Financial Wealth by Jiri Slacalek [Downloadable!] 2009 Regime Switches in GDP Growth and Volatility: Some International Evidence and Implications for Modeling Business Cycles by Penelope Smith & Peter M. Summers [Downloadable!] 2009 Modelling trends and cycles in economic time series: historical perspective and future developments by Terence C. Mills [Downloadable!] 2009 Estimating the Total Factor Productivity in Romanian Economy by Emilian Dobrescu [Downloadable!] 2009 Google Econometrics and Unemployment Forecasting by Nikolaos Askitas & Klaus F. Zimmermann 2008 Robust Performance Hypothesis Testing with the Sharpe Ratio by Oliver Ledoit & Michael Wolf [Downloadable!] 2008 Monetary Policy Implementation and the Federal Funds Rate by Nautz, Dieter & Schmidt, Sandra [Downloadable!] 2008 Does global liquidity matter for monetary policy in the Euro area? by Berger, Helge & Harjes, Thomas [Downloadable!] 2008 Exact inference in diagnosing value-at-risk estimates: A Monte Carlo device by Herwartz, Helmut [Downloadable!] 2008 Panel Unit Root Tests in the Presence of a Multifactor Error Structure by M. Hashem Pesaran, L. Vanessa Smith, Takashi Yamagata [Downloadable!] 2008 Estimation of weights for the Monetary Conditions Index in Poland by Andrzej Toroj [Downloadable!] 2008 Forecasting inflation with dynamic factor model – the case of Poland by Jacek Kotlowski [Downloadable!] 2008 Testing for seasonal unit roots in heterogeneous panels using monthly data in the presence of cross sectional dependence by Otero, Jesús & Smith, Jeremy & Giulietti, Monica [Downloadable!] 2008 Are Emerging Economies Fdi Inflows Cointegrated With Fdi Inflows Of China? – An Empirical Investigation by Krishna Chaitanya, & Emilia Vazquez Rozas [Downloadable!] 2008 Analysis of HF data on the WSE in the context of EMH by Paweł Strawiński & Robert Ślepaczuk [Downloadable!] 2008 Equilibrium real exchange rate and misalignments : Lessons from a VAR-ECM model applied to Tunisia by Fatma Marrakchi Charfi [Downloadable!] 2008 Explaining the persistence of profits: A time-varying approach by Adelina Gschwandtner & Jesus Crespo Cuaresma [Downloadable!] 2008 Modelling structural change using broken sticks by Don Webber & Paul White & Angela Helvin [Downloadable!] 2008 Volatility forecasting: the jumps do matter by Fulvio Corsi & Davide Pirino & Roberto Renò [Downloadable!] 2008 Smooth Regimes, Macroeconomic Variables, and Bagging for the Short-Term Interest Rate Process by Francesco Audrino & Marcelo C. Medeiros [Downloadable!] 2008 Infinitesimal Robustness for Diffusions by Davide La Vecchia & Fabio Trojani [Downloadable!] 2008 Modeling Tick-by-Tick Realized Correlations by Fulvio Corsi & Francesco Audrino [Downloadable!] 2008 Realized Covariance Tick-by-Tick in Presence of Rounded Time Stamps and General Microstructure Effects by Fulvio Corsi & Francesco Audrino [Downloadable!] 2008 An Empirical Analysis of Sustainability of Trade Deficit:Evidence from Sri Lanka by Verma, Reetu & Perera, Nelson [Downloadable!] 2008 Nonlinearity, Nonstationarity, and Thick Tails: How They Interact to Generate Persistency in Memory by J. Isaac Miller & Joon Y. Park [Downloadable!] 2008 Tasa generadora de viajes para el puerto de Montevideo. 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Evidence from Modelling OECD Aggregate Energy Demand by Olutomi I Adeyemi & David C Broadstock & Mona Chitnis & Lester C Hunt & Guy Judge [Downloadable!] 2008 Conditional Efficacy of Sterilized Intervention by Jun, Jongbyung [Downloadable!] 2008 Modified Fast Double Sieve Bootstraps for ADF Tests by Patrick Richard [Downloadable!] 2008 Does Real Exchange Rate Volatility Affect Sectoral Trade Flows? by Mustafa Caglayan & Jing Di [Downloadable!] 2008 Is Double Trouble? – How to Combine Cointegration Tests by Christian Bayer & Christoph Hanck [Downloadable!] 2008 A Nonlinear Unit Root Test in the Presence of an Unknown Break by Stephan Popp [Downloadable!] 2008 Indicators and Tests of Fiscal Sustainability: An Integrated Approach by Giancarlo Marini & Alessandro Piergallini [Downloadable!] 2008 The Investment Function: Determinants Of Demand For Investment Goods by John J. Heim [Downloadable!] 2008 The Finite-Sample E ects of VAR Dimensions on OLS Bias, OLS Variance, and Minimum MSE Estimators by Steve Lawford & Michalis P. Stamatogiannis [Downloadable!] 2008 Smooth Transition Models in Price Transmission by Szymon Wlazlowski & Monica Giulietti & Jane Binner & Costas Milas [Downloadable!] 2008 The Jump component of S&P 500 volatility and the VIX index by Ralf Becker & Adam Clements & Andrew McClelland [Downloadable!] 2008 Forecasting with Dynamic Models using Shrinkage-based Estimation by Andrea Carriero & George Kapetanios & Massimiliano Marcellino [Downloadable!] 2008 A Review of Forecasting Techniques for Large Data Sets by Jana Eklund & George Kapetanios [Downloadable!] 2008 Revisiting Useful Approaches to Data-Rich Macroeconomic Forecasting by Jan J.J. Groen & George Kapetanios [Downloadable!] 2008 A Powerful Test of the Autoregressive Unit Root Hypothesis Based on a Tuning Parameter Free Statistic by Morten Ørregaard Nielsen [Downloadable!] 2008 The Role of Implied Volatility in Forecasting Future Realized Volatility and Jumps in Foreign Exchange, Stock, and Bond Markets by Thomas Busch & Bent Jesper Christensen & Morten Ørregaard Nielsen [Downloadable!] 2008 A Powerful Tuning Parameter Free Test of the Autoregressive Unit Root Hypothesis by Morten Ørregaard Nielsen [Downloadable!] 2008 Fully Modified Narrow-Band Least Squares Estimation of Stationary Fractional Cointegration by Morten Ørregaard Nielsen & Per Frederiksen [Downloadable!] 2008 Empirical Likelihood Block Bootstrapping by Jason Allen & Allan W. Gregory & Katsumi Shimotsu [Downloadable!] 2008 Testing for Multiple Structural Changes in Cointegrated Regression Models by Mohitosh Kejriwal & Pierre Perron [Downloadable!] 2008 Testing for PPP Using SADC Real Exchange Rates by Thabo Mokoena & Rangan Gupta & Renee van Eyden 2008 Estimating Output Gap for Pakistan Economy:Structural and Statistical Approaches by S. Adnan H. A. S., Bukhari & Safdar Ullah, Khan [Downloadable!] 2008 Estimates of the Steady State Growth Rates for Selected Asian Countries with an Extended Solow Model by Rao, B. Bhaskara [Downloadable!] 2008 The Commodity Terms of Trade, Unit Roots, and Nonlinear Alternatives: A Smooth Transition Approach by Goodwin, Barry K. & Holt, Matthew T. & Prestemon, Jeffery P. [Downloadable!] 2008 El Riesgo País y el Tipo de Cambio Nominal entre el Perú y Estados Unidos. Una aproximación a través de un Modelo de Mercado de Activos de determinación del Tipo de Cambio. (1998:12 – 2007:12) by Salazar, Eduardo [Downloadable!] 2008 Analysis of HF data on the WSE in the context of EMH by Strawinski, Pawel & Slepaczuk, Robert [Downloadable!] 2008 Curva de Phillips y la Tasa Natural de Desempleo. Una aproximación simple para el Perú. (1993 - 2006) by Salazar, Eduardo [Downloadable!] 2008 Inference regarding multiple structural changes in linear models estimated via two stage least squares by Hall, Alastair R. & Han, Sanggohn & Boldea, Otilia [Downloadable!] 2008 Garch Parameter Estimation Using High-Frequency Data by Visser, Marcel P. 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Emre & Fendoglu, Salih & Saltoglu, Burak [Downloadable!] 2008 Dynamic GMM Estimation With Structural Breaks. An Application to Global Warming and its Causes by Travaglini, Guido [Downloadable!] 2008 Detecting Peaks and Valleys in the Number of Births in Portugal by Caleiro, António [Downloadable!] 2008 Empirical Evidence Of The Balance Of Payments Constrained Growth In Cuba. The Effects Of Comercial Regimes Since 1960 by Fugarolas Álvarez-Ude, Guadalupe & Mañalich Gálvez, Isis & Matesanz Gómez, David [Downloadable!] 2008 A note on long horizon forecasts of nonlinear models of real exchange rates: Comments on Rapach and Wohar (2006) by Buncic, Daniel [Downloadable!] 2008 Structural Time Series Models for Business Cycle Analysis by Proietti, Tommaso [Downloadable!] 2008 A Multivariate Band-Pass Filter by Valle e Azevedo, João [Downloadable!] 2008 Ranking and Combining Volatility Proxies for Garch and Stochastic Volatility Models by Visser, Marcel P. [Downloadable!] 2008 Cointegration and the Demand for Energy in Fiji by Kumar, Saten [Downloadable!] 2008 Nonlinear Mean Reversion across National Stock Markets: Evidence from Emerging Asian Markets by Chen, Shu-Ling & Kim, Hyeongwoo [Downloadable!] 2008 Barter and Business Cycles: A Comment and Further Empirical Evidence by Marvasti, Akbar & Smyth, David [Downloadable!] 2008 Testing the nullity of GARCH coefficients : correction of the standard tests and relative efficiency comparisons by Francq, Christian & Zakoian, Jean-Michel [Downloadable!] 2008 Sup-tests for linearity in a general nonlinear AR(1) model when the supremum is taken over the full parameter space by Francq, Christian & Horvath, Lajos & Zakoian, Jean-Michel [Downloadable!] 2008 Globalization and WTO: Impact on India’s economic growth and export by Pandey, Alok Kumar [Downloadable!] 2008 FoolWatch - Further Discussion of Econometric Analysis Undertaken By ACCC by Harding, Don [Downloadable!] 2008 FoolWatch: A Case study of econometric analysis and evidenced-based-policy making in the Australian Government by Harding, Don [Downloadable!] 2008 Oil Exports, Non Oil GDP and Investment in the GCC Countries by Harb, Nasri [Downloadable!] 2008 Nyquist Frequency in Sequentially Sampled Data by Faghih, Nezameddin & Faghih, Ali [Downloadable!] 2008 Likelihood-Based Confidence Sets for the Timing of Structural Breaks by Eo, Yunjong & Morley, James C. 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[Downloadable!] 2008 Pruebas de cointegración de paridad de poder adquisitivo by Wallace, Frederick & Lozano Cortés, René & Cabrera-Castellanos, Luis F. [Downloadable!] 2008 An improved two-step regularization scheme for spot volatility estimation by S. Sanfelici & S. Ogawa [Downloadable!] 2008 Forecasting temperature indices with timevarying long-memory models by Massimiliano Caporin & Juliusz Pres [Downloadable!] 2008 Long Memory and Non-Linearities in International Inflation by Giovanni Caggiano & Efrem Castelnuovo [Downloadable!] 2008 Parameter estimation in nonlinear AR-GARCH models by Mika Meitz & Pentti Saikkonen [Downloadable!] 2008 What Drives the NAIRU? Evidence from a Panel of OECD Countries by Christian Gianella & Isabell Koske & Elena Rusticelli & Olivier Chatal [Downloadable!] 2008 The tax system and housing demand in New Zealand by David Hargreaves [Downloadable!] 2008 How do Housing Wealth, Financial Wealth and Consumption Interact? Evidence from New Zealand by Emmanuel De Veirman & Ashley Dunstan [Downloadable!] 2008 Properties of etimated characteristic roots by Bent Nielsen & Heino Bohn Nielsen [Downloadable!] 2008 Unit Root Testing with Unstable Volatility by Brendan K. Beare [Downloadable!] 2008 Regional Economic Integration and Trade Flows: The Experience of Asean-5 and Japan by Hui-Boon Tan & Chen-Chen Yong [Downloadable!] 2008 How forward-looking is the Fed? Direct estimates from a ‘Calvo-type’ rule by Vasco J. Gabriel & Paul Levine & Christopher Spencer [Downloadable!] 2008 Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure by Cristina Amado & Timo Teräsvirta [Downloadable!] 2008 Inflation persistence in the Franc Zone: evidence from disaggregated prices by Simeon Coleman [Downloadable!] 2008 Nonlinearities and the order of integration of oil prices by Juan Carlos Cuestas & Paulo Jose Regis [Downloadable!] 2008 Testing for stationarity of inflation in Central and Eastern European Countries by Juan Carlos Cuestas & Barry Harrison [Downloadable!] 2008 Is real GDP per capita a stationary process? Smooth transitions, nonlinear trends and unit root testing by Juan Carlos Cuestas & Dean Garratt [Downloadable!] 2008 Monetary Policy, Trend Inflation and the Great Moderation: An Alternative Interpretation by Olivier Coibion & Yuriy Gorodnichenko [Downloadable!] 2008 Real-Time Measurement of Business Conditions by S. Boragan Aruoba & Francis X. Diebold & Chiara Scotti [Downloadable!] 2008 Efficient Prediction of Excess Returns by Jon Faust & Jonathan H. Wright [Downloadable!] 2008 High Frequency Market Microstructure Noise Estimates and Liquidity Measures by Yacine Ait-Sahalia & Jialin Yu [Downloadable!] 2008 Do survey indicators let us see the business cycle ? A frequency decomposition by Luc Dresse & Christophe Van Nieuwenhuyze [Downloadable!] 2008 Beyond point forecasting: evaluation of alternative prediction intervals for tourist arrivals by Jae H. Kim & Haiyang Song & Kevin Wong & George Athanasopoulos & Shen Liu [Downloadable!] 2008 The tourism forecasting competition by George Athanasopoulos & Rob J Hyndman & Haiyan Song & Doris C Wu [Downloadable!] 2008 Wavelets unit root test vs DF test : A further investigation based on monte carlo experiments by Ibrahim Ahamada & Philippe Jolivaldt [Downloadable!] 2008 Prices and output co-movements : an empirical investigation for the CEECs by Iuliana Matei [Downloadable!] 2008 GDP nowcasting with ragged-edge data : A semi-parametric modelling by Laurent Ferrara & Dominique Guegan & Patrick Rakotomarolahy [Downloadable!] 2008 Dynamic analysis of the insurance linked securities index by Mathieu Gatumel & Dominique Guegan [Downloadable!] 2008 Option pricing under GARCH models with generalized hyperbolic innovations (II) : data and results by Christophe Chorro & Dominique Guegan & Florian Ielpo [Downloadable!] 2008 Business surveys modelling with seasonal-cyclical long memory models by Laurent Ferrara & Dominique Guegan [Downloadable!] 2008 A non-parametric method to nowcast the Euro Area IPI by Laurent Ferrara & Thomas Raffinot [Downloadable!] 2008 Forecasting chaotic systems : the role of local Lyapunov exponents by Dominique Guegan & Justin Leroux [Downloadable!] 2008 The k-factor Gegenbauer asymmetric Power GARCH approach for modelling electricity spot price dynamics by Abdou Kâ Diongue & Dominique Guegan [Downloadable!] 2008 Testing fractional order of long memory processes : a Monte Carlo study by Laurent Ferrara & Dominique Guegan & Zhiping Lu [Downloadable!] 2008 An Empirical Investigation On The Sustainability Of Balancing Item Of Balance Of Payment Accounts For Oic Member Countries by Tuck Cheong Tang & Evan Lau [Downloadable!] 2008 Private Saving In India And Malaysia Compared: The Role Of Financial Liberalization And Expected Pension Benefits by James Ang & Kunal Sen [Downloadable!] 2008 Milan’s Cycle as an Accurate Leading Indicator for the Italian Business Cycle by Matteo Pelagatti & Valeria Negri [Downloadable!] 2008 Adjustment of US External Imbalances: At What Horizon? by Panagiotis Th. Konstantinou [Downloadable!] 2008 Are economic growth and the variability of the business cycle related ? Evidence from five European countries by Stilianos Fountas & Menelaos Karanasos [Downloadable!] 2008 Market Efficiency and the Euro: The case of the Athens Stock exchange by Theodore Panagiotidis [Downloadable!] 2008 Macroeconomic Uncertainty and Performance in Asian Countries by Don Bredin & John Elder & Stilianos Fountas [Downloadable!] 2008 Macroeconomic Uncertainty and Performance in the European Union and Implications for the objectives of Monetary Policy by Don Bredin & Stilianos Fountas [Downloadable!] 2008 Long run economic growth and tourism: inferring from Uruguay by Stefania Lionetti & Juan Gabriel Brida & Wiston Adrián Risso [Downloadable!] 2008 Short-Term Forecasts of Latvia's Real Gross Domestic Product Growth Using Monthly Indicators by Konstantins Benkovskis [Downloadable!] 2008 Trend Extraction From Time Series With Structural Breaks and Missing Observations by Schlicht, Ekkehart [Downloadable!] 2008 Estimation of Parameters in the Presence of Model misspecification and Measurement Error by P.A.V.B. Swamy & George S. Tavlas & Stephen G. Hall & George Hondroyiannis [Downloadable!] 2008 The Realisation of Finite-Sample Frequency-Selective Filters by Prof D.S.G. Pollock [Downloadable!] 2008 The Frequency Analysis of the Business Cycle by Prof D.S.G. Pollock [Downloadable!] 2008 Properties of Estimated Characteristic Roots by Bent Nielsen & Heino Bohn Nielsen [Downloadable!] 2008 Do Both U.S. and Foreign Macro Surprises Matter for the Intraday Exchange Rate? Evidence from Japan by Rasmus Fatum & Michael Hutchison & Thomas Wu [Downloadable!] 2008 The information content of KOF indicators on Swiss current account data revisions by Jan P.A.M. Jacobs & Sturm Jan-Egbert [Downloadable!] 2008 The Stress of Having a Single Monetary Policy in Europe by Jan-Egbert Sturm & Timo Wollmershäuser [Downloadable!] 2008 Sentiment Dynamics and Stock Returns: The Case of the German Stock Market by Thomas Lux [Downloadable!] 2008 Multifractality and Long-Range Dependence of Asset Returns: The Scaling Behaviour of the Markov-Switching Multifractal Model with Lognormal Volatility Components by Ruipeng Liu & Tiziana Di Matteo & Thomas Lux [Downloadable!] 2008 Empirical Assessment of Bifurcation Regions within New Keynesian Models by William Barnett & Evgeniya Aleksandrovna Duzhak [Downloadable!] 2008 Causal Effects of Monetary Shocks: Semiparametric Conditional Independence Tests with a Multinomial Propensity Score by Angrist, Joshua & Kuersteiner, Guido M. [Downloadable!] 2008 The Nature of Occupational Unemployment Rates in the United States: Hysteresis or Structural? by Candelon, Bertrand & Dupuy, Arnaud & Gil-Alana, Luis A. [Downloadable!] 2008 Estimating and Forecasting GARCH Volatility in the Presence of Outiers by M. Angeles Carnero & Daniel Peña & Esther Ruiz [Downloadable!] 2008 Panel Data Stochastic Convergence Analysis of the Mexican Regions by Josep Lluís Carrion-i-Silvestre & Vicente German-Soto [Downloadable!] 2008 Evidence on the effects of inflation on price dispersion under indexation by Juliane Scharff & Sven Schreiber [Downloadable!] 2008 Asymmetric income and wealth effects in a non-linear error correction model of US consumer spending by Till van Treeck [Downloadable!] 2008 Spurious Regressions in Technical Trading: Momentum or Contrarian? by Mototsugu Shintani & Tomoyoshi Yabu & and Daisuke Nagakura [Downloadable!] 2008 Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals by Xiaohong Chen & Demian Pouzo [Downloadable!] 2008 Local Lyapunov exponents: Zero plays no role in Forecasting chaotic systems by Dominique Guégan & Justin Leroux [Downloadable!] 2008 Declining Discount Rates: Economic Justifications and Implications for Long-Run Policy by Gollier, Christian & Koundouri, Phoebe & Pantelidis, Theologos [Downloadable!] 2008 Hysteresis in Unemployment:Evidence from Latin America by Matias Mednik & Cesar M. Rodriguez & Inder J. Ruprah [Downloadable!] 2008 Realized Betas and the Cross-Section of Expected Returns by Claudio Morana [Downloadable!] 2008 International shocks and national house prices by Andrea Beltratti & Claudio Morana [Downloadable!] 2008 Realized portfolio selection in the euro area by Claudio Morana [Downloadable!] 2008 Testing Multiplicative Error Models Using Conditional Moment Tests by Nikolaus Hautsch [Downloadable!] 2008 Discrete-Time Stochastic Volatility Models and MCMC-Based Statistical Inference by Nikolaus Hautsch & Yangguoyi Ou [Downloadable!] 2008 Measuring and Modeling Risk Using High-Frequency Data by Wolfgang Härdle & Nikolaus Hautsch & Uta Pigorsch [Downloadable!] 2008 Adaptive pointwise estimation in time-inhomogeneous time-series models by Pavel Cizek & Wolfgang Härdle & Vladimir Spokoiny [Downloadable!] 2008 Testing for the presence of noise in long memory processes [in Japanese] by Keiko Yamaguchi [Downloadable!] 2008 Changes in Investors' Risk Appetite - An Assessment of Financial Integration and Interdependence by Laurence Fung & Chi-sang Tam & Ip-wing Yu [Downloadable!] 2008 Liquidity on the Scandinavian Order-driven Stock Exchanges by Söderberg, Jonas [Downloadable!] 2008 The Sources of Volatility Transmission in the Euro Area Money Market: From Longer Maturities to the Overnight? by Zagaglia, Paolo [Downloadable!] 2008 Multinational Electricity Market Integration and Electricity Price Dynamics by Lundgren, Jens & Hellström, Jörgen & Rudholm, Niklas [Downloadable!] 2008 Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure by Amado, Cristina & Teräsvirta, Timo [Downloadable!] 2008 Market Structure and the Stability and Volatility of Electricity Prices by Bask, Mikael & Widerberg, Anna [Downloadable!] 2008 Estimating fundamental cross-section dispersion from fixed event forecasts by Jonas Dovern & Ulrich Fritsche [Downloadable!] 2008 Fourth order pseudo maximum likelihood methods by Alberto Holly & Alain Montfort & Michael Rockinger [Downloadable!] 2008 A Study on "Spurious Long Memory in Nonlinear Time Series Models" by Kuswanto, Heri & Sibbertsen, Philipp [Downloadable!] 2008 A new unit root test against ESTAR based on a class of modified statistics by Kruse, Robinson [Downloadable!] 2008 Rational bubbles and fractional integration by Kruse, Robinson [Downloadable!] 2008 The undisclosed Renminbi Basket: are the markets telling us something about where the Renminbi - US Dollar Exchange Rate is going? by Marc Gronwald & Michael Funke [Downloadable!] 2008 The undisclosed Renminbi Basket: are the markets telling us something about where the Renminbi - US Dollar Exchange Rate is going? by Marc Gronwald & Michael Funke [Downloadable!] 2008 Volatility Transmission between Renminbi and Asia-Pacific on-shore and off-shore U.S. dollar futures by Roberta Colavecchio & Michael Funke [Downloadable!] 2008 Bootstrap Tests of Stationarity¢Ó by James Morley & Tara M. Sinclair [Downloadable!] 2008 3-Regime symmetric STAR modeling and exchange rate reversion by Mario Cerrato & Hyunsok Kim & Ronald MacDonald [Downloadable!] 2008 A Nonlinear Panel Unit Root Test under Cross Section Dependence by Mario Cerrato & Christian de Peretti & Nick Sarantis 2008 La contagion liée au changement des anticipations : évidence de la crise coréenne by Wajih Khallouli & René Sandretto & Mohamed Ayadi [Downloadable!] 2008 A MEM-based Analysis of Volatility Spillovers in East Asian Financial Markets by Robert F. Engle & Giampiero M. Gallo & Margherita Velucchi [Downloadable!] 2008 Comparison of Volatility Measures: a Risk Management Perspective by Christian T. Brownlees & Giampiero Gallo [Downloadable!] 2008 Inflation Persistence: Is It Similar in the New EU Member States and the Euro Area Members? by Michal Franta & Branislav Saxa & Katerina Smidkova [Downloadable!] 2008 Volatility extraction using the Kalman filter by Alexandr Kuchynka [Downloadable!] 2008 Parameter Estimation in Nonlinear AR-GARCH Models by Mika Meitz & Pentti Saikkonen [Downloadable!] 2008 ESeC-Rubin Missing Value Interpretation for a Regional Bottom-Up Hierarchical Forecasting by Antonio Anselmi & Paola Maddalena Chiodini & Flavio Verrecchia [Downloadable!] 2008 Federal Funds Rate Stationarity: New Evidence by Frédérique BEC, Charbel BASSIL [Downloadable!] 2008 Selection of the number of frequencies using bootstrap techniques in log-periodogram regression by Josu Arteche & Jesus Orbe [Downloadable!] 2008 Remittances and Growth in Latin America: A Panel Unit Root and Panel Cointegration Analysis by Ramirez, Miguel D. & Sharma, Hari [Downloadable!] 2008 A Powerful Tuning Parameter Free Test of the Autoregressive Unit Root Hypothesis by Nielsen, Morten [Downloadable!] 2008 Measuring Interest Rates as Determined by Thrift and Productivity by Choi, Woon Gyu & Wen, Yi [Downloadable!] 2008 Has models’ forecasting performance for US output growth and inflation changed over time, and when? by Tatevik Sekhposyan & Barbara Rossi [Downloadable!] 2008 Forecast Comparisons in Unstable Environments by Giacomini, Raffaella & Rossi, Barbara [Downloadable!] 2008 Which Structural Parameters Are "Structural"? 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Francke & Siem Jan Koopman & Aart de Vos [Downloadable!] 2008 Seasonality with Trend and Cycle Interactions in Unobserved Components Models by Siem Jan Koopman & Kai Ming Lee [Downloadable!] 2008 An Hourly Periodic State Space Model for Modelling French National Electricity Load by V. Dordonnat & S.J. Koopman & M. Ooms & A. Dessertaine & J. Collet [Downloadable!] 2008 Estimation and Model Selection of Semiparametric Multivariate Survival Functions under General Censorship by Xiaohong Chen & Yanqin Fan & Demian Pouzo & Zhiliang Ying [Downloadable!] 2008 Copula-Based Nonlinear Quantile Autoregression by Xiaohong Chen & Roger Koenker & Zhijie Xiao [Downloadable!] 2008 Asymptotics for LS, GLS, and Feasible GLS Statistics in an AR(1) Model with Conditional Heteroskedaticity by Donald W.K. Andrews & Patrik Guggenberger [Downloadable!] 2008 Optimal Bandwidth Choice for Interval Estimation in GMM Regression by Yixiao Sun & Peter C.B. Phillips [Downloadable!] 2008 Testing for Non-Nested Conditional Moment Restrictions Using Unconditional Empirical Likelihood by Taisuke Otsu & Myung Hwan Seo & Yoon-Jae Whang [Downloadable!] 2008 Smoothing Local-to-Moderate Unit Root Theory by Peter C.B. Phillips & Tassos Magdalinos & Liudas Giraitis [Downloadable!] 2008 Semiparametric Cointegrating Rank Selection by Xu Cheng & Peter C.B. Phillips [Downloadable!] 2008 Structural Nonparametric Cointegrating Regression by Qiying Wang & Peter C.B. Phillips [Downloadable!] 2008 Long Memory and Long Run Variation by Peter C.B. Phillips [Downloadable!] 2008 Unit Root and Cointegrating Limit Theory When Initialization Is in the Infinite Past by Peter C.B. Phillips & Tassos Magdalinos [Downloadable!] 2008 Unit Root Model Selection by Peter C.B. Phillips [Downloadable!] 2008 Nonlinearity and Temporal Dependence by Xiaohong Chen & Lars P. Hansen & Marine Carrasco [Downloadable!] 2008 Limit Theorems for Functionals of Sums that Converge to Fractional Brownian and Stable Motions by P. Jeganathan [Downloadable!] 2008 Efficient Estimation of Semiparametric Conditional Moment Models with Possibly Nonsmooth Residuals by Xiaohong Chen & Demian Pouzo [Downloadable!] 2008 A functional data based method for time series classification by Andrés M. Alonso & David Casado & Sara López Pintado & Juan Romo [Downloadable!] 2008 Simple Wald tests of the fractional integration parameter : an overview of new results by Juan Jose Dolado & Jesus Gonzalo & Laura Mayoral [Downloadable!] 2008 Statistical Properties and Economic Implications of Jump-Diffusion Processes with Shot-Noise Effects by Manuel Moreno & Pedro Jose Serrano & Winfried Stute [Downloadable!] 2008 Nonparametric Estimation of Scalar Diffusion Processes of Interest Rates Using Asymmetric Kernels by Nikolay Gospodinov & Masayuki Hirukawa [Downloadable!] 2008 Local GMM Estimation of Time Series Models with Conditional Moment Restrictions by Nikolay Gospodinov & Taisuke Otsu [Downloadable!] 2008 Monetary Policy and Inflation Modeling in a More Open Economy in South Africa by Aron, Janine & Muellbauer, John [Downloadable!] 2008 Monetary Factors and Inflation in Japan by Assenmacher-Wesche, Katrin & Gerlach, Stefan & Sekine, Toshitaka [Downloadable!] 2008 Clustering Mutual Funds by Return and Risk Levels by F. Lisi & Edoardo Otranto [Downloadable!] 2008 A Realistic Model for Official Interest Rates by J. de Dios Tena & Edoardo Otranto [Downloadable!] 2008 Clustering Heteroskedastic Time Series by Model-Based Procedures by Edoardo Otranto [Downloadable!] 2008 Business Cycles in the Euro Area Defined with Coincident Economic Indicators and Predicted with Leading Economic Indicators by Ataman Ozyildirim & Brian Schaitkin & Victor Zarnowitz [Downloadable!] 2008 Semi-Nonparametric Estimates of Currency Substitution Between the Canadian Dollar and the U.S. Dollar by Apostolos Serletis & Guohua Feng [Downloadable!] 2008 Quantifying Multiscale Inefficiency in Electricity Markets by Olga Y. Uritskaya & Apostolos Serletis [Downloadable!] 2008 On the Influence of Oil Prices on Economic Activity and Other Macroeconomic and Financial Variables by François Lescaroux & Valerie Mignon [Downloadable!] 2008 The Information Content of KOF Indicators on Swiss Current Account Data Revisions by Jan Jacobs & Jan-Egbert Sturm [Downloadable!] 2008 Modelling Long-Run Trends and Cycles in Financial Time Series Data by Guglielmo Maria Caporale & Juncal Cunado & Luis A. Gil-Alana [Downloadable!] 2008 Forecasting Random Walks Under Drift Instability by M. Hashem Pesaran & Andreas Pick [Downloadable!] 2008 The Undisclosed Renminbi Basket: Are the Markets Telling us something about where the Renminbi – US Dollar Exchange Rate is Going? by Michael Funke & Marc Gronwald [Downloadable!] 2008 The Stress of Having a Single Monetary Policy in Europe by Jan-Egbert Sturm & Timo Wollmershäuser [Downloadable!] 2008 On The Cyclicality of Real Wages and Wage Differentials by Otrok, Christopher & Pourpourides, Panayiotis M. [Downloadable!] 2008 A New Procedure to Test for H Self-Similarity by Les Oxley & Chris Price & William Rea & Marco Reale [Downloadable!] 2008 The Empirical Properties of Some Popular Estimators of Long Memory Processes by Jennifer Brown & Les Oxley & William Rea & Marco Reale [Downloadable!] 2008 Long memory or shifting means? A new approach and application to realised volatility by Eduardo Mendes & Les Oxley & William Rea & Marco Reale [Downloadable!] 2008 Selection on the basis of prior testing by Carlos Santos [Downloadable!] 2008 Looking for a break in Spanish Inflation Data in the early eighties and assessing persistence by Maria Teresa Mota & Mariana Alves da Cunha & Carlos Santos [Downloadable!] 2008 Beta-t-(E)GARCH by Harvey, A. & Chakravarty, T. [Downloadable!] 2008 Dynamic distributions and changing copulas by Harvey, A. [Downloadable!] 2008 Forecasting Random Walks Under Drift Instability by Pesaran, M.H. & Pick, A. [Downloadable!] 2008 Federal Securities Regulations and Stock Market Returns by Tung Liu & Courtenay C. Stone & Gary J. Santoni [Downloadable!] 2008 Estimating and Testing Multiple Structural Changes in Models with Endogenous Regressors by Pierre Perron & Yohei Yamamoto [Downloadable!] 2008 Modeling and Forecasting Stock Return Volatility Using a Random Level Shift Model by Yang K. Lu & Pierre Perron [Downloadable!] 2008 Testing for Breaks in Coefficients and Error Variance: Simulations and Applications by Jing Zhou & Pierre Perron [Downloadable!] 2008 On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests by Pierre Perron & Yohei Yamamoto [Downloadable!] 2008 Long-Memory and Level Shifts in the Volatility of Stock Market Return Indices by Pierre Perron & Zhongjun Qu [Downloadable!] 2008 A Note on the Use of Moving Average Trading Rules to Test For Weak from Efficiency in Capital Markets by Alexandros E. Milionis & Evangelia Papanagiotou [Downloadable!] 2008 Price and Non - Price Competitiveness of Exports of Manufactures by Panayiotis P. Athanasoglou & Ioanna C. Bardaka [Downloadable!] 2008 The Volatility of International Trade Flows and Exchange Rate Uncertainty by Christopher F. Baum & Mustafa Caglayan [Downloadable!] 2008 Copula-Based Nonlinear Quantile Autoregression by Xiaohong Chen & Roger Koenker & Zhijie Xiao [Downloadable!] 2008 Business surveys modelling with Seasonal-Cyclical Long Memory models by Ferrara, L. & Guégan, D. [Downloadable!] 2008 Analyse conjoncturelle de données brutes et estimation de cycles Partie 2 : mise en oeuvre empirique by Lacroix, R. [Downloadable!] 2008 Analyse conjoncturelle de données brutes et estimation de cycles Partie 1 : estimation et tests by Lacroix, R. [Downloadable!] 2008 Désaisonnalisation des agrégats monétaires : Mise en place d’une chaîne rénovée by Lacroix, R. & Maurin, L. [Downloadable!] 2008 Test simultané de la non-stationnarité et de la non-linéarité : une application au taux d.intérêt réel américain by Million, N. [Downloadable!] 2008 Some Preliminary Evidence on the Globalization-Inflation Nexus by Guilloux, S. & Kharroubi, E. [Downloadable!] 2008 La transmission des taux de marché aux taux bancaires : une estimation sur données individuelles françaises by Barbier de la Serre, A. & Frappa, S. & Montornès, J. & Murez, M. [Downloadable!] 2008 A Note on the Dynamics of Persistence in US Inflation by Noriega Antonio E. & Ramos Francia Manuel [Downloadable!] 2008 Experts´ Macroeconomics Expectations: An Evaluation of Mexican Short-Run Forecasts by Carlos Capistrán & Gabriel López-Moctezuma [Downloadable!] 2008 Tax revenue and the macroeconomic framework in Italy by Alberto Locarno & Alessandra Staderini [Downloadable!] 2008 Nonlinearities in the dynamics of the euro area demand for M1 by Alessandro Calza & Andrea Zaghini [Downloadable!] 2008 Temporal aggregation of univariate and multivariate time series models: A survey by Andrea Silvestrini & David Veredas [Downloadable!] 2008 Credit risk and business cycle over different regimes by Juri Marcucci & Mario Quagliariello [Downloadable!] 2008 Emerging market spreads in the recent financial turmoil by Alessio Ciarlone & Paolo Piselli & Giorgio Trebeschi [Downloadable!] 2008 Inflation targeting in Latin America: Empirical analysis using GARCH models by Carmen Broto [Downloadable!] 2008 Measuring and explaining the volatility of capital flows towards emerging countries by Carmen Broto & Javier Díaz-Cassou & Aitor Erce-Domínguez [Downloadable!] 2008 Testing for conditional heteroscedasticity in the components of inflation by Carmen Broto & Esther Ruiz [Downloadable!] 2008 Introducing the EURO-STING: Short Term INdicator of Euro Area Growth by Maximo Camacho & Gabriel Perez-Quiros [Downloadable!] 2008 Futures Markets, Oil Prices and the Intertemporal Approach to the Current Account by Elif C. Arbatli [Downloadable!] 2008 Empirical Likelihood Block Bootstrapping by Jason Allen & Allan W. Gregory & Katsumi Shimotsu [Downloadable!] 2008 Nonparametric Regression on Latent Covariates with an Application to Semiparametric GARCH-in-Mean Models by Christian Conrad & Enno Mammen [Downloadable!] 2008 Multivariate Fractionally Integrated APARCH Modeling of Stock Market Volatility: A multi-country study by Christian Conrad & Menelaos Karanasos & Ning Zeng [Downloadable!] 2008 Analyse spectrale de l’évolution de longue période des brevets en France, en Allemagne, en Grande-Bretagne, aux Etats-Unis et au Japon (17ème-20ème siècles) by Claude Diebolt & Karine Pellier [Downloadable!] 2008 Econométrie historique des salaires en France : une relecture des années charnières by Claude Diebolt & Magali Jaoul-Grammare [Downloadable!] 2008 Global Temperature Trends by Trevor Breusch & Farshid Vahid [Downloadable!] 2008 How Do Public Announcements Affect The Frequency Of Trading In U.S. Airline Stocks? by Sylwia Nowak [Downloadable!] 2008 Testing for Unit Roots in the Presence of a Possible Break in Trend and Non-Stationary Volatility by Giuseppe Cavaliere & David I. Harvey & Stephen J. Leybourne & A.M. Robert Taylor [Downloadable!] 2008 Estimation of Dynamic Models with Nonparametric Simulated Maximum Likelihood by Per Frederiksen & Frank S. Nielsen [Downloadable!] 2008 Optimal inference in dynamic models with conditional moment restrictions by Bent Jesper Christensen & Michael Sørensen [Downloadable!] 2008 Glossary to ARCH (GARCH) by Tim Bollerslev [Downloadable!] 2008 Expected Stock Returns and Variance Risk Premia by Tim Bollerslev & Tzuo Hao & George Tauchen [Downloadable!] 2008 Semiparametric Inference in a GARCH-in-Mean Model by Bent Jesper Christensen & Christian M. Dahl & Emma M. Iglesias [Downloadable!] 2008 The cyclical component factor model by Christian M. Dahl & Henrik Hansen & John Smidt [Downloadable!] 2008 American Option Pricing using GARCH models and the Normal Inverse Gaussian distribution by Lars Stentoft [Downloadable!] 2008 The limiting properties of the QMLE in a general class of asymmetric volatility models by Christian M. Dahl & Emma M. Iglesias [Downloadable!] 2008 A Powerful Test of the Autoregressive Unit Root Hypothesis Based on a Tuning Parameter Free Statistic by Morten Ørregaard Nielsen [Downloadable!] 2008 Bias-reduced estimation of long memory stochastic volatility by Per Frederiksen & Morten Ørregaard Nielsen [Downloadable!] 2008 Parameter estimation in nonlinear AR-GARCH models by Mika Meitz & Pentti Saikkonen [Downloadable!] 2008 Local polynomial Whittle estimation of perturbed fractional processes by Per Frederiksen & Frank S. Nielsen & Morten Ørregaard Nielsen [Downloadable!] 2008 Local polynomial Whittle estimation covering non-stationary fractional processes by Frank S. 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Bradlow & Dylan Small [Downloadable!] 2007 Assessing the Gap between Observed and Perceived Inflation in the Euro Area : Is the Credibility of the HICP at Stake ? by Luc Aucremanne & Marianne Collin & Thomas Stragier [Downloadable!] 2007 A Quarterly Post-World War II Real GDP Series for New Zealand by Viv Hall & John McDermott [Downloadable!] 2007 A state space model for exponential smoothing with group seasonality by Pim Ouwehand & Rob J. Hyndman & Ton G. de Kok & Karel H. van Donselaar [Downloadable!] 2007 Automatic time series forecasting: the forecast package for R by Rob J. Hyndman & Yeasmin Khandakar [Downloadable!] 2007 An Assessment of Alternative State Space Models for Count Time Series by Ralph D. Snyder & Gael M. Martin & Phillip Gould & Paul D. Feigin [Downloadable!] 2007 Non-linear exponential smoothing and positive data by Muhammad Akram & Rob J. Hyndman & J. Keith Ord [Downloadable!] 2007 Hierarchical forecasts for Australian domestic tourism by George Athanasopoulos & Roman A. Ahmed & Rob J. Hyndman [Downloadable!] 2007 Effet peso : présentation théorique et application à la politique monétaire by Nicolas Million [Downloadable!] 2007 Monetary information arrivals and intraday exchange rate volatility : A comparison of the GARCH and the EGARCH models by Darmoul Mokhtar & Nizar Harrathi [Downloadable!] 2007 Foreign Direct Investment And Services Trade: Evidence From Malaysia And Singapore by Koi Nyen Wong & Tuck Cheong & Dietrich K. Fausten [Downloadable!] 2007 Does Exchange Rate Variability Affect The Causation Between Foreign Direct Investment And Electronics Exports? An Empirical Test Using Malaysian Data by Koi Nyen Wong & Tuck Cheong Tang [Downloadable!] 2007 New Evidence On The Causal Linkages Between Foreign Direct Investment, Exports And Imports In Malaysia by Koi Nyen Wong & Tuck Cheong Tang [Downloadable!] 2007 A Panel-CADF Test for Unit Roots by Costantini, Mauro & Lupi, Claudio & Popp, Stephan [Downloadable!] 2007 The Maximum Lq-Likelihood Method: an Application to Extreme Quantile Estimation in Finance by Davide Ferrari & Sandra Paterlini [Downloadable!] 2007 Leading indicator properties of US high-yield credit spreads by Andrea Cipollini & Nektarios Aslanidis [Downloadable!] 2007 How Frequently Does the Stock Price Jump? – An Analysis of High-Frequency Data with Microstructure Noises by Jin-Chuan Duan & András Fülöp [Downloadable!] 2007 The Law of One Price: Nonlinearities in Sectoral Real Exchange Rate Dynamics by Luciana Juvenal & Mark P. Taylor [Downloadable!] 2007 Forecasting Exchange Rate Volatility with High Frequency Data: Is the Euro Different? by Georgios Chortareas & John Nankervis & Ying Jiang [Downloadable!] 2007 Effects of Exchange Rate Volatility on the Volume and Volatility of Bilateral Exports by Christopher F Baum & Mustafa Caglayan [Downloadable!] 2007 Purchasing Power Parity among developing countries and their trade-partners. Evidence from selected CEECs and Implications for their membership of EU by Nikolaos Giannellis & Athanasios P. Papadopoulos [Downloadable!] 2007 A real-time analysis of the Swiss trade account by Jan Jacobs & Jan-Egbert Sturm [Downloadable!] 2007 Inflation persistence in the euro-area, US, and new members of the EU: Evidence from time-varying coefficient models by Zsolt Darvas & Balázs Varga [Downloadable!] 2007 Inflation, inflation uncertainty, and Markov regime switching heteroskedasticity: Evidence from European countries by Donal Bredin & Stilianos Fountas [Downloadable!] 2007 Leading indicator properties of the US corporate spreads by Nektarios Aslanidis & Andrea Cipollini [Downloadable!] 2007 Estimation Bias and Inference in Overlapping Autoregressions: Implications for the Target Zone Literature by Zsolt Darvas [Downloadable!] 2007 Modelling good and bad volatility by Matteo Pelagatti [Downloadable!] 2007 Mixed Exponential Power Asymmetric Conditional Heteroskedasticity by Mohammed Bouaddi & Jeroen V.K. Rombouts [Downloadable!] 2007 Theory and Inference for a Markov-Switching GARCH Model by Luc Bauwens & Arie Preminger & Jeroen V.K. Rombouts [Downloadable!] 2007 Nonparametric Density Estimation for Multivariate Bounded Data by Taoufik Bouezmarni & Jeroen V.K. Rombouts [Downloadable!] 2007 Semiparametric Multivariate Density Estimation for Positive Data Using Copulas by Taoufik Bouezmarni & Jeroen V.K. Rombouts [Downloadable!] 2007 Inflation and Inflation Uncertainty in Latvia by Viktors Ajevskis [Downloadable!] 2007 Estimation of the Phillips Curve for Latvia by Aleksejs Melihovs & Anna Zasova [Downloadable!] 2007 Trend Extraction From Time Series With Missing Observations by Schlicht, Ekkehart [Downloadable!] 2007 Trend Extraction From Time Series With Structural Breaks by Schlicht, Ekkehart [Downloadable!] 2007 Evaluating the Synchronisation of the Eurozone Business Cycles using Multivariate Coincident Macroeconomic Indicators by Xiaoshan Chen [Downloadable!] 2007 A New Look at Economic Convergence in Europe: A Common Factor Approach by Bettina Becker & Stephen G. Hall [Downloadable!] 2007 Likelihood Inference for a Nonstationary Fractional Autoregressive Model by Søren Johansen & Morten Ørregaard Nielsen [Downloadable!] 2007 Selecting a Regression Saturated by Indicators by David F. Hendry & Søren Johansen & Carlos Santos [Downloadable!] 2007 Correlation, Regression, and Cointegration of Nonstationary Economic Time Series by Søren Johansen [Downloadable!] 2007 The High-Frequency Response of the EUR-US Dollar Exchange Rate to ECB Monetary Policy Announcements by Christian Conrad & Michael J. Lamla [Downloadable!] 2007 Non-negativity Conditions for the Hyperbolic GARCH Model by Christian Conrad [Downloadable!] 2007 Efficacy of Fiscal Policy in Japan: Keynesian and Non-Keynesian Effects on Aggregate Demand by Yusuke Kinari & Masahiko Shibamoto 2007 The determinants of allowance prices in the European Emissions Trading Scheme - Can we expect an efficient allowance market 2008? by Wilfried Rickels & Vicki Duscha & Andreas Keller & Sonja Peterson [Downloadable!] 2007 Changes in the Balance of Power Between the Wage and Price Setters and the Central Bank: Consequences for the Phillips Curve and the NAIRU by Jürgen Kromphardt & Camille Logeay [Downloadable!] 2007 Inflation Expectations, the Phillips Curve and Monetary Policy by Fabien Curto Millet [Downloadable!] 2007 Panel Unit Root Tests in the Presence of a Multifactor Error Structure by M. Hashem Pesaran & L. Vanessa Smith & Takashi Yamagata [Downloadable!] 2007 Three methods of forecasting currency crises: Which made the run in signaling the South African currency crisis of June 2006? by Tobias Knedlik & Rolf Scheufele [Downloadable!] 2007 The Role Of Commodity Terms Of Trade In Determining The Real Exchange Rates Of Mediterranean Countries by Juan Carlos Cuestas & Javier Ordoñez & Mariam Camarero [Downloadable!] 2007 Nonlinear Trend Stationarity Of Real Exchange Rates: The Case Of The Mediterranean Countries by Juan Carlos Cuestas & Javier Ordoñez & Mariam Camarero [Downloadable!] 2007 Estimates of Structural Changes in the Wage Equation:Some Evidence for Italy by Mauro Costantini & Sergio de Nardis [Downloadable!] 2007 Non parametric Fractional Cointegration Analysis by Mauro Costantini & Roy Cerqueti [Downloadable!] 2007 Multicointegration, polynomial cointegration and I(2) cointegration with structural breaks. An application to the sustainability of the US external deficit by Vanessa Berenguer-Rico & Josep Lluís Carrion-i-Silvestre [Downloadable!] 2007 Consumo de Acero, Inversión y Producto en América Latina. Un Análisis de Cointegración y de la Dinámica de Corto Plazo by Juan Eduardo Coeymans. [Downloadable!] 2007 Backtesting Parametric Value-at-Risk with Estimation Risk by Juan Carlos Escanciano & Jose Olmo [Downloadable!] 2007 A re-assessment of German import demand by Sabine Stephan [Downloadable!] 2007 Reconsidering the Investment-Profit Nexus in Finance-Led Economies: an ARDL-Based Approach by Till van Treeck [Downloadable!] 2007 Testing for Coefficient Stability of AR(1) Model When the Null is an Integrated or a Stationary Process by Daisuke Nagakura [Downloadable!] 2007 Forecasting Global Flows by Skriner, Edith [Downloadable!] 2007 Correlation testing in time series, spatial and cross-sectional data by Peter Robinson [Downloadable!] 2007 An Analysis of Foreign Tourism Demand for Croatian Destinations: Long-Run Elasticity Estimates by Andrea Mervar & James E. Payne [Downloadable!] 2007 Mixed Exponential Power Asymmetric Conditional Heteroskedasticity by Mohammed Bouaddi & Jeroen V.K. Rombouts [Downloadable!] 2007 Theory and inference for a Markov switching Garch model by Luc Bauwens & Arie Preminger & Jeroen V.K. Rombouts [Downloadable!] 2007 Estimating, Filtering and Forecasting Realized Betas by Claudio Morana [Downloadable!] 2007 Modeling Long Memory and Structural Breaks in Conditional Variances: an Adaptive FIGARCH Approach by Richard T. Baillie & Claudio Morana [Downloadable!] 2007 On the macroeconomic causes of exchange rates volatility by Claudio Morana [Downloadable!] 2007 Enhanced routines for instrumental variables/GMM estimation and testing by Christopher F Baum & Mark E. Schaffer & Steven Stillman [Downloadable!] 2007 Modelling Financial High Frequency Data Using Point Processes by Luc Bauwens & Nikolaus Hautsch [Downloadable!] 2007 A Generalized ARFIMA Process with Markov-Switching Fractional Differencing Parameter by Wen-Jen Tsay & Wolfgang Härdle [Downloadable!] 2007 Are Correlations Constant Over Time? Application of the CC-TRIGt-test to Return Series from Different Asset Classes by Matthias Fischer [Downloadable!] 2007 Money and Inflation by Ansgar Belke & Thorsten Polleit [Downloadable!] 2007 Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values? by Peter C. B. Phillips & Yangru Wu & Jun Yu [Downloadable!] 2007 Nominal Exchange Rate Flexibility and Real Exchange Rate Adjustment: New Evidence from Dual Exchange Rates in Developing Countries by Yin-wong Cheung & Kon S. Lai [Downloadable!] 2007 Assessing the Credibility of The Convertibility Zone of The Hong Kong Dollar by Laurence Fung & Ip-wing Yu [Downloadable!] 2007 Assessing Bond Market Integration in Asia by Ip-wing Yu & Laurence Fung & Chi-sang Tam [Downloadable!] 2007 Assessing Financial Market Integration In Asia - Equity Markets by Ip-wing Yu & Laurence Fung & Chi-sang Tam [Downloadable!] 2007 Along the Forward Curve for Natural Gas: Unobservable Shocks and Dynamic Correlations by Spargoli, Fabrizio & Zagaglia, Paolo [Downloadable!] 2007 The Comovements between Futures Markets for Crude Oil: Evidence from a Structural GARCH Model by Spargoli, Fabrizio & Zagaglia, Paolo [Downloadable!] 2007 Conditional Leptokurtosis in Energy Prices: Multivariate Evidence from Futures Markets by Marzo, Massimiliano & Zagaglia, Paolo [Downloadable!] 2007 Volatility forecasting for crude oil futures by Marzo, Massimiliano & Zagaglia, Paolo [Downloadable!] 2007 A Note on the Pooling of Individual PANIC Unit Root Tests by Westerlund, Joakim [Downloadable!] 2007 Testing the Granger noncausality hypothesis in stationary nonlinear models of unknown functional form by Péguin-Feissolle, Anne & Strikholm, Birgit & Teräsvirta, Timo [Downloadable!] 2007 Stylized Facts of Return Series, Robust Estimates, and Three Popular Models of Volatility by Teräsvirta, Timo & Zhao, Zhenfang [Downloadable!] 2007 The Stability and Volatility of Electricity Prices: An Illustration of (lambda, sigma-2) Analysis by Bask, Mikael & Widerberg, Anna [Downloadable!] 2007 ‘Some unpleasant fiscal arithmetic’: the role of monetary and fiscal policy in public debt dynamics since the 1970s by Hasko, Harri [Downloadable!] 2007 Exchange rate volatility, macro announcements and the choice of intraday seasonality filtering method by Laakkonen, Helinä [Downloadable!] 2007 The Undisclosed Renminbi Basket: Are The Markets Telling Us Something About Where The Renminbi - US Dollar Exchange Rate Is Going? by Funke, Michael & Gronwald, Marc [Downloadable!] 2007 Modelling inflation in China – a regional perspective by Mehrotra, Aaron & Peltonen, Tuomas & Santos Rivera, Alvaro [Downloadable!] 2007 Volatility dependence across Asia-Pacific on-shore and off-shore U.S. dollar futures markets by Colavecchio , Roberta & Funke, Michael [Downloadable!] 2007 Dutch disease scare in Kazakhstan: Is it real? by Égert , Balázs & Leonard, Carol S. [Downloadable!] 2007 Testing for a break in persistence under long-range dependencies by Sibbertsen, Philipp & Kruse, Robinson [Downloadable!] 2007 Can we distinguish between common nonlinear time series models and long memory? by Kuswanto, Heri & Sibbertsen, Philipp [Downloadable!] 2007 Volatility dependence across Asia-Pacific on-shore and off-shore U.S. dollar futures markets by Roberta Colavecchio & Michael Funke [Downloadable!] 2007 The January Effect across Volatility Regimes by Bety Agnany & Henry Aray [Downloadable!] 2007 Euro Area Inflation: Aggregation Bias and Convergence by Joseph P. Byrne & Norbert Fiess [Downloadable!] 2007 Do real interest rates converge? Evidence from the European Union by Michael G. Arghyrou & Andros Gregoriou & Alexandros Kontonikas [Downloadable!] 2007 Euro Area Inflation Differentials: Unit Roots, Structural Breaks and Non-Linear Adjustment by Alberto Montagnoli & Andros Gregoriou & Alexandros Kontonikas [Downloadable!] 2007 Unit Roots in Inflation and Aggregation Bias by Joseph Byrne & Alexandros Kontonikas & Alberto Montagnoli [Downloadable!] 2007 The Asian Crisis Contagion: A Dynamic Correlation Approach Analysis by Essahbi Essaadi & Jamel Jouini & Walih Khallouli [Downloadable!] 2007 Investimento, Indústria e Crescimento Econômico Brasileiro: uma Análise da Relação de Causalidade by Luciano Nakabashi & Fábio Dória Scatolin & Marcio José Vargas da Cruz [Downloadable!] 2007 Comparing smooth transition and Markov switching autoregressive models of US Unemployment by Philippe J. Deschamps [Downloadable!] 2007 Bayesian Estimation of a Markov-Switching Threshold Asymmetric GARCH Model with Student-t Innovations by David Ardia [Downloadable!] 2007 A Model for Multivariate Non-negative Valued Processes in Financial Econometrics by Fabrizio Cipollini & Robert F. Engle & Giampiero M. Gallo [Downloadable!] 2007 Volatility Forecasting Using Explanatory Variables and Focused Selection Criteria by Christian T. Brownlees & Giampiero Gallo [Downloadable!] 2007 Regime Switching: Italian Financial Markets over a Century by Margherita Velucchi [Downloadable!] 2007 Flexible Time Series Forecasting Using Shrinkage Techniques and Focused Selection Criteria by Christian T. Brownlees & Giampiero Gallo [Downloadable!] 2007 On the Interaction between Ultra–high Frequency Measures of Volatility by Giampiero Gallo & Margherita Velucchi [Downloadable!] 2007 Models of Political Cycles: The Czech Experience / Modely politického cyklu a jejich testování na podmínkách ČR [available in Czech only] by Radka Štiková [Downloadable!] 2007 Sample Kurtosis, GARCH-t and the Degrees of Freedom Issue by Maria S. Heracleous [Downloadable!] 2007 The Financial Development and Economic Growth Nexus for Turkey by Ferda Halicioglu [Downloadable!] 2007 A Multivariate Causality Analysis of Export and Growth for Turkey by Ferda Halicioglu [Downloadable!] 2007 Forecasting economic growth for Estonia : application of common factor methodologies by Christian Schulz [Downloadable!] 2007 New Keynesian Phillips curve for Estonia, Latvia and Lithuania by Aurelijus Dabušinskas & Dmitry Kulikov [Downloadable!] 2007 Exchange Rate Exposure of Sectoral Returns and Volatilities- Evidence from Japanese Industrial Sectors by Ananda Jayawickrama & Tilak Abeysinghe [Downloadable!] 2007 Non-Stationary Inflation and Panel Estimates of United States Short and Long-run Phillips curves by Bill Russell [Downloadable!] 2007 Taylor Rules for the ECB using Consensus Data by Janko Gorter & Jan Jacobs & Jakob de Haan [Downloadable!] 2007 A Markov Switching Model of the Merit Order to Compare British and German Price Formation by Georg Zachmann [Downloadable!] 2007 Quantile Forecasting for Credit Risk Management using possibly Mis-specified Hidden Markov Models by Konrad Banachewicz & André Lucas [Downloadable!] 2007 Efficient Robust Estimation of Time-Series Regression Models by Cizek, P. [Downloadable!] 2007 Efficient Robust Estimation of Regression Models (Revision of DP 2006-08) by Cizek, P. [Downloadable!] 2007 Note on Integer-Valued Bilinear Time Series Models by Drost, F.C. & Akker, R. van den & Werker, B.J.M. [Downloadable!] 2007 Adaptive Pointwise Estimation in Time-Inhomogeneous Time-Series Models by Cizek, P. & Haerdle, W. & Spokoiny, V. [Downloadable!] 2007 Efficient Estimation of Autoregression Parameters and Innovation Distributions for Semiparametric Integer-Valued AR(p) Models (Subsequently replaced by DP 2008-53) by Drost, F.C. & Akker, R. van den & Werker, B.J.M. 2007 Robust and Efficient Adaptive Estimation of Binary-Choice Regression Models by Cizek, P. [Downloadable!] 2007 Revisiting the Price Elasticity of Gasoline Demand by Alfredo A. Romero [Downloadable!] 2007 Limit Theory for Explosively Cointegrated Systems by Peter C.B. Phillips & Tassos Magdalinos [Downloadable!] 2007 Tilted Nonparametric Estimation of Volatility Functions by Peter C.B. Phillips & Ke-Li Xu [Downloadable!] 2007 Long Run Covariance Matrices for Fractionally Integrated Processes by Peter C.B. Phillips & Chang Sik Kim [Downloadable!] 2007 Asymptotics for Stationary Very Nearly Unit Root Processes by Donald W.K. Andrews & Patrik Guggenberger [Downloadable!] 2007 GMM Estimation for Dynamic Panels with Fixed Effects and Strong Instruments at Unity by Chirok Han & Peter C.B. Phillips [Downloadable!] 2007 Maximum Likelihood and Gaussian Estimation of Continuous Time Models in Finance by Peter C.B. Phillips & Jun Yu [Downloadable!] 2007 Theory and inference for a Markov switching GARCH model by Luc, BAUWENS & Arie, PREMINGER & Jeroen, ROMBOUTS [Downloadable!] 2007 A Component GARCH Model with Time Varying Weights by Luc, BAUWENS & G., STORTI [Downloadable!] 2007 Nonlinear Exchange Rate Adjustment in the Enlarged Euro zone. Evidence and Implications for Candidate Countries by Nikolaos Giannellis & Athanasios Papadopoulos [Downloadable!] 2007 Backtesting VaR Models: An Expected Shortfall Approach by Timotheos Angelidis & Stavros Degiannakis [Downloadable!] 2007 Did Nordic Countries Recognize the Gathering Storm of World War II? Evidence from the Bond Markets by Daniel Waldenstrom & Bruno S. Frey [Downloadable!] 2007 (Un)Predictability and Macroeconomic Stability by D''Agostino, Antonello & Giannone, Domenico & Surico, Paolo [Downloadable!] 2007 Analyzing Strongly Periodic Series in the Frequency Domain: A Comparison of Alternative Approaches with Applications by Artis, Michael J & Clavel, Jose Garcia & Hoffmann, Mathias & Nachane, Dilip M [Downloadable!] 2007 Inflation Dynamics and Trade Openness by Aron, Janine & Muellbauer, John [Downloadable!] 2007 Aggregating Phillips Curves by Imbs, Jean & Jondeau, Eric & Pelgrin, Florian [Downloadable!] 2007 Shape of U.S. business cycle and long-run effects of recessions by Giacomo Carboni [Downloadable!] 2007 Inflation Persistence in New EU Member States: Is It Different Than in the Euro Area Members? by Michal Franta & Branislav Saxa & Katerina Smidkova [Downloadable!] 2007 Aggregating Phillips Curves by Jean Imbs & Eric Jondeau & Florian Pelgrin [Downloadable!] 2007 Estimation of the Equilibrium Real Exchange Rate in Russia: Trade-Balance Approach by Nadezhda Ivanova [Downloadable!] 2007 Assessing the Forecast Properties of the CESifo World Economic Climate Indicator: Evidence for the Euro Area by Oliver Hülsewig & Johannes Mayr & Stéphane Sorbe [Downloadable!] 2007 Forecasting Quarter-on-Quarter Changes of German GDP with Monthly Business Tendency Survey Results by Klaus Abberger [Downloadable!] 2007 Real Convergence, Price Level Convergence and Inflation Differentials in Europe by Balázs Egert [Downloadable!] 2007 Volatility of Exchange Rates in Selected New EU Members: Evidence from Daily Data by Jarko Fidrmuc & Roman Horváth [Downloadable!] 2007 Long Run and Cyclical Dynamics in the US Stock Market by Guglielmo Maria Caporale & Luis A. Gil-Alana [Downloadable!] 2007 The Fisher/Cobb-Douglas Paradox, Factor Shares, and Cointegration by Robert Chirinko & Debdulal Mallick [Downloadable!] 2007 Deterministic versus Stochastic Seasonal Fractional Integration and Structural Breaks by Guglielmo Maria Caporale & Juncal Cunado & Luis A. Gil-Alana [Downloadable!] 2007 What Explains Germany’s Rebounding Export Market Share? by Stephan Danninger & Fred Joutz [Downloadable!] 2007 A Multivariate Long-Memory Model with Structural Breaks by Guglielmo Maria Caporale & Luis A. Gil-Alana [Downloadable!] 2007 Cointegration Analysis with Mixed-Frequency Data by Byeongchan Seong & Sung K. Ahn & Peter A. Zadrozny [Downloadable!] 2007 Aggregate Wage Flexibility in Selected New EU Member States by Ian Babetskii [Downloadable!] 2007 Fractional Cointegration In StochasticVolatility Models by Afonso Gonçalves da Silva & Peter M Robinson [Downloadable!] 2007 Specification Testing Forregression Models Withdependent Data by Javier Hidalgo [Downloadable!] 2007 Capturing asymmetry in real exchange rate with quantile autoregression by Mauro S. Ferreira [Downloadable!] 2007 Do real interest rates converge? Evidence from the European Union by Arghyrou, Michael G & Gregoriou, Andros & Kontonikas, Alexandros [Downloadable!] 2007 Human Capital and Economic Growth: Pakistan, 1960-2003 by Abbas, Qaisar & Foreman-Peck, James [Downloadable!] 2007 Modelling Seasonal Dynamics in Indian Industrial Production--An Extention of TV-STAR Model by Pami Dua & Lokendra Kumawat [Downloadable!] 2007 Does global liquidity help to forecast US inflation? by D'Agostino, Antonello & Surico, Paolo [Downloadable!] 2007 Discriminating mean and variance shifts by Carlos Santos [Downloadable!] 2007 Automatic Tests For Super Exogeneity by David Hendry & Carlos Santos [Downloadable!] 2007 Assessing French Inflation Persistence with Impulse Saturation Break Tests and Automatic General-to-Specific Modelling by Carlos Santos & Maria Alberta Oliveira [Downloadable!] 2007 Panel Unit Root Tests in the Presence of a Multifactor Error Structure by Pesaran, M.H. & Smit, L.V. & Yamagata, T. [Downloadable!] 2007 Quantiles, Expectiles and Splines by DeRossi, G. & Harvey, A. [Downloadable!] 2007 Tests of time-invariance by Busettti, F. & Harvey, A. [Downloadable!] 2007 Quantiles, Expectiles and Splines by DeRossi, G. & Harvey, A. [Downloadable!] 2007 Tests of time-invariance by Busettti, F. & Harvey, A. [Downloadable!] 2007 Testing for Multiple Structural Changes in Cointegrated Regression Models by Mohitosh Kejriwal & Pierre Perron [Downloadable!] 2007 GLS-based unit root tests with multiple structural breaks both under the null and the alternative hypotheses by Josep Lluís Carrion-i-Silvestre & Dukpa Kim & Pierre Perron [Downloadable!] 2007 An Analytical Evaluation of the Log-periodogram Estimate in the Presence of Level Shifts by Pierre Perron & Zhongjun Qu [Downloadable!] 2007 Testing for Shifts in Trend with an Integrated or Stationary Noise Component by Pierre Perron & Tomoyoshi Yabu [Downloadable!] 2007 Rising Regional Inequality in China:Policy Regimes and Structural Changes by Chun- Yu Ho & Dan Li [Downloadable!] 2007 Cointegration with Structural Breaks : An Application to the Feldstein-Horioka Puzzle by Mohitosh Kejriwal & Pierre Perron 2007 Enhanced routines for instrumental variables/GMM estimation and testing by Christopher F Baum & Mark E. Schaffer & Steven Stillman [Downloadable!] 2007 Cyclical Trends in Continuous Time Models by Joanne S. Ercolani [Downloadable!] 2007 The Impact of GATT on International Trade: Evidence from Structural Break Analysis by Suleiman Abu-Bader & Aamer Abu-Qarn [Downloadable!] 2007 Structural Breaks in Military Expenditures: Evidence for Egypt, Israel, Jordan and Syria by Aamer Abu-Qarn & Suleiman Abu-Bader [Downloadable!] 2007 L’Indicateur Synthétique Mensuel d’Activité (ISMA) : une révision by Darné, O. & Brunhes-Lesage, V. [Downloadable!] 2007 Time Series Approach to Test a Change in Inflation Persistence: The Mexican Experience by Manuel Ramos Francia & Daniel Chiquiar & Antonio E. Noriega [Downloadable!] 2007 Detecting long memory co-movements in macroeconomic time series by Gianluca Moretti [Downloadable!] 2007 Emerging Markets Spreads and Global Financial Conditions by Alessio Ciarlone & Paolo Piselli & Giorgio Trebeschi [Downloadable!] 2007 Testing for trend by Fabio Busetti & Andrew Harvey [Downloadable!] 2007 Temporal aggregation, systematic sampling, and the Hodrick-Prescott filter by Agustín Maravall & Ana del Río [Downloadable!] 2007 Multilateral Adjustment and Exchange Rate Dynamics: The Case of Three Commodity Currencies by Jeannine Bailliu & Ali Dib & Takashi Kano & Lawrence Schembri [Downloadable!] 2007 Variance Dispersion and Correlation Swaps by Antoine Jacquier & Saad Slaoui [Downloadable!] 2007 Non-linearities and Unit Roots in G7 Macroeconomic Variables by Yunus Aksoy & Miguel A. Leon-Ledesma [Downloadable!] 2007 Using the HEGY Procedure When Not All Roots Are Present by Tomas del Barrio Castro [Downloadable!] 2007 Costly Inflation Misperceptions by Thomas A. Eife & Stephan Meier [Downloadable!] 2007 Aggregate Wage Earnings in Germany: 1810-1989. New Measurement and Cliometric Analysis of Shocks by Jean Luc de Meulemeester & Claude Diebolt & Magali Jaoul-Grammare [Downloadable!] 2007 La masse salariale de l’Allemagne : 1810-1989. Nouvelle mesure et analyse cliométrique des chocs by Claude Diebolt & Magali Jaoul-Grammare [Downloadable!] 2007 Empirical Evidence On Jumps In The Term Structure Of The Us Treasury Market by Mardi Dungey & Michael McKenzie & Vanessa Smith [Downloadable!] 2007 Representation and Weak Convergence of Stochastic Integrals with Fractional Integrator Processes by James Davidson & Nigar Hashimzade [Downloadable!] 2007 Selecting a Regression Saturated by Indicators by Søren Johansen & David F. Hendry & Carlos Santos [Downloadable!] 2007 Correlation, regression, and cointegration of nonstationary economic time series by Søren Johansen [Downloadable!] 2007 Likelihood inference for a nonstationary fractional autoregressive model by Søren Johansen & Morten Ørregaard Nielsen [Downloadable!] 2007 The Pearson diffusions: A class of statistically tractable diffusion processes by Michael Sørensen & Julie Lyng Forman [Downloadable!] 2007 Semiparametric Power Envelopes for Tests of the Unit Root Hypothesis by Michael Jansson [Downloadable!] 2007 Long Memory in Stock Market Volatility and the Volatility-in-Mean Effect: The FIEGARCH-M Model by Bent Jesper Christensen & Morten Ørregaard Nielsen & Jie Zhu [Downloadable!] 2007 The Role of Implied Volatility in Forecasting Future Realized Volatility and Jumps in Foreign Exchange, Stock, and Bond Markets by Thomas Busch & Bent Jesper Christensen & Morten Ørregaard Nielsen [Downloadable!] 2007 Nonparametric Filtering of the Realised Spot Volatility: A Kernel-based Approach by Dennis Kristensen [Downloadable!] 2007 Nonparametric Estimation and Misspecification Testing of Diffusion Models by Dennis Kristensen [Downloadable!] 2007 A better asymmetric model of changing volatility in stock returns: Trend-GARCH by Christian Bauer [Downloadable!] 2007 The Relationship between Inflation and Inflation Uncertainty in Emerging Market Economies by John Thornton 2007 La domanda di calcio in Italia: serie A 1962-2006 by Marco Di Domizio [Downloadable!] 2007 Monetary policy rules of the National Bank of Kazakhstan (in Russian) by Bulat Mukhamediyev [Downloadable!] 2007 Long range dependence and the purchasing power parity (in Russian) by Oleg Obrezkov [Downloadable!] 2007 Weak-Form Efficiency Test In The Central European Capital Markets by Jan Hájek [Downloadable!] 2007 Czech Capital Market Weak-Form Efficiency, Selected Issues by Jan Hájek [Downloadable!] 2007 Modelling Of Stock Returns Time-Series by Jiří Trešl & Dagmar Blatná [Downloadable!] 2007 Modifying Is-Mp-Ia Model For The Czech Economy by Roman Hušek & Radka Švarcová [Downloadable!] 2007 Modifying Is-Mp-Ia Model For The Czech Economy by Roman Hušek & Radka Švarcová [Downloadable!] 2007 Unit Root Tests and Structural Breaks: A Survey with Applications = Contrastes de raíces unitarias y cambios estructurales: un estudio con aplicaciones by Glynn, John & Perera, Nelson [Downloadable!] 2007 Stock Prices and Resignation of Members of the Board: The Case of the Warsaw Stock Exchange by Henryk Gurgul & Pawe³ Majdosz [Downloadable!] 2007 Caracterización no lineal y predicción no paramétrica en el IBEX35/Nonlinear Characterization and Predictions of IBEX 35 by OLMEDO,E. & VELASCO, F. & VALDERAS, J.M. [Downloadable!] 2007 Las Opiniones Empresariales Como Predictores De Los Puntos De Giro Del Ciclo Industrial/Forescasting Turning Points of the Industrial Cycle from Business Expectation Surveys by MORENO CUARTAS, BLANCA & LÓPEZ MENÉNDEZ, ANA JESÚS [Downloadable!] 2007 Estimating Volatility Returns Using ARCH Models. An Empirical Case: The Spanish Energy Market by Ricardo Alverola [Downloadable!] 2007 Has the Export Pricing Behaviour of German Enterprises Changed? Empirical Evidence from German Sectoral Export Prices by Kerstin Stahn [Downloadable!] 2007 ¿Puede el Diseño de un Torneo Deportivo Afectar su Asistencia? by Giorgo Sertsios [Downloadable!] 2007 Inflation Convergence and Divergence within the European Monetary Union by Fabio Busetti & Lorenzo Forni & Andrew Harvey & Fabrizio Venditti [Downloadable!] 2007 Türkiye’de döviz kuru oynaklığının uzun hafiza özelliklerinin analizi by Serpil TÜRKYILMAZ & Mustafa ÖZER 2007 Reel faiz oranı ve reel döviz kurunun kısa vadeli sermaye hareketlerine etkileri: Sınır testi yaklaşımı by Burak GÜRİŞ & Burcu KIRAN 2007 Çiftçinin eline geçen fiyatların, genel fiyat endeksleri ve döviz kuruyla ilişkileri by Afşin ŞAHİN & Yılmaz AKDİ 2007 İMKB-30 hisse senedi getirilerinde volatilitenin kısa ve uzun hafızalı asimetrik koşullu değişen varyans modelleri ile öngörüsü by Işıl AKGÜN & Hülya SAYYAN 2007 Factores de alteração da composição da Despesa Pública: o caso norte-americano by Paulo Reis Mourão [Downloadable!] 2007 Using All Observations when Forecasting under Structural Breaks by Stanislav Anatolyev & Victor Kitov [Downloadable!] 2007 La ley de Okun: una relectura para México, 1970-2004 by Eduardo Loría & Manuel G. Ramos. [Downloadable!] 2007 La infraestructura y el crecimiento económico en México by Noriega, Antonio & Fontenla, Matías 2007 Estacionalidad en la Rentabilidad y Volatilidad de los Títulos que Cotizan en el LATIBEX by Octavio Maroto Santana & Rosa María Cáceres Apolinario & Lourdes Jordán Sales & Alejandro Rodríguez Caro [Downloadable!] 2007 Business Cycle Asymmetries In Stock Returns: Robust Evidence by KIANI, Khurshid M. [Downloadable!] 2007 Trade Reforms And Breakpoints In Australia’S Manufactured Trade: An Application Of The Zivot And Andrews Model by JAYANTHAKUMARAN, Kankesu & PAHLAVANI; Mosayeb & Frank NERI, Frank [Downloadable!] 2007 Determination Of Volatility And Mean Returns: An Evidence From An Emerging Stock Market by KIANI, Khurshid M. [Downloadable!] 2007 A Perspective on Unit Root and Cointegration in Applied Macroeconomics by W A Razzak [Downloadable!] 2007 A Structural Model For Net Rental Income In The U.S. Leasing Industry by GOMEZ-SORZANO, Gustavo Alejandro [Downloadable!] 2007 Nonlinear Dynamics Within Macroeconomic Factors And Stock Market In Portugal, 1993-2003 by Dionisio, Andreia & Menezes, Rui & Mendes, Diana & Vidigal Da Silva, Jacinto [Downloadable!] 2007 Bank Lending Channel For Monetary Policy Transmission In Malaysia: An Ardl Approach by Kim-Leng GOH & Chin-Sieng CHONG & Sook-Lu YONG [Downloadable!] 2007 The Saving-Investment Relationships: A Markov Switching Causality Analysis Of Cote D´Ivoire And Ghana by AKA, Bedia F. 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[Downloadable!] 2007 Instabile Geldnachfrage im Euroraum? by Christian Dreger & Jürgen Wolters [Downloadable!] 2007 Wie stark wird der Konsum vom Vermögen bestimmt? by Christian Dreger & Jiri Slacalek [Downloadable!] 2007 Dem Konjunkturzyklus auf der Spur: zur Prognose konjunktureller Wendepunkte in Deutschland by Konstantin A. Kholodilin & Erik Klär [Downloadable!] 2007 Unit roots and persistence in the nominal interest rate: a confirmatory analysis applied to the OECD by Diego Romero-Ávila [Downloadable!] 2007 Economic fundamentals and exchange rates under different exchange rate regimes: Korean experience by Byung-Joo Lee [Downloadable!] 2007 Jump-and-Rest Effect of U.S. Business Cycles by Maximo Camacho & Gabriel Perez Quiros [Downloadable!] 2007 Dynamic Multinomial Ordered Choice with an Application to the Estimation of Monetary Policy Rules by Deepankar Basu & Robert M. de Jong [Downloadable!] 2007 Which Are the World's Wobblier Currencies? 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Maynard [Downloadable!] 2007 Fractionally Integrated Long Horizon Regressions by Jin Lee [Downloadable!] 2007 Time Series Models for Forecasting: Testing or Combining? by Zhuo Chen & Yuhong Yang [Downloadable!] 2007 Spurious Inference in the GARCH (1,1) Model When It Is Weakly Identified by Jun Ma & Charles R. Nelson & Richard Startz [Downloadable!] 2007 R&D Expenditures and Economic Growth – International Comparison by Rossitsa Rangelova [Downloadable!] 2006 Using Markets to Measure Pre-War Threat Assessments: The Nordic Countries facing World War II by Daniel Waldenström & Bruno S. Frey [Downloadable!] 2006 The Process of price formation and the skewness of asset returns by Stefan Reimann [Downloadable!] 2006 Improved Nonparametric Confidence Intervals in Time Series Regressions by Joseph P. Romano & Michael Wolf [Downloadable!] 2006 An Elementary Model of Price Dynamics in a Financial Market Distribution, Multiscaling & Entropy by Stefan Reimann [Downloadable!] 2006 Panel Tests for Unit Roots in Hours Worked by Kappler, Marcus [Downloadable!] 2006 The relationship between economic growth and inequality: evidence from the age of market liberalism by Angeles-Castro, Gerardo [Downloadable!] 2006 Forecasting volatility and volume in the Tokyo stock market : long memory, fractality and regime switching by Lux, Thomas & Kaizoji, Taisei [Downloadable!] 2006 Reviewing the sustainability/stationarity of current account imbalances with tests for bounded integration by Herwartz, Helmut & Xu, Fang [Downloadable!] 2006 A new mixed multiplicative-additive model for seasonal adjusment by Arz, Stephanus [Downloadable!] 2006 How strong is the impact of exports and other demand components on German import demand? 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Results from estimations of Germany's intra euro-area and extra euro-area exports by Stahn, Kerstin [Downloadable!] 2006 Indirektno vs direktno desezoniranje aregatnih vremenskih nizova by Ivan Šošić & Vlasta Bahovec & Mirjana Čižmešija & Nataša Kurnoga Živadinović [Downloadable!] 2006 The Sales Effect of Word of Mouth: A Model for Creative Goods and Estimates for Novels by Jonathan Beck [Downloadable!] 2006 Testing for unit roots in three-dimensional heterogeneous panels in the presence of cross-sectional dependence by Giulietti, Monica & Otero, Jesús & Smith, Jeremy [Downloadable!] 2006 Testing for stationarity in heterogeneous panel data in the presence of cross section dependence by Giulietti, Monica & Otero, Jesus & Smith, Jeremy [Downloadable!] 2006 A Threshold Model of Real US GDP and the Problem of Constructing Confidence Intervals in TAR Models by P. Siklos, W. Enders & B. Falk [Downloadable!] 2006 Interest Rate Pass-Through in Central and Eastern Europe: Reborn from Ashes Merely to Pass Away? by Balázs Égert & Jesus Crespo-Cuaresma & Thomas Reininger [Downloadable!] 2006 Price Linkages of Russian Regional Markets by Konstantin Gluschenko [Downloadable!] 2006 Spurious Regressions With Time-Series data: Further Asymptotic Results by David E. A. Giles [Downloadable!] 2006 Volatility Forecast Comparison using Imperfect Volatility Proxies by Andrew Patton [Downloadable!] 2006 Investigating Nonlinear Speculation in Cattle, Corn and Hog Futures Markets Using Logistic Smooth Transition Regression Models by Andreas Röthig & Carl Chiarella [Downloadable!] 2006 The Relation of Different Concepts of Causality in Econometrics by Michael Lechner [Downloadable!] 2006 Minimum Distance Estimation of stationary and non-stationary ARFIMA Processes by Laura Mayoral [Downloadable!] 2006 Sources of Economic Growth in South Korea: An Application of the ARDL Analysis in the Presence of Structural Breaks - 1980-2005 by Harvie, Charles & Pahlavani, Mosayeb [Downloadable!] 2006 Labour Productivity in Iran by Valadkhani, Abbas [Downloadable!] 2006 Testing for Structural Breaks in the Korean Economy 1980-2005: An Application of the Innovational Outlier and Additive Outlier Models by Harvie, Charles & Pahlavani, Mosayeb [Downloadable!] 2006 Revisiting Budget and Trade Deficits in Lebanon: A Critique by Marashdeh, Hazem & Saleh, Ali Salman [Downloadable!] 2006 Australia and New Zealand CER Agreement and Breakpoints in Bilateral Trade: An Application of the Wald-type Test by Jayanthakumaran, Kankesu & Pahlavani, Mosayeb [Downloadable!] 2006 Identifying Structural Breaks in the Lebanese Economy 1970-2003: An Application of the Zivot and Andrews Test by Harvie, Charles & Pahlavani, Mosayeb & Saleh, Ali Salman [Downloadable!] 2006 Volatility Clustering, Leverage Effects, and Jump Dynamics in the US and Emerging Asian Equity Markets by Daal, Elton & Naka, Atsuyuki & Yu, Jung-Suk [Downloadable!] 2006 The Relationship Between Economic Growth and Inequality: Evidence from the Age of Market Liberalism by Gerardo Angeles-Castro [Downloadable!] 2006 Contemporaneous Threshold Autoregressive Models: Estimation, Testing and Forecasting by Michael Dueker & Martin Sola & Fabio Spagnolo [Downloadable!] 2006 Investigating nonlinear speculation in cattle, corn, and hog futures markets using logistic smooth transition regression models by Andreas Röthig & Carl Chiarella [Downloadable!] 2006 Purchasing Power Parity: The Irish Experience Re-visited by Derek Bond & Michael J. Harrison & Edward J. O'Brien [Downloadable!] 2006 Some Empirical Observations on the Forward Exchange Rate Anomaly by Derek Bond & Michael J. Harrison & Niall Hession & Edward J. O'Brien [Downloadable!] 2006 Robust Estimates of the New Keynesian Phillips Curve by Paul Levine & Luis F. Martins & Vasco J. Gabriel [Downloadable!] 2006 Unit Roots, Polynomial Transformations and the Environmental Kuznets Curve by Gang Liu, Terje Skjerpen, Anders Rygh Swensen and Kjetil Telle [Downloadable!] 2006 Correlated Risks: A Conflict of Interest Between Insurers and Consumers and Its Resolution by Patrick Eugster & Peter Zweifel [Downloadable!] 2006 Policy Impacts on Vietnam Stock Market: A Case of Anomalies and Disequilibria 2000-2006 by André Farber & Nguyen Van Nam & Quan Hoang Vuong [Downloadable!] 2006 A quoi réagit le marchés des obligations privées? by Marie Brière & Aurélie Cohen [Downloadable!] 2006 Inference in GARCH when some coefficients are equal to zero by Christian Francq & Jean-Michel Zakoïan [Downloadable!] 2006 Stochastic unit-root bilinear processes by Christian Francq & Svetlana Makarova & Jean-Michel Zakoïan 2006 Bifurcation analysis of New Keynesian models by William A. Barnett & Evgeniya A. Duzhak 2006 The discounted economic stock of money with VAR forecasting by William A. Barnett & Unja Chae & John W. Keating [Downloadable!] 2006 The combination of volatility forecasts by Alessandra Amendola & Giuseppe Storti 2006 Is the relationship between ination and its uncertainty linear? by M. Karanasos & S. Schurer 2006 Smooth Transition Autoregressive (STAR) Models by Dietmar Maringer & Mark Meyer 2006 International Wealth Effects by Jiri Slacalek [Downloadable!] 2006 Genetically Optimised Artificial Neural Network for Financial Time Series Data Mining by Serge Hayward 2006 Forecasting Inflation: the Relevance of Higher Moments by Jane M. Binner & C. Thomas Elger & Barry E. Jones & Birger Nilsson [Downloadable!] 2006 Monotonic Power in tests for structural change in the mean based on orthonormal series filtering by Elena Andreou 2006 A Dynamic Tobit Model for the Open Market Desk's Daily Reaction Function by George Monokroussos [Downloadable!] 2006 A component GARCH model with time varying weights by Giuseppe Storti & Luc Bauwens 2006 Dynamic cointegration and relevant vector machine: the relationship between gold and silver by Isabella Procidano & Margherita Gerolimetto & Silio Rigatti Luchini [Downloadable!] 2006 Testing the impact of disaggregated investment on Economic growth by Meryem Duygun Fethi & Salih Turan Katirciglu & Sami Fethi 2006 Threshold Autoregressive Models of the Commodities Futures Basis by Alfonso Gutierrez & Jerry Coakley & Neil Kellard 2006 Advanced estimates of regional accounts: an alternative approach by spatial panels by Riccardo Corradini [Downloadable!] 2006 Measuring the Efficiency of the Intraday Forex Market with a Universal Data Compression Algorithm by Y. Kahiri & A. Shmilovici & S. Hauser 2006 Pricing Basket spread options by Kostas Giannopoulos 2006 Re-examining the Structural and the Persistence Approach by Tino Berger & Gerdie Everaert 2006 Computational Finance Techniques for Valuing Customers by David Colliings & Nicola Baxter 2006 Semiparametric estimation in perturbed long memory series by Josu Arteche [Downloadable!] 2006 The Fractional OU Process: Term Structure Theory and Application by Esben Hoeg & Per Frederiksen [Downloadable!] 2006 Computing the Distributions of Economic Models via Simulation by John Stachurski & University of Melbourne 2006 Generalized variance ratio tests in the presence of statistical dependence by Periklis Kougoulis & John C. Nankervis & Jerry Coakley 2006 Testing for Recent Trends in US Productivity Growth by Simon van Norden 2006 Spurious regression and econometric trends by Antonio E. Noriega & School of Economics, University of Guanajuato & Daniel Ventosa-Santaulà ria & School of Economics, University of Guanajuato 2006 A State-Level Analysis of the Great Moderation by Michael T. Owyang & Jeremy Piger & Howard J. Wall & Federal Reserve Bank of St. Louis [Downloadable!] 2006 Subsampling realised kernels by Ole E. Barndorff-Nielsen & Peter R. Hansen & Asger Lunde & Neil Shephard [Downloadable!] 2006 Designing realised kernels to measure the ex-post variation of equity prices in the presence of noise by Ole E Barndorff-Nielsen & Peter Hansen & Asger Lunde & Neil Shephard [Downloadable!] 2006 Predictive Density Evaluation. 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Frewer [Downloadable!] 2006 A (semi-)parametric functional coefficient autoregressive conditional duration model by Marcelo Fernandes & Marcelo Cunha Medeiros & Alvaro Veiga [Downloadable!] 2006 Exchange Rate Pass-Through and Monetary Policy: Evindence from OECD countries by Cesar Carrera & Mahir Binici [Downloadable!] 2006 The Equilibrium Real Exchange Rate in Peru: BEER Models and Confidence Band Building by Jesús Ferreyra & Jorge Salas [Downloadable!] 2006 Household Saving and Asset Valuations in Selected Industrialised Countries by Paul Hiebert [Downloadable!] 2006 Are Price Limits on Futures Markets That Cool? 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Quising [Downloadable!] 2006 Sieve Bootstrap for Strongly Dependent Stationary Processes by George Kapetanios & Zacharias Psaradakis [Downloadable!] 2006 The Information Content of Treasury Bond Options Concerning Future Volatility and Price Jumps by Thomas Busch & Bent Jesper Christensen & Morten Ørregaard Nielsen [Downloadable!] 2006 Simple (but effective) tests of long memory versus structural breaks by Katsumi Shimotsu [Downloadable!] 2006 Gaussian Semiparametric Estimation of Multivariate Fractionally Integrated Processes by Katsumi Shimotsu [Downloadable!] 2006 Exact Local Whittle Estimation of Fractional Integration with Unknown Mean and Time Trend by Katsumi Shimotsu [Downloadable!] 2006 Estimating the Equilibrium Real Exchange Rate for Namibia by J. H. Eita & Moses M. Sichei [Downloadable!] 2006 Foreign Direct Investment: South Africa’s Elixir of Life? by C.E. Moolman & E.L. Roos & J.C. Le Roux & C. B. Du Toit [Downloadable!] 2006 Application of Hidden Markov Models and Hidden Semi-Markov Models to Financial Time Series by Bulla, Jan [Downloadable!] 2006 Aggregate Import demand and Expenditure Components in Ghana:An Econometric Analysis by Frimpong, Joseph Magnus & Oteng-Abayie, Eric Fosu [Downloadable!] 2006 Modelling and Forecasting Volatility of Returns on the Ghana Stock Exchange Using GARCH Models by Frimpong, Joseph Magnus & Oteng-Abayie, Eric Fosu [Downloadable!] 2006 A Joint Test of Price Discrimination, Menu Cost and Currency Invoicing by Gervais, Jean-Philippe & Larue, Bruno [Downloadable!] 2006 Time series properties of ARCH processes with persistent covariates by Han, Heejoon & Park, Joon Y. 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Bhaskara [Downloadable!] 2006 Exchange rate policy and trade balance. A cointegration analysis of the argentine experience since 1962 by Matesanz Gómez, David & Fugarolas Álvarez-Ude, Guadalupe [Downloadable!] 2006 Export and Economic Growth in India: Causal Interpretation by Pandey, Alok Kumar [Downloadable!] 2006 Trade Between Euro Zone and Arab Countries: a Panel Study by Harb, Nasri [Downloadable!] 2006 Point and interval forecasting of wholesale electricity prices: Evidence from the Nord Pool market by Weron, Rafal & Misiorek, Adam [Downloadable!] 2006 Scenarios for sustainable peace in colombia by year 2019 by Gomez-Sorzano, Gustavo [Downloadable!] 2006 A model of cyclical terrorist murder in Colombia, 1950-2004. 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Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde [Downloadable!] 2006 Monetary Policy and Inflation Expectations in Latin America: Long-run Effects and Volatility Spillovers by OECD [Downloadable!] 2006 Assessing Russia’s Non-fuel Trade Elasticities: Does the Russian Economy React "Normally" to Exchange Rate Movements? by Christian Gianella & Corinne Chanteloup [Downloadable!] 2006 The Persistence and Predictive Power of the Dividend-Price Ratio by Cheolbeom Park [Downloadable!] 2006 Subsampling realised kernels by Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard [Downloadable!] 2006 Designing realised kernels to measure the ex-post variation of equity prices in the presence of noise by Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard [Downloadable!] 2006 How Large Is the Housing Wealth Effect? A New Approach by Christopher D. Carroll & Misuzu Otsuka & Jirka Slacalek [Downloadable!] 2006 Testing Models of Low-Frequency Variability by Ulrich Mueller & Mark W. Watson [Downloadable!] 2006 The International CAPM and a Wavelet-Based Decomposition of Value at Risk by Viviana Fernandez [Downloadable!] 2006 Approximately Normal Tests for Equal Predictive Accuracy in Nested Models by Kenneth D. West & Todd Clark [Downloadable!] 2006 Business Cycles in a Small Open Economy: Stylized Facts from Singapore by Keen Meng Choy [Downloadable!] 2006 The Ups and Downs of New Zealand House Prices by Viv B. Hall & John McDermott [Downloadable!] 2006 Some Nonlinear Exponential Smoothing Models are Unstable by Rob J Hyndman & Muhammad Akram [Downloadable!] 2006 Parameterisation and Efficient MCMC Estimation of Non-Gaussian State Space Models by Chris M Strickland & Gael Martin & Catherine S Forbes [Downloadable!] 2006 Modelling and forecasting Australian domestic tourism by George Athanasopoulos & Rob J. Hyndman [Downloadable!] 2006 Beveridge-Nelson Decomposition with Markov Switching by Chin Nam Low & Heather Anderson & Ralph D. Snyder [Downloadable!] 2006 The Finite-Sample Properties of Autoregressive Approximations of Fractionally-Integrated and Non-Invertible Processes by S. D. Grose & D. S. Poskitt [Downloadable!] 2006 Properties of the Sieve Bootstrap for Fractionally Integrated and Non-Invertible Processes by D. S. Poskitt [Downloadable!] 2006 Half-Life Estimation based on the Bias-Corrected Bootstrap: A Highest Density Region Approach by Jae Kim & Param Silvapulle & Rob J. Hyndman [Downloadable!] 2006 Changements de régime pour la persistance et la dynamique du taux d'intérêt réel américain by Nicolas Million [Downloadable!] 2006 The impact of monetary policy signals on the intradaily Euro-dollar volatility by Darmoul Mokhtar [Downloadable!] 2006 The Relationship Between Female Labour Force Participation And Fertility In G7 Countries: Evidence From Panel Cointegration And Granger Causality by Vinod Mishra & Ingrid Nielsen & Russell Smyth [Downloadable!] 2006 The effect of the MNB’s communication on financial markets by Péter Gábriel & Klára Pintér [Downloadable!] 2006 The Cyclical Dynamics and Volatility of Australian Output and Employment by Robert Dixon & David Shepherd [Downloadable!] 2006 The Econometric Analysis of Constructed Binary Time Series by Don Harding & Adrian Pagan [Downloadable!] 2006 Long maturity forward rates of major currencies are stationary by Zsolt Darvas & Zoltán Schepp [Downloadable!] 2006 Deregulated Wholesale Electricity Prices in Italy by Bruno Bosco & Lucia Parisio & Matteo Pelagatti [Downloadable!] 2006 Reduced-Dimension Control Regression by John Galbraith & Victoria Zinde-Walsh [Downloadable!] 2006 Asymptotics For Estimation Of Truncated Infinite-Dimensional Quantile Regressions by Serguei Zernov & Victoria Zindle-Walsh & John Galbraith [Downloadable!] 2006 PPP over a century: Co-integration and structural change by Ekaterini Panopoulou [Downloadable!] 2006 Irrelevant but highly persistent instruments in stationary regressions with endogenous variables containing near-to-unit roots by Ekaterini Panopoulou & Nicolaos Kourogenis & Nikitas Pittis [Downloadable!] 2006 Micro Vs Macro Explanations of Post-War US Unemployment Movements by Chris Heaton & Paul Oslington [Downloadable!] 2006 Variance Estimation in a Random Coefficients Model by Schlicht, Ekkehart & Ludsteck, Johannes [Downloadable!] 2006 Calendar Anomalies in an Emerging African Market: Evidence from the Ghana Stock Exchange by Paul Alagidede & Theodore Panagiotidis [Downloadable!] 2006 Computing the Distributions of Economic Models Via Simulation by John Stachurski [Downloadable!] 2006 Testing the Conditional Mean Function of Autoregressive Conditional Duration Models by Nikolaus Hautsch [Downloadable!] 2006 A Dynamic Semiparametric Proportional Hazard Model by Frank Gerhard & Nikolaus Hautsch [Downloadable!] 2006 What Drives Health Care Expenditure? 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Hashem Pesaran & Allan Timmermann [Downloadable!] 2006 Variance Estimation in a Random Coefficients Model by Ekkehart Schlicht & Johannes Ludsteck [Downloadable!] 2006 Un Estudio Empírico De Transmisión Monetaria En Europa by Gloria M. Soto Pacheco & Mª Asunción Prats Albentosa [Downloadable!] 2006 A Bootstrap Approach To Test The Conditional Symmetry In Time Series Models by Alicia Pérez Alonso [Downloadable!] 2006 Modeling The Euro Overnight Rate by Ángel León & Francis Benito & Juan Nave [Downloadable!] 2006 Inappropriate Detrending and Spurious Cointegration by Heejoon Kang [Downloadable!] 2006 The seasonality of ISAE business and consumer surveys: methodological aspects and empirical evidence by Luciana Crosilla [Downloadable!] 2006 The cross-country effects of EU holidays on domestic GDP's by Giancarlo Bruno & Claudio Lupi & Carmine Pappalardo & Gianfranco Piras [Downloadable!] 2006 Forecasting Employment for Germany by Darius Hinz & Camille Logeay [Downloadable!] 2006 Arbitrage, Covered Interest Parity and Long-Term Dependence between the US Dollar and the Yen by Peter G. Szilagyi & Jonathan A. Batten [Downloadable!] 2006 Nonparametric Density Estimation for Positive Time Series by Taoufik Bouezmarni & Jeroen V.K. Rombouts [Downloadable!] 2006 Regime switching GARCH models by Luc Bauwens & Arie Preminger & Jeroen V.K. Rombouts [Downloadable!] 2006 International Macroeconomic Dynamics: a Factor Vector Autoregressive Approach by Fabio C. Bagliano & Claudio Morana [Downloadable!] 2006 The End of the Japanese Stagnation: an Assessment of the Policy Solutions by Claudio Morana [Downloadable!] 2006 Beveridge-Nelson Decomposition with Markov Switching by Chin Nam Low & Heather Anderson & Ralph Snyder [Downloadable!] 2006 Overreaction and Multiple Tail Dependence at the High-frequency Level — The Copula Rose by Wing Lon Ng [Downloadable!] 2006 Forecasting Euro-Area Variables with German Pre-EMU Data by Ralf Brüggemann & Helmut Lütkepohl & Massimiliano Marcellino [Downloadable!] 2006 Varying coefficient GARCH versus local constant volatility modeling. 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Frenzel Baudisch [Downloadable!] 2006 Computing abuse related damages in the case of new entry: the... by Maite Martínez-Granado & Georges Siotis [Downloadable!] 2006 Forecasting measures of inflation for the Estonian economy by Agostino Consolo [Downloadable!] 2006 Feedback Effects of Rating Downgrades by Fulop, Andras [Downloadable!] 2006 Estimating the Structural Credit Risk Model When Equity Prices Are Contaminated by Trading Noises by Duan, Jin-Chuan & Fulop, Andras [Downloadable!] 2006 Non-Stationary Inflation and the Markup: an Overview of the Research and some Implications for Policy by Bill Russell [Downloadable!] 2006 Detecting and Predicting Forecast Breakdowns by Rossi, Barbara & Giacomini, Raffaella [Downloadable!] 2006 Testing the purchasing power parity in China by Olivier Darné & Jean-François Hoarau [Downloadable!] 2006 What Drives Personal Consumption?: The Role of Housing and Financial Wealth by Jiri Slacalek [Downloadable!] 2006 International Wealth Effects by Jiri Slacalek [Downloadable!] 2006 Hysteresis and Persistence in the Course of Unemployment: The EU and US Experience by Christian Dreger & Hans-Eggert Reimers [Downloadable!] 2006 Investigating M3 Money Demand in the Euro Area: New Evidence Based on Standard Models by Christian Dreger & Jürgen Wolters [Downloadable!] 2006 Extracting Business Cycles using Semi-parametric Time-varying Spectra with Applications to US Macroeconomic Time Series by Siem Jan Koopman & Soon Yip Wong [Downloadable!] 2006 Periodic Unobserved Cycles in Seasonal Time Series with an Application to US Unemployment by Siem Jan Koopman & Marius Ooms & Irma Hindrayanto [Downloadable!] 2006 Modeling Portfolio Defaults using Hidden Markov Models with Covariates by Konrad Banachewicz & Aad van der Vaart & André Lucas [Downloadable!] 2006 On the Practice of Bayesian Inference in Basic Economic Time Series Models using Gibbs Sampling by Michiel D. de Pooter & René Segers & Herman K. van Dijk [Downloadable!] 2006 A Weak Bifurcation Theory for Discrete Time Stochastic Dynamical Systems by Cees Diks & Florian Wagener [Downloadable!] 2006 Testing for Nonlinear Structure and Chaos in Economic Time. 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Phillips [Downloadable!] 2006 Adaptive Estimation of Autoregressive Models with Time-Varying Variances by Ke-Li Xu & Peter C.B. Phillips [Downloadable!] 2006 Limit Theorems for Functionals of Sums That Converge to Fractional Stable Motions by P. Jeganathan [Downloadable!] 2006 Refined Inference on Long Memory in Realized Volatility by Offer Lieberman & Peter C. B. Phillips [Downloadable!] 2006 Sinusoidal Modeling Applied to Spatially Variant Tropospheric Ozone Air Pollution by Nicholas Z. Muller & Peter C. B. Phillips [Downloadable!] 2006 Optimal Estimation of Cointegrated Systems with Irrelevant Instruments by Peter C. B. Phillips [Downloadable!] 2006 Gaussian Inference in AR(1) Time Series with or without a Unit Root by Peter C. B. Phillips & Chirok Han [Downloadable!] 2006 Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing by Yixiao Sun & Peter C. B. 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Frey [Downloadable!] 2006 Money at Low Frequencies by Assenmacher-Wesche, Katrin & Gerlach, Stefan [Downloadable!] 2006 Computing Abuse Related Damages in the Case of New Entry: An Illustration for the Directory Enquiry Services Market by Martinez Granado, Maite & Siotis, Georges [Downloadable!] 2006 When Anti-Dumping Measures Lead to Increased Market Power: A Case Study of the European Salmon Market by Asche, Frank & Steen, Frode [Downloadable!] 2006 Money Growth, Output Gaps and Inflation at Low and High Frequency: Spectral Estimates for Switzerland by Assenmacher-Wesche, Katrin & Gerlach, Stefan [Downloadable!] 2006 Understanding the Link between Money Growth and Inflation in the Euro Area by Assenmacher-Wesche, Katrin & Gerlach, Stefan [Downloadable!] 2006 Interpreting Euro Area Inflation at High and Low Frequencies by Assenmacher-Wesche, Katrin & Gerlach, Stefan [Downloadable!] 2006 On the Equality of Real Interest Rates Across Borders in Integrated Capital Markets by Minford, Patrick & Peel, David [Downloadable!] 2006 Aggregate Wage Flexibility in Selected New EU Member States by Ian Babetskii [Downloadable!] 2006 Taux d’interet et marches boursiers : une analyse empirique de l’intégration financiere internationale by Vladimir Borgy & Valerie Mignon [Downloadable!] 2006 The Impact of News on Higher Moments by Eric Jondeau & Michael Rockinger [Downloadable!] 2006 What Jump Process to use to Model S&P500 Returns? by Maria Semenova [Downloadable!] 2006 The Economic Value of Distributional Timing by Eric Jondeau & Michael Rockinger [Downloadable!] 2006 Accurate Value-at-Risk Forecast with the (good old) Normal-GARCH Model by Christoph Hartz & Stefan Mittnik & Marc S. 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Milionis [Downloadable!] 2006 Exact Elliptical Distributions for Models of Conditionally Random Financial Volatility by George A. Christodoulakis & Stephen E Satchell [Downloadable!] 2006 Measuring the Correlation of Shocks betweem the EU15 and the New Member Countries by Stephen G. Hall & George Hondroyiannis [Downloadable!] 2006 On the Sensitivity of the Volume and Volatility of Bilateral Trade Flows to Exchange Rate Uncertainty by Christopher F. Baum & Mustafa Caglayan [Downloadable!] 2006 Interpreting Euro area inflation at high and low frequencies by Stefan Gerlach & Katrin Assenmacher-Wesche [Downloadable!] 2006 Output gaps and inflation in Mainland China by Stefan Gerlach & Wensheng Peng [Downloadable!] 2006 Trade Liberalization or Oil Shocks: Which Explains Structural Breaks in International Trade Ratios? by Suleiman Abu-Bader & Aamer Abu-Qarn [Downloadable!] 2006 La désaisonnalisation des séries d’agrégats monétaires et de crédit à la Banque de France : aspects théoriques et mise en oeuvre by Fonteny, E. [Downloadable!] 2006 Assessing Aggregate Comovements in France, Germany and Italy. Using a Non Stationary Factor Model of the Euro Area by De Bandt. O. & Bruneau, C. & Flageollet, B. [Downloadable!] 2006 Term Structure Anomalies: Term Premium or Peso problem? by JARDET, C. 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Jimeno & Esther Moral & Lorena Saiz [Downloadable!] 2006 Vector autoregressions and reduced form representations of DSGE models by Federico Ravenna [Downloadable!] 2006 New survey evidence on the pricing behaviour of Luxembourg firms by Patrick Lünnemann & Thomas Mathä [Downloadable!] 2006 Canadian City Housing Prices and Urban Market Segmentation by Jason Allen & Robert Amano & David P. Byrne & Allen W. Gregory [Downloadable!] 2006 Using Monthly Indicators to Predict Quarterly GDP by Isabel Yi Zheng & James Rossiter [Downloadable!] 2006 The Federal Reserve's Dual Mandate: A Time-Varying Monetary Policy Priority Index for the United States by René Lalonde & Nicolas Parent [Downloadable!] 2006 Testing for multicointegration in panel data with common factors by Vanessa Berenguer Rico & Josep Lluis Carrion Silvestre [Downloadable!] 2006 The role of the tourism sector in economic development. 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Mishra [Downloadable!] 2006 Cliometrics of Academic Careers and the Impact of Infrequent Large Shocks in Germany before 1945 by Olivier Darné & Claude Diebolt [Downloadable!] 2006 Beverridge Nelson Decomposition With Markov Switching by Chin Nam Low & Heather Anderson & Ralph Snyder [Downloadable!] 2006 A Gaussian IV estimator of cointegrating relations by Gunnar Bårdsen & Niels Haldrup [Downloadable!] 2006 A Note on the Vogelsang Test for Additive Outliers by Niels Haldrup & Andreu Sansó [Downloadable!] 2006 Estimation d'un modèle TIMA avec asymétrie contemporaine par inférence indirecte by Catherine Bruneau & Amine Lahiani [Downloadable!] 2006 A Large Deviation Approach to the Measurement of Mobility by Robert Aebi & Klaus Neusser & Peter Steiner [Downloadable!] 2006 Estimating the global Minimum Variance Portfolio by Alexander Kempf & Christoph Memmel [Downloadable!] 2006 Double-Conditioned Potential Output by Dobrescu, Emilian [Downloadable!] 2006 Volatility modeling with jumps: applications to Russian and American stock markets (in Russian) by Sergey Belousov [Downloadable!] 2006 Predictability in Stock Returns in an Emerging Market: Evidence from KSE 100 Stock Price Index by Khurshid M. Kiani [Downloadable!] 2006 Money, Inflation, and Growth in Pakistan by Abdul Qayyum [Downloadable!] 2006 Parity Reversion in Real Exchange Rates: Fast, Slow, or Not at All? by Paul Cashin & C. John McDermott [Downloadable!] 2006 Money Demand: Theories And Estimation Methods. A Fractional Cointegration Application by Anna Conte & Chiara Oldani [Downloadable!] 2006 Effects of the additive Outliers in the forecasting of the conditional variance of an Arch model/Efectos de los Outliers aditivos en la predicción de la varianza condicional de un modelo Arch by CATALÁN, BEATRIZ & TRÍVEZ, F. JAVIER [Downloadable!] 2006 Wechselwirkungen zwischen Innovations- und Wachstumsprozessen in Deutschland 1951-1999 im Vergleich zu 1850-1913 by Andre Jungmittag & Hariolf Grupp [Downloadable!] 2006 A Proposal to Obtain a Long Quarterly Chilean GDP Series by Juan de Dios Tena & Miguel Jerez & Sonia Sotoca & Nicole Carvallo [Downloadable!] 2006 Parity Reversion in Real Exchange Rates: Fast, Slow, or Not at All? by Paul Cashin & C. John McDermott [Downloadable!] 2006 Modelos de corrección de error no lineal entre mercados accionarios latinoamericanos y el mercado accionario de Estados Unidos by Arturo Lorenzo Valdés [Downloadable!] 2006 The Persistence of Inflation in OECD Countries: A Fractionally Integrated Approach by María Dolores Gadea & Laura Mayoral [Downloadable!] 2006 Makroekonomik değişkenlerin borsa getirisi ve oynaklığı üzerindeki etkisi: Türkiye örneği by Sıdıka BAŞÇI & Nildağ Başak CEYLAN 2006 Bütçe açıklarının sürdürülebilirliği : Avrupa Birliği üyesi ülkeler üzerine bir uygulama by E. Alper GÜVEL & Hüseyin KALYONCU 2006 Döviz kuru rejimlerinin kur oynaklığı üzerine etkisi: Türkiye örneği by Duygu AYHAN 2006 Türkiye ekonomisinde büyüme ve işsizlik ilişkisinin dinamikleri by Hüseyin Mualla YÜCEOL 2006 1994 ve 2000-2001 krizlerinin çoklu denge açısından değerlendirilmesi by Nasip BOLATOĞLU 2006 Mevsimsel eşbütünleşme: Tüketim ve GSYİH by Hasan TÜRE & Yılmaz AKDİ 2006 Makroekonomik Değişkenler Ve İmkb 100 Endeksi Arasındaki İlişkinin Belirlenmesi by Cem K. ARSLAN & Cumhur ERDEM & Meziyet Sema ERDEM 2006 Aplicación de procesos con raíz unitaria estocástica a índices bursátiles by Román Mínguez Salido & Eduardo Morales Martínez [Downloadable!] 2006 Saturation in Autoregressive Models by Carlos Santos & David Hendry [Downloadable!] 2006 Has the Stock Market Integration Between the Asian and OECD Countries Improved After the Asian Crisis? by Girijasankar Mallik [Downloadable!] 2006 The Day-of-the-Week Effect on Stock-Market Volatility and Return: Evidence from Emerging Markets (in English) by Yeliz Yalcin & Eray M. Yycel [Downloadable!] 2006 Dividend Yields for Forecasting Stock Market Returns. An ARDL Cointegration Analysis for Germany by Ansgar Belke & Thorsten Polleit 2006 Purchasing Power Parity among Developing Countries and their Trade-Partners. Evidence from Selected CEEC and Implications for their Membership of EU by Nikolaos Giannellis & Athanasios P. Papadopoulos 2006 Economic Growth Before and After Reform: The Case of Egypt, 1973-2002 by Kamaly, A. [Downloadable!] 2006 Why is the number of catholic priests diminishing in Portugal?. Analysis of the period 1960-2002 by Mourao, P. R. [Downloadable!] 2006 Using Macro-Financial Variables To Forecast Recessions. An Analysis Of Canada, 1957-2002 by Khurshid M. KIANI & Terry L. KASTENS [Downloadable!] 2006 Assessing persistence in the Italian rate of unemployment in presence of structural breaks and regional asymmetries, 1977 to 2004 by BATTISTI,Michele [Downloadable!] 2006 Economic Determinants Of Development In World Economy I: 1920-2005. An Analysis of 165 Countries by Melike BILDIRICI & Seçkin SUNAL [Downloadable!] 2006 The Moroccan Monetary and Financial Structure Reforms and Economic Agents´Behaviour by El Bouhadi, A. & Benali, M. [Downloadable!] 2006 The Inflation-Capacity Utilization Conundrum: Evidence from the Canadian Economy by Tsoulfidis, L. & Dergiades, Th. [Downloadable!] 2006 Does Fisher Effect Apply in Developing Countries: Evidence From a Nonlinear Cotrending Test applied to Argentina, Brazil, Malysia, Mexico, Korea and Turkey by Maghyereh, A. & Al-Zoubi, H. [Downloadable!] 2006 Australia and New Zealand CER agreement and breakpoints in bilateral trade: an application of the Wald-type test by Jayanthakumaran, K. & Pahlavani, M. [Downloadable!] 2006 A Structural Model For The Demand For Lease Renewals In The U.S. Leasing Industry by GÓMEZ-SORZANO Gustavo A [Downloadable!] 2006 The forward premium anomaly: statistical artefact or economic puzzle? New evidence from robust tests by Alex Maynard [Downloadable!] 2006 Estimating overcharges in antitrust cases using a reduced-form approach: Methods and issues by James F. Nieberding [Downloadable!] 2006 Extremal dependence in European capital markets by Viviana Fernández [Downloadable!] 2006 A time series analysis of wages in deregulated industries: A study of motor carriage and rail by Kristen Monaco & Taggert J. Brooks & John Bitzan [Downloadable!] 2006 The Behavior of Short-Term Interest Rates: International Evidence of Non-Linear Adjustment by Alfred A. Haug & Pierre L. Siklos [Downloadable!] 2006 Estimating Trends in Weather Series: Consequences for Pricing Derivatives by Stephen Jewson & Jeremy Penzer [Downloadable!] 2006 Randomly Modulated Periodic Signals in Alberta's Electricity Market by Melvin J. Hinich & Apostolos Serletis [Downloadable!] 2006 The Nature of Power Spikes: A Regime-Switch Approach by Cyriel De Jong [Downloadable!] 2006 Point and Interval Forecasting of Spot Electricity Prices: Linear vs. Non-Linear Time Series Models by Adam Misiorek & Stefan Trueck & Rafal Weron [Downloadable!] 2006 Measuring and Testing Natural Gas and Electricity Markets Volatility: Evidence from Alberta's Deregulated Markets by Apostolos Serletis & Akbar Shahmoradi [Downloadable!] 2006 Directional Congestion and Regime Switching in a Long Memory Model for Electricity Prices by Niels Haldrup & Morten Ø. Nielsen [Downloadable!] 2006 Estimation of Value-at-Risk and Expected Shortfall based on Nonlinear Models of Return Dynamics and Extreme Value Theory by Carlos Martins-Filho & Feng Yao [Downloadable!] 2006 Instrumental-Variables Estimation in Markov Switching Models with Endogenous Explanatory Variables: An Application to the Term Structure of Interest Rates by Zacharias Psaradakis & Martin Sola & Fabio Spagnolo [Downloadable!] 2006 Indexing Speculative Pressure on an Exchange Rate Regime: A Case Study of Macedonia by King Banaian & Ming Chien Lo [Downloadable!] 2006 Model Selection Uncertainty and Detection of Threshold Effects by Jean-Yves Pitarakis [Downloadable!] 2006 On Robust Trend Function Hypothesis Testing by David I. Harvey & Stephen J. Leybourne & A.M. Robert Taylor [Downloadable!] 2006 Can the AK Model Be Rescued? 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Hashem [Downloadable!] 2005 Berechnung trendbereinigter Indikatoren für Deutschland mit Hilfe von Filterverfahren by Stamfort, Stefan [Downloadable!] 2005 Regional business cycles in New Zealand:Do they exist? What might drive them? by Viv B Hall & C. John McDermott [Downloadable!] 2005 A Dynamic Analysis of Mortgage Arrears in the UK Housing Market by Catarina Figueira & John Glen & Joseph Nellis [Downloadable!] 2005 Univariate Potential Output Estimations for Hungary by Gabor Vadas & Zsolt Darvas [Downloadable!] 2005 The Theory of Monetary Aggregation (book front matter) by William Barnett & Apostolos Serletis & W. Erwin Diewert [Downloadable!] 2005 (Un)Predictability and Macroeconomic Stability by Antonello D'Agostino & Domenico Giannone & Paolo Surico [Downloadable!] 2005 Robustness of Inferences to Singularity Bifurcations by Yijun He & William Barnett [Downloadable!] 2005 Forecast Design in Monetary Capital Stock Measurement by William Barnett & Unja Chae & John Keating [Downloadable!] 2005 The Discounted Economic Stock of Money with VAR Forecasting by William Barnett & Unja Chae & John Keating [Downloadable!] 2005 Comment on 'Chaotic Monetary Dynamics with Confidence' by William Barnett [Downloadable!] 2005 Monetary Aggregation by William Barnett [Downloadable!] 2005 Sector-Specific Volatility Patterns in Investment by Matthias Kredler [Downloadable!] 2005 Trade balance and terms of trade in U.S.: a time-scale decomposition analysis by Luca De Benedictis & Marco Gallegati [Downloadable!] 2005 The Brazilian Currency Turmoil of 2002: A Nonlinear Analysis by Manuela Goretti [Downloadable!] 2005 Nonlinear and Complex Dynamics in Real Systems by William Barnett & Apostolos Serletis & Demitre Serletis [Downloadable!] 2005 The Dynamics of the Short-Term Interest Rate in the UK by Diether Beuermann & Antonios Antoniou & Alejandro Bernales [Downloadable!] 2005 A Wavelet Analysis of MENA Stock Markets by Marco Gallegati [Downloadable!] 2005 Do European Stock Markets Affect Latin American Stock Markets? by Andrés Rivas & Rahul Verma & Antonio Rodriguez & Pedro H. Albuquerque [Downloadable!] 2005 Time-varying Beta Risk of Pan-European Industry Portfolios: A Comparison of Alternative Modeling Techniques by Sascha Mergner & Jan Bulla [Downloadable!] 2005 Time-varying Beta Risk of Pan-European Sectors: A Comparison of Alternative Modeling Techniques by Sascha Mergner [Downloadable!] 2005 Market Efficiency and the Euro: The case of the Athens Stock Exchange by Theodore Panagiotidis [Downloadable!] 2005 Mean Reversion Expectations and the 1987 Stock Market Crash: An Empirical Investigation by Eric Hillebrand [Downloadable!] 2005 Functional Structure and Approximation in Econometrics (book front matter) by William A. Barnett & Jane Binner & W. Erwin Diewert [Downloadable!] 2005 An Empirical Analysis of Permanent Income Hypothesis Applied to Italy using State Space Models with non zero correlation between trend and cycle by Riccardo Corradini [Downloadable!] 2005 Can fear beat hope? 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A Monte Carlo study by Marie Bessec & Othman Bouabdallah [Downloadable!] 2005 Nonlinearity, Nonstationarity and Spurious Forecasts by Vadim Marmer [Downloadable!] 2005 On detecting and modeling periodic correlation in financial data by Ewa Broszkiewicz-Suwaj & Andrzej Makagon & Rafal Weron & Agnieszka Wylomanska [Downloadable!] 2005 Modeling and forecasting electricity loads: A comparison by Rafal Weron & Adam Misiorek [Downloadable!] 2005 Estimation of mis-specified long memory models by Willa Chen & Rohit Deo [Downloadable!] 2005 The Variance Ratio Statistic at large Horizons by Willa Chen & Rohit Deo [Downloadable!] 2005 Modelling GDP in CEECs Using Smooth Transitions by Neil Foster & Robert Stehrer [Downloadable!] 2005 Contagion Across and Integration of Central and Eastern European Stock Markets: Evidence from Intraday Data by Balazs Egert & Evzen Kocenda & [Downloadable!] 2005 Okun's Law, Asymmetries and Jobless Recoveries in the United States: A Markov-Switching Approach by Mark J. Holmes & Brian Silverstone [Downloadable!] 2005 An Intertemporally-Consistent and Arbitrage-Free Version of the Nelson and Siegel Class of Yield Curve Models by Leo Krippner [Downloadable!] 2005 Social Capital, Creative Destruction and Economic Growth by Adelina Gschwandtner & Michael A. Hauser [Downloadable!] 2005 Tracing the dynamics of competition: Evidence from company profits by Jesús Crespo Cuaresma & Adelina Gschwandtner [Downloadable!] 2005 Real-Time or Current Vintage: Does the Type of Data Matter for Forecasting and Model Selection? by Hui Feng [Downloadable!] 2005 Does Trade Openness Affect the Speed of Output Convergence? Some Empirical Evidence by David E. Giles & Chad N. Stroomer [Downloadable!] 2005 Testing for a Unit Root against Transitional Autoregressive Models by Joon Y. Park & Mototsugu Shintani [Downloadable!] 2005 On the Long-Run Variance Ratio Test for a Unit Root by Ye Cai & Mototsugu Shintani [Downloadable!] 2005 Parameterizing Unconditional Skewness in Models for Financial Time Series by Changli He & Annastiina Silvennoinen & Timo Teräsvirta [Downloadable!] 2005 Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models by Loriano Mancini & Elvezio Ronchetti & Fabio Trojani [Downloadable!] 2005 The Persistence of Inflation in OECDCountries: a Fractionally Integrated Approach by Laura Mayoral [Downloadable!] 2005 Testing I(1) against I(d) alternatives in the presence of deteministic components by Juan J. Dolado & Jesús Gonzalo & Laura Mayoral [Downloadable!] 2005 Is the observed persistence spurious? A test for fractional integration versus short memory and structural breaks by Laura Mayoral [Downloadable!] 2005 Further evidence on the statistical properties of Real GNP by Laura Mayoral [Downloadable!] 2005 What is What?: A Simple Time-Domain Test of Long-memory vs. Structural Breaks by Juan J. Dolado & Jesús Gonzalo & Laura Mayoral [Downloadable!] 2005 The Australian Dollar's Long-Term Fluctuations and Trend: The Commodity Prices-cum-Economic Cycles Hypothesis by Sanidas, Elias [Downloadable!] 2005 The Relationship Between Trade and Economic Growth in Iran: An Application of a New Cointegration Technique in the Presence of Structural Breaks by Pahlavani, Mosayeb [Downloadable!] 2005 Analysing the Trade-GDP Nexus in Iran: A Bounds Testing Approach by Pahlavani, Mosayeb [Downloadable!] 2005 A Multivariate Analysis of Savings, Investment, and Growth in India by Verma, R. & Wilson, E.J. [Downloadable!] 2005 Savings, Investment, Foreign Inflows and Economic Growth of the Indian Economy 1950-2001 by Verma, R. & Wilson, E.J. [Downloadable!] 2005 Multiple Structural Breaks in Australia's Macroeconomic Data: An Application of the Lumsdaine and Papell Test by Valadkhani, Abbas & Layton, Allan P. & Pahlavani, Mosayeb [Downloadable!] 2005 Pre- and Post-Dynamic GST Effects on Goods and Services Included in the CPI Basket by Valadkhani, Abbas [Downloadable!] 2005 Pre- and Post-Dynamic GST Effects on Goods and Services Included in the CPI Basket by Valadkhani, Abbas [Downloadable!] 2005 Structural Changes in the Iranian Economy: An Empirical Analysis with Endogenously Determined Breaks by Pahlavani, Mosayeb & Wilson, Ed & Valadkhani, Abbas [Downloadable!] 2005 Asset Restructuring and the Cost of Capital by D'Mello, Ranjan & Krishnaswami, Sudha & Larkin, Patrick J. [Downloadable!] 2005 A Note on the Foreign Exchange Market Efficiency Hypothesis: Does Small Sample Bias affect Inference? by Al-Zoubi, Haitham A. & Daal, Elton [Downloadable!] 2005 The Nature of the Relationship between International Tourism and International Trade: The Case of German Imports of Spanish Wine by Christian Fischer & Luis Alberiko Gil-Alana [Downloadable!] 2005 Unbalanced Cointegration by Javier Hualde [Downloadable!] 2005 Determinants of growth in Italy. A time series analysis by Stefania Villa [Downloadable!] 2005 Economic Growth and Finance. 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O'Brien [Downloadable!] 2005 Incidental Trends and the Power of Panel Unit Root Tests by Hyungsik Roger Moon & Benoit Perron & Peter C.B. Phillips [Downloadable!] 2005 Unit Roots and Cointegration in Panels by Jörg Breitung & M. Hashem Pesaran [Downloadable!] 2005 Measuring Inflation Persistence: A Structural Time Series Approach by Maarten Dossche & Gerdie Everaert [Downloadable!] 2005 A Time-Frequency Analysis of the Coherences of the US Business by Christian Richter & Andrew Hughes Hallett [Downloadable!] 2005 High Frequency Multiplicative Component Garch by Magdalena E. Sokalska & Ananda Chanda & Robert F. Engle [Downloadable!] 2005 Evaluating Portfolio Value-at-Risk using Semi-Parametric GARCH Models by Marno Verbeek & Jeroen VK Rombouts [Downloadable!] 2005 The Long and the Short of It: Long Memory Regressors and Predictive Regressions by Aaron Smallwood; Alex Maynard; Mark Wohar [Downloadable!] 2005 Information In Data Revision Processes: Payroll Employment And Real-Time Measurement Of Employment by Peter Zadrozny & Ellis Tallman 2005 A Threshold Model of Monetary Policy by Michael D. Bradley & Dennis W. Jansen 2005 UK Real-time Macro Data Characteristics by Shaun Vahey & Tony Garratt 2005 Trend and Cycles: A New Approach and Explanations of Some Old Puzzles by Tatsuma Wada & Pierre Perron [Downloadable!] 2005 The Kalman Foundations of Adaptive Least Squares: Applications to Unemployment and Inflation by J. Huston McCulloch [Downloadable!] 2005 Study of Nonlinearities in the Dynamics of Exchange Rates: Is There Any Evidence of Chaos? by Vitaliy Vandrovych [Downloadable!] 2005 Common Trends and Common Cycles in Canadian Sectoral Output by Christoph Schleicher & Francisco Barillas [Downloadable!] 2005 Stochastic and deterministic unit root models: problem of dominance by Svetlana Makarova & Wojciech Charemza 2005 Spurious regression under broken trend stationarity by Daniel Ventosa-Santaularia & Antonio E. Noriega [Downloadable!] 2005 Estimating the Revealed Inflation Target: An Application to U.S. Monetary Policy by Daniel Leigh [Downloadable!] 2005 Numerical Integration Filters for Maximum Likelihood Estimation of Asymmetric Stochastic Volatility Models by Hiroyuki Kawakatsu 2005 Can macroeconomic variables explain long term stock market movements? A comparison of the US and Japan by Andreas Humpe & Peter D. Macmillan [Downloadable!] 2005 Measuring Fiscal Sustainability by Vito Polito & Mike Wickens [Downloadable!] 2005 Measuring inflation persistence: a structural time series approach by M. DOSSCHE & G. EVERAERT [Downloadable!] 2005 Vector Autoregressions and Reduced Form Representations of DSGE Models by Federico Ravenna [Downloadable!] 2005 Panel Data Unit Roots Tests: The Role of Serial Correlation and the Time Dimension by Stefan De Wachter & Richard D.F. Harris & Elias Tzavalis [Downloadable!] 2005 Do Asymmetric and Nonlinear Adjustments Explain the Forward Premium Anomaly? by Richard T. Baillie & Rehim Kilic [Downloadable!] 2005 Nonlinear Modelling of Autoregressive Structural Breaks in a US Diffusion Index Dataset by George Kapetanios & Elias Tzavalis [Downloadable!] 2005 Econometric Methods of Signal Extraction by Stephen Pollock [Downloadable!] 2005 Orthogonality Conditions for Non-Dyadic Wavelet Analysis by Stephen Pollock & Iolanda Lo Cascio [Downloadable!] 2005 Testing for Neglected Nonlinearity in Long Memory Models by Richard T. Baillie & George Kapetanios [Downloadable!] 2005 Finite Sample Comparison of Parametric, Semiparametric, and Wavelet Estimators of Fractional Integration by Morten Ørregaard Nielsen & Per Frederiksen [Downloadable!] 2005 An Econometric Model of the Rand-US Dollar Nominal Exchange Rate by Moses M. Sichei & Tewodros G. Gebreselasie & Olusegun A. Akanbi [Downloadable!] 2005 The Macroeconomic Reform and the Demand for Money in India by Rangan Gupta & Basab Dasgupta 2005 Revisiting the Temporal Causality between Money and Income by Rangan Gupta 2005 Human activities and global warming: a cointegration analysis by Liu, Hui & Rodríguez, Gabriel [Downloadable!] 2005 Destekleme ve Teknoloji Politikalarının Çukurova Bölgesinde Mısır Tarımı Üzerine Etkisi by Aktas, Erkan & Yurdakul, Oğuz [Downloadable!] 2005 Competitive Pricing Analysis in Mature & Evolving Markets A Time Series Approach by Joseph, Joy [Downloadable!] 2005 Purchasing power parity in Asian economies: further evidence from rank tests for cointegration by Liew, Venus Khim-Sen & Lee, Hock-Ann & Lim, Kian-Ping [Downloadable!] 2005 The Exchange Rates and Monetary Dynamics in Pakistan: An Autoregressive Distributed Lag (ARDL) Apporach by Khan, Muhammad Arshad & Sajjid, Muhammad Zabir [Downloadable!] 2005 Liberalizzazione tariffaria e crescita degli scambi mondiali: un’analisi storica comparata per la valutazione del sistema commerciale multilaterale by Nenci, Silvia [Downloadable!] 2005 An Estimation of Residential Water Demand Using Co-Integration and Error Correction Techniques by Martinez-Espineira, Roberto [Downloadable!] 2005 A complementary test for ADF test with an application to the exchange rates returns by Liew, Venus Khim-Sen & Lau, Sie-Hoe & Ling, Siew-Eng [Downloadable!] 2005 Detection of the industrial business cycle using SETAR models by Ferrara, Laurent & Guégan, Dominique [Downloadable!] 2005 An analytical approach on defense expenditure and economic growth: the case of Turkey and Greece by Kalyoncu, Huseyin & Yucel, Fatih [Downloadable!] 2005 Restricción de balanza de pagos y vulnerabilidad externa en la argentina de los noventa. Un análisis de caso by Fugarolas Álvarez-Ude, Guadalupe & Matesanz Gómez, David [Downloadable!] 2005 Is There Too Much Certainty When Measuring Uncertainty by da Silva Filho, Tito Nícias Teixeira [Downloadable!] 2005 The determinants of the Harare Stock Exchange (HSE) market capitalisation by Ilmolelian, Peter [Downloadable!] 2005 Import Demand in Heterogeneous Panel Setting by Harb, Nasri [Downloadable!] 2005 Finite sample effects of pure seasonal mean shifts on Dickey-Fuller tests by B. da Silva Lopes, Artur C. [Downloadable!] 2005 Does Ramadan Have Any Effect on Food Prices: A Dual-Calendar Perspective on the Turkish Data by Yucel, Eray M. 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West [Downloadable!] 2005 An international analysis of earnings, stock prices and bond yields by Alain Durré & Pierre Giot [Downloadable!] 2005 Measuring inflation persistence: a structural time series approach by Maarten Dossche & Gerdie Everaert [Downloadable!] 2005 An Alternative Estimation to Spurious Regression Model by Shahidur Rahman [Downloadable!] 2005 Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression by DUFOUR, Jean-Marie & FARHAT, Abdekjelik & KHALAF, Lynda [Downloadable!] 2005 Distribution-Free Bounds for Serial Correlation Coefficients in Heteroskedastic Symmetric Time Series by DUFOUR, Jean-Marie & FARHAT, Abdekjelik & HALLIN, Marc [Downloadable!] 2005 Monte Carlo Tests with Nuisance Parameters: A General Approach to Finite-Sample Inference and Nonstandard Asymptotics by DUFOUR, Jean-Marie [Downloadable!] 2005 Time Series Forecasting: The Case for the Single Source of Error State Space by J Keith Ord & Ralph D Snyder & Anne B Koehler & Rob J Hyndman & Mark Leeds [Downloadable!] 2005 Exponential Smoothing Model Selection for Forecasting by Baki Billah & Maxwell L King & Ralph D Snyder & Anne B Koehler [Downloadable!] 2005 A Pedant's Approach to Exponential Smoothing by Ralph D Snyder [Downloadable!] 2005 Weighted Average Power Similar Tests for Structural Change for the Gaussian Linear Regression Model by Giovanni Forchini [Downloadable!] 2005 Another Look at Measures of Forecast Accuracy by Rob J. Hyndman & Anne B. Koehler [Downloadable!] 2005 25 Years of IIF Time Series Forecasting: A Selective Review by Jan G. De Gooijer & Rob J. Hyndman [Downloadable!] 2005 Is there a Natural Rate of Crime? by Paresh Kumar Narayan & Ingrid Nielsen & Russell Smyth [Downloadable!] 2005 A New Method for Combining Detrending Techniques with Application to Business Cycle Synchronization of the New EU Members by Zsolt Darvas & Gabor Vadas [Downloadable!] 2005 Potential Output Estimations for Hungary: A Survey of Different Approaches by Szilárd Benk & Zoltán M. Jakab & Gábor Vadas [Downloadable!] 2005 Determinants of FDI in Australia: Which Theory Can Explain it Best? by Isabel Faeth [Downloadable!] 2005 A New Method for Combining Detrending Techniques with Application to Business Cycle Synchronization of the New EU Members by Zsolt Darvas & Gábor Vadas [Downloadable!] 2005 Intraday Value at Risk (IVaR) Using Tick-by-Tick Data with Application to the Toronto Stock Exchange by Georges Dionne & Pierre Duchesne & Maria Pacurar [Downloadable!] 2005 Short-Term Forecasting of Economic Development in Latvia Using Business and Consumer Survey Data by Aleksejs Melihovs & Svetlana Rusakova [Downloadable!] 2005 Assessment of Labour Market Elasticity in Latvia by Anna Zasova & Aleksejs Melihovs [Downloadable!] 2005 Non-Linearity in the Canadian and US Labour Market: Univariate and Multivariate Evidence from a battery of tests by Theodore Panagiotidis & Gianluigi Pelloni [Downloadable!] 2005 Robustness of Inferences to Singularity Bifurcations by William Barnett & Yijun He [Downloadable!] 2005 Nonlinear and Complex Dynamics in Real Systems by William Barnett & Apostolos Serletis & Demitre Serletis [Downloadable!] 2005 Monetary Aggregation by William Barnett [Downloadable!] 2005 The Process Followed By Ppp Data. On The Properties Of Linearity Tests by Ivan Paya & David A. Peel [Downloadable!] 2005 A New Analysis Of The Determinants Of The Real Dollar-Sterling Exchange Rate: 1871-1994 by Ivan Paya & David A. Peel [Downloadable!] 2005 The Long Memory Story Of Real Interest Rates. Can It Be Supported? by Ivan Paya & Agustín Duarte & Ioannis A. Venetis [Downloadable!] 2005 German Exports to the Euro Area - A Cointegration Approach by Sabine Stephan [Downloadable!] 2005 Approaches for the Joint Evaluation of Hypothesis Tests: Classical Testing, Bayes Testing, and Joint Confirmation by Kunst, Robert M. [Downloadable!] 2005 Brazilian Business Cycles and Growth from 1850 to 2000 by Eurilton Araújo & Luciane C. Carpena & Alexandre B. Cunha [Downloadable!] 2005 A Test of Cointegration Rank Based on Principal Component Analysis (revised, January 2006) by Hiroaki Chigira [Downloadable!] 2005 Output Gaps and Inflation in Mainland China by Stefan Gerlach & Wensheng Peng [Downloadable!] 2005 Inflation in Mainland China - Modelling a Roller Coaster Ride by Michael Funke [Downloadable!] 2005 Construction of Stationarity Tests with Less Size Distortions by Kurozumi, Eiji [Downloadable!] 2005 Point Optimal Test for Cointegration with Unknown Variance-Covariance Matrix by Kurozumi, Eiji & Arai, Yoichi [Downloadable!] 2005 Myopic Loss Aversion, the Equity Premium Puzzle, and GARCH by Ågren, Martin [Downloadable!] 2005 Modelling High Frequency Financial Count Data by Quoreshi, Shahiduzzaman [Downloadable!] 2005 Bivariate Time Series Modelling of Financial Count Data by Quoreshi, Shahiduzzaman [Downloadable!] 2005 A necessary and sufficient condition for the strict stationarity of a family of GARCH processes by Meitz, Mika [Downloadable!] 2005 Forecasting economic variables with nonlinear models by Teräsvirta, Timo [Downloadable!] 2005 Univariate nonlinear time series models by Teräsvirta, Timo 2005 Dickey-Fuller Type of Tests against Nonlinear Dynamic Models by He, Changli & Sandberg, Rickard [Downloadable!] 2005 Testing Parameter Constancy in Unit Root Autoregressive Models Against Continuous Change by He, Changli & Sandberg, Rickard [Downloadable!] 2005 Determining the Number of Regimes in a Threshold Autoregressive Model Using Smooth Transition Autoregressions by Strikholm, Birgit & Teräsvirta, Timo [Downloadable!] 2005 On the Predictability of Global Stock Returns by Hjalmarsson, Erik [Downloadable!] 2005 Predictive regressions with panel data by Hjalmarsson, Erik [Downloadable!] 2005 A wavelet analysis of scaling laws and long-memory in stock market volatility by Vuorenmaa , Tommi [Downloadable!] 2005 A ten-year retrospection of the behavior of Russian stock returns by Anatolyev, Stanislav [Downloadable!] 2005 Inflation in mainland China – modelling a roller coaster ride by Funke, Michael [Downloadable!] 2005 Trends in Competitive Balance: Is there Evidence for Growing Imbalance in Professional Sport Leagues? by Arne Feddersen & Wolfgang Maennig [Downloadable!] 2005 Estimating the Structural Credit Risk Model When Equity Prices Are Contaminated by Trading Noises by Jin-Chuan Duan & Andras Fulop [Downloadable!] 2005 Empirical likelihood confidence intervals for the mean of a long-range dependent process by Nordman, Dan Nordman & Sibbertsen, Philipp & Lahiri, Soumendra N. [Downloadable!] 2005 Tests of Bias in Log-Periodogram Regression by Davidson, James & Sibbertsen, Philipp [Downloadable!] 2005 Inflation in Mainland China - Modelling a Roller Coaster Ride by Michael Funke [Downloadable!] 2005 Trade composition and total factor productivity: Evidence for Chile by Dierk Herzer [Downloadable!] 2005 Does Trade Increase Total Factor Productivity: Cointegration Evidence for Chile by Dierk Herzer [Downloadable!] 2005 Are exports and imports of Chile cointegrated? by Dierk Herzer & Felicitas Nowak-Lehmann D. 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Andrew Karolyi & Elvezio Ronchetti [Downloadable!] 2005 Conditional Asset Allocation under Non-Normality: How Costly is the Mean-Variance Criterion? by Eric Jondeau & Michael Rockinger [Downloadable!] 2005 Fertility in Portugal, How persistent is it? by Gertrudes Guerreiro & Maria Filomena Mendes & António Caleiro [Downloadable!] 2005 Modeling Conditional Skewness in Stock Returns by Markku Lanne & Pentti Saikkonen [Downloadable!] 2005 The Relationship between Risk and Expected Return in Europe by Ángel León & Juan Nave & Gonzalo Rubio [Downloadable!] 2005 Multiple imputation of time series: an application to the construction of historical price indexes by Fernando TUSELL PALMER [Downloadable!] 2005 Semiparametric estimation in perturbed long memory series by Josu Arteche [Downloadable!] 2005 Estimating the equilibrium exchange rate of the Estonian kroon by Marit Hinnosaar & Hannes Kaadu & Lenno Uusküla [Downloadable!] 2005 Explaining exchange rate dynamics - the uncovered equity return parity condition by Elizaveta Krylova & Lorenzo Cappiello & Roberto A. De Santis [Downloadable!] 2005 An international analysis of earnings, stock prices and bond yields by Alain Durré & Pierre Giot [Downloadable!] 2005 Measuring comovements by regression quantiles by Lorenzo Cappiello & Bruno Gérard & Simone Manganelli [Downloadable!] 2005 A trend-cycle(-season) filter by Matthias Mohr [Downloadable!] 2005 Estimates of the open economy New Keynesian Phillips curve for euro area countries by Fabio Rumler [Downloadable!] 2005 Measuring inflation persistence - a structural time series approach by Maarten Dossche & Gerdie Everaert [Downloadable!] 2005 Regulated and services’ prices and inflation persistence by Patrick Lünnemann & Thomas Y. Mathä [Downloadable!] 2005 Break in the mean and persistence of inflation - a sectoral analysis of French CPI by Laurent Bilke [Downloadable!] 2005 Using mean reversion as a measure of persistence by Daniel Dias & Carlos Robalo Marques [Downloadable!] 2005 The Phillips curve and long-term unemployment by Ricardo Llaudes [Downloadable!] 2005 How Stable is the Forecasting Performance of the Yield Curve for Outpot Growth? by Rossi, Barbara & Giacomini, Raffaella [Downloadable!] 2005 Outlier Detection in GARCH Models by Jurgen A. Doornik & Marius Ooms [Downloadable!] 2005 Periodic Seasonal Reg-ARFIMA-GARCH Models for Daily Electricity Spot Prices by Siem Jan Koopman & Marius Ooms & M. Angeles Carnero [Downloadable!] 2005 Measuring Asymmetric Stochastic Cycle Components in U.S. Macroeconomic Time Series by Siem Jan Koopman & Kai Ming Lee [Downloadable!] 2005 25 Years of IIF Time Series Forecasting: A Selective Review by Jan G. de Gooijer & Rob J. Hyndman [Downloadable!] 2005 Model-based Measurement of Actual Volatility in High-Frequency Data by B. Jungbacker & S.J. Koopman [Downloadable!] 2005 Why Frequency Matters for Unit Root Testing by H. Peter Boswijk & Franc Klaassen [Downloadable!] 2005 Fisher Hypothesis Revisited: A Fractional Cointegration Analysis by Saadet Kirbas Kasman & Adnan Kasman & Evrim Turgutlu [Downloadable!] 2005 A Critical Note on Growth Regressions by Tobias Heinrich [Downloadable!] 2005 Testing Linearity in Cointegrating Relations with an Application to Purchasing Power Parity by Seung Hyun Hong & Peter C. B. Phillips [Downloadable!] 2005 A New Approach to Robust Inference in Cointegration by Sainan Jin & Peter C.B. Phillips & Yixiao Sun [Downloadable!] 2005 Testing for Non-nested Conditional Moment Retrictions via Conditional Empirical Likelihood by Taisuke Otsu & Yoon-Jae Whang [Downloadable!] 2005 A Two-Stage Realized Volatility Approach to the Estimation for Diffusion Processes from Discrete Observations by Peter C.B. Phillips & Jun Yu [Downloadable!] 2005 A Simple Approach to the Parametric Estimation of Potentially Nonstationary Diffusions by Federico M. Bandi & Peter C.B. Phillips [Downloadable!] 2005 Limit Theory for Moderate Deviations from a Unit Root under Weak Dependence by Peter C.B. Phillips & Tassos Magadalinos [Downloadable!] 2005 GMM with Many Moment Conditions by Chirok Han & Peter C.B. Phillips [Downloadable!] 2005 Improved HAR Inference by Peter C.B. Phillips & Yixiao Sun & Sainan Jin [Downloadable!] 2005 Do stock prices and interest rates possess a common trend? by Amaresh DAS [Downloadable!] 2005 Temporal aggregaton of univariate linear time series models by Andrea, SILVESTRINI [Downloadable!] 2005 Mean and variance causality between the Cyprus Stock Exchange and major equity markets by Eleni Constantinou & Robert Georgiades & Avo Kazandjian & George Kouretas [Downloadable!] 2005 Forecast Combinations by Timmermann, Allan G [Downloadable!] 2005 Reconciling the Return Predictability Evidenc: In-Sample Forecasts, Out-of-Sample Forecasts, and Parameter Instability by Lettau, Martin & van Nieuwerburgh, Stijn [Downloadable!] 2005 Measuring Fiscal Sustainability by Polito, Vito & Wickens, Michael R [Downloadable!] 2005 How Useful is Bagging in Forecasting Economic Time Series? A Case Study of US CPI Inflation by Inoue, Atsushi & Kilian, Lutz [Downloadable!] 2005 Short-Run Italian GDP Forecasting and Real-Time Data by Golinelli, Roberto & Parigi, Giuseppe [Downloadable!] 2005 Data Revisions Are Not Well-Behaved by Aruoba, Boragan [Downloadable!] 2005 Jump-and-Rest Effects of US Business Cycles by Camacho, Maximo & Pérez-Quirós, Gabriel [Downloadable!] 2005 Granger Causality of the Inflation-Growth Mirror in Accession Countries by Gillman, Max & Nakov, Anton [Downloadable!] 2005 Are European Business Cycles Close Enough to be Just One? by Camacho, Maximo & Pérez-Quirós, Gabriel & Sáiz Matute, Lorena [Downloadable!] 2005 Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression by Jean-Marie Dufour & Abdeljelil Farhat & Lynda Khalaf [Downloadable!] 2005 Distribution-Free Bounds for Serial Correlation Coefficients in Heteroskedastic Symmetric Time Series by Jean-Marie Dufour & Abdeljelil Farhat & Marc Hallin [Downloadable!] 2005 Monte Carlo tests with nuisance parameters: a general approach to finite-sample inference and non-standard asymptotics by Jean-Marie Dufour [Downloadable!] 2005 China and the Relationship Between the Oil Price and the Dollar by Agnes Benassy-Quere & Valerie Mignon & Alexis Penot [Downloadable!] 2005 The Volatility of Realized Volatility by Fulvio Corsi & Uta Kretschmer & Stefan Mittnik & Christian Pigorsch [Downloadable!] 2005 Unit Roots and Cointegration in Panels by Joerg Breitung & M. Hashem Pesaran [Downloadable!] 2005 Nominal Exchange Rate Flexibility and Real Exchange Rate Adjustment: Evidence from Dual Exchange Rates in Developing Countries by Yin-Wong Cheung & Kon S. Lai [Downloadable!] 2005 Modelling Memory of Economic and Financial Time Series by Peter M Robinson [Downloadable!] 2005 A Parametric Bootstrap Test for Cycles by Violetta Dalla & Javier Hidalgo [Downloadable!] 2005 Testable Implications of Forecast Optimality by Andrew J. Patton & Allan Timmermann [Downloadable!] 2005 Unit Root Test in a Threshold Autoregression: Asymptotic Theory and Residual-based Block Bootstrap by Myunghwan Seo [Downloadable!] 2005 Distribution Free Goodness-of-Fit Tests for Linear Processes by Miguel A. Delgado & Javier Hidalgo & Carlos Velasco [Downloadable!] 2005 Análisis del impacto de las leyes de 1992 y 1997 sobre el sistema portuario español by José Ignacio Castillo Manzano & Lourdes López Valpuesta & Javier J. Pérez [Downloadable!] 2005 On the equality of Real Interest Rates across borders in Integrated Capital Markets by Minford, Patrick & Peel, David [Downloadable!] 2005 Modelling and Forecasting Seasonality in Indian Macroeconomic Time Series by Pami Dua & Lokendra Kumawat [Downloadable!] 2005 Unit Roots and Cointegration in Panels by Breitung, J. & Pesaran, M.H. [Downloadable!] 2005 Disparity in Factor Contributions between Coastal and Inner Provinces in Post-reform China by Tung Liu & Kui-Wai Li [Downloadable!] 2005 Total Factor Productivity: An Unobserved Components Approach by Raul Crespo [Downloadable!] 2005 Let’s Take a Break: Trends and Cycles in US Real GDP by Pierre Perron & Tatsuma Wada [Downloadable!] 2005 An Alternative Trend-Cycle Decomposition using a State Space Model with Mixtures of Normals: Specifications and Applications to International Data by Tatsuma Wada & Pierre Perron [Downloadable!] 2005 An Alternative Trend-Cycle Decomposition using a State Space Model with Mixtures of Normals: Specifications and Applications to International Data by Tatsuma Wada & Pierre Perron [Downloadable!] 2005 Estimating Deterministric Trends with an Integrated or Stationary Noise Component by Pierre Perron & Tomoyoshi Yabu [Downloadable!] 2005 Let’s Take a Break: Trends and Cycles in US Real GDP? by Pierre Perron† & Tatsuma Wada [Downloadable!] 2005 Testing for Shifts in Trend with an Integrated or Stationary Noise Component by Pierre Perron & Tomoyoshi Yabu [Downloadable!] 2005 A little bit of Stata programming goes a long way.. by Christopher F. Baum [Downloadable!] 2005 Testing the Null of Co-integration in the Presence of Variance Breaks by Giuseppe Cavaliere and A M Robert Taylor 2005 On Robust Trend Function Hypothesis Testing by David Harvey, Stephen Leybourne and A M Robert Taylor 2005 A Versus K Revisited: Evidence from Selected MENA Countries by Aamer Abu-Qarn & Suleiman Abu-Bader [Downloadable!] 2005 Break in the Mean and Persistence of Inflation: a Sectoral Analysis of French CPI by Bilke, L. [Downloadable!] 2005 Do european business cycles look like one? by Máximo Camacho & Gabriel Pérez-Quirós & Lorena Saiz [Downloadable!] 2005 Jump-and-rest effect of U.S. business cycles by Máximo Camacho & Gabriel Pérez-Quirós [Downloadable!] 2005 Nominal rigidities and inflation persistence in Luxembourg: a comparison with EU 15 member countries with particular focus on services and regulated prices by Patrick Lünnemann & Thomas Y. Mathä [Downloadable!] 2005 UK Real-Time Macro Data Characteristics by Anthony Garratt & Shaun P Vahey [Downloadable!] 2005 Consistency of nonlinear regression quantiles under type I censoring, weak dependence and general covariate design by Oberhofer, Walter & Haupt, Harry [Downloadable!] 2005 Nonlinear quantile regression under dependence and heterogeneity by Oberhofer, Walter & Haupt, Harry [Downloadable!] 2005 Unemployment dynamics and NAIRU estimates for CEECs : A univariate approach by Mariam Camarero & Josep Lluis Carrion Silvestre & Cecilio Tamarit [Downloadable!] 2005 A Restrição Externa Como Fator Limitante Do Crescimento Econômico Brasileiro: Um Teste Empírico by Antonio Tiago Loureiro Araújo dos Santos & Gilberto Tadeu Lima & Veridiana Ramos da Silva Carvalho [Downloadable!] 2005 Monetary And Exchange Rate Policy In Brazil After Inflation Targeting by Márcio Holland [Downloadable!] 2005 Brazilian Business Cycles And Growth From 1850 To 2000 by Eurilton Araújo & Luciane Carpena & Alexandre Cunha [Downloadable!] 2005 Analyse cliométrique des cycles de croissance de l’éducation en France (1815-2003) : Vers un modèle à seuil autorégressif by Jean-Pascal Guironnet [Downloadable!] 2005 Chocs temporaires et permanents dans le PIB de la France, du Royaume-Uni et des Etats-Unis by Claude Diebolt & Olivier Darné [Downloadable!] 2005 Common Periodic Correlation Features and the Interaction of Stocks and Flows in Daily Airport Data by Niels Haldrup & Svend Hylleberg & Gabriel Pons & Jaume Rosselló & Andreu Sansó [Downloadable!] 2005 Improving Size and Power in Unit Root Testing by Niels Haldrup & Michael Jansson [Downloadable!] 2005 Directional Congestion and Regime Switching in a Long Memory Model for Electricity Prices by Haldrup; Niels & Morten Oerregaard Nielsen [Downloadable!] 2005 Intellectual Property, Competition and Growth: An Introduction by Roberto Cellini & Guido Cozzi [Downloadable!] 2005 The Econometric Analysis Of Macroeconomic Policies Applied In The Republic Of Moldova Over The Period 1994-2004 by Partachi, Ion & Grosu, Irina 2005 Macromodel Estimations For The Updated 2004 Version Of The Romanian Pre-Accession Economic Programme - Working Paper by Dobrescu, Emilian 2005 Output Gap And Shocks Dynamics. The Case Of Romania by Scutaru, Cornelia & Stanica, Cristian Nicolae 2005 ¿Han aumentado el recaudo las reformas tributarias en Colombia? by Mario García Molina & Ana Paola Gómez [Downloadable!] 2005 The Relationship Of Budget Deficit And Current Account Balance - Panel Data Analysis by Josef ARLT & Markéta ARLTOVÁ [Downloadable!] 2005 Comparison Of Approaches For Value-At-Risk Estimation Of Foreign Exchange Portfolios by Marián RIMARČÍK [Downloadable!] 2005 New-Keynesian Model Of Inflation And Its Empirical Verification by Josef Arlt & Miroslav Plašil & Richard Horský [Downloadable!] 2005 Empirical Testing Of New Keynesian Phillips Curve In Conditions Of The Czech Republic In 1994 - 2003 by Josef Arlt & Miroslav Plašil [Downloadable!] 2005 Does SDDS Subscription Reduce Borrowing Costs for Emerging Market Economies? by John Cady [Downloadable!] 2005 The Decline of Seasonality in Australian Quarterly Aggregate Strike Statistics: 1983-2003 by L.J. Perry & Patrick J. Wilson 2005 Multicointegration and Sustainability of Fiscal Practices by Lori Leachman & Alan Bester & Guillermo Rosas & Peter Lange [Downloadable!] 2005 Unit roots in macroeconomic time series: theory, implications, and evidence by Gilberto Libanio [Downloadable!] 2005 Un modelo para la exportación semanal de tomate de Almería/A model for the Weekly Tomato Exports from Almería by MARTÍN RODRÍGUEZ, G. & CÁCERES HERNÁNDEZ, J. J. & GUIRAO PÉREZ, G [Downloadable!] 2005 Aplicabilidad del test BDS al análisis de series económicas/Aplicadility of las test to economic time series analysis by MATILLA-GARCÍA, M. & RODRÍGUEZ RUIZ, J. [Downloadable!] 2005 Holding Period Return-Risk Modeling :The Importance of Dividends by HALLERBACH, WINFRIED G.. [Downloadable!] 2005 Identifying the German Inventory Cycle, A Multivariate Structural Time Series Approach Using Survey Data by Erich Langmantel [Downloadable!] 2005 Spurious Persistence and Unit Roots due to Seasonal Differencing: The Case of Inflation Rates by Uwe Hassler & Matei Demetrescu 2005 Weakness of the Baxter-King Filter: Is a Pattern-Based Filter an Alternative? by Georg Goldrian 2005 Exportdiversifizierung und Wirtschaftswachstum in Chile, Eine ökonometrische Analyse by Dierk Herzer [Downloadable!] 2005 Is Germany's GDP Trend-Stationary? 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ÖZCAN & Suat AYDIN 2005 Estimación de una función de producción MRW para la economía española, 1910-1995 by Simón Sosvilla-Rivero & Javier Alonso Meseguer [Downloadable!] 2005 ¿Cómo valora el mercado de valores español la adopción de planes de opciones sobre acciones para directivos y consejeros? by Mónica Melle [Downloadable!] 2005 Evaluation of Tax-Revenue Forecasts in the Czech Republic (in Czech) by Jiří Špalek & Dalibor Moravanský [Downloadable!] 2005 A note on the impact of EU accession on capital mobility in the case of Greece by Christos Kollias & Nikolaos Mylonidis & Suzanna-Maria Paleologou 2005 Cointegration and Structural Change in the Exports-Gdp Nexus: The Case of Iran, 1960-2003 by Pahlavani, M. [Downloadable!] 2005 Multiple Structural Breaks In Australia’S Macroeconomic Data: An Application Of The Lumsdaine And Papell Test by VALADKHANI, A. & LAYTON, Allan P. & PAHLAVANI, M. [Downloadable!] 2005 Sources Of Economic Growth In Iran: A Cointegration Analysis In The Presence Of Structural Breaks, 1960-2003 by Pahlavani, M. [Downloadable!] 2005 The Attractiveness of Qatar to Foreign Direct Investment, 1980-2002 by Shotar M.M [Downloadable!] 2005 Foodgrain Price Policies in India: The Effects on Foodgrain Production and Rural Poverty 1951-2001 by Wilson, E.J [Downloadable!] 2005 A `long march' perspective on tobacco use in Canada by Nikolay Gospodinov & Ian Irvine [Downloadable!] 2005 Forecasting Stock Market Volatility with Regime-Switching GARCH Models by Juri Marcucci [Downloadable!] 2005 Dual Long Memory in Inflation Dynamics across Countries of the Euro Area and the Link between Inflation Uncertainty and Macroeconomic Performance by Christian Conrad & Menelaos Karanasos [Downloadable!] 2005 The International CAPM and a Wavelet-Based Decomposition of Value at Risk by Viviana P. Fernandez [Downloadable!] 2005 Can GARCH Models Capture Long-Range Dependence? by John Maheu [Downloadable!] 2005 An Empirical Analysis of Istanbul Stock Exchange Sub-Indexes by Hakan Berument & Yilmaz Akdi & Cemal Atakan [Downloadable!] 2005 Joint Tests for Non-linearity and Long Memory: The Case of Purchasing Power Parity by Aaron D. Smallwood [Downloadable!] 2005 What Causes The Forecasting Failure of Markov-Switching Models? A Monte Carlo Study by Marie Bessec & Othman Bouabdallah [Downloadable!] 2005 Bayesian Analysis of a Doubly Truncated ARMA-GARCH Model by Elena Goldman & Hiroki Tsurumi [Downloadable!] 2005 A Note on the Hiemstra-Jones Test for Granger Non-causality by Cees Diks & Valentyn Panchenko [Downloadable!] 2005 A Test of the Martingale Hypothesis by Joon Y. Park & Yoon-Jae Whang [Downloadable!] 2005 Nonlinear Error-Correction Models for the FF/DM Rate by Mustapha Baghli [Downloadable!] 2005 Maximum Likelihood Estimation of a Unit Root Bilinear Model with an Application to Prices by Daniela Hristova [Downloadable!] 2005 The Impact of the Fisc on Macroeconomic Fluctuations in Bulgarian Economy by Maria Neycheva [Downloadable!] 2004 Modeling Asset Returns: A Comparison of Theoretical and Empirical Models by Schröder, Michael & Lüders, Erik [Downloadable!] 2004 Modeling Asset Returns : A Comparison of Theoretical and Empirical Models by Lüders, Erik & Schröder, Michael [Downloadable!] 2004 Classical and Bayesian Analysis of Univariate and Multivariate Stochastic Volatility Models by Liesenfeld, Roman & Richard, Jean-François [Downloadable!] 2004 Forecasting volatility and volume in the Tokyo stock market : the advantage of long memory models by Lux, Thomas & Kaizoji, Taisei [Downloadable!] 2004 Testing for Causality in Variance using Multivariate GARCH Models by Hafner, Christian M. & Herwartz, Helmut [Downloadable!] 2004 Testing for business cycle asymmetries based on autoregressions with a Markov-switching intercept by Knüppel, Malte [Downloadable!] 2004 Long Run Variance Estimation Using Steep Origin Kernels Without Truncation by Peter C.B. Phillips & Sainan Jin & Yixiao Sun [Downloadable!] 2004 Incidental Trends and the Power of Panel Unit Root Tests by Peter C.B. Phillips & Hyungsik Roger Moon & Benoit Perron [Downloadable!] 2004 Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation by Peter C.B. Phillips & Sainan Jin & Yixiao Sun [Downloadable!] 2004 The Dow Theory: William Peter Hamilton's Track Record Re-considered by Stephen J. Brown & William N. Goetzmann & Alok Kumar [Downloadable!] 2004 Testing for Seasonal Unit Roots in Heterogeneous Panels by Otero, Jesus & Smith, Jeremy & Giulietti, Monica [Downloadable!] 2004 An Estimation of Residential Water Demand Using Co-integration and Error Correction Techniques by Roberto Martinez Espineira [Downloadable!] 2004 Why Did Electricity Prices Fall in England and Wales? Market Mechanism or Market Structure? by John Bower [Downloadable!] 2004 Seeking the Single European Electricity Market: Evidence from an Empirical Analysis of Wholesale Market Prices by John Bower [Downloadable!] 2004 Recurrence analysis techniques for non-stationary and non-linear data by Philip Kostov & John Lingard [Downloadable!] 2004 Multilateral Aggregation-Theoretic Monetary Aggregation over Heterogeneous Countries by William A. Barnett [Downloadable!] 2004 Singularity Bifurcation by Yijun He & William A. Barnett 2004 Consumer Surveys and Reality by Maurizio Bovi [Downloadable!] 2004 Gibson’s Paradox, Monetary Policy, and the Emergence of Cycles by Greg Hannsgen [Downloadable!] 2004 Intertemporally non-separable monetary-asset risk adjustment and aggregation by William A. Barnett & Shu Wu [Downloadable!] 2004 On User Costs of Risky Monetary Assets by William A. Barnett & Shu Wu [Downloadable!] 2004 Does Stationarity Characterize Real GDP Movements? 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LIPKA [Downloadable!] 2004 Wavelet Multiresolution Analysis of High-Frequency Asian FX Rates, Summer 1997 by CORNELIS A. LOS & JEYANTHI KARUPPIAH [Downloadable!] 2004 Efficiency tests in the Iberian stock markets by José Carlos Dias & Luís Lopes & Vitor Martins & José Manuel Benzinho [Downloadable!] 2004 A Theory for the Term Structure of Interest Rates by Thomas Alderweireld & Jean Nuyts [Downloadable!] 2004 Non-stationarities in financial time series, the long range dependence and the IGARCH effects by Thomas Mikosch & Catalin Starica [Downloadable!] 2004 Long range dependence effects and ARCH modelling by Thomas Mikosch & Catalin Starica [Downloadable!] 2004 Changes of structure in financial time series and the GARCH model by Thomas Mikosch & Catalin Starica [Downloadable!] 2004 Is it really long memory we see in financial returns? by Thomas Mikosch [Downloadable!] 2004 Non-stationarities in stock returns by Catalin Starica & Clive Granger [Downloadable!] 2004 Temporal Disaggregation by State Space Methods: Dynamic Regression Methods Revisited by Tommaso Proietti [Downloadable!] 2004 Understanding Brazilian Unemployment Structure: A Mixed Autoregressive Approach by Ricardo Gonçalves Silva & Marinho Gomes Andrade & Milton Barossi-Filho [Downloadable!] 2004 The consumption of ordinary wines in France : the effect of administered prices by Evens SALIES [Downloadable!] 2004 The Nonlinear Skeletons in the Closet by William A. Barnett & Barry E. Jones & Milka Kirova & Travis Nesmith & Meenakshi Pasupathy [Downloadable!] 2004 Bayesian Semiparametric Regression for Autoregressive Models with Possible Unit Roots by Ricardo Gonçalves Silva [Downloadable!] 2004 The long memory story of ex post real interest rates. Can it be supported? by Ioannis A. Venetis & Agustin Duarte & Ivan Paya [Downloadable!] 2004 On the Model-Based Interpretation of Filters and the Reliability of Trend-Cycle Estimates by Tommaso Proietti [Downloadable!] 2004 Classifying the Markets Volatility with ARMA Distance Measures by Edoardo Otranto [Downloadable!] 2004 The Choice of Time Interval in Seasonal Adjustment: A Heuristic Approach by Giancarlo bruno & Edoardo Otranto [Downloadable!] 2004 Deterministic Seasonality in Dickey-Fuller Tests: Should We Care? by Artur C. B. da Silva Lopes [Downloadable!] 2004 Asimetría, Persistencia Y No Linealidad De La Tasa De Desempleo Español by José María Casado García & F.Javier Trívez [Downloadable!] 2004 Consistent Model Specification Tests Against Smooth Transition Alternatives by Jonathan B. Hill [Downloadable!] 2004 Causation Delays and Causal Neutralization for General Horizons: The Money-Output Relationship Revisited by Jonathan B. Hill [Downloadable!] 2004 Unit Roots, Nonlinear Cointegration and Purchasing Power Parity by Alfred A. Haug & Syed A. Basher [Downloadable!] 2004 Structural Breaks, Inflation and Interest Rates: Evidence for the G7 countries by Jesus Clemente & Antonio Montañes & Marcelo Reyes [Downloadable!] 2004 Forecasting and Signal Extraction with Misspecified Models by Tommaso Proietti [Downloadable!] 2004 Strong Orthogonal Decompositions and Non-Linear Impulse Response Functions for Infinite Variance Processes by Jonathan B. Hill [Downloadable!] 2004 A Structural Model of the Inflation Process in South Africa by Janine Aron & John Muellbauer & Benjamin Smit [Downloadable!] 2004 A Framework for Forecasting the Components of the Consumer Price by Janine Aron & John Muellbauer & Coen Pretorius [Downloadable!] 2004 On Autoregressive Order Selection Criteria by Venus Khim-Sen Liew [Downloadable!] 2004 Interest Rate Pass-Through in New EU Member States: The Case of the Czech Republic, Hungary and Poland by Jesús Crespo-Cuaresma & Balázs Égert & Thomas Reininger [Downloadable!] 2004 Trust In Transition: Cross Country And Firm Evidence by Martin Raiser & Alan Rousso & Franklin Steves [Downloadable!] 2004 Identifying the Cycle of a Macroeconomic Time-Series Using Fuzzy Filtering by David E. Giles & Chad N. Stroomer [Downloadable!] 2004 Continuous Time Model Estimation by Carl Chiarella & Shenhuai Gao [Downloadable!] 2004 Empirical Evidence on Feedback Trading in Mature and Emerging Stock Markets by Martin T. Bohl & Pierre Siklos [Downloadable!] 2004 Re-examining inflation and inflation uncertainty in developed and emerging countries by Daal, Elton & Naka, Atsuyuki & Sanchez, Benito [Downloadable!] 2004 Volatility clustering, leverage effects, and jumps dynamics in emerging Asian equity markets by Daal, Elton & Naka, Atsuyuki & Yu, Jung-Suk [Downloadable!] 2004 Fractional Integration and Business Cycles Features by Luis A. Gil-Alana & Bertrand Candelon [Downloadable!] 2004 Seasonal and Long Run Fractional Integration in the Industrial Production Index of Some Latin American Countries by Luis A. Gil-Alana & Bertrand Candelon [Downloadable!] 2004 Deterministic Seasonality versus Seasonal Fractional Integration by Luis A. Gil-Alana [Downloadable!] 2004 Current Account Sustainability in the US: What Do We Really Know About It? by Dimitris K. Christopoulos & Miguel León-Ledesma [Downloadable!] 2004 Trade Liberalisation in Mexico: Rhetoric and Reality by Penelope Pacheco-López & A.P. Thirlwall [Downloadable!] 2004 Does The Impact of Trade Liberalisation on Exports, Imports, the Balance of Payments and Growth: the Case of Mexico by Penelope Pacheco-López [Downloadable!] 2004 Non-Parametric Tests of Real Exchange rates in the Post-Bretton Woods Era by Francis W. Ahking [Downloadable!] 2004 The Power of the "Objective" Bayesian Unit-Root Test by Francis W. Ahking [Downloadable!] 2004 Equilibrium Mobility by Robert Aebi & Klaus Neusser & Peter Steiner [Downloadable!] 2004 Institutions and Long-Run Growth in the UK: the Role of Standards by Paul Temple & Robert Witt & Chris Spencer [Downloadable!] 2004 Empirical errors and predicted errors in fertility, mortality and migration forecasts in the European Economic Area by Nico Keilman and Dinh Quang Pham [Downloadable!] 2004 Escaping the Resource Curse and the Dutch Disease? When and Why Norway Caught up with and Forged ahead of Its Neighbors by Erling Røed Larsen [Downloadable!] 2004 Does oilrig activity react to oil price changes? 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Sbordone & Timothy Cogley 2004 Time Series Filtering through Chebyshev Polynomials by Gonul Turhan-Sayan & Serdar Sayan 2004 Codependence in Cointegrated Autoregressive Models by Christoph Schleicher 2004 International evidence on monetary neutrality under broken trend stationary models by R. Velazquez & Noriega & A. 2004 Speculative option valuation: A supercomputing approach by Enrico Scalas & Alessandro Vivoli & Paride Dagna & Guido Germano 2004 Nonlinear Mean Reversion in Stock Prices by S. Manzan [Downloadable!] 2004 Elements in the Design of an Early Warning System for Sovereign Default by Ana-Maria Fuertes & Elena Kalotychou 2004 A Steady State Approach to Trend / Cycle Decomposition by Jeremy Piger & James Morley 2004 Testing multivariate hypotheses with positive definite bilinear forms by Valentyn Panchenko & Cees Diks 2004 Modified Hiemstra-Jones Test for Granger Non-causality by Cees Diks & Valentyn Panchenko 2004 Data Uncertainty in General Equilibrium by S. Boragan Aruoba [Downloadable!] 2004 The Inflation Aversion of the Bundesbank: A State Space Approach by Vladimir Kuzin [Downloadable!] 2004 Forecasting Chilean Industrial Production and Sales with Automated Procedures by ROMULO A. CHUMACERO [Downloadable!] 2004 Test for long memory processes. A bootstrap approach by Pilar Grau-Carles [Downloadable!] 2004 Regular and Modified Kernel-Based Estimators of Integrated Variance: The Case with Independent Noise by OLE E. 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VERBEKE & M. DE CLERCQ [Downloadable!] 2004 Inflation Bias after the Euro: Evidence from the UK and Italy by Giancarlo Marini & Alessandro Piergallini & Pasquale Scaramozzino [Downloadable!] 2004 Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model by Frederique Bec & Melika Ben Salem & Marine Carrasco [Downloadable!] 2004 Chi-square Tests for Parameter Stability by Marine Carrasco [Downloadable!] 2004 Data Revisions in General Equilibrium by S. Boragan Aruoba 2004 qGMM Estimation of Sunk Costs by Jeffrey R. Campbell & Jonas D.M. Fisher 2004 Optimal test for Markov switching by Marine Carrasco & Liang Hu 2004 Normal Mixture GARCH (1,1): Application to Exchange Rate Modelling by Carol Alexandra & Emese Lazar [Downloadable!] 2004 Co-movement of Australian State Business Cycles by David Norman & Thomas Walker [Downloadable!] 2004 Exchange Market Pressure in Australia by Shakila Jeisman [Downloadable!] 2004 The Impact of Large Structural Shocks on Economic Relationships: Evidence from Oil Price Shocks by George Kapetanios & Elias Tzavalis [Downloadable!] 2004 Testing for Exogeneity in Nonlinear Threshold Models by George Kapetanios [Downloadable!] 2004 A Bayesian Analysis of Unit Roots and Structural Breaks in the Level and the Error Variance of Autoregressive Models by Loukia Meligkotsidou & Elias Tzavalis & Ioannis D. Vrontos [Downloadable!] 2004 A Bootstrap Invariance Principle for Highly Nonstationary Long Memory Processes by George Kapetanios [Downloadable!] 2004 Akdeniz Bölgesi ve Başlıca Tüketim Merkezlerinde Yaş Meyve ve Sebze Perakende Fiyatları Arasındaki İlişkiler: Pazar Entegrasyonunun Testi by Mutlu, Seval & Aktas, Erkan & KARAHAN UYSAL, Özlem [Downloadable!] 2004 Nonlinearly testing for a unit root in the presence of a break in the mean by Gluschenko, Konstantin [Downloadable!] 2004 Modelling and forecasting the volatility of the portuguese stock index PSI-20 by Caiado, Jorge [Downloadable!] 2004 Business cycles and the synchronization process: a bounds testing approach by Chan, Tze-Haw & Lau, Evan [Downloadable!] 2004 A new distribution-based test of self-similarity by Bianchi, Sergio [Downloadable!] 2004 Structure and stylized facts of a deregulated power market by Simonsen, Ingve & Weron, Rafal & Mo, Birger [Downloadable!] 2004 Growth Cycles in XXth Century European Industrial Productivity: Unbiased Variance Estimation in a Time-varying Parameter Model by Álvaro Aguiar & Manuel M. F. Martins [Downloadable!] 2004 A Comparison of Multi-step GDP Forecasts for South Africa by Guillaume Chevillon [Downloadable!] 2004 `Weak` trends for inference and forecasting in finite samples by Guillaume Chevillon [Downloadable!] 2004 Factors Driving Risk Premia by Torsten Sløk & Mike Kennedy [Downloadable!] 2004 Is There a Change in the Trade-Off Between Output and Inflation at Low or Stable Inflation Rates?: Some Evidence in the Case of Japan by Annabelle Mourougane & Hideyuki Ibaragi [Downloadable!] 2004 Estimating a New Zealand NAIRU by Kam Leong Szeto & Melody Guy [Downloadable!] 2004 Examining finite-sample problems in the application of cointegration tests for long-run bilateral exchange rates by Angela Huang [Downloadable!] 2004 Regression Models with Data-based Indicator Variables by David F. Hendry & Carlos Santos [Downloadable!] 2004 Regression Models with Data-based Indicator Variables by David F. Hendry & Carlos Santos [Downloadable!] 2004 Testing for a time-varying price-cost markup in the Euro area inflation process by Christopher Bowdler & Eilev S. Jansen [Downloadable!] 2004 Modelling inflation in the Euro Area by Eilev S. Jansen [Downloadable!] 2004 Testing for a time-varying price-cost markup in the Euro area inflation process by Christopher Bowdler & Eilev S. Jansen [Downloadable!] 2004 Semiparametric Causality Tests Using the Policy Propensity Score by Joshua D. Angrist & Guido M. Kuersteiner [Downloadable!] 2004 Does "Aggregation Bias" Explain the PPP Puzzle? by Shiu-Sheng Chen & Charles Engel [Downloadable!] 2004 The Use of Predictive Regressions at Alternative Horizons in Finance and Economics by Nelson C. Mark & Donggyu Sul [Downloadable!] 2004 Determinants of Euro Term Structure of Credit Spreads by Astrid Van Landschoot [Downloadable!] 2004 Regional business cycles in New Zealand: Do they exist? What might drive them? by Viv Hall & C. John McDermott [Downloadable!] 2004 Time Reversibility of Stationary Regular Finite State Markov Chains by McCausland, William [Downloadable!] 2004 Time Reversibility of Stationary Regular Finite State Markov Chains by McCAUSLAND, William [Downloadable!] 2004 Forecasting Time-Series with Correlated Seasonality by Phillip Gould & Anne B. Koehler & Farshid Vahid-Araghi & Ralph D. Snyder & J. Keith Ord & Rob J. Hyndman [Downloadable!] 2004 Random Walk Smooth Transition Autoregressive Models by Heather M. Anderson & Chin Nam Low [Downloadable!] 2004 Single Source of Error State Space Approach to the Beveridge Nelson Decomposition by Heather M. Anderson & Chin Nam Low & Ralph Snyder [Downloadable!] 2004 Exponential Smoothing: A Prediction Error Decomposition Principle by Ralph D. Snyder [Downloadable!] 2004 Testing for Dependence in Non-Gaussian Time Series Data by B.P.M. McCabe & G.M. Martin & R.K. Freeland [Downloadable!] 2004 Structural breaks and financial risk management by Marianna Valentinyi-Endrész [Downloadable!] 2004 Nonlinearity in testing for fiscal sustainability by Roberto Ricciuti [Downloadable!] 2004 Evaluating currency crises: the case of the European Monetary System by Kostas Mouratidis & Nicola Spagnolo [Downloadable!] 2004 Non-linear predictability of UK stock market returns by David McMillan [Downloadable!] 2004 Inflation, inflation uncertainty, and a common European Monetary Policy by Stilianos Fountas & Alexandra Ioannidis & Menelaos Karanasos [Downloadable!] 2004 Statistical investigation on the relation between car accidents and warm katabatic winds by Matteo Pelagatti & Peter Daniele Fuà & Caterina Galliani & Vincenzo Condemi [Downloadable!] 2004 Paradise Lost and Found? The Econometric Contributions of Clive W.J. Granger and Robert F. Engle by Peter Hans Matthews [Downloadable!] 2004 Towards Decoding Currency Volatilities by D. Johannes Juttner & Wayne Leung [Downloadable!] 2004 Money Demand in Latvia by Ivars Tillers [Downloadable!] 2004 Valoración de la actividad económica regional de España a través de indicadores sintéticos by López García, Ana María & Castro Nuñez, Rosa Belén [Downloadable!] 2004 Estimating the Smoothing Parameter in the So-Called Hodrick-Prescott Filter by Schlicht, Ekkehart [Downloadable!] 2004 Forecasting and Estimating Multiple Change-point Models with an Unknown Number of Change-points by Gary M. Koop & Simon M. Potter [Downloadable!] 2004 The second moments matter: The response of bank lending behavior to macroeconomic uncertainty by Christopher F. Baum & Mustafa Caglayan & Neslihan Ozkan [Downloadable!] 2004 Oil and gas market in the UK: evidence from a cointegration approach by Theodore Panagiotidis & Emilie Rutledge [Downloadable!] 2004 Using the Correlation Dimension to Detect non-linear dynamics by Theodore Panagiotidis & David Chappell [Downloadable!] 2004 Asymmetric Dynamics in the Current Account: Evidence from Long-Horizon Data by Ibrahim Chowdhury & Gregory Gadzinski & Mathias Hoffmann [Downloadable!] 2004 Intertemporally Non-Separable Monetaryasset Risk Adjustment And Aggregation by William Barnett & Shu Wu [Downloadable!] 2004 On user costs of risy monetary assets by William Barnett & Shu Wu [Downloadable!] 2004 Estimating the Smoothing Parameter in the So-Called Hodrick-Prescott Filter by Schlicht, Ekkehart [Downloadable!] 2004 Spurious And Hidden Volatility by M. Angeles Carnero & Daniel Peña & Esther Ruiz [Downloadable!] 2004 Temporal Aggregation Of An Estar Process: Some Implications For Purchasing Power Parity Adjustment by Ivan Paya & David A. Peel [Downloadable!] 2004 Nonlinear Ppp Under The Gold Standard by Ivan Paya & David A. Peel [Downloadable!] 2004 Toward a Theory of Evaluating Predictive Accuracy by Kunst, Robert M. & Jumah, Adusei [Downloadable!] 2004 Parameter Instability and Forecasting Performance. A Monte Carlo Study by Anyfantakis, Costas & Caporale, Guglielmo M. & Pittis, Nikitas [Downloadable!] 2004 Robustness of the CUSUM and CUSUM-of-Squares Tests to Serial Correlation, Endogeneity and Lack of Structural Invariance. Some Monte Carlo Evidence by Caporale, Guglielmo Maria & Pittis, Nikitas [Downloadable!] 2004 The BDS Test as a Test for the Adequacy of a GARCH(1,1) Specification. A Monte Carlo Study by Caporale, Guglielmo Maria & Ntantamis, Christos & Pantelidis, Theologos & Pittis, Nikitas [Downloadable!] 2004 Long-run and Cyclical Dynamics in the US Stock Market by Caporale, Guglielmo Maria & Gil-Alana, Luis A. [Downloadable!] 2004 Some Perils of Policy Rule Regression by Carrillo, Julio & Fève, Patrick [Downloadable!] 2004 Seasonally and Fractionally Differenced Time Series (revised, August 2006) by Naoya Katayama [Downloadable!] 2004 Asymptotic Prediction Mean Squared Error for Strongly Dependent Processes with Estimated Parameters by Naoya Katayama [Downloadable!] 2004 Is more data better? by Kaushik Mitra [Downloadable!] 2004 Punishment and Counter-punishment in Public Goods Games: Can we still govern ourselves? by Roberto Ricciuti [Downloadable!] 2004 Integer-Valued Moving Average Modelling of the Number of Transactions in Stocks by Brännäs, Kurt & Quoreshi, Shahiduzzaman [Downloadable!] 2004 A Bayesian Approach to Modelling Graphical Vector Autoregressions by Corander, Jukka & Villani, Mattias [Downloadable!] 2004 Repeated surveys and the Kalman filter by Lind, Jo Thori [Downloadable!] 2004 The shadow economy in Norway: Demand for currency approach by Shima, Isilda [Downloadable!] 2004 Testing Structural Hypotheses on Cointegration Vectors: A Monte Carlo Study by Eriksson , Åsa [Downloadable!] 2004 A Two-State Capital Asset Pricing Model with Unobservable States by Nilsson, Birger & Hansson, Björn [Downloadable!] 2004 Regime switching as an alternative early warning system of currency crises - an application to South-East Asia by Arias, Guillaume & Erlandsson, Ulf [Downloadable!] 2004 Ergodicity, mixing, and existence of moments of a class of Markov models with applications to GARCH and ACD models by Meitz, Mika & Saikkonen, Pentti [Downloadable!] 2004 A smooth permanent surge process by González Gómez, Andrés [Downloadable!] 2004 Evaluating exponential GARCH models by Malmsten, Hans [Downloadable!] 2004 Stylized Facts of Financial Time Series and Three Popular Models of Volatility by Malmsten, Hans & Teräsvirta, Timo [Downloadable!] 2004 Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series: A re-examination by Teräsvirta, Timo & van Dijk, Dick & Medeiros, Marcelo 2004 Evaluating models of autoregressive conditional duration by Meitz, Mika & Teräsvirta, Timo [Downloadable!] 2004 Structural Change, Capital’s Contribution, and Economic Efficiency: Sources of China’s Economic Growth Between 1952-1998 by Wang, Zijian & Wei, Jiegen [Downloadable!] 2004 The impact of macroeconomic news on exchange rate volatility by Laakkonen , Helinä [Downloadable!] 2004 Short-run and long-run relationships in the consumption of alcohol in the Scandinavian countries by Bentzen, Jan & Smith, Valdemar [Downloadable!] 2004 Export Diversification, Externalities and Growth by Dierk Herzer & Felicitas Nowak-Lehmann D. [Downloadable!] 2004 Modeling the Defense-Growth Nexus in a Post-Conflict Country - A Piecewise Linear Approach by Gerhard Reitschuler & Ludger J. Löning [Downloadable!] 2004 A flexible prior distribution for Markov switching autoregressions with Student-t errors by Philippe J. Deschamps [Downloadable!] 2004 No Predictable Components in G7 Stock Returns by Prasad Bidarkota & Khurshid M. Kiani [Downloadable!] 2004 Strong Orthogonal Decompositions and Nonlinear Impulse Response Functions for Infinite-Variance Processes by Jonathan B. Hill [Downloadable!] 2004 Competition, the Lisbon Strategy and the Euro by Anindya Banerjee & Bill Russell [Downloadable!] 2004 Properties of Recursive Trend-Adjusted Unit Root Tests by Paulo M. M. Rodrigues [Downloadable!] 2004 Efficient Tests of the Seasonal Unit Root Hypothesis by Paulo M.M. Rodrigues & A.M. Robert Taylor [Downloadable!] 2004 Estacionalidad determinista y estocástica en series temporales macroeconómicas. by Ignacio Díaz-Emparanza & Javier López-de-Lacalle [Downloadable!] 2004 Testing for Stationarity in Heterogeneous Panels with Serially Correlated Errors by Yongcheol Shin & Andy Snell 2004 Bounds Testing Approaches to the Analysis of Long Run Relationships by M Pesaran & Yongcheol Shin & Richard J Smith [Downloadable!] 2004 Dynamic asymmetries in US unemployment by Gary Koop & Simon M. Potter 2004 GLS Detrending-Based Unit Root Tests in Nonlinear STAR and SETAR Frameworks by George Kapetanios & Yongcheol Shin [Downloadable!] 2004 Mean Group Tests for Stationarity in Heterogenous Panels by Yongcheol Shin & Andy Snell [Downloadable!] 2004 Generalized (Cross) Spectral Tests for Optimal Forecasts and Conditional Predictive Ability Under Generalized Loss Functions by Tae-Hwy Lee & Yongmiao Hong 2004 The Spatial Analysis of Time Series by Joon Y. Park 2004 Endogeneity in Nonlinear Regressions with Integrated Time Series by Joon Y. Park & Yoosoon Chang 2004 Why Distinguishing Jumps from Volatility is Difficult (But Not Impossible) by Yacine Ait-Sahalia [Downloadable!] 2004 Expected Value Models: A New Approach by Nour Meddahi 2004 Temporal aggregation of multivariate GARCH processes by Christian M. Hafner [Downloadable!] 2004 Testing for structural change in regression with long memory processes by Stepana Lazarova [Downloadable!] 2004 The empirical relevance of the New Keynesian Phillips curve by Ragnar Nymoen & Gunnar Bardsen & Eilev S. Jansen [Downloadable!] 2004 Nonlinear estimators with integrated regressors but without exogeneity by Robert de Jong [Downloadable!] 2004 Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation by Sainan Jin & Peter Phillips & Yixiao Sun [Downloadable!] 2004 Block Bootstrap for Parameter Estimation Error when Parameters are recursively estimated by Norman R. Swanson & Valentina Corradi 2004 Properties of Optimal Forecasts by Allan Timmermann & Andrew J. Patton [Downloadable!] 2004 Model Specification Testing in Nonparametric and Semiparametric Time Series Econometric Models by Jiti Gao & Maxwell King 2004 Threshold Integrated Moving Average Models (Does Size Matter? Maybe So) by Oscar Martin & Jesus Gonzalo 2004 Jackknifing Bond Option Prices by Jun Yu & Peter Phillips [Downloadable!] 2004 Potential Pitfalls in Determining Multiple Structural Changes with an Application to Purchasing Power Parity by Ruxandra Prodan [Downloadable!] 2004 Extremal Correlation for GARCH Data by Carmela Quintos [Downloadable!] 2004 Does Consumption Respond More to Housing Wealth Than to Financial Market Wealth? by N. Kundan Kishor 2004 Non-Markovian Regime Switching with Endogenous States and Time-Varying State Strengths by Chib & Siddhartha; Dueker [Downloadable!] 2004 Nonlinearity, Nonstationarity, and Thick Tails: How They Interact to Generate Persistency in Memory by Joon Y. Park & J. Isaac Miller 2004 Admissible and Nonadmissible Test in Unit-Root-like Situations by Werner Ploberger 2004 Covariance-based orthogonality tests for regressors with unknown persistence by Katsumi Shimotsu & Alex Maynard 2004 Realized Variance and IID Market Microstructure Noise by Asger Lunde & Peter Reinhard Hansen [Downloadable!] 2004 Unit Root Test in a Threshold Autoregression: Asymptotic Theory and Residual-based Block Bootstrap by Myunghwan Seo [Downloadable!] 2004 Testing and Modelling Market Microstructure Effects with an Application to the Dow Jones Industrial Average by Basel Awartani & Valentina Corradi [Downloadable!] 2004 A Skewed GARCH-in-Mean Model: An Application to U.S. Stock Returns by Pentti Saikkonen & Markku Lanne [Downloadable!] 2004 Optimal test for Markov switching by Marine Carrasco & Liang Hu [Downloadable!] 2004 Dynamic time series binary choice by Tiemen Woutersen & Robert M. de Jong [Downloadable!] 2004 Structural changes, common stochastic trends and unit roots in panel data by Jushan Bai; Josep LluÃs Carrion-i-Silvestre [Downloadable!] 2004 Cross Section Vs Time Series Measures of Uncertainty: Using UK Survey Data by Ciaran Driver & Lorenzo Trapani 2004 PSEUDO-MAXIMUM LIKELIHOOD ESTIMATION OF ARCH($ \infty $) MODELS by Paolo Zaffaroni & Peter M. Robinson 2004 Fixed Bandwidth Asymptotics in Single Equation Models of Cointegration with an Application to Money Demand by Helle Bunzel [Downloadable!] 2004 Finite Sample and Optimal Inference in Possibly Nonstationary ARCH Models with Gaussian and Heavy-Tailed Errors by Emma Iglesias & Jean Marie Dufour [Downloadable!] 2004 Bootstrapping the HEGY Seasonal Unit Root Tests by Robert Taylor & Peter Burridge [Downloadable!] 2004 Bagging Time Series Models by Lutz Kilian & Atsushi Inoue [Downloadable!] 2004 The Contagion Box: Measuring Co-Movements in Financial Markets by Regression Quantiles by Simone Manganelli & Lorenzo Cappiello & Bruno Gerard [Downloadable!] 2004 Long-run and Cyclical Dynamics in the US Stock Market by L.A. Gil-Alana & G.M. caporale [Downloadable!] 2004 Non-Markovian Regime Switching with Endogenous States and Time-Varying State Strengths by Michael Dueker [Downloadable!] 2004 Cointegration And Wavelets: An Empirical Analysis Of The Relationship Between Money And Output In Peru by Erick Lahura 2004 Subsampling Hypothesis Tests for Nonstationary Panels with Applications to the PPP Hypothesis by Timothy Chu & In Choi 2004 Microstructure noise, realized volatility, and optimal sampling by Jeffrey R. Russell & Federico M. Bandi [Downloadable!] 2004 Testing for seasonal unit roots in heterogeneous panels by Jesus Otero & Jeremy Smith [Downloadable!] 2004 Forecasting Chilean Industrial Production with Automated Procedures by ROMULO A. CHUMACERO [Downloadable!] 2004 Extremal Dependence In Exchange Rate Markets by Viviana Fernandez [Downloadable!] 2004 El ciclo económico en Uruguay - Un modelo de Switching Regimes by Alejandro R. Pena Sanchez [Downloadable!] 2004 Time Series Behaviour of Stock Trading Volume:An Evidence from Indian Stock Market by Alok Kumar 2004 Long Memory in Import and Export Price Inflation and Persistence of Shocks to the Terms of Trade by G. K. Randolph TAN [Downloadable!] 2004 A note on some properties of STUR processes by Gawon Yoon [Downloadable!] 2004 Duration and Order Type Clusters by Wing Lon NG [Downloadable!] 2004 The performance of the tests of linear and logarithmic transformations for integrated processes with stochastic unit roots by Gawon Yoon [Downloadable!] 2004 A component-driven model for regime switching and its empirical evidence by Chung-Ming Kuan & Yu-Lieh Huang [Downloadable!] 2004 Forecasting Value-at-Risk Using the Markov-Switching ARCH Model by Wei-Ting Tang & Yin-Feng Gau [Downloadable!] 2004 Export Instability, Investment and Economic Growth in Asian Countries: A Time Series Analysis by Dipendra Sinha [Downloadable!] 2004 The effect of exchange rate uncertainty on US imports from the UK: Consistent OLS estimation with volatility measured by an ARCH-type model by Jan M Podivinsky & Chongcheul Cheong & Maozu Lu [Downloadable!] 2004 Inappropriate Detrending and Spurious Cointegration by Heejoon Kang 2004 Estimation of Stochastic Volatility Models : An Approximation to the Nonlinear State Space by Junji Shimada & Yoshihiko Tsukuda [Downloadable!] 2004 Testing Intertemporal Rational Expectations Model with State Uncertainty: An Application to the Permanent Income Hypothesis by Chao-Hsi Huang & Yue-Lieh Huang [Downloadable!] 2004 The impact of monetary policy on New Zealand business cycles and inflation variability by Nathan McLellan & Robert A Buckle & Kunhong Kim [Downloadable!] 2004 Estimation of Copula-Based Semiparametric Time Series Models by Yanqin Fan & Xiaohong Chen [Downloadable!] 2004 GMM with Many Moment Conditions by Peter C. B. Phillips & Chirok Han [Downloadable!] 2004 Covariance-based orthogonality tests for regressors with unknown persistence by Katsumi Shimotsu & Alex Maynard [Downloadable!] 2004 Purchasing Power Parity for Traded and Non-traded Goods: A Structural Error Correction Model Approach by Masao Ogaki & Jaebeom Kim 2004 Nonstationary Nonlinear Heteroskedasticity in Regression by Joon Y. Park & Heetaik Chung [Downloadable!] 2004 Stationarity Tests for Irregularly Spaced Observations and the Effects of Sampling Frequency on Power by Robert Taylor & Fabio Busetti [Downloadable!] 2004 Testing for a unit-root with a nonlinear Fourier function by Junsoo Lee & Walter Enders [Downloadable!] 2004 Estimation of Credit and Default Spreads: An Application to CDO Valuation by Jaesun Noh [Downloadable!] 2004 A conditional distribution model for limited stock index returns by Walter G. Sanddorf-Koehle & Ralph Friedmann 2004 Uncertainty in Second Moments: Implications for Portfolio Allocation by David Daewhan Cho [Downloadable!] 2004 Uncertainty in Second Moments: Implications for Portfolio Allocation by David Daewhan Cho [Downloadable!] 2004 Approximation of A Jump-Diffusion Process by Sanghoon Lee [Downloadable!] 2004 Further results on weak-exogeneity in vector error correction models by Christophe Rault [Downloadable!] 2004 Monetary Policy and Capital Accumulation Processes :How did the FED react to the Transition Phases ? by Paolucci Frank 2004 Temporal aggregation, causality distortions and a sign rule by Tilak Abeysinghe & Gulasekaran Rajaguru 2004 Modified Tests for a Change in Persistence by Robert Taylor & Stephen Leybourne & David Harvey [Downloadable!] 2004 Impacts of Real exchange Rate Volatility and Real Exchange Rate Misalignment on China by Li Guangzhong & Jan P Voon 2004 Discretised Non-Linear Filtering for Dynamic Latent Variable Models: with Application to Stochastic Volatility by Scott I. White & Adam E. Clements & Stan Hurn [Downloadable!] 2004 How Can We Define the Long Memory Concept? An Econometric Survey by Dominique Guegan 2004 Another Characterization of Long Memory Behavior by Jerome J Collet & Dominique Guegan 2004 Some Bootstrap Tests for Non-linearity and Long Memory in Financial Time Series by Rodney C Wolff & Adrian G Barnett 2004 Testing for Nonlinearity in Mean in the Presence of Heteroskedasticity by Stan Hurn [Downloadable!] 2004 Trend estimation, signal-noise ratios and the frequency of observations by Andrew Harvey 2004 Co-movement of Australian State Business Cycles by Thomas Walker & David Norman [Downloadable!] 2004 The Mean Variance Mixing GARCH (1,1) model by Lars Forsberg & Anders Eriksson [Downloadable!] 2004 Nonlinear Modelling of Purchasing Power Parity in Indonesia by Param Silvapulle & Titi Kanti Lestari & Jae Kim [Downloadable!] 2004 Testing for Dependence in Non-Gaussian Time Series Data by Keith Freeland & Brendan McCabe & Gael Martin [Downloadable!] 2004 Some Methods for Assessing the Need for Non-linear Models in Business Cycle Analysis and Forecasting by A. Pagan & J. Engel & D. Haugh [Downloadable!] 2004 Testing and Modelling Market Microstructure Effects with an Application to the Dow Jones Industrial Average by Walter Distaso & Basel Awartani & Valentina Corradi [Downloadable!] 2004 Duration and Order Type Clusters by Wing Lon NG [Downloadable!] 2004 Seasonality, Cycles and Unit Roots by Mickael Salabasis & Sune Karlsson [Downloadable!] 2004 Single Source of Error State Space Approach to the Beveridge Nelson Decomposition by Chin Nam Low & Heather Anderson & Ralph Snyder [Downloadable!] 2004 Purchasing Power Parity Hypothesis in Developing Economies: Some Empirical Evidence from Sri Lanka by Guneratne B Wickremasinghe [Downloadable!] 2004 Forward looking information in S&P 500 options by Scott I White & Ralf Becker & Adam E Clements [Downloadable!] 2004 Using turning point information to study economic dynamics by Don Harding [Downloadable!] 2004 The Effect of Exchange Rate Uncertainty on US Imports from the UK: Consistent OLS Estimation with Volatility Measured by An ARCH-type Model by Jan M. Podivinsky & Chongcheul Cheong & Maozu Lu [Downloadable!] 2004 Effects of Level Outliers on the Identification and Estimation of GARCH Models by E. Ruiz & M.A. Carnero & D. Pereira [Downloadable!] 2004 Analysis of the predictive ability of information accumulated over nights, weekends and holidays by Ilias Tsiakas [Downloadable!] 2004 An Alternative Estimation of Spurious Regression Model by Shahidur Rahman 2004 LM-Type tests for a Unit Root Allowing for a Break in Trend by Luis C. Nunes [Downloadable!] 2004 Normal Log-normal Mixture: Leptokurtosis, Skewness and Applications by Minxian Yang [Downloadable!] 2004 Pricing LME Commodity Futures Contracts by Richard Heaney 2004 Asymmetry, Loss Aversion and Forecasting by Stephen E. Satchell & Shaun A. Bond [Downloadable!] 2004 Sensitivity of OLS estimates against ARFIMA error process as small sample Test for long memory by Anurag Banerjee [Downloadable!] 2004 Periodic Heteroskedastic RegARFIMA models for daily electricity spot prices by Marius Ooms & M. Angeles Carnero & Siem Jan Koopman [Downloadable!] 2004 Forecasting US Inflation Using Model Averaging by Dick van Dijk 2004 How persistent is disaggregate inflation? An analysis across EU15 countries and HICP sub-indices by Patrick Lünnemann & Thomas Y. Mathä [Downloadable!] 2004 Inflation persistence in the European Union, the euro area, and the United States by Gregory Gadzinski & Fabrice Orlandi [Downloadable!] 2004 Determinants of euro term structure of credit spreads by Astrid Van Landschoot [Downloadable!] 2004 Inflation persistence - facts or artefacts? by Carlos Robalo Marques [Downloadable!] 2004 Factor substitution and factor augmenting technical progress in the US - a normalized supply-side system approach by Rainer Klump & Peter McAdam & Alpo Willman [Downloadable!] 2004 The information content of over-the-counter currency options by Peter Christoffersen & Stefano Mazzotta [Downloadable!] 2004 Seasonal adjustment and the detection of business cycle phases by Antonio Matas Mir & Denise R Osborn [Downloadable!] 2004 Is inflation persistence intrinsic in industrial economies? by Andrew T. Levin & Jeremy M. Piger [Downloadable!] 2004 Frequency domain principal components estimation of fractionally cointegrated processes by Claudio Morana [Downloadable!] 2004 A mark-up model of inflation for the euro area by Christopher Bowdler & Eilev S. Jansen [Downloadable!] 2004 A structural common factor approach to core inflation estimation and forecasting by Claudio Morana [Downloadable!] 2004 Fiscal policy events and interest rate swap spreads - evidence from the EU by António Afonso & Rolf Strauch [Downloadable!] 2004 Productivity and the Natural Rate of Unemployment by Jiri Slacalek [Downloadable!] 2004 The Welfare State, Thresholds, and Economic Growth by Tatiana Fic & Chetan Ghate [Downloadable!] 2004 Forecasting Daily Time Series using Periodic Unobserved Components Time Series Models by Siem Jan Koopman & Marius Ooms [Downloadable!] 2004 Modeling and Forecasting S&P 500 Volatility: Long Memory, Structural Breaks and Nonlinearity by Martin Martens & Dick van Dijk & Michiel de Pooter [Downloadable!] 2004 Forecasting Daily Variability of the S&P 100 Stock Index using Historical, Realised and Implied Volatility Measurements by Siem Jan Koopman & Borus Jungbacker & Eugenie Hol [Downloadable!] 2004 Local sensitivity and diagnostic tests by Magnus, J.R. & Vasnev, A.L. [Downloadable!] 2004 Factor Substitution and Factor Augmenting Technical Progress in the US: A Normalized Supply-Side System Approach by Rainer Klump & Peter McAdam & Alpo Willman [Downloadable!] 2004 Uniform Limit Theory for Stationary Autoregression by Liudas Giraitis & Peter C.B. Phillips [Downloadable!] 2004 Expansions for Approximate Maximum Likelihood Estimators of the Fractional Difference Parameter by Offer Lieberman & Peter C.B. Phillips [Downloadable!] 2004 Limit Theory for Moderate Deviations from a Unit Root by Peter C.B. Phillips & Tassos Magdalinos [Downloadable!] 2004 HAC Estimation by Automated Regression by Peter C.B. Phillips [Downloadable!] 2004 A Quantilogram Approach to Evaluating Directional Predictability by Oliver Linton & Yoon-Jae Whang [Downloadable!] 2004 Robust inference on seasonal unit roots via a bootstrap applied to OECD macroeconomic series by Peter Burridge & Frida Gjorstrup & A.M. Robert Taylor [Downloadable!] 2004 A Two-Stage Plug-In Bandwidth Selection and Its Implementation in Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation by Hirukawa Masayuki [Downloadable!] 2004 A Time-Frequency Analysis of the Coherences of the US Business Cycle and the European Business Cycle by Hughes Hallett, Andrew & Richter, Christian [Downloadable!] 2004 Small Sample Properties of Forecasts From Autoregressive Models Under Structural Breaks by Pesaran, M Hashem & Timmermann, Allan G [Downloadable!] 2004 Towards a Monthly Business Cycle Chronology for the Euro Area by Mönch, Emanuel & Uhlig, Harald [Downloadable!] 2004 Bagging Time Series Models by Inoue, Atsushi & Kilian, Lutz [Downloadable!] 2004 Confidence Building on Euro Conversion: Theory and Evidence from Currency Options by Driessen, Joost & Perotti, Enrico C [Downloadable!] 2004 Macro and microeconomic persistence in regional unemployment. The case of Argentina by Panigo, Demian & Féliz, Mariano & Perez, Pablo [Downloadable!] 2004 Refinement of the partial adjustment model using continuous-time econometrics by Arie ten Cate [Downloadable!] 2004 Identification and Measurement of Relationships Concerning Inflow of FDI: The Case of the Czech Republic by Petr Kral [Downloadable!] 2004 Estimation And Testing Of Dynamic Models With Generalised Hyperbolic Innovations by Francisco Javier Mencía & Enrique Sentana [Downloadable!] 2004 Exchange Rates and Markov Switching Dynamics by Yin-Wong Cheung & Ulf G. Erlandsson [Downloadable!] 2004 Nonparametric Regression and the Detection of Turning Points in the Ifo Business Climate by Klaus Abberger [Downloadable!] 2004 Do Ifo Indicators Help Explain Revisions in German Industrial Production? by Jan Jacobs & Jan-Egbert Sturm [Downloadable!] 2004 The Role of the IFO Business Climate Indicator and Asset Prices in German Monetary Policy by Elmer Sterken [Downloadable!] 2004 Efficiency Improvements in Inference on Stationary and Nonstationary Fractional Time Series by Peter M Robinson [Downloadable!] 2004 Change of regime and Phillips curve stability:The case of Spain, 1964-2002 by Oscar Bajo-Rubio & Mª Carmen Díaz Roldán & Vicente Esteve [Downloadable!] 2004 Testing for hysteresis in unemployment in OECD countries. New evidence using stationarity panel tests with breaks† by Mariam Camarero & Josep Lluís Carrion-i-Silvestre & Cecilio Tamarit [Downloadable!] 2004 A Strategy for Testing the Unit Root in AR(1) Model with Intercept. A Monte Carlo Experiment by José Angel Roldán Casas & Rafaela Dios-Palomares [Downloadable!] 2004 Unit roots in macroeconomic time series: a post Keynesian interpretation by Gilberto A. Libanio [Downloadable!] 2004 Unit roots in macroeconomic time series: theory, implications, and evidence by Gilberto A. Libanio [Downloadable!] 2004 Modeling and Forecasting DAX Index Volatility by Zdravetz Lazarov [Downloadable!] 2004 Stata: The language of choice for time series analysis? by Christopher F. Baum [Downloadable!] 2004 Modelling inflation in the Euro Area by Eilev S. Jansen [Downloadable!] 2004 Testing for a time-varying price-cost markup in the Euro area inlation process by Christopher Bowdler & Eilev S. Jansen [Downloadable!] 2004 Are speculative attacks triggered by sunspots? A new test by Nikola A. Tarashev [Downloadable!] 2004 Partial Indexation, Trend Inflation, and the Hybrid Phillips Curve by Sahuc, J-G. [Downloadable!] 2004 Determinants of Productivity per Employee: an Empirical Estimation Using Panel Data by Belorgey, N. & Lecat, R. & Maury, P-M. [Downloadable!] 2004 Optimal Portfolio Allocation Under Higher Moments by Jondeau, E. & Rockinger, M. [Downloadable!] 2004 Business cycle non-linearities and productivity shocks by Paolo Piselli [Downloadable!] 2004 A useful tool to identify recessions in the euro-area by Pilar Bengoechea & Gabriel Pérez-Quirós [Downloadable!] 2004 Combining filter design with model based filtering (with an application to business cycle estimation) by Regina Kaiser & Agustín Maravall [Downloadable!] 2004 Are european business cycles close enough to be just one? by Máximo Camacho & Gabriel Pérez-Quirós & Lorena Saiz [Downloadable!] 2004 Structural Change and Forecasting Long-Run Energy Prices by Jean-Thomas Bernard & Lynda Khalaf & Maral Kichian [Downloadable!] 2004 Prévision et analyse de la production manufacturière au Canada : comparaison de modèles linéaires et non linéaires by Frédérick Demers [Downloadable!] 2004 Exact Tests of Equal Forecast Accuracy with an Application to the Term Structure of Interest Rates by Richard Luger [Downloadable!] 2004 Testing for hysteresis in unemployment in OECD countries. New evidence using stationarity panel tests with breaks by Mariam Camarero & Josep Lluis Carrion Silvestre & Cecilio Tamarit [Downloadable!] 2004 Estimation Of The Cyclical Component Of Economic Time Series by Maria-Helena A. Dias & Joilson Dias & Charles L. Evans [Downloadable!] 2004 Comportamento Diário Do Mercado Brasileiro De Reservas Bancárias - Nível E Volatilidade - Implicações Na Política Monetária by Mardilson Fernandes Queiroz [Downloadable!] 2004 Câmbio, Inflação E Juros Na Transição Do Regime Cambial Brasileiro: Uma Análise De Vetores Auto-Regressivos E Causalidade by Carlos de Almeida Cardoso & Flávio Vilela Vieira [Downloadable!] 2004 Exchange Rate Dynamics In Brazil by Flávio Vilela Vieira & Márcio Holland [Downloadable!] 2004 A Regime Switching Long Memory Model for Electricity Prices by Niels Haldrup & Morten O. Nielsen [Downloadable!] 2004 Testing for Additive Outliers in Seasonally Integrated Time Series by Niels Haldrup & Antonio Montañés & Andreu Sansó [Downloadable!] 2004 Seasonal Unit Root Testing Based on the Temporal Aggregation of Seasonal Cycles by Gabriel Pons Rotger [Downloadable!] 2004 Nonlinear Purchasing Power Parity under the Gold Standard by Ivan Paya & David A. Peel 2004 An Analysis Of Pribor Interest Rates Sensitivity To Changes In Czech National Bank Repo Rate by Jaroslav BRADA & Karel Brůna [Downloadable!] 2004 Efficiency Of The Secondary T-Bill Market by Zdeněk Dvorný [Downloadable!] 2004 The Incidence of Long-term Unemployment in Australia 1978-2003 by Robert Dixon & G.C. Lim 2004 Forecasting Australian Unemployment Rates using Spectral Analysis by Patrick J. Wilson & L.J. Perry 2004 Financial Variables and the Simulated Out-of-Sample Forecastability of U.S. Output Growth Since 1985: An Encompassing Approach by David E. Rapach & Christian E. Weber [Downloadable!] 2004 Valoración de la actividad económica regional de España a través de indicadores sintéticos by LÓPEZ GARCÍA, A. Mª & CASTRO NÚÑEZ, R.B. [Downloadable!] 2004 Price and Income Elasticities of Russian Exports by Bernardina Algieri [Downloadable!] 2004 Testing of Unit Root Cycles in the Swedish Economy by Luis Gil-alana [Downloadable!] 2004 Time series evidence on education and growth: the case of Guatemala, 1951-2002 by Josef L. Loening [Downloadable!] 2004 Enflasyon, Büyüme Ve Reel-Nominal Belirsizlikler Arasında Nedensellik İlişkileri by Ahmet ÇETİN 2004 Gasto en defensa y renta en los países de la Alianza Atlántica (1960-2002) by Claudia Pérez- Forniés & Mª Dolores Gadea & Eva Pardos [Downloadable!] 2004 Una estimación de la economía informal en España, según un enfoque monetario, 1964-2001 by Prado Domínguez, Javier 2004 Asset Pricing Under the Presence of Transactions Cost:Evidence from the UK Stock Market by Andros Gregoriou & Christos Ioannidis 2004 The Persistence of Mutual Funds Performance: Evidence From The UK Stock Market by Dimitrios F. Kenourgios & Ioannis Petropoulos 2004 Money Financed Deficits, Central Bank Reform and Inflation Persistence:Evidence from Selected European Countries by Athanasios P. Papadopoulos & Moise G. Sidiropoulos 2004 Homicide Cycles in Colombia by Brauer, J & Gomez-Sorzano, A.G. [Downloadable!] 2004 Real Cost of Employment and Turkish Labour Market: A Panel Cointegration Tests Approach by Bildirici, M. [Downloadable!] 2004 Unit-Root, Cointegration and Granger Causality Test Results for Export and Growth in OECD Countries by Konya, Laszlo [Downloadable!] 2004 Do WAEMU Countries Exhibit a Regional Business Cycle?. A Simulated Markov Switching Model for a Western Africa area by Aka, B.F. [Downloadable!] 2004 Human Capital, Technology diffusion and Economic Growth in Low-to-Middle Income Country: a time series perspective of Guatemala, 1950-2001 by Loening, J.L. [Downloadable!] 2004 Asymmetry in Okun's law by Paramsothy Silvapulle & Imad Moosa & Mervyn Silvapulle [Downloadable!] 2004 Taux de change reel d'equilibre et politique de change au Maroc : une approche non parametrique by Jamal Bouoiyour & Velayoudom Marimoutou & Serge Rey [Downloadable!] 2004 Testing forward exchange rate unbiasedness efficiently: a semiparametric approach by Douglas J. Hodgson & Oliver Linton & Keith Vorkink [Downloadable!] 2004 An Integer-Valued Time Series Model for Hotels that Accounts for Constrained Capacity by Kurt Brannas & Jonas Nordstrom [Downloadable!] 2004 Nonlinear Intraday Dynamics in Eurostoxx50 Index Markets by M. Dolores Robles-Fernandez & Luisa Nieto & M. Angeles Fernandez [Downloadable!] 2004 A New Test of the Martingale Difference Hypothesis by Chung-Ming Kuan & Wei-Ming Lee [Downloadable!] 2004 Constructing Non-linear Gaussian Time Series by Means of a Simplified State Space Representation by Paolo Vidoni [Downloadable!] 2004 Mixture Processes for Financial Intradaily Durations by Giovanni De Luca & Giampiero M. Gallo [Downloadable!] 2004 GARCH-type Models with Generalized Secant Hyperbolic Innovations by Paola Palmitesta & Corrado Provasi [Downloadable!] 2004 MCMC Bayesian Estimation of a Skew-GED Stochastic Volatility Model by Nunzio Cappuccio & Diego Lubian & Davide Raggi [Downloadable!] 2004 Estimating Stochastic Volatility Models: A Comparison of Two Importance Samplers by Kai Ming Lee & Siem Jan Koopman [Downloadable!] 2004 Clusters of Extreme Observations and Extremal Index Estimate in GARCH Processes by Fabrizio Laurini [Downloadable!] 2004 Analyzing Financial Time Series through Robust Estimators by Luigi Grossi [Downloadable!] 2004 Extensions of the Forward Search to Time Series by Marco Riani [Downloadable!] 2004 Relationship between Local and Global Nonparametric Estimators Measures of Fitting and Smoothing by Estela Bee Dagum & Alessandra Luati [Downloadable!] 2004 Seasonal Specific Structural Time Series by Tommaso Proietti [Downloadable!] 2004 Stability and Consistency of Seasonally Adjusted Aggregates and Their Component Patterns by William P. Cleveland [Downloadable!] 2004 Inference and Forecasting for ARFIMA Models With an Application to US and UK Inflation by Jurgen A. Doornik & Marius Ooms [Downloadable!] 2004 Experimental Design for Time-Dependent Models with Correlated Observations by Dariusz Ucinski & Anthony C. Atkinson [Downloadable!] 2004 On the Stationarity of First-order Nonlinear Time Series Models: Some Developments by Giovanni Fonseca [Downloadable!] 2004 Assessing Chaos in Time Series: Statistical Aspects and Perspectives by Simone Giannerini & Rodolfo Rosa [Downloadable!] 2004 Statistical Tests for Lyapunov Exponents of Deterministic Systems by Rodney Wolff & Qiwei Yao & Howell Tong [Downloadable!] 2004 An Investigation of Current Account Solvency in Latin America Using Non Linear Nonstationarity Tests by Georgios E. Chortareas & George Kapetanios & Merih Uctum [Downloadable!] 2004 The ARAR Error Model for Univariate Time Series and Distributed Lag by Richard A. L. Carter & Arnold Zellner [Downloadable!] 2004 Explaining Speculative Expansions by Wei Xiao [Downloadable!] 2004 Is the U.S. Aggregate Production Function Cobb-Douglas? New Estimates of the Elasticity of Substitution by Pol Antràs [Downloadable!] 2004 Output Variability and Economic Growth: the Japanese Case by Stilianos Fountas & Menelaos Karanasos & Alfonso Mendoza [Downloadable!] 2003 Will the (German) NAIRU Please Stand up? by Franz, Wolfgang [Downloadable!] 2003 The Forecasting Performance of German Stock Option Densities by Keller, Joachim & Glatzer, Ernst & Craig, Ben R & Scheicher, Martin [Downloadable!] 2003 Unit Roots, Nonlinear Cointegration and Purchasing Power Parity by Alfred A. Haug & Syed A. Basher [Downloadable!] 2003 The KPSS Test with Outliers by Otero, Jesus & Smith, Jeremy [Downloadable!] 2003 The Performance Of Setar Models : A Regime Conditional Evaluation Of Point, Interval And Density Forecasts by Boero, Gianna & Marrocu, Emanuela [Downloadable!] 2003 Stochastics for the worst case: distributions and risk measures for minimal returns by Mihnea-Stefan Mihai [Downloadable!] 2003 Net Foreign Assets Management and Capital Account Liberalization. The Romanian Case by Florian Neagu [Downloadable!] 2003 On the Evidence of Non-Linear Structure in Canadian Unemployment by Ossama Mikhail & Curtis J. Eberwein & Jagdish Handa [Downloadable!] 2003 Net Foreign Assets Management and Capital Account Liberalization. The Romanian Case by Florian Neagu [Downloadable!] 2003 "PPP tests in cointegrated panels: Evidence from Asian developing countries" by Syed A. Basher & Mohammed Mohsin [Downloadable!] 2003 "PPP tests in cointegrated panels: Evidence from Asian developing countries" by Syed A. Basher & Mohammed Mohsin [Downloadable!] 2003 Net Foreign Assets Management and Capital Account Liberalization. The Romanian Case by Florian Neagu [Downloadable!] 2003 State of the Art Unit Root Tests and the PPP Puzzle by Claude Lopez & Christian J. Murray & David H. Papell [Downloadable!] 2003 Aggregation-Theoretic Monetary Aggregation over the Euro Area, when Countries are Heterogeneous by William A. Barnett [Downloadable!] 2003 Which Survey Indicators Are Useful for Monitoring Consumption? Evidence fron European Countries by Niek J. Nahuis & W. Jos Jansen [Downloadable!] 2003 Using Instrumental Variables to Estimate the Share of Backward- Looking Firms by Lars Sondergaard [Downloadable!] 2003 Do Aggregate Measures Of Mismatch Measure Mismatch?A Time Series Analysis Of Existing Concepts by Horst Entorf [Downloadable!] 2003 PPP May not Hold for Agricultural Commodities by Luciano Gutierrez [Downloadable!] 2003 The Validity of PPP Theory in ASEAN-Five: Another Look on Cointegration and Panel Data Analysis by Chee-Keong Choong & Wai-Ching Poon & Muzafar Shah Habibullah & Zulkornain Yusop [Downloadable!] 2003 The Fall in British Electricity Prices: Market Rules, Market Structure, or Both? by Natalia Fabra & Juan Toro [Downloadable!] 2003 Net Foreign Assets Management and Capital Account Liberalization. The Romanian Case by Florian Neagu [Downloadable!] 2003 Net Foreign Assets Management and Capital Account Liberalization. The Romanian Case by Florian Neagu [Downloadable!] 2003 Modelling the misalignments of the Dollar-Sterling real exchange rate: a nonlinear cointegration perspective by Slim CHAOUACHI & Gilles DUFRENOT & Val=E9rie MIGNON [Downloadable!] 2003 Net Foreign Assets Management and Capital Account Liberalization. The Romanian Case by Florian Neagu [Downloadable!] 2003 Comovement in international equity markets: A sectoral view by Robert-Paul Berben & W. Jos Jansen [Downloadable!] 2003 Testing and Estimating Persistence in Canadian Unemployment by Ossama Mikhail & Curtis J. Eberwein & Jagdish Handa [Downloadable!] 2003 Real exhange rate misalignment in Hungary: a fractionally integrated=20 threshold model by Gilles DUFRENOT & Elisabeth GRIMAUD & Eug=E9nie LATIL & Val=E9rie MIGNON [Downloadable!] 2003 Tests of Conditional Predictive Ability by Raffaella Giacomini & Halbert White [Downloadable!] 2003 Effects of STAR and TAR types nonlinearities on order selection criteria by Venus Khim-sen Liew & Terence Tai- leung Chong [Downloadable!] 2003 Should Stock Market Indexes Time Varying Correlations Be Taken Into Account? A Conditional Variance Multivariate Approach by Ryan SULEIMANN [Downloadable!] 2003 New Technology Stock Market Indexes Contagion: A VAR-dccMVGARCH Approach by Ryan SULEIMANN [Downloadable!] 2003 The Contagion Effect Between the Volatilities of the NASDAQ-100 and the IT.CA :A Univariate and A Bivariate Switching Approach by Ryan SULEIMANN [Downloadable!] 2003 Modeling highly volatile and seasonal markets: evidence from the Nord Pool electricity market by Rafal Weron & Ingve Simonsen & Piotr Wilman [Downloadable!] 2003 ML vs GMM Estimates of Hybrid Macroeconomic Models (With an Application to the "New Phillips Curve") by Eric JONDEAU & Herve LE BIHAN [Downloadable!] 2003 ML vs GMM Estimates of Hybrid Macroeconomic Models (With an Application to the "New Phillips Curve") by Eric JONDEAU & Hervé LE BIHAN [Downloadable!] 2003 Overlaying Time Scales and Persistence Estimation in GARCH(1,1) Models by Eric Hillebrand [Downloadable!] 2003 An Estimation of U.S. Industry-Level Capital-Labor Substitution by Edward J. Balistreri & Christine A. McDaniel & Eina Vivian Wong [Downloadable!] 2003 Exchange Rate Regimes and Volatility: Comparison of the Snake and Visegrad by Juraj Valachy & Evžen Ko?enda & [Downloadable!] 2003 Modelling the Yield Curve with Orthonormalised Laguerre Polynomials: A Consistent Cross-Sectional and Inter-Temporal Approach by Leo Krippner [Downloadable!] 2003 Modelling the Yield Curve with Orthonomalised Laguerre Polynomials: An Intertemporally Consistent Approach with an Economic Interpretation by Leo Krippner [Downloadable!] 2003 The competitive environment hypothesis revisited: Nonlinearity, nonstationrity and profit persistence by Jesús Crespo-Cuaresma & Adelina Gschwandtner [Downloadable!] 2003 "Guns or Butter?" Revisited: Robustness and Nonlinearity Issues in the Defense-Grotwth Nexus by Jesús Crespo Guaresma & Gerhard Reitschuler [Downloadable!] 2003 Does Trade Openness Affect the Speed of Output Convergence? Some Empirical Evidence by David E. A. Giles & Chad Stroomer [Downloadable!] 2003 Income Convergence and trade Openness: Fuzzy Clustering and Time Series Evidence by Chad Stroomer & David E.A. Giles [Downloadable!] 2003 Gender Convergence in Crime: Evidence From Canadian Adult Offence Charge Data by Jyh-Yaw Joseph Chen & David E.A. Giles [Downloadable!] 2003 Testing For Convergence in Output and in 'Well-Being' in Industrialized Countries by David E.A. Giles & Hui Feng [Downloadable!] 2003 Asymptotic null distributions of stationarity and nonstationarity by Nunzio Cappuccio & Diego Lubian [Downloadable!] 2003 Nonparametric Neural Network Estimation of Lyapunov Exponents and a Direct Test for Chaos by Mototsugu Shintani & Oliver Linton [Downloadable!] 2003 Core Inflation and Inflation Targeting in a Developing Economy by Luis A. Rivas [Downloadable!] 2003 Testing of Nonstationary Cycles in Financial Time Series Data by Javier De Peña & Luis A. Gil-Alana [Downloadable!] 2003 Fractional Integration and the Dynamics of UK Unemployment by Luis A. Gil-Alana & S.G. Brian Henry [Downloadable!] 2003 Testing of Fractional Cointegration in Macroeconomic Time Series by Luis A. Gil-Alana [Downloadable!] 2003 Stock Market Cycles, Financial Liberalization and Volatility by Sebastian Edwards & Javier Gómez Biscarri & Fernando Pérez de Gracia [Downloadable!] 2003 Do 
