## Research classified by
*Journal of
Economic Literature* (JEL) codes

Top JEL

/ C: Mathematical and Quantitative Methods

/ /

**C5: Econometric Modeling**

/ / / C50: General

/ / / C51: Model Construction and Estimation

/ / / C52: Model Evaluation, Validation, and Selection

/ / / C53: Forecasting and Prediction Models; Simulation Methods

/ / / C54: Quantitative Policy Modeling

/ / / C55: Modeling with Large Data Sets

/ / / C57: Econometrics of Games

/ / / C58: Financial Econometrics

/ / / C59: Other

**This topic is covered by the following reading lists:**

Most recent items first, undated at the end.

**A synthesis of the Grossman and Becker-Murphy models of health and addiction: theoretical and empirical implications**

*by*Jones, A. M.; & Laporte, A.; & Rice, N.; & Zucchelli, E.;

**The Real Exchange Rate and External Competitiveness in Egypt, Morocco and Tunisia**

*by*Zuzana Brixiova & Balázs Égert & Thouraya Hadj Amor Essid

**What Moves the Price-Rent Ratio for Housing? A Modified Present-Value Approach**

*by*N. Kundan Kishor & James Morley

**Are there Long-Run Diversification Gains from the Dow Jones Islamic Finance Index?**

*by*Mehmet Balcilar & Charl Jooste & Shawkat Hammoudeh & Rangan Gupta & Lardo Vassilios Babalos

**What role of renewable and non-renewable electricity consumption and output is needed to initially mitigate CO2 emissions in MENA region?**

*by*Sahbi, Farhani & Shahbaz, Muhammad

**Inflation Targeting and Public Deficit in Emerging Countries: A Time Varying Treatment Effect Approach**

*by*Kadria, Mohamed & Ben Aissa, Mohamed Safouane

**An estimate of the possible impact of lower electricity and water tariffs on the Maltese economy**

*by*Grech, Aaron George

**Multi-scale Lead-Lag Relationship between the Stock and Futures Markets: Malaysia as a Case Study**

*by*Jusoh, Hashim & Bacha, Obiyathulla & Masih, Abul Mansur M.

**Testing Sukuk And Conventional Bond Offers Based On Corporate Financing Theories Using Partial Adjustment Models: Evidence From Malaysian Listed Firms**

*by*Hanifa, Mohamed Hisham & Masih, Mansur & Bacha, Obiyathulla

**Turn on the Lights: Macroeconomic Factors Affecting Renewable in Pakistan**

*by*Malik, Ihtisham Abdul & Siyal, Ghamz-e-Ali & Abdullah, Alias Bin & Alam, Arif & Zaman, Khalid & Kyophilavong, Phouphet & Shahbaz, Muhammad & Baloch, Siraj Ullah & Shams, Tauqeer

**Forecasting conditional volatility on the RIN market using MS GARCH model**

*by*Kakorina, Ekaterina

**An Analysis of the Impact of Government Size on Economic Growth of Pakistan: An Endogenous Growth**

*by*Zareen, Shumaila & Qayyum, Abdul

**Bayesian Averaging of Classical Estimates in Asymmetric Vector Autoregressive (AVAR) Models**

*by*Albis, Manuel Leonard F. & Mapa, Dennis S.

**Forecasting Time-Varying Correlation using the Dynamic Conditional Correlation (DCC) Model**

*by*Mapa, Dennis S. & Paz, Nino Joseph I. & Eustaquio, John D. & Mindanao, Miguel Antonio C.

**The Dynamics of Inflation and GDP Growth: A Mixed Frequency Model Approach**

*by*Franco, Ray John Gabriel & Mapa, Dennis S.

**Testing the hockey-stick hypothesis by statistical analyses of a large dataset of proxy records**

*by*Travaglini, Guido

**On the architecture of the rings of Saturn: An “identity” theory of the distribution of gaps within rings**

*by*Albers, Scott

**Towards an economic architecture of the rings of Saturn: On the Political Economy Wave, Kaluza’s fifth dimension and an alternative derivation of the Roche Limit**

*by*Albers, Scott

**Stochastic conditonal range, a latent variable model for financial volatility**

*by*Galli, Fausto

**Time Series Analysis using Vector Auto Regressive (VAR) Model of Wind Speeds in Bangui Bay and Selected Weather Variables in Laoag City, Philippines**

*by*Orpia, Cherie & Mapa, Dennis S. & Orpia, Julius

**Stochastic conditonal range, a latent variable model for financial volatility**

*by*Galli, Fausto

**Strategies on initial public offering of company equity at stock exchanges in imperfect highly volatile global capital markets with induced nonlinearities**

*by*Ledenyov, Dimitri O. & Ledenyov, Viktor O.

**Golden Rule of Forecasting: Be conservative**

*by*Armstrong, J. Scott & Green, Kesten C. & Graefe, Andreas

**Do We Need New Modelling Approaches in Macroeconomics?**

*by*Claudia M. Buch & Oliver Holtemöller

**Time-scale comovement between the Indian and world stock markets**

*by*Rahul Deora & Duc Khuong Nguyen

**Discussion of “Principal Volatility Component Analysis” by Yu-Pin Hu and Ruey Tsay**

*by*McAleer, M.J.

**Exploiting the Choice-Consumption Mismatch: A New Approach to Disentangle State Dependence and Heterogeneity**

*by*K. Sudhir & Nathan Yang

**A Synthesis of the Grossman and Becker-Murphy Models of Health and Addiction: Theoretical and Empirical Implications**

*by*Andrew Jones & Audrey Laporte & Nigel Rice & Eugenio Zucchelli

**On the Practice of Lagging Variables To Avoid Simultaneity**

*by*W. Robert Reed

**The Maximum Number of Parameters for the Hausman Test When the Estimators are from Different Sets of Equations**

*by*Kazumitsu Nawata & Michael McAleer

**Do the drivers of loan dollarisation differ between cesee and Latin America? a meta-analysis**

*by*Mariya Hake & Fernando López-Vicente & Luis Molina

**Forecasting Short-Term Real GDP Growth in the Euro Area and Japan Using Unrestricted MIDAS Regressions**

*by*Maxime Leboeuf & Louis Morel

**Debt in Relation to the Standard of Living Enjoyed by the Population of Developed Countries**

*by*Luboš Smrčka & Markéta Arltová

**Do the Drivers of Loan Dollarization Differ between CESEE and Latin America? A Meta-Analysis**

*by*Mariya Hake & Fernando Lopez-Vicente & Luis Molina

**The Influence of Education on Economic Growth**

*by*STEFAN CRISTIAN CIUCU & RALUCA DRAGOESCU

**A Fast, Accurate Method for Value-at-Risk and Expected Shortfall**

*by*Jochen Krause & Marc S. Paolella

**A One Line Derivation of EGARCH**

*by*Michael McAleer & Christian M. Hafner

**Credible Granger-Causality Inference with Modest Sample Lengths: A Cross-Sample Validation Approach**

*by*Richard A. Ashley & Kwok Ping Tsang

**Bias-Correction in Vector Autoregressive Models: A Simulation Study**

*by*Tom Engsted & Thomas Q. Pedersen

**Incorporating Responsiveness to Marketing Efforts in Brand Choice Modeling**

*by*Dennis Fok & Richard Paap & Philip Hans Franses

**Referee Bias and Stoppage Time in Major League Soccer: A Partially Adaptive Approach**

*by*Katherine G. Yewell & Steven B. Caudill & Franklin G. Mixon, Jr.

**Realized volatility spillovers in the non-ferrous metal futures market**

*by*Todorova, Neda & Worthington, Andrew & Souček, Michael

**Using common features to understand the behavior of metal-commodity prices and forecast them at different horizons**

*by*Issler, João Victor & Rodrigues, Claudia & Burjack, Rafael

**Granger-causality in quantiles between financial markets: Using copula approach**

*by*Lee, Tae-Hwy & Yang, Weiping

**An alternative quasi likelihood approach, Bayesian analysis and data-based inference for model specification**

*by*Kim, Jae-Young

**Signs of impact effects in time series regression models**

*by*Pesaran, M. Hashem & Smith, Ron P.

**Realized volatility transmission: The role of jumps and leverage effects**

*by*Souček, Michael & Todorova, Neda

**Real-time estimation of the equilibrium real interest rate: Evidence from Japan**

*by*Umino, Shingo

**Forecast combination for U.S. recessions with real-time data**

*by*Pauwels, Laurent & Vasnev, Andrey

**Euro introduction: Has there been a structural change? Study on 10 European Union countries**

*by*Legrand, Romain

**Models for forecasting exchange rate volatility: a comparison between developed and emerging countries**

*by*Marcelo Griebeler

**A comparison of different forecasting models of the international trade in India**

*by*Aviral Kumar Tiwari & Claudiu T Albulescu & Phouphet Kyophilavong

**Bankruptcy prediction for Tunisian firms : An application of semi-parametric logistic regression and neural networks approach**

*by*Manel Hamdi & Sami Mestiri

**What results can we expect from rolling trace tests? A discussion based on the issue of stock market integration**

*by*Alexander Ludwig

**Viewpoint: Boosting Recessions**

*by*Serena Ng

**Forecasting South African Macroeconomic Data with a Nonlinear DSGE Model**

*by*Mehmet Balcilar & Rangan Gupta & Kevin Kotze

**On Multivariate Prudence**

*by*Jouini, Elyès & Napp, Clotilde

**Variance risk-premia in CO2markets**

*by*Chevallier, Julien

**Empirical studies in a multivariate non-stationary, nonparametric regression model for financial returns**

*by*Gürtler, Marc & Rauh, Ronald

**Inter-format competition among retailers: The role of private label products in market delineation**

*by*Haucap, Justus & Heimeshoff, Ulrich & Klein, Gordon J. & Rickert, Dennis & Wey, Christian

**A quasi-Monte Carlo comparison of developments in parametric and semi-parametric regression methods for heavy tailed and non-normal data: with an application to healthcare costs**

*by*Jones, A. M.; & Lomas, J.; & Moore, P.; & Rice, N.;

**Exchange rate predictability**

*by*Barbara Rossi

**The Maximum Number of Parameters for the Hausman Test When the Estimators are from Different Sets of Equations**

*by*Kazumitsu Nawata & Michael McAleer

**Sources de revenu de retraite au QuÃ©bec 2004 - 2030: une analyse de microsimulation**

*by*Clavet, Nicholas-James & Duclos, Jean - Yves & Fortin, Bernard & Marchand, Steeve

**Stability pact and risk of pro-cyclical fiscal policy in Economic and Monetary Union countries: the case of UEMOA**

*by*Mamadou Diop

**Trade Costs, Conflicts, and Defense Spending**

*by*Seitz, Michael & Tarasov, Alexander & Zakharenko, Roman

**The StoNED Age: The Departure Into a New Era of Efficiency Analysis? – A Monte Carlo Comparison of StoNED and the “Oldies” (SFA and DEA)**

*by*Mark Andor & Frederik Hesse

**On the Finite Sample Properties of Pre-test Estimators of Spatial Models**

*by*Gianfranco Piras & Ingmar R. Prucha

**Comparing Implementations of Estimation Methods for Spatial Econometrics**

*by*Roger Bivand & Gianfranco Piras

**A New Index of Environmental Quality Based on Greenhouse Gas Emissions**

*by*Elettra Agliardi & Mehmet Pinar & Thanasis Stengos

**Testing for Market Integration in the Australian National Electricity Market**

*by*Rabindra Nepal & John Foster

**The Impact of Minimum Wage on Average Earnings in the Caribbean using Two-Selected Countries, Trinidad and Tobago and Jamaica (1980-2011 and 1997-2011)**

*by*Bamikole, Oluwafemi

**Estimating Long-Run PD, Asset Correlation, and Portfolio Level PD by Vasicek Models**

*by*Yang, Bill Huajian

**Modelling the Demand for Bank Loans by Private Business Sector in Pakistan**

*by*Hassan, Faiza & Qayyum, Abdul

**Financial Market Contagion During the Global Financial Crisis: Evidence from the Moroccan Stock Market**

*by*El GHINI, Ahmed & SAIDI, Youssef

**Estimation of Keynesian Exchange Rate Model of Pakistan by Considering Critical Events and Multiple Cointegrating Vectors**

*by*Hina, Hafsa & Qayyum, Abdul

**Revisiting Linkages between Financial Development, Trade Openness and Economic Growth in South Africa: Fresh Evidence from Combined Cointegration Test**

*by*Polat, Ali & Shahbaz, Muhammad & Ur Rehman, Ijaz & Satti, Saqlain Latif

**A Generalized Random Regret Minimization Model**

*by*Chorus, Caspar

**Factor double autoregressive models with application to simultaneous causality testing**

*by*Guo, Shaojun & Ling, Shiqing & Zhu, Ke

**Global self-weighted and local quasi-maximum exponential likelihood estimators for ARMA-GARCH/IGARCH models**

*by*Zhu, Ke & Ling, Shiqing

**On the tracking and replication of hedge fund optimal investment portfolio strategies in global capital markets in presence of nonlinearities, applying Bayesian filters: 1. Stratanovich – Kalman – Bucy filters for Gaussian linear investment returns distribution and 2. Particle filters for non-Gaussian non-linear investment returns distribution**

*by*Ledenyov, Dimitri O. & Ledenyov, Viktor O.

**Modeling and Forecasting Electricity Spot Prices: A Functional Data Perspective**

*by*Liebl, Dominik

**Multifractal Analysis of the Algerian Dinar - US Dollar exchange rate**

*by*DIAF, Sami & TOUMACHE, Rachid

**On the Stratonovich – Kalman - Bucy filtering algorithm application for accurate characterization of financial time series with use of state-space model by central banks**

*by*Ledenyov, Dimitri O. & Ledenyov, Viktor O.

**Coal Consumption: An Alternate Energy Resource to Fuel Economic Growth in Pakistan**

*by*Satti, Saqlain Latif & Hassan, Muhammad shahid & Mahmood, Haider & Shahbaz, Muhammad

**An Early Warning System for Inflation in the Philippines Using Markov-Switching and Logistic Regression Models**

*by*Cruz, Christopher John & Mapa, Dennis

**Panel analysis of CO2 emissions, GDP, energy consumption, trade openness and urbanization for MENA countries**

*by*Farhani, Sahbi & Shahbaz, Muhammad & AROURI, Mohamed El Hedi

**A link based network route choice model with unrestricted choice set**

*by*Fosgerau, Mogens & Frejinger, Emma & Karlstrom, Anders

**The Nexus between Electricity Consumption and Economic Growth in Bahrain**

*by*Hamdi, Helmi & Sbia, Rashid & Shahbaz, Muhammad

**Introduccion a la teoría del consumidor**

*by*Mora Rodriguez, Jhon James

**Analyzing Time-Frequency Relationship between Oil Price and Exchange Rate in Pakistan through Wavelets**

*by*Shahbaz, Muhammad & Tiwari, Aviral Kumar & Tahir, Mohammad Iqbal

**Does J-Curve Phenomenon Exist in Case of Laos? An ARDL Approach**

*by*Kyophilavong, Phouphet & Shahbaz, Muhammad & Salah Uddin, Gazi

**The Role of Natural Gas Consumption and Trade in Tunisia’s Output**

*by*Farhani, Sahbi & Shahbaz, Muhammad

**The Environmental cost of Skiing in the Desert? Evidence from Cointegration with unknown Structural breaks in UAE**

*by*Shahbaz, Muhammad & Sbia, Rashid & Hamdi, Helmi

**The Weight of Economic Growth and Urbanization on Electricity Demand in UAE**

*by*Sbia, Rashid & Shahbaz, Muhammad

**Is Gold Investment A Hedge against Inflation in Pakistan? A Cointegtaion and Causality Analysis in the Presence of Structural Breaks**

*by*Shahbaz, Muhammad & Tahir, Mohammad Iqbal & Ali, Imran

**Does The Keynesian Absolute Income Hypothesis Exist in Pakistan?**

*by*Shahbaz, Muhammad & Nawaz, Kishwer & AROURI, Mohamed El Hedi & Teulon, Frédéric

**NIG-Levy process in asset price modeling: case of Estonian companies**

*by*Teneng, Dean

**To the problem of evaluation of market risk of global equity index portfolio in global capital markets**

*by*Ledenyov, Dimitri O. & Ledenyov, Viktor O.

**A cross-country analysis of electricity market reforms: Potential contribution of New Institutional Economics**

*by*Erdogdu, Erkan

**Essays on Electricity Market Reforms: A Cross-Country Applied Approach**

*by*Erdogdu, Erkan

**Okun’s Law as a Pi-to-1 ratio: A harmonic / trigonometric theory as to why Okun’s Law works**

*by*Albers, Scott

**Energy Consumption, Financial Development and Growth: Evidence from Cointegration with unknown Structural breaks in Lebanon**

*by*Shahbaz, Muhammad & Abosedra, Salah & Sbia, Rashid

**Parameter Estimation and Model Testing for Markov Processes via Conditional Characteristic Functions**

*by*Chen, Songxi & Peng, Liang & Yu, Cindy

**Mann-Whitney Test with Adjustments to Pre-treatment Variables for Missing Values and Observational Study**

*by*Chen, Songxi

**A Structural Macro-Econometric Model of the Maltese Economy**

*by*Grech, Aaron George & Grech, Owen & Micallef, Brian & Rapa, Noel & Gatt, William

**Was there a "Greenspan conundrum" in the Euro area ?**

*by*Lamé, Gildas

**Does “Okun’s Law” state a Pi:1 ratio? Toward a harmonic interpretation of why Okun’s Law works**

*by*Albers, Scott & Albers, Andrew L.

**Foundations of the economic and social history of the United States: Metaphysical**

*by*Albers, Scott

**Socio-economic Determinants of Household Food Insecurity in Pakistan**

*by*Asghar, Zahid & Muhammad, Ahmed

**Introducing time-changing economics into credit scoring**

*by*Maria Rocha Sousa & João Gama & Elísio Brandão

**Does realized volatility help bond yield density prediction?**

*by*Minchul Shin & Molin Zhong

**A Note on the Size of the ADF Test with Additive Outliers and Fractional Errors. A Reapraisal about the (Non) Stationarity of the Latin-American Inflation Series**

*by*Gabriel Rodriguez & Dionisio Ramirez

**A Comparative Note About Estimation of the Fractional Parameter under Additive Outliers**

*by*Gabriel Rodriguez

**A comparison between Tau-d and the procedure TRAMO-SEATS is also included**

*by*Gabriel Rodriguez & Dionisio Ramirez

**Frequentist evaluation of small DSGE models**

*by*Gunnar Bårdsen & Luca Fanelli

**Macroeconomic Dynamics Near the ZLB: A Tale of Two Countries**

*by*S. Borağan Aruoba & Pablo Cuba-Borda & Frank Schorfheide

**A Dynamic Model of Subprime Mortgage Default: Estimation and Policy Implications**

*by*Patrick Bajari & Chenghuan Sean Chu & Denis Nekipelov & Minjung Park

**Risk-Sharing Within Families: Evidence From the Health and Retirement Study**

*by*S. Nuray Akin & Oksana Leukhina

**Probability and Severity of Recessions**

*by*Rachidi Kotchoni & Dalibor Stevanovic

**Trade Costs, Conflicts, and Defense Spending**

*by*Seitz, Michael & Tarasov, Alexander & Zakharenko, Roman

**The Real Exchange Rate and External Competitiveness in Egypt, Morocco and Tunisia**

*by*Brixiova, Zuzana & Égert, Balázs & Hadj Amor Essid, Thouraya

**Macroeconomics and Politics in the Accumulation of Greece’s Debt: An econometric investigation, 1975-2009**

*by*George Alogoskoufis

**Benchmarking time series based forecasting models for electricity balancing market prices**

*by*Gro Klaeboe & Anders Lund Eriksrud & Stein-Erik Fleten

**Weak and strong cross-sectional dependence: a panel data analysis of international technology diffusion**

*by*Ertur, C. & Musolesi, A.

**Working Paper 13-13 - A new version of the HERMES model - HERMES III**

*by*Delphine Bassilière & Didier Baudewyns & Francis Bossier & Ingrid Bracke & Igor Lebrun & Peter Stockman & Peter Willemé

**Rational inattention or rational overreaction? Consumer reactions to health news**

*by*Martin Browning & Lars Gårn Hansen & Sinne Smed

**The maximum Number of parameters for the Hausman Test When the Estimators are from Different Sets of Equations**

*by*Nawata, K. & McAleer, M.J.

**The Maximum Number of Parameters for the Hausman Test When the Estimators are from Different Sets of Equations**

*by*Kazumitsu Nawata & Michael McAleer

**Collateral Equilibrium: A Basic Framework**

*by*Geanakoplos, John & William R. Zame

**Forecasting disaggregates by sectors and regions : the case of inflation in the euro area and Spain**

*by*Gabriel Pino & Juan de Dios Tena & Antoni Espasa

**Anchoring the Yield Curve Using Survey Expectations**

*by*Altavilla, Carlo & Giacomini, Raffaella & Ragusa, Giuseppe

**Exchange Rate Predictability**

*by*Rossi, Barbara

**Panel Vector Autoregressive Models: A Survey**

*by*Canova, Fabio & Ciccarelli, Matteo

**Probability and Severity of Recessions**

*by*Rachidi Kotchoni & Dalibor Stevanovic

**Two-Period Comparison of Healthcare Demand with Income Growth and Population Aging in Rural China: Implications for Adjustment of the Healthcare Supply and Development**

*by*Jacky MATHONNAT & Yong HE & Martine AUDIBERT

**Multinomial and Mixed Logit Modeling in the Presence of Heterogeneity: A Two-Period Comparison of Healthcare Provider Choice in Rural China**

*by*Jacky MATHONNAT & Yong HE & Martine AUDIBERT

**A Note on the Practice of Lagging Variables to Avoid Simultaneity**

*by*W. Robert Reed

**Investment strategy and Greek shipping earnings: exploring the pre & post "ordering-frenzy" period**

*by*Zacharias G. Bragoudakis & Stelios Panagiotou & Helen Thanopoulou

**Exchange Rate Predictability**

*by*Barbara Rossi

**Ita-coin: a new coincident indicator for the Italian economy**

*by*Valentina Aprigliano & Lorenzo Bencivelli

**Financial Crisis and Sticky Expectations**

*by*Saten Kumar & Barrett Owen

**Out of Sample Value-at-Risk and Backtesting with the Standardized Pearson Type-IV Skewed Distribution**

*by*Stavros Stavroyiannis & Leonidas Zarangas

**The Input-Output Modeling Approach to the National Economy**

*by*Gaftea, Viorel

**Education in Romania - How much is it Worth?**

*by*Ion Zgreaban, Irina

**Lies, Damned Lies, and Statistics? Examples From Finance and Economics**

*by*Karim M. Abadir

**Reasons for the Failure to Implement Financial Rehabilitation Procedures in Insolvent Reality**

*by*Luboš Smrčka & Markéta Arltová & Jaroslav Schönfeld

**The Development of Earnings in Romania Before and After the Economic CrisisAbstract:Any economy attaches a significant role to the evolution of the wages in order to determine unemployment and inflation. The rapid increase in the average salary both before and after the emergence of the economic and financial crisis is the reason for this study. This paper is focused on the evolution of nominal and real net salary earnings at the level of the national economy, on economic activities and on development regions and the influence of salary earnings on the inflation rate and on the unemployment rate. The relationships between the salary earnings, the inflation rate and the unemployment rate are studied by means of multifactorial linear regression models. For the analysis of the correlations we took into account a 13-year period, 20002012, and for the evolution of the two studied indicators, the analysed period is 2007 – 2012. For the econometric modelling we used a software package called Eviews**

*by*Nec?ulescu Consuela & ?erbãnescu Lumini?a

**A survey of dynamic microsimulation models: uses, model structure and methodology**

*by*Jinjing Li & Cathal O'Donoghue

**Term Structure Modeling with Supply Factors and the Federal Reserve's Large-Scale Asset Purchase Progarms**

*by*Canlin Li & Min Wei

**Academic Rankings with RePEc**

*by*Christian Zimmermann

**Polynomial Regressions and Nonsense Inference**

*by*Daniel Ventosa-Santaulària & Carlos Vladimir Rodríguez-Caballero

**Ranking Leading Econometrics Journals Using Citations Data from ISI and RePEc**

*by*Chia-Lin Chang & Michael McAleer

**The Geometric Meaning of the Notion of Joint Unpredictability of a Bivariate VAR(1) Stochastic Process**

*by*Umberto Triacca

**Structural Panel VARs**

*by*Peter Pedroni

**Parametric and Nonparametric Frequentist Model Selection and Model Averaging**

*by*Aman Ullah & Huansha Wang

**Generalized Empirical Likelihood-Based Focused Information Criterion and Model Averaging**

*by*Naoya Sueishi

**Generalized Spatial Two Stage Least Squares Estimation of Spatial Autoregressive Models with Autoregressive Disturbances in the Presence of Endogenous Regressors and Many Instruments**

*by*Fei Jin & Lung-fei Lee

**Outlier Detection in Regression Using an Iterated One-Step Approximation to the Huber-Skip Estimator**

*by*Søren Johansen & Bent Nielsen

**Constructing U.K. Core Inflation**

*by*Terence C. Mills

**Forecasting Value-at-Risk Using High-Frequency Information**

*by*Huiyu Huang & Tae-Hwy Lee

**Ten Things You Should Know about the Dynamic Conditional Correlation Representation**

*by*Massimiliano Caporin & Michael McAleer

**On Diagnostic Checking of Vector ARMA-GARCH Models with Gaussian and Student-t Innovations**

*by*Yongning Wang & Ruey S. Tsay

**Stock Returns Under Alternative Volatility and Distributional Assumptions: The Case for India**

*by*Debabrata Mukhopadhyay & Nityananda Sarkar

**Heteroskedasticity and non-normality robust LM tests for spatial dependence**

*by*Baltagi, Badi H. & Yang, Zhenlin

**The divergence between core and headline inflation: Implications for consumers’ inflation expectations**

*by*Arora, Vipin & Gomis-Porqueras, Pedro & Shi, Shuping

**Sources of time-varying trade balance and real exchange rate dynamics in East Asia**

*by*Rafiq, Sohrab

**Predictability of currency carry trades and asset pricing implications**

*by*Bakshi, Gurdip & Panayotov, George

**Market capitalization and Value-at-Risk**

*by*Dias, Alexandra

**Moment-based estimation of stochastic volatility**

*by*Bregantini, Daniele

**Purchasing power parity in transition countries: Old wine with new bottle**

*by*He, Huizhen & Ranjbar, Omid & Chang, Tsangyao

**On the short- and long-run efficiency of energy and precious metal markets**

*by*Arouri, Mohamed El Hedi & Hammoudeh, Shawkat & Lahiani, Amine & Nguyen, Duc Khuong

**The effects of terrorism and war on the oil price–stock index relationship**

*by*Kollias, Christos & Kyrtsou, Catherine & Papadamou, Stephanos

**Realized volatility transmission between crude oil and equity futures markets: A multivariate HAR approach**

*by*Souček, Michael & Todorova, Neda

**A cross-country analysis of electricity market reforms: Potential contribution of New Institutional Economics**

*by*Erdogdu, Erkan

**Modeling returns and volatility transmission between oil price and US–Nigeria exchange rate**

*by*Salisu, Afees A. & Mobolaji, Hakeem

**An information diffusion-based model of oil futures price**

*by*Li, Ziran & Sun, Jiajing & Wang, Shouyang

**Combining day-ahead forecasts for British electricity prices**

*by*Bordignon, Silvano & Bunn, Derek W. & Lisi, Francesco & Nan, Fany

**The long-run causal relationship between transport energy consumption and GDP: Evidence from heterogeneous panel methods robust to cross-sectional dependence**

*by*Liddle, Brantley & Lung, Sidney

**Model averaging with covariates that are missing completely at random**

*by*Zhang, Xinyu

**A global index of riskiness**

*by*Schnytzer, Adi & Westreich, Sara

**Are government and IMF forecasts useful? An application of a new market-timing test**

*by*Tsuchiya, Yoichi

**Beach ‘lovers’ and ‘greens’: A worldwide empirical analysis of coastal tourism**

*by*Onofri, Laura & Nunes, Paulo A.L.D.

**Using CARRX models to study factors affecting the volatilities of Asian equity markets**

*by*Sin, Chor-Yiu (CY)

**Analyzing the dependence structure of various sectors in the Brazilian market: A Pair Copula Construction approach**

*by*Righi, Marcelo Brutti & Ceretta, Paulo Sergio

**Can signal extraction help predict risk premia in foreign exchange rates**

*by*Kiani, Khurshid M.

**Testing linear regression model with AR(1) errors against a first-order dynamic linear regression model with white noise errors: A point optimal testing approach**

*by*Sriananthakumar, Sivagowry

**The yield curve and the macroeconomy: Evidence from Turkey**

*by*Kaya, Huseyin

**Estimating a small open economy DSGE model with indeterminacy: Evidence from China**

*by*Zheng, Tingguo & Guo, Huiming

**Variance risk-premia in CO2 markets**

*by*Chevallier, Julien

**Between cointegration and multicointegration: Modelling time series dynamics by cumulative error correction models**

*by*Scheiblecker, Marcus

**Revisiting the FDI-led growth Hypothesis: The case of China**

*by*Yalta, A. Yasemin

**The changing international transmission of U.S. monetary policy shocks: Is there evidence of contagion effect on OECD countries**

*by*Kazi, Irfan Akbar & Wagan, Hakimzadi & Akbar, Farhan

**Monetary regime change and business cycles**

*by*Cúrdia, Vasco & Finocchiaro, Daria

**Spatial spillovers in the development of institutions**

*by*Kelejian, Harry H. & Murrell, Peter & Shepotylo, Oleksandr

**Returns to education and urban-migrant wage differentials in China: IV quantile treatment effects**

*by*Messinis, George

**Comparisons of Chinese and Indian Energy Consumption Forecasting Models**

*by*Vipin Arora

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*by*Rohit Deo & Mengchen Hsieh & Clifford Hurvich

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**Are the Washington Consensus Policies Sustainable? Game Theoretical Assessment for the Case of Ecuador**

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**Stocks, Bonds, Money Markets and Exchange Rates: Measuring International Financial Transmission**

*by*Michael Ehrmann & Marcel Fratzscher & Roberto Rigobon

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*by*Bohdan Klos & Ryszard Kokoszczynski & Tomasz Lyziak & Jan Przystupa & Ewa Wrobel

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*by*Philippe Jeanfils & Koen Burggraeve

**Is there long-run convergence of regional house prices in the UK?**

*by*Mark J. Holmes & Arthur Grimes

**The Nature and Costs of Dis-Equilibrium Trade: The Case of Transatlantic Grain Exports in the 19th Century**

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**Heterogeneity, State Dependence and Health**

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**Working Paper 17-05 - Monetary Policy, Asset Prices and Economic Growth in the World Economy over the 1995-2004 Period : A counterfactual simulation with the NIME Model**

*by*Eric Meyermans & Patrick Van Brusselen

**Working Paper 06-05 - The Macroeconomic Effects of an Oil Price Shock on the World Economy : A Simulation with the NIME Model**

*by*Eric Meyermans & Patrick Van Brusselen

**Risk Premia in Forward Foreign Exchange Markets: A Comparison of Signal Extraction and Regression Methods**

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**The Advance in Partial Distribution: A New Mathematical Tool for Economic Management**

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**Multivariate Partial Distribution: A New Method of Pricing Group Assets and Analyzing the Risk for Hedging**

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**EMMA - A Quarterly Model of the Estonian Economy**

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**Convergence of Electricity Wholesale Prices in Europe?: A Kalman Filter Approach**

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**Identifying and Forecasting the Turning Points of the Belgian Business Cycle with Regime-Switching and Logit Models**

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**Real-Time Model Uncertainty in the United States: the Fed from 1996-2003**

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**Biases in Static Oligopoly Models?:Evidence from the California Electricity Market**

*by*Christopher Knittel & Dae-Wook Kim

**Modelling Aggregate Consumption Growth with Time-Varying Parameters**

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**Forecasting Core Inflation in Canada: Should We Forecast the Aggregate or the Components?**

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**Evaluating Latent and Observed Factors in Macroeconomics and Financ**

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**Confidence Intervals for Diffusion Index Forecasts with a Large Number of Predictor**

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**How much has labour taxation contributed to European structural unemployment?**

*by*Christophe Planas & Werner Roeger & Alessandro Rossi

**Simulation-based estimation of peer effects**

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**Model Comparison of Coordinate-Free Multivariate Skewed Distributions with an Application to Stochastic Frontiers**

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**On The Role Of Wages In The Ukrainian Transition Process : An Empirical Investigation**

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**The Partial Distribution: Definition, Properties and Applications in Economy**

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**Bayesian Multivariate Regression Analysis with a New Class of Skewed Distributions**

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**Random Walks with Drifts, Simulaneous Equation Errors, and Small Samples - Simulating the Bird's Eye View**

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**LM-Tests for Linearity Against Smooth Transition Alternatives: A Bootstrap Simulation Study**

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**The Economic Growth Effects of NAFTA in the Northern Border of Mexico**

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**The Impact of News, Oil Prices, and Global Market Developments on Russian Financial Markets**

*by*Bernd Hayo & Ali M. Kutan

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**Equity Asset Allocation Model for EUR-based Eastern Europe Pension Funds**

*by*Robert Kitt

**Modeling Firm-Size Distribution Using Box-Cox Heteroscedastic Regression**

*by*Zhenlin Yang & Yiu Kuen Tse

**Volatility and the Term Structure: Evidence from Interest Rate Derivatives**

*by*Alessandro Beber; Fabio Fornari.

**The Role of Permanent and Transitory Components in Business Cycle Volatility Moderation**

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**Macroeconomic Sources of Risk in the Term Structure**

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**New-Keynesian Macroeconomics and the Term Structure**

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**Convergence Properties of the Likelihood of Computed Dynamic Models**

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**Model Uncertainty and Policy Evaluation: Some Theory and Empirics**

*by*William A. Brock & Steven N. Durlauf & Kenneth D. West

**Why Do Incumbent Senators Win? Evidence from a Dynamic Selection Model**

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**Estimating Dynamic Models of Imperfect Competition**

*by*Patrick Bajari & C. Lanier Benkard & Jonathan Levin

**Sectoral vs. country diversification benefits and downside risk**

*by*Marina Emiris

**Learning, Forecasting and Structural Breaks**

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**Resistant Nonparametric Analysis of the Short Term Rate**

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**Working Paper 14-04 - Modélisation trimestrielle des recettes de TVA dans Modtrim II**

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**Working Paper 12-04 - The macro-economic effects of labour market reforms in the European Union - Some selected simulations with the NIME model**

*by*Eric Meyermans

**Working Paper 05-04 - Une nouvelle version du modèle HERMES**

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**LM-Tests for Linearity Against Smooth Transition Alternatives: A Bootstrap Simulation Study**

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**Causation Delays and Causal Neutralization: The Money-Output Relationship Revisited**

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**Economic Evaluation of Climate Change Impacts and Adaptation in Italy**

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**Prior distributions for variance parameters in hierarchical models**

*by*Andrew Gelman

**Bayesian measures of explained variance and pooling in multilevel (hierarchical) models**

*by*Andrew Gelman & Iain Pardoe

**Interest Rate Caps Smile Too! But Can the LIBOR Market Models Capture It?**

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**Jumps in Rank and Expected Returns. Introducing Varying Cross-sectional Risk**

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**Level-n Bounded Rationality on a Level Playing Field of Sequential Games**

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**The role of permanent and transitory components in business cycle volatility moderation**

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**Optimal Rules under Adjustment Cost and Infrequent Information**

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**Mean Reversion of Real Exchange Rates and Purchasing Power Parity in Turkey**

*by*Joseph D. ALBA & Donghyun PARK

**Bagging Binary Predictors for Time Series**

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**Tests of Functional Form and Heteroscedasticity**

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**Tests of Functional Form and Heteroscedasticity**

*by*Z. L. Yang Y. K. Tse

**Inside and Outside Bounds: Threshold Estimates of the Phillips Curve**

*by*Giovanni P. Olivei & Michelle L. Barnes

**Periodic Heteroskedastic RegARFIMA models for daily electricity spot prices**

*by*Marius Ooms & M. Angeles Carnero & Siem Jan Koopman

**Estimating Structural Change in Linear Simultaneous Equations**

*by*Huang Weihong & Zhang Yang

**Employment and Population in European Union: Econometric Models and Causality Tests**

*by*Aguayo, Eva & Guisan, Maria-Carmen

**Economic Growth and Cycles in Poland, Hungary, Czech Republic, Slovakia and Slovenia: A comparison with Spain, Austria and other EU countries, 1950-2002**

*by*Guisan, Maria-Carmen & Aguayo, Eva & Carballas, David

**An Interregional Model of Foreign Tourism in China**

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*by*Guisan, Maria-Carmen & Cardim-Barata, Ana Sofia

**How econometric models help policy makers; theory and practice**

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**The Econometrics of Option Pricing**

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**Accounting for unobservables in production models:management and inefficiency**

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**Bootstrap inference on Fully Modified Estimates of Cointegrating Coefficients: A Comment**

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*by*Ibrahim, M.H

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*by*Guisan, M.C.

**Desarrollo economico de Europa Central en 1950-2002: Modelos econometricos y comparacion con Irlanda, España y Austria**

*by*Guisan, M. C. & Aguayo, E.

**Econometric Models and Evolution of Agrarian and non Agrarian Employment in OECD Countries, 1950-2000**

*by*Guisán, M.C. & Expósito, P.

**Human Capital, Trade and Development in India, China, Japan and other Asian Countries, 1960-2002: Econometric Models and Causality Tests**

*by*Guisan, M.C.

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*by*Guisan, M.C. & Aguayo, E.

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*by*Maghyereh, A.

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**A Heavy-Tailed Distribution for ARCH Residuals with Application to Volatility Prediction**

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**The Macroeconomy and the Yield Curve: A Nonstructural Analysis**

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**Testing for Stochastic Cointegration and Evidence for Present Value Models**

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**On Unit Root Tests and the Initial Observation**

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**the Multi-State Markov Switching Model**

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*by*Peter Downes & Aaron Drew & Patrice Ollivaud

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*by*DUFOUR, Jean-Marie

**Identification, Weak Instruments and Statistical Inference in Econometrics**

*by*DUFOUR, Jean-Marie

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*by*Lupi, Claudio & Peracchi, Franco

**Macroeconomic Interval Forecasting: The Case of Assessing the Risk of Deflation in Germany**

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**The Effect of Search Frictions on Wages**

*by*van den Berg, Gerard J. & van Vuuren, Aico

**The Effect of Search Frictions on Wages**

*by*van den Berg, Gerard J. & van Vuuren, Aico

**A macroeconometric model for the Euro economy**

*by*Christian Dreger

**Wage-Price Dynamics, the Labour Market and Deflation in Hong Kong**

*by*Weshah A. Razzak

**Working Paper 17-03 - Tout savoir sur la confection du budget économique**

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**Working Paper 09-03 - The international transmission of shocks - Some selected simulations with the NIME model**

*by*Eric Meyermans

**Working Paper 06-03 - MODTRIM II : A quarterly model for the Belgian economy**

*by*Bart Hertveldt & Igor Lebrun

**From Economic Activity to Understanding Spaces**

*by*Diego Iribarren

**External Trade, Tourism and Economic Integration in Latin America**

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**Effects of the Integration of Mexico into NAFTA on Trade, Industry, Employment and Economic Growth**

*by*Guisan, M.Carmen & Malacon, C. & Exposito, P.

**Education, Industrial Development and Foreign Trade in Argentina: Econometric Models and International Comparisons**

*by*Guisan, M.Carmen & Martinez, C.

**Modelos econometricos de capital humano: Principales enfoques y evidencia empirica**

*by*Neira, Isabel

**Causality Tests, Interdependence and Model Selection: Aplication to OECD countries 1960-97**

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**Identifying Determinants of German Inflation: An Eclectic Approach**

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**Herding, A-synchronous Updating and Heterogeneity in Memory in a CBS**

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**Identifying and Forecasting the Turns of the Japanese Business Cycle**

*by*Konstantin A., Kholodilin

**MZE: a small macro-model for the euro area**

*by*P.-O. BEFFY & X. BONNET & M. DARRACQ-PARIES & B. MONFORT

**Dollarization and real volatility**

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**Identification, Weak Instruments and Statistical Inference in Econometrics**

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**The Pavlovian Response of Term Rates to Fed Announcements**

*by*Oscar Jorda & Selva Demiralp

**The Announcement Effect: Evidence from Open Market Desk Data**

*by*Oscar Jorda & Selva Demiralp & Holly Liu & Jeffrey Williams

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**Forecasting and Analyzing World Commodity Prices**

*by*René Lalonde & Zhenhua Zhu & Frédérick Demers

**A Comparison of Twelve Macroeconomic Models of the Canadian Economy**

*by*Denise Côté & John Kuszczak & Jean-Paul Lam & Ying Liu & Pierre St-Amant

**HDR 2003 - Millennium Development Goals: A Compact Among Nations to End Human Poverty**

*by*UNDP

**Methodological Framework and Simulations for Evaluating the Impact of EU Enlargement on the Italian Economy**

*by*Rossella Bardazzi & Maurizio Grassini

**Long memory in a small stock market**

*by*Jussi Tolvi

**Efficient unit root tests of real exchange rates in the post-Bretton Woods era**

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**Output dynamics in an endogenous growth model**

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**Non stationarity characteristics of the S\&P500 returns:An approach based on the evolutionary spectral density**

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**Private capital formation: Short- and long-run crowding-in (out) effects in ASEAN, 1971-99**

*by*Anthony Bende-Nabende & Jim Slater

**Multifractality: Theory and Evidence an Application to the French Stock Market**

*by*Jérôme Fillol

**Unusual behaviour of Dickey-Fuller tests in the presence of trend misspecification: comment**

*by*Boriss Siliverstovs

**Asymmetric cycles in unobserved components models**

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**Asia 7: Analisis Sectorial y del Comercio Exterior en el Este Asiatico, 1988-2000**

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**Impacto de la Ayuda Oficial al Desarrollo en Centroamerica**

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**Analisis Econometrico de la Relacion entre la Educacion y la Mortalidad Infantil en la Comunidad Andina. 1960-2000**

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**Econometric Models of Private and Public Health Expenditure in OECD countries, 1970-96**

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**Identification, weak instruments, and statistical inference in econometrics**

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**Scenarios for Trade Integration in the Americas**

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**Testing the Order of Integration with Low Power Tests. An Application to Argentine Macro-variables**

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**The Effect of Economic and Social Resources in Some Countries in Transition for 2000: An Econometric Model**

*by*Aleksandar Dimitrov

**On the Determination of the Number of Regimes in Markov-Switching Autoregressive Models**

*by*Zacharias Psaradakis & Nicola Spagnolo

**The efficiency of the Taylor rule, a stochastic analysis using the Macsim model**

*by*Jean Louis Brillet

**Modeling Agents Who Learn Conditional Beliefs**

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**Excessive Variation in Risk Factor Correlation and Volatilities**

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**Real business cycle models, endogenous growth models and cyclical growth: A critical survey**

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**Substitutability and Complementarity of FDI and PI in a Martingale Context**

*by*Brian J. Jacobsen

**EMU Monetary and Fiscal Policies: Optimal Policies in a Global Game**

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**Portfolio Optimization: which alternatives to standard gaussian model?**

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**A Model of Educational Attainment: Application to the German Case**

*by*Lauer, Charlotte

**Family background, cohort and education: A French-German comparison**

*by*Lauer, Charlotte

**The impact of news, oil prices, and international spillovers on Russian financial markets**

*by*Hayo, Bernd & Kutan, Ali M.

**Fractional Reserve Banking as Economic Parasitism: A Scientific, Mathematical & Historical Expose, Critique, and Manifesto**

*by*Vladimir Z. Nuri

**The Impact of News, Oil Prices, and International Spillovers on Russian Financial Markets**

*by*Bernd Hayo & Ali Kutan

**Some Reflections on Trend-Cycle Decompositions with Correlated Components**

*by*Tommaso Proietti

**Estimating multi-country VAR models**

*by*Fabio Canova & Matteo Ciccarelli

**Nonlinear stochastic trends and economic fluctuations**

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**Innovations and Emissions**

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**Digital Security Tokens in Network Commerce: Modeling and Derivative Application**

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**Subjective Measures of Risk Aversion and Portfolio Choice**

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*by*Ghassan, Hassan B. & Ihnach, Houcine

**الإنفاق العمومي والإستثمار الخاص اختبار أثر المزاحمة عبر المعاينة المعادة**

*by*Ghassan, Hassan B.

**Modeling the Macro-Economy of Bangladesh**

*by*Lord, Montague J.

**Macromodel estimations for the Romanian "Preaccesion economic programme"**

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**Intergenerational Long Term Effects of Preschool - Structural Estimates from a Discrete Dynamic Programming Model**

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*by*Gabriel Rodriguez & Nicholas Rowe

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**Working Paper 05-02 - Automatic fiscal stabilisers**

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**Interactions Between Market and Credit Risk: Modeling the Joint Dynamics of Default-Free and Defaultable Bond Term Structures**

*by*Roger WALDER

**Modelos econometricos de capital humano y crecimiento economico: Efecto Inversion y otros efectos indirectos**

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**Causalidad y cointegracion en modelos econometricos: Aplicaciones a los paises de la OCDE y limitaciones de los tests de cointegracion**

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**Modelos econometricos del mercado de la vivienda en las regiones españolas**

*by*Lopez, Carmen

**Modelizacion econometrica de la rentabilidad en los mercados de valores**

*by*Escudero, E.

**Evolucion Del Consumo Privado en Los Paises de la OCDE en 1970-1994: Modelos econometricos de analisis de elasticidades**

*by*Arranz, M.

**Productividad Global en la Mineria Espanola: Una Panoramica y Modelos Econometricos**

*by*Rodriguez, X.A.

**Forecasting Private Consumption Structure in European Countries: SKIM Model Results and Comparison with other Approaches**

*by*Arranz, M.

**Perspectivas Demograficas de Galicia**

*by*Guisan, M.C. & Cancelo, T. & Iglesias, A. & Vazquez, E.

**Las Industrias Derivadas de la Madera En España (1964-90). Comparacion internacional, modelos econometricos y analisis de causalidad**

*by*Guisan, M.C. & Iglesias, A.

**An Interregional Econometric Model for Market Services Employment in 120 EEC Regions**

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**Trois modèles de structure par terme des prix du pétrole : une comparaison**

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**PPP May not Hold Afterall: A Further Investigation**

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**Dealing with Structural Changes in the Common Dynamic Factor Model : Deterministic Mechanism**

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**Two Alternative Approaches to Modelling the Nonlinear Dynamics of the Composite Economic Indicator**

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**Unobserved Leading and Coincident Common Factors in the Post-War U.S. Business Cycle**

*by*Konstantin A. KHOLODILIN

**Capital social et anthroponomie**

*by*Peaucelle, Irina

**How Large is Your Reference Group**

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**Identifying endogenous fiscal policy rules for macroeconomic models**

*by*Javier J. Pérez & Paul Hiebert

**Asset Allocation Using Extreme Value Theory**

*by*Younes Bensalah

**HDR 2002 - Deepening Democracy in a Fragmented World**

*by*UNDP

**Gravity Approach for Analysing Bilateral Trade Flows of the Baltic Rim Countries**

*by*Tiiu Paas

**The demand for nonrelative child care among families with infants and toddlers: A double-hurdle approach**

*by*Bridget G. Hiedemann & Jutta M. Joesch

**Measuring self-sustainability of economic development at the county level**

*by*Oleg Smirnov

**Further Cross-Country Evidence on the Accuracy of the Private Sector's Output Forecasts**

*by*Grace Juhn & Prakash Loungani

**Comparing Projections and Outcomes of IMF-Supported Programs**

*by*Alberto Musso & Steven Phillips

**Copycats and Common Swings: The Impact of the Use of Forecasts in Information Sets**

*by*Giampiero M. Gallo & Clive W.J. Granger & Yongil Jeon

**Technology Gap, Efficiency, and a Stochastic Metafrontier Function**

*by*George E. Battese & D. S. Prasada Rao

**Èeská ekonomika v makroekonomických modelech**

*by*Jan Frait & Luboš Komárek

**Reálna a nominálna konvergencia slovenskej ekonomiky k priemeru EU**

*by*Ivan Šujan & Milota Šujanová

**Two Alternative Approaches to Modelling the Nonlinear Dynamics of the Composite Economic Indicator**

*by*Konstantin A. Kholodilin

**Some Evidence of Decreasing Volatility of the US Coincident Economic Indicator**

*by*Konstantin A. Kholodilin

**Asymmetric Adjustment Costs and Aggregate Job Flows: Specification, Estimation and Testing with French Data**

*by*Patrick Fève & Xavier Fairise

**Electoral behavior of US counties: a panel data approach**

*by*Stanislav Anatolyev

**Predicting the Cyclical Phases of the Post-War U.S. Leading and Coincident Indicators**

*by*Konstantin Kholodilin

**On the Robustness of Ljung-Box and McLeod-Li Q Tests: A Simulation Study**

*by*Yi-Ting Chen

**Testing the assumption of Linearity**

*by*Theodore Panagiotidis

**A vector error correction and nonnested modeling of money demand function in Nigeria**

*by*GODWIN NWAOBI

**La industria en España y en la OCDE, 1960-2000**

*by*Guisan, M.Carmen

**Employment and Regional Tourism in Europe, 1990-2000**

*by*Guisan, M.Carmen & Aguayo, Eva

**Liberacion comercial y crecimiento economico en Mercosur 1994-2000**

*by*San Millan, Alejandro & Rodriguez, Xose Anton

**Impacto economico del turismo en el Mercosur y Chile (1990-2000)**

*by*Gardella, Rodrigo & Aguayo, Eva

**Relaciones intersectoriales en Latinoamerica en el periodo 1980-99: un analisis econometrico**

*by*Guisan, M.Carmen & Aguayo, Eva & Exposito, Pilar

**Employment and Regional Development in Italy**

*by*Guisan, M.Carmen & Aguayo, Eva

**The Iterative Kalman Filter Smoother And Its Applications**

*by*Osvald Vašíček & Jan Vlček

**PPP May not Hold Afterall: A Further Investigation**

*by*Serena Ng & Pierre Perron

**Dynamics of a market with market participants switching their expectation formation functions: an empirical application to the U.S. hog market**

*by*SaangJoon Baak

**Solving for Market Equilibrium using Random Coefficient Random Utility Models**

*by*V. Brian Viard, Nicholas Polson, Anne Gron

**Estimating the Effect of Smoking on Birth Weight in a Dynamic Model when Fertility is a Choice**

*by*Reuven Shnaps

**Portfolio Selection Models Driven by Non Gaussian Price Dynamics**

*by*Marina Resta

**Portfolio Selection Models Driven by Non Gaussian Price Dynamics**

*by*Marina Resta

**Estimation of Poorly-Measured Service-Industry Output**

*by*Baoline Chen

**On Inflation and the Persistence of shocks to Output**

*by*Maral Kichian and Richard Luger, Bank of Canada

**Health Insurance, Habits and Health Outcomes: A Dynamic Stochastic Model of Investment in Health**

*by*Ahmed W. Khwaja

**The efficiency of the Taylor rule : A stochastic analysis using the Macsim model**

*by*Jean Louis Brillet, INSEE, French National Institute for Statistics and Economic Studies

**Simulated Specification Tests for Panel Multinomial Probit Models: Some Finite Sample Evidence**

*by*Jiahui Wang

**Market Ecology, Pareto Wealth Distribution and Leptokurtic Returns in the LLS Stock Market Model**

*by*Sorin Solomon and Moshe Levy

**Micro Simulation - A Tool for Economic Analysis**

*by*Klevmarken, N.A.

**Degeneracy in Data Envelopment Analysis**

*by*Mar-Molinero, C. & Mancebon, M.J.

**La loi, l'homme, le nombre : retour sur l'histoire de la modelisation econometrique**

*by*Le Gall, P.

**Econometric Analysis of Cross Section and Panel Data**

*by*Jeffrey M. Wooldridge

**Sources of inflation and output fluctuations in Poland and Hungary: Implications for full membership in the European Union**

*by*Dibooglu, Selahattin & Kutan, Ali M.

**Analytically inducting option cash flows for Markovian interest rate models: A new application paradigm**

*by*Junwu Gan

**How important are tobacco prices in the propensity to start and quit smoking? An analysis of smoking histories from the Spanish National Health Survey**

*by*Ángel López Nicolás

**How important are tobacco prices in the propensity to start and quit smoking? An analysis of smoking histories from the Spanish National Health Survey**

*by*Ángel López Nicolás

**Measuring the Level of Competition in the Argentine Banking Industry**

*by*Marcelo Dabos & Daniel Aromi

**Les algorithmes de la modélisation : une analyse critique pour la modélisation économique**

*by*Buda, Rodolphe

**Standard Shocks in the OECD Interlink Model**

*by*Thomas Dalsgaard & Christophe André & Pete Richardson

**Empirical Evaluation of Asset Pricing Models: A Comparison of the SDF and Beta Methods**

*by*Ravi Jagannathan & Zhenyu Wang

**MAKMODEL, A Macro-Econometric Model for the Republic of Macedonia**

*by*Leo de Haan & Aneta Naumovska & Marga Peeters

**An Econometric Analysis of the Mental-Health Effects of Major Events in the Life of Elderly Individuals**

*by*Lindeboom, Maarten & Portrait, France & van den Berg, Gerard J.

**An Econometric Analysis of the Mental-Health Effects of Major Events in the Life of Elderly Individuals**

*by*Lindeboom, Maarten & Portrait, France & van den Berg, Gerard J.

**Working Paper 03-01 - The NIME Model : A Macroeconometric World Model**

*by*Eric Meyermans & Patrick Van Brusselen

**A Nonparametric Bayesian Approach to Detect the Number of Regimes in Markov Switching Models**

*by*Edoardo Otranto & Giampiero M. Gallo

**Modelling the Impact of Overnight Surprises on Intra-daily Stock Returns**

*by*Giampiero M. Gallo & Yongmiao Hong & Tae-Why Lee

**Sequential Regression: A Neodescriptive Approach to Multicollinearity**

*by*Norman Fickel

**Consumption expenditure on Health and Education: Econometric models and evolution of OECD countries 1970-96**

*by*Guisan, M.C. & Arranz, M.

**MAKMODEL: a macroeconometric model for the Republic of Macedonia**

*by*L. de Haan & A. Naumovska & H.M.M. Peeters

**Hypothetical Intertemporal Consumption Choices**

*by*Kapteyn, A. & Teppa, F.

**Evénements rares et modélisation de la solvabilité des sociétés d'assurance vie**

*by*Hsini, Ridha

**Markov-Switching Common Dynamic Factor Model with Mixed-Frequency Data**

*by*Konstantin A. KHOLODILIN

**Dropout, School Performance and Working while in School : An Econometric Model with Heterogeneous Groups**

*by*Marcel Dagenais & Claude Montmarquette & Nathalie Viennot-Briot

**Empirical Assessment of an Intertemporal Option Pricing Model with Latent Variables (Note : New version February 2002) / Empirical Assessment of an Intertemporal Option Pricing Model with Latent Variables (Note : Nouvelle version Février 2002)**

*by*René Garcia & Richard Luger & Éric Renault

**Asymmetric Smiles, Leverage Effects and Structural Parameters**

*by*René Garcia & Richard Luger & Éric Renault

**Why U.S. Money does not Cause U.S. Output, but does Cause Hong Kong Output**

*by*Gabriel Rodriguez & Nicholas Rowe

**A Note on the Selection of Time Series Models**

*by*Serena Ng & Pierre Perron

**Affine Term-Structure Models: Theory and Implementation**

*by*David Jamieson Bolder

**HDR 2001 - Making New Technologies Work for Human Development**

*by*UNDP

**Assessing the Public Capital Contribution to Growth. An Application to Italy**

*by*Ernesto Felli & Giovanni Tria

**Inflation Targeting in Korea: An Empirical Exploration**

*by*By Alexander W. Hoffmaister

**Outliers in eleven Finnish macroeconomic time series**

*by*Jussi Tolvi

**Latent Leading and Coincident Factors Model with Markov-Switching Dynamics**

*by*Konstantin Kholodilin

**Prior Information: The Mixed Prediction Approach**

*by*Harry Haupt & Walter Oberhofer

**Un analisis econometrico del turismo hotelero y extra-hotelero en las regiones y provincias españolas**

*by*Guisan, M.Carmen & Neira, I

**Estudio Econometrico de la Influencia del Capital Humano en el Crecimiento de la Productividad Industrial de Mexico, 1960-1993**

*by*Canudas, Rocio

**Comparacion internacional del gasto publico en Sanidad y Educacion de España con los paises de la OCDE 1982-96**

*by*Neira, Isabel & Iglesias, Ana

**Capital humano y capital fisico en la OCDE, su importancia en el crecimiento economico en el periodo 1965-95**

*by*Guisan, M.Carmen & Neira, Isabel

**Employment and regional development in Germany**

*by*Guisan, M.Carmen & Aguayo, Eva

**Econometric model of Services Sector Development and Impact of Tourism in Latin American Countries**

*by*Aguayo, Eva & Exposito, Pilar & Lamelas, Nelida

**Supply and Demand on Manufacturing Output in OECD countries: econometric models and specification test**

*by*Cancelo, M.Teresa & Guisan, M.Carmen & Frias, Isidro

**Causality and Cointegration between Consumption and GDP in 25 OECD countries: limitations of cointegration approach**

*by*Guisan, M.Carmen

**Economic growth and cycles: Cross-country models of education, industry and fertility and international comparisons**

*by*Guisan, M.Carmen & Aguayo, Eva & Exposito, Pilar

**Seraching for Additive Outliers in Nonstationary Time Series**

*by*Perron, P. & Rodriguez, G.

**Residual Based Tests for Cointegration with GLS Detrended Data**

*by*Perron, P. & Rodriguez, G.

**Status, Lotteries, and Inequality**

*by*Becker, G.S. & Murphy, K.M. & Werning, I.

**Testable consequences of economic theory**

*by*Ekeland, Ivar

**Econometrics, Volume 1: Econometric Modeling of Producer Behavior**

*by*Dale W. Jorgenson

**Financial Modeling, 2nd Edition**

*by*Simon Benninga

**Sources of real exchange rate fluctuations in transition economies: The case of Ploand and Hungary**

*by*Dibooglu, Selahattin & Kutan, Ali M.

**Estimating the firm's demand and supply functions under uncertainty without expected utility**

*by*Elie Appelbaum

**Sequential Regression: A Neodescriptive Approach to Multicollinearity**

*by*Norman Fickel

**Modelling the Underground Economies in Canada and New Zealand: A Comparative Analysis**

*by*Lindsay M. Tedds & David E. A. Giles

**¿Es posible reducir el gasto sanitario a través del subsidio a los seguros sanitarios privados? La doble cobertura sanitaria en Catalunya. Estimación de patrones de utilización de servicios sanitarios y simulación de costes asociados a la asistencia**

*by*Ángel López Nicolás & Jaume Garcia Villar & Guillem López & Jaume Puig

**¿Es posible reducir el gasto sanitario a través del subsidio a los seguros sanitarios privados? La doble cobertura sanitaria en Catalunya. Estimación de patrones de utilización de servicios sanitarios y simulación de costes asociados a la asistencia**

*by*Ángel López Nicolás & Jaume Garcia Villar & Guillem López & Jaume Puig

**The Market for Sculptures: an Adjacent Year Regression Index**

*by*Locatelli-Biey, Marilena & Zanola, Roberto

**Interactions-Based Models**

*by*William Brock & Steven N. Durlauf

**Arbeitsangebotseffekte des Steuerentlastungsgesetzes 1999/2000/2001**

*by*Gerhard Wagenhals

**Working Paper 10-00 - The NIME Model : Specification and Estimation of the Enterprise Sector**

*by*Eric Meyermans & Patrick Van Brusselen

**Working Paper 08-00 - The NIME Model - Specification and Estimation of the Demand Equations of the Household Sector**

*by*Eric Meyermans & Patrick Van Brusselen

**When is labour market flexibility welcome? More on asymmetric policy impacts in Europe**

*by*S. Sgherri

**Financial markets survey written for encyclopedia EOLSS**

*by*Jeanblanc, Monique & Dana, Rose-Anne

**Reversed Score and Likelihood Ratio Tests**

*by*Dhaene, Geert & Scaillet, Olivier

**Markovian Processes, Two-Sided Autoregressions and Finite-Sample Inference for Stationary and Nonstationary Autoregressive Processes**

*by*Jean-Marie Dufour & Olivier Torrès

**Finite Sample Inference Methods for Simultaneous Equations and Models with Unobserved and Generated Regressors**

*by*Jean-Marie Dufour & Joanna Jasiak

**An Application of TRAMO-SEATS: Model Selection and Out-of-Sample Performance: the Swiss CPI Series**

*by*Agustín Maravall & Fernando J. Sánchez

**Transmission of Shocks and Monetary Policy in the Euro Area. An Exercise With NiGEM**

*by*Eva Ortega & Enrique Alberola

**Steps in Applying Extreme Value Theory to Finance: A Review**

*by*Younes Bensalah

**HDR 2000 - Human Rights and Human Development**

*by*UNDP

**Estimating a continuous time portfolio selection model: An application with UK data**

*by*Burak Saltoglu

**How Does Dollarization Affect Real Volatility and Country Risk?**

*by*Jorge Eduardo Carrera & Mariano Feliz & Demian Panigo

**Arbeitsangebotseffekte des Steuer- und Transfersystems in der Bundesrepublik Deutschland**

*by*Gerhard Wagenhals

**Micro Data and General Equilibrium Models**

*by*Martin Browning & Lars Peter Hansen & James J. Heckman

**Measuring Inter-Judge Sentencing Disparity Before and After the Federal Sentencing Guidelines**

*by*Anderson, J.M. & Kling, J.R. & Stith, K.

**Training Effects on Employment when the Training Effects are Heterogenous : an Application to Norwegian Vocational Rehabilitation Programs**

*by*Aakvik, A. & Heckman, J.J. & Vytlacil, E.J.

**State-Space Models with Regime Switching: Classical and Gibbs-Sampling Approaches with Applications**

*by*Chang-Jin Kim & Charles R. Nelson

**The federal funds market and the overnight Eurodollar market**

*by*Lee, Yungsook

**A Heisenberg Bound for Stationary Time Series**

*by*Eric Blankmeyer

**L-scaling**

*by*Eric Blankmeyer

**Best Log-linear Index Numbers: Extensions and Applications**

*by*Eric Blankmeyer

**What Determined the Uneven Growth of Europe´s Southern Regions? An Empirical Study with Panel Data**

*by*Gabriele Tondl

**A Fuzzy Logic Approach to Modelling the Underground Economy**

*by*Robert Draeseke & David E. A. Giles

**The Canadian Underground and Measured Economies: Granger Causality Results**

*by*David E. A. Giles & Lindsay Tedds & Gugsa Werkneh

**Modelling the Hidden Economy and the Tax-Gap in New Zealand**

*by*David E. A. Giles

**The Learning Path of the Hidden Economy: The Tax Burden and Tax Evasion in New Zealand**

*by*David E. A. Giles, & Patrick J. Caragata

**Institutionalism as "Scientific" Economics**

*by*Malcom Rutherford

**Dynamic Factor Demand Models and Productivity Analysis**

*by*M. Ishaq Nadiri & Ingmar R. Prucha

**The Distribution of Pollution in the United States: An Environmental Gini Approach**

*by*Millimet, Daniel L. & Slottje, Daniel

**Modeling ASEAN Global Linkages**

*by*Lord, Montague J.

**Quantitative Economic Modeling vs Methodological Individualism ?**

*by*Buda, Rodolphe

**The public-private savings mirror and causality relations among private savings, investment and (twin) deficits: A full modeling approach**

*by*Peeters, Marga

**Econometric Inflation Targeting**

*by*Gunnar Bårdsen & Eilev S. Jansen & Ragnar Nymoen

**Dynamic Factor Demand Models and Productivity Analysis**

*by*M. Ishaq Nadiri & Ingmar R. Prucha

**The Effect of Joining the EMS: Monetary Transmission Mechanisms in Spain**

*by*Katarina Juselius & Juan Toro

**Models and Relations in Economics and Econometrics**

*by*Katarina Juselius

**Dynamic Models and Structural Shift: Monetary Transmission Mechanisms in Italy before and after EMS**

*by*Katarina Juselius & Elena Gennari

**Gender and Racial Discrimination in Pay and Promotion for NHS Nurses**

*by*Pudney, Stephen & Shields, Michael A.

**Gender And Racial Discrimination In Pay And Promotion For Nhs Nurses**

*by*Stephen Pudney & Michael A. Shields

**A structural cointegrating VAR approach to macroeconometric modelling**

*by*A Garratt & K Lee & M H Pesaran & Yongcheol Shin

**Monetary transmission channels, monetary regimes and consumption behaviour**

*by*S. Sgherri

**L’offre de riz des ménages agricoles malgaches. Etude économétrique à partir d’enquêtes transversales**

*by*Robilliard, Anne-Sophie

**Dynamic Factor Demand Models and Productivity Analysis**

*by*Nadiri, M.I. & Prucha, I.

**Indirect Inference, Nuisance Parameter and Threshold Moving Average**

*by*Alain Guay & Olivier Scaillet

**Nonlinear innovations and impulse responses**

*by*Gourieroux, Christian & Jasiak, Joanna

**Latent Variable Models for Stochastic Discount Factors**

*by*René Garcia & Éric Renault

**Forecasting Dynamic Time Series in the Presence of Deterministic Components**

*by*Serena Ng & Timothy Vogelsang

**HDR 1999 - Globalization with a Human Face**

*by*UNDP

**Detecting self-organisational change in economic processes exhibiting logistic growth**

*by*John Foster & Phillip Wild

**Stable cointegrating regressions: Fully-modified estimates for inflation and employment cost indices**

*by*Rosemary D. Rossiter

**The Volatility of U.S. Term Structure Term Premia 1952-1991**

*by*Henry, O.T.

**An Axiomatization of Cumulative Prospect Theory for Decision Under Risk**

*by*Chateauneuf, A. & Wakker, P.

**The Degree of Collusion in Construction**

*by*Lever, M.H.C. & Nieuwenhuijsen, H.R. & van Stel, A.J.

**Two Roles for Elections: Discipling the Incumbent and Selecting a Competent Candidate**

*by*Berganza, J.C.

**A Structural Cointegrating VAR Approach to Macroeconometric Modelling**

*by*Garratt, Anthony & Lee, Kevin C & Pesaran, M. Hashem & Shin, Yongcheol

**Linking series generated at different frequencies and its applications**

*by*Hyung, Namwon

**Money Velocity with Interest Rate Stochastic Volatility and Exact Aggregation**

*by*William A. Barnett & Haiyang Xu

**Bayesian and Classical Approaches to Instrumental Variables Regression**

*by*Frank Kleibergen & Eric Zivot

**An Approximate Wavelet MLE of Short and Long Memory Parameters**

*by*Mark J. Jensen

**Modelling the Hidden Economy and the Tax-Gap in New Zealand**

*by*David E. A. Giles

**Measuring The Hidden Economy: Implications for Econometric Modelling**

*by*David E. A. Giles

**The Learning Path of the Hidden Economy:Tax and Growth Effects in New Zealand**

*by*David E. A. Giles, & Patrick J. Caragata

**Simulating the Relationship Between the Hidden Economy and the Tax Level and Tax Mix in New Zealand**

*by*Patrick J. Caragata, & David E. A. Giles

**Modelling the Tax Compliance Profiles of New Zealand Firms: Evidence from Audit Records**

*by*David E. A. Giles

**The Underground Economy: Minimizing the Size of Government**

*by*David E.A. Giles

**Modelling the Tax Compliance Profiles of New Zealand Firms: Evidence from Audit Records**

*by*David E. A. Giles

**The Underground Economy: Minimizing the Size of Government**

*by*David E.A. Giles

**Measuring Inter-judge Sentencing Disparity Before and After the Federal Sentencing Guidelines**

*by*James M. Anderson & Jeffrey R. Kling & Kate Stith

**Macromodels of the Romanian transition economy, Second edition**

*by*Dobrescu, Emilian

**GDP-spillovers in multi-country models**

*by*Douven, Rudy & Peeters, Marga

**Real-Time Multivariate Density Forecast Evaluation and Calibration: Monitoring the Risk of High-Frequency Returns on Foreign Exchange**

*by*Francis X. Diebold & Jinyong Hahn & Anthony S. Tay

**How Relevant is Volatility Forecasting for Financial Risk Management?**

*by*Peter F. Christoffersen & Francis X. Diebold

**Finite-Sample Inference Methods for Simultaneous Equations and Models with Unobserved and Generated Regressors**

*by*DUFOUR, Jean-Marie & JASIAK, Joanna

**European Money Demand and the Role of UK for its Stability: A Cointegration Analysis**

*by*Andreas Beyer

**Working Paper 08-98 - An Evaluation of Fiscal Measures for Energy Products in the European Union**

*by*Francis Bossier & Sophie Mertens & Eric Meyermans & Patrick Van Brusselen

**Risk Aversion, Intertemporal Substitution, and Option Pricing**

*by*René Garcia & Éric Renault

**Forecasting Inflation with the M1-VECM: Part Two**

*by*Engert, Walter & Hendry, Scott

**HDR 1998 - Consumption for Human Development**

*by*UNDP

**Inventories and Asymmetric Business Cycle Fluctuations in the UK**

*by*Sensier, M.

**Assortative Matching and Search**

*by*Shimer, R. & Smith, L.

**Assortative Matching and Search**

*by*Shimer, R. & Smith, L.

**A Graphical Depiction of the Rubinstein-Stahl Bargaining Solution**

*by*Smith, L.

**The Economic Return to Schooling in Ireland**

*by*Callan, T. & Harmon, C.P.

**Mutual Encompassing and Model Equivalence**

*by*Lu, M. & Mizon, G. E.

**Mathematical and Statistical Modelling of Cointegration**

*by*Johansen, S.

**Unemployment Insurance in Theory and Practice**

*by*Holmlund, B.

**An estimator for the road freight handling factor**

*by*Thomas Cool

**The Angular Distribution of Asset Returns in Delay Space**

*by*Roger Koppl & Carlo Nardone

**Research in Econometric Theory: Quantitative and Qualitative Productivity Rankings**

*by*Francisco Cribari-Neto & Mark J. Jensen & Alvaro C. Novo

**Nonlinear and Complex Dynamics in Economics**

*by*William A. Barnett & Alfredo Medio & Apostolos Serletis

**On the Estimation and Inference of a Cointegrated Regression in Panel Data**

*by*Chihwa Kao & Min-Hsien Chiang

**Estimation of Price Elasticities from Norwegian Household Survey Data**

*by*Leif Brubakk

**Interrelationships and Causal Linkages Between Socioeconomic and Environmental Factors**

*by*Mariam, Yohannes & Barre, Mike & Urquhart, Lynda & DeCivita, Paul

**Cointegration and Long-Horizon Forecasting**

*by*Peter F. Christoffersen & Francis X. Diebold

**Evaluating Density Forecasts**

*by*Francis X. Diebold & Todd A. Gunther & Anthony S. Tay

**Duality Theory And the Consistent Estimation Of Technological Parameters: Why Cost Function Estimation Can Be Wrong**

*by*James McIntosh & William A. Sims

**Vacancy Durations - A Model for Employer's Search**

*by*Weber, Andrea

**Waves and Persistence in Merger and Acquisition Activity**

*by*John T. Barkoulas & Christopher F. Baum & Atreya Chakraborty

**Analysis of Vector Autoregressions in the Presence of Shifts in Mean**

*by*Serena Ng & Timothy J. Vogelsang

**Lag Length Selection and the Construction of Unit Root Tests with Good Size and Power**

*by*Serena Ng & Pierre Perron

**HDR 1997 - Human Development to Eradicate Poverty**

*by*UNDP

**Conditional Independance in Sample Selection Models**

*by*Angrist, J.D.

**A Multicriteria Approach to Model Specification and Estimation**

*by*Kalaba, Robert E. & Tesfatsion, Leigh S.

**Bootstrap Methods For Covariance Structures**

*by*Joel L. Horowitz

**Stochastic Volatility: Likelihood Inference And Comparison With Arch Models**

*by*Sangjoon Kim & Neil Shephard & Siddhartha Chib

**Bootstrap Methods for Median Regression Models**

*by*Joel L. Horowitz

**Posterior Simulation and Bayes Factors in Panel Count Data Models**

*by*Siddhartha Chib & Edward Greenberg & Rainer Winkelmann

**Bayesian Analysis of Multivariate Probit Models**

*by*Siddhartha Chib & Edward Greenberg

**A Spline Analysis of the Small Firm Effect: Does Size Really Matter?**

*by*Joel L. Horowitz & Tim Loughran & N. E. Savin

**Measuring Productivity Differences in Equilibrium Search Models**

*by*Gathier Lanot & George Neumann

**The Effect of Nuisance Parameters on the Power of LM Tests in Logit and Probit Models**

*by*N.E. Savin & Allan Wurtz

**Power of Tests in Binary Response Models**

*by*N.E. Savin & Allan Wurtz

**Real and Spurious Long Memory Properties of Stock Market Data**

*by*I.N. Lobato & N.E. Savin

**The Forecasting Accuracy of Five Time Series Models: Evidence from the Portuguese Car Market**

*by*Francisco F. R. Ramos

**Regime-Switching Models: A Guide to the Bank of Canada Gauss Procedures**

*by*Simon van Norden & Robert Vigfusson

**Bootstrap Critical Values for Tests Based on the Smoothed Maximum Score Estimator**

*by*Joel L. Horowitz

**Semiparametric Estimation of a Censored Regression Model with an Unknown Transformation of the Dependent Variable**

*by*Tue Gorgens & Joel L. Horowitz

**Bootstrap Methods in Econometrics: Theory and Numerical Performance**

*by*Joel L. Horowitz

**Search Models and Duration Data**

*by*George Neumann

**Censoring of Outcomes and Regressors Due To Survey Nonresponse: Identification and Estimation Using Weights and Imputations**

*by*Joel L. Horowitz & Charles F. Manski

**Fitting Equilibrium Search Models to Labor Market Data**

*by*Audra J. Bowlus & Nicholas M. Kiefer & George R. Neumann

**Macromodels of the Romanian transition Economy**

*by*Dobrescu, Emilian

**Forecast Evaluation and Combination**

*by*Francis X. Diebold & Jose A. Lopez

**Does Inflation Matter for Growth?**

*by*Gylfason, Thorvaldur & Herbertsson, Tryggvi Thor

**HDR 1996 - Economic Growth and Human Development**

*by*UNDP

**The Canadian Experience with Weighted Monetary Aggregates**

*by*David Longworth & Joseph Atta-Mensah

**Selection of the Truncation Lag in Structural VARs (or VECMs) with Long-Run Restrictions**

*by*Alain DeSerres & Alain Guay

**Further investigation of the uncertain unit root in GNP**

*by*Yin-Wong Cheung & Menzie Chinn

**Improved Score Tests for One-parameter Exponential Family Models**

*by*Silvia Ferrari & Gauss Cordeiro & Miguel Uribe & F. Cribari-Neto

**On Bartlett and Bartlett-Type Corrections**

*by*F. Cribari-Neto & G.M. Cordeiro

**A Score Test for Seasonal Fractional Integration and Cointegration**

*by*Param Silvapulle

**Observed Choice, Estimation, and Optimism About Policy Changes**

*by*Eric Rasmusen

**Improved Test Statistics for Multivariate Regression**

*by*Francisco Cribari-Neto & Spyros Zarkos

**OLS Estimate of Fractional Differencing Parameter Using Wavelets Derived from Smoothing Kernels**

*by*Mark J. Jensen

**Bartlett Corrections for One-Parameter Exponential Family Models**

*by*G.M. Cordeiro & F. Cribari-Neto & E.C.Q. Aubin & S.L.P. Ferrari

**Second and Third Order Bias Reduction for One-Parameter Family Models**

*by*S.L.P. Ferrari & D.A. Botter & G.M. Cordeiro & F. Cribari-Neto

**A Frontier Model for Landscape Ecology: The Tapir in Honduras**

*by*Kevin Flesher & Eduardo Ley

**Unit Root Tests and the Burden of Proof**

*by*Robert A. Amano & Simon van Norden

**Fads or Bubbles?**

*by*Simon van Norden & Huntley Schaller & )

**Speculative Behaviour, Regime-Switching, and Stock Market Crashes**

*by*Simon van Norden & Huntley Schaller & )

**Regime Switching in Stock Market Returns**

*by*Simon van Norden & Huntley Schaller & )

**Regime Switching as a Test for Exchange Rate Bubbles**

*by*Simon van Norden

**A Multicriteria Approach to Model Specification and Estimation**

*by*Robert Kalaba & Leigh Tesfatsion

**Distribution of Preferences and Measurement Errors in a Disaggregated Expenditure System+**

*by*Jørgen Aasness & Erik Biørn & Terje Skjerpen

**Aggregation when Markets do not Clear**

*by*Leif Andreassen

**A Framework for Estimating Disequilibrium Models with Many Markets**

*by*Leif Andreassen

**Robert E. Lucas Jr., Prix Nobel d'Économie 1995**

*by*Buda, Rodolphe

**Consumer Durables and Inertial Behavior: Estimation and Aggregation of (S,s) Rules**

*by*Orazio P. Attanasio

**HDR 1995 - Gender and Human Development**

*by*UNDP

**Using Expectations Data to Study Subjective Income Expectations**

*by*Jeff Dominitz & Charles F. Manski

**Eliciting Student Expectations Of The Returns To Schooling**

*by*Jeff Dominitz & Charles F. Manski

**Testing the null of stationarity in the presence of structural breaks for multiple time series**

*by*Ahn & Byung Chul

**Joint Censoring Of Regressors And Outcomes:Survey Nonresponse And Attrition**

*by*Joel L. Horowitz & Charles F. Manski

**Simultaneity With Downward Sloping Demand**

*by*Charles F. Manski

**Wavelets in Econometrics: An Application to Outlier Testing**

*by*Seth A. Greenblatt

**Markov Chain Monte Carlo Simulation Methods in Econometrics**

*by*Siddhartha Chib & Edward Greenberg

**The Dynamic Behaviour of Canadian Imports and the Linear-Quadratic Model: Evidence Based on the Euler Equation**

*by*Robert A. Amano & Tony S. Wirjanto

**A Further Analysis of Exchange Rate Targeting in Canada**

*by*Robert A. Amano & Tony S. Wirjanto

**Wavelet Analysis of Fractionally Integrated Processes**

*by*Mark J. Jensen

**Goodness-of-Fit for Revealed Preference Tests**

*by*Hal R. Varian

**La modélisation macroéconomique comme processus de communication : pour une formalisation finaliste des équations de comportement**

*by*Buda, Rodolphe

**Small Sample Properties of Generalized Method of Moments Based Wald Tests**

*by*Craig Burnside & Martin Eichenbaum

**Planning paper 67 - Projet MODTRIM - Description du modèle dans sa version actuelle**

*by*M.-A. Jamar de Bolsée & Joost Verlinden

**Local Nonlinear Least Squares Estimation: Using Parametric Information Nonparametrically**

*by*Pedro Gozalo & Oliver Linton

**HDR 1994 - New Dimensions of Human Security**

*by*UNDP

**Classical Estimation Methods for LDV Models Using Simulation**

*by*V.A. Hajivassiliou & P. A. Ruud

**Nonparametric Multivariate Regression Subject to Constraint**

*by*S. M. Goldman & P. A. Ruud

**A Predictive Approach to Model Selection and Multicollinearity**

*by*Edward Greenberg & Robert P. Parks

**A Simulation Investigation of Firm-Specific Equation Models as Used in Accounting Information Event Studies**

*by*Walter Teets & Robert P. Parks

**A Multicriteria Approach to Dynamic Estimation**

*by*Kalaba, Robert E. & Tesfatsion, Leigh

**HDR 1993 - People's Participation**

*by*UNDP

**Linear and Nonlinear Associative Memories for Parameter Estimation**

*by*Kalaba, Robert E. & Lichtenstein, Z. & Simchony, T. & Tesfatsion, Leigh S.

**The Impact of Permanent Job Loss on Health Insurance Benefits**

*by*Craig A. Olson

**A Kit of Results For Sampled and Temporally Aggregated Models**

*by*Luigi Ermini

**HDR 1992 - Global Dimensions of Human Development**

*by*UNDP

**A Unified Approach to Dynamic Estimation**

*by*Kalaba, Robert E. & Tesfatsion, Leigh S.

**Work by Robert Kalaba on Multicriteria Estimation**

*by*Tesfatsion, Leigh S.

**Obtaining Initial Parameter Estimates for Nonlinear Systems Using Multicriteria Associative Memories**

*by*Kalaba, Robert E. & Tesfatsion, Leigh S.

**Sunspot equilibrium as a game theoretical solution concept**

*by*Forges, Françoise

**Estimating demand and supply of edible oil in Pakistan**

*by*Haq, Rashida

**HDR 1991 - Financing Human Development**

*by*UNDP

**On Interpreting the Random Walk and Unit Root in Nominal and Real Exchange Rates**

*by*Charles Adams & Bankim Chadha

**An Organizing Principle for Dynamic Estimation**

*by*Kalaba, Robert E. & Tesfatsion, Leigh S.

**U.S. Money Demand Instability: A Flexible Least Squares Approach**

*by*Tesfatsion, Leigh S. & Veitch, J.

**A Further Note on Flexible Least Squares and Kalman Filtering**

*by*Kalaba, Robert E. & Tesfatsion, Leigh S.

**Flexible Least Squares for Approximately Linear Systems**

*by*Kalaba, Robert E. & Tesfatsion, Leigh S.

**The Econometric Analysis of Time Series, 2nd Edition**

*by*Andrew C. Harvey

**HDR 1990 - Concept and Measurement of Human Development**

*by*UNDP

**Sequential Nonlinear Estimation With Nonaugmented Priors**

*by*Kalaba, Robert E. & Tesfatsion, Leigh S.

**Time-Varying Linear Regression Via Flexible Least Squares**

*by*Kalaba, Robert E. & Tesfatsion, Leigh S.

**A Fortran Program for Time-Varying Linear Regression Via Flexible Least Squares**

*by*Kalaba, Robert E. & Rasakhoo, N. & Tesfatsion, Leigh S.

**What can we learn from univariate time series models? The case of sugar production in Mauritius 1879-1987**

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**Exact Sequential Solutions for a Class of Discrete-Time Nonlinear Estimation Problems**

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**A Sequential Method for Nonlinear Filtering: Numerical Implementation and Comparisons**

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**A Least-Squares Model Specification Test for a Class of Dynamic Nonlinear Economic Models With Systematically Varying Parameters**

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