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Research classified by
Journal of
Economic Literature (JEL) codes Top JEL C: Mathematical and Quantitative MethodsC3: Multiple or Simultaneous Equation Models; Multiple VariablesC32: Time-Series Models; Dynamic Quantile Regressions
This topic is covered by the following reading lists: SOEP based publications
2009 The role of structural common and country-specific shocks in the business cycle dynamics of the G7 countries by Seymen, Atilim & Kappler, Marcus [Downloadable!] 2009 The Universal Shape of Economic Recession and Recovery after a Shock by Challet, Damien & Solomon, Sorin & Yaari, Gur [Downloadable!] 2009 Efficient estimation of forecast uncertainty based on recent forecast errors by Knüppel, Malte [Downloadable!] 2009 Money and monetary policy transmission in the euro area: evidence from FAVAR- and VAR approaches by Blaes, Barno [Downloadable!] 2009 Verification of selected market microstructure hypotheses for a Warsaw Stock Exchange traded stock by Piotr Orlowski [Downloadable!] 2009 Interest Rate Transmission Mechanism of Monetary Policy in the Selected EMU Candidate Countries by Rajmund Mirdala [Downloadable!] 2009 The Bank Lending Channel: a FAVAR Analysis by Chetan Dave & Scott J. Dressler & Lei Zhang [Downloadable!] 2009 The Dynamic Interrelations between Unequal Neighbors: An Austro-German Case Study by Klaus Prettner & Robert M. Kunst [Downloadable!] 2009 Multiple filtering devices for the estimation of cyclical DSGE models by Fabio Canova & Filippo Ferroni [Downloadable!] 2009 Modelling Australian Stock Market Volatility: A Multivariate GARCH Approach by Valadkhani, Abbas & O'Brien, Martin & Karunanayake, Indika [Downloadable!] 2009 An Econometric Model for Deforestation in Indonesia by Muhammad Zikri [Downloadable!] 2009 The Deaton paradox in a long memory context with structural breaks by Luis A. Gil-Alana & Antonio Moreno & Seonghoon Cho [Downloadable!] 2009 Fractional Integration and Structural Breaks in U.S. Macro Dynamics by Luis A. Gil-Alana & Antonio Moreno [Downloadable!] 2009 La substituabilité des filières universitaires dans les choix d’études : une analyse en termes de prestige social by Magali Jaoul-Grammare [Downloadable!] 2009 On causal Relationships Between Exchange Rates and Fundamentals: Better Than You Think by Dimitris Christopoulos & Miguel A. León-Ledesma [Downloadable!] 2009 Multivariate Contemporaneous Threshold Autoregressive Models by Michael Dueker & Zacharias Psaradakis & Martin Sola & Fabio Spagnolo [Downloadable!] 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 [Downloadable!] 2009 Using Large Data Sets to Forecast Housing Prices: A Case Study of Twenty US States by Rangan Gupta & Alain Kabundi & Stephen M. Miller [Downloadable!] 2009 The Time-Series Properties on Housing Prices: A Case Study of the Southern California Market by Rangan Gupta & Stephen M. Miller [Downloadable!] 2009 "Ripple Effects" and Forecasting Home Prices in Los Angeles, Las Vegas, and Phoenix by Rangan Gupta & Stephen M. Miller [Downloadable!] 2009 Modelling Realized Covariances by Xin Jin & John M Maheu [Downloadable!] 2009 Capital flows and economic growth across spectral frequencies: Evidence from Turkey by Nuri Yildirim & Huseyin Tastan [Downloadable!] 2009 Economic Crises, Stabilisation Policy and Output in Emerging Market Economies by Leon du Toit [Downloadable!] 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 [Downloadable!] 2009 Assessing the Transmission of Monetary Policy Shocks Using Dynamic Factor Models by Dimitris Korobilis [Downloadable!] 2009 Assessing the Transmission of Monetary Policy Shocks Using Dynamic Factor Models by Dimitris Korobilis [Downloadable!] 2009 Analyzing and Forecasting Business Cycles in a Small Open Economy: A Dynamic Factor Model for Singapore by Hwee Kwan Chow & Keen Meng Choy [Downloadable!] 2009 ADL tests for threshold cointegration by Jing Li & Junsoo Lee [Downloadable!] 2009 Nuisance parameters, composite likelihoods and a panel of GARCH models by Cavit Pakel & Neil Shephard & Kevin Sheppard [Downloadable!] 2009 The ‘Puzzles’ Methodology: En Route to Indirect Inference? by Vo Phuong Mai Le & Patrick Minford & Michael Wickens [Downloadable!] 2009 Global Liquidity and Commodity Prices – A Cointegrated VAR Approach for OECD Countries by Ansgar Belke & Ingo G. Bordon & Torben W. Hendricks [Downloadable!] 2009 Using Backward Means to Eliminate Individual Effects from Dynamic Panels by G. EVERAERT [Downloadable!] 2009 Estimating Output Gap, Core Inflation, and the NAIRU for Peru by Rodríguez, Gabriel [Downloadable!] 2009 Estimation of a Time Varying Natural Interest Rate for Peru by Humala, Alberto & Rodríguez, Gabriel [Downloadable!] 2009 Foreign Exchange Intervention and Exchange Rate Volatility in Peru by Humala, Alberto & Rodríguez, Gabriel [Downloadable!] 2009 Adaptive Rate-optimal Detection of Small Autocorrelation Coefficients by Alain Guay & Emmanuel Guerre & Štěpána Lazarová [Downloadable!] 2009 A State Space Approach to Extracting the Signal from Uncertain Data by Alastair Cunningham & Jana Eklund & Chris Jeffery & George Kapetanios & Vincent Labhard [Downloadable!] 2009 Identifying a Forward-Looking Monetary Policy in an Open Economy by Rokon Bhuiyan [Downloadable!] 2009 A vector autoregressive model for electricity prices subject to long memory and regime switching by Niels Haldrup & Frank S. Nielsen & Morten Ørregaard Nielsen [Downloadable!] 2009 Has the SARB Become More Effective Post Inflation Targeting? by Rangan Gupta & Alain Kabundi & Mampho P. Modise [Downloadable!] 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 [Downloadable!] 2009 Using Large Data Sets to Forecast Housing Prices: A Case Study of Twenty US States by Rangan Gupta & Alain Kabundi & Stephen M. Miller [Downloadable!] 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 on Housing Prices: A Case Study of the Southern California Market by Rangan Gupta & Stephen M. Miller [Downloadable!] 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 [Downloadable!] 2009 Performance of combined double seasonal univariate time series models for forecasting water consumption by Caiado, Jorge [Downloadable!] 2009 The Exchange Rate and US Tourism Balance of Trade by Cheng, Ka Ming & Kim, Hyeongwoo & Thompson, Henry [Downloadable!] 2009 Market Wide Liquidity Instability in Business Cycles by Chatterjee, Sidharta [Downloadable!] 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 [Downloadable!] 2009 Financial Integration between Indonesia and Its Major Trading Partners by Abdul Karim, Bakri & Abdul Majid, M. Shabri & Abdul Karim, Samsul Ariffin [Downloadable!] 2009 Vplyv inflačných očakávaní na vývoj úrokových sadzieb v krajinách Višegrádskej štvorky by Mirdala, Rajmund [Downloadable!] 2009 Shocking aspects of monetary integration (SVAR approach) by Mirdala, Rajmund [Downloadable!] 2009 Generalized Impulse Response Analysis: General or Extreme? by Hyeongwoo, Kim [Downloadable!] 2009 Causal Ordering Between Inflation and Productivity of Labor and Capital: An Empirical Approach for Pakistan by Hussain, Karrar [Downloadable!] 2009 The economic effects of oil prices shocks on the UK manufacturing and services sector by Guidi, Francesco [Downloadable!] 2009 The Link between Output, Inflation, Monetary Policy and Housing Price Dynamics by Demary, Markus [Downloadable!] 2009 Exchange Market Pressure in Central Europe: An Application of the Girton-Roper Model by Stavarek, Daniel & Dohnal, Marek [Downloadable!] 2009 A fundamental power price model with oligopolistic competition representation by Vazquez, Miguel & Barquín, Julián [Downloadable!] 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 [Downloadable!] 2009 Linear and nonlinear monetary approaches to the exchange rate of the Philippines peso-Japanese yen by Liew, Venus Khim-Sen [Downloadable!] 2009 Estimating Structural Change with Smooth Transition Regressions: an Application to Meat Demand by Holt, Matthew T. & Balagtas, Joseph V. [Downloadable!] 2009 Comparison of time series with unequal length in the frequency domain by Caiado, Jorge & Crato, Nuno & Peña, Daniel [Downloadable!] 2009 Identifying common dynamic features in stock returns by Caiado, Jorge & Crato, Nuno [Downloadable!] 2009 Hyper-spherical and Elliptical Stochastic Cycles by Luati, Alessandra & Proietti, Tommaso [Downloadable!] 2009 Estimating structural VARMA models with uncorrelated but non-independent error terms by Boubacar Mainassara, Yacouba & Francq, Christian [Downloadable!] 2009 The Almost Ideal and Translog Demand Systems by Holt, Matthew T. & Goodwin, Barry K. [Downloadable!] 2009 FDI and Economic Growth in Malaysia by Karimi, Mohammad Sharif & Yusop, Zulkornain [Downloadable!] 2009 Balanced growth and structural breaks: Evidence for Germany by Herzer, Dierk & Kemper, Niels & Zamparelli, Luca [Downloadable!] 2009 Invoice currencies, import prices, and inflation by Ono, Masanori [Downloadable!] 2009 Introduction to Measurement with Theory by Barnett, William A. & Diewert, W. Erwin & Zellner, Arnold [Downloadable!] 2009 Consumer Confidence, News and Consumption Stimulation by Guo, Xinqiang & Xu, Zhiwei [Downloadable!] 2009 Oil Prices and Exchange Rates in Oil-Exporting Countries: Evidence from TAR and M-TAR Models by Mohammadi, Hassan & Jahan-Parvar, Mohammad R. [Downloadable!] 2009 International Output Convergence, Breaks, and Asymmetric Adjustment by Dimitris , Chrsitopoulos & Miguel , Leon-Ledesma [Downloadable!] 2009 Trend agnostic one step estimation of DSGE models by Ferroni, Filippo [Downloadable!] 2009 Asymmetric cointegration relationship between real exchange rate and trade variables: The case of Malaysia by Duasa, Jarita [Downloadable!] 2009 Foreign Exchange Market Pressure and Monetary Policy: An Empirical Study Based on China’s Data by Liu, L. & Ni, Y.J [Downloadable!] 2009 Endogenous Money, Output and Prices in India by Das, Rituparna [Downloadable!] 2009 Interest rate transmission mechanism of monetary policy in the selected EMU candidate countries by Mirdala, Rajmund [Downloadable!] 2009 Unit Roots in White Noise by Onatski, Alexei & Uhlig, Harald [Downloadable!] 2009 Australian and American tariffs policies: do they rock or tango? by Cassette, Aurélie & Farvaque, Etienne [Downloadable!] 2009 Australian and American tariffs policies: do they rock or tango? by Cassette, Aurélie & Farvaque, Etienne [Downloadable!] 2009 A Pure-Jump Transaction-Level Price Model Yielding Cointegration, Leverage, and Nonsynchronous Trading Effects by Hurvich, Clifford & Wang, Yi [Downloadable!] 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 [Downloadable!] 2009 Risk Matters: The Real Effects of Volatility Shocks by Jesus Fernandez-Villaverde & Pablo Guerron-Quintana & Juan F. Rubio-Ramírez & Martin Uribe [Downloadable!] 2009 A Likelihood Analysis of Models with Information Frictions by Leonardo Melosi [Downloadable!] 2009 Causal Linkages Between Domestic Terrorism and Economic Growth by Thomas Gries & Tim Krieger & Daniel Meierrieks [Downloadable!] 2009 Research and Productivity in Thai Agriculture by Waleerat Suphannachart & Peter Warr [Downloadable!] 2009 Structured Multivariate Volatility Models by Massimiliano Caporin & Paolo Paruolo [Downloadable!] 2009 Nuisance parameters, composite likelihoods and a panel of GARCH models by Cavait Pakel & Neil Shephard & Kevin Sheppard [Downloadable!] 2009 Too Much to Lose, or More to Gain? Should Sweden Join the Euro? by J. James Reade & Ulrich Volz [Downloadable!] 2009 Leader of the Pack? German Monetary Dominance in Europe Prior to EMU by J. James Reade & Ulrich Volz [Downloadable!] 2009 Current Account Sustainability in Brazil: A Non-Linear Approach by Luiz de Mello & Matteo Mogliani [Downloadable!] 2009 Analysing wage and price dynamics in New Zealand by Ashley Dunstan & Troy Matheson & Hamish Pepper [Downloadable!] 2009 Using wavelets to measure core inflation: the case in New Zealand by David Baqaee [Downloadable!] 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 [Downloadable!] 2009 Using Large Data Sets to Forecast Housing Prices: A Case Study of Twenty US States by Rangan Gupta & Alain Kabundi & Stephen M. Miller [Downloadable!] 2009 The Time-Series Properties on Housing Prices: A Case Study of the Southern California Market by Rangan Gupta & Stephen M. Miller [Downloadable!] 2009 Modeling the Volatility of Real GDP Growth: The Case of Japan Revisited by WenShwo Fang & Stephen M. Miller [Downloadable!] 2009 The Great Moderation Flattens Fat Tails: Disappearing Leptokurtosis by WenShwo Fang & Stephen M. Miller & ChunShen Lee [Downloadable!] 2009 "Ripple Effects” and Forecasting Home Prices in Los Angeles, Las Vegas, and Phoenix by Rangan Gupta & Stephen M. Miller [Downloadable!] 2009 Unemployment hysteresis, structural changes, non-linearities and fractional integration in Central and Eastern Europe by Juan Carlos Cuestas & Luis A. Gil-Alana [Downloadable!] 2009 Unemployment and common smooth transition trends in Central and Eastern European Countries by Juan Carlos Cuestas & Javier Ordóñez [Downloadable!] 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 [Downloadable!] 2009 Inflation persistence and asymmetries: evidence for African countries by Juan Carlos Cuestas & Estefanía Mourelle [Downloadable!] 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 [Downloadable!] 2009 Low-Frequency Robust Cointegration Testing by Ulrich Müller & Mark W. Watson [Downloadable!] 2009 News, Noise, and Fluctuations: An Empirical Exploration by Olivier J. Blanchard & Jean-Paul L'Huillier & Guido Lorenzoni [Downloadable!] 2009 Bayesian and Frequentist Inference in Partially Identified Models by Hyungsik Roger Moon & Frank Schorfheide [Downloadable!] 2009 Risk Matters: The Real Effects of Volatility Shocks by Jesús Fernández-Villaverde & Pablo A. Guerrón-Quintana & Juan Rubio-Ramírez & Martín Uribe [Downloadable!] 2009 DSGE Model-Based Forecasting of Non-modelled Variables by Frank Schorfheide & Keith Sill & Maxym Kryshko [Downloadable!] 2009 Macroeconomic adjustment and heterogeneity in the euro area by Andrzej Toroj [Downloadable!] 2009 Wage Stickiness and Unemployment Fluctuations: An Alternative Approach by Miguel Casares & Antonio Moreno & Jesús Vázquez [Downloadable!] 2009 Estimating Central Bank Preferences under Commitment and Discretion by Gregory Erin Givens [Downloadable!] 2009 VARMA models for Malaysian Monetary Policy Analysis by Mala Raghavan & George Athanasopoulos & Param Silvapulle [Downloadable!] 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 [Downloadable!] 2009 A Risk Management Approach for Portfolio Insurance Strategies by Benjamin Hamidi & Bertrand Maillet & Jean-Luc Prigent [Downloadable!] 2009 D'un multiple conditionnel en assurance de portefeuille : CAViaR pour les gestionnaires ? by Benjamin Hamidi & Emmanuel Jurczenko & Bertrand Maillet [Downloadable!] 2009 The impact of the European Union emission trading scheme on electricity generation sectors by Djamel Kirat & Ibrahim Ahamada [Downloadable!] 2009 Breaks or long memory behaviour : An empirical investigation by Lanouar Charfeddine & Dominique Guegan [Downloadable!] 2009 Polish households' behavior in the regular and informal economies by François Gardes & Christophe Starzec [Downloadable!] 2009 On Some Neglected Implications of the Fisher Effect by Antonio Ribba [Downloadable!] 2009 A joint macroeconomic-yield curve model for Hungary by Zoltán Reppa [Downloadable!] 2009 The Impact of the Crisis on Budget Policy in Central and Eastern Europe by Zsolt Darvas [Downloadable!] 2009 Monetary Transmission in three Central European Economies: Evidence from Time-Varying Coefficient Vector Autoregressions by Zsolt Darvas [Downloadable!] 2009 What Drives US Foreign Borrowing? Evidence on External Adjustment to Transitory and Permanent Shocks by Giancarlo Corsetti & Panagiotis Th. Konstantinou [Downloadable!] 2009 Decomposing Federal Funds Rate forecast uncertainty using real-time data by Martin Mandler [Downloadable!] 2009 The Taylor Rule and Interest Rate Uncertainty in the U.S. 1970-2006 by Martin Mandler [Downloadable!] 2009 On Loss Functions and Ranking Forecasting Performances of Multivariate Volatility Models by Sébastien Laurent & Jeroen V.K. Rombouts & Francesco Violante [Downloadable!] 2009 Detecting Regime Shifts in Corporate Credit Spreads by Georges Dionne & Pascal François & Olfa Maalaoui [Downloadable!] 2009 Adaptive Rate-Optimal Detection of Small Autocorrelation Coefficients by Alain Guay & Emmanuel Guerre & Stepana Lazarova [Downloadable!] 2009 Credit Spread Changes within Switching Regimes by Olfa Maalaoui & Georges Dionne & Pascal François [Downloadable!] 2009 Estimation of the Euro Area Output Gap Using the NAWM by Günter Coenen & Frank Smets & Igor Vetlov [Downloadable!] 2009 An I(2) Cointegration Model With Piecewise Linear Trends: Likelihood Analysis And Application by Takamitsu Kurita & Heino Bohn Nielsen & Anders Rahbek [Downloadable!] 2009 On a Numerical and Graphical Technique for Evaluating some Models Involving Rational Expectations by Søren Johansen & Anders Rygh Swensen [Downloadable!] 2009 Spurious correlation in estimation of the health production function: A note by Sule Akkoyunlu & Frank R. Lichtenberg & Boriss Siliverstovs & Peter Zweifel [Downloadable!] 2009 Exchange Rate, Expected Profit, and Capital Stock Adjustment: Japanese Experience by Yoichi Matsubayashi [Downloadable!] 2009 International Business Cycle Spillovers by Kamil Yilmaz [Downloadable!] 2009 Determinants of government bond spreads in the Euro area – in good times as in bad by Christian Aßmann & Jens Hogrefe [Downloadable!] 2009 Explaining shifts in the unemployment rate with productivity slowdowns and accelerations: a co-breaking approach by Sven Schreiber [Downloadable!] 2009 Inflation Dynamics in the New EU Member States: How Relevant Are External Factors? by Alexander Mihailov & Fabio Rumler & Johann Scharler [Downloadable!] 2009 Oil Exports and the Iranian Economy by Esfahani, Hadi Salehi & Mohaddes, Kamiar & Pesaran, Hashem [Downloadable!] 2009 The Dynamics of Entrepreneurship: Hysteresis, Business Cycles and Government Policy by Congregado, Emilio & Golpe, Antonio A. & Parker, Simon C. [Downloadable!] 2009 Is East Germany Catching Up? A Time Series Perspective by Bernd Aumann & Rolf Scheufele [Downloadable!] 2009 Business cycle volatility and inventories behavior:new evidence for the Euro Area by Tatiana Cesaroni & Louis Maccini & Marco Malgarini [Downloadable!] 2009 Adjustment in EMU: Is Convergence Assured? by Sebastian Dullien & Ulrich Fritsche & Ingrid Groessl & Michael Paetz [Downloadable!] 2009 Determinants of Households' Inflation Expectations by Kozo Ueda [Downloadable!] 2009 Combining Forecasts Based on Multiple Encompassing Tests in a Macroeconomic Core System by Costantini, Mauro & Kunst, Robert M. [Downloadable!] 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 [Downloadable!] 2009 Consistent Estimation of Global VAR Models by Mutl, Jan [Downloadable!] 2009 The Market Impact of a Limit Order by Nikolaus Hautsch & Ruihong Huang [Downloadable!] 2009 Modelling and Forecasting Liquidity Supply Using Semiparametric Factor Dynamics by Wolfgang Karl Härdle & Nikolaus Hautsch & Andrija Mihoci [Downloadable!] 2009 Shape invariant modelling pricing kernels and risk aversion by Maria Grith & Wolfgang Härdle & Juhyun Park [Downloadable!] 2009 On the Existence of the Moments of the Asymptotic Trace Statistic by Deniz Dilan Karaman Örsal & Bernd Droge [Downloadable!] 2009 Mortality modeling: Lee-Carter and the macroeconomy by Katja Hanewald [Downloadable!] 2009 Combination of multivariate volatility forecasts by Alessandra Amendola & Giuseppe Storti [Downloadable!] 2009 A General Framework for Observation Driven Time-Varying Parameter Models by Drew Creal & Siem Jan Koopman & Andre Lucas [Downloadable!] 2009 A High-Low Model of Daily Stock Price Ranges by Yan-Leung Cheung & Yin-Wong Cheung & Alan T. K. Wan [Downloadable!] 2009 Estimating the Swedish and Norwegian international tourism demand using (ISUR) technique by Salman, A. Khalik & Arnesson, Leif & Sörensson, Anna & Shukur, Ghazi [Downloadable!] 2009 On risk prediction by Lönnbark, Carl [Downloadable!] 2009 Common Trends and Shocks to Top Incomes – A Structural Breaks Approach by Roine, Jesper & Waldenström, Daniel [Downloadable!] 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 Are Crime Rates Really Stationary? by Westerlund, Joakim & Blomquist, Johan [Downloadable!] 2009 Testing for Unit Root against LSTAR model – wavelet improvements under GARCH distortion by Li, Yushu & Shukur, Ghazi [Downloadable!] 2009 Noncausal vector autoregression by Lanne, Markku & Saikkonen, Pentti [Downloadable!] 2009 Do markup dynamics reflect fundamentals or changes in conduct? by Juselius , Mikael & Kim, Moshe & Ringbom, Staffan [Downloadable!] 2009 Adjustment in EMU: Is Convergence Assured? by Sebastian Dullien & Ulrich Fritsche & Ingrid Groessl & Michael Paetz [Downloadable!] 2009 Monetary Transmission in Three Central European Economies: Evidence from Time-Varying Coefficient Vector Autoregressions by Zsolt Darvas [Downloadable!] 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 [Downloadable!] 2009 The PIGS, does the Group Exist? An empirical macroeconomic analysis based on the Okun Law by João Sousa Andrade [Downloadable!] 2009 The Effect of Equity Market Integration on the Transmission Monetary Policy. Evidence from Australia by Cinzia Alcidi [Downloadable!] 2009 Modelling Asymmetric Dependence Using Copula Functions: An application to Value-at-Risk in the Energy Sector by Andrea Bastianin [Downloadable!] 2009 Forecasting Levels of log Variables in Vector Autoregressions by Gunnar Bardsen & Helmut Luetkepohl [Downloadable!] 2009 Forecasting Aggregated Time Series Variables: A Survey by Helmut Luetkepohl [Downloadable!] 2009 Structural Vector Autoregressions with Markov Switching by Markku Lanne & Helmut Luetkepohl & Katarzyna Maciejowska [Downloadable!] 2009 Macroeconomic Forecasting and Structural Change by Antonello D'Agostino & Luca Gambetti & Domenico Giannone [Downloadable!] 2009 What Prompts the People’s Bank of China to Change Its Monetary Policy Stance? Evidence from a Discrete Choice Model by Dong He & Laurent L. Pauwels [Downloadable!] 2009 Reliability of Structural Shocks Estimates from a Bivariate SVAR Model - The Case of Southeast Asian Countries by Arief Ramayandi [Downloadable!] 2009 Analyzing and Forecasting Business Cycles in a Small Open Economy- A Dynamic Factor Model for Singapore by Hwee Kwan Chow & Keen Meng Choy [Downloadable!] 2009 Une mesure financière de l’importance de la prime de risque de change dans la prime de risque boursière by Salem Boubakri [Downloadable!] 2009 Monetary Transmission in three Central European Economies: Evidence from Time-Varying Coefficient Vector Autoregressions by Zsolt Darvas [Downloadable!] 2009 Testing for Convergence in Stock Markets: A Non-linear Factor Approach by Guglielmo Maria Caporale & Burcu Erdogan & Vladimir Kuzin [Downloadable!] 2009 Global Liquidity and Commodity Prices: A Cointegrated VAR Approach for OECD Countries by Ansgar Belke & Ingo G. Bordon & Torben W. Hendricks [Downloadable!] 2009 Liquidity and Asset Prices: How Strong Are the Linkages? by Christian Dreger & Jürgen Wolters [Downloadable!] 2009 Monetary Policy Transmission and House Prices: European Cross Country Evidence by Kai Carstensen & Oliver Hülsewig & Timo Wollmershäuser [Downloadable!] 2009 A survey of sequential Monte Carlo methods for economics and finance by Creal, D. [Downloadable!] 2009 Forecasting Productivity Using Information from Firm-Level Data by Eric J. Bartelsman & Zoltán Wolf [Downloadable!] 2009 Fiscal Policy in the European Monetary Union by Betty C. Daniel & Christos Shiamptanis [Downloadable!] 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 [Downloadable!] 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 [Downloadable!] 2009 Dynamic Misspecification in Nonparametric Cointegrating Regression by Ioannis Kasparis & Peter C.B. Phillips [Downloadable!] 2009 Cointegrating Rank Selection in Models with Time-Varying Variance by Xu Cheng & Peter C. B. Phillips [Downloadable!] 2009 Extreme Value Theory Filtering Techniques for Outlier Detection by Jose Olmo [Downloadable!] 2009 Threshold Quantile Autoregressive Models by Antonio F. Galvao, Jr. & Gabriel V. Montes-Rojas & Jose Olmo [Downloadable!] 2009 Quantile Autoregressive Distributed Lag Model with an Application to House Price Returns by Antonio F. Galvao, Jr. & Gabriel V. Montes-Rojas & Gabriel Sung Y. Park [Downloadable!] 2009 An Employment Equation for Belgium by Vincent BODART & Philippe LEDENT & Fatemeh SHADMAN-METHA [Downloadable!] 2009 Do Individual Index Futures Investors Destabilize the Underlying Spot Market? by Martin T. Bohl & Christian A. Salm & Bernd Wilfling [Downloadable!] 2009 International and National Wheat Market Integration in the 19th Century: A Comovement Analysis by Martin Uebele [Downloadable!] 2009 Pitfalls in Estimating Asymmetric Effects of Energy Price Shocks by Kilian, Lutz & Vigfusson, Robert J. [Downloadable!] 2009 Do Local Projections Solve the Bias Problem in Impulse Response Inference? by Kilian, Lutz & Kim, Yun Jung [Downloadable!] 2009 Risk Matters: The Real Effects of Volatility Shocks by Fernández-Villaverde, Jesús & Guerron-Quintana, Pablo A. & Rubio-Ramirez, Juan Francisco & Uribe, Martín [Downloadable!] 2009 The Equity Premium and the Business Cycle: the Role of Demand and Supply Shocks by Smith, Peter N & Sorensen, Steffen & Wickens, Michael R [Downloadable!] 2009 What Drives US Foreign Borrowing? Evidence on External Adjustment to Transitory and Permanent Shocks by Corsetti, Giancarlo & Konstantinou, Panagiotis T [Downloadable!] 2009 Does more crime mean fewer jobs? An ARDL model by Claudio Detotto & Manuela Pulina [Downloadable!] 2009 Dependence Structure and Extreme Comovements in International Equity and Bond Markets by René Garcia & Georges Tsafack [Downloadable!] 2009 Modelling and Forecasting Liquidity Supply Using Semiparametric Factor Dynamics by Wolfgang Karl Härdle & Nikolaus Hautsch & Andrija Mihoci [Downloadable!] 2009 Estimating the effects of oil price shockson the Kazakh economy by Marc Gronwald & Johannes Mayr & Sultan Orazbayev [Downloadable!] 2009 Testing Predicitive Ability of Business Cycle Indicators for the Euro Area by Christina Ziegler [Downloadable!] 2009 The Virtues of VAR Forecast Pooling – A DSGE Model Based Monte Carlo Study by Steffen Henzel & Johannes Mayr [Downloadable!] 2009 Monetary Policy Transmission and House Prices: European Cross-country Evidence by Kai Carstensen & Oliver Hülsewig & Timo Wollmershäuser [Downloadable!] 2009 Price Dispersion in the Euro Area: The Case of a Symmetric Oil Price Shock by Kai Carstensen & Oliver Hülsewig & Timo Wollmershäuser [Downloadable!] 2009 Investigating the U.S. Oil-Macroeconomy Nexus using Rolling Impulse Responses by Marc Gronwald [Downloadable!] 2009 Una metodología unificada para el cálculo de elasticidades críticas, la definición de mercados y la simulación de fusiones horizontales by Germán Coloma [Downloadable!] 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 [Downloadable!] 2009 The 'Puzzles' methodology: en route to Indirect Inference? by Le, Vo Phuong Mai & Minford, Patrick & Wickens, Michael [Downloadable!] 2009 Macroeconomic Forecasting and Structural Change by D'Agostino, Antonello & Gambetti, Luca & Giannone, Domenico & Giannone, Domenico [Downloadable!] 2009 Oil Exports and the Iranian Economy by Esfahani, H.S. & Mohaddes, K. & Pesaran, M.H. [Downloadable!] 2009 Causality Along Subspaces: Theory by Al-Sadoon, M.M. [Downloadable!] 2009 A Robust Assessment of the Romanian Business Cycle by Moisa Altar & Ciprian Necula & Gabriel Bobeica [Downloadable!] 2009 Structural change tests based on implied probabilitie for GEL criteria by Alain Guay & Jean-Francois Lamarche [Downloadable!] 2009 Optimum Currency Areas Structural Changes and the Endogeneity of the OCA Criteria: Evidence from Six New EU Member States by Dimitrios Sideris [Downloadable!] 2009 Macro modelling with many models by Ida Wolden Bache & James Mitchell & Francesco Ravazzolo & Shaun P. Vahey [Downloadable!] 2009 Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order by Christian Kascha & Carsten Trenkler [Downloadable!] 2009 The role of house prices in the monetary policy transmission mechanism in small open economies by Hilde C. 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Numerical Example: Romania’S M2 Money Demand by Ruxanda, Gheorghe & Botezatu, Andreea [Downloadable!] 2008 Polynomial Interpolation and Applications to Autoregressive Models by Mateescu, George Daniel [Downloadable!] 2008 Different indexes for forecasting economic activity in Russia (in Russian) by Oleg Demidov [Downloadable!] 2008 Declining German Export Prices Due To Increased Competition From Newly Industrializing Countries - Evidence From Germany And The Ceecs by Sebastian Gundel [Downloadable!] 2008 Rural Labour Market Developments, Agricultural Productivity, and Real Wages in Bangladesh, 1950–2006 by Akhand Akhtar Hossain [Downloadable!] 2008 Interest rate expectations and macroeconomic shocks affecting the yield curve by Zoltán Reppa [Downloadable!] 2008 Turkiye Ekonomisinde Butce Aciginin Surdurulebiliriliginin Analizi by Ozlem Goktas [Downloadable!] 2008 Modeling Short-Term Interest Rate Spreads in the Euro Money Market by Nuno Cassola & Claudio Morana [Downloadable!] 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 On the Identification of Monetary (and Other) Shocks by Martin Menner & Hugo Rodríguez Mendizábal [Downloadable!] 2008 The Role of Inflation Expectations in the New EU Member States: Consumer Survey Based Results by Konstantīns Benkovskis [Downloadable!] 2008 Sincronización del empleo manufacturero en México y Estados Unidos by Edna Fragoso Pastrana & Jorge Herrera Hernández & Ramón A. Castillo Ponce [Downloadable!] 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 Traditional Export Demand Relation: A Cointegration and Parameter Constancy Analysis by Jamal HUSEIN [Downloadable!] 2008 Competition And Growth: A Time Series Analysis For South Korea by LEE, Jae-Hyung & RHEE, Young-Hoon [Downloadable!] 2008 The Relationship Between Wages and Productivity: TAR Unit Root and TAR Cointegration Approach by Bildirici, Melike & Alp, Aykaç [Downloadable!] 2008 Economic Integration In North America by Ramon A. CASTILLO PONCE & Ramon de Jesus RAMIREZ ACOSTA [Downloadable!] 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. [Downloadable!] 2008 Trade Balances and the Terms of Trade in G-7 Countries: Penal Cointegration Approach by Shigeyuki HAMORI [Downloadable!] 2008 Are Indian Exports And Imports Cointegrated? by KONYA, Laszlo & SINGH, Jai Pal [Downloadable!] 2008 Produktivitätswachstum in Deutschland: kein nachhaltiger Aufschwung in Sicht by Georg Erber & Ulrich Fritsche [Downloadable!] 2008 Assessing the sustainability of fiscal policies: Empirical evidence from the Euro Area and the United States by Luigi Landolfo & [Downloadable!] 2008 The Consumption-Wealth Ratio under Asymmetric Adjustment by Vasco J. Gabriel & Fernando Alexandre & Pedro Bação [Downloadable!] 2008 Markov-Switching GARCH Modelling of Value-at-Risk by Rasoul Sajjad & Jerry Coakley & John C. Nankervis [Downloadable!] 2008 Is the Backward-Looking Component Important in a New Keynesian Phillips Curve? by Chang-Jin Kim & Yunmi Kim [Downloadable!] 2008 Optimal Test for Markov Switching GARCH Models by Liang Hu & Yongcheol Shin [Downloadable!] 2008 Dynamic Hedging with Foreign Currency Futures in the Presence of Jumps by Wing Hong Chan [Downloadable!] 2008 Linear Cointegration of Nonlinear Time Series with an Application to Interest Rate Dynamics by Travis D. Nesmith & Barry E. Jones [Downloadable!] 2008 Evaluation of Surrogate and Bootstrap Tests for Nonlinearity in Time Series by Dimitris Kugiumtzis [Downloadable!] 2008 Dynamic modelling of the demand for money in Latvia by Boriss Siliverstovs [Downloadable!] 2008 A Criticism of the Concept and Measure for Total Factor Productivity by Rossitsa Rangelova [Downloadable!] 2008 Fiscal Policy Sustainability In Romania by Ioan Talpos & Cosmin Enache [Downloadable!] 2008 A Semi-Structural Method to Estimate the NATREX for a Small Open Economy. The Case of Finland by Isabell Koske 2007 Price Discovery for Cross-Listed Securities from Emerging Eastern European Countries by Wölfle, Marco [Downloadable!] 2007 A Long Run Structural Macroeconometric Model for Germany by Chen, Pu & Schneider, Elena & Frohn, Joachim [Downloadable!] 2007 Asymmetry and Spillover Effects in the North American Equity Markets by Canarella, Giorgio & Sapra, Sunil K. & Pollard, Stephen K. [Downloadable!] 2007 Long Run Macroeconomic Relations in the Global Economy by Pesaran, M. Hashem & Holly, Sean & Dees, Stephane & Smith, L. Vanessa [Downloadable!] 2007 Taking a DSGE Model to the Data Meaningfully by Franchi, Massimo & Juselius, Katarina [Downloadable!] 2007 Solution of RE Models with Anticipated Shocks and Optimal Policy by Wohltmann, Hans-Werner & Winkler, Roland [Downloadable!] 2007 The yield spread and GDP growth - Time Varying Leading Properties and the Role of Monetary Policy by Hogrefe, Jens [Downloadable!] 2007 Time-varying contributions by the corporate bond and CDS markets to credit risk price discovery by Dötz, Niko [Downloadable!] 2007 Assessing the Relation between Equity Risk Premium and Macroeconomic Volatilities in the UK by Renatas Kizys & Peter Spencer [Downloadable!] 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 [Downloadable!] 2007 Can a simple DSGE model outperform Professional Forecasters? by Michal Rubaszek & Pawel Skrzypczynski [Downloadable!] 2007 A turning point chronology for the Euro-zone by Monica Billio & Jacques Anas & Laurent Ferrara & Marco Lo Duca [Downloadable!] 2007 Business Cycle Analysis with Multivariate Markov Switching Models by Monica Billio & Jacques Anas & Laurent Ferrara & Marco Lo Duca [Downloadable!] 2007 Market linkages, variance spillovers and correlation stability: empirical evidences of financial contagion by Monica Billio & Massimiliano Caporin [Downloadable!] 2007 The Effects of Small Sample Bias in Threshold Autoregressive Models by Yamin Ahmad [Downloadable!] 2007 Unbiased covariance estimation with interpolated data by Taro Kanatani & Roberto Reno' [Downloadable!] 2007 Carry Trades: Betting Against Safe Haven by Daniel Kohler [Downloadable!] 2007 Cointegrating Regressions with Messy Regressors: Missingness, Mixed Frequency, and Measurement Error by J. Isaac Miller [Downloadable!] 2007 Cross-Country Evidence on Output Growth Volatility: Nonstationary Variance and GARCH Models by WenShwo Fang & Stephen M. Miller & ChunShen Lee [Downloadable!] 2007 The Great Moderation and the Relationship between Output Growth and Its Volatility by WenSho Fang & Stephen M. Miller [Downloadable!] 2007 Index Numbers by Diewert, Erwin [Downloadable!] 2007 Environmental Efficiency Measurement with Translog Distance Functions: A Parametric Approach by Cuesta, Rafael A. & Knox, C.A. & Zofío, José Luis [Downloadable!] 2007 Investors Facing Risk II: Loss Aversion and Wealth Allocation When Utility Is Derived From Consumption and Narrowly Framed Financial Investments by Erick W. Rengifo & Emanuela Trifan [Downloadable!] 2007 Investors Facing Risk: Loss Aversion and Wealth Allocation Between Risky and Risk-Free Assets by Erick W. Rengifo & Emanuela Trifan [Downloadable!] 2007 Forecasting key macroeconomic variables from a large number of predictors: A state space approach by Arvid Raknerud, Terje Skjerpen and Anders Rygh Swensen [Downloadable!] 2007 Labor Market Dynamics and the Business Cycle: Structural Evidence for the United States by Morten O. Ravn & Saverio Simonelli [Downloadable!] 2007 Testing a DSGE model of the EU using indirect inference by David Meenagh & Patrick Minford & Michael Wickensy [Downloadable!] 2007 Estimating Long-Run Relationships between Observed Integrated Variables by Unobserved Component Methods by G. EVERAERT [Downloadable!] 2007 Technology shocks, structural breaks and the effects on the business cycle by Vincenzo Atella & Marco Centoni & Gianluca Cubadda [Downloadable!] 2007 A Unifying Framework for Analysing Common Cyclical Features in Cointegrated Time Series by Gianluca Cubadda [Downloadable!] 2007 Free Trade and New Economic Powers: The Worldview of Peter Mandelson by Fiorella Triscritti [Downloadable!] 2007 Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks by Gabriele Fiorentini & Giorgio Calzolari & Enrique Sentana [Downloadable!] 2007 Identifying the Shocks Driving Inflation in China by Pierre L. Siklos & Yang Zhang [Downloadable!] 2007 The FedÕs Reaction to the Stock Market During the Great Depression: Fact or Artefact? by Pierre L. Siklos [Downloadable!] 2007 Bayesian Inference in a Cointegrating Panel Data Model by Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan [Downloadable!] 2007 Hedging and Cross-hedging ETFs by Carol Alexander & Andreza Barbosa [Downloadable!] 2007 Proyecciones desagregadas de inflación con modelos Sparce VAR robustos by Barrera Carlos [Downloadable!] 2007 A Test for Serial Dependence Using Neural Networks by George Kapetanios [Downloadable!] 2007 Testing for Strict Stationarity by George Kapetanios [Downloadable!] 2007 A Simple Test of the New Keynesian Phillips Curve by Andrea Carriero [Downloadable!] 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 [Downloadable!] 2007 Temporal Causality between Budget Deficit and Interest Rate: The Case of South Africa by Josine Uwilingiye & Rangan Gupta 2007 Practical Volatility Modeling for Financial Market Risk Management by Shamiri, Ahmed & Shaari, Abu Hassan & Isa, Zaidi [Downloadable!] 2007 Correlation dynamics between Asia-Pacific, EU and US stock returns by Hyde, Stuart J & Bredin, Don P & Nguyen, Nghia [Downloadable!] 2007 Speed of Adjustment in Cointegrated Systems by Fanelli, Luca & Paruolo, Paolo [Downloadable!] 2007 A new Model for Stock Price Movements by Venier, Guido [Downloadable!] 2007 Özel Sektör Tasarruflarında Mali Politika Etkileri by Erdogdu, Oya Safinaz [Downloadable!] 2007 Integration, Kointegration und die Langzeitprognose von Kreditausfallzyklen by Wagatha, Matthias [Downloadable!] 2007 Integration, Kointegration und die Langzeitprognose von Kreditausfallzyklen by Wagatha, Matthias [Downloadable!] 2007 Transformations and Seasonal Adjustment: Analytic Solutions and Case Studies by Proietti, Tommaso & Riani, Marco [Downloadable!] 2007 Estimating Central Bank Behavior in Emerging Markets: The Case of Turkey by Hatipoglu, Ozan & Alper, C. Emre [Downloadable!] 2007 Exchange Rate Determination In Pakistan: Evidence Based On Purchasing Power Parity Theory by Khan, Muhammad Arshad & Qayyum, Abdul [Downloadable!] 2007 Identifying common spectral and asymmetric features in stock returns by Caiado, Jorge & Crato, Nuno [Downloadable!] 2007 Comparison of time series with unequal length by Caiado, Jorge & Crato, Nuno & Peña, Daniel [Downloadable!] 2007 Are Exports Causing Growth? Evidence On International Trade Expansion In Cuba, 1960-2004 by Fugarolas, Guadalupe & Mañalich, Isis & Matesanz , David [Downloadable!] 2007 Joint Modeling of Call and Put Implied Volatility by Ahoniemi, Katja & Lanne, Markku [Downloadable!] 2007 Regional and Outward Economic Integration in South-East Asia by Weber, Enzo [Downloadable!] 2007 Romanian Capital Market And The Informational Efficiency by Dima, Bogdan & Barna, Flavia & Pirtea, Marilen [Downloadable!] 2007 Balance of payments constrained growth model: evidence for Bolivia 1953-2002 by Arevilca Vasquez, Bismarck Javier & Risso Charquero, Adrian Winston [Downloadable!] 2007 The Relationship Among African American Male Earnings, Employment, Incarceration and Immigration: A Time Series Approach by Stevans, Lonnie [Downloadable!] 2007 Testing Export-led Growth Hypothesis in Kenya: An ADRL Bounds Test Approach by Mohan, Ramesh & Nandwa, Boaz [Downloadable!] 2007 A Monetary Approach to Exchange Rate Dynamics in Low-Income Countries: Evidence from Kenya by Nandwa, Boaz & Mohan, Ramesh [Downloadable!] 2007 A multivariate innovations state space Beveridge Nelson decomposition by de Silva, Ashton [Downloadable!] 2007 The Effects of Energy Imports: The Case of Turkey by erdogdu, oya safinaz [Downloadable!] 2007 FDI-trade nexus: empirical analysis on ASEAN-5 by Kueh, Jerome Swee-Hui & Puah, Chin-Hong & Lau, Evan & Abu Mansor, Shazali [Downloadable!] 2007 The Implications Of Emergence Of China Towards Asean-5: Fdi-Gdp Perspective by Puah, Chin-Hong & Kueh, Jerome Swee-Hui & Lau, Evan [Downloadable!] 2007 Larger crises cost more: impact of banking sector instability on output growth by Serwa, Dobromił [Downloadable!] 2007 Who Leads Financial Markets? by Weber, Enzo [Downloadable!] 2007 Economic Integration and the Foreign Exchange by Weber, Enzo [Downloadable!] 2007 The possible impacts of energy imports in the economic growth of USA by Pereira, Vitor [Downloadable!] 2007 Comparative analysis of the exchange market pressure in Central European countries with the Eurozone membership perspective by Stavarek, Daniel [Downloadable!] 2007 Technology Shocks, Statistical Models, and The Great Moderation by Fuentes-Albero, Cristina [Downloadable!] 2007 The expectations hypothesis of the term structure: some empirical evidence for Portugal by Silva Lopes, Artur C. & M. Monteiro, Olga Susana [Downloadable!] 2007 Filtered Extreme Value Theory for Value-At-Risk Estimation by Ozun, Alper & Cifter, Atilla & Yilmazer, Sait [Downloadable!] 2007 Testing for Convergence in Carbon Dioxide Emissions Using a Century of Panel Data by Westerlund, Joakim & Basher, Syed A. [Downloadable!] 2007 Mixed Signals Among Tests for Panel Cointegration by Westerlund, Joakim & Basher, Syed A. [Downloadable!] 2007 The Taylor Effect on the Performances of the Red Devils’ Football Brand by Leitão, João [Downloadable!] 2007 Macro Economic Uncertainty of 1990s and Volatility at Karachi Stock Exchange by Mamoon, Dawood [Downloadable!] 2007 Is Latin America an Optimal Currency Area? Evidence from a Structural Vector Auto-regression analysis by Foresti, Pasquale [Downloadable!] 2007 Relationship between inflation, unemployment and labor force change rate in France: cointegration test by Kitov, Ivan & Kitov, Oleg & Dolinskaya, Svetlana [Downloadable!] 2007 Inflation as a function of labor force change rate: cointegration test for the USA by Kitov, Ivan & Kitov, Oleg & Dolinskaya, Svetlana [Downloadable!] 2007 The Predictive Performance of Asymmetric Normal Mixture GARCH in Risk Management: Evidence from Turkey by Cifter, Atilla & Ozun, Alper [Downloadable!] 2007 Nonlinear Combination of Financial Forecast with Genetic Algorithm by Ozun, Alper & Cifter, Atilla [Downloadable!] 2007 Monetary Transmission Mechanism in the New Economy: Evidence from Turkey (1997-2006) by Cifter, Atilla & Ozun, Alper [Downloadable!] 2007 Multi-scale Causality between Energy Consumption and GNP in Emerging Markets: Evidence from Turkey by Cifter, Atilla & Ozun, Alper [Downloadable!] 2007 The Taylor rule and interest rate uncertainty in the U.S. 1970-2006 by Mandler, Martin [Downloadable!] 2007 Central bank intervention, sterilization and monetary independence: the case of Pakistan by Waheed, Muhammad [Downloadable!] 2007 Impact du Commerce bilatéral Intra-Zone dans la zone UEMOA et CEMAC: Approche par les VAR Structurels by Dramani, Latif & Laye, Oumy [Downloadable!] 2007 A GARCH-based method for clustering of financial time series: International stock markets evidence by Caiado, Jorge & Crato, Nuno [Downloadable!] 2007 Evaluating the New Keynesian Phillips Curve under VAR-based learning by Fanelli, Luca [Downloadable!] 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 [Downloadable!] 2007 An Explicit Solution for the Price of Index Options by Chilarescu, Constantin [Downloadable!] 2007 The Analysis of the Bucharest Stock Exchange Financial Sector by Dima, Bogdan & Pirtea, Marilen & Barna, Flavia & Murgea, Aurora & Nachescu, Miruna [Downloadable!] 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 [Downloadable!] 2007 Terá a política monetária do Banco Central Europeu sido adequada para Portugal (1999-2007)? by Manuel Mota Freitas Martins [Downloadable!] 2007 Impact of Export Subsidies on Pakistan’s Exports by Nadeem Ul Haque & M. Ali Kemal [Downloadable!] 2007 The IGARCH e®ect: Consequences on volatility forecasting and option trading by Stefano HERZEL & Catalin STARICA & Thomas NORD [Downloadable!] 2007 Forecasting UK Inflation: the Roles of Structural Breaks and Time Disaggregation by Jennifer L. Castle & David F. Hendry [Downloadable!] 2007 The Dynamic Welfare Cost of Stagnation: An Alternative Measure to the Lucas-Obstfeld Model by Tatsuyoshi Miyakoshi & Masakatsu Okubo & Junji Shimada [Downloadable!] 2007 The Dynamic Welfare Costs of the 1997 Asian Crisis by Tatsuyoshi Miyakoshi & Masakatsu Okubo & Junji Shimada [Downloadable!] 2007 Transmission of business cycle shocks between unequal neighbours: Germany and Austria by Gerhard Fenz & Martin Schneider [Downloadable!] 2007 The Relative Importance of Symmetric and Asymmetric Shocks: the Case of United Kingdom and Euro Area by Gert Peersman [Downloadable!] 2007 Governments and the Market for Longevity-Indexed Bonds by Pablo Antolín & Hans Blommestein [Downloadable!] 2007 Longevity Risk and Private Pensions by Pablo Antolín [Downloadable!] 2007 Which nonlinearity in the Phillips curve? The absence of accelerating deflation in Japan by Emmanuel De Veirman [Downloadable!] 2007 The Consumption-Wealth Ratio Under Asymmetric Adjustment by Fernando Alexandre & Vasco J. Gabriel & Pedro Bação [Downloadable!] 2007 A New Approach to Drawing States in State Space Models by William J. McCausland & Shirley Miller & Denis Pelletier [Downloadable!] 2007 What You Match Does Matter: The Effects of Data on DSGE Estimation by Pablo A. Guerron [Downloadable!] 2007 Non-Nested Testing in Models Estimated via Generalized Method of Moments by Alastair R. Hall & Denis Pelletier [Downloadable!] 2007 Testing for convergence among Mercosur countries by Juan Carlos Cuestas & Javier Ordóñez [Downloadable!] 2007 Relative Goods' Prices, Pure Inflation, and the Phillips Correlation by Ricardo Reis & Mark W. Watson [Downloadable!] 2007 Comparing Greenbook and Reduced Form Forecasts using a Large Realtime Dataset by Jon Faust & Jonathan H. Wright [Downloadable!] 2007 Predictable Returns and Asset Allocation: Should a Skeptical Investor Time the Market? by Jessica A. Wachter & Missaka Warusawitharana [Downloadable!] 2007 Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments by Kenneth D. West & Ka-fu Wong & Stanislav Anatolyev [Downloadable!] 2007 Monetary Policy Analysis with Potentially Misspecified Models by Marco Del Negro & Frank Schorfheide [Downloadable!] 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 [Downloadable!] 2007 Beliefs, Doubts and Learning: Valuing Economic Risk by Lars Peter Hansen [Downloadable!] 2007 Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments by Kenneth D. West & Ka-fu Wong & Stanislav Anatolyev [Downloadable!] 2007 Can a simple DSGE model outperform Professional Forecasters? by Michal Rubaszek & Pawel Skrzypczynski [Downloadable!] 2007 Optimal combination forecasts for hierarchical time series by Rob J. Hyndman & Roman A. Ahmed & George Athanasopoulos [Downloadable!] 2007 The vector innovation structural time series framework: a simple approach to multivariate forecasting by Ashton de Silva & Rob J. Hyndman & Ralph D. Snyder [Downloadable!] 2007 A Comparison of Methods for Forecasting Demand for Slow Moving Car Parts by Ralph D. Snyder & Adrian Beaumont [Downloadable!] 2007 Two canonical VARMA forms: Scalar component models vis-à-vis the Echelon form by George Athanasopoulos & D.S. Poskitt & Farshid Vahid [Downloadable!] 2007 Which is the best model for the US inflation rate : a structural changes model or a long memory by Lanouar Charfeddine & Dominique Guégan [Downloadable!] 2007 A note on self-similarity for discrete time series by Dominique Guégan & Zhiping Lu [Downloadable!] 2007 Global and local stationary modelling in finance : theory and empirical evidence by Dominique Guégan [Downloadable!] 2007 Exchange Rate Variability And The Export Demand For Malaysia'S Semiconductors: An Empirical Study by Koi Nyen Wong & Tuck Cheong Tang [Downloadable!] 2007 Technology shocks, structural breaks and the effects on the business cycle by Atella, Vincenzo & Centoni, Marco & Cubadda, Gianluca [Downloadable!] 2007 Dynamic Factor analysis of industry sector default rates and implication for Portfolio Credit Risk Modelling by Andrea Cipollini & Giuseppe Missaglia [Downloadable!] 2007 Purchasing Power Parity among developing countries and their trade-partners. Evidence from selected CEECs and Implications for their membership of EU by Nikolaos Giannellis & Athanasios P. Papadopoulos [Downloadable!] 2007 Explaining the gaps in labour productivity in some developed countries by Weshah Razzak [Downloadable!] 2007 Hot Money Inflows and Monetary Stability in China: How the People's Bank of China Took up the Challenge by Vincent Bouvatier [Downloadable!] 2007 A robust multivariate long run analysis of European electricity prices by Bruno Bosco & Lucia Parisio & Matteo Pelagatti & Fabio Baldi [Downloadable!] 2007 The Expectations Hypothesis of Term Structure of Interest Rates Revisited by Fabrizio Casalin [Downloadable!] 2007 On the robustness of international portfolio diversification benefits to regime-switching volatility by Thomas J.Flavin & Ekaterini Panopoulou [Downloadable!] 2007 Modelling and Testing for Structural Changes in Panel Cointegration Models with Common and Idiosyncratic Stochastic Trend by Chihwa Kao & Lorenzo Trapani & Giovanni Urga [Downloadable!] 2007 Testing Market Efficiency and Price Discovery in European Carbon Markets by George Milunovich & Roselyne Joyeux [Downloadable!] 2007 Testing Market Efficiency and Price Discovery in European Carbon Markets by George Milunovich & Roselyne Joyeux [Downloadable!] 2007 The Response of Hours to a Technology Shock: a Two-Step Structural VAR Approach by Patrick Fève & Alain Guay [Downloadable!] 2007 Identification of Technology Shocks in Structural VARs by Patrick Fève & Alain Guay [Downloadable!] 2007 Inflation Expectations in Latvia: Consumer Survey Based Results by Konstantins Benkovskis & Daina Paula [Downloadable!] 2007 Trend Extraction From Time Series With Missing Observations by Schlicht, Ekkehart [Downloadable!] 2007 Trend Extraction From Time Series With Structural Breaks by Schlicht, Ekkehart [Downloadable!] 2007 Evaluating the Synchronisation of the Eurozone Business Cycles using Multivariate Coincident Macroeconomic Indicators by Xiaoshan Chen [Downloadable!] 2007 Testing for cointegration using the Johansen approach: Are we using the correct critical values? by Paul Turner [Downloadable!] 2007 Finite Sample Analysis of Weighted Realized Covariance with Noisy Asynchronous Observations by Taro Kanatani [Downloadable!] 2007 Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression by Kevin D. Hoover & Katarina Juselius & Søren Johansen [Downloadable!] 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 [Downloadable!] 2007 The PPP Puzzle: What the Data Tell when Allowed to Speak Freely by Katarina Juselius [Downloadable!] 2007 Some Identification Problems in the Cointegrated Vector Autoregressive Model by Søren Johansen [Downloadable!] 2007 Do Magazines' ”Companion Websites” Cannibalize the Demand for the Print Version? by Ulrich Kaiser & Hans Christian Kongsted [Downloadable!] 2007 Estimating High-Frequency Based (Co-) Variances: A Unified Approach by Ingmar Nolte & Valeri Voev [Downloadable!] 2007 Customer Trading in the Foreign Exchange Market: Empirical Evidence from an Internet Trading Platform by Ingmar Nolte & Sandra Lechner [Downloadable!] 2007 Panel Intensity Models with Latent Factors: An Application to the Trading Dynamics on the Foreign Exchange Market¤ by Ingmar Nolte & Valeri Voev [Downloadable!] 2007 Monetary Policy Transmission and the Phillips Curve in a Global Context by Ron Smith & M. Hashem Pesaran [Downloadable!] 2007 Measuring changes in the value of the numeraire by Ricardo Reis & Mark W. Watson [Downloadable!] 2007 Changes in the Balance of Power Between the Wage and Price Setters and the Central Bank: Consequences for the Phillips Curve and the NAIRU by Jürgen Kromphardt & Camille Logeay [Downloadable!] 2007 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 [Downloadable!] 2007 The Shape of Things to Come? Assessing the Effectiveness of Suicide Attacks and Targeted Killings by David A. Jaeger & M. Daniele Paserman [Downloadable!] 2007 On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables by Adrian Pagan & M. Hashem Pesaran [Downloadable!] 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 [Downloadable!] 2007 Volatility Transmission Patterns And Terrorist Attacks by Helena Chuliá Soler & Pilar Soriano Felipe & Francisco Climent & Hipòlit Torró [Downloadable!] 2007 Purchasing Power Parity In Central And Eastern European Countries: An Analysis Of Unit Roots And Nonlinearities by Juan Carlos Cuestas [Downloadable!] 2007 Inspecting the cyclical properties of the Italian Manufacturing Business survey data by Tatiana Cesaroni [Downloadable!] 2007 National accounts, fiscal rules and fiscal policy. Mind the hidden gaps by Maurizio Bovi [Downloadable!] 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 [Downloadable!] 2007 Oil Price Shocks, Monetary Policy and Aggregate Demand in Ghana by Jumah, Adusei & Pastuszyn, Georg [Downloadable!] 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 [Downloadable!] 2007 Potential Growth and Business Cycle in the Spanish Economy: Implications for Fiscal Policy by Rafael Domenech & Ángel Estrada & Luis González-Calbet [Downloadable!] 2007 Comovements in Volatility in the Euro Money Market by Nuno Cassola & Claudio Morana [Downloadable!] 2007 A Metropolis-in-Gibbs Sampler for Estimating Equity Market Factors by Sarantis Tsiaplias [Downloadable!] 2007 Solving Linear Rational Expectations Models with Lagged Expectations Quickly and Easily by Alexander Meyer-Gohde [Downloadable!] 2007 Modelling Financial High Frequency Data Using Point Processes by Luc Bauwens & Nikolaus Hautsch [Downloadable!] 2007 Correlation vs. Causality in Stock Market Comovement by Enzo Weber [Downloadable!] 2007 Capturing Common Components in High-Frequency Financial Time Series: A Multivariate Stochastic Multiplicative Error Model by Nikolaus Hautsch [Downloadable!] 2007 Tracking Down the Business Cycle: A Dynamic Factor Model For Germany 1820-1913 by Samad Sarferaz & Martin Uebele [Downloadable!] 2007 Economic Integration and the Foreign Exchange by Enzo Weber [Downloadable!] 2007 Long Memory Persistence in the Factor of Implied Volatility Dynamics by Wolfgang Härdle & Julius Mungo [Downloadable!] 2007 Time Series Modelling with Semiparametric Factor Dynamics by Szymon Borak & Wolfgang Härdle & Enno Mammen & Byeong U. Park [Downloadable!] 2007 A Generalized ARFIMA Process with Markov-Switching Fractional Differencing Parameter by Wen-Jen Tsay & Wolfgang Härdle [Downloadable!] 2007 Regional and Outward Economic Integration in South-East Asia by Enzo Weber [Downloadable!] 2007 Simultaneous Causality in International Trade by Enzo Weber [Downloadable!] 2007 Who Leads Financial Markets? by Enzo Weber [Downloadable!] 2007 What Happened to the Transatlantic Capital Market Relations? by Enzo Weber [Downloadable!] 2007 Are Correlations Constant Over Time? 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Results from a Comparison with the United States of America and Germany by Sebastian Dullien & Ulrich Fritsche [Downloadable!] 2007 Modeling the supply and demand for tourism: a fully identified VECM approach by Allison Zhou & Carl Bonham & Byron Gangnes [Downloadable!] 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 [Downloadable!] 2007 Declining Export Prices due to Increased Competition from NIC - Evidence from Germany and the CEEC by Sebastian Gundel [Downloadable!] 2007 The Consumption-Wealth Ratio Under Asymmetric Adjustment by Vasco Gabriel & Fernando Alexandre & Pedro Bação [Downloadable!] 2007 Uma Aplicação da Lei de Okun em Portugal by João Sousa Andrade [Downloadable!] 2007 Modeling the impact of real and financial shocks on Mercosur: the role of the exchange rate regime by Jean-Pierre Allegret & Alain Sand [Downloadable!] 2007 Volatility Spillovers, Interdependence and Comovements: A Markov Switching Approach by Giampiero Gallo & Edoardo Otranto [Downloadable!] 2007 Interaction of European Carbon Trading and Energy Prices by Derek W. Bunn & Carlo Fezzi [Downloadable!] 2007 A Robust Multivariate Long Run Analysis of European Electricity Prices by Matteo Pelagatti & Bruno Bosco & Lucia Parisio & Fabio Baldi [Downloadable!] 2007 Has the Golden Rule of Public Finance Made a Difference in the UK ? by Jerome Creel & Paola Monperrus-Veroni & Francesco Saraceno [Downloadable!] 2007 Labor Market Dynamics and the Business Cycle: Structural Evidence for the United States by Morten O. Ravn & Saverio Simonelli [Downloadable!] 2007 A Comparison of Estimation Methods for Vector Autoregressive Moving-Average Models by Christian Kascha [Downloadable!] 2007 Econometric Analysis with Vector Autoregressive Models by Helmut Luetkepohl [Downloadable!] 2007 Electricity consumption and economic growth: evidence from Spain by Aitor Ciarreta Antuñano & Ainhoa Zarraga Alonso [Downloadable!] 2007 The Spillover Effects of Public Capital Formation on the Manufacturing Industry in the Turkish Geographical Regions by Ertugrul Deliktas & Özlem Önder & Metin Karadag [Downloadable!] 2007 A Back-of-the-Envelope Rule to Identify Atheoretical VARs by Urzúa, Carlos M. 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Abrams & Siyan Wang [Downloadable!] 2007 Dynamic Modelling of the Demand for Money in Latvia by Boriss Siliverstovs [Downloadable!] 2007 The Role of Remittances in Migration Decision: Evidence from Turkish Migration by Sule Akkoyunlu & Boriss Siliverstovs [Downloadable!] 2007 Money Demand in Estonia by Boriss Siliverstovs [Downloadable!] 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 [Downloadable!] 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 [Downloadable!] 2007 Long Memory Modelling of Inflation with Stochastic Variance and Structural Breaks by C.S. Bos & S.J. Koopman & M. 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Hashem Pesaran [Downloadable!] 2007 Cointegration Analysis with Mixed-Frequency Data by Byeongchan Seong & Sung K. Ahn & Peter A. Zadrozny [Downloadable!] 2007 On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables by Adrian Pagan & M. Hashem Pesaran [Downloadable!] 2007 Long Run Macroeconomic Relations in the Global Economy by Stephane Dees & Sean Holly & M. Hashem Pesaran & L. Vanessa Smith [Downloadable!] 2007 Multiple Local Whittle Estimation in StationarySystems by Peter M Robinson [Downloadable!] 2007 Diagnostic Testing For Cointegration by Peter Robinson [Downloadable!] 2007 On Discrete Sampling Of Time-Varyingcontinuous-Time Systems by Peter Robinson [Downloadable!] 2007 Estimation of Nonlinear Error CorrectionModels by Myung Hwan Seo [Downloadable!] 2007 Diferenciais de produtividade e taxa de câmbio real nas economias desenvolvidas e em desenvolvimento by Marco Flavio da Cunha Resende & Rodrigo Andrade Tolentino [Downloadable!] 2007 Testing a model of the UK by the method of indirect inference by Minford, Patrick & Theodoridis, Konstantinos & Meenagh, David [Downloadable!] 2007 Dynamic Stochastic General Equilibrium (DSGE) Priors for Bayesian Vector Autoregressive (BVAR) Models: DSGE Model Comparison by Theodoridis, Konstantinos [Downloadable!] 2007 Business Cycle Comovement in the G-7: Common Shocks or Common Transmission Mechanisms? by Fabio C. Bagliano & Claudio Morana [Downloadable!] 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. [Downloadable!] 2007 Identification and Estimation in an Incoherent Model of Contagion by Massacci, D. [Downloadable!] 2007 On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables by Pagan, A. & Pesaran, M.H. [Downloadable!] 2007 Long Run Macroeconomic Relations in the Global Economy by Dees, S. & Holly, S. & Pesaran, M.H. & Smith, L.V. [Downloadable!] 2007 On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables by Pagan, A. & Pesaran, M.H. [Downloadable!] 2007 Long Run Macroeconomic Relations in the Global Economy by Dees, S. & Holly, S. & Pesaran, M.H. & Smith, L.V. 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Møller [Downloadable!] 2007 Decomposing European Bond and Equity Volatility by Charlotte Christiansen [Downloadable!] 2007 Level-ARCH Short Rate Models with Regime Switching: Bivariate Modeling of US and European Short Rates by Charlotte Christiansen [Downloadable!] 2007 The Effect of Long Memory in Volatility on Stock Market Fluctuations by Bent Jesper Christensen & Morten Ørregaard Nielsen [Downloadable!] 2007 Asymmetry and Spillover Effects in the North American Equity Markets by Pollard, Stephen K. & Sapra, Sunil K. & Canarella, Giorgio [Downloadable!] 2007 Taking a DSGE Model to the Data Meaningfully by Franchi, Massimo & Juselius, Katarina [Downloadable!] 2007 Long Run Macroeconomic Relations in the Global Economy by Pesaran, M. Hashem & Holly, Sean & Dees, Stephane & Smith, L. Vanessa [Downloadable!] 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 The Correction of Chronologic Series’ Seasonal Fluctuations according to Seasonal Simultaneous Additive and Multiplicative Effects by Bourbonnais, R. & Vallin, Ph. 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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 Asimetrías en volatilidad, beta y contagios entre las empresas grandes y pequeñas cotizadas en la bolsa española by Helena Chuliá & Hipòlit Torró [Downloadable!] 2007 Using All Observations when Forecasting under Structural Breaks by Stanislav Anatolyev & Victor Kitov [Downloadable!] 2007 Determinants of Exchange-Rate Volatility: The Case of the New EU Members by Juraj Stančík [Downloadable!] 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 [Downloadable!] 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 Business Cycle Asymmetries In Stock Returns: Robust Evidence by KIANI, Khurshid M. [Downloadable!] 2007 Nonlinear Dynamics Within Macroeconomic Factors And Stock Market In Portugal, 1993-2003 by Dionisio, Andreia & Menezes, Rui & Mendes, Diana & Vidigal Da Silva, Jacinto [Downloadable!] 2007 Structural Breaks In Trade And Income Per Capita In Asean-5 Countries: An Application Of Innovational Outlier Models by JAYANTHAKUMARAN, Kankesu & PAHLAVANI, Mosayeb [Downloadable!] 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. 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Rosa [Downloadable!] 2007 Atime Series Analysis Ofthe Relationships Between The Volatilityofexchange Rate, Exports And Imports by Serpil Turkyilmaz & Mustafa Ozer & Erol kutlu [Downloadable!] 2007 UK money demand 1873–2001: a long-run time series analysis and event study by Heino Bohn Nielsen [Downloadable!] 2006 Improved Nonparametric Confidence Intervals in Time Series Regressions by Joseph P. Romano & Michael Wolf [Downloadable!] 2006 Modelling the Fisher hypothesis: World wide evidence by Herwartz, Helmut & Reimers, Hans-Eggert [Downloadable!] 2006 How to treat benchmark revisions? : The case of German production and orders statistics by Knetsch, Thomas A. & Reimers, Hans-Eggert [Downloadable!] 2006 Do monetary indicators (still) predict euro area inflation? by Hofmann, Boris [Downloadable!] 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 [Downloadable!] 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 [Downloadable!] 2006 Why are Americans Addicted to Baseball? An Empirical Analysis of Fandom in Korea and the U.S by Trenton Smith & Young H. 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Hashem Pesaran & Ron Smith [Downloadable!] 2006 The relative importance of Term Spread, Policy Inertia and Persistent Monetary Policy Shocks in Monetary Policy Rules by Ramón Maria-Dolores & Jesus Vazquez [Downloadable!] 2006 A Unified Copula Framework for VaR forecasting by Dean Fantazzini & Alessandro Carta & Elena Maria DeGiuli 2006 New Evidence on the Puzzles: Monetary Policy and Exchange Rates by Almuth Scholl & Harald Uhlig [Downloadable!] 2006 Forecasting Financial Crises and Contagion in Asia using Dynamic Factor Analysis by Andrea Cipollini & George Kapetanios [Downloadable!] 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 [Downloadable!] 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 What Do We Know About the Effects of Fiscal Policy Shocks? A Comparative Analysis by Dario Caldara & Christophe Kamps [Downloadable!] 2006 The Time Varying Volatility of Macroeconomic Fluctuations by Alejandro Justiniano & Northwestern University [Downloadable!] 2006 Learning about Stock Volatility: The Local Scale Model with Homoskedastic Innovations by J. Huston McCulloch & Ohio State University [Downloadable!] 2006 Nominal Rigidities in an Estimated Two Country by Riccardo Cristadoro & Andrea Gerali & Stefano Neri & Massimiliano Pisani [Downloadable!] 2006 Bank Lending and Asset Prices in the Euro Area by Michael Frömmel & Torsten Schmidt [Downloadable!] 2006 International Evidence on the Efficacy of new-Keynesian Models of Inflation Persistence by Norman Swanson & Oleg Korenok & Stanislav Radchenko [Downloadable!] 2006 The Incremental Predictive Information Associated with Using Theoretical New Keynesian DSGE Models Versus Simple Linear Alternatives by Norman Swanson & Oleg Korenok [Downloadable!] 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 [Downloadable!] 2006 Structural versus Temporary Drivers of Country and Industry Risk by L. BAELE & K. INGHELBRECHT [Downloadable!] 2006 Re-examining the Structural and the Persistence Approach to Unemployment by T. BERGER & G. EVERAERT [Downloadable!] 2006 Putting the New Keynesian Model to a Test by G. PEERSMAN & R. STRAUB [Downloadable!] 2006 Testing for Parameter Stability in Dynamic Models Across Frequencies by Bertrand Candelon & Gianluca Cubadda [Downloadable!] 2006 The Time Varying Volatility of Macroeconomic Fluctuations by Giorgio Primiceri & Alejandro Justiniano [Downloadable!] 2006 Minimum Variance Hedging and Stock Index Market Efficiency by Carol Alexander & Andreza Barbosa [Downloadable!] 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 [Downloadable!] 2006 An Empirical Study of Asian Stock Volatility Using Stochastic Volatility Factor Model: Factor Analysis and Forecasting by Silvia S.W. Lui [Downloadable!] 2006 Factor-GMM Estimation with Large Sets of Possibly Weak Instruments by George Kapetanios & Massimiliano Marcellino [Downloadable!] 2006 The Information Content of Treasury Bond Options Concerning Future Volatility and Price Jumps by Thomas Busch & Bent Jesper Christensen & Morten Ørregaard Nielsen [Downloadable!] 2006 Determining the Cointegrating Rank in Nonstationary Fractional Systems by the Exact Local Whittle Approach by Katsumi Shimotsu & Morten Ørregaard Nielsen [Downloadable!] 2006 The (Un-) Stable Relationship between The Exchange rate and its Fundamentals by Carlo Altavilla [Downloadable!] 2006 Estimating the Equilibrium Real Exchange Rate for Namibia by J. H. Eita & Moses M. Sichei [Downloadable!] 2006 Investigating the Bank-Lending Channel in South Africa: A VAR Approach by Kirsten L. Ludi & Marc Ground [Downloadable!] 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 [Downloadable!] 2006 Çukurova Bölgesi’nde Pamuk Arz Duyarlılığının Tahmini Üzerine Bir Çalışma by Aktas, Erkan [Downloadable!] 2006 Measuring the Stance of Monetary Policy in a Small Open Economy: A Dynamic Stochastic General Equilibrium Approach by Vitek, Francis [Downloadable!] 2006 Measuring the Stance of Monetary Policy in a Closed Economy: A Dynamic Stochastic General Equilibrium Approach by Vitek, Francis [Downloadable!] 2006 Monetary Policy Analysis in a Small Open Economy: A Dynamic Stochastic General Equilibrium Approach by Vitek, Francis [Downloadable!] 2006 Monetary Policy Analysis in a Closed Economy: A Dynamic Stochastic General Equilibrium Approach by Vitek, Francis [Downloadable!] 2006 Is Fiscal Policy Contracyclical in India: An Empirical Analysis by Chakraborty, Pinaki & Chakraborty, Lekha S [Downloadable!] 2006 Existence of bifurcation in macroeconomic dynamics: Grandmont was right by He, Yijun & Barnett, William [Downloadable!] 2006 Exchange Rate Pass-Through and Structural Macroeconomic Shocks in Developing Countries: An Empirical Investigation by barhoumi, karim [Downloadable!] 2006 Прогнозирование Эффективности Экономики Украины by Goncharuk, Anatoliy G. [Downloadable!] 2006 Output, the Real Exchange Rate, and the Crises in Turkey by Ardic, Oya Pinar [Downloadable!] 2006 Macroeconomic Determinants Of The Investment Funds Market. The Romanian Case by Dima, Bogdan & Barna, Flavia & Nachescu, Miruna [Downloadable!] 2006 The econometrics of violence, terrorism and scenarios for peace in Colombia from 1950 to 2019 by Gomez-Sorzano, Gustavo [Downloadable!] 2006 Tüketim ve Kamu Harcamaları: VECM modeli by erdogdu, oya [Downloadable!] 2006 Explaining the gaps in labour productivity for some developed countries by Razzak, Weshah [Downloadable!] 2006 Income convergence? 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Tawn [Downloadable!] 2006 Multi-step Forecasting in Unstable Economies: Robustness Issues in the Presence of Location Shifts by Guillaume Chevillon [Downloadable!] 2006 Are Volatility Expectations Characterized By Regime Shifts? Evidence From Implied Volatility Indices by Kazuhiko Nishina & Nabil Maghrebi & Mark J. Holmes [Downloadable!] 2006 Expected Money Growth, Markov Trends and the Instability of Money Demand in the Euro Area by Sylvia Kaufmann & Peter Kugler [Downloadable!] 2006 Identifying Determinants of Germany’s International Price Competitiveness: A Structural VAR Approach by Martin Meurers [Downloadable!] 2006 An empirical investigation of fiscal policy in New Zealand by Iris Claus & Aaron Gill & Boram Lee & Nathan McLellan [Downloadable!] 2006 A new core inflation indicator for New Zealand by Domenico Giannone & Troy Matheson [Downloadable!] 2006 Forecasting Substantial Data Revisions in the Presence of Model Uncertainty by Anthony Garratt & Gary Koop & Shaun P. Vahey [Downloadable!] 2006 Credit Shocks and Cycles: a Bayesian Calibration Approach by Roland Meeks [Downloadable!] 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 Fiscal deficit, capital formation, and crowding out: Evidence from India by Chakraborty, Lekha S. [Downloadable!] 2006 Why do Central Bankers Intervene in the Foreign Exchange Market? Some New Evidence and Theory by Pablo A. Guerron [Downloadable!] 2006 Time-Dependent Portfolio Adjustment: Yet Another Look at the Dynamics by Pablo A. Guerron [Downloadable!] 2006 DSGE Models in a Data-Rich Environment by Jean Boivin & Marc Giannoni [Downloadable!] 2006 Two Flaws In Business Cycle Accounting by Lawrence J. Christiano & Joshua M. Davis [Downloadable!] 2006 How to Advance Theory with Structural VARs: Use the Sims-Cogley-Nason Approach by Patrick J. Kehoe [Downloadable!] 2006 The Time Varying Volatility of Macroeconomic Fluctuations by Alejandro Justiniano & Giorgio E. Primiceri [Downloadable!] 2006 DSGE Models in a Data-Rich Environment by Jean Boivin & Marc Giannoni [Downloadable!] 2006 The production function approach to the Belgian output gap, Estimation of a Multivariate Structural Time Series Model by Philippe Moës [Downloadable!] 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 [Downloadable!] 2006 Generalized Method of Moments and Inverse Control by Gregory Erin Givens & Michael K. Salemi [Downloadable!] 2006 VARMA versus VAR for Macroeconomic Forecasting by George Athanasopoulos & Farshid Vahid [Downloadable!] 2006 A Complete VARMA Modelling Methodology Based on Scalar Components by George Athanasopoulos & Farshid Vahid [Downloadable!] 2006 Incorporating a Tracking Signal into State Space Models for Exponential Smoothing by Ralph D. Snyder & Anne B. Koehler [Downloadable!] 2006 Stochastic population forecasts using functional data models for mortality, fertility and migration by Rob J Hyndman & Heather Booth [Downloadable!] 2006 Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions by Heather Booth & Rob J Hyndman & Leonie Tickle & Piet de Jong [Downloadable!] 2006 Hot money inflows in China : How the people's bank of China took up the challenge by Vincent Bouvatier [Downloadable!] 2006 Measuring the Sources of Cyclical Fluctuations in the G7 Economies by Centoni, Marco & Cubadda, Gianluca & Hecq, Alain [Downloadable!] 2006 The Cyclical Dynamics and Volatility of Australian Output and Employment by Robert Dixon & David Shepherd [Downloadable!] 2006 Deregulated Wholesale Electricity Prices in Europe by Bruno Bosco & Lucia Parisio & Matteo Pelagatti & Fabio Baldi [Downloadable!] 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 [Downloadable!] 2006 How Risk Averse are Fund Managers? Evidence from Irish Mutual Funds by Thomas J. Flavin & [Downloadable!] 2006 Information Spillovers and Size-sorted Portfolios: Structural Evidence from Australia by George Milunovich [Downloadable!] 2006 Estimation of Approximate Factor Models: Is it Important to have a Large Number of Variables? by Chris Heaton & Victor Solo [Downloadable!] 2006 Global versus Country-Specific Shocks and International Business Cycles by Michel Normandin & Bruno Powo Fosso [Downloadable!] 2006 The Role of Production Progress and Human Capital in the Economic Growth of Latvia by Aleksejs Melihovs & Gundars Davidsons [Downloadable!] 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 [Downloadable!] 2006 Model Uncertainty and Bayesian Model Averaging in Vector Autoregressive Processes by Rodney W. Strachan & Herman K. van Dijk [Downloadable!] 2006 Bayesian Inference in a Cointegrating Panel Data Model by Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan [Downloadable!] 2006 Great Ratios, Balanced Growth and Stochastic Trends: Evidence for the Euro Area by M.S.Rafiq [Downloadable!] 2006 A General Representation Theorem for Integrated Vector Autoregressive Processes by Massimo Franchi [Downloadable!] 2006 Linking Simple Economic Theory Models and the Cointegrated Vector AutoRegressive Model: Some Illustrative Examples by Niels Framroze Møller [Downloadable!] 2006 Investing in European Stock Markets for High-Technology Firms by Christian Pierdzioch & Andrea Schertler [Downloadable!] 2006 The Permanent Effect of Domestic Income on the Growth of Governments by Gabriella Legrenzi [Downloadable!] 2006 Sustainability of Public Debt and Budget Deficit: Panel cointegration analysis for the European Union Member countries by Silika Prohl & Friedrich G. Schneider [Downloadable!] 2006 Israel, the Palestinian Factions, and the Cycle of Violence by David A. Jaeger & M. Daniele Paserman [Downloadable!] 2006 The Cyclical Behavior of Shadow and Regular Employment by Maurizio Bovi [Downloadable!] 2006 Through a glass darkly: Deciphering the impact of oil price shocks by Ashima Goyal & Arjun Singh [Downloadable!] 2006 Forecasting Employment for Germany by Darius Hinz & Camille Logeay [Downloadable!] 2006 Arbitrage, Covered Interest Parity and Long-Term Dependence between the US Dollar and the Yen by Peter G. Szilagyi & Jonathan A. Batten [Downloadable!] 2006 Seasonal Cycles in European Agricultural Commodity Prices by Jumah, Adusei & Kunst, Robert M. 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Rombouts [Downloadable!] 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 [Downloadable!] 2006 Identification of Technology Shocks in Structural VARs by Fève, Patrick & Guay, Alain [Downloadable!] 2006 Multivariate modelling of long memory processes with common components by Claudio Morana [Downloadable!] 2006 Net Inflows and Time-Varying Alphas: The Case of Hedge Funds by Andrea Beltratti & Claudio Morana [Downloadable!] 2006 Comovements in International Stock Markets by Andrea Beltratti & Claudio Morana [Downloadable!] 2006 International Stock Markets Comovements: the Role of Economic and Financial Integration by Claudio Morana [Downloadable!] 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 [Downloadable!] 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 [Downloadable!] 2006 GHICA - Risk Analysis with GH Distributions and Independent Components by Ying Chen & Wolfgang Härdle & Vladimir Spokoiny [Downloadable!] 2006 Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break by Carsten Trenkler & Pentti Saikkonen & Helmut Lütkepohl [Downloadable!] 2006 Common and Uncommon Sources of Growth in Asia Pacific by Enzo Weber [Downloadable!] 2006 The Euro and the Transatlantic Capital Market Leadership: A Recursive Cointegration Analysis by Enzo Weber [Downloadable!] 2006 Macroeconomic Integration in Asia Pacific: Common Stochastic Trends and Business Cycle Coherence by Enzo Weber [Downloadable!] 2006 When did the 2001 recession really start? by Jörg Polzehl & Vladimir Spokoiny & Catalin Starica [Downloadable!] 2006 Finite Sample Properties of Impulse Response Intervals in SVECMs with Long-Run Identifying Restrictions by Ralf Brüggemann [Downloadable!] 2006 Bootstrapping Systems Cointegration Tests with a Prior Adjustment for Deterministic Terms by Carsten Trenkler [Downloadable!] 2006 VAR Modeling for Dynamic Semiparametric Factors of Volatility Strings by Ralf Brüggemann & Wolfgang Härdle & Julius Mungo & Carsten Trenkler [Downloadable!] 2006 British Interest Rate Convergence between the US and Europe: A Recursive Cointegration Analysis by Enzo Weber [Downloadable!] 2006 Forcasting in large cointegrated processes by Hiroaki Chigira & Taku Yamamoto [Downloadable!] 2006 Cointegration, Integration, and Long-Term Forcasting by Hiroaki Chigira & Taku Yamamoto [Downloadable!] 2006 An Empirical Model of Daily Highs and Lows by Yin-wong Cheung [Downloadable!] 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 [Downloadable!] 2006 Bayesian Analysis of Dynamic Multivariate Models with Multiple Structural Breaks by Sugita, Katsuhiro [Downloadable!] 2006 Does Oil Price Uncertainty Transmit to Stock Markets? by Ågren, Martin [Downloadable!] 2006 Cointegration and the stabilizing role of exchange rates by Alexius, Annika & Post, Erik [Downloadable!] 2006 Stock Data, Trade Durations, And Limit Order Book Information by Simonsen, Ola [Downloadable!] 2006 The Impact of News Releases on Trade Durations in Stocks -Empirical Evidence from Sweden by Simonsen, Ola [Downloadable!] 2006 A Simultaneous Model of the Swedish Krona, the US Dollar and the Euro by Lindblad, Hans & Sellin, Peter [Downloadable!] 2006 Forecasting inflation with an uncertain output gap by Bjørnland, Hilde C. & Brubakk, Leif & Jore, Anne Sofie [Downloadable!] 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 Real Exchange Rate Adjustment In European Transition Countries by Maican, Florin G. & Sweeney, Richard J. [Downloadable!] 2006 Russia’s common market takes shape: Price convergence and market integration among Russian regions by Gluschenko, Konstantin [Downloadable!] 2006 Taking the temperature – forecasting GDP growth for mainland China by Curran, Declan & Funke, Michael [Downloadable!] 2006 The New Keynesian Model and the Long-run Vertical Phillips Curve: Does it hold for Germany? by Ulrich Fritsche & Jan Gottschalk [Downloadable!] 2006 Bank Lending and Asset Prices in the Euro Area by Frömmel, Michael & Schmidt, Torsten [Downloadable!] 2006 Taking the Temperature - Forecasting GDP Growth for Mainland China by Declan Curran & Michael Funke [Downloadable!] 2006 Mobilidade do Capital e Sustentabilidade Externa: uma aplicação da tese de F-H a Portugal (1910-2004) by João Sousa Andrade [Downloadable!] 2006 Reexamining the linkages between inflation and output growth: A bivariate ARFIMA-FIGARCH approach by Mustafa Caglayan & Feng Jiang [Downloadable!] 2006 Unit Roots and Structural Breaks: A Survey of the Literature by Joseph P. Byrne & Roger Perman [Downloadable!] 2006 Testing Optimal Punishment Mechanisms under Price Regulation: the Case of the Retail Market for Gasoline by Robert Gagné & Simon van Norden & Bruno Versaevel [Downloadable!] 2006 A further step into the ELGH and TLGH for Spain and Italy by Isabel Cortés_Jiménez & Manuela Pulina [Downloadable!] 2006 Is public capital productive in Europe? by Jerome Creel & Gwenaëlle Poilon [Downloadable!] 2006 How the Removal of Deposit Rate Ceilings Has Changed Monetary Transmission in the US: Theory and Evidence by Karel Mertens [Downloadable!] 2006 Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break by Carsten Trenkler & Pentti Saikkonen & Helmut Luetkepohl [Downloadable!] 2006 Identifying Monetary Policy Shocks via Changes in Volatility by Markku Lanne, Helmut Luetkepohl [Downloadable!] 2006 Near-Optimal Unit Root Tests with Stationary Covariates with Better Finite Sample Size by Elena Pesavento [Downloadable!] 2006 The Long-Run Phillips Curve and Non-Stationary Inflation by Bill Russell, Anindya Banerjee [Downloadable!] 2006 Forecasting Emerging Market Indicators: Brazil and Russia by Victor Bystrov [Downloadable!] 2006 A Two-step estimator for large approximate dynamic factor models based on Kalman filtering by Catherine Doz & Domenico Giannone & Lucrezia Reichlin [Downloadable!] 2006 The Importance of Stock Market Returns in Estimated Monetary Policy Rules by Jesús Vázquez [Downloadable!] 2006 Yapisal Kirilma Altinda Para Talebinin Istikrari: Türkiye Örnegi by Nazif Catik [Downloadable!] 2006 Forecasting measures of inflation for the Estonian economy by Agostino Consolo [Downloadable!] 2006 Is the International Diversification Potential Diminishing? Foreign Equity Inside and Outside the US by Lewis, Karen K. [Downloadable!] 2006 Projection Minimum Distance: An Estimator for Dynamic Macroeconomic Models by Jorda, Oscar & Kozicki, Sharon [Downloadable!] 2006 A Bootstrap Method for Identifying and Evaluating a Structural Vector Autoregression by Hoover, Kevin & Demiralp, Selva & Perez, Stephen J. [Downloadable!] 2006 Non-Stationary Inflation and the Markup: an Overview of the Research and some Implications for Policy by Bill Russell [Downloadable!] 2006 Sector diversification during crises: A European perspective by Michel Beine & Pierre-Yves Preumont & Ariane Szafarz [Downloadable!] 2006 The anchoring of European inflation expectations by Jan Marc Berk & Gerbert Hebbink [Downloadable!] 2006 Modelling Turkish Migration to Germany by Sule Akkoyunlu & Boriss Siliverstovs [Downloadable!] 2006 Wake me up before you GO-GARCH by H. Peter Boswijk & Roy van der Weide [Downloadable!] 2006 A Weak Bifurcation Theory for Discrete Time Stochastic Dynamical Systems by Cees Diks & Florian Wagener [Downloadable!] 2006 Long Run Profit Maximization in the Turkish Manufacturing Sector by Avni Onder Hanedar & Elmas Yaldiz & Ozgul Bilici & Onur Akkaya [Downloadable!] 2006 Public Infrastructures and Regional Asymmetries in Spain by Alfredo M. Pereira & Oriol Roca Sagales [Downloadable!] 2006 Public Investment in Transportation Infrastructures and Industry Performance in Portugal by Alfredo M. Pereira & Jorge M. Andraz [Downloadable!] 2006 Public Investment and Budgetary Consolidation in Portugal by Alfredo M. Pereira & Maria de Fátima Pinho [Downloadable!] 2006 Public Investment, Economic Performance and Budgetary Consolidation: VAR Evidence for the 12 Euro Countries by Alfredo M. Pereira & Maria de Fátima Pinho [Downloadable!] 2006 Should the Portuguese Toll-Free Highways Remain Toll Free? by Alfredo M. Pereira & Jorge M. Andraz [Downloadable!] 2006 On the Economic and Fiscal Effects of Investment in Road Infrastructure in Portugal by Alfredo M. Pereira & Jorge M. Andraz [Downloadable!] 2006 Modelling Financial High Frequency Data Using Point Processes by Luc, BAUWENS & Nikolaus, HAUTSCH [Downloadable!] 2006 Bayesian Inference in Dynamic Disequilibrium Models : an Application to the Polish Credit Market by Luc, BAUWENS & Michel, LUBRANO [Downloadable!] 2006 Intra-Daily FX Optimal Portfolio Allocation by Luc, BAUWENS & Walid, BEN OMRANE & Erick, Rengifo [Downloadable!] 2006 Monetary Transmission and Bank Lending in Portugal: A Sectoral Approach by José Alberto Fuinhas [Downloadable!] 2006 Testing for Efficiency in Selected Developing Foreign Exchange Markets: An Equilibrium-based Approach by Nikolaos Giannellis & Athanasios Papadopoulos [Downloadable!] 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 [Downloadable!] 2006 When Anti-Dumping Measures Lead to Increased Market Power: A Case Study of the European Salmon Market by Asche, Frank & Steen, Frode [Downloadable!] 2006 Does Information Help Recovering Structural Shocks from Past Observations? by Giannone, Domenico & Reichlin, Lucrezia [Downloadable!] 2006 A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models by Doz, Catherine & Giannone, Domenico & Reichlin, Lucrezia [Downloadable!] 2006 Impulse Response Functions from Structural Dynamic Factor Models: A Monte Carlo Evaluation by Kapetanios, George & Marcellino, Massimiliano [Downloadable!] 2006 A Parametric Estimation Method for Dynamic Factor Models of Large Dimensions by Kapetanios, George & Marcellino, Massimiliano [Downloadable!] 2006 Boosting Your Instruments: Estimation with Overidentifying Inequality Moment Conditions by Moon, Hyungsik Roger & Schorfheide, Frank [Downloadable!] 2006 Israel, the Palestinian Factions and the Cycle of Violence by Jaeger, David A & Paserman, Marco Daniele [Downloadable!] 2006 Has Monetary Policy Become More Effective? by Boivin, Jean & Giannoni, Marc [Downloadable!] 2006 The derivatives of complex characteristic roots in the econometric modelling textbook of Kuh et al by Arie ten Cate [Downloadable!] 2006 Tourism, environmental quality and economic growth: empirical evidence and policy implications by Manuela Pulina & Bianca Biagi [Downloadable!] 2006 CHICAGO: A Fast and Accurate Method for Portfolio Risk Calculation by Simon A. BRODA & Marc S. PAOLELLA [Downloadable!] 2006 An Econometric Analysis of Emission Trading Allowances by Marc S. Paoletta & Luca Taschini [Downloadable!] 2006 Portfolio Optimization wehn Risk Factors are Conditionally Varying and Heavy Tailed by Toker Doganoglu & Christoph Hartz & Stefan Mittnik [Downloadable!] 2006 Multivariate Normal Mixture GARCH by Markus Haas & Stefan Mittnik & Marc S. Paolella [Downloadable!] 2006 Tests in contingency tables as regression tests by Stanislav Anatolyev & Grigory Kosenok [Downloadable!] 2006 Sources of Real Exchange Rate Fluctuations in Central and Eastern Europe – Temporary or Permanent? by Agnieszka Stazka [Downloadable!] 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 [Downloadable!] 2006 Identifying Monetary Policy Shocks via Changes in Volatility by Markku Lanne & Helmut Lütkepohl [Downloadable!] 2006 Modelling Structural Breaks in the US, UK and Japanese Unemployment Rates by Guglielmo Maria Caporale & Luis A. Gil-Alana [Downloadable!] 2006 Learning to Forecast the Exchange Rate: Two Competing Approaches by Paul De Grauwe & Agnieszka Markiewicz [Downloadable!] 2006 An Empirical Model of Daily Highs and Lows by Yin-Wong Cheung [Downloadable!] 2006 Macroeconometric Modelling with a Global Perspective by M. Hashem Pesaran & Ron P. Smith [Downloadable!] 2006 Structural Vector Autoregressions with Nonnormal Residuals by Markku Lanne & Helmut Lütkepohl [Downloadable!] 2006 Semiparametric Estimation of Fractional Cointegration by Javier Hualde & Peter M Robinson [Downloadable!] 2006 Finite Sample Performance in CointegrationAnalysis of Nonlinear Time Series with LongMemory by Afonso Gonçalves da Silva & Peter M Robinson [Downloadable!] 2006 Instrumental Variables Estimation of Stationaryand Nonstationary Cointegrating Regressions by M. Gerolimetto & Peter M Robinson [Downloadable!] 2006 Root-N-Consistent Estimation Of Weakfractional Cointegration by Javier Hualde & Peter M Robinson [Downloadable!] 2006 Root-N-Consistent Estimation Of Weakfractional Cointegration by Javier Hualde & A Robinson [Downloadable!] 2006 Capital Flow Volatility And Exchange Rates-- The Case Of India by Pami Dua & Partha Sen [Downloadable!] 2006 A New Approach to Factor Vector Autoregressive Estimation with an Application to Large-Scale Macroeconometric Modelling by Fabio C. Bagliano & Claudio Morana [Downloadable!] 2006 Macroeconometric Modelling with a Global Perspective by Pesaran, M.H. & Smith, R. [Downloadable!] 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 [Downloadable!] 2006 Threshold Random Walks in the U.S. Stock Market by Zisimos Koustas & Jean-Francois Lamarche & Apostolos Serletis [Downloadable!] 2006 The real interest rate, the real oil price, and US unemployment revisited by Spyros Andreopoulos [Downloadable!] 2006 Testing the New Keynesian Phillips Curve through Vector Autoregressive models: Results from the Euro area by Luca Fanelli 2006 Risk sharing, avversione al rischio e stabilizzazione delle economie regionali in Italia by Attilio Gardini & Giuseppe Cavaliere & Luca Fanelli [Downloadable!] 2006 Testing for unit roots in autoregressions with multiple level shifts by Giuseppe Cavaliere & Iliyan Georgiev [Downloadable!] 2006 International dynamic risk sharing by Giuseppe Cavaliere & Luca Fanelli & Attilio Gardini [Downloadable!] 2006 Market Conduct, Price Interdependence and Exchange Rate Pass-Through by Sophocles N. Brissimis & Theodora S. 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Vahey [Downloadable!] 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 [Downloadable!] 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 [Downloadable!] 2006 Multivariate GARCH models and Black-Litterman approach for tracking error constrained portfolios: an empirical analysis by Giulio PALOMBA [Downloadable!] 2006 Forecasting US bond yields at weekly frequency by Riccardo LUCCHETTI & Giulio PALOMBA [Downloadable!] 2006 Cliometrie de l’engorgement en France. 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Devereux [Downloadable!] 2006 A Time Series Test of Innovation-Driven Endogenous Growth by Norman H. Sedgley [Downloadable!] 2006 Wechselwirkungen zwischen Innovations- und Wachstumsprozessen in Deutschland 1951-1999 im Vergleich zu 1850-1913 by Andre Jungmittag & Hariolf Grupp [Downloadable!] 2006 Sources of Growth and Behavior of TFP in Chile by Rodrigo Fuentes & Mauricio Larraín & Klaus Schmidt-Hebbel [Downloadable!] 2006 Asymmetric Effects of Government Spending: Does the Level of Real Interest Rates Matter? by Woon Gyu Choi & Michael B. Devereux [Downloadable!] 2006 U.S. Wage and Price Dynamics: A Limited-Information Approach by Argia M. Sbordone [Downloadable!] 2006 Factor Model Forecasts for New Zealand by Troy D. Matheson [Downloadable!] 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 Are Stock Markets Integrated? 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David Byers [Downloadable!] 2006 Structural Factor-Augmented VARs (SFAVARs) and the Effects of Monetary Policy by Francesco Belviso & Fabio Milani [Downloadable!] 2006 How Does the New Keynesian Monetary Model Fit in the U.S. and the Eurozone? 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[Downloadable!] 2005 How synchronized are central and east European economies with the euro area? : Evidence from a structural factor model by Eickmeier, Sandra & Breitung, Jörg [Downloadable!] 2005 Common stationary and non-stationary factors in the euro area analyzed in a large-scale factor model by Eickmeier, Sandra [Downloadable!] 2005 Money and prices in the Polish economy. 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Hall & Atsushi Inoue [Downloadable!] 2005 What causes the forecasting failure of Markov-Switching models? A Monte Carlo study by Marie Bessec & Othman Bouabdallah [Downloadable!] 2005 Business cycle and sector cycles by Matteo M. Pelagatti [Downloadable!] 2005 On detecting and modeling periodic correlation in financial data by Ewa Broszkiewicz-Suwaj & Andrzej Makagon & Rafal Weron & Agnieszka Wylomanska [Downloadable!] 2005 Structural VAR identification in asset markets using short-run market inefficiencies by Gultekin Isiklar [Downloadable!] 2005 Direct and Indirect Causality Between Exports and Economic Output for Bangladesh and Sri Lanka: Horizon Matters by Judith A. Clarke & Mukesh Ralhan [Downloadable!] 2005 Government Size and Economic Growth: Time-Series Evidence for the United Kingdom, 1830-1993 by Wing Yuk [Downloadable!] 2005 Empirical Comparison of Sticky Price and Sticky Information Models by Oleg Korenok [Downloadable!] 2005 Multivariate Autoregressive Conditional Heteroskedasticity with Smooth Transitions in Conditional Correlations by Annastiina Silvennoinen & Timo Teräsvirta [Downloadable!] 2005 Addiction and the Interaction between Alcohol and Tobacco Consumption by Pierpaolo Pierani & Silvia Tiezzi [Downloadable!] 2005 A Small-Sample Study of the New-Keynesian Macro Model by Seonghoon Cho & Antonio Moreno [Downloadable!] 2005 Extracting a Common Stochastic Trend:Theories with Some Applications by J. Isaac Miller & Yoosoon Chang & Joon Y. Park [Downloadable!] 2005 Does Exchange Rate Risk Affect Exports Asymmetrically? Asian Evidence by WenShwo Fang & YiHao Lai & Stephen M. Miller [Downloadable!] 2005 The Dynamics of Permanent and Transitory Components in International Business Cycles by Shushanik Papanyan [Downloadable!] 2005 The commodity currency puzzle by Hilde C. Bjørnland and Håvard Hungnes [Downloadable!] 2005 Identifying Structural Breaks in Cointegrated VAR Models by Håvard Hungnes [Downloadable!] 2005 The Emerging Market Crisis and Stock Market Linkages: Further Evidence by Jian Yang & Cheng Hsiao & Qi Li & Zijun Wang [Downloadable!] 2005 The Role of Industry, Geography and Firm Heterogeneity in Credit Risk Diversification by M. Hashem Pesaran & Til Schuermann & Björn-Jakob Treutler [Downloadable!] 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 [Downloadable!] 2005 Modified Two Stage Least Squares Estimators for the Estimation of a Structural Vector Autoregressive Integrated Process by Cheng Hsiao & Siyan Wang [Downloadable!] 2005 Measuring the NAIRU with Reduced Uncertainty: A Multiple Indicator-Common Component Approach by Arabinda Basistha & Richard Startz [Downloadable!] 2005 Testing for Stationarity and Cointegration in an Unobserved Components Framework by James Morley & Tara M. Sinclair [Downloadable!] 2005 DSGE Models in a Data-Rich Environment by Marc P. Giannoni & Jean Boivin [Downloadable!] 2005 Testing Substitution Bias of the Solow-Residual Measure of Total Factor Productivity Using CES-Class Production Functions by Peter A. Zadrozny & Baoline Chen [Downloadable!] 2005 Do Terms of Trade Shocks Drive Business Cycles? 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Hendry [Downloadable!] 2005 Investment Decisions Under Model Uncertainty: An Application Using Exchanger Rate and Interest Rate Forecasts by Kevin Lee & Anthony Garratt 2005 Common Trends and Common Cycles in Latin America: A 2-step vs an Iterative Approach by Alain W. HECQ [Downloadable!] 2005 Multi-Step Perturbation Solution of Nonlinear Rational Expectations Models by Baoline Chen & Peter A. Zadrozny [Downloadable!] 2005 Do so-called multivariate filters have better revision properties? An empirical analysis by L Christopher Plantier & Ozer Karagedikli [Downloadable!] 2005 Common Trends and Common Cycles in Canadian Sectoral Output by Christoph Schleicher & Francisco Barillas [Downloadable!] 2005 Estimating the Stochastic Discount Factor without a Utility Function by Fabio Araujo & Joao Victor Issler [Downloadable!] 2005 Modelling Small Economy Exports: The Case of Singapore by Tilak Abeysinghe & Keen Meng Choy [Downloadable!] 2005 Net Foreign Assets In The Euro Area: A Cointegration Analysis by Alessandro Girardi & Paolo Paesani [Downloadable!] 2005 Measuring inflation persistence: a structural time series approach by M. DOSSCHE & G. EVERAERT [Downloadable!] 2005 The relative importance of symmetric and asymmetric shocks and the determination of the exchange rate by G. PEERSMAN [Downloadable!] 2005 Is the exchange rate a shock absorber or a source of shocks? New empirical evidence by K. FARRANT & G. PEERSMAN [Downloadable!] 2005 Is Minimum Variance Hedging Necessary for Equity Indices? A study of Hedging and Cross-Hedging Exchange Traded Funds by Carol Alexander & Andreza Barbosa [Downloadable!] 2005 Asymmetries and Volatility Regimes in the European Equity Markets by Carol Alexandra & Emese Lazar [Downloadable!] 2005 On The Continuous Limit of GARCH by Carol Alexandra & Emese Lazar [Downloadable!] 2005 The Continuous Limit of GARCH Processess by Carol Alexandra & Emese Lazar [Downloadable!] 2005 Proyecciones desagregadas de la variación del índice de precios al consumidor (IPC), del índice de precios al por Mayor (IPM) y del Crecimiento del Producto Real (PBI) by Carlos Barrera-Chaupis [Downloadable!] 2005 Statistical Tests of the Rank of a Matrix and Their Applications in Econometric Modelling by Gonzalo Camba-Mendez & George Kapetanios [Downloadable!] 2005 Forecasting Financial Crises and Contagion in Asia Using Dynamic Factor Analysis by Andrea Cipollini & George Kapetanios [Downloadable!] 2005 The Implied-Realized Volatility Relation with Jumps in Underlying Asset Prices by Bent Jesper Christensen & Morten Ørregaard Nielsen [Downloadable!] 2005 Identifying the New Keynesian Phillips Curve by James M. Nason & Gregor W. Smith [Downloadable!] 2005 Education, innovation and economic growth in Cameroon by Ngwa Edielle, T. H. Jackson [Downloadable!] 2005 Source of Output dynamics in USA vs. Great Britain: supply, demand or nominal shocks by Rzigui, Lotfi [Downloadable!] 2005 External shocks and economic fluctuations: evidence from Tunisia by Rzigui, Lotfi [Downloadable!] 2005 Infrastructure and Development Interlinkage in West Bengal: A VAR Analysis by Majumder, Rajarshi & Mukherjee, Dipa [Downloadable!] 2005 Restricción de balanza de pagos y vulnerabilidad externa en la argentina de los noventa. Un análisis de caso by Fugarolas Álvarez-Ude, Guadalupe & Matesanz Gómez, David [Downloadable!] 2005 Discrimination between deterministic trend and stochastic trend processes by Caiado, Jorge & Crato, Nuno [Downloadable!] 2005 Explaining the gaps in labour productivity in some developed countries by Razzak, Weshah [Downloadable!] 2005 Testing the New Keynesian Phillips curve through Vector Autoregressive models: Results from the Euro area by Fanelli, Luca [Downloadable!] 2005 Estimating regressions and seemingly unrelated regressions with error component disturbances by Paolo, Foschi [Downloadable!] 2005 Testing for Asymmetries in the Preferences of the Euro-Area Monetary Policymaker by Alvaro Aguiar & Manuel M. F. Martins [Downloadable!] 2005 Factor model forecasts for New Zealand by Troy Matheson [Downloadable!] 2005 Modelling Security Market Events in Continuous Time: Intensity Based, Multivariate Point Process Models by Clive G. Bowsher [Downloadable!] 2005 Portugal-EU convergence revisited: evidence for the period 1960-2003 by Miguel Lebre de Freitas [Downloadable!] 2005 The Myth of Long-Horizon Predictability by Jacob Boudoukh & Matthew Richardson & Robert Whitelaw [Downloadable!] 2005 Downside Risk by Andrew Ang & Joseph Chen & Yuhang Xing [Downloadable!] 2005 Global Business Cycles and Credit Risk by M. Hashem Pesaran & Til Schuermann & Björn-Jakob Treutler [Downloadable!] 2005 Implications of Dynamic Factor Models for VAR Analysis by James H. Stock & Mark W. Watson [Downloadable!] 2005 Measuring inflation persistence: a structural time series approach by Maarten Dossche & Gerdie Everaert [Downloadable!] 2005 Finite-Sample Simulation-Based Inference in VAR Models with Applications to Order Selection and Causality Testing by DUFOUR, Jean-Marie & JOUINI, Tarek [Downloadable!] 2005 Asymptotic Distribution of a Simple Linear Estimator for VARMA Models in Echelon Form by DUFOUR, Jean-Marie & TAREK, Jouini [Downloadable!] 2005 Distribution-Free Bounds for Serial Correlation Coefficients in Heteroskedastic Symmetric Time Series by DUFOUR, Jean-Marie & FARHAT, Abdekjelik & HALLIN, Marc [Downloadable!] 2005 Realized Volatility and Correlation in Grain Futures Markets: Testing for Spill-Over Effects by Jae H. Kim & Hristos Doucouliagos [Downloadable!] 2005 Robust forecasting of mortality and fertility rates: a functional data approach by Rob J. Hyndman & Md. Shahid Ullah [Downloadable!] 2005 Autoregressive Approximation in Nonstandard Situations: The Non-Invertible and Fractionally Integrated Cases by D. S. Poskitt [Downloadable!] 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 [Downloadable!] 2005 25 Years of IIF Time Series Forecasting: A Selective Review by Jan G. De Gooijer & Rob J. Hyndman [Downloadable!] 2005 Regime switching models : real or spurious long memory ? by Dominique Guegan & Stéphanie Rioublanc [Downloadable!] 2005 Asymptotic convergence of weighted random matrices: nonparametric cointegration analysis for I(2) processes by Cerqueti, Roy & Costantini, Mauro [Downloadable!] 2005 Generalization of a nonparametric co-integration analysis for multivariate integrated processes of an integer order by Cerqueti, Roy & Costantini, Mauro [Downloadable!] 2005 Estimating the Effect of Hungarian Monetary Policy within a Structural VAR Framework by Balázs Vonnák [Downloadable!] 2005 Potential Output Estimations for Hungary: A Survey of Different Approaches by Szilárd Benk & Zoltán M. Jakab & Gábor Vadas [Downloadable!] 2005 Moment estimation in Auerbach-Kotlikoff models: How well do they match the data? by Alexander Ludwig [Downloadable!] 2005 Integration at a cost: Evidence from volatility impulse response functions by E.Panopoulou & T. Pantelidis [Downloadable!] 2005 Pass-Through of Exchange Rates to Domestic Prices in East European Countries and the Role of Economic Enviroment by Martins Bitans [Downloadable!] 2005 Evidence and Ideology in Macroeconomics: The Case of Investment Cycles by Hillinger, Claude [Downloadable!] 2005 The latent factor VAR model: Testing for a common component in the intraday trading process by Nikolaus Hautsch [Downloadable!] 2005 US Monetary Police 1988-2004: An Empirical Analysis by Anders Møller Christensen & Heino Bohn Nielsen [Downloadable!] 2005 The Balassa-Samuelson Effect and the Wage, Price and Unemployment Dynamics in Spain by Katarina Juselius & Javier Ordóñez [Downloadable!] 2005 Extracting Information from the Data: A Popperian View on Empirical Macro by Katarina Juselius & Søren Johansen [Downloadable!] 2005 Do Magazines' "Companion Websites" Cannibalize the Demand for the Print Version? by Ulrich Kaiser & Hans Christian Kongsted [Downloadable!] 2005 R&D Races and Spillovers between the EU and the US: Some Causal Evidence by Erdal Atukeren [Downloadable!] 2005 The price-dividend relationship in inflationary and deflationary regimes by Jakob B Madsen & Costas Milas [Downloadable!] 2005 Non-linear real exchange rate effects in the UK labour market by Gabriella Legrenzi & Costas Milas [Downloadable!] 2005 Non-linear adjustments in fiscal policy by Gabriella Legrenzi & Costas Milas [Downloadable!] 2005 Asymmetries in the Growth of Governments by Gabriella Legrenzi [Downloadable!] 2005 Consumer Demand and Labor Supply (scanned out-of-print 1981 Elsevier book) by William Barnett [Downloadable!] 2005 The Cycle of Violence? An Empirical Analysis of Fatalities in the Palestinian-Israeli Conflict by David A. Jaeger & M. Daniele Paserman [Downloadable!] 2005 Economic Performance and Unemployment: Evidence from an Emerging Economy - Turkey by Hakan Berument & Nukhet Dogan & Aysit Tansel [Downloadable!] 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 [Downloadable!] 2005 Unemployment And Hysteresis: A Nonlinear Unobserved Components Approach by Alicia Pérez Alon & Silvestro Di Sanzo [Downloadable!] 2005 Who made Who? An Empirical Analysis of Competitive Balance in European Soccer Leagues by Leif Brandes & Egon Franck 2005 How should we measure the return on public investment in a VAR by Álvaro Manuel Pina & Miguel St. Aubyn [Downloadable!] 2005 Euro Area inflation: long-run determinants and short-run dynamics by Melisso Boschi & Alessandro Girardi [Downloadable!] 2005 Structural changes and deviations from the PPP within the Euro Area by Daniele Antonucci & Alessandro Girardi [Downloadable!] 2005 Relationship banking and the credit market in India: An empirical analysis by Dilip M. Nachane & Prasad P. Ranade [Downloadable!] 2005 Hysteresis and Nairu in the Euro Area by Camille Logeay & Silke Tober [Downloadable!] 2005 Testing the effectiveness of the French work-sharing reform: a forecasting approach by Camille Logeay & Sven Schreiber [Downloadable!] 2005 Autoregressive Approximations of Multiple Frequency I(1) Processes by Bauer, Dietmar & Wagner, Martin [Downloadable!] 2005 Global versus Country-Specific Shocks and International Business Cycles by Michel Normandin & Bruno Powo Fosso [Downloadable!] 2005 Technology Shocks around the World by Dupaigne, Martial & Fève, Patrick [Downloadable!] 2005 Structural Breaks and Common Factors in the Volatility of the Fama-French Factor Portfolios by Andrea Beltratti & Claudio Morana [Downloadable!] 2005 Portfolio Value at Risk Based on Independent Components Analysis by Ying Chen & Wolfgang Härdle & Vladimir Spokoiny [Downloadable!] 2005 What are the Effects of Fiscal Policy Shocks? by Andrew Mountford & Harald Uhlig [Downloadable!] 2005 New Evidence on the Puzzles. Results from Agnostic Identification on Monetary Policy and Exchange Rates by Almuth Scholl & Harald Uhlig [Downloadable!] 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 [Downloadable!] 2005 Modeling the FIBOR/EURIBOR Swap Term Structure: An Empirical Approach by Oliver Blaskowitz & Helmut Herwartz & Gonzalo de Cadenas Santiago [Downloadable!] 2005 Are Eastern European Countries Catching Up? Time Series Evidence for Czech Republic, Hungary, and Poland by Ralf Brüggemann & Carsten Trenkler [Downloadable!] 2005 A Test of Cointegration Rank Based on Principal Component Analysis (revised, January 2006) by Hiroaki Chigira [Downloadable!] 2005 An Empirical Model for Durations in Stocks by Simonsen, Ola [Downloadable!] 2005 Forecasting Performance of an Open Economy Dynamic Stochastic General Equilibrium Model by Adolfson, Malin & Lindé, Jesper & Villani, Mattias [Downloadable!] 2005 Inference in Vector Autoregressive Models with an Informative Prior on the Steady State by Villani, Mattias [Downloadable!] 2005 Estimation of an Adaptive Stock Market Model with Heterogeneous Agents by Amilon, Henrik [Downloadable!] 2005 The commodity currency puzzle by Bjørnland, Hilde C. & Hungnes, Håvard [Downloadable!] 2005 Monetary policy and exchange rate interactions in a small open economy by Bjørnland, Hilde C. [Downloadable!] 2005 Monetary Policy and the Illusionary Exchange Rate Puzzle by Bjørnland, Hilde C. [Downloadable!] 2005 Evaluating a Central Bank’s Recent Forecast Failure by Nymoen, Ragnar [Downloadable!] 2005 Wage Formation and the Relation between Real Wages and Unemployment in Sweden by Eriksson, Åsa [Downloadable!] 2005 Panel Cointegration Tests with Deterministic Trends and Structural Breaks by Westerlund, Joakim & Edgerton , David [Downloadable!] 2005 Transition Variables in the Markov-switching Model: Some Small Sample Properties by Erlandsson, Ulf [Downloadable!] 2005 Testing for Stationarity in Panel Data when Errors are Serially Correlated. Finite-Sample Results by Jönsson , Kristian [Downloadable!] 2005 Testing for Panel Cointegration with Multiple Structural Breaks by Westerlund, Joakim 2005 Testing for Error Correction in Panel Data by Westerlund, Joakim [Downloadable!] 2005 Panel Cointegration Tests of the Fisher Hypothesis by Westerlund, Joakim [Downloadable!] 2005 Is China an Optimum Currency Area? by Byström, Hans & Olofsdotter , Karin & Söderström, Lars 2005 Multivariate Autoregressive Conditional Heteroskedasticity with Smooth Transitions in Conditional Correlations by Silvennoinen, Annastiina & Teräsvirta, Timo [Downloadable!] 2005 The Power of the KPSS-Test for Cointegration when Residuals are Fractionally Integrated by Sibbertsen, Philipp & Krämer, Walter [Downloadable!] 2005 Phillips-Perron-type unit root tests in the nonlinear ESTAR framework by Rothe, Christoph & Sibbertsen, Philipp [Downloadable!] 2005 The effect of oil price on industrial production and on stock returns by Ramón Cobo-Reyes & Gabriel Pérez Quirós [Downloadable!] 2005 Export-led growth hypothesis: Evidence for Chile by Boriss Siliverstovs & Dierk Herzer [Downloadable!] 2005 Manufacturing exports, mining exports and growth: cointegration and causality analysis for Chile (1960-2001) by Boriss Siliverstovs & Dierk Herzer [Downloadable!] 2005 Inflation Targeting and the Stationarity of Inflation: New Results from an ESTAR Unit Root Test by Andros Gregoriou & Alexandros Kontonikas [Downloadable!] 2005 Risk Management of Daily Tourist Tax Revenues for the Maldives by Michael McAleer & Riaz Shareef & Bernardo da Veiga [Downloadable!] 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 [Downloadable!] 2005 Multiariate Wavelet-based sahpe preserving estimation for dependant observation by Antonio Cosma & Olivier Scaillet & Rainer von Sachs [Downloadable!] 2005 Inflação e Défice Orçamental: Que Relação em Portugal? by Agostinho S. Rosa [Downloadable!] 2005 Problems Related to Over-identifying Restrictions for Structural Vector Error Correction Models by Helmut Luetkepohl [Downloadable!] 2005 Autoregressive Approximations of Multiple Frequency I(1) Processes by Dietmar Bauer & Martin Wagner [Downloadable!] 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 [Downloadable!] 2005 Mergers and Acquisitions Waves in the U.K.: a Markov-Switching Approach by Marcelo Resende [Downloadable!] 2005 Structural Vector Autoregressive Analysis for Cointegrated Variables by Helmut Luetkepohl [Downloadable!] 2005 How Does the New Keynesian Monetary Model Fit in the U.S. and the Eurozone? by Ramón María-Dolores & Jesús Vázquez [Downloadable!] 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 [Downloadable!] 2005 Eigenvalue filtering in VAR models with application to the Czech business cycle by Jaromír Beneš & David Vávra [Downloadable!] 2005 The natural real interest rate and the output gap in the euro area - a joint estimation by Julien Garnier & Bjørn-Roger Wilhelmsen [Downloadable!] 2005 Forecasting the yield curve in a data-rich environment - a no-arbitrage factor-augmented VAR approach by Emanuel Mönch [Downloadable!] 2005 Market power, innovative activity and exchange rate pass-through in the euro area by Sophocles N. Brissimis & Theodora S. Kosma [Downloadable!] 2005 Measuring inflation persistence - a structural time series approach by Maarten Dossche & Gerdie Everaert [Downloadable!] 2005 On the fit and forecasting performance of New-Keynesian models by Marco Del Negro & Frank Schorfheide & Frank Smets & Raf Wouters [Downloadable!] 2005 Forecasting macroeconomic variables for the new member states of the European Union by Anindya Banerjee & Massimiliano Marcellino & Igor Masten [Downloadable!] 2005 Output and inflation responses to credit shocks - are there threshold effects in the euro area? by Alessandro Calza & João Sousa [Downloadable!] 2005 Monetary policy analysis with potentially misspecified models by Marco Del Negro & Frank Schorfheide [Downloadable!] 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 [Downloadable!] 2005 Breaks in the mean of inflation - how they happen and what to do with them by Sandrine Corvoisier & Benoît Mojon [Downloadable!] 2005 Measuring market and inflation risk premia in France and in Germany by Lorenzo Cappiello & Stéphane Guéné [Downloadable!] 2005 Trading European sovereign bonds - the microstructure of the MTS trading platforms by Yiu Chung Cheung & Frank de Jong & Barbara Rindi [Downloadable!] 2005 A Non-Gaussian Panel Time Series Model for Estimating and Decomposing Default Risk by Siem Jan Koopman & André Lucas & Robert J. Daniels [Downloadable!] 2005 The New Keynesian Model and the Long-Run Vertical Phillips Curve: Does It Hold for Germany? by Jan Gottschalk & Ulrich Fritsche [Downloadable!] 2005 Manufacturing Exports, Mining Exports and Growth: Cointegration and Causality Analysis for Chile (1960 - 2001) by Boriss Siliverstovs & Dierk Herzer [Downloadable!] 2005 Modelling Inflation Dynamics in Transition Economies: The Case of Ukraine by Boriss Siliverstovs & Olena Bilan [Downloadable!] 2005 Model-based Measurement of Latent Risk in Time Series with Applications by Frits Bijleveld & Jacques Commandeur & Phillip Gould & Siem Jan Koopman [Downloadable!] 2005 On Importance Sampling for State Space Models by Borus Jungbacker & Siem Jan Koopman [Downloadable!] 2005 The Impact of Central Bank FX Interventions on Currency Components by Michel Beine & Charles S. Bos & Sebastian Laurent [Downloadable!] 2005 A Non-Gaussian Panel Time Series Model for Estimating and Decomposing Default Risk by Siem Jan Koopman & André Lucas & Robert Daniels [Downloadable!] 2005 The Euro Introduction and Non-Euro Currencies by Dick van Dijk & Haris Munandar & Christian M. Hafner [Downloadable!] 2005 Israel, the Palestinian Factions, and the Cycle of Violence by David A. Jaeger & M. Daniele Paserman [Downloadable!] 2005 The Cycle of Violence? An Empirical Analysis of Fatalities in the Palestinian-Israeli Conflict by David A. Jaeger & M. Daniele Paserman [Downloadable!] 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 [Downloadable!] 2005 Bayesian inference for the mixed conditional heteroskedasticity model by Luc, Bauwens & J.V.K., ROMBOUTS [Downloadable!] 2005 North-South Asymmetric Relationships : Does the EMU Business Affect Small African Economies ? by AndrŽ, NYEMBWE & Konstantin, KHOLODILIN [Downloadable!] 2005 Commonalities in the order book by Helena, BELTRAN & Pierre, GIOT & Joachim, GRAMMIG [Downloadable!] 2005 Temporal Aggregation Effects In Choosing The Optimal Lag Order In Stable Arma Models. Some Monte Carlo Results by Dikaios Tserkezos & Maria Nikoloudaki [Downloadable!] 2005 Estimating the Equilibrium Effective Exchange Rate for Potential EMU members by Nikolaos Giannellis & Athanasios Papadopoulos [Downloadable!] 2005 The Cycle of Violence? 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[Downloadable!] 2005 Non-stationary Hours in a DSGE Model by Chang, Yongsung & Doh, Taeyoung & Schorfheide, Frank [Downloadable!] 2005 Bayesian Analysis of DSGE Models by An, Sungbae & Schorfheide, Frank [Downloadable!] 2005 Estimation and Testing of Dynamic Models with Generalized Hyperbolic Innovations by Mencía, Javier & Sentana, Enrique [Downloadable!] 2005 Exogenous Oil Supply Shocks: How Big Are They and How Much do they Matter for the US Economy? by Kilian, Lutz [Downloadable!] 2005 A Comparison of Direct and Iterated Multistep AR Methods for Forecasting Macroeconomic Time Series by Marcellino, Massimiliano & Stock, James H & Watson, Mark W [Downloadable!] 2005 Current Account Theory and the Dynamics of US Net Foreign Liabilities by Corsetti, Giancarlo & Konstantinou, Panagiotis T [Downloadable!] 2005 On the Fit and Forecasting Performance of New Keynesian Models by Del Negro, Marco & Schorfheide, Frank & Smets, Frank & Wouters, Rafael [Downloadable!] 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 [Downloadable!] 2005 Finite-Sample Simulation-Based Inference in VAR Models with Applications to Order Selection and Causality Testing by Jean-Marie Dufour & Tarek Jouini [Downloadable!] 2005 Asymptotic distribution of a simple linear estimator for VARMA models in echelon form by Jean-Marie Dufour & Tarek Jouini [Downloadable!] 2005 Distribution-Free Bounds for Serial Correlation Coefficients in Heteroskedastic Symmetric Time Series by Jean-Marie Dufour & Abdeljelil Farhat & Marc Hallin [Downloadable!] 2005 Housing Price Dispersion: An Empirical Investigation by Charles Ka-Yui Leung & Youngman Chun Fai Leong & Siu Kei Wong [Downloadable!] 2005 Housing Price Dispersion: an empirical investigation by Charles Ka Yui Leung & Youngman Chun Fai Leong & Siu Kei Wong [Downloadable!] 2005 New Composite Leading Indicators for Hungary and Poland by Harm Bandholz [Downloadable!] 2005 Non-Linearities in the Relation between the Exchange Rate and its Fundamentals by Carlo Altavilla & Paul De Grauwe [Downloadable!] 2005 Global Business Cycles and Credit Risk by M. Hashem Pesaran & Til Schuermann & Björn-Jakob Treutler [Downloadable!] 2005 Necessary and Sufficient Restrictions for Existence of a Unique Fourth Moment of a Univariate GARCH(p,q) Process by Peter Zadrozny [Downloadable!] 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 [Downloadable!] 2005 Exploring the International Linkages of the Euro Area: a Global VAR Analysis by Stephane Dees & Filippo di Mauro & M. Hashem Pesaran & L. Vanessa Smith [Downloadable!] 2005 Is It All Oil? by Frank Asche & Petter Osmundsen & Maria Sandsmark [Downloadable!] 2005 Determinantes da taxa de câmbio real no Brasil: 1971-2002 by Marco Flávio da Cunha Resende & Giordano Bruno Braz de Pinho Matos [Downloadable!] 2005 Liquidez internacional e exportações brasileiras: 1960-2002 by Marco Flávio da Cunha Resende & Nara Rúbia Dante de Godoy [Downloadable!] 2005 The Role of Industry, Geography and Firm Heterogeneity in Credit Risk Diversification by Pesaran, M.H. & Schuermann, T. & Treutler, B-J. [Downloadable!] 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 [Downloadable!] 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. [Downloadable!] 2005 Forecasting and Prequential Validation for Time Varying Meta-Elliptical Distributions with a Study of Commodity Futures Prices by Sancetta, A. & Nikanrova, A. [Downloadable!] 2005 The Information Content of Implied Probabilities to Detect Structural Change by Alain Guay & Jean-Francois Lamarche [Downloadable!] 2005 Policy-Induced Mean Reversion in the Real Interest Rate? by Zisimos Koustas & Jean-Francois Lamarche [Downloadable!] 2005 Policy-Induced Mean Reversion in the Real Interest Rate? by Zisimos Koustas & Jean-Francois Lamarche [Downloadable!] 2005 Market Power, Innovative Activity and Exchange Rate Pass-Through by Sophocles N. Brissimis & Theodora S. Kosma [Downloadable!] 2005 Monetary policy and exchange rate interactions in a small open economy by Hilde C. Bjørnland [Downloadable!] 2005 The natural real interest rate and the output gap in the euro area: A joint estimation by Julien Garnier & Bjørn-Roger Wilhelmsen [Downloadable!] 2005 Monetary policy and the illusionary exchange rate puzzle by Hilde C. Bjørnland [Downloadable!] 2005 The pricing of unexpected credit losses by Jeffery D. Amato & Eli M Remolona [Downloadable!] 2005 The Real Part of a Complex ARMA Process by Ralph Bailey [Downloadable!] 2005 Les marchés financiers anticipent-ils les retournements conjoncturels? by Bellone, B. & Gautier, E. & Le Coent, S. [Downloadable!] 2005 Forecasting Output Growth And Inflation In The Euro Area: Are Financial Spreads Useful? by Andrea Nobili [Downloadable!] 2005 Estimating the natural interest rate for the euro area and Luxembourg by Ladislav Wintr & Paolo Guarda & Abdelaziz Rouabah [Downloadable!] 2005 Y a-t-il eu surinvestissement au Canada durant la seconde moitié des années 1990? by Sylvain Martel [Downloadable!] 2005 Forecasting Canadian GDP: Region-Specific versus Countrywide Information by Frédérick Demers & David Dupuis [Downloadable!] 2005 Inflation and Relative Price Dispersion in Canada: An Empirical Assessment by André Binette & Sylvain Martel [Downloadable!] 2005 Endogenous Central Bank Credibility in a Small Forward-Looking Model of the U.S. Economy by René Lalonde [Downloadable!] 2005 Permanent vs Transitory Components and Economic Fundamentals by Anthony Garratt & Donald Robertson & Stephen Wright [Downloadable!] 2005 On autoregressive errors in singular systems of equations by Haupt, Harry & Oberhofer, Walter [Downloadable!] 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 [Downloadable!] 2005 Saldos Comerciais E Taxa De Câmbio Real: Uma Nova Análise Do Caso Brasileiro by Emerson Fernandes Marçal & Wagner Oliveira Monteiro & Marislei Nishijima [Downloadable!] 2005 Determinantes Da Taxa De Câmbio Real No Brasil: 1971-2002 by Giordano Bruno Braz de Pinho Matos & Marco Flávio da Cunha Resende [Downloadable!] 2005 Crescimento Econômico De Longo Prazo Na China: Uma Investigação Econométrica by Flávio Vilela Vieira & Michele Polline Veríssimo [Downloadable!] 2005 Dívida Pública Brasileira, Default E A "Nova Equivalência Ricardiana": Um Exercício Cliométrico Do Brasil - Império À Época Atual by Ulisses Ruiz de Gamboa [Downloadable!] 2005 Are Business Cycles All Alike In Europe? by Márcio Antônio Salvato & João Victor Issler & Angelo Mont'alverne Duarte [Downloadable!] 2005 Forecasting the Volatility of Australian Stock Returns: Do Common Factors Help? by Heather Anderson & Fashid Vahid [Downloadable!] 2005 Estimating A Model Of Inflation In Tajikistan by Zavkidjon Zavkiev [Downloadable!] 2005 Common Periodic Correlation Features and the Interaction of Stocks and Flows in Daily Airport Data by Niels Haldrup & Svend Hylleberg & Gabriel Pons & Jaume Rosselló & Andreu Sansó [Downloadable!] 2005 Directional Congestion and Regime Switching in a Long Memory Model for Electricity Prices by Haldrup; Niels & Morten Oerregaard Nielsen [Downloadable!] 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 Learning and Monetary Policy Shifts by Frank Schorfheide [Downloadable!] 2005 The Impact Of Budget Deficit Onto The Exchange Rate by Karel VÍT [Downloadable!] 2005 Introduction To Time Series Modeling: State Space Models And Kalman Filter by Michal Slavík [Downloadable!] 2005 Estimation Of The Czech Republic Sacrifice Ratio For The Transition Period by Roman Hušek & Tomáš Formánek [Downloadable!] 2005 Predicting Inflation: Does The Quantity Theory Help? by Lance J. Bachmeier & Norman R. Swanson [Downloadable!] 2005 Structural Change in MLB Competitive Balance: The Depression, Team Location, and Integration by Young Hoon Lee & Rodney Fort [Downloadable!] 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 [Downloadable!] 2005 Joint Dynamics of Prices and Trading Volume on the Polish Stock Market by Henryk Gurgul & Pawel Majdosz & Roland Mestel [Downloadable!] 2005 El precio del riesgo tras la entrada del euro/Risk Price after Euro’s Introduction by SANTANA JIMÉNEZ, YOLANDA & PÉREZ RODRÍGUEZ, JORGE VICENTE [Downloadable!] 2005 What Explains the Varying Monetary Response to Technology Shocks in G-7 Countries? by Neville R. Francis & Michael T. Owyang & Athena T. Theodorou [Downloadable!] 2005 Where Are We Now? Real-Time Estimates of the Macroeconomy by Martin D. D. Evans [Downloadable!] 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 Ciclo económico y desempleo estructural en la economía española by Rafael Doménech & Víctor Gómez [Downloadable!] 2005 Liberalized Markets Have More Stable Exchange Rates: Short-Run Evidence from Four Transition Countries by Aleš Bulíř [Downloadable!] 2005 Stock Prices and Exchange Rates in the EU and the United States: Evidence on their Mutual Interactions (in English) by Daniel Stavárek [Downloadable!] 2005 Energy Consumption and Economic Growth in Sweden: A Leveraged Bootstrap Approach, 1965-2000 by Hatemi, A. & Irandoust, M. [Downloadable!] 2005 Causality Links Between Asset Prices And Cash Rate In Australia by West, L.k. & Agbola, W.F. [Downloadable!] 2005 Some Comparisons Between Turkey and OECD Countries: Productivity, Education and Taxation, 1960-2000 by Cosar, N. & Bildirici, M [Downloadable!] 2005 Le taux de change euro-dollar : une approche fondee sur la co-integration avec break structurel by Jean-Francois Goux [Downloadable!] 2005 Return relationships among European equity sectors: A comparative analysis across selected sectors in small and large economies by Siv Taing & Andrew Worthington [Downloadable!] 2005 What Causes The Forecasting Failure of Markov-Switching Models? A Monte Carlo Study by Marie Bessec & Othman Bouabdallah [Downloadable!] 2005 A Practitioner's Guide to Lag Order Selection For VAR Impulse Response Analysis by Ventzislav Ivanov & Lutz Kilian [Downloadable!] 2005 U.S. Regional Income and Technology: A Unit-Root and Cointegration Study by Eskander Alvi & Habibur Rahman [Downloadable!] 2004 Determination of Potential Growth Using Panel Techniques by Kappler, Marcus [Downloadable!] 2004 The reliability of Canadian output gap estimates by Cayen, Jean-Philippe & van Norden, Simon [Downloadable!] 2004 Business Cycle Transmission from the US to Germany : a Structural Factor Approach by Eickmeier, Sandra [Downloadable!] 2004 Evaluating the German Inventory Cycle Using Data from the Ifo Business Survey by Knetsch, Thomas A. [Downloadable!] 2004 The Inventory Cycle of the German Economy by Knetsch, Thomas A. [Downloadable!] 2004 Prewhitening Bias in HAC Estimation by Peter C.B. Phillips & Chi-Young Choi & Donggyu Sul [Downloadable!] 2004 The Elusive Empirical Shadow of Growth Convergence by Peter C.B. Phillips & Donggyu Sul [Downloadable!] 2004 Aggregate investment dynamics when firms face fixed investment cost and capital market imperfections by Christian Bayer [Downloadable!] 2004 Le taux de chômage et d'équilibre : Discussion empirique et évaluation empirique by Odile Chagny & Frédéric Reynès & Henri Sterdyniak [Downloadable!] 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 [Downloadable!] 2004 Modelling Economic Fluctuations In Subsaharan Africa:A Vector Autoregressive Approach by DR. GODWIN CHUKWUDUM NWAOBI [Downloadable!] 2004 Nonlinear dynamics of interest rate and inflation by Markku Lanne [Downloadable!] 2004 Model-Free Impulse Responses by Oscar Jorda [Downloadable!] 2004 International Evidence on Output Fluctuation and Shock Persistence by Daniel Levy & Hashem Dezhbakhsh [Downloadable!] 2004 The Information Content of the Natural Rate of Interest: The Case of Poland by Michal Brzoza-Brzezina [Downloadable!] 2004 Investigating Non-Linearities in the Relationship Between Real Exchange Rate Volatility and Agricultural Trade by Jean-Philippe Gervais & Bruno Larue & Olivier Bonroy [Downloadable!] 2004 The Effects of Japanese Foreign Exchange Intervention: GARCH Estimation and Change Point Detection by Eric Hillebrand & Gunther Schnabl [Downloadable!] 2004 Luso-Spanish-Franco-English Relations Viewed From The Entrance Of Foreign Investment Funds by jose ramos pires manso [Downloadable!] 2004 Luso-Spanish-Franco-English Relations Viewed From The Entrance Of Foreign Investment Funds by jose r. p. manso [Downloadable!] 2004 Is the Feldstein-Horioka Puzzle Really a Puzzle? by Daniel Levy [Downloadable!] 2004 Calibration of Interest Rate Models - Transition Market Case by Martin Vojtek [Downloadable!] 2004 Linkages between Stock Prices and Exchange Rates in the EU and the United States by Daniel Stavarek [Downloadable!] 2004 How Does Systematic Risk Impact Stocks? A Study On the French Financial Market by Gatfaoui Hayette [Downloadable!] 2004 When did the 2001 recession really start? by J. Polzehl & V. Spokoiny & C. Starica [Downloadable!] 2004 Is GARCH(1,1) as good a model as the Nobel prize accolades would imply? by Catalin Starica [Downloadable!] 2004 Demand Pull and Supply Push in Portuguese Cable Television by João Leitão [Downloadable!] 2004 Tests of seasonal integration and cointegration in multivariate unobserved component models by Fabio Busetti [Downloadable!] 2004 Do Technology Shocks Drive Hours Up or Down? A Little Evidence From an Agnostic Procedure by Elena Pesavento & Barbara Rossi [Downloadable!] 2004 Demand Pull And Supply Push In Portuguese Cable Television by João Leitão [Downloadable!] 2004 Regime-switching Vector Error Correction Model (VECM) analysis of UK meat consumption by Philip Kostov & John Lingard [Downloadable!] 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 [Downloadable!] 2004 Une lecture probabiliste du cycle d’affaires américain by Benoit Bellone [Downloadable!] 2004 Detecting Turning Points with Many Predictors through Hidden Markov Models by Benoit Bellone & David Saint-Martin [Downloadable!] 2004 MSVARlib: a new Gauss library to estimate multivariate Hidden Markov Models by Benoit Bellone [Downloadable!] 2004 A note on the modelling of hyper-inflations by Evens SALIES & Peter MOFFATT [Downloadable!] 2004 Aggregate investment dynamics when firms face fixed investment cost and capital market imperfections by Christian Bayer [Downloadable!] 2004 Cointegration in Frequency Domain by Daniel Levy [Downloadable!] 2004 Causation Delays and Causal Neutralization for General Horizons: The Money-Output Relationship Revisited by Jonathan B. Hill [Downloadable!] 2004 Dynamic Factor Analysis with Nonlinear Temporal Aggregation Constraints by Tommaso Proietti & Filippo Moauro [Downloadable!] 2004 A Structural Model of the Inflation Process in South Africa by Janine Aron & John Muellbauer & Benjamin Smit [Downloadable!] 2004 A Framework for Forecasting the Components of the Consumer Price by Janine Aron & John Muellbauer & Coen Pretorius [Downloadable!] 2004 Monetary Factors in the Long-Run Co-movement of Consumer and Commodity Prices by Michael S. Hanson [Downloadable!] 2004 Productivity Growth and the Real Appreciation of the Accession Countries' Currencies by Kirsten Lommatzsch & Silke Tober [Downloadable!] 2004 Exchange Rate Policy and Inflation in Acceding Countries: The Role of Pass-through by Fabrizio Coricelli & Boštjan Jazbec & Igor Masten [Downloadable!] 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 [Downloadable!] 2004 Continuous Time Model Estimation by Carl Chiarella & Shenhuai Gao [Downloadable!] 2004 A Continuous-Time Measurement of the Buy-Sell Pressure in a Limit Order Book Market by Anthony D. Hall & Nikolaus Hautsch [Downloadable!] 2004 Breaks and Persistency: Macroeconomic Causes of Stock Market Volatility by Andrea Beltratti & Claudio Morana [Downloadable!] 2004 Australia-Thailand Free Trade Agreement: Challenges and Opportunities for Bilateral Trade Policy and Closer Economic Relations by Tran Van Hoa [Downloadable!] 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. [Downloadable!] 2004 The Feds Monetary Policy Rule: Past, Present and Future by Antonio Moreno [Downloadable!] 2004 Prognose uni- und multivariater Zeitreihen by Manfred Deistler & Klaus Neusser [Downloadable!] 2004 Currency Futures and Currency Crises by Andreas Röthig [Downloadable!] 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 [Downloadable!] 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 [Downloadable!] 2004 The market power of OPEC 1973-2001 by Petter Vegard Hansen and Lars Lindholt [Downloadable!] 2004 The dynamic factor model revisited: the identification problem remains by Terje Skjerpen [Downloadable!] 2004 Are There Waves in Merger Activity After All? by Dennis Gaertner & Daniel Halbheer [Downloadable!] 2004 Have U.S.-Japan Trade Agreements Made a Difference? by Byron Gangnes & Craig Parsons [Downloadable!] 2004 Estimating threshold vector error-correction models with multiple cointegrating relationships by Jamie Gascoigne [Downloadable!] 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 [Downloadable!] 2004 Model Averaging and Value-at-Risk based Evaluation of Large Multi Asset Volatility Models for Risk Management by M. Hashem Pesaran & Paolo Zaffaroni [Downloadable!] 2004 A DSGE-VAR for the Euro Area by Marco Del Negro & Frank Schorfheide [Downloadable!] 2004 Does the Term Spread Play a Role in the Fed's Reaction Function? An Empirical Investigation by Jesus Vazquez [Downloadable!] 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 euro area inflation: Does aggregating forecasts by HICP component improve forecast accuracy? by Kirstin Hubrich [Downloadable!] 2004 Joint Tests for Long Memory and Non-linearity: The Case of Purchasing Power Parity by Aaron Smallwood [Downloadable!] 2004 Forecasting sovereign default using panel models: A comparative analysis by Ana-Maria Fuertes & Elena Kalotychou 2004 Optimal Lag Structure Selection in VEC-Models by Dietmar Maringer & Peter Winker [Downloadable!] 2004 Forecasting inflation: An art as well as a science! by Peter Vlaar & Ard den Reijer [Downloadable!] 2004 New Phenomena Identified in a Stochastic Dynamic Macroeconometric Model: A Bifurcation Perspective by William A. Barnett & Yijun He [Downloadable!] 2004 The US Phillips Curve and inflation expectations: A State Space Markov-Switching explanatory model by Guillaume Guerrero & Nicolas Million [Downloadable!] 2004 Financial Liberalization and Emerging Stock Market Volatility by F. Pérez de Gracia & J. Cuñado; J. Gómez [Downloadable!] 2004 National Specifities And Monetarypolicy Transmission In Europe by Francesco Carlucci & Alessandro Girardi [Downloadable!] 2004 What caused the early millennium slowdown? Evidence based on vector autoregressions by G. PEERSMAN [Downloadable!] 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 The Equity Index Skew, Market Crashes and Asymmetric Normal Mixture GARCH by Carol Alexandra & Emese Lazar [Downloadable!] 2004 A Comparison of Cointegration & Tracking Error Models for Mutual Funds & Hedge Funds by Carol Alexander & Anca Dimitriu [Downloadable!] 2004 How Can We Define The Concept of Long Memory? An Econometric Survey by Guégan D. [Downloadable!] 2004 A Bootstrap Procedure for Panel Datasets with Many Cross-Sectional Units by George Kapetanios [Downloadable!] 2004 Forecasting with Measurement Errors in Dynamic Models by Richard Harrison & George Kapetanios & Tony Yates [Downloadable!] 2004 Estimating Time-Variation in Measurement Error from Data Revisions: An Application to Forecasting in Dynamic Models by George Kapetanios & Tony Yates [Downloadable!] 2004 Is the Currency Risk Priced in Equity Markets? by Francesco Giurda & Elias Tzavalis [Downloadable!] 2004 Dynamic Factor Extraction of Cross-Sectional Dependence in Panel Unit Root Tests by George Kapetanios [Downloadable!] 2004 Testing for Neglected Nonlinearity in Cointegrating Relationships by Andrew P. Blake & George Kapetanios [Downloadable!] 2004 A Stochastic Variance Factor Model for Large Datasets and an Application to S&P Data by Andrea Cipollini & George Kapetanios [Downloadable!] 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 [Downloadable!] 2004 Stock Prices and Exchange Rates in the EU and the USA: Evidence of their Mutual Interactions by Stavarek, Daniel [Downloadable!] 2004 Measuring the Effectiveness of Competition Policy: Evidence from the Turkish Cement Industry by Kulaksizoglu, Tamer [Downloadable!] 2004 Consumption risk sharing and adjustment costs by Fanelli, Luca & Cavaliere, Giuseppe & Gardini, Attilio [Downloadable!] 2004 The impact of foreign interest rate on the macroeconomic performance of Turkey by Eruygur, Aysegul [Downloadable!] 2004 Searching for Long Run Equilibrium Relationships in the Italian Labour Market: a Cointegrated VAR Approach by Lorenzo Corsini & Marco Guerrazzi [Downloadable!] 2004 Interpreting reduced form cointegrating vectors of incomplete systems. A labour market application by Annetta Maria Binotti & Enrico Ghiani [Downloadable!] 2004 Non-Parametric Direct Multi-step Estimation for Forecasting Economic Processes by Guillaume Chevillon & David Hendry [Downloadable!] 2004 Modeling Credit Aggregates by Sylvia Kaufmann & Maria Teresa Valderrama [Downloadable!] 2004 The equilibrium exchange rate according to PPP and UIP by Dominick Stephens [Downloadable!] 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 [Downloadable!] 2004 Non-Parametric Direct Multi-step Estimation for Forecasting Economic Processes by Guillaume Chevillon & David F. Hendry [Downloadable!] 2004 Testing for a time-varying price-cost markup in the Euro area inflation process by Christopher Bowdler & Eilev S. Jansen [Downloadable!] 2004 Modelling inflation in the Euro Area by Eilev S. Jansen [Downloadable!] 2004 Testing for a time-varying price-cost markup in the Euro area inflation process by Christopher Bowdler & Eilev S. Jansen [Downloadable!] 2004 Unbiased Estimation of the Half-Life to PPP Convergence in Panel Data by Chi-Young Choi & Nelson Mark & Donggyu Sul [Downloadable!] 2004 Optimal Inference in Regression Models with Nearly Integrated Regressors by Michael Jansson & Marcelo J. Moreira [Downloadable!] 2004 Volatility Comovement: A Multifrequency Approach by Laurent E. Calvet & Adlai J. Fisher & Samuel B. Thompson [Downloadable!] 2004 Asymetric growth and inflation developments in the acceding countries: a new assessment by Stefaan Ide & Philippe Moës [Downloadable!] 2004 How does liquidity react to stress periods in a limit order market? by Helena Beltran & Alain Durré & Pierre Giot [Downloadable!] 2004 On The Identification and Estimation of Partially Nonstationary ARMAX Systems by D. S. Poskitt [Downloadable!] 2004 Some Results on the Identification and Estimation of Vector ARMAX Processes by D.S. Poskitt [Downloadable!] 2004 Instabilité de la courbe de Phillips aux Etats-Unis : un modèle explicatif à changements de régimes by Guillaume Guerrero & Nicolas Million [Downloadable!] 2004 A Reduced Rank Regression Approach to Coincident and Leading Indexes Building by Cubadda, Gianluca [Downloadable!] 2004 A forward-looking model for time-varying capital requirements and the New Basel Capital Accord by Costanza Torricelli & Chiara Pederzoli [Downloadable!] 2004 The forward unbiasedness hypothesis and the forward premium: a nonlinear analysis by Sofiane Sekioua [Downloadable!] 2004 Nonlinearity in testing for fiscal sustainability by Roberto Ricciuti [Downloadable!] 2004 Consumer credit conditions in the UK by John Muellbauer & Emilio Fernandez-Corugedo [Downloadable!] 2004 Modelling long memory and risk premia in Latin American sovereign bond markets by Alfonso Mendoza [Downloadable!] 2004 Business survey forecasts and measurement of output trends in five European economies by Kevin Lee & Kalvinder Shields [Downloadable!] 2004 Inflation, inflation uncertainty, and a common European Monetary Policy by Stilianos Fountas & Alexandra Ioannidis & Menelaos Karanasos [Downloadable!] 2004 UK business investment: long-run elasticities and short-run dynamics by Colin Ellis & Simon Price [Downloadable!] 2004 Measuring trend growth: how useful are the great ratios? by Jonathan Temple & Cliff Attfield [Downloadable!] 2004 Budget Balance And Trade Balance:Kin Or Strangers. A Case Study Of Taiwan by Hsiao-chuan Chang [Downloadable!] 2004 Dynamic Conditional Correlation with Elliptical Distributions by Matteo Pelagatti & Stefania Rondena [Downloadable!] 2004 Econometric Inference, Cyclical Fluctuations, and Superior Information by Denis Larocque & Michel Normandin [Downloadable!] 2004 Money Demand in Latvia by Ivars Tillers [Downloadable!] 2004 Multistep Predictions for Multivariate GARCH Models: Closed Form Solution and the Value for Portfolio Management by Jaroslava HLOUSKOVA & Kurt SCHMIDHEINY & Martin WAGNER [Downloadable!] 2004 Order Aggressiveness and Order Book Dynamics by Anthony D. Hall & Nikolaus Hautsch [Downloadable!] 2004 A Continuous-Time Measurement of the Buy-Sell Pressure in a Limit Order Book Market by Anthony D. Hall & Nikolaus Hautsch [Downloadable!] 2004 Inflation, Money Growth, and I(2) Analysis by Katarina Juselius [Downloadable!] 2004 UK Money Demand 1873-2001: A Cointegrated VAR Analysis with Additive Data Corrections by Heino Bohn Nielsen [Downloadable!] 2004 A Priori Inequality Restrictions and Bound Analysis in VAR Models by Massimo Franchi [Downloadable!] 2004 A Continuous-Time Measurement of the Buy-Sell Pressure in a Limit Order Book Market by Anthony D. Hall & Nikolaus Hautsch [Downloadable!] 2004 Estimating Cointegrating Relations from a Cross Section by Edith Madsen [Downloadable!] 2004 Monopolistic Competition in Switzerland and Mark-up Pricing Over the Business Cycle by Christian Müller [Downloadable!] 2004 The Dynamic Effects of Public Capital: VAR Evidence for 22 OECD Countries by Christophe Kamps [Downloadable!] 2004 On Priors on Cointegrating Spaces by Rodney W. Strachan [Downloadable!] 2004 Exceptions to Bartlett’s Paradox by Rodney W. Strachan & Herman K. van Dijk [Downloadable!] 2004 The Value of Structural Information in the VAR Model by Rodney W. Strachan & Herman K. van Dijk [Downloadable!] 2004 Bayesian Model Selection with an Uninformative Prior by Rodney W. Strachan & Herman K. van Dijk [Downloadable!] 2004 A Pair-Wise Approach to Testing for Output and Growth Convergence by Pesaran, M. Hashem [Downloadable!] 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 [Downloadable!] 2004 Vector-Autoregression Approach to Forecast Italian Imports by Carmine Pappalardo & Gianfranco Piras [Downloadable!] 2004 Dating the Italian BUsiness Cycle: A Comparison of Procedures by Bruno Giancarlo & Edoardo Otranto [Downloadable!] 2004 Consistent poverty dynamics in Spain by Pérez-Mayo, Jesús [Downloadable!] 2004 Modeling National Accounts Sub-Aggregates. An Application of Non-Linear Error Correction by Jumah, Adusei & Kunst, Robert M. [Downloadable!] 2004 Econometric Inference, Cyclical Fluctuations, and Superior Information by Michel Normandin [Downloadable!] 2004 Dynamic Optimal Portfolio Selection in a VaR Framework by Jeroen Rombouts & E.W. Rengifo [Downloadable!] 2004 The Japanese Deflation: Has It Had Real Effects? Could It Have Been Avoided? by Claudio Morana [Downloadable!] 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 [Downloadable!] 2004 Punishment and Counter-punishment in Public Goods Games: Can we still govern ourselves? by Roberto Ricciuti [Downloadable!] 2004 Testing for Output Convergence: A Re-examination by Yin-wong Cheung & Antonio Garcia-Pascual [Downloadable!] 2004 Is the Swedish Central Government a Wage Leader? by Lindquist, Matthew J. & Vilhelmsson, Roger [Downloadable!] 2004 Evidence on the Direction of Causation in the Money-Income Relationship: An Alternative Methodology by Abdulnasser , Hatemi-J & Manuchehr, Irandoust 2004 Testing for Granger causality in the presence of measurement errors by Andersson, Jonas [Downloadable!] 2004 Testing for Stationarity in Panel Data Models when Disturbances are Cross-Sectionally Correlated by Jönsson, Kristian [Downloadable!] 2004 Reconnecting the Markov Switching Model with Economic Fundamentals by Erlandsson, Ulf [Downloadable!] 2004 Just how undervalued is the Chinese renminbi? by Funke, Michael & Rahn, Jörg [Downloadable!] 2004 Have US-Japan Trade Agreements Made a Difference? by Byron Gangnes & Craig Parsons [Downloadable!] 2004 How the Gold Standard Functioned in Portugal: An Analysis of Some Macroeconomic Aspects by António Portugal Duarte & João Sousa Andrade [Downloadable!] 2004 Application of Granger Causality Tests to Revenue and Expenditure of Swiss cantons by Jaya Krishnakumar & Marc-Jean Martin & Nils Soguel [Downloadable!] 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 [Downloadable!] 2004 Consistent and Non-Degenerate Model Specification Tests Against Smooth Transition Alternatives by Jonathan B. Hill [Downloadable!] 2004 Modelling Dynamic Conditional Correlations in WTI Oil Forward and Futures Returns by Matteo Manera & Alessandro Lanza & Michael McAleer [Downloadable!] 2004 Conditional Correlations in the Returns on Oil Companies Stock Prices and Their Determinants by Matteo Manera & Massimo Giovannini & Margherita Grasso & Alessandro Lanza [Downloadable!] 2004 Predicting Tail-related Risk Measures: The Consequences of Using GARCH Filters for non-GARCH Data by Amine JALAL & Michael ROCKINGER [Downloadable!] 2004 Uma Estimação da Curva de Phillips para Portugal by Agostinho S. Rosa [Downloadable!] 2004 Competition, the Lisbon Strategy and the Euro by Anindya Banerjee & Bill Russell [Downloadable!] 2004 Forecasting with VARMA Models by Helmut Luetkepohl [Downloadable!] 2004 A Small Monetary System for the Euro Area Based on German Data by Ralf Brueggemann & Helmut Luetkepohl [Downloadable!] 2004 Break Date Estimation and Cointegration Testing in VAR Processes with Level Shift by Pentti SAIKKONEN & Helmut LUETKEPOHL & Carsten TRENKLER [Downloadable!] 2004 Practical Problems with Reduced Rank ML Estimators for Cointegration Parameters and a Simple Alternative by Ralf BRUEGGEMANN & Helmut LUETKEPOHL [Downloadable!] 2004 Exchange Rate Pass-Through in Acceding Countries: The Role of Exchange Rate Regimes by Fabrizio CORICELLI & Bostjan JAZBEC & Igor MASTEN [Downloadable!] 2004 Recent Advances in Cointegration Analysis by Helmut LÜTKEPOHL [Downloadable!] 2004 Residual Autocorrelation Testing for Vector Error Correction Models by Ralf BRUEGGEMANN & Helmut LUETKEPOHL & Pentti SAIKKONEN [Downloadable!] 2004 Does the Term Spread play a role in the FED\'S reaction function? by Jesús Vazquez [Downloadable!] 2004 Estacionalidad determinista y estocástica en series temporales macroeconómicas. by Ignacio Díaz-Emparanza & Javier López-de-Lacalle [Downloadable!] 2004 Missing Data Problem and the Empirical Yield Curve Analysis. An Example of T-bills Market in Armenia by Gevorgyan Ruben & Melikyan Narine [Downloadable!] 2004 Testing for a Unit Root against Nonlinear STAR Models by George Kapetanios & Yongcheol Shin [Downloadable!] 2004 Forecast Uncertainties in Macroeconomics Modelling: An Application to the UK Economy by A Garratt & K Lee & M H Pesaran & Yongcheol Shin [Downloadable!] 2004 Testing for a Linear Unit Root against Nonlinear Threshold Stationarity by George Kapetanios & Yongcheol Shin [Downloadable!] 2004 Bounds Testing Approaches to the Analysis of Long Run Relationships by M Pesaran & Yongcheol Shin & Richard J Smith [Downloadable!] 2004 Structural analysis of vector error correction models exogenous i(1) variables by M Pesaran & R Smith & Yongcheol Shin [Downloadable!] 2004 A long run structural macroeconometric model of the UK by A Garratt & K Lee & M Pesaran & Yongcheol Shin [Downloadable!] 2004 Unit Root Tests in Three-Regime SETAR Models by George Kapetanios & Yongcheol Shin [Downloadable!] 2004 Statistical Models for High Frequency Security Prices by Roel C.A. Oomen [Downloadable!] 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 Bayesian Clustering Of Similar Multivariate Garch Models by Luc Bauwens & Jeroen Rombouts [Downloadable!] 2004 Small sample confidence intervals for multivariate impulse response functions at long horizons by Barbara Rossi (Duke) & Elena Pesavento (Emory) [Downloadable!] 2004 Nonlinear estimators with integrated regressors but without exogeneity by Robert de Jong [Downloadable!] 2004 Do Technology Shocks Drive Hours Up or Down? by Barbara Rossi & Elena Pesavento [Downloadable!] 2004 Interpreting Permanent and Transitory Shocks to Output When Aggregate Demand May Not Be Neutral in the Long-run by John Keating [Downloadable!] 2004 How Large Are Returns to Scale in the U.S.? A View Across the Boundary by Thomas A. Lubik [Downloadable!] 2004 Estimation and Testing for Partially Nonstationary Vector Autoregressive Models with GARCH: WLS versus QMLE by Chor-yiu SIN [Downloadable!] 2004 The Value of Structural Information in the VAR Model by Rodney W. Strachan & Herman K. van Dijk [Downloadable!] 2004 What Explains the Varying Monetary Response to Technology SHocks in G7-Countries by Athena T. Theodorou & Neville R. Francis & Michael T. Owyang [Downloadable!] 2004 Smooth Test Of Density Forecast Evaluation With Independent And Serially Dependent Data by Aurobindo Ghosh & Anil K. Bera [Downloadable!] 2004 Reaching Inflation Stability by Antonio Moreno [Downloadable!] 2004 Regime Switching for Dynamic Correlations by Denis Pelletier [Downloadable!] 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) [Downloadable!] 2004 International Evidence on Monetary Neutrality Under Broken Trend Stationary Models by R. Velazquez & A.E. Noriega & L.M. Soria [Downloadable!] 2004 Business Cycles and Macroeconomic Policy Coordination in Mercosur by Martin Gonzalez-Rozada & Jose Maria Fanelli [Downloadable!] 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 Sources and Propagation Mechanims of Foreign Disturbances in Small Open Economies: A Dynamic Factor Analysis by Alejandro Justiniano [Downloadable!] 2004 Taking a New Contour: A Novel Approach to Panel Unit Root Tests by Yoosoon Chang 2004 Does the Solow Residual for Korea Reflect Pure Technology Shocks? by Hyunjoon Lim & Sangho Kim [Downloadable!] 2004 Comovements in Trading activity: A Multivariate Autoregressive Model of Time Series Count Data Using Copulas by Erick Rengifo & Andresas Heinen [Downloadable!] 2004 Testing for Nonlinear Adjustment in Smooth Transition Vector Error Correction Models by Byeongseon Seo [Downloadable!] 2004 Macroeconomic Forecasting with Independent Component Analysis by Ruey Yau [Downloadable!] 2004 Duration and Order Type Clusters by Wing Lon NG [Downloadable!] 2004 Constructing a Coincident Index of Business Cycles Without Assuming a One-Factor Model by Yasutomo Murasawa & Roberto S. Mariano 2004 Structural Error Correction Model: A Bayesian Perspective by Chew Lian Chua & Peter Summers [Downloadable!] 2004 The Impact of the Japanese Banking Crisis on the Intraday FX Market by Yuko Hashimoto [Downloadable!] 2004 Asymmetric Effects of Government Spending: Does the Level of Real Interest Rates Matter? by Michael B. Devereux & Woon Gyu Choi [Downloadable!] 2004 Generalized Two-Step Maximum Likelihood Estimation of Structural Vector Autoregressive Models partially identified with Short-Run Restrictions by Kyungho Jang [Downloadable!] 2004 The US Phillips Curve and inflation expectations: A State Space Markov-Switching explanatory model by Nicolas Million & Guillaume Guerrero 2004 Testing Weak Exogeneity in Cointegrated System by Hsiao Chiying & Chen Pu [Downloadable!] 2004 Stock Market Volatility: Examining North America, Europe and Asia by Gamini Premaratne & Lakshmi Bala [Downloadable!] 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 Models of foreign exchange intervention: Estimation and testing by Bryan W. Brown; Douglas J. Hodgson [Downloadable!] 2004 Estimation and Testing for Partially Nonstationary Vector Autoregressive Models with GARCH: WLS versus QMLE by Chor-yiu SIN [Downloadable!] 2004 Modeling dependence structure in size-sorted portfolios: A Structural Multivariate GARCH Model by George Milunovich [Downloadable!] 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 [Downloadable!] 2004 Bayesian Estimation of Non-Gausian Time Series with Applicaitons to Transaction Data by Gael Martin & Chris Strickland & Catherine Forbes 2004 Robustness of a semiparametric estimator of a copula by Param Silvapulle & Gunky Kim & Mervyn J. Silvapulle [Downloadable!] 2004 Modeling Yield-Factor Volatility by Daniel R. Smith & Christophe Parignon [Downloadable!] 2004 Forecasting Industry-Level CPI and PPI Inflation: Does Exchange Rate Pass-Through Matter? by Dimitrios D. Thomakos & Prasad S. Bhattacharya [Downloadable!] 2004 Fractional Output Convergence, with an Application to Nine Developed Countries by Arielle Beyaert [Downloadable!] 2004 Duration and Order Type Clusters by Wing Lon NG [Downloadable!] 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 Forecasting the Global Electronics Cycle with Leading Indicators: A VAR Approach by Keen Meng Choy & Hwee Kwan Chow [Downloadable!] 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 A VECM Model of Stockmarket Returns by Nagaratnam J Sreedharan [Downloadable!] 2004 Periodic Heteroskedastic RegARFIMA models for daily electricity spot prices by Marius Ooms & M. Angeles Carnero & Siem Jan Koopman [Downloadable!] 2004 Cyclical components in economic time series: A Bayesian approach by Herman K. van Dijk & Andrew Harvey & Thomas Trimbur [Downloadable!] 2004 Nonlinear Adjustment in Real Exchange Rates and Long Run Purchasing Power Parity--Further Evidence by Darbha, Gangadhar & Patel, Urjit R. [Downloadable!] 2004 Model-Free Impulse Responses by Jorda, Oscar [Downloadable!] 2004 Forecasting euro area inflation using dynamic factor measures of underlying inflation by Gonzalo Camba-Méndez & George Kapetanios [Downloadable!] 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 [Downloadable!] 2004 Estimating the rank of the spectral density matrix by Gonzalo Camba-Mendez & George Kapetanios [Downloadable!] 2004 How frequently do prices change? Evidence based on the micro data underlying the Belgian CPI by Luc Aucremanne & Emmanuel Dhyne [Downloadable!] 2004 Non-fundamental exchange rate volatility and welfare by Roland Straub & Ivan Tchakarov [Downloadable!] 2004 Modelling inflation in the euro area by Eilev S. Jansen [Downloadable!] 2004 A mark-up model of inflation for the euro area by Christopher Bowdler & Eilev S. Jansen [Downloadable!] 2004 Import prices and pricing-to-market effects in the euro area by Thomas Warmedinger [Downloadable!] 2004 A Copula-Based Autoregressive Conditional Dependence Model of International Stock Markets by Rob van den Goorbergh [Downloadable!] 2004 Monetary Policy Shocks and the Role of House Prices Across European Countries by Massimo Giuliodori [Downloadable!] 2004 Asymmetric Monetary Policy Effects in Germany by Vladimir Kuzin & Silke Tober [Downloadable!] 2004 Viewing the Relative Efficiency of IV Estimators in Models with Lagged and Instantaneous Feedbacks by Agnes S. Joseph & Jan F. Kiviet [Downloadable!] 2004 Inference for Adaptive Time Series Models: Stochastic Volatility and Conditionally Gaussian State Space form by Charles S. Bos & Neil Shephard [Downloadable!] 2004 An alternative asymptotic analysis of residual-based statistics by Andeaou, E. & Werker, B.J.M. [Downloadable!] 2004 Frequency domain gaussian estimation of temporally aggregated cointegrated systems by Chambers, M.J. & McCrorie, J.R. [Downloadable!] 2004 Granger causality and the sampling of economic processes by McCrorie, J.R. & Chambers, M.J. [Downloadable!] 2004 Identification and estimation of exchange rate models with unobservable fundamentals by Chambers, M.J. & McCrorie, J.R. [Downloadable!] 2004 Regression Asymptotics Using Martingale Convergence Methods by Rustam Ibragimov & Peter C.B. Phillips [Downloadable!] 2004 Automated Discovery in Econometrics by Peter C.B. Phillips [Downloadable!] 2004 Using Subspace Methods for Estimating ARMA Models for Multivariate Time Series with Conditionally Heteroskedastic Innovations by Dietmar Bauer [Downloadable!] 2004 Non-linear adjustments in fiscal policy by Gabriella Legrenzi & Costas Milas [Downloadable!] 2004 Volatility regimes and the provisions of liquidity in order book markets by Helena, BELTRAN & Alain, DURRE & Pierre, GIOT [Downloadable!] 2004 Illusionary Finance and Trading Behavior by Malika, HAMADI & Erick, RENGIFO & Diego SALZMAN [Downloadable!] 2004 Taxas de juro nominais e endividamento: perspectivas para a economia portuguesa by José Alberto Fuinhas [Downloadable!] 2004 A Two-Stage Plug-In Bandwidth Selection and Its Implementation in Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation by Hirukawa Masayuki [Downloadable!] 2004 Measuring Trend Output: How Useful Are the Great Ratios? by Attfield, Clifford & Temple, Jonathan [Downloadable!] 2004 Convergence and Cycles in the Euro Zone by Carvalho, Vasco M & Harvey, Andrew [Downloadable!] 2004 The Comovement of Credit Default Swap, Bond and Stock Markets: An Empirical Analysis by Norden, Lars & Weber, Martin [Downloadable!] 2004 Small Sample Confidence Intervals for Multivariate Impulse Response Functions at Long Horizons by Pesavento, Elena & Rossi, Barbara [Downloadable!] 2004 Interpolation and Backdating with A Large Information Set by Angelini, Elena & Henry, Jérôme & Marcellino, Massimiliano [Downloadable!] 2004 Price Discovery in Tick Time by Frijns, Bart & Schotman, Peter C [Downloadable!] 2004 Trading European Sovereign Bonds: The Microstructure of the MTS Trading Platforms by Cheung, Yiu Chung & de Jong, Frank & Rindi, Barbara [Downloadable!] 2004 The HP-Filter in Cross-Country Comparisons by Marcet, Albert & Ravn, Morten O. [Downloadable!] 2004 Eigenvalue Decomposition of Time Series with Application to the Czech Business Cycle by Jaromir Benes & David Vavra [Downloadable!] 2004 Estimation And Testing Of Dynamic Models With Generalised Hyperbolic Innovations by Francisco Javier Mencía & Enrique Sentana [Downloadable!] 2004 Indirect Estimation Of Conditionally Heteroskedastic Factor Models by Enrique Sentana & Giorgio Calzolari & Gabriele Fiorentini [Downloadable!] 2004 The comovement of credit default swap, bond and stock markets: an empirical analysis by Lars Norden & Martin Weber [Downloadable!] 2004 Model Averaging and Value-at-Risk Based Evaluation of Large Multi Asset Volatility Models for Risk Management by M. Hashem Pesaran & Paolo Zaffaroni [Downloadable!] 2004 A Pair-Wise Approach to Testing for Output and Growth Convergence by M. Hashem Pesaran [Downloadable!] 2004 Real Wages and Business Cycle Asymmetries by Ulrich Woitek [Downloadable!] 2004 Forecasting Quarterly German GDP at Monthly Intervals Using Monthly IFO Business Conditions Data by Stefan Mittnik & Peter Zadrozny [Downloadable!] 2004 Evaluating the German Inventory Cycle – Using Data from the Ifo Business Survey by Thomas A. Knetsch [Downloadable!] 2004 Firm Size and Monetary Policy Transmission – Evidence from German Business Survey Data by Michael Ehrmann [Downloadable!] 2004 Calibration of Interest Rate Models - Transition Market Case by Martin Vojtek [Downloadable!] 2004 Personal Income Tax Decentralization, Inequality and Social Welfare by Julio López Laborda & Jorge Onrubia Fernández [Downloadable!] 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 [Downloadable!] 2004 A Pair-wise Approach to Testing for Output and Growth Convergence by Pesaran, M.H. [Downloadable!] 2004 Back to the future? Habits and rational addiction in UK tobacco and alcohol demand by L. Fanelli & M. Mazzocchi [Downloadable!] 2004 Distribution of Trading Activity across Strike Prices in the DAX Index Options Market by Zdravetz Lazarov [Downloadable!] 2004 Testing for Long-Run PPP in a System Context: Evidence for the US, Germany and Japan by Dimitrios Sideris [Downloadable!] 2004 Financial Markets and Economic Growth in Greece by George Hondroyiannis & Sarantis Lolos & Evangelia Papapetrou [Downloadable!] 2004 Testing Long-Run Purchasing Power Parity under Exchange Rate Targeting by Sophocles N. Brissimis & Dimitris A. Sideris & Fragiska K. Voumvaki [Downloadable!] 2004 Who was in the driving seat in Europe during the nineties, International financial markets or the BUBA? by Roger Hammersland [Downloadable!] 2004 The degree of independence in European goods markets : An I(2) analysis of German and Norwegian trade data by Roger Hammersland [Downloadable!] 2004 Oil wealth and real exchange rates: The FEER for Norway by Q. Farooq Akram [Downloadable!] 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 [Downloadable!] 2004 Modelling inflation in the Euro Area by Eilev S. Jansen [Downloadable!] 2004 Testing for a time-varying price-cost markup in the Euro area inlation process by Christopher Bowdler & Eilev S. Jansen [Downloadable!] 2004 Règle de Taylor et politique monétaire dans la zone euro by Mésonnier, J-S. & Renne, J-P. [Downloadable!] 2004 A Time-Varying Natural Rate for the Euro Area by Mésonnier, J-S. & Renne, J-P. [Downloadable!] 2004 Monetary policy and stock prices: theory and evidence by Stefano Neri [Downloadable!] 2004 A useful tool to identify recessions in the euro-area by Pilar Bengoechea & Gabriel Pérez-Quirós [Downloadable!] 2004 Estimating Policy-Neutral Interest Rates for Canada Using a Dynamic Stochastic General-Equilibrium Framework by Jean-Paul Lam [Downloadable!] 2004 Une approche éclectique d'estimation du PIB potentiel pour le Royaume-Uni by Charles St-Arnaud [Downloadable!] 2004 Modélisation « PAC » du secteur extérieur de l'économie américaine by Marc-André Gosselin & René Lalonde [Downloadable!] 2004 Dynamic Monopolies with Stochastic Demand by Walter Beckert [Downloadable!] 2004 Unobserved Heterogeneity in Panel Time Series Models by Jerry Coakley & Ana-Maria Fuertes & Ron Smith [Downloadable!] 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 [Downloadable!] 2004 Índice De Atividade Econômica: Os Modelos De Filtro De Kalman E Box-Jenkins Comparados by Vamerson Schwingel Ribeiro & Joilson Dias [Downloadable!] 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 [Downloadable!] 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 [Downloadable!] 2004 Política Fiscal, Nível Tecnológico E Crescimento Econômico No Brasil: Teoria E Evidência Empírica by Luciana Cavalcante de Assis & Joilson Dias [Downloadable!] 2004 A Welfare Analysis Of Economic Fluctuations In South America by Fábio Augusto Reis Gomes & Leandro Gonçalves do Nascimento [Downloadable!] 2004 Estimating Potential Output And The Output Gap For Brazil by Carlos Hamilton Vasconcelos Araujo & Marta Baltar Moreira Areosa & Osmani Teixera de Carvalho Guillén [Downloadable!] 2004 Metas Inflacionárias, Preços Livres E Administrados No Brasil: Uma Análise Econométrica by Cleomar Gomes & Otávio Aidar [Downloadable!] 2004 Country pair-correlations as a measure of financial integration: the case of the Euro equity markets by Manuela CROCI [Downloadable!] 2004 A Regime Switching Long Memory Model for Electricity Prices by Niels Haldrup & Morten O. Nielsen [Downloadable!] 2004 Estimating Policy-Neutral Interest Rates for Canada Using a Dynamic Stochastic General Equilibrium Framework by Jean-Paul Lam & Greg Tkacz [Downloadable!] 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 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 [Downloadable!] 2004 AN APPLICATION OF THE GARCH-t MODEL ON CENTRAL EUROPEAN STOCK RETURNS by Miloslav Vošvrda & Filip Žikeš [Downloadable!] 2004 Exogeneity within the M2 Demand Function: Evidence from a Large Macroeconomic System by Martin B. Schmidt [Downloadable!] 2004 The International Price Transmission in Stock Index Futures Markets by Jian Yang & David A. Bessler [Downloadable!] 2004 Threshold Effects in the U.S. Budget Deficit by Philip Arestis & Andrea Cipollini & Bassam Fattouh [Downloadable!] 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 [Downloadable!] 2004 Are Minimum Wages to Blame for Informality in the Labour Market? by Francisco Carneiro [Downloadable!] 2004 Firm and Corporate Bond Valuation: A Simulation Dynamic Programming Approach by Augusto Castillo [Downloadable!] 2004 Regional Convergence in Italy: 1951-2000 by Claudio Morana [Downloadable!] 2004 Modelling of Structural Changes in Demand for Money Cointegration Relations by Hannu Koskinen [Downloadable!] 2004 Volatilidad del mercado accionario y la crisis asiática. Evidencia internacional de asimetrías by Johnson, Christian A. & Soriano, Fabián A. 2004 Outlier Detection, Seasonal Adjustment and Cycle Extraction in New Member States of European Union by Buono, D. [Downloadable!] 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. [Downloadable!] 2004 Unit-Root, Cointegration and Granger Causality Test Results for Export and Growth in OECD Countries by Konya, Laszlo [Downloadable!] 2004 Political Instability and Growth: An Econometric Analysis of Turkey, Mexico, Argentina and Brazil, 1985-2004 by Bildirici, M. [Downloadable!] 2004 Canadian and U.S. financial markets: testing the international integration hypothesis under time-varying conditional volatility by Michel Normandin [Downloadable!] 2004 Business cycles in Mexico and the United States: Do they share common movements? by Jorge Herrera Hernández [Downloadable!] 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 [Downloadable!] 2004 Seasonal Specific Structural Time Series by Tommaso Proietti [Downloadable!] 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 [Downloadable!] 2004 The UK Household Sector Demand for Risky Money by Thomas Elger & Jane M. Binner [Downloadable!] 2004 Inflation, Shadow Prices and the EMU: Evidence From Greece by Efthymios G. Tsionas & Dimitris K. Christopoulos [Downloadable!] 2004 What drives housing price dynamics: cross-country evidence by Kostas Tsatsaronis & Haibin Zhu [Downloadable!] 2004 Modelling the Risk at the Central European Stock Exchange at times of Crisis by Nigohos Kanaryan [Downloadable!] 2003 How wacky is the DAX? The changing structure of German stock market volatility by Werner, Thomas & Stapf, Jelena [Downloadable!] 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 [Downloadable!] 2003 How Does Systematic Risk Impact US Credit Spreads? A Copula Study by Hayette Gatfaoui [Downloadable!] 2003 Convergence to Purchasing Power Parity at the Commencement of the Euro by Claude Lopez & David H. Papell [Downloadable!] 2003 Business cycles asymmetry and monetary policy: a further investigatio= n=20 using MRSTAR models by Gilles DUFRENOT & Val=E9rie MIGNON & Anne PEGUIN-FEISSOLE [Downloadable!] 2003 Estimation of Some Omani Macroeconomic Parameters - A Discussion by Ananth Rao [Downloadable!] 2003 Inflation, Output Growth, and Stabilization in Turkey, 1980-2002 by Sel Dibooglu & Aykut Kibritcioglu [Downloadable!] 2003 Persistent misalignments of the European exchanges rates: some evidence from nonlinear cointegration by Gilles DUFRENOT & Laurent MATHIEU & Val=E9rie MIGNON & Anne PEGUIN-FEISSOLE [Downloadable!] 2003 Stock Market Valuation In The United States by Patrick BISCIARI & Alain DURRE & Alain NYSSENS [Downloadable!] 2003 Stock Market Valuation : the Role of the Macroeconomic Risk Premium by Christophe Boucher [Downloadable!] 2003 A SETAR model with long-memory dynamics by Gilles DUFRENOT & Dominique GUEGAN & Anne PEGUIN-FEISSOLLE [Downloadable!] 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 [Downloadable!] 2003 On Priors for Impulse Responses in Bayesian Structural VAR Models by Andrzej Kociêcki [Downloadable!] 2003 Should Stock Market Indexes Time Varying Correlations Be Taken Into Account? A Conditional Variance Multivariate Approach by Ryan SULEIMANN [Downloadable!] 2003 New Technology Stock Market Indexes Contagion: A VAR-dccMVGARCH Approach by Ryan SULEIMANN [Downloadable!] 2003 The Contagion Effect Between the Volatilities of the NASDAQ-100 and the IT.CA :A Univariate and A Bivariate Switching Approach by Ryan SULEIMANN [Downloadable!] 2003 Powerful Trend Function Tests That are Robust to Strong Serial Correlation with an Application to the Prebisch Singer Hypothesis by Helle Bunzel & Timothy Vogelsang [Downloadable!] 2003 Modeling the Behavior of Prague Stock Exchange Index (PX-50) by Martina Hornikova [Downloadable!] 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 [Downloadable!] 2003 Real Exchange Rates in Central and Eastern Europe : What Scope for the Underlying Fundamentals? by Gilles DUFRENOT & Balazs Egert [Downloadable!] 2003 Real Exchange Rates in Central and Eastern Europe : What Scope for the Underlying Fundamentals? by Gilles DUFRENOT & Balazs Egert [Downloadable!] 2003 Credit Market Disequilibrium in Poland: Can We Find What We Expect? Non-Stationarity and the “Min”Condition by Christophe Hurlin & Rafal Kierzenkowski & [Downloadable!] 2003 Some Finite Sample Results On Testing For Granger Noncausality by Judith A. Clarke & Sadaf Mirza [Downloadable!] 2003 Capital Taxation, Globalization, and International Tax Competition by Kenneth G. Stewart & Michael C. Webb [Downloadable!] 2003 Endogenous growth and Stock Market Development by Guglielmo Maria Caporale, & Peter G. A Howells, & Alaa M. Soliman, [Downloadable!] 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 [Downloadable!] 2003 The Market's View on the Probability of Banking Sector Failure: Cross-Country Comparisons by Hans Byström [Downloadable!] 2003 Estimating Default Probabilities Using Stock Prices: The Swedish Banking Sector During the 1990s Banking Crisis by Hans Byström [Downloadable!] 2003 Estimation of an Adaptive Stock Market Model with Heterogeneous Agents by Henrik Amilon [Downloadable!] 2003 New Asian Regionalism: Evidence of ASEAN+3 Free Trade Agreement From Extended Gravity Theory and New Modelling Approach by Tran Van Hoa [Downloadable!] 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 [Downloadable!] 2003 Reexamining the maturity effect using extensive futures data by Daal, Elton & Farhat, Joseph Basheer & Wei, Peihwang P. [Downloadable!] 2003 A Structural Estimation and Interpretation of the New Keynesian Macro Model by Seonghoon Cho & Antonio Moreno [Downloadable!] 2003 Reaching Inflation Stability by Antonio Moreno [Downloadable!] 2003 Fractional Integration and the Dynamics of UK Unemployment by Luis A. Gil-Alana & S.G. Brian Henry [Downloadable!] 2003 Structural Changes in Volatility and Stock Market Development: Evidence for Spain by Juncal Cunado & Javier Gómez Biscarri & Fernando Pérez de Gracia [Downloadable!] 2003 Additional Empirical Evidence on Real Convergence: A Fractionally Integrated Approach by Juncal Cunado & Luis A. Gil-Alana & Fernando Pérez de Gracia [Downloadable!] 2003 On Polynomial Cointegration in the State Space Framework by Dietmar Bauer & Martin Wagner [Downloadable!] 2003 A Canonical Form for Unit Root Processes in the State Space Framework by Dietmar Bauer & Martin Wagner [Downloadable!] 2003 The Performance of Subspace Algorithm Cointegration Analysis: A Simulation Study by Dietmar Bauer & Martin Wagner [Downloadable!] 2003 On the regional impact of public capital formation in spain by Alfredo Marvão Pereira & Oriol Roca Sagalés [Downloadable!] 2003 More on Testing Exact Rational Expectations in Cointegrated Vector Autoregressive Models: Restricted Drift Terms by Søren Johansen and Anders Rygh Swensen [Downloadable!] 2003 A linear demand system within a Seemingly Unrelated Time Series Equation framework by Arvid Raknerud, Terje Skjerpen and Anders Rygh Swensen [Downloadable!] 2003 The importance of interest rates for forecasting the exchange rate by Hilde C. Bjørnland and Håvard Hungnes [Downloadable!] 2003 The BSE Crisis and the Price of Red Meat in the UK by John Leeming & Paul Turner [Downloadable!] 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 Small Noise Asymptotics for a Stochastic Growth Model by Noah Williams [Downloadable!] 2003 Estimating Monetary Policy Rules in Small Open Economies: A Structural Approach by Frank Schorfheide & Thomas A. Lubik 2003 Parametric Estimation of Quadratic Term Structure Models of Interest Rates by H. Vincent Poor & Li Chen [Downloadable!] 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 Credit Crunch in Germany? by Torsten Schmidt & Hiltrud Nehls [Downloadable!] 2003 Predicting Inflation: Does The Quantity Theory Help? by Lance J. Bachmeier & Norman R. Swanson [Downloadable!] 2003 Volatility Spillover Effects in European Equity Markets by L. BAELE [Downloadable!] 2003 Monetary Policy and the Exchange Rate During the Asian Crisis: Identification Through Heteroscedasticity by Guglielmo Maria Caporale & Andrea Cipollini & Panicos Demetriades [Downloadable!] 2003 Threshold Effects in the US Budget Deficit by Philip Arestis & Andrea Cipollini & Bassam Fattouh [Downloadable!] 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 [Downloadable!] 2003 On the Aggregation of Market and Credit Risks by Carol Alexandra & Jacques Pezier [Downloadable!] 2003 Sources of Over-performance in Equity Markets: Mean Reversion, Common Trends and Herding by Carol Alexander & Anca Dimitriu [Downloadable!] 2003 Long and Short-Run Determinants of Money Demand in New Zealand: Evidence from Cointegration Analysis by Abbas Valadkhani [Downloadable!] 2003 A Dynamic Factor Analysis of Financial Contagion in Asia by Andrea Cipollini & George Kapetanios [Downloadable!] 2003 Testing for Cointegration in Nonlinear STAR Error Correction Models by George Kapetanios & Yongcheol Shin & Andy Snell [Downloadable!] 2003 A Comparison of Estimation Methods for Dynamic Factor Models of Large Dimensions by George Kapetanios & Massimiliano Marcellino [Downloadable!] 2003 A Note on Joint Estimation of Common Cycles and Common Trends in Nonstationary Multivariate Systems by George Kapetanios [Downloadable!] 2003 A New Nonparametric Test of Cointegration Rank by George Kapetanios [Downloadable!] 2003 Un semplice modello univariato per la previsione a breve termine dell'inflazione italiana by Rapacciuolo, Ciro [Downloadable!] 2003 Eficienţa Pieţei Financiare Din România - Condiţie Necesară În Perspectiva Aderării La Uniunea Europeană by Barna, Flavia & Dima, Bogdan & Labunet, Aurora [Downloadable!] 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 [Downloadable!] 2003 Measuring Capital Mobility in the Asia Pacific Rim by Chan, Tze-Haw & Baharumshah, Ahmad Zubaidi [Downloadable!] 2003 Fear Trading by Ardia, David [Downloadable!] 2003 Macroeconomic Volatility Trade-off and Monetary Policy Regime in the Euro Area by Alvaro Aguiar & Manuel M. F. Martins [Downloadable!] 2003 Trend, cycle, and non-linear trade-off in the Euro Area 1970-2001 by Alvaro Aguiar & Manuel M. F. Martins [Downloadable!] 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 [Downloadable!] 2003 Temporal Aggregation, Causality Distortions, and a Sign Rule by Tilak Abeysinghe & Gulasekaran Rajaguru [Downloadable!] 2003 Non-Fundamental Expectations and Economic Fluctuations: Evidence from Professional Forecasts by Keen Meng Choy & Kenneth Leong & Anthony S. Tay [Downloadable!] 2003 General-to-Specific Model Selection Procedures for Structural Vector Autoregressions by Hans-Martin Krolzig [Downloadable!] 2003 Comparison of Model Reduction Methods for VAR Processes by Ralf Brüggemann & Hans-Martin Krolzig & Helmut Lütkepohl [Downloadable!] 2003 Inflation Adjustment in the Open Economy: An I(2) Analysis of UK Prices by Heino Bohn Nielsen & Christopher Bowdler [Downloadable!] 2003 Modelling Security Market Events in Continuous Time: Intensity Based, Multivariate Point Process Models by Clive G. Bowsher [Downloadable!] 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 [Downloadable!] 2003 Small Noise Asymptotics for a Stochastic Growth Model by Noah Williams [Downloadable!] 2003 A Tale of Two Time Scales: Determining Integrated Volatility with Noisy High Frequency Data by Lan Zhang & Per A. Mykland & Yacine Ait-Sahalia [Downloadable!] 2003 Stock market valuation in the United States by Patrick Bisciari & Alain Durré & Alain Nyssens [Downloadable!] 2003 Methods to Estimate Dynamic Stochastic General Equilibrium Models by RUGE-MURCIA, Francisco J. [Downloadable!] 2003 Methods to Estimate Dynamic Stochastic General Equilibrium Models by RUGE-MURCIA, Francisco J. [Downloadable!] 2003 Small Sample Improvements in the Statistical Analysis of Seasonally Cointegrated Systems by Cubadda, Gianluca & Omtzigt, Pieter [Downloadable!] 2003 Common Shocks, Common Dynamics, and the International Business Cycle by Centoni, Marco & Cubadda, Gianluca & Hecq, Alain [Downloadable!] 2003 Forecasting Industrial Production and the Early Detection of Turning Points by Bruno, Giancarlo & Lupi, Claudio [Downloadable!] 2003 The Role of Common Cyclical Features for Coincident and Leading Indexes Building by Cubadda, Gianluca & Hecq, Alain [Downloadable!] 2003 Duration Dependent Markov-Switching Vector Autoregression: Properties, Bayesian Inference, Software and Application by Matteo Pelagatti [Downloadable!] 2003 Efficient allocation of land in a decoupled world by Roche, M. & McQuinn, K. [Downloadable!] 2003 Monetary Policy Shocks: Testing Identification Conditions Under Time-Varying Conditional Volatility by Michel Normandin & Louis Phaneuf [Downloadable!] 2003 Transmission of Monetary Shocks in Latvia by Martins Bitans & Dainis Stikuts & Ivars Tillers [Downloadable!] 2003 Some Additional Evidence from the Credit Channel on the Response to Monetary Shocks: Looking for Asymmetries by Fabio ALESSANDRINI [Downloadable!] 2003 Likelihood Ratio Testing for Cointegration Ranks in I(2) Models by Heino Bohn Nielsen & Anders Rahbek [Downloadable!] 2003 Cointegration Analysis in the Presence of Outliers by Heino Bohn Nielsen [Downloadable!] 2003 Inflation, Minimum Wage and Other Wages: An Econometric Study on French Macroeconomic Data by L'Horty, Yannick & Rault, Christophe [Downloadable!] 2003 Volatility And Var Forecasting For The Ibex-35 Stock-Return Index Using Figarch-Type Processes And Different Evaluation Criteria by Trino-Manuel Ñíguez [Downloadable!] 2003 Forecasting Euro-Area Industrial Production Using (Mostly) Business Surveys Data by Bruno Giancarlo & Lupi Claudio [Downloadable!] 2003 Liberalization of capital inflows and the real exchange rate in India: A VAR analysis by Indrani Chakraborty [Downloadable!] 2003 Testing for Relative Predictive Accuracy: A Critical Viewpoint by Kunst, Robert M. [Downloadable!] 2003 Canadian and U.S. Financial Markets: Testing the International Integration Hypothesis Under Time-Varying Conditional Volatility by Michel Normandin [Downloadable!] 2003 Monetary Policy Shocks: Testing Identification Conditions Under Time-Varying Conditional Volatility by Michel Normandin & Louis Phaneuf [Downloadable!] 2003 The Granger Non-Causality Test in Cointegrated Vector Autoregressions by Hiroaki Chigira & Taku Yamamoto [Downloadable!] 2003 Tests for Long-Run Granger Non-Causality in Cointegrated Systems by Taku Yamamoto & Eiji Kurozumi [Downloadable!] 2003 The Granger Non-Causality Test in Cointegrated Vector Autoregressions by Chigira, Hiroaki & Yamamoto, Taku [Downloadable!] 2003 Tests for Long-Run Granger Non-Causality in Cointegrated Systems by Yamamoto, Taku & Kurozumi, Eiji [Downloadable!] 2003 Intersectoral Wage Linkages in Sweden by Friberg, Kent [Downloadable!] 2003 Monetary Policy Analysis in a Small Open Economy using Bayesian Cointegrated Structural VARs by Villani, Mattias & Warne, Anders [Downloadable!] 2003 The Equilibrium Rate of Unemployment and the Real Exchange Rate: An Unobserved Components System Approach by Lindblad, Hans & Sellin, Peter [Downloadable!] 2003 Business Survey Data: Do They Help in Forecasting the Macro Economy? by Hansson, Jesper & Jansson, Per & Löf, Mårten [Downloadable!] 2003 Bayes Estimators of the Cointegration Space by Villani, Mattias [Downloadable!] 2003 A stable demand for money despite financial crisis: The case of Venezuela by C. Bjørnland, Hilde [Downloadable!] 2003 Estimating the equilibrium real exchange rate in Venezuela by Bjørnland, Hilde C. [Downloadable!] 2003 Fundamental determinants of the long run real exchange rate: The case of Norway by Bjørnland, Hilde C. & Hungnes, Håvard [Downloadable!] 2003 Testing the New Keynesian Phillips curve by Bårdsen, Gunnar & Jansen, Eilev S. & Nymoen, Ragnar [Downloadable!] 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 Testing constancy of the error covariance matrix in vector models by Eklund, Bruno & Teräsvirta, Timo [Downloadable!] 2003 Trois essais sur les anticipations d'inflation - Three essays on inflation expectation by Jean-Pierre Allégret & Jean-François Goux [Downloadable!] 2003 On Business Cycle Asymmetries in G7 Countries by Prasad Bidarkota & Khurshid M. Kiani [Downloadable!] 2003 A Multiple Indicators Model For Volatility Using Intra-Daily Data by Robert F. Engle & Giampiero M. Gallo [Downloadable!] 2003 Long-run Models of Oil Stock Prices by Alessandro Lanza & Matteo Manera & Margherita Grasso & Massimo Giovannini [Downloadable!] 2003 Inflação Portuguesa: pelos custos ou monetária? by Agostinho S. Rosa [Downloadable!] 2003 The transmission mechanism in a changing world by Michael ARTIS & Ana Beatriz C. GALVÃO & Massimiliano MARCELLINO [Downloadable!] 2003 Shock Therapy? An I (2) Cointegration Analysis of the Russian Stabilization by Ekaterina VOSTROKNUTOVA [Downloadable!] 2003 A Re-interpretation of the Linear-Quadratic Model When Inventories and Sales are Polynomially Cointegrated by Anindya BANERJEE & Paul MIZEN [Downloadable!] 2003 Will the Monetary Pillar Stay? A Few Lessons from the UK by Paolo PAESANI [Downloadable!] 2003 Polish Stabilization: What Can We Learn From the I (2) Cointegration Analysis by Ekaterina VOSTROKNUTOVA [Downloadable!] 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 [Downloadable!] 2003 A Monthly Monetary Model with Banking Intermediation for the Euro Area by Annick Bruggeman & Marie Donnay [Downloadable!] 2003 Time-Varying Nairu and Real Interest Rates in the Euro Area by Camille Logeay & Silke Tober [Downloadable!] 2003 The role of the term spread in an augmented Taylor rule: An empirical investigation by Jesús Vazquez [Downloadable!] 2003 Switching regimes in the term structure of interest rates furing US post-war by Jesús Vazquez [Downloadable!] 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 [Downloadable!] 2003 Model-Free Impulse Responses by Jorda, Oscar [Downloadable!] 2003 Searching for the Causal Structure of a Vector Autoregression by Hoover, Kevin & Demiralp, Selva [Downloadable!] 2003 UK Business Investment: Long-Run Elasticities and Short-Run Dynamics by Ellis, Colin & Simon Price [Downloadable!] 2003 The Effect of Skill shortages on Unemployment and Real Wage Growth: A Simultaneous Equation Approach by Wallis, Gavin [Downloadable!] 2003 Bayesian Analysis of Stochastic and Deterministic Processes in The Error Correction Model by Strachan, Rodney & Brett Inder [Downloadable!] 2003 Do Technology Shocks Drive Hours Up or Down? A Little Evidence from an Agnostic Procedure by Rossi, Barbara & Pesavento, Elena [Downloadable!] 2003 Small Sample Confidence Intervals for Multivariate Impulse Response Functions at Long Horizons by Rossi, Barbara & Pesavento, Elena [Downloadable!] 2003 Eurozone money demand: time series and dynamic panel results by E.M. Bosker [Downloadable!] 2003 Forecasting Inflation in the Netherlands and the Euro Area by A.H.J. den Reijer & P.J.G. Vlaar [Downloadable!] 2003 On the Strenght of the US Dollar: Can it be Explained by Output Growth? by P.J.G. Vlaar 2003 Forecasting inflation: An art as well as a science! by P.J.G. Vlaar & A.H.J. den Reijer [Downloadable!] 2003 The (A)Symmetry of shocks in the EMU by Bastiaan A. Verhoef [Downloadable!] 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 [Downloadable!] 2003 Multicointegration in US Consumption Data by Boriss Siliverstovs [Downloadable!] 2003 Effekte einer Arbeitszeitverkürzung: empirische Evidenz für Frankreich by Camille Logeay & Sven Schreiber [Downloadable!] 2003 Time-varying Nairu and Real Interest Rates in the Euro Area by Camille Logeay & Silke Tober [Downloadable!] 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 [Downloadable!] 2003 Measuring Synchronisation and Convergence of Business Cycles by Siem Jan Koopman & Joao Valle e Azevedo [Downloadable!] 2003 Convergence in European GDP Series by Rob Luginbuhl & Siem Jan Koopman [Downloadable!] 2003 A simple asymptotic analysis of residual-based statistics by Werker, B.J.M. & Andreou, E. 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Phillips [Downloadable!] 2003 Non-linear multivariate adjustment of the UK real exchange rate by Costas Milas [Downloadable!] 2003 The Price-Dividend Relationship in Inflationary and Deflationary Regimes by Jacob Madsen & Costas Milas [Downloadable!] 2003 Testing for two-regime threshold cointegration in the parallel and official markets for foreign currency in Greece by Nektarios Aslanidis & George Kouretas [Downloadable!] 2003 What Caused the Early Millennium Slowdown? Evidence Based on Vector Autoregressions by Peersman, Gert [Downloadable!] 2003 Microeconomic Sources of Equity Risk by Wickens, Michael R [Downloadable!] 2003 The Transmission Mechanism in a Changing World by Artis, Michael J & Galvão, Ana Beatriz C & Marcellino, Massimiliano [Downloadable!] 2003 Price Discovery in Fragmented Markets by de Jong, Frank & Schotman, Peter C [Downloadable!] 2003 Exchange Rate Pass-Through in Candidate Countries by Coricelli, Fabrizio & Jazbec, Bostjan & Masten, Igor [Downloadable!] 2003 Monetary-Fiscal Mix and Inflation Performance: Evidence from the US by Favero, Carlo A & Monacelli, Tommaso [Downloadable!] 2003 Markov Switching Causality and the Money-Output Relationship by Psaradakis, Zacharias & Ravn, Morten O. & Sola, Martin [Downloadable!] 2003 Some Exchange Rates Are More Stable than Others; Short-Run Evidence from Transition Countries by Ales Bulir [Downloadable!] 2003 Short Run and Long Run Causality in Time Series: Inference by Jean-Marie Dufour & Denis Pelletier & Éric Renault [Downloadable!] 2003 Testing Optimal Punishment Mechanisms Under Price Regulation: the Case of the Retail Market for Gasoline by Robert Gagné & Simon van Norden & Bruno Versaevel [Downloadable!] 2003 Inflation convergence after the introduction of the Euro by Markus Mentz, & Steffen P. Sebastian [Downloadable!] 2003 Heterogeneous Expectations in the Foreign Exchange Market Evidence from the Daily Dollar/DM Exchange Rate by Ralf Ahrens & Stefan Reitz [Downloadable!] 2003 Macroeconomic Dynamics and Credit Risk: A Global Perspective by Til Schuermann & Bjoern-Jakob Treutler & Scott M. Weiner & M. Hashem Pesaran [Downloadable!] 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 [Downloadable!] 2003 Terms of Trade and Supply Response of Indian Agriculture: Analysis in Cointegration Framework by Surajit Deb [Downloadable!] 2003 Performance Evaluation of the New Connecticut Leading Employment Index Using Lead Profiles and BVAR Models by Anirvan Banerji & Pami Dua & Stephen M. Miller [Downloadable!] 2003 Macroeconomic Dynamics and Credit Risk: A Global Perspective by Pesaran, M.H. & Schuermann, T. & Treutler, B-J. & Weiner, S.M. [Downloadable!] 2003 Cyclical Components in Economic Time Series: a Bayesian Approach by Harvey, A. & TTrimbur, T. & van Dijk, H. [Downloadable!] 2003 Multivariate Unit Root Tests and Testing for Convergence by Harvey, A. & Bates, D. [Downloadable!] 2003 Dynamic employment adjustments over business cycles by Tung Liu & Lee C. Spector [Downloadable!] 2003 Measuring trend output: how useful are the Great Ratios? by Cliff L.F. Attfield & Jonathan R.W. Temple [Downloadable!] 2003 Balanced Growth and Output Convergence in Europe by Clifford L.F. Attfield [Downloadable!] 2003 Structural Breaks and Permanent Trends by Clifford L.F. Attfield [Downloadable!] 2003 Structural Breaks and Convergence in Output Growth in the EU by Clifford L.F. Attfield [Downloadable!] 2003 Changes in Financial Structure and Asset Price Substitutability: A Test of the Bank Lending Channel by Sophocles N. Brissimis & Nicholas S. Magginas [Downloadable!] 2003 What is this thing called confidence? A comparative analysis of consumer confidence indices in eight major countries by Roberto Golinelli & Giuseppe Parigi [Downloadable!] 2003 Tests of seasonal integration and cointegration in multivariate unobserved component models by Fabio Busetti [Downloadable!] 2003 Shift Contagion in Asset Markets by Toni Gravelle & Maral Kichian & James Morley [Downloadable!] 2003 Common Trends and Common Cycles in Canadian Sectoral Output by Francisco Barillas & Christoph Schleicher [Downloadable!] 2003 Are Wealth Effects Important for Canada? by Lise Pichette & Dominique Tremblay [Downloadable!] 2003 Un modèle « PAC » d'analyse et de prévision des dépense des ménages américains by Marc-André Gosselin & René Lalonde [Downloadable!] 2003 GARCH multivariati e approccio di Black.Litterman nell'asset allocation tattica: un'analisi empirica by Giulio PALOMBA [Downloadable!] 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 [Downloadable!] 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 Do Changes In Oil Price Have An Influence On Gdp Growth? by Otakar Hevler [Downloadable!] 2003 Sostenibilidad de las políticas fiscales, exogeneidad y causalidad entre ingresos y gastos para las provincias argentinas by Guillermo J. Vúletin [Downloadable!] 2003 Fuentes de variabilidad en las principales economías occidentales by Pedro José Pérez Vázquez [Downloadable!] 2003 Long-Run Growth and Income Distribution: Evidence for Italy and the US by Claudio Morana [Downloadable!] 2003 Structural Change and Small-Sample Inference in a Long-Run Structural Var Model of UK Aggregate Demand by Dimitrios Papaikonomou 2003 International macroeconomic fluctuations and the current account by Mathias Hoffmann [Downloadable!] 2003 Is the export-led growth hypothesis valid for Canada? by Titus O. Awokuse [Downloadable!] 2003 Implications des chocs communs et specifiques pour le federalisme budgetaire europeen by Alexis Garatti [Downloadable!] 2003 Why Is French Equilibrium Unemployment So High? by Yannick L'horty & Christophe Rault [Downloadable!] 2003 Credit Market Imperfections and Business Cycle Dynamics: A Nonlinear Approach by Christina Atanasova [Downloadable!] 2003 Long Memory Inflationary Dynamics: The Case of Brazil by Valderio A. Reisen & Francisco Cribari-Neto & Mark J. Jensen [Downloadable!] 2003 Aggregation of Non Stationary Demand Systems by Jérôme Adda & Jean-Marc Robin [Downloadable!] 2003 Regra de Taylor e política monetária em condições de endividamento público no Brasil by Cleomar Gomes & Márcio Holland [Downloadable!] 2002 Tail Wags Dog? Time-Varying Information Shares in the Bund Market by Upper, Christian & Werner, Thomas [Downloadable!] 2002 Central Bank Intervention and Exchange Rate Expectations: Evidence from the Daily DM/US-Dollar Exchange Rate by Reitz, Stefan [Downloadable!] 2002 Testing For Cointegration Rank Using Bayes Factors by Sugita, Katsuhiro [Downloadable!] 2002 The Economic Consequences Of A Weak Judiciary: Insights From India by Wolfgang Koehling [Downloadable!] 2002 The Estimation of the NAIRU and the Effect of Permanent Sectoral Employment Reallocation. The Italian Evidence by Vincenzo Di Maro [Downloadable!] 2002 An information-theoretic extension to structural VAR modelling by Nikolaus A. Siegfried [Downloadable!] 2002 Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model by M. Hashem Pesaran & Til Schuermann & Scott M. Weiner [Downloadable!] 2002 Improved Nonparametric Confidence Intervals in Time Series Regressions by Joseph P. Romano & Michael Wolf [Downloadable!] 2002 Subsampling the Mean of Heavy-tailed Dependent Observations by Piotr Kokoszka & Michael Wolf [Downloadable!] 2002 Is the US Fiscal Deficit Sustainable? A Fractionally Integrated and Cointegrated Approach by Juncal Cunado & Luis A. Gil-Alana & Fernando Pérez de Gracia [Downloadable!] 2002 Multistep Predictions from Multivariate ARMA-GARCH: Models and their Value for Portfolio Management by Jaroslava Hlouskova & Kurt Schmidheiny & Martin Wagner [Downloadable!] 2002 A Comparison of Johansen's, Bierens and the Subspace Algorithm Method for Cointegration Analysis by Martin Wagner [Downloadable!] 2002 Asymptotic Properties of Pseudo Maximum Likelihood Estimates for Multiple Frequency I(1) Processes by Dietmar Bauer & Martin Wagner [Downloadable!] 2002 Spillover effects of public capital formation : evidence from the spanish regions by Alfredo Marvao Pereira & Oriol Roca Sagalés [Downloadable!] 2002 Fundamental determinants of the long run real exchange rate: The case of Norway by Hilde Christiane Bjørnland and Håvard Hungnes [Downloadable!] 2002 interpolation with a large information set by Angelini, Henry, Marcellino [Downloadable!] 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 A hybrid clustering scheme for time series forecasting by A. Sfetsos & C. Siriopoulos [Downloadable!] 2002 Probability distribution of returns in the Heston model with stochastic volatility by A. Dragulescu & V. M. Yakovenko 2002 The Cointegration Alpha: Enchanced Index Tracking and Long-Short Equity Market Neutral Stragies by Carol Alexandra & Anca Dimitriu [Downloadable!] 2002 Modelling Demand for Broad Money in Australia by Abbas Valadkhani [Downloadable!] 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 [Downloadable!] 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 [Downloadable!] 2002 Short and Long-Term Price Linkages Among Asia-Pacific Economic Cooperation (APEC) Equity Markets by Andrew C. Worthington & Helen Higgs [Downloadable!] 2002 Modelling Core Inflation for the UK Using a New Dynamic Factor Estimation Method and a Large Disaggregated Price Index Dataset by George Kapetanios [Downloadable!] 2002 Unit Root Testing against the Alternative Hypothesis of up to m Structural Breaks by George Kapetanios [Downloadable!] 2002 Bootstrap Statistical Tests of Rank Determination for System Identification by Gonzalo Camba-Mendez & George Kapetanios [Downloadable!] 2002 Factor Analysis Using Subspace Factor Models: Some Theoretical Results and an Application to UK Inflation Forecasting by George Kapetanios [Downloadable!] 2002 Unit Root Tests in Three-Regime SETAR Models by George Kapetanios & Yongcheol Shin [Downloadable!] 2002 Un indicateur d'entrée et sortie de récession: application aux Etats-Unis by Anas, Jacques & Ferrara, Laurent [Downloadable!] 2002 The Australian Business Cycle: A New View by Harding, Don [Downloadable!] 2002 Noisy Vertical Markets by Raghbendra Jha & Hari K. Nagarajan [Downloadable!] 2002 Impact of Systematic Sampling on Causality in the presence of Unit Roots by Rajaguru GULASEKARAN [Downloadable!] 2002 The Empirical (ir)Relevance of the New Keynesian Phillips Curve by Gunnar Bårdsen & Eilev S. Jansen & Ragnar Nymoen [Downloadable!] 2002 Consistent Expectations, Rational Expectations, Multiple-Solution Indeterminacies, and Least-Squares Learnability by Bennett T. McCallum [Downloadable!] 2002 Closed-Form Likelihood Expansions for Multivariate Diffusions by Yacine Ait-Sahalia [Downloadable!] 2002 The Effects of Random and Discrete Sampling When Estimating Continuous-Time Diffusions by Yacine Ait-Sahalia & Per A. Mykland [Downloadable!] 2002 Influence Diagnostics in GARCH Processes by Xibin Zhang & Maxwell L. King [Downloadable!] 2002 Sectoral Fluctuations in U.K. Firms' Investment Expenditures by Mustafa Caglayan & Neslihan Ozkan & Christopher F Baum [Downloadable!] 2002 High Inflation, Hyperinflation and Explosive Roots. The Case of Yugoslavia by Katarina Juselius & Zorica Mladenovic [Downloadable!] 2002 Analyzing I(2) Systems by Transformed Vector Autoregressions by Hans Christian Kongsted & Heino Bohn Nielsen [Downloadable!] 2002 Testing the Nominal-to-Real Transformation by Hans Christian Kongsted [Downloadable!] 2002 Keynesian and Monetarist Views on the German Unemployment Problem — Theory and Evidence by Jan Gottschalk [Downloadable!] 2002 Are stock returns a leading indicator for real macroeconomic developments? by Johann Burgstaller [Downloadable!] 2002 Forecasting Time-Varying Covariance Matrices In Intradaily Electricity Spot Prices by Ángel León & Antonio Rubia [Downloadable!] 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 [Downloadable!] 2002 Tail-Dependence in Stock-Return Pairs by Fortin, Ines & Kuzmics, Christoph [Downloadable!] 2002 Decision Maps for Bivariate Time Series with Potential Thrshold Cointegration by Kunst, Robert M. [Downloadable!] 2002 Testing for Stationarity in a Cointegrated System by Kunst, Robert M. [Downloadable!] 2002 On Mean Reversion in Real Interest Rates: An Application of Threshold Cointegtation by Jumah, Adusei & Kunst, Robert M. [Downloadable!] 2002 Measures of Technology and the Business Cycle by Alexius, Annika & Carlsson, Mikael [Downloadable!] 2002 Extreme-Value Characteristics in Daily Time Series of Swedish Stock Returns by Brännäs, Kurt & Quoreshi, Shahiduzzaman & Simonsen, Ola [Downloadable!] 2002 Dynamic and Stochastic Structures in Tourism Demand Modelling by Nordström, Jonas 2002 Inflation, Exchange Rates and PPP in a Multivariate Panel Cointegration Model by Jacobson, Tor & Lyhagen, Johan & Larsson, Rolf & Nessén, Marianne [Downloadable!] 2002 Identifying the Effects of Monetary Policy Shocks in an Open Economy by Jacobson, Tor & Jansson, Per & Vredin, Anders & Warne, Anders [Downloadable!] 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 An application of the analogy between vector ARCH and vector random coefficient autoregressive models by He, Changli & Teräsvirta, Timo [Downloadable!] 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 Nonlinear dynamics of interest rate and inflation by Lanne , Markku [Downloadable!] 2002 An information-theoretic extension to structural VAR modelling by Nikolaus A. Siegfried [Downloadable!] 2002 Using Structural Break Tests to Evaluate Policy Change: The Impact of U.S.-Japan Trade Agreements by Byron Gangnes & Craig Parsons [Downloadable!] 2002 The equilibrium rate of unemployment : a theoretical discussion and an empirical evaluation for six OECD countries by Odile Chagny & Frédéric Reynès & Henri Sterdyniak [Downloadable!] 2002 Unity and Plurality of the European Cycle by Guilhem Bentoglio & Jacky Fayolle & Matthieu Lemoine [Downloadable!] 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 [Downloadable!] 2002 Estimation of an International Capital Asset Pricing 
