Research classified by
Journal of
Economic Literature (JEL) codes
Top JEL
/
C: Mathematical and Quantitative Methods
/ /
C3: Multiple or Simultaneous Equation Models; Multiple Variables
/ / /
C32: Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models
This JEL code is mentioned in the follow RePEc Biblio entries:- > Econometrics > Time Series Models > VAR Models > Sign Restrictions
This topic is covered by the following reading lists:- SOEP based publications
Most recent items first, undated at the end.
2013 House Price, Stock Price and Consumption in South Africa: A Structural VAR Approach
by Goodness C. Aye & Rangan Gupta & Alain Kaninda & Wendy Nyakabawo & Aarifah Razak
2013 A Time-Varying Approach to Analysing Fiscal Policy and Asset Prices in South Africa
by Rangan Gupta & Charl Jooste & Kanyane Matlou
2013 Wealth Effects on Consumption in Switzerland
by Frank Schmid
2013 Using news analytics data in GARCH models
by Sidorov, Sergei & Date, Paresh & Balash, Vladimir
2013 Gelişmekte olan ülkelerde döviz kuru politikaları ihracat ve ithalat üzerinde bir etkiye sahip midir?
by Gokhan DEMİRTAŞ & Banu DEMİRHAN
2013 Monthly US business cycle indicators: A new multivariate approach based on a band-pass filter
by Marczak, Martyna & Gómez, Victor
2013 Time variation in macro-financial linkages
by Prieto, Esteban & Eickmeier, Sandra & Marcellino, Massimiliano
2013 Forecasting of daily electricity spot prices by incorporating intra-day relationships: Evidence form the UK power market
by Katarzyna Maciejowska & Rafal Weron
2013 “Determining the Number of Regimes in Markov-Switching VAR and VMA Models”
by Maddalena Cavicchioli
2013 Geometric and long run aspects of Granger causality
by Majid M. Al-Sadoon
2013 Estimating US Fiscal and Monetary Interactions in a Time Varying VAR
by Eddie Gerba & Klemens Hauzenberger
2013 A Fractionally Integrated Wishart Stochastic Volatility Model
by Manabu Asai & Michael McAleer
2013 On the Size of the Government Spending Multiplier in the Euro Area
by Fève, Patrick & Sahuc, Jean-Guillaume
2013 Commodity Price Shocks and the Business Cycle: Structural Evidence for the U.S
by Matthias Gubler & Matthias S. Hertweck
2013 The Price Puzzle: Fact or Artefact?
by Philip Arestis & Michail Karoglou & Kostas Mouratidis
2013 Debt Relief under the HIPC Initiative: Why Some Countries Complete the Programme Faster Than Others
by William Akoto
2013 Is Volatility Good for Growth? Evidence from the G7
by Elena Andreou & Alessandra Pelloni & Marianne Sensier
2013 Granger Causality from Exchange Rates to Fundamentals: What Does the Bootstrap Test Show Us?
by Hsiu-Hsin Ko & Masao Ogaki
2013 The Effect of Public Capital on Aggregate Output – Empirical Evidence for 22 OECD Countries –
by Wesselhöft, Jan-Erik
2013 The regional pattern of the U.S. house price bubble - An application of SPC to city level data
by Freese, Julia
2013 Bayesian Forecasting with a Factor-Augmented Vector Autoregressive DSGE model
by Stelios D. Bekiros & Alessia Paccagnini
2013 Macroeconomic Forecasting Using Low-Frequency Filters
by João Valle e Azevedo & Ana Pereira
2013 Housing and the Business Cycle in South Africa
by Goodness C. Aye & Mehmet Balcilar & Adel Bosch & Rangan Gupta
2013 Does the Source of Oil Price Shocks Matter for South African Stock Returns? A Structural VAR Approach
by Rangan Gupta & Mampho P. Modise
2013 Forecasting Aggregate Retail Sales: The Case of South Africa
by Goodness C. Aye & Mehmet Balcilar & Rangan Gupta & Anandamayee Majumdar
2013 Housing and the Great Depression
by Mehmet Balcilar & Rangan Gupta & Stephen M. Miller
2013 Macro Shocks And House Prices In South Africa
by Beatrice D. Simo-Kengne & Rangan Gupta & Goodness C. Aye
2013 Real Output and Prices Adjustments under Different Exchange Rate Regimes
by Mirdala, Rajmund
2013 Lessons Learned from Tax versus Expenditure Based Fiscal Consolidation in the European Transition Economies
by Mirdala, Rajmund
2013 Sectoral gross value-added forecasts at the regional level: Is there any information gain?
by Lehmann, Robert & Wohlrabe, Klaus
2013 Tourism Economics in Saudi Arabia: PP-VAR Approach
by Ageli, Mohammed Moosa
2013 Wagner’s Law in Saudi Arabia 1970 - 2012: An Econometric Analysis
by Ageli, Mohammed Moosa
2013 Further Results on Identification of Structural VAR Models
by Kociecki, Andrzej
2013 Monetary exchange rate model as a long-run phenomenon: evidence from Nigeria
by Adawo, Monday A. & Effiong, Ekpeno L.
2013 Stock Market Linkages in Emerging Asia-Pacific Markets
by P., Srinivasan & M., Kalaivani
2013 Modelling Volatility Size Effects for Firm Performance: The Impact of Chinese Tourists to Taiwan
by Chang, Chia-Lin & Hsu, Hui-Kuang
2013 On smoothing macroeconomic time series using HP and modified HP filter
by Choudhary, Ali & Hanif, Nadim & Iqbal, Javed
2013 A New Index of Financial Conditions
by Koop, Gary & Korobilis, Dimitris
2013 A New Asymmetric GARCH Model: Testing, Estimation and Application
by Hatemi-J, Abdulnasser
2013 Integration and Convergence in European Electricity Markets
by Bollino, Carlo Andrea & Ciferri, Davide & Polinori, Paolo
2013 Dynamic relationship between energy consumption and income in Tunisia: A SVECM approach
by Boufateh, Talel & Ajmi, Ahdi Noomen & El Montasser, Ghassen & Issaoui, Fakhri
2013 The relationship between international tourism and economic growth: the case of Morocco and Tunisia
by Bouzahzah, Mohamed & El Menyari, Younesse
2013 Stock market integration between the CEE-4 and the G7 markets: Asymmetric DCC and smooth transition approach
by Baumöhl, Eduard
2013 The Role of Social Factors in Explaining Crime
by Hamzah, Siti Nur Zahara & Lau, Evan
2013 The change in banks' product mix, diversification and performance: An application of multivariate GARCH to Canadian data
by Christian Calmès & Raymond Théoret
2013 Integration and convergence in European electricity markets
by Carlo Andrea Bollino & Davide Ciferri & Paolo Polinori
2013 Futures price volatility in commodities markets: The role of short term vs long term speculation
by Matteo Manera & Marcella Nicolini & Ilaria Vignati
2013 The Effects of Fiscal Policy in New Zealand: Evidence from a VAR Model with Debt Constraints
by Oscar Parkyn & Tugrul Vehbi
2013 Housing and the Great Depression
by Mehmet Balcilar & Rangan Gupta & Stephen M. Miller
2013 Orthogonal Transformation of Coordinates in Copula M-GARCH Models – Bayesian analysis for WIG20 spot and futures returns
by Mateusz Pipień
2013 Bootstrap Co-integration Rank Testing: The Effect of Bias-Correcting Parameter Estimates
by Cavaliere, Giuseppe & Taylor, A. M. Robert & Trenkler, Carsten
2013 Misspecification, Identification or Measurement? Another Look at the Price Puzzle
by Shuyun May Li & Roshan Perera & Kalvinder Shields
2013 Policy-oriented macroeconomic forecasting with hybrid DGSE and time-varying parameter VAR models
by Stelios Bekiros & Alessia Paccagnini
2013 Output-Employment Relationship across Sectors:A Long- versus Short-Run Perspective
by Afsin Sahin & Aysit Tansel & M.Hakan Berument
2013 Financial Crises, Financialization of Commodity Markets and Correlation of Agricultural Commodity Index with Precious Metal Index and S&P500
by M.Fatih Oztek & Nadir Ocal
2013 Comparison of Methods for Constructing Joint Confidence Bands for Impulse Response Functions
by Helmut Lütkepohl & Anna Staszewska-Bystrova & Peter Winker
2013 Ten Things You Should Know About DCC
by Massimiliano Caporin & Michael McAleer
2013 A Fractionally Integrated Wishart Stochastic Volatility Model
by Manabu Asai & Michael McAleer
2013 Leverage and Feedback Effects on Multifactor Wishart Stochastic Volatility for Option Pricing
by Manabu Asai & Michael McAleer
2013 Output-Employment Relationship across Sectors: A Long- versus Short-Run Perspective
by Afsin Sahin & Aysit Tansel & M. Hakan Berument
2013 Regionalization vs. Globalization
by Hideaki Hirata & M. Ayhan Kose & Christopher Otrok
2013 A note on the identification of dynamic economic models with generalized shock processes
by Christopher Reicher
2013 What Do We Learn from Blanchard and Quah Decompositions If Aggregate Demand May Not be Long-Run Neutral?
by John W. Keating
2013 Real Sector and Banking System: Real and Feedback Effects. A Non-Linear VAR Approach
by Stefano Puddu
2013 Parameter Estimation and Inference with Spatial Lags and Cointegration
by Mutl, Jan & Sögner, Leopold
2013 On the Size of the Government Spending Multiplier in the Euro Area
by Fève, Patrick & Sahuc, Jean-Guillaume
2013 A new look at the discouragement and the added worker hypotheses : applying a trend-cycle decomposition to unemployment
by Fuchs, Johann & Weber, Enzo
2013 Estimating the Quadratic Covariation Matrix from Noisy Observations: Local Method of Moments and Efficiency
by Markus Bibinger & Nikolaus Hautsch & Peter Malec & Markus Reiss
2013 Inference for Multi-Dimensional High-Frequency Data: Equivalence of Methods, Central Limit Theorems, and an Application to Conditional Independence Testing
by Markus Bibinger & Per A. Mykland & &
2013 Time Instability of the U.S. Monetary System: Multiple Break Tests and Reduced Rank TVP VAR
by Dukpa Kim & Yohei Yamamoto
2013 Regime Switches in Japanese Fiscal Policy: Markov-Switching VAR Approach
by Jun-Hyung Ko & Hiroshi Morita
2013 Fuel Conservation Effect of Energy Subsidy Reform in Iran
by Hossein Mirshojaeian Hosseini & Shinji Kaneko
2013 Economic Regime Shifts and the US Subprime Bubble
by Anundsen, André Kallåk
2013 Causality Between Energy and Output in the Long-Run
by Stern, David & Enflo, Kerstin
2013 Forecasting with Mixed Frequency Samples: The Case of Common Trends
by Peter Fuleky & Carl S. Bonham
2013 Forecasting with Mixed Frequency Samples: The Case of Common Trends
by Peter Fuleky & Carl
2013 Inflation Persistence: Revisited
by Edward N. Gamber & Jeffrey P. Liebner & Julie K. Smith
2013 The impact of financial development, income, energy and trade on carbon emissions: Evidence from the Indian economy
by Mohamed Amine Boutabba
2013 The Outcome of Directed Lending in Belarus: Mitigating Recession or Dampening Long-Run Growth?
by Kruk Dzmitry & Haiduk Kiryl
2013 Is There Really Granger Causality Between Energy Use and Output?
by Stephan B. Bruns & Christian Gross & David I. Stern
2013 How Well Does "Core" Inflation Capture Permanent Price Changes?
by Michael D. Bradley & Dennis W. Jansen & Tara M. Sinclair
2013 Equity Returns and the Business Cycle: The Role of Supply and Demand Shocks
by Alfonso Mendoza Velázquez & Peter N. Smith
2013 What drives oil prices? Emerging versus developed economies
by Knut Are Aastveit & Hilde C. BjØrnland (Corresponding author)
2013 Quantifying Australia's "Three Speed" Boom
by Aaron Walker & Rod Tyers
2013 Regionalization vs. Globalization
by Hideaki Hirata & M. Ayhan Kose & Christopher Otrok
2013 The Effects of Fiscal Policy in New Zealand: Evidence from a VAR Model with Debt Constraints
by Oscar Parkyn & Tugrul Vehbi
2013 Causality Between Energy and Output in the Long-Run
by David I. Stern & Kerstin Enflo
2013 The Seasonal KPSS Test When Neglecting Seasonal Dummies: A Monte Carlo analysis
by Ghassen El Montasser & Talel Boufateh & Fakhri Issaoui
2013 Reaction to technology shocks in Markov-switching structural VARs: identification via heteroskedasticity
by Aleksei Netšunajev
2013 Nowcasting Norway
by Mattéo Luciani & Lorenzo Ricci
2013 A new approach of contagion based on smooth transition conditional correlation GARCH models: An empirical application to the Greek crisis
by Henri Audigé
2013 A Generalized Dynamic Factor Model for Panel Data: Estimation with a Two-Cycle Conditional Expectation-Maximization Algorithm
by Nikolaos Zirogiannis & Yorghos Tripodis
2013 Comparison of Methods for Constructing Joint Confidence Bands for Impulse Response Functions
by Helmut Lütkepohl & Anna Staszewska-Bystrova & Peter Winker
2013 On the Linkages between Stock Prices and Exchange Rates: Evidence from the Banking Crisis of 2007-2010
by Guglielmo Maria Caporale & John Hunter & Faek Menla Ali
2013 Chinese Renewable Energy Technology Exports: The Role of Policy, Innovation and Markets
by Jing Cao & Felix Groba
2013 Comparing the Accuracy of Copula-Based Multivariate Density Forecasts in Selected Regions of Support
by Cees Diks & Valentyn Panchenko & Oleg Sokolinskiy & Dick van Dijk
2013 On the Phase Dependence in Time-Varying Correlations Between Time-Series
by Francisco Blasques
2013 Ten Things you should know about DCC
by Massimiliano Caporin & Michael McAleer
2013 A Fractionally Integrated Wishart Stochastic Volatility Model
by Manabu Asai & Michael McAleer
2013 Posterior-Predictive Evidence on US Inflation using Phillips Curve Models with Non-Filtered Time Series
by Nalan Basturk & Cem Cakmakli & Pinar Ceyhan & Herman K. van Dijk
2013 Volatility Spillovers from the US to Australia and China across the GFC
by David E. Allen & Michael McAleer & R.J. Powell & A.K. Singh
2013 Measuring Credit Risk in a Large Banking System: Econometric Modeling and Empirics
by Andre Lucas & Bernd Schwaab & Xin Zhang
2013 Leverage and Feedback Effects on Multifactor Wishart Stochastic Volatility for Option Pricing
by Manabu Asai & Michael McAleer
2013 Do Institutions and Culture Matter for Business Cycles?
by Altug, Sumru G. & Canova, Fabio
2013 Modeling the Dependence of Conditional Correlations on Volatility
by L. Bauwens & E. Otranto
2013 Dynamic Effects of Credit Shocks in a Data-Rich Environment
by Jean Boivin & Marc P. Giannoni & Dalibor Stevanovic
2013 Internationalization versus Regionalisation in the Emerging Stock Markets
by Virgine Coudert & Karine Hervé & Pierre Mabille
2013 On the Linkages between Stock Prices and Exchange Rates: Evidence from the Banking Crisis of 2007-2010
by Guglielmo Maria Caporale & John Hunter & Faek Menla Ali
2013 Equity Risk Premium and Regional Integration
by Mohamed El Hedi Arouri & Frédéric Teulon & Christophe Rault
2013 Assessing the Macroeconomic Forecasting Performance of Boosting - Evidence for the United States, the Euro Area, and Germany
by Teresa Buchen & Klaus Wohlrabe
2013 Market Structure and the Cost of Capital
by Mohamed El Hedi Arouri & Christophe Rault & Robert Sova & Anamaria Sova
2013 The dynamics of trading duration, volume and price volatility – a vector MEM model
by Xu, Yongdeng
2013 Interdependence Of International Financial Market-- The Case Of India And U.S
by Pami Dua & Divya Tuteja
2013 Ten Things You Should Know About DCC
by Massimiliano Caporin & Michael McAleer
2013 Online Appendix to Priors about Observables in Vector Autoregressions
by Marek Jarocinski & Albert Marcet
2013 Priors about Observables in Vector Autoregressions
by Marek Jarocinski & Albert Marcet
2013 Geometric and Long Run Aspects of Granger Causality
by Majid Al-Sadoon
2013 Dynamic Factor Models: A review of the Literature
by Barhoumi, K. & Darné, O. & Ferrara, L.
2013 Measuring Persistence in Volatility Spillovers
by Conrad, Christian & Weber, Enzo
2013 Fractionally Integrated VAR Models with a Fractional Lag Operator and Deterministic Trends: Finite Sample Identification and Two-step Estimation
by Tschernig, Rolf & Weber, Enzo & Weigand, Roland
2013 Priors about Observables in Vector Autoregressions
by Marek Jarocinski & Albert Marcet
2013 Futures Trading and the Excess Comovement of Commodity Prices
by Yannick Le Pen & Benoît Sévi
2013 Gibbs Samplers for VARMA and Its Extensions
by Joshua C.C. Chan & Eric Eisenstat
2013 Fractional cointegration rank estimation
by Katarzyna Lasak & Carlos Velasco
2013 Housing market volatility in the OECD area: Evidence from VAR based return decompositions
by Tom Engsted & Thomas Q. Pedersen
2013 Carbon Dioxide Emissions, Urbanization And Globalization: A Dynamic Panel Data
by Nuno Carlos Leitão & Muhammad Shahbaz
2013 Monetary Determinants of Deposit Euroization in European Post-Transition Countries
by Marina Tkalec
2013 Public Debt Stock Sustainability in Selected OECD Countries
by Ata Ozkaya
2013 The Effect of Oil Prices on Unemployment: Evidence from Pakistan
by Ahmad, Fawad
2013 The analysis of monetary policy effects with emphasis on monetary policy strategy types. A VAR approach
by Popescu Iulian Vasile
2013 Testing Efficiency of Guar seed Futures: Empirical Evidence from India
by Tarun Soni
2013 Multivariate Self-Exciting Threshold Autoregressive Modeling by Genetic Algorithms
by Roberto Baragona & Domenico Cucina
2013 Financial Development And Economic Growth: A New Investigation
by HUIRAN PAN & CHUN WANG
2013 Potere della distribuzione moderna nelle filiere agroalimentari: il caso dell’olio d’oliva in Italia
by Roberto Furesi & Fabio A. Madau & Pietro Pulina
2013 Value-at-Risk-Estimation in the Mexican Stock Exchange Using Conditional Heteroscedasticity Models and Theory of Extreme Values
by Alejandro Iván Aguirre Salado & Humberto Vaquera Huerta & Martha Elva Ramírez Guzmán & José René Valdez Lazalde & Carlos Arturo Aguirre Salado
2013 Análisis de convergencia de las regiones de la zona euro (1990-2010)
by Laia Maynou & Marc Saez & Jordi Bacaria
2013 The autumn effect of gold
by Baur, Dirk G.
2013 Dynamics of the co-movement between stock and maritime markets
by Erdogan, Oral & Tata, Kenan & Karahasan, B. Can & Sengoz, M. Hakan
2013 The Spanish term structure of interest rates revisited: Cointegration with multiple structural breaks, 1974–2010
by Esteve, Vicente & Navarro-Ibáñez, Manuel & Prats, María A.
2013 Potential financing sources of investment and economic growth in North African countries: A causality analysis
by Abdelhafidh, Samir
2013 Do stock prices contain predictive power for the future economic activity? A Granger causality analysis in the frequency domain
by Croux, Christophe & Reusens, Peter
2013 Macroeconomic uncertainty, inflation and growth: Regime-dependent effects in the G7
by Neanidis, Kyriakos C. & Savva, Christos S.
2013 Quantile cointegration analysis of the Fisher hypothesis
by Tsong, Ching-Chuan & Lee, Cheng-Feng
2013 Fitting survey expectations and uncertainty about trend inflation
by Henzel, Steffen R.
2013 How smooth is price discovery? Evidence from cross-listed stock trading
by Chen, Haiqiang & Choi, Paul Moon Sub & Hong, Yongmiao
2013 The real effects of banking shocks: Evidence from OECD countries
by Levintal, Oren
2013 Real exchange rate adjustment in European transition countries
by Maican, Florin G. & Sweeney, Richard J.
2013 Measuring time-varying financial market integration: An unobserved components approach
by Berger, Tino & Pozzi, Lorenzo
2013 Portfolio optimization in the presence of dependent financial returns with long memory: A copula based approach
by Boubaker, Heni & Sghaier, Nadia
2013 Price discovery and trade fragmentation in a multi-market environment: Evidence from the MTS system
by Caporale, Guglielmo Maria & Girardi, Alessandro
2013 Investor herds and regime-switching: Evidence from Gulf Arab stock markets
by Balcilar, Mehmet & Demirer, Rıza & Hammoudeh, Shawkat
2013 Volatility spillover between oil and agricultural commodity markets
by Nazlioglu, Saban & Erdem, Cumhur & Soytas, Ugur
2013 Modeling and forecasting the volatility of petroleum futures prices
by Kang, Sang Hoon & Yoon, Seong-Min
2013 The long-run and causal analysis of energy, growth, openness and financial development on carbon emissions in Turkey
by Ozturk, Ilhan & Acaravci, Ali
2013 Oil price effects on personal consumption expenditures
by Wang, Yu Shan
2013 The role of realized ex-post covariance measures and dynamic model choice on the quality of covariance forecasts
by Varneskov, Rasmus & Voev, Valeri
2013 On loss functions and ranking forecasting performances of multivariate volatility models
by Laurent, Sébastien & Rombouts, Jeroen V.K. & Violante, Francesco
2013 Stable mixture GARCH models
by Broda, Simon A. & Haas, Markus & Krause, Jochen & Paolella, Marc S. & Steude, Sven C.
2013 The method of simulated quantiles
by Dominicy, Yves & Veredas, David
2013 A wavelet analysis of international risk-sharing
by Trezzi, Riccardo
2013 Partial unit root and linear spurious regression: A Monte Carlo simulation study
by Zhang, Lingxiang
2013 Bayesian forecasting with highly correlated predictors
by Korobilis, Dimitris
2013 A note on exact correspondences between adaptive learning algorithms and the Kalman filter
by Berardi, Michele & Galimberti, Jaqueson K.
2013 Gold as an inflation hedge in a time-varying coefficient framework
by Beckmann, Joscha & Czudaj, Robert
2013 The impact of the global business cycle on small open economies: A FAVAR approach for Canada
by Vasishtha, Garima & Maier, Philipp
2013 The mechanics of VAR forecast pooling—A DSGE model based Monte Carlo study
by Henzel, Steffen R. & Mayr, Johannes
2013 Dynamic transmission effects between the interest rate, the US dollar, and gold and crude oil prices
by Wang, Yu Shan & Chueh, Yen Ling
2013 Translating financial integration into correlation risk: A weekly reporting's viewpoint for the volatility behavior of stock markets
by Gatfaoui, Hayette
2013 Stock market response to monetary and fiscal policy shocks: Multi-country evidence
by Chatziantoniou, Ioannis & Duffy, David & Filis, George
2013 Regional divergence and club convergence in India
by Ghosh, Madhusudan & Ghoshray, Atanu & Malki, Issam
2013 Heterogeneous technology and the technological catching-up hypothesis: Theory and assessment in the case of MENA countries
by Serranito, Francisco
2013 Low-inflation-targeting monetary policy and differential unemployment rate: Is monetary policy to be blamed for the financial crisis? — Evidence from major OECD countries
by Jean Louis, Rosmy & Balli, Faruk
2013 Asymmetries in the revenue–expenditure nexus: A tale of three countries
by Paleologou, Suzanna-Maria
2013 Conditional market beta for REITs: A comparison of modeling techniques
by Zhou, Jian
2013 The information content of capacity utilization for detrending total factor productivity
by Planas, C. & Roeger, W. & Rossi, A.
2013 Inflation dynamics in Asia: Causes, changes, and spillovers from China
by Osorio, Carolina & Unsal, D. Filiz
2013 An Investigation of Some Hedging Strategies for Crude Oil Market
by Andre Assis de Salles
2013 The Long-run and Short-run Effects of Crude Oil Price on Methanol Market in Iran
by Akbar Komijani & Nadiya Gandali Alikhani & Esmaeil Naderi
2013 FDI and Economic Growth Relationship Based on Cross-Country Comparison
by Faruk Gürsoy & Ahmet Sekreter & Hüseyin Kalyoncu
2013 Remittances, Banking Sector Development and Economic Growth in Fiji
by Janesh Sami
2013 Testing the CAPM for the Brazilian Stock Market Using Multivariate GARCH between 1995 and 2012
by Lucas Lucio Godeiro
2013 Monetary Policy, Foreign Exchange Intervention and Exchange Rate Volatility in Zambia
by Jonathan Chipili
2013 Equilibrium and adjustment of exchange rates in the Chinese silver standard economy, 1928-1935
by Tai-kuang Ho & Cheng-chung Lai & Joshua Jr-shiang Gau
2012 Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience
by Goodness C. Aye & Mehmet Balcilar & Rangan Gupta & Charl Jooste & Stephen M. Miller & Zeynel A. Ozdemir
2012 House Prices And Balance Of Trade Dynamics In South Africa: Evidence From An Agnostic Identification Procedure
by Beatrice D. Simo-Kengne & Rangan Gupta & Goodness C. Aye
2012 Do Stock Prices Impact Consumption and Interest Rate in South Africa? Evidence from a Time-Varying Vector Autoregressive Model
by Goodness C. Aye & Rangan Gupta & Mampho P. Modise
2012 Is The Relationship Between Monetary Policy And House Prices Asymmetric In South Africa? Evidence From A Markov-Switching Vector Autoregressive Model
by Beatrice D. Simo-Kengne & Mehmet Balcilar & Rangan Gupta & Monique Reid & Goodness C. Aye
2012 Do House Prices Impact Consumption and Interest Rate in South Africa? Evidence from a Time-Varying Vector Autoregressive Model
by Vittorio Peretti & Rangan Gupta & Roula Inglesi-Lotz
2012 Forecasting House Prices for the Four Census Regions and the Aggregate US Economy: The Role of a Data-Rich Environment
by Rangan Gupta
2012 Macroeconomic Surprises and Stock Returns in South Africa
by Rangan Gupta & Monique Reid
2012 Macro Shocks and Real US Stock Prices with Special Focus on the "Great Recession"
by Rangan Gupta & Roula Inglesi-Lotz
2012 Are the Effects of Monetary Policy Asymmetric in India? Evidence from a Nonlinear Vector Autoregression Approach
by Goodness C. Aye & Rangan Gupta
2012 Household Money Demand: The Euro Area Case
by Franz Seitz & Julian von Landesberger
2012 Análsis de la Relación de Causalidad entre el Índice de Precios del Productor y del Consumidor en los Países Miembros del TLCAN
by Gómez Aguirre, Mario & Rodríguez, José Carlos
2012 Country Matters: Country Risk Measurement by Causal Pathways - La valutazione del rischio paese attraverso percorsi causali
by Chopra, Parvesh K.
2012 The role of the timeline in Granger causality test in the presence of daily data non-synchronism
by Grigoryev, Ruslan & Jaffry, Shabbar & Marchenko, German
2012 Investigation of the consequences of ignoring daily data non-synchronism in cross-market linkages: BRIC and developed countries
by Grigoryev, Ruslan & Jaffry, Shabbar & Marchenko, German
2012 Testing the Lucas Critique for the Turkish Money Demand Function
by Levent KORAP & Metin YILDIRIM
2012 Döviz kuru ve ithalat fiyatlarının yurt içi fiyatlara etkisi
by Hakan KARA & Fethi ÖĞÜNÇ
2012 Sanayi üretim endeksini etkileyen faktörlerin ekonometrik analizi
by Salih BARIŞIK & Rüştü YAYAR
2012 Competencia en el sector bancario chileno. Una aproximación dinámica
by Flores, Yarela & Watts, David
2012 En busca de un buen marco de referencia predictivo para la inflación en Chile
by Pincheira, Pablo & García, Álvaro
2012 Yield Curve Dynamics of the Indian G-Sec Market: A Macro-Finance Approach
by SAHOO, SATYANANDA & BHATTACHARYYA, INDRANIL
2012 Bootstrap joint prediction regions
by Michael Wolf & Dan Wunderli
2012 On the construction of two-country cointegrated VAR models with an application to the UK and US
by Heinlein, Reinhold & Krolzig, Hans-Martin
2012 Real wages and the origins of modern economic growth in Germany, 16th to 19th centuries
by Uebele, Martin & Pfister, Ulrich & Riedel, Jana
2012 On the Distribution of Exchange Rate Regime Treatment Effects on International Trade
by Dorn, Sabrina & Egger, Peter
2012 Disaggregate energy consumption and industrial output in Pakistan: An empirical analysis
by Qazi, Ahmer Qasim & Ahmed, Khalid & Mudassar, Muhammad
2012 Unraveling the complexity of US presidential approval: A multi-dimensional semi-parametric approach
by Berlemann, Michael & Enkelmann, Soeren & Kuhlenkasper, Torben
2012 SPECTRAN, a set of Matlab programs for Spectral analysis
by Marczak, Martyna & Gómez, Víctor
2012 Die Durchsetzung von Schnittstellen in der Standardsetzung: Fallbeispiel Ladesystem Elektromobilität
by Slowak, André P.
2012 Cyclicality of real wages in the USA and Germany: New insights from wavelet analysis
by Marczak, Martyna & Gómez, Víctor
2012 Validierung von Konzepten zur Messung des Marktrisikos: Insbesondere des Value at Risk und des Expected Shortfall
by Mehmke, Fabian & Cremers, Heinz & Packham, Natalie
2012 Inclusive Growth Strategies for Pakistan ─ Myth or Reality for Policymakers
by Atif, Syed Muhammad & Mohazzam, Sardar
2012 The extent of European power markets
by Böckers, Veit & Heimeshoff, Ulrich
2012 Multivariate wishart stochastic volatility and changes in regime
by Gribisch, Bastian
2012 A terminological note on cyclotomic polynomials and Blaschke matrices
by Offick, Sven & Wohltmann, Hans-Werner
2012 Structural estimation of the New-Keynesian model: A formal test of backward- and forward-looking behavior
by Jang, Tae-Seok
2012 Intra-daily volatility spillovers between the US and German stock markets
by Golosnoy, Vasyl & Gribisch, Bastian & Liesenfeld, Roman
2012 Monetary policy and the oil futures market
by Eickmeier, Sandra & Lombardi, Marco J.
2012 Measuring option implied degree of distress in the US financial sector using the entropy principle
by Matros, Philipp & Vilsmeier, Johannes
2012 Identifying time variability in stock and interest rate dependence
by Stein, Michael & Islami, Mevlud & Lindemann, Jens
2012 Durable Consumption, Long-Run Risk and The Equity Premium
by Na Guo & Peter N. Smith
2012 Equity Returns and the Business Cycle: The Role of Supply and Demand Shocks
by Alfonso Mendoza-Velazquez & Peter N. Smith
2012 Labor-Market Heterogeneity, Aggregation, and the Policy-(In)variance of DSGE Model Parameters
by Yongsung Chang & Sun-Bin Kim & Frank Schorfheide
2012 VAR for VaR: Measuring Tail Dependence Using Multivariate Regression Quantiles
by Habert white & Tae-Hwan Kim & Simone Manganelli
2012 Output Volatility, Economic Growth, and Cross-Country Spillovers: New Evidence for the G7 Countries
by Nikolaos Antonakakis & Harald Badinger
2012 Exchange Return Co-movements and Volatility Spillovers Before and After the Introduction of Euro
by Nikolaos Antonakakis
2012 Output Volatility, Economic Growth, and Cross-Country Spillovers: New Evidence for the G7 Countries
by Nikolaos Antonakakis & Harald Badinger
2012 After Two Decades of Integration: How Interdependent are Eastern European Economies and the Euro Area?
by Catherine Prettner & Klaus Prettner
2012 International Stock Market Integration: Central and South Eastern Europe Compared
by Roman Horvath & Dragan Petrovski
2012 Do institutions and culture matter for business cycles?
by Sumru Altug & Fabio Canova
2012 Derivatives Holdings and Systemic Risk in the U.S. Banking Sector
by María Rodríguez-Moreno & Sergio Mayordomo & Juan Ignacio Peña
2012 An Estimated New-Keynesian Model with Unemployment as Excess Supply of Labor
by Miguel Casares & Antonio Moreno & Jesús Vázquez
2012 Apertura, productividad y gasto agregado: un modelo de fundamentos del tipo de cambio real
by Juan Benítez & Gabriela Mordecki
2012 Non-Balanced Growth and Production Technology Estimation
by Miguel A León-Ledesma & Peter McAdam & Alpo Willman
2012 The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US
by Mehmet Balcilar & Rangan Gupta & Stephen M. Miller
2012 Output Growth and Its Volatility: The Gold Standard through the Great Moderation
by WenShwo Fang & Stephen M. Miller
2012 Leverage and Feedback E ects on Multifactor Wishart Stochastic Volatility for Option Pricing
by Manabu Asai & Michael McAleer
2012 Robust Ranking of Multivariate GARCH Models by Problem Dimension
by Massimiliano Caporin & Michael McAleer
2012 Minimally Conditioned Likelihood for a Nonstationary State Space Model
by José Casals & Sonia Sotoca & Miguel Jerez
2012 Forecasting Value-at-Risk Using Block Structure Multivariate Stochastic Volatility Models
by Manabu Asai & Massimiliano Caporin & Michael McAleer
2012 Long swings in Japan’s current account and in the yen
by Müller-Plantenberg, Nikolas
2012 Understanding the Effect of Technology Shocks in SVARs with Long-Run Restrictions
by Chaudourne, Jeremy & Fève, Patrick & Guay, Alain
2012 A Pitfall with DSGE-Based, Estimated, Government Spending Multipliers
by Fève, Patrick & Matheron, Julien & Sahuc, Jean-Guillaume
2012 News Shocks, Information Flows and SVARs
by Fève, Patrick & Jidoud, Ahmat
2012 Identifying News Shocks from SVARs
by Fève, Patrick & Jidoud, Ahmat
2012 Bayesian semiparametric multivariate GARCH modeling
by Mark J Jensen & John M Maheu
2012 Common Movement of the Emerging Market Currencies
by Meltem Gulenay Chadwick & Fatih Fazilet & Necati Tekatli
2012 Is the relationship between monetary policy and house prices asymmetric in South Africa? Evidence from a Markov-Switching Vector Autoregressive mode
by Beatrice D. Simo - Kengne & Mehmet Balcilar & Rangan Gupta & Monique Reid & Goodness C. Aye
2012 Macroeconomic Surprises and Stock Returns in South Africa
by Rangan Gupta & Monique Reid
2012 Contagion or Flight-to-Quality Phenomena in Stock and Bond Returns
by Apostolos Thomadakis
2012 Testing for co-non-linearity
by Håvard Hungnes
2012 Questioning The Taylor Rule
by Rodrigo De-Losso
2012 Did The Taylor Rule Stabilize Inflation in Brazil?
by Rodrigo De-Losso
2012 Bayesian Learning of Impacts of Self-Exciting Jumps in Returns and Volatility
by Andras Fulop & Junye Li & Jun Yu
2012 Real Convergence in Europe: A Cluster Analysis
by Juan Carlos Cuestas & Mercedes Monfort & Javier Ordóñez
2012 Smooth Transitions, Asymmetric Adjustment and Unit Roots
by Juan Carlos Cuestas & Javier Ordóñez
2012 A Note on the Current Account Sustainability of European Transition Economies
by Juan Carlos Cuestas
2012 Testing Identification Strength
by Bertille Antoine & Eric Renault
2012 Efficient Inference with Poor Instruments: a General Framework
by Bertille Antoine & Eric Renault
2012 Efficient Minimum Distance Estimation with Multiple Rates of Convergence
by Bertille Antoine & Eric Renault
2012 Two Exercises of Inflation Modelling and Forecasting for Azerbaijan
by Alexander Chubrik & Przemyslaw Wozniak & Gulnar Hajiyeva
2012 Trends and Structural Changes in South African Macroeconomic Volatility
by Stan Du Plessis & Kevin Kotze
2012 Pushing the Limit? Fiscal Policy in the European Monetary Union
by Betty Daniel & Christos Shiamptanis
2012 Gold as an Infl ation Hedge in a Time-Varying Coeffi cient Framework
by Joscha Beckmann & Robert Czudaj
2012 In Search for a Credit Crunch in Germany
by Torsten Schmidt & Lina Zwick
2012 Long-run Trends or Short-run Fluctuations – What Establishes the Correlation between Oil and Food Prices?The Interplay of Standardized Tests and Incentives – An Econometric Analysis with Data from PISA 2000 and PISA 2009
by Karoline Krätschel & Torsten Schmidt
2012 Oil Price Effects on Land Use Competition – An Empirical Analysis
by Matthias Diermeier & Torsten Schmidt
2012 Effects of Global Liquidity on Commodity and Food Prices
by Ansgar Belke & Ingo Bordon & Ulrich Volz
2012 Structural Change and Spurious Persistence in Stochastic Volatility
by Walter Krämer & Philip Mess
2012 A General to Specific Approach for Constructing Composite Business Cycle Indicators
by Gianluca Cubadda & Barbara Guardabascio & Alain Hecq
2012 Prince-setting, monetary policy and the contractionary effects of productivity improvements
by Francesco Giuli & Massimiliano Tancioni
2012 Causalities and casualties: Media attention and terrorism, 1970–2010
by Pfeiffer, Christoph P.
2012 Eyes Wide Shut? The U.S. House Market Bubble through the Lense of Statistical Process Control
by Berlemann, Michael & Freese, Julia & Knoth, Sven
2012 Time-Varying Volatility Asymmetry: A Conditioned HAR-RV(CJ) EGARCH-M Model
by Ceylan, Ozcan
2012 Interactions between bank behavior and financial structure: evidence from a developing country
by Bakis, Ozan & Karanfil, Fatih & Polat, Sezgin
2012 Price convergence and information efficiency in German natural gas markets
by Growitsch, Christian & Stronzik, Marcus & Nepal, Rabindra
2012 Bayesian Forecasting with Highly Correlated Predictors
by Dimitris Korobilis
2012 The Impact of Stock Market Illiquidity on Real UK GDP Growth
by Chris Florakis & Gianluigi Giorgioni & Alexandros Kostakis & Costas Milas
2012 Modelling Realized Covariances and Returns
by Xin Jin & John M. Maheu
2012 Bayesian Semiparametric Multivariate GARCH Modeling
by Mark J. Jensen & John M. Maheu
2012 Bayesian Adaptively Updated Hamiltonian Monte Carlo with an Application to High-Dimensional BEKK GARCH Models
by Martin Burda & John M. Maheu
2012 Constructing a real-time coincident recession index: an application to the Peruvian economy
by Mendoza, Liu & Morales, Daniel
2012 Regional inflation dynamics and inflation targeting in Peru
by Winkelried, Diego & Gutierrez, José Enrique
2012 Trade linkages and growth in Latin America: A time-varying SVAR approach
by Winkelried, Diego & Saldarriaga, Miguel
2012 El ciclo común y los grupos homogéneos en la inflación
by Barrera, Carlos
2012 Estimation and Solution of Models with Expectations and Structural Changes
by Mariano Kulish & Adrian Pagan
2012 The Role of Credit Supply in the Australian Economy
by David Jacobs & Vanessa Rayner
2012 Improved Likelihood Ratio Tests for Cointegration Rank in the VAR Model
by H. Peter Boswijk & Michael Jansson & Morten Orregaard Nielsen
2012 Numerical distribution functions of fractional unit root and cointegration tests
by James G. MacKinnon & Morten Ørregaard Nielsen
2012 Was the Recent Downturn in US GDP Predictable?
by Mehmet Balcilar & Rangan Gupta & Anandamayee Majumdar & Stephen M. Miller
2012 The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US
by Mehmet Balcilar & Rangan Gupta & Stephen M. Miller
2012 Introducing price-setting behaviour in the Phillips Curve: the role of nonlinearities
by Saglio, Sophie & López-Villavicencio, Antonia
2012 The Long-run and Short-run Effects of Crude Oil Price on Methanol Market in Iran
by Komijani, Akbar & Gandali Alikhani, Nadiya & Naderi, Esmaeil
2012 Прогнозування Реакції Економіки України На Економічні Шоки В Сусідніх Державах: Глобальна Векторна Авторегресійна Модель «Україна-Сусіди»
by Matkovskyy, Roman
2012 Identification of Liechtenstein's Historic Economic Growth and Business Cycles by Econometric Extensions of Data Series
by Brunhart, Andreas
2012 Business cycles and crime. the case of Argentina
by Cerro, Ana Maria & Michel Rivero, Andrés
2012 Improving customer churn models as one of customer relationship management business solutions for the telecommunication industry
by Slavescu, Ecaterina & Panait, Iulian
2012 Interest Rates Determination and Crisis Puzzle (Empirical Evidence from the European Transition Economies)
by Mirdala, Rajmund
2012 The industrial impact of monetary shocks during the inflation targeting era in Australia
by Vespignani, Joaquin L.
2012 Exchange rate modelling for Lithuania and Switzerland
by Rimgailaite, Ramune
2012 Sovereign Bond Yield Spillovers in the Euro Zone During the Financial and Debt Crisis
by Antonakakis, Nikolaos & Vergos, Konstantinos
2012 Dynamic Correlations of Sovereign Bond Yield Spreads in the Euro zone and the Role of Credit Rating Agencies' Downgrades
by Antonakakis, Nikolaos
2012 Dynamic Co-movements between Stock Market Returns and Policy Uncertainty
by Antonakakis, Nikolaos & Chatziantoniou, Ioannis & Filis, George
2012 Orbital Priors for Time-Series Models
by Kociecki, Andrzej
2012 Investigating the determinants of inflationary trends in Bangladesh: an ARDL bounds F-Test Approach
by Khatun, Fahmida & Ahamad, Mazbahul G.
2012 Relacje firm z bankami w Polsce w świetle danych ze sprawozdawczości bankowej
by Gajewski, Krzysztof & Pawłowska, Małgorzata & Rogowski, Wojciech
2012 On the predictive power of implied volatility indexes: A comparative analysis with GARCH forecasted volatility
by Bentes, Sonia R & Menezes, Rui
2012 Government Spending Reloaded: Fundamentalness and Heterogeneity in Fiscal SVARs
by Ricco, Giovanni & Ellahie, Atif
2012 Sources of exchange rate volatility in the european transition economies (effects of economic crisis revealed)
by Mirdala, Rajmund
2012 Stock Market Integration and International Portfolio Diversification between U.S. and ASEAN Equity Markets
by Ardliansyah, Rifqi
2012 Forecasting Chinese inflation and output: A Bayesian vector autoregressive approach
by Huang, Y-F.
2012 New Non-Linearity Test to Circumvent the Limitation of Volterra Expansion
by Bai, Zhidong & Hui, Yongchang & Wong, Wing-Keung
2012 Does Output Gap, Labor's Share or Unemployment Rate Drive Inflation?
by Lanne, Markku & Luoto, Jani
2012 Consumer credit in an era of financial liberalisation: An overreaction to repressed demand?
by Brissimis, Sophocles N. & Garganas, Eugenie N. & Hall, Stephen G.
2012 Fourier--type estimation of the power garch model with stable--paretian innovations
by Francq, Christian & Meintanis, Simos
2012 The role of foreign direct investment in the renewable electricity generation and economic growth nexus in Portugal: a cointegration and causality analysis
by Bento Cerdeira, João Paulo
2012 Inclusive Growth Strategies for Pakistan: Myth or Reality for Policymakers!
by Syed Muhammad, Atif & Sardar, Mohazzam
2012 Financial innovation, macroeconomic volatility and the great moderation
by Zaghini, Andrea & Bencivelli, Lorenzo
2012 Testing the Lucas critique for the Turkish money demand function
by Yıldırım, Metin & Korap, Levent
2012 Модельна Оцінка Впливу Елементів Фінансового Механізму Зеленого Бізнесу На Основні Макроіндикатори
by Stepanenko-Lypovyk, Bohdana
2012 Variance Ratio Testing for Fractional Cointegration in Presence of Trends and Trend Breaks
by Dechert, Andreas
2012 The US monetary performance prior to the 2008 crisis
by Li, Kui-Wai
2012 Poverty and employment impact of trade liberalization in Nigeria: empirical evidence and policy implications
by Balogun, Emmanuel Dele & Dauda, Risikat O. S.
2012 Macroeconomic Aspects of Real Exchange Rate Volatility in the Central European Countries
by Mirdala, Rajmund
2012 Forecasting Volatility in Developing Countries' Nominal Exchange Returns
by Antonakakis, Nikolaos & Darby, Julia
2012 Structural estimation of the New-Keynesian Model: a formal test of backward- and forward-looking expectations
by Jang, Tae-Seok
2012 Factors Determining FDI in Nigeria: Role of Emerging Economies
by Dinda, Soumyananda
2012 Marginal Likelihood Estimation with the Cross-Entropy Method
by Chan, Joshua & Eisenstat, Eric
2012 The great synchronization of international trade collapse
by Antonakakis, Nikolaos
2012 The Role of Credit in Great Moderation: a Multivariate GARCH Approach
by Grydaki, Maria & Bezemer, Dirk J.
2012 Structural estimation of the New-Keynesian Model: a formal test of backward- and forward-looking expectations
by Jang, Tae-Seok
2012 Time varying fractional cointegration
by Simwaka, Kisu
2012 Estimation in Non-Linear Non-Gaussian State Space Models with Precision-Based Methods
by Chan, Joshua & Strachan, Rodney
2012 Crimonometric Analysis: Testing the Deterrence Hypothesis in Sabah
by Lau, Evan & Hamzah, Siti Nur Zahara
2012 Improving Bayesian VAR density forecasts through autoregressive Wishart Stochastic Volatility
by Karapanagiotidis, Paul
2012 How far India has gone down the road towards financial integration with US since subprime crisis? An Econometric Analysis
by Saha, Malayendu & Bhunia, Amalendu
2012 Indirect estimation of GARCH models with alpha-stable innovations
by Parrini, Alessandro
2012 Energy use, emissions, economic growth and trade: A Granger non-causality evidence for Malaysia
by Ismail, Mohd Adib & Mawar, Murni Yunus
2012 A Flexible State Space Model and its Applications
by Qian, Hang
2012 Day of the week effect in central European stock markets
by Stavarek, Daniel & Heryan, Tomas
2012 Exchange return co-movements and volatility spillovers before and after the introduction of Euro
by Antonakakis, Nikolaos
2012 Supplementary appendix to "noncausal vector autoregression"
by Lanne, Markku & Saikkonen, Pentti
2012 Martingale approximation for common factor representation
by Bystrov, Victor & di Salvatore, Antonietta
2012 Backward and forward closed solutions of multivariate ARMA models
by Ludlow-Wiechers, Jorge
2012 Market risk of developed and developing countries during the global financial crisis
by Köksal, Bülent & Orhan, Mehmet
2012 The transmission process of financial crises across the emerging markets: an alternative consideration
by Abdurrahman, Korkmaz
2012 Bilateral Export and Import Demand Functions of Bangladesh: A Cointegration Approach
by Murad, S. M. Woahid
2012 Forecasting inflation in Asian economies
by Liew, Freddy
2012 An Error Correction Model Analysis of the Determinant of Foreign Direct Investment: Evidence from Nigeria
by Okpara, Godwin Chigozie
2012 Mortgage Lending and the Great moderation: a multivariate GARCH Approach
by Bezemer, Dirk J & Grydaki, Maria
2012 On whether foreign direct investment catalyzes economic development in Nigeria
by OKPARA, GODWIN CHIGOZIE
2012 Measuring the effects of monetary policy in Pakistan: A factor augmented vector autoregressive approach
by Munir, Kashif & Qayyum, Abdul
2012 Is Monetary Policy a Growth Stimulant in Nigeria? A Vector Autoregressive Approach
by Adesoye, A. Bolaji & Maku, Olukayode E. & Atanda, Akinwande AbdulMaliq
2012 Bank systemic risk and the business cycle: Canadian and U.S. evidence
by Christian Calmès & Raymond Théoret
2012 The procyclicality of Basel III leverage: Elasticity-based indicators and the Kalman filter
by Christian Calmès & Raymond Théoret
2012 Staatsverschuldung und Inflation : eine empirische Analyse für Deutschland
by Alexander Mehnert & Andreas Nastansky
2012 Interest Rate Pass-Through in the Euro Area during the Financial Crisis: a Multivariate Regime-Switching Approach
by David ARISTEI & Manuela Gallo
2012 Explaining The Determinants Of The Frequency Of Exchange Rate Interventions In Peru Using Count Models
by Edgar Ventura & Gabriel Rodríguez
2012 Returns in commodities futures markets and financial speculation: a multivariate GARCH approach
by Matteo Manera & Marcella Nicolini & Ilaria Vignati
2012 Un Indicatore per la Lombardia e per le Province di Milano e Pavia (Nuova versione)
by Donatella Baiardi & Carluccio Bianchi
2012 Independent Factor Autoregressive Conditional Density Model
by Alexios Ghalanos & Eduardo Rossi & Giovanni Urga
2012 What does a monetary policy shock do? An international analysis with multiple filters
by Efrem Castelnuovo
2012 Multivariate Rotated ARCH models
by Diaa Noureldin & Neil Shephard & Kevin Sheppard
2012 International Stock Market Integration : Central and South Eastern Europe Compared
by Roman Horvath & Dragan Petrovski
2012 Meta-Analysis of the New Keynesian Phillips Curve
by Katarína Danišková & Jarko Fidrmuc
2012 Do House Prices Impact Consumption and Interest Rate?: Evidence from OECD Countries Using an Agnostic Identification Procedure
by Christophe André & Rangan Gupta & Patrick T. Kanda
2012 Multivariate Rotated ARCH Models
by Diaa Noureldin & Neil Shephard & Kevin Sheppard
2012 Oil Price Shock, Pass-through Policy and its Impact on India
by Bhanumurthy, N. R. & Das, Surajit & Bose, Sukanya
2012 Determination of Interest Rate in India: Empirical Evidence on Fiscal Deficit-Interest Links and Financial Crowding Out
by Chakraborty, Lekha
2012 Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience
by Goodness C. Aye & Mehmet Balcilar & Rangan Gupta & Charl Jooste & Stephen M. Miller & Zeynel Abidin Ozdemir
2012 Was the Recent Downturn in US GDP Predictable?
by Mehmet Balcilar & Rangan Gupta & Anandamayee Majumdar & Stephen M. Miller
2012 The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US
by Mehmet Balcilar & Rangan Gupta & Stephen M. Miller
2012 Output Growth and Its Volatility: The Gold Standard through the Great Moderation
by WenShwo Fang & Stephen M. Miller
2012 ARFIMA Process : Tests and Applications at a White Noise Process, A Random Walk Process and the Stock Exchange Index CAC 40
by Maftei, Magda Mara & Bourbonnais, Régis
2012 The Performance of Socially Responsible Funds : Does the Screening Process Matter ?
by Capelle-Blancard, Gunther & Monjon, Stéphanie
2012 On the volatility-volume relationship in energy futures markets using intraday data
by Chevallier, Julien & Sévi, Benoît
2012 Multiple Changes in Persistence vs. Explosive Behaviour: The Dotcom Bubble
by Otavio Ribeiro de Medeiros and Vitor Leone
2012 Are the Gains from Foreign Diversification Diminishing? Assessing the Impact with Cross-listed Stocks
by Karen K. Lewis & Sandy Lai
2012 Prior Selection for Vector Autoregressions
by Domenico Giannone & Michele Lenza & Giorgio E. Primiceri
2012 Can we beat the random walk in forecasting CEE exchange rates?
by Jakub Muck & Pawel Skrzypczynski
2012 Econometric regime shifts and the US subprime bubble
by André K. Anundsen
2012 Real exchange rate forecasting: a calibrated half-life PPP model can beat the random walk
by Michele Ca’ Zorzi & Michal Rubaszek
2012 Liquidity needs, private information, feedback trading: verifying motives to trade
by Bartosz Gębka & Dobromił Serwa
2012 Are business cycles in the US and emerging economies synchronized?
by Piotr Krupa & Paweł Skrzypczyński
2012 Measuring the natural yield curve
by Michał Brzoza-Brzezina & Jacek Kotłowski
2012 A simple test for the equality of integration orders
by Javier Hualde
2012 Estimation of the cointegrating rank in fractional cointegration
by Javier Hualde
2012 Incentives Beyond the Money and Motivational Capital in Health Care Organizations
by Mikel Berdud & Juan M. Cabasés Hita
2012 VAR Modeling and Business Cycle Analysis: A Taxonomy of Errors
by D.S. Poskitt & Wenying Yao
2012 Evidence of a nonlinear effect of the EU ETS on the electricity-generation sector
by Ibrahim Ahamada & Djamel Kirat
2012 The impact of phase II of the EU ETS on the electricity-generation sector
by Ibrahim Ahamada & Djamel Kirat
2012 The federal funds rate and the conduction of the international orchestra
by Antonio Ribba
2012 Euro area inflation as a predictor of national inflation rates
by Antonella Cavallo & Antonio Ribba
2012 Identifying the Shocks behind Business Cycle Asynchrony in Euroland
by Trenkler, Carsten & Weber, Enzo
2012 Codependent VAR Models and the Pseudo-Structural Form
by Trenkler, Carsten & Weber, Enzo
2012 The Sectoral Effects of Monetary Policy in Hungary: A Structural Factor Analysis
by Gábor Pellényi
2012 Testing Causality Between Two Vectors in Multivariate GARCH Models
by Tomasz Wozniak
2012 Meta Taylor Rules for the UK and Australia; Accommodating Regime Uncertainty in Monetary Policy Analysis using Model Averaging Methods
by Kevin Lee & Nilss Olekalns & Kalvinder Shields
2012 Identification in structural vector autoregressive models with structural changes
by Emanuele BACCHIOCCHI & Luca FANELLI
2012 Internet, noise trading and commodity prices
by Massimo PERI & Daniela VANDONE & Lucia BALDI
2012 Comparing Hybrid DSGE Models
by Alessia Paccagnini
2012 Integration of China Stock Markets with International Stock Markets: An application of Smooth Transition Conditional Correlation with Double Transition Functions
by M. Fatih Oztek & Nadir Ocal
2012 Is real GDP stationary? Evidence from a panel unit root test with cross-sectional dependence and historical data
by Nektarios Aslanidis & Stilianos Fountas
2012 Stock returns and Inflation:Evidence from Quantile Regressions
by Paul Alagidede & Theodore Panagiotidis
2012 The Hausman-Taylor Panel Data Model with Serial Correlation
by Badi H. Baltagi & Long Liu
2012 Inflation Targeting, Credibility and Non-Linear Taylor Rules
by Matthias Neuenkirch & Peter Tillmann
2012 The changing dynamics of US inflation persistence: a quantile regression approach
by Peter Tillmann & Maik H. Wolters
2012 Forecasting and Signal Extraction with Regularised Multivariate Direct Filter Approach
by Ginters Buss
2012 A New Real-Time Indicator for the Euro Area GDP
by Ginters Buss
2012 Interest Rate Determination in India: Empirical Evidence on Fiscal Deficit--Interest Rate Linkages and Financial Crowding Out
by Lekha S. Chakraborty
2012 What Are the Driving Factors behind the Rise of Spreads and CDSs of Euro-area Sovereign Bonds? A FAVAR Model for Greece and Ireland
by Nicholas Apergis & Emmanuel Mamatzakis
2012 Forecasting Value-at-Risk Using Block Structure Multivariate Stochastic Volatility Models
by Michael McAleer & Manabu Asai & Massimiliano Caporin
2012 Bootstrap Determination of the Co-integration Rank in Heteroskedastic VAR Models
by Giuseppe Cavaliere & Anders Rahbek & A.M.Robert Taylor
2012 Unit root vector autoregression with volatility induced stationarity
by Anders Rahbek & Heino Bohn Nielsen
2012 Haavelmo's Probability Approach and the Cointegrated VAR
by Katarina Juselius
2012 Do Institutions and Culture Matter for Business Cycles?
by Sumru Altug & Fabio Canova
2012 Measuring and Predicting Heterogeneous Recessions
by Cem Cakmakli & Richard Paap & Dick van Dijk
2012 Forecasting Covariance Matrices: A Mixed Frequency Approach
by Roxana Halbleib & Valeri Voev
2012 External Information and Monetary Policy Transmission in New EU Member States: Results from FAVAR Models
by Zlatina Balabanova & Ralf Brüggemann
2012 Stabilization Policy as Bifurcation Selection: Would Keynesian Policy Work if the World Really Were Keynesian?
by William Barnett & Yijun He
2012 Center Manifold, Stability, and Bifurcations in Continuous Time Macroeconometric Systems
by William Barnett & Yijun He
2012 Interpreting Permanent Shocks to Output When Aggregate Demand May Not be Neutral in the Long Run
by John W. Keating
2012 Identifying Regional Labor Demand Shocks Using Sign Restrictions
by Juessen, Falko & Linnemann, Ludger
2012 Identifying the Substitution Effect of Temporary Agency Employment
by Jahn, Elke J. & Weber, Enzo
2012 Identifying the Substitution Effect of Temporary Agency Employment
by Jahn, Elke J. & Weber, Enzo
2012 An Empirical Growth Model for Major Oil Exporters
by Esfahani, Hadi Salehi & Mohaddes, Kamiar & Pesaran, M. Hashem
2012 An Empirical Growth Model for Major Oil Exporters
by Esfahani, Hadi Salehi & Mohaddes, Kamiar & Pesaran, M. Hashem
2012 Exponent of Cross-sectional Dependence: Estimation and Inference
by Bailey, Natalia & Kapetanios, George & Pesaran, M. Hashem
2012 Exponent of Cross-sectional Dependence: Estimation and Inference
by Bailey, Natalia & Kapetanios, George & Pesaran, M. Hashem
2012 Monetary Policy in a World Where Money (Also) Matters
by Makram El-Shagi & Sebastian Giesen & Logan J. Kelly
2012 Efficiency in the UK Commercial Property Market: A Long-run Perspective
by S. Devaney & Oliver Holtemöller & R. Schulz
2012 Uncertainty and Heterogeneity in factor models forecasting
by Matteo Luciani & Libero Monteforte
2012 Can we rely upon fiscal policy estimates in countries with unreported production of 15 per cent (or more) of GDP?
by Raffaella Basile & Bruno Chiarini & Elisabetta Marzano
2012 Fiscal Foresight, Limited Information and the Effects of Government Spending Shocks
by Matteo Fragetta & Emanuel Gasteiger
2012 Regulations and price discovery: oil spot and futures markets
by Ashima Goyal & Shruti Tripathi
2012 Forecast Combination Based on Multiple Encompassing Tests in a Macroeconomic DSGE-VAR System
by Costantini, Mauro & Gunter, Ulrich & Kunst, Robert M.
2012 Asymptotic efficiency of semiparametric two-step GMM
by Xiaohong Chen & Jinyong Hahn & Zhipeng Liao
2012 The Two-tier foreign exchange market and the conduct of monetary policy: The Belgian case during Bretton-Woods era
by Alain Durré & Philippe Ledent
2012 Effects of simultaneity on testing Granger-causality – a cautionary note about statistical problems and economic misinterpretations
by Joachim Wilde
2012 Understanding the Effect of Technology Shocks in SVARs with Long-Run Restrictions
by Chaudourne, Jeremy & Fève, Patrick & Guay, Alain
2012 A Pitfall with DSGE-Based, Estimated, Government Spending Multipliers
by Fève, Patrick & Matheron, Julien & Sahuc, Jean-Guillaume
2012 News Shocks, Information Flows and SVARs
by Fève, Patrick & Jidoud, Ahmat
2012 Identifying News Shocks from SVARs
by Fève, Patrick & Jidoud, Ahmat
2012 Housing Cycles and Macroeconomic Fluctuations: A Global Perspective
by Ambrogio Cesa-Bianchi
2012 International Linkages of the Korean Economy: The Global Vector Error-Correcting Macroeconometric Modelling Approach
by Matthew Greenwood-Nimmo & Viet Hoang Nguyen & Yongcheol Shin
2012 Decomposing Beveridge curve dynamics by correlated unobserved components
by Klinger, Sabine & Weber, Enzo
2012 Implied Basket Correlation Dynamics
by Wolfgang Karl Härdle & Elena Silyakova & &
2012 Modeling Time-Varying Dependencies between Positive-Valued High-Frequency Time Series
by Nikolaus Hautsch & Julia Schuamburg & Melanie Schienle &
2012 Copula-Based Dynamic Conditional Correlation Multiplicative Error Processes
by Taras Bodnar & Nikolaus Hautsch & &
2012 The Signal of Volatility
by Till Strohsal & Enzo Weber & &
2012 Simultaneous Statistical Inference in Dynamic Factor Models
by Thorsten Dickhaus & &
2012 Assessing the Anchoring of Inflation Expectations
by Till Strohsal & Lars Winkelmann
2012 Investigating Impacts of Self-Exciting Jumps in Returns and Volatility: A Bayesian Learning Approach
by Andras Fulop & Junye Li & Jun Yu
2012 The Restoration of the Gold Standard after the US Civil War: A Volatility Analysis
by Max Meulemann & Martin Uebele & Bernd Wilfling
2012 Time-Varying Vector Autoregressive Model - A Survey with the Application to the Japanese Macroeconomic Data -
by Jouchi Nakajima & Toshiaki Watanabe
2012 大規模posデータの実証分析とフィリップス曲線への含意
by 外木, 暁幸
2012 Market Liberalization and Market Integration - Essays on the Nordic Electricity Market
by Lundgren, Jens
2012 An Econometric Market Model of Capital and Investment Inspired by Haavelmo
by Biørn, Erik
2012 Forecasting with Bayesian Vector Autoregressions
by Karlsson, Sune
2012 Testing Common Nonlinear Features in Nonlinear Vector Autoregressive Models
by Li, Dao & He, Changli
2012 Testing for Linear Cointegration Against Smooth-Transition Cointegration
by Li, Dao & He, Changli
2012 Regional Effects of Monetary Policy in Sweden
by Svensson, Emma
2012 Successful inflation targeting in Mozambique despite vulnerability to internal and external shocks
by Andersson, Per-Åke & Sjö, Bo
2012 Cost of Misspecification in Break-Model Unit-Root Tests
by Maican, Florin G. & Sweeney, Richard J.
2012 Forecasting with a noncausal VAR model
by Nyberg , Henri & Saikkonen, Pentti
2012 The rise of China and its implications for emerging markets - Evidence from a GVAR model
by Feldkircher, Martin & Korhonen, Iikka
2012 Real Wages and the Origins of Modern Economic Growth in Germany, 16th to 19th Centuries
by Ulrich Pfister & Jana Riedel & Martin Uebele
2012 The Relationship between Inflation, output growth, and their Uncertainties: Evidence from selected CEE countries
by Mubariz Hasanov & Tolga Omay
2012 Nonlinearity and Structural Stability in the Phillips Curve: Evidence from Turkey
by Mubariz Hasanov & Aysen Arac & Funda Telatar
2012 Investigating the Time Varying Nature of the Link between Inflation and Currency Substitution in the Turkish Economy
by Aysen Arac & Funda Telatar & Erdinc Telatar
2012 Evaluating a Global Vector Autoregression for Forecasting
by Neil R. Ericsson & Erica L. Reisman
2012 Price transmission from international to domestic markets
by Friederike Greb & Nelissa Jamora & Carolin Mengel & Stephan von Cramon-Taubadel & Nadine Würriehausen
2012 Growth rates constrained by internal and external imbalances and the role of relative prices: Empirical evidence from Portugal
by Elias Soukiazis & Pedro André Cerqueira & Micaela Antunes
2012 Causes of the Decline of Economic Growth in Italy and the Responsibility of EURO. A Balance-of-Payments Approach
by Elias Soukiazis & Pedro Cerqueira & Micaela Antunes
2012 Bayesian forecasting with highly correlated predictors
by Dimitris Korobilis
2012 Stock market reaction to fed funds rate surprises: state dependence and the financial crisis
by Alexandros Kontonikas & Ronald MacDonald & Aman Saggu
2012 Kaldor-Verdoorn's Law and Increasing Returns to Scale: A Comparison Across Developed Countries
by Emanuele Millemaci & Ferdinando Ofria
2012 Returns in Commodities Futures Markets and Financial Speculation: A Multivariate GARCH Approach
by Matteo Manera & Marcella Nicolini & Ilaria Vignati
2012 A new estimate of discouraged and additional worker effects on labor participation by sex and age in oecd countries
by Filatriau Olivier & Frédéric Reynès
2012 An Algorithm for Generalized Impulse-Response Functions in Markov-Switching Structural VAR
by Frédéric Karamé
2012 Estimation of Multivariate Stochastic Volatility Models: A Comparative Monte Carlo Study
by Mustafa Hakan Eratalay
2012 Testing Causality Between Two Vectors in Multivariate GARCH Models
by Tomasz Wozniak
2012 Granger-causal analysis of VARMA-GARCH models
by Tomasz Wozniak
2012 Reaction to Technology Shocks in Markov-Switchings Structural VARs: Identification via heteroskedasticity
by Aleksei NETSUNAJEV
2012 Bayesian Testing of Granger Causality in Markov-Switching VARs
by Matthieu Droumaguet & Tomasz Wozniak
2012 Inflation forecasting and the crisis: assessing the impact on the performance of different forecasting models and methods
by Christian Buelens
2012 Moody Oil - What is Driving the Crude Oil Price?
by Filippo Lechthaler & Lisa Leinert
2012 Can the change in the composition of the US GDP explain the Great Moderation? A test via oil price shocks
by Maravalle, Alessandro
2012 An Estimated New-Keynesian Model with Unemployment as Excess Supply of Labor
by Casares, Miguel & Moreno, Antonio & Vázquez Pérez, Jesús
2012 The Effect of Data Revisions on the Basic New Keynesian Model
by María-Dolores, Ramón & Londoño, Juan M. & Vázquez Pérez, Jesús
2012 Data Revisions in the Estimation of DSGE Models
by Casares, Miguel & Vázquez Pérez, Jesús
2012 Analysis of volatility transmissions in integrated and interconnected markets: The case of the Iberian and French markets
by Ciarreta Antuñano, Aitor & Zárraga Alonso, Ainhoa
2012 Linking Macroeconomic Dynamics to Georgian Credit Portfolio Risk
by Zedginidze Zviad
2012 Does Modeling Jumps Help? A Comparison of Realized Volatility Models for Risk Prediction
by Yin Liao
2012 Marginal Likelihood Estimation with the Cross-Entropy Method
by Joshua C C Chan & Eric Eisenstat
2012 Bayesian Estimation of DSGE Models
by Pablo A Guerron-Quintana & James M Nason
2012 Evidence on a DSGE Business Cycle model subject to Neutral and Investment-Specific Technology Shocks using Bayesian Model Averaging
by Rodney W. Strachan & Herman K. van Dijk
2012 Job Creation and the Self-employed Firm Size: evidence from Spain
by Emilio Congregado & Vicente Esteve & Antonio A. Golpe
2012 Rank-Based Tests of the Cointegrating Rank in Semiparametric Error Correction Models
by Marc Hallin & Ramon van den Akker & Bas Werker
2012 Monetary Policy and the Housing Market: A Structural Factor Analysis
by Mattéo Luciani
2012 Money, Credit, Monetary Policy and the Business Cycle in the Euro Area
by Domenico Giannone & Michèle Lenza & Lucrezia Reichlin
2012 Local-Explosive Approximations to Null Distributions of the Johansen Cointegration Test, with an Application to Cyclical Concordance in the Euro Area
by Chevillon, Guillaume
2012 Does Bayesian Shrinkage Help to Better Reflect What Happened during the Subprime Crisis?
by Olfa Kaabia & Ilyes Abid & Khaled Guesmi
2012 Theoretical Channels of International,Transmission During the Subprime Crisis to OCDE Countries : A FAVAR Model Under Bayesian Framework
by Olfa Kaabia & Ilyes Abid
2012 Energy price transmissions during extreme movements
by Marc Joëts
2012 Identifying Structural Vector Autoregressions via Changes in Volatility
by Helmut Lütkepohl
2012 Persistence and Cycles in the US Federal Funds Rate
by Guglielmo Maria Caporale & Luis A. Gil-Alana
2012 Business Cycles, International Trade and Capital Flows: Evidence from Latin America
by Guglielmo Maria Caporale & Alessandro Girardi
2012 Testing the Marshall-Lerner Condition in Kenya
by Guglielmo Maria Caporale & Luis A. Gil-Alana & Robert Mudida
2012 Reducing Confidence Bands for Simulated Impulse Responses
by Helmut Lütkepohl
2012 Re-examining the Decline in the US Saving Rate: The Impact of Mortgage Equity Withdrawal
by Guglielmo Maria Caporale & Mauro Costantini & Antonio Paradiso
2012 Fundamental Problems with Nonfundamental Shocks
by Helmut Lütkepohl
2012 Persistence and Cycles in US Hours Worked
by Guglielmo Maria Caporale & Luis A. Gil-Alana
2012 Effects of Global Liquidity on Commodity and Food Prices
by Ansgar Belke & Ingo G. Bordon & Ulrich Volz
2012 Disentangling Demand and Supply Shocks in the Crude Oil Market: How to Check Sign Restrictions in Structural VARs
by Helmut Lütkepohl & Aleksei Netsunajev
2012 Long Memory in German Energy Price Indices
by Carlos P. Barros & Guglielmo Maria Caporale & Luis A. Gil-Alana
2012 A Forty Year Assessment of Forecasting the Boat Race
by Geert Mesters & Siem Jan Koopman
2012 A Dynamic Bivariate Poisson Model for Analysing and Forecasting Match Results in the English Premier League
by Siem Jan Koopman & Rutger Lit
2012 Improved Likelihood Ratio Tests for Cointegration Rank in the VAR Model
by H. Peter Boswijk & Michael Jansson & Morten �. Nielsen
2012 Forecasting Interest Rates with Shifting Endpoints
by Dick van Dijk & Siem Jan Koopman & Michel van der Wel & Jonathan H. Wright
2012 Joint Independent Metropolis-Hastings Methods for Nonlinear Non-Gaussian State Space Models
by Istvan Barra & Lennart Hoogerheide & Siem Jan Koopman & Andre Lucas
2012 Evidence on Features of a DSGE Business Cycle Model from Bayesian Model Averaging
by Rodney Strachan & Herman K. van Dijk
2012 Fast Efficient Importance Sampling by State Space Methods
by Siem Jan Koopman & Thuy Minh Nguyen
2012 Structural Intervention Time Series Analysis of Crime Rates: The Impact of Sentence Reform in Virginia
by Suncica Vujic & Jacques Commandeur & Siem Jan Koopman
2012 Income polarization and innovation: Evidence from African economies
by Azomahou, Theophile & Diene, Mbaye
2012 Rank-based Tests of the Cointegrating Rank in Semiparametric Error Correction Models
by Hallin, M. & Akker, R. van den & Werker, B.J.M.
2012 R&D and Aggregate Fluctuations
by Erhan Artuc & Panayiotis M. Pourpourides
2012 Asymptotic Efficiency of Semiparametric Two-step GMM
by Xiaohong Chen & Jinyong Hahn & Zhipeng Liao
2012 Nonparametric Predictive Regression
by Ioannis Kasparis & Elena Andreou & Peter C.B. Phillips
2012 Non-linearity Induced Weak Instrumentation
by Ioannis Kasparis & Peter C.B. Phillips & Tassos Magdalinos
2012 Sieve Inference on Semi-nonparametric Time Series Models
by Xiaohong Chen & Zhipeng Liao & Yixiao Sun
2012 Testing for structural stability in the whole sample
by Javier Hidalgo-Moreno & Myung Hwan Seo
2012 Patents, secret innovations and firm's rate of return : differential effects of the innovation leader
by Alvaro Escribano & Szabolcs Blazsek
2012 The Empirical Implications of the Interest-Rate Lower Bound
by Gust, Christopher & López-Salido, J David & Smith, Matthew E
2012 Testing macroeconomic models by indirect inference on unfiltered data
by Meenagh, David & Minford, Patrick & Wickens, Michael R.
2012 What causes banking crises? An empirical investigation
by Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick
2012 Testing DSGE models by Indirect inference and other methods: some Monte Carlo experiments
by Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael R.
2012 Do Oil Prices Help Forecast U.S. Real GDP? The Role of Nonlinearities and Asymmetries
by Kilian, Lutz & Vigfusson, Robert J.
2012 Money, credit, monetary policy and the business cycle in the euro area
by Giannone, Domenico & Lenza, Michele & Reichlin, Lucrezia
2012 Macro-Financial Linkages: evidence from country-specific VARs
by Guarda, Paolo & Jeanfils, Philippe
2012 The effects of global shocks on small commodity-exporting economies: New evidence from Canada
by Charnavoki, Valery & Dolado, Juan J.
2012 Prior Selection for Vector Autoregressions
by Giannone, Domenico & Lenza, Michele & Primiceri, Giorgio E
2012 Institutions and Business Cycles
by Altug, Sumru G. & Emin, Mustafa & Neyapti, Bilin
2012 Dynamic conditional correlation models for realized covariance matrices
by BAUWENS, Luc & STORTI, Giuseppe & VIOLANTE, Francesco
2012 Computationally efficient inference procedures for vast dimensional realized covariance models
by BAUWENS, Luc & STORTI, Giuseppe
2012 The asymmetric commodity inventory effect on the optimal hedge ratio
by CARPANTIER, Jean-François & SAMKHARADZE, Besik
2012 The value of multivariate model sophistication: an application to pricing Dow Jones Industrial Average options
by ROMBOUTS, Jeroen V. K. & STENTOFT, Lars & VIOLANTE, Francesco
2012 Spillover Effects in the Volatility of Financial Markets
by E. Otranto
2012 Volatility Spillover, Interdependence, Comovements across GCC, Oil and U.S. Markets and Portfolio Management Strategies in a Regime-Changing Environment
by A. Khalifa & S. Hammoudeh & E. Otranto
2012 Monetary Policy and Exchange Rate Dynamics: The Exchange Rate as a Shock Absorber
by Volha Audzei & Frantisek Brazdik
2012 Tests For Serial Dependence In Static, Non-Gaussian Factor Models
by Gabriele Fiorentini & Enrique Sentana
2012 Sequential Estimation Of Shape Parameters In Multivariate Dynamic Models
by Dante Amengual & Gabriele Fiorentini & Enrique Sentana
2012 The Value of Multivariate Model Sophistication: An Application to pricing Dow Jones Industrial Average Options
by Jeroen Rombouts & Lars Peter Stentoft & Francesco Violente
2012 Forecasting extreme electricity spot prices
by Volodymyr Korniichuk
2012 Modeling Multivariate Extreme Events Using Self-Exciting Point Processes
by Oliver Grothe & Volodymyr Korniichuk & Hans Manner
2012 Has the Euro Changed Business Cycle Synchronization?Evidence from the Core and the Periphery
by Sybille Lehwald
2012 Persistence and Cycles in the US Federal Funds Rate
by Guglielmo Maria Caporale & Luis A. Gil-Alana
2012 Business Cycles, International Trade and Capital Flows: Evidence from Latin America
by Guglielmo Maria Caporale & Alessandro Girardi
2012 Eyes Wide Shut? The U.S. House Market Bubble through the Lense of Statistical Process Control
by Michael Berlemann & Julia Freese & Sven Knoth
2012 Forecasting GDP at the Regional Level with Many Predictors
by Robert Lehmann & Klaus Wohlrabe
2012 Long Memory in German Energy Price Indices
by Carlos Pestana Barros & Guglielmo Maria Caporale & Luis A. Gil-Alana
2012 Re-examining the Decline in the US Saving Rate: The Impact of Mortgage Equity Withdrawal
by Guglielmo Maria Caporale & Mauro Costantini & Antonio Paradiso
2012 An Empirical Growth Model for Major Oil Exporters
by Hadi Salehi Esfahani & Kamiar Mohaddes & M. Hashem Pesaran
2012 Persistence and Cycles in US Hours Worked
by Guglielmo Maria Caporale & Luis A. Gil-Alana
2012 Exponent of Cross-sectional Dependence: Estimation and Inference
by Natalia Bailey & George Kapetanios & M. Hashem Pesaran
2012 Testing for Structural Stability in the Whole Sample
by Javier Hidalgo & Myung Hwan Seo
2012 Algumas evidências internacionais sobre a relação entre sistema financeiro e crescimento econômico no domínio da frequência
by Bruno de Paula Rocha & Igor Viveiros de Souza
2012 Understanding the Causal Links between Financial Development and International Trade
by Youssouf Kiendrebeogo
2012 R&D and Aggregate Fluctuations
by Artuç, Erhan & Pourpourides, Panayiotis M.
2012 Testing macroeconomic models by indirect inference on unfiltered data
by Meenagh, David & Minford, Patrick & Wickens, Michael
2012 Testing DSGE models by Indirect inference and other methods: some Monte Carlo experiments
by Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael
2012 What causes banking crises? An empirical investigation
by Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick
2012 Dealing with Trading Thinness in Event Studies: An Improved Trade-to-Trade Model
by Warwick Anderson
2012 Forecasting Value-at-Risk Using Block Structure Multivariate Stochastic Volatility Models
by Manabu Asai & Massimiliano Caporin & Michael McAleer
2012 The Global Impact of the Systemic Economies and MENA Business Cycles
by Cashin, P. & Mohaddes, K. & Raissi, M.
2012 The Differential Effects of Oil Demand and Supply Shocks on the Global Economy
by Cashin, P. & Mohaddes, K. & Raissi, M. & Raissi, M.
2012 An Empirical Growth Model for Major Oil Exporters
by Esfahani, H. S. & Mohaddes, K. & Pesaran, M. H.
2012 Exponent of Cross-sectional Dependence: Estimation and Inference
by Bailey, N. & Kapetanios, G. & Pesaran, M. H.
2012 The role of credit in international business cycles
by Xu, T.T.
2012 Revisiting the Dynamic Effects of Oil Price Shock on Small Developing Economies
by Imran Shah
2012 Consumer credit in an era of financial liberalisation: an overreaction to repressed demand?
by Sophocles Brissimis & Eugenie Garganas & Stephen G. Hall
2012 Unemployment in Greece: evidence from Greek regions
by Evangelia Papapetrou & Dimitrios Bakas
2012 The international transmission of volatility shocks: an empirical analysis
by Mumtaz, Haroon & Theodoridis, Konstantinos
2012 Forecasting UK GDP growth, inflation and interest rates under structural change: a comparison of models with time-varying parameters
by Barnett, Alina & Mumtaz, Haroon & Theodoridis, Konstantinos
2012 Assessing the economy-wide effects of quantitative easing
by Kapetanios, George & Mumtaz, Haroon & Stevens, Ibrahim & Theodoridis, Konstantinos
2012 The impact of QE on the UK economy – some supportive monetarist arithmetic
by Bridges, Jonathan & Thomas, Ryland
2012 What drives oil prices? Emerging versus developed economies
by Knut Are Aastveit & Hilde C. Bjørnland & Leif Anders Thorsrud
2012 House prices and stock prices: Different roles in the U.S. monetary transmission mechanism
by Hilde C. Bjørnland & Dag Henning Jacobsen
2012 What drives oil prices? Emerging versus developed economies
by Knut Are Aastveit & Hilde C. Bjørnland & Leif Anders Thorsrud
2012 Monetary Transmission Mechanism and Time Variation in the Euro Area
by Kemal Bagzibagli
2012 Shocking Policy Coefficients
by Luca Gambetti
2012 The Effects of Government Spending on the Distribution of Consumption
by Giacomo de Giorgi & Luca Gambetti
2012 Fiscal Foresight, Forecast Revisions and the Effects of Government Spending in the Open Economy
by Luca Gambetti
2012 Do Institutions and Culture Matter for Business Cycles?
by Sumru Altug & Fabio Canova
2012 Has the Euro-Mediterranean Partnership Affected Mediterranean Business Cycles?
by Fabio Canova & Alain Schlaepfer
2012 A Pitfall with DSGE-Based, Estimated, Government Spending Multipliers
by Fève, P. & Matheron, J. & Sahuc, J.G.
2012 The changing role of expectations in US monetary policy: A new look using the Livingston Survey
by Banerjee, A. & Malik, S.
2012 How do anticipated changes to short-term market rates influence banks' retail interest rates? Evidence from the four major euro area economies
by Banerjee, A. & Bystrov, V. & Mizen, P.
2012 Do food commodity prices have asymmetric effects on Euro-Area inflation?
by Mario Porqueddu & Fabrizio Venditti
2012 Modelling loans to non-financial corporations in the euro area
by Christoffer Kok Sørensen & David Marqués Ibáñez & Carlotta Rossi
2012 The impact of monetary policy shocks on commodity prices
by Alessio Anzuini & Marco J. Lombardi & Patrizio Pagano
2012 A model for vast panels of volatilities
by Matteo Luciani & David Veredas
2012 TailCoR
by Lorenzo Ricci & David Veredas
2012 Macro-financial linkages: Evidence from country-specific VARs
by Paolo Guarda & Philippe Jeanfils
2012 The Effects of Oil Price Uncertainty on the Macroeconomy
by Soojin Jo
2012 The Role of Credit in International Business Cycles
by TengTeng Xu
2012 China’s Emergence in the World Economy and Business Cycles in Latin America
by Ambrogio Cesa-Bianchi & M. Hashem Pesaran & Alessandro Rebucci & TengTeng Xu
2012 Unconventional Monetary Policy and the Great Recession: Estimating the Macroeconomic Effects of a Spread Compression at the Zero Lower Bound
by Christiane Baumeister & Luca Benati
2012 Testing Non-linearity Using a Modified Q Test
by Marian Vavra
2012 Trend-Cycle Interactions and the Subprime Crisis: Analysis of US and Canadian Output
by Soloschenko, Max & Weber, Enzo
2012 Codependent VAR Models and the Pseudo-Structural Form
by Trenkler, Carsten & Weber, Enzo
2012 Identifying the Shocks behind Business Cycle Asynchrony in Euroland
by Trenkler, Carsten & Weber, Enzo
2012 Identifying the Substitution Effect of Temporary Agency Employment
by Jahn, Elke & Weber, Enzo
2012 Measuring Option Implied Degree of Distress in the US Financial Sector Using the Entropy Principle
by Philipp Matros & Johannes Vilsmeier
2012 On the Macroeconomic Determinants of the Long-Term Oil-Stock Correlation
by Conrad, Christian & Loch, Karin & Rittler, Daniel
2012 System Reduction and the Accuracy of Solutions of DSGE Models: A Note
by Christopher Heiberger & Torben Klarl & Alfred Maussner
2012 Fiscal Foresight, Forecast Revisions and the Effects of Government Spending in the Open Economy
by Luca Gambetti
2012 Shocking Policy Coefficients
by Luca Gambetti
2012 Approximate Whittle Analysis of Fractional Cointegration and the Stock Market Synchronization Issue
by Gilles de Truchis
2012 Estimation and Testing for Fractional Cointegration
by Marcel Aloy & Gilles de Truchis
2012 News, Noise, and Fluctuations: An Empirical Exploration
by Olivier J. Blanchard & Jean-Paul L’Huillier & Guido Lorenzoni
2012 Fear and Closed-End Fund Discounts
by Seth Anderson & T. Randolph Beard & Hyeongwoo Kim & Liliana Stern
2012 Spillover Effects of the U.S. Financial Crisis on Financial Markets in Emerging Asian Countries
by Bong-Han Kim & Hyeongwoo Kim & Bong-Soo Lee
2012 Generalized Impulse Response Analysis: General or Extreme?
by Hyeongwoo Kim
2012 The Short-Run Pricing Behavior of Closed-End Funds: Bond vs. Equity Funds
by Seth Anderson & T. Randolph Beard & Hyeongwoo Kim & Liliana Stern
2012 Predicting returns and rent growth in the housing market using the rent-to-price ratio: Evidence from the OECD countries
by Tom Engsted & Thomas Q. Pedersen
2012 Global Hemispheric Temperature Trends and Co–Shifting: A Shifting Mean Vector Autoregressive Analysis
by Matthew T. Holt & Timo Teräsvirta
2012 Multivariate Variance Targeting in the BEKK-GARCH Model
by Rasmus Søndergaard Pedersen & Anders Rahbek
2012 Improved Likelihood Ratio Tests for Cointegration Rank in the VAR Model
by H. Peter Boswijk & Michael Jansson & Morten Ørregaard Nielsen
2012 Oracle Efficient Estimation and Forecasting with the Adaptive LASSO and the Adaptive Group LASSO in Vector Autoregressions
by Anders Bredahl Kock & Laurent A.F. Callot
2012 Bootstrap Determination of the Co-integration Rank in Heteroskedastic VAR Models
by Giuseppe Cavaliere & Anders Rahbek & A.M.Robert Taylor
2012 The Volatility of Long-term Bond Returns: Persistent Interest Shocks and Time-varying Risk Premiums
by Daniela Osterrieder & Peter C. Schotman
2012 Unit Root Vector Autoregression with volatility Induced Stationarity
by Anders Rahbek & Heino Bohn Nielsen
2012 Oracle Inequalities for High Dimensional Vector Autoregressions
by Anders Bredahl Kock & Laurent A.F. Callot
2012 Modelling conditional correlations of asset returns: A smooth transition approach
by Annastiina Silvennoinen & Timo Teräsvirta
2012 The Value of Multivariate Model Sophistication: An Application to pricing Dow Jones Industrial Average options
by Jeroen V.K. Rombouts & Lars Stentoft & Francesco Violante
2012 Conditionally-unitorm Feasible Grid Search Algorithm
by Matt P. Dziubinski
2012 Modelling trades-through in a limit order book using hawkes processes
by Toke, Ioane Muni & Pomponio, Fabrizio
2012 Forecast Intervals for Inflation in Romania
by Mihaela BRATU
2012 Capital Flows and Economic Growth across Spectral requencies: Evidence from Turkey
by Nuri Yildirim & Huseyin Tastan
2012 Sources Of Exchange Rate Volatility In The European Transition Economies. Effects Of Economic Crisis Revealed
by K. Rajmund MIRDALA
2012 A Behavioral Explanation For The Asymmetric Volatility Effect
by Mouna Abbes BOUJELBÈNE
2012 The Propagation of Regional Recessions
by James D. Hamilton & Michael T. Owyang
2012 Multivariate Forecast Evaluation and Rationality Testing
by Ivana Komunjer & Michael T. Owyang
2012 A Quasi–Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models
by Catherine Doz & Domenico Giannone & Lucrezia Reichlin
2012 The Role of Copulas in the Housing Crisis
by David M. Zimmer
2012 Transmission Des Prix Et Asymétrie Sur Les Marchés De Produits Vivriers Au Bénin
by Rose FIAMOHE & Bruno HENRY de FRAHAN
2012 The Interrelationship between Money Supply, Prices and Government Expenditures and Economic Growth: A Causality Analysis for the Case of Cyprus
by Andreas G. Georgantopoulos & Anastasios D. Tsamis
2012 Kuresel Kriz, Avrupa Borc Krizi ve Gelismekte Olan Piyasalarda Bulasicilik Etkisi (Global Crisis, European Debt Crisis and Contagion in Emerging Markets)
by Doruk Kucuksarac & Pinar Ozlu & Deren Unalmis
2012 Gelismekte Olan Ulkelerin Kurlarindaki Ortak Hareketin Analizi
by Meltem Gulenay Chadwick & Fatih Fazilet & Necati Tekatli
2012 Turkiye'de Cekirdek Enflasyon : Ekonometrik Bir Yaklasim
by Ozlem Yigit & Atilla Gokce
2012 Purchasing Power Parity: Evidence From Four Cee Countries
by DIANA SADOVEANU & NICOLAE GHIBA
2012 Volatility Forecasting with Asymmetric Normal Mixture Garch Model: Evidence from South Africa
by Cifter, Atilla
2012 Perspectives on risk measurement: a critical assessment of PC-GARCH against the main volatility forecasting models
by Matei, Marius
2012 Testing for “Contagion” of the Subprime Crisis on the Middle East and North African Stock Markets: A Markov Switching EGARCH Approach
by Khallouli, Wajih & Sandretto, René
2012 Stock Market Integration Between Three CEECs
by Maria Caporale, Guglielmo & Spagnolo, Nicola
2012 Testing Purchasing Power Parity in Romania using standard unit root tests, with one structural break and cointegration analysis
by Nicolae Ghiba & Diana Sadoveanu
2012 Dinámica inflacionaria regional y el esquema de metas de inflación en el Perú
by Winkelried, Diego & Gutiérrez, José
2012 Traspaso del tipo de cambio y metas de inflación en el Perú
by Winkelried, Diego
2012 Missing observations in daily returns - Bayesian inference within the MSF-SBEKK model
by Krzysztof Osiewalski & Jacek Osiewalski
2012 The impact of the crisis on the monetary autonomy of Central and Eastern European countries
by Gábor Dávid Kiss & Andreász Kosztopulosz
2012 Estimating Potential Output in Romania using Univariate Statistical Filters
by Dedu Vasile & Stoica Tiberiu
2012 Improving Customer Churn Models as one of Customer Relationship Management Business Solutions for the Telecommunication Industry
by Slãvescu Ecaterina Oana & Panait Iulian
2012 The Impact Of Investments, Exports, And Openness On Economic Growth. A Comparative Study On The East European Countries
by Simut Ramona
2012 Economic Potential Recovery '" A European Challenge In The Medium Term
by Rãdulescu Andrei
2012 Dynamics Of Development In Europe: Analysis Of Twenty Years Data On Gdp And Hdi
by Bucciarelli Edgardo & Alessi Michele & Persico Tony Ernesto
2012 Day-of-the-week effect in Consumer Confidence Index: The case of Turkey
by Sadullah Çelik & Hüseyin Kaya
2012 Fatores de influência no preço do milho no Brasil [Factors that influence corn prices in Brazil]
by Carlos Eduardo Caldarelli & Mirian Rumenos Piedade Bacchi
2012 Volume and Skewness Analysis in the Major Latin American Stock Markets
by Werner Kristjanpoller & Víctor Caballero
2012 Economic Trends and Cycles in Crime: A Study for England and Wales
by Suncica Vujic & Siem Jan Koopman & Jacques J. F. Commandeur
2012 On The Economic Effects Of Investment In Railroad Infrastructures In Portugal
by ALFREDO M. PEREIRA & JORGE M. ANDRAZ
2012 Fiscal Sustainability in European Countries: A Preliminary Analysis
by Shyh-Wei Chen & Cheng-Hong Chang
2012 Do Asymmetric Causal Relationships Exist between Macroeconomic Variables and Housing Returns in Taiwan?
by Kuan-Min Wang & Yuan-Ming Lee & Chien-Chiang Lee
2012 Food Price Pass-Through in the Euro Area: Non-Linearities and the Role of the Common Agricultural Policy
by Gianluigi Ferrucci & Rebeca Jiménez-Rodríguez & Luca Onorantea
2012 Time-Varying Risk Premium in the Czech Capital Market: Did the Market Experience a Structural Shock in 2008–2009?
by Vit Posta
2012 Financial Development and Economic Growth in Poland in Transition: Causality Analysis
by Henryk Gurgul & £ukasz Lach
2012 The Dynamics of Deposit Euroization in European Post-transition Countries: Evidence from Threshold VAR
by Marina Tkalec
2012 Come misurare l’evoluzione congiunturale a livello locale: Una proposta metodologica
by Donatella Baiardi & Carluccio Bianchi
2012 Obiettivi e impatti dell’efficienza energetica in Italia
by Giuseppe Travaglini
2012 An empirical analysis of dynamic relationship between stock market and bond market based on information shocks
by Qiang Chen & Daolun Chen & YuTing Gong
2012 Polarization patterns in economic development and innovation
by Azomahou, Théophile T. & Diene, Mbaye
2012 Is the UAE stock market integrated with the USA stock market? New evidence from asymmetric causality testing
by Hatemi-J, Abdulnasser
2012 The impact of China's stock market reforms on its international stock market linkages
by Li, Hong
2012 Quoted spreads and trade imbalance dynamics in the European Treasury bond market
by Caporale, Guglielmo Maria & Girardi, Alessandro & Paesani, Paolo
2012 The causal structure of bond yields
by Wang, Zijun
2012 Wagner versus Keynes: Public spending and national income in Italy
by Magazzino, Cosimo
2012 The twin deficits hypothesis: Revisiting an EMU country
by Kalou, Sofia & Paleologou, Suzanna-Maria
2012 Trade-off between labor productivity and capital accumulation in Italian energy sector
by Travaglini, Giuseppe
2012 Do market fundamentals determine the Dollar–Euro exchange rate?
by Apergis, Nicholas & Zestos, George K. & Shaltayev, Dmitriy S.
2012 Information, data dimension and factor structure
by Jacobs, Jan P.A.M. & Otter, Pieter W. & den Reijer, Ard H.J.
2012 Identifying News Shocks from SVARs
by Féve, Patrick & Jidoud, Ahmat
2012 Structural cointegrated models of US consumption and wealth
by Fisher, Lance A. & Huh, Hyeon-seung & Otto, Glenn
2012 Asymmetric exchange rate pass-through: Evidence from major countries
by Delatte, Anne-Laure & López-Villavicencio, Antonia
2012 An empirical investigation of the Taylor curve
by Olson, Eric & Enders, Walter & Wohar, Mark E.
2012 VECM estimations of the PPP reversion rate revisited: The conventional role of relative price adjustment restored
by Kim, Hyeongwoo
2012 Real exchanges rates in commodity producing countries: A reappraisal
by Bodart, V. & Candelon, B. & Carpantier, J.-F.
2012 Convergence of Euro area inflation rates
by Lopez, Claude & Papell, David H.
2012 “Black Swans” before the “Black Swan” evidence from international LIBOR–OIS spreads
by Olson, Eric & Miller, Scott & Wohar, Mark E.
2012 Taylor rules and the Canadian–US equilibrium exchange rate
by Berger, Tino & Kempa, Bernd
2012 The EONIA spread before and during the crisis of 2007–2009: The role of liquidity and credit risk
by Beirne, John
2012 Testing conditional factor models
by Ang, Andrew & Kristensen, Dennis
2012 Pitfalls in backtesting Historical Simulation VaR models
by Escanciano, Juan Carlos & Pei, Pei
2012 Information demand and stock market volatility
by Vlastakis, Nikolaos & Markellos, Raphael N.
2012 Assessing the risk-return trade-off in loan portfolios
by Mencía, Javier
2012 Cojumping: Evidence from the US Treasury bond and futures markets
by Dungey, Mardi & Hvozdyk, Lyudmyla
2012 Pitfalls in VAR based return decompositions: A clarification
by Engsted, Tom & Pedersen, Thomas Q. & Tanggaard, Carsten
2012 Option-implied volatility factors and the cross-section of market risk premia
by Li, Junye
2012 Will tighter futures price limits decrease hedge effectiveness?
by Dark, Jonathan
2012 Do professional forecasters apply the Phillips curve and Okun's law? Evidence from six Asian-Pacific countries
by Rülke, Jan-Christoph
2012 Exchange return co-movements and volatility spillovers before and after the introduction of euro
by Antonakakis, Nikolaos
2012 Substitution or complementary effects between banking and stock markets: Evidence from financial openness in Taiwan
by Cheng, Su-Yin
2012 Commodity volatility breaks
by Vivian, Andrew & Wohar, Mark E.
2012 Empirical bias in intraday volatility measures
by Fang, Yan & Ielpo, Florian & Sévi, Benoît
2012 Equities, credits and volatilities: A multivariate analysis of the European market during the subprime crisis
by Schreiber, Irene & Müller, Gernot & Klüppelberg, Claudia & Wagner, Niklas
2012 Cointegration relationship and time varying co-movements among Indian and Asian developed stock markets
by Gupta, Rakesh & Guidi, Francesco
2012 Forecasting Italian electricity zonal prices with exogenous variables
by Gianfreda, Angelica & Grossi, Luigi
2012 Cointegration and causal relationships between energy consumption and output: Assessing the evidence from Australia
by Shahiduzzaman, Md & Alam, Khorshed
2012 Forecasting energy market volatility using GARCH models: Can multivariate models beat univariate models?
by Wang, Yudong & Wu, Chongfeng
2012 Volatility transmission and volatility impulse response functions in crude oil markets
by Jin, Xiaoye & Xiaowen Lin, Sharon & Tamvakis, Michael
2012 Price and volatility dynamics between electricity and fuel costs: Some evidence for Spain
by Furió, Dolores & Chuliá, Helena
2012 Considering macroeconomic indicators in the food before fuel nexus
by Qiu, Cheng & Colson, Gregory & Escalante, Cesar & Wetzstein, Michael
2012 On the volatility–volume relationship in energy futures markets using intraday data
by Chevallier, Julien & Sévi, Benoît
2012 Model based Monte Carlo pricing of energy and temperature Quanto options
by Caporin, Massimiliano & Preś, Juliusz & Torro, Hipolit
2012 Oil price shocks and transportation firm asset prices
by Aggarwal, Raj & Akhigbe, Aigbe & Mohanty, Sunil K.
2012 Why do some emerging economies proactively accelerate the adoption of renewable energy?
by Salim, Ruhul A. & Rafiq, Shuddhasattwa
2012 Permit price dynamics in the U.S. SO2 trading program: A cointegration approach
by Boutabba, Mohamed Amine & Beaumais, Olivier & Lardic, Sandrine
2012 A nonparametric GARCH model of crude oil price return volatility
by Hou, Aijun & Suardi, Sandy
2012 Oil price uncertainty and the Canadian economy: Evidence from a VARMA, GARCH-in-Mean, asymmetric BEKK model
by Rahman, Sajjadur & Serletis, Apostolos
2012 The electricity consumption versus economic growth of the Polish economy
by Gurgul, Henryk & Lach, Łukasz
2012 Common influences, spillover and integration in Chinese stock markets
by Weber, Enzo & Zhang, Yanqun
2012 Time-varying performance of international mutual funds
by Turtle, H.J. & Zhang, Chengping
2012 Return predictability and intertemporal asset allocation: Evidence from a bias-adjusted VAR model
by Engsted, Tom & Pedersen, Thomas Q.
2012 Choosing an optimal investment strategy: The role of robust pair-copulas based portfolios
by Mendes, Beatriz Vaz de Melo & Marques, Daniel S.
2012 Return and volatility spillovers among CIVETS stock markets
by Korkmaz, Turhan & Çevik, Emrah İ. & Atukeren, Erdal
2012 Why aren't developed countries saving?
by Dobrescu, Loretti I. & Kotlikoff, Laurence J. & Motta, Alberto
2012 Pre-announcement and timing: The effects of a government expenditure shock
by Kriwoluzky, Alexander
2012 Is the causal nexus of energy utilization and economic growth asymmetric in the US?
by Hatemi-J, Abdulnasser & Uddin, Gazi Salah
2012 Is monetary policy in the new EU member states asymmetric?
by Vašíček, Bořek
2012 Evaluating DSGE model forecasts of comovements
by Herbst, Edward & Schorfheide, Frank
2012 Information criteria for impulse response function matching estimation of DSGE models
by Hall, Alastair R. & Inoue, Atsushi & Nason, James M. & Rossi, Barbara
2012 Efficient minimum distance estimation with multiple rates of convergence
by Antoine, Bertille & Renault, Eric
2012 Beyond panel unit root tests: Using multiple testing to determine the nonstationarity properties of individual series in a panel
by Moon, H.R. & Perron, B.
2012 Taking a new contour: A novel approach to panel unit root tests
by Chang, Yoosoon
2012 Bias in the estimation of the mean reversion parameter in continuous time models
by Yu, Jun
2012 Dynamic misspecification in nonparametric cointegrating regression
by Kasparis, Ioannis & Phillips, Peter C.B.
2012 The conditional autoregressive Wishart model for multivariate stock market volatility
by Golosnoy, Vasyl & Gribisch, Bastian & Liesenfeld, Roman
2012 Simple and powerful GMM over-identification tests with accurate size
by Sun, Yixiao & Kim, Min Seong
2012 Asset prices, credit and the business cycle
by Chen, Xiaoshan & Kontonikas, Alexandros & Montagnoli, Alberto
2012 Testing forecasting model versatility
by Taylor, Nicholas
2012 The great synchronization of international trade collapse
by Antonakakis, Nikolaos
2012 An impulse-response function for a VAR with multivariate GARCH-in-Mean that incorporates direct and indirect transmission of shocks
by Chua, Chew Lian & Suardi, Sandy & Tsiaplias, Sarantis
2012 Sovereign risk contagion in the Eurozone
by Metiu, Norbert
2012 Stock returns and inflation: Evidence from quantile regressions
by Alagidede, Paul & Panagiotidis, Theodore
2012 An algorithm for generalized impulse-response functions in Markov-switching structural VAR
by Karamé, F.
2012 Granger causality between total expenditure on health and GDP in OECD: Evidence from the Toda–Yamamoto approach
by Amiri, Arshia & Ventelou, Bruno
2012 Inflation-regime dependent effects of monetary policy shocks. Evidence from threshold vector autoregressions
by Mandler, Martin
2012 Conditional forecasts on SVAR models using the Kalman filter
by Camba-Mendez, Gonzalo
2012 The PPP debate: Multiple breaks and cross-sectional dependence
by Snaith, Stuart
2012 Test for linearity against STAR models with deterministic trends
by Zhang, Lingxiang
2012 German business cycle forecasts, asymmetric loss and financial variables
by Krüger, Jens J. & Hoss, Julian
2012 Is there an environmental Kuznets curve for Spain? Fresh evidence from old data
by Esteve, Vicente & Tamarit, Cecilio
2012 Financial market frictions in a model of the Euro area
by Lombardo, Giovanni & McAdam, Peter
2012 Exploring determinants of housing prices: A case study of Chinese experience in 1999–2010
by Zhang, Yanbing & Hua, Xiuping & Zhao, Liang
2012 The time-varying and asymmetric dependence between crude oil spot and futures markets: Evidence from the Mixture copula-based ARJI–GARCH model
by Chang, Kuang-Liang
2012 Effect of oil prices on trade balance: New insights into the cointegration relationship from Pakistan
by Hassan, Syeda Anam & Zaman, Khalid
2012 The changing role of house price dynamics over the business cycle
by Dufrénot, Gilles & Malik, Sheheryar
2012 US inflation and consumption: A long-term perspective with a level shift
by Paradiso, Antonio & Casadio, Paolo & Rao, B. Bhaskara
2012 A new energy model to capture the behavior of energy price processes
by Xu, Weijun & Sun, Qi & Xiao, Weilin
2012 An empirical investigation of causality between producers' price and consumers' price indices in Australia in frequency domain
by Tiwari, Aviral Kumar
2012 The relationship between financial indicators and human development in Pakistan
by Zaman, Khalid & Izhar, Zeeshan & Khan, Muhammad Mushtaq & Ahmad, Mehboob
2012 A risk-driven approach to exchange rate modelling
by Kębłowski, Piotr & Welfe, Aleksander
2012 The Halle Economic Projection Model
by Giesen, Sebastian & Holtemöller, Oliver & Scharff, Juliane & Scheufele, Rolf
2012 Macroeconomic transitions and the transmission mechanism: Evidence from Turkey
by Çatık, A. Nazif & Martin, Christopher
2012 Global imbalances, cross-market linkages, and the financial crisis: A multivariate Markov-switching analysis
by Chevallier, Julien
2012 Are securitised real estate markets efficient?
by Su, Jen-Je & Cheung, Adrian (Wai-Kong) & Roca, Eduardo
2012 Modelling economic growth with internal and external imbalances: Empirical evidence from Portugal
by Soukiazis, Elias & Cerqueira, Pedro A. & Antunes, Micaela
2012 Dynamic modelling of real estate investment trusts and stock markets
by Lee, Chien-Chiang & Chien, Mei-Se & Lin, Tsoyu Calvin
2012 Financial market integration: Theory and empirical results
by Arouri, Mohamed El Hedi & Foulquier, Philippe
2012 On the application of the rank tests for nonlinear cointegration to PPP: The case of Papua New Guinea
by Liew, Venus Khim-Sen & Ling, Tai-Hu & Chia, Ricky Chee-Jiun & Yoon, Gawon
2012 Modeling income inequality and openness in the framework of Kuznets curve: New evidence from China
by Jalil, Abdul
2012 Fiscal deficits, banking crises and policy reversal in a semi-open economy
by Sharma, Anurag & Jha, Raghbendra
2012 Testing conditional asymmetry: A residual-based approach
by Lambert, Philippe & Laurent, Sébastien & Veredas, David
2012 Do credit market shocks drive output fluctuations? Evidence from corporate spreads and defaults
by Meeks, Roland
2012 The yield curve and the macro-economy across time and frequencies
by Aguiar-Conraria, Luís & Martins, Manuel M.F. & Soares, Maria Joana
2012 Dual-track interest rates and the conduct of monetary policy in China
by He, Dong & Wang, Honglin
2012 The US tech pulse, stock prices, and exchange rate dynamics: Evidence from Asian developing countries
by Kubo, Akihiro
2012 The dynamics of aggregate demand and supply shocks in ASEAN countries
by Bashar, Omar H.M.N.
2012 Electricity Consumption and Economic Growth: Analysis and Forecasts using VAR/VEC Approach for Greece with Capital Formation
by Andreas Georgantopoulos
2012 Energy Consumption and Economic Growth in Algeria: Cointegration and Causality Analysis
by Souhila EDDRIEF-CHERFI & Baghdad KOURBALI
2012 Income, Price, and Government Expenditure Elasticities of Oil in the Gulf Cooperation Council Countries
by Bukhari M.S. Sillah & Hamad M.H. Al-Sheikh
2012 Energy Consumption-Economic Growth Nexus: Does the Level of Aggregation Matter?
by Mehdi Abid & Maamar Sebri
2012 The Casual Nexus of Banking Sector Development and Poverty Reduction in Bangladesh
by Gazi Salah Uddin & Phouphet Kyophilavong & Nasim Sydee
2012 Oil and S&P 500 Markets: Evidence from the Nonlinear Model
by Yen-Hsien Lee & Fang Hao
2012 Foreign Direct Investment and Growth Relationship in Georgia
by Faruk Gürsoy & Hüseyin Kalyoncu
2012 An Analysis Of Co2 Emissions Of Turkish Industries And Energy Sector
by OZKAN, Filiz & OZKAN, Omer
2012 Macro Shocks and Real US Stock Prices with Special Focus on the “Great Recession”
by Rangan GUPTA & Roula INGLESI-LOTZ
2012 Industrial Time Series of Nigeria, 1970-2009: Evolution and Unit Root Testing in the Presence of Multiple Endogenous Structural Breaks
by Nyong, M. O. & Udah, E. B.
2012 La presse en tant que mécanisme de gouvernance partenariale:Danone et l’affaire LU - The press as a stakeholder oriented corporate governance mechanism:Danone and the LU affair
by Karen Moris
2012 Monetary transmission mechanisms in a small open economy: a Bayesian structural VAR approach
by Rokon Bhuiyan
2012 Misalignment Under Different Exchange Rate Regimes: the Case of Turkey
by Sengül Dagdeviren & Ayla Ogu? Binatli & Niloufer Sohrabji
2012 Unemployment hysteresis: empirical evidence for Latin America
by Astrid Ayala & Juncal Cuñado & Luis Albériko Gil-Alana
2012 L'effet dynamique des chocs d'offre et de demande agrégés. Une étude sur le cas allemand
by Romain Legrand
2012 The Impact of the Financial Crisis on the Currency Risk Premium Dynamics within the G20 :Evidence from the ICAPM
by Salem Boubakri
2012 The Local Effects of Monetary Policy
by Neville Francis & Michael T. Owyang & Tatevik Sekhposyan
2012 Optimal Fiscal System And Public Finance Sustainability Indicators In East European Countries Within The Eu27
by BANU Ilie & BUTIUC Ioana-Madalina
2012 Credit Risk Macro Stress Test Model for Turkish Banking Industry
by Ebru SONBUL ISKENDER
2012 An Empirical Assessment of the Real Exchange Rate and Poverty in Nigeria
by Ben. U. Omojimite & Victor E. Oriavwote
2012 As Exportações Promovem a Produtividade? Evidência Empírica para Indústria de Transformação do Brasil Utilizando Vetores Autoregressivos com Correção de Erro (VEC)
by Igor Ézio Maciel Silva & Ricardo Chaves Lima & Jocildo Fernandes Bezerra
2012 The Effects of Fiscal Policy and its Interactions with Monetary Policy in Brazil
by Elcyon Caiado Rocha Lima & Alexis Maka & Amadeu Pumar
2012 The Effect Of Public Investments On Private Sector Investments In Turkey:1970-2009
by Mehmet Cural & Recep Emre Ericok & Veli Yilanci
2012 Does FDI Contribute to the Integration into the Global Economy? Time-Series Evidence for Ten African Countries
by Yaya Keho
2012 Prices, wages and fertility in pre-industrial England
by Marc P. B. Klemp
2012 Electricity Consumption and Economic Growth Nexus: A Multivariate Analysis for Turkey
by Ali Acaravci & Ilhan Ozturk
2012 Do House Prices Impact Consumption and Interest Rate? Evidence from OECD Countries using an Agnostic Identification Procedure
by Christophe Andre & Rangan Gupta & Patrick T. Kanda
2012 Measuring Tax Multipliers: The Narrative Method in Fiscal VARs
by Carlo Favero & Francesco Giavazzi
2012 Measuring the Output Responses to Fiscal Policy
by Alan J. Auerbach & Yuriy Gorodnichenko
2011 A Structural Approach To Information Shares
by Oleg Korenok & Bruce Mizrach & Stanislav Radchenko
2011 Testing the Monetary Model for Exchange Rate Determination in South Africa: Evidence from 101 Years of Data
by Riane de Bruyn & Rangan Gupta & Lardo stander
2011 Intertemporal portfolio allocation and hedging demand: An application to South Africa
by Esti van Wyk de Vries & Rangan Gupta & Renee van Eyden
2011 Forecasting Key Macroeconomic Variables of the South African Economy Using Bayesian Variable Selection
by Mirriam Chitalu Chama-Chiliba & Rangan Gupta & Nonophile Nkambule & Naomi Tlotlego
2011 Relationship between House Prices and Inflation in South Africa: An ARDL Approach
by Roula Inglesi-Lotz & Rangan Gupta
2011 Do House Prices Impact Consumption and Interest Rate? Evidence from OECD Countries using an Agnostic Identification Procedure
by Christophe Andre & Rangan Gupta & Patrick T. Kanda
2011 The Role of Asset Prices in Forecasting Inflation and Output in South Africa
by Rangan Gupta & Faaiqa Hartley
2011 Using Large Data Sets to Forecast Sectoral Employment
by Rangan Gupta & Alain Kabundi & Stephen M. Miller & Josine Uwilingiye
2011 The Australian Real?Time Datbase: An Overview and an Illustration of its Use in Business Cycle Analysis
by Kevin Lee, Nilss Olekalns, Kalvinder Shields and Zheng Wang
2011 The Meta Taylor Rule
by Kevin Lee, James Morley and Kalvinder Sheields
2011 Structural Macroeconomic Analysis for Dynamic Factor Models
by Maddalena Cavicchioli
2011 “Finance and Growth: A Reassessment of the Empirical Evidence for the Indian Economy” - Finanza e crescita: un riesame dell’evidenza empirica nel caso dell’India
by Tronzano, Marco
2011 Inflation Uncertainty at Short and Long Horizons: Turkey
by Gülcay TUNA & Cem PAYASLIOĞLU
2011 Efficiency and hedging effectiveness in the NYMEX crude oil futures market
by Tarkan ÇAVUŞOĞLU & Soner GÖKTEN
2011 An open economy new Keynesian macroeconomic model: The case of Turkey
by Erhan YILDIRIM & Kenan LOPCU & Selim ÇAKMAKLI
2011 Abnormal Returns on CEFs and in Pre-and-Post-Credit-Crunch Periods
by Emmanouil Mavrakis
2011 Demanda por dinero en México (1986-2010)
by Noriega, Antonio E. & Ramos-Francia, Manuel & Rodríguez-Pérez, Cid Alonso
2011 World Foodgrain Prices – The Effect of Exporting Countries’ Policies
by SEKHAR, C.S.C.
2011 Measuring Core Inflation in Bangladesh: An Unobserved Components Approach
by BASHAR, OMAR H.M.N.
2011 Cointegrated VARMA models and forecasting US interest rates
by Christian Kascha & Carsten Trenkler
2011 An assessment of the relationship between public real estate markets and stock markets at the local, regional, and global levels
by Liow, Kim Hiang & Schindler, Felix
2011 Chinese Monetary Policy and the Dollar Peg
by Volz, Ulrich & Reade, J. James
2011 The accuracy of a forecast targeting central bank
by Falch, Nina Skrove & Nymoen, Ragnar
2011 Modelling trades-through in a limited order book using Hawkes processes
by Toke, Ioane Muni & Pomponio, Fabrizio
2011 Border effects on spatial price transmission between fresh tomato markets in Ghana and Burkina-Faso: Any case for promoting trans-border trade in West Africa?
by Amikuzuno, Joseph
2011 The impact of macroeconomic news on quote adjustments, noise, and informational volatility
by Hautsch, Nikolaus & Hess, Dieter E. & Veredas, David
2011 Exchange rate dynamics, expectations, and monetary policy
by Chen, Qianying
2011 A Risk-Driven Approach to Exchange-Rate Modelling
by Piotr Keblowski & Aleksander Welfe
2011 The coincident and the leading business cycle indicators for Poland
by Rafał Woźniak
2011 Testing for Multivariate Cointegration in the Presence of Structural Breaks: p-Values and Critical Values
by David E. Giles & Ryan T. Godwin
2011 Evolutionary computational approach in TAR model estimation
by Claudio Pizzi & Francesca Parpinel
2011 Affine Term Structure Constraints on Euribor data
by Giulio Tarditi
2011 Forecasting correlations during the late-2000s financial crisis: short-run component, long-run component, and structural breaks
by Audrino, Francesco
2011 Fiscal policy, pricing frictions and monetary accommodation
by Fabio Canova & Evi Pappa
2011 Has the Euro-Mediterranean partnership affected Mediterranean business cycles?
by Fabio Canova & Alain Schlaepfer
2011 Effects of monetary policy on the $/£ exchange rate. Is there a 'delayed overshooting puzzle'?
by Reinhold Heinlein & Hans-Martin Krolzig
2011 El traspaso de tipo de cambio a precios en Uruguay
by Diego Gianelli
2011 Using Large Data Sets to Forecast Sectoral Employment
by Rangan Gupta & Alain Kabundi & Stephen M. Miller & Josine Uwilingiye
2011 Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns
by Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat
2011 Convergence and Cointegration
by Alfredo García-Hiernaux & David E. Guerrero
2011 Ranking Multivariate GARCH Models by Problem Dimension: An Empirical Evaluation
by Massimiliano Caporin & Michael McAleer
2011 US Oil Price Exposure: The Industry Effects
by Don Bredin & John Elder
2011 Real and Nominal Foreign Exchange Volatility Effects on Exports – The Importance of Timing
by John Cotter & Don Bredin
2011 Long-run identifying restrictions on VARs within the AS-AD framework
by Jean-Sébastien Pentecôte
2011 World Technology Shocks and the Real Euro-Dollar Exchange Rate
by Lambrias, Kyriacos
2011 The Macroeconomic Implications of Household Debt: An Empirical Analysis
by Yun Kim
2011 Bayesian Adaptive Hamiltonian Monte Carlo with an Application to High-Dimensional BEKK GARCH Models
by Martin Burda & John Maheu
2011 Nonlinearities in CDS-Bond Basis (CDS-Bono Farkinin Dogrusal Olmayan Duzeltme Hareketi)
by Kurmas Akdogan & Meltem Gulenay Chadwick
2011 Advances in price time series tests for antitrust market definition
by Willem H. Boshoff
2011 Time Variation in the Dynamics of Worker Flows: Evidence from the US and Canada
by Michele Campolieti & Deborah Gefang & Gary Koop
2011 Regime-Switching Cointegration
by Markus Jochmann & Gary Koop
2011 Bayesian Inference in the Time Varying Cointegration Model
by Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan
2011 Forecasting with Medium and Large Bayesian VARs
by Gary Koop
2011 Time Varying Dimension Models
by Joshua Chan & Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan
2011 Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables
by Gary Koop & Joshua Chan
2011 Inflation persistence: Implication for a monetary union in the Caribbean
by Juan Carlos Cuestas & Carlyn Dobson
2011 Investigating the oil price-exchange rate nexus: Evidence from Africa
by Simeon Coleman & Juan Carlos Cuestas & Estefanía Mourelle
2011 Fiscal shocks and budget balance persistence in the EU countries from Central and Eastern Europe
by Juan Carlos Cuestas & Karsten Steahr
2011 How big is the 'German locomotive'? A perpective from Central and Eastern Europen countries' unemployment rates
by Juan Carlos Cuestas & Mercedes Monfort & Javier Ordóñez
2011 Unemployment hysteresis, structural changes, non-linearities and fractional integration in European transition economies
by Juan Carlos Cuestas & Luis A. Gil-Alana
2011 Monetary Policy Analysis in Real-Time. Vintage combination from a real-time dataset
by Carlo Altavilla & Matteo Ciccarelli
2011 The analysis of nonstationary time series using regression, correlation and cointegration - with an application to annual mean temperature and sea level
by Søren Johansen
2011 Trade Shocks from BRIC to South Africa: A Global VAR Analysis
by Mustafa Yavuz Cakir & Alain Kabundi
2011 Determinants of Stock Market Prices in Namibia
by Joel Hinaunye Eita
2011 Production, Inequality and Poverty linkages in South Africa
by Nicholas Ngepah
2011 The Forecasting Performance of an Estimated Medium Run Model
by Tobias Kitlinski & Torsten Schmidt
2011 Cross-section Dependence and the Monetary Exchange Rate Mode – A Panel Analysis
by Joscha Beckmann & Ansgar Belke & Frauke Dobnik
2011 Real-Time Datasets Really Do Make a Difference: Definitional Change, Data Release, and Forecasting
by Norman R. Swanson & Andres Fernandez
2011 Information in the Revision Process of Real-Time Datasets
by Norman R. Swanson & Valentina Corradi & Andres Fernandez
2011 International Evidence on the Efficacy of new-Keynesian Models of Inflation Persistence
by Norman R. Swanson & Oleg Korenok & Stanislav Radchenko
2011 Bank Lending Shocks and the Euro Area Business Cycle
by G. PEERSMAN
2011 The Effectiveness of Unconventional Monetary Policy at the Zero Lower Bound: A Cross-Country Analysis
by L. GAMBACORTA & B. HOFMANN & G. PEERSMAN
2011 Do Financial Investors Destabilize the Oil Price?
by M. J. LOMBARDI & I. VAN ROBAYS
2011 Macroeconomic Effects of Unconventional Monetary Policy in the Euro Area
by G. PEERSMAN
2011 A new model-based approach to measuring time-varying financial market integration
by T. BERGER & L. POZZI
2011 An Alternative Solution to the Autoregressivity Paradox in Time Series Analysis
by Gianluca Cubadda & Umberto Triacca
2011 Labor-Market Heterogeneity, Aggregation, and the Policy-(In)variance of DSGE Model Parameters
by Yongsung Chang & Sun-Bin Kim & Frank Schorfheide
2011 Autobiography
by Sims, Christopher A.
2011 Interview with the 2011 Laureates in Economic Sciences Thomas J. Sargent and Christopher A. Sims
by Sargent, Thomas J. & Sims, Christopher A.
2011 Thomas J. Sargent and Christopher A. Sims: Empirical Macroeconomics
by Committee, Nobel Prize
2011 Thomas J. Sargent and Christopher A Sims: The art of distinguishing between cause and effect in the macroeconomy
by Committee, Nobel Prize
2011 Spatial Dependence in Wind and Optimal Wind Power Allocation: A Copula Based Analysis
by Grothe, Oliver & Schnieders, Julius
2011 Unit Root Testing with Stationary Covariates and a Structural Break in the Trend Function
by Fossati, Sebastian
2011 Covariate Unit Root Tests with Good Size and Power
by Fossati, Sebastian
2011 Regime-Switching Cointegration
by Markus Jochmann & Gary Koop
2011 Persistence in Convergence
by Thanasis Stengos & M. Ege Yazgan
2011 Modelling Realized Covariances and Returns
by Xin Jin & John M. Maheu
2011 An Empirical Analysis of the Credit-Output Relationship: Evidence from Peru
by Lahura, Erick
2011 Exchange rate pass-through and inflation targeting in Peru
by Winkelried, Diego
2011 Forecasting Equicorrelation
by Adam E Clements & Christopher A Coleman-Fenn & Daniel R Smith
2011 FCVARmodel.m: A Matlab software package for estimation and testing in the fractionally cointegrated VAR model
by Morten Ørregaard Nielsen & Lealand Morin
2011 Direct vs bottom-up approach when forecasting GDP: reconciling literature results with institutional practice
by Paulo Soares Esteves
2011 Rational vs. Professional Forecasts
by João Valle e Azevedo & João Tovar Jalles
2011 Assessing monetary policy in the euro area: a factor-augmented VAR approach
by Rita Soares
2011 Output-Employment Relationship across Sectors: A Long- versus Short-Run Perspective
by Sahin, Afsin & Tansel, Aysit & Berument, Hakan
2011 Misalignment under different exchange rate regimes: the case of Turkey
by Dağdeviren, Sengül & Ogus Binatli, Ayla & Sohrabji, Niloufer
2011 The impact of the financial crisis on the interbank money markets behavior. Evidence from several CEE transition economies
by Mutu, Simona & Breşfelean, Vasile Paul & Göndör, Mihaela
2011 The Non-Zero Lower Bound Lending Rate and the Liquidity Trap
by Khemraj, Tarron
2011 Оцінка Впливу Елементів Фінансового Механізму На Становлення Та Розвитку Зеленого Бізнесу В Європі
by Stepanenko, Bohdana
2011 A closer look at the money multipliers for the Turkish economy: Is there a stable relationship?
by Korap, Levent
2011 Impact of inflatıon gap to nomınal interest rates: case of Turkey
by dogru, bulent & marabaoglu, akif
2011 Causal relationship between saving, investment and economic growth for India – what does the relation imply?
by Jangili, Ramesh
2011 On the Feasibility of Monetary Union: Does It Make Sense to Look for Shocks Symmetry across Countries When None of the Countries Constitutes an Optimum Currency Area?
by Jean Louis, Rosmy & Brown, Ryan & Balli, Faruk
2011 Modelos de Estimación de la Brecha de Producto: Aplicación al PIB de la República Dominicana
by Francisco, Ramirez
2011 Relative price effects of monetary policy shock in Malaysia: a svar study
by Abdul Karim, Zulkefly & Zaidi, Mohd Azlan Shah & W.N.W, Azman-Saini
2011 Money and prices in the Maghreb countries: cointegration and causality analyses
by Benamar, Abdelhak & CHERIF, Nasreddine & Benbouziane, Mohamed
2011 Financial development and economic growth in Poland in transition: causality analysis
by Gurgul, Henryk & Łukasz, Lach
2011 Identifying regime shifts in Indian stock market: A Markov switching approach
by Wasim, Ahmad & Bandi, Kamaiah
2011 The case for higher frequency inflation expectations
by Guzman, Giselle C.
2011 Price Linkages in the Copper Futures, Primary, and Scrap Markets
by Aruga, Kentaka & Managi, Shunsuke
2011 Linkage among the U.S. Energy Futures Markets
by Aruga, Kentaka & Managi, Shunsuke
2011 GMM estimation with noncausal instruments under rational expectations
by Lof, Matthijs
2011 Expectations Impact on the Effectiveness of the Inflation-Real Activity Trade-Off
by Gbaguidi, David Sedo
2011 Regime Switching in a New Keynesian Phillips Curve with Non-zero Steady-state Inflation Rate
by Gbaguidi, David Sedo
2011 International stock market comovements: what happened during the financial crisis?
by Horvath, Roman & Poldauf, Petr
2011 Identifying the Signs of Currency Speculation in Hong Kong's Linked exchange Rate
by Li, Kui-Wai
2011 Improving biodiversity monitoring by modeling relative abundance from "presence only" data
by Jingwa A, Brian
2011 A assimetria dos ciclos económicos: Evidência internacional usando o teste triples
by Almeida, Pedro Cameira de & Fuinhas, José Alberto & Marques, António Cardoso
2011 The gasoline Industry in European Union and the USA
by Polemis, Michail & Fotis, Panagiotis
2011 Informality and the expansion of social protection programs
by Azuara, Oliver & Marinescu, Ioana
2011 Mixed fractional Brownian motion, short and long-term Dependence and economic conditions: the case of the S&P-500 Index
by Dominique, C-René & Rivera-Solis, Luis Eduardo
2011 The instability of the correlation structure of the S&P 500
by Lyócsa, Štefan & Výrost, Tomáš & Baumöhl, Eduard
2011 Roaring Food Prices in India
by Mukherjee, Soumyatanu
2011 Phénomènes financiers et mélange de lois : Une nouvelle méthode d’estimation des paramètres
by Chilarescu, Constantin & Viasu, Iana Luciana
2011 When A Factor Is Measured with Error: The Role of Conditional Heteroskedasticity in Identifying and Estimating Linear Factor Models
by Prono, Todd
2011 Industrial development, agricultural growth, urbanization and environmental Kuznets curve in Pakistan
by Muhammad, Anees & Ishfaq, Ahmed
2011 Conditional Markov chain and its application in economic time series analysis
by Bai, Jushan & Wang, Peng
2011 Dynamic relationships between the price of oil, gold and financial variables in Japan: a bounds testing approach
by Le, Thai-Ha & Chang, Youngho
2011 VECM estimations of the PPP reversion rate revisited: the conventional role of relative price adjustment restored
by Kim, Hyeongwoo
2011 An empirical model for the Turkish trade balance: new evidence from ARDL bounds testing analyses
by Korap, Levent
2011 Development and the cyclicality of government spending in the Czech Republic
by Szarowska, Irena
2011 Environmental Kuznets Curve in Romania and the Role of Energy Consumption
by Muhammad, Shahbaz & Mihai, Mutascu & Parvez, Azim
2011 Valuation of Latin-American stock prices with alternative versions of the Ohlson model: An investigation of cointegration relationships with time-series and panel-data
by Duran-Vazquez, Rocio & Lorenzo-Valdes, Arturo & Ruiz-Porras, Antonio
2011 Carbon emission and production technology: evidence from the US
by Dinda, Soumyananda
2011 Parametric inference and forecasting in continuously invertible volatility models
by Wintenberger, Olivier & Cai, Sixiang
2011 Asymmetric generalized impulse responses and variance decompositions with an application
by Hatemi-J, Abdulnasser
2011 Valuation of Latin-American stock prices with alternative versions of the Ohlson model: An investigation of cointegration relationships with time-series and panel-data
by Duran-Vazquez, Rocio & Lorenzo-Valdes, Arturo & Ruiz-Porras, Antonio
2011 Economic Growth and Environmental Degradation in Nigeria: Beyond the Environmental Kuznets Curve
by Akpan, Usenobong F. & Chuku, Agbai
2011 Demographic pressure, excess labour supply and public-private sector employment in Egypt - Modelling labour supply to analyse the response of unemployment, public finances and welfare
by Peeters, Marga
2011 Effets de long terme du taux de change réel sur la balance commerciale nominale et réelle en zone Franc africaine
by Chassem, Nacisse Palissy
2011 How relevant is monetary policy to explain Mexican unemployment fluctuations?
by Islas-Camargo, Alejandro & Cortez, Willy W.
2011 Revisiting Okun's law for Mexico: an analysis of the permanent and transitory components of unemployment and output
by Islas-Camargo, Alejandro & Cortez, Willy W.
2011 Hypothèse de Thirlwall: cas des pays de la zone Franc
by Chassem, Nacisse Palissy
2011 Policy Rule Coefficients Driven by Latent Factors: Monetary and Fiscal Policy Interactions in an Endowment Economy
by Gonzalez-Astudillo, Manuel
2011 Forecasting Performance of Alternative Error Correction Models
by Iqbal, Javed
2011 Tourism, real output and real effective exchange rate in Malaysia: a view from rolling sub-samples
by Tang, Chor Foon
2011 Is per capita GDP non-linear stationary in SAARC countries?
by Tiwari, Aviral & Shahbaz, Muhammad & Shabbir, Muhammad
2011 The long-run relationship between savings and investment in oil-exporting developing countries: A case study of the Gulf Arab States
by Basher, Syed Abul & Fachin, Stefano
2011 Estimating Demand for Nutrients in Nigeria: A Vector Error Correction Model
by Ogundari, Kolawole
2011 The nexus between public expenditure and inflation in the Mediterranean countries
by Magazzino, Cosimo
2011 Financial development and energy consumption nexus in Malaysia: A multivariate time series analysis
by Islam, Faridul & Shahbaz, Muhammad & Alam, Mahmudul
2011 Time Series Estimates of the Italian Consumer Confidence Indicator
by Paradiso, Antonio & Rao, B. Bhaskara & Margani, Patrizia
2011 Revisiting the Electricity Consumption-Growth Nexus for Portugal: Evidence from a Multivariate Framework Analysis
by Tang, Chor Foon & Shahbaz, Muhammad
2011 What Caused the Decline in the US Saving Ratio?
by Paradiso, Antonio & Rao, B. Bhaskara
2011 Wage spillovers across sectors in Eastern Europe
by D'Adamo, Gaetano
2011 Bank systemic risk and the business cycle: An empirical investigation using Canadian data
by Christian Calmès & Raymond Théoret
2011 The rise of shadow banking and the hidden benefits of diversification
by Christian Calmès & Raymond Théoret
2011 Konsumausgaben und Aktienmarktentwicklung in Deutschland: Ein kointegriertes vektorautoregressives Modell
by Andreas Nastansky & Hans Gerhard Strohe
2011 Interdependenzen in den Renditen DAX-notierter Unternehmen nach Branchen
by Jonas Teitge & Andreas Nastansky
2011 Orthogonale und verallgemeinerte Impuls-Antwort-Funktionen in Vektor-Fehlerkorrekturmodellen
by Andreas Nastansky
2011 Stimmungen und Erwartungen im System der Märkte : eine Analyse mit DPLS-Modellen = Sentiments and expectations in the system of markets : an analysis with DPLS models
by Marcus Ruge
2011 Synchronization of Economic Sentiment Cycles in the Euro Area: a time-frequency analysis
by Luís Aguiar-Conraria & Manuel M. F. Martins & Maria Joana Soares
2011 Un’estensione stocastica del modello "Fisher-Lange"
by Massimo De Felice & Franco Moriconi
2011 Microcrédito Y Crecimiento Regional En El Perú
by Guivanna Aguilar
2011 Estimation Of A Time Varying Natural Interest Rate For Peru
by Alberto Humala & Gabriel Rodríguez
2011 A Factorial Decomposition Of Inflation In Peru, An Alternative Measure Of Core Inflation
by Alberto Humala & Gabriel Rodríguez
2011 Dynamic Conditional Correlation: On properties and estimation
by Gian Piero Aielli
2011 Variance Clustering Improved Dynamic Conditional Correlation MGARCH Estimators
by Gian Piero Aielli & Massimiliano Caporin
2011 Multivariate High-Frequency-Based Volatility (HEAVY) Models
by Diaa Noureldin & Neil Shephard & Kevin Sheppard
2011 Non-Stationary Interest Rate Differentials and the Role of Monetary Policy
by Philipp Matros & Enzo Weber
2011 Inflation Convergence and the New Keynesian, Phillips Curve in the Czech Republic
by Katarína Danišková & Jarko Fidrmuc
2011 Reassessing the NAIRUs after the Crisis
by Stéphanie Guichard & Elena Rusticelli
2011 The Growth Effects of Current Account Reversals: The Role of Macroeconomic Policies
by Luiz de Mello & Pier Carlo Padoan & Linda Rousová
2011 Time-varying returns, intertemporal substitution and cyclical variation in consumption
by Emmanuel De Veirman & Ashley Dunstan
2011 Multivariate High-Frequency-Based Volatility (HEAVY) Models
by Diaa Noureldin & Neil Shephard & Kevin Sheppard
2011 Tracking India Growth in Real Time
by Bhattacharya, Rudrani & Pandey, Radhika & Veronese, Giovanni
2011 Using Large Data Sets to Forecast Sectoral Employment
by Rangan Gupta & Alain Kabundi & Stephen M. Miller & Josine Uwilingiye
2011 Country and Industry Convergence of Equity Markets: International Evidence from Club Convergence and Clustering
by Nicholas Apergis & Christina Christou & Stephen M. Miller
2011 Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes
by Mehmet Balcilar & Rangan Gupta & Anandamayee Majumdar & Stephen M. Miller
2011 Conditional Correlation Models of Autoregressive Conditional Heteroskedasticity with Nonstationary GARCH Equations
by Cristina Amado & Timo Teräsvirta
2011 The temporal pattern and the overall effect of ozone exposure on pediatric respiratory morbidity
by Anabela Botelho & Aida Sá & José Fraga & Márcia Quaresma & Margarida Costa
2011 Impact de la crise sur la croissance potentielle. Une approche par les modèles à composantes inobservables
by Chetouane, Mabrouk & Lemoine, Matthieu & De la Serve, Marie-Elisabeth
2011 Risque de crédit et volatilité des spreads sur le marché de la dette privée en euro
by Sodjahin, Amos Aristide
2011 Anticipating correlations between EUAs and CERs : a dynamic conditional correlation GARCH model
by Chevallier, Julien
2011 On the welfare costs of misspecified monetary policy objectives
by Avouyi-Dovi, Sanvi & Sahuc, Jean-Guillaume
2011 Testing Conditional Factor Models
by Andrew Ang & Dennis Kristensen
2011 Estimators for Persistent and Possibly Non-Stationary Data with Classical Properties
by Yuriy Gorodnichenko & Anna Mikusheva & Serena Ng
2011 Inference for VARs Identified with Sign Restrictions
by Hyungsik Roger Moon & Frank Schorfheide & Eleonora Granziera & Mihye Lee
2011 Estimation and Evaluation of DSGE Models: Progress and Challenges
by Frank Schorfheide
2011 Forecasts in a Slightly Misspecified Finite Order VAR
by Ulrich K. Müller & James H. Stock
2011 Competitiveness channel in Poland and Slovakia: a pre-EMU DSGE analysis
by Andrzej Toroj
2011 Forecasting inflation with consumer survey data – application of multi-group confirmatory factor analysis to elimination of the general sentiment factor
by Piotr Białowolski
2011 Data Revisions in the Estimation of DSGE models
by Miguel Casares & Jesús Vázquez
2011 Dynamics Between Strategic Commodities and Financial Variables
by Thai-Ha LE & Youngho CHANG
2011 Testing for co-jumps in high-frequency financial data: an approach based on first-high-low-last prices
by Yin Liao & Heather M. Anderson
2011 Expansion of Brownian Motion Functionals and Its Application in Econometric Estimation
by Chaohua Dong & Jiti Gao
2011 No news in business cycles
by Mario Forni & Luca Gambetti & Luca Sala
2011 Sufficient information in structural VARs
by Mario Forni & Luca Gambetti
2011 How far do shocks move across borders?Examining volatility transmission in major agricultural futures markets
by Manuel Hernandez & Raul Ibarra & Danilo Trupkin
2011 Identification of credit supply shocks in a Bayesian SVAR model of the Hungarian economy
by Bálint Tamási & Balázs Világi
2011 Business fixed investment and credit market frictions. A VECM approach for Hungary
by Marianna Endrész
2011 Spot and future prices of agricultural commodities: fundamentals and speculation
by Lucia BALDI & Massimo PERI & Daniela VANDONE
2011 Housing Market and the Transmission of Monetary Policy: Evidence from U.S. States
by Maria Christidou & Panagiotis Konstantinou
2011 Systematic and Liquidity Risk in Subprime-Mortgage Backed SecuritiesM
by Thomas Flavin & Gerald P. Dwyer & Mardi Dungey
2011 Heuristic model selection for leading indicators in Russia and Germany
by Ivan Savin & Peter Winker
2011 How do international stock markets respond to oil demand and supply shocks?
by Jochen H. F. Güntner
2011 Fiscal Policy and External Adjustment: New Evidence
by Hafedh Bouakez & Foued Chihi & Michel Normandin
2011 On the Evolving Relationship between Corn and Oil Prices
by Eskandar Elmarzougui & Bruno Larue
2011 Profit Dynamics across the Largest Euro Area countries and Sectors
by Laurent Maurin & Moreno Roma & Igor Vetlov
2011 Infinite-variance, Alpha-stable Shocks in Monetary SVAR: Final Working Paper Version
by Greg Hannsgen
2011 The Nonexistence of Instrumental Variables
by Stephen Hall & George S. Tavlas & P. A. V. B. Swamy
2011 A Cost-Benefit Analysis of Basel III: Some Evidence from the UK
by Meilan Yan & Maximilian J. B. Hall & Paul Turner
2011 Ranking Multivariate GARCH Models by Problem Dimension:An Empirical Evaluation
by Michael McAleer & Massimiliano Caporin
2011 Asymptotic theory for iterated one-step Huber-skip estimators
by Søren Johansen & Bent Nielsen
2011 Financial Instability - a Result of Excess Liquidity or Credit Cycles?
by Christian Heebøll-Christensen
2011 Prices, Wages and Fertility in Pre-Industrial England
by Marc P. B. Klemp
2011 Some Econometric Results for the Blanchard-Watson Bubble Model
by Søren Johansen & Theis Lange
2011 Spatio-Temporal Dynamics in Swiss Regional Unemployment
by Rolf Schenker & Martin Straub
2011 Inflation Perceptions and Expectations in Sweden - Are Media Reports the ‘Missing Link’?
by Lena Dräger
2011 Institutions and Business Cycles
by Sumru Altug & Mustafa Emin & Bilin Neyapti
2011 Forecasting Contemporaneous Aggregates with Stochastic Aggregation Weights
by Ralf Brüggemann & Helmut Lütkepohl
2011 Commodity Price Shocks and the Business Cycle: Structural Evidence for the U.S
by Matthias Gubler & Matthias S. Hertweck
2011 The International Transmission of Euro Area Monetary Policy Shocks
by Nils Jannsen & Melanie Klein
2011 A simple decomposition of the variance of output growth across countries
by Christopher Reicher
2011 If the Unites States sneezes, does the world need paracetamol?
by M. J. Herrerias & Javier Ordoñez
2011 Are Drone Strikes Effective in Afghanistan and Pakistan? On the Dynamics of Violence between the United States and the Taliban
by Jaeger, David A. & Siddique, Zahra
2011 Are Drone Strikes Effective in Afghanistan and Pakistan? On the Dynamics of Violence between the United States and the Taliban
by Jaeger, David A. & Siddique, Zahra
2011 China's Emergence in the World Economy and Business Cycles in Latin America
by Cesa-Bianchi, Ambrogio & Pesaran, M. Hashem & Rebucci, Alessandro & Xu, TengTeng
2011 China's Emergence in the World Economy and Business Cycles in Latin America
by Cesa-Bianchi, Ambrogio & Pesaran, Hashem & Rebucci, Alessandro & Xu, TengTeng
2011 More Alike than Different: The Spanish and Irish Labour Markets Before and After the Crisis
by Agnese, Pablo & Salvador, Pablo F.
2011 More Alike than Different: The Spanish and Irish Labour Markets Before and After the Crisis
by Agnese, Pablo & Salvador, Pablo F.
2011 Economies of Scale in the Tunisian Industries
by Heshmati, Almas & Haouas, Ilham
2011 Economies of Scale in the Tunisian Industries
by Heshmati, Almas & Haouas, Ilham
2011 The Japanese Lost Decade and Beyond: A Chain Reaction Theory Approach
by Agnese, Pablo
2011 The Japanese Lost Decade and Beyond: A Chain Reaction Theory Approach
by Agnese, Pablo
2011 The Quantity Theory Revisited: A New Structural Approach
by Makram El-Shagi & Sebastian Giesen & Logan J. Kelly
2011 Relative prices, the price level and inflation: Effects of asymmetric and sticky adjustment
by Shruti Tripathi & Ashima Goyal
2011 The estimation uncertainty of permanent-transitory decompositions in cointegrated systems
by Sven Schreiber
2011 Germany's Short Time Compensation Program: macroeconom(etr)ic insight
by Henner Will
2011 Automated model selection in finance: General-to-speci c modelling of the mean and volatility speci cations
by Alvaro Escribano & Genaro Sucarrat
2011 Crédito, Exceso de Toma de Riesgo, Costo del Crédito y Ciclo Económico en Chile
by Carlos Garcia & Andrés Sagner
2011 A Fixed-b Perspective on the Phillips-Perron Unit Root Tests
by Vogelsang, Timothy J. & Wagner, Martin
2011 Cointegrating Polynomial Regressions
by Hong, Seung Hyun & Wagner, Martin
2011 Integrated Modified OLS Estimation and Fixed-b Inference for Cointegrating Regressions
by Vogelsang, Timothy J. & Wagner, Martin
2011 The Dynamics of Deposit Euroization in European Post-transition Countries: Evidence from Threshold VAR
by Marina Tkalec
2011 The Evolution of the Monetary Policy Regimes in the U.S
by Jinho Bae & Chang-Jin Kim & Dong Heon Kim
2011 China’s Emergence in the World Economy and Business Cycles in Latin America
by Ambrogio Cesa-Bianchi & M. Hashem Pesaran & Alessandro Rebucci & TengTeng Xu
2011 Spectral estimation of covolatility from noisy observations using local weights
by Markus Bibinger & Markus Reiß
2011 Multivariate Volatility Modeling of Electricity Futures
by Luc Bauwens & Christian M. Hafner & Diane Pierret
2011 Limit Order Flow, Market Impact and Optimal Order Sizes: Evidence from NASDAQ TotalView-ITCH Data
by Nikolaus Hautsch & Ruihong Huang
2011 Large Vector Auto Regressions
by Song Song & Peter J. Bickel
2011 Predicting Bid-Ask Spreads Using Long Memory Autoregressive Conditional Poisson Models
by Axel Groß-Klußmann & Nikolaus Hautsch
2011 An estimator for the quadratic covariation of asynchronously observed Itô processes with noise: Asymptotic distribution theory
by Markus Bibinger
2011 Asymptotics of Asynchronicity
by Markus Bibinger
2011 Mean-Variance Cointegration and the Expectations Hypothesis
by Till Strohsal & Enzo Weber
2011 Statistical Inference in Possibly Integrated/Cointegrated Vector Autoregressions: Application to Testing for Structural Changes
by Eiji Kurozumi & Khashbaatar Dashtseren
2011 Dual-Track Interest Rates and the Conduct of Monetary Policy in China
by Dong He & Honglin Wang
2011 Self-reinforcing effects between housing prices and credit: Evidence from Norway
by K. Anundsen, André & S. Jansen, Eilev
2011 Band Spectrum Regressions using Wavelet Analysis
by Andersson, Fredrik N. G.
2011 Income Inequality between Chinese Regions: Newfound Harmony or Continued Discord?
by Lyhagen, Johan & Rickne, Johanna
2011 What explains risk premia in crude oil futures?
by Melolinna, Marko
2011 Transfer of financial risk in emerging eastern European stock markets: A sectoral perspective
by Fedorova, Elena
2011 Dual-track interest rates and the conduct of monetary policy in China
by He, Dong & Wang, Honglin
2011 Identifying structural shocks behind loan supply fluctuations in Russia
by Deryugina, Elena B. & Ponomarenko, Alexey A.
2011 Monetary policy and housing prices; a case study of Chinese experience in 1999-2010
by Zhang, Yanbing & Hua, Xiuping & Zhao, Liang
2011 Inflation Perceptions and Expectations in Sweden - Are Media Reports the `Missing Link'?
by Lena Dräger
2011 Effects of discretionary fiscal policy: new empirical evidence for Germany
by Bank, Alexander
2011 Forecasting Based on Common Trends in Mixed Frequency Samples
by Peter Fuleky & Carl S. Bonham
2011 Multivariate trend comparisons between autocorrelated climate series with general trend regressors
by Ross McKitrick & Timothy Vogelsang
2011 Persistence in Convergence
by Thanasis Stengos & M. Ege Yazgan
2011 State-Space Cointegration Modeling for the Analysis of Exogenous Shocks to Prices in Israeli-Palestinian Food Trade
by Rico Ihle & Linde Götz & Ofir D. Rubin
2011 Growth rates constrained by internal and external imbalances: a demand orientated approach
by Elias Soukiazis & Pedro Cerqueira & Micaela Antunes
2011 Realised and Optimal Monetary Policy Rules in an Estimated Markov-Switching DSGE Model of the United Kingdom
by Xiaoshan Chen & Ronald MacDonald
2011 Symmetry of External Shock responses within the Andean Community of Nations: A SVAR Approach
by Andrea Gabriela Bonilla Bolaños
2011 Global crisis and Financial destabilization in ASEAN countries. A microstructural perspective
by Céline Gimet & Thomas Lagoarde-Segot
2011 Modelling Long-Term Electricity Contracts at EEX
by Robert Flasza & Milan Rippel & Jan Šolc
2011 DSGE model estimation on base of second order approximation
by Sergey Ivashchenko
2011 Long memory in an oil market: a spectral approach
by Yuriy Balagula & Yulia Abakumova
2011 Vector Autoregressive Models
by Helmut Luetkepohl
2011 The Multiscale Causal Dynamics of Foreign Exchange Markets
by Stelios Bekiros & Massimiliano Marcellino
2011 Forecasting Contemporaneous Aggregates with Stochastic Aggregation Weights
by Ralf Brueggemann & Helmut Luetkepohl
2011 Structural Vector Autoregressions with Markov Switching: Combining Conventional with Statistical Identification of Shocks
by Helmut Herwartz & Helmut Luetkepohl
2011 Measuring Euro Area Monetary Policy Transmission in a Structural Dynamic Factor Model
by Matteo Barigozzi & Antonio M. Conti & Matteo Luciani
2011 Wavelet multiple correlation and cross-correlation: A multiscale analysis of euro zone stock markets
by Fernández Macho, Francisco Javier
2011 Study the relation between monetary and exchange rate policy: The case of Belarus
by Miksjuk Alexei
2011 From Correlation to Granger Causality
by David I. Stern
2011 Systematic and Liquidity Risk in Subprime-Mortgage Backed Securities
by Mardi Dungey & Gerald P. Dwyer & Thomas Flavin
2011 A SVECM Model of the UK Economy and The Term Premium
by MARDI DUNGEY & M.TUGRUL VEHBI
2011 Measuring Output Gap Nowcast Uncertainty
by Anthony Garratt & James Mitchell & Shaun P. Vahey
2011 Information, data dimension and factor structure
by Jan P.A.M. Jacobs & Pieter W. Otter & Ard H.J. den Reijer
2011 Time-Varying Returns, Intertemporal Substitution and Cyclical Variation in Consumption
by Emmanuel De Veirman & Ashley Dunstan
2011 Wage spillovers across sectors in Eastern Europe
by Gaetano D’Adamo
2011 Cointegration with multiple structural breaks: an application to the Spanish environmental Kuznets curve, 1857-2007
by Vicente Esteve & Cecilio Tamarit
2011 Fiscal shocks and budget balance persistence in the EU countries from Central and Eastern Europe
by Juan Carlos Cuestas & Karsten Staehr
2011 Forecasting with Approximate Dynamic Factor Models: the Role of Non-Pervasive Shocks
by Mattéo Luciani
2011 Identification of Panel Data Models with Endogenous Censoring
by Shakeeb Khan & Maria Ponomareva & Elie Tamer
2011 Till Labor Cost Do Us Part A Vecm Model of Unit Labor Cost Convergence in the Euro Area
by Francesca Pancotto & Filippo Pericoli
2011 On the volatility-volume relationship in energy futures markets using intraday data
by Julien Chevallier & Benoît Sévi
2011 Sovereign and Bank Credit Risk during the Global Financial Crisis
by Irina Stanga
2011 Government Outlays, Economic Growth and Unemployment: A VAR Model
by Siyan Wang & Burton A. Abrams
2011 Bayesian Inference for the Mixed-Frequency VAR Model
by Paul Viefers
2011 Fiscal Spillovers in the Euro Area
by Guglielmo Maria Caporale & Alessandro Girardi
2011 Price Discovery and Trade Fragmentation in a Multi-Market Environment: Evidence from the MTS System
by Guglielmo Maria Caporale & Alessandro Girardi
2011 Cross-Section Dependence and the Monetary Exchange Rate Model: A Panel Analysis
by Joscha Beckmann & Ansgar Belke & Frauke Dobnik
2011 Existe-t-il un univers de benchmarks pour les Hedge Funds?
by Kamel Laaradh & Nesrine Samet
2011 Conditional Probabilities and Contagion Measures for Euro Area Sovereign Default Risk
by Xin Zhang & Bernd Schwaab & Andre Lucas
2011 Long Memory Dynamics for Multivariate Dependence under Heavy Tails
by Pawel Janus & Siem Jan Koopman & Andr� Lucas
2011 Measuring and Predicting Heterogeneous Recessions
by Cem Cakmakli & Richard Paap & Dick van Dijk
2011 Identifying US Monetary Policy Shocks through Sign Restrictions in Dollarized Countries
by Alessandro Gobbi & Tim Willems
2011 The Regional Impact of Monetary Policy in Indonesia
by Masagus M. Ridhwan & Henri L.F. de Groot & Piet Rietveld & Peter Nijkamp
2011 Modeling Dynamic Volatilities and Correlations under Skewness and Fat Tails
by Xin Zhang & Drew Creal & Siem Jan Koopman & Andre Lucas
2011 Forecasting the U.S. Term Structure of Interest Rates using a Macroeconomic Smooth Dynamic Factor Model
by Siem Jan Koopman & Michel van der Wel
2011 Divergent Priors and well Behaved Bayes Factors
by Rodney W. Strachan & Herman K. van Dijk
2011 Observation Driven Mixed-Measurement Dynamic Factor Models with an Application to Credit Risk
by Drew Creal & Bernd Schwaab & Siem Jan Koopman & Andre Lucas
2011 Modeling and Estimation of Synchronization in Multistate Markov-Switching Models
by Cem Cakmakli & Richard Paap & Dick J.C. van Dijk
2011 A Simple Test for Identification in GMM under Conditional Moment Restrictions
by Francesco Bravo & Juan Carlos Escanciano & Taisuke Otsu
2011 Real Exchange Rates, Commodity Prices and Structural Factors in Developing Countries
by Vincent BODART & Bertrand CANDELON & Jean-François CARPANTIER
2011 Real Exchanges Rates in Commodity Producing Countries: A Reappraisal
by Vincent BODART & Bertrand CANDELON & Jean-François CARPANTIER
2011 On the Distribution of Exchange Rate Regime Treatment Effects on International Trade
by Dorn, Sabrina & Egger, Peter
2011 Structural Vector Autoregressions
by Kilian, Lutz
2011 Inference for VARs Identified with Sign Restrictions
by Granziera, Eleonora & Lee, Mihye & Moon, Hyungsik Roger & Schorfheide, Frank
2011 Inference on Impulse Response Functions in Structural VAR Models
by Inoue, Atsushi & Kilian, Lutz
2011 Business cycle measurement with some theory
by Canova, Fabio & Paustian, Matthias
2011 Macroeconomic Effects of Unconventional Monetary Policy in the Euro Area
by Peersman, Gert
2011 Business Cycle Synchronization Since 1880
by Artis, Michael J & Chouliarakis, George & Harischandra, PKG
2011 No News in Business Cycles
by Forni, Mario & Gambetti, Luca & Sala, Luca
2011 Testing for Sufficient Information in Structural VARs
by Forni, Mario & Gambetti, Luca
2011 Volatility models
by BAUWENS, Luc & HAFNER, Christian & LAURENT, Sébastien
2011 VAR forecasting using Bayesian variable selection
by KOROBILIS, Dimitris
2011 Multivariate volatility modeling of electricity futures
by bauwens, Luc & hafner, Christian & pierret, Diane
2011 Real exchanges rates in commodity producing countries : A reappraisal
by BODART, Vincent & CANDELON, Bertrand & CARPANTIER, Jean - François
2011 Is Monetary Policy in the New EU Member States Asymmetric?
by Borek Vasicek
2011 Crime And Economic Performance. A Cluster Analysis Of Panel Data On Italy'S Nuts 3 Regions
by Rosetta Lombardo & Marianna Falcone
2011 Measuring High-Frequency Causality Between Returns, Realized Volatility and Implied Volatility
by Jean-Marie Dufour & René Garcia & Abderrahim Taamouti
2011 Asymptotic Distributions for Some Quasi-Efficient Estimators in Echelon VARMA Models
by Jean-Marie Dufour & Tarek Jouini
2011 Beyond Panel Unit Root Tests: Using Multiple Testing to Determine the Non Stationarity Properties of Individual Series in a Panel
by Hyungsik Roger Moon & Benoit Perron
2011 The Performance of Socially Responsible Funds: Does the Screening Process Matter?
by Gunther Capelle-Blancard & Stéphanie Monjon
2011 Fiscal Spillovers in the Euro Area
by Guglielmo Maria Caporale & Alessandro Girardi
2011 Macroeconomic Effects of Unconventional Monetary Policy in the Euro Area
by Gert Peersman
2011 Credit Derivatives and the Default Risk of Large Complex Financial Institutions
by Giovanni Calice & Christos Ioannidis & Julian Williams
2011 Price Discovery and Trade Fragmentation in a Multi-Market Environment: Evidence from the MTS System
by Guglielmo Maria Caporale & Alessandro Girardi
2011 Can we Rely upon Fiscal Policy Estimates in Countries with Unreported Production of 15 Per Cent (or more) of GDP?
by Raffaella Basile & Bruno Chiarini & Elisabetta Marzano
2011 Measuring the Integration of Staple Food Markets in Sub-Saharan Africa: Heterogeneous Infrastructure and Cross Border Trade in the East African Community
by Rico Ihle & Stephan von Cramon-Taubadel & Sergiy Zorya
2011 Monetary Policy Analysis in Real-Time. Vintage Combination from a Real-Time Dataset
by Carlo Altavilla & Matteo Ciccarelli
2011 Autoregressions in Small Samples, Priors about Observables and Initial Conditions
by Marek Jarocinski & Albert Marcet
2011 Transmission des chocs de prix internationaux : le cas du riz au Burkina Faso
by F�lix BADOLO
2011 UK Macroeconomic Volatility and the Welfare Costs of Inflation
by Polito, Vito & Spencer, Peter
2011 Modelling and Forecasting the Indian Re/US Dollar Exchange Rate
by Pami Dua & Rajiv Ranjan
2011 Ranking Multivariate GARCH Models by Problem Dimension: An Empirical Evaluation
by Massimiliano Caporin & Michael McAleer
2011 Oil Prices, External Income, and Growth: Lessons from Jordan
by Mohaddes, K. & Raissi, M.
2011 China’s Emergence in the World Economy and Business Cycles in Latin America
by Cesa-Bianchi, A. & Pesaran, M. H. & Rebucci, A. & Xu, T.
2011 Commodity Price Shocks and the Business Cycle: Structural Evidence for the U.S
by Matthias Gubler & Matthias S. Hertweck
2011 Uma análise empírica dos determinantes da desindustrialização no caso brasileiro (1996-2008)
by Cristiane Soares & Anderson Mutter & José Luis Oreiro
2011 Till labor cost do us part. On the long run convergence of EMU countries
by F. Pancotto & F. Pericoli
2011 The world is not enough! Small open economies and regional dependence
by Knut Are Aastveit & Hilde C. Bjørnland & Leif Anders Thorsrud
2011 Nowcasting GDP in Real-Time: A Density Combination Approach
by Knut Are Aastveit & Karsten R. Gerdrup & Anne Sofie Jore & Leif Anders Thorsrud
2011 The world is not enough! Small open economies and regional dependence
by Knut Are Aastveit & Hilde C. Bjørnland & Leif Anders Thorsrud
2011 Nowcasting GDP in real-time: A density combination approach
by Knut Are Aastveit & Karsten R. Gerdrup & Anne Sofie Jore & Leif Anders Thorsrud
2011 The impact of house prices on household debt when controlling for home ownership
by Dag Henning Jacobsen & Bjørn Helge Vatne
2011 From the General to the Specific
by J. James Reade & Ulrich Volz
2011 Fiscal Policy, Pricing Frictions and Monetary Accommodation
by Fabio Canova & Evi Pappa
2011 Testing for Sufficient Information in Structural VARs
by Mario Forni & Luca Gambetti
2011 No News in Business Cycles
by Mario Forni & Luca Gambetti & Luca Sala
2011 Fiscal Sustainability, Default Risk and Euro Area Sovereign Bond Spreads Markets
by Borgy, V. & Laubach, T. & Mésonnier, J-S. & Renne, J-P.
2011 Measuring the NAIRU: a complementary approach
by De la Serve, M-E. & Lemoine, M.
2011 Short Note on the Unemployment Rate of the French Overseas Regions
by Hoarau, J-F. & Lopez, C. & Paul, M.
2011 Convergence of Euro Area Inflation Rates
by Lopez, C. & Papell, David H.
2011 On the Welfare Costs of Misspecified Monetary Policy Objectives
by Avouyi-Dovi, S. & Sahuc, J-G.
2011 Modelling Stochastic Volatility with Leverage and Jumps: A Simulated Maximum Likelihood Approach via Particle Filtering
by Malik, S. & Pitt, M. K.
2011 How Far Do Shocks Move Across Borders? Examining Volatility Transmission in Major Agricultural Futures Markets
by Manuel A. Hernández & Raúl Ibarra-Ramírez & Danilo R. Trupkin
2011 Bayesian analysis of coefficient instability in dynamic regressions
by Emanuela Ciapanna & Marco Taboga
2011 Which Households Use Banks? Evidence from the Transition Economies
by Thorsten Beck & Martin Brown
2011 The Impact of the Global Business Cycle on Small Open Economies: A FAVAR Approach for Canada
by Garima Vasishtha & Philipp Maier
2011 Bigger Fish in Small Pond: The Interaction between Foreigners’ Trading and Emerging Stock Market Returns under the Microscope
by Ülkü, Numan & Weber, Enzo
2011 Testing for Sufficient Information in Structural VARs
by Mario Forni & Luca Gambetti
2011 No News in Business Cycles
by Mario Forni & Luca Gambetti & Luca Sala
2011 Agricultural Price Transmission Across Space and Commodities During Price Bubbles
by Roberto ESPOSTI & Giulia LISTORTI
2011 Volatility in EMU sovereign bond yields: Permanent and transitory components
by Simón Sosvilla-Rivero & Amalia Morales-Zumaquero
2011 The US Dollar-Euro exchange rate and US-EMU bond yield differentials: A Causality Analysis
by Simón Sosvilla-Rivero & María del Carmen Ramos-Herrera
2011 The US Tourism Trade Balance and Exchange Rate Shock
by Ka Ming Cheng & Hyeongwoo Kim & Henry Thompson
2011 Fear and Closed-End Fund Discounts: Investor Sentiment Revisited
by Seth Anderson & T. Randolph Beard & Hyeongwoo Kim & Liliana Stern
2011 On the Time-Varying Relationship between Closed-End Fund Prices and Fundamentals: Bond vs. Equity Funds
by Seth Anderson & T. Randolph Beard & Hyeongwoo Kim & Liliana Stern
2011 Reassessing the Link between the Japanese Yen and Emerging Asian Currencies
by Bong-Han Kim & Hyeongwoo Kim & Hong-Ghi Min
2011 Spillover Effects of the US Financial Crisis on Financial Markets in Emerging Asian Countries
by Bong-Han Kim & Hyeongwoo Kim
2011 Purchasing Power Parity and the Taylor Rule
by Hyeongwoo Kim & Masao Ogaki
2011 Risk and Return: Long-Run Relationships, Fractional Cointegration, and Return Predictability
by Tim Bollerslev & Daniela Osterrieder & Natalia Sizova & George Tauchen
2011 Asymptotic theory for iterated one-step Huber-skip estimators
by Søren Johansen & Bent Nielsen
2011 Statistical analysis of global surface air temperature and sea level using cointegration methods
by Torben Schmith & Søren Johansen & Peter Thejll
2011 Financial Risk Measurement for Financial Risk Management
by Torben G. Andersen & Tim Bollerslev & Peter F. Christoffersen & Francis X. Diebold
2011 Conservatism in Corporate Valuation
by Christian Bach
2011 Conditional Correlation Models of Autoregressive Conditional Heteroskedasticity with Nonstationary GARCH Equations
by Cristina Amado & Timo Teräsvirta
2011 Bias-correction in vector autoregressive models: A simulation study
by Tom Engsted & Thomas Q. Pedersen
2011 Some econometric results for the Blanchard-Watson bubble model
by Søren Johansen & Theis Lange
2011 Option valuation with the simplified component GARCH model
by Matt P. Dziubinski
2011 An extension of cointegration to fractional autoregressive processes
by Søren Johansen
2011 Forecasting Covariance Matrices: A Mixed Frequency Approach
by Roxana Halbleib & Valeri Voev
2011 Latent Integrated Stochastic Volatility, Realized Volatility, and Implied Volatility: A State Space Approach
by Christian Bach & Bent Jesper Christensen
2011 An Intergrated Sustainability Assessment of the Swedish Sugar Production System from a Life-Cycle Perspective: 2003-2015
by Barry Ness
2011 The accuracy of a forecast targeting central bank
by Skrove Falch, Nina & Nymoen, Ragnar
2011 Foreign Aid and Economic Growth in Ethiopia: A Cointegration Analysis
by Tasew Tadesse
2011 Changes in Stock Markets Interdependencies as a Result of the Global Financial Crisis: Empirical Investigation on the CEE Region
by Cristiana Tudor
2011 An Empirical Investigation on the Determinants of the Saving-Investment Interaction
by Timur Han Gur & Lutfi Erden & Ibrahim Ozkan
2011 Bank Efficiency: Evidence from a Panel of European Banks
by Nicholas Apergis & Effrosyni Alevizopoulou
2011 La portée de la politique de ciblage d’inflation: Approche analytique et empirique pour le cas Tunisien
by Adnen Chockri & Ibticem Frihka
2011 Are Housing Bubbles Contagious? A Case Study of Las Vegas and Los Angeles Home Prices
by Mary Riddel
2011 Financial And Current Account Interrelationship: An Empirical Test
by Evan LAU & Nelson FU
2011 The Nexus Between Public Expenditure And Inflation In The Mediterranean Countries
by Cosimo MAGAZZINO
2011 A Mathematical Model For A Company'S Advertising Strategy
by Laura UNGUREANU
2011 Expectations Impact On The Effectiveness Of The Inflation-Real Activity Trade-Off
by Gbaguidi S. DAVID
2011 Some Convergence Results On Dynamic Factor Models
by Maddalena CAVICCHIOLI
2011 Measuring the Impact of Industrialization and Financial Development on Water Resources: A Case Study of Pakistan
by Khalid ZAMAN & Muhammad Mushtaq KHAN & Mehboob AHMAD
2011 Non-Linear Volatility Modeling of Economic and Financial Time Series Using High Frequency Data
by Matei, Marius
2011 An Evaluation of Asymmetric and Symmetric Effects of Oil Exports Shocks on Non-Tradable Sector of Iranian Economy
by Shirinbakhsh, Shamsollah & Moghaddas Bayat, Maryam
2011 Public Capital and Regional Economic Growth: a SVAR Approach for the Spanish Regions
by Márquez, Miguel A. & Ramajo, Julián & Hewings, Geoffrey J. D.
2011 Forecasting Recessions in Turkey with Qual-VAR Models
by Tunay, K. Batu
2011 Comparison of VaR estimation methods for different forecasting samples for Russian stocks
by Shcherba, Alexandr
2011 Multivariate skewed t-distribution with degrees of freedom vector and its application to financial modeling
by Balaev , Alexey
2011 Export Instability, Income Terms of Trade Instability and Growth: The Case of India
by Faiz Bilquees & Tahir Mukhtar
2011 Presiones cambiarias en el Perú: Un enfoque no lineal
by Morales Vásquez, Daniel
2011 Futures hedging: Multivariate GARCH with dynamic conditional correlations (in Russian)
by Alexei Kolokolov
2011 Modeling multivariate parametric densities of financial returns (in Russian)
by Alexey Balaev
2011 Optimization models of rail transportation under the financial crisis
by Gheorghe-Stelian BALAN & Mariana BALAN
2011 Bayesian Analysis of Weak Form Reduced Rank Structure in VEC Models
by Justyna Wróblewska
2011 A Bayesian Analysis of Exogeneity in Models with Latent Variables
by Anna Pajor
2011 Inflation Targeting and Its Impact on the Nature of the Money Supply and the Financial Imbalances
by Tomáš Munzi & Petr Hlaváč
2011 Comparing the Convergence of Czech Economy with Selected Euro Zone Members Using Impulse-Response Functions and Supply and Demand Shocks
by Roman Hušek & Tomáš Formánek
2011 The Current Account Dynamics in Pakistan: An Intertemporal Optimisation Perspective
by Tahir Mukhtar & Aliya H. Khan
2011 The Foreign-Income and Real-Exchange-Rate Elasticities of Bangladesh Exports
by Akhand Akhtar Hossain
2011 Descomposición histórica de la inflación en Perú. Distinguiendo entre choques de demanda y choques de oferta
by Guillermo Lavanda & Gabriel Rodríguez
2011 Estimating Potential Output in Romania using a Structural VAR
by Stoica Tiberiu
2011 The Impact of International Financial Crisis on Bank Lending to Households. A VAR Approach
by Popescu Iulian
2011 The Relationship Between Productivity and Relative Prices in Romania (Balassa-Samuelson Internal Mechanism)
by Ghiba Nicolae
2011 An Investigation Of Longrun Relationship Between Economic Growth, Investment And Export In Romania
by Mester Ioana Teodora & Simut Ramona Marinela
2011 Um modelo integrado econométrico+insumo-produto para previsão de longo prazo da demanda de combustíveis no Brasil [An integrated econometric+input-output model for long term forecast of fuel demand in Brazil]
by Flaviane Souza Santiago & Rogério Silva de Mattos & Fernando Salgueiro Perobelli
2011 Modelling International Monthly Tourist in Spain/Modelización de llegadas mensuales de turistas a España
by JUNCAL CUÑADO & ALBERIKO GIL-ALANA, LUIS & PEREZ DE GRACIA, FERNANDO
2011 Liquidez del mercado a plazo y volatilidad de precios a contado en el mercado de electricidad en España/Liquidity in the Contract Market and Price Volatility in the Spanish Electricity Spot Market
by LÓPEZ MILLA, JULIÁN & RUBIA, ANTONIO
2011 Impacto macroeconómico de las inversiones en la red de transporte de la electricidad en España/Macroeconomic Impact of Investment in the electrical Network in Spain
by PÉREZ Y PÉREZ, LUIS & SANAÚ VILLARROYA, JAIME & SANZ VILLARROYA, ISABEL
2011 Financial Contagion: A Methodology for its Evaluation using Asymptotic Dependence Coefficients
by Jorge Uribe
2011 Market Efficiency, Role of Earnings Information, and Stock Returns: A Vector Autoregressive Model Approach
by Keiichi Kubota & Hitoshi Takehara
2011 Business Cycle Co-movement and Trade Intensity in the Euro Area: is there a Dynamic Link?
by Marcus Kappler
2011 Predictive Ability of Business Cycle Indicators under Test - A Case Study for the Euro Area Industrial Production
by Kai Carstensen & Klaus Wohlrabe & Christina Ziegler
2011 Forecasting Multivariate Volatility using the VARFIMA Model on Realized Covariance Cholesky Factors
by Roxana Halbleib & Valeri Voev
2011 Forecasting Nonlinear Aggregates and Aggregates with Time-varying Weights
by Helmut Luetkepohl
2011 Agricultural Policy Reforms And Spatial Integration Of Food Grain Markets In India
by Madhusudan Ghosh
2011 Public Investment, Economic Performance And Budgetary Consolidation: Var Evidence For The First 12 Euro Countries
by Alfredo Marvao Pereira & Maria de Fatima Pinho
2011 The Great Moderation: Evidence from Five Asian Emerging Countries
by WenShow Fang & Jen-Ching Tseng & Shu-Ching Cheng
2011 Hysteresis in Unemployment: Evidence from OECD Countries
by Shu-Ching Huang
2011 The Causal Relationship between Stock Prices and Exchange Rates: Evidence from the G-7
by Shyh-Wei Chen & Tzu-Chun Chen
2011 Acýk Enflasyon Hedeflemesi Doneminde Parasal Aktarim Mekanizmasinin Doviz Kuru Kanali: Turkiye Uzerine Ekonometrik Bir Analiz
by Sevda YAPRAKLI
2011 An Empirical Model for the Turkish Trade Balance: New Evidence from ARDL Bounds Testing Analyses
by H. Bayram Irhan & Nur Dilbaz Alacahan & Levent Korap
2011 Il principio di conservazione della dinamica e le tecniche di riconciliazione di serie storiche nella stima dell’occupazione trimestrale per settore istituzionale
by Marianna Ascione & Giancarlo Lutero
2011 Empirical Evidence on the Convergence of Interest Rates for IFRS 4: SPSM Using the Panel KSS Test
by Chih-Kai Chang
2011 A Procedure for Testing Granger Causality of Infinite Order
by Fathali Firoozi & Donald Lien
2011 Short-Term Forecasting of Czech Quarterly GDP Using Monthly Indicators
by Kateøina Arnoštová & David Havrlant & Luboš Rùžièka & Peter Tóth
2011 Modeling Comovement among Emerging Stock Markets: The Case of Budapest and Istanbul
by Numan Ülkü
2011 The Financial Crisis and the Stock Markets of the CEE Countries
by Renatas Kizys & Christian Pierdzioch
2011 Inflation Convergence and the New Keynesian Phillips Curve in the Czech Republic
by Katarína Danišková & Jarko Fidrmuc
2011 Behavioural models for manufacturing firms: analysing survey data
by Luciana Crosilla & Marco Malgarini
2011 The Impact of the US Automobile Crisis on Mexico’s Car and Truck Subsector
by Jorge Eduardo Mendoza Cota
2011 External Shocks and Sources of Macroeconomic Fluctuation: A SVEC Model based proposal for Argentina’s Economy
by Luis N. Lanteri
2011 Modelling unemployment in the presence of excess labour supply
by Marga Peeters
2011 Demographics, dividend clienteles and the dividend premium
by Lee, King Fuei
2011 Should the government directly intervene in stock market during a crisis?
by Khan, Salman & Batteau, Pierre
2011 Testing the international linkage in the platinum-group metal futures markets
by Aruga, Kentaka & Managi, Shunsuke
2011 Asymmetric inflation dynamics: Evidence from quantile regression analysis
by Tsong, Ching-Chuan & Lee, Cheng-Feng
2011 Bootstrapping structural VARs: Avoiding a potential bias in confidence intervals for impulse response functions
by Phillips, Kerk L. & Spencer, David E.
2011 International comovements in inflation rates and country characteristics
by Neely, Christopher J. & Rapach, David E.
2011 Monetary policy and the exchange rate: Evaluation of VAR models
by Jääskelä, Jarkko P. & Jennings, David
2011 Do house price developments spillover across euro area countries? Evidence from a global VAR
by Vansteenkiste, Isabel & Hiebert, Paul
2011 An empirical model for Japan’s business fixed investment
by Kurita, Takamitsu
2011 A further investigation of unemployment persistence in European transition economies
by Cuestas, Juan C. & Gil-Alana, Luis A. & Staehr, Karsten
2011 Conditional beta pricing models: A nonparametric approach
by Ferreira, Eva & Gil-Bazo, Javier & Orbe, Susan
2011 The trading behavior and price impact of foreign, institutional, individual investors and government: Evidence from Korean equity market
by Hong, Gwangheon & Lee, Bong Soo
2011 A model of carbon price interactions with macroeconomic and energy dynamics
by Chevallier, Julien
2011 Nonparametric modeling of carbon prices
by Chevallier, Julien
2011 An hour-ahead prediction model for heavy-tailed spot prices
by Kim, Jae Ho & Powell, Warren B.
2011 Distributional modeling and short-term forecasting of electricity prices by Generalized Additive Models for Location, Scale and Shape
by Serinaldi, Francesco
2011 The impact of oil shocks on the Spanish economy
by Gómez-Loscos, Ana & Montañés, Antonio & Gadea, M. Dolores
2011 Financial integration and currency risk premium in CEECs: Evidence from the ICAPM
by Boubakri, Salem & Guillaumin, Cyriac
2011 Stock market correlations between China and its emerging market neighbors
by Jayasuriya, Shamila A.
2011 Foreign and domestic growth drivers in Eastern Europe
by Weber, Enzo
2011 Bayesian inference in a time varying cointegration model
by Koop, Gary & Leon-Gonzalez, Roberto & Strachan, Rodney W.
2011 Particle filters for continuous likelihood evaluation and maximisation
by Malik, Sheheryar & Pitt, Michael K.
2011 Volatility contagion: A range-based volatility approach
by Chiang, Min-Hsien & Wang, Li-Min
2011 A bootstrap algorithm for testing cointegration rank in VAR models in the presence of stationary variables
by Swensen, Anders Rygh
2011 A consistent nonparametric test for nonlinear causality—Specification in time series regression
by Nishiyama, Yoshihiko & Hitomi, Kohtaro & Kawasaki, Yoshinori & Jeong, Kiho
2011 On the feasibility of monetary union: Does it make sense to look for shocks symmetry across countries when none of the countries constitutes an optimum currency area?
by Jean Louis, Rosmy & Brown, Ryan & Balli, Faruk
2011 Fiscal consolidation with high growth: A policy simulation model for India
by Mundle, Sudipto & Bhanumurthy, N.R. & Das, Surajit
2011 Evaluating the carbon-macroeconomy relationship: Evidence from threshold vector error-correction and Markov-switching VAR models
by Chevallier, Julien
2011 A small New Keynesian state space model of the Australian economy
by Leu, Shawn Chen-Yu & Sheen, Jeffrey
2011 Uncertainty in the public debt market and stochastic long-run growth
by Tsintzos, Panagiotis & Dergiades, Theologos
2011 Macro-econometric modelling for the Nigerian economy: A growth–poverty gap analysis
by Akanbi, Olusegun A. & Du Toit, Charlotte B.
2011 Leader of the pack? German monetary dominance in Europe prior to EMU
by Reade, J. James & Volz, Ulrich
2011 Monetary policy and credit cards: Evidence from a small open economy
by Yilmazkuday, Hakan
2011 A New Keynesian SVAR model of the Australian economy
by Leu, Shawn Chen-Yu
2011 Fitting observed inflation expectations
by Del Negro, Marco & Eusepi, Stefano
2011 How much nominal rigidity is there in the US economy? Testing a new Keynesian DSGE model using indirect inference
by Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael
2011 Calvo vs. Rotemberg in a trend inflation world: An empirical investigation
by Ascari, Guido & Castelnuovo, Efrem & Rossi, Lorenza
2011 Responding to the global financial crisis: Vietnamese exchange rate policy, 2008–2009
by Takagi, Shinji & Pham, Thi Hoang Anh
2011 Chinese exchange rate and price effects on G3 import prices
by Granville, Brigitte & Mallick, Sushanta & Zeng, Ning
2011 Energy-Growth Causality: Asian Countries Revisited
by Evan Lau & Xiao-Hui Chye & Chee-Keong Choong
2011 Multivariate Cointegration and Causality between Exports, Electricity Consumption and Real Income per Capita: Recent Evidence from Japan
by Janesh Sami
2011 Electricity Consumption and Economic Growth: Trivariate investigation in Botswana with Capital Formation
by Sakiru Adebola Solarin
2011 Investigating Seasonal Patterns in Developing Countries: The Case of FYROM Stock Market
by Andreas Georgantopoulos & Anastasios Tsamis
2011 Is there any Link Between Commodity Price and Monetary Policy? Evidence from Australia
by A.F.M. Kamrul Hassan & Ruhul A. Salim
2011 Purchasing Power Parity (PPP) of Australian Dollar: Do Test Procedures Matter?
by AFM Kamrul Hassan & Ruhul Salim
2011 Monetary Policy, Construction Sector Output and Housing Prices in India: An Emerging Economy Perspective
by Hrushikesh MALLICK
2011 Manufactured Exports And Economic Growth In Egypt: Cointegration And Causality Analysis
by Neveen M. TORAYEH
2011 Estimation of R&D depreciation rates: a suggested methodology and preliminary application
by Ning Huang & Erwin Diewert
2011 The impact of nonlinearities for carbon markets analyses
by Julien Chevallier
2011 Macro factors in oil futures returns
by Yannick Le Pen & Benoît Sévi
2011 Recent developments on commodity, energy and carbon markets: an introduction
by Valérie Mignon
2011 Non-linear dynamics of real wages over the business cycle
by Carlo Altavilla & Concetto Paolo Vinci
2011 Structural breaks and real convergence in OPEC countries
by Juncal Cunado
2011 Impact de la crise sur la croissance potentielle. Une approche par les modèles à composantes inobservables
by Mabrouk Chetouane & Matthieu Lemoine & Marie-Elisabeth de la Serve
2011 Nonparametric Testing for Linearity in Cointegrated Error-Correction Models
by Byeongseon Seo
2011 Alternative Estimators of Long-Range Dependence
by Viviana Fernandez
2011 Structural Breaks and the Fisher Effect
by Alfred A. Haug & Andreas Beyer & William Dewald
2011 How the Housing and Financial Wealth Effects Have Changed over Time
by Ryan R. Brady & Derek S. Stimel
2011 Trend Agnostic One-Step Estimation of DSGE Models
by Filippo Ferroni
2011 Time-Varying Returns, Intertemporal Substitution and Cyclical Variation in Consumption
by Emmanuel De Veirman & Ashley Dunstan
2011 Riesgo macroeconómico y bolivianización: Un análisis de cointegración con un portafolio dinámico no estacionario de mínima varianza
by Rolando Manuel Gonzáles Martínez
2011 La apreciación del tipo de cambio y su efecto en la balanza comercial. Caso boliviano (2006 - 2008)
by Boris A. Luna Acevedo
2011 The Effects of Real and Nominal Shocks on Real and Nominal Exchange Rates: The Case of Turkey
by Ahmet Murat ALPER
2011 Uncertainty and Portfolio Dollarization. The Argentine Case in the Last Half Century
by Tamara Burdisso & Eduardo Ariel Corso
2011 Efficient-Market Hypothesis and the Global Financial Crises – on the Example of SOFIX, DJIA and DAX Indexes
by Vladimir Tsenkov
2011 Insurance Market Activity and Economic Growth: Evidence from Nigeria
by Philip Chimobi Omoke
2011 Inflation and Budget Deficit: What is the Relationship in Portugal?
by Agostinho S. Rosa
2011 An Empirical Analysis On The Integration Of The Stock Exchanges Of The Ise With Those Of European Union Mediterranean Countries
by Mustafa Ibicioglu & Ayhan Kapusuzoglu
2011 The Effects Of Aggregate Demand And Supply Shocks On Output And Inflation In Turkey, 1987-2009
by Zekeriya Yildirim
2011 The Relationship Between Exchange Rate And Exports In Romania Using A Vector Autoregressive Model
by Carmen Sandu & Nicolae Ghiba
2011 Are World Commodity Prices Relevant in Predicting Inflation in Botswana?
by Kagiso Mangadi & Francis Okurut & Dauda Yinusa
2011 The Impact of Rand/US Dollar Exchange Rate Volatility on the Performance of Futures Markets for Agricultural Commodities
by Motlatjo Moholwa & Guangling (Dave) Liu
2011 Measuring core inflation in Italy comparing aggregate vs. disaggregate price data
by Giacomo Sbrana & Andrea Silvestrini
2011 A Non-Stationary Perspective on the Euro Area Business Cycle
by Louise Holm
2011 From the General to the Specific—Modelling Inflation in China
by J. James Reade & Ulrich Volz
2011 An Analysis of Supply Response for Natural Rubber in Cambodia
by Samin Much & Sopin Tongpan & Prapinwadee Sirisupluxana
2011 Sign Restrictions in Structural Vector Autoregressions: A Critical Review
by Ren�e Fry & Adrian Pagan
2010 The Long-Run Relationship between Inflation and Real Stock Prices: Empirical Evidence from South Africa
by Riona Arjoon & Mariette Botes & Laban K. Chesang & Rangan Gupta
2010 Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes
by Mehmet Balcilar & Rangan Gupta & Anandamayee Majumdar & Stephen M. Miller
2010 Financial Market Liberalization, Monetary Policy, and Housing Price Dynamics
by Rangan Gupta & Marius Jurgilas & Stephen M. Miller & Dylan van Wyk
2010 Measuring Monetary Policy in a Small Open Economy with Managed Exchange Rates: The Case of Taiwan
by Tai-kuang Ho & Kuo-chun Yeh
2010 The Aggregate Production Function of the Finnish Economy in the Twentieth Century
by Arto Luoma & Jani Luoto
2010 On Measuring Country Risk: A new System Modelling Approach - La misura del rischio paese: un nuovo approccio system modelling
by Chopra, Parvesh K. & Kanji, Gopal K.
2010 An Analysis of the Dynamic Linkages between the Cash Rate and the Government Yield Curve: A Case Study - Un’analisi della relazione dinamica tra cash rate e curva dei rendimenti dei titoli pubblici: studio di un caso
by Masih, A. Mansur M. & Ryan, Vicky
2010 Reassessing the Dynamic Links between Trade and Growth: New Empirical Evidence from India - Un riesame delle relazioni tra commercio estero e crescita economica:nuova evidenza empirica per l’India
by Tronzano, Marco
2010 Impact of the Economic Crisis on the Countries in Eastern Europe (III) Literature Review, Theory and Empirical Evidence
by Dobra Iulian
2010 Impact of the Economic Crisis on the Countries in Eastern Europe (II)
by Dobra Iulian
2010 Impact of the Economic Crisis on the Countries in Eastern Europe (I - Literature Review, Theory and Empirical Evidence)
by Dobra Iulian
2010 An analysis of two leading indicators of economic growth in Turkey: Monthly manufacturing industry output and CNBC-e consumption indices
by Erhan ASLANOĞLU & Sadullah ÇELİK
2010 Asimetrik etkiler altında Okun Yasası’nın Eşik Hata Düzeltme Modeli ile sınanması: Türkiye örneği
by Recep TARI & Tezcan ABASIZ
2010 Türkiye için aylık istihdam verilerinin Durum-Uzay Metodu kullanılarak tahmin edilmesi
by Murat TAŞDEMİR & Sami TABAN
2010 Dynamic Macroeconomic Effects of Public Capital: Evidence from Regional Italian Data
by Valter Di Giacinto & Giacinto Micucci & Pasqualino Montanaro
2010 Credit Market Development and Economic Growth: An Empirical Analysis for Ireland
by Adamopoulos Antonios
2010 Predicción de errores de proyección de inflación en Chile
by Bentancor, Andrea & Pincheira, Pablo
2010 Short- and Long-Run Tests of the Expectations Hypothesis: The Portuguese Case
by Olga Susana M. Monteiro & Artur C. B. da Silva Lopes
2010 Malthus was right: new evidence from a time-varying VAR
by Alexander Rathke & Samad Sarferaz
2010 Real wages and the business cycle in Germany
by Marczak, Martyna & Beissinger, Thomas
2010 Chinese monetary policy and the dollar peg
by Reade, J. James & Volz, Ulrich
2010 The Electricity Consumption and Economic Growth Nexus in Pakistan: A New Evidence
by Atif, Syed Muhammad & Siddiqi, Muhammad Wasif
2010 Tell-tale tails: A data driven approach to estimate unique market information shares
by Grammig, Joachim G. & Peter, Franziska J.
2010 User costs of housing when households face a credit constraint: evidence for Germany
by Dümmler, Tobias & Kienle, Stephan
2010 What can EMU countries' sovereign bond spreads tell us about market perceptions of default probabilities during the recent financial crisis?
by Dötz, Niko & Fischer, Christoph
2010 Trend and cycle features in German residential investment before and after reunification
by Knetsch, Thomas A.
2010 Empirical simultaneous confidence regions for path-forecasts
by Jordà, Òscar & Knüppel, Malte & Marcellino, Massimiliano
2010 Loan supply in Germany during the financial crisis
by Busch, Ulrike & Scharnagl, Michael & Scheithauer, Jan
2010 Business Cycles around the Globe: A Regime Switching Approach
by Sumru Altuğ & Melike Bildirici
2010 Does the nominal exchange rate regime affect the real interest parity condition?
by Christian Dreger
2010 Sectoral productivity and spillover effects of FDI in Latin America
by Gabriele Tondl & Jorge A. Fornero
2010 The Size of the Government and Economic Growth: An Empirical Study of Sri Lanka
by Shanaka Herath
2010 An Empirical Characterization of Redistribution Shocks and Output Dynamics
by Klemens Hauzenberger & Robert Stehrer
2010 Price convergence and market integration in Russia
by Konstantin Gluschenko
2010 Is Monetary Policy in New Members States Asymmetric?
by Borek Vasicek
2010 Granger non-causality tests between (non)renewable energy consumption and output in Italy since 1861: the (ir)relevance of structural breaks
by Andrea Vaona
2010 A dynamic copula approach to recovering the index implied volatility skew
by Matthias Fengler & Helmut Herwartz & Christian Werner
2010 The dynamic effects of technological and non technological shocks in the energy sector: a case study for Italy
by Giuseppe Travaglini
2010 A Nonlinear IV Likelihood-Based Rank Test for Multivariate Time Series and Long Panels
by J. Isaac Miller
2010 Syndicalisation et croissance économique : y a-t-il une exception française ?
by Magali Jaoul-Grammare & Isabelle Terraz
2010 Country and Industry Convergence of Equity Markets: International Evidence from Club Convergence and Clustering
by Nicholas Apergis & Christina Christou & Stephen M. Miller
2010 Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes
by Mehmet Balcilar & Rangan Gupta & Anandamayee Majumdar & Stephen M. Miller
2010 Financial Market Liberalization, Monetary Policy, and Housing Price Dynamics
by Rangan Gupta & Stephen M. Miller & Dylan van Wyk
2010 The Effects of Uncertainty about Oil Prices in G-7
by Don Bredin & John Elder & Stilianos Fountas
2010 The Non-Linear Evolution of High Frequency Short Term Interest Rates
by Peter Cripwell & David Edelman
2010 Is Monetary Policy in New Members States Asymmetric?
by Borek Vasícek
2010 CO2 Emissions and Economic Activity: heterogeneity across countries and non stationary series
by Matías Piaggio & Emilio Padilla
2010 Endogeneity and Instrumental Variables in Dynamic Models
by Florens, Jean-Pierre & Simon, Guillaume
2010 Monetary policy through the “credit-cost channel”. Italy and Germany pre and post-EMU
by Giuliana Passamani & Roberto Tamborini
2010 Modelling Realized Covariances and Returns
by Xin Jin & John M Maheu
2010 Response speeds of direct and securitized real estate to shocks in the fundamentals
by Elias Oikarinen & Martin Hoesli & Camilo Serrano
2010 Does cointegration matter? An analysis in a RBC perspective
by Bisio Laura & Faccini Andrea
2010 Monetary Policy and Credit Cards: Evidence from a Small-Open Economy
by Hakan Yilmazkuday
2010 A Bayesian Generalized Factor Model with Comparative Analysis (Genellestirilmis Faktor Modellerinin Bayesyen Yaklasimi ve Karsilastirmali Analizi)
by Necati Tekatli
2010 Economic Uncertanity and Money Demand Stability in Turkey (Turkiye'de Ekonomik Belirsizlik ve Para Talebinin Istikrari)
by K. Azim Ozdemir & Mesut Saygili
2010 Cojumping: Evidence from the US Treasury Bond and Future Markets (Discussion Paper 2010-06)
by Dungey, Mardi & Hvozdyk, Lyudmyla
2010 Fiscal Dynamics in Ethiopia: The Cointegrated VAR Model with Quarterly Data
by Pedro M. G. Martins
2010 An Efficient test of Fiscal Sustainability
by Vasco Gabriel & Pataaree Sangduan
2010 Cointegration Tests under Multiple Regime Shifts: An Application to the Stock Price-Dividend Relationship
by Vasco Gabriel & Luis Martins
2010 Official Central Bank Interventions in the Foreign Exchange Markets: A DCC Approach with Exogenous Variables
by Nikolaos Antonakakis
2010 Trade liberalisation and import price behaviour: the case of textiles and wearing apparels
by Andreas Benedictow & Pål Boug
2010 Estimating a stock-flow model for the Swiss housing market
by Elizabeth Steiner
2010 Evaluating currency crisis:A multivariate Markov switching approach
by Kostas Mouratidis & Dimitris Kenourgios & Aris Samitas
2010 Does Cointegration Matter? An Analysis in a RBC Perspective
by Laura Bisio & Andrea Faccini
2010 Identification in Structural Vector Autoregressions Through Graphical Modelling and Monetary Policy: A Cross-Country Analysis
by Fragetta, Matteo
2010 Is Euro Area Money Demand (Still) Stable? – Cointegrated VAR versus Single Equation Techniques
by Ansgar Belke & Robert Czudaj
2010 Monetary Policy, Global Liquidity and Commodity Price Dynamics
by Ansgar Belke & Ingo G. Bordon & Torben W. Hendricks
2010 Time Variation in U.S. Wage Dynamics
by B. HOFMANN & G. PEERSMAN & R. STRAUB
2010 VAR Forecasting Using Bayesian Variable Selection
by Dimitris Korobilis
2010 Can Common Stocks Provide A Hedge Against Inflation? Evidence from African Countries
by Paul Alagidede & Theodore Panagiotidis
2010 Dynamic Specification Tests for Static Factor Models
by Gabriele Fiorentini & Enrique Sentana
2010 CO2 emissions and economic activity: heterogeneity across countries and non stationary series
by Matías Piaggio & Emilio Padilla
2010 Inflation Dynamics in the New EU Member States: How Relevant Are External Factors?
by Alexander Mihailov & Fabio Rumler & Johann Scharler
2010 Monetary aggregates and monetary policy: an empirical assessment for Peru
by Lahura, Erick
2010 The Effects Of Monetary Policy Shocks In Peru: Semi-Structural Identification Using A Factor-Augmented Vector Autoregressive Model
by Lahura, Erick
2010 Monetary Policy and the Exchange Rate: Evaluation of VAR Models
by Jarkko Jääskelä & David Jennings
2010 A Kernel Technique for Forecasting the Variance-Covariance Matrix
by Ralf Becker & Adam Clements & Robert O'Neill
2010 Sign Restrictions in Structural Vector Autoregressions: A Critical Review
by Renee Fry & Adrian Pagan
2010 Cojumping: Evidence from the US Treasury Bond and Futures Markets
by Mardi Dungey & Lyudmyla Hvozdyk
2010 A Nonlinear Panel Model of Cross-sectional Dependence
by George Kapetanios & James Mitchell & Yongcheol Shin
2010 Likelihood inference for a fractionally cointegrated vector autoregressive model
by Søren Johansen & Morten Ørregaard Nielsen
2010 Critical Values for Cointegration Tests
by James G. MacKinnon
2010 Evaluating the strength of identification in DSGE models. An a priori approach
by Nikolay Iskrev
2010 Calendar Effects in Daily ATM Withdrawals
by Paulo Soares Esteves & Paulo M.M. Rodrigues
2010 The economic consequences of population and urbanization growth in Italy: from the 13th century to 1900. A discussion on the Malthusian dynamics
by Bruno Chiarini
2010 The Impact of Oil Prices in Turkey on Macroeconomics
by Aktas, Erkan & Özenç, Çiğdem & Arıca, Feyza
2010 The Effect of Crime on the Job Market: An ARDL approach to Argentina
by Cerro, Ana María & Rodríguez Andrés, Antonio
2010 Sources of Macroeconomic Fluctuations in MENA Countries
by Balcilar, Mehmet & Bagzibagli, Kemal
2010 The Electricity Consumption and Economic Growth Nexus in Pakistan: A New Evidence
by Atif, Syed Muhammad & Siddiqi, Muhammad Wasif
2010 Crecimiento Económico y Sector Externo en la Economía Ecuatoriana
by Ochoa Jiménez, Diego
2010 Backward recalculation of seasonal series affected by economic crisis: a Model-Based-Link method for the case of Turkish GDP
by Buono, Dario & Alpay, Kocak
2010 Does financial sector development cause investment and growth? empirical analysis of the case of Ghana
by Adam, Anokye M. & Siaw, Frimpong
2010 Effet du taux de change réel sur la balance commerciale: le cas du Gabon
by Chomteu Kouam, Sorel Francine & Abo Ekomie, Alain & Bahouayila, Chancel
2010 Vector autoregression with varied frequency data
by Qian, Hang
2010 Long-run identifying restrictions on VARs within the AS-AD framework
by Pentecôte, J.-S.
2010 Money demand and economic uncertainty in Barbados
by Jackman, Mahalia
2010 Efectos Macroeconómicos de la Política Fiscal en Ecuador 1993-2009
by Carrillo, Paul A.
2010 What does financial volatility tell us about macroeconomic fluctuations?
by Chauvet, Marcelle & Senyuz, Zeynep & Yoldas, Emre
2010 How Important are Oil and Money Shocks in Explaining Housing Market Fluctuations in an Oil-exporting Country?: Evidence from Iran
by Khiabani, Nasser
2010 The impact of real oil price on real effective exchange rate: The case of Azerbaijan
by Hasanov, Fakhri
2010 An application of dynamic factor model to dry Bulk Market - focusing on the analysis of synchronicity and idiosyncrasy in the sub-markets with different ship - size
by Ko, Byoung Wook
2010 “Modelo Dinámico para Análisis y Pronóstico del Producto Interno Bruto”: Un Enfoque Fiscal Aplicando un Modelo SVAR
by Carrillo, Paul A.
2010 Revisiting the empirical existence of the Phillips Curve for India
by Karan Singh, B & Kanakaraj, A & Sridevi, T.O
2010 Threshold GARCH modeling of the inflation & inflation uncertainty relationship: historical evidence from the Turkish economy
by Korap, Levent
2010 Financial Liberalization, Weighted Monetary Aggregates and Money Demand in Indonesia
by Chin-Hong, Puah & Lee-Chea, Hiew
2010 Modelos de predicción para la inflación de Chile
by Idrovo Aguirre, Byron & Tejada, Mauricio
2010 Kaldor-Verdoorn’s law and increasing returns to scale: a comparison across developed countries
by Ofria, Ferdinando & Millemaci, Emanuele
2010 Faktoru modeļu agregēta un dezagregēta pieeja IKP prognožu precizitātes mērīšanā
by Bessonovs, Andrejs
2010 Testing homogeneity for real income and prices in a money demand equation: the case of Turkey
by Korap, Levent
2010 The Impact of Real Effective Exchange Rate on the Non-oil Export: The Case of Azerbaijan
by Fakhri, Hasanov
2010 The Japanese Quantitative Easing Policy under Scrutiny: A Time-Varying Parameter Factor-Augmented VAR Model
by Moussa, Zakaria
2010 Money demand and economic uncertainty in Barbados
by Jackman, Mahalia
2010 Inflation persistence and the rationality of inflation expectations
by Brissimis, Sophocles & Migiakis, Petros
2010 Asymmetric Shocks and Co-movement of Price Indices
by Rao, Nasir Hamid & Bukhari, Syed Kalim Hyder
2010 A small scaled business-cycle analysis of the Turkish economy: some counter-cyclical evidence using new income series
by Korap, Levent
2010 Private sector balance, financial markets, and U.S. cycle: A SVAR analysis
by Casadio, Paolo & Paradiso, Antonio
2010 Are euro area inflation rates misaligned?
by Lopez, Claude & Papell, David
2010 Public Debt Dynamics and Debt Feedback
by Reda, Cherif & Fuad, Hasanov
2010 A monthly indicator of employment in the euro area: real time analysis of indirect estimates
by Moauro, Filippo
2010 Monetary aspects of short-term capital inflows in the Central European Countries
by Mirdala, Rajmund
2010 Real Exchange Rate Changes and Trade Balance in Pakistan: A Revisit
by Shahbaz, Muhammad & Jalil, Abdul & Islam, Faridul
2010 The dynamic effects of U.S. monetary policy on state unemployment
by Korobilis, Dimitris & Gilmartin, Michelle
2010 Previsioni delle Spese del Bilancio dello Stato attraverso i flussi di contabilità finanziaria
by Bianchi, Giuseppe & Cesaroni, Tatiana & Ricchi, Ottavio
2010 Forecasting Australian Macroeconomic variables, evaluating innovations state space approaches
by de Silva, Ashton J
2010 Country Heterogeneity and Long-Run Determinants of Inflation in the Gulf Arab States
by Basher, Syed Abul & Elsamadisy, Elsayed Mousa
2010 Modelling the Relationship between Whole Sale Price and Consumer Price Indices: Cointegration and Causality Analysis for India
by Tiwari, Aviral & Shahbaz, Muhammad
2010 Improving Portfolio Optimization by DCC And DECO GARCH: Evidence from Istanbul Stock Exchange
by Yilmaz, Tolgahan
2010 How related are interbank and lending interest rates? Evidence on selected EU countries
by Heryan, Tomas & Stavarek, Daniel
2010 Does the purchasing power parity hypothesis hold after 1998?
by Zanetti Chini, Emilio
2010 Determinants of the exchange market pressure in the euro-candidate countries
by Stavarek, Daniel
2010 The links between inflation and inflation uncertainty at the longer horizon
by Tsyplakov, Alexander
2010 Economic growth, electricity consumption and foreign dependence in Italy between 1963 and 2007
by Vecchione, Gaetano
2010 Algunos métodos para modelar tendencias y su aplicación a las series de empleo sectorial en Puerto Rico
by Toledo, Wilfredo
2010 Wagner's law and augmented Wagner's law in EU-27. A time-series analysis on stationarity, cointegration and causality
by Magazzino, Cosimo
2010 Wagner's law and Italian disaggregated public spending: some empirical evidences
by Magazzino, Cosimo
2010 Estimating Central Bank preferences in a small open economy: Sweden 1995-2009
by D'Adamo, Gaetano
2010 Re-examination of the long-run purchasing power parity: further evidence from Turkey
by Korap, Levent & Aslan, Özgür
2010 Stochastic optimal hedge ratio: Theory and evidence
by Hatemi-J, Abdulnasser & El-Khatib, Youssef
2010 Determinantes del crecimiento económico del Ecuador bajo la Ley de Thirlwall
by Ochoa, Diego & Alvarado, Rafael
2010 Testing for nonlinear causation between capital inflows and domestic prices
by Rashid, Abdul
2010 Sources of exchange rate dynamics in the European transition economies
by Mirdala, Rajmund
2010 An econometric model to quantify benchmark downturn LGD on residential mortgages
by Morone, Marco & Cornaglia, Anna
2010 Pengaruh Jangka Pendek dan Jangka Panjang Perubahan Suku Bunga dan Kurs Rupiah Terhadap Harga Saham : Studi Empiris di Indonesia (2000:1 – 2010:4)
by Maryatmo, Rogatianus
2010 Spatial price dynamics in the EU F&V sector: the cases of tomato and cauliflower
by Santeramo, Fabio Gaetano & Cioffi, Antonio
2010 DSGE Model Validation in a Bayesian Framework: an Assessment
by Paccagnini, Alessia
2010 Identification of ‘pull’ & ‘push’ factors for the portfolio flows: SVAR evidence from the Turkish economy
by Korap, Levent
2010 An Analysis of the relationship between WTI term structure and oil market fundamentals in 2002-2009
by Cavalcante, Mileno
2010 Backward and forward closed solutions of multivariate models
by Ludlow, Jorge
2010 The relationship between inflation, output growth, and their uncertainties: Evidence from selected CEE countries
by Hasanov, Mübariz & Omay, Tolga
2010 QR-GARCH-M Model for Risk-Return Tradeoff in U.S. Stock Returns and Business Cycles
by Nyberg, Henri
2010 Noncausal Vector Autoregression
by Lanne, Markku & Saikkonen, Pentti
2010 A cost-based empirical model of the aggregate price determination for the Turkish economy: a multivariate cointegration approach
by Zeren, Fatma & Korap, Levent
2010 Bootstrapping Structural VARs: Avoiding a Potential Bias in Confidence Intervals for Impulse Response Functions
by Phillips, Kerk L. & Spencer, David E.
2010 Ghana's Economic Growth in perspective: A time series approach to Convergence and Growth Determinants
by Baafi Antwi, Joseph
2010 Regional Integration and Dynamic Adjustments: Evidence from a Gross National Product Function for Canada and the United States
by Chapda Nana, Guy & Gervais, Jean-Philippe & Larue, Bruno
2010 Estimation and inference in unstable nonlinear least squares models
by Boldea, Otilia & Hall, Alastair R.
2010 Export-Led growth hypothesis: Evidence from Cote d’Ivoire
by N'GUESSAN BI ZAMBE, SERGE CONSTANT
2010 Measuring the dependence structure between yield and weather variables
by Bokusheva, Raushan
2010 Volatility Co-movement of ASEAN-5 Equity Markets
by Oh, Swee-Ling & Lau, Evan & Puah, Chin-Hong & Abu Mansor, Shazali
2010 Domestic fuel price and economic sectors in Malaysia: a future of renewable energy?
by Jee, Hui-Siang Brenda & Lau, Evan & Puah, Chin-Hong & Abu Mansor, Shazali
2010 A note on GDP now-/forecasting with dynamic versus static factor models along a business cycle
by Buss, Ginters
2010 Macroeconomic dynamics and inflation regimes in the U.S. Results from threshold vector autoregressions
by Mandler, Martin
2010 Regime-dependent effects of monetary policy shocks. Evidence from threshold vector autoregressions
by Mandler, Martin
2010 Measuring Monetary Policy in Open Economies
by Diego, Cerdeiro
2010 QML estimation of a class of multivariate GARCH models without moment conditions on the observed process
by Francq, Christian & Zakoian, Jean-Michel
2010 Forecasts with single-equation Markov-switching model: an application to the gross domestic product of Latvia
by Bušs, Ginters
2010 Monetary Policy and Identification in SVAR Models: A Data Oriented Perspective
by Fragetta, Matteo
2010 Testing for Group-Wise Convergence with an Application to Euro Area Inflation
by Lopez, Claude & Papell, David
2010 Determinants of, and the Relationship between FDI and Economic Growth in Bangladesh
by Ahamad, Mazbahul Golam & Tanin, Fahian
2010 Modelling the Currency in Circulation for the State of Qatar
by Balli, Faruk & Elsamadisy, Elsayed
2010 Assessing substitution and complementary effects amongst crime typologies
by Detotto, Claudio & Pulina, Manuela
2010 Cointegration relationship and time varying co-movements among Indian and Asian developed stock markets
by Guidi, Francesco
2010 1980 Sonrasi ekonomik krizlerin Turkie tarim sektoru uzerindeki etkileri
by Aktas, Erkan & Tuncer, İsmail & Aydın, Murat
2010 The impact of changes in asset prices on real economic activity : a cointegration analysis for Germany
by Andreas Nastansky & Hans Gerhard Strohe
2010 The yield curve and the macro-economy across time and frequencies
by Luís Aguiar-Conraria & Manuel M. F. Martins & Maria Joana Soares
2010 Capital Inflows, Inflation and Exchange Rate Volatility: An Investigation for Linear and Nonlinear Causal Linkages
by Abdul Rashid & Fazal Husain
2010 Time-varying spot and futures oil price dynamics
by Guglielmo Caporale & Davide Ciferri & Alessandro Girardi
2010 Descomposición Histórica de la Inflación en Perú. Distinguiendo entre choques de demanda y choques de oferta
by Guillermo Lavanda & Gabriel Rodriguez
2010 Un Indicatore di Attività Economica per la Lombardia e per le Province di Milano e Pavia
by Donatella Baiardi & Carluccio Bianchi
2010 Ranking Multivariate GARCH Models by Problem Dimension
by Massimiliano Caporin & Michael McAleer
2010 Model Based Monte Carlo Pricing of Energy and Temperature Quanto Options
by Massimiliano Caporin & Juliusz Pres' & Hipolit Torro
2010 Discrete-valued Levy processes and low latency financial econometrics
by Neil Shephard & David G. Pollard & Ole E. Barndorff-Nielsen
2010 Foreign and Domestic Growth Drivers in Eastern Europe
by Enzo Weber
2010 The 2008-09 Crisis in Turkey: Performance, Policy Responses and Challenges for Sustaining the Recovery
by Lukasz Rawdanowicz
2010 Are Global Imbalances Sustainable?: Shedding Further Light on the Causes of Current Account Reversals
by Luiz de Mello & Pier Carlo Padoan & Linda Rousová
2010 Debt dynamics and excess sensitivity of consumption to transitory wealth changes
by Emmanuel De Veirman & Ashley Dunstan
2010 Fiscal consolidation with high growth: A policy simulation model for India
by Mundle, Sudipto & Bhanumurthy, N.R. & Das, Surajit
2010 An Efficient Test of Fiscal Sustainability
by Vasco J. Gabriel & Pataaree Sangduan
2010 Cointegration Tests Under Multiple Regime Shifts: An Application to the Stock Price-Dividend Relationship
by Vasco J. Gabriel & Luis F. Martins
2010 The yield curve and the macro-economy across time and frequencies
by Luís Francisco Aguiar & Manuel M. F. Martins & Maria Joana Soares
2010 On the non-convergence of energy intensities: Evidence from a pair-wise econometric approach
by Le Pen, Yannick & Sévi, Benoît
2010 Modelling and measuring price discovery in commodity markets
by Figuerola-Ferretti, Isabel & Gonzalo, Jesús
2010 Purchasing power parity in OECD countries: nonlinear unit root tests revisited
by Juan Carlos Cuestas & Paulo José Regis
2010 Nonlinearities in Stock Returns for Some Recent Entrants to the EU
by Barry Harrison & Winston Moore
2010 Estimating Turning Points Using Large Data Sets
by James H. Stock & Mark W. Watson
2010 Labor-Market Heterogeneity, Aggregation, and the Lucas Critique
by Yongsung Chang & Sun-Bin Kim & Frank Schorfheide
2010 Does Labor Supply Matter During a Recession? Evidence from the Seasonal Cycle
by Casey B. Mulligan
2010 Modeling Financial Contagion Using Mutually Exciting Jump Processes
by Yacine Aït-Sahalia & Julio Cacho-Diaz & Roger J.A. Laeven
2010 An Estimated New-Keynesian Model with Unemployment as Excess Supply of Labor
by Miguel Casares & Antonio Moreno & Jesús Vázquez
2010 Addictive behavior in cinema demand: evidence from Korea
by Sangho KIM & Donghyun PARK
2010 Beyond Panel Unit Root Tests : Using Multiple Testing to Determine the Non-Stationarity Properties of Individual Series in a Panel
by MOON, H.R. & PERRON, Benoit
2010 Beyond Panel Unit Root Tests: Using Multiple Testing to Determine the Non Stationarity Properties of Individual Series in a Panel
by MOON, Hyungsik Roger & PERRON, Benoit
2010 The price elasticity of electricity demand in South Australia
by Shu Fan & Rob Hyndman
2010 VARs, Cointegration and Common Cycle Restrictions
by Heather M Anderson & Farshid Vahid
2010 Do Jumps Matter? Forecasting Multivariate Realized Volatility allowing for Common Jumps
by Yin Liao & Heather M. Anderson & Farshid Vahid
2010 Multivariate exponential smoothing for forecasting tourist arrivals to Australia and New Zealand
by George Athanasopoulos & Ashton de Silva
2010 Assessing the Predictive Power of Labor-Market Indicators of Inflation
by Nourzad, Farrokh
2010 Fiscal Foresight and the Effects of Government Spending
by Mario Forni & Luca Gambetti
2010 Macroeconomic Shocks and the Business Cycle: Evidence from a Structural Factor Model
by Mario Forni & Luca Gambetti
2010 The Federal Funds Rate and the Conduction of the International Orchestra
by Antonio Ribba
2010 Sources of Unemployment Fluctuations in the USA and in the Euro Area in the Last Decade
by Antonio Ribba
2010 A Structural Vector Autoregressive (SVAR) model for the Hungarian labour market
by Zoltán M. Jakab & Éva Kaponya
2010 Is wine a financial parachute?
by Lucia BALDI & Massimo PERI & Daniela VANDONE
2010 Uncertainty in the Public Debt Market and Stochastic Long-Run Growth
by Panagiotis Tsintzos & Theologos Dergiades
2010 What Explains Output Volatility? Evidence from the G3
by Maria Grydaki & Stilianos Fountas
2010 Can Common Stocks Provide A Hedge Against Inflation? Evidence from African Countries
by Paul Alagidede & Theodore Panagiotidis
2010 Causal Relationship between Stock Prices and Exchange Rates
by Paul Alagidede & Theodore Panagiotidis & Xu Zhang
2010 Macroeconomic dynamics and inflation regimes in the U.S. Results from threshold vector autoregressions
by Martin Mandler
2010 Regime-dependent effects of monetary policy shocks. Evidence from threshold vector autoregressions
by Martin Mandler
2010 Stock Returns and Monetary Policy: Are There Any Ties ?
by Hafedh Bouakez & Badye Omar Essid & Michel Normandin
2010 On the Forecasting Accuracy of Multivariate GARCH Models
by Sébastien Laurent & Jeroen V.K. Rombouts & Francesco Violante
2010 Measuring the Effects of Fiscal Policy
by Hafedh Bouakez & Foued Chihi & Michel Normandin
2010 Predictive Ability of Business Cycle Indicators under Test: A Case Study for the Euro Area Industrial Production
by Carstensen, Kai & Wohlrabe, Klaus & Ziegler, Christina
2010 The Household Sector Financial Balance, Financing Gap, Financial Markets, and Economic Cycles in the US Economy: A Structural VAR Analysis
by Paolo Casadio & Antonio Paradiso
2010 Infinite-variance, Alpha-stable Shocks in Monetary SVAR
by Greg Hannsgen
2010 Economic Value of Stock and Interest Rate Predictability in the UK
by Stephen Hall & Kavita Sirichand
2010 Decision-Based Forecast Evaluation of UK Interest Rate Predictability
by Stephen Hall & Kavita Sirichand
2010 Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH
by Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat
2010 Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH
by Massimiliano Caporin & Michael McAleer
2010 Do We Really Need Both BEKK and DCC? A Tale of Two Multivariate GARCH Models
by Massimiliano Caporin & Michael McAleer
2010 Modelling Conditional Correlations in the Volatility of Asian Rubber Spot and Futures Returns
by Chia-Lin Chang & Thanchanok Khamkaew & Michael McAleer & Roengchai Tansuchat
2010 Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations
by Chia-Lin Chang & Thanchanok Khamkaew & Michael McAleer & Roengchai Tansuchat
2010 Analyzing and Forecasting Volatility Spillovers and Asymmetries in Major Crude Oil Spot, Forward and Futures Markets
by Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat
2010 Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns
by Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat
2010 Ten Things We Should Know About Time Series
by Michael McAleer & Les Oxley
2010 An Invariance Property of the Common Trends under Linear Transformations of the Data
by Søren Johansen & Katarina Juselius
2010 An Extension of Cointegration to Fractional Autoregressive Processes
by Søren Johansen
2010 The Analysis of Nonstationary Time Series Using Regression, Correlation and Cointegration with an Application to Annual Mean Temperature and Sea Level
by Søren Johansen
2010 Testing and Inference in Nonlinear Cointegrating Vector Error Correction Models
by Dennis Kristensen & Anders Rahbek
2010 Likelihood Inference for a Fractionally Cointegrated Vector Autoregressive Model
by Søren Johansen & Morten Ørregaard Nielsen
2010 Bootstrap Sequential Determination of the Co-integration Rank in VAR Models
by Giuseppe Cavaliere & Anders Rahbek & A. M. Robert Taylor
2010 Does the Law of One Price Hold in a High-Inflation Environment? A Tale of Two Cities in Turkey
by Sule Akkoyunlu & Boriss Siliverstovs
2010 Can Common Stocks Provide A Hedge Against Inflation? Evidence from African Countries
by Paul Alagidede & Theodore Panagiotidis
2010 Business Cycles around the Globe: A Regime Switching Approach
by Sumru Altug & Melike Bildirici
2010 Causal Inference by Independent Component Analysis with Applications to Micro- and Macroeconomic Data
by Alessio Moneta & Doris Entner & Patrik Hoyer & Alex Coad
2010 An Empirical Study of the Relationships between CO2 Emissions, Economic Growth and Openness
by Choi, Eunho & Heshmati, Almas & Cho, Yongsung
2010 An Empirical Study of the Relationships between CO2 Emissions, Economic Growth and Openness
by Choi, Eunho & Heshmati, Almas & Cho, Yongsung
2010 Real Wages and the Business Cycle in Germany
by Marczak, Martyna & Beissinger, Thomas
2010 Real Wages and the Business Cycle in Germany
by Marczak, Martyna & Beissinger, Thomas
2010 A First Look on the New Halle Economic Projection Model
by Sebastian Giesen & Oliver Holtemöller & Juliane Scharff & Rolf Scheufele
2010 Money and Inflation: The Role of Persistent Velocity Movements
by Makram El-Shagi & Sebastian Giesen
2010 Has the Euro Increased International Price Elasticities?
by Oliver Holtemöller & Götz Zeddies
2010 An Evolutionary Algorithm for the Estimation of Threshold Vector Error Correction Models
by Makram El-Shagi
2010 The Impact of the Global Economic Crisis on Cambodia
by Pisey Khin & Ryuta Ray Kato
2010 Milking The Prices: The Role of Asymmetries in the Price Transmission Mechanism for Milk Products in Austria
by Octavio Fern?ndez-Amador & Josef Baumgartner & Jes?s Crespo-Cuaresma
2010 Extracting information on inflation from consumer and wholesale prices and the NKE aggregate supply curve
by Ashima Goyal & Shruti Tripathi
2010 The NAIRU and the Extent of the Low-Pay Sector
by Marcel Garz
2010 The Role of Monetary Policy Uncertainty in the Term Structure of Interest Rates
by Junko Koeda & Ryo Kato
2010 Is more exchange rate intervention necessary in small open economies? The role of risk premium and commodity shocks
by Carlos Garcia & Wildo Gonzalez
2010 Forecast Combination Based on Multiple Encompassing Tests in a Macroeconomic DSGE System
by Costantini, Mauro & Gunter, Ulrich & Kunst, Robert M.
2010 Cointegration Analysis with State Space Models
by Wagner, Martin
2010 Endogeneity and Instrumental Variables in Dynamic Models
by Florens, Jean-Pierre & Simon, Guillaume
2010 The 2007-? financial crisis: a euro area money market perspective
by Nuno Cassola & Claudio Morana
2010 Bank and Official Interest Rates: How Do They Interact over Time?
by G. C. Lim & Sarantis Tsiaplias & C. L. Chua
2010 Prognose mit nichtparametrischen Verfahren
by Wolfgang Karl Härdle & Rainer Schulz & Weining Wang
2010 High Dimensional Nonstationary Time Series Modelling with Generalized Dynamic Semiparametric Factor Model
by Song Song & Wolfgang K. Härdle & Ya'acov Ritov
2010 Bayesian Estimation and Model Selection in the Generalised Stochastic Unit Root Model
by Roberto Leon-Gonzalez & Fuyu Yang
2010 The Impact of Macroeconomic News on Quote Adjustments, Noise, and Informational Volatility
by Nikolaus Hautsch & Dieter Hess & David Veredas
2010 Bayesian Inference in a Stochastic Volatility Nelson-Siegel Model
by Nikolaus Hautsch & Fuyu Yang
2010 Investigating Finite Sample Properties of Estimators for Approximate Factor Models When N Is Small
by Shinya Tanaka & Eiji Kurozumi
2010 Model Selection Criteria in Multivariate Models with Multiple Structural Changes
by Eiji Kurozumi & Purevdorj Tuvaandorj
2010 Financial Intermediation and Economic Growth: Evidence from the Baltic countries
by Soultanaeva, Albina
2010 The Impact of Stock Market Jumps on Time-Varying Return Correlations: Empirical Evidence from the Baltic Countries
by Hellström, Jörgen & Soultanaeva, Albina
2010 A New Ridge Regression Causality Test in the Presence of Multicollinearity
by Månsson, Kristofer & Shukur, Ghazi & Sjölander, Pär
2010 China’s Growing Influence in Southeast Asia - Monetary Policy and Equity Markets
by Johansson, Anders C.
2010 Stock and Bond Relationships in Asia
by Johansson, Anders C.
2010 A Bootstrap Test for Causality with Endogenous Lag Length Choice - theory and application in finance
by Hacker, R. Scott & Hatemi-J, Abdulnasser
2010 An Investigation of the Causal Relations between Exchange Rates and Interest Rate Differentials Using Wavelets
by Hacker, Scott & Kim, Hyunjoo & Månsson, Kristofer
2010 Factors Explaining Crop Price Developments - Time-Series Evidence for Developing and Developed Countries
by Raabe, Katharina
2010 Chinese Saving Dynamics: The Impact of GDP Growth and the Dependent Share
by Carl Bonham & Call Wiemer
2010 Forecasting Based on Common Trends in Mixed Frequency Samples
by Peter Fuleky & Carl Bonham
2010 Chinese Saving Dynamics: The Impact of GDP Growth and Dependent Share
by Carl Bonham & Calla Wiemer
2010 Permanent and Transitory Macroeconomic Relationships between China and the Developed World
by Tara Sinclair & Yeuqing Jia
2010 Persistence-robust Granger causality testing
by Dietmar Bauer & Alex Maynard
2010 Price Dynamics in Tanzanian Maize Markets: Insights from a Semiparametric Cointegration Model
by Rico Ihle & Stephan von Cramon-Taubadel
2010 Assessing Seasonal Asymmetric Price Transmission in Ghanaian Tomato Markets With the Johansen Estimation Method
by Rico Ihle & Joseph Amikuzuno
2010 Inflation and Globalisation: A Dynamic Factor Model with Stochastic Volatility
by Joseph P. Byrne & Fatima Kaneez & Alexandros Kontonikas
2010 Testing for “contagion” of the subprime crisis on the Middle East and North African stock markets : A Markov Switching EGARCH approach
by Wajih Khallouli & Modibo René Sandretto
2010 Adjustment capacity in a monetary union: a DSGE evaluation of Poland and Slovakia
by Andrzej Torój
2010 Interrelations between consumption and wealth in Poland
by Magdalena Zachłod-Jelec
2010 Disentangling Systematic and Idiosyncratic Risk for Large Panels of Assets
by Matteo Barigozzi & Christian T. Brownlees & Giampiero M. Gallo & David Veredas
2010 “Quo Vadis Real? Estimating the Brazilian Real Exchange Rate Misalignment in Vector Error Correction Model with Structural Change”
by Emerson Fernandes Marçal & Fernando Barbi
2010 Global Financial Crisis and the Puzzling Exchange Rate Path in CEE Countries
by Jesús Crespo Cuaresma & Adam Gersl & Tomáš Slačík
2010 Relationship between Czech and European developed stock markets: DCC MVGARCH analysis
by Michael Princ
2010 Asymmetric Properties of Impulse Response Functions in Markov-Switching Structural Vector AutoRegressions
by Frédéric Karamé & Alexandra Olmedo
2010 Impulse-Response Functions in Markov-Switching Structural Vector AutoRegressions: a Step Further
by Frédéric Karamé
2010 Oil price influence on Russian macroeconomic indicators
by Olga Podkorytova & Tatyana Chigvintseva
2010 Investigation of cointegration of oil prices and Russian market indices
by Alexander Alexeev
2010 Estimation methods comparison of SVAR model with the mixture of two normal distributions - Monte Carlo analysis
by Katarzyna Maciejowska
2010 Empirical Simultaneous Confidence Regions for Path-Forecasts
by Òscar Jordà & Malte Knüppel & Massimiliano Marcellino
2010 Forecasting Nonlinear Aggregates and Aggregates with Time-varying Weights
by Helmut Luetkepohl
2010 Assessing financial integration: a comparison between Europe and East Asia
by Rossella Calvi
2010 On the Informational Role of Term Structure in the U.S. Monetary Policy Rule
by Vázquez Pérez, Jesús & María-Dolores, Ramón & Londoño, Juan Miguel
2010 Conditional beta pricing models: A nonparametric approach
by Orbe Mandaluniz, Susan & Ferreira García, María Eva & Gil Bazo, Javier
2010 The links between inflation and inflation uncertainty at the longer horizon
by Tsyplakov Alexander
2010 Cointegration, long-run structural modelling and weak exogeneity: Two models of the UK economy
by Jan PAM Jacobs & Kenneth F.Wallis
2010 Real-time Inflation Forecast Densities from Ensemble Phillips Curves
by Anthony Garratt & James Mitchell & Shaun P. Vahey & Elizabeth C. Wakerly
2010 Forecast Densities for Economic Aggregates from Disaggregate Ensembles
by Francesco Ravazzolo & Shaun P. Vahey
2010 The Spanish term structure of interest rates revisited: cointegration with multiple structural breaks, 1974-2010
by Vicente Esteve & Manuel Navarro-Ibáñez & Maria A. Prats
2010 Are the Gains from Foreign Diversification Diminishing? Assessing teh Impact with Cross-Listed Stocks
by Chua, Choong Tze & Lai, Sandy & Lewis, Karen K.
2010 A Note on Estimating Wishart Autoagressive Model
by Roxana Halbleib
2010 Forecasting Multivariate Volatility Using the VARFIMA Model on Realized Covariance Cholesky Factors
by Roxana Halbleib & Valerie Voev
2010 On the Sources of Euro Area Money Demand Stability. A Time-Varying Cointegration Analysis
by Matteo Barigozzi & Antonio Conti
2010 Interaction between trade, conflict and cooperation : the case of Japan and China
by Shiro Armstrong
2010 Fiscal Consolidation with High Growth : A Policy Simulation Model for India
by Sudipto Mundle & N.R. Bhanumurthy & Surajit Das
2010 Capital Inflows, Inflation and Exchange Rate Volatility : An Investigation for Linear and Nonlinear Causal Linkages
by Abdul Rashid & Fazal Husain
2010 Information Criteria for Impulse Response Function Matching Estimation of DSGE Models
by Alastair Hall & Atsushi Inoue & James M. Nason & Barbara Rossi
2010 Empirical Identification of the Vector Autoregression: The Causes and Effects of U.S. M2
by Kevin D Hoover & Selva Demiralp & Stephen J Perez
2010 Monetary Policy, the Housing Market, and the 2008 Recession: A Structural Factor Analysis
by Matteo Luciani
2010 A Family Hitch : Econometrics of the New and the Used Car Markets
by Sylvain Prado
2010 Variable Selection, Estimation and Inference for Multi-period Forecasting Problems
by M. Hashem Pesaran & Andreas Pick & Allan Timmermann
2010 Time-Varying Spot and Futures Oil Price Dynamics
by Guglielmo Maria Caporale & Davide Ciferri & Allessandro Girardi
2010 Is Euro Area Money Demand (Still) Stable?: Cointegrated VAR versus Single Equation Techniques
by Ansgar Belke & Robert Czudaj
2010 Price Formation on the EuroMTS Platform
by Guglielmo Maria Caporale & Alessandro Girardi
2010 Monetary Policy, Global Liquidity and Commodity Price Dynamics
by Ansgar Belke & Ingo G. Bordon & Torben W. Hendricks
2010 Quoted Spreads and Trade Imbalance Dynamics in the European Treasury Bond Market
by Guglielmo Maria Caporale & Alessandro Girardi & Paolo Paesani
2010 The Impact of Real Oil Price on Real Effective Exchange Rate: The Case of Azerbaijan
by Fakhri Hasanov
2010 Liquidity Risk, Credit Risk and the Overnight Interest Rate Spread: A Stochastic Volatility Modelling Approach
by John Beirne & Guglielmo Maria Caporale & Nicola Spagnolo
2010 What are the Effects of Monetary Policy Shocks? Evidence from Dollarized Countries
by Tim Willems
2010 Evidence on a Real Business Cycle Model with Neutral and Investment-Specific Technology Shocks using Bayesian Model Averaging
by Rodney W. Strachan & Herman K. van Dijk
2010 A Dynamic Multivariate Heavy-Tailed Model for Time-Varying Volatilities and Correlations
by Drew Creal & Siem Jan Koopman & Andr� Lucas
2010 Transmission of Government Spending Shocks in the Euro Area: Time Variation and Driving Forces
by Markus Kirchner & Jacopo Cimadomo & Sebastian Hauptmeier
2010 On The Economic Effects Of Investment In Railroad Infrastructures In Portugal
by Alfredo Marvão Pereira & Jorge M. Andraz
2010 The power log-GARCH model
by Genaro Sucarrat & Alvaro Escribano
2010 Interaction Between Trade, Conflict And Cooperation: The Case Of Japan And China
by Shoro Armstrong
2010 The 2007-? financial crisis: a money market perspective
by Nuno Cassola & Claudio Morana
2010 Demand Matters: German Wheat Market Integration 1806-1855 in a European Context
by Martin Uebele
2010 Exchange Rate Pass-through and Monetary Policy in South Africa
by Aron, Janine & Farrell, Greg & Muellbauer, John & Sinclair, Peter
2010 Labor-Market Heterogeneity, Aggregation, and the Lucas Critique
by Chang, Yongsung & Schorfheide, Frank
2010 Macroeconomics and the Term Structure
by Gürkaynak, Refet S. & Wright, Jonathan
2010 Business Cycles around the Globe: A Regime-switching Approach
by Altug, Sumru G. & Bildirici, Melike
2010 The Harrod-Balassa-Samuelson Hypothesis: Real Exchange Rates and their Long-Run Equilibrium
by Chong, Yanping & Jordà, Òscar & Taylor, Alan M.
2010 Does aggregating forecasts by CPI component improve inflation forecast accuracy in South Africa?
by Aron, Janine & Muellbauer, John
2010 Fiscal Foresight and the Effects of Goverment Spending
by Forni, Mario & Gambetti, Luca
2010 Empirical Simultaneous Confidence Regions for Path-Forecasts
by Jordà, Òscar & Knüppel, Malte & Marcellino, Massimiliano
2010 Measuring Output Gap Uncertainty
by Garratt, Anthony & Mitchell, James & Vahey, Shaun
2010 Factor-GMM Estimation with Large Sets of Possibly Weak Instruments
by Kapetanios, George & Marcellino, Massimiliano
2010 Macroeconomic Shocks and the Business Cycle: Evidence from a Structural Factor Model
by Forni, Mario & Gambetti, Luca
2010 Forecasting with Factor-augmented Error Correction Models
by Banerjee, Anindya & Marcellino, Massimiliano & Masten, Igor
2010 Some Problems in the Testing of DSGE Models
by Le, Vo Phuong Mai & Minford, Patrick & Wickens, Michael R.
2010 Aggregation of exponential smoothing processes with an application to portfolio risk evaluation
by SBRANA, Giacomo & SILVESTRINI, Andrea
2010 On the forecasting accuracy of multivariate GARCH models
by LAURENT, Sébastien & ROMBOUTS, Jeroen V. K. & VIOLANTE, Francesco
2010 Short-Term Forecasting of Czech Quarterly GDP Using Monthly Indicators
by Katerina Arnostova & David Havrlant & Lubos Ruzicka & Peter Toth
2010 ALRIGHT: Asymmetric LaRge-Scale(I)GARCH with Hetero-Tails
by Marc S. PAOLELLA
2010 Time Variation in U.S. Wage Dynamics
by Boris Hofmann & Gert Peersman & Roland Straub
2010 Quoted Spreads and Trade Imbalance Dynamics in the European Treasury Bond Market
by Guglielmo Maria Caporale & Alessandro Girardi & Paolo Paesani
2010 The Ifo Business Cycle Clock: Circular Correlation with the Real GDP
by Klaus Abberger & Wolfgang Nierhaus
2010 Predictive Ability of Business Cycle Indicators under Test: A Case Study for the Euro Area Industrial Production
by Kai Carstensen & Klaus Wohlrabe & Christina Ziegler
2010 Liquidity Risk, Credit Risk and the Overnight Interest Rate Spread: A Stochastic Volatility Modelling Approach
by John Beirne & Guglielmo Maria Caporale & Nicola Spagnolo
2010 Supply, Demand and Monetary Policy Shocks in a Multi-Country New Keynesian Model
by Stephane Dees & M. Hashem Pesaran & L. Vanessa Smith & Ron P. Smith
2010 Forecasting Nonlinear Aggregates and Aggregates with Time-varying Weights
by Helmut Luetkepohl
2010 Time-Varying Spot and Futures Oil Price Dynamics
by Guglielmo Maria Caporale & Davide Ciferri & Alessandro Girardi
2010 Stock Market Integration between three CEECs, Russia and the UK
by Guglielmo Maria Caporale & Nicola Spagnolo
2010 Price Formation on the EuroMTS Platform
by Guglielmo Maria Caporale & Alessandro Girardi
2010 Spend-and-Tax Adjustments and the Sustainability of the Government's Intertemporal Budget Constraint
by Gabriella Deborah Legrenzi & Costas Milas
2010 Semiparametric Estimation of Locally Stationary Diffusion Models
by Bonsoo Koo & Oliver Linton
2010 Interrelationships between Health, Environment Quality and Economic Activity: What Consequences for Economic Convergence
by Alassane DRABO
2010 Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH
by Massimiliano Caporin & Michael McAleer
2010 Cliometrics and Time Series Econometrics: Some Theory and Applications
by David Grreasley
2010 Ten Things We Should Know About Time Series
by Michael McAleer & Les Oxley
2010 Modelling Conditional Correlations in the Volatility of Asian Rubber Spot and Futures Returns
by Chia-Lin Chang & Thanchanok Khamkaew & Michael McAleer & Roengchai Tansuchat
2010 Ranking Multivariate GARCH Models by Problem Dimension
by Massimiliano Caporin & Michael McAleer
2010 Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH
by Michael McAleer & Massimiliano Caporin
2010 Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations
by Chia-Lin Chang & Thanchanok Khamkaew & Michael McAleer & Roengchai Tansuchat
2010 Block Structure Multivariate Stochastic Volatility Models
by Manabu Asai & Massimiliano Caporin & Michael McAleer
2010 Analyzing and Forecasting Volatility Spillovers, Asymmetries and Hedging in Major Oil Markets
by Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat
2010 Do We Really Need Both BEKK and DCC? A Tale of Two Multivariate GARCH Models
by Massimiliano Caporin & Michael McAleer
2010 Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns
by Roengchai Tansuchat & Chia-Lin Chang & Michael McAleer
2010 Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH
by Roengchai Tansuchat & Chia-Lin Chang & Michael McAleer
2010 Structural change tests for GEL criteria
by Alain Guay & Jean-Francois Lamarche
2010 Does anticipation of government spending matter? The role of (non-)defense spending
by Jörn Tenhofen & Guntram B. Wolff
2010 Time-varying dynamics of the real exchange rate. A structural VAR analysis
by Mumtaz, Haroon & Sunder-Plassmann, Laura
2010 Linking Granger Causality and the Pearl Causal Model with Settable Systems
by Halbert White & Karim Chalak & Xun Lu
2010 How does monetary policy respond to exchange rate movements? New international evidence
by Hilde C. Bjørnland & Jørn I. Halvorsen
2010 Loose commitment in medium-scale macroeconomic models: Theory and an application
by Davide Debortoli & Junior Maih & Ricardo Nunes
2010 The long-run exchange rate for NOK: a BEER approach
by Geir E. Alstad
2010 Weights and pools for a Norwegian density combination
by Hilde Bjørnland & Karsten Gerdrup & Christie Smith & Anne Sofie Jore & Leif Anders Thorsrud
2010 Forecast densities for economic aggregates from disaggregate ensembles
by Francesco Ravazzolo & Shaun P. Vahey
2010 Term structure forecasting using macro factors and forecast combination
by Michiel de Pooter & Francesco Ravazzolo & Dick van Dijk
2010 Modelling Thirty Five Years of Coffee Prices in Brazil, Guatemala and India and the Law of One Price
by Anindya Banerjee & Sushil Mohan & Bill Russell
2010 Too Much to Lose, or More to Gain? Should Sweden Join the Euro?
by J James Reade & Ulrich Volz
2010 Interest rate pass-through in the major European economies - the role of expectations
by Anindya Banerjee & Victor Bystrov & Paul Mizen
2010 Forecasting with Factor-augmented Error Correction
by Anindya Banerjee & Massimiliano Marcellino & Igor Masten
2010 Measurement with Some Theory: a New Approach to Evaluate Business Cycle Models (with appendices)
by Fabio Canova & Matthias Paustian
2010 Fiscal Policy, Foresight and the Trade Balance in the U.S
by Luca Gambetti
2010 Multiple Filtering Devices for the Estimation of Cyclical DSGE Models
by Fabio Canova & Filippo Ferroni
2010 Fiscal Foresight and the Effects of Government Spending
by Mario Forni & Luca Gambetti
2010 Macroeconomic Shocks and the Business Cycle: Evidence from a Structural Factor Model fiscal
by Mario Forni & Luca Gambetti
2010 The changing role of house price dynamics over the business cycle
by Dufrénot, G. & Malik, S.
2010 Is there Evidence of Shift-Contagion in International Housing Markets?
by de Bandt,O. & Malik, S.
2010 Common business and housing market cycles in the Euro area from a multivariate decomposition
by Ferrara, L. & Koopman, S J.
2010 On the interaction between market and credit risk: a factor-augmented vector autoregressive (FAVAR) approach
by Roberta Fiori & Simonetta Iannotti
2010 On vector autoregressive modeling in space and time
by Valter Di Giacinto
2010 Nowcasting Spanish GDP growth in real time: "One and a half months earlier"
by David de Antonio Liedo & Elena Fernández Muñoz
2010 Explaining the demand for money by non-financial corporations in the euro area: A macro and a micro view
by Carmen Martínez-Carrascal & Julian von Landesberger
2010 Testing non-linear dependence in the hedge fund industry
by Javier Mencía
2010 Commodity Prices: Structural Factors, Financial Markets and Non-Linear Dynamics
by Diego Bastourre & Jorge Carrera & Javier Ibarlucia
2010 Dynamic and Stochastic General Equilibrium (DSGE) Models: An Introduction
by Guillermo Escudé
2010 Monetary Policy Transmission and Macroeconomic Dynamics in Luxembourg: Results from a VAR Analysis
by Romuald Morhs
2010 Non-Stationary Interest Rate Differentials and the Role of Monetary Policy
by Matros, Philipp & Weber, Enzo
2010 Long-run Identification in a Fractionally Integrated System
by Tschernig, Rolf & Weber, Enzo & Weigand, Roland
2010 Testing for Codependence of Non-Stationary Variables
by Trenkler, Carsten & Weber, Enzo
2010 On the Identification of Codependent VAR and VEC Models
by Trenkler, Carsten & Weber, Enzo
2010 Foreign and Domestic Growth Drivers in Eastern Europe
by Weber, Enzo
2010 Mean-Variance Cointegration and the Expectations Hypothesis
by Strohsal, Till & Weber, Enzo
2010 Risk and Policy Shocks on the US Term Structure
by Weber, Enzo & Wolters, Jürgen
2010 Modeling the link between US inflation and output: the importance of the uncertainty channel
by Conrad, Christian & Karanasos, Menelaos
2010 Hedging with CO2 allowances: the ECX market
by Carlos Pinho & Mara Madaleno
2010 CO2 spot and futures price analysis for EEX and ECX
by Carlos Pinho & Mara Madaleno
2010 Fiscal Policy, Foresight and the Trade Balance in the U.S
by Luca Gambetti
2010 Fiscal Foresight and the Effects of Government Spending
by Mario Forni & Luca Gambetti
2010 Macroeconomic Shocks and the Business Cycle: Evidence from a Structural Factor Model
by Mario Forni & Luca Gambetti
2010 Multivariate Contemporaneous-Threshold Autoregressive Models
by Michael J. Dueker & Zacharias Psaradakis & Martin Sola & Fabio Spagnolo
2010 The Spanish term structure of interest rates revisited: cointegration with multiple structural breaks, 1974-2010
by Vicente Esteve & Manuel Navarro-Ibáñez & María A. Prats
2010 Evidence on a Real Business Cycle model with Neutral and Investment-Specific Technology Shocks using Bayesian Model Averaging
by Rodney W. Strachan & Herman K. van Dijk
2010 Do Jumps Matter? Forecasting Multivariate Realized Volatility Allowing for Common Jumps
by Yin Liao & Heather Anderson & Farshid Vahid
2010 VECM Estimations of the PPP Reversion Rate Revisited: The Conventional Role of Relative Price Adjustment Restored
by Hyeongwoo Kim
2010 A Bootstrap Cointegration Rank Test for Panels of VAR Models
by Laurent A.F. Callot
2010 An invariance property of the common trends under linear transformations of the data
by Søren Johansen & Katarina Juselius
2010 The analysis of nonstationary time series using regression, correlation and cointegration with an application to annual mean temperature and sea level
by Søren Johansen
2010 Testing and Inference in Nonlinear Cointegrating Vector Error Correction Models
by Dennis Kristensen & Anders Rahbek
2010 Estimation of Stochastic Volatility Models by Nonparametric Filtering
by Shin Kanaya & Dennis Kristensen
2010 Integer-valued Lévy processes and low latency financial econometrics
by Ole E. Barndorff-Nielsen & David G. Pollard & Neil Shephard
2010 Level Shifts in Volatility and the Implied-Realized Volatility Relation
by Bent Jesper Christensen & Paolo Santucci de Magistris
2010 Numerical distribution functions of fractional unit root and cointegration tests
by James G. MacKinnon & Morten Ørregaard Nielsen
2010 Habit-based Asset Pricing with Limited Participation Consumption
by Christian Bach & Stig Vinther Møller
2010 The Role of Realized Ex-post Covariance Measures and Dynamic Model Choice on the Quality of Covariance Forecasts
by Rasmus Tangsgaard Varneskov & Valeri Voev
2010 The Role of Dynamic Specification in Forecasting Volatility in the Presence of Jumps and Noisy High-Frequency Data
by Rasmus Tangsgaard Varneskov
2010 The log-linear return approximation, bubbles, and predictability
by Tom Engsted & Thomas Q. Pedersen & Carsten Tanggaard
2010 Testing for rational bubbles in a co-explosive vector autoregression
by Tom Engsted & Bent Nielsen
2010 Likelihood inference for a fractionally cointegrated vector autoregressive model
by Søren Johansen & Morten Ørregaard Nielsen
2010 Pitfalls in VAR based return decompositions: A clarification
by Tom Engsted & Thomas Q. Pedersen & Carsten Tanggaard
2010 Bootstrap Sequential Determination of the Co-integration Rank in VAR Models
by Guiseppe Cavaliere & Anders Rahbek & A.M.Robert Taylor
2010 Commodity Prices: Structural Factors, Financial Markets and Non-Linear Dynamics
by Diego Bastourre & Jorge Carrera & Javier Ibarlucia
2010 Asymmetric Volatility Spillovers between Stock Market and Real Activity: Evidence from the UK and the US
by Nikolaos Giannellis & Angelos Kanas & Athanasios P. Papadopoulos
2010 Exchange Rate and Interest Rate Distribution and Volatility under the Portuguese Target Zone
by António Portugal Duarte & João Sousa Andrade & Adelaide Duarte
2010 A Cost-based Empirical Model of the Aggregate Price Determination for the Turkish Economy: A Multivariate Cointegration Approach
by Fatma Zeren & Levent Korap
2010 Monetary Aspects Of Short-Term Capital Inflows In The Central European Countries
by Rajmund MIRDALA
2010 Forecasts With Single - Equation Markov - Switching Model: An Application To The Gross Domestic Product Of Latvia
by Ginters BUSS
2010 Responsiveness of Trade Flows to Changes in Exchange rate and Relative prices: Evidence from Nigeria
by M. Abimbola Oyinlola & Oluwatosin Adeniyi & Olusegun Omisakin
2010 Sources of Exchange Rate Dynamics in the European Transition Economies
by Rajmund Mirdala
2010 Volatility Co-Movement of Asean-5 Equity Markets
by Swee-Ling Oh & Evan Lau & Chin-Hong Puah & Shazali Abu Mansor
2010 Estimating a Stock-Flow Model for the Swiss Housing Market
by Elizabeth Steiner
2010 Forecasting Romanian GDP Using a BVAR Model
by Caraiani, Petre
2010 Causality Relationship between Real GDP and Electricity Consumption in Romania (2001-2010)
by Kayhan, Selim & Adiguzel, Uğur & Bayat, Tayfur & Lebe, Fuat
2010 Estimating Potential GDP for the Romanian Economy. An Eclectic Approach
by Moisa, Altar & Necula, Ciprian & Bobeica, Gabriel
2010 Exchange Rate Pass-Through into Romanian Price Indices. Avar Approach
by Cozmanca, Bogdan-Octavian & Manea, Florentina
2010 Asymmetric Conditional Volatility Models: Empirical Estimation and Comparison of Forecasting Accuracy
by Miron, Dumitru & Tudor, Cristiana
2010 Structural Breaks, Electricity Consumption and Economic Growth: Evidence from Turkey
by Acaravici, Ali
2010 Exchange Market Pressure and De Facto Exchange Rate Regime in the Euro-Candidates
by Stavarek, Daniel
2010 Exchange Market Pressure and De Facto The Evolution of Demographic Phenomena in Terms of Globalization and Environmental Changes
by Balan, Mariana
2010 Is There A Long-Run Relationship Between Taxation And Growth: The Case Of Turkey
by Katircioglu, Salih Turan
2010 Prediction Based On Time Series. Applications In Quality Control
by Isaic Maniu, Alexandru & Voda, Viorel Gh.
2010 Forecasting Based On Open Var Model
by Pecican, Eugen St.
2010 Asymmetries In The Exchange Rate Pass-Through Into Romanian Price Indices
by Cozmânca, Bogdan Octavian & Manea, Florentina
2010 Demand For Money In Kazakhstan: 2000-2007
by Yilmaz, Mesut & Oskenbayev, Yessengali & Kanat, Abdulla
2010 The Evolution Of Romanian Demographic Phenomena In Terms Of Globalization
by BĂLAN, Mariana & VASILE, Emilia
2010 Bayesian Analysis Of Cartel Stability And Regime Switching
by EISENSTAT, Eric
2010 An Analysis of the Co-integration and Causality Relationship between Electricity Consumption and Gross Domestic Product (GDP) in the Developing Countries: An Empirical Study of Turkey
by Kapusuzoğlu, Ayhan & Baha Karan, Mehmet
2010 Russian stock market in the period of world crisis 2008-2009
by Lukashin, Ivan
2010 The smoothing of financial markets indices time series with polygonal numbers method
by Agranovich, Yury & Kontsevaya, Natalya & Khatskevich, Vladimir
2010 Optimal problem and econometric estimates of investment from profit in Russian economy
by Mitsek, Sergey & Mitsek, Elena
2010 Ajuste recursivo con transformaciones invariantes y bootstrapping: El caso de una caminata aleatoria con intercepto
by Eddy Lizarazu Alanez & Jose A. Villasenor Alva
2010 Comparacion de modelos de prediccion de retornos accionarios en el Mercado Accionario Chileno: capm, fama y french y reward beta
by Werner Kristjanpoller Rodriguez & Carolina Liberona Maturana
2010 The Exchange Rate and Two Price Inflations in Poland in the Period 1999-2009. Do Globalization and Balassa-Samuelson Effect Matter?
by Robert Kelm
2010 Estimation Methods Comparison of SVAR Models with a Mixture of Two Normal Distributions
by Katarzyna Maciejowska
2010 Bayesian Value-at-Risk for a Portfolio: Multi- and Univariate Approaches Using MSF-SBEKK Models
by Jacek Osiewalski & Anna Pajor
2010 Interrelations between Consumption and Wealth in Poland
by Magdalena Zachłód-Jelec
2010 Stock Market Integration: DCC MV-GARCH Model
by Eduard Baumöhl & Mária Farkašovská & Tomáš Výrost
2010 Exchange Rate Pass-Through To Domestic Prices: The Case of South Africa
by Matthew Kofi Ocran
2010 Migration and Ageing of the Population of the Czech Republic and the EU Countries
by Markéta Arltová & Jitka Langhamrová
2010 How Related are Interbank and Lending Interest Rates? Evidence on Selected European Union Countries
by Tomáš HERYÁN & Daniel STAVÁREK
2010 The Effects of Fiscal Policy on Economic Growth: Empirical Evidences Based on Time Series Data from Pakistan
by Shahid Ali & Naved Ahmad
2010 The Price Puzzle and Monetary Policy Transmission Mechanism in Pakistan: Structural Vector Autoregressive Approach
by Muhammad Javid & Kashif Munir
2010 The Statistical Analysis of the Consumer Attitudes toward the Hospitality Services from Romania
by Vasilescu Ramona & Saierli Olivia
2010 Granger Causality And Cointegration In Romania’S Inflationary Dynamics €“ An Empirical Study
by Mester Ioana Teodora & Simut Ramona
2010 Análise de sensibilidade do consumo de gasolina C entre julho de 2001 e dezembro de 2008: política tributária estadual como instrumento de políticas energéticas e ambientais [Sensitive Analysis of Gasoline Consumption between July 2001 and December 2008: State Tax Policy as Instrument of Energy and Enviromental Policies]
by Thaís Machado de M. Vilela & Helder Queiroz Pinto Junior
2010 The Importance of Trend-Cycle Analysis for National Statistics Institutes/La importancia del análisis de ciclo-tendencia para los Institutos Nacionales de Estadística
by MCLAREN, CRAIG H. & ZHANG, XICHUAN (MARK)
2010 Trend-cycle Approach to Estimate Changes in Southern Canada’s Water Yield /Un enfoque de ciclo-tendencia para estimar los cambios en el rendimiento del agua en Canadá
by BEMROSE, ROBERT & MESZAROS, PETER & QUENNEVILLE, BENOIT
2010 Business Cycles and Current Economic Analysis/Los ciclos económicos y el análisis económico actual
by DAGUM, ESTELA BEE
2010 Real Time Analysis Based on Reproducing Kernel Henderson Filters/Análisis en tiempo real basado en la reproducción de los filtros de núcleo de Henderson
by BIANCONCINI, SILVIA & QUENNEVILLE, BENOIT
2010 Determination of the Number of Common Stochastic Trends Under Conditional Heteroskedasticity/Determinación del número de tendencias estocásticas comunes bajo heteroscedasticidad condicional
by CAVALIERE, GIUSEPPE & RAHBEK, ANDERS & TAYLOR, ROBERT
2010 Real-Time Signal Extraction: a Shift of Perspective/Extracción de señal en tiempo real: un cambio de perspectiva
by WILDI, MARC
2010 Adopting Inflation Targeting in Pakistan: An Empirical Analysis
by Nadia Saleem
2010 Modeling Volatility in Emerging Stock Markets Of India And China
by Prashant Joshi
2010 Study of Inflation in India: A Cointegrated Vector Autoregression Approach
by Anuradha Patnaik
2010 Capacity Output and Cycles in Non-agricultural Output of the Indian Economy
by Vikas Chitre
2010 Re-Examining The Finance-Growth Nexus: Structural Break, Threshold Cointegration And Causality Evidence From The Ecowas
by Loesse Jacques Esso
2010 The Non-Linear Dynamic Relationship between Exchange Rates and Macroeconomic Fundamentals in G-7 Countries
by Chien-Chiang Lee & Tsangyao Chang & Chi-Chuan Lee & Hsin-Yi Lin
2010 Turkiye’de Enflasyon ve Nispi Fiyat Degiskenligi Iliskisi: VABHO Modelleriyle Uzun Donem Analizi
by K. Batu Tunay
2010 Direct vs Indirect Forecasts of Foreign Trade Unit Value Indices
by Giancarlo Lutero & Marco Marini
2010 Metodología para generar Indicadores de Actividad en Infraestructura y Vivienda
by Juan Carlos Caro & Byron Idrovo
2010 The Impact of Exchange Rate Regime on Interest Rates in Latin America
by Caroline Duburcq
2010 Synchronization of Economic Activity between Mexico and the US: What are the causes?
by Ramón A. Catillo Ponce & Rogelio Varela Llamas & Juan M. Ocegueda
2010 Spending Cuts or Tax Adjustments: How Can UEMOA Countries Control Their Budget Deficits?
by Yaya Keho
2010 Time Series Analysis of Transatlantic Market Interactions: Evidence from Crude Oil and Gasoline Prices
by Takamitsu Kurita
2010 The Role of OPEC in the World Oil Market
by Raymond Li
2010 Securitization of Longevity and Mortality Risk
by Tomas Cipra
2010 Volatility Spillovers between Stock and Currency Markets: Evidence from Emerging Eastern Europe
by Elena Fedorova & Kashif Saleem
2010 The Role of Inflation Persistence in the Inflation Process in the New EU Member States
by Michal Franta & Branislav Saxa & Kateøina Šmídková
2010 Forecasting the Quantiles of Daily Equity Returns Using Realized Volatility: Evidence from the Czech Stock Market
by Vít Bubák
2010 Monetary Policy Transmission in Italy: A BVAR Analysis with Sign Restriction
by Carlo Migliardo
2010 Un modello per la valutazione di energia biologica in un sistema ambientale
by Francesca Finotto & Roberto Monaco & Giorgia Servente
2010 Savings and investment in South Asia: Evidence from likelihood ratio based panel cointegration
by Abu N.M. Wahid & Mohammad Salahuddin & Abdullah M. Noman
2010 The effect of monetary policy on house price inflation: A factor augmented vector autoregression (FAVAR) approach
by Rangan Gupta & Alain Kabundi
2010 Heat waves or Meteor showers: Empirical evidence from the stock markets
by Boppana Nagarjuna & Varadi Vijay Kumar
2010 Nonlinearities, co-trending and budget balance sustainability
by Mark J. Holmes
2010 Export-Led Growth Hypothesis In The Mena Region: A Multivariate Cointegration, Causality And Stability Analysis
by Husein, J
2010 A Study Of Size Effect And Macroeconomics Factors In New York Stock Exchange Stock Returns
by SHUBITA, Moade Fawzi & AL-SHARKAS, Adel A.
2010 OIL PRICES AND CURRENT ACCOUNT DEFICITS: Analysis OF CAUSALITY in the USA
by BILDIRICI, M.E. & ALP, E.A. & BAKIRTAS, T.
2010 Cointegration Analysis Of Tourism Demand For Turkey
by KETENCI, Natalya
2010 Estimating Output Gap, Core Inflation, And The Nairu For Peru, 1979-2007
by Gabriel RODRIGUEZ
2010 Kreditklemme in Deutschland: Mythos oder Realität?
by Burcu Erdogan
2010 Expected and Unexpected Impulses of Monetary Policy on the Interest Pass-Through Mechanism in Asian Countries
by Kuan-Min Wang
2010 The dependence structure between the Canadian stock market and the USD/CAD exchange rate: a copula approach
by Leo Michelis & Cathy Ning
2010 Impact d'un choc sur les corrélations de trois indices boursiers. La faillite de Lehman Brothers
by Yannick Le Pen & Benoît Sévi
2010 Effect of Noise Filtering on Predictions :on the Routes of Chaos
by Dominique Guégan
2010 Unemployment and Hysteresis: A Nonlinear Unobserved Components Approach
by Alicia Pérez-Alonso & Silvestro Di Sanzo
2010 Bayesian Estimation and Model Selection in the Generalized Stochastic Unit Root Model
by Fuyu Yang & Roberto Leon-Gonzalez
2010 Determinants of the receipts from shipping services: the case of Greece
by Zacharias Bragoudakis & Stelios Panagiotou
2010 Dynamic Stochastic General Equilibrium Models (DSGE): An Introduction
by Guillermo Escudé
2010 Dinâmica da Inflação no Brasil e os Efeitos Globais
by Márcio Holland & Rogério Mori
2010 Uma Aplicação de Modelos TAR para o Mercado de Carne de Frango no Brasil
by Leonardo Bornacki de Mattos & Viviani Silva Lirio & João Eustáquio de Lima & Antônio Carvalho Campos
2010 Indústria Brasileira e o Racionamento de Crédito: Uma Análise do Comportamento dos Bancos sob Informações Assimétricas
by Bruno Ferreira Frascaroli & Nelson Leitão Paes & Francisco de Sousa Ramos
2010 Integration Of The Selected See Equity Markets: Cointegration Approach
by Assist. Prof. Dragan Tevdovski Ph.D. & Prof. Slave Risteski Ph.D.
2010 Causes of Inflation in Namibia: An Empirical Exploration
by John Ernest Odada & Joel Hinaunye Eita
2010 Stock Markets, Banks and Economic Growth: Time Series Evidence from South Africa
by Umar Bida Ndako
2010 Is Euro Area Money Demand (Still) Stable? Cointegrated VAR Versus Single Equation Techniques
by Ansgar Belke & Robert Czudaj
2009 Forecasting the US Real House Price Index: Structural and Non-Structural Models with and without Fundamentals
by Rangan Gupta & Alain Kabundi & Stephen M. Miller
2009 Could We Have Predicted the Recent Downturn in Home Sales of the Four US Census Regions?
by Rangan Gupta & Christian K. Tipoy & Sonali Das
2009 Has the SARB Become More Effective Post Inflation Targeting?
by Rangan Gupta & Alain Kabundi & Mampho P. Modise
2009 Monetary Policy and Housing Sector Dynamics in a Large-Scale Bayesian Vector Autoregressive Model
by Rangan Gupta & Marius Jurgilas & Alain Kabundi & Stephen M. Miller
2009 Using Large Data Sets to Forecast Housing Prices: A Case Study of Twenty US States
by Rangan Gupta & Alain Kabundi & Stephen M. Miller
2009 The Effect Of Defense Spending On Us Output: A Factor Augmented Vector Autoregression (Favar) Approach
by Rangan Gupta & Alain Kabundi & Emmanuel Ziramba
2009 The Time-Series Properties of Housing Prices: A Case Study of the Southern California Market
by Rangan Gupta & Stephen M. Miller
2009 The Effect Of Monetary Policy On Real House Price Growth In South Africa: A Factor Augmented Vector Autoregression (Favar) Approach
by Rangan Gupta & Marius Jurgilas & Alain Kabundi
2009 The Effect Of Monetary Policy On House Price Inflation: A Factor Augmented Vector Autoregression (Favar) Approach
by Rangan Gupta & Alain Kabundi
2009 “Ripple Effects” and Forecasting Home Prices In Los Angeles, Las Vegas, and Phoenix
by Rangan Gupta & Stephen M. Miller
2009 Is U.S. Money Causing China'S Output?
by Johansson, Anders C.
2009 An Analysis Of Dynamic Risk In The Greater China Equity Markets
by Johansson, Anders C.
2009 Konjunkturprognose in Deutschland. Ein Beitrag zur Prognose der gesamtwirtschaftlichen Entwicklung auf Bundes- und Länderebene
by Gerit Vogt
2009 External Macroeconomic Factors and the Link between Short- and Long-Run European Interest Rates: A Note
by Mariam Camarero & Javier Ordonez & Cecilio Tamarit
2009 Modelling Italian Inflation, 1970-2006
by Emanuele Bacchiocchi
2009 L'approccio Kaldor-Verdoorn: una verifica empirica per il Centro-Nord e il Mezzogiorno d'Italia (anni 1951-2006)
by Ferdinando Ofria
2009 Traditional and New Keynesian Dynamic Models for Potential Output and Inflation Rate
by Paolo Bonomolo
2009 Are East African Countries Ready for a Common Currency? A Structural Vector Autoregression Analysis
by Matteo Falagiarda
2009 Global Crisis and the Integration of India’s Stock Market
by Dhal, Sarat
2009 The Asymmetric Effects of a Common Monetary Policy in Europe
by Maria Caporale, Guglielmo & M. Soliman, Alaa
2009 Testing the Integration of the US and Chinese Stock Markets in a Fama-French Framework
by Di Iorio, Amalia
2009 A Single Currency for Pacific Island Countries: a Revisit
by Jayaraman, T.K. & Choong, Chee-Keong
2009 Are Food Prices in the EU Converging? Empirical Evidence from the Log t Test
by Fousekis, Panos
2009 Macroeconomic Vulnerability and Investment Risks in the Middle East and North Africa Region
by Ghosh, Baidyanath N. & Li, Eric A.L.
2009 Do Stock Prices Play a Significant Role in Formulating Monetary Policy? A Case Study
by Masih, Mansur & De Mello, Lurion
2009 Evaluating sterilized intervention under an inflation-targeting framework: the case of the Philippines
by Josef T. Yap
2009 Trends and Cycles of Tech-Pole Housing Prices
by Wensheng Kang
2009 Oil Exports and Economic Growth: A Comparative Study
by Joshua J. Lewer
2009 On the links between inflation, output growth and uncertainty: System-GARCH evidence from the Turkish economy
by Levent KORAP
2009 Factors influencing relative price of goods and services sectors in Turkey: An econometric analysis
by Kıvılcım METİN-ÖZCAN & Koray KALAFATCILAR
2009 Grain prices and mortality in Vienna, 1648-1754
by Julia Casutt & Ulrich Woitek
2009 The role of structural common and country-specific shocks in the business cycle dynamics of the G7 countries
by Seymen, Atilim & Kappler, Marcus
2009 Maispreisverhalten - Maispreistransmission während des Preisbooms an den Terminmärkten
by Schmitz, Jochen & von Ledebur, Ernst-Oliver
2009 A two-factor model for electricity prices with dynamic volatility
by Schlüter, Stephan
2009 The Universal Shape of Economic Recession and Recovery after a Shock
by Challet, Damien & Solomon, Sorin & Yaari, Gur
2009 Trading the bond-CDS basis: The role of credit risk and liquidity
by Trapp, Monika
2009 Commonalities in the order book
by Beltran-Lopez, Héléna & Giot, Pierre & Grammig, Joachim G.
2009 What macroeconomic shocks affect the German banking system? Analysis in an integrated micro-macro model
by Blank, Sven & Dovern, Jonas
2009 Efficient estimation of forecast uncertainty based on recent forecast errors
by Knüppel, Malte
2009 Money and monetary policy transmission in the euro area: evidence from FAVAR- and VAR approaches
by Blaes, Barno
2009 Türkiye’de Enflasyon ve Nispi Fiyat Değişkenliği İlişkisi: VABHO Modelleriyle Bir Uzun Dönem Analizi
by K. Batu Tunay
2009 Uzay-Zaman Ardışık Bağlanım Hareketli Ortalama (UZABHO) Modelleri ve Tahmin Süreci: Türkiye’de Bölgesel Banka Mevduatları Üzerine Bir Uygulama
by K. Batu Tunay
2009 Business Cycle Dynamics in the Euro Area: A Factor-SVAR Approach
by Atilim Seymen
2009 Verification of selected market microstructure hypotheses for a Warsaw Stock Exchange traded stock
by Piotr Orlowski
2009 Inflation dynamics and the New Keynesian Phillips curve in EU-4
by Borek Vasicek
2009 The Bank Lending Channel: a FAVAR Analysis
by Chetan Dave & Scott J. Dressler & Lei Zhang
2009 The Dynamic Interrelations between Unequal Neighbors: An Austro-German Case Study
by Klaus Prettner & Robert M. Kunst
2009 Modelling Co-movements and Tail Dependency in the International Stock Market via Copulae
by Katja Ignatieva & Eckhard Platen
2009 Multiple filtering devices for the estimation of cyclical DSGE models
by Fabio Canova & Filippo Ferroni
2009 Modelling Australian Stock Market Volatility: A Multivariate GARCH Approach
by Valadkhani, Abbas & O'Brien, Martin & Karunanayake, Indika
2009 An Econometric Model for Deforestation in Indonesia
by Muhammad Zikri
2009 Renewable Energy Innovations in Europe: A Dynamic Panel Data Approach
by Nadia Ayari & Szabolcs Blazsek & Pedro Mendi
2009 Wage Stickiness and Unemployment Fluctuations: An Alternative Approach
by Miguel Casares & Antonio Moreno & Jesús Vázquez
2009 The Deaton paradox in a long memory context with structural breaks
by Luis A. Gil-Alana & Antonio Moreno & Seonghoon Cho
2009 Fractional Integration and Structural Breaks in U.S. Macro Dynamics
by Luis A. Gil-Alana & Antonio Moreno
2009 La substituabilité des filières universitaires dans les choix d’études : une analyse en termes de prestige social
by Magali Jaoul-Grammare
2009 Efficiency and frontier technology in the aftermath of recessions: international evidence
by Dimitris Christopoulos & Miguel León-Ledesma
2009 On causal Relationships Between Exchange Rates and Fundamentals: Better Than You Think
by Dimitris Christopoulos & Miguel A. León-Ledesma
2009 Multivariate Contemporaneous Threshold Autoregressive Models
by Michael Dueker & Zacharias Psaradakis & Martin Sola & Fabio Spagnolo
2009 Forecasting the US Real House Price Index: Structural and Non-Structural Models with and without Fundamentals
by Rangan Gupta & Alain Kabundi & Stephen M. Miller
2009 Monetary Policy and Housing Sector Dynamics in a Large-Scale Bayesian Vector Autoregressive Model
by Rangan Gupta & Marius Jurgilas & Alain Kabundi & Stephen M. Miller
2009 Using Large Data Sets to Forecast Housing Prices: A Case Study of Twenty US States
by Rangan Gupta & Alain Kabundi & Stephen M. Miller
2009 The Time-Series Properties on Housing Prices: A Case Study of the Southern California Market
by Rangan Gupta & Stephen M. Miller
2009 "Ripple Effects" and Forecasting Home Prices in Los Angeles, Las Vegas, and Phoenix
by Rangan Gupta & Stephen M. Miller
2009 Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH
by Massimiliano Caporin & Michael McAleer
2009 Do We Really Need Both BEKK and DCC? A Tale of Two Covariance Models
by Massimiliano Caporin & Michael McAleer
2009 Inflation dynamics and the New Keynesian Phillips curve in EU-4
by Borek Vasícek
2009 Hours Worked and Permanent Technology Shocks in Open Economies
by Dupaigne, Martial & Fève, Patrick
2009 Modelling Realized Covariances
by Xin Jin & John M Maheu
2009 Capital flows and economic growth across spectral frequencies: Evidence from Turkey
by Nuri Yildirim & Huseyin Tastan
2009 Economic Crises, Stabilisation Policy and Output in Emerging Market Economies
by Leon du Toit
2009 Effects of Monetary Policy Shocks in Slovakia
by Judita Jurasekova Kucserova
2009 Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy
by Markus Jochmann & Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan
2009 Assessing the Transmission of Monetary Policy Shocks Using Dynamic Factor Models
by Dimitris Korompilis
2009 Monetary determinants of the Swiss franc
by Carlos Lenz & Marcel Savioz
2009 A VECX* model of the Swiss economy
by Katrin Assenmacher-Wesche & M. Hashem Pesaran
2009 Econometric Inference in the Vicinity of Unity
by Peter C.B.Phillips & Tassos Magdalinos
2009 Econometric Analysis of Continuous Time Models: A Survey of Peter Phillips' Work and Some New Results
by Jun Yu
2009 Dynamic Misspecification in Nonparametric Cointegrating Regression
by Peter C.B.Phillips & Ioannis Kasparis
2009 Econometric Analysis of Continuous Time Models: A Survey of Peter Phillips' Work and Some New Results
by Jun YU
2009 Bias in the Estimation of the Mean Reversion Parameter in Continuous Time Models
by Jun Yu
2009 Analyzing and Forecasting Business Cycles in a Small Open Economy: A Dynamic Factor Model for Singapore
by Hwee Kwan Chow & Keen Meng Choy
2009 The Impact of Postseason Restructuring on the Competitive Balance and Fan Demand in Major League Baseball
by Young Hoon Lee
2009 ADL tests for threshold cointegration
by Jing Li & Junsoo Lee
2009 Nuisance parameters, composite likelihoods and a panel of GARCH models
by Cavit Pakel & Neil Shephard & Kevin Sheppard
2009 The ‘Puzzles’ Methodology: En Route to Indirect Inference?
by Vo Phuong Mai Le & Patrick Minford & Michael Wickens
2009 Dynamic Returns Linkages and Volatility Transmission between South African and World Major Stock Markets
by Z. Chinzara & M.J. Aziakpono
2009 Global Liquidity and Commodity Prices – A Cointegrated VAR Approach for OECD Countries
by Ansgar Belke & Ingo G. Bordon & Torben W. Hendricks
2009 Using Backward Means to Eliminate Individual Effects from Dynamic Panels
by G. EVERAERT
2009 Testing for Common Autocorrelation in Data Rich Environments
by Gianluca Cubadda & Alain Hecq
2009 The causality between energy consumption and economic growth: A multi-sectoral analysis using non-stationary cointegrated panel data
by Valeria Costantini & Chiara Martini
2009 Asymmetries in the exchange rate pass-through into Romanian price indices
by Cozmanca,Bogdan-Octavian & Manea, Florentina
2009 Exchange rate pass-through into Romanian price indices. A VAR approach
by Cozmanca,Bogdan-Octavian & Manea, Florentina
2009 Solving forward-looking models of cross-country adjustment within the euro area
by Torój, Andrzej
2009 A New Look at Copper Markets: A Regime-Switching Jump Model
by Chan, Wing Hong & Young, Denise
2009 Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy
by Markus Jochmann & Gary Koop & Roberto Leon-Gonzalez & Rodney W. Strachan
2009 Air Passengers and Tourism Flows: Evidence from Sicily and Sardinia
by Massimiliano Castellani & Maurizio Mussoni & Pierpaolo Pattitoni
2009 Assessing the Transmission of Monetary Policy Shocks Using Dynamic Factor Models
by Dimitris Korobilis
2009 Estimating Output Gap, Core Inflation, and the NAIRU for Peru
by Rodríguez, Gabriel
2009 Estimation of a Time Varying Natural Interest Rate for Peru
by Humala, Alberto & Rodríguez, Gabriel
2009 Foreign Exchange Intervention and Exchange Rate Volatility in Peru
by Humala, Alberto & Rodríguez, Gabriel
2009 Adaptive Rate-optimal Detection of Small Autocorrelation Coefficients
by Alain Guay & Emmanuel Guerre & Štěpána Lazarová
2009 A State Space Approach to Extracting the Signal from Uncertain Data
by Alastair Cunningham & Jana Eklund & Chris Jeffery & George Kapetanios & Vincent Labhard
2009 Identifying a Forward-Looking Monetary Policy in an Open Economy
by Rokon Bhuiyan
2009 A vector autoregressive model for electricity prices subject to long memory and regime switching
by Niels Haldrup & Frank S. Nielsen & Morten Ørregaard Nielsen
2009 The dynamic effects of shocks to wages and prices in the United States and the Euro Area
by Rita Duarte & Carlos Robalo Marques
2009 Dynamic factor models with jagged edge panel data: Taking on board the dynamics of the idiosyncratic components
by Maximiano Pinheiro & António Rua & Francisco Craveiro Dias
2009 Local Identification in DSGE Models
by Nikolay Iskrev
2009 Relationship among Money, Prices and Aggregate Output in Thailand
by Jiranyakul, Komain
2009 Bandwidth selection for continuous-time Markov processes
by Bandi, Federico & Corradi, Valentina & Moloche, Guillermo
2009 Essai de justification de la croissance des dépenses publiques au Cameroun
by Foueka, Romuald
2009 Factors determining FDI in Nigeria: an empirical investigation
by Dinda, Soumyananda
2009 Empirical analysis on emerging issues of Malaysia outward FDI from macroeconomic perspective
by Kueh, Jerome Swee-Hui & Puah, Chin-Hong & Abu Mansor, Shazali
2009 Fundamentos de econometría intermedia: Teoría y aplicaciones
by Ramon Antonio, Rosales Alvarez & Jorge Andres, Perdomo Calvo & Carlos Andres, Morales Torrado & Jaime Alejandro, Urrego Mondragon
2009 Is the US dollar a suitable anchor for the newly proposed GCC currency?
by Jean Louis, Rosmy & Balli, Faruk & Osman, Mohammad
2009 Exchange rate regimes and monetary autonomy: Empirical evidence from selected Caribbean countries
by Craigwell, Roland & Greenidge, Kevin & Maynard, Tracy
2009 Causal Links Between Trade And Economic Growth Evidence From Turkey And European Union Countries
by Karahasan, Burhan Can
2009 The contribution of domestic, regional and international factors to Latin America's business cycle
by Boschi, Melisso & Girardi, Alessandro
2009 Assessing the transmission of monetary policy using dynamic factor models
by Korobilis, Dimitris
2009 Interest rates and prices causality in the Czech Republic - Granger approach
by Pomenkova, Jitka & Kapounek, Svatopluk
2009 Factor Analysis of Permanent and Transitory Dynamics of the U.S. Economy and the Stock Market
by Senyuz, Zeynep
2009 Bank lending to the production sector: credit crunch or extra-credit?
by Di Giulio, Daniele
2009 Does OPEC act as a Residual Producer?
by Bandyopadhyay, Kaushik Ranjan
2009 The Price Stabilisation Effects of the EU import regime of fruit and vegetables: the case of tomatoes
by Cioffi, Antonio & Santeramo, Fabio Gaetano & Vitale, Cosimo
2009 Selection of optimal lag length in cointegrated VAR models with weak form of common cyclical features
by Carrasco Gutierrez, Carlos Enrique & Castro Souza, Reinaldo & Teixeira de Carvalho Guillén, Osmani
2009 Fundamentals and Exchange Rates: Evidence from ASEAN-5
by Rashid, Abdul & Ling, Jeffrey
2009 VAR forecasting using Bayesian variable selection
by Korobilis, Dimitris
2009 Electricity consumption and GDP in an electricity community: Evidence from bound testing cointegration and Granger-causality tests
by Alinsato, Alastaire Sèna
2009 The companies financial architecture and the market values: is there an interlinkage ? The case of Bucharest Stock Exchange
by Pirtea, Marilen & Dima, Bogdan & Milos, Laura Raisa
2009 GARCH-Based Identification and Estimation of Triangular Systems
by Todd, Prono
2009 Market Proxies, Correlation, and Relative Mean-Variance Efficiency: Still Living with the Roll Critique
by Todd, Prono
2009 The relationship between output growth and inflation: Evidence from Turkey
by Omay, Tolga & Aluftekin, Nilay & Karadagli, Ece C.
2009 The Nature of Aggregate Demand and Supply Shocks in ASEAN Countries
by Bashar, Omar H M N
2009 The search for co-integration between money, prices and income: low frequency evidence from the Turkish economy
by Levent, Korap
2009 Parasal büyüme ve tüketici enflasyonu değişim oranı arasındaki nedensellik ilişkisi üzerine bir deneme: Türkiye örneği
by Levent, Korap
2009 Effects of Fiscal Policy Shocks in the European Transition Economies
by Mirdala, Rajmund
2009 Enflasyon ve enflasyon belirsizliği ilişkisi için G7 ekonomileri üzerine bir inceleme
by Levent, Korap
2009 Exchange rate pass-through to domestic prices in the Central European countries
by Mirdala, Rajmund
2009 New time series evidence for the causality relationship between inflation and inflation uncertainty in the Turkish economy
by Korap, Levent & Saatçioğlu, Cem
2009 An Equilibrium Model of the Term Structure of Interest Rates: Recursive Preferences at Play
by Gonzalez-Astudillo, Manuel
2009 On the links between inflation, output growth and uncertainty: system-GARCH evidence from the Turkish economy
by Korap, Levent
2009 Multivariate portmanteau test for structural VARMA models with uncorrelated but non-independent error terms
by Boubacar Mainassara, Yacouba
2009 Evidence of the role of the real exchange rate in the growth of the GDP in Argentina (1989-2007)
by Saidón, Mariana
2009 Museum and monument attendance and tourism flow: A time series analysis approach
by Cellini, Roberto & Cuccia, Tiziana
2009 The Exchange Rate and US Tourism Balance of Trade
by Cheng, Ka Ming & Kim, Hyeongwoo & Thompson, Henry
2009 Market Wide Liquidity Instability in Business Cycles
by Chatterjee, Sidharta
2009 Modelo Para El Mejoramiento De La Gestión De Inventarios Del Banco Central Del Ecuador
by Aguilar, Juan Francisco
2009 Efectos del incremento del precio del petróleo en la economía española: Análisis de cointegración y de la política monetaria mediante reglas de Taylor
by Hernandez Martinez, Fernando
2009 Financial Integration between Indonesia and Its Major Trading Partners
by Abdul Karim, Bakri & Abdul Majid, M. Shabri & Abdul Karim, Samsul Ariffin
2009 Forecasting economy with Bayesian autoregressive distributed lag model: choosing optimal prior in economic downturn
by Bušs, Ginters
2009 Vplyv inflačných očakávaní na vývoj úrokových sadzieb v krajinách Višegrádskej štvorky
by Mirdala, Rajmund
2009 Shocking aspects of monetary integration (SVAR approach)
by Mirdala, Rajmund
2009 Generalized Impulse Response Analysis: General or Extreme?
by Hyeongwoo, Kim
2009 Causal Ordering Between Inflation and Productivity of Labor and Capital: An Empirical Approach for Pakistan
by Hussain, Karrar
2009 The economic effects of oil prices shocks on the UK manufacturing and services sector
by Guidi, Francesco
2009 The Link between Output, Inflation, Monetary Policy and Housing Price Dynamics
by Demary, Markus
2009 Exchange Market Pressure in Central Europe: An Application of the Girton-Roper Model
by Stavarek, Daniel & Dohnal, Marek
2009 A fundamental power price model with oligopolistic competition representation
by Vazquez, Miguel & Barquín, Julián
2009 Testing the long-run implications of the expectation hypothesis using cointegration techniques with structural change
by Marçal, Emerson F. & Valls Pereira, Pedro L. & Abbara, Omar
2009 Linear and nonlinear monetary approaches to the exchange rate of the Philippines peso-Japanese yen
by Liew, Venus Khim-Sen
2009 Estimating Structural Change with Smooth Transition Regressions: an Application to Meat Demand
by Holt, Matthew T. & Balagtas, Joseph V.
2009 Comparison of time series with unequal length in the frequency domain
by Caiado, Jorge & Crato, Nuno & Peña, Daniel
2009 Identifying common dynamic features in stock returns
by Caiado, Jorge & Crato, Nuno
2009 Hyper-spherical and Elliptical Stochastic Cycles
by Luati, Alessandra & Proietti, Tommaso
2009 Estimating structural VARMA models with uncorrelated but non-independent error terms
by Boubacar Mainassara, Yacouba & Francq, Christian
2009 The Almost Ideal and Translog Demand Systems
by Holt, Matthew T. & Goodwin, Barry K.
2009 FDI and Economic Growth in Malaysia
by Karimi, Mohammad Sharif & Yusop, Zulkornain
2009 Balanced growth and structural breaks: Evidence for Germany
by Herzer, Dierk & Kemper, Niels & Zamparelli, Luca
2009 Invoice currencies, import prices, and inflation
by Ono, Masanori
2009 Introduction to Measurement with Theory
by Barnett, William A. & Diewert, W. Erwin & Zellner, Arnold
2009 International Output Convergence, Breaks, and Asymmetric Adjustment
by Dimitris, Chrsitopoulos & Miguel, Leon-Ledesma
2009 Trend agnostic one step estimation of DSGE models
by Ferroni, Filippo
2009 Asymmetric cointegration relationship between real exchange rate and trade variables: The case of Malaysia
by Duasa, Jarita
2009 Foreign Exchange Market Pressure and Monetary Policy: An Empirical Study Based on China’s Data
by Liu, L. & Ni, Y.J
2009 Endogenous Money, Output and Prices in India
by Das, Rituparna
2009 Interest rate transmission mechanism of the monetary policy in the selected EMU candidate countries (SVAR approach)
by Mirdala, Rajmund
2009 Unit Roots in White Noise
by Onatski, Alexei & Uhlig, Harald
2009 Australian and American tariffs policies: do they rock or tango?
by Cassette, Aurélie & Farvaque, Etienne
2009 Australian and American tariffs policies: do they rock or tango?
by Cassette, Aurélie & Farvaque, Etienne
2009 A Pure-Jump Transaction-Level Price Model Yielding Cointegration, Leverage, and Nonsynchronous Trading Effects
by Hurvich, Clifford & Wang, Yi
2009 Off-Balance-Sheet Activities and the Shadow Banking System: An Application of the Hausman Test with Higher Moments Instruments
by Christian Calmès & Raymond Théoret
2009 Cointegration And The Forecast Accuracy Of Var Models
by Maria M. De Mello
2009 Risk Matters: The Real Effects of Volatility Shocks
by Jesus Fernandez-Villaverde & Pablo Guerron-Quintana & Juan F. Rubio-Ramírez & Martin Uribe
2009 A Likelihood Analysis of Models with Information Frictions
by Leonardo Melosi
2009 Causal Linkages Between Domestic Terrorism and Economic Growth
by Thomas Gries & Tim Krieger & Daniel Meierrieks
2009 A Copula-VAR-X Approach for Industrial Production Modelling and Forecasting
by Carluccio Bianchi & Alessandro Carta & Dean Fantazzini & Maria Elena De Giuli & Mario A. Maggi
2009 Small Sample Properties of Copula-GARCH Modelling: A Monte Carlo Study
by Carluccio Bianchi & Dean Fantazzini & Maria Elena De Giuli & Mario Maggi
2009 Research and Productivity in Thai Agriculture
by Waleerat Suphannachart & Peter Warr
2009 Regional Housing Price Cycles: A Spatio-Temporal Analysis Using Us State Level
by Todd H. Kuethe & Valerien Pede
2009 Estimating a NKBC Model for the U.S. Economy with Multiple Filters
by Efrem Castelnuovo
2009 Structured Multivariate Volatility Models
by Massimiliano Caporin & Paolo Paruolo
2009 Econometrics for Grumblers: A New Look at the Literature on Cross-Country Growth Empirics
by Francis Teal & Markus Eberhardt
2009 Learning and filtering via simulation: smoothly jittered particle filters
by Neil Shephard & Thomas Flury
2009 Nuisance parameters, composite likelihoods and a panel of GARCH models
by Neil Shephard & Kevin Sheppard
2009 Too Much to Lose, or More to Gain? Should Sweden Join the Euro?
by J. James Reade & Ulrich Volz
2009 Leader of the Pack? German Monetary Dominance in Europe Prior to EMU
by J. James Reade & Ulrich Volz
2009 Linkages between asset classes during the financial crisis, accounting for market microstructure noise and non-synchronous trading
by Nathaniel Frank
2009 Current Account Sustainability in Brazil: A Non-Linear Approach
by Luiz de Mello & Matteo Mogliani
2009 Measuring output gap uncertainty
by Anthony Garratt & James Mitchell & Shaun P. Vahey
2009 Analysing wage and price dynamics in New Zealand
by Ashley Dunstan & Troy Matheson & Hamish Pepper
2009 Using wavelets to measure core inflation: the case in New Zealand
by David Baqaee
2009 Nuisance parameters, composite likelihoods and a panel of GARCH models
by Cavit Pakel & Neil Shephard & Kevin Sheppard
2009 Linkages between asset classes during the financial crisis, accounting for market microstructure noise and non-synchronous trading
by Nathaniel Frank
2009 Do the new EU member states form an Optimum Currency Area with the eurozone? Evidence from six Central and Eastern European Countries
by Dimitrios Sideris
2009 Do the new EU member states form an Optimum Currency Area with the eurozone? Evidence from six Central and Eastern European Countries
by Dimitrios Sideris
2009 Do the new EU member states form an Optimum Currency Area with the eurozone? Evidence from six Central and Eastern European Countries
by Dimitrios Sideris
2009 Monetary Policy and Housing Sector Dynamics in a Large-Scale Bayesian Vector Autoregressive Mode
by Rangan Gupta & Marius Jurgilas & Alan Kabundi & Stephen M. Miller
2009 Using Large Data Sets to Forecast Housing Prices: A Case Study of Twenty US States
by Rangan Gupta & Alain Kabundi & Stephen M. Miller
2009 The Time-Series Properties of House Prices: A Case Study of the Southern California Market
by Rangan Gupta & Stephen M. Miller
2009 Modeling the Volatility of Real GDP Growth: The Case of Japan Revisited
by WenShwo Fang & Stephen M. Miller
2009 The Great Moderation Flattens Fat Tails: Disappearing Leptokurtosis
by WenShwo Fang & Stephen M. Miller & ChunShen Lee
2009 "Ripple Effects” and Forecasting Home Prices in Los Angeles, Las Vegas, and Phoenix
by Rangan Gupta & Stephen M. Miller
2009 Price discovery in tick time
by Frijns, Bart & Schotman, Peter
2009 Studying co-movements in large multivariate data prior to multivariate modelling
by Cubadda, Gianluca & Hecq, Alain & Palm, Franz C.
2009 Unemployment hysteresis, structural changes, non-linearities and fractional integration in Central and Eastern Europe
by Juan Carlos Cuestas & Luis A. Gil-Alana
2009 Unemployment and common smooth transition trends in Central and Eastern European Countries
by Juan Carlos Cuestas & Javier Ordóñez
2009 Further evidence on the PPP analysis of the Australian dollar: non-linearities, fractional integration and structural changes
by Juan Carlos Cuestas & Luís A. Gil-Alana
2009 Inflation persistence and asymmetries: evidence for African countries
by Juan Carlos Cuestas & Estefanía Mourelle
2009 Further evidence on the Real Interest Rate Parity hypothesis in Central and Eastern European Countries: unit roots and nonlinearities
by Juan Carlos Cuestas & Barry Harrison
2009 Low-Frequency Robust Cointegration Testing
by Ulrich Müller & Mark W. Watson
2009 News, Noise, and Fluctuations: An Empirical Exploration
by Olivier J. Blanchard & Jean-Paul L'Huillier & Guido Lorenzoni
2009 Bayesian and Frequentist Inference in Partially Identified Models
by Hyungsik Roger Moon & Frank Schorfheide
2009 Risk Matters: The Real Effects of Volatility Shocks
by Jesús Fernández-Villaverde & Pablo A. Guerrón-Quintana & Juan Rubio-Ramírez & Martín Uribe
2009 DSGE Model-Based Forecasting of Non-modelled Variables
by Frank Schorfheide & Keith Sill & Maxym Kryshko
2009 Macroeconomic adjustment and heterogeneity in the euro area
by Andrzej Toroj
2009 Wage Stickiness and Unemployment Fluctuations: An Alternative Approach
by Miguel Casares & Antonio Moreno & Jesús Vázquez
2009 Estimating Central Bank Preferences under Commitment and Discretion
by Gregory Erin Givens
2009 Sensitivity of Impulse Responses to Small Low Frequency Co-Movements : Reconciling the Evidence on the Effects of Technology Shocks
by GOSPODINOV, Nikolay & MAYNARD, Alex & PESAVENTO, Elena
2009 VARMA models for Malaysian Monetary Policy Analysis
by Mala Raghavan & George Athanasopoulos & Param Silvapulle
2009 Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions
by George Athanasopoulos & Osmani T. de C. Guillén & João V. Issler & Farshid Vahid
2009 Vector Autoregresive Moving Average Identification for Macroeconomic Modeling: Algorithms and Theory
by D.S. Poskitt
2009 A Risk Management Approach for Portfolio Insurance Strategies
by Benjamin Hamidi & Bertrand Maillet & Jean-Luc Prigent
2009 D'un multiple conditionnel en assurance de portefeuille : CAViaR pour les gestionnaires ?
by Benjamin Hamidi & Emmanuel Jurczenko & Bertrand Maillet
2009 The impact of the European Union emission trading scheme on electricity generation sectors
by Djamel Kirat & Ibrahim Ahamada
2009 Breaks or long memory behaviour : An empirical investigation
by Lanouar Charfeddine & Dominique Guegan
2009 Polish households' behavior in the regular and informal economies
by François Gardes & Christophe Starzec
2009 On Some Neglected Implications of the Fisher Effect
by Antonio Ribba
2009 A joint macroeconomic-yield curve model for Hungary
by Zoltán Reppa
2009 The Impact of the Crisis on Budget Policy in Central and Eastern Europe
by Zsolt Darvas
2009 Monetary Transmission in three Central European Economies: Evidence from Time-Varying Coefficient Vector Autoregressions
by Zsolt Darvas
2009 What Drives US Foreign Borrowing? Evidence on External Adjustment to Transitory and Permanent Shocks
by Giancarlo Corsetti & Panagiotis Th. Konstantinou
2009 Decomposing Federal Funds Rate forecast uncertainty using real-time data
by Martin Mandler
2009 The Taylor Rule and Interest Rate Uncertainty in the U.S. 1970-2006
by Martin Mandler
2009 On Loss Functions and Ranking Forecasting Performances of Multivariate Volatility Models
by Sébastien Laurent & Jeroen V.K. Rombouts & Francesco Violante
2009 Adaptive Rate-Optimal Detection of Small Autocorrelation Coefficients
by Alain Guay & Emmanuel Guerre & Stepana Lazarova
2009 Credit Spread Changes within Switching Regimes
by Olfa Maalaoui & Georges Dionne & Pascal François
2009 Estimation of the Euro Area Output Gap Using the NAWM
by Günter Coenen & Frank Smets & Igor Vetlov
2009 Measuring the Natural Output Gap using Actual and Expected Output Data
by Kevin Lee & Anthony Garratt & Kalvinder Shields
2009 The Nonexistence of Instrumental Variables
by Stephen Hall & P.A.V.B. Swamy & George S. Tavlas
2009 An I(2) Cointegration Model With Piecewise Linear Trends: Likelihood Analysis And Application
by Takamitsu Kurita & Heino Bohn Nielsen & Anders Rahbek
2009 On a Numerical and Graphical Technique for Evaluating some Models Involving Rational Expectations
by Søren Johansen & Anders Rygh Swensen
2009 Spurious correlation in estimation of the health production function: A note
by Sule Akkoyunlu & Frank R. Lichtenberg & Boriss Siliverstovs & Peter Zweifel
2009 Exchange Rate, Expected Profit, and Capital Stock Adjustment: Japanese Experience
by Yoichi Matsubayashi
2009 International Business Cycle Spillovers
by Kamil Yilmaz
2009 Determinants of government bond spreads in the Euro area – in good times as in bad
by Christian Aßmann & Jens Hogrefe
2009 Explaining shifts in the unemployment rate with productivity slowdowns and accelerations: a co-breaking approach
by Sven Schreiber
2009 Inflation Dynamics in the New EU Member States: How Relevant Are External Factors?
by Alexander Mihailov & Fabio Rumler & Johann Scharler
2009 Oil Exports and the Iranian Economy
by Esfahani, Hadi Salehi & Mohaddes, Kamiar & Pesaran, M. Hashem
2009 Oil Exports and the Iranian Economy
by Esfahani, Hadi Salehi & Mohaddes, Kamiar & Pesaran, Hashem
2009 The Dynamics of Entrepreneurship: Hysteresis, Business Cycles and Government Policy
by Congregado, Emilio & Golpe, Antonio A. & Parker, Simon C.
2009 The Dynamics of Entrepreneurship: Hysteresis, Business Cycles and Government Policy
by Congregado, Emilio & Golpe, Antonio A. & Parker, Simon C.
2009 Is East Germany Catching Up? A Time Series Perspective
by Bernd Aumann & Rolf Scheufele
2009 Business cycle volatility and inventories behavior:new evidence for the Euro Area
by Tatiana Cesaroni & Louis Maccini & Marco Malgarini
2009 Adjustment in EMU: Is Convergence Assured?
by Sebastian Dullien & Ulrich Fritsche & Ingrid Groessl & Michael Paetz
2009 Determinants of Households' Inflation Expectations
by Kozo Ueda
2009 Rationale behind the responses of monetary policy to the real exchange rate in small open economies
by Carlos Garcia & Wildo Gonzalez
2009 Combining Forecasts Based on Multiple Encompassing Tests in a Macroeconomic Core System
by Costantini, Mauro & Kunst, Robert M.
2009 A Hierarchical Procedure for the Combination of Forecasts ; This is a revised version of Working Paper 228, Economics Series, October 2008, which includes some changes. The most important change regards the reference of Kisinbay (2007), which was not reported in the previous version. The hierarchical procedure proposed in the paper is based on the approach of Kisinbay (2007), but some modifications of that approach are provided
by Costantini, Mauro & Pappalardo, Carmine
2009 Consistent Estimation of Global VAR Models
by Mutl, Jan
2009 Interbank Offered Rate: Effects of the financial crisis on the information content of the fixing
by Vincent Brousseau & Alexandre Chailloux & Alain Durré
2009 Quantifying High-Frequency Market Reactions to Real-Time News Sentiment Announcements
by Axel Groß-Klußmann & Nikolaus Hautsch
2009 The Market Impact of a Limit Order
by Nikolaus Hautsch & Ruihong Huang
2009 Modelling and Forecasting Liquidity Supply Using Semiparametric Factor Dynamics
by Wolfgang Karl Härdle & Nikolaus Hautsch & Andrija Mihoci
2009 Shape invariant modelling pricing kernels and risk aversion
by Maria Grith & Wolfgang Härdle & Juhyun Park
2009 On the Existence of the Moments of the Asymptotic Trace Statistic
by Deniz Dilan Karaman Örsal & Bernd Droge
2009 Mortality modeling: Lee-Carter and the macroeconomy
by Katja Hanewald
2009 Combination of multivariate volatility forecasts
by Alessandra Amendola & Giuseppe Storti
2009 A General Framework for Observation Driven Time-Varying Parameter Models
by Drew Creal & Siem Jan Koopman & Andre Lucas
2009 A High-Low Model of Daily Stock Price Ranges
by Yan-Leung Cheung & Yin-Wong Cheung & Alan T. K. Wan
2009 Estimating the Swedish and Norwegian international tourism demand using (ISUR) technique
by Salman, A. Khalik & Arnesson, Leif & Sörensson, Anna & Shukur, Ghazi
2009 On risk prediction
by Lönnbark, Carl
2009 Modelling Addiction in Life-Cycle Models: Revisiting the Treatment of Latent Stocks and Other Unobservables
by Biørn, Erik
2009 Are Crime Rates Really Stationary?
by Joakim, Westerlund & Johan, Blomquist
2009 Common Trends and Shocks to Top Incomes – A Structural Breaks Approach
by Roine, Jesper & Waldenström, Daniel
2009 Asian Sovereign Debt and Country Risk
by Johansson, Anders C.
2009 Are Crime Rates Really Stationary?
by Westerlund, Joakim & Blomquist, Johan
2009 Testing for Unit Root against LSTAR model – wavelet improvements under GARCH distortion
by Li, Yushu & Shukur, Ghazi
2009 Noncausal vector autoregression
by Lanne, Markku & Saikkonen, Pentti
2009 Do markup dynamics reflect fundamentals or changes in conduct?
by Juselius , Mikael & Kim, Moshe & Ringbom, Staffan
2009 Adjustment in EMU: Is Convergence Assured?
by Sebastian Dullien & Ulrich Fritsche & Ingrid Groessl & Michael Paetz
2009 The Impact of the Crisis on Budget Policy in Central and Eastern Europe
by Zsolt Darvas
2009 Monetary Transmission in Three Central European Economies: Evidence from Time-Varying Coefficient Vector Autoregressions
by Zsolt Darvas
2009 How Well Does "Core" CPI Capture Permanent Price Changes?
by Tara Sinclair & Dennis W. Jansen & Michael D. Bradley
2009 How Well Does "Core" CPI Capture Permanent Price Changes?
by Tara M. Sinclair & Dennis W. Jensen & Michael D. Bradley
2009 Modelling price and volatility inter-relationships in the Australian wholesale spot electricity markets
by Helen Higgs
2009 Exchange Rate Mean Reversion within a Target Zone: Evidence from a Country on the Periphery of the ERM
by António Portugal Duarte & João Sousa Andrade & Adelaide Duarte
2009 The PIGS, does the Group Exist? An empirical macroeconomic analysis based on the Okun Law
by João Sousa Andrade
2009 Measuring the Euro area output gap using multivariate unobserved components models containing phase shifts
by Xiaoshan Chen & Terence C. Mills
2009 The Effect of Equity Market Integration on the Transmission Monetary Policy. Evidence from Australia
by Cinzia Alcidi
2009 The Welfare Gains of Trade Integration in the European Monetary Union
by Céline Gimet
2009 Solving forward-looking models of cross-country adjustment within the euro area
by Andrzej Torój
2009 Modelling Asymmetric Dependence Using Copula Functions: An application to Value-at-Risk in the Energy Sector
by Andrea Bastianin
2009 Generalized Least Squares Estimation for Cointegration Parameters Under Conditional Heteroskedasticity
by Helmut Herwartz & Helmut Luetkepohl
2009 Pre-announcement and Timing - The Effects of a Government Expenditure Shock
by Alexander Kriwoluzky
2009 Forecasting Levels of log Variables in Vector Autoregressions
by Gunnar Bardsen & Helmut Luetkepohl
2009 Forecasting Aggregated Time Series Variables: A Survey
by Helmut Luetkepohl
2009 Structural Vector Autoregressions with Markov Switching
by Markku Lanne & Helmut Luetkepohl & Katarzyna Maciejowska
2009 Modelling International Linkages for Large Open Economies: US and Euro Area
by Mardi Dungey & Denise Osborn
2009 Overvaluation In Australian Housing And Equity Markets: Wealth Effects Or Monetary Policy?
by Renee A. Fry & Vance L. Martin & Nicholas Voukelatos
2009 Las tasas de paro regionales españolas: convergencia o polarización
by Melchor Fernandez & Victor Montuenga & Roberto Bande
2009 Macroeconomic Forecasting and Structural Change
by Antonello D'Agostino & Luca Gambetti & Domenico Giannone
2009 Директен И Индиректен Подход За Прогнозиране На Инфлацията В България
by Kalina Dimitrova
2009 Econometric Analysis of Continuous Time Models : A Survey of Peter Phillips’ Work and Some New Results
by Jun Yu
2009 Bias in the Estimation of the Mean Reversion Parameter in Continuous Time Models
by Jun Yu
2009 Analyzing and Forecasting Business Cycles in a Small Open Economy : A Dynamic Factor Model for Singapore
by Hwee Kwan Chow & Keen Meng Choy
2009 Causality between Foreign Direct Investment and Tourism : Empirical Evidence from India
by Saroja Selvanathan & E.A. Selvanathan & Brinda Viswanathan
2009 Information Criteria For Impulse Response Function Matching Estimation Of Dsge Models
by Alastair Hall & Atsushi & James M Nason & Barbara Rossi
2009 Une mesure financière de l’importance de la prime de risque de change dans la prime de risque boursière
by Salem Boubakri
2009 Évaluation de la prime de risque de change dans un contexte régional : une analyse multi-variée du MEDAFI
by Khaled Guesmi
2009 Monetary Transmission in three Central European Economies: Evidence from Time-Varying Coefficient Vector Autoregressions
by Zsolt Darvas
2009 Testing for Convergence in Stock Markets: A Non-linear Factor Approach
by Guglielmo Maria Caporale & Burcu Erdogan & Vladimir Kuzin
2009 Global Liquidity and Commodity Prices: A Cointegrated VAR Approach for OECD Countries
by Ansgar Belke & Ingo G. Bordon & Torben W. Hendricks
2009 Liquidity and Asset Prices: How Strong Are the Linkages?
by Christian Dreger & Jürgen Wolters
2009 Monetary Policy Transmission and House Prices: European Cross Country Evidence
by Kai Carstensen & Oliver Hülsewig & Timo Wollmershäuser
2009 Liquidity and Asset Prices: How Strong Are the Linkages?
by Christian Dreger & Jürgen Wolters
2009 A survey of sequential Monte Carlo methods for economics and finance
by Creal, D.
2009 Forecasting Aggregate Productivity using Information from Firm-Level Data
by Eric J. Bartelsman & Zoltan Wolf
2009 Fiscal Policy in the European Monetary Union
by Betty C. Daniel & Christos Shiamptanis
2009 Is Fuel-Switching a No-Regrets Environmental Policy? VAR Evidence on Carbon Dioxide Emissions, Energy Consumption and Economic Performance in Portugal
by Alfredo M. Pereira & Rui Manuel Marvão Pereira
2009 Social Security And Economic Performance In Portugal: After All That Has Been Said And Done How Much Has Actually Changed?
by Alfredo M. Pereira & Jorge M. Andraz
2009 Dynamic Misspecification in Nonparametric Cointegrating Regression
by Ioannis Kasparis & Peter C.B. Phillips
2009 Cointegrating Rank Selection in Models with Time-Varying Variance
by Xu Cheng & Peter C. B. Phillips
2009 An Employment Equation for Belgium
by Vincent BODART & Philippe LEDENT & Fatemeh SHADMAN-METHA
2009 The econometrics of randomly spaced financial data: a survey
by Andre A. Monteiro
2009 Knowledge spillovers in U.S. patents: a dynamic patent intensity model with secret common innovation factors
by Szabolcs Blazsek & Alvaro Escribano
2009 What Drives International Equity Correlations? Volatility or Market Direction?
by Khaled Amira & Abderrahim Taamouti & Georges Tsafack
2009 Automated financial multi-path GETS modelling
by Genaro Sucarrat & Alvaro Escribano
2009 Econometrics for Grumblers: A New Look at the Literature on Cross-Country Growth Empirics
by Markus Eberhardt & Francis Teal
2009 What causes exchange rate volatility? Evidence from selected EMU members and candidates for EMU membership countries
by Nikolaos Giannellis & Athanasios Papadopoulos
2009 Do Business Tendency Surveys in Industry and Services Help in Forecasting GDP Growth? A Real-Time Analysis on French Data
by H. ERKEL-ROUSSE & C. MINODIER
2009 Directional and non-directional risk exposures in Hedge Fund returns
by Marie Lambert & George Hübner & Marie Lambert
2009 Do Individual Index Futures Investors Destabilize the Underlying Spot Market?
by Martin T. Bohl & Christian A. Salm & Bernd Wilfling
2009 International and National Wheat Market Integration in the 19th Century: A Comovement Analysis
by Martin Uebele
2009 Macroeconomic Forecasting and Structural Change
by D Agostino, Antonello & Gambetti, Luca & Giannone, Domenico
2009 The 'Puzzles' Methodology: en route to Indirect Inference?
by Le, Vo Phuong Mai & Minford, Patrick & Wickens, Michael R.
2009 How much nominal rigidity is there in the US Economy? Testing a New Keynesian DSGE model using indirect inference
by Le, Vo Phuong Mai & Minford, Patrick & Wickens, Michael R.
2009 Frequentist Inference in Weakly Identified DSGE Models
by Guerron-Quintana, Pablo A. & Inoue, Atsushi & Kilian, Lutz
2009 Measuring the Impact of Fiscal Policy in the Face of Anticipation: A Structural VAR Approach
by Mertens, Karel & Ravn, Morten O.
2009 Two Orthogonal Continents? Testing a Two-country DSGE Model of the US and EU Using Indirect Inference
by Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael R.
2009 Pitfalls in Estimating Asymmetric Effects of Energy Price Shocks
by Kilian, Lutz & Vigfusson, Robert J.
2009 Do Local Projections Solve the Bias Problem in Impulse Response Inference?
by Kilian, Lutz & Kim, Yun Jung
2009 Risk Matters: The Real Effects of Volatility Shocks
by Fernández-Villaverde, Jesús & Guerron-Quintana, Pablo A. & Rubio-Ramirez, Juan Francisco & Uribe, Martín
2009 The Equity Premium and the Business Cycle: the Role of Demand and Supply Shocks
by Smith, Peter N & Sorensen, Steffen & Wickens, Michael R.
2009 What Drives US Foreign Borrowing? Evidence on External Adjustment to Transitory and Permanent Shocks
by Corsetti, Giancarlo & Konstantinou, Panagiotis T
2009 Asymmetric CAPM dependence for large dimensions: the Canonical Vine Autoregressive Model
by HEINEN, Andréas & VALDESOGO, Alfonso
2009 Understanding volatility dynamics in the EU-ETS market: lessons from the future
by SANIN, Maria Eugenia & VIOLANTE, Francesco
2009 What do we know about comparing aggregate and disaggregate forecasts?
by SBRANA, Giacomo & SILVESTRINI, Andrea
2009 Consistent ranking of multivariate volatility models
by LAURENT, Sébastien & ROMBOUTS, Jeroen V.K. & VIOLANTE, FRANCESCO
2009 Bootstrap Confidence Bands for Forecast Paths
by Anna Staszewska-Bystrova
2009 Improving the Forecasting of Dynamic Conditional Correlation: a Volatility Dependent Approach
by E. Otranto
2009 Does more crime mean fewer jobs? An ARDL model
by C. Detotto & M. Pulina
2009 Dynamic Specification Tests For Static Factor Models
by Gabriele Fiorentini & Enrique Sentana
2009 Dependence Structure and Extreme Comovements in International Equity and Bond Markets
by René Garcia & Georges Tsafack
2009 Modelling and Forecasting Liquidity Supply Using Semiparametric Factor Dynamics
by Wolfgang Karl Härdle & Nikolaus Hautsch & Andrija Mihoci
2009 Estimating the effects of oil price shockson the Kazakh economy
by Marc Gronwald & Johannes Mayr & Sultan Orazbayev
2009 Testing Predicitive Ability of Business Cycle Indicators for the Euro Area
by Christina Ziegler
2009 The Virtues of VAR Forecast Pooling – A DSGE Model Based Monte Carlo Study
by Steffen Henzel & Johannes Mayr
2009 Optimality and Diversifiability of Mean Variance and Arbitrage Pricing Portfolios
by M. Hashem Pesaran & Paolo Zaffaroni
2009 Testing for Convergence in Stock Markets: A Non-Linear Factor Approach
by Guglielmo Maria Caporale & Burcu Erdogan & Vladimir Kuzin
2009 Oil Exports and the Iranian Economy
by Hadi Salehi Esfahani & Kamiar Mohaddes & M. Hashem Pesaran
2009 Monetary Policy Transmission and House Prices: European Cross-country Evidence
by Kai Carstensen & Oliver Hülsewig & Timo Wollmershäuser
2009 Price Dispersion in the Euro Area: The Case of a Symmetric Oil Price Shock
by Kai Carstensen & Oliver Hülsewig & Timo Wollmershäuser
2009 Investigating the U.S. Oil-Macroeconomy Nexus using Rolling Impulse Responses
by Marc Gronwald
2009 Una metodología unificada para el cálculo de elasticidades críticas, la definición de mercados y la simulación de fusiones horizontales
by Germán Coloma
2009 Some problems in the testing of DSGE models
by Le, Vo Phuong Mai & Minford, Patrick & Wickens, Michael
2009 Two Orthogonal Continents: Testing a Two-country DSGE Model of the US and EU Using Indirect Inference
by Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael
2009 The 'Puzzles' methodology: en route to Indirect Inference?
by Le, Vo Phuong Mai & Minford, Patrick & Wickens, Michael
2009 Macroeconomic Forecasting and Structural Change
by D'Agostino, Antonello & Gambetti, Luca & Giannone, Domenico & Giannone, Domenico
2009 Oil Exports and the Iranian Economy
by Esfahani, H.S. & Mohaddes, K. & Pesaran, M.H.
2009 Causality Along Subspaces: Theory
by Al-Sadoon, M.M.
2009 Exchange Rate Pass-Through into Romanian Price Indices: A VAR Approach
by Bogdan Cozmanca & Florentina Manea
2009 A Robust Assessment of the Romanian Business Cycle
by Moisa Altar & Ciprian Necula & Gabriel Bobeica
2009 Natural Gas Import Dynamics and Russia's Role in the Security of Germany's Supply Strategy
by Deniz Erdem & Kirsten Meyer
2009 Structural change tests based on implied probabilities for GEL criteria
by Alain Guay & Jean-Francois Lamarche
2009 Optimum Currency Areas Structural Changes and the Endogeneity of the OCA Criteria: Evidence from Six New EU Member States
by Dimitrios Sideris
2009 An alternative methodological approach to assess the predictive performance of the moving average trading rule in financial markets: application to the london stock exchange
by Alexandros E. Milionis & Evangelia Papanagiotou
2009 International financial transmission: emerging and mature markets
by Felices, Guillermo & Grisse, Christian & Yang, Jing
2009 Combining VAR and DSGE forecast densities
by Ida Wolden Bache & Anne Sofie Jore & James Mitchell & Shaun P. Vahey
2009 Macro modelling with many models
by Ida Wolden Bache & James Mitchell & Francesco Ravazzolo & Shaun P. Vahey
2009 Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order
by Christian Kascha & Carsten Trenkler
2009 The role of house prices in the monetary policy transmission mechanism in small open economies
by Hilde C. Bjørnland & Dag Henning Jacobsen
2009 Forecasting with Factor-Augmented Error Correction Models
by Anindya Banerjee & Massimiliano Marcellino & Igor Masten
2009 The “housing bubble” and financial factors: Insights from a structural model of the French and Spanish residential markets
by Antipa, P. & Lecat, R.
2009 Désinflation et chômage dans la zone euro : une analyse à l'aide d'un modèle VAR structurel
by Fève, P. & Matheron, J. & Sahuc, J-G.
2009 Minimum Distance Estimation and Testing of DSGE Models from Structural VARs
by Fève, P. & Matheron, J. & Sahuc, J-G.
2009 New Information Response Functions
by Jardet, C. & Monfort, A. & Pegoraro, F.
2009 High and Low Frequency Correlations in Global Equity Markets
by Robert F. Engle & José Gonzalo Rangel
2009 A Note on the Predictive Content of PPI over CPI Inflation: The Case of Mexico
by José Julián Sidaoui & Carlos Capistrán & Daniel Chiquiar & Manuel Ramos Francia
2009 The Factor-Spline-GARCH Model for High and Low Frequency Correlations
by Jose Gonzalo Rangel & Robert F. Engle
2009 Oil and the macroeconomy: a quantitative structural analysis
by Francesco Lippi & Andrea Nobili
2009 Is there a signalling role for public wages? Evidence for the euro area based on macro data
by Javier J. Pérez & A. Jesús Sánchez
2009 Distributional tests in multivariate dynamic models with Normal and Student t innovations
by Javier Mencía & Enrique Sentana
2009 Public and private sector wages interactions in a general equilibrium model
by Gonzalo Fernández-de-Córdoba & Javier J. Pérez & José L. Torres
2009 On the informational role of term structure in the U.S. monetary policy rule
by Jesús Vázquez & Ramón María-Dolores & Juan-Miguel Londoño
2009 Assessing the risk-return trade-off in loans portfolios
by Javier Mencía
2009 Multivariate location-scale mixtures of normals and mean-variance-skewness portfolio allocation
by Javier Mencía & Enrique Sentana
2009 ARGEMmy: An Intermediate DSGE Model Calibrated/Estimated for Argentina: Two Policy Rules are Often Better than One
by Guillermo Escudé
2009 Estimating DSGE-Model-Consistent Trends for Use in Forecasting
by Jean-Philippe Cayen & Marc-André Gosselin & Sharon Kozicki
2009 Codependence and Cointegration
by Trenkler, Carsten & Weber, Enzo
2009 Structural Conditional Correlation
by Weber, Enzo
2009 A Simultaneous Unobserved Components Analysis of US Output and the Great Moderation
by Weber, Enzo
2009 Financial Contagion, Vulnerability and Information Flow: Empirical Identification
by Weber, Enzo
2009 An Error Correction Inverse Almost Ideal Demand System: Wholesale Demand for Fish Grades in Greece
by Stathis Klonaris
2009 Empirical Demand Analysis For Long - Length Roundwood (Sawlogs) In Greece
by Stathis Klonaris & Garyfallos Arabatzis
2009 A Bayesian Analysis of Total Factor Productivity Persistence
by Tapas Mishra & Claude Diebolt & Mamata Parhi & Asit Ranjan Mohanty
2009 On the Economic Evaluation of Volatility Forecasts
by Valeri Voev
2009 Smooth Dynamic Factor Analysis with an Application to the U.S. Term Structure of Interest Rates
by Borus Jungbacker & Siem Jan Koopman & Michel van der Wel
2009 Local Whittle estimation of multivariate fractionally integrated processes
by Frank S. Nielsen
2009 A No Arbitrage Fractional Cointegration Analysis Of The Range Based Volatility
by Eduardo Rossi & Paolo Santucci de Magistris
2009 Long Memory and Tail dependence in Trading Volume and Volatility
by Eduardo Rossi & Paolo Santucci de Magistris
2009 An I(2) Cointegration Model with Piecewise Linear Trends: Likelihood Analysis and Application
by Takamitsu Kurita & Heino Bohn Nielsen & Anders Rahbek
2009 A Meta-Distribution for Non-Stationary Samples
by Dominique Guégan
2009 Co-integration Rank Testing under Conditional Heteroskedasticity
by Giuseppe Cavaliere & Anders Rahbek & A.M.Robert Taylor
2009 On a numerical and graphical technique for evaluating some models involving rational expectations
by Søren Johansen & Anders Rygh Swensen
2009 Least Squares Inference on Integrated Volatility and the Relationship between Efficient Prices and Noise
by Ingmar Nolte & Valeri Voev
2009 Testing Conditional Factor Models
by Dennis Kristensen & Andrew Ang
2009 First and second order non-linear cointegration models
by Theis Lange
2009 Nonparametric Cointegration Analysis of Fractional Systems With Unknown Integration Orders
by Morten Ørregaard Nielsen
2009 The "Credit-Cost Channel" of Monetary Policy. A Theoretical Assessment
by Tamborini, Roberto
2009 Balassa-Samuelson and Wage, Price and Unemployment Dynamics in the Spanish Transition to EMU Membership
by Ordóñez, Javier & Jusélius, Katarina
2009 The universal shape of economic recession and recovery after a shock
by Challet, Damien & Solomon, Sorin & Yaari, Gur
2009 Interest Rate Transmission Mechanism of Monetary Policy in the Selected EMU Candidate Countries
by Rajmund Mirdala
2009 The Search for Co-Integrat1on Between Money, Pr1ces and Income: Low Frequency Ev1dence From the Turk1sh Economy
by Cem Saatçioglu, Levent Korap & Levent Korap
2009 Seasonal Co-integration An Extension of the Johansen and Schaumburg Approach with an Exclusion Test
by Ozlem Tasseven
2009 Classical versus VAR econometrics: the Janus head effect in economic dynamic modelling
by Maria Grazia Zoia
2009 The Identification of Economic Base Industries, with an Application to the Newfoundland Fishing Industry
by Noel Roy & Ragnar Arnason & William E. Schrank
2009 Biased Estimation in a Simple Extension of a Standard Error Correction Model
by Christian Müller-Kademann
2009 Regression-based Forecast Combination Methods
by Wei,Xiaoqiao
2009 Measuring the Interaction of Structural Changes with Inflation
by Dobrescu, Emilian
2009 Differential Elasticity of Substitution in the Indian Industries
by Upender, M. & Sujan, M.
2009 Exports-Economic Growth Causality: Evidence from CEE Countries
by Pop Silaghi, Monica Ioana
2009 Least Deviance Estimation Bootstrap Techniques Applied To Aggregated Production Elasticity Coefficients. Empirical Evidence From The Palestinian Industry
by Scorbureanu, Alexandrina Ioana
2009 Enhanced credit default models for heterogeneous SME segments
by Fantazzini, Dean & DeGiuli, Maria Elena & Figini, Silvia & Giudici, Paolo
2009 Medium-term macroeconomic determinants of exchange rate volatility
by Morana, Claudio
2009 Econometric Analysis of Financial Data in Risk Management
by Fantazzini , Dean
2009 Credit Risk Management (Cont.)
by Fantazzini , Dean
2009 Understanding the Roots of the US Subprime Crisis and its Subsequent Effects
by Cristiana Tudor
2009 Technology shocks around the world
by Martial Dupaigne & Patrick Feve
2009 ¿Qué explica las fluctuaciones de la inflación en el Perú en el periodo 2002-2008? Evidencia de un análisis VAR estructural
by Salas, Jorge
2009 Empleo, productividad y salarios en Mexico: Un analisis de corto y de largo plazo para el sector manufacturero
by Maria de Lourdes Rodriguez Espinosa & Ramon A. Castillo Ponce
2009 Real-Time Market Abuse Detection with a Stochastic Parameter Model
by Radosław Cholewiński
2009 Solving Forward-Looking Models of Cross-Country Adjustment within the Euro Area
by Andrzej Torój
2009 Bayesian Analysis for Hybrid MSF-SBEKK Models of Multivariate Volatility
by Jacek Osiewalski & Anna Pajor
2009 Bayesian Model Selection in the Analysis of Cointegration
by Justyna Wróblewska
2009 Behavioral and Permanent Zloty/Euro Equilibrium
by Joanna Bęza-Bojanowska
2009 Analysis of the relations of time series of the birth rate and marriage rate in the czech republic in the years 1960-2007
by Markéta Arltová & Jitka Langhamrová
2009 From PPP to Natrex - the Case of Czech Crown
by Jiří Škop & Jan Vejmělek
2009 Sector Level Analysis of FDI-Growth Nexus: A Case Study of Pakistan
by Somia Iram & Muhammad Nishat
2009 Foreign Portfolio Investment and Economic Growth in Malaysia
by Jarita Duasa & Salina H. Kassim
2009 VEC MODEL OF DEVELOPING COUNTRY INFLATIONARY DYNAMICS a€“ AN EMPIRICAL STUDY a€“ THE CASE OF ROMANIA
by Mester Ioana Teodora
2009 Estimating The Size Of Romanian Shadow Economy Using The Currency Demand Approach
by ALEXANDRU ADRIANA ANAMARIA & DOBRE ION & GHINARARU CATALIN
2009 Analysis Of The Romanian Current Account Sustainability
by DUMITRIU RAMONA & STEFANESCU RAZVAN
2009 Determination of the Real Exchange Rate of the Ruble and Assessment of Long-Run Policy of Real Exchange Rate Targeting
by Sosunov, K. & Ushakov, N.
2009 Economic convergence and the fundamental equilibrium exchange rate in Poland
by Michal Rubaszek
2009 Conversii perceptive in romanul Ion (de Liviu Rebreanu)
by Rodica CALOTA
2009 Pay Inequality in Turkey in the Neo-Liberal Era, 1980-2001
by Adem Y. Elveren & James K. Galbraith
2009 Unobserved Component Models of the Phillips Relation in the ASEAN Economy
by Warapong Wongwachara & Anusorn Minphimai
2009 Testing the Long-Run Neutrality of Money:The Case of Japan, South Korea and Taiwan
by Shyh-Wei Chen & Wen-Lin Hsu
2009 Sanayi Uretiminde Tatil Etkileri
by Necmettin Alpay KOCAK
2009 Transmisión de Tasas de Interés bajo el Esquema de Metas de Inflación: Evidencia para Colombia
by Óscar Reinaldo Becerra & Luis Fernando Melo Velandia.
2009 Banking Integration, Bank Stability, and Regulation - Introduction to a Special Issue of the International Journal of Central Banking
by Hyun Shin & Reint Gropp
2009 Interdependencies between Expected Default Frequency and the Macro Economy
by Per Asberg Sommar & Hovick Shahnazarian
2009 Asymmetries in Macroeconomic Time Series in Eleven Asian Economies
by Khurshid M. Kiani
2009 Analysis of the Rules of Monetary and Credit Policy of Russia in 1999–2007
by Drobyshevsky Sergey & Pavel Trunin & Kamenskih M.
2009 El impacto de las inversiones públicas sobre la inversión privada en México, 1925-2006
by Fonseca Hernández, Felipe de Jesús
2009 The Mid 1990s Peso Crisis in Mexico: An Application of the Girton-Roper Model
by Edward E. Ghartey
2009 Forecasting VaR and Expected Shortfall Using Dynamical Systems: A Risk Management Strategy
by Cyril Caillault, Dominique Guégan
2009 Financial Spillovers to Emerging Markets during the Global Financial Crisis
by Nathaniel Frank & Heiko Hesse
2009 Crescimento econômico em economias emergentes selecionadas: Brasil, Rússia, Índia, China (BRIC) e África do Sul
by Vieira, Flávio Vilela & Veríssimo, Michele Polline
2009 Information Spillover, Volatility and the Currency Markets for the Binary Choice Model
by Walid Ben Omrane & Christian M. Hafner
2009 El impacto de la inversión pública sobre la inversión privada en México, 1980-2007
by Felipe de Jesús Fonseca Hernández
2009 The Monetary Transmission Mechanisms In The Ceecs: A Structural Var Approach
by OROS, Cornel & ROMOCEA-TURCU, Camelia
2009 Poverty, Government Transfers, And The Business Cycle: Evidence For The United States
by Dierk HERZER & Rainer KLUMP
2009 Neural Networks to Detect Nonlinearities in Time Series: Analysis of Business Cycle in France and the United Kingdom
by Kiani, K.M.
2009 VAR Analysis of the Monetary Transmission Mechanism in Vietnam
by Le Viet, H. & Pfau, W.D.
2009 Financial Development and Economic Growth in Sri Lanka
by Perera, N. & Paudel, R.C.
2009 Productivity Growth in Germany: No Sustainable Economic Recovery in Sight
by Georg Erber & Ulrich Fritsche
2009 Konjunkturelle Frühindikatoren in der Krise: weiche Faktoren stärker als harte
by Konstantin A. Kholodilin & Stefan Kooths
2009 Geldpolitik und Vermögensmärkte
by Christian Dreger & Jürgen Wolters
2009 Do Oil Prices Matter? The Case of a Small Open Economy
by Joao Tovar Jalles
2009 A Conjecture of Chinese Monetary Policy Rule: Evidence from Survey Data, Markov Regime Switching, and Drifting Coefficients
by Yanbin Chen & Zhen Huo
2009 Canadian city housing prices and urban market segmentation
by Jason Allen & Robert Amano & David P. Byrne & Allan W. Gregory
2009 Beyond Cheap Talks: Assessing the Undervaluation of the Chinese Currency Between 1994 and 2007
by Jinzhao Chen
2009 New evidence on long-run monetary neutrality
by Juncal Cuñado & Luis Gil-Alana & Fernando Pérez de Gracia
2009 On the purchasing power parity for Latin-American countries
by Jose Angelo Divino & Vladimir Kuhl Teles & Joaquim Pinto de Andrade
2009 Have liberalisation and NAFTA had a positive impact on Mexico´s output growth?
by Belem I. Vasquez Galan & Olajide S. Oladipo
2009 Price Volatility, Expectations and Monetary Policy in Nigeria
by Ajimuda Olumide
2009 Asymmetric News Effects on Exchange Rate Volatility: Good vs. Bad News in Good vs. Bad Times
by Helinä Laakkonen & Markku Lanne
2009 Nonlinear Impacts of International Business Cycles on the U.K. -- A Bayesian Smooth Transition VAR Approach
by Deborah Gefang & Rodney Strachan
2009 Modeling Jump and Continuous Components in the Volatility of Oil Futures
by Tseng-Chan Tseng & Huimin Chung & Chin-Sheng Huang
2009 Multi-Market Direction-of-Change Modeling Using Dependence Ratios
by Stanislav Anatolyev
2009 Regression Analysis of Marketing Time Series: A Wavelet Approach with Some Frequency Domain Insights
by Antonis A. Michis
2009 Oil Matters: Real Input Prices and U.S. Unemployment Revisited
by Spyros Andreopoulos
2009 Unemployment and Productivity, Slowdowns and Speed-Ups: Evidence Using Common Shifts
by Sven Schreiber
2009 Características de la inflación importada en Bolivia: ¿Puede contenerse con política cambiaria?
by Marco Antonio Laguna Vargas
2009 Analyse de la portée des résultats du Bank Lending Survey au regard des données de crédit
by LACROIX, R. & MONTORNÈS, J.
2009 Financial Markets Modelling
by Vladimir Tsenkov
2009 Cointegration Analysis of the Aggregate Production Function through Autoregressive Distributive Lags Models (ARDL)
by Plamen Petkov
2009 Investigação da Mobilidade de Capitais da Paridade Coberta de Juros com Modelos de Parâmetros Fixos e Variáveis
by Soraia Santos da Silva & Divanildo Triches & Ronald Otto Hillbrecht
2009 Saldos Comerciais e Taxa de Câmbio Real: Uma Nova Análise do Caso Brasileiro
by Emerson Fernandes Marçal & Marislei Nishijima & Wagner Oliveira Monteiro
2009 Dynamic Structural Models and the High Ination Period in Brazil: Modelling the Monetary System
by Wilson Luiz Rotatori Correa
2009 The Fiscal Revenues And Public Expenditures: Is Their Evolution Sustenable? The Romanian Case
by Bogdan Dima & Oana Lobont & Cristina Nicolescu
2009 Unemployment Issues In Baraolt Region
by Assist. Ph.D Kulcsár Erika & Economist Süto Gábor
2009 Using credit scoring method for probability of non-financial companies default estimation at industry level
by Ioan TRENCA & Annamaria BENYOVSZKI
2009 VAR Analysis and the Great Moderation
by Luca Benati & Paolo Surico
2009-2010 Analysis of the scope of the results of the bank lending survey in relation to credit data
by Lacroix, R. & Montornès, J.
2008 Time Aggregation, Long-Run Money Demand and the Welfare Cost of Inflation
by Rangan Gupta & Josine Uwilingiye
2008 Market Microstructure Approach to the Exchange Rate Determination Puzzle
by Thabo Mokoena & Rangan Gupta & Renee Van Eyden
2008 Financial Liberalisation and the Effectiveness of Monetary Policy on House Prices in South Africa
by Kasai Ndahiriwe & Rangan Gupta
2008 Time Aggregation and the Contradictions with Causal Relationships: Can Economic Theory Come to the Rescue?
by Rangan Gupta & Kibii Komen
2008 Modelling non-linear comovements between time series
by Catherine Kyrtsou & Costas Vorlow
2008 Deficits, Explicit Debt, Implicit Debt, and Interest Rates: Some Empirical Evidence
by Zijun Wang & Andrew J. Rettenmaier
2008 The Great Moderation and The Relationship between Output Growth and Its Volatility
by Wen-Shwo Fang & Stephen M. Miller
2008 Foreign Capital Inflows and the Current Account Imbalance: Which Causality Direction?
by Yan, Ho-don & Yang, Cheng-lang
2008 Estimation of Long-run Demand for Money: An Application of Long-run Structural Modelling to Saudi Arabia
by Masih, Mansur & Algahtani, Ibrahim
2008 Is the Swedish Stock Market Becoming more Integrated with those of Germany and France?
by Hatemi-J, Abdulnasser & Maneschiöld, Per-Ola & Roca, Eduardo
2008 Rejim değişikliği, işlem motivasyonu ve döviz talebi: Türkiye örneği
by Cafer KAPLAN & Ferhan SALMAN
2008 Türkiye’de parasal aktarım mekanizmalarının makroekonomik etkileri
by Bülent GÜLOĞLU & Sevinç ORHAN
2008 Efectos de los cambios de la política monetaria en las dinámicas del tipo de cambio, el dinero y los precios en México (1945-2000)
by Garcés Díaz, Daniel Guillermo
2008 The Greek Hyperinflation Revisited
by Constantinos Alexiou & Persefoni Tsaliki & Lefteris Tsoulfidis
2008 A Semi-Structural Method to Estimate the NATREX for a Small Open Economy. The Case of Finland
by Isabell Koske
2008 A Critical Note on the Forecast Error Variance Decomposition
by Seymen, Atilim
2008 A Comparative Study on the Role of Stochastic Trends in U.S. Macroeconomic Fluctuations, 1954-1988
by Seymen, Atilim
2008 The "Credit-Cost Channel" of Monetary Policy. A Theoretical Assessment
by Tamborini, Roberto
2008 The Effects of the Real Exchange Rate Volatility and Misalignments on Foreign Trade Flows in Uzbekistan
by Olimov, Ulugbek & Sirajiddinov, Nishanbay
2008 Testing the New Keynesian Model on U.S. and Euro Area Data
by Juselius, Mikael
2008 Bridging Economic Theory Models and the Cointegrated Vector Autoregressive Model
by Møller, Niels Framroze
2008 Wage, Price and Unemployment Dynamics in the Spanish Transition to EMU Membership
by Jusélius, Katarina & Ordóñez, Javier
2008 Evaluating the New Keynesian Phillips Curve under VAR-Based Learning
by Fanelli, Luca
2008 Level, Slope, Curvature: Characterising the Yield Curve in a Cointegrated VAR Model
by Giese, Julia V.
2008 On the Explosive Nature of Hyper-Inflation Data
by Nielsen, Bent
2008 Does money still matter for U.S. output?
by Berger, Helge & Österholm, Pär
2008 Global business cycles: convergence or decoupling?
by Kose, M. Ayhan & Otrok, Christopher M. & Prasad, Eswar S.
2008 Teoría de crecimiento semi-endógeno vs Teoría de crecimiento completamente endógeno: una valoración sectorial
by Sara Barcenilla Visús & Carmen López Pueyo & Jaime Sanaú
2008 Estimation of weights for the Monetary Conditions Index in Poland
by Andrzej Toroj
2008 Larger crises cost more: impact of banking sector instability on output growth
by Dobromil Serwa
2008 Testing for Smooth Transition Nonlinearity in Adjustments of Cointegrating Systems
by Nedeljkovic, Milan
2008 Time-Deformation Modeling Of Stock Returns Directed By Duration Processes
by Dingan Feng & Peter X.-K. Song & Tony S. Wirjanto
2008 The Dynamics of Parallel Economies. Measuring the Informal Sector in México
by José Brambila Macias & Guido Cazzavillan
2008 Cointegration Rank Test and Long Run Specification: A Note on the Robustness of Structural Demand Systems
by D. Aristei & Luca Pieroni
2008 The Spectral Representation of Markov-Switching Arma Models
by Beatrice Pataracchia
2008 Infinitesimal Robustness for Diffusions
by Davide La Vecchia & Fabio Trojani
2008 Crude Oil and Stock Markets: Stability, Instability, and Bubbles
by J. Isaac Miller & Ronald Ratti
2008 Forecasting Exchange Rates: The Multi-State Markov-Switching Model with Smoothing
by Chunming Yuan
2008 The Exchange Rate and Macroeconomic Determinants: Time-Varying Transitional Dynamics
by Chunming Yuan
2008 On the Periodicity of Inventories
by Katsuyuki Shibayama
2008 Sources of Uncertainty for Conducting Monetary Policy in Chile
by Felipe Morandé Lavín & Mauricio Tejada
2008 The Great Moderation Flattens Fat Tails: Disappearing Leptokurtosis
by WenShwo Fang & Stephen M. Miller & ChunShen Lee
2008 Modeling the Volatility of Real GDP Growth: The Case of Japan Revisited
by WenShwo Fang & Stephen M. Miller
2008 Is the Great Moderation Ending? UK and US Evidence
by Giorgio Canarella & WenShwo Fang & Stephen M. Miller & Stephen K. Pollard
2008 Priors from DSGE Models for Dynamic Factor Analysis
by Gregor Bäurle
2008 The Role of Sectoral Shifts in the Great Moderation
by Daniel Burren
2008 Permanent and Transitory Dynamics in House Prices and Consumption: Cross-Country Evidence
by Fabio C. Bagliano & Claudio Morana
2008 Do high-frequency measures of volatility improve forecasts of return distributions?
by John M Maheu & Thomas H McCurdy
2008 Improving Forecasts of Inflation using the Term Structure of Interest Rates
by Alonso Gomez & John M Maheu & Alex Maynard
2008 Is volatility good for growth? Evidence from the G7
by Andreou Elena & Pelloni Alessandra & Sensier Marianne
2008 On the Stability of Domestic Financial Market Linkages in the Presence of time-varying Volatility
by Thomas J. Flavin & Ekaterini Panopoulou & Deren Unalmis
2008 Can Central Bank Interventions Affect the Exchange Rate Volatility? Multivariate GARCH Approach Using Constrained Nonlinear Programming
by Tolga Caskurlu & Mustafa C. Pinar & Aslihan Salih & Ferhan Salman
2008 Out-of-sample comparison of copula specifications in multivariate density forecasts
by Cees Diks & Valentyn Panchenko & Dick van Dijk
2008 Econometric Analysis of Structural Systems with Permanent and Transitory Shocks
by Adrian R. Pagan & M. Hashem Pesaran
2008 Macro Stress Testing of the Slovak Banking Sector
by Juraj Zeman & Pavol Jurca
2008 The Financial Accelerator: Evidence using a procedure of Structural Model Design
by Roger Hammersland & Dag Henning Jacobsen
2008 Classical identification: A viable road for data to inform structural modeling
by Roger Hammersland
2008 A Demand System for Input Factors when there are Technological Changes in Production
by Håvard Hungnes
2008 Scope of Electricity Efficiency Improvement in Switzerland until 2035
by Boris Krey
2008 Efficient provision of electricity for the United States and Switzerland
by Boris Krey & Philippe K. Widmer & Peter Zweifel
2008 Forecasting the Swiss Economy Using VECX* Models: An Exercise in Forecast Combination Across Modelsand Observation Windows
by Katrin Assenmacher-Wesche & M. Hashem Pesaran
2008 Bayesian inference based only on simulated likelihood: particle filter analysis of dynamic economic models
by Thomas Flury & Neil Shephard
2008 Modelling and measuring volatility
by Ole E. Barndorff-Nielsen & Neil Shephard
2008 Fitting vast dimensional time-varying covariance models
by Robert Engle & Neil Shephard & Kevin Shepphard
2008 Multivariate realised kernels: consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading
by Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard
2008 Testing a DSGE model of the EU using indirect inference
by David Meenagh & Patrick Minford & Michael Wickens
2008 Testing a DSGE model of the EU using indirect inference
by David Meenagh & Patrick Minford & Michael Wickens
2008 Exchange rate pass-through to import prices in South Africa: Is there asymmetry?
by T D Karoro & M J Aziakpono & N Cattaneo
2008 Identifying Sources of Business Cycle Fluctuations in Germany 1975–1998
by Oliver Holtemöller & Torsten Schmidt
2008 The Microstructure of a U.S. Treasury ECN: The Brokertec Platform
by Michael Fleming & Bruce Mizrach
2008 Studying Co-Movements in Large Multivariate Data Prior to Multivariate Modelling
by Gianluca Cubadda & Alain Hecq & Franz C. Palm
2008 Is Volatility Good for Growth? Evidence from the G7
by Elena Andreou & Alessandra Pelloni & Marianne Sensier
2008 Common Shocks, Common Dynamics, and the International Business Cycle
by Marco Centoni & Gianluca Cubadda & Alain Hecq
2008 Is Volatility Good for Growth?
by Elena Andreou & Marianne Sensier & Alessandra Pelloni
2008 Dynamic probabilities of restrictions in state space models: An application to the Phillips curve
by Gary Koop & Roberto Leon-Gonzalez & Rodney W. Strachan
2008 On the Evolution of Monetary Policy
by Gary Koop & Roberto Leon-Gonzalez & Rodney W. Strachan
2008 Bayesian Inference in the Time Varying Cointegration Model
by Gary Koop & Roberto Leon-Gonzalez & Rodney W. Strachan
2008 The Finite-Sample E ects of VAR Dimensions on OLS Bias, OLS Variance, and Minimum MSE Estimators
by Steve Lawford & Michalis P. Stamatogiannis
2008 EU-ETS and Nordic Electricity: A CVAR Approach
by Fell, Harrison
2008 Markov Switching GARCH Diffusion
by Carol Alexander & Emese Lazar
2008 The Small Open-Economy New Keynesian Phillips Curve: Empirical Evidence and Implied Inflation Dynamics
by Alexander Mihailov & Fabio Rumler & Johann Scharler
2008 Discrete time-series models when counts are unobservable
by T M Christensen & A. S. Hurn & K A Lindsay
2008 Monetary Transmission Mechanism in a Small Open Economy: A Bayesian Structural VAR Approach
by Rokon Bhuiyan
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
2008 Nonparametric Cointegration Analysis of Fractional Systems With Unknown Integration Orders
by Morten Ørregaard Nielsen
2008 Approximating and Forecasting Macroeconomic Signals in Real-Time
by João Valle e Azevedo & Ana Pereira
2008 Wage and Price Dynamics in Portugal
by Carlos Robalo Marques
2008 Determining the number of factors in approximate factor models with global and group-specific factors
by Francisco Craveiro Dias & Maximiano Pinheiro & António Rua
2008 Tobacco Substitution and the Poor
by Steven F. Koch & Gauthier Tshiswaka-Kashalala
2008 Cambio fundamental o especulación financiera en los mercados de commodities? Un modelo con ajuste no lineal al equilibrio
by Bastourre, Diego
2008 Tourist Arrivals And Economic Growth In Sarawak
by Lau, Evan & Oh, Swee-Ling & Hu, Sing-Sing
2008 The Effects of the Real Exchange Rate Volatility and Misalignments on Foreign Trade Flows in Uzbekistan
by Olimov, Ulugbek & Sirajiddinov, Nishanbay
2008 Impact of Trade Liberalization on External Debt Burden: Econometric Evidence from Pakistan
by Zafar, Sabahat & Butt, Muhammad Sabihuddin
2008 Asymptotic Distribution Theory for Break Point Estimators in Models Estimated via 2SLS
by Hall, Alastair R. & Han, Sanggohn & Boldea, Otilia
2008 Speculation, Futures Prices, and the U.S. Real Price of Crude Oil
by Stevans, Lonnie & Sessions, David
2008 Do macroeconomic variables play any role in the stock market movement in Ghana?
by Adam, Anokye M. & Tweneboah, George
2008 Inference regarding multiple structural changes in linear models estimated via two stage least squares
by Hall, Alastair R. & Han, Sanggohn & Boldea, Otilia
2008 The Causal Relationship Between Government Revenue and Expenditure in Namibia
by Eita, Joel Hinaunye & Mbazima, Daisy
2008 Short-term evolution of forward curves and volatility in illiquid power market
by Vázquez, Miguel & Sánchez-Úbeda, Eugenio F. & Berzosa, Ana & Barquín, Julián
2008 Forecasting Demand for Electricity: Some Methodological Issues and an Analysis
by Pillai N., Vijayamohanan
2008 The US Dollar and the Euro: Deus Ex-Machina
by Lorca-Susino, Maria
2008 A model of growth and finance: FIML estimates for India
by Rao, B. Bhaskara & Tamazian, Artur
2008 Demanda de dinero y liberalizacion financiera en Mexico: Un enfoque de cointegracion
by L. Arnaut, Javier
2008 The Dynamics of Parallel Economies. Measuring the Informal Sector in México
by Brambila Macias, Jose
2008 Asymmetric News Effects on Volatility: Good vs. Bad News in Good vs. Bad Times
by Laakkonen, Helinä & Lanne, Markku
2008 Modeling International Financial Returns with a Multivariate Regime Switching Copula
by Chollete, Loran & Heinen, Andreas & Valdesogo, Alfonso
2008 Monetary exchange rate model: supportive evidence from nonlinear testing procedures
by Liew, Venus Khim-Sen & Baharumshah, Ahmad Zubaidi & Habibullah, Muzafar Shah & Midi, Habshah
2008 What Drives the Dynamic Conditional Correlation of Foreign Exchange and Equity Returns?
by Vargas, Gregorio A.
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
2008 Estimation of Common Factors under Cross-Sectional and Temporal Aggregation Constraints: Nowcasting Monthly GDP and its Main Components
by Proietti, Tommaso
2008 Structural Time Series Models for Business Cycle Analysis
by Proietti, Tommaso
2008 The long-term decline of internal migration in Canada – Ontario as a case study
by Basher, Syed A. & Fachin, Stefano
2008 Identifying the evolution of stock markets stochastic structure after the euro
by Caiado, Jorge & Crato, Nuno
2008 On the functional estimation of multivariate diffusion processes
by Bandi, Federico & Moloche, Guillermo
2008 The Greek Hyperinflation Revisited
by Alexiou, Constantinos & Tsaliki, Persefoni & Tsoulfidis, Lefteris
2008 العوامل المؤثرة في البطالة في الجمهورية العربية السورية دراسة تطبيقية باستخدام منهجية التكامل المشترك
by Almosabbeh, Imadeddin
2008 A re-examination of the role of foreign direct investment and exports in Malaysia's economic growth
by Tang, Chor Foon
2008 Output gap and inflation nexus: the case of United Arab Emirates
by Osman, Mohammad & Jean Louis, Rosmy & Balli, Faruk
2008 Capital flow to China and the issue of hot money: an empirical investigation
by Lai, Jennifer /J.T.
2008 Some Empirical Evidence on the Quantity Theoretic Proposition of Money in ASEAN-5
by Puah, Chin-Hong & Habibullah, Muzafar Shah & Abu Mansor, Shazali
2008 On the Long-Run Monetary Neutrality: Evidence from the SEACEN Countries
by Puah, Chin-Hong & Habibullah, M.S. & Abu Mansor, Shazali
2008 The Term Structure of Interest Rate as a Predictor of Inflation and Real Economic Activity: Nonlinear Evidence from Turkey
by Omay, Tolga
2008 Stock market integration: Malaysia and its major trading partners
by Abdul Karim, Zulkefly & Abdul Karim, Bakri
2008 Halaju wang di Malaysia : bukti empirik
by Abdul Karim, Zulkefly & Jusoh, Mansor & Khalid, Norlin
2008 Determinants of reserve money demand: a multivariate co-integrating approach
by Korap, Levent
2008 Implied Volatility with Time-Varying Regime Probabilities
by Lanne, Markku & Ahoniemi, Katja
2008 GDP Forecast for Australia
by Saraogi, Ravi
2008 Forecasting in vector autoregressions with many predictors
by Korobilis, Dimitris
2008 A monetary model of TL/US$ exchange rate: a co-integrating approach
by Levent, Korap
2008 Long-run relations between money, prices and output: the case of Turkey
by Levent, Korap
2008 Testing international parity hypothesis in a multivariate identified co-integrating system: the Turkish evidence
by Levent, Korap
2008 Modeling Turkish M2 broad money demand: a portfolio-based approach using implications for monetary policy
by Levent, Korap
2008 Modeling base money demand and inflation for the Turkish economy
by Levent, Korap
2008 Indicadores de Actividad para la Inversión en Infraestructura y Vivienda
by Idrovo Aguirre, Byron & Caro S., Juan Carlos
2008 Determinantes de la Inflación en una Economía Dolarizada: El Caso Ecuatoriano
by Gachet, Ivan & Maldonado, Diego & Pérez, Wilson
2008 Estimating potential output using business survey data in a SVAR framework
by Cesaroni, Tatiana
2008 Estimating Money Demand Function in Cambodia: ARDL Approach
by Samreth, Sovannroeun
2008 Testing the Hypothesis of Contagion using Multivariate Volatility Models
by Marçal, Emerson F. & Valls Pereira, Pedro L.
2008 A Joint Dynamic Bi-Factor Model of the Yield Curve and the Economy as a Predictor of Business Cycles
by Chauvet, Marcelle & Senyuz, Zeynep
2008 Structural Breaks, Regime Change and Asymmetric Adjustment: A Short and Long Run Global Approach to the Output/Unemployment Dynamics
by Mendonca, Gui Pedro
2008 SPATIAL integration of the rice market: emprirical evidence from mid-west and far-west Nepal and the Nepalese-Indian border
by Sanogo, Issa
2008 Who Drives the Market? Estimating a Heterogeneous Agent-based Financial Market Model Using a Neural Network Approach
by Klein, A. & Urbig, D. & Kirn, S.
2008 Bayesian Analysis of DSGE Models with Regime Switching
by Eo, Yunjong
2008 Comparing the accuracy of density forecasts from competing GARCH models
by Shamiri, Ahmed & Shaari, Abu Hassan & Isa, Zaidi
2008 Oil Prices and Real Exchange Rates in Oil-Exporting Countries: A Bounds Testing Approach
by Jahan-Parvar, Mohammad R. & Mohammadi, Hassan
2008 Herd behaviour in Malaysian capital market: An empirical analysis
by Duasa, Jarita & Kassim, Salina
2008 Real time estimation of potential output and output gap for theeuro-area: comparing production function with unobserved componentsand SVAR approaches
by Lemoine, Matthieu & Mazzi, Gian Luigi & Monperrus-Veroni, Paola & Reynes, Frédéric
2008 Economic convergence and the fundamental equilibrium exchange rate in Poland
by Rubaszek, Michał
2008 Hot money and economic performance: An empirical analysis
by Duasa, Jarita & Kassim, Salina
2008 Shocks and rigidities as determinants of CEE labor markets' performance. A panel SVECM approach
by Bukowski, Maciej & Koloch, Grzegorz & Lewandowski, Piotr
2008 An analysis of the role of liking on the memorial response to advertising
by Sergio, Brasini & Marzia, Freo & Giorgio, Tassinari
2008 Model and distribution uncertainty in multivariate GARCH estimation: a Monte Carlo analysis
by Rossi, Eduardo & Spazzini, Filippo
2008 Exchange Market Pressure in Central European Countries from the Eurozone Membership Perspective
by Stavarek, Daniel
2008 Short and long run tests of the expectations hypothesis: the Portuguese case
by Silva Lopes, Artur C. B. da & Monteiro, Olga Susana
2008 Causal Relationship Between Exports and Agricultural GDP in Pakistan
by Memon, Manzoor Hussain & Baig, Waqar Saleem & Ali, Muhammad
2008 An empirical analysis of the curvature factor of the term structure of interest rates
by Modena, Matteo
2008 Macro-finance VARs and bond risk premia: a caveat
by Taboga, Marco
2008 Nonlinear Adjustment in US Bond Yields: an Empirical Analysis with Conditional Heteroskedasticity
by Lucchetti, Riccardo & Palomba, Giulio
2008 The Impact of Yuan/Ringgit on Bilateral Trade Balance of China and Malaysia
by Hooy, Chee Wooi & Chan, Tze-Haw
2008 Exchange rate pass-through and volatility: Impacts on domestic prices in four Asian countries
by Sek, Siok Kun & Kapsalyamova, Zhanna
2008 Bayesian inference with stochastic volatility models using continuous superpositions of non-Gaussian Ornstein-Uhlenbeck processes
by Griffin, Jim & Steel, Mark F.J.
2008 Forecasting macroeconomic variables using a structural state space model
by de Silva, Ashton
2008 Panel Cointegration and the Monetary Exchange Rate Model
by Basher, Syed A. & Westerlund, Joakim
2008 Testando A Hipótese De Contágio A Partir De Modelos Multivariados De Volatilidade
by Marçal, Emerson F. & Valls Pereira, Pedro L.
2008 Aluminium market and the macroeconomy
by Melisso Boschi & Luca Pieroni
2008 Financial Deepening, Trade Openness and Economic Growth in Latin America and the Caribbean
by Thomas Gries & Manfred Kraft & Daniel Meierrieks
2008 Linkages between Financial Deepening,Trade Openness and Economic Development: Causality Evidence from Sub-Saharan Africa
by Thomas Gries & Manfred Kraft & Daniel Meierrieks
2008 Covariance estimation via Fourier method in the presence of asynchronous trading and microstructure noise
by S. Sanfelici & M. E. Mancino
2008 Multi-sector inflation forecasting - quarterly models for South Africa
by Janine Aron & John Muellbauer
2008 Bayesian inference based only on simulated likelihood: particle filter analysis of dynamic economic models
by Neil Shephard & Thomas Flury
2008 Fitting vast dimensional time-varying covariance models
by Neil Shephard & Kevin Sheppard & Robert F. Engle
2008 Stochastic Volatility: Origins and Overview
by Neil Shephard & Torben G. Andersen
2008 Measuring downside risk - realised semivariance
by Neil Shephard & Silja Kinnebrock & Ole E. Barndorff-Neilsen
2008 An analysis of the indicator saturation estimator as a robust regression estimator
by Bent Nielsen & Soren Johansen & Bent Nielsen
2008 Modelling and measuring volatility
by Neil Shephard & Ole E. Barndorff-Nielsen
2008 The tax system and housing demand in New Zealand
by David Hargreaves
2008 How do Housing Wealth, Financial Wealth and Consumption Interact? Evidence from New Zealand
by Emmanuel De Veirman & Ashley Dunstan
2008 Changes in the transmission mechanism of monetary policy in New Zealand
by Özer Karagedikli & Rishab Sethi & Christie Smith & Aaron Drew
2008 Multivariate realised kernels: consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading
by Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard
2008 Transmission Channels Linking Real Estate Shocks with Macroeconomic Performance: Evidence from Malaysia
by Hon-Chung Hui
2008 Is the Great Moderation Ending? UK and US Evidence
by Giorgio Canarella & WenShwo Fang & Stephen M. Miller & Stephen K. Pollard
2008 The Macroeconomic Effects of Fiscal Policy
by Ricardo M. Sousa & António Afonso
2008 Fiscal Policy, Housing and Stock Prices
by Ricardo M. Sousa & António Afonso
2008 Bayesian Inference in the Time Varying Cointegration Model
by Gary Koop & Roberto Leon Gonzalez & Rodney W. Strachan
2008 Long memory and the term structure of risk
by Schotman, Peter C. & Tschernig, Rolf & Budek, Jan
2008 Strategic asset allocation with liabilities: beyond stocks and bonds
by Hoevenaars, Roy P.M.M. & Molenaar, Roderick D.J. & Schotman, Peter C. & Steenkamp, Tom B.M.
2008 Macro-panels and reality
by Cubadda, Gianluca & Hecq, Alain & Palm, Franz C.
2008 Nonlinearities in real exchange rate determination: do African exchange rates follow a radom walk?
by Juan Carlos Cuestas & Estefania Mourelle
2008 Testing for PPP in Australia: evidence from unit root tests against nonlinear trend stationarity alternatives
by Juan Carlos Cuestas & Paulo Jose Regis
2008 Forecast Evaluation of Small Nested Model Sets
by Kirstin Hubrich & Kenneth D. West
2008 What are the Effects of Fiscal Policy Shocks?
by Andrew Mountford & Harald Uhlig
2008 Are Structural VARs with Long-Run Restrictions Useful in Developing Business Cycle Theory?
by V. V. Chari & Patrick J. Kehoe & Ellen R. McGrattan
2008 Using Samples of Unequal Length in Generalized Method of Moments Estimation
by Anthony W. Lynch & Jessica A. Wachter
2008 Sectoral vs. Aggregate Shocks: A Structural Factor Analysis of Industrial Production
by Andrew T. Foerster & Pierre-Daniel G. Sarte & Mark W. Watson
2008 Global Business Cycles: Convergence or Decoupling?
by M. Ayhan Kose & Christopher Otrok & Eswar S. Prasad
2008 Inflation-Gap Persistence in the U.S
by Timothy Cogley & Giorgio E. Primiceri & Thomas J. Sargent
2008 Forming Priors for DSGE Models (and How it Affects the Assessment of Nominal Rigidities)
by Marco Del Negro & Frank Schorfheide
2008 Global Forces and Monetary Policy Effectiveness
by Jean Boivin & Marc Giannoni
2008 It’s not only WHAT is said, it’s also WHO the speaker is. Evaluating the effectiveness of central bank communication
by Marek Rozkrut
2008 Forecast with judgment and models
by Francesca Monti
2008 Multivariate structural time series models with dual cycles : implications for measurement of output gap and potential growth
by Philippe Moës
2008 A View of Damped Trend as Incorporating a Tracking Signal into a State Space Model
by Ralph D. Snyder & Anne B. Koehler
2008 Option pricing under GARCH models with generalized hyperbolic innovations (I) : methodology
by Christophe Chorro & Dominique Guegan & Florian Ielpo
2008 Non-stationarity and meta-distribution
by Dominique Guegan
2008 Pricing bivariate option under GARCH processes with time-varying copula
by Jing Zhang & Dominique Guegan
2008 Effect of noise filtering on predictions : on the routes of chaos
by Dominique Guegan
2008 Coffee Commodity Chain
by Tine Olsen & Brett Inder
2008 On the non-convergence of energy intensities: evidence from a pair-wise econometric approach
by Yannick LE PEN & Benoît SEVI
2008 The dynamic e ects of monetary policy: A structural factor model approach
by Mario Forni & Luca Gambetti
2008 Forecasting Financial Crises and Contagion in Asia using Dynamic Factor Analysis
by Andrea Cipollini & George Kapetanios
2008 Measuring bank capital requirements through Dynamic Factor analysis
by Andrea Cipollini & Giuseppe Missaglia
2008 Macro stress testing with sector specific bankruptcy models
by Marianna Valentinyi-Endrész & Zoltán Vásáry
2008 Leveraged carry trade portfolios
by Zsolt Darvas
2008 Milan’s Cycle as an Accurate Leading Indicator for the Italian Business Cycle
by Matteo Pelagatti & Valeria Negri
2008 On the stability of domestic financial market linkages in the presence of time-varying volatility
by Thomas J. Flavin & Ekaterini Panopoulou & Deren Unalmis
2008 Detecting shift and pure contagion in East Asian equity markets: A Unified Approach
by Thomas J. flavin & Ekaterini Panopoulou
2008 The Information Content of Implied Probabilities to Detect Structural Change
by Alain Guay & Jean-François Lamarche
2008 Macroeconomic Effects of Terrorist Shocks in Israel
by Denis Larocque & Geneviève Lincourt & Michel Normandin
2008 Fluctuations in the Foreign Exchange Market: How Important are Monetary Policy Shocks?
by Hafedh Bouakez & Michel Normandin
2008 Dynamic Factor Models in Forecasting Latvia's Gross Domestic Product
by Viktors Ajevskis & Gundars Davidsons
2008 Trend Extraction From Time Series With Structural Breaks and Missing Observations
by Schlicht, Ekkehart
2008 Nonlinear Impacts of International Business Cycles on the UK — a Bayesian Smooth Transition VAR
by Deborah Gefang & Rodney Strachan
2008 Inversores Financieros en los Mercados de Commodities: Un Modelo con Dinámica de Ajuste no Lineal al Equilibrio
by Diego Bastourre
2008 Testing for Co-integration in Vector Autoregressions with Non-Stationary Volatility
by Giuseppe Cavaliere & Anders Rahbek & A. M. Robert Taylor
2008 Malthus in Cointegration Space: A new look at living standards and population in pre-industrial England
by Niels Framroze Møller & Paul Sharp
2008 Does it Matter How to Measure Aggregates? The Case of Monetary Transmission Mechanisms in the Euro Area
by Andreas Beyer & Katarina Juselius
2008 Negative Volatility Spillovers in the Unrestricted ECCC-GARCH Model
by Christian Conrad & Menelaos Karanasos
2008 Understanding Output and Price Dynamics in Japan: Why Have Japan's Price Movements Been Relatively Stable Since the 1990s?
by Masahiko Shibamoto & Ryuzo Miyao
2008 How Resilient is the German Banking System to Macroeconomic Shocks?
by Jonas Dovern & Carsten-Patrick Meier & Johannes Vilsmeier
2008 Predicting Growth Rates and Recessions. Assessing U.S. Leading Indicators Under Real-Time Conditions
by Jonas Dovern & Christina Ziegler
2008 The Small Open-Economy New Keynesian Phillips Curve: Empirical Evidence and Implied Inflation Dynamics
by Alexander Mihailov & Fabio Rumler & Johann Scharler
2008 Causality Relationships between Total Exports with Agricultural and Manufacturing GDP in Tanzania
by Shombe, Nicolaus Herman
2008 Tax Rates and Tax Evasion: An Empirical Analysis of the Structural Aspects and Long-Run Characteristics in Italy
by Chiarini, Bruno & Marzano, Elisabetta & Schneider, Friedrich
2008 Tax Rates and Tax Evasion: An Empirical Analysis of the Structural Aspects and Long-Run Characteristics in Italy
by Chiarini, Bruno & Marzano, Elisabetta & Schneider, Friedrich
2008 Global Business Cycles: Convergence or Decoupling?
by Kose, M. Ayhan & Otrok, Christopher & Prasad, Eswar
2008 Global Business Cycles: Convergence or Decoupling?
by Kose, M. Ayhan & Otrok, Christopher & Prasad, Eswar
2008 Identification of New Keynesian Phillips Curves from a Global Perspective
by Dees, Stephane & Pesaran, M. Hashem & Smith, L. Vanessa & Smith, Ron P.
2008 Identification of New Keynesian Phillips Curves from a Global Perspective
by Dees, Stephane & Pesaran, Hashem & Smith, L. Vanessa & Smith, Ron P.
2008 Wage, price and unemployment dynamics in the Spanish transition to EMU membership
by Javier Ordoñez & Katarina Juselius
2008 Are There Waves in Merger Activity After All?
by Dennis L. Gärtner & Daniel Halbheer
2008 Macroeconomic Rates of Return of Public and Private Investment: Crowding-in and Crowding-out Effects
by António Afonso & Miguel St.Aubyn
2008 Fiscal Policy, Housing and Stock Prices
by António Afonso & Ricardo M. Sousa
2008 The Macroeconomic Effects of Fiscal Policy
by António Afonso & Ricardo M. Sousa
2008 The Informational Content of Trades on the EuroMTS Platform
by Alessandro Girardi
2008 Economic integration and industrial sector fluctuations: evidence from Italy
by Tatiana Cesaroni
2008 The contribution of domestic, regional, and international factors to Latin America’s business cycle
by Melisso Boschi & Alessandro Girardi
2008 Panel Data Stochastic Convergence Analysis of the Mexican Regions
by Josep Lluís Carrion-i-Silvestre & Vicente German-Soto
2008 The vanishing role of money in the macroeconomy: An Empirical investigation based on spectral and wavelet analysis
by D.M. Nachane & Amlendu Kumar Dubey
2008 Optimizing Time-series Forecasts for Inflation and Interest Rates Using Simulation and Model Averaging
by Jumah, Adusei & Kunst, Robert M.
2008 Combination of Forecast Methods Using Encompassing Tests. An Algorithm-Based Procedure ; For the revised version of this paper, see Working Paper 240, Economics Series, June 2009, which includes some changes. The most important change regards the reference of Kisinbay (2007), which was not reported in the previous version. The hierarchical procedure proposed in the paper is based on the approach of Kisinbay (2007), but some modifications of that approach are provided
by Costantini, Mauro & Pappalardo, Carmine
2008 A Spectral Analysis of Business Cycle Patterns in UK Sectoral Output
by Peijie Wang
2008 International Business Cycle Coherence and Phases- A spectral analysis of output fluctuations of G7
by Peijie Wang
2008 Can Consumer Sentiment and Its Components Forecast Australian GDP and Consumption?
by Chew Lian Chua & Sarantis Tsiaplias
2008 Testing directional forecast value in the presence of serial correlation
by Oliver Blaskowitz & Helmut Herwartz
2008 Common Influences, Spillover and Integration in Chinese Stock Markets
by Enzo Weber & Yanqun Zhang
2008 Structural Dynamic Conditional Correlation
by Enzo Weber
2008 A note on the model selection risk for ANOVA based adaptive forecasting of the EURIBOR swap term structure
by Oliver Blaskowitz & Helmut Herwartz
2008 The Influence of the Business Cycle on Mortality
by Wolfgang H. Reichmuth & Samad Sarferaz
2008 Modeling and Forecasting Age-Specific Mortality: A Bayesian Approach
by Wolfgang Reichmuth & Samad Sarferaz
2008 Bayesian Demographic Modeling and Forecasting: An Application to U.S. Mortality
by Wolfgang Reichmuth & Samad Sarferaz
2008 Simultaneous Stochastic Volatility Transmission Across American Equity Markets
by Enzo Weber
2008 Macro Wine in Financial Skins: The Oil-FX Interdependence
by Enzo Weber
2008 Modelling High-Frequency Volatility and Liquidity Using Multiplicative Error Models
by Nikolaus Hautsch & Vahidin Jeleskovic
2008 Dynamic Semiparametric Factor Models in Risk Neutral Density Estimation
by Enzo Giacomini & Wolfgang Härdle & Volker Krätschmer
2008 JBendge: An Object-Oriented System for Solving, Estimating and Selecting Nonlinear Dynamic Models
by Viktor Winschel & Markus Krätzig
2008 Beyond the business cycle - factors driving aggregate mortality rates
by Katja Hanewald
2008 Solving, Estimating and Selecting Nonlinear Dynamic Models without the Curse of Dimensionality
by Viktor Winschel & Markus Krätzig
2008 Adaptive Forecasting of the EURIBOR Swap Term Structure
by Oliver Blaskowitz & Helmut Herwatz
2008 Structural Constant Conditional Correlation
by Enzo Weber
2008 Value-at-Risk and Expected Shortfall when there is long range dependence
by Wolfgang Härdle & Julius Mungo
2008 Return, Trading Volume, and Market Depth in Currency Futures Markets
by Ai-ru (Meg) Cheng & Yin-Wong Cheung
2008 Stress Testing Banks' Credit Risk Using Mixture Vector Autoregressive Models
by Tom Pak-wing Fong & Chun-shan Wong
2008 What Prompts the People's Bank of China to Change its Monetary Policy Stance? Evidence from a Discrete Choice Model
by Dong He & Laurent Pauwels
2008 Impact of Political News on the Baltic State Stock Markets
by Soultanaeva, Albina
2008 A Corrected Value-at-Risk Predictor
by Lönnbark, Carl
2008 Shifting sentiments in Firm Investment: An Application to the Oil Industry
by Mohn, Klaus & Misund, Bård
2008 Macroeconomic Impact on Expected Default Frequency
by Åsberg Sommar, Per & Shahnazarian, Hovick
2008 Treating missing values in INAR(1) models
by Andersson, Jonas & Karlis, Dimitris
2008 Modeling International Financial Returns with a Multivariate Regime Switching Copula
by Chollete, Lorán & Heinen, Andréas & Valdesogo, Alfonso
2008 Panel Cointegration of Chinese A and B Shares
by Ahlgren, Niklas & Sjö, Bo & Zhang, Jianhua
2008 The co-movements along the forward curve of natural gas futures: a structural view
by Spargoli, Fabrizio & Zagaglia, Paolo
2008 Money-market segmentation in the Euro area: what has changed during the turmoil?
by Zagaglia, Paolo
2008 Trade linkages and macroeconomic effects of the price of oil
by Korhonen, Iikka & Ledyaeva, Svetlana
2008 Price convergence and geographic dimension of market integration: Evidence from China
by Ritola, Maria
2008 International linkage of the Russian market and the Russian financial crisis: A multivariate GARCH analysis
by Saleem, Kashif
2008 The Relationship between the Hybrid New Keynesian Phillips Curve and the NAIRU over Time
by Lena Vogel
2008 Analysing Convergence in Europe Using a Non-linear Single Factor Model
by Ulrich Fritsche & Vladimir Kuzin
2008 Estimating fundamental cross-section dispersion from fixed event forecasts
by Jonas Dovern & Ulrich Fritsche
2008 Estimating the Speed of Convergence in the Neoclassical Growth Model: An MLE Estimation of Structural Parameters Using the Stochastic Neoclassical Growth Model, Time-Series Data, and the Kalman Filter
by Daniel G. Swaine
2008 Leveraged Carry Trade Portfolios
by Zsolt Darvas
2008 Output Fluctuations in the G-7: An Unobserved Components Approach
by Tara Sinclair & Sinchan Mitra
2008 Exchange Rate and Interest Rate Volatility in a Target Zone: The Portuguese Case
by António Portugal Duarte & João Sousa Andrade & Adelaide Duarte
2008 An Empirical Analysis of the Curvature Factor of the Term Structure of Interest Rates
by Matteo Modena
2008 Les Modes de Rémunération comme Mécanismes Sélectifs de la Main d’oeuvre : Fondements Théoriques et Estimations Empiriques
by Sabrina Teyssier
2008 Foreign Direct Investment, Macroeconomic Instability And Economic Growth in MENA Countries
by Mustapha Sadni Jallab & Monnet Benoît Patrick Gbakou & René Sandretto
2008 Does a Monetary Union protect again foreign shocks? An assessment of Latin American integration using a Bayesian VAR
by Jean-Pierre Allégret & Alain Sand-Zantman
2008 Inflation Persistence: Is It Similar in the New EU Member States and the Euro Area Members?
by Michal Franta & Branislav Saxa & Katerina Smidkova
2008 Value-at-Risk on Central and Eastern European Stock Markets: An Empirical Investigation Using GARCH Models
by Vít Bubák
2008 Representation and Weak Convergence of Stochastic Integrals with Fractional Integrator Processes
by James Davidson & Nigar Hashimzade
2008 Is Fuel-Switching a No-Regrets Environmental Policy? VAR Evidence on Carbon Dioxide Emissions, Energy Consumption and Economic Performance in Portugal
by Alfredo Marvão Pereira & Rui Manuel Marvão Pereira
2008 Uma Análise de Causalidade entre o número de Casamentos e de Nascimentos em Portugal
by António Caleiro
2008 Path Forecast Evaluation
by Òscar Jordà & Massimiliano Marcellino
2008 Stock Prices and Economic Fluctuations: A Markov Switching Structural Vector Autoregressive Analysis
by Markku Lanne & Helmut Luetkepohl
2008 Testing for the Cointegrating Rank of a Vector Autoregressive Process with Uncertain Deterministic Trend Term
by Matei Demetrescu & Helmut Luetkepohl & Pentti Saikkonen
2008 A Statistical Comparison of Alternative Identification Schemes for Monetary Policy Shocks
by Markku Lanne & Helmut Luetkepohl
2008 Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change
by Anindya Banerjee & Massimiliano Marcellino & Igor Masten
2008 Factor-augmented Error Correction Models
by Anindya Banerjee & Massimiliano Marcellino
2008 Time-varying integration, the euro and international diversification strategy
by Lieven Baele & Koen Inghelbrecht
2008 Another Look to the Price-Dividend Ratio: A Markov-Switching Approach
by Vázquez Pérez, Jesús & Regúlez Castillo, Marta & Londoño Yarce, Juan Miguel
2008 The Comovement between Monetary and Fiscal Policy Instruments during the Post-War Period in the U.S
by Vázquez Pérez, Jesús
2008 The Contribution Of Domestic, Regional And International Factors To Latin America'S Business Cycle
by Melisso Boschi & Alessandro Girardi
2008 An Unobserved Components Common Cycle For Australia? Implications For A Common Currency
by Viv Hall & John McDermott
2008 Forecasting economic activity for Estonia : The application of dynamic principal component analyses
by Christian Schulz
2008 Limited participation or sticky prices? New evidence from firm entry and failures
by Lenno Uusküla
2008 Liquidity and productivity shocks: A look at sectoral firm creation
by Lenno Uusküla
2008 Path Forecast Evaluation
by Jorda, Oscar & Marcellino, Massimiliano
2008 A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models
by Catherine Doz & Domenico Giannone & Lucrezia Reichlin
2008 Testing Conditional Dynamics in Asymmetry. A Residual-Based Approach
by Philippe Lambert & Sébastien Laurent
2008 The Vanishing Role of Money in the Macroeconomy - An Empirical Investigation Based On Spectral and Wavelet Analysis
by D. M. Nachane & Amlendu Kumar Dubey
2008 An Analysis of Life Insurance Demand Determinants for Selected Asian Economies and India
by Subir Sen
2008 Modelling Thirty Five Years Of Coffee Prices In Brazil, Guatemala And India
by Sushil Mohan & Bill Russell
2008 Does the Nominal Exchange Rate Regime Affect the Real Interest Parity Condition?
by Christian Dreger
2008 Estimating Fundamental Cross-Section Dispersion from Fixed Event Forecasts
by Jonas Dovern & Ulrich Fritsche
2008 Does the Nominal Exchange Rate Regime Affect the Real Interest Parity Condition?
by Christian Dreger
2008 Spline Smoothing over Difficult Regions
by Siem Jan Koopman & Soon Yip Wong
2008 A General Framework for Observation Driven Time-Varying Parameter Models
by Drew Creal & Siem Jan Koopman & Andr� Lucas
2008 Out-of-sample Comparison of Copula Specifications in Multivariate Density Forecasts
by Cees Diks & Valentyn Panchenko & Dick van Dijk
2008 Bayesian Averaging over Many Dynamic Model Structures with Evidence on the Great Ratios and Liquidity Trap Risk
by Rodney W. Strachan & Herman K. van Dijk
2008 Global Loss Diversification in the Insurance Sector
by Oleg Sheremet & Andr� Lucas
2008 Structural Differences in Economic Growth
by Nalan Basturk & Richard Paap & Dick van Dijk
2008 The Effect of the Great Moderation on the U.S. Business Cycle in a Time-varying Multivariate Trend-cycle Model
by Drew Creal & Siem Jan Koopman & Eric Zivot
2008 Likelihood Functions for State Space Models with Diffuse Initial Conditions
by Marc K. Francke & Siem Jan Koopman & Aart de Vos
2008 Parameter Driven Multi-state Duration Models: Simulated vs. Approximate Maximum Likelihood Estimation
by Andr� A. Monteiro
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
2008 The determinants of the outward foreign direct investment of China and India: Whither the home country?
by Tolentino, Paz Estrella
2008 On the Potential Economic Costs of Cutting Carbon Dioxide Emissions in Portugal
by Alfredo M. Pereira & Rui Manuel Marvão Pereira
2008 On the Regional Incidence of Public Investment in Highways in the USA
by Alfredo M. Pereira & Jorge M. Andraz
2008 Semiparametric Cointegrating Rank Selection
by Xu Cheng & Peter C.B. Phillips
2008 Long Memory and Long Run Variation
by Peter C.B. Phillips
2008 Modelling international financial returns with a multivariate regime switching copula
by Loran , CHOLLETTE & Andreas , HEINEN & Alfonso , VALDESOGO
2008 A methodology for population projections: an application to Spain
by Andrés M. Alonso & Daniel Peña & Julio Rodríguez
2008 Seasonal dynamic factor analysis and bootstrap inference : application to electricity market forecasting
by andrés M. Alonso & Carolina Garcia-Martos & Julio Rodriguez & Maria Jesus Sanchez
2008 Measuring causality between volatility and returns with high-frequency data
by Jean-Marie Dufour & René García & Abderrahim Taamouti
2008 Short and long run causality measures: theory and inference
by Jean-Marie Dufour & Abderrahim Taamouti
2008 Multi-sector inflation forecasting - quarterly models for South Africa
by Janine Aron & John Muellbauer
2008 Asymmetric Volatility Spillovers between Stock Market and Real Activity: Evidence from UK and US
by Nikolaos Giannellis & Athanasios Papadopoulos & Angelos Kanas
2008 The Dynamic Effects of Monetary Policy: A Structural Factor Model Approach
by Forni, Mario & Gambetti, Luca
2008 Do Energy Prices Respond to U.S. Macroeconomic News? A Test of the Hypothesis of Predetermined Energy Prices
by Kilian, Lutz & Vega, Clara
2008 Path Forecast Evaluation
by Jordà, Òscar & Marcellino, Massimiliano
2008 Testing a Model of the UK by the Method of Indirect Inference
by Meenagh, David & Minford, Patrick & Theodoridis, Konstantinos
2008 Testing a DSGE Model of the EU Using Indirect Inference
by Meenagh, David & Minford, Patrick & Wickens, Michael R
2008 Oil and the Macroeconomy: A Structural VAR Analysis with Sign Restrictions
by Lippi, Francesco & Nobili, Andrea
2008 Factor-augmented Error Correction Models
by Banerjee, Anindya & Marcellino, Massimiliano
2008 Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change
by Banerjee, Anindya & Marcellino, Massimiliano & Masten, Igor
2008 Macroeconomic resilience in a DSGE model
by Adam Elbourne & Debby Lanser & Bert Smid & Martin Vromans
2008 Modeling international financial returns with a multivariate regime switching copula
by CHOLLETE, Loran & HEINEN, Andréas & VALDESOGO, Alfonso
2008 A Realistic Model for Official Interest Rates
by J. De Dios Tena & E. Otranto
2008 Multivariate Location-Scale Mixtures Of Normals And Mean-Variance-Skwness Portfolio Allocation
by Enrique Sentana & Javier Mencía
2008 Distributional Tests In Multivariate Dynamic Models With Normal And Student T Innovations
by Enrique Sentana & Javier Mencía
2008 Contagion in the Credit Default Swap Market: the case of the GM and Ford Crisis in 2005
by Virginie Coudert & Mathieu Gex
2008 Multivariate Regime–Switching GARCH with an Application to International Stock Markets
by Markus Haas & Stefan Mittnik
2008 Multivariate Regime–Switching GARCH with an Application to International Stock Markets
by Markus Haas & Stefan Mittnik
2008 Asymmetric Multivariate Normal Mixture GARCH
by Markus Haas & Stefan Mittnik & Mark S. Paolella
2008 Asymmetric Multivariate Normal Mixture GARCH
by Markus Haas & Stefan Mittnik & Mark S. Paolella
2008 Asymmetric Multivariate Normal Mixture GARCH
by Markus Haas & Stefan Mittnik & Mark S. Paolella
2008 Learning Trend Inflation – Can Signal Extraction Explain Survey Forecasts?
by Steffen Henzel
2008 Stock Prices and Economic Fluctuations:A Markov Switching Structural VectorAutoregressive Analysis
by Markku Lanne & Helmut Luetkepohl
2008 A High-Low Model of Daily Stock Price Ranges
by Yan-Leung Cheung & Yin-Wong Cheung & Alan T.K. Wan
2008 Are the Baltic Countries Ready to Adopt the Euro? A Generalised Purchasing Power Parity Approach
by Guglielmo Maria Caporale & Davide Ciferri & Alessandro Girardi
2008 Optimal Asset Allocation with Factor Models for Large Portfolios
by M. Hashem Pesaran & Paolo Zaffaroni
2008 A VECX Model of the Swiss Economy
by Katrin Assenmacher-Wesche & M. Hashem Pesaran
2008 Forecasting Economic and Financial Variables with Global VARs
by M. Hashem Pesaran & Til Schuermann & L. Vanessa Smith
2008 Public and private sector wages:comovement and casuality
by Ana Lamo & Javier J. Pérez & Ludger Schuknecht
2008 How much nominal rigidity is there in the US economy? Testing a New Keynesian DSGE Model using indirect inference
by Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael
2008 Testing a DSGE model of the EU using indirect inference
by Meenagh, David & Minford, Patrick & Wickens, Michael
2008 Path Forecast Evaluation
by Oscar Jorda & Massimiliano Marcellino
2008 Constructing Structural VAR Models with Conditional Independence Graphs
by Les Oxley & Marco Reale & Granville Tunnicliffe Wilson
2008 Estimating the Structural Demand for Irish Housing
by Addison-Smyth, Diarmaid & McQuinn, Kieran & O' Reilly, Gerard
2008 Optimal Asset Allocation with Factor Models for Large Portfolios
by Pesaran, M.H. & Zaffaroni, P.
2008 A VECX* Model of the Swiss Economy
by Assenmacher-Wesche, K. & Pesaran, M.H.
2008 Model Averaging in Risk Management with an Application to Futures Markets
by Pesaran, M.H. & Schleicher, C. & Zaffaroni, P.
2008 Forecasting Economic and Financial Variables with Global VARs
by Pesaran, M.H. & Schuermann, T. & Smit, L.V.
2008 Identification of New Keynesian Phillips Curves from a Global Perspective
by Dees, S. & Pesaran, M.H. & Smith, L.V. & Smith, R.P.
2008 Real Exchange Rates over a Century: The Case of the Drachma/Sterling Rate, 1833-1939
by Dimitrios Sideris
2008 Understanding the real rate conundrum: an application of no-arbitrage finance models to the UK real yield curve
by Joyce, Michael & Kaminska, Iryna & Lildholdt, Peter
2008 A no-arbitrage structural vector autoregressive model of the UK yield curve
by Kaminska, Iryna
2008 The role of house prices in the monetary policy transmission mechanism in the U.S
by Hilde C. Bjørnland & Dag Henning Jacobsen
2008 Oil Price Shocks and Stock Market Booms in an Oil Exporting Country
by Hilde C. Bjørnland
2008 How does monetary policy respond to exchange rate movements? New international evidence
by Hilde C. Bjørnland & Jørn I. Halvorsen
2008 Combining forecast densities from VARs with uncertain instabilities
by Anne-Sofie Jore & James Mitchell & Shaun P. Vahey
2008 Estimating New Keynesian import price models
by Ida Wolden Bache & Bjørn E. Naug
2008 Assessing estimates of the exchange rate pass-through
by Ida Wolden Bache
2008 Long term vs. short term comovements in stock markets: the use of Markov-switching multifractal models
by Idier, J.
2008 International Evidence on Stochastic and Deterministic Monetary Neutrality
by Antonio E. Noriega & Luis M. Soria & Ramón Velázquez
2008 Temporal aggregation of univariate and multivariate time series models: A survey
by Andrea Silvestrini & David Veredas
2008 Term structure and the estimated monetary policy rule in the eurozone
by Ramón María-Dolores & Jesús Vázquez
2008 Forecasting Inflation in Argentina: Individual Models or Forecast Pooling?
by Laura D´Amato & Lorena Garegnani & Emilio Blanco
2008 Aggregate Indicators of Economic Activity for Argentina: The Principal Components Method
by Pedro Elosegui & Lorena Garegnani & Emilio Blanco
2008 Modeling Volatility Spillovers between the Variabilities of US Inflation and Output: the UECCC GARCH Model
by Christian Conrad & Menelaos Karanasos
2008 Multivariate realised kernels: consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading
by Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard
2008 Intertemporal Asset Allocation with Habit Formation in Preferences: An Approximate Analytical Solution
by Thomas Q. Pedersen
2008 Estimation of Dynamic Models with Nonparametric Simulated Maximum Likelihood
by Dennis Kristensen & Yongseok Shin
2008 Maximum likelihood estimation of fractionally cointegrated systems
by Katarzyna Lasak
2008 Likelihood based testing for no fractional cointegration
by Katarzyna Lasak
2008 Optimal inference in dynamic models with conditional moment restrictions
by Bent Jesper Christensen & Michael Sørensen
2008 Testing for Co-integration in Vector Autoregressions with Non-Stationary Volatility
by Giuseppe Cavaliere & Anders Rahbek & A.M.Robert Taylor
2008 Modelling and Forecasting Multivariate Realized Volatility
by Roxana Chiriac & Valeri Voev
2008 Uniform Convergence Rates of Kernel Estimators with Heterogenous, Dependent Data
by Dennis Kristensen
2008 Estimating High-Frequency Based (Co-) Variances: A Unified Approach
by Ingmar Nolte & Valeri Voev
2008 Return predictability and intertemporal asset allocation: Evidence from a bias-adjusted VAR model
by Tom Engsted & Thomas Q. Pedersen
2008 Parametric inference for discretely sampled stochastic differential equations
by Michael Sørensen
2008 Testing for Expected Return and Market Price of Risk in Chinese A-B Share Market: A Geometric Brownian Motion and Multivariate GARCH Model Approach
by Jie Zhu
2008 An analysis of the indicator saturation estimator as a robust regression estimator
by Søren Johansen & Bent Nielsen
2008 Multivariate GARCH models
by Annastiina Silvennoinen & Timo Teräsvirta
2008 Modelling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH Model
by Annastiina Silvennoinen & Timo Teräsvirta
2008 Testing hypotheses in an I(2) model with applications to the persistent long swings in the Dmk/$ rate
by Søren Johansen & Katarina Juselius & Roman Frydberg & Michael Goldberg
2008 Reduced-Rank Regression: A Useful Determinant Identity
by Peter Reinhard Hansen
2008 Efficient estimation for ergodic diffusions sampled at high frequency
by Michael Sørensen
2008 ARGEM: A Dynamic Stochastic General Equilibrium Model for Argentina
by
2008 Bridging Economic Theory Models and the Cointegrated Vector Autoregressive Model
by Møller, Niels Framroze
2008 Evaluating New Keynesian Phillips Curve under VAR-Based Learning
by Fanelli, Luca
2008 Level, Slope, Curvature: Characterising the Yield Curve in a Cointegrated VAR Model
by Giese, Julia V.
2008 Testing the New Keynesian Model on U.S. and Euro Area Data
by Juselius, Mikael
2008 On the Explosive Nature of Hyper-Inflation Data
by Nielsen, Bent
2008 A Long-Run Structural Macroeconometric Model for Germany: An Empirical Note
by Chen, Pu & Schneider, Elena & Frohn, Joachim
2008 Monetary Integration Issues in Latin America: A Multivariate Assessment
by Jean-Pierre Allegret & Alain Sand-Zantman
2008 Relative importance of foreign and domestic shocks in the Venezuelan economy
by José U. Mora
2008 Explaining The Great Moderation: It Is Not The Shocks
by Domenico Giannone & Michele Lenza & Lucrezia Reichlin
2008 Modeling Monetary Transmission in Switzerland with a Structural Cointegrated VAR Model
by Katrin Assenmacher-Wesche
2008 Spurious Regression And Cointegration. Numerical Example: Romania’S M2 Money Demand
by Ruxanda, Gheorghe & Botezatu, Andreea
2008 Polynomial Interpolation and Applications to Autoregressive Models
by Mateescu, George Daniel
2008 El modelo “P estrella”: un análisis empírico
by Liquitaya, José D.
2008 Credit Risk Management
by Fantazzini, Dean
2008 Econometric Analysis of Financial Data in Risk Management (continuation). Section III: Managing Operational Risk
by Fantazzini, Dean
2008 An Econometric Analysis of Financial Data in Risk Management
by Fantazzini, Dean
2008 Una reconsideración del modelo Balassa-Samuelson en la zona euro
by Ana R. Martínez Cañete
2008 Determinantes del crecimiento del producto y del desempleo en Mexico, 1985.1-2008.4
by Eduardo Loria & Jorge Ramirez
2008 Inflacion, crecimiento y politica macroeconomica en Brasil y Mexico: Una investigacion empirica
by Victor M. Cuevas Ahumada
2008 Different indexes for forecasting economic activity in Russia (in Russian)
by Oleg Demidov
2008 Declining german export prices due to increased competition from newly industrializing countries - evidence from germany and the ceecs
by Sebastian Gundel
2008 Rural Labour Market Developments, Agricultural Productivity, and Real Wages in Bangladesh, 1950–2006
by Akhand Akhtar Hossain
2008 Interest rate expectations and macroeconomic shocks affecting the yield curve
by Zoltán Reppa
2008 Entropy and stability in time use – An empirical investigation based on the German Time Use Survey
by Rainer Hufnagel
2008 Foreign Aid Flows And Real Exchange Rate: Evidence From Syria
by H. Issa & B. Ouattara
2008 Turkiye Ekonomisinde Butce Aciginin Surdurulebiliriliginin Analizi
by Ozlem Goktas
2008 Transmisión Vertical de Precios en el Sector de la Carne Vacuna en Argentina
by Gustavo Rossini & Edith Depetris Guiguet
2008 Leadership in Groups: A Monetary Policy Experiment
by Alan S. Blinder & John Morgan
2008 Inflation: Do Expectations Trump the Gap?
by Jeremy M. Piger & Robert H. Rasche
2008 Modeling Short-Term Interest Rate Spreads in the Euro Money Market
by Nuno Cassola & Claudio Morana
2008 Nominal Exchange Rates and Price Convergence in the West African Monetary Zone
by Paul Alagidede & George Tweneboah & Anokye M. Adam
2008 Analysis of Transmission Mechanisms of Money and Credit Policy in Russia's Economy
by Sergey Drobyshevsky & Pavel Trunin & M. Kamenskikh
2008 On the Identification of Monetary (and Other) Shocks
by Martin Menner & Hugo Rodríguez Mendizábal
2008 The Role of Inflation Expectations in the New EU Member States: Consumer Survey Based Results
by Konstantins Benkovskis
2008 Sincronización del empleo manufacturero en México y Estados Unidos
by Edna Fragoso Pastrana & Jorge Herrera Hernández & Ramón A. Castillo Ponce
2008 La productividad total de los factores en los países desarrollados. Componentes y factores determinantes
by Carmen López-Pueyo & Sara Barcenilla Visús & María Jesús Mancebón Torrubia & Jaime Sanaú Villarroya
2008 Traditional Export Demand Relation: A Cointegration and Parameter Constancy Analysis
by Jamal HUSEIN
2008 Competition And Growth: A Time Series Analysis For South Korea
by LEE, Jae-Hyung & RHEE, Young-Hoon
2008 The Relationship Between Wages and Productivity: TAR Unit Root and TAR Cointegration Approach
by Bildirici, Melike & Alp, Aykaç
2008 Economic Integration In North America
by Ramon A. CASTILLO PONCE & Ramon de Jesus RAMIREZ ACOSTA
2008 HEALTH, EDUCATION AND ECONOMIC GROWTH: TESTING FOR LONG-RUN RELATIONSHIPS AND CAUSAL LINKS in the United States
by Aka, Bédia F. & Dumont, J.C.
2008 Trade Balances and the Terms of Trade in G-7 Countries: Penal Cointegration Approach
by Shigeyuki HAMORI
2008 Are Indian Exports And Imports Cointegrated?
by KONYA, Laszlo & SINGH, Jai Pal
2008 Produktivitätswachstum in Deutschland: kein nachhaltiger Aufschwung in Sicht
by Georg Erber & Ulrich Fritsche
2008 The Turkish Experience in Inflation Targeting: Uncertainties and the Efficiency of Monetary Policy
by Z. Yejim Giirbiiz & Thomas Jobert & Ruhi Tuncer
2008 Assessing the sustainability of fiscal policies: Empirical evidence from the Euro Area and the United States
by Luigi Landolfo
2008 Élargissement de la zone euro et mesure des asymétries. Un bilan empirique
by Marilyne Huchet-Bourdon & Jean-Sébastien Pentecôte
2008 The Consumption-Wealth Ratio under Asymmetric Adjustment
by Vasco J. Gabriel & Fernando Alexandre & Pedro Bação
2008 Markov-Switching GARCH Modelling of Value-at-Risk
by Rasoul Sajjad & Jerry Coakley & John C. Nankervis
2008 Is the Backward-Looking Component Important in a New Keynesian Phillips Curve?
by Chang-Jin Kim & Yunmi Kim
2008 Optimal Test for Markov Switching GARCH Models
by Liang Hu & Yongcheol Shin
2008 Dynamic Hedging with Foreign Currency Futures in the Presence of Jumps
by Wing Hong Chan
2008 Linear Cointegration of Nonlinear Time Series with an Application to Interest Rate Dynamics
by Travis D. Nesmith & Barry E. Jones
2008 Evaluation of Surrogate and Bootstrap Tests for Nonlinearity in Time Series
by Dimitris Kugiumtzis
2008 Dynamic modelling of the demand for money in Latvia
by Boriss Siliverstovs
2008 The contribution of cyclical turning point indicators to business cycle analysis
by Ferrara, L.
2008 L’apport des indicateurs de retournement cyclique à l’analyse conjoncturelle
by FERRARA, L.
2008 The Effects of Turkish Central Bank's Interventions Over Currency Rate Volatility
by K. Batu Tunay
2008 Aggregate Indicators of Economic Activity for the Argentine Case: The Principal Components Methodology
by Pedro Elosegui & Lorena Garegnani & Luis Lanteri & Emilio Blanco
2008 Commodity Prices in Argentina: What Moves the Wind?
by Diego Bastourre & Jorge Carrera & Javier Ibarlucia
2008 A Criticism of the Concept and Measure for Total Factor Productivity
by Rossitsa Rangelova
2008 Setor Agrícola Brasileiro: Uma Aplicação do Modelo de Tendências e Ciclos Comuns no Período de 1990 a 2005
by Jose Nilo de Oliveira Junior & Ivan Castelar & Nicolino Trompieri Neto & Roberto Tatiwa Ferreira
2008 Risco País, Fluxos de Capitais e Determinação da Taxa de Juros no Brasil: Uma Analise de Impactos por Meio da Metodologia VEC
by Milton Biage & Vanessa Petrelli Correa & Henrique Dandas Neder
2008 Fiscal Policy Sustainability In Romania
by Ioan Talpos & Cosmin Enache
2008 Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression
by Kevin D. Hoover & Soren Johansen & Katarina Juselius
2007 Linking Global Economic Dynamics to a South African-Specific Credit Risk Correlation Model
by Albert H. De Wet & Renee´ Van Eyden & Rangan Gupta
2007 Temporal Causality between Taxes and Public Expenditures: The Case of South Africa
by Kasai Ndahiriwe & Rangan Gupta
2007 Temporal Causality between Budget Deficit and Interest Rate: The Case of South Africa
by Josine Uwilingiye & Rangan Gupta
2007 Positivity Constraints on the Conditional Variances in the Family of Conditional Correlation GARCH Models
by Nakatani, Tomoaki & Teräsvirta, Timo
2007 Modelling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH model
by Silvennoinen, Annastiina & Teräsvirta, Timo
2007 Estimating the Output Gap in a Changing Economy
by Hakan Kara & Fethi Ogunc & Umit Ozlale & Cagri Sarikaya
2007 Are Real GDP Levels Trend, Difference, or Regime-Wise Trend Stationary? Evidence from Panel Data Tets Incorporating Structural Change
by Natalie Hegwood & David H. Papell
2007 Disentangling Business Cycles and Macroeconomic policy in Mercosur: a VAR and an Unobserved Components Models Approaches
by Allegret, Jean-Pierre
2007 Foreign Direct Investment and Growth: An Empirical Investigation based on Cross-Country Comparison
by Ozturk, Ilhan & Kalyoncu, Huseyin
2007 Türkiye’de temel makro ekonomik değişkenler ile hisse senedi fiyatları arasındaki nedensellik ilişkisi
by Erman ERBAYKAL & H. Aydın OKUYAN
2007 Türkiye’de enflasyon ve döviz kurunun para politikası kuralı üzerindeki etkisi
by Sevda YAPRAKLI
2007 Tüketim ve Kamu Harcamaları: VECM Modeli
by Oya S. ERDOĞDU
2007 Hisse senedi getirilerinde global ve yerel faiz oranı riski: Kısmi çokdeğişkenli GARCH modeliyle İstanbul Menkul Kıymetler Borsası üzerine bir çalışma
by Alper ÖZÜN & Atilla ÇİFTER
2007 Post Keynesyen gelir ve para arzı modeli: 1980-2003 Türkiye deneyimi
by Mehmet Fatih CİN & Görkemli DEMİREL
2007 Yapısal kırılma altında para talebinin istikrarı: Türkiye örneği
by A. Nazif ÇATIK
2007 No estaba muerta … La teoría cuantitativa y la relación entre dinero e inflación
by Chumacero, Rómulo A. & Hermann, Jorge
2007 La relación de causalidad entre el crecimiento y la IED en Argentina. ¿Pan para hoy, hambre para mañana?
by Oglietti, Guillermo Celso
2007 Modelling the US Housing Market
by Philip Arestis & Elias Karakitsos
2007 Seasonal Characteristics of Indian Time Series
by R. Krishnan
2007 Price Discovery for Cross-Listed Securities from Emerging Eastern European Countries
by Wölfle, Marco
2007 A Long Run Structural Macroeconometric Model for Germany
by Chen, Pu & Schneider, Elena & Frohn, Joachim
2007 Asymmetry and Spillover Effects in the North American Equity Markets
by Canarella, Giorgio & Sapra, Sunil K. & Pollard, Stephen K.
2007 Long Run Macroeconomic Relations in the Global Economy
by Pesaran, Mohammad Hashem & Holly, Sean & Dees, Stephane & Smith, L. Vanessa
2007 Taking a DSGE Model to the Data Meaningfully
by Franchi, Massimo & Jusélius, Katarina
2007 Explaining the US bond yield conundrum
by Bandholz, Harm & Clostermann, Jörg & Seitz, Franz
2007 Time and price impact of a trade: A structural approach
by Grammig, Joachim & Theissen, Erik & Wuensche, Oliver
2007 Cointegration in the foreign exchange market and market efficiency since the introduction of the Euro: Evidence based on bivariate cointegration analyses
by Kühl, Michael
2007 Declining export prices due to increased competition from NIC: Evidence from Germany and the CEEC
by Gundel, Sebastian
2007 Solution of RE Models with Anticipated Shocks and Optimal Policy
by Wohltmann, Hans-Werner & Winkler, Roland C.
2007 The yield spread and GDP growth - Time Varying Leading Properties and the Role of Monetary Policy
by Hogrefe, Jens
2007 Time-varying contributions by the corporate bond and CDS markets to credit risk price discovery
by Dötz, Niko
2007 Assessing the Relation between Equity Risk Premium and Macroeconomic Volatilities in the UK
by Renatas Kizys & Peter Spencer
2007 The Asymmetric Effect of the Business Cycle on the Equity Premium (This is an extensively revised version of earlier paper No. 06/04)
by Peter N Smith & Steffen Sorensen & Mike Wickens
2007 Can a simple DSGE model outperform Professional Forecasters?
by Michal Rubaszek & Pawel Skrzypczynski
2007 A turning point chronology for the Euro-zone
by Monica Billio & Jacques Anas & Laurent Ferrara & Marco Lo Duca
2007 Business Cycle Analysis with Multivariate Markov Switching Models
by Monica Billio & Jacques Anas & Laurent Ferrara & Marco Lo Duca
2007 Matrix-State Particle Filter for Wishart Stochastic Volatility Processes
by Roberto Casarin & Domenico Sartore
2007 Market linkages, variance spillovers and correlation stability: empirical evidences of financial contagion
by Monica Billio & Massimiliano Caporin
2007 The Effects of Small Sample Bias in Threshold Autoregressive Models
by Yamin Ahmad
2007 Unbiased covariance estimation with interpolated data
by Taro Kanatani & Roberto Reno'
2007 Carry Trades: Betting Against Safe Haven
by Daniel Kohler
2007 Business cycle measurement with some theory
by Fabio Canova & Matthias Paustian
2007 Cointegrating Regressions with Messy Regressors: Missingness, Mixed Frequency, and Measurement Error
by J. Isaac Miller
2007 Relación entre la contaminación atmosférica y la calidad del aire con el crecimiento económico y otros determinantes : Uruguay a lo largo del Siglo XX
by Matías Piaggio
2007 Cross-Country Evidence on Output Growth Volatility: Nonstationary Variance and GARCH Models
by WenShwo Fang & Stephen M. Miller & ChunShen Lee
2007 The Great Moderation and the Relationship between Output Growth and Its Volatility
by WenSho Fang & Stephen M. Miller
2007 Index Numbers
by Diewert, Erwin
2007 Environmental Efficiency Measurement with Translog Distance Functions: A Parametric Approach
by Cuesta, Rafael A. & Knox, C.A. & Zofío, José Luis
2007 Forecasting key macroeconomic variables from a large number of predictors: A state space approach
by Arvid Raknerud & Terje Skjerpen & Anders Rygh Swensen
2007 Exchange rate pass-through in Switzerland: Evidence from vector autoregressions
by Jonas Stulz
2007 Bias in the Estimation of the Mean Reversion Parameter in Continuous Time Models
by Jun Yu
2007 Maximum Likelihood Estimation of Stationary Multivariate ARFIMA Processes
by Wen-Jen Tsay
2007 Labor Market Dynamics and the Business Cycle: Structural Evidence for the United States
by Morten O. Ravn & Saverio Simonelli
2007 Testing a DSGE model of the EU using indirect inference
by David Meenagh & Patrick Minford & Michael Wickensy
2007 Estimating Long-Run Relationships between Observed Integrated Variables by Unobserved Component Methods
by G. EVERAERT
2007 Technology shocks, structural breaks and the effects on the business cycle
by Vincenzo Atella & Marco Centoni & Gianluca Cubadda
2007 A Unifying Framework for Analysing Common Cyclical Features in Cointegrated Time Series
by Gianluca Cubadda
2007 Free Trade and New Economic Powers: The Worldview of Peter Mandelson
by Fiorella Triscritti
2007 Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks
by Gabriele Fiorentini & Giorgio Calzolari & Enrique Sentana
2007 Identifying the Shocks Driving Inflation in China
by Pierre L. Siklos & Yang Zhang
2007 The FedÕs Reaction to the Stock Market During the Great Depression: Fact or Artefact?
by Pierre L. Siklos
2007 Bayesian Inference in a Cointegrating Panel Data Model
by Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan
2007 Hedging and Cross-hedging ETFs
by Carol Alexander & Andreza Barbosa
2007 Proyecciones desagregadas de inflación con modelos Sparse VAR robustos
by Barrera Carlos
2007 A Test for Serial Dependence Using Neural Networks
by George Kapetanios
2007 Testing for Strict Stationarity
by George Kapetanios
2007 A Simple Test of the New Keynesian Phillips Curve
by Andrea Carriero
2007 A Multivariate Band-Pass Filter
by João Valle e Azevedo
2007 The Forward Premium of Euro Interest Rates
by Sónia Costa & Ana Beatriz Galvão
2007 Practical Volatility Modeling for Financial Market Risk Management
by Shamiri, Ahmed & Shaari, Abu Hassan & Isa, Zaidi
2007 Correlation dynamics between Asia-Pacific, EU and US stock returns
by Hyde, Stuart J & Bredin, Don P & Nguyen, Nghia
2007 Speed of Adjustment in Cointegrated Systems
by Fanelli, Luca & Paruolo, Paolo
2007 A new Model for Stock Price Movements
by Venier, Guido
2007 Özel Sektör Tasarruflarında Mali Politika Etkileri
by Erdogdu, Oya Safinaz
2007 Integration, Kointegration und die Langzeitprognose von Kreditausfallzyklen
by Wagatha, Matthias
2007 Integration, Kointegration und die Langzeitprognose von Kreditausfallzyklen
by Wagatha, Matthias
2007 Transformations and Seasonal Adjustment: Analytic Solutions and Case Studies
by Proietti, Tommaso & Riani, Marco
2007 Estimating Central Bank Behavior in Emerging Markets: The Case of Turkey
by Hatipoglu, Ozan & Alper, C. Emre
2007 Exchange Rate Determination In Pakistan: Evidence Based On Purchasing Power Parity Theory
by Khan, Muhammad Arshad & Qayyum, Abdul
2007 Forecasting water consumption in Spain using univariate time series models
by Caiado, Jorge
2007 Identifying common spectral and asymmetric features in stock returns
by Caiado, Jorge & Crato, Nuno
2007 Comparison of time series with unequal length
by Caiado, Jorge & Crato, Nuno & Peña, Daniel
2007 Are Exports Causing Growth? Evidence On International Trade Expansion In Cuba, 1960-2004
by Fugarolas, Guadalupe & Mañalich, Isis & Matesanz, David
2007 Joint Modeling of Call and Put Implied Volatility
by Ahoniemi, Katja & Lanne, Markku
2007 Regional and Outward Economic Integration in South-East Asia
by Weber, Enzo
2007 Romanian Capital Market And The Informational Efficiency
by Dima, Bogdan & Barna, Flavia & Pirtea, Marilen
2007 Balance of payments constrained growth model: evidence for Bolivia 1953-2002
by Arevilca Vasquez, Bismarck Javier & Risso Charquero, Adrian Winston
2007 The Relationship Among African American Male Earnings, Employment, Incarceration and Immigration: A Time Series Approach
by Stevans, Lonnie
2007 Testing Export-led Growth Hypothesis in Kenya: An ADRL Bounds Test Approach
by Mohan, Ramesh & Nandwa, Boaz
2007 A Monetary Approach to Exchange Rate Dynamics in Low-Income Countries: Evidence from Kenya
by Nandwa, Boaz & Mohan, Ramesh
2007 A multivariate innovations state space Beveridge Nelson decomposition
by de Silva, Ashton
2007 The Effects of Energy Imports: The Case of Turkey
by erdogdu, oya safinaz
2007 FDI-trade nexus: empirical analysis on ASEAN-5
by Kueh, Jerome Swee-Hui & Puah, Chin-Hong & Lau, Evan & Abu Mansor, Shazali
2007 The Implications Of Emergence Of China Towards Asean-5: Fdi-Gdp Perspective
by Puah, Chin-Hong & Kueh, Jerome Swee-Hui & Lau, Evan
2007 Larger crises cost more: impact of banking sector instability on output growth
by Serwa, Dobromił
2007 Who Leads Financial Markets?
by Weber, Enzo
2007 Economic Integration and the Foreign Exchange
by Weber, Enzo
2007 The possible impacts of energy imports in the economic growth of USA
by Pereira, Vitor
2007 Comparative analysis of the exchange market pressure in Central European countries with the Eurozone membership perspective
by Stavarek, Daniel
2007 Long run credit risk diversification: empirical decomposition of corporate bond spreads
by Sun, David & Lin, William & Nieh, Chien-Chung
2007 Technology Shocks, Statistical Models, and The Great Moderation
by Fuentes-Albero, Cristina
2007 The expectations hypothesis of the term structure: some empirical evidence for Portugal
by Silva Lopes, Artur C. & M. Monteiro, Olga Susana
2007 Filtered Extreme Value Theory for Value-At-Risk Estimation
by Ozun, Alper & Cifter, Atilla & Yilmazer, Sait
2007 Testing for Convergence in Carbon Dioxide Emissions Using a Century of Panel Data
by Westerlund, Joakim & Basher, Syed A.
2007 Mixed Signals Among Tests for Panel Cointegration
by Westerlund, Joakim & Basher, Syed A.
2007 The Taylor Effect on the Performances of the Red Devils’ Football Brand
by Leitão, João
2007 Macro Economic Uncertainty of 1990s and Volatility at Karachi Stock Exchange
by Mamoon, Dawood
2007 Is Latin America an Optimal Currency Area? Evidence from a Structural Vector Auto-regression analysis
by Foresti, Pasquale
2007 Relationship between inflation, unemployment and labor force change rate in France: cointegration test
by Kitov, Ivan & Kitov, Oleg & Dolinskaya, Svetlana
2007 Inflation as a function of labor force change rate: cointegration test for the USA
by Kitov, Ivan & Kitov, Oleg & Dolinskaya, Svetlana
2007 The Predictive Performance of Asymmetric Normal Mixture GARCH in Risk Management: Evidence from Turkey
by Cifter, Atilla & Ozun, Alper
2007 Nonlinear Combination of Financial Forecast with Genetic Algorithm
by Ozun, Alper & Cifter, Atilla
2007 Monetary Transmission Mechanism in the New Economy: Evidence from Turkey (1997-2006)
by Cifter, Atilla & Ozun, Alper
2007 Multi-scale Causality between Energy Consumption and GNP in Emerging Markets: Evidence from Turkey
by Cifter, Atilla & Ozun, Alper
2007 The Permanent and Transitory Effects on Consumption and Income: Evidence from the Turkish Economy
by Bilgili, Faik
2007 The Taylor rule and interest rate uncertainty in the U.S. 1955-2006
by Mandler, Martin
2007 Central bank intervention, sterilization and monetary independence: the case of Pakistan
by Waheed, Muhammad
2007 Structural VAR identification of the Turkish business cycles
by Levent, Korap
2007 Testing causal relationships between energy consumption, real income and prices: evidence from Turkey
by Levent, Korap
2007 Testing quantity theory of money for the Turkish economy
by Levent, Korap
2007 Impact du Commerce bilatéral Intra-Zone dans la zone UEMOA et CEMAC: Approche par les VAR Structurels
by Dramani, Latif & Laye, Oumy
2007 A GARCH-based method for clustering of financial time series: International stock markets evidence
by Caiado, Jorge & Crato, Nuno
2007 Does the interest differential explain future exchange rate return? a re-examination of the UIP hypothesis for the Turkish economy
by Levent, Korap
2007 Impact of Exchange Rate Changes on Domestic Inflation: he Turkish Experience
by Levent, Korap
2007 Modeling purchasing power parity using co-integration: evidence from Turkey
by Levent, Korap
2007 Exogenous characteristics of short-term capital flows: can they be under control? evidence from Turkey
by Levent, Korap & Özgür, Aslan
2007 Turkish money demand, revisited: some implications for inflation and currency substitution under structural breaks
by Levent, Korap
2007 Evaluating the New Keynesian Phillips Curve under VAR-based learning
by Fanelli, Luca
2007 Descomposición Estructural de las Series de Desempleo: Una Aplicación para las Ciudades de la Región del Bío Bío
by Pino, Osvaldo & Contreras, Sergio & Acuña, Andrés
2007 Decomposing Federal Funds Rate forecast uncertainty using real-time data
by Mandler, Martin
2007 The Analysis of the Bucharest Stock Exchange Financial Sector
by Dima, Bogdan & Pirtea, Marilen & Barna, Flavia & Murgea, Aurora & Nachescu, Miruna
2007 On The Road to Monetary Union – Do Arab Gulf Cooperation Council Economies React in the same way to United States' Monetary Policy Shocks?
by Louis, Rosmy & Osman, Mohammad & Balli, FAruk
2007 Terá a política monetária do Banco Central Europeu sido adequada para Portugal (1999-2007)?
by Manuel Mota Freitas Martins
2007 Impact of Export Subsidies on Pakistan’s Exports
by Nadeem Ul Haque & M. Ali Kemal
2007 The IGARCH e®ect: Consequences on volatility forecasting and option trading
by Stefano HERZEL & Catalin STARICA & Thomas NORD
2007 Forecasting UK Inflation: the Roles of Structural Breaks and Time Disaggregation
by Jennifer Castle & David Hendry
2007 The Dynamic Welfare Cost of Stagnation: An Alternative Measure to the Lucas-Obstfeld Model
by Tatsuyoshi Miyakoshi & Masakatsu Okubo & Junji Shimada
2007 The Dynamic Welfare Costs of the 1997 Asian Crisis
by Tatsuyoshi Miyakoshi & Masakatsu Okubo & Junji Shimada
2007 Governments and the Market for Longevity-Indexed Bonds
by Pablo Antolín & Hans J. Blommestein
2007 Longevity Risk and Private Pensions
by Pablo Antolín
2007 Which nonlinearity in the Phillips curve? The absence of accelerating deflation in Japan
by Emmanuel De Veirman
2007 The Consumption-Wealth Ratio Under Asymmetric Adjustment
by Fernando Alexandre & Vasco J. Gabriel & Pedro Bação
2007 The Correction of Chronologic Series’ Seasonal Fluctuations according to Seasonal Simultaneous Additive and Multiplicative Effects
by Vallin, Philippe & Bourbonnais, Régis
2007 A New Approach to Drawing States in State Space Models
by William J. McCausland & Shirley Miller & Denis Pelletier
2007 What You Match Does Matter: The Effects of Data on DSGE Estimation
by Pablo A. Guerron
2007 Non-Nested Testing in Models Estimated via Generalized Method of Moments
by Alastair R. Hall & Denis Pelletier
2007 Testing for convergence among Mercosur countries
by Juan Carlos Cuestas & Javier Ordóñez
2007 Relative Goods' Prices, Pure Inflation, and the Phillips Correlation
by Ricardo Reis & Mark W. Watson
2007 Comparing Greenbook and Reduced Form Forecasts using a Large Realtime Dataset
by Jon Faust & Jonathan H. Wright
2007 Predictable Returns and Asset Allocation: Should a Skeptical Investor Time the Market?
by Jessica A. Wachter & Missaka Warusawitharana
2007 Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments
by Kenneth D. West & Ka-fu Wong & Stanislav Anatolyev
2007 Monetary Policy Analysis with Potentially Misspecified Models
by Marco Del Negro & Frank Schorfheide
2007 Do Bonds Span Volatility Risk in the U.S. Treasury Market? A Specification test for Affine Term Structure Models
by Torben G. Andersen & Luca Benzoni
2007 Beliefs, Doubts and Learning: Valuing Economic Risk
by Lars Peter Hansen
2007 Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments
by Kenneth D. West & Ka-fu Wong & Stanislav Anatolyev
2007 Can a simple DSGE model outperform Professional Forecasters?
by Michal Rubaszek & Pawel Skrzypczynski
2007 Optimal combination forecasts for hierarchical time series
by Rob J. Hyndman & Roman A. Ahmed & George Athanasopoulos
2007 The vector innovation structural time series framework: a simple approach to multivariate forecasting
by Ashton de Silva & Rob J. Hyndman & Ralph D. Snyder
2007 A Comparison of Methods for Forecasting Demand for Slow Moving Car Parts
by Ralph D. Snyder & Adrian Beaumont
2007 Two canonical VARMA forms: Scalar component models vis-à-vis the Echelon form
by George Athanasopoulos & D.S. Poskitt & Farshid Vahid
2007 Which is the best model for the US inflation rate : a structural changes model or a long memory
by Lanouar Charfeddine & Dominique Guégan
2007 A note on self-similarity for discrete time series
by Dominique Guégan & Zhiping Lu
2007 Global and local stationary modelling in finance : theory and empirical evidence
by Dominique Guégan
2007 Exchange Rate Variability And The Export Demand For Malaysia'S Semiconductors: An Empirical Study
by Koi Nyen Wong & Tuck Cheong Tang
2007 Technology shocks, structural breaks and the effects on the business cycle
by Atella, Vincenzo & Centoni, Marco & Cubadda, Gianluca
2007 Dynamic Factor analysis of industry sector default rates and implication for Portfolio Credit Risk Modelling
by Andrea Cipollini & Giuseppe Missaglia
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
2007 Explaining the gaps in labour productivity in some developed countries
by Weshah Razzak
2007 Hot Money Inflows and Monetary Stability in China: How the People's Bank of China Took up the Challenge
by Vincent Bouvatier
2007 A robust multivariate long run analysis of European electricity prices
by Bruno Bosco & Lucia Parisio & Matteo Pelagatti & Fabio Baldi
2007 The Expectations Hypothesis of Term Structure of Interest Rates Revisited
by Fabrizio Casalin
2007 On the robustness of international portfolio diversification benefits to regime-switching volatility
by Thomas J.Flavin & Ekaterini Panopoulou
2007 Modelling and Testing for Structural Changes in Panel Cointegration Models with Common and Idiosyncratic Stochastic Trend
by Chihwa Kao & Lorenzo Trapani & Giovanni Urga
2007 Testing Market Efficiency and Price Discovery in European Carbon Markets
by George Milunovich & Roselyne Joyeux
2007 The Response of Hours to a Technology Shock: a Two-Step Structural VAR Approach
by Patrick Fève & Alain Guay
2007 Identification of Technology Shocks in Structural VARs
by Patrick Fève & Alain Guay
2007 Inflation Expectations in Latvia: Consumer Survey Based Results
by Konstantins Benkovskis & Daina Paula
2007 Trend Extraction From Time Series With Missing Observations
by Schlicht, Ekkehart
2007 Trend Extraction From Time Series With Structural Breaks
by Schlicht, Ekkehart
2007 Evaluating the Synchronisation of the Eurozone Business Cycles using Multivariate Coincident Macroeconomic Indicators
by Xiaoshan Chen
2007 Testing for cointegration using the Johansen approach: Are we using the correct critical values?
by Paul Turner
2007 Finite Sample Analysis of Weighted Realized Covariance with Noisy Asynchronous Observations
by Taro Kanatani
2007 Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression
by Kevin D. Hoover & Katarina Juselius & Søren Johansen
2007 Testing Hypotheses in an I(2) Model with Applications to the Persistent Long Swings in the Dmk/$ Rate
by Søren Johansen & Katarina Juselius & Roman Frydman & Michael Goldberg
2007 The PPP Puzzle: What the Data Tell when Allowed to Speak Freely
by Katarina Juselius
2007 Some Identification Problems in the Cointegrated Vector Autoregressive Model
by Søren Johansen
2007 Do Magazines' ”Companion Websites” Cannibalize the Demand for the Print Version?
by Ulrich Kaiser & Hans Christian Kongsted
2007 Estimating High-Frequency Based (Co-) Variances: A Unified Approach
by Ingmar Nolte & Valeri Voev
2007 Customer Trading in the Foreign Exchange Market: Empirical Evidence from an Internet Trading Platform
by Ingmar Nolte & Sandra Lechner
2007 Panel Intensity Models with Latent Factors: An Application to the Trading Dynamics on the Foreign Exchange Market¤
by Ingmar Nolte & Valeri Voev
2007 Monetary Policy Transmission and the Phillips Curve in a Global Context
by Ron Smith & M. Hashem Pesaran
2007 Measuring changes in the value of the numeraire
by Ricardo Reis & Mark W. Watson
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
2007 Assessing Forecast Uncertainties in a VECX Model for Switzerland: An Exercise in Forecast Combination across Models and Observation Windows
by Katrin Assenmacher-Wesche & M. Hashem Pesaran
2007 Assessing Forecast Uncertainties in a VECX Model for Switzerland: An Exercise in Forecast Combination across Models and Observation Windows
by Assenmacher-Wesche, Katrin & Pesaran, M. Hashem
2007 The Shape of Things to Come? Assessing the Effectiveness of Suicide Attacks and Targeted Killings
by Jaeger, David A. & Paserman, Daniele
2007 The Shape of Things to Come? Assessing the Effectiveness of Suicide Attacks and Targeted Killings
by David A. Jaeger & M. Daniele Paserman
2007 On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables
by Pagan, Adrian & Pesaran, M. Hashem
2007 On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables
by Adrian Pagan & M. Hashem Pesaran
2007 The Effect Of The Emu On Short And Long-Run Stock Market Dynamics: New Evidence On Financial Integration
by Juan A. Lafuente & Javier Ordoñez
2007 Volatility Transmission Patterns And Terrorist Attacks
by Helena Chuliá Soler & Pilar Soriano Felipe & Francisco Climent & Hipòlit Torró
2007 Purchasing Power Parity In Central And Eastern European Countries: An Analysis Of Unit Roots And Nonlinearities
by Juan Carlos Cuestas
2007 Inspecting the cyclical properties of the Italian Manufacturing Business survey data
by Tatiana Cesaroni
2007 National accounts, fiscal rules and fiscal policy. Mind the hidden gaps
by Maurizio Bovi
2007 Another Look at the Null of Stationary RealExchange Rates. Panel Data with Structural Breaks and Cross-section Dependence
by Syed A. Basher & Josep Lluís Carrion-i-Silvestre
2007 Does energy consumption fuel economic growth in India?
by Hrushikesh Mallick
2007 Oil Price Shocks, Monetary Policy and Aggregate Demand in Ghana
by Jumah, Adusei & Pastuszyn, Georg
2007 What is Learned from a Currency Crisis, Fear of Floating or Hollow Middle? Identifying Exchange Rate Policy in Recent Crisis Countries
by Soyoung Kim
2007 Potential Growth and Business Cycle in the Spanish Economy: Implications for Fiscal Policy
by Rafael Domenech & Ángel Estrada & Luis González-Calbet
2007 Comovements in Volatility in the Euro Money Market
by Nuno Cassola & Claudio Morana
2007 A Metropolis-in-Gibbs Sampler for Estimating Equity Market Factors
by Sarantis Tsiaplias
2007 Solving Linear Rational Expectations Models with Lagged Expectations Quickly and Easily
by Alexander Meyer-Gohde
2007 Modelling Financial High Frequency Data Using Point Processes
by Luc Bauwens & Nikolaus Hautsch
2007 Correlation vs. Causality in Stock Market Comovement
by Enzo Weber
2007 Capturing Common Components in High-Frequency Financial Time Series: A Multivariate Stochastic Multiplicative Error Model
by Nikolaus Hautsch
2007 Tracking Down the Business Cycle: A Dynamic Factor Model For Germany 1820-1913
by Samad Sarferaz & Martin Uebele
2007 Economic Integration and the Foreign Exchange
by Enzo Weber
2007 Long Memory Persistence in the Factor of Implied Volatility Dynamics
by Wolfgang Härdle & Julius Mungo
2007 Time Series Modelling with Semiparametric Factor Dynamics
by Szymon Borak & Wolfgang Härdle & Enno Mammen & Byeong U. Park
2007 A Generalized ARFIMA Process with Markov-Switching Fractional Differencing Parameter
by Wen-Jen Tsay & Wolfgang Härdle
2007 Regional and Outward Economic Integration in South-East Asia
by Enzo Weber
2007 Simultaneous Causality in International Trade
by Enzo Weber
2007 Who Leads Financial Markets?
by Enzo Weber
2007 What Happened to the Transatlantic Capital Market Relations?
by Enzo Weber
2007 Are Correlations Constant Over Time? Application of the CC-TRIGt-test to Return Series from Different Asset Classes
by Matthias Fischer
2007 Volatility and Causality in Asia Pacific Financial Markets
by Enzo Weber
2007 Simultaneity and Asymmetry of Returns and Volatilities in the Emerging Baltic State Stock Exchanges
by Brännäs, Kurt & G De Gooijer, Jan & Lönnbark, Carl & Soultanaeva, Albina
2007 Bayesian forecast combination for VAR models
by Andersson, Michael K & Karlsson, Sune
2007 Bayesian Forecast Combination for VAR Models
by Andersson, Michael K & Karlsson, Sune
2007 Multivariate GARCH models
by Silvennoinen, Annastiina & Teräsvirta, Timo
2007 Testing for Volatility Interactions in the Constant Conditional Correlation GARCH Model
by Nakatani, Tomoaki & Teräsvirta, Timo
2007 Persistence of profits and the systematic search for knowledge - R&D links to firm above-norm profits
by Eklund, Johan & Wiberg, Daniel
2007 Unit labor cost growth differentials in the Euro area, Germany, and the US: lessons from PANIC and cluster analysis
by Ulrich Fritsche & Vladimir Kuzin
2007 Does the Dispersion of Unit Labor Cost Dynamics in the EMU Imply Long-run Divergence? Results from a Comparison with the United States of America and Germany
by Sebastian Dullien & Ulrich Fritsche
2007 Modeling the supply and demand for tourism: a fully identified VECM approach
by Allison Zhou & Carl Bonham & Byron Gangnes
2007 Income Convergence: The Dickey-Fuller Test under the Simultaneous Presence of Stochastic and Deterministic Trends
by Manuel Gomez & Daniel Ventosa-Santaularia
2007 Cointegration in the Foreign Exchange Market and Market Efficiency since the Introduction of the Euro: Evidence based on bivariate Cointegration Analyses
by Michael Kühl
2007 Declining Export Prices due to Increased Competition from NIC - Evidence from Germany and the CEEC
by Sebastian Gundel
2007 The Consumption-Wealth Ratio Under Asymmetric Adjustment
by Vasco Gabriel & Fernando Alexandre & Pedro Bação
2007 Uma Aplicação da Lei de Okun em Portugal
by João Sousa Andrade
2007 Modeling the impact of real and financial shocks on Mercosur: the role of the exchange rate regime
by Jean-Pierre Allegret & Alain Sand
2007 Volatility Spillovers, Interdependence and Comovements: A Markov Switching Approach
by Giampiero Gallo & Edoardo Otranto
2007 Interaction of European Carbon Trading and Energy Prices
by Derek W. Bunn & Carlo Fezzi
2007 A Robust Multivariate Long Run Analysis of European Electricity Prices
by Matteo Pelagatti & Bruno Bosco & Lucia Parisio & Fabio Baldi
2007 Has the Golden Rule of Public Finance Made a Difference in the UK ?
by Jerome Creel & Paola Monperrus-Veroni & Francesco Saraceno
2007 Labor Market Dynamics and the Business Cycle: Structural Evidence for the United States
by Morten O. Ravn & Saverio Simonelli
2007 A Comparison of Estimation Methods for Vector Autoregressive Moving-Average Models
by Christian Kascha
2007 Econometric Analysis with Vector Autoregressive Models
by Helmut Luetkepohl
2007 Term Structure and the Estimated Monetary Policy Rule in the Eurozone
by María-Dolores, Ramón & Vázquez Pérez, Jesús
2007 Electricity consumption and economic growth: evidence from Spain
by Ciarreta Antuñano, Aitor & Zárraga Alonso, Ainhoa
2007 The Spillover Effects of Public Capital Formation on the Manufacturing Industry in the Turkish Geographical Regions
by Ertugrul Deliktas & Özlem Önder & Metin Karadag
2007 A Back-of-the-Envelope Rule to Identify Atheoretical VARs
by Urzúa, Carlos M.
2007 The Identification Of Fiscal And Monetary Policy In A Structural Var
by Mardi Dungey & Renee Fry
2007 Cointegration, Long-Run Structural Modelling And Weak Exogeneity: Two Models Of The Uk Economy
by Jan P.A.M. Jacobs & Kenneth F. Wallis
2007 Forecasting economic growth for Estonia : application of common factor methodologies
by Christian Schulz
2007 Firm entry and liquidity
by Lenno Uuskyla
2007 Constants do not stay constant because variables are varying
by Rasmus Kattai
2007 Estimation and Inference by the Method of Projection Minimum Distance
by Jorda, Oscar & Kozicki, Sharon
2007 Inference for Impulse Responses
by Jorda, Oscar
2007 Joint Inference and Counterfactual Experimentation for Impulse Response Functions by Local Projections
by Jorda, Oscar
2007 Inference in the Presence of Stochastic and Deterministic Trends
by Chevillon, Guillaume
2007 Impact of Export Subsidies on Pakistan’s Exports
by Nadeem Ul Haque
2007 Information Criteria for Impulse Response Function Matching Estimation of DSGE Models
by Hall, Alastair & Inoue, Atsushi & Nason M, James & Rossi, Barbara
2007 Information, data dimension and factor structure
by Jan Jacobs & Pieter Otter & Ard den Reijer
2007 Government Outlays, Economic Growth and Unemployment: A VAR Model
by Burton A. Abrams & Siyan Wang
2007 Dynamic Modelling of the Demand for Money in Latvia
by Boriss Siliverstovs
2007 The Role of Remittances in Migration Decision: Evidence from Turkish Migration
by Sule Akkoyunlu & Boriss Siliverstovs
2007 Money Demand in Estonia
by Boriss Siliverstovs
2007 Does the Dispersion of Unit Labor Cost Dynamics in the EMU Imply Long-Run Divergence?: Results from a Comparison with the United States of America and Germany
by Sebastian Dullien & Ulrich Fritsche
2007 Unit Labor Cost Growth Differentials in the Euro Area, Germany, and the US: Lessons from PANIC and Cluster Analysis
by Ulrich Fritsche & Vladimir Kuzin
2007 Long Memory Modelling of Inflation with Stochastic Variance and Structural Breaks
by C.S. Bos & S.J. Koopman & M. Ooms
2007 Analyzing the Term Structure of Interest Rates using the Dynamic Nelson-Siegel Model with Time-Varying Parameters
by Siem Jan Koopman & Max I.P. Mallee & Michel van der Wel
2007 Examining the Nelson-Siegel Class of Term Structure Models
by Michiel De Pooter
2007 Predicting the Term Structure of Interest Rates: Incorporating Parameter Uncertainty, Model Uncertainty and Macroeconomic Information
by Michiel D. de Pooter & Francesco Ravazzolo & Dick van Dijk
2007 Estimating Systematic Continuous-time Trends in Recidivism using a Non-Gaussian Panel Data Model
by Siem Jan Koopman & André Lucas & Marius Ooms & Kees van Montfort & Victor van der Geest
2007 Dynamic Correlations and Optimal Hedge Ratios
by Charles S. Bos & Phillip Gould
2007 Investment in High-Tech Industries: An Example from the LCD Industry
by Huisman, K.J.M. & Kort, P.M. & Plasmans, J.E.J.
2007 Behavior Equilibrium Exchange Rate and Misalignment of Renminbi: A Recent Empirical Study
by Jinzhao Chen
2007 Investors Facing Risk: Loss Aversion and Wealth Allocation Between Risky and Risk-Free Assets
by Rengifo, Erick W. & Trifan, Emanuela
2007 Investors Facing Risk II: Loss Aversion and Wealth Allocation When Utility Is Derived From Consumption and Narrowly Framed Financial Investments
by Rengifo, Erick W. & Trifan, Emanuela
2007 Investors Facing Risk: Loss Aversion and Wealth Allocation Between Risky and Risk-Free Assets
by Rengifo, Erick W. & Trifan, Emanuela
2007 Investors Facing Risk II: Loss Aversion and Wealth Allocation When Utility Is Derived From Consumption and Narrowly Framed Financial Investments
by Rengifo, Erick W. & Trifan, Emanuela
2007 The Economics of Roadside Bombs
by Matthew A. Hanson
2007 Voting with the Crowd: Do Single Issues Drive Partisanship?
by Martin B. Schmidt
2007 The Impact of Coalition Offensive Operations on the Iraqi Insurgency
by Matthew A. Hanson & Martin B. Schmidt
2007 Structural Breaks in Public Infrastructure Investment in the U.S
by Alfredo M. Pereira & Martin B. Schmidt
2007 The Shape of Things to Come? Assessing the Effectiveness of Suicide Attacks and Targeted Killings
by David A. Jaeger & M. Daniele Paserman
2007 Maximum Likelihood and Gaussian Estimation of Continuous Time Models in Finance
by Peter C.B. Phillips & Jun Yu
2007 Real convergence in some emerging countries : a fractionally integrated approach
by J. CUNADO & L.A. GIL-ALANA & F. PEREZ DE GRACIA
2007 Testing fiscal sustainability in Poland : a Bayesian analysis of cointegration
by Andrea, SILVESTRINI
2007 Temporal Aggregation Effects on the Construction of Portfolios of Stocks or Mutual Funds through Optimization Techniques - Some Empirical and Monte Carlo Results
by Dikaios Tserkezos & George Xanthos
2007 What is the impact of oil price changes on French growth?
by M. BARLET & L. CRUSSON
2007 Small Caps in International Diversified Portfolios
by Massimo Guidolin & Giovanna Nicodano
2007 Explaining The Great Moderation: It Is Not The Shocks
by Giannone, Domenico & Lenza, Michele & Reichlin, Lucrezia
2007 Relative Goods’ Prices and Pure Inflation
by Reis, Ricardo & Watson, Mark W
2007 A New Core Inflation Indicator for New Zealand
by Giannone, Domenico & Matheson, Troy
2007 Labour Market Dynamics and the Business Cycle: Structural Evidence for the United States
by Ravn, Morten O. & Simonelli, Saverio
2007 Forming Priors for DSGE Models (and How It Affects the Assessment of Nominal Rigidities)
by Del Negro, Marco & Schorfheide, Frank
2007 A Two-Step Estimator for Large Approximate Dynamic Factor Models Based on Kalman Filtering
by Doz, Catherine & Giannone, Domenico & Reichlin, Lucrezia
2007 Testing fiscal sustainability in Poland: a Bayesian analysis of cointegration
by SILVESTRINI, Andrea
2007 Inflation Persistence in New EU Member States: Is It Different Than in the Euro Area Members?
by Michal Franta & Branislav Saxa & Katerina Smidkova
2007 Costs and Benefits of Euro Membership: a Counterfactual Analysis
by Emmanuel Dubois & Jérôme Hericourt & Valérie Mignon
2007 Capturing Common Components in High-Frequency Financial Time Series: A Multivariate Stochastic Multiplicative Error Model
by Nikolaus Hautsch
2007 Multiple Local Whittle Estimation in StationarySystems
by Peter M Robinson
2007 Diagnostic Testing For Cointegration
by Peter Robinson
2007 On Discrete Sampling Of Time-Varyingcontinuous-Time Systems
by Peter Robinson
2007 Estimation of Nonlinear Error CorrectionModels
by Myung Hwan Seo
2007 Diferenciais de produtividade e taxa de câmbio real nas economias desenvolvidas e em desenvolvimento
by Marco Flavio da Cunha Resende & Rodrigo Andrade Tolentino
2007 Testing a model of the UK by the method of indirect inference
by Minford, Patrick & Theodoridis, Konstantinos & Meenagh, David
2007 Dynamic Stochastic General Equilibrium (DSGE) Priors for Bayesian Vector Autoregressive (BVAR) Models: DSGE Model Comparison
by Theodoridis, Konstantinos
2007 Estimation and Inference by the Method of Projection Minimum Distance
by Oscar Jorda & Sharon Kozicki
2007 Inference for Impulse Responses
by Oscar Jorda
2007 Joint Inference and Counterfactual experimentation for Impulse Response Functions by Local Projections
by Oscar Jorda
2007 Business Cycle Comovement in the G-7: Common Shocks or Common Transmission Mechanisms?
by Fabio C. Bagliano & Claudio Morana
2007 Assessing forecast uncertainties in a VECX* model for Switzerland: an exercise in forecast combination across models and observation windows
by Pesaran, M.H. & Assenmacher-Wesche, K.
2007 Identification and Estimation in an Incoherent Model of Contagion
by Massacci, D.
2007 On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables
by Pagan, A. & Pesaran, M.H.
2007 Long Run Macroeconomic Relations in the Global Economy
by Dees, S. & Holly, S. & Pesaran, M.H. & Smith, L.V.
2007 On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables
by Pagan, A. & Pesaran, M.H.
2007 Long Run Macroeconomic Relations in the Global Economy
by Dees, S. & Holly, S. & Pesaran, M.H. & Smith, L.V.
2007 Modelling and Testing for Structural Changes in Panel Cointegration Models with Common and Idiosyncratic Stochastic Trends
by Chihwa Kao & Lorenzo Trapani & Giovanni Urga
2007 The Interaction between Mortgage Financing and Housing Prices in Greece
by Sophocles N. Brissimis & Thomas Vlassopoulos
2007 Foreign Exchange Intervention and Equilibrium Real Exchange Rates
by Dimitrios A. Sideris
2007 Deux indicateurs probabilistes de retournement cyclique pour l’économie française
by Adanero-Donderis , M. & Darné, O. & Ferrara, L.
2007 Time-Varying Coefficients in a GMM Framework: Estimation of a Forward Looking Taylor Rule for the Federal Reserve
by Partouche, H.
2007 Determinants of long-term interest rates in the United States and the euro area: A multivariate approach
by De Loubens, A. & Idier, J. & Jardet, C.
2007 DSGE Models in a Data-Rich Environment
by Boivin, J. & Giannoni, M.
2007 Modelling bank lending in the euro area: A non-linear approach
by Leonardo Gambacorta & Carlotta Rossi
2007 The BCRA’s Small Economic Model
by Pedro Elosegui & Guillermo Escudé & Lorena Garegnani & Juan Martín Sotes Paladino
2007 Co-variation des taux de croissance sectoriels au Luxembourg: l?apport des corrélations conditionnelles dynamiques
by Abdelaziz Rouabah
2007 Evaluating Forecasts from Factor Models for Canadian GDP Growth and Core Inflation
by Calista Cheung & Frédérick Demers
2007 Estimation and Inference by the Method of Projection Minimum Distance
by Òscar Jordà & Sharon Kozicki
2007 The Canadian Business Cycle: A Comparison of Models
by Frédérick Demers & Ryan Macdonald
2007 Multivariate Realized Stock Market Volatility
by Gregory H. Bauer & Keith Vorkink
2007 Tracking Canadian Trend Productivity: A Dynamic Factor Model with Markov Switching
by Michael Dolega
2007 Real-time Prediction with UK Monetary Aggregates in the Presence of Model Uncertainty
by Anthony Garratt & Gary Koop & Emi Mise & Shaun P Vahey
2007 Simulation-Based Tests of Forward-Looking Models Under VAR Learning Dynamics
by Luca FANELLI & Giulio PALOMBA
2007 Enseignement supérieur et croissance économique. Analyse économétrique de l’hypothèse d’Aghion & Cohen
by Magali Jaoul-Grammare
2007 Transport, croissance et démographie. Une analyse cliométrique
by Riadh Harizi
2007 Tranquil and Crisis Windows, Heteroscedasticity, and Contagion Measurement: MS-VAR Application of the DCC Procedure
by Victor Pontines & Reza Y. Siregar
2007 Reported Earnings and Analyst Forecasts as Competing Sources of Information: A New Approach
by H.M. Anderson & H. Chan & R. Faff & Y.K. Ho
2007 Representation and Weak Convergence of Stochastic Integrals with Fractional Integrator Processes
by James Davidson & Nigar Hashimzade
2007 Long memory modelling of inflation with stochastic variance and structural breaks
by Charles S. Bos & Siem Jan Koopman & Marius Ooms
2007 Exact rational expectations, cointegration, and reduced rank regression
by Søren Johansen & Anders Rygh Swensen
2007 Some identification problems in the cointegrated vector autoregressive model
by Søren Johansen
2007 A Vector Autoregressive Model for Electricity Prices Subject to Long Memory and Regime Switching
by Niels Haldrup & Frank S. Nielsen & Morten Ørregaard Nielsen
2007 Risk, Jumps, and Diversification
by Tim Bollerslev & Tzuo Hann Law & George Tauchen
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
2007 Habit persistence: Explaining cross sectional variation in returns and time-varying expected returns
by Stig V. Møller
2007 Decomposing European Bond and Equity Volatility
by Charlotte Christiansen
2007 Level-ARCH Short Rate Models with Regime Switching: Bivariate Modeling of US and European Short Rates
by Charlotte Christiansen
2007 The Effect of Long Memory in Volatility on Stock Market Fluctuations
by Bent Jesper Christensen & Morten Ørregaard Nielsen
2007 A Small Economic Model for Argentina
by
2007 Asymmetry and Spillover Effects in the North American Equity Markets
by Pollard, Stephen K. & Sapra, Sunil K. & Canarella, Giorgio
2007 Taking a DSGE Model to the Data Meaningfully
by Franchi, Massimo & Jusélius, Katarina
2007 Long Run Macroeconomic Relations in the Global Economy
by Pesaran, Mohammad Hashem & Holly, Sean & Dees, Stephane & Smith, L. Vanessa
2007 Cost of Equity Capital and Country Risk: An econometric analysis of the expected rate of return for four Latin American countries
by Juan Pablo Domínguez H.
2007 Evaluating the Maastricht Convergence Criteria for New Prospective European Union Members
by Vesile Kutlu & Nese Kavrukkoca
2007 Testing Integration between the Major Emerging Markets
by Pinar Evrim Mandaci & Erdost Torun
2007 The Correction of Chronologic Series’ Seasonal Fluctuations according to Seasonal Simultaneous Additive and Multiplicative Effects
by Bourbonnais, R. & Vallin, Ph.
2007 Las perturbaciones externas en la economía española tras la integración: ¿tamaño del shock o grado de respuesta?
by Pedro José Pérez & Luisa Escriche & Jose Ramón García
2007 Testing for Heteroskedasticity on the Bucharest Stock Exchange
by Radu Lupu & Iulia Lupu
2007 Integration of the foreign exchange markets of the selected EU new member states
by Zlatuše Komárková & Luboš Komárek
2007 Dynamic Analysis of Selected European Stock Markets
by Jiří Trešl & Dagmar Blatná
2007 Weather Derivatives
by Jan Pígl
2007 Testing Cointegration for Czech Stock Market
by Tran Van Quang
2007 Stock Market Optimism and Cointegration among Stocks: The Case of the Prague Stock Exchange
by Jaromír Baxa
2007 The world market for soybeans: price transmission into Brazil and effects from the timing of crop and trade
by Mario A. Margarido & Frederico A. Turolla & Carlos R. F. Bueno
2007 Public Investment In Transportation Infrastructures And Industry Performance In Portugal
by Alfredo M. Pereira & Jorge M. Andraz
2007 Social Welfare Expenditure, Human Capital, and Economic Growth: Evidence from Taiwan
by Chien-Chiang Lee & Chun-Ping Chang
2007 Kosulluluk Araci Olma Baglaminda Kisa Vadeli Faiz Oranlarinin Hedeflenen Enflasyondan Sapmada Kullanimi: Bounds Test Yaklasimi (Türkiye Örnegi)
by Res. Ass. Dr. Mahmut ZORTUK
2007 Ticari Ve Finansal Disa Aciklik Ile Ekonomik Buyume Arasindaki Iliski: Turkiye Uzerine Bir Uygulama
by Asst. Prof. Sevda YAPRAKLI
2007 A New Core Inflation Indicator for New Zealand
by Domenico Giannone & Troy D. Matheson
2007 Inflation Convergence and Divergence within the European Monetary Union
by Fabio Busetti & Lorenzo Forni & Andrew Harvey & Fabrizio Venditti
2007 Asymmetric Business Cycle Fluctuations and Contagion Effects in G7 Countries
by Khurshid M. Kiani
2007 Asimetrías en volatilidad, beta y contagios entre las empresas grandes y pequeñas cotizadas en la bolsa española
by Helena Chuliá & Hipòlit Torró
2007 Using All Observations when Forecasting under Structural Breaks
by Stanislav Anatolyev & Victor Kitov
2007 Determinants of Exchange-Rate Volatility: The Case of the New EU Members
by Juraj Stanèík
2007 Pronósticos restringidos con modelos de series de tiempo múltiples y su aplicación para evaluar metas de política macroeconómica en México
by Victor M. Guerrero
2007 Business Cycle Asymmetries In Stock Returns: Robust Evidence
by KIANI, Khurshid M.
2007 Nonlinear Dynamics Within Macroeconomic Factors And Stock Market In Portugal, 1993-2003
by Dionisio, Andreia & Menezes, Rui & Mendes, Diana & Vidigal Da Silva, Jacinto
2007 Structural Breaks In Trade And Income Per Capita In Asean-5 Countries: An Application Of Innovational Outlier Models
by JAYANTHAKUMARAN, Kankesu & PAHLAVANI, Mosayeb
2007 Explaining The Gaps In Labour Productivity In Some Developed Countries: New Zealand, Australia, The United States And Canada, 1988-2004
by RAZZAK, W.A.
2007 Causality Link Between Money, Output And Prices In Malaysia: An Empirical Re-Examination
by MUHD-ZULKHIBRI, Abdul Majid
2007 Anhaltende Divergenz der Lohnstückkostenentwicklung im Euroraum problematisch
by Sebastian Dullien & Ulrich Fritsche
2007 Anhaltende Divergenz bei Inflations- und Lohnentwicklung in der Eurozone: Gefahr für die Währungsunion?
by Sebastian Dullien & Ulrich Fritsche
2007 Prognosen der regionalen Konjunkturentwicklung
by Christian Dreger & Konstantin A. Kholodilin
2007 L'impact des chocs externes dans les economies du Mercosur : un modele var structurel
by Celine Gimet
2007 Une mesure macroeconomique "a la Feldstein-Horioka" du degre d'integration financiere en Europe
by Sophie Bereau
2007 Les cycles economiques en Tunisie : identification, caracterisation et comparaison internationale
by Elachhab Fathi
2007 Transmission des chocs et mécanismes d'ajustement dans le Mercosur
by Jean-Pierre Allegret & Alain Sand-Zantman
2007 Nairu en zone heureuse
by Jean-Daniel Guigou
2007 The Transmission of Aggregate Supply and Aggregate Demand Shocks in Japan: Has There Been a Structural Change?
by Frédérique Bec & Alexia Bastien
2007 Wavelet Instruments for Efficiency Gains in Generalized Method of Moment Models
by Antonis Michis & Theofanis Sapatinas
2007 Movements in the Equity Premium: Evidence from a Time-Varying VAR
by Massimiliano De Santis
2007 Assessing Sign Restrictions
by Matthias Paustian
2007 Testing Quantity Theory of Money for the Turkish Economy
by Özgür Aslan & Levent Korap
2007 The Predictive Performance of Asymmetric Normal Mixture GARCH in Risk Management: Evidence from Turkey
by Atilla Çifter & Alper Özün
2007 Development of Long-term Scenarios for Health Care Expenditure in Bulgaria
by Rossitsa Rangelova & Grigor Sariiski
2007 Long-term Forecasting of the Expenses on Healthcare in Bulgaria, 2005-2050
by Grigor Sariiski & Rossitsa Rangelova
2007 Development of Long-Term Scenarios for Healthcare Expenditure in Bulgaria
by Grigor Sarijski & Rossitsa Rangelova
2007 Custos Unitários de Trabalho e Desemprego: Que Relação em Portugal?
by Agostinho S. Rosa
2007 Atime Series Analysis Ofthe Relationships Between The Volatilityofexchange Rate, Exports And Imports
by Serpil Turkyilmaz & Mustafa Ozer & Erol kutlu
2007 Adjustment of Commercial Bank's Interest Rates and the Effectiveness of Monetary Policy in South Africa
by Meshach Aziakpono & Magdalene Kasyoka Wilson & Jason Manuel
2007 UK money demand 1873–2001: a long-run time series analysis and event study
by Heino Bohn Nielsen
2006 A Unified Copula Framework for VaR forecasting
by Dean Fantazzini & Alessandro Carta & Elena Maria DeGiuli
2006 Analisys of Hidden Cointegration in Financial Time Series
by Pizzi Claudio & Procidano Isabella & Parpinel Francesca
2006 Semi-Markov Regime Switching Regression Models
by Ingo Bulla
2006 Structured Hidden Markov Models
by Jan Bulla & Ingo Bulla
2006 Representing Uncertainty about Response Paths: the Use of Heuristic Optimisation Methods
by Anna Staszewska
2006 Multivariate Generalizations of the Markov-Switching Model
by Mohamad Khaled
2006 ML Estimators for SEM-GARCH Models: Relative Performance of Different Computational Algorithms
by Andi Kabili & Jaya Krishnakumar
2006 Forecasting VARMA processes: VAR models vs. subspace-based state space models
by Segismundo Izquierdo & Cesareo Hernandez & Juan del Hoyo
2006 The Impossibility of Stationary Yield Spreads and I(1) Yields under the Expectations Theory of the Term Structure
by Clive G. Bowsher & Roland Meeks
2006 Simple Tests for Cointegration in Dependent Panels with Structural Breaks
by Westerlund, Joakim & Edgerton, David
2006 New Improved Tests for Cointegration with Structural Breaks
by Westerlund, Joakim & Edgerton , David
2006 A Single Currency for Pacific Island Countries: An SVAR Analysis
by Jayaraman, Tiru K. & Ward , Bert D.
2006 Endogenous and Exogenous Money Concepts: An Empirical Investigation from the Kingdom of Saudi Arabia
by Alqudair, Khalid H.A.
2006 A semiparametric assessment of export-led growth in the Philippines
by Lorna E. Amrinto & Hector O. Zapata
2006 İhracata dayalı büyüme hipotezinin Türkiye’de 1974-2004 dönemi için sınır (bound) testi yaklaşımı ile incelenmesi
by Erman ERBAYKAL & Dilek SÜREKÇİ
2006 Türkiye ile Almanya arasındaki dış ticaretin ekonometrik analizi ve gümrük birliği sonrası karşılaştırma
by Murat DOĞANLAR & Harun BAL & Mehmet ÖZMEN
2006 Türk dış ticaretinin uzun dönem dengesi üzerine ekonometrik bir analiz
by Şahabettin GÜNEŞ
2006 Türkiye’de enerji tüketimi ve ekonomik büyüme: 1960-2000
by Seda ŞENGÜL & İsmail TUNCER
2006 Faiz oranı ve enflasyon belirsizliği ilişkisi
by Nildağ Başak CEYLAN
2006 Döviz kurundaki değişkenliğin Türkiye’nin ithalatına uzun dönemli etkisi
by Cem KADILAR & Muammer ŞİMŞEK
2006 Time-Varying Risk Premia in the Single European Treasury Bill Market
by Nikolaos Mylonidis
2006 Guatemala: Los desafíos del crecimiento
by Larraín B., Felipe
2006 Las reformas a la seguridad social y el comportamiento del mercado laboral en Brasil
by Galrâo Carneiro, Francisco & Henley, Andrew
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 Improved Nonparametric Confidence Intervals in Time Series Regressions
by Joseph P. Romano & Michael Wolf
2006 Modelling the Fisher hypothesis: World wide evidence
by Herwartz, Helmut & Reimers, Hans-Eggert
2006 How to treat benchmark revisions? The case of German production and orders statistics
by Knetsch, Thomas A. & Reimers, Hans-Eggert
2006 Do monetary indicators (still) predict euro area inflation?
by Hofmann, Boris
2006 The Asymmetric Effect of the Business Cycle on the Realtion between Stock Market Returns and their Volatility
by P N Smith & S Sorensen & M R Wickens
2006 New evidence of the real interest rate parity for OECD countries using panel unit root tests with breaks
by Mariam Camarero & Josep Lluis Carrion-i-Silvestre & Cecilio Tamarit
2006 Why are Americans Addicted to Baseball? An Empirical Analysis of Fandom in Korea and the U.S
by Trenton Smith & Young H. Lee
2006 Price-Wage System with Taxation: Multivariate Cointegration Analysis
by Aleksander Welfe & Piotr Keblowski
2006 Quantile Forecasts of Daily Exchange Rate Returns from Forecasts of Realized Volatility
by Clements, Michael P. & Galvão, Ana Beatriz & Kim, Jae H.
2006 Varying Monetary Policy Regimes: A Vector Autoregressive Investigation
by Michael S. Hanson
2006 Long And Short-Run Linkages In Cee Stock Markets: Implications For Portfolio Diversification And Stock Market Integration
by Manolis Syllignakis & Georgios Kouretas
2006 A generalized Dynamic Conditional Correlation Model for Portfolio Risk Evaluation
by Monica Billio & Massimiliano Caporin
2006 Output fluctuations persistence: Do cyclical shocks matter?
by Silvestro Di Sanzo
2006 Granger-causality in Markov Switching Models
by Monica Billio & Silvestro Di Sanzo
2006 International Evidence on the Efficacy of new-Keynesian Models of Inflation Persistence
by Oleg Korenok & Stanislav Radchenko & Norman R. Swanson
2006 Structural Breaks in Trade and Income Per Capita in ASEAN-5 Countries: An Application of Innovational Outlier Models
by Jayanthakumaran, Kankesu & Pahlavani, Mosayeb
2006 The Impact of Exchange Rate Volatility on Indonesia’s Exports to the USA: An Application of ARDL Bounds Testing Procedure
by Arief Bustaman & Kankesu Jayanthakumaran
2006 Changes in the Dynamic Behavior of Emerging Market Volatility: Revisiting the Effects of Financial L
by Juncal Cuñado & Javier Gómez Biscarri & Fernando Perez de Gracia
2006 Decomposition of state-space Model with inputs: The theory and an application to estimate the ROI of advertising
by José Casals Carro & Miguel Jerez Méndez & Sonia Sotoca López
2006 The short and long-run determinants of the real exchange rate in Mexico
by Antonia López Villavicencio & Josep Lluís Raymond Bara
2006 Monetary policy through the “credit-cost channel”. Italy and Germany
by Giuliana Passamani & Roberto Tamborini
2006 Exports, Imports and Economic Growth in India
by László Kónya & Jai Pal Singh
2006 A Structural VAR Analysis of the Determinants of Capital Flows Into Turkey
by Ali Askin Culha
2006 A causality analysis on GDP and air emissions in Norway
by Gang Liu
2006 Unit Roots, Polynomial Transformations and the Environmental Kuznets Curve
by Gang Liu & Terje Skjerpen & Anders Rygh Swensen & Kjetil Telle
2006 Efficient Electricity Portfolios for Switzerland and the United States
by Boris Krey & Peter Zweifel
2006 Forecasting Swiss inflation using VAR models
by Caesar Lack
2006 Boosting Your Instruments: Estimation with Overidentifying Inequality Moment Conditions
by Hyungsik Roger Moon & Frank Schorfheide
2006 Macroeconometric Modelling with a Global Perspective
by M. Hashem Pesaran & Ron Smith
2006 The relative importance of Term Spread, Policy Inertia and Persistent Monetary Policy Shocks in Monetary Policy Rules
by Ramón Maria-Dolores & Jesus Vazquez
2006 New Evidence on the Puzzles: Monetary Policy and Exchange Rates
by Almuth Scholl & Harald Uhlig
2006 Forecasting Financial Crises and Contagion in Asia using Dynamic Factor Analysis
by Andrea Cipollini & George Kapetanios
2006 Exploring the International Linkages of the Euro Area: a Global VAR Analysis
by Stephane Dees & Filippo di Mauro & M. Hashem Pesaran & L. Vanessa Smith
2006 What Do We Know About the Effects of Fiscal Policy Shocks? A Comparative Analysis
by Dario Caldara & Christophe Kamps
2006 The Time Varying Volatility of Macroeconomic Fluctuations
by Alejandro Justiniano & Northwestern University
2006 Learning about Stock Volatility: The Local Scale Model with Homoskedastic Innovations
by J. Huston McCulloch & Ohio State University
2006 Nominal Rigidities in an Estimated Two Country
by Riccardo Cristadoro & Andrea Gerali & Stefano Neri & Massimiliano Pisani
2006 Bank Lending and Asset Prices in the Euro Area
by Michael Frömmel & Torsten Schmidt
2006 International Evidence on the Efficacy of new-Keynesian Models of Inflation Persistence
by Norman Swanson & Oleg Korenok & Stanislav Radchenko
2006 The Incremental Predictive Information Associated with Using Theoretical New Keynesian DSGE Models Versus Simple Linear Alternatives
by Norman Swanson & Oleg Korenok
2006 How Sticky Is Sticky Enough? A Distributional and Impulse Response Analysis of New Keynesian DSGE Models. Extended Working Paper Version
by Norman Swanson & Oleg Korenok
2006 Structural versus Temporary Drivers of Country and Industry Risk
by L. BAELE & K. INGHELBRECHT
2006 Re-examining the Structural and the Persistence Approach to Unemployment
by T. BERGER & G. EVERAERT
2006 Putting the New Keynesian Model to a Test
by G. PEERSMAN & R. STRAUB
2006 Testing for Parameter Stability in Dynamic Models Across Frequencies
by Bertrand Candelon & Gianluca Cubadda
2006 The Time Varying Volatility of Macroeconomic Fluctuations
by Giorgio Primiceri & Alejandro Justiniano
2006 Minimum Variance Hedging and Stock Index Market Efficiency
by Carol Alexander & Andreza Barbosa
2006 Non-Linear Effects of Monetary Policy and Real Exchange Rate Shocks in Partially Dollarized Economies: An Empirical Study for Peru
by Saki Bigio & Jorge Salas
2006 An Empirical Study of Asian Stock Volatility Using Stochastic Volatility Factor Model: Factor Analysis and Forecasting
by Silvia S.W. Lui
2006 Factor-GMM Estimation with Large Sets of Possibly Weak Instruments
by George Kapetanios & Massimiliano Marcellino
2006 The Information Content of Treasury Bond Options Concerning Future Volatility and Price Jumps
by Thomas Busch & Bent Jesper Christensen & Morten Ørregaard Nielsen
2006 Determining the Cointegrating Rank in Nonstationary Fractional Systems by the Exact Local Whittle Approach
by Katsumi Shimotsu & Morten Ørregaard Nielsen
2006 The (Un-) Stable Relationship between The Exchange rate and its Fundamentals
by Carlo Altavilla
2006 Estimating the Equilibrium Real Exchange Rate for Namibia
by J. H. Eita & Moses M. Sichei
2006 Investigating the Bank-Lending Channel in South Africa: A VAR Approach
by Kirsten L. Ludi & Marc Ground
2006 Does South Africa Have the Potential and Capacity to Grow at 7 Per Cent?: A Labour Market Perspective
by C. B. Du Toit & Reneé Van Eyden & Marc Ground
2006 Çukurova Bölgesi’nde Pamuk Arz Duyarlılığının Tahmini Üzerine Bir Çalışma
by Aktas, Erkan
2006 Measuring the Stance of Monetary Policy in a Small Open Economy: A Dynamic Stochastic General Equilibrium Approach
by Vitek, Francis
2006 Measuring the Stance of Monetary Policy in a Closed Economy: A Dynamic Stochastic General Equilibrium Approach
by Vitek, Francis
2006 Monetary Policy Analysis in a Small Open Economy: A Dynamic Stochastic General Equilibrium Approach
by Vitek, Francis
2006 Monetary Policy Analysis in a Closed Economy: A Dynamic Stochastic General Equilibrium Approach
by Vitek, Francis
2006 Is Fiscal Policy Contracyclical in India: An Empirical Analysis
by Chakraborty, Pinaki & Chakraborty, Lekha S
2006 Existence of bifurcation in macroeconomic dynamics: Grandmont was right
by He, Yijun & Barnett, William A.
2006 Estimation of the Exchange Market Pressure in the EU4 Countries: A Model-Dependent Approach
by Stavarek, Daniel
2006 Exchange Rate Pass-Through and Structural Macroeconomic Shocks in Developing Countries: An Empirical Investigation
by Barhoumi, Karim
2006 Прогнозирование Эффективности Экономики Украины
by Goncharuk, Anatoliy G.
2006 Output, the Real Exchange Rate, and the Crises in Turkey
by Ardic, Oya Pinar
2006 Macroeconomic Determinants Of The Investment Funds Market. The Romanian Case
by Dima, Bogdan & Barna, Flavia & Nachescu, Miruna
2006 The econometrics of violence, terrorism and scenarios for peace in Colombia from 1950 to 2019
by Gomez-Sorzano, Gustavo
2006 Tüketim ve Kamu Harcamaları: VECM modeli
by erdogdu, oya
2006 Explaining the gaps in labour productivity for some developed countries
by Razzak, Weshah
2006 Income convergence? Evidence of non-linearity in the East Asian Economies: A comment
by Liew, Venus Khim-Sen & Ahmad, Yusuf
2006 Rotterdam vs Almost Ideal Models: Will the Best Demand Specification Please Stand Up?
by Barnett, William A. & Seck, Ousmane
2006 A real-time recession indicator for the Euro area
by Ferrara, Laurent
2006 Budget-current account deficits nexus in Malaysia
by Puah, Chin-Hong & Lau, Evan & Tan, Kim Lee
2006 Testing long-run neutrality of money: evidence from Malaysian stock market
by Puah, Chin-Hong & Habibullah, Muzafar Shah & Lim, Kian-Ping
2006 Diversification with idiosyncratic credit spreads: a pooled estimation on heterogeneous panels
by Lin, William & Sun, David
2006 Common and uncommon sources of growth in Asia Pacific
by Weber, Enzo
2006 Bounds testing approach: an examination of foreign direct investment, trade, and growth relationships
by Frimpong, Joseph Magnus & Oteng-Abayie, Eric Fosu
2006 Bivariate causality analysis between FDI inflows and economic growth in Ghana
by Frimpong, Joseph Magnus & Oteng-Abayie, Eric Fosu
2006 Exploring the causal relationship among social, real, monetary and infrastructure development in Pakistan
by Iqbal, Javed & Nadeem, Khurram
2006 Political Decisions, Defence and Growth
by Erdogdu, Oya Safinaz
2006 Random walk, excess smoothness or excess sensitivity? Evidence from literature and an application for Turkish economy
by Bilgili, Faik
2006 Valid Inference in Partially Unstable GMM Models
by Li, Hong & Mueller, Ulrich
2006 An interpolated periodogram-based metric for comparison of time series with unequal lengths
by Caiado, Jorge & Crato, Nuno & Peña, Daniel
2006 Türkiye için reaksiyon fonksiyonunun doğrusal olmayan modelle tahmin edilmesi
by Omay, Tolga Omay & Hasanov, Mubariz
2006 Seigniorage revenue and Turkish economy
by Levent, Korap
2006 An empirical analysis of Turkish inflation (1988-2004): some non-monetarist estimations
by Levent, Korap
2006 Volatility of short term capital flows and socio-political instability in Argentina, Mexico and Turkey
by Demir, Firat
2006 An Asymmetric Block Dynamic Conditional Correlation Multivariate GARCH Model
by Vargas, Gregorio A.
2006 Nonparametric estimation of time-varying covariance matrix in a slowly changing vector random walk model
by Feng, Yuanhua & Yu, Keming
2006 A local dynamic conditional correlation model
by Feng, Yuanhua
2006 Passenger Car Ownership Estimation toward 2030 in Japan: BAU Scenario with Socio-economic Factors
by Hirota, Keiko
2006 Exchange rate policy and trade balance. A cointegration analysis of the argentine experience since 1962
by Matesanz Gómez, David & Fugarolas Álvarez-Ude, Guadalupe
2006 Efecto transferencia (pass-through) del tipo de cambio en los precios de bienes y servicios en Venezuela
by Mendoza Lugo, Omar & Pedauga, Luis Enrique
2006 Is there Really a Unit Root in the Inflation Rate? More Evidence from Panel Data Models
by Basher, Syed A. & Westerlund, Joakim
2006 Testing Trade-led-Growth Hypothesis for Romania
by Pop-Silaghi, Monica Ioana
2006 Can Panel Data Really Improve the Predictability of the Monetary Exchange Rate Model?
by Westerlund, Joakim & Basher, Syed A.
2006 A structural model for corporate profit in the U.S. industry
by Gomez-Sorzano, Gustavo
2006 Estimarea cursului de schimb real de echilibru in România
by Dumitru, Ionut
2006 The extremal index for GARCH(1,1) processes with t-distributed innovations
by F. Laurini & J. A. Tawn
2006 Multi-step Forecasting in Unstable Economies: Robustness Issues in the Presence of Location Shifts
by Guillaume Chevillon
2006 Credit shocks and cycles: a Bayesian calibration approach
by Roland Meeks
2006 The Impossibility of Stationary Yield Spreads and I(1) Yields under the Expectations Theory of the Term Structure
by Clive Bowsher & Roland Meeks
2006 Are Volatility Expectations Characterized By Regime Shifts? Evidence From Implied Volatility Indices
by Kazuhiko Nishina & Nabil Maghrebi & Mark J. Holmes
2006 Identifying Determinants of Germany's International Price Competitiveness: A Structural VAR Approach
by Martin Meurers
2006 An empirical investigation of fiscal policy in New Zealand
by Iris Claus & Aaron Gill & Boram Lee & Nathan McLellan
2006 A new core inflation indicator for New Zealand
by Domenico Giannone & Troy Matheson
2006 Forecasting Substantial Data Revisions in the Presence of Model Uncertainty
by Anthony Garratt & Gary Koop & Shaun P. Vahey
2006 Credit Shocks and Cycles: a Bayesian Calibration Approach
by Roland Meeks
2006 Fiscal deficit, capital formation, and crowding out: Evidence from India
by Chakraborty, Lekha S.
2006 Annex A5 : A model of the stochastic convergence between euro area business cycles
by Lemoine, Matthieu
2006 Testing for Common Cyclical Features in VAR Models with Cointegration
by Urbain, Jean-Pierre & Hecq, Alain & Palm, Franz
2006 Testing for short- and long-run causality: a frequency-domain approach
by Breitung, Jörg & Candelon, Bertrand
2006 Testing for parameter stability in dynamic models across frequencies
by Candelon, Bertrand & Cubadda, Gianluca
2006 Why do Central Bankers Intervene in the Foreign Exchange Market? Some New Evidence and Theory
by Pablo A. Guerron
2006 Time-Dependent Portfolio Adjustment: Yet Another Look at the Dynamics
by Pablo A. Guerron
2006 DSGE Models in a Data-Rich Environment
by Jean Boivin & Marc Giannoni
2006 Two Flaws In Business Cycle Accounting
by Lawrence J. Christiano & Joshua M. Davis
2006 How to Advance Theory with Structural VARs: Use the Sims-Cogley-Nason Approach
by Patrick J. Kehoe
2006 The Time Varying Volatility of Macroeconomic Fluctuations
by Alejandro Justiniano & Giorgio E. Primiceri
2006 DSGE Models in a Data-Rich Environment
by Jean Boivin & Marc Giannoni
2006 The production function approach to the Belgian output gap, Estimation of a Multivariate Structural Time Series Model
by Philippe Moës
2006 Estimating the marginal costs of airport operation by using multivariate time series model with correlated error terms
by Heike Link & Wolfgang Götze & Veli Himanen
2006 Generalized Method of Moments and Inverse Control
by Gregory Erin Givens & Michael K. Salemi
2006 VARMA versus VAR for Macroeconomic Forecasting
by George Athanasopoulos & Farshid Vahid
2006 A Complete VARMA Modelling Methodology Based on Scalar Components
by George Athanasopoulos & Farshid Vahid
2006 Incorporating a Tracking Signal into State Space Models for Exponential Smoothing
by Ralph D. Snyder & Anne B. Koehler
2006 Stochastic population forecasts using functional data models for mortality, fertility and migration
by Rob J Hyndman & Heather Booth
2006 Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions
by Heather Booth & Rob J Hyndman & Leonie Tickle & Piet de Jong
2006 Hot money inflows in China : How the people's bank of China took up the challenge
by Vincent Bouvatier
2006 Measuring the Sources of Cyclical Fluctuations in the G7 Economies
by Centoni, Marco & Cubadda, Gianluca & Hecq, Alain
2006 The Cyclical Dynamics and Volatility of Australian Output and Employment
by Robert Dixon & David Shepherd
2006 Deregulated Wholesale Electricity Prices in Europe
by Bruno Bosco & Lucia Parisio & Matteo Pelagatti & Fabio Baldi
2006 The Contribution of Growth and Interest Rate Differentials to the Persistence of Real Exchange Rates
by Ekaterini Panopoulou & Dimitrios Malliaropulos & Theologos Pantelidis & Nikitas Pittis
2006 How Risk Averse are Fund Managers? Evidence from Irish Mutual Funds
by Thomas J. Flavin
2006 Information Spillovers and Size-sorted Portfolios: Structural Evidence from Australia
by George Milunovich
2006 Estimation of Approximate Factor Models: Is it Important to have a Large Number of Variables?
by Chris Heaton & Victor Solo
2006 Global versus Country-Specific Shocks and International Business Cycles
by Michel Normandin & Bruno Powo Fosso
2006 The Role of Production Progress and Human Capital in the Economic Growth of Latvia
by Aleksejs Melihovs & Gundars Davidsons
2006 A Factor Model of the Term Structure of Interest Rates and Risk Premium Estimation for Latvia's Money Market
by Viktors Ajevskis & Kristine Vitola
2006 Exports, Imports and Economic Growth in India
by László Kónya & Jai Pal Singh
2006 Model Uncertainty and Bayesian Model Averaging in Vector Autoregressive Processes
by Rodney W. Strachan & Herman K. van Dijk
2006 Bayesian Inference in a Cointegrating Panel Data Model
by Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan
2006 Great Ratios, Balanced Growth and Stochastic Trends: Evidence for the Euro Area
by M.S.Rafiq
2006 A General Representation Theorem for Integrated Vector Autoregressive Processes
by Massimo Franchi
2006 Linking Simple Economic Theory Models and the Cointegrated Vector AutoRegressive Model: Some Illustrative Examples
by Niels Framroze Møller
2006 Investing in European Stock Markets for High-Technology Firms
by Christian Pierdzioch & Andrea Schertler
2006 The Permanent Effect of Domestic Income on the Growth of Governments
by Gabriella Legrenzi
2006 Sustainability of Public Debt and Budget Deficit: Panel cointegration analysis for the European Union Member countries
by Silika Prohl & Friedrich G. Schneider
2006 Israel, the Palestinian Factions, and the Cycle of Violence
by Jaeger, David A. & Paserman, Daniele
2006 Israel, the Palestinian Factions, and the Cycle of Violence
by David A. Jaeger & M. Daniele Paserman
2006 The Cyclical Behavior of Shadow and Regular Employment
by Maurizio Bovi
2006 Through a glass darkly: Deciphering the impact of oil price shocks
by Ashima Goyal & Arjun Singh
2006 Forecasting Employment for Germany
by Darius Hinz & Camille Logeay
2006 Arbitrage, Covered Interest Parity and Long-Term Dependence between the US Dollar and the Yen
by Peter G. Szilagyi & Jonathan A. Batten
2006 Seasonal Cycles in European Agricultural Commodity Prices
by Jumah, Adusei & Kunst, Robert M.
2006 Testing Optimal Punishment Mechanisms under Price Regulation: the Case of the Retail Market for Gasoline
by Robert Gagné & Simon van Norden & Bruno Versaevel
2006 Bayesian inference for the mixed conditional heteroskedasticity model
by Luc Bauwens & Jeroen V.K. Rombouts
2006 The Effects of Monetary-Policy Shocks on Real Wages: A Multi-Country Investigation The Effects of Monetary-Policy Shocks on Real Wages: A Multi-Country Investigationv
by Michel Normandin
2006 Identification of Technology Shocks in Structural VARs
by Fève, Patrick & Guay, Alain
2006 Multivariate modelling of long memory processes with common components
by Claudio Morana
2006 Net Inflows and Time-Varying Alphas: The Case of Hedge Funds
by Andrea Beltratti & Claudio Morana
2006 Comovements in International Stock Markets
by Andrea Beltratti & Claudio Morana
2006 International Stock Markets Comovements: the Role of Economic and Financial Integration
by Claudio Morana
2006 The Welfare Cost of Macroeconomic Uncertainty in the Post-War Period
by João Victor Issler & Afonso Arinos de Mello Franco & Osmani Teixeira de Carvalho Guillén
2006 Forecasting Accuracy and Estimation Uncertainty using VAR Models with Short- and Long-Term Economic Restrictions: A Monte-Carlo Study
by Osmani Teixeira de Carvalho Guillén & João Victor Issler & George Athanasopoulos
2006 GHICA - Risk Analysis with GH Distributions and Independent Components
by Ying Chen & Wolfgang Härdle & Vladimir Spokoiny
2006 Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break
by Carsten Trenkler & Pentti Saikkonen & Helmut Lütkepohl
2006 Common and Uncommon Sources of Growth in Asia Pacific
by Enzo Weber
2006 The Euro and the Transatlantic Capital Market Leadership: A Recursive Cointegration Analysis
by Enzo Weber
2006 Macroeconomic Integration in Asia Pacific: Common Stochastic Trends and Business Cycle Coherence
by Enzo Weber
2006 When did the 2001 recession really start?
by Jörg Polzehl & Vladimir Spokoiny & Catalin Starica
2006 Finite Sample Properties of Impulse Response Intervals in SVECMs with Long-Run Identifying Restrictions
by Ralf Brüggemann
2006 Bootstrapping Systems Cointegration Tests with a Prior Adjustment for Deterministic Terms
by Carsten Trenkler
2006 VAR Modeling for Dynamic Semiparametric Factors of Volatility Strings
by Ralf Brüggemann & Wolfgang Härdle & Julius Mungo & Carsten Trenkler
2006 British Interest Rate Convergence between the US and Europe: A Recursive Cointegration Analysis
by Enzo Weber
2006 Forcasting in large cointegrated processes
by Hiroaki Chigira & Taku Yamamoto
2006 Cointegration, Integration, and Long-Term Forcasting
by Hiroaki Chigira & Taku Yamamoto
2006 An Empirical Model of Daily Highs and Lows
by Yin-wong Cheung
2006 Time Series Analysis of the Expectations Hypothesis for the Japanese Term Structure of Interest Rates in the Presence of Multiple Structural Breaks
by Sugita, Katsuhiro
2006 Bayesian Analysis of Dynamic Multivariate Models with Multiple Structural Breaks
by Sugita, Katsuhiro
2006 Does Oil Price Uncertainty Transmit to Stock Markets?
by Ågren, Martin
2006 Cointegration and the stabilizing role of exchange rates
by Alexius, Annika & Post, Erik
2006 Stock Data, Trade Durations, And Limit Order Book Information
by Simonsen, Ola
2006 The Impact of News Releases on Trade Durations in Stocks -Empirical Evidence from Sweden
by Simonsen, Ola
2006 A Simultaneous Model of the Swedish Krona, the US Dollar and the Euro
by Lindblad, Hans & Sellin, Peter
2006 Forecasting inflation with an uncertain output gap
by Bjørnland, Hilde C. & Brubakk, Leif & Jore, Anne Sofie
2006 Real Exchange Rate Adjustment In European Transition Countries
by Maican, Florin G. & Sweeney, Richard J.
2006 Russia’s common market takes shape: Price convergence and market integration among Russian regions
by Gluschenko, Konstantin
2006 Taking the temperature – forecasting GDP growth for mainland China
by Curran, Declan & Funke, Michael
2006 The New Keynesian Model and the Long-run Vertical Phillips Curve: Does it hold for Germany?
by Ulrich Fritsche & Jan Gottschalk
2006 Bank Lending and Asset Prices in the Euro Area
by Frömmel, Michael & Schmidt, Torsten
2006 Taking the Temperature - Forecasting GDP Growth for Mainland China
by Declan Curran & Michael Funke
2006 Mobilidade do Capital e Sustentabilidade Externa: uma aplicação da tese de F-H a Portugal (1910-2004)
by João Sousa Andrade
2006 Reexamining the linkages between inflation and output growth: A bivariate ARFIMA-FIGARCH approach
by Mustafa Caglayan & Feng Jiang
2006 Unit Roots and Structural Breaks: A Survey of the Literature
by Joseph P. Byrne & Roger Perman
2006 Testing Optimal Punishment Mechanisms under Price Regulation: the Case of the Retail Market for Gasoline
by Robert Gagné & Simon van Norden & Bruno Versaevel
2006 A further step into the ELGH and TLGH for Spain and Italy
by Isabel Cortés_Jiménez & Manuela Pulina
2006 Is public capital productive in Europe?
by Jerome Creel & Gwenaëlle Poilon
2006 How the Removal of Deposit Rate Ceilings Has Changed Monetary Transmission in the US: Theory and Evidence
by Karel Mertens
2006 Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break
by Carsten Trenkler & Pentti Saikkonen & Helmut Luetkepohl
2006 Identifying Monetary Policy Shocks via Changes in Volatility
by Markku Lanne, Helmut Luetkepohl
2006 Near-Optimal Unit Root Tests with Stationary Covariates with Better Finite Sample Size
by Elena Pesavento
2006 The Long-Run Phillips Curve and Non-Stationary Inflation
by Bill Russell, Anindya Banerjee
2006 Forecasting Emerging Market Indicators: Brazil and Russia
by Victor Bystrov
2006 A Two-step estimator for large approximate dynamic factor models based on Kalman filtering
by Catherine Doz & Domenico Giannone & Lucrezia Reichlin
2006 The Importance of Stock Market Returns in Estimated Monetary Policy Rules: a Structural Approach
by Vázquez Pérez, Jesús
2006 Yapisal Kirilma Altinda Para Talebinin Istikrari: Türkiye Örnegi
by Nazif Catik
2006 The Asymmetric Effect Of The Business Cycle On The Relation Between Stock Market Returns And Their Volatility
by P.N. Smith & S. Sorensen & M.R. Wickens
2006 Forecasting measures of inflation for the Estonian economy
by Agostino Consolo
2006 Is the International Diversification Potential Diminishing? Foreign Equity Inside and Outside the US
by Lewis, Karen K.
2006 Projection Minimum Distance: An Estimator for Dynamic Macroeconomic Models
by Jorda, Oscar & Kozicki, Sharon
2006 A Bootstrap Method for Identifying and Evaluating a Structural Vector Autoregression
by Hoover, Kevin & Demiralp, Selva & Perez, Stephen J.
2006 Through a Glass Darkly - Deciphering the Impact of Oil Price Shocks
by Ashima Goyal & Arjun Singh
2006 Reliability of Structural Shocks Estimates from a Bivariate SVAR Model - The Case of Southeast Asian Countries
by Arief Ramayandi
2006 Maximum Likelihood and Gaussian Estimation of Continuous Time Models in Finance
by Peter C. B. Phillips & Jun Yu
2006 Non-Stationary Inflation and the Markup: an Overview of the Research and some Implications for Policy
by Bill Russell
2006 Sector diversification during crises: a European perspective
by Michel Beine & Pierre-Yves Preumont & Ariane Szafarz
2006 The anchoring of European inflation expectations
by Jan Marc Berk & Gerbert Hebbink
2006 Modelling Turkish Migration to Germany
by Sule Akkoyunlu & Boriss Siliverstovs
2006 Wake me up before you GO-GARCH
by H. Peter Boswijk & Roy van der Weide
2006 A Weak Bifurcation Theory for Discrete Time Stochastic Dynamical Systems
by Cees Diks & Florian Wagener
2006 Long Run Profit Maximization in the Turkish Manufacturing Sector
by Avni Onder Hanedar & Elmas Yaldiz & Ozgul Bilici & Onur Akkaya
2006 Public Infrastructures and Regional Asymmetries in Spain
by Alfredo M. Pereira & Oriol Roca Sagales
2006 Public Investment in Transportation Infrastructures and Industry Performance in Portugal
by Alfredo M. Pereira & Jorge M. Andraz
2006 Public Investment and Budgetary Consolidation in Portugal
by Alfredo M. Pereira & Maria de F�tima Pinho
2006 Public Investment, Economic Performance and Budgetary Consolidation: VAR Evidence for the 12 Euro Countries
by Alfredo M. Pereira & Maria de F�tima Pinho
2006 On The Economic And Budgetary Effects Of Investments In Scuts -The Portuguese Toll-Free Highways
by Alfredo M. Pereira & Jorge M. Andraz
2006 On the Economic and Fiscal Effects of Investment in Road Infrastructure in Portugal
by Alfredo M. Pereira & Jorge M. Andraz
2006 Modelling Financial High Frequency Data Using Point Processes
by Luc, BAUWENS & Nikolaus, HAUTSCH
2006 Bayesian Inference in Dynamic Disequilibrium Models : an Application to the Polish Credit Market
by Luc, BAUWENS & Michel, LUBRANO
2006 Intra-Daily FX Optimal Portfolio Allocation
by Luc, BAUWENS & Walid, BEN OMRANE & Erick, Rengifo
2006 Monetary Transmission and Bank Lending in Portugal: A Sectoral Approach
by José Alberto Fuinhas
2006 Testing for Efficiency in Selected Developing Foreign Exchange Markets: An Equilibrium-based Approach
by Nikolaos Giannellis & Athanasios Papadopoulos
2006 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 Papadopoulos
2006 When Anti-Dumping Measures Lead to Increased Market Power: A Case Study of the European Salmon Market
by Asche, Frank & Steen, Frode
2006 Does Information Help Recovering Structural Shocks from Past Observations?
by Giannone, Domenico & Reichlin, Lucrezia
2006 A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models
by Doz, Catherine & Giannone, Domenico & Reichlin, Lucrezia
2006 Impulse Response Functions from Structural Dynamic Factor Models: A Monte Carlo Evaluation
by Kapetanios, George & Marcellino, Massimiliano
2006 A Parametric Estimation Method for Dynamic Factor Models of Large Dimensions
by Kapetanios, George & Marcellino, Massimiliano
2006 Boosting Your Instruments: Estimation with Overidentifying Inequality Moment Conditions
by Moon, Hyungsik Roger & Schorfheide, Frank
2006 Israel, the Palestinian Factions and the Cycle of Violence
by Jaeger, David A & Paserman, Marco Daniele
2006 Has Monetary Policy Become More Effective?
by Boivin, Jean & Giannoni, Marc
2006 The derivatives of complex characteristic roots in the econometric modelling textbook of Kuh et al
by Arie ten Cate
2006 Nonparametric density estimation for positive time series
by BOUEZMARNI, Taoufik & ROMBOUTS, Jeroen V. K.
2006 Modelling financial high frequency data using point processes
by BAUWENS, Luc & HAUTSCH, Nikolaus
2006 Bayesian inference in dynamic disequilibrium models: an application to the Polish credit market
by BAUWENS, Luc & LUBRANO, Michel
2006 Intra-daily FX optimal portfolio allocation
by BAUWENS, Luc & BEN OMRANE, Walid & RENGIFO, Erick
2006 Tourism, environmental quality and economic growth: empirical evidence and policy implications
by M. Pulina & B. Biagi
2006 CHICAGO: A Fast and Accurate Method for Portfolio Risk Calculation
by Simon A. BRODA & Marc S. PAOLELLA
2006 An Econometric Analysis of Emission Trading Allowances
by Marc S. Paoletta & Luca Taschini
2006 Portfolio Optimization wehn Risk Factors are Conditionally Varying and Heavy Tailed
by Toker Doganoglu & Christoph Hartz & Stefan Mittnik
2006 Multivariate Normal Mixture GARCH
by Markus Haas & Stefan Mittnik & Marc S. Paolella
2006 Tests in contingency tables as regression tests
by Stanislav Anatolyev & Grigory Kosenok
2006 Japanese Foreign Exchange Intervention and the Yen/Dollar Exchange Rate: A Simultaneous Equations Approach Using Realized Volatility
by Eric Hillebrand & Gunther Schnabl & Yasemin Ulu
2006 Identifying Monetary Policy Shocks viaChanges in Volatility
by Markku Lanne & Helmut Luetkepohl
2006 Modelling Structural Breaks in the US, UK and Japanese Unemployment Rates
by Guglielmo Maria Caporale & Luis A. Gil-Alana
2006 Structural Vector Autoregressions with Nonnormal Residuals
by Markku Lanne & Helmut Luetkepohl
2006 Semiparametric Estimation of Fractional Cointegration
by Javier Hualde & Peter M Robinson
2006 Finite Sample Performance in CointegrationAnalysis of Nonlinear Time Series with LongMemory
by Afonso Gonçalves da Silva & Peter M Robinson
2006 Instrumental Variables Estimation of Stationaryand Nonstationary Cointegrating Regressions
by M. Gerolimetto & Peter M Robinson
2006 Root-N-Consistent Estimation Of Weakfractional Cointegration
by Javier Hualde & Peter M Robinson
2006 Root-N-Consistent Estimation Of Weakfractional Cointegration
by Javier Hualde & A Robinson
2006 Capital Flow Volatility And Exchange Rates-- The Case Of India
by Pami Dua & Partha Sen
2006 A Bootstrap Method for Identifying and Evaluating a Structural Vector Autoregression
by Kevin Hoover & Selva Demiralp & Stephen J. Perez
2006 A New Approach to Factor Vector Autoregressive Estimation with an Application to Large-Scale Macroeconometric Modelling
by Fabio C. Bagliano & Claudio Morana
2006 Macroeconometric Modelling with a Global Perspective
by Pesaran, M.H. & Smith, R.
2006 Why Did the Sign of the Price-Output Correlation Change? Evidence from a Structural VAR with GARCH Errors
by James Peery Cover & C. James Hueng
2006 Threshold Random Walks in the U.S. Stock Market
by Zisimos Koustas & Jean-Francois Lamarche & Apostolos Serletis
2006 Policy-Induced Mean Reversion in the Real Interest Rate?
by Zisimos Koustas & Jean-Francois Lamarche
2006 The real interest rate, the real oil price, and US unemployment revisited
by Spyros Andreopoulos
2006 Market Conduct, Price Interdependence and Exchange Rate Pass-Through
by Sophocles N. Brissimis & Theodora S. Kosma
2006 Mergers and Government Policy
by Margarita Sapozhnikov
2006 Forecasting inflation with an uncertain output gap
by Hilde C. Bjørnland & Leif Brubakk & Anne Sofie Jore
2006 Macro factors in the term structure of credit spreads
by Maurizio Luisi & Jeffery D. Amato
2006 Stock exchanges industry consolidation and shock transmission
by Idier, J.
2006 Convergence in Household Credit Demand Across Euro Area Countries: Evidence from Panel Data
by De Bandt. O. & Bruneau, C. & El Amri, W.
2006 La fonction de demande de monnaie pour la zone euro : un réexamen
by Avouyi-Dovi, S. & Brun, M. & Dreyfus, A. & Drumetz, F. & Oung, V. & Sahuc, J-G.
2006 Is the Inflation-Output Nexus Asymmetric in the Euro Area?
by Baghli, M. & Cahn, C. & Fraisse, H.
2006 The transmission of monetary policy shocks from the US to the euro area
by Andrea Nobili & Stefano Neri
2006 Convergences of prices and rates of inflation
by Fabio Busetti & Silvia Fabiani & Andrew Harvey
2006 Understanding the Money-Prices Relationship Under Low and High Inflation Regimes: Argentina 1970-2005
by Emiliano Basco & Laura D´Amato & Lorena Garegnani
2006 Canadian City Housing Prices and Urban Market Segmentation
by Jason Allen & Robert Amano & David P. Byrne & Allen W. Gregory
2006 Short-Run and Long-Run Causality between Monetary Policy Variables and Stock Prices
by Jean-Marie Dufour & David Tessier
2006 Forecasting Substantial Data Revisions in the Presence of Model Uncertainty
by Anthony Garratt & Gary Koop & Shaun P. Vahey
2006 Investing Under Model Uncertainty: Decision Based Evaluation of Exchange Rate and Interest Rate Forecasts in the US, UK and Japan
by Anthony Garratt & Kevin Lee
2006 New evidence of the real interest rate parity for OECD countries using panel unit root tests with breaks
by Mariam Camarero & Josep Lluis Carrion Silvestre & Cecilio Tamarit
2006 Multivariate GARCH models and Black-Litterman approach for tracking error constrained portfolios: an empirical analysis
by Giulio PALOMBA
2006 Forecasting US bond yields at weekly frequency
by Riccardo LUCCHETTI & Giulio PALOMBA
2006 Cliométrie de l’engorgement en France. Evaluation théorique et empirique
by Magali Jaoul-Grammare
2006 Public Capital Spillovers and Growth: A Foray Downunder
by Timothy Kam & Yi-Chia Wang
2006 A Gaussian IV estimator of cointegrating relations
by Gunnar Bårdsen & Niels Haldrup
2006 A Back-of-the-Envelope Rule to Identify Atheoretical VARs
by Urzúa, Carlos M.
2006 An EWMA model application for quality control analysis in the production of primary aluminium: CVG-Venalum case
by Marianela Luzardo Briceño
2006 Economic growth in Latin America: structural breaks or fundamentals
by Rómulo A.Chumacero & J.Rodrigo Fuentes
2006 A Structural VAR Analysis of the Determinants of Capital Flows into Turkey
by Ali Askin Culha
2006 Analysis of Foreign Imbalances and Exchange Rate Policy in the Romanian Economy
by Scutaru, Cornelia & Iordan, Mioara & Stanica, Cristian & Pauna, Bianca
2006 Optimization models and their applicability in the analysis of regional economic cycles analysis
by Mateu Sbert, Josep & Riera Font , Antoni
2006 A methodology proposal for Stock Market Reactions to Expensing Stock Option Compensations
by Radu Lupu
2006 Modelling Demand for Money in Latvia (in Russian)
by Boriss Siliverstovs
2006 Monetary approach to inflation: A medium-term structural model in a small open economy (the case of the Czech Republic in 1996-2004)
by Josef Arlt & Jan Kodera & Martin Mandel & Vladimír Tomšík
2006 Formal model of economy in transition - case of Slovak republic
by Mikuláš Luptáčik & Viliam Páleník & Vladimír Kvetan & Ján Ďuraš & Jana Hrivnáková & Peter Ondko
2006 The model of unobservable components and its use for identification of time series common trends
by Josef Arlt & Petr Pokorný
2006 An Investigation of the German Dominance Hypothesis in the Context of Eastern Enlargement of the EU
by Mete Feridun
2006 Money, Inflation, and Growth in Pakistan
by Abdul Qayyum
2006 Asymmetric Effects of Government Spending: Does the Level of Real Interest Rates Matter?
by Woon Gyu Choi & Michael B. Devereux
2006 A Time Series Test of Innovation-Driven Endogenous Growth
by Norman H. Sedgley
2006 Forecasting Inflation: An Art as Well as a Science!
by Ard Reijer & Peter Vlaar
2006 Wechselwirkungen zwischen Innovations- und Wachstumsprozessen in Deutschland 1951-1999 im Vergleich zu 1850-1913
by Andre Jungmittag & Hariolf Grupp
2006 Government Expenditures In China And Taiwan: Do They Follow Wagner¡¯S Law?
by Chiung-Ju Huang
2006 Measuring Productive Efficiency Incorporating Firms¡¯ Heterogeneity: An Empirical Analysis
by Ruhul A. Salim
2006 Use of Partial Cumulative Sum to Detect Trends and Change Periods for Nonlinear Time Series
by Berlin Wu & Liyang Chen
2006 Sources of Growth and Behavior of TFP in Chile
by Rodrigo Fuentes & Mauricio Larraín & Klaus Schmidt-Hebbel
2006 U.S. Wage and Price Dynamics: A Limited-Information Approach
by Argia M. Sbordone
2006 Factor Model Forecasts for New Zealand
by Troy D. Matheson
2006 Are Stock Markets Integrated? Evidence from a Partially Segmented ICAPM with Asymmetric Effects
by Mohamed El Hedi Arouri
2006 Interdependence of ASEAN Business Cycles
by Hway-Boon Ong, Chin-Hong Puah, Muzafar Shah Habibullah
2006 Openness, Globalization and Economic Growth: Empirical Evidence from Cote d´Ivoire, 1969-2002
by Aka, B.F.
2006 Using Macro-Financial Variables To Forecast Recessions. An Analysis Of Canada, 1957-2002
by Khurshid M. KIANI & Terry L. KASTENS
2006 Panel non stationary tests of the Fisher hypothesis in a world wide context. An analysis of 114 economies during the period 1960-2004
by Helmut Herwartz & Hans-Eggert Reimers
2006 Inflation and Disinflation Policy in Turkey Between 1974-2002: LSTVAR Analysis
by Bildirici, E. & Cosar, N.
2006 On The Fisher Effect And Inflation Dynamics In Low-Income Countries: An Assessment Of Sub-Saharan Africa Economies
by NANDWA, Boaz
2006 Common trends and common cycles in Canada: who knew so much has been going on?
by Elizabeth Wakerly & Byron Scott & James Nason
2006 Comportement de l’indice de risque pays en regime de fixite extreme des changes
by Caroline Duburcq
2006 La contagion de la crise asiatique : dynamiques de court terme et de long terme
by Mohamed Ayadi & Riadh Boudhina & Wajih Khallouli & Rene Sandretto
2006 Peut-on parler de deficits jumeaux pour la Turquie ? Une etude empirique sur la periode 1988-2000
by Thomas Jobert & Irem Zeyneloglu
2006 Canaux de transmission de la politique monétaire dans l'ue. Le cas de trois nouveaux entrants
by Jérôme Creel & Sandrine Levasseur
2006 The production function approach to the Belgian output gap, estimation of a multivariate structural time series model
by Philippe Moës
2006 Issues of Aggregation Over Time of Conditional Heteroscedastic Volatility Models: What Kind of Diffusion Do We Recover?
by Amine Trifi
2006 Directional Congestion and Regime Switching in a Long Memory Model for Electricity Prices
by Niels Haldrup & Morten Ø. Nielsen
2006 Unemployment and Inflation Regimes
by Anders Warne & Anders Vredin
2006 Non-linear Real Exchange Rate Effects in the UK Labour Market
by Costas Milas & Gabriella Legrenzi
2006 Support for Governments and Leaders: Fractional Cointegration Analysis of Poll Evidence from the UK, 1960-2004
by James E. H. Davidson & David A. Peel & J. David Byers
2006 Structural Factor-Augmented VARs (SFAVARs) and the Effects of Monetary Policy
by Francesco Belviso & Fabio Milani
2006 How Does the New Keynesian Monetary Model Fit in the U.S. and the Eurozone? An Indirect Inference Approach
by Ramón MarÃa-Dolores & Jesús Vázquez
2006 Les marchés financiers comme indicateurs avancés des retournements conjoncturels : le cas américain
by GAUTIER, E.
2006 Ìndice de Atividade Econômica: Construção e Testes de Previsão dos Modelos de Filtro de Kalman e Box-Jenkins
by Vamerson Schwingel Ribeiro & Joilson Dias
2006 Diferenciação Horizontal e Poder de Mercado: Os Efeitos do E-Banking sobre as Tarifas Bancárias
by Luiz Humberto Cavalcante Veiga
2006 Efeitos Reais e Nominais sobre as Flutuações da Taxa Real de Câmbio Brasil/Estados Unidos: Um Estudo Empírico Usando VAR (1999-2003)
by Sinézio Fernandes Maia & Hilton Martins de Brito Ramalho
2005 Using a Nonlinear Filter to Estimate a Multifactor Term Structure Model with Gaussian Mixture Innovations
by Wolfgang Lemke
2005 A Limited Information Approach to the Simultaneous Estimation of Wage and Price Dynamics
by Argia M. Sbordone
2005 Investment Decisions Under Model Uncertainty: An Application Using Exchanger Rate and Interest Rate Forecasts
by Kevin Lee & Anthony Garratt
2005 Who made Who? An Empirical Analysis of Competitive Balance in European Soccer Leagues
by Leif Brandes & Egon Franck
2005 Who made Who? An Empirical Analysis of Competitive Balance in European Soccer Leagues
by Leif Brandes & Egon Franck
2005 Testing for Panel Cointegration with Multiple Structural Breaks
by Westerlund, Joakim
2005 Testing for Error Correction in Panel Data
by Westerlund, Joakim
2005 Panel Cointegration Tests of the Fisher Hypothesis
by Westerlund, Joakim
2005 Is China an Optimum Currency Area?
by Byström, Hans & Olofsdotter , Karin & Söderström, Lars
2005 A Note on Deficit, Implicit Debt, and Interest Rates
by Zijun Wang
2005 Transnational Terrorism 1968–2000: Thresholds, Persistence, and Forecasts
by Walter Enders & Todd Sandler
2005 Unobserved Components Methods To Estimate Potential Gdp (The Case Of Romania)
by Stanica, Cristian Nicolae
2005 Stochastic Modelling And Prognosis Of An Underlying Asset Pricing
by Cipu, Elena Corina & Panzar, Laura
2005 The Elasticity of Substitution across Maturities in International Capital Markets: A Simple Test
by Drakos, Konstantinos
2005 Time-Varying Estimates for the Natural Rate of Unemployment and the Phillips Curve in the US Using the Kalman Filter
by Hacker, R. Scott & Hatemi-J, Abdulnasser
2005 US Equity Market Spili-Over and Contagion Effects on Selected Asian Markets Vis-à-vis September 11
by Hatemi-J , Abdulnasser & Roca, Eduardo & Tang, Fang
2005 Türkiye''de Döviz Kuru Dinamikleri: 1987-2004
by Mehmet ORHAN & Sami KEŞKEK
2005 Türkiye''deki Ekonomik Dalgalanmaların Belirleyicileri: Var Analiz Yaklaşımı
by Ahmet ÇETİN
2005 Cari Açık Büyümenin mi Aşırı Değerli TL’nin mi Sonucudur?
by Adnan KASMAN & Evrim TURGUTLU & Gonca KONYALI
2005 Firm's R & D Behavior Under Rational Expectations
by Dimitrios D. Thomakos & Prasad S. Bhattacharya
2005 Terms of Trade and Supply Response of Indian Agriculture: Analysis in Cointegration Framework
by Surajit Deb
2005 Is a Newspaper's Companion Website a Competing Outlet Channel for the Print Version?
by Kaiser, Ulrich
2005 Do Magazines' "Companion Websites" Cannibalize the Demand for the Print Version?
by Kaiser, Ulrich & Kongsted, Hans Christian
2005 Convergence of European Spot Market Prices for Natural Gas? A Real-Time Analysis of Market Integration using the Kalman Filter
by Neumann, Anne & Siliverstovs, Boriss
2005 Autoregressive distributed lag models and cointegration
by Hassler, Uwe & Wolters, Jürgen
2005 Liquidity supply and adverse selection in a pure limit order book market
by Frey, Stefan & Grammig, Joachim
2005 The Decline in German Output Volatility: A Bayesian Analysis
by Liesenfeld, Roman & Hogrefe, Jens & Aßmann, Christian
2005 Modeling the FIBOR/EURIBOR Swap Term Structure : An Empirical Approach
by Blaskowitz, Oliver J. & Herwartz, Helmut & de Cadenas Santiago, Gonzalo
2005 Does Consumption-Wealth Ratio Signal Stock Returns? : VECM Results for Germany
by Xu, Fang
2005 Short-run and long-run comovement of GDP and some expenditure aggregates in Germany, France and Italy
by Knetsch, Thomas A.
2005 How synchronized are central and east European economies with the euro area? Evidence from a structural factor model
by Eickmeier, Sandra & Breitung, Jörg
2005 Common stationary and non-stationary factors in the euro area analyzed in a large-scale factor model
by Eickmeier, Sandra
2005 Money and prices in the Polish economy. Seasonal cointegration approach
by Jacek Kotlowski
2005 Inter-Regional Price Convergence and Market Integration in Russia
by Konstantin Gluschenko
2005 How the gold standard functioned in Portugal: an analysis of some macroeconomic aspects
by António Portugal Duarte & João Sousa Andrade
2005 Stock market returns and economic activity: evidence from wavelet analysis
by Marco Gallegati
2005 Reduced-Rank Identification of Structural Shocks in VARs
by Yuriy Gorodnichenko
2005 Does information help recovering fundamental structural shocks from past observations?
by Domenico Giannone & Lucrezia Reichlin
2005 Sticky prices, fair wages, and the co-movements of unemployment and labor productivity growth
by Fabien Tripier
2005 Empirical Comparison of Sticky Price and Sticky Information Models
by Oleg Korenok
2005 Model Of Inflation Processes In The Republic Of Belarus
by Valery Chernookiy
2005 Structural Factor-Augmented VAR (SFAVAR) and the Effects of Monetary Policy
by Francesco Belviso & Fabio Milani
2005 Demand and productivity components of business cycles: Estimates and implications
by Dufourt
2005 The Cyclical Behaviour of Shadow and Regular Employment
by Maurizio Bovi
2005 A Cointegration Analysis of the Long-Run Supply Response of Spanish Agriculture to the Common Agricultural Policy
by Jose Mendez & Ricardo Mora & Carlos San Juan Mesonada
2005 Market Power in International Commodity Processing Chains: Preliminary Results from the Coffee Market
by Ben Shepherd
2005 The Impact of US Subsidies on the World Cotton Market: A Reassessment
by Ben Shepherd
2005 Purchasing power parity: an empirical study of three EMU countries
by António Portugal Duarte
2005 An Econometric Analysis of Foreign Direct Investment Flows into Turkey from Major Global Regions: 1975-1999
by Ferda Halicioglu
2005 Structural versus Temporary Drivers of Country and Industry Risk
by Lieven Baele & Koen Inghelbrecht
2005 Trade Balance and Exchange-Rate for a Small Open Economy during the EMS: The Hellenic Case 1983:1-1995:12
by Stamatopoulos Theodoros
2005 Purchasing power parity: an empirical study of three EMU countries
by António Portugal Duarte
2005 The Portuguese Disinflation Process: Analysis of Some Costs and Benefits
by António Portugal Duarte
2005 Investigating Non-Linearities in the Relationship Between Real Exchange Rate Volatility and Trade
by Olivier Bonroy & Jean-Philippe Gervais & Bruno Larue
2005 Solving, Estimating and Selecting Nonlinear Dynamic Economic Models without the Curse of Dimensionality
by Viktor Winschel
2005 Application Of Garch Models In Forecasting The Volatility Of Agricultural Commodities
by Tony Guida & Olivier Matringe
2005 Testing Efficiency Of The Copper Futures Market: New Evidence From London Metal Exchange
by Dimitris Kenourgios & Aristeidis Samitas
2005 Time-varying Beta Risk of Pan-European Industry Portfolios: A Comparison of Alternative Modeling Techniques
by Sascha Mergner & Jan Bulla
2005 The Contagion Effect of the Terrorist Attacks of the 11th of September
by Joao Leitao & Cristovao Oliveira
2005 Time-varying Beta Risk of Pan-European Sectors: A Comparison of Alternative Modeling Techniques
by Sascha Mergner
2005 Do Time-Varying Covariances, Volatility Comovement and Spillover Matter?
by Lakshmi Balasubramanyan
2005 Correlation Dynamics in European Equity Markets
by Colm Kearney & Valerio Poti
2005 Business cycle effects on Portfolio Credit Risk: scenario generation through Dynamic Factor analysis
by rea cipollini & giuseppe missaglia
2005 State Space Modelling of Cointegrated Systems using Subspace Algorithms
by Segismundo Izquierdo & Ces�reo Hern�ndez & Javier Pajares
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
2005 Classical Estimation of Multivariate Markov-Switching Models using MSVARlib
by BENOIT BELLONE
2005 Why does the GARCH(1,1) model fail to provide sensible longer- horizon volatility forecasts?
by Catalin Starica & Stefano Herzel & Tomas Nord
2005 Assessing Forecast Performance in a VEC Model: An Empirical Examination
by Zacharias Bragoudakis
2005 The Large Sample Behaviour of the Generalized Method of Moments Estimator in Misspecified Models
by Alastair R. Hall & Atsushi Inoue
2005 What causes the forecasting failure of Markov-Switching models? A Monte Carlo study
by Marie Bessec & Othman Bouabdallah
2005 Business cycle and sector cycles
by Matteo M. Pelagatti
2005 On detecting and modeling periodic correlation in financial data
by Ewa Broszkiewicz-Suwaj & Andrzej Makagon & Rafal Weron & Agnieszka Wylomanska
2005 Structural VAR identification in asset markets using short-run market inefficiencies
by Gultekin Isiklar
2005 Direct and Indirect Causality Between Exports and Economic Output for Bangladesh and Sri Lanka: Horizon Matters
by Judith A. Clarke & Mukesh Ralhan
2005 Government Size and Economic Growth: Time-Series Evidence for the United Kingdom, 1830-1993
by Wing Yuk
2005 Empirical Comparison of Sticky Price and Sticky Information Models
by Oleg Korenok
2005 Multivariate Autoregressive Conditional Heteroskedasticity with Smooth Transitions in Conditional Correlations
by Annastiina Silvennoinen & Timo Ter?svirta
2005 Addiction and the Interaction between Alcohol and Tobacco Consumption
by Pierpaolo Pierani & Silvia Tiezzi
2005 A Small-Sample Study of the New-Keynesian Macro Model
by Seonghoon Cho & Antonio Moreno
2005 Extracting a Common Stochastic Trend:Theories with Some Applications
by J. Isaac Miller & Yoosoon Chang & Joon Y. Park
2005 Does Exchange Rate Risk Affect Exports Asymmetrically? Asian Evidence
by WenShwo Fang & YiHao Lai & Stephen M. Miller
2005 Unit Roots and Cointegrating Matrix Estimation using Subspace Methods
by Alfredo Garcia Hiernaux & Miguel Jerez & José Casals
2005 Non-linear adjustment to purchasing power parity: an analysis using Fourier approximations
by Juan-Ángel Jiménez-Martín & M. Dolores Robles Fernández
2005 The Dynamics of Permanent and Transitory Components in International Business Cycles
by Shushanik Papanyan
2005 The Price Puzzle in Emerging Markets : Evidence from the Turkish Economy Using Model Based Risk Premium Derived from Domestic Fundamentals
by Zelal Aktas & Neslihan Kaya & Umit Ozlale
2005 The commodity currency puzzle
by Hilde C. Bjørnland & Håvard Hungnes
2005 Identifying Structural Breaks in Cointegrated VAR Models
by Håvard Hungnes
2005 The Emerging Market Crisis and Stock Market Linkages: Further Evidence
by Jian Yang & Cheng Hsiao & Qi Li & Zijun Wang
2005 The Role of Industry, Geography and Firm Heterogeneity in Credit Risk Diversification
by M. Hashem Pesaran & Til Schuermann & Björn-Jakob Treutler
2005 What if the UK had Joined the Euro in 1999? An Empirical Evaluation using a Global VAR
by M. Hashem Pesaran & L. Vanessa Smith & Ron P. Smith
2005 Modified Two Stage Least Squares Estimators for the Estimation of a Structural Vector Autoregressive Integrated Process
by Cheng Hsiao & Siyan Wang
2005 Measuring the NAIRU with Reduced Uncertainty: A Multiple Indicator-Common Component Approach
by Arabinda Basistha & Richard Startz
2005 Testing for Stationarity and Cointegration in an Unobserved Components Framework
by James Morley & Tara M. Sinclair
2005 DSGE Models in a Data-Rich Environment
by Marc P. Giannoni & Jean Boivin
2005 Testing Substitution Bias of the Solow-Residual Measure of Total Factor Productivity Using CES-Class Production Functions
by Peter A. Zadrozny & Baoline Chen
2005 Do Terms of Trade Shocks Drive Business Cycles? Some Evidence from Structural Estimation
by Thomas Lubik & Wing Leong Teo
2005 Estimating the potential output of the euro area with a semi-structural multivariate Hodrick-Prescott filter
by Matthieu LEMOINE & Odile CHAGNY
2005 Return Predictability and the Implied Intertemporal Hedging Demands for Stocks and Bonds: International Evidence
by Mark E. Wohar & David E. Rapach
2005 Forecasting Aggregates by Disaggregates
by Kirstin Hubrich & David F. Hendry
2005 Common Trends and Common Cycles in Latin America: A 2-step vs an Iterative Approach
by Alain W. HECQ
2005 Multi-Step Perturbation Solution of Nonlinear Rational Expectations Models
by Baoline Chen & Peter A. Zadrozny
2005 Do so-called multivariate filters have better revision properties? An empirical analysis
by L Christopher Plantier & Ozer Karagedikli
2005 Common Trends and Common Cycles in Canadian Sectoral Output
by Christoph Schleicher & Francisco Barillas
2005 Estimating the Stochastic Discount Factor without a Utility Function
by Fabio Araujo & Joao Victor Issler
2005 Modelling Small Economy Exports: The Case of Singapore
by Tilak Abeysinghe & Keen Meng Choy
2005 Net Foreign Assets in the Euro Area: A Cointegration Analysis
by Alessandro Girardi & Paolo Paesani
2005 Is the Discouraged Worker Effect Time-Varying?
by Carlo Altavilla & Antonio Garofalo & Concetto Paolo Vinci
2005 Designing the Optimal Length of Working Time
by Carlo Altavilla & Antonio Garofalo & Concetto Paolo Vinci
2005 Measuring inflation persistence: a structural time series approach
by M. DOSSCHE & G. EVERAERT
2005 The relative importance of symmetric and asymmetric shocks and the determination of the exchange rate
by G. PEERSMAN
2005 Is the exchange rate a shock absorber or a source of shocks? New empirical evidence
by K. FARRANT & G. PEERSMAN
2005 Is Minimum Variance Hedging Necessary for Equity Indices? A study of Hedging and Cross-Hedging Exchange Traded Funds
by Carol Alexander & Andreza Barbosa
2005 Asymmetries and Volatility Regimes in the European Equity Markets
by Carol Alexandra & Emese Lazar
2005 On The Continuous Limit of GARCH
by Carol Alexandra & Emese Lazar
2005 The Continuous Limit of GARCH Processess
by Carol Alexandra & Emese Lazar
2005 Statistical Tests of the Rank of a Matrix and Their Applications in Econometric Modelling
by Gonzalo Camba-Mendez & George Kapetanios
2005 Forecasting Financial Crises and Contagion in Asia Using Dynamic Factor Analysis
by Andrea Cipollini & George Kapetanios
2005 The Implied-Realized Volatility Relation with Jumps in Underlying Asset Prices
by Bent Jesper Christensen & Morten Ørregaard Nielsen
2005 Identifying the New Keynesian Phillips Curve
by James M. Nason & Gregor W. Smith
2005 Forecasting Inflation Through a Bottom-Up Approach: The Portuguese Case
by Cláudia Duarte & António Rua
2005 Education, innovation and economic growth in Cameroon
by Ngwa Edielle, T. H. Jackson
2005 Source of Output dynamics in USA vs. Great Britain: supply, demand or nominal shocks
by Rzigui, Lotfi
2005 External shocks and economic fluctuations: evidence from Tunisia
by Rzigui, Lotfi
2005 Infrastructure and Development Interlinkage in West Bengal: A VAR Analysis
by Majumder, Rajarshi & Mukherjee, Dipa
2005 Оценивание Равновесного Реального Обменного Курса Российского Рубля
by Shumilov, Andrei & Sosunov, Kirill
2005 A Macroeconomic Simulation Model for Uzbekistan: Technical Guide to Macroeconomic Applications
by Lord, Montague J.
2005 Does one monetary policy fit all? the determinants of inflation in EMU countries
by Boschi, Melisso & Girardi, Alessandro
2005 Identifying long run supply curve of India
by Goyal, Ashima & Pujari, Ayan Kumar
2005 A Multivariate Generalized Orthogonal Factor GARCH Model
by Lanne, Markku & Saikkonen, Pentti
2005 Indirect estimation of Markov switching models with endogenous switching
by Otranto, Edoardo & Calzolari, Giorgio & Di Iorio, Francesca
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
2005 Discrimination between deterministic trend and stochastic trend processes
by Caiado, Jorge & Crato, Nuno
2005 Explaining the gaps in labour productivity in some developed countries
by Razzak, Weshah
2005 Testing the New Keynesian Phillips curve through Vector Autoregressive models: Results from the Euro area
by Fanelli, Luca
2005 Estimating regressions and seemingly unrelated regressions with error component disturbances
by Paolo, Foschi
2005 Testing for Asymmetries in the Preferences of the Euro-Area Monetary Policymaker
by Alvaro Aguiar & Manuel M. F. Martins
2005 Factor model forecasts for New Zealand
by Troy Matheson
2005 Modelling Security Market Events in Continuous Time: Intensity Based, Multivariate Point Process Models
by Clive G. Bowsher
2005 Portugal-EU convergence revisited: evidence for the period 1960-2003
by Miguel Lebre de Freitas
2005 What causes the forecasting failure of Markov-switching models ? A Monte Carlo study
by Bouabdallah, Othman & Bessec, Marie
2005 La fonction de demande de monnaie pour la zone euro : un réexamen
by Brun, Matthieu & Dreyfus, Alain & Avouyi-Dovi, Sanvi & Drumetz, Françoise & Oung, Vichett & Sahuc, Jean-Guillaume
2005 The Myth of Long-Horizon Predictability
by Jacob Boudoukh & Matthew Richardson & Robert Whitelaw
2005 Downside Risk
by Andrew Ang & Joseph Chen & Yuhang Xing
2005 Global Business Cycles and Credit Risk
by M. Hashem Pesaran & Til Schuermann & Björn-Jakob Treutler
2005 Implications of Dynamic Factor Models for VAR Analysis
by James H. Stock & Mark W. Watson
2005 Measuring inflation persistence: a structural time series approach
by Maarten Dossche & Gerdie Everaert
2005 Finite-Sample Simulation-Based Inference in VAR Models with Applications to Order Selection and Causality Testing
by DUFOUR, Jean-Marie & JOUINI, Tarek
2005 Asymptotic Distribution of a Simple Linear Estimator for VARMA Models in Echelon Form
by DUFOUR, Jean-Marie & JOUINI, Tarek
2005 Distribution-Free Bounds for Serial Correlation Coefficients in Heteroskedastic Symmetric Time Series
by DUFOUR, Jean-Marie & FARHAT, Abdeljelil & HALLIN, Marc
2005 Finite-Sample Simulation-Based Inference in VAR Models with Applications to Order Selection and Causality Testing
by DUFOUR, Jean-Marie & JOUINI, Tarek
2005 Asymptotic Distribution of a Simple Linear Estimator for VARMA Models in Echelon Form
by DUFOUR, Jean-Marie & TAREK, Jouini
2005 Distribution-Free Bounds for Serial Correlation Coefficients in Heteroskedastic Symmetric Time Series
by DUFOUR, Jean-Marie & FARHAT, Abdekjelik & HALLIN, Marc
2005 Realized Volatility and Correlation in Grain Futures Markets: Testing for Spill-Over Effects
by Jae H. Kim & Hristos Doucouliagos
2005 Robust forecasting of mortality and fertility rates: a functional data approach
by Rob J. Hyndman & Md. Shahid Ullah
2005 Autoregressive Approximation in Nonstandard Situations: The Non-Invertible and Fractionally Integrated Cases
by D. S. Poskitt
2005 Forecasting Accuracy and Estimation Uncertainty Using VAR Models with Short- and Long-Term Economic Restrictions: A Monte-Carlo Study
by Osmani Teixeira de Carvalho Guillén & João Victor Issler & George Athanasopoulos
2005 25 Years of IIF Time Series Forecasting: A Selective Review
by Jan G. De Gooijer & Rob J. Hyndman
2005 Regime switching models : real or spurious long memory ?
by Dominique Guegan & Stéphanie Rioublanc
2005 Asymptotic convergence of weighted random matrices: nonparametric cointegration analysis for I(2) processes
by Cerqueti, Roy & Costantini, Mauro
2005 Generalization of a nonparametric co-integration analysis for multivariate integrated processes of an integer order
by Cerqueti, Roy & Costantini, Mauro
2005 Estimating the Effect of Hungarian Monetary Policy within a Structural VAR Framework
by Balázs Vonnák
2005 Potential Output Estimations for Hungary: A Survey of Different Approaches
by Szilárd Benk & Zoltán M. Jakab & Gábor Vadas
2005 Moment estimation in Auerbach-Kotlikoff models: How well do they match the data?
by Alexander Ludwig
2005 Integration at a cost: Evidence from volatility impulse response functions
by E.Panopoulou & T. Pantelidis
2005 Integration at a cost: Evidence from volatility impulse response functions
by E.Panopoulou & T. Pantelidis
2005 Evidence and Ideology in Macroeconomics: The Case of Investment Cycles
by Hillinger, Claude
2005 The latent factor VAR model: Testing for a common component in the intraday trading process
by Nikolaus Hautsch
2005 US Monetary Police 1988-2004: An Empirical Analysis
by Anders Møller Christensen & Heino Bohn Nielsen
2005 The Balassa-Samuelson Effect and the Wage, Price and Unemployment Dynamics in Spain
by Katarina Juselius & Javier Ordóñez
2005 Extracting Information from the Data: A Popperian View on Empirical Macro
by Katarina Juselius & Søren Johansen
2005 Do Magazines' "Companion Websites" Cannibalize the Demand for the Print Version?
by Ulrich Kaiser & Hans Christian Kongsted
2005 R&D Races and Spillovers between the EU and the US: Some Causal Evidence
by Erdal Atukeren
2005 The price-dividend relationship in inflationary and deflationary regimes
by Jakob B Madsen & Costas Milas
2005 Non-linear real exchange rate effects in the UK labour market
by Gabriella Legrenzi & Costas Milas
2005 Non-linear adjustments in fiscal policy
by Gabriella Legrenzi & Costas Milas
2005 Asymmetries in the Growth of Governments
by Gabriella Legrenzi
2005 Consumer Demand and Labor Supply (scanned out-of-print 1981 Elsevier book)
by William Barnett
2005 The Cycle of Violence? An Empirical Analysis of Fatalities in the Palestinian-Israeli Conflict
by Jaeger, David A. & Paserman, Daniele
2005 The Cycle of Violence? An Empirical Analysis of Fatalities in the Palestinian-Israeli Conflict
by David A. Jaeger & M. Daniele Paserman
2005 Economic Performance and Unemployment: Evidence from an Emerging Economy - Turkey
by Hakan Berument & Nukhet Dogan & Aysit Tansel
2005 Economic Performance and Unemployment: Evidence from an Emerging Economy - Turkey
by Berument, Hakan & Dogan, Nukhet & Tansel, Aysit
2005 Importancia De Las Perturbaciones Externas En La Economía Española Tras La Integración: ¿Tamaño Del Shock O Grado De Respuesta?
by Pedro José Pérez & José Ramón García & Luisa Escriche
2005 Unemployment And Hysteresis: A Nonlinear Unobserved Components Approach
by Alicia Pérez Alon & Silvestro Di Sanzo
2005 How should we measure the return on public investment in a VAR
by Álvaro Manuel Pina & Miguel St. Aubyn
2005 Euro Area inflation: long-run determinants and short-run dynamics
by Melisso Boschi & Alessandro Girardi
2005 Structural changes and deviations from the PPP within the Euro Area
by Daniele Antonucci & Alessandro Girardi
2005 Relationship banking and the credit market in India: An empirical analysis
by Dilip M. Nachane & Prasad P. Ranade
2005 Hysteresis and Nairu in the Euro Area
by Camille Logeay & Silke Tober
2005 Testing the effectiveness of the French work-sharing reform: a forecasting approach
by Camille Logeay & Sven Schreiber
2005 The Dynamics of Central European Equity Market Integration
by Claire G.Gilmore & Brian Lucey & Ginette M.McManus
2005 Autoregressive Approximations of Multiple Frequency I(1) Processes
by Bauer, Dietmar & Wagner, Martin
2005 Global versus Country-Specific Shocks and International Business Cycles
by Michel Normandin & Bruno Powo Fosso
2005 Technology Shocks around the World
by Dupaigne, Martial & Fève, Patrick
2005 Structural Breaks and Common Factors in the Volatility of the Fama-French Factor Portfolios
by Andrea Beltratti & Claudio Morana
2005 Portfolio Value at Risk Based on Independent Components Analysis
by Ying Chen & Wolfgang Härdle & Vladimir Spokoiny
2005 What are the Effects of Fiscal Policy Shocks?
by Andrew Mountford & Harald Uhlig
2005 New Evidence on the Puzzles. Results from Agnostic Identification on Monetary Policy and Exchange Rates
by Almuth Scholl & Harald Uhlig
2005 Uncovered Interest Rate Parity and the Expectations Hypothesis of the Term Structure: Empirical Results for the U.S. and Europe
by Ralf Brüggemann & Helmut Lütkepohl
2005 Modeling the FIBOR/EURIBOR Swap Term Structure: An Empirical Approach
by Oliver Blaskowitz & Helmut Herwartz & Gonzalo de Cadenas Santiago
2005 Are Eastern European Countries Catching Up? Time Series Evidence for Czech Republic, Hungary, and Poland
by Ralf Brüggemann & Carsten Trenkler
2005 A Test of Cointegration Rank Based on Principal Component Analysis (revised, January 2006)
by Hiroaki Chigira
2005 An Empirical Model for Durations in Stocks
by Simonsen, Ola
2005 Forecasting Performance of an Open Economy Dynamic Stochastic General Equilibrium Model
by Adolfson, Malin & Lindé, Jesper & Villani, Mattias
2005 Inference in Vector Autoregressive Models with an Informative Prior on the Steady State
by Villani, Mattias
2005 Estimation of an Adaptive Stock Market Model with Heterogeneous Agents
by Amilon, Henrik
2005 The commodity currency puzzle
by Bjørnland, Hilde C. & Hungnes, Håvard
2005 Monetary policy and exchange rate interactions in a small open economy
by Bjørnland, Hilde C.
2005 Monetary Policy and the Illusionary Exchange Rate Puzzle
by Bjørnland, Hilde C.
2005 Evaluating a Central Bank’s Recent Forecast Failure
by Nymoen, Ragnar
2005 Wage Formation and the Relation between Real Wages and Unemployment in Sweden
by Eriksson, Åsa
2005 Panel Cointegration Tests with Deterministic Trends and Structural Breaks
by Westerlund, Joakim & Edgerton , David
2005 Transition Variables in the Markov-switching Model: Some Small Sample Properties
by Erlandsson, Ulf
2005 Testing for Stationarity in Panel Data when Errors are Serially Correlated. Finite-Sample Results
by Jönsson, Kristian
2005 Multivariate Autoregressive Conditional Heteroskedasticity with Smooth Transitions in Conditional Correlations
by Silvennoinen, Annastiina & Teräsvirta, Timo
2005 The Power of the KPSS-Test for Cointegration when Residuals are Fractionally Integrated
by Sibbertsen, Philipp & Krämer, Walter
2005 Phillips-Perron-type unit root tests in the nonlinear ESTAR framework
by Rothe, Christoph & Sibbertsen, Philipp
2005 The effect of oil price on industrial production and on stock returns
by Ramón Cobo-Reyes & Gabriel Pérez Quirós
2005 Export-led growth hypothesis: Evidence for Chile
by Boriss Siliverstovs & Dierk Herzer
2005 Manufacturing exports, mining exports and growth: cointegration and causality analysis for Chile (1960-2001)
by Boriss Siliverstovs & Dierk Herzer
2005 Inflation Targeting and the Stationarity of Inflation: New Results from an ESTAR Unit Root Test
by Andros Gregoriou & Alexandros Kontonikas
2005 Risk Management of Daily Tourist Tax Revenues for the Maldives
by Michael McAleer & Riaz Shareef & Bernardo da Veiga
2005 Discretionary Policy Interactions and the Fiscal Theory of the Price Level: A SVAR Analysis on French Data
by Jerome Creel & Paola Monperrus-Veroni & Francesco Saraceno
2005 Multiariate Wavelet-based sahpe preserving estimation for dependant observation
by Antonio Cosma & Olivier Scaillet & Rainer von Sachs
2005 Inflação e Défice Orçamental: Que Relação em Portugal?
by Agostinho S. Rosa
2005 Problems Related to Over-identifying Restrictions for Structural Vector Error Correction Models
by Helmut Luetkepohl
2005 Autoregressive Approximations of Multiple Frequency I(1) Processes
by Dietmar Bauer & Martin Wagner
2005 Uncovered Interest Rate Parity and the Expectations Hypothesis of the Term Structure: Empirical Results for the U.S. and Europe
by Ralf Brueggemann & Helmut Luetkepohl
2005 Mergers and Acquisitions Waves in the U.K.: a Markov-Switching Approach
by Marcelo Resende
2005 Structural Vector Autoregressive Analysis for Cointegrated Variables
by Helmut Luetkepohl
2005 How Does the New Keynesian Monetary Model Fit in the U.S. and the Eurozone? an Indirect Inference Approach
by María-Dolores, Ramón & Vázquez Pérez, Jesús
2005 Estimating A Model Of Inflation In Tajikistan
by Zavkidjon Zavkiev
2005 Central Bank Transparency and Bank Lending rates: Australian Evidence
by Nigel J. Morkel-Kingsbury & David E. Allen
2005 Exploring the international linkages of the euro area - a global VAR analysis
by Stéphane Dées & Filippo di Mauro & M. Hashem Pesaran & L. Vanessa Smith
2005 Eigenvalue filtering in VAR models with application to the Czech business cycle
by Jaromír Beneš & David Vávra
2005 The natural real interest rate and the output gap in the euro area - a joint estimation
by Julien Garnier & Bjørn-Roger Wilhelmsen
2005 Forecasting the yield curve in a data-rich environment - a no-arbitrage factor-augmented VAR approach
by Emanuel Mönch
2005 Market power, innovative activity and exchange rate pass-through in the euro area
by Sophocles N. Brissimis & Theodora S. Kosma
2005 Measuring inflation persistence - a structural time series approach
by Maarten Dossche & Gerdie Everaert
2005 On the fit and forecasting performance of New-Keynesian models
by Marco Del Negro & Frank Schorfheide & Frank Smets & Raf Wouters
2005 Forecasting macroeconomic variables for the new member states of the European Union
by Anindya Banerjee & Massimiliano Marcellino & Igor Masten
2005 Output and inflation responses to credit shocks - are there threshold effects in the euro area?
by Alessandro Calza & João Sousa
2005 Monetary policy analysis with potentially misspecified models
by Marco Del Negro & Frank Schorfheide
2005 Structural filters for monetary analysis - the inflationary movements of money in the euro area
by Annick Bruggeman & Gonzalo Camba-Méndez & Björn Fischer & João Sousa
2005 Breaks in the mean of inflation - how they happen and what to do with them
by Sandrine Corvoisier & Benoît Mojon
2005 Measuring market and inflation risk premia in France and in Germany
by Lorenzo Cappiello & Stéphane Guéné
2005 Trading European sovereign bonds - the microstructure of the MTS trading platforms
by Yiu Chung Cheung & Frank de Jong & Barbara Rindi
2005 Modelling Small Economy Exports : The Case of Singapore
by Tilak Abeysinghe & Keen Meng Choy
2005 "Relationship Banking" And The Credit Market In India : An Empirical Analysis
by Dilip M. Nachane & Prasad P. Ranade
2005 A Non-Gaussian Panel Time Series Model for Estimating and Decomposing Default Risk
by Siem Jan Koopman & André Lucas & Robert J. Daniels
2005 The New Keynesian Model and the Long-Run Vertical Phillips Curve: Does It Hold for Germany?
by Jan Gottschalk & Ulrich Fritsche
2005 Manufacturing Exports, Mining Exports and Growth: Cointegration and Causality Analysis for Chile (1960 - 2001)
by Boriss Siliverstovs & Dierk Herzer
2005 Modelling Inflation Dynamics in Transition Economies: The Case of Ukraine
by Boriss Siliverstovs & Olena Bilan
2005 Model-based Measurement of Latent Risk in Time Series with Applications
by Frits Bijleveld & Jacques Commandeur & Phillip Gould & Siem Jan Koopman
2005 On Importance Sampling for State Space Models
by Borus Jungbacker & Siem Jan Koopman
2005 The Impact of Central Bank FX Interventions on Currency Components
by Michel Beine & Charles S. Bos & Sebastian Laurent
2005 A Non-Gaussian Panel Time Series Model for Estimating and Decomposing Default Risk
by Siem Jan Koopman & André Lucas & Robert Daniels
2005 The Euro Introduction and Non-Euro Currencies
by Dick van Dijk & Haris Munandar & Christian M. Hafner
2005 Israel, the Palestinian Factions, and the Cycle of Violence
by David A. Jaeger & M. Daniele Paserman
2005 The Cycle of Violence? An Empirical Analysis of Fatalities in the Palestinian-Israeli Conflict
by David A. Jaeger & M. Daniele Paserman
2005 Randomized Sign Test for Dependent Observations on Discrete Choice under Risk
by Anat Bracha & Jeremy Gray & Rustam Ibragimov & Boaz Nadler & Dmitry Shapiro & Glena Ames & Donald J. Brown
2005 Bayesian inference for the mixed conditional heteroskedasticity model
by Luc, Bauwens & J.V.K., ROMBOUTS
2005 North-South Asymmetric Relationships : Does the EMU Business Affect Small African Economies ?
by André, NYEMBWE & Konstantin, KHOLODILIN
2005 Commonalities in the order book
by Helena, BELTRAN & Pierre, GIOT & Joachim, GRAMMIG
2005 Temporal Aggregation Effects In Choosing The Optimal Lag Order In Stable Arma Models. Some Monte Carlo Results
by Dikaios Tserkezos & Maria Nikoloudaki
2005 Estimating the Equilibrium Effective Exchange Rate for Potential EMU members
by Nikolaos Giannellis & Athanasios Papadopoulos
2005 The Cycle of Violence? An Empirical Analysis of Fatalities in the Palestinian-Israeli Conflict
by Jaeger, David A & Paserman, Marco Daniele
2005 Pooling-based data interpolation and backdating
by Marcellino, Massimiliano
2005 Model Averaging and Value-at-Risk Based Evaluation of Large Multi-Asset Volatility Models for Risk Management
by Pesaran, M Hashem & Zaffaroni, Paolo
2005 Where Are We Now? Real-Time Estimates of the Macro Economy
by Evans, Martin D.D.
2005 Non-stationary Hours in a DSGE Model
by Chang, Yongsung & Doh, Taeyoung & Schorfheide, Frank
2005 Bayesian Analysis of DSGE Models
by An, Sungbae & Schorfheide, Frank
2005 Estimation and Testing of Dynamic Models with Generalized Hyperbolic Innovations
by Mencía, Javier & Sentana, Enrique
2005 Exogenous Oil Supply Shocks: How Big Are They and How Much do they Matter for the US Economy?
by Kilian, Lutz
2005 A Comparison of Direct and Iterated Multistep AR Methods for Forecasting Macroeconomic Time Series
by Marcellino, Massimiliano & Stock, James H & Watson, Mark W
2005 Current Account Theory and the Dynamics of US Net Foreign Liabilities
by Corsetti, Giancarlo & Konstantinou, Panagiotis T
2005 On the Fit and Forecasting Performance of New Keynesian Models
by Del Negro, Marco & Schorfheide, Frank & Smets, Frank & Wouters, Rafael
2005 Bayesian inference for the mixed conditional heteroskedasticity model
by BAUWENS, Luc & ROMBOUTS, Jeroen V.K.
2005 Volatility regimes and the provision of liquidity in order book markets
by BELTRAN, Helena & DURRE, Alain & GIOT, Pierre
2005 Commonalities in the order book
by BELTRAN, Helena & GIOT, Pierre & GRAMMIG, Joachim
2005 Illusionary finance and trading behavior
by HAMADI, Malika & RENGIFO, Erick & SALZMAN, Diego
2005 An Economy in Transition and DSGE: What the Czech National Bank’s New Projection Model Needs
by Jaromir Benes & Tibor Hledik & Michael Kumhof & David Vavra
2005 Finite-Sample Simulation-Based Inference in VAR Models with Applications to Order Selection and Causality Testing
by Jean-Marie Dufour & Tarek Jouini
2005 Asymptotic distribution of a simple linear estimator for VARMA models in echelon form
by Jean-Marie Dufour & Tarek Jouini
2005 Distribution-Free Bounds for Serial Correlation Coefficients in Heteroskedastic Symmetric Time Series
by Jean-Marie Dufour & Abdeljelil Farhat & Marc Hallin
2005 Housing Price Dispersion: An Empirical Investigation
by Charles Ka-Yui Leung & Youngman Chun Fai Leong & Siu Kei Wong
2005 Housing Price Dispersion: an empirical investigation
by Charles Ka Yui Leung & Youngman Chun Fai Leong & Siu Kei Wong
2005 New Composite Leading Indicators for Hungary and Poland
by Harm Bandholz
2005 Non-Linearities in the Relation between the Exchange Rate and its Fundamentals
by Carlo Altavilla & Paul De Grauwe
2005 Is It All Oil?
by Frank Asche & Petter Osmundsen & Maria Sandsmark
2005 Determinantes da taxa de câmbio real no Brasil: 1971-2002
by Marco Flávio da Cunha Resende & Giordano Bruno Braz de Pinho Matos
2005 Liquidez internacional e exportações brasileiras: 1960-2002
by Marco Flávio da Cunha Resende & Nara Rúbia Dante de Godoy
2005 The Role of Industry, Geography and Firm Heterogeneity in Credit Risk Diversification
by Pesaran, M.H. & Schuermann, T. & Treutler, B-J.
2005 What if the UK has Joined the Euro in 1999? An Empirical Evaluation using a Global VAR
by Pesaran, M.H. & Smith, L.V. & Smith, R.P
2005 Exploring the International Linkages of the Euro Area: a Global VAR Analysis
by Dees, S. & di Mauro, F. & Pesaran, M.H. & Smith, L.V.
2005 Forecasting and Prequential Validation for Time Varying Meta-Elliptical Distributions with a Study of Commodity Futures Prices
by Sancetta, A. & Nikanrova, A.
2005 Expected Money Growth, Markov Trends and the Instability of Money Demand in the Euro Area
by Sylvia Kaufmann & Peter Kugler
2005 The Information Content of Implied Probabilities to Detect Structural Change
by Alain Guay & Jean-Francois Lamarche
2005 Policy-Induced Mean Reversion in the Real Interest Rate?
by Zisimos Koustas & Jean-Francois Lamarche
2005 Market Power, Innovative Activity and Exchange Rate Pass-Through
by Sophocles N. Brissimis & Theodora S. Kosma
2005 Monetary policy and exchange rate interactions in a small open economy
by Hilde C. Bjørnland
2005 The natural real interest rate and the output gap in the euro area: A joint estimation
by Julien Garnier & Bjørn-Roger Wilhelmsen
2005 Monetary policy and the illusionary exchange rate puzzle
by Hilde C. Bjørnland
2005 The pricing of unexpected credit losses
by Jeffery D. Amato & Eli M Remolona
2005 The Real Part of a Complex ARMA Process
by Ralph Bailey
2005 Les marchés financiers anticipent-ils les retournements conjoncturels?
by Bellone, B. & Gautier, E. & Le Coent, S.
2005 Forecasting Output Growth And Inflation In The Euro Area: Are Financial Spreads Useful?
by Andrea Nobili
2005 Estimating the natural interest rate for the euro area and Luxembourg
by Ladislav Wintr & Paolo Guarda & Abdelaziz Rouabah
2005 Y a-t-il eu surinvestissement au Canada durant la seconde moitié des années 1990?
by Sylvain Martel
2005 Forecasting Canadian GDP: Region-Specific versus Countrywide Information
by Frédérick Demers & David Dupuis
2005 Inflation and Relative Price Dispersion in Canada: An Empirical Assessment
by André Binette & Sylvain Martel
2005 Endogenous Central Bank Credibility in a Small Forward-Looking Model of the U.S. Economy
by René Lalonde
2005 Permanent vs Transitory Components and Economic Fundamentals
by Anthony Garratt & Donald Robertson & Stephen Wright
2005 On autoregressive errors in singular systems of equations
by Haupt, Harry & Oberhofer, Walter
2005 Formação De Preços No Setor Sucroalcooleiro Da Região Centro-Sul Do Brasil: Relação Com O Mercado De Combustível Fóssil
by Mirian Rumenos Piedade Bacchi
2005 Saldos Comerciais E Taxa De Câmbio Real: Uma Nova Análise Do Caso Brasileiro
by Emerson Fernandes Marçal & Wagner Oliveira Monteiro & Marislei Nishijima
2005 Determinantes Da Taxa De Câmbio Real No Brasil: 1971-2002
by Giordano Bruno Braz de Pinho Matos & Marco Flávio da Cunha Resende
2005 Crescimento Econômico De Longo Prazo Na China: Uma Investigação Econométrica
by Flávio Vilela Vieira & Michele Polline Veríssimo
2005 Dívida Pública Brasileira, Default E A "Nova Equivalência Ricardiana": Um Exercício Cliométrico Do Brasil - Império À Época Atual
by Ulisses Ruiz de Gamboa
2005 Are Business Cycles All Alike In Europe?
by Márcio Antônio Salvato & João Victor Issler & Angelo Mont'alverne Duarte
2005 The Balassa-Samuelson effect and the wage, price and unemployment dynamics in Spain
by Katarina Juselius & Javier Ordóñez
2005 Forecasting the Volatility of Australian Stock Returns: Do Common Factors Help?
by Heather Anderson & Fashid Vahid
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
2005 Directional Congestion and Regime Switching in a Long Memory Model for Electricity Prices
by Haldrup; Niels & Morten Oerregaard Nielsen
2005 Un approccio di teoria del caos all'analisi delle serie storiche economiche
by Marisa Faggini
2005 Risk Sharing, avversione al rischio e stabilizzazione delle economie regionali in Italia
by Attilio Gardini & Giuseppe Cavaliere & Luca Fanelli
2005 Learning and Monetary Policy Shifts
by Frank Schorfheide
2005 The impact of budget deficit onto the exchange rate
by Karel Vít
2005 Introduction to time series modeling: State space models and Kalman filter
by Michal Slavík
2005 Estimation of the Czech Republic Sacrifice Ratio for the Transition Period
by Roman Hušek & Tomáš Formánek
2005 Did Output Recover from the Asian Crisis?
by Valerie Cerra & Sweta Chaman Saxena
2005 Predicting Inflation: Does The Quantity Theory Help?
by Lance J. Bachmeier & Norman R. Swanson
2005 Structural Change in MLB Competitive Balance: The Depression, Team Location, and Integration
by Young Hoon Lee & Rodney Fort
2005 Demanda residencial de energia elétrica em Minas Gerais: 1970-2002 [Residential demand for electrical energy in Minas Gerais: 1970-2002]
by Leonardo Bornacki de Mattos & João Eustáquio de Lima
2005 Joint Dynamics of Prices and Trading Volume on the Polish Stock Market
by Henryk Gurgul & Pawel Majdosz & Roland Mestel
2005 El precio del riesgo tras la entrada del euro/Risk Price after Euro’s Introduction
by SANTANA JIMÉNEZ, YOLANDA & PÉREZ RODRÍGUEZ, JORGE VICENTE
2005 Nafta¡¯S Impact On The Mexican Automotive Sector
by Lila J. Truett & Dale B. Truett
2005 Foreign Aid And Economic Growth: New Evidence From Panel Cointegration
by Abdulnasser Hatemi-J & Manuchehr Irandoust
2005 A Reexamination Of South Korea¡¯S Aggregate Import Demand Function: The Bounds Test Analysis
by Tsangyao Chang & Yuan-Hong Ho & Chiung-Ju Huang
2005 What Explains the Varying Monetary Response to Technology Shocks in G-7 Countries?
by Neville R. Francis & Michael T. Owyang & Athena T. Theodorou
2005 Where Are We Now? Real-Time Estimates of the Macroeconomy
by Martin D. D. Evans
2005 Output Variability and the Money-Output Relationship
by Hany Guirguis & Martin B. Schmidt
2005 Ciclo económico y desempleo estructural en la economía española
by Rafael Doménech & Víctor Gómez
2005 Liberalized Markets Have More Stable Exchange Rates: Short-Run Evidence from Four Transition Countries
by Aleš Bulíø
2005 Stock Prices and Exchange Rates in the EU and the United States: Evidence on their Mutual Interactions (in English)
by Daniel Stavárek
2005 Energy Consumption and Economic Growth in Sweden: A Leveraged Bootstrap Approach, 1965-2000
by Hatemi, A. & Irandoust, M.
2005 Causality Links Between Asset Prices And Cash Rate In Australia
by West, L.k. & Agbola, W.F.
2005 Some Comparisons Between Turkey and OECD Countries: Productivity, Education and Taxation, 1960-2000
by Cosar, N. & Bildirici, M
2005 The Effect of Monetary Policy on Bank Lending and Aggregate Output: Asymmetries from Nonlinearities in the Lending Channel
by Jui-Chuan (Della) Chang & Dennis W. Jansen
2005 Le taux de change euro-dollar : une approche fondee sur la co-integration avec break structurel
by Jean-Francois Goux
2005 Return relationships among European equity sectors: A comparative analysis across selected sectors in small and large economies
by Siv Taing & Andrew Worthington
2005 What Causes The Forecasting Failure of Markov-Switching Models? A Monte Carlo Study
by Marie Bessec & Othman Bouabdallah
2005 A Practitioner's Guide to Lag Order Selection For VAR Impulse Response Analysis
by Ventzislav Ivanov & Lutz Kilian
2005 U.S. Regional Income and Technology: A Unit-Root and Cointegration Study
by Eskander Alvi & Habibur Rahman
2005 La fonction de demande de monnaie pour la zone euro : un réexamen
by Drumetz, F. & Avouyi-Dovi, S. & Brun, M. & Dreyfus, A. & Oung, V. & Sahuc, J-G.
2004 A Specification Search Algorithm for Cointegrated Systems
by Jerzy Mycielski & Michal Kurcewicz
2004 Wake me up before you GO-GARCH
by Roy van der Weide
2004 How Precise are Our Estimates of the Current Output Gap? New Evidence from Multivariate Estimates for the Euro-Zone
by Simon van Norden
2004 The overvaluation of PPP in Europe?
by Stuart Snaith & Jerry Coakley
2004 Perturbed Polynomial Path Method For Accurately Computing And Empirically Evaluating Total Factor Productivity
by Baoline Chen & Peter A. Zadrozny
2004 Estimation of the fractionally integrated process with Missing Values: Simulation and Application
by Valderio A. Reisen, UFES, Brazil. & Carlos Feitosa Luna & Manoel R. Sena Jr.
2004 Semi-parametric procedures for Unit root and fractional cointegration tests
by Valderio A. Reisen, DEST-UFES, Brazil & Luz A. M. Santander & GET-UFF
2004 Forecasting sovereign default using panel models: A comparative analysis
by Ana-Maria Fuertes & Elena Kalotychou
2004 Estimating Default Risk Premia from Default Swap Rates and EDFs
by Antje Berndt & Rohan Douglas
2004 A DSGE-VAR for the Euro Area
by Marco Del Negro & Frank Schorfheide
2004 Evidence on the Direction of Causation in the Money-Income Relationship: An Alternative Methodology
by Abdulnasser , Hatemi-J & Manuchehr, Irandoust
2004 Just how undervalued is the Chinese renminbi?
by Funke, Michael & Rahn, Jörg
2004 What moves GNP?
by Harald Uhlig
2004 How Does the Monetary Model of Exchange Rate Determination Look When It Really Works?
by Daniel Garces-Diaz
2004 Testing Asset Pricing Model with Coskweness
by Giovanni Urga & Giovanni Barone Adesi & Patrick Gagliardini
2004 Asymptotic Distribution of the Cointegrating Vector Estimator in Error Correction Models with Conditional Heteroskedasticity
by Byeongseon Seo
2004 On the inadmissibility of classical tests in unit-root-type situations
by Werner Ploberger
2004 Stochastic Volatility, Mean Drift, and Jumps in the Short Rate Diffusion: Sources of Steepness, Level and Curvature
by Jesper Lund & Torben G. Andersen & Luca Benzoni
2004 Are there restrictions to consumption smoothing in Latin American countries? Differences between OLS and GLS estimation
by Humberto Carlos Faria Teixeira & Joao Victor Issler
2004 Business Cycle In The Industrial Production Of Brazilian States
by Marcelo Savino Portugal & Igor Alexandre Clemente de Morais
2004 Taking a New Contour: A Novel Approach to Panel Unit Root Tests
by Yoosoon Chang
2004 Constructing a Coincident Index of Business Cycles Without Assuming a One-Factor Model
by Yasutomo Murasawa & Roberto S. Mariano
2004 The US Phillips Curve and inflation expectations: A State Space Markov-Switching explanatory model
by Nicolas Million & Guillaume Guerrero
2004 The Causal Links Between Equity Market Prices: The Case of Australia and Its Major Trading Partners
by Eduardo D. Roca & Abdulnasser Hatemi-J
2004 Bayesian Estimation of Non-Gausian Time Series with Applicaitons to Transaction Data
by Gael Martin & Chris Strickland & Catherine Forbes
2004 The Aggregate Production Function in the Treasury Macroeconomic (TRYM) Model
by Leanne Neo & John Clark & Yeon Kim
2004 The Consequences of Systematic Sampling on Granger Causality
by Tilak Abeysinghe & Gulasekaran Rajaguru
2004 Are VAR Models Good Enough?
by Farshid Vahid & George Athanasopoulos
2004 Conditional Inference in Cointegrating Vector Autoregressive Models
by Sophocles Mavroeidis & Kees Jan van Garderen
2004 Estimating the Output Gap : A Kalman Filter Approach
by L. Christopher Plantier & Ozer Karagedikli
2004 Why Are Real Interest Rates Not Equalized Internationally?
by S. Young Chung & William J. Crowder
2004 Integration and Causality in International Freight Markets: Modeling with Error Correction and Directed Acyclic Graphs
by Michael S. Haigh & Nikos K. Nomikos & David A. Bessler
2004 Principal Components Model Of The Romanian Economy. Study Of The Oil Price Impact Upon Gdp
by Klein, Lawrence R. & Roudoi, Andrei & Eskin, Vladimir & Nicolae, Mariana
2004 Principal Components Model Of The Romanian Economy. Gdp – Production Side
by Klein, Lawrence R. & Roudoi, Andrei & Eskin, Vladimir & Albu, Lucian Liviu & Stanica, Cristian Nicolae & Nicolae, Mariana & Chilian, Mihaela Nona
2004 Quarterly Gdp Data Correction Using Principal Components Analysis. The Case Of The Romanian Economy – Gdp Expenditures Side
by Klein, Lawrence R. & Roudoi, Andrei & Eskin, Vladimir & Albu, Lucian Liviu & Stanica, Cristian Nicolae
2004 Features Of The Ordinary Least Square (Ols) Method. Implications For The Estimation Methodology
by Pavelescu, Florin Marius
2004 Monetary Integration in East Asia: An Empirical Approach
by de Brito, José Brandão
2004 Term Structure Dynamics: A Daily View from the Hungarian Foreign Currency Deposits Markets
by Konstantinou, Panagiotis
2004 Is the Equity Market Informationally Efficient in Japan? Evidence from Leveraged Bootstrap Analysis
by Hatemi-J, Abdulnasser
2004 Cointegration and Granger Causality tests on Spanish and German Consumer Prices
by Anna Saiti
2004 Volatilidad del mercado accionario y la crisis asiática. Evidencia internacional de asimetrías
by Johnson, Christian A. & Soriano, Fabián A.
2004 Determination of Potential Growth Using Panel Techniques
by Kappler, Marcus
2004 The Power of the KPSS-Test for Cointegration when Residuals are Fractionally Integrated
by Sibbertsen, Philipp & Krämer, Walter
2004 Non-linearities and fractional integration in the US unemployment rate
by Caporale, Guglielmo Maria & Gil-Alana, Luis A.
2004 Economic integration across borders : the Polish interwar economy 1921-1937
by Trenkler, Carsten & Wolf, Nikolaus
2004 The reliability of Canadian output gap estimates
by Cayen, Jean-Philippe & van Norden, Simon
2004 Business Cycle Transmission from the US to Germany: a Structural Factor Approach
by Eickmeier, Sandra
2004 Evaluating the German Inventory Cycle Using Data from the Ifo Business Survey
by Knetsch, Thomas A.
2004 The Inventory Cycle of the German Economy
by Knetsch, Thomas A.
2004 Prewhitening Bias in HAC Estimation
by Peter C.B. Phillips & Chi-Young Choi & Donggyu Sul
2004 The Elusive Empirical Shadow of Growth Convergence
by Peter C.B. Phillips & Donggyu Sul
2004 Aggregate investment dynamics when firms face fixed investment cost and capital market imperfections
by Christian Bayer
2004 Le taux de chômage et d'équilibre : Discussion empirique et évaluation empirique
by Odile Chagny & Frédéric Reynès & Henri Sterdyniak
2004 Efficient Tests of Long-Run Causation in Trivariate VAR Processes with a Rolling Window Study of the Money-Income Relationship
by Jonathan B. Hill
2004 Modelling Economic Fluctuations In Subsaharan Africa:A Vector Autoregressive Approach
by DR. GODWIN CHUKWUDUM NWAOBI
2004 Nonlinear dynamics of interest rate and inflation
by Markku Lanne
2004 Model-Free Impulse Responses
by Oscar Jorda
2004 International Evidence on Output Fluctuation and Shock Persistence
by Daniel Levy & Hashem Dezhbakhsh
2004 The Information Content of the Natural Rate of Interest: The Case of Poland
by Michal Brzoza-Brzezina
2004 Investigating Non-Linearities in the Relationship Between Real Exchange Rate Volatility and Agricultural Trade
by Jean-Philippe Gervais & Bruno Larue & Olivier Bonroy
2004 The Effects of Japanese Foreign Exchange Intervention: GARCH Estimation and Change Point Detection
by Eric Hillebrand & Gunther Schnabl
2004 Luso-Spanish-Franco-English Relations Viewed From The Entrance Of Foreign Investment Funds
by jose ramos pires manso
2004 Luso-Spanish-Franco-English Relations Viewed From The Entrance Of Foreign Investment Funds
by jose r. p. manso
2004 Is the Feldstein-Horioka Puzzle Really a Puzzle?
by Daniel Levy
2004 Calibration of Interest Rate Models - Transition Market Case
by Martin Vojtek
2004 Linkages between Stock Prices and Exchange Rates in the EU and the United States
by Daniel Stavarek
2004 How Does Systematic Risk Impact Stocks? A Study On the French Financial Market
by Gatfaoui Hayette
2004 When did the 2001 recession really start?
by J. Polzehl & V. Spokoiny & C. Starica
2004 Is GARCH(1,1) as good a model as the Nobel prize accolades would imply?
by Catalin Starica
2004 Demand Pull and Supply Push in Portuguese Cable Television
by João Leitão
2004 Tests of seasonal integration and cointegration in multivariate unobserved component models
by Fabio Busetti
2004 Do Technology Shocks Drive Hours Up or Down? A Little Evidence From an Agnostic Procedure
by Elena Pesavento & Barbara Rossi
2004 Demand Pull And Supply Push In Portuguese Cable Television
by João Leitão
2004 Regime-switching Vector Error Correction Model (VECM) analysis of UK meat consumption
by Philip Kostov & John Lingard
2004 Limited Information Bayesian Analysis of a Simultaneous Equation with an Autocorrelated Error Term and its Application to the U.S. Gasoline Market
by Stanislav Radchenko
2004 Une lecture probabiliste du cycle d’affaires américain
by Benoit Bellone
2004 Detecting Turning Points with Many Predictors through Hidden Markov Models
by Benoit Bellone & David Saint-Martin
2004 MSVARlib: a new Gauss library to estimate multivariate Hidden Markov Models
by Benoit Bellone
2004 A note on the modelling of hyper-inflations
by Evens SALIES & Peter MOFFATT
2004 Aggregate investment dynamics when firms face fixed investment cost and capital market imperfections
by Christian Bayer
2004 Cointegration in Frequency Domain
by Daniel Levy
2004 Causation Delays and Causal Neutralization for General Horizons: The Money-Output Relationship Revisited
by Jonathan B. Hill
2004 Dynamic Factor Analysis with Nonlinear Temporal Aggregation Constraints
by Tommaso Proietti & Filippo Moauro
2004 A Structural Model of the Inflation Process in South Africa
by Janine Aron & John Muellbauer & Benjamin Smit
2004 A Framework for Forecasting the Components of the Consumer Price
by Janine Aron & John Muellbauer & Coen Pretorius
2004 Panel Cointegration: Asymptotic and Finite Sample Properties of Pooled Time Series Tests with an Application to the PPP Hypothesis
by Peter Pedroni
2004 Transmission of External and Internal Shocks In Argentina During the Convertibility Period: Some Empirical Findings From VARs
by Chris Geirgat
2004 Monetary Factors in the Long-Run Co-movement of Consumer and Commodity Prices
by Michael S. Hanson
2004 Productivity Growth and the Real Appreciation of the Accession Countries' Currencies
by Kirsten Lommatzsch & Silke Tober
2004 Exchange Rate Policy and Inflation in Acceding Countries: The Role of Pass-through
by Fabrizio Coricelli & Boštjan Jazbec & Igor Masten
2004 On Modelling the Persistence of Profits in the Long Run: An Analysis of 156 US Companies, 1950-1999
by Adelina Gschwandtner & John R. Cable
2004 Continuous Time Model Estimation
by Carl Chiarella & Shenhuai Gao
2004 A Continuous-Time Measurement of the Buy-Sell Pressure in a Limit Order Book Market
by Anthony D. Hall & Nikolaus Hautsch
2004 Breaks and Persistency: Macroeconomic Causes of Stock Market Volatility
by Andrea Beltratti & Claudio Morana
2004 Australia-Thailand Free Trade Agreement: Challenges and Opportunities for Bilateral Trade Policy and Closer Economic Relations
by Tran Van Hoa
2004 Does futures exhibit maturity effect? New evidence from an extensive set of US and foreign futures contracts
by Daal, Elton & Farhat, Joseph Basheer & Wei, Peihwang P.
2004 The Feds Monetary Policy Rule: Past, Present and Future
by Antonio Moreno
2004 Prognose uni- und multivariater Zeitreihen
by Manfred Deistler & Klaus Neusser
2004 The Direction, Timing and Causality Relationships Between The Cyclical Components of Real and Financial Variables During The Financial Liberalization Period in Turkey
by Aysu Ýnsel & Mehmet Ali Soytaþ & Seda Gündüz
2004 The Direction, Timing and Causality Relationships Between The Cyclical Components of Real and Financial Variables During The Financial Liberalization Period in Turkey
by Aysu Ýnsel & Mehmet Ali Soytaþ & Seda Gündüz
2004 The market power of OPEC 1973-2001
by Petter Vegard Hansen & Lars Lindholt
2004 The dynamic factor model revisited: the identification problem remains
by Terje Skjerpen
2004 Are There Waves in Merger Activity After All?
by Dennis Gaertner & Daniel Halbheer
2004 Have U.S.-Japan Trade Agreements Made a Difference?
by Byron Gangnes & Craig Parsons
2004 Estimating threshold vector error-correction models with multiple cointegrating relationships
by Jamie Gascoigne
2004 Exploring the International Linkages of the Euro Area: A Global VAR Analysis
by Stephane Dees & Filippo di Mauro & M. Hashem Pesaran & L. Vanessa Smith
2004 Model Averaging and Value-at-Risk based Evaluation of Large Multi Asset Volatility Models for Risk Management
by M. Hashem Pesaran & Paolo Zaffaroni
2004 A DSGE-VAR for the Euro Area
by Marco Del Negro & Frank Schorfheide
2004 Does the Term Spread Play a Role in the Fed's Reaction Function? An Empirical Investigation
by Jesus Vazquez
2004 Forecasting euro area inflation: Does aggregating forecasts by HICP component improve forecast accuracy?
by Kirstin Hubrich
2004 Joint Tests for Long Memory and Non-linearity: The Case of Purchasing Power Parity
by Aaron Smallwood
2004 Optimal Lag Structure Selection in VEC-Models
by Dietmar Maringer & Peter Winker
2004 Forecasting inflation: An art as well as a science!
by Peter Vlaar & Ard den Reijer
2004 New Phenomena Identified in a Stochastic Dynamic Macroeconometric Model: A Bifurcation Perspective
by William A. Barnett & Yijun He
2004 The US Phillips Curve and inflation expectations: A State Space Markov-Switching explanatory model
by Guillaume Guerrero & Nicolas Million
2004 Financial Liberalization and Emerging Stock Market Volatility
by F. Pérez de Gracia & J. Cuñado; J. Gómez
2004 National Specifities and Monetary-Policy Trasmission in Europe
by Francesco Carlucci & Alessandro Girardi
2004 What caused the early millennium slowdown? Evidence based on vector autoregressions
by G. PEERSMAN
2004 Autobiography
by Granger, Clive W. J.
2004 Autobiography
by Engle III, Robert F.
2004 The Equity Index Skew, Market Crashes and Asymmetric Normal Mixture GARCH
by Carol Alexandra & Emese Lazar
2004 A Comparison of Cointegration & Tracking Error Models for Mutual Funds & Hedge Funds
by Carol Alexander & Anca Dimitriu
2004 How Can We Define The Concept of Long Memory? An Econometric Survey
by Guégan D.
2004 A Bootstrap Procedure for Panel Datasets with Many Cross-Sectional Units
by George Kapetanios
2004 Forecasting with Measurement Errors in Dynamic Models
by Richard Harrison & George Kapetanios & Tony Yates
2004 Estimating Time-Variation in Measurement Error from Data Revisions: An Application to Forecasting in Dynamic Models
by George Kapetanios & Tony Yates
2004 Is the Currency Risk Priced in Equity Markets?
by Francesco Giurda & Elias Tzavalis
2004 Dynamic Factor Extraction of Cross-Sectional Dependence in Panel Unit Root Tests
by George Kapetanios
2004 Testing for Neglected Nonlinearity in Cointegrating Relationships
by Andrew P. Blake & George Kapetanios
2004 A Stochastic Variance Factor Model for Large Datasets and an Application to S&P Data
by Andrea Cipollini & George Kapetanios
2004 Trading activity and liquidity supply in a pure limit order book market: An empirical analysis using a multivariate count data model
by Grammig, Joachin & Heinen, Andreas & Rengifo, Erick
2004 Stock Prices and Exchange Rates in the EU and the USA: Evidence of their Mutual Interactions
by Stavarek, Daniel
2004 A P* Model of Inflation in Puerto Rico
by Rodríguez, Carlos A.
2004 Interest groups or incentives: the political economy of fiscal decay
by Goyal, Ashima & Paul, Manas
2004 International Financial Contagion: Evidence from the Argentine Crisis of 2001-2002
by Boschi, Melisso
2004 Estimating the output gap in the Polish economy: the VECM approach
by Gradzewicz, Michal & Kolasa, Marcin
2004 A Forecast Comparison of Financial Volatility Models: GARCH (1,1) is not Enough
by Mapa, Dennis S.
2004 Consumption risk sharing and adjustment costs
by Fanelli, Luca & Cavaliere, Giuseppe & Gardini, Attilio
2004 The impact of foreign interest rate on the macroeconomic performance of Turkey
by Eruygur, Aysegul
2004 Searching for Long Run Equilibrium Relationships in the Italian Labour Market: a Cointegrated VAR Approach
by Lorenzo Corsini & Marco Guerrazzi
2004 Interpreting reduced form cointegrating vectors of incomplete systems. A labour market application
by Annetta Maria Binotti & Enrico Ghiani
2004 A Structural Model of the Inflation Process in South Africa
by Janine Aron & John Muellbauer & Benjamin W. Smit
2004 A Framework for Forecasting the Components of the Consumer Price Index: application to South Africa
by Janine Aron & John Muellbauer & Coen Pretorius
2004 Money demand in the Yugoslavian hyperinflation 1991-1994
by Bent Nielsen
2004 Testing for a time-varying price-cost markup in the Euro area inflation process
by Christopher Bowdler & Eilev S. Jansen
2004 Modelling the Dynamics of Cross-Sectional Price Functions: an Econometric Analysis of the Bid and Ask Curves of an Automated Exchange
by Clive Bowsher
2004 Modelling Security Market Events in Continuous Time: Intensity Based, Multivariate Point Process Model
by Clive Bowsher
2004 Non-Parametric Direct Multi-step Estimation for Forecasting Economic Processes
by David Hendry & Guillaume Chevillon
2004 The equilibrium exchange rate according to PPP and UIP
by Dominick Stephens
2004 Modelling the Dynamics of Cross-Sectional Price Functions: an Econometric Analysis of the Bid and Ask Curves of an Automated Exchange
by Clive G. Bowsher
2004 Non-Parametric Direct Multi-step Estimation for Forecasting Economic Processes
by Guillaume Chevillon & David F. Hendry
2004 Testing for a time-varying price-cost markup in the Euro area inflation process
by Christopher Bowdler & Eilev S. Jansen
2004 Modelling inflation in the Euro Area
by Eilev S. Jansen
2004 Testing for a time-varying price-cost markup in the Euro area inflation process
by Christopher Bowdler & Eilev S. Jansen
2004 Unbiased Estimation of the Half-Life to PPP Convergence in Panel Data
by Chi-Young Choi & Nelson Mark & Donggyu Sul
2004 Optimal Inference in Regression Models with Nearly Integrated Regressors
by Michael Jansson & Marcelo J. Moreira
2004 Volatility Comovement: A Multifrequency Approach
by Laurent E. Calvet & Adlai J. Fisher & Samuel B. Thompson
2004 Asymetric growth and inflation developments in the acceding countries: a new assessment
by Stefaan Ide & Philippe Moës
2004 How does liquidity react to stress periods in a limit order market?
by Helena Beltran & Alain Durré & Pierre Giot
2004 On The Identification and Estimation of Partially Nonstationary ARMAX Systems
by D. S. Poskitt
2004 Some Results on the Identification and Estimation of Vector ARMAX Processes
by D.S. Poskitt
2004 Instabilité de la courbe de Phillips aux Etats-Unis : un modèle explicatif à changements de régimes
by Guillaume Guerrero & Nicolas Million
2004 A Reduced Rank Regression Approach to Coincident and Leading Indexes Building
by Cubadda, Gianluca
2004 A forward-looking model for time-varying capital requirements and the New Basel Capital Accord
by Costanza Torricelli & Chiara Pederzoli
2004 The forward unbiasedness hypothesis and the forward premium: a nonlinear analysis
by Sofiane Sekioua
2004 Nonlinearity in testing for fiscal sustainability
by Roberto Ricciuti
2004 Consumer credit conditions in the UK
by John Muellbauer & Emilio Fernandez-Corugedo
2004 Modelling long memory and risk premia in Latin American sovereign bond markets
by Alfonso Mendoza
2004 Business survey forecasts and measurement of output trends in five European economies
by Kevin Lee & Kalvinder Shields
2004 Inflation, inflation uncertainty, and a common European Monetary Policy
by Stilianos Fountas & Alexandra Ioannidis & Menelaos Karanasos
2004 UK business investment: long-run elasticities and short-run dynamics
by Colin Ellis & Simon Price
2004 Measuring trend growth: how useful are the great ratios?
by Jonathan Temple & Cliff Attfield
2004 Budget Balance And Trade Balance:Kin Or Strangers. A Case Study Of Taiwan
by Hsiao-chuan Chang
2004 Dynamic Conditional Correlation with Elliptical Distributions
by Matteo Pelagatti & Stefania Rondena
2004 Econometric Inference, Cyclical Fluctuations, and Superior Information
by Denis Larocque & Michel Normandin
2004 Pass-Through of Exchange Rates to Domestic Prices in East European Countries and the Role of Economic Enviroment
by Martins Bitans
2004 Money Demand in Latvia
by Ivars Tillers
2004 Multistep Predictions for Multivariate GARCH Models: Closed Form Solution and the Value for Portfolio Management
by Jaroslava HLOUSKOVA & Kurt SCHMIDHEINY & Martin WAGNER
2004 Order Aggressiveness and Order Book Dynamics
by Anthony D. Hall & Nikolaus Hautsch
2004 A Continuous-Time Measurement of the Buy-Sell Pressure in a Limit Order Book Market
by Anthony D. Hall & Nikolaus Hautsch
2004 Inflation, Money Growth, and I(2) Analysis
by Katarina Juselius
2004 UK Money Demand 1873-2001: A Cointegrated VAR Analysis with Additive Data Corrections
by Heino Bohn Nielsen
2004 A Priori Inequality Restrictions and Bound Analysis in VAR Models
by Massimo Franchi
2004 A Continuous-Time Measurement of the Buy-Sell Pressure in a Limit Order Book Market
by Anthony D. Hall & Nikolaus Hautsch
2004 Estimating Cointegrating Relations from a Cross Section
by Edith Madsen
2004 Monopolistic Competition in Switzerland and Mark-up Pricing Over the Business Cycle
by Christian Müller
2004 The Dynamic Effects of Public Capital: VAR Evidence for 22 OECD Countries
by Christophe Kamps
2004 On Priors on Cointegrating Spaces
by Rodney W. Strachan
2004 Exceptions to Bartlett’s Paradox
by Rodney W. Strachan & Herman K. van Dijk
2004 The Value of Structural Information in the VAR Model
by Rodney W. Strachan & Herman K. van Dijk
2004 Bayesian Model Selection with an Uninformative Prior
by Rodney W. Strachan & Herman K. van Dijk
2004 A Pair-Wise Approach to Testing for Output and Growth Convergence
by Pesaran, M. Hashem
2004 A Pair-Wise Approach to Testing for Output and Growth Convergence
by Pesaran, M. Hashem
2004 Multivariate Arch Models: Finite Sample Properties Of Ml Estimators And An Application To An Lm-Type Test
by Emma M. Iglesias & Garry D.A. Phillips
2004 Vector-Autoregression Approach to Forecast Italian Imports
by Carmine Pappalardo & Gianfranco Piras
2004 Dating the Italian BUsiness Cycle: A Comparison of Procedures
by Bruno Giancarlo & Edoardo Otranto
2004 Consistent poverty dynamics in Spain
by Pérez-Mayo, Jesús
2004 Modeling National Accounts Sub-Aggregates. An Application of Non-Linear Error Correction
by Jumah, Adusei & Kunst, Robert M.
2004 Econometric Inference, Cyclical Fluctuations, and Superior Information
by Michel Normandin
2004 Dynamic Optimal Portfolio Selection in a VaR Framework
by Jeroen Rombouts & E.W. Rengifo
2004 The Japanese Deflation: Has It Had Real Effects? Could It Have Been Avoided?
by Claudio Morana
2004 Discussion of "The Source of Historical Economic Fluctuations: An Analysis using Long-Run Restrictions" by Neville Francis and Valerie A. Ramey
by Harald Uhlig
2004 Punishment and Counter-punishment in Public Goods Games: Can we still govern ourselves?
by Roberto Ricciuti
2004 Testing for Output Convergence: A Re-examination
by Yin-wong Cheung & Antonio Garcia-Pascual
2004 Is the Swedish Central Government a Wage Leader?
by Lindquist, Matthew J. & Vilhelmsson, Roger
2004 Testing for Granger causality in the presence of measurement errors
by Andersson, Jonas
2004 Testing for Stationarity in Panel Data Models when Disturbances are Cross-Sectionally Correlated
by Jönsson, Kristian
2004 Reconnecting the Markov Switching Model with Economic Fundamentals
by Erlandsson, Ulf
2004 Have US-Japan Trade Agreements Made a Difference?
by Byron Gangnes & Craig Parsons
2004 How the Gold Standard Functioned in Portugal: An Analysis of Some Macroeconomic Aspects
by António Portugal Duarte & João Sousa Andrade
2004 Application of Granger Causality Tests to Revenue and Expenditure of Swiss cantons
by Jaya Krishnakumar & Marc-Jean Martin & Nils Soguel
2004 Efficient Tests of Long-Run Causation in Trivariate VAR Processes with a Rolling Window Study of the Money-Income Relationship
by Jonathan B. Hill
2004 Consistent and Non-Degenerate Model Specification Tests Against Smooth Transition Alternatives
by Jonathan B. Hill
2004 Modelling Dynamic Conditional Correlations in WTI Oil Forward and Futures Returns
by Matteo Manera & Alessandro Lanza & Michael McAleer
2004 Conditional Correlations in the Returns on Oil Companies Stock Prices and Their Determinants
by Matteo Manera & Massimo Giovannini & Margherita Grasso & Alessandro Lanza
2004 Predicting Tail-related Risk Measures: The Consequences of Using GARCH Filters for non-GARCH Data
by Amine JALAL & Michael ROCKINGER
2004 Uma Estimação da Curva de Phillips para Portugal
by Agostinho S. Rosa
2004 Competition, the Lisbon Strategy and the Euro
by Anindya Banerjee & Bill Russell
2004 Forecasting with VARMA Models
by Helmut Luetkepohl
2004 A Small Monetary System for the Euro Area Based on German Data
by Ralf Brueggemann & Helmut Luetkepohl
2004 Break Date Estimation and Cointegration Testing in VAR Processes with Level Shift
by Pentti SAIKKONEN & Helmut LUETKEPOHL & Carsten TRENKLER
2004 Practical Problems with Reduced Rank ML Estimators for Cointegration Parameters and a Simple Alternative
by Ralf BRUEGGEMANN & Helmut LUETKEPOHL
2004 Exchange Rate Pass-Through in Acceding Countries: The Role of Exchange Rate Regimes
by Fabrizio CORICELLI & Bostjan JAZBEC & Igor MASTEN
2004 Recent Advances in Cointegration Analysis
by Helmut LÜTKEPOHL
2004 Residual Autocorrelation Testing for Vector Error Correction Models
by Ralf BRUEGGEMANN & Helmut LUETKEPOHL & Pentti SAIKKONEN
2004 Estacionalidad determinista y estocástica en series temporales macroeconómicas
by López de Lacalle Beltrán de Heredia, Javier & Díaz-Emparanza Herrero, Ignacio
2004 Integration of the Russian Market. Empirical Analysis
by Glushchenko Konstantin
2004 Missing Data Problem and the Empirical Yield Curve Analysis. An Example of T-bills Market in Armenia
by Gevorgyan Ruben & Melikyan Narine
2004 Testing for a Unit Root against Nonlinear STAR Models
by George Kapetanios & Yongcheol Shin
2004 Forecast Uncertainties in Macroeconomics Modelling: An Application to the UK Economy
by A Garratt & K Lee & M H Pesaran & Yongcheol Shin
2004 Testing for a Linear Unit Root against Nonlinear Threshold Stationarity
by George Kapetanios & Yongcheol Shin
2004 Bounds Testing Approaches to the Analysis of Long Run Relationships
by M Pesaran & Yongcheol Shin & Richard J Smith
2004 Structural analysis of vector error correction models exogenous i(1) variables
by M Pesaran & R Smith & Yongcheol Shin
2004 A long run structural macroeconometric model of the UK
by A Garratt & K Lee & M Pesaran & Yongcheol Shin
2004 Unit Root Tests in Three-Regime SETAR Models
by George Kapetanios & Yongcheol Shin
2004 Statistical Models for High Frequency Security Prices
by Roel C.A. Oomen
2004 Bayesian Clustering Of Similar Multivariate Garch Models
by Luc Bauwens & Jeroen Rombouts
2004 Small sample confidence intervals for multivariate impulse response functions at long horizons
by Barbara Rossi (Duke) & Elena Pesavento (Emory)
2004 Nonlinear estimators with integrated regressors but without exogeneity
by Robert de Jong
2004 Do Technology Shocks Drive Hours Up or Down?
by Barbara Rossi & Elena Pesavento
2004 Interpreting Permanent and Transitory Shocks to Output When Aggregate Demand May Not Be Neutral in the Long-run
by John Keating
2004 How Large Are Returns to Scale in the U.S.? A View Across the Boundary
by Thomas A. Lubik
2004 Estimation and Testing for Partially Nonstationary Vector Autoregressive Models with GARCH: WLS versus QMLE
by Chor-yiu SIN
2004 The Value of Structural Information in the VAR Model
by Rodney W. Strachan & Herman K. van Dijk
2004 What Explains the Varying Monetary Response to Technology SHocks in G7-Countries
by Athena T. Theodorou & Neville R. Francis & Michael T. Owyang
2004 Smooth Test Of Density Forecast Evaluation With Independent And Serially Dependent Data
by Aurobindo Ghosh & Anil K. Bera
2004 Reaching Inflation Stability
by Antonio Moreno
2004 Regime Switching for Dynamic Correlations
by Denis Pelletier
2004 A simple estimation method and finite-sample inference for a stochastic volatility model
by Pascale VALERY (HEC-Montreal) & Jean-Marie Dufour (University of Montreal)
2004 International Evidence on Monetary Neutrality Under Broken Trend Stationary Models
by R. Velazquez & A.E. Noriega & L.M. Soria
2004 Business Cycles and Macroeconomic Policy Coordination in Mercosur
by Martin Gonzalez-Rozada & Jose Maria Fanelli
2004 Sources and Propagation Mechanims of Foreign Disturbances in Small Open Economies: A Dynamic Factor Analysis
by Alejandro Justiniano
2004 Does the Solow Residual for Korea Reflect Pure Technology Shocks?
by Hyunjoon Lim & Sangho Kim
2004 Comovements in Trading activity: A Multivariate Autoregressive Model of Time Series Count Data Using Copulas
by Erick Rengifo & Andresas Heinen
2004 Testing for Nonlinear Adjustment in Smooth Transition Vector Error Correction Models
by Byeongseon Seo
2004 Macroeconomic Forecasting with Independent Component Analysis
by Ruey Yau
2004 Duration and Order Type Clusters
by Wing Lon NG
2004 Structural Error Correction Model: A Bayesian Perspective
by Chew Lian Chua & Peter Summers
2004 The Impact of the Japanese Banking Crisis on the Intraday FX Market
by Yuko Hashimoto
2004 Asymmetric Effects of Government Spending: Does the Level of Real Interest Rates Matter?
by Michael B. Devereux & Woon Gyu Choi
2004 Generalized Two-Step Maximum Likelihood Estimation of Structural Vector Autoregressive Models partially identified with Short-Run Restrictions
by Kyungho Jang
2004 Testing Weak Exogeneity in Cointegrated System
by Hsiao Chiying & Chen Pu
2004 Stock Market Volatility: Examining North America, Europe and Asia
by Gamini Premaratne & Lakshmi Bala
2004 Models of foreign exchange intervention: Estimation and testing
by Bryan W. Brown; Douglas J. Hodgson
2004 Estimation and Testing for Partially Nonstationary Vector Autoregressive Models with GARCH: WLS versus QMLE
by Chor-yiu SIN
2004 Modeling dependence structure in size-sorted portfolios: A Structural Multivariate GARCH Model
by George Milunovich
2004 Dead Man Walking: An Empirical Reassessment of the Deterrent Effect of Capital Punishment Using the Bounds Testing Approach to Cointegration
by Russell Smyth & Paresh Kumar Narayan
2004 Robustness of a semiparametric estimator of a copula
by Param Silvapulle & Gunky Kim & Mervyn J. Silvapulle
2004 Modeling Yield-Factor Volatility
by Daniel R. Smith & Christophe Parignon
2004 Forecasting Industry-Level CPI and PPI Inflation: Does Exchange Rate Pass-Through Matter?
by Dimitrios D. Thomakos & Prasad S. Bhattacharya
2004 Fractional Output Convergence, with an Application to Nine Developed Countries
by Arielle Beyaert
2004 Duration and Order Type Clusters
by Wing Lon NG
2004 Forecasting the Global Electronics Cycle with Leading Indicators: A VAR Approach
by Keen Meng Choy & Hwee Kwan Chow
2004 A VECM Model of Stockmarket Returns
by Nagaratnam J Sreedharan
2004 Periodic Heteroskedastic RegARFIMA models for daily electricity spot prices
by Marius Ooms & M. Angeles Carnero & Siem Jan Koopman
2004 Cyclical components in economic time series: A Bayesian approach
by Herman K. van Dijk & Andrew Harvey & Thomas Trimbur
2004 Nonlinear Adjustment in Real Exchange Rates and Long Run Purchasing Power Parity--Further Evidence
by Darbha, Gangadhar & Patel, Urjit R.
2004 Model-Free Impulse Responses
by Jorda, Oscar
2004 Forecasting euro area inflation using dynamic factor measures of underlying inflation
by Gonzalo Camba-Méndez & George Kapetanios
2004 To aggregate or not to aggregate? Euro area inflation forecasting
by Nicholai Benalal & Juan Luis Diaz del Hoyo & Bettina Landau & Moreno Roma & Frauke Skudelny
2004 Estimating the rank of the spectral density matrix
by Gonzalo Camba-Mendez & George Kapetanios
2004 How frequently do prices change? Evidence based on the micro data underlying the Belgian CPI
by Luc Aucremanne & Emmanuel Dhyne
2004 Non-fundamental exchange rate volatility and welfare
by Roland Straub & Ivan Tchakarov
2004 Modelling inflation in the euro area
by Eilev S. Jansen
2004 A mark-up model of inflation for the euro area
by Christopher Bowdler & Eilev S. Jansen
2004 Import prices and pricing-to-market effects in the euro area
by Thomas Warmedinger
2004 A Copula-Based Autoregressive Conditional Dependence Model of International Stock Markets
by Rob van den Goorbergh
2004 Monetary Policy Shocks and the Role of House Prices Across European Countries
by Massimo Giuliodori
2004 Asymmetric Monetary Policy Effects in Germany
by Vladimir Kuzin & Silke Tober
2004 Viewing the Relative Efficiency of IV Estimators in Models with Lagged and Instantaneous Feedbacks
by Agnes S. Joseph & Jan F. Kiviet
2004 Inference for Adaptive Time Series Models: Stochastic Volatility and Conditionally Gaussian State Space form
by Charles S. Bos & Neil Shephard
2004 An Alternative Asymptotic Analysis of Residual-Based Statistics
by Andreou, E. & Werker, B.J.M.
2004 Frequency Domain Gaussian Estimation of Temporally Aggregated Cointegrated Systems
by Chambers, M.J. & McCrorie, J.R.
2004 Granger Causality and the Sampling of Economic Processes
by McCrorie, J.R. & Chambers, M.J.
2004 Identification and Estimation of Exchange Rate Models with Unobservable Fundamentals
by Chambers, M.J. & McCrorie, J.R.
2004 Regression Asymptotics Using Martingale Convergence Methods
by Rustam Ibragimov & Peter C.B. Phillips
2004 Automated Discovery in Econometrics
by Peter C.B. Phillips
2004 Using Subspace Methods for Estimating ARMA Models for Multivariate Time Series with Conditionally Heteroskedastic Innovations
by Dietmar Bauer
2004 Volatility regimes and the provisions of liquidity in order book markets
by Helena, BELTRAN & Alain, DURRE & Pierre, GIOT
2004 Illusionary Finance and Trading Behavior
by Malika, HAMADI & Erick, RENGIFO & Diego SALZMAN
2004 Taxas de juro nominais e endividamento: perspectivas para a economia portuguesa
by José Alberto Fuinhas
2004 A Structural Model of the Inflation Process in South Africa
by Janine Aron & John Muellbauer & B. Smit
2004 A Framework for Forecasting the Components of the Consumer Price Index: application to South Africa
by Janine Aron & John Muellbauer & Coen Pretorius
2004 A Two-Stage Plug-In Bandwidth Selection and Its Implementation in Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
by Hirukawa Masayuki
2004 Measuring Trend Output: How Useful Are the Great Ratios?
by Attfield, Clifford & Temple, Jonathan
2004 Convergence and Cycles in the Euro Zone
by Carvalho, Vasco M & Harvey, Andrew
2004 The Comovement of Credit Default Swap, Bond and Stock Markets: An Empirical Analysis
by Norden, Lars & Weber, Martin
2004 Small Sample Confidence Intervals for Multivariate Impulse Response Functions at Long Horizons
by Pesavento, Elena & Rossi, Barbara
2004 Interpolation and Backdating with A Large Information Set
by Angelini, Elena & Henry, Jérôme & Marcellino, Massimiliano
2004 Price Discovery in Tick Time
by Frijns, Bart & Schotman, Peter C
2004 Trading European Sovereign Bonds: The Microstructure of the MTS Trading Platforms
by Cheung, Yiu Chung & de Jong, Frank & Rindi, Barbara
2004 The HP-Filter in Cross-Country Comparisons
by Marcet, Albert & Ravn, Morten O.
2004 Trading activity and liquidity supply in a pure limit order book market
by GRAMMIG, Joachim & HEINEN, Andréas & RENGIFO, Erick
2004 Dynamic optimal portfolio selection in a VaR framework
by RENGIFO, Erick & ROMBOUTS, Jeroen
2004 Eigenvalue Decomposition of Time Series with Application to the Czech Business Cycle
by Jaromir Benes & David Vavra
2004 Estimation And Testing Of Dynamic Models With Generalised Hyperbolic Innovations
by Francisco Javier Mencía & Enrique Sentana
2004 Indirect Estimation Of Conditionally Heteroskedastic Factor Models
by Enrique Sentana & Giorgio Calzolari & Gabriele Fiorentini
2004 The comovement of credit default swap, bond and stock markets: an empirical analysis
by Lars Norden & Martin Weber
2004 Calibration of Interest Rate Models - Transition Market Case
by Martin Vojtek
2004 Personal Income Tax Decentralization, Inequality and Social Welfare
by Julio López Laborda & Jorge Onrubia Fernández
2004 Switching Regimes in the Term Structure of Interest Rates During U.S. Post-War: A case for the Lucas proof equilibrium?
by Jesús Vázquez
2004 Model-Free Impulse Responses
by Oscar Jorda
2004 A Pair-wise Approach to Testing for Output and Growth Convergence
by Pesaran, M.H.
2004 Globalização Econômica e Investimentos no Brasil
by Fernando de Aquino Fonseca Neto & Joanílio Rodolpho Teixeira
2004 Crescimento com Restrições de Balanço de Pagamentos e Déficits Gêmeos no Brasil a Partir dos Anos Noventa
by FERNANDO DE AQUINO FONSECA NETO & Joanílio Rodolpho Teixeira
2004 Distribution of Trading Activity across Strike Prices in the DAX Index Options Market
by Zdravetz Lazarov
2004 Testing for Long-Run PPP in a System Context: Evidence for the US, Germany and Japan
by Dimitrios Sideris
2004 Financial Markets and Economic Growth in Greece
by George Hondroyiannis & Sarantis Lolos & Evangelia Papapetrou
2004 Testing Long-Run Purchasing Power Parity under Exchange Rate Targeting
by Sophocles N. Brissimis & Dimitris A. Sideris & Fragiska K. Voumvaki
2004 Who was in the driving seat in Europe during the nineties, International financial markets or the BUBA?
by Roger Hammersland
2004 The degree of independence in European goods markets : An I(2) analysis of German and Norwegian trade data
by Roger Hammersland
2004 Oil wealth and real exchange rates: The FEER for Norway
by Q. Farooq Akram
2004 Large T and small N : A three-step approach to the identification of cointegrating relationships in time series models with a small cross-sectional dimension
by Roger Hammersland
2004 Modelling inflation in the Euro Area
by Eilev S. Jansen
2004 Testing for a time-varying price-cost markup in the Euro area inlation process
by Christopher Bowdler & Eilev S. Jansen
2004 Règle de Taylor et politique monétaire dans la zone euro
by Mésonnier, J-S. & Renne, J-P.
2004 A Time-Varying Natural Rate for the Euro Area
by Mésonnier, J-S. & Renne, J-P.
2004 Monetary policy and stock prices: theory and evidence
by Stefano Neri
2004 A useful tool to identify recessions in the euro-area
by Pilar Bengoechea & Gabriel Pérez-Quirós
2004 Estimating Policy-Neutral Interest Rates for Canada Using a Dynamic Stochastic General-Equilibrium Framework
by Jean-Paul Lam
2004 Une approche éclectique d'estimation du PIB potentiel pour le Royaume-Uni
by Charles St-Arnaud
2004 Modélisation « PAC » du secteur extérieur de l'économie américaine
by Marc-André Gosselin & René Lalonde
2004 Dynamic Monopolies with Stochastic Demand
by Walter Beckert
2004 Unobserved Heterogeneity in Panel Time Series Models
by Jerry Coakley & Ana-Maria Fuertes & Ron Smith
2004 The World Market For Soybeans: Price Transmission Into Brazil And Effects From The Timing Of Crop And Trade
by Mario A. Margarido & Frederico A. Turolla & Carlos R. F. Bueno
2004 Índice De Atividade Econômica: Os Modelos De Filtro De Kalman E Box-Jenkins Comparados
by Vamerson Schwingel Ribeiro & Joilson Dias
2004 Efeitos Reais E Nominais Sobre As Flutuações Da Taxa Real De Câmbio Brasil/Estados Unidos: Um Estudo Empírico Usando Var (1999-2003)
by Sinézio Fernandes Maia & Hilton Martins de Brito Ramalho
2004 Crescimento Com Restrições De Balanço De Pagamentos E Déficits Gêmeos No Brasil A Partir Dos Anos Noventa
by Fernando de Aquino Fonseca Neto & Joanílio Rodolpho Teixeira
2004 Política Fiscal, Nível Tecnológico E Crescimento Econômico No Brasil: Teoria E Evidência Empírica
by Luciana Cavalcante de Assis & Joilson Dias
2004 A Welfare Analysis Of Economic Fluctuations In South America
by Fábio Augusto Reis Gomes & Leandro Gonçalves do Nascimento
2004 Estimating Potential Output And The Output Gap For Brazil
by Carlos Hamilton Vasconcelos Araujo & Marta Baltar Moreira Areosa & Osmani Teixera de Carvalho Guillén
2004 Metas Inflacionárias, Preços Livres E Administrados No Brasil: Uma Análise Econométrica
by Cleomar Gomes & Otávio Aidar
2004 Country pair-correlations as a measure of financial integration: the case of the Euro equity markets
by Manuela CROCI
2004 An empirical examination of exchange-rate credibility determinants in the EMS
by Francisco Ledesma-Rodríguez & Jorge Pérez-Rodríguez & Simón Sosvilla-Rivero
2004 A Regime Switching Long Memory Model for Electricity Prices
by Niels Haldrup & Morten O. Nielsen
2004 SURGAT Seasonal Unit Roots Graphical Analysis and Testing device
by Ignacio Díaz-Emparanza
2004 Export Dynamics in Turkey
by Cagri Sarikaya
2004 Estimating Policy-Neutral Interest Rates for Canada Using a Dynamic Stochastic General Equilibrium Framework
by Jean-Paul Lam & Greg Tkacz
2004 Il dibattito sulla legge di Verdoorn: alcuni risultati empirici usando l’analisi di cointegrazione
by Romina Gambacorta
2004 Analisi fondamentale di mercato con aspettative razionali: un modello per il mercato delle materie prime
by Federico Perali & Luca Pieroni
2004 Implementation of monetary overhang/shortfall measure for indication of inflation risks (the approach of the European Central Bank)
by Josef Arlt & Milan Guba & Štěpán Radkovský
2004 An Application of the Garch-t Model on Central European Stock Returns
by Miloslav Vošvrda & Filip Žikeš
2004 Exogeneity within the M2 Demand Function: Evidence from a Large Macroeconomic System
by Martin B. Schmidt
2004 The International Price Transmission in Stock Index Futures Markets
by Jian Yang & David A. Bessler
2004 Threshold Effects in the U.S. Budget Deficit
by Philip Arestis & Andrea Cipollini & Bassam Fattouh
2004 Un análisis univariante y multivariante de la diversificación de carteras bajo heterocedasticidad condicionada/Univariate and Multivariate Analysis of The Diversification of Portfolios Under Conditional Heteroscedasticity
by AFONSO RODRÍGUEZ, J. A. & BRUNO PÉREZ, N. A. & J.GINER RUBIO
2004 Are Minimum Wages to Blame for Informality in the Labour Market?
by Francisco Carneiro
2004 Estimating Supply and Demand Functions in International Trade: A Multivariate Cointegration Analysis for Germany
by Martin Meurers
2004 Balancing The Budget Through Revenue Or Spending Adjustments? The Case Of Greece
by Panagiotis T. Konstantinou
2004 Stock Market Development And Economic Growth: The Causal Linkage
by Guglielmo Maria Caporale & Peter G. A Howells & Alaa M. Soliman
2004 Firm and Corporate Bond Valuation: A Simulation Dynamic Programming Approach
by Augusto Castillo
2004 Vectores autoregresivos e identificación de shocks de política monetaria en Argentina
by Gastón Ezequiel Utrera
2004 Regional Convergence in Italy: 1951-2000
by Claudio Morana
2004 Modelling of Structural Changes in Demand for Money Cointegration Relations
by Hannu Koskinen
2004 The Nobel Prize Laureates, 2003
by Luboš Komárek
2004 Outlier Detection, Seasonal Adjustment and Cycle Extraction in New Member States of European Union
by Buono, D.
2004 System Estimates of Cyclical Unemployment and Cyclical Output in the 15 European Union Member-States, 1961-1999
by Katos, A. & Pallis, D. & Katsouli, E.
2004 Unit-Root, Cointegration and Granger Causality Test Results for Export and Growth in OECD Countries
by Konya, Laszlo
2004 Political Instability and Growth: An Econometric Analysis of Turkey, Mexico, Argentina and Brazil, 1985-2004
by Bildirici, M.
2004 Analysis of the open macroeconomy model with rational expectations
by Stanislav David & Osvald Vašíček
2004 Estimation of alternative monetary policy rules and their comparison
by Hana Pytelová & Osvald Vašíček
2004 Canadian and U.S. financial markets: testing the international integration hypothesis under time-varying conditional volatility
by Michel Normandin
2004 Business cycles in Mexico and the United States: Do they share common movements?
by Jorge Herrera Hernández
2004 Evolution and structure of unemployment in the metropolitan area of Cali 1988-1998. Does the unemployment rate present hysteresis?
by Carlos Castellar & Jose Ignacio Uribe
2004 Les dépenses militaires, moteur de la croissance économique japonaise ?. Une analyse cliométrique : 1868-1940
by Claude Diebolt & Magali Jaoul
2004 Une décomposition du cycle boursier
by Édouard Challe
2004 Seasonal Specific Structural Time Series
by Tommaso Proietti
2004 Switching Regimes in the Term Structure of Interest Rates during U.S. Post-War: A Case for the Lucas Proof Equilibrium?
by Jesús Vázquez
2004 The UK Household Sector Demand for Risky Money
by Thomas Elger & Jane M. Binner
2004 Inflation, Shadow Prices and the EMU: Evidence From Greece
by Efthymios G. Tsionas & Dimitris K. Christopoulos
2004 What drives housing price dynamics: cross-country evidence
by Kostas Tsatsaronis & Haibin Zhu
2004 Modelling the Risk at the Central European Stock Exchange at times of Crisis
by Nigohos Kanaryan
2003 Robust Bootstrap Inference On Long Run Dependence Using Panels
by Ana-maria Fuertes
2003 Structural Factor-Augmented VAR (SFAVAR)
by Fabio Milani & Francesco Belviso
2003 Estimating Monetary Policy Rules in Small Open Economies: A Structural Approach
by Frank Schorfheide & Thomas A. Lubik
2003 Extended Yule-Walker Estimation and Principal Components Variance Decomposition of a Many-Variable VAR Model to a Few-Factor VARMA Model: Applied to U.S. Macro Data
by Baoline Chen & Peter A. Zadrozny
2003 Structural Time-Series Models with Common Trends and Common Cycles
by Christoph Schleicher
2003 General-to-Specific Model Selection Procedures for Structural Vector Autoregressions
by Hans-Martin Krolzig
2003 A Panel CUSUM Test of the Null of Cointegration
by Westerlund, Joakim
2003 The Market’s View on the Probability of Banking Sector Failure: Cross-Country Comparisons
by Byström, Hans
2003 Estimating Default Probabilities Using Stock Prices: The Swedish Banking Sector During the 1990s Banking Crisis
by Byström, Hans
2003 On the Strenght of the US Dollar: Can it be Explained by Output Growth?
by P.J.G. Vlaar
2003 Angebot und Nachfrage im Außenhandel : Theoretische Überlegungen und eine Kointegrationsanalyse für Deutschland
by Martin Meurers
2003 Modelling The Economic Cycles. A Theoretical Approach
by Albu, Lucian Liviu & Nicolae, Mariana & Iordan, Mioara & Caraiani, Petre
2003 Monetary Policy, Exchange Rate, And The Transmission Mechanism In Romania: A Structural Var Approach
by Botel, Cezar
2003 Long-Run Gains From International Equity Diversification: Taiwan’s Evidence, 1995-2001
by Neih, Chien-Chung & Chang, Tsangyao
2003 Does Public Investment Crowd Out Private Investment? Evidence On Investment And Growth In Asia, 1971-2000
by Naveed H. Naqvi & Christopher Tsoukis
2003 Structural Change and Small-Sample Inference in a Long-Run Structural Var Model of UK Aggregate Demand
by Dimitrios Papaikonomou
2003 Impact of Infrastructure on Productivity: Case of Indian Registered Manufacturing
by Deepika Goel
2003 Cinema demand in Germany
by Dewenter, Ralf & Westermann, Michael
2003 Uncovered Interest Rate Parity and Analysis of Monetary Convergence of Potential EMU Accession Countries
by Holtemöller, Oliver
2003 Entwicklung eines Modells zur Projektion des Wirtschaftswachstums und der langfristigen Nachfrage nach Produktionsfaktoren in Deutschland unter besonderer Berücksichtigung des informationstechnologischen Innovationsprozesses
by Danckwerts, Rudolf-Ferdinand & Grossmann, Wolf Dieter & Henne, Wolfgang
2003 How wacky is the DAX? The changing structure of German stock market volatility
by Werner, Thomas & Stapf, Jelena
2003 Monetary policy transmission mechanisms and currency unions A vector error correction approach to a Trans-Tasman currency union
by Alfred A. Haug & Ozer Karagedikli & Satish Ranchhod
2003 On ARMA(1,q) models with bounded and periodically correlated solutions
by Aleksander Weron & Agnieszka Wylomanska
2003 Methods for determining the presence of periodic correlation based on the bootstrap methodology
by Ewa Broszkiewicz-Suwaj
2003 How Does Systematic Risk Impact US Credit Spreads? A Copula Study
by Hayette Gatfaoui
2003 Convergence to Purchasing Power Parity at the Commencement of the Euro
by Claude Lopez & David H. Papell
2003 Business cycles asymmetry and monetary policy: a further investigatio= n=20 using MRSTAR models
by Gilles DUFRENOT & Val=E9rie MIGNON & Anne PEGUIN-FEISSOLE
2003 Estimation of Some Omani Macroeconomic Parameters - A Discussion
by Ananth Rao
2003 Inflation, Output Growth, and Stabilization in Turkey, 1980-2002
by Sel Dibooglu & Aykut Kibritcioglu
2003 Persistent misalignments of the European exchanges rates: some evidence from nonlinear cointegration
by Gilles DUFRENOT & Laurent MATHIEU & Val=E9rie MIGNON & Anne PEGUIN-FEISSOLE
2003 Stock Market Valuation In The United States
by Patrick BISCIARI & Alain DURRE & Alain NYSSENS
2003 Stock Market Valuation : the Role of the Macroeconomic Risk Premium
by Christophe Boucher
2003 A SETAR model with long-memory dynamics
by Gilles DUFRENOT & Dominique GUEGAN & Anne PEGUIN-FEISSOLLE
2003 Voice or Public Sector Management? An Empirical Investigation of Determinants of Public Sector Performance based on a Survey of Public Officials
by Daniel Kaufmann & Gil Mehrez & Tugrul Gurgur
2003 On Priors for Impulse Responses in Bayesian Structural VAR Models
by Andrzej Kociêcki
2003 Should Stock Market Indexes Time Varying Correlations Be Taken Into Account? A Conditional Variance Multivariate Approach
by Ryan SULEIMANN
2003 New Technology Stock Market Indexes Contagion: A VAR-dccMVGARCH Approach
by Ryan SULEIMANN
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
2003 Powerful Trend Function Tests That are Robust to Strong Serial Correlation with an Application to the Prebisch Singer Hypothesis
by Helle Bunzel & Timothy Vogelsang
2003 Modeling the Behavior of Prague Stock Exchange Index (PX-50)
by Martina Hornikova
2003 The P* model as a general identity to analyze and forecast the behavior of the inflation rate in the economy of Puerto Rico
by Carlos A. Rodríguez Ramos
2003 Real Exchange Rates in Central and Eastern Europe : What Scope for the Underlying Fundamentals?
by Gilles DUFRENOT & Balazs Egert
2003 Real Exchange Rates in Central and Eastern Europe : What Scope for the Underlying Fundamentals?
by Gilles DUFRENOT & Balazs Egert
2003 Credit Market Disequilibrium in Poland: Can We Find What We Expect? Non-Stationarity and the “Min”Condition
by Christophe Hurlin & Rafal Kierzenkowski &
2003 Some Finite Sample Results On Testing For Granger Noncausality
by Judith A. Clarke & Sadaf Mirza
2003 Capital Taxation, Globalization, and International Tax Competition
by Kenneth G. Stewart & Michael C. Webb
2003 Endogenous growth and Stock Market Development
by Guglielmo Maria Caporale, & Peter G. A Howells, & Alaa M. Soliman,
2003 The Role of Intra-Day and Inter-Day Data Effects in Determining Linear and Nonlinear Granger Causality Between Australian Futures and Cash Index Markets
by R. M. Eldridge & Maurice Peat & Max Stevenson
2003 The Market's View on the Probability of Banking Sector Failure: Cross-Country Comparisons
by Hans Bystr?m
2003 Estimating Default Probabilities Using Stock Prices: The Swedish Banking Sector During the 1990s Banking Crisis
by Hans Bystr?m
2003 Estimation of an Adaptive Stock Market Model with Heterogeneous Agents
by Henrik Amilon
2003 New Asian Regionalism: Evidence of ASEAN+3 Free Trade Agreement From Extended Gravity Theory and New Modelling Approach
by Tran Van Hoa
2003 Growth of Asian Regional Trade and Income Convergence: Evidence from ASEAN+3 Based on Extended Helpman-Krugman Hypothesis and Flexible Modelling Approach
by Tran Van Hoa
2003 Reexamining the maturity effect using extensive futures data
by Daal, Elton & Farhat, Joseph Basheer & Wei, Peihwang P.
2003 A Structural Estimation and Interpretation of the New Keynesian Macro Model
by Seonghoon Cho & Antonio Moreno
2003 Reaching Inflation Stability
by Antonio Moreno
2003 Fractional Integration and the Dynamics of UK Unemployment
by Luis A. Gil-Alana & S.G. Brian Henry
2003 Structural Changes in Volatility and Stock Market Development: Evidence for Spain
by Juncal Cunado & Javier Gómez Biscarri & Fernando Pérez de Gracia
2003 Additional Empirical Evidence on Real Convergence: A Fractionally Integrated Approach
by Juncal Cunado & Luis A. Gil-Alana & Fernando Pérez de Gracia
2003 On Polynomial Cointegration in the State Space Framework
by Dietmar Bauer & Martin Wagner
2003 A Canonical Form for Unit Root Processes in the State Space Framework
by Dietmar Bauer & Martin Wagner
2003 The Performance of Subspace Algorithm Cointegration Analysis: A Simulation Study
by Dietmar Bauer & Martin Wagner
2003 On the regional impact of public capital formation in spain
by Alfredo Marvão Pereira & Oriol Roca-Sagalés
2003 More on Testing Exact Rational Expectations in Cointegrated Vector Autoregressive Models: Restricted Drift Terms
by Søren Johansen & Anders Rygh Swensen
2003 A linear demand system within a Seemingly Unrelated Time Series Equation framework
by Arvid Raknerud & Terje Skjerpen & Anders Rygh Swensen
2003 The importance of interest rates for forecasting the exchange rate
by Hilde C. Bjørnland & Håvard Hungnes
2003 The BSE Crisis and the Price of Red Meat in the UK
by John Leeming & Paul Turner
2003 Small Noise Asymptotics for a Stochastic Growth Model
by Noah Williams
2003 Parametric Estimation of Quadratic Term Structure Models of Interest Rates
by H. Vincent Poor & Li Chen
2003 Credit Crunch in Germany?
by Torsten Schmidt & Hiltrud Nehls
2003 Predicting Inflation: Does The Quantity Theory Help?
by Lance J. Bachmeier & Norman R. Swanson
2003 Volatility Spillover Effects in European Equity Markets
by L. BAELE
2003 Monetary Policy and the Exchange Rate During the Asian Crisis: Identification Through Heteroscedasticity
by Guglielmo Maria Caporale & Andrea Cipollini & Panicos Demetriades
2003 Threshold Effects in the US Budget Deficit
by Philip Arestis & Andrea Cipollini & Bassam Fattouh
2003 Time Series Analysis, Cointegration, and Applications
by Granger, Clive W. J.
2003 Interview with the 2003 Economics Laureates, Clive W.J. Granger and Robert F. Engle III
by Engle III, Robert F. & Granger, Clive W. J.
2003 Risk and Volatility: Econometric Models and Financial Practice
by Engle III, Robert F.
2003 Statistical Methods for Economic Time Series
by Committee, Nobel Prize
2003 Time-series Econometrics: Cointegration and Autoregressive Conditional Heteroskedasticity
by Committee, Nobel Prize
2003 Intra-day Patterns in the Returns, Bidask Spereads, and Trading Volume of Stocks Traded on the New York Stock Exchange
by Chris Brooks & Melvin. J. Hinich & Douglas M. Patterson
2003 On the Aggregation of Market and Credit Risks
by Carol Alexandra & Jacques Pezier
2003 Sources of Over-performance in Equity Markets: Mean Reversion, Common Trends and Herding
by Carol Alexander & Anca Dimitriu
2003 Long and Short-Run Determinants of Money Demand in New Zealand: Evidence from Cointegration Analysis
by Abbas Valadkhani
2003 A Dynamic Factor Analysis of Financial Contagion in Asia
by Andrea Cipollini & George Kapetanios
2003 Testing for Cointegration in Nonlinear STAR Error Correction Models
by George Kapetanios & Yongcheol Shin & Andy Snell
2003 A Comparison of Estimation Methods for Dynamic Factor Models of Large Dimensions
by George Kapetanios & Massimiliano Marcellino
2003 A Note on Joint Estimation of Common Cycles and Common Trends in Nonstationary Multivariate Systems
by George Kapetanios
2003 A New Nonparametric Test of Cointegration Rank
by George Kapetanios
2003 Tracking Growth and the Business Cycle: a Stochastic Common Cycle Model for the Euro Area
by João Valle e Azevedo & Siem Jan Koopman & António Rua
2003 Coincident and Leading Indicators for the Euro Area: A Frequency Band Approach
by António Rua & Luís Catela Nunes
2003 Un semplice modello univariato per la previsione a breve termine dell'inflazione italiana
by Rapacciuolo, Ciro
2003 Eficienţa Pieţei Financiare Din România - Condiţie Necesară În Perspectiva Aderării La Uniunea Europeană
by Barna, Flavia & Dima, Bogdan & Labunet, Aurora
2003 Forecasting Euro-Area Industrial Production Using (Mostly) Business Surveys Data
by Bruno, Giancarlo & Lupi, Claudio
2003 Riesgo crediticio derivado del riesgo cambiario: Perspectiva de una Economía Latinoamericana Parcialmente Dolarizada
by Jiménez Sotelo, Renzo
2003 When the theory is not enough – valuation of forest resources with “efficiency” prices in practice
by Huhtala, Anni & Toppinen, Anne & Boman, Mattias
2003 Dynamic Financial Linkages of Japan and ASEAN Economies: An Application of Real Interest Parity
by Chan, Tze-Haw & Khong, Wye Leong Roy & Baharumshah, Ahmad Zubaidi
2003 Measuring Capital Mobility in the Asia Pacific Rim
by Chan, Tze-Haw & Baharumshah, Ahmad Zubaidi
2003 A Range-Based GARCH Model for Forecasting Volatility
by Mapa, Dennis S.
2003 Currency substitution in Romania
by Lazea, Valentin & Cozmanca, Bogdan Octavian
2003 Fear Trading
by Ardia, David
2003 Macroeconomic Volatility Trade-off and Monetary Policy Regime in the Euro Area
by Alvaro Aguiar & Manuel M. F. Martins
2003 Trend, cycle, and non-linear trade-off in the Euro Area 1970-2001
by Alvaro Aguiar & Manuel M. F. Martins
2003 Modelling the Dynamics of Cross-Sectional Functions: an Econometric Analysis of the Bid and Ask Curves of an Automated Exchange
by Clive Bowsher
2003 Comparison of Model Reduction Methods for VAR Processes
by Hans-Martin Krolzig & Ralf Brüggemann
2003 Inflation Adjustment in the Open Economy: An I(2) Analysis of UK Prices
by Christopher Bowdler & Heino Bohn Nielsen
2003 Monetary policy transmission mechanisms and currency unions: A vector error correction approach to a Trans-Tasman currency union
by Alfred A Haug & Ozer Karagedikli & Satish Ranchhoud
2003 Temporal Aggregation, Causality Distortions, and a Sign Rule
by Tilak Abeysinghe & Gulasekaran Rajaguru
2003 Non-Fundamental Expectations and Economic Fluctuations: Evidence from Professional Forecasts
by Keen Meng Choy & Kenneth Leong & Anthony S. Tay
2003 General-to-Specific Model Selection Procedures for Structural Vector Autoregressions
by Hans-Martin Krolzig
2003 Comparison of Model Reduction Methods for VAR Processes
by Ralf Brüggemann & Hans-Martin Krolzig & Helmut Lütkepohl
2003 Inflation Adjustment in the Open Economy: An I(2) Analysis of UK Prices
by Heino Bohn Nielsen & Christopher Bowdler
2003 Modelling Security Market Events in Continuous Time: Intensity Based, Multivariate Point Process Models
by Clive G. Bowsher
2003 Stochastic Volatility for Levy Processes
by Geman, Hélyette & Carr, Peter & Madan, Dilip B. & Yor, Marc
2003 Identifying the Effects of Monetary Policy Shocks on Exchange Rates Using High Frequency Data
by Jon Faust & John H. Rogers & Eric Swanson & Jonathan H. Wright
2003 Small Noise Asymptotics for a Stochastic Growth Model
by Noah Williams
2003 A Tale of Two Time Scales: Determining Integrated Volatility with Noisy High Frequency Data
by Lan Zhang & Per A. Mykland & Yacine Ait-Sahalia
2003 Stock market valuation in the United States
by Patrick Bisciari & Alain Durré & Alain Nyssens
2003 Methods to Estimate Dynamic Stochastic General Equilibrium Models
by RUGE-MURCIA, Francisco J.
2003 Small Sample Improvements in the Statistical Analysis of Seasonally Cointegrated Systems
by Cubadda, Gianluca & Omtzigt, Pieter
2003 Common Shocks, Common Dynamics, and the International Business Cycle
by Centoni, Marco & Cubadda, Gianluca & Hecq, Alain
2003 Forecasting Industrial Production and the Early Detection of Turning Points
by Bruno, Giancarlo & Lupi, Claudio
2003 The Role of Common Cyclical Features for Coincident and Leading Indexes Building
by Cubadda, Gianluca & Hecq, Alain
2003 Duration Dependent Markov-Switching Vector Autoregression: Properties, Bayesian Inference, Software and Application
by Matteo Pelagatti
2003 Efficient allocation of land in a decoupled world
by Roche, M. & McQuinn, K.
2003 Efficient allocation of land in a decoupled world
by Roche, M. & McQuinn, K.
2003 Monetary Policy Shocks: Testing Identification Conditions Under Time-Varying Conditional Volatility
by Michel Normandin & Louis Phaneuf
2003 Transmission of Monetary Shocks in Latvia
by Martins Bitans & Dainis Stikuts & Ivars Tillers
2003 Some Additional Evidence from the Credit Channel on the Response to Monetary Shocks: Looking for Asymmetries
by Fabio ALESSANDRINI
2003 Likelihood Ratio Testing for Cointegration Ranks in I(2) Models
by Heino Bohn Nielsen & Anders Rahbek
2003 Cointegration Analysis in the Presence of Outliers
by Heino Bohn Nielsen
2003 Inflation, Minimum Wage and Other Wages: An Econometric Study on French Macroeconomic Data
by L'Horty, Yannick & Rault, Christophe
2003 Volatility And Var Forecasting For The Ibex-35 Stock-Return Index Using Figarch-Type Processes And Different Evaluation Criteria
by Trino-Manuel Ñíguez
2003 Forecasting Euro-Area Industrial Production Using (Mostly) Business Surveys Data
by Bruno Giancarlo & Lupi Claudio
2003 Liberalization of capital inflows and the real exchange rate in India: A VAR analysis
by Indrani Chakraborty
2003 Testing for Relative Predictive Accuracy: A Critical Viewpoint
by Kunst, Robert M.
2003 Canadian and U.S. Financial Markets: Testing the International Integration Hypothesis Under Time-Varying Conditional Volatility
by Michel Normandin
2003 Monetary Policy Shocks: Testing Identification Conditions Under Time-Varying Conditional Volatility
by Michel Normandin & Louis Phaneuf
2003 The Granger Non-Causality Test in Cointegrated Vector Autoregressions
by Hiroaki Chigira & Taku Yamamoto
2003 Tests for Long-Run Granger Non-Causality in Cointegrated Systems
by Taku Yamamoto & Eiji Kurozumi
2003 The Granger Non-Causality Test in Cointegrated Vector Autoregressions
by Chigira, Hiroaki & Yamamoto, Taku
2003 Tests for Long-Run Granger Non-Causality in Cointegrated Systems
by Yamamoto, Taku & Kurozumi, Eiji
2003 Intersectoral Wage Linkages in Sweden
by Friberg, Kent
2003 Monetary Policy Analysis in a Small Open Economy using Bayesian Cointegrated Structural VARs
by Villani, Mattias & Warne, Anders
2003 The Equilibrium Rate of Unemployment and the Real Exchange Rate: An Unobserved Components System Approach
by Lindblad, Hans & Sellin, Peter
2003 Business Survey Data: Do They Help in Forecasting the Macro Economy?
by Hansson, Jesper & Jansson, Per & Löf, Mårten
2003 Bayes Estimators of the Cointegration Space
by Villani, Mattias
2003 A stable demand for money despite financial crisis: The case of Venezuela
by C. Bjørnland, Hilde
2003 Estimating the equilibrium real exchange rate in Venezuela
by Bjørnland, Hilde C.
2003 Fundamental determinants of the long run real exchange rate: The case of Norway
by Bjørnland, Hilde C. & Hungnes, Håvard
2003 Testing the New Keynesian Phillips curve
by Bårdsen, Gunnar & Jansen, Eilev S. & Nymoen, Ragnar
2003 Testing constancy of the error covariance matrix in vector models
by Eklund, Bruno & Teräsvirta, Timo
2003 Trois essais sur les anticipations d'inflation - Three essays on inflation expectation
by Jean-Pierre Allégret & Jean-François Goux
2003 On Business Cycle Asymmetries in G7 Countries
by Prasad Bidarkota & Khurshid M. Kiani
2003 A Multiple Indicators Model For Volatility Using Intra-Daily Data
by Robert F. Engle & Giampiero M. Gallo
2003 Long-run Models of Oil Stock Prices
by Alessandro Lanza & Matteo Manera & Margherita Grasso & Massimo Giovannini
2003 Inflação Portuguesa: pelos custos ou monetária?
by Agostinho S. Rosa
2003 The transmission mechanism in a changing world
by Michael ARTIS & Ana Beatriz C. GALVÃO & Massimiliano MARCELLINO
2003 Shock Therapy? An I (2) Cointegration Analysis of the Russian Stabilization
by Ekaterina VOSTROKNUTOVA
2003 A Re-interpretation of the Linear-Quadratic Model When Inventories and Sales are Polynomially Cointegrated
by Anindya BANERJEE & Paul MIZEN
2003 Will the Monetary Pillar Stay? A Few Lessons from the UK
by Paolo PAESANI
2003 Polish Stabilization: What Can We Learn From the I (2) Cointegration Analysis
by Ekaterina VOSTROKNUTOVA
2003 Economic Integration in Interwar Poland - A Threshold Cointegration Analysis of the Law of One Price for Poland (1924-1937)
by Carsten TRENKLER & Nikolaus WOLF
2003 A Monthly Monetary Model with Banking Intermediation for the Euro Area
by Annick Bruggeman & Marie Donnay
2003 Time-Varying Nairu and Real Interest Rates in the Euro Area
by Camille Logeay & Silke Tober
2003 Does the Term Spread play a role in the FED's reaction function? An Empirical Investigation
by Vázquez Pérez, Jesús
2003 The role of the term spread in an augmented Taylor rule: An empirical investigation
by Vázquez Pérez, Jesús
2003 Switching Regimes in the Term Structure of Interest Rates During U.S. Post-War: A case for the Lucas proof equilibrium?
by Vázquez Pérez, Jesús
2003 The P* model as a general identity to analyze and forecast the behavior of the inflation rate in the economy of Puerto Rico
by Carlos A. Rodríguez Ramos
2003 Model-Free Impulse Responses
by Jorda, Oscar
2003 Searching for the Causal Structure of a Vector Autoregression
by Hoover, Kevin & Demiralp, Selva
2003 UK Business Investment: Long-Run Elasticities and Short-Run Dynamics
by Ellis, Colin & Simon Price
2003 The Effect of Skill shortages on Unemployment and Real Wage Growth: A Simultaneous Equation Approach
by Wallis, Gavin
2003 Bayesian Analysis of Stochastic and Deterministic Processes in The Error Correction Model
by Strachan, Rodney & Brett Inder
2003 Do Technology Shocks Drive Hours Up or Down? A Little Evidence from an Agnostic Procedure
by Rossi, Barbara & Pesavento, Elena
2003 Small Sample Confidence Intervals for Multivariate Impulse Response Functions at Long Horizons
by Rossi, Barbara & Pesavento, Elena
2003 Eurozone money demand: time series and dynamic panel results
by E.M. Bosker
2003 Forecasting Inflation in the Netherlands and the Euro Area
by A.H.J. den Reijer & P.J.G. Vlaar
2003 Forecasting inflation: An art as well as a science!
by P.J.G. Vlaar & A.H.J. den Reijer
2003 The (A)Symmetry of shocks in the EMU
by Bastiaan A. Verhoef
2003 International Market Integration for Natural Gas?: A Cointegration Analysis of Prices in Europe, North America and Japan
by Guillaume L¿Hégaret & Boriss Siliverstovs & Anne Neumann & Christian von Hirschhausen
2003 Multicointegration in US Consumption Data
by Boriss Siliverstovs
2003 Effekte einer Arbeitszeitverkürzung: empirische Evidenz für Frankreich
by Camille Logeay & Sven Schreiber
2003 Time-varying Nairu and Real Interest Rates in the Euro Area
by Camille Logeay & Silke Tober
2003 Tracking Growth and the Business Cycle: a Stochastic Common Cycle Model for the Euro Area
by Joao Valle e Azevedo & Siem Jan Koopman & Antonio Rua
2003 Measuring Synchronisation and Convergence of Business Cycles
by Siem Jan Koopman & Joao Valle e Azevedo
2003 A Simple Asymptotic Analysis of Residual-Based Statistics
by Andreou, E. & Werker, B.J.M.
2003 Volatility Spillover Effects in European Equity Markets
by Baele, L.
2003 Prewhitening Bias in HAC Estimation
by Donggyu Sul & Peter C.B. Phillips & Choi, Chi-Young
2003 The Elusive Empirical Shadow of Growth Convergence
by Peter C.B. Phillips & Donggyu Sul
2003 Fractional Brownian Motion as a Differentiable Generalized Gaussian Process
by Victoria Zinde-Walsh & Peter C.B. Phillips
2003 Testing for two-regime threshold cointegration in the parallel and official markets for foreign currency in Greece
by Nektarios Aslanidis & George Kouretas
2003 What Caused the Early Millennium Slowdown? Evidence Based on Vector Autoregressions
by Peersman, Gert
2003 Microeconomic Sources of Equity Risk
by Wickens, Michael R
2003 The Transmission Mechanism in a Changing World
by Artis, Michael J & Galvão, Ana Beatriz C & Marcellino, Massimiliano
2003 Price Discovery in Fragmented Markets
by de Jong, Frank & Schotman, Peter C
2003 Exchange Rate Pass-Through in Candidate Countries
by Coricelli, Fabrizio & Jazbec, Bostjan & Masten, Igor
2003 Monetary-Fiscal Mix and Inflation Performance: Evidence from the US
by Favero, Carlo A & Monacelli, Tommaso
2003 Markov Switching Causality and the Money-Output Relationship
by Psaradakis, Zacharias & Ravn, Morten O. & Sola, Martin
2003 Dynamic latent factor models for intensity processes
by BAUWENS, Luc & HAUTSCH, Nikolaus
2003 Bayesian clustering of many GARCH models
by BAUWENS, Luc & ROMBOUTS, Jeroen
2003 Multivariate modelling of time series count data: an autoregressive conditional Poisson model
by HEINEN, Andreas & RENGIFO, Erick
2003 Some Exchange Rates Are More Stable than Others: Short-Run Evidence from Transition Countries
by Ales Bulir
2003 Short Run and Long Run Causality in Time Series: Inference
by Jean-Marie Dufour & Denis Pelletier & Éric Renault
2003 Testing Optimal Punishment Mechanisms Under Price Regulation: the Case of the Retail Market for Gasoline
by Robert Gagné & Simon van Norden & Bruno Versaevel
2003 Inflation convergence after the introduction of the Euro
by Markus Mentz, & Steffen P. Sebastian
2003 Heterogeneous Expectations in the Foreign Exchange Market Evidence from the Daily Dollar/DM Exchange Rate
by Ralf Ahrens & Stefan Reitz
2003 On the Credibility of a Target Zone: Evidence from the EMS
by Francisco Ledesma-Rodríguez & Manuel Navarro-Ibáñez & Jorge Pérez-Rodríguez & Simón Sosvilla-Rivero
2003 Terms of Trade and Supply Response of Indian Agriculture: Analysis in Cointegration Framework
by Surajit Deb
2003 Performance Evaluation of the New Connecticut Leading Employment Index Using Lead Profiles and BVAR Models
by Anirvan Banerji & Pami Dua & Stephen M. Miller
2003 Model-Free Impulse Responses
by Oscar Jorda
2003 Searching for the Causal Structure of a Vector Autoregression
by Kevin Hoover & Selva Demiralp
2003 Non-Institutional Market Making Behavior: The Dalian Futures Exchange
by Oscar Jorda & Holly Liu & Jeffrey Williams
2003 Macroeconomic Dynamics and Credit Risk: A Global Perspective
by Pesaran, M.H. & Schuermann, T. & Treutler, B-J. & Weiner, S.M.
2003 Cyclical Components in Economic Time Series: a Bayesian Approach
by Harvey, A. & TTrimbur, T. & van Dijk, H.
2003 Multivariate Unit Root Tests and Testing for Convergence
by Harvey, A. & Bates, D.
2003 Dynamic employment adjustments over business cycles
by Tung Liu & Lee C. Spector
2003 Measuring trend output: how useful are the Great Ratios?
by Cliff L.F. Attfield & Jonathan R.W. Temple
2003 Balanced Growth and Output Convergence in Europe
by Clifford L.F. Attfield
2003 Structural Breaks and Permanent Trends
by Clifford L.F. Attfield
2003 Structural Breaks and Convergence in Output Growth in the EU
by Clifford L.F. Attfield
2003 Changes in Financial Structure and Asset Price Substitutability: A Test of the Bank Lending Channel
by Sophocles N. Brissimis & Nicholas S. Magginas
2003 The HP-Filter in Cross-Country Comparisons
by Albert Marcet & Morten O. Ravn
2003 What is this thing called confidence? A comparative analysis of consumer confidence indices in eight major countries
by Roberto Golinelli & Giuseppe Parigi
2003 Tests of seasonal integration and cointegration in multivariate unobserved component models
by Fabio Busetti
2003 Shift Contagion in Asset Markets
by Toni Gravelle & Maral Kichian & James Morley
2003 Common Trends and Common Cycles in Canadian Sectoral Output
by Francisco Barillas & Christoph Schleicher
2003 Are Wealth Effects Important for Canada?
by Lise Pichette & Dominique Tremblay
2003 Un modèle « PAC » d'analyse et de prévision des dépense des ménages américains
by Marc-André Gosselin & René Lalonde
2003 GARCH multivariati e approccio di Black.Litterman nell'asset allocation tattica: un'analisi empirica
by Giulio PALOMBA
2003 Monetary Union and productivity differences in Mercosur countries
by Mariam Camarero & Renato G. Flôres, Jr. & Cecilio R. Tamarit
2003 The Inflation-Output Volatility Tradeoff and Exchange Rate Shocks in Mexico and Turkey
by Alfonso Mendoza V.
2003 Modeling the Demand for Currency Issued in Turkey
by Ozge Akinci
2003 Do Bivariate SVAR Models with Long-Run Identifying Restrictions Yield Reliable Results? An Investigation into the Case of Germany
by Jan Gottschalk & Willem Van Zandweghe
2003 BVARs: A Survey of the Recent Literature with an Application to the European Monetary System
by Matteo Ciccarelli & Alessandro Rebucci
2003 Do changes in oil price have an influence on GDP growth?
by Otakar Hevler
2003 Sostenibilidad de las políticas fiscales, exogeneidad y causalidad entre ingresos y gastos para las provincias argentinas
by Guillermo J. Vúletin
2003 Money Stock, Monetary Base and Bank Behavior in Germany, Geldmenge, Geldbasis und Bankenverhalten in Deutschland
by Oliver Holtemöller
2003 Common Trend and Common Currency: Australiaand New Zealand
by Minsoo Lee
2003 Tax or Spend, What causes What? Reconsidering Taiwan's Experience
by Scott M. Fuess, Jr. & Jack W. Hou & Meghan Millea
2003 Fuentes de variabilidad en las principales economías occidentales
by Pedro José Pérez Vázquez
2003 Long-Run Growth and Income Distribution: Evidence for Italy and the US
by Claudio Morana
2003 Price and Volatility Transmission in International Wheat Futures
by Jian Yang & Jin Zhang & David J. Leatham
2003 A Time Series Analysis of the Shanghai and New York Stock Price Indices
by Gregory C. Chow & Caroline C. Lawler
2003 International macroeconomic fluctuations and the current account
by Mathias Hoffmann
2003 Is the export-led growth hypothesis valid for Canada?
by Titus O. Awokuse
2003 Implications des chocs communs et specifiques pour le federalisme budgetaire europeen
by Alexis Garatti
2003 Why Is French Equilibrium Unemployment So High?
by Yannick L'horty & Christophe Rault
2003 Marchés dérivés et trading de volatilité
by Gunther Capelle-Blancard
2003 Les causes du chômage en France. Une ré-estimation du modèle ws-ps
by Yannick L’Horty & Christophe Rault
2003 Credit Market Imperfections and Business Cycle Dynamics: A Nonlinear Approach
by Christina Atanasova
2003 Long Memory Inflationary Dynamics: The Case of Brazil
by Valderio A. Reisen & Francisco Cribari-Neto & Mark J. Jensen
2003 Aggregation of Non Stationary Demand Systems
by Jérôme Adda & Jean-Marc Robin
2003 Inflación y depreciación en una economía dolarizada. El caso de Bolivia
by Luis Fernando Escobar Patiño & Pablo Mendieta Ossio
2003 Regra de Taylor e política monetária em condições de endividamento público no Brasil
by Cleomar Gomes & Márcio Holland
2002 Detecting shift-contagion in currency and bond markets
by Toni Gravelle & Maral Kichian & James Morley
2002 A New Class of Multivariate skew Densities, with Application to GARCH Models
by Luc Bauwens & Sébastien Laurent
2002 Structural Breaks, Orders of Integration, and the Neutrality Hypothesis: Further Evidence
by Noriega, A., & L.M. Soria
2002 Sensitivity Analysis of GARCH Models
by Vladimiro Ceci, & Simone Manganelli & Walter Vecchiato
2002 Are real-time estimates of the output gap reliable?
by Gerhard Rünstler
2002 A Multi-Factor Model with Irregular Returns for missing values imputation in emergent markets: Application to Brazilian Equity Data
by Alvaro Veiga & Leonardo Souza
2002 The Dynamics of Dealer Quoting Behavior
by B. Frijns & P. Schotman
2002 Probability distribution of returns in the Heston model with stochastic volatility
by A. Dragulescu & V. M. Yakovenko
2002 Dynamic and Stochastic Structures in Tourism Demand Modelling
by Nordström, Jonas
2002 Dynamic Portfolio Selection: The Relevance of Switching Regimes and Investment Horizon
by Graflund, Andreas & Nilsson, Birger
2002 A Monte Carlo Study on the Pitfalls in Determining Deterministic Components in Cointegrating Models
by Hjelm, Göran & Johansson, Martin W
2002 Common factors in conditional distributions
by Granger, Clive W.J. & Teräsvirta, Timo & Patton, Andrew J.
2002 Testing parameter constancy in stationary vector autoregressive models against continuous change
by He, Changli & Teräsvirta, Timo & González, Andres
2002 Productivity and Real Exchange Rates:Some Empirical Examples
by Irandoust, Manuchehr & Sjöö, Boo
2002 Money Supply and the Informational Efficiency of the Stock Market in Korea: Evidence from an Alternative Methodology
by Hatemi-J, Abdulnasser
2002 Empirical Analysis of the Psychological Hypothesis on Exchange Rate Determination and Testing Its Forecastability: The Korean Experience
by Rhee, Hyun-Jae
2002 Investigating Causal Relations between Fixed Investment and Economic Growth
by Hatemi-J, Abdulnasser & Irandoust, Manucherhr
2002 Inflation, Monetary Policy and Structural Adjustment in Zambia
by Andersson, Per-Åke & Sjöö, Boo
2002 The determinants of unemployment in Brazil and Mexico
by Carlos Henrique Rocha & José Angelo C. A. Divino
2002 The persistence and asymmetry of time-varying correlations
by Baur, Dirk
2002 Testing for vector autoregressive dynamics under heteroskedasticity
by Hafner, Christian M. & Herwartz, Helmut
2002 On the effects of aggregating cointegrated variables over time
by Müller, Christian
2002 Comparison of model reduction methods for VAR processes
by Brüggemann, Ralf & Krolzig, Hans-Martin & Lütkepohl, Helmut
2002 Structural vector autoregressive models and monetary policy analysis
by Holtemöller, Oliver
2002 The effects of ignoring level shifts on systems cointegration tests
by Trenkler, Carsten
2002 Further VAR evidence for the effectiveness of a credit channel in Germany
by Holtemöller, Oliver
2002 On the small sample properties of weak exogeneity tests in cointegrated VAR models
by Brüggemann, Ralf
2002 Money and banks: Some theory and empirical evidence for Germany
by Holtemöller, Oliver
2002 Money and prices: An I(2) analysis for the euro area
by Holtemöller, Oliver
2002 Tail Wags Dog? Time-Varying Information Shares in the Bund Market
by Upper, Christian & Werner, Thomas
2002 Central Bank Intervention and Exchange Rate Expectations: Evidence from the Daily DM/US-Dollar Exchange Rate
by Reitz, Stefan
2002 Testing For Cointegration Rank Using Bayes Factors
by Sugita, Katsuhiro
2002 The Economic Consequences Of A Weak Judiciary: Insights From India
by Wolfgang Koehling
2002 The Estimation of the NAIRU and the Effect of Permanent Sectoral Employment Reallocation. The Italian Evidence
by Vincenzo Di Maro
2002 An information-theoretic extension to structural VAR modelling
by Nikolaus A. Siegfried
2002 Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model
by M. Hashem Pesaran & Til Schuermann & Scott M. Weiner
2002 Improved nonparametric confidence intervals in time series regressions
by Joseph P. Romano & Michael Wolf
2002 Subsampling the mean of heavy-tailed dependent observations
by Piotr Kokoszka & Michael Wolf
2002 Is the US Fiscal Deficit Sustainable? A Fractionally Integrated and Cointegrated Approach
by Juncal Cunado & Luis A. Gil-Alana & Fernando Pérez de Gracia
2002 Multistep Predictions from Multivariate ARMA-GARCH: Models and their Value for Portfolio Management
by Jaroslava Hlouskova & Kurt Schmidheiny & Martin Wagner
2002 A Comparison of Johansen's, Bierens and the Subspace Algorithm Method for Cointegration Analysis
by Martin Wagner
2002 Asymptotic Properties of Pseudo Maximum Likelihood Estimates for Multiple Frequency I(1) Processes
by Dietmar Bauer & Martin Wagner
2002 Spillover effects of public capital formation : evidence from the spanish regions
by Alfredo Marvao Pereira & Oriol Roca Sagalés
2002 Fundamental determinants of the long run real exchange rate: The case of Norway
by Hilde Christiane Bjørnland & Håvard Hungnes
2002 interpolation with a large information set
by Angelini, Henry, Marcellino
2002 A hybrid clustering scheme for time series forecasting
by A. Sfetsos & C. Siriopoulos
2002 The Cointegration Alpha: Enchanced Index Tracking and Long-Short Equity Market Neutral Stragies
by Carol Alexandra & Anca Dimitriu
2002 Modelling Demand for Broad Money in Australia
by Abbas Valadkhani
2002 Comovements among European equity sectors: Selected evidence from the consumer discretionary, consumer staples, financial, industrial and materials sectors
by Siv Heng Taing & Andrew C. Worthington
2002 Time-Varying Market, Interest Rate and Exchange Rate Risk in Australian Bank Portfolio Stock Returns: A Garch-M Approach
by Susan Ryan & Andrew C. Worthington
2002 Short and Long-Term Price Linkages Among Asia-Pacific Economic Cooperation (APEC) Equity Markets
by Andrew C. Worthington & Helen Higgs
2002 Modelling Core Inflation for the UK Using a New Dynamic Factor Estimation Method and a Large Disaggregated Price Index Dataset
by George Kapetanios
2002 Unit Root Testing against the Alternative Hypothesis of up to m Structural Breaks
by George Kapetanios
2002 Bootstrap Statistical Tests of Rank Determination for System Identification
by Gonzalo Camba-Mendez & George Kapetanios
2002 Factor Analysis Using Subspace Factor Models: Some Theoretical Results and an Application to UK Inflation Forecasting
by George Kapetanios
2002 Unit Root Tests in Three-Regime SETAR Models
by George Kapetanios & Yongcheol Shin
2002 Does Money Granger Cause Inflation in the Euro Area?
by Carlos Robalo Marques & Joaquim Pina
2002 Business Cycles: Cyclical Comovement Within the European Union in the Period 1960-1999. A Frequency Domain Approach
by João Valle e Azevedo
2002 Modeling the Macro-Economy of Bangladesh
by Lord, Montague J.
2002 Un indicateur d'entrée et sortie de récession: application aux Etats-Unis
by Anas, Jacques & Ferrara, Laurent
2002 The Australian Business Cycle: A New View
by Harding, Don
2002 Dynamic financial linkages among the Asia Pacific economies: an empirical assessment of real interest parity condition
by Chan, Tze-Haw
2002 Noisy Vertical Markets
by Raghbendra Jha & Hari K. Nagarajan
2002 Impact of Systematic Sampling on Causality in the presence of Unit Roots
by Rajaguru GULASEKARAN
2002 The Empirical (ir)Relevance of the New Keynesian Phillips Curve
by Gunnar Bårdsen & Eilev S. Jansen & Ragnar Nymoen
2002 Consistent Expectations, Rational Expectations, Multiple-Solution Indeterminacies, and Least-Squares Learnability
by Bennett T. McCallum
2002 Closed-Form Likelihood Expansions for Multivariate Diffusions
by Yacine Ait-Sahalia
2002 The Effects of Random and Discrete Sampling When Estimating Continuous-Time Diffusions
by Yacine Ait-Sahalia & Per A. Mykland
2002 Influence Diagnostics in GARCH Processes
by Xibin Zhang & Maxwell L. King
2002 Sectoral Fluctuations in U.K. Firms' Investment Expenditures
by Mustafa Caglayan & Neslihan Ozkan & Christopher F Baum
2002 Analyzing I(2) Systems by Transformed Vector Autoregressions
by Hans Christian Kongsted & Heino Bohn Nielsen
2002 Testing the Nominal-to-Real Transformation
by Hans Christian Kongsted
2002 Keynesian and Monetarist Views on the German Unemployment Problem � Theory and Evidence
by Jan Gottschalk
2002 Are stock returns a leading indicator for real macroeconomic developments?
by Johann Burgstaller
2002 Forecasting Time-Varying Covariance Matrices In Intradaily Electricity Spot Prices
by Ángel León & Antonio Rubia
2002 On the determinants of inflation in Italy: evidence of cost-push effects before the European Monetary Union
by Bertocco Giancarlo & Fanelli Luca & Paruolo Paolo
2002 Tail-Dependence in Stock-Return Pairs
by Fortin, Ines & Kuzmics, Christoph
2002 Decision Maps for Bivariate Time Series with Potential Thrshold Cointegration
by Kunst, Robert M.
2002 Testing for Stationarity in a Cointegrated System
by Kunst, Robert M.
2002 On Mean Reversion in Real Interest Rates: An Application of Threshold Cointegtation
by Jumah, Adusei & Kunst, Robert M.
2002 Measures of Technology and the Business Cycle
by Alexius, Annika & Carlsson, Mikael
2002 Extreme-Value Characteristics in Daily Time Series of Swedish Stock Returns
by Brännäs, Kurt & Quoreshi, Shahiduzzaman & Simonsen, Ola
2002 Inflation, Exchange Rates and PPP in a Multivariate Panel Cointegration Model
by Jacobson, Tor & Lyhagen, Johan & Larsson, Rolf & Nessén, Marianne
2002 Identifying the Effects of Monetary Policy Shocks in an Open Economy
by Jacobson, Tor & Jansson, Per & Vredin, Anders & Warne, Anders
2002 An application of the analogy between vector ARCH and vector random coefficient autoregressive models
by He, Changli & Teräsvirta, Timo
2002 Nonlinear dynamics of interest rate and inflation
by Lanne , Markku
2002 An information-theoretic extension to structural VAR modelling
by Nikolaus A. Siegfried
2002 Using Structural Break Tests to Evaluate Policy Change: The Impact of U.S.-Japan Trade Agreements
by Byron Gangnes & Craig Parsons
2002 The equilibrium rate of unemployment : a theoretical discussion and an empirical evaluation for six OECD countries
by Odile Chagny & Frédéric Reynès & Henri Sterdyniak
2002 Unity and Plurality of the European Cycle
by Guilhem Bentoglio & Jacky Fayolle & Matthieu Lemoine
2002 Tests of an International Capital Asset Pricing Model with Stocks and Government Bonds and Regime Switching Prices of Risk and Intercepts
by Tom A. FEARNLEY
2002 Estimation of an International Capital Asset Pricing Model with Stocks and Government Bonds
by Tom A. FEARNLEY
2002 Un modelo intertemporal de la balanza por cuenta corriente de la economía española: La relevancia del proceso de formación de expectativas considerado
by Belén Fernández-Castro & Juan Carlos Moreno-Brid
2002 Non-institutional Market Making Behavior: The Dalian Futures Exchange
by Jorda, Oscar & Liu, Holly & Williams, Jeffrey
2002 On the (A)symmetry of Shocks in EMU: Is it that Shocking?
by B.A. Verhoef
2002 Shocking the Eurozone
by P.J.G. Vlaar
2002 Structural Unemployment and the Output Gap in Germany: Evidence from an SVAR Analysis within a Hysteresis Framework
by Ulrich Fritsche & Camille Logeay
2002 The Polish Zloty and Currency Speculation
by Tatiana Fic
2002 Time Series Models with a Common Stochastic Variance for Analysing Economic Time Series
by Siem Jan Koopman & Charles S. Bos
2002 What are the Effects of Fiscal Policy Shocks?
by Mountford, A.W. & Uhlig, H.F.H.V.S.
2002 The KPSS Test with Seasonal Dummies
by Sainan Jin & Peter C.B. Phillips
2002 Dynamic Panel Estimation and Homogeneity Testing Under Cross Section Dependence
by Peter C.B.Phillips & Donggyu Sul
2002 Do balances of opinion summarize at the best firms answers to business surveys?
by F. HILD
2002 What are the Effects of Fiscal Policy Shocks?
by Mountford, Andrew & Uhlig, Harald
2002 Inflation, Exchange Rates and PPP in a Multivariate Panel Cointegration Model
by Tor Jacobson & Johan Lyhagen & Rolf Larsson & Marianne Nessén
2002 A Principal Components Approach to Cross-Section Dependence in Panels
by Jerry Coakley & Ana-Maria Fuertes & Ron Smith
2002 Panel Unit Root Tests in the Presence of Cross-Sectional Dependency and Heterogeneity
by Yoosoon Chang & Wonho Song
2002 A new class of multivariate skew densities, with appplication to GARCH models
by BAUWENS, Luc & LAURENT, Sébastien
2002 Classical and Modern Business Cycle Measurement: The European Case
by Hans-Martin Krolzig & Juan Toro
2002 The European Business Cycle
by Mike Artis & Hans-Martin Krolzig & Juan Toro
2002 Complete or Partial Inflation Convergence in the EU?
by Consuelo Gámez Amián & Amalia Morales Zumaquero.
2002 Impact of Infrastructure on Productivity: Case of Indian Registered Manufacturing
by Deepika Goel
2002 Growth, Cycles and Convergence in US Regional Time Series
by Vasco M.Carvalho & Andrew C.Harvey
2002 Models for Converging Economies
by Harvey, A. & Vasco Carvalho
2002 House Prices and Business Cycles in Europe: a VAR Analysis
by Matteo Iacoviello
2002 Financial Liberalisation and the Sensitivity of House Prices to Monetary Policy: Theory and Evidence
by Matteo Iacoviello & Raoul Minetti
2002 Sectoral Fluctuations in U.K. Firms' Investment Expenditures
by Christopher F. Baum & Mustafa Caglayan & Neslihan Ozkan
2002 International Evidence on Output Fluctuation and Shock Persistence
by Daniel Levy & Hashem Dezhbakhsh
2002 Cointegration in Frequency Domain
by Daniel Levy
2002 A VAR analysis of the effects of monetary policy in East Asia
by Ben S.C. Fung
2002 Optimal Supervisory Policies and Depositor-Preferences Laws
by Pagès, H. & Santos, J.
2002 Asset Allocation in Transition Economies
by Jondeau, E. & Rockinger, M.
2002 Contemporaneous aggregation of GARCH processes
by Paolo Zaffaroni
2002 Salaire réel, chocs technologiques et fluctuations économiques
by Dominique Tremblay
2002 Une approche éclectique d'estimation du PIB potentiel américain
by Marc-André Gosselin & René Lalonde
2002 Supply Shocks and Real Exchange Rate Dynamics: Canadian Evidence
by Celine Gauthier & David Tessier
2002 Asymmetries in the Cyclical Effects of Monetary Policy on Output: Some European Evidence
by Ramón María-Dolores
2002 Fourier series method for measurement of multivariate volatilities
by Maria Elvira Mancino & Paul Malliavin
2002 A Markov-switching vector equilibrium correction model of the UK labour market
by Massimiliano Marcellino & Grayham E. Mizon & Hans-Martin Krolzig
2002 Markov switching in disaggregate unemployment rates
by Chinhui Juhn & Simon Potter & Marcelle Chauvet
2002 Can oil shocks explain asymmetries in the US Business Cycle?
by Hans-Martin Krolzig & Michael P. Clements
2002 New directions in business cycle research and financial analysis
by James D. Hamilton & Baldev Raj
2002 Are U.S. regions converging? Using new econometric methods to examine old issues
by Timothy J. Vogelsang & Marc Tomljanovich
2002 A semiflexible normalized quadratic inverse demand system: an application to the price formation of fish
by Richard C. Bishop & Matthew T. Holt
2002 Il NAIRU: la stima e l’effetto della riallocazione settoriale permanente dell’occupazione
by Vincenzo Di Maro
2002 Stime ed analisi del ciclo economico territoriale 1987-2000
by Carmine Pappalardo & Paolo Piselli
2002 Ripartizione del rischio nelle aree territoriali italiane: un’indagine nel lungo e nel breve periodo
by Roberto Cellini & Antonello E. Scorcu
2002 Análise da elasticidade de transmissão de preços no mercado brasileiro de algodão [Analysis of price transmission elasticity in the Brazilian cotton market]
by Marisa Zeferino Barbosa & Mário A. Margarido & Sebastião Nogueira Junior
2002 Modelos de previsão de preços aplicados aos contratos futuros de boi gordo na BM&F [Models of price forecasting applied to futures contracts of live cattle at the Brazilian Futures Market - BM&F]
by Aureliano Angel Bressan & João Eustáquio de Lima
2002 Leading Indicators of German Business Cycles - An Assessment of Properties
by Ulrich Fritsche & Sabine Stephan
2002 The Relationship Between Exports And Economic Growth In East Asian Countries: A Multivariate Threshold Autoregressive Approach
by Chien-Hui Lee & Bwo-Nung Huang
2002 Tax or Spend, What Causes What: Taiwan's Experience
by Tsangyao Chang & Yuan-Hong Ho
2002 Some International Evidence on the Seasonality of Stock Prices
by Shigeyuki Hamori & Akira Tokihisa
2002 Analýza diskrepancí v poptávce po penìzích domácností a firem v ÈR 1994?2000 ? èást II: firmy
by Martin Melecký
2002 Analýza diskrepancí v poptávce po penìzích domácností a firem v ÈR 1994-2000 (èást I: domácnosti)
by Martin Melecký
2002 Makroekonomický model produktu neakcelerujícího inflaci
by Martin Fukaè & Osvald Vašíèek
2002 Poptávka po penìzích v Èeské republice (M1)
by Mrtin Melecký
2002 Asymmetric output cost of lowering inflation: empirical evidence for Canada
by Hyeon-Seung Huh & Hyun-Hoon Lee
2002 On The Dynamics Of Lending And Deposit Interest Rates In Emerging Markets: A Non-Linear Approach
by Ana MarÃa Iregui & Costas Milas & Jesus Otero
2002 Power Properties of Nonlinearity Tests for Time Series with Markov Regimes
by Zacharias Psaradakis & Nicola Spagnolo
2002 Asymmetries in Monetary Policy Reaction Function: Evidence for U.S. French and German Central Banks
by Frédérique Bec & Mélika Ben Salem & Fabrice Collard
2002 Tests for Serial Independence and Linearity Based on Correlation Integrals
by Cees Diks & Sebastiano Manzan
2002 Nonlinear Trends and Co-trending in Canadian Money Demand
by David O. Cushman
2002 La dolarización en Bolivia: Una estimación de la elasticidad de sustitución entre monedas
by Claudia Arguedas & Jorge Requena Blanco
2002/2003 The Impact of Social Security on Saving and Fertility in Germany
by Alessandro Cigno & Luca Casolaro & Furio C. Rosati
2001 Bayesian Cointegration Analysis
by Sugita, K.
2001 Banks and Output Fluctuations
by Carol Scotese Lehr
2001 An efficient and simple simulation smoother for state space time series analysis
by J. Durbin and S.J. Koopman
2001 Bayes Analysis of Partially Cointegrated VAR Systems with Markov Regime Switching
by Katsuhiro Sugita
2001 Inference on the Cointegration Rank in Fractionally Integrated Processes
by Joerg Breitung and Uwe Hassler
2001 Small sample properties of panel time-series estimators with I(1) errors
by Jerry Coakley, Ana-Maria Fuertes, Ron Smith
2001 Classical And Modern Business Cycle Measurement: The European Case
by Krolzig, H.-M. & Toro, J.
2001 A New Approach To The Analysis Of Business Cycle Transitions In A Model Of Output And Employment
by Krolzig, H.-M. & Toro, J.
2001 Organizational Design of R&D Activities
by Ambec, S. & Poitevin, M.
2001 Bayesian Analysis of Stochastic & Deterministic Processes in the Error Correction Model
by Rodney W Strachan
2001 Size and power of the likelihood ratio test for seasonal cointegration in small samples: A Monte Carlo study
by Löf, Mårten
2001 Interbank Lending and Monetary Policy Transmission: Evidence for Germany
by Ehrmann, M. & Worms, A.
2001 Financial Market Integration in Europe: On the Effects of EMU on Stock Markets
by Fratzscher, M.
2001 Can the Mortensen & Pissarides Model Reproduce the Asymmetric Dynamics of US and French Aggregate Gross Job Flows?
by Karame, F.
2001 Are Consumers Forward-Looking?
by Podevin, M.
2001 Business Cycle Models : closing the gap between the different approaches
by Oleg Kozlovski & Patrick Pintus & Sebastien van Strien & Robin de Vilder
2001 Monetary Integration in East Asia: An Empirical Approach
by de Brito, J.B.
2001 Modelling Official And Parallel Exchange Rates In Colombia Under Alternative Regimes: A Non-Linear Approach
by Jesús Otero & Costas Milas
2001 Answer Of An Inflationary Circuit To The Possible Shocks In Economy
by Scutaru, Cornelia
2001 Development and Economic Growth: The Case of Eight Asian Countries
by Sinha, Dipendra & Macri, Joseph
2001 Does Any Long-Run Relation Exist Between the Terms of Trade and the Trade Balance?
by Hatemi-J, Abdulnasser & Irandoust, Manucherhr
2001 The Expectations Hypothesis of the Term Structure: The Greek Interbank Market
by Drakos, Kostantinos
2001 Two Decades of Vector Autoregression (VAR) Modeling
by Renato E. Reside, Jr.
2001 Trade Balance and Exchange-Rate for a Small Open Economy During the EMS: The Hellinic Case 1983:1-1995:12
by Stamatopoulos T.
2001 Revisiting the Long-Run Relationship between Real Exchange Rates and Real Interest Differentials: A Productivity Differential Approach Patterns in Neighboring Areas
by Guglielmo Maria Caporale & Nikitas Pttis
2001 The Dynamics of Short-term Interest Rates: An Econometric Analysis
by Prakash G Apte
2001 The Dynamics of Short-term Interest Rates: An Econometric Analysis
by Prakash G Apte
2001 Uma contribuição ao debate sobre a primeira revolução industrial utilizando a técnica do diagrama de recorrência
by Newton P. Bueno & Adriano Provesano Gomes
2001 Did the Fed surprise the markets in 2001? A case study for VARs with sign restrictions
by Uhlig, Harald
2001 The transmission of German monetary policy in the pre-Euro period
by Lütkepohl, Helmut & Wolters, Jürgen
2001 A state space model for Berlin house prices
by Schulz, Rainer & Werwatz, Axel
2001 Sources of German unemployment: A structural vector error correction analysis
by Brüggemann, Ralf
2001 Dectecting speculative bubbles in stock prices: A new approach and some evidence for the US
by Bohl, Martin T. & Siklos, Pierre L.
2001 Interbank lending and monetary policy transmission: evidence for Germany
by Ehrmann, Michael & Worms, Andreas
2001 Dynamic Analysis of a Competitive Marketing System
by Dick Wittink & Csilla Horvath & Peter S.H. Leeflang
2001 Construction of Stationary Time Series via the Giggs Sampler with Application to Volatility Models
by Pitt, M.K. & Walker, S.G.
2001 Inflation, Output, and Stabilization in a High Inflation Economy: Turkey, 1980-2000
by Selahattin Dibooglu & Aykut Kibritcioglu
2001 A Vector Error Correction And Nonnested Modelling Of Money Demand Function In Nigeria
by Godwin Nwaobi
2001 Forecasting Industrial Production and the Early Detection of Turning Points
by Giancarlo Bruno & Claudio Lupi
2001 Lag Length Estimation in Large Dimensional Systems
by Jesus Gonzalo & Jean-Yves Pitarakis
2001 Bootstrapping GMM Estimators for Time Series
by Atsushi Inoue & Mototsugu Shintani
2001 The HP-filter in cross-country comparisons
by Albert Marcet & Morten O. Ravn
2001 The neglected effect of fiscal policy on stock and bond returns
by Tavares, Jose & Valkanov, Rossen
2001 Estimating and Restricting Growth Rates and Cointegration Means With Applications to Consumption and Money Demand
by Håvard Hungnes
2001 Is the QTM Controversy Settled?
by N R Bhanumurthy & M Ramachandran & Purna Chandra Padhan
2001 New economy : new policy rules?
by Eric Schaling, James Bullard
2001 General--to--Specific Reductions of Vector Autoregressive Processes
by Hans-Martin Krolzig
2001 The Impact on Forecasts and Impulse Responses of Restricting Drift in a Vector Autoregression
by John Landon-Lane
2001 International Evidence of the Predictability of Prices of Securititised Real Estate Assets: Econometric Models versus Neural Networks
by Chris Brooks & Sotiris Tsolacos
2001 A New Tool for Detecting Intraday Periodicities with Application to High Frequency Exchange Rates
by Chris Brooks & Melvin J. Hinich
2001 Cointegration and Asset Allocation: A New Fund Strategy
by Carol Alexander & Ian Giblin & Wayne Weddington III
2001 Aggregation, Persistence and Volatility in a Macromodel
by Karim Abadir & Gabriel Talmain
2001 Macroeconomic Policies for Poverty Reduction in Cambodia
by Lord, Montague J.
2001 Transmission internationale de la volatilité des prix d’actifs financiers : les relations entre les marchés français et américains de 1997 à 2000
by Laborde, David & Rey, Serge
2001 Financial development and economic growth: The case of eight Asian countries
by Sinha, Dipendra & Macri, Joseph
2001 The Validity of the ELG Hypothesis in the MENA Region: Cointegration and Error Correction Model Analysis
by Abu-Qarn, Aamer & Abu-Bader, Suleiman
2001 Structural Breaks and Unit Roots: A Further Test of the Sustainability of the Indian Fiscal Deficit
by Raghbendra Jha & Anurag Sharma
2001 Normal Modified Stable Processes
by Neil Shephard & Ole E. Barndorff-Nielsen
2001 Econometric Analysis of Realised Volatility and Its Use in Estimating Stochastic Volatility Models
by Neil Shephard & Ole E. Barndorff-Nielsen
2001 Classical and Modern Business Cycle Measurement: The European Case
by Hans-Martin Krolzig & Juan Toro
2001 A New Approach to the Analysis of Business Cycle Transitions in a Model of Output and Employment
by Hans-Martin Krolzig & Juan Toro
2001 Pooling of Forecasts
by David Hendry & Michael Clements
2001 Pooling of Forecasts
by David Hendry & Michael P. Clements
2001 On the reliability of Chow-type tests for parameter constancy in multivariate dynamic models
by Candelon, Bertrand & Lütkepohl, Helmut
2001 An Evaluation of Multi-Factor CIR Models Using LIBOR, Swap Rates, and Cap and Swaption Prices
by Ravi Jagannathan & Andrew Kaplin & Steve Guoqiang Sun
2001 The Curse of Non-Investment Grade Countries
by Roberto Rigobon
2001 Trade Linkages and Output-Multiplier Effects: A Structural VAR Approach with a Focus on Asia
by Tilak Abeysinghe & Kristin J. Forbes
2001 Theoretical and Empirical properties of Dynamic Conditional Correlation Multivariate GARCH
by Robert F. Engle & Kevin Sheppard
2001 Forecasting Output and Inflation: The Role of Asset Prices
by James H. Stock & Mark W. Watson
2001 Empirical Bayes Forecasts of One Time Series Using Many Predictors
by Thomas Knox & James H. Stock & Mark W. Watson
2001 Organizational Design of R&D Activities
by AMBEC, Stefan & POITEVIN, Michel
2001 The Missing Link: Using the NBER Recession Indicator to Construct Coincident and Leading Indices of Economic Activity
by Issler, J.V. & Vahid, F.
2001 The Importance Of Common Cyclical Features in VAR Analysis: A Monte-Carlo Study
by Vahid, F. & Issler, J.V.
2001 Prediction Intervals for Exponential Smoothing State Space Models
by Hyndman, R.J. & Koehler, A.B. & Ord, J.K. & Snyder, R.D.
2001 Comparison of Non-Stationary Time Series in the Frequency Domain
by Maharaj, E.A.
2001 Global Influences on UK Manufacturing Prices 1970-2000
by Coutts, K. & Norman, N.R.
2001 Bayesian Model Averaging in Consumer Demand Systems with Inequality Constraints
by Chua, C.L. & Griffiths, W.E. & O'Donnell, C.J.
2001 How to Deal with Structural Breaks in Practical Cointegration Analysis
by Roselyne Joyeux
2001 An I(2) Cointegration Analysis of Price and Quantity Formation in Danish Manufactured Exports
by Heino Bohn Nielsen
2001 Measuring the Effects of Monetary Policy in the Euro Area: The Role of Anticipated Policy
by Jan Gottschalk & Florian Höppner
2001 An Introduction into the SVAR Methodology: Identification, Interpretation and Limitations of SVAR models
by Jan Gottschalk
2001 Do Bivariate SVAR Models with Long-Run Identifying Restrictions Yield Reliable Results? The Case of Germany
by Jan Gottschalk & Willem Van Zandweghe
2001 Measuring Expected Inflation and the Ex-Ante Real Interest Rate in the Euro Area Using Structural Vector Autoregressions
by Jan Gottschalk
2001 Sources of Euro Real Exchange Rate Fluctuations: What Is Behind the Euro Weakness in 1999-2000?
by Jörg Döpke & Jan Gottschalk & Christophe Kamps
2001 The Choice of Time Interval in Seasonal Adjustment: Characterization and Tools
by Bruno Giancarlo & Edoardo Otranto
2001 Forecasting Industrial Production and the Early Detection of Turning POints
by Bruno Giancarlo & Lupi Claudio
2001 Determining the number of cointegrating relations under rank constraints
by Cavaliere Giuseppe & Fanelli Luca & Paruolo Paolo
2001 Electricity demand analysis and forecasting: The tradition is questioned
by N. Vijayamohanan Pillai
2001 The Effects of Exchange-Rate Exposures on Equity Asset Markets
by Jumah, Adusei & Kunst, Robert M.
2001 Output Gaps in European Monetary Union. New Insights from Input Augmentation in the Technological Progress
by Dimitz, Maria Antoinette
2001 Graphical diagnostics of endogeneity
by de Luna, Xavier & Johansson, Per
2001 Wage coordination and unemployment dynamics in Norway and Sweden
by Barkbu,B.B. & Nymoen,R. & Roed,K.
2001 An Environmental Accountant`s Dilemma: Are Stumpage Prices Reliable Indicators of Resource Scarcity?
by Huhtala, Anni & Toppinen, Anne & Boman, Mattias
2001 Total Factor Productivity and the Real Exchange Rate in a Small Open Economy: The Relative Importance of Permanent and Transitory Shocks
by Hjelm, Göran
2001 Assigning Economic Policy and Business Cycle Shocks to Democrats and Republicans: A Common Trends Approach
by Hjelm, Göran
2001 The Dynamic Response of the Budget Balance to Tax, Spending and Output Shocks: Does Model Specification Matter?
by Hjelm, Göran
2001 Is East Africa an Optimum Currency Area?
by Mkenda, Beatrice Kalinda
2001 Long-run and Short-run Determinants of the Real Exchange Rate in Zambia
by Mkenda, Beatrice Kalinda
2001 Measures of Technology and the Business Cycle: Evidence from Sweden and the U.S
by Alexius, Annika & Carlsson, Mikael
2001 Output gaps and technological progress in European Monetary Union
by Dimitz, Maria Antoinette
2001 Money Demand in Euroland
by Michael Funke
2001 Real Exchange Rates in the Long Run: Evidence from Historical Data
by Anton Muscatelli & Franco Spinelli & Carmine Trecroci
2001 Portfolio allocation in transition economies
by ROCKINGER, Michael & JONDEAU, Eric
2001 On the Strength of the US dollar: Can it be Explained by Output Growth?
by P.J.G. Vlaar
2001 Performance of core inflation measures
by C.K. Folkertsma & K. Hubrich
2001 A Bayesian Analysis of the PPP Puzzle using an Unobserved Components Model
by Richard Kleijn & Herman K. van Dijk
2001 Did the FED Surprise the Markets in 2001? A Case Study for Vars with Sign Restrictions
by Uhlig, H.F.H.V.S.
2001 The Monetary Approach in the Presence of I(2) Components: A Cointegration Analysis of the Official and Black Market for Foreign Currency in Latin America
by Panayiotis Diamantis & Dimitris Georgoutsos & George Kouretas
2001 On 'Indirect' Trade-Related R&D Spillovers
by Lumenga-Neso, Olivier & Olarreaga, Marcelo & Schiff, Maurice
2001 On Adjusting the HP-Filter for the Frequency of Observations
by Ravn, Morten O. & Uhlig, Harald
2001 A Practitioner's Guide to Lag-Order Selection for Vector Autoregressions
by Ivanov, Ventzislav & Kilian, Lutz
2001 Creating Capitalism: Politics, Reforms, and Economic Performance
by Frank Wykoff
2001 Modelling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model
by Pesaran, M.H. & Weiner, S.M.
2001 Global Influences on UK Manufacturing Prices
by Coutts, K. & Norman, N.R.
2001 Measuring the Effects of Monetary Policy in the Euro Area: The Role of Anticipated Policy
by Jan Gottschalk & Florian Höppner
2001 A New Look at Panel Testing of Stationarity and the PPP Hypothesis
by Jushan Bai & Serena Ng
2001 The Validity of the ELG Hypothesis in the MENA Region: Cointegration and Error Correction Model Analysis
by Aamer Abu-Qarn & Suleiman Abu-Bader
2001 Assessing the effects of monetary and fiscal policy
by Stefano Neri
2001 Time Aggregation and the Hodrick-Prescott Filter
by Agustín Maravall & Ana del Río
2001 Evaluating Factor Models: An Application to Forecasting Inflation in Canada
by Marc-André Gosselin & Greg Tkacz
2001 Inference about predictive ability
by McCracken,M.W. & West,K.D.
2001 Intertemporal Current Account And Productivity Shocks: Evidence For Some European Countries
by Fernando Perez de Gracia & Juncal Cuñado
2001 Has 1997 Asian Crisis increased Information Flows between International Markets?
by Francisco J. Climent & Vicente Meneu
2001 Bond Markets and Macroeconomic Performance
by Guglielmo Maria Caporale & Geoffrey Williams
2001 Estimates of and Problems with Core Inflation in Hungary
by Sandor Valkovszky & Janos Vincze
2001 Fiscal policy and the Spanish business cycle
by Juan Solé López-Pinto
2001 Internal and external exchange rate equilibrium in a cointegration framework. An application to the Spanish peseta
by Enrique Alberola & Humberto López
2001 Who is ruling Europe? Empirical evidence on the German Dominance Hypothesis
by Mariam Camarero & Javier Ordóñez
2001 Do reductions in black market exchange rate premia cause inflation?
by Bruno Larue & Jean-Philippe Gervais
2001 The cause of Danish unemployment: Demand or supply shocks?
by Anders Warne & Henrik Hansen
2001 A convenient representation for structural vector autoregressions
by Jörg Breitung
2001 Dynamic effects of public investment: Vector autoregressive evidence from six industrialized countries
by Stefan Mittnik & Thorsten Neumann
2001 Near unit root and the relationship between inflation and interest rates: A reexamination of the Fisher effect
by Markku Lanne
2001 An Index Is An Index Is An Index?
by Thorsten Freihube & Erik Theissen
2001 Inflation, Money Demand, and Purchasing Power Parity in South Africa
by By Gunnar Jonsson
2001 Estacionariedad en torno a un nivel con ruptura. Un estudio de simulación
by PRESNO CASQUERO, Mª J. & LÓPEZ MENÉNDEZ, A.J.
2001 Ein alternativer Indikator der deutschen Geldpolitik, Untersuchung im Rahmen eines strukturellen VAR-Modells
by Barbara Jennes
2001 Trend und Zyklus im Bruttoinlandsprodukt der Bundesrepublik Deutschland - Eine Anmerkung
by Carsten-Patrick Meier
2001 Good News, Bad News And Garch Effects In Stock Return Data
by Craig A. Depken II
2001 Estimates of the Productivity Trend Using Time-Varying Parameter Techniques
by John M. Roberts
2001 Incertidumbre y dolarización en Bolivia
by Luis Arce Catacora
2001 Vector Autoregressions
by James H. Stock & Mark W. Watson
2000 PPP Despite Real Shocks: an Empirical Analysis of the Norwegian Real Exchange Rate
by Akram, Q.F.
2000 Using Simulated Currency Rainbow Options to Evaluate Covariance Matrix Forecasts
by Byström, Hans
2000 Orthogonal GARCH and Covariance Matrix Forecasting in a Stress Scenario: The Nordic Stock Markets During the Asian Financial Crisis 1997-1998
by Byström, Hans
2000 Time Series Characteristics of Surface and Free Atmosphere Temperature Anomalies 1958-1999
by McKitrick, R.
2000 EMU Effects on International Trade and Investment
by Flam, H. & Jansson, P.
2000 Intra Household Resource Allocation And Their Impact On Expenditure Patterns: Comparative Evidence From South Africa And Pakistan
by Maitra, P. & Ray, R.
2000 Unemployment Persistence : The Hysteresis Assumption Revisited. A Nonlinear Unobserved Components Approach
by Karame, F.
2000 Relations intrajournalieres entre l'indice CAC 40 et les options sur indice. Quel est le marche prefere des investisseurs informes ?
by Capelle-Blancard, G. & Vandelanoite, S.
2000 Mean-Reversion Versus Adjustment to PPP: The Two Regimes of Exchange Rate Dynamics Under the EMS, 1979-1998
by Bessec, M.
2000 Testing for the Cointegrating Rank of a Conditional Vector Autoregressive Process with a Linear Time Trend
by Kauppi, H.
2000 Testing for Stochastic Trends in Series with Structural Breaks
by Busetti, F.
2000 Evaluating Alternative Exchange Rate Regimes: Time Consistency, Inertia and the Identification of Shocks in a New Keynesian Model
by Driver, R.L.
2000 The Relationship between the Markup and Inflation in the G7 plus One Economies
by Banerjee, A. & Russell, B.
2000 Industry Structure and the Dynamics of Price Adjustment
by Banerjee, A. & Russell, B.
2000 The Markup and the Business Cycle Reconsidered
by Banerjee, A. & Russell, B.
2000 Firm Size and Monetary Policy Transmission - Evidence from German Business Survey Data
by Ehrmann, M.
2000 Analysis Of The Behaviour Of Money Demand
by Pelinescu, Elena & Scutaru, Cornelia
2000 Dealing with Methodological Problems when Testing for Purchasing Power Parity: Evidence from Greece
by Sideris, Dimitrios
2000 The Stability of Money Demand Function in Five Major Industrial Countries: Evidence from Cointegration Tests
by Madhusudan Ghosh
2000 The Stability of Money Demand Function in Five Major Industrial Countries: Evidence from Cointegration Tests
by Madhusudan Ghosh
2000 Arbeitstageeffekt und Bruttoinlandsprodukt : eine empirische Analyse mit einem strukturellen Komponentenmodel
by Gebhard Flaig
2000 The demand for money in Austria
by Hayo, Bernd
2000 Unemployment and input prices: A fractional cointegration approach
by Caporale, Guglielmo Maria & Gil-Alaña, Luis A.
2000 Common cycles: A frequency domain approach
by Breitung, Jörg & Candelon, Bertrand
2000 On the reliability of chow type test for parameter constancy in multivariate dynamic models
by Candelon, Bertrand & Lütkepohl, Helmut
2000 Fractional cointegration and real exchange rates
by Caporale, Guglielmo Maria & Gil-Alaña, Luis A.
2000 Lag selection in subset VAR models with an application to a US monetary system
by Brüggemann, Ralf & Lütkepohl, Helmut
2000 Money demand in Europe: Evidence from the past
by Müller, Christian & Hahn, Elke
2000 Was there a regime change in the German monetary transmission mechanism in 1983?
by Candelon, Bertrand & Lütkepohl, Helmut
2000 Fractional cointegration and tests of present value models
by Caporale, Guglielmo Maria & Gil-Alaña, Luis A.
2000 Fractional integration and the dynamics of UK unemployment
by Gil-Alaña, Luis A. & Henry, Brian
2000 Testing for Two-Step Granger Noncausality in Trivariate VAR Models
by Judith A. Giles
2000 Export-Led Growth: A Survey of the Empirical Literature and Some Noncausality Results, Part 2
by Judith A. Giles & Cara L. Williams
2000 A Simple Cointegrating Rank Test Without Vector Autoregression
by Mototsugu Shintani
2000 Testing for long-run homogeneity in the Linear Almost Ideal Demand System An application on Norwegian quarterly data for non-durables
by Terje Skjerpen & Anders Rygh Swensen
2000 Is Swiss Telecommunications a Natural Monopoly? An Evaluation of Empirical Evidence
by Stefan Buehler
2000 Price Linkages in Asian Equity Markets and the Asian Economic, Currency and Financial Crises
by Andrew Worthington & Helen Higgs & Masaki Katsuura
2000 The Likelihood of a Continuous-time Vector Autoregressive Model
by J. Roderick McCrorie
2000 Commodity Price Volatility under New Market Orientations
by Weaver, Robert D & Natcher, William C
2000 Forecasting with Difference-Stationary and Trend-Stationary Models
by David Hendry & Michael P. Clements
2000 PPP Despite Real Shocks: An Empirical Analysis of the Norwegian Real Exchange Rate
by Qaisar Farooq Akram
2000 A Markov-Switching Vector Equilibrium Correction Model of the UK Labour Market
by Hans-Martin Krolzig & Massimiliano Marcellino
2000 Can oil shocks explain asymmetries in the US Business Cycle?
by Hans-Martin Krolzig & Michael P. Clements
2000 Testing for Cobreaking and Super exogeneity in the Presence of Deterministic Shifts
by Hans-Martin Krolzig
2000 General-to-Specific Reductions of Vector Autoregressive Processes
by Hans-Martin Krolzig
2000 Business Cycle Measurement in the Presence of Structural Change: International Evidence
by Hans-Martin Krolzig
2000 Business Cycle Asymmetries: Characterisation and Testing based on Markov-Switching Autoregressions
by Hans-Martin Krolzig & Michael Clements
2000 Predicting Markov-Switching Vector Autoregressive Processes
by Hans-Martin Krolzig
2000 The Concept, Policy Use and Measurement of Structural Unemployment: Estimating a Time Varying NAIRU Across 21 OECD Countries
by Pete Richardson & Laurence Boone & Claude Giorno & Mara Meacci & David Rae & David Turner
2000 Comparing Semi-Structural Methods to Estimate Unobserved Variables: The HPMV and Kalman Filters Approaches
by Laurence Boone
2000 Is the output gap a useful indicator of inflation?
by Iris Claus
2000 A multivariate unobserved components model of cyclical activity
by Alasdair Scott
2000 Model Specification and Inflation Forecast Uncertainty
by Gunnar Bårdsen & Eilev S. Jansen & Ragnar Nymoen
2000 How well does the Aggregate Demand - Aggregate Supply framework explain unemployment fluctuations? A France - United States Comparison
by Algan, Yann
2000 Role of the Minimal State Variable Criterion
by Bennett T. McCallum
2000 An EM Algorithm for Modelling Variably-Aggregated Demand
by Grose, S. & McLaren, K.
2000 Mixed Model-Based Hazard Estimation
by Cai, T. & Hyndman, R.J. & Wand, M.P.
2000 Estimating Demand with Varied Levels of Aggregation
by Grose, S. & McLaren, K.
2000 Potential Output and Foreign Trade in Small Open Economies
by András Simon & Zsolt Darvas
2000 The Vector Floor and Ceiling Model
by Gary Koop & Simon Potter
2000 Forecast Uncertainties in Macroeconometric Models: An Application to the UK Economy
by Anthony Garratt & Kevin Lee & M Hashem Peseran & Yongcheol Shin
2000 Monetary Policy and the Exchange Rate During the Asian Crisis Identification Through Heteroscedasticity
by Guglielmo Maria Caporale & Andrea Cipollini & Panicos Demetriades
2000 Explaining Cointegration Analysis: Part II
by Katarina Juselius & David F. Hendry
2000 Fundamentals Of The Us And The Uk Interest Rates Under The Rational Expectation Scheme
by Ignacio Mauleón & Mª Mar Sánchez
2000 Testing for Asymmetry in the Inflation-Unemployment Trade-off: Some Evidence for the USA
by Miguel St. Aubyn
2000 The Long Run, Market Power and Retail Pricing
by Jumah, Adusei
2000 The Dynamics of External Financing
by Jansson, Joakim
2000 A Bivariate Integer Valued Allocation Model for Guest Nights in Hotels and Cottages
by Brännäs, Kurt & Nordström, Jonas
2000 Causality and Regime Inference in a Markov Switching VAR
by Warne, Anders
2000 An Alternative Interpretation of the Recent U.S. Inflation Performance
by Apel, Mikael & Jansson, Per
2000 Unemployment and Inflation Regimes
by Vredin, Anders & Warne, Anders
2000 Dynamic Capital Structure: the Case of Hufvudstaden
by Graflund, Andreas
2000 On seasonal error correction when the processes include different numbers of unit roots
by Lyhagen, Johan & Löf, Mårten
2000 On Forecasting Cointegrated Seasonal Time Series
by Löf, Mårten & Franses, Philip Hans
2000 Nord Pool: A Power Market Without Market Power
by Hjalmarsson, Erik
2000 On a Partitioned Inversion Formula having Useful Applications in Econometrics
by Mario Faliva & Maria Grazia Zoia
2000 International CAPM with Regime Switching GARCH Parameters
by Lorenzo CAPPIELLO & Tom A. Fearnley
2000 Analysis of the relationship between International Immigration and Unemployement
by Díaz-Emparanza Herrero, Ignacio & Miranda Espinosa, Alexandra
2000 Performance of core inflation measures
by C.K. Folkertsma & K. Hubrich
2000 Germany and the euro area: differences in the transmission process of monetary policy
by K.S.E.M. Hubrich & P.J.G. Vlaar
2000 Consumers' Inflation Expectations and Monetary Policy in Europe
by J.M. Berk
2000 Achieving Price Stability in the Euro Zone: Monetary or InflationTargeting?
by H.M.M. Peeters
2000 Consumers' Inflation Expectations and Monetary Policy in Europe
by Jan Marc Berk
2000 Consumers' inflation expectations and monetary policy in Europe
by Berk, Jan Marc
2000 New Economy - New Policy Rules?
by Bullard, J. & Schaling, E.
2000 Forecasting New Zealand's Real GDP
by Aaron F. Schiff & Peter C.B. Phillips
2000 Trending Time Series and Macroeconomic Activity: Some Present and Future Challenges
by Peter C.B. Phillips
2000 Bootstrap Unit Root Tests in Panels with Cross-Sectional Dependency
by Yoosoon Chang
2000 A Multivariate I(2) Cointegration Analysis Of German Hyperinflation
by Dimitris Georgoutsos & George Kouretas
2000 Cyclical budget balance measurement
by C. AUDENIS & C. PROST
2000 The Exchange Rate - A Shock-Absorber or Source of Shocks? A Study of Four Open Economies
by Artis, Michael J & Ehrmann, Michael
2000 Nonlinear Dynamics, Spillovers and Growth in the G7 Economies: An Empirical Investigation
by Sarno, Lucio
2000 The Nonlinear Dynamics of Output and Unemployment in the US
by Altissimo, Filippo & Violante, Giovanni L
2000 Institutional rigidities and employment rigidity in the Italian large industrial firms
by RUSSO, Giuseppe & VEREDAS, David
2000 Markovian Processes, Two-Sided Autoregressions and Finite-Sample Inference for Stationary and Nonstationary Autoregressive Processes
by Jean-Marie Dufour & Olivier Torrès
2000 Do fixed income securities also show asymmetric effects in conditional second moments?
by Lorenzo Cappiello
2000 Forecast Uncertainties in Macroeconometric Modelling: An Application to the UK Economy
by Garrat, A. & Lee, K. & Pesaran, M.H. & Shin, Y.
2000 Testing for Stochastic Trends in Series with Structural Breaks
by Fabio Busetti
2000 The Seasonal Adjustment of the harmonised Index of Consumer Prices for the Euro Area: a Comparison of Direct and Indirect Methods
by Riccardo Cristadoro & Roberto Sabbatini
2000 Notes on Time Series Analysis, ARIMA Models and Signal Extraction
by Regina Kaiser & Agustín Maravall
2000 GAUSS™ Programs for the Estimation of State-Space Models with ARCH Errors: A User's Guide
by Kichian, Maral
2000 Asymmetries In The Capacity-Inflation Trade-Off
by PEDRO PABLO ALVAREZ LOIS
2000 A Quantitative Analysis Of The Effects Of Capital Controls: Spain, 1986-1990
by Oscar Bajo-Rubio & Simón Sosvilla-Rivero
2000 International Linkages in Short- and Long-Term Interest Rates
by Guglielmo Maria Caporale & Geoffrey Williams
2000 Unemployment and inflation persistence in Spain: Are there Phillips trade-offs?
by Juan J. Dolado & J. David López-Salido & Juan L. Vega
2000 A monetary analysis of the Drachma/ECU exchange rate determination, 1980-1991
by George Zis & Athanasios P. Papadopoulos
2000 The demand for money in Austria
by Bernd Hayo
2000 The cyclical behaviour of prices in the U.K.: Some structural time series evidence
by Imad A. Moosa
2000 Regime shifts in the Danish term structure of interest rates
by Tom Engsted & Ken Nyholm
2000 Cointegration versus traditional econometric techniques in applied economics
by Joachim Zietz
1999 Inflation Targets and the Yield Curve: New Zealand and Australia vs. the US
by Pierre Siklos
1999 Plants' Entry and Exit in Swedish Municipalities
by Berglund, Elisabet & Brännäs, Kurt
1999 Fiscal Policy in Sweden: Effects of EMU Criteria Convergence
by Hatemi-J, Abdulnasser
1999 Starting values in estimation of cointegrating vectors with restrictions
by Lyhagen, Johan & Forsberg, Lars
1999 On the Causality Between Saving and Growth: Long - and Short-Run Dynamics and Country Heterogeneity
by Andersson, B.
1999 On the Causality Between Saving and Growth: Long - and Short-Run Dynamics and Country Heterogeneity
by Andersson, B.
1999 The Effect of Transfers on Household Expenditure Patterns and Poverty in South Africa
by Maitra, P. & Ray, R.
1999 Price Discovery on Foreign Exchange Markets with Differentially Informed Traders
by de Jong, F. & Mahieu, R. & Schotman, P. & Leeuwen, I.
1999 Existence and Structure Eesults on Almost Periodic Solutions of Difference Equations
by Blot, J. & Pennequin, D.
1999 Existence and Structure Eesults on Almost Periodic Solutions of Difference Equations
by Blot, J. & Pennequin, D.
1999 Quantifying the Half-Life of Deviations from PPP: The Role of Economic Priors
by Kilian, L. & Zha, T.
1999 Data-Driven Nonparametric Spectral Density Estimators for Economic Time Series: A Monte Carlo Study
by Kilian, L. & Bergean, I.
1999 
