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Research classified by
Journal of
Economic Literature (JEL) codes Top JEL C: Mathematical and Quantitative MethodsC5: Econometric ModelingC51: Model Construction and Estimation
This topic is covered by the following reading lists: SOEP based publications
Socio-Economics of Innovation
2009 Measuring income-related inequalities in health using a parametric dependence function by Quinn, C [Downloadable!] 2009 Dynamic Cost-offsets of Prescription Drug Expenditures: Panel Data Analysis Using a Copula-based Hurdle Model by Deb, P & Trivedi, P. K & Zimmer, D. M [Downloadable!] 2009 Attitudes to Ambiguity in One-Shot Normal-Form Games: An Experimental Study by Asen Ivanov [Downloadable!] 2009 Yield Curve Predictability, Regimes, and Macroeconomic Information: A Data-Driven Approach by Francesco Audrino & Kameliya Filipova [Downloadable!] 2009 Fractional Integration and Structural Breaks in U.S. Macro Dynamics by Luis A. Gil-Alana & Antonio Moreno [Downloadable!] 2009 Exploring Long Memory and Nonlinearity in Irish Real Exchange Rates using Tests based on Semiparametric Estimation by Derek Bond & Michael J. Harrison & Edward J. O'Brien [Downloadable!] 2009 Do Institutions Rule? The Role of Heterogeneity in the Institutions vs. Geography Debate by Andros Kourtellos & Thanasis Strengos & Chih Ming Tan [Downloadable!] 2009 Testing Becker's Theory of Positive Assortative Matching by Aloysius Siow [Downloadable!] 2009 Labor Contracts and Flexibility: Evidence from a Labor Market Reform in Spain by Victor Aguirregabiria & Cesar Alonso-Borrego [Downloadable!] 2009 Extreme Dependence in International Stock Markets by Cathy Ning [Downloadable!] 2009 Modeling Asymmetric Volatility Clusters Using Copulas and High Frequency Data by Cathy Ning & Dinghai Xu & Tony Wirjanto [Downloadable!] 2009 Tax Policy and CO2 Emissions – An Econometric Analysis of the German Automobile Market by Colin Vance & Markus Mehlin [Downloadable!] 2009 Unconditional Quantile Regression for Panel Data with Exogenous or Endogenous Regressors by David Powell [Downloadable!] 2009 Modeling acreage decisions within the multinomial Logit framework by Alain Carpentier & Elodie Letort [Downloadable!] 2009 Fixed costs involved in crop pattern changes and agri-environmental schemes by Maria Espinosa-Goded & Pierre Dupraz & Jesùs Barreiro-Hurlé [Downloadable!] 2009 Estimating censored and non homothetic demand systems: the generalized maximum entropy approach by Fabienne Féménia & Alexandre Gohin [Downloadable!] 2009 Financial Market Conditions, Real Time, Nonlinearity and European Central Bank Monetary Policy: In-Sample and Out-of-Sample Assessment by Costas Milas & Ruthira Naraidoo [Downloadable!] 2009 Modelling monetary policy in South Africa: Focus on inflation targeting era using a simple learning rule by Ruthira Naraidoo & Rangan Gupta [Downloadable!] 2009 Regime-switching models for electricity spot prices: Introducing heteroskedastic base regime dynamics and shifted spike distributions by Janczura, Joanna & Weron, Rafal [Downloadable!] 2009 Determination of the real exchange rate of rouble and assessment of long-rum policy of real exchange rate targeting by Sossounov, Kirill & Ushakov, Nikolay [Downloadable!] 2009 Identifikace, měření a analýza poruch E-Commerce systémů by Suchánek, Petr & Vymětal, Dominik [Downloadable!] 2009 The Internationalization of Inventive Activity: A Gravity Model Using Patent Data by Picci, Lucio [Downloadable!] 2009 On the Computation of the Hausdorff Dimension of the Walrasian Economy: Addendum by Dominique, C-Rene [Downloadable!] 2009 Holidays and the economic growth of nations by Amavilah, Voxi Heinrich [Downloadable!] 2009 Generalized Impulse Response Analysis: General or Extreme? by Hyeongwoo, Kim [Downloadable!] 2009 Spatial competition for passengers and its influence on efficiency of European airports by Pavlyuk, Dmitry [Downloadable!] 2009 Burnout from pools to loans: Modeling refinancing prepayments as a self-selection process by Gan, Jumwu [Downloadable!] 2009 On the Use of Formative Measurement Specifications in Structural Equation Modeling: A Monte Carlo Simulation Study to Compare Covariance-Based and Partial Least Squares Model Estimation Methodologies by Ringle, Christian M. & Götz, Oliver & Wetzels, Martin & Wilson, Bradley [Downloadable!] 2009 Happiness and age cycles – return to start… by Fischer, Justina AV [Downloadable!] 2009 A Dynamic Correlation Approach of the Swiss Tourism Income by Leon, Costas & Eeckels, Bruno [Downloadable!] 2009 Building and Using a Small Macroeconometric Model: Klein Model I as an Example by Renfro, Charles G [Downloadable!] 2009 Russian Election Reform and the Effect of Social Conformity on Voting and the Party System: 2007 and 2008 by Coleman, Stephen [Downloadable!] 2009 Estimating Simultaneous Games with Incomplete Information under Median Restrictions by Xun Tang [Downloadable!] 2009 Two-Step Extremum Estimation with Estimated Single-Indices by Kyungchul Song [Downloadable!] 2009 Binary Regressions with Bounded Median Dependence by Xun Tang [Downloadable!] 2009 A Spatial Econometric Star Model With An Application To U.S. County Economic Growth, 1969-2003 by Valerien O. Pede [Downloadable!] 2009 Modeling Exchange Rate and Industrial Commodity Volatility Transmissions by Shawkat M. Hammoudeh & Yuan Yuan & Michael McAleer [Downloadable!] 2009 Evaluating a monetary business cycle model with unemployment for the euro area by Nicolas Groshenny [Downloadable!] 2009 Beyond Testing: Empirical Models of Insurance Markets by Liran Einav & Amy Finkelstein & Jonathan Levin [Downloadable!] 2009 A Note on Adapting Propensity Score Matching and Selection Models to Choice Based Samples by James J. Heckman & Petra E. Todd [Downloadable!] 2009 Evaluating a monetary business cycle model with unemployment for the euro area by Nicolas Groshenny [Downloadable!] 2009 The impact of the European Union emission trading scheme on electricity generation sectors by Djamel Kirat & Ibrahim Ahamada [Downloadable!] 2009 Informed Trading in Parallel Bond Markets by Paiardini, Paola [Downloadable!] 2009 Efficient Estimation of the Non-linear Volatility and Growth Model by Julie Byrne & Denis Conniffe [Downloadable!] 2009 On Loss Functions and Ranking Forecasting Performances of Multivariate Volatility Models by Sébastien Laurent & Jeroen V.K. Rombouts & Francesco Violante [Downloadable!] 2009 The Assessment of Natural Rate of Unemployment and Capacity Utilisation in Latvia by Aleksejs Melihovs & Anna Zasova [Downloadable!] 2009 Do Non-Economic Quality of Life Factors Drive Immigration? by Lewer, Joshua J. & Pacheco, Gail & Rossouw, Stephanié [Downloadable!] 2009 Forecasting Errors: Yet More Problems for Identification? by Contini, Bruno [Downloadable!] 2009 Generalized Extreme Value Distribution with Time-Dependence Using the AR and MA Models in State Space Form by Jouchi Nakajima & Tsuyoshi Kunihama & Yasuhiro Omori & Sylvia Fruwirth-Scnatter [Downloadable!] 2009 Regulation and Investment in Network Industries: Evidence from European Telecoms by Michał Grajek & Lars-Hendrik Röller [Downloadable!] 2009 A General Framework for Observation Driven Time-Varying Parameter Models by Drew Creal & Siem Jan Koopman & Andre Lucas [Downloadable!] 2009 An Optimal Weight for Realized Variance Based on Intermittent High-Frequency Data by Hiroki Masuda & Takayuki Morimoto [Downloadable!] 2009 The Empirical Relation between Credit Quality, Recovery, and Correlation by Daniel Rosch & Harald Scheule [Downloadable!] 2009 Value at Risk for Large Portfolios by Lönnbark, Carl & Holmberg, Ulf & Brännäs, Kurt [Downloadable!] 2009 Total Factor Productivity of Korean Manufacturing Industries: Comparison of Competing Models with Firm-Level Data by Oh, Donghyun & Heshmati, Almas & Lööf, Hans [Downloadable!] 2009 Estimating the Swedish and Norwegian International Tourism Demand using ISUR Technique by Salman, Khalik & Arnesson, Leif & Sörensson, Anna & Shukur, Ghazi [Downloadable!] 2009 Developing Median Regression for SURE Models - with Application to 3-Generation Immigrants’ data in Sweden by Zeebari, Zangin & Shukur, Ghazi [Downloadable!] 2009 Do markup dynamics reflect fundamentals or changes in conduct? by Juselius , Mikael & Kim, Moshe & Ringbom, Staffan [Downloadable!] 2009 The Empirical Relation between Credit Quality, Recovery and Correlation by Rösch, Daniel & Scheule, Harald [Downloadable!] 2009 Economic impacts of the RES Obligations in Austria – an Application of the Macro-Econometric Model e3.at by Dr. Ulrike Lehr & Dr. Marc Ingo Wolter & Anett Großmann [Downloadable!] 2009 Structural Threshold Regression by Andros Kourtellos & Thanasis Stengos & Chih Ming Tan [Downloadable!] 2009 Do Institutions Rule? The Role of Heterogeneity in the Institutions vs. Geography Debate by Andros Kourtellos & Thanasis Stengos & Chih Ming Tan [Downloadable!] 2009 In Search for a Long-run Relationship between Aid and Growth: Pitfalls and Findings by Felicitas Nowak-Lehmann D. & Inmaculada Martínez-Zarzoso & Dierk Herzer & Stephan Klasen & Axel Dreher [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 Productivity Spillovers from Foreign Direct Investment in Polish Manufacturing 1993-2006 by Anna Golejewska [Downloadable!] 2009 Intra-daily Volume Modeling and Prediction for Algorithmic Trading by Christian T. Brownlees & Fabrizio Cipollini & Giampiero M. Gallo [Downloadable!] 2009 Distributional effects of Finland's climate policy package - Calculations with the new income distribution module of the VATTAGE model by Jouko Kinnunen & Kimmo Marttila & Juha Honkatukia [Downloadable!] 2009 Determinants of FDI in Czech Manufacturing Industries between 2000-2006 by Eva Ryšavá & Elisa Galeotti [Downloadable!] 2009 Matching Theory and Data: Bayesian Vector Autoregression and Dynamic Stochastic General Equilibrium Models by Alexander Kriwoluzky [Downloadable!] 2009 Identification of macroeconomic factors in large panels by Lasse BORK & Hans DEWACHTER & Romain HOUSSA [Downloadable!] 2009 ISO 9000: New Form of Protectionism or Common Language in International Trade? by Joseph A. Clougherty & Michal Grajek [Downloadable!] 2009 Regulation and Investment in Network Industries: Evidence from European Telecoms by Michal Grajek & Lars-Hendrik Röller [Downloadable!] 2009 Expected Returns and Volatility of Fama-French Factors by Chabi-Yo, Fousseni [Downloadable!] 2009 Optimal Rank-Based Testing for Principal Component by Marc Hallin & Davy Paindaveine & Thomas Verdebout [Downloadable!] 2009 Aggregation of Linear Models for Panel Data by Alexandre Petkovic & David Veredas [Downloadable!] 2009 Market Liquidity as Dynamic Factors by Marc Hallin & Charles Mathias & Hugues Pirotte & David Veredas [Downloadable!] 2009 A Spatial and Temporal Autoregressive Local Estimation for the Paris Housing Market by Nappi-Choulet, Ingrid & Maury, Tristan-Pierre [Downloadable!] 2009 Central Bank Credibility and Monetary Policy- Evidence from Small Scale Macroeconomic Model of Indonesia by Enrico Tanuwidjaja & Choy Keen Meng [Downloadable!] 2009 The European used-car market at a glance: Hedonic resale price valuation in automotive leasing industry by Sylvain Prado [Downloadable!] 2009 When Does It Hurt?: The Exchange Rate "Pain Threshold" for German Exports by Ansgar Belke & Matthias Göcke & Martin Günther [Downloadable!] 2009 Rating Assignments: Lessons from International Banks by Guglielmo Maria Caporale & Roman Matousek & Chris Stewart [Downloadable!] 2009 Common and Spatial Drivers in Regional Business Cycles by Michael Artis & Christian Dreger & Konstantin A. Kholodilin [Downloadable!] 2009 Modeling non performing loans probability in the commercial banking system: efficiency and effectiveness related to credit risk in Italy by Bernardo Maggi & Marco Guida [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 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 Common and Spatial Drivers in Regional Business Cycles by Artis, Michael J & Dreger, Christian & Kholodilin, Konstantin [Downloadable!] 2009 What’s News in Business Cycles by Schmitt-Grohé, Stephanie & Uribe, Martín [Downloadable!] 2009 Some Issues in Modeling and Forecasting Inflation in South Africa by Aron, Janine & Muellbauer, John [Downloadable!] 2009 Dependence Structure and Extreme Comovements in International Equity and Bond Markets by René Garcia & Georges Tsafack [Downloadable!] 2009 Consumer Confidence in Portugal - What does it really matter? by Antonio Caleiro & Esmeralda Ramalho & Andreia Dionísio [Downloadable!] 2009 Rating Assignments: Lessons from International Banks by Guglielmo Maria Caporale & Roman Matousek & Chris Stewart [Downloadable!] 2009 Common and Spatial Drivers in Regional Business Cycles by Michael Artis & Christian Dreger & Konstantin Kholodilin [Downloadable!] 2009 Gender Wage Gaps Reconsidered: A Structural Approach Using Matched Employer-Employee Data by Cristian Bartolucci [Downloadable!] 2009 No-arbitrage Near-Cointegrated VAR(p) Term Structure Models, Term Premia and GDP Growth by Jardet, C. & Monfort, A. & Pegoraro, F. [Downloadable!] 2009 The Factor-Spline-GARCH Model for High and Low Frequency Correlations by Jose Gonzalo Rangel & Robert F. Engle [Downloadable!] 2009 Macroeconomic effects of greater competition in the service sector: the case of Italy by Lorenzo Forni & Andrea Gerali & Massimiliano Pisani [Downloadable!] 2009 An Error Correction Inverse Almost Ideal Demand System: Wholesale Demand for Fish Grades in Greece by Stathis Klonaris [Downloadable!] 2009 Modelling Change In Financial Market Integration: Eastern Europe by Nektarios Aslanidis & Mardi Dungey & Christos S. Savva [Downloadable!] 2009 Realized Volatility and Multipower Variation by Torben G. Andersen & Viktor Todorov [Downloadable!] 2009 Semiparametric Modelling and Estimation: A Selective Overview by Dennis Kristensen [Downloadable!] 2009 Identification of Macroeconomic Factors in Large Panels by Lasse Bork & Hans Dewachter & Romain Houssa [Downloadable!] 2009 Dynamic Factor Models with Smooth Loadings for Analyzing the Term Structure of Interest Rates by Borus Jungbacker & Siem Jan Koopman & Michel van der Wel [Downloadable!] 2009 A Meta-Distribution for Non-Stationary Samples by Dominique Guégan [Downloadable!] 2009 Poisson Autoregression by Konstantinos Fokianos & Anders Rahbek & Dag Tjøstheim [Downloadable!] 2009 On IGARCH and convergence of the QMLE for misspecified GARCH models by Anders Tolver Jensen & Theis Lange [Downloadable!] 2009 Volatility in Equilibrium: Asymmetries and Dynamic Dependencies by Tim Bollerslev & Natalia Sizova & George Tauchen [Downloadable!] 2009 First and second order non-linear cointegration models by Theis Lange [Downloadable!] 2009 Rents and Land Prices in Japan: A Panel Cointegration Approach by Ana I. Sanjuán & Philip J. Dawson & Lionel J. Hubbard & Sawako Shigeto [Downloadable!] 2009 Selection Effects in Meta-Analysis and Benefit Transfer: Avoiding Unintended Consequences by Randall S. Rosenberger & Robert J. Johnston [Downloadable!] 2009 Biased Estimation in a Simple Extension of a Standard Error Correction Model by Christian Müller-Kademann 2009 The New Keynesian Phillips Curve and Lagged Inflation: A Case of Spurious Correlation? by Stephen G. Hall & George Hondroyiannis & P. A. V. B. Swamy & G. S. Tavlas 2009 The Relation between Predictability and Complexity: Domestic and Public Consumption in the Romanian Economy by Scutaru, Cornelia & Saman, Corina & Stanica, Cristian [Downloadable!] 2009 Prediction of a Small Area Mean for an Infinite Population when the Variance Components Are Random by Stefan, Marius [Downloadable!] 2009 About a Nonlinear Two-Parameter Prediction Model Used for Investigating the Distribution of CO2 Emission in Europe by Stefanescu, Stefan [Downloadable!] 2009 Price Ratios and the Cross-section of Common Stock Returns on Bucharest Stock Exchange: Empirical Evidence by Tudor, Cristiana [Downloadable!] 2009 A Review Of Student Test Properties In Condition Of Multifactorial Linear Regression by Pavelescu, Florin Marius [Downloadable!] 2009 Output, Inflation, and Interest Rates in an Estimated Optimizing Model of Monetary Policy by Benjamin Keen [Downloadable!] 2009 Satisfaction Drivers in Retail Banking: Comparison of Partial Least Squares and Covariance Based Methods by Monika Oleksiak [Downloadable!] 2009 Behavioral and Permanent Zloty/Euro Equilibrium by Joanna Beza-Bojanowska [Downloadable!] 2009 Demand functions in Polish Treasury auctions by Michał Krawczyk [Downloadable!] 2009 Risk developments on the retail mortgage loan market by Dániel Holló [Downloadable!] 2009 Tüketicilerin internetten alışverişe karşı tutumlarında etkili faktörler by Süleyman DÜNDAR & Durmuş YÖRÜK 2009 Hisse senedi fiyat-hacim ilişkisi: İMKB’de işlem gören bankalar için doğrusal ve doğrusal olmayan Granger nedensellik analizi by Ali BAYRAKDAROĞLU & Şaban NAZLIOĞLU 2009 Elasticity Of Substitution Between Labour And Capital Across Twenty Six Major Industries In India During 2004-05 by UPENDER, M. [Downloadable!] 2009 Debt Sustainabiliy And Economic Growth In Egypt by Adel M. EL-MAHDY & Neveen M. TORAYEH [Downloadable!] 2009 The Contribution Of Equipment Leasing In The Error-Correction Model Of Investment In Machinery And Equipment: Evidence From Italy by ZANIN, Luca [Downloadable!] 2009 Regionale Konjunkturunterschiede kein Hinderungsgrund für Geldpolitik im Euroraum by Michael Artis & Christian Dreger & Konstantin A. Kholodilin [Downloadable!] 2009 Multi-Market Direction-of-Change Modeling Using Dependence Ratios by Stanislav Anatolyev [Downloadable!] 2008 Impact of Service Station Networks on Purchase Decisions of Alternative-fuel Vehicles by Achtnicht, Martin & Bühler, Georg & Hermeling, Claudia [Downloadable!] 2008 A Comparative Study on the Role of Stochastic Trends in U.S. Macroeconomic Fluctuations, 1954-1988 by Seymen, Atilim [Downloadable!] 2008 A Data-Reconstructed Fractional Volatility Model by Mendes, Rui Vilela & Oliveira, Maria J. [Downloadable!] 2008 The Effects of Foreign Price Uncertainty on Australian Production and Trade by Elie Appelbaum & Alan D. Woodland [Downloadable!] 2008 Subjective aspects of economic poverty. Ordered response model approach by Hanna Dudek [Downloadable!] 2008 Simplified Implementation of the Heckman Estimator of the Dynamic Probit Model and a Comparison with Alternative Estimators by Arulampalam, Wiji & Stewart, Mark B. [Downloadable!] 2008 Evaluating Alternative Representations of the Choice Sets in Models of Labour Supply by R. Aaberge & T. Wennemo & U. Colombino [Downloadable!] 2008 Time-Deformation Modeling Of Stock Returns Directed By Duration Processes by Dingan Feng & Peter X.-K. Song & Tony S. Wirjanto [Downloadable!] 2008 Extreme Return-Volume Dependence in East-Asian Stock Markets: A Copula Approach by Cathy Ning & Tony S. Wirjanto 2008 Meta-Analysis of Empirical Evidence on the Labour Market Impacts of Immigration by S. Longhi & P. Nijkamp & J. Poot [Downloadable!] 2008 Modelling Seasonality An Extension of the HEGY Approach in the Presence of Two Structural Breaks by Ozlem Tasseven [Downloadable!] 2008 Non-Parametric Analysis of Hedge Fund Returns: New Insights from High Frequency Data by Loriana Pelizzon & Monica Billio & Mila Getmansky [Downloadable!] 2008 Crisis and Hedge Fund Risk by Loriana Pelizzon & Monica Billio & Mila Getmansky [Downloadable!] 2008 Strategic Play and Risk Aversion in One-Shot Normal-Form Games: An Experimental Study by Asen Ivanov 2008 Smooth Regimes, Macroeconomic Variables, and Bagging for the Short-Term Interest Rate Process by Francesco Audrino & Marcelo C. Medeiros [Downloadable!] 2008 Modeling Tick-by-Tick Realized Correlations by Fulvio Corsi & Francesco Audrino [Downloadable!] 2008 Realized Covariance Tick-by-Tick in Presence of Rounded Time Stamps and General Microstructure Effects by Fulvio Corsi & Francesco Audrino [Downloadable!] 2008 Currency Demand Modeling In Estimating The Underground Economy: A Critique on ‘Excess Sensitivity’ Method and Support for VAR Framework by Jerry Marmen Simanjuntak [Downloadable!] 2008 Testing for Granger (non)-Causality in a Time Varying Coefficient VAR Model by Dimitris K. Christopoulos & Miguel Leon-Ledesma [Downloadable!] 2008 Structural Threshold Regression by Andros Kourtellos & Thanasis Stengos & Chih Ming Tan [Downloadable!] 2008 A Monte Carlo EM Algorithm for the Estimation of a Logistic Auto-logistic Model with Missing Data by Marco Bee & Giuseppe Espa [Downloadable!] 2008 Is There A Trade-off Between Regional Growth and National Income? Theory and Evidence from the EU by Young-Bae Kim [Downloadable!] 2008 Neural Network Models for Inflation Forecasting: An Appraisal by Ali Choudhary & Adnan Haider [Downloadable!] 2008 The Financial Accelerator: Evidence using a procedure of Structural Model Design by Roger Hammersland and Dag Henning Jacobsen [Downloadable!] 2008 Classical identification: A viable road for data to inform structural modeling by Roger Hammersland [Downloadable!] 2008 An Alternative Approach to Labor Supply Modeling. Emphasizing Job-type as Choice Variable by John K. Dagsvik and Zhiyang Jia [Downloadable!] 2008 Dependence Structures in Chinese and U.S. Financial Markets: A Time-varying Conditional Copula Approach by Jian Hu [Downloadable!] 2008 Asymptotics and Bootstrap for Transformed Panel Data Regressions by Liangjun Su & Zhenlin Yang [Downloadable!] 2008 The Dynamics of Economic Functions: Modelling and Forecasting the Yield Curve by Clive Bowsher & Roland Meeks [Downloadable!] 2008 Factor demand linkages and the business cycle: interpreting aggregate fluctuations as sectoral fluctuations by Sean Holly & Ivan Petrella [Downloadable!] 2008 Identifying Sources of Business Cycle Fluctuations in Germany 1975–1998 by Oliver Holtemöller & Torsten Schmidt [Downloadable!] 2008 Improvements and Future Challenges in the Field of Genetically Sensitive Sample Designs by Frank M. Spinath [Downloadable!] 2008 The Investment Function: Determinants Of Demand For Investment Goods by John J. Heim [Downloadable!] 2008 The Sub-Prime Crisis and UK Monetary Policy by Christopher Martin & Costas Milas [Downloadable!] 2008 Office Rent Determinants: a Hedonic Panel Analysis by Franz Fuerst [Downloadable!] 2008 A Term Structure Decomposition of the Australian Yield Curve by Richard Finlay & Mark Chambers [Downloadable!] 2008 Unobservable Shocks as Carriers of Contagion: A Dynamic Analysis Using Identified Structural GARCH by Mardi Dungey & George Milunovich & Susan Thorp [Downloadable!] 2008 Cross-sectional Averaging and Instrumental Variable Estimation with Many Weak Instruments by George Kapetanios & Massimiliano Marcellino [Downloadable!] 2008 A Shrinkage Instrumental Variable Estimator for Large Datasets by Andrea Carriero & George Kapetanios & Massimiliano Marcellino [Downloadable!] 2008 Estimation of semiparametric stochastic frontiers under shape constraints with application to pollution generating technologies by Kortelainen, Mika [Downloadable!] 2008 Garch Parameter Estimation Using High-Frequency Data by Visser, Marcel P. [Downloadable!] 2008 Параллельные Вычисления В Идентификации Динамических Моделей Экономики // Параллельные Вычислительные Технологии (Павт'2008): Труды Международной Научной Конференции (Санкт-Петербург, 28 Января – 1 Февраля 2008 Г.). – Челябинск: Изд. Юургу, 2008. – 599 С. C.207-214 by Olenev, Nicholas [Downloadable!] 2008 Dynamic GMM Estimation With Structural Breaks. An Application to Global Warming and its Causes by Travaglini, Guido [Downloadable!] 2008 Determinantes de la Inflación en una Economía Dolarizada: El Caso Ecuatoriano by Gachet, Ivan & Maldonado, Diego & Pérez, Wilson [Downloadable!] 2008 Central banks and asset prices: the role of the interest rate in volatility correction in the Romanian case by Albulescu, Claudiu Tiberiu [Downloadable!] 2008 The brand equity: evidences on marketing investment by Davcik, Nebojsa [Downloadable!] 2008 The Monte Carlo method to find eigenvalues and eigenvectors by Ciuiu, Daniel & Costinescu, Cristian [Downloadable!] 2008 Pattern classification using principal components regression by Ciuiu, Daniel [Downloadable!] 2008 Pattern classification using polynomial and linear regression by Ciuiu, Daniel [Downloadable!] 2008 Structural Breaks, Regime Change and Asymmetric Adjustment: A Short and Long Run Global Approach to the Output/Unemployment Dynamics by Mendonca, Gui Pedro [Downloadable!] 2008 Nyquist Frequency in Sequentially Sampled Data by Faghih, Nezameddin & Faghih, Ali [Downloadable!] 2008 Bayesian Analysis of DSGE Models with Regime Switching by Eo, Yunjong [Downloadable!] 2008 Analysis of green net national product and genuine saving in Portugal, 1991 - 2005 by Mota, Rui Pedro & Domingos, Tiago & Martins, Victor [Downloadable!] 2008 Estimating components of ICT expenditure: a model-based approach with applicability to short time-series by Cooper, Russel & Madden, Gary G [Downloadable!] 2008 Optimizing models of a stock portfolio issued by Financial Investment Companies by Corduneanu , Carmen & Turcas, Daniela [Downloadable!] 2008 The Internationalization of Inventive Activity: A Gravity Model Using Patent Data by Picci, Lucio [Downloadable!] 2008 A simulation model of public debt sustainability by Albu, Lucian-Liviu [Downloadable!] 2008 ICT in Czech companies: business efficiency potentials to be achieved by Vymětal, Dominik [Downloadable!] 2008 Nonlinear Adjustment in US Bond Yields: an Empirical Analysis with Conditional Heteroskedasticity by Lucchetti, Riccardo & Palomba, Giulio [Downloadable!] 2008 Dependence Structures in Chinese and U.S. Financial Markets -- A Time-varying Conditional Copula Approach by Hu, Jian [Downloadable!] 2008 Electricity Pricing and Market Power - Evidence from Germany by Janssen, Matthias & Wobben, Magnus [Downloadable!] 2008 National flags, national flag colors, and the well-being of countries by Amavilah, Voxi Heinrich [Downloadable!] 2008 Hedging strategies and minimal variance portfolios for European and exotic options in a Levy market by Yip, Wing & Stephens, David & Olhede, Sofia [Downloadable!] 2008 Forecasting macroeconomic variables using a structural state space model by de Silva, Ashton [Downloadable!] 2008 Direct and iterated multistep AR methods for difference stationary processes by Proietti, Tommaso [Downloadable!] 2008 The non-stationary influence of geography on the spatial agglomeration of production in the EU by Chasco, Coro & López, Ana María & Guillain, Rachel [Downloadable!] 2008 Heavy-tails and regime-switching in electricity prices by Weron, Rafal [Downloadable!] 2008 A semiparametric factor model for electricity forward curve dynamics by Borak, Szymon & Weron, Rafal [Downloadable!] 2008 Bounds on Revenue Distributions in Counterfactual Auctions with Reserve Prices by Xun Tang [Downloadable!] 2008 On the Correlation Structure of Microstructure Noise in Theory and Practice by Francis X. Diebold & Georg H. Strasser [Downloadable!] 2008 Incorporating judgement with DSGE models by Jaromír Beneš & Andrew Binning & Kirdan Lees [Downloadable!] 2008 The Dynamics of Economic Functions: Modelling and Forecasting the Yield Curve by Clive G. Bowsher & Roland Meeks [Downloadable!] 2008 Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure by Cristina Amado & Timo Teräsvirta [Downloadable!] 2008 Are Structural VARs with Long-Run Restrictions Useful in Developing Business Cycle Theory? by V. V. Chari & Patrick J. Kehoe & Ellen R. McGrattan [Downloadable!] 2008 Estimating Welfare in Insurance Markets Using Variation in Prices by Liran Einav & Amy Finkelstein & Mark R. Cullen [Downloadable!] 2008 What's News in Business Cycles by Stephanie Schmitt-Grohe & Martin Uribe [Downloadable!] 2008 Structural heterogeneity or asymmetric shocks? Poland and the euro area through the lens of a two-country DSGE model by Marcin Kolasa [Downloadable!] 2008 Searching for additional sources of inflation persistence : the micro-price panel data approach by Rafal Raciborski [Downloadable!] 2008 Testing Conditional Asset Pricing Models: An Emerging Market Perspective by Javed Iqbal & Robert Brooks & Don U.A. Galagedera [Downloadable!] 2008 A non-parametric method to nowcast the Euro Area IPI by Laurent Ferrara & Thomas Raffinot [Downloadable!] 2008 Non-stationarity and meta-distribution by Dominique Guegan [Downloadable!] 2008 New Eurocoin: Tracking Economic Growth in Real Time by Mario Forni & Filippo Altissimo & Riccardo Cristadoro & Marco Lippi & Giovanni Veronese. [Downloadable!] 2008 Forecasting Financial Crises and Contagion in Asia using Dynamic Factor Analysis by Andrea Cipollini & George Kapetanios [Downloadable!] 2008 CAPP_DYN: A Dynamic Microsimulation Model for the Italian Social Security System by Carlo Mazzaferro & Marcello Morciano [Downloadable!] 2008 CAPP_DYN: A Dynamic Microsimulation Model for the Italian Social Security System by Carlo Mazzaferro & Marcello Morciano [Downloadable!] 2008 Understanding Italian inequality trends: a simulation-based decomposition by Carlo Vittorio FIORIO [Downloadable!] 2008 Macroeconomic Uncertainty and Performance in Asian Countries by Don Bredin & John Elder & Stilianos Fountas [Downloadable!] 2008 Seasonal Mackey-Glass-GARCH process and short-term dynamics by Catherine Kyrtsou & Michel Terraza [Downloadable!] 2008 Dynamique de la pauvreté urbaine au Bénin: une analyse en termes d'entrées et sorties by Damien Mededji [Downloadable!] 2008 The New Keynesian Phillips Curve and Lagged Inflation: A Case of Spurious Correlation? by Stephen G. Hall & George Hondroyiannis & P.A.V.B. Swamy & George S. Tavlas [Downloadable!] 2008 Negative Volatility Spillovers in the Unrestricted ECCC-GARCH Model by Christian Conrad & Menelaos Karanasos [Downloadable!] 2008 Applications of Statistical Physics in Finance and Economics by Thomas Lux [Downloadable!] 2008 Estimating the Causal Effect of Gun Prevalence on Homicide Rates: A Local Average Treatment Effect Approach by Kovandzic, Tomislav & Schaffer, Mark & Kleck, Gary [Downloadable!] 2008 Meta-Analysis of Empirical Evidence on the Labour Market Impacts of Immigration by Longhi, Simonetta & Nijkamp, Peter & Poot, Jacques [Downloadable!] 2008 Das makroökonometrische Modell des IWH: Eine angebotsseitige Betrachtung by Rolf Scheufele [Downloadable!] 2008 Social heterogeneity in self-reported health status and measurement of inequalities in health by Sandy Tubeuf & Florence Jusot & Marion Devaux & Catherine Sermet [Downloadable!] 2008 Matching Theory and Data: Bayesian Vector Autoregression and Dynamic Stochastic General Equilibrium Models by Alexander Kriwoluzky [Downloadable!] 2008 Measuring changes in preferences and perception due to the entry of a new brand with choice data by Lutz Hildebrandt & Lea Kalweit [Downloadable!] 2008 A semiparametric factor model for electricity forward curve dynamics by Szymon Borak & Rafał Weron [Downloadable!] 2008 Modeling Dependencies in Finance using Copulae by Wolfgang Härdle & Ostap Okhrin & Yarema Okhrin [Downloadable!] 2008 Gruppenvergleiche bei hypothetischen Konstrukten – Die Prüfung der Übereinstimmung von Messmodellen mit der Strukturgleichungsmethodik by Dirk Temme & Lutz Hildebrandt [Downloadable!] 2008 Estimating Investment Equations in Imperfect Capital Markets by Silke Hüttel & Oliver Mußhoff & Martin Odening & Nataliya Zinych [Downloadable!] 2008 Credit Losses in Economic Downturns - Empirical Evidence for Hong Kong Mortgage Loans by Daniel Rosch & Harald Scheule [Downloadable!] 2008 A Corrected Value-at-Risk Predictor by Lönnbark, Carl [Downloadable!] 2008 Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure by Amado, Cristina & Teräsvirta, Timo [Downloadable!] 2008 Performance Evaluation Based on the Robust Mahalanobis Distance and Multilevel Modelling Using Two New Strategies by Hussain, S & Mohamed, M. A. & Holder, R. & Almasri, A. & Shukur, G [Downloadable!] 2008 Exchange Rate and Interest Rate Volatility in a Target Zone: The Portuguese Case by António Portugal Duarte & João Sousa Andrade & Adelaide Duarte [Downloadable!] 2008 Little’s Law and Business Entropy by Michael Louis George [Downloadable!] 2008 Log Cycle Time as a Predictor of Cost Reduction by Michael Louis George [Downloadable!] 2008 What is Business Entropy by Michael Louis George [Downloadable!] 2008 Estimation des quantités d'émissions azotées et des courbes de coût marginal d'épuration associées dans les secteurs et les régions du bassin d'un cours d'eau : une application pour le bassin rhénan by Saulnier, J. [Downloadable!] 2008 The Fed and the ECB: Why such an apparent difference in reactivity? by Grégory Levieuge & Alexis Penot [Downloadable!] 2008 Comparison of Volatility Measures: a Risk Management Perspective by Christian T. Brownlees & Giampiero Gallo [Downloadable!] 2008 Relative Price Variability and the Philips Curve: Evidence from Turkey by A. Nazif Catik & Christopher Martin & A. Özlem Önder [Downloadable!] 2008 A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models by Catherine Doz & Domenico Giannone & Lucrezia Reichlin [Downloadable!] 2008 A Monthly Volatility Index for the US Economy by Cecilia Frale & David Veredas [Downloadable!] 2008 A Spatiotemporal Autoregressive Price Index for the Paris Office Property Market by Nappi-Choulet, Ingrid & Maury, Tristan-Pierre [Downloadable!] 2008 Improvements and Future Challenges in the Field of Genetically Sensitive Sample Designs by Frank M. Spinath [Downloadable!] 2008 Valuation of open space: Hedonic house price analyses in the Dutch Randstad region by Dekkers, J. & Koomen, E. [Downloadable!] 2008 A General Framework for Observation Driven Time-Varying Parameter Models by Drew Creal & Siem Jan Koopman & André Lucas [Downloadable!] 2008 The determinants of the outward foreign direct investment of China and India: Whither the home country? by Tolentino, Paz Estrella [Downloadable!] 2008 A Comparison of Two Averaging Techniques with an Application to Growth Empirics by Magnus, J.R. & Powell, O.R. & Prüfer, P. [Downloadable!] 2008 Optimal Bandwidth Choice for Interval Estimation in GMM Regression by Yixiao Sun & Peter C.B. Phillips [Downloadable!] 2008 Exact optimal and adaptive inference in regression models under heteroskedasticity and non-normality of unknown forms by Jean-Marie Dufour & Abderrahim Taamouti [Downloadable!] 2008 Short and long run causality measures: theory and inference by Jean-Marie Dufour & Abderrahim Taamouti [Downloadable!] 2008 Multivariate Regime–Switching GARCH with an Application to International Stock Markets by Markus Haas & Stefan Mittnik [Downloadable!] 2008 Multivariate Regime–Switching GARCH with an Application to International Stock Markets by Markus Haas & Stefan Mittnik [Downloadable!] 2008 Asymmetric Multivariate Normal Mixture GARCH by Markus Haas & Stefan Mittnik & Mark S. Paolella [Downloadable!] 2008 Asymmetric Multivariate Normal Mixture GARCH by Markus Haas & Stefan Mittnik & Mark S. Paolella [Downloadable!] 2008 Asymmetric Multivariate Normal Mixture GARCH by Markus Haas & Stefan Mittnik & Mark S. Paolella [Downloadable!] 2008 Forecasting Euro Area Real GDP: Optimal Pooling of Information by Oliver Hülsewig & Johannes Mayr & Timo Wollmershäuser [Downloadable!] 2008 Forecasting Economic and Financial Variables with Global VARs by M. Hashem Pesaran & Til Schuermann & L. Vanessa Smith [Downloadable!] 2008 Dollarization in Transition Economies: New Evidence from Georgia by Olga Aslanidi [Downloadable!] 2008 The single monetary policy and domestic macro-fundamentals: Evidence from Spain by Arghyrou, Michael G & Gadea, Maria Dolores [Downloadable!] 2008 Acquisition, Insolvency and Managers in UK Small Companies by Isachenkova, N. & Weeks, M. [Downloadable!] 2008 Factor demand linkages and the business cycle: Interpreting aggregate fluctuations as sectoral fluctuations by Holly, S. & Petrella, I. [Downloadable!] 2008 Forecasting Economic and Financial Variables with Global VARs by Pesaran, M.H. & Schuermann, T. & Smit, L.V. [Downloadable!] 2008 On the Correlation Structure of Microstructure Noise in Theory and Practice by Francis X. Diebold & Georg H. Strasser [Downloadable!] 2008 Estimating the natural rates in a simple New Keynesian framework by Hilde C. Bjørnland & Kai Leitemo & Junior Maih [Downloadable!] 2008 Désaisonnalisation des agrégats monétaires : Mise en place d’une chaîne rénovée by Lacroix, R. & Maurin, L. [Downloadable!] 2008 Financing Constraints and a Firm's Decision and Ability to Innovate: Establishing Direct and Reverse Effects by Hajivassiliou, V. & Savignac, F. [Downloadable!] 2008 Inflation targeting in Latin America: Empirical analysis using GARCH models by Carmen Broto [Downloadable!] 2008 Inflation Targeting and Price-Level-Path Targeting in the GEM: Some Open Economy Considerations by Donald Coletti & René Lalonde & Dirk Muir [Downloadable!] 2008 Modeling Volatility Spillovers between the Variabilities of US Inflation and Output: the UECCC GARCH Model by Christian Conrad & Menelaos Karanasos [Downloadable!] 2008 Optimal Feedback Control Rules Sensitive to Controlled Endogenous Risk-Aversion by Dan Protopopescu [Downloadable!] 2008 How Do Public Announcements Affect The Frequency Of Trading In U.S. Airline Stocks? by Sylwia Nowak [Downloadable!] 2008 Are Financial Crises Alike? by MArdi Dungey & Renee Fry & Brenda Gonzales-Hermosillo & Vance L. Martin & Chrismin Tang [Downloadable!] 2008 Expected Stock Returns and Variance Risk Premia by Tim Bollerslev & Tzuo Hao & George Tauchen [Downloadable!] 2008 The limiting properties of the QMLE in a general class of asymmetric volatility models by Christian M. Dahl & Emma M. Iglesias [Downloadable!] 2008 Testing the Granger noncausality hypothesis in stationary nonlinear models of unknown functional form by Anne Péguin-Feissolle & Birgit Strikholm & Timo Teräsvirta [Downloadable!] 2008 Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure by Christina Amado & Timo Teräsvirta [Downloadable!] 2008 Multivariate GARCH models by Annastiina Silvennoinen & Timo Teräsvirta [Downloadable!] 2008 Modelling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH Model by Annastiina Silvennoinen & Timo Teräsvirta [Downloadable!] 2008 How Do the Determinants of Demand for GP Visits Respond to Higher Supply? An Analysis of Grouped Counts by Paulos Teckle & Matt Sutton [Downloadable!] 2008 Improving Models of Income Dynamics using Cross-Section-Information by Robert Aebi & Klaus Neusser & Peter Steiner [Downloadable!] 2008 Predictability And Complexity In Macroeconomics. The Case Of Gross Fixed Capital Formation In The Romanian Economy by Scutaru, Cornelia & Saman, Corina & Stanica, Cristian [Downloadable!] 2008 Spurious Regression And Cointegration. Numerical Example: Romania’S M2 Money Demand by Ruxanda, Gheorghe & Botezatu, Andreea [Downloadable!] 2008 Pattern Classification Using Secondary Components Perceptron and Economic Applications by Ciuiu, Daniel [Downloadable!] 2008 Measuring the Socio-Economic Bipolarization Phenomenon by Stefananescu, Stefan [Downloadable!] 2008 Modelarea volatilitatii seriilor de timp prin modele GARCH simetrice by Cristiana Tudor [Downloadable!] 2008 Consecuencias del efecto Bullwhip según distintas estrategias de gestión de la cadena de suministro: modelado y simulación = Bullwhip Effect Consequences according to Different Supply Chain Management Strategies: Modelling and Simulation by Campuzano Bolarín, Francisco & Lario Esteban, Francisco Cruz & Ros McDonnell, Lorenzo [Downloadable!] 2008 Regresión mínimo-cuadrática con errores relativos by ALVARGONZÁLEZ RODRÍGUEZ, Mercedes [Downloadable!] 2008 E pur si muove? Movilidad, pobreza y desigualdad en América Latina by Adriana Conconi & Guillermo Cruces & Sergio Olivieri & Raúl Sánchez [Downloadable!] 2008 Determinants of Debt: An Econometric Analysis Based on the Cyprus Survey of Consumer Finances by Michalis Petrides & Alex Karagrigoriou [Downloadable!] 2008 Optimal Monetary Policy in an Estimated DSGE Model of the Euro Area with Cross-Country Heterogeneity by Eric Jondeau & Jean-Guillaume Sahuc [Downloadable!] 2008 Türkiye’de Döviz ve Endeks Futures Sözleşmelerinin Stokastik Modellenmesi by Alper ÖZÜN & Mehmet TÜRK 2008 La estimación de precios en mercados con producto diferenciado by María josé Moral [Downloadable!] 2008 Usage and valuation of natural parks in Catalonia, 2001-2002 by Michael Creel & Montserrat Farell [Downloadable!] 2008 Exchange Rate Management and Inflation Targeting: Modeling the Exchange Rate in Reduced-Form New Keynesian Models by Jaromír Beneš & Jaromír Hurník & David Vávra [Downloadable!] 2008 The Banking Sector and Macroeconomic Performance in Central European Economies by Merja Festić & Jani Bekő [Downloadable!] 2008 Algorithmic Approaches to Game-theoretical Modeling and Simulation by Martin Hrubý [Downloadable!] 2008 Análisis de las funciones de importación y exportación de México (1980-2000) by Garcés Díaz, Daniel G. 2008 Evolución del turismo hotelero y extra-hotelero en las regiones españolas, 2001-2008 by Guisan, M.C. & Aguayo, E. [Downloadable!] 2008 The Innovation Factor In The Productive Process: Comparative Study Of European Nuts Ii, 1995-2002 by VIEIRA, Elvira & VAZQUEZ-ROZAS, Emilia & NEIRA, Isabel [Downloadable!] 2008 Labor Market Adjustment In The Us by SAAD-LESSLER, Joelle [Downloadable!] 2008 Salario, Empleo y Productividad de la Economía Española en 1965-2008 by Guisan, M.C. & Aguayo, E. [Downloadable!] 2008 An Econometric Model Of Industry, Foreign Trade, And Economic Development In Philippines, 1990-2006 by GUISAN, M.C. & EXPOSITO, P. [Downloadable!] 2008 Revisiting The Export-Output Nexus For Western Africa Countries: A Markov Switching Causality Approach by AKA, Bédia F. [Downloadable!] 2008 Immobilienkrise?: Warum in Deutschland die Preise seit Jahren stagnieren by Konstantin A. Kholodilin & Jan-Oliver Menz & Boriss Siliverstovs [Downloadable!] 2008 Linear Cointegration of Nonlinear Time Series with an Application to Interest Rate Dynamics by Travis D. Nesmith & Barry E. Jones [Downloadable!] 2008 Smooth Transition Autoregressive Models -- New Approaches to the Model Selection Problem by Dietmar G. Maringer & Mark Meyer [Downloadable!] 2007 A note on model selection in (time series) regression models - General-to-specific or specific-to-general? by Herwartz, Helmut [Downloadable!] 2007 Modelling dynamic portfolio risk using risk drivers of elliptical processes by Schmidt, Rafael & Schmieder, Christian [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 Mixture Models of Choice Under Risk by Anna Conte & John D Hey & Peter G Moffatt [Downloadable!] 2007 Health Care Utilization and Self-Assessed Health Specification of Bivariate Models Using Copulas by José M. R. Murteira & Óscar D. Lourenço [Downloadable!] 2007 Evaluation of tax reforms when workers have preferences over job attributes and face latent choice restrictions by John K. Dagsvik & S. Strøm & Marilena Locatelli [Downloadable!] 2007 Market linkages, variance spillovers and correlation stability: empirical evidences of financial contagion by Monica Billio & Massimiliano Caporin [Downloadable!] 2007 Dynamic Risk Exposure in Hedge Funds by Monica Billio & Mila Getmansky & Loriana Pelizzon [Downloadable!] 2007 Forecasting Implied Volatility Surfaces by Francesco Audrino & Dominik Colagelo [Downloadable!] 2007 A general multivariate threshold GARCH model with dynamic conditional correlations by Francesco Audrino & Fabio Trojani [Downloadable!] 2007 Splines for Financial Volatility by Francesco Audrino & Peter Bühlmann [Downloadable!] 2007 Realized Correlation Tick-by-Tick by Fulvio Corsi & Francesco Audrino [Downloadable!] 2007 On the Impact of Fundamentals, Liquidity and Coordination on Market Stability by Francisco Peñaranda & Jón Daníelsson [Downloadable!] 2007 Macroeconometric Modelling In An Oil Exporting Country: The Case Of Iran by Valadkhani, Abbas [Downloadable!] 2007 Intercept and Recall: Examining Avidity Carryover in On-Site Collected Travel Data by Klaus Moeltner & J. Scott Shonkweiler [Downloadable!] 2007 Behavioral Foundations for Conditional Markov Models of Aggregate Data by Douglas Miller [Downloadable!] 2007 An Information Theoretic Approach to Flexible Stochastic Frontier Models by Douglas Miller [Downloadable!] 2007 Modelling Ireland’s Exchange Rates - From EMS to EMU by Derek Bond & Michael J Harrison & Edward J O’Brien [Downloadable!] 2007 Crude Oil Price Determinants by Jochen Moebert [Downloadable!] 2007 Models for Non-Exclusive Multinomial Choice, with Application to Indonesian Rural Households by Christopher L. Gilbert & Francesca Modena [Downloadable!] 2007 Comment: Identification of a Simple Dynamic Discrete Game under Rationalizability by Victor Aguirregabiria [Downloadable!] 2007 How useful are historical data for forecasting the long-run equity return distribution? by John M Maheu & Thomas H McCurdy [Downloadable!] 2007 An Estimable Dynamic Model of Entry, Exit and Growth in Oligopoly Retail Markets by Victor Aguirregabiria & Pedro Mira & Hernan Roman [Downloadable!] 2007 Exchange rate volatility and export performance: A cointegrated VAR approach by Pål Boug and Andreas Fagereng [Downloadable!] 2007 The NOK/euro exhange rate after inflation targeting: The interest rate rules by Roger Bjørnstad and Eilev S. Jansen [Downloadable!] 2007 The New Keynesian Phillips Curve revisited by Pål Boug, Ådne Cappelen and Anders Rygh Swensen [Downloadable!] 2007 Instrumental Variable Quantile Estimation of Spatial Autoregressive Models by Zhenlin Yang & Liangjun Su [Downloadable!] 2007 Parental Impact on Attitude Formation - A Siblings Study on Worries about Immigration by Jan Brenner [Downloadable!] 2007 Maximum likelihood estimation of an extended latent markov model for clustered binary panel data by Francesco Bartolucci & Valentina Nigro [Downloadable!] 2007 On the efficiency and consistency of likelihood estimation in multivariate conditionally heteroskedastic dynamic regression models by Gabriele Fiorentini & Enrique Sentana [Downloadable!] 2007 The Complex Response of Monetary Policy to the Exchange Rate by Costas Milas & Christopher Martin & Ram Sharan Kharel [Downloadable!] 2007 Monetary Policy and the Hybrid Phillips Curve by Costas Milas & Christopher Martin [Downloadable!] 2007 Does high M4 money growth trigger large increases in UK inflation? Evidence from a regime-switching model by Costas Milas [Downloadable!] 2007 The absolute health income hypothesis revisited: A Semiparametric Quantile Regression Approach by Thanasis Stengos & Yiguo Sun [Downloadable!] 2007 Proyecciones desagregadas de inflación con modelos Sparce VAR robustos by Barrera Carlos [Downloadable!] 2007 More Potent Monetary Policy? Insights from a Threshold Model by Jarkko Jääskelä [Downloadable!] 2007 Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US Output Growth by Michael P. Clements & Ana Beatriz Galvão [Downloadable!] 2007 Nonparametric Identification and Estimation of Multivariate Mixtures by Hiroyuki Kasahara & Katsumi Shimotsu [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 Inflation Forecasting in Pakistan using Artificial Neural Networks by Haider, Adnan & Hanif, Muhammad Nadeem [Downloadable!] 2007 On the distribution of the adaptive LASSO estimator by Pötscher, Benedikt M. & Schneider, Ulrike [Downloadable!] 2007 The Application of the Econometric Models with Qualitative Variables in the Analysis of the Non Academic Behaviors at the Level of the Romanian Higher Education System by Andrei, Tudorel & Teodorescu, Daniel & Iacob, Andreea Iluzia E. S. & Stancu, Stelian [Downloadable!] 2007 Tendencies in the Romania's Regional Economic Development during the Period 1991-2004 by Andrei, Tudorel & Iacob, Andreea Iluzia & Vlad, Liviu Bogdan [Downloadable!] 2007 What determines productivity dynamics at the firm level? Evidence from Spain by Stucchi, Rodolfo [Downloadable!] 2007 Acnowledging for spatial effects in the Portuguese housing markets by G. Carvalho, Pedro & Ribeiro, Alexandra [Downloadable!] 2007 A Semigroups Approach to the Study of a Second Order Partial Differential Equation Applied in Economics by Chilarescu, Constantin [Downloadable!] 2007 Empirically Based Modeling in the Social Sciences and Spurious Stylized Facts by Bassler, Kevin E. & Gunaratne, Gemunu H. & McCauley, Joseph L. 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Bhaskara & Rao, Gyaneshwar [Downloadable!] 2007 Inflation in Croatia with outlook to future by Paunić, Alida [Downloadable!] 2007 Portfolio Value-at-Risk with Time-Varying Copula: Evidence from the Americas by Ozun, Alper & Cifter, Atilla [Downloadable!] 2007 Time-trend in spatial dependence: Specification strategy in the first-order spatial autoregressive model by López, Fernando & Chasco, Coro [Downloadable!] 2007 Economic Valuation of Environmental Values of the Landscape Development and Protection Area of Volcji Potok by Verbic, Miroslav & Erker, Renata [Downloadable!] 2007 Market structure and business cycles: Do nominal rigidities influence the importance of real shocks? by Dave, Chetan & Dressler, Scott [Downloadable!] 2007 An Explicit Solution for the Price of Index Options by Chilarescu, Constantin [Downloadable!] 2007 Les sources des fluctuations marcoéconomiques au Cameroun by ODIA NDONGO, Yves Francis [Downloadable!] 2007 A multiple regression model for inflation rate in Romania in the enlarged EU by Falnita, Eugen & Sipos, Ciprian [Downloadable!] 2007 Office Rent Determinants: A Hedonic Panel Analysis by Fuerst, Franz [Downloadable!] 2007 Business Cycle Correlation and Output Linkages among the Asia Pacific Economies by Chan, Tze-Haw & Khong, Wye Leong Roy [Downloadable!] 2007 Legea lui Okun pentru România în perioada 1992-2004 by TURTUREAN, Ciprian Ionel [Downloadable!] 2007 A Low-Dimension Collinearity-Robust Test for Non-linearity by Jennifer L. Castle & David F. Hendry [Downloadable!] 2007 Understanding the New Zealand current account: A structural approach by Anella Munro & Rishab Sethi [Downloadable!] 2007 Local linear impulse responses for a small open economy by Alfred A Haug & Christie Smith [Downloadable!] 2007 Open economy DSGE-VAR forecasting and policy analysis - head to head with the RBNZ published forecasts by Kirdan Lees & Troy Matheson & Christie Smith [Downloadable!] 2007 An Empirical Analysis of Search Engine Advertising: Sponsored Search and Cross-Selling in Electronic Markets by Anindya Ghose & Sha Yang [Downloadable!] 2007 Negative Blogs, Positive Outcomes: When should Firms Permit Employees to Blog Honestly? by Rohit Aggarwal & Ram Gopal & Ramesh Sankaranarayanan [Downloadable!] 2007 Shocks, Structures or Monetary Policies? The Euro Area and US After 2001 by Lawrence Christiano & Roberto Motto & Massimo Rostagno [Downloadable!] 2007 Construction and Interpretation of Model-Free Implied Volatility by Torben G. Andersen & Oleg Bondarenko [Downloadable!] 2007 The Welfare Cost of Asymmetric Information: Evidence from the U.K. Annuity Market by Liran Einav & Amy Finkelstein & Paul Schrimpf [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 Non-linear exponential smoothing and positive data by Muhammad Akram & Rob J. Hyndman & J. Keith Ord [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 Pricing bivariate option under GARCH-GH model with dynamic copula : application for Chinese market by Dominique Guégan & Jing Zhang [Downloadable!] 2007 Flexible time series models for subjective distribution estimation with monetary policy in view by Dominique Guégan & Florian Ielpo [Downloadable!] 2007 Chaos in economics and finance by Dominique Guégan [Downloadable!] 2007 Global and local stationary modelling in finance : theory and empirical evidence by Dominique Guégan [Downloadable!] 2007 The Maximum Lq-Likelihood Method: an Application to Extreme Quantile Estimation in Finance by Davide Ferrari & Sandra Paterlini [Downloadable!] 2007 Real exchange rates and current account imbalances in the Euro-area by Michael G Arghyrou & Georgios Chortareas [Downloadable!] 2007 A Reinterpretation of Interactions in Regressions by J. Hirschberg & J. Lye [Downloadable!] 2007 Testing for Instability in Factor Structure of Yield Curves by Dennis Philip & Chihwa Kao & Giovanni Urga [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 Selecting a Regression Saturated by Indicators by David F. Hendry & Søren Johansen & Carlos Santos [Downloadable!] 2007 Monetary Policy and the Hybrid Phillips Curve by Christopher Martin & Costas Milas [Downloadable!] 2007 Does high M4 money growth trigger large increases in UK inflation? Evidence from a regime-switching model by Costas Milas [Downloadable!] 2007 Testing the Opportunistic Approach to Monetary Policy by Christopher Martin & Costas Milas [Downloadable!] 2007 Infinite Dimensional VARs and Factor Models by Alexander Chudik & M. Hashem Pesaran [Downloadable!] 2007 Simplified Implementation of the Heckman Estimator of the Dynamic Probit Model and a Comparison with Alternative Estimators by Wiji Arulampalam & Mark B. Stewart [Downloadable!] 2007 Duration Models and Point Processes by Jean-Pierre Florens & Denis Fougère & Michel Mouchart [Downloadable!] 2007 Modelling Volatilities and Conditional Correlations in Futures Markets with a Multivariate t Distribution by Bahram Pesaran & M. Hashem Pesaran [Downloadable!] 2007 Lumpy Price Adjustments: A Microeconometric Analysis by Emmanuel Dhyne & Catherine Fuss & M. Hashem Pesaran & Patrick Sevestre [Downloadable!] 2007 An Economic Analysis of Exclusion Restrictions for Instrumental Variable Estimation by Gerard J. van den Berg [Downloadable!] 2007 ‘Marginal Employment’ and the Demand for Heterogenous Labour: Empirical Evidence from a Multi-Factor Labour Demand Model for Germany by Ronny Freier & Viktor Steiner [Downloadable!] 2007 On the Factors that Affect Airline Flight Frequency and Aircraft Size by Vivek Pai [Downloadable!] 2007 The Impact of Foreign Aid on Government Spending, Revenue and Domestic Borrowing in Ethiopia by Pedro M. G. Martins [Downloadable!] 2007 Distinguishing Chronic Poverty from Transient Poverty in Brazil: Developing a Model for Pseudo-Panel Data by Rafael Perez Ribas & Ana Flávia Machado [Downloadable!] 2007 Modelling Inflation in Croatia by Maruška Vizek & Tanja Broz [Downloadable!] 2007 A Metropolis-in-Gibbs Sampler for Estimating Equity Market Factors by Sarantis Tsiaplias [Downloadable!] 2007 A stochastic volatility Libor model and its robust calibration by Denis Belomestny & Stanley Matthew & John Schoenmakers [Downloadable!] 2007 Integrating latent variables in discrete choice models – How higher-order values and attitudes determine consumer choice by Dirk Temme & Marcel Paulssen & Till Dannewald [Downloadable!] 2007 Das Hybride Wahlmodell und seine Anwendung im Marketing by Till Dannewald & Henning Kreis & Nadja Silberhorn [Downloadable!] 2007 Optimal Policy Under Model Uncertainty: A Structural-Bayesian Estimation Approach by Alexander Kriwoluzky & Christian Stoltenberg [Downloadable!] 2007 An Ordinal Regression Model using Dealer Satisfaction Data by Alexander Staus [Downloadable!] 2007 Simultaneity and Asymmetry of Returns and Volatilities in the Emerging Baltic State Stock Exchanges by Brännäs, Kurt & G De Gooijer, Jan & Lönnbark, Carl & Soultanaeva, Albina [Downloadable!] 2007 Employment behaviour of marginal workers by Nordberg, Morten [Downloadable!] 2007 An Embarrassment of Riches: Forecasting Using Large Panels by Eklund, Jana & Karlsson, Sune [Downloadable!] 2007 The information method - theory and application by Engström, Per & Hesselius, Patrik [Downloadable!] 2007 Positivity Constraints on the Conditional Variances in the Family of Conditional Correlation GARCH Models by Nakatani, Tomoaki & Teräsvirta, Timo 2007 Testing the Granger noncausality hypothesis in stationary nonlinear models of unknown functional form by Péguin-Feissolle, Anne & Strikholm, Birgit & Teräsvirta, Timo [Downloadable!] 2007 Modelling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH model by Silvennoinen, Annastiina & Teräsvirta, Timo 2007 Testing for Volatility Interactions in the Constant Conditional Correlation GARCH Model by Nakatani, Tomoaki & Teräsvirta, Timo [Downloadable!] 2007 Developing Ridge Parameters for SUR Models by Alkhamisi, M.A. & Shukur, Ghazi [Downloadable!] 2007 Uma Aplicação da Lei de Okun em Portugal by João Sousa Andrade [Downloadable!] 2007 Predicting the Profit Potential of a Microeconomic Process: An Information Theoretic/Thermodynamic Approach by Michael Louis George [Downloadable!] 2007 A Model for Multivariate Non-negative Valued Processes in Financial Econometrics by Fabrizio Cipollini & Robert F. Engle & Giampiero M. Gallo [Downloadable!] 2007 Volatility Forecasting Using Explanatory Variables and Focused Selection Criteria by Christian T. Brownlees & Giampiero Gallo [Downloadable!] 2007 Regime Switching: Italian Financial Markets over a Century by Margherita Velucchi [Downloadable!] 2007 Flexible Time Series Forecasting Using Shrinkage Techniques and Focused Selection Criteria by Christian T. Brownlees & Giampiero Gallo [Downloadable!] 2007 On the Interaction between Ultra–high Frequency Measures of Volatility by Giampiero Gallo & Margherita Velucchi [Downloadable!] 2007 Execution, bankruptcy and their macroeconomic determinants / Exekuce, bankroty a jejich makroekonomické determinanty [available in Czech only] by Petr Jakubík [Downloadable!] 2007 Semiparametric Methods for the Measurement of Latent Attitudes and the Estimation of Their Behavioural Consequences by Richard H. Spady [Downloadable!] 2007 Estimating Network Effects and Compatibility in Mobile Telecommunications by Michal Grajek [Downloadable!] 2007 Optimizing Franchisee Sales and Business Performance in Retail Food Sector by Rajagopal [Downloadable!] 2007 Trade Openness and Inflation in Latin American Countries by Rajagopal [Downloadable!] 2007 Dynamics of Buyer-Supplier Co-dependency for Optimizing Functional Efficiency by Rajagopal [Downloadable!] 2007 New Product Introduction and Seasonality Effect in Food Products Retailing by Rajagopal [Downloadable!] 2007 A Back-of-the-Envelope Rule to Identify Atheoretical VARs by Urzúa, Carlos M. [Downloadable!] 2007 Constants do not stay constant because variables are varying by Rasmus Kattai [Downloadable!] 2007 Inference in the Presence of Stochastic and Deterministic Trends by Chevillon, Guillaume [Downloadable!] 2007 Modelos econométricos dinámicos y desarrollo económico: Análisis del salario real, la productividad y el empleo en los países de la OCDE, 1965-2005 by Guisan, M.C. [Downloadable!] 2007 Causalidad y desarrollo económico: Análisis econométrico de los países de la OCDE, 1965-2005 by Guisan, M.C. [Downloadable!] 2007 What Drives Housing Prices Down?: Evidence from an International Panel by Konstantin A. Kholodilin & Jan-Oliver Menz & Boriss Siliverstovs [Downloadable!] 2007 Nested Stochastic Possibility Frontiers with Heterogeneous Capital Inputs by Georg Erber & Reinhard Madlener [Downloadable!] 2007 Risky Earnings, Taxation and Entrepreneurial Choice: A Microeconometric Model for Germany by Frank M. Fossen [Downloadable!] 2007 'Marginal Employment' and the Demand for Heterogenous Labour: Empirical Evidence from a Multi-factor Labour Demand Model for Germany by Ronny Freier & Viktor Steiner [Downloadable!] 2007 Risky Earnings, Taxation and Entrepreneurial Choice: A Microeconometric Model for Germany by Frank M. Fossen [Downloadable!] 2007 Long Memory Modelling of Inflation with Stochastic Variance and Structural Breaks by C.S. Bos & S.J. Koopman & M. Ooms [Downloadable!] 2007 Insurance and Rural Welfare: What can Panel Data tell us? by Chris Elbers & Jan Willem Gunning & Lei Pan [Downloadable!] 2007 Heterogeneite non observee dans les modeles de duree by Guillaume, HORNY [Downloadable!] 2007 Temporal Aggregation Effects on the Construction of Portfolios of Stocks or Mutual Funds through Optimization Techniques - Some Empirical and Monte Carlo Results by Dikaios Tserkezos & George Xanthos [Downloadable!] 2007 If Winning Isn't Everything, Why Do They Keep Score? 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Hashem Pesaran & Patrick Sevestre [Downloadable!] 2007 The Behavior of the Maximum Likelihood Estimator of Dynamic Panel Data Sample Selection Models by Wladimir Raymond & Pierre Mohnen & Franz Palm & Sybrand Schim van der Loeff [Downloadable!] 2007 Human Capital and Economic Growth: Pakistan, 1960-2003 by Abbas, Qaisar & Foreman-Peck, James [Downloadable!] 2007 Policy Reforms and Incentives in Rice Production in Bangladesh by Selim, Sheikh & Parvin, Naima [Downloadable!] 2007 Labour Productivity and Rice Production in Bangladesh by Selim, Sheikh [Downloadable!] 2007 Prejudice and Gender Differentials in the U.S. Labor Market in the Last Twenty Years by Luca Flabbi [Downloadable!] 2007 Automatic Tests For Super Exogeneity by David Hendry & Carlos Santos [Downloadable!] 2007 Assessing French Inflation Persistence with Impulse Saturation Break Tests and Automatic General-to-Specific Modelling by Carlos Santos & Maria Alberta Oliveira [Downloadable!] 2007 Infinite Dimensional VARs and Factor Models by Chudik , A. & Pesaran, M.H. [Downloadable!] 2007 Modelling Volatilities and Conditional Correlations in Futures Markets with a Multivariate t Distribution by Pesaran, B. & Pesaran, M.H. [Downloadable!] 2007 Lumpy Price Adjustments, A Microeconometric Analysis by Dhyne, E. & Fuss, C. & Pesaran, H. & Sevestre, P. [Downloadable!] 2007 The New Keynesian Phillips Curve and Lagged Inflation: A Case of Spurious Correlation? by George Hondroyiannis & P.A.V.B. Swamy & George S. Tavlas [Downloadable!] 2007 An Extended Class of Instrumental Variables for the Estimation of Causal Effects by Karim Chalak & Halbert White [Downloadable!] 2007 Shape Invariant Demand Functions by Arthur Lewbel [Downloadable!] 2007 Deux indicateurs probabilistes de retournement cyclique pour l’économie française by Adanero-Donderis , M. & Darné, O. & Ferrara, L. [Downloadable!] 2007 Lumpy Price Adjustments: A Microeconometric Analysis by Dhyne, E. & Fuss, C. & Pesaran, H. & Sevestre, P. [Downloadable!] 2007 Differences in Interest Rate Policy at the ECB and the Fed: An Investigation with a Medium-Scale DSGE Model by Smets, F. & Sahuc, J-G. [Downloadable!] 2007 Testing heterogeneity within the euro area by Jondeau, E. & Sahuc, J-G. [Downloadable!] 2007 Une évaluation structurelle du ratio de sacrifice dans la zone euro by Coffinet, J. & Matheron, J. & Poilly , C. [Downloadable!] 2007 The asymptotic theories used to estimate the integrated variance using realised variance or multipower variation suggest that returns should be sampled at the highest possible frequency. This leads to a bias problem due to market microstructure effects that can completely invalidate the theory. There is a trade-off between bias and variance when choosing the sample frequency. There is an urgent need for estimators of integrated variance that are unbiased and efficient under these effects. In this paper, multipower variation is studied under this perspective and alternative estimators are defined using the subsampling and averaging method by Carla Ysusi [Downloadable!] 2007 Modelling bank lending in the euro area: A non-linear approach by Leonardo Gambacorta & Carlotta Rossi [Downloadable!] 2007 Detecting long memory co-movements in macroeconomic time series by Gianluca Moretti [Downloadable!] 2007 New Eurocoin: Tracking Economic Growth in Real Time by Filippo Altissimo & Riccardo Cristadoro & Mario Forni & Marco Lippi & Giovanni Veronese [Downloadable!] 2007 Optimization in a Simulation Setting: Use of Function Approximation in Debt Strategy Analysis by David Jamieson Bolder & Tiago Rubin [Downloadable!] 2007 Transport, croissance et démographie. Une analyse cliométrique by Riadh Harizi [Downloadable!] 2007 Cointegration, Long-Run Structural Modelling And Weak Exogeneity: Two Models Of The Uk Economy by Jan P.A.M. Jacobs & Kenneth F. Wallis [Downloadable!] 2007 Open Economy Dsge-Var Forecasting And Policy Analysis: Head To Head With The Rbnz Published Forecasts by Kirdan Lees & Troy Matheson & Christie Smith [Downloadable!] 2007 Long memory modelling of inflation with stochastic variance and structural breaks by Charles S. Bos & Siem Jan Koopman & Marius Ooms [Downloadable!] 2007 Selecting a Regression Saturated by Indicators by Søren Johansen & David F. Hendry & Carlos Santos [Downloadable!] 2007 The Pearson diffusions: A class of statistically tractable diffusion processes by Michael Sørensen & Julie Lyng Forman [Downloadable!] 2007 Dynamic Estimation of Volatility Risk Premia and Investor Risk Aversion from Option-Implied and Realized Volatilities by Tim Bollerslev & Michael Gibson & Hao Zhou [Downloadable!] 2007 Traffic Accidents in Switzerland: How Hazardous are "High Risk" Groups? 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Clougherty & Michal Grajek [Downloadable!] 2006 Macroeconomic Forecasting with Mixed Frequency Data : Forecasting US output growth and inflation by Clements, Michael P & Galvão, Ana Beatriz [Downloadable!] 2006 Rationing The Public Provision Of Healthcare In The Presence Of Private Supplements: Evidence From The Italian Nhs by Daniele Fabbri & Chiara Monfardini [Downloadable!] 2006 Evaluating Alternative Representations of the Choice Sets in Models of Labour Supply by Ugo Colombino & R. Aaberge & T. Wennemo [Downloadable!] 2006 Simulating labor supply behaviour when workers have preferences over job opportunities and face non-linear budget constraints by John K. 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Gabriel 2006 Back to square one: identification issues in DSGE models by Fabio Canova & Luca Sala [Downloadable!] 2006 The Fractional OU Process: Term Structure Theory and Application by Esben Hoeg & Per Frederiksen [Downloadable!] 2006 Multi-Step Perturbation Solution of Nonlinear Rational Expectations Models by Peter Zadrozny & Baoline Chen [Downloadable!] 2006 High Dimensional Yield Curves: Models and Forecasting by Clive G. Bowsher & Roland Meeks [Downloadable!] 2006 A Note on Consistency of Heckman-type two-step Estimators for the Multivariate Sample-Selection Model by Harald Tauchmann [Downloadable!] 2006 Predictive Density Evaluation. 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[Downloadable!] 2006 Speculative Bubbles in the S&P 500: Was the Tech Bubble Confined to the Tech Sector? by Chris Brooks & Apostolos Katsaris [Downloadable!] 2006 Factor-GMM Estimation with Large Sets of Possibly Weak Instruments by George Kapetanios & Massimiliano Marcellino [Downloadable!] 2006 A Macroeconometric Model of the Chinese Economy by Duo Qin & Marie Anne Cagas & Geoffrey Ducanes & Xinhua He & Rui Liu & Shiguo Liu & Nedelyn Magtibay-Ramos & Pilipinas Quising [Downloadable!] 2006 Bayesian Estimation of Dynamic Discrete Choice Models by Susumu Imai & Neelam Jain & Andrew Ching [Downloadable!] 2006 Параллельные Вычисления В Математическом Моделировании Региональной Экономики // Параллельные Вычислительные Технологии - 2007. Труды Первой Международной Научной Конференции. Челябинск: Изд-Во Южно-Уральского Государственного Университета, 2007. C.140-151 by Olenev, Nicholas [Downloadable!] 2006 The Distribution of Model Averaging Estimators and an Impossibility Result Regarding Its Estimation by Pötscher, Benedikt M. [Downloadable!] 2006 The econometrics of violence, terrorism and scenarios for peace in Colombia from 1950 to 2019 by Gomez-Sorzano, Gustavo [Downloadable!] 2006 Linearity and stationarity of South Asian real exchange rates by Liew, Venus Khim-Sen & Lee, Hock-Ann & Lim, Kian-Ping & Lee, Huay-Huay [Downloadable!] 2006 Forecasting VARMA processes using VAR models and subspace-based state space models by Izquierdo, Segismundo S. & Hernández, Cesáreo & del Hoyo, Juan [Downloadable!] 2006 Rotterdam vs Almost Ideal Models: Will the Best Demand Specification Please Stand Up? by Barnett, William A. & Seck, Ousmane [Downloadable!] 2006 The Theoretical Regularity Properties of the Normalized Quadratic Consumer Demand Model by Barnett, William A. & Usui, Ikuyasu [Downloadable!] 2006 A real-time recession indicator for the Euro area by Ferrara, Laurent [Downloadable!] 2006 Banking integration and co-movements in EU banks’ fragility by Vulpes, Giuseppe & Brasili, Andrea [Downloadable!] 2006 Is spatial dependence an instantaneous effect? Some evidence in economic series of Spanish provinces by Chasco, Coro & López, Fernando [Downloadable!] 2006 Intensity of technology use and per capita real GDP across some African countries by Amavilah, Voxi Heinrich [Downloadable!] 2006 Passenger Car Ownership Estimation toward 2030 in Japan: BAU Scenario with Socio-economic Factors by Hirota, Keiko [Downloadable!] 2006 Efecto transferencia (pass-through) del tipo de cambio en los precios de bienes y servicios en Venezuela by Mendoza Lugo, Omar & Pedauga, Luis Enrique [Downloadable!] 2006 Boating Against the Current: The Advance-Retreat Analysis for Socio-Economic Process by Feng, Dai [Downloadable!] 2006 A structural model for corporate profit in the U.S. industry by Gomez-Sorzano, Gustavo [Downloadable!] 2006 Was There A British House Price Bubble? Evidence from a Regional Panel by Gavin Cameron & John Muellbauer & Anthony Murphy [Downloadable!] 2006 Random Correlation Matrix and De-Noising by Ken-ichi Mitsui & Yoshio Tabata [Downloadable!] 2006 Are Volatility Expectations Characterized By Regime Shifts? Evidence From Implied Volatility Indices by Kazuhiko Nishina & Nabil Maghrebi & Mark J. Holmes [Downloadable!] 2006 The Present Value Model and New Zealand’s Current Account by Anella Munro & Rishab Sethi [Downloadable!] 2006 Assessing the fit of small open economy DSGEs by Troy Matheson [Downloadable!] 2006 Uncovering the Hit-list for Small Inflation Targeters: A Bayesian Structural Analysis by Timothy Kim & Kirdan Lees & Philip Liu [Downloadable!] 2006 What do robust policies look like for open economy inflation targeters? by Kirdan Lees [Downloadable!] 2006 How costly is exchange rate stabilisation for an inflation targeter? The case of Australia by Mark Crosby & Tim Kam & Kirdan Lees [Downloadable!] 2006 A Small New Keynesian Model of the New Zealand economy by Philip Liu [Downloadable!] 2006 High Dimensional Yield Curves: Models and Forecasting by Clive Bowsher & Roland Meeks [Downloadable!] 2006 How to Advance Theory with Structural VARs: Use the Sims-Cogley-Nason Approach by Patrick J. Kehoe [Downloadable!] 2006 Testing Portfolio Efficiency with Conditioning Information by Wayne E. Ferson & Andrew F. Siegel [Downloadable!] 2006 Lumpy price adjustments : a microeconometric analysis by Emmanuel Dhyne & Catherine Fuss & Hashem Pesaran & Patrick Sevestre [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 Beveridge-Nelson Decomposition with Markov Switching by Chin Nam Low & Heather Anderson & Ralph D. Snyder [Downloadable!] 2006 Change analysis of dynamic copula for measuring dependence in multivariate financial data by Dominique Guégan & Jing Zhang [Downloadable!] 2006 Functional Forms and Parametrization of CGE Models by Nabil Annabi & John Cockburn & Bernard Decaluwé [Downloadable!] 2006 Variance Estimation in a Random Coefficients Model by Schlicht, Ekkehart & Ludsteck, Johannes [Downloadable!] 2006 Searching the eBay Marketplace by Sailer, Katharina [Downloadable!] 2006 Forecasting interest rate swap spreads using domestic and international risk factors: Evidence from linear and non-linear models by Ilias Lekkos & Costas Milas & Theodore Panagiotidis [Downloadable!] 2006 Heterogeneity and Microeconometrics Modelling by Martin Browning & Jesus Carro [Downloadable!] 2006 The Permanent Effect of Domestic Income on the Growth of Governments by Gabriella Legrenzi [Downloadable!] 2006 The Complex Response of Monetary Policy to the Exchange Rate by Ram Sharan Kharel & Christopher Martin & Costas Milas [Downloadable!] 2006 The Impact of Uncertainty on Monetary Policy Rules in the UK by Christopher Martin & Costas Milas [Downloadable!] 2006 Forecasting interest rate swap spreads using domestic and international risk factors: Evidence from linear and non-linear models by Costas Milas & Ilias Lekkos & Theodore Panagiotidis [Downloadable!] 2006 Characteristics of the household sector of the hidden economy in an emerging economy by Sandra Sookram & Friedrich G. Schneider & Patrick Kent Watson [Downloadable!] 2006 Calculation of Multivariate Normal Probabilities by Simulation, with Applications to Maximum Simulated Likelihood Estimation by Lorenzo Cappellari & Stephen P. Jenkins [Downloadable!] 2006 Variance Estimation in a Random Coefficients Model by Ekkehart Schlicht & Johannes Ludsteck [Downloadable!] 2006 Tenure Profiles and Efficient Separation in a Stochastic Productivity Model by Sebastian Buhai & Coen Teulings [Downloadable!] 2006 Evaluating Alternative Representations of the Choice Sets in Models of Labour Supply by Rolf Aaberge & Ugo Colombino & Tom Wennemo [Downloadable!] 2006 Term structure of interest rate. european financial integration by Hortènsia Fontanals & Elisabet Ruiz & Catalina Bolancé [Downloadable!] 2006 Identifying the Effect of Unobserved Quality and Experts' Reviews in the Pricing of Experience Goods: Empirical Application on Bordeaux Wine by Dubois, Pierre & Nauges, Céline [Downloadable!] 2006 Evaluating alternative representations of the choice sets in models of labour supply by Rolf Aaberge & Ugo Colombino & Tom Wennemo [Downloadable!] 2006 Beveridge-Nelson Decomposition with Markov Switching by Chin Nam Low & Heather Anderson & Ralph Snyder [Downloadable!] 2006 National economic policy simulations with global interdependencies : a sensitivity analysis for Germany by Meyer, Bernd & Lutz, Christian & Schnur, Peter & Zika, Gerd [Downloadable!] 2006 Korrekturverfahren zur Berechnung der Einkommen über der Beitragsbemessungsgrenze by Binder, Jan & Schwengler, Barbara [Downloadable!] 2006 Biases in Estimates of the Smoking Wage Penalty by Silke Anger & Michael Kvasnicka [Downloadable!] 2006 Formative Measurement Models in Covariance Structure Analysis: Specification and Identification by Dirk Temme & Lutz Hildebrandt [Downloadable!] 2006 Probleme der Validierung mit Strukturgleichungsmodellen by Lutz Hildebrandt & Dirk Temme [Downloadable!] 2006 Estimation with the Nested Logit Model: Specifications and Software Particularities by Nadja Silberhorn & Yasemin Boztug & Lutz Hildebrandt [Downloadable!] 2006 On the Appropriateness of Inappropriate VaR Models by Wolfgang Härdle & Zdenek Hlavka & Gerhard Stahl [Downloadable!] 2006 Listening to the Market: Estimating Credit Demand and Supply from Survey Data by Satoru Kanoh & Chakkrit Pumpaisanchai [Downloadable!] 2006 Willingness to Pay for Car Safety: Evidence from Sweden by Andersson, Henrik 2006 Willingness to Pay for Road Safety and Estimates of the Risk of Death: Evidence from a Swedish Contingent Valuation Study by Andersson, Henrik 2006 Can a time-varying equilibrium real interest rate explain the excess sensitivity puzzle? by Alexius, Annika & Welz, Peter [Downloadable!] 2006 Stock Data, Trade Durations, And Limit Order Book Information by Simonsen, Ola [Downloadable!] 2006 Time Series Modelling Of High Frequency Stock Transaction Data by Quoreshi, Shahiduzzaman [Downloadable!] 2006 A Vector Integer-Valued Moving Average Modelfor High Frequency Financial Count Data by Quoreshi, Shahiduzzaman [Downloadable!] 2006 LongMemory, Count Data, Time Series Modelling for Financial Application by Quoreshi, Shahiduzzaman [Downloadable!] 2006 Simulating labor supply behavior when workers have preferences for job opportunities and face nonlinear budget constraints by Dagsvik, John K. & Locatelli, Marilena & Strøm, Steinar [Downloadable!] 2006 An empirically based implementation and evaluation of a network model for commuting flows by Gitlesen, Jens Petter & Kleppe, Gisle & Thorsen, Inge & Ubøe, Jan [Downloadable!] 2006 Determining the number of breaks in a piecewise linear regression model by Strikholm, Birgit [Downloadable!] 2006 Bayesian simultaneous determination of structural breaks and lag lengths by Hultblad, Brigitta & Karlsson, Sune [Downloadable!] 2006 On the specification of regression models with spatial dependence - an application of the accessibility concept by Andersson, Martin & Gråsjö, Urban [Downloadable!] 2006 The absolute health income hypothesis revisited: A Semiparametric Quantile Regression Approach by Thanasis Stengos & Yiguo Sun [Downloadable!] 2006 Three dimensions of regional integration process in Europe: an approach by spatial econometrics (In French) by Stéphane VIROL (IERSO-IFReDE-GRES) [Downloadable!] 2006 A two-part fractional regression model for the capital structure decisions of micro, small, medium and large firms by Joaquim J.S. 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[Downloadable!] 2006 On Distributional Changes of Financial Characteristics in Cyprus: What Does the Survey of Consumer Finances Say? by Alex Karagrigoriu & Ilia Vonta [Downloadable!] 2006 Asymmetric Effects of Government Spending: Does the Level of Real Interest Rates Matter? by Woon Gyu Choi & Michael B. Devereux [Downloadable!] 2006 Döviz kurundaki değişkenliğin Türkiye’nin ithalatına uzun dönemli etkisi by Cem KADILAR & Muammer ŞİMŞEK 2006 Saturation in Autoregressive Models by Carlos Santos & David Hendry [Downloadable!] 2006 Has the Stock Market Integration Between the Asian and OECD Countries Improved After the Asian Crisis? by Girijasankar Mallik [Downloadable!] 2006 Nuevo paradigma monetarista by Galindo Lucas, Alfonso [Downloadable!] 2006 Industry, Foreign Trade and Development: Econometric Models of Europe and North America, 1965-2003 by Guisan, M.C. 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G. den Butter & Udo Kock [Downloadable!] 2006 Stochastic efficiency measurement: The curse of theoretical consistency by Johannes Sauer & Klaus Frohberg & Henrich Hockmann [Downloadable!] 2006 Analysis and Modelling of Electricity Futures Prices by Svetlana Borovkova & Helyette Geman [Downloadable!] 2006 Non-linear Real Exchange Rate Effects in the UK Labour Market by Costas Milas & Gabriella Legrenzi [Downloadable!] 2006 The Fed's Preference for Policy Rate Smoothing: Overestimation Due to Misspecification? by Efrem Castelnuovo [Downloadable!] 2005 Erfolgreiche Forschung und Entwicklung nach Unternehmensakquisitionen: Eine empirische Untersuchung der Post Merger Integrationsprozesse by Grimpe, Christoph [Downloadable!] 2005 Measurement matters: Input price proxies and bank efficiency in Germany by Koetter, Michael [Downloadable!] 2005 Dynamic factor models by Breitung, Jörg & Eickmeier, Sandra [Downloadable!] 2005 Forecasting German GDP using alternative factor models based on large datasets by Schumacher, Christian [Downloadable!] 2005 The Wishart Autoregressive Process of Multivariate Stochastic Volatility by Joan Jasiak & R. Sufana & C. Gourieroux [Downloadable!] 2005 Booms, Busts and Ripples in British Regional Housing Markets by Gavin Cameron & John Muellbauer & Anthony Murphy [Downloadable!] 2005 Australia's Cash Economy: Are the estimates credible? by Trevor Breusch [Downloadable!] 2005 A Re-Examination of the 'Underground Economy' in the United States; A Comment on Tanzi by Edgar L. Feige [Downloadable!] 2005 Trade Potential In An Enlarged European Union: A Recent Approach by Enrique Martínez-Galán & Maria-Paula Fontoura & Isabel Proença [Downloadable!] 2005 Purchasing power parity: an empirical study of three EMU countries by António Portugal Duarte [Downloadable!] 2005 Purchasing power parity: an empirical study of three EMU countries by António Portugal Duarte [Downloadable!] 2005 The Portuguese Disinflation Process: Analysis of Some Costs and Benefits by António Portugal Duarte [Downloadable!] 2005 A Note on Imposing Local Curvature in Generalized Leontief Models by Apostolos Serletis & Asghar Shahmoradi [Downloadable!] 2005 Methodology and Implementation of Value-at-Risk Measures in Emerging Fixed-Income Markets with Infrequent Trading by Gonzalo Cortazar & Alejandro Bernales & Diether Beuermann [Downloadable!] 2005 From Default Probabilities To Credit Spreads: Credit Risk Models Do Explain Market Prices by Stefan Denzler & Michel M. Dacorogna & Ulrich A. Mueller & Alexander McNeil [Downloadable!] 2005 Socio-Economic Development : Mathematical Models By Dr.Vsrs by DR.VSR.SUBRAMANIAM [Downloadable!] 2005 A Quarterly Econometric Model of the Slovenian Economy by Miroslav Verbic [Downloadable!] 2005 Estimating a Life Cycle Model with Unemployment and Human Capital Depreciation by Andreas Pollak [Downloadable!] 2005 A Note on Imposing Local Curvature on Generalized Leontief Models by Apostolos Serletis & Asghar Shahmoradi [Downloadable!] 2005 Measuring Customer Value Gaps: An Empirical Study in Mexican Retail Market by Rajagopal [Downloadable!] 2005 Forecasting in Continuous Double Auction by Martin Smid [Downloadable!] 2005 Estimating the Underground Economy using MIMIC Models by Trevor Breusch [Downloadable!] 2005 Econometric Modeling of Business Telecommunications Demand using RETINA and Finite Mixtures by Massimiliano Marinucci & Teodosio Pérez-Amaral [Downloadable!] 2005 Conditional Distribution of the Limit Order Book Given the History of the Best Quote Process by Martin Smid [Downloadable!] 2005 Measuring Customer Value and Market Dynamics for New Products of a Firm:An Analytical Construct for Gaining Competitive Advantage by Rajagopal [Downloadable!] 2005 Modeling electricity prices with regime switching models by Michael Bierbrauer & Stefan Trueck & Rafal Weron [Downloadable!] 2005 Market price of risk implied by Asian-style electricity options by Rafal Weron [Downloadable!] 2005 Multivariate Autoregressive Conditional Heteroskedasticity with Smooth Transitions in Conditional Correlations by Annastiina Silvennoinen & Timo Teräsvirta [Downloadable!] 2005 The Volatility Structure of the Fixed Income Market under the HJM Framework: A Nonlinear Filtering Approach by Carl Chiarella & Hing Hung & Thuy-Duong To [Downloadable!] 2005 The Volatility Structure of the Fixed Income Market under the HJM Framework: A Nonlinear Filtering Approach by Carl Chiarella & Thuy-Duong To [Downloadable!] 2005 A general multivariate threshold GARCH model with dynamic conditional correlations by Fabio Trojani & Francesco Audrino [Downloadable!] 2005 Macroeconometric Modelling: Approaches and Experiences in Developing Countries by Valadkhani, Abbas [Downloadable!] 2005 Optimally Combining Censored and Uncensored Datasets by Paul J. 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O, Brien [Downloadable!] 2005 Exit Dynamics with Adjustment Costs by Rolf Golombek and Arvid Raknerud [Downloadable!] 2005 Exchange Rate Pass-through in a Small Open Economy by Pål Boug, Ådne Cappelen and Torbjørn Eika [Downloadable!] 2005 Identifying Structural Breaks in Cointegrated VAR Models by Håvard Hungnes [Downloadable!] 2005 Heterogeneity, productivity and selection: an empirical study of Norwegian manufacturing firms by Tor Jakob Klette and Arvid Raknerud [Downloadable!] 2005 Estimating Strategic Complementarities in Credit Union’s Outsourcing Decisions by Andrew Cohen & Ron Borzekowski 2005 Worst-case estimation and asymptotic theory for models with unobservables by Jose M. Vidal-Sanz & Mercedes Esteban-Bravo [Downloadable!] 2005 Cross Equation Effects of Misspecification: A partial estimation approach to DSGE Models by Kai Christoffel 2005 Assessing the Value of On-line Information Using a Two-sided Equilibrium Search Model in the Real Estate Market by Paul E. Carrillo [Downloadable!] 2005 The Aggregate Of Elasticities Or The Elasticity Of The Aggregates: U.S. Trade In Services by Jaime Marquez [Downloadable!] 2005 Central Bank Credibility and Monetary Policy: Evidence from Small Scale Macroeconomic Model of Indonesia by Enrico Tanuwidjaja & Choy Keen Meng [Downloadable!] 2005 Net Foreign Assets In The Euro Area: A Cointegration Analysis by Alessandro Girardi & Paolo Paesani [Downloadable!] 2005 Using additional information in estimating the output gap in Peru: a multivariate unobserved component approach by Gonzalo Llosa & Shirley Miller [Downloadable!] 2005 Forecasting Financial Crises and Contagion in Asia Using Dynamic Factor Analysis by Andrea Cipollini & George Kapetanios [Downloadable!] 2005 Can One Estimate the Unconditional Distribution of Post-Model-Selection Estimators ? by Leeb, Hannes & Pötscher, Benedikt M. 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Lye [Downloadable!] 2005 Productividad y rentabilidad de las infraestructuras regionales a partir de estimaciones por máxima entropía by RODRIGUEZ VALEZ, JORGE [Downloadable!] 2005 The Taxation of Multinationals: Firm Level Evidence for Belgium by Hylke Vandenbussche & Chang Tan [Downloadable!] 2005 On the predictability of common risk factors in the US and UK interest rate swap markets: Evidence from non-linear and linear models by Ilias Lekkos & Costas Milas & Theodore Panagiotidis [Downloadable!] 2005 The Ill-Posed Problem in Growth Empirics by Peter Sandholt Jensen & Allan H. Würtz [Downloadable!] 2005 The Response of Monetary Policy to Uncertainty: Theory and Empirical Evidence for the US by Christopher Martin & Costas Milas [Downloadable!] 2005 On the predictability of common risk factors in the US and UK interest rate swap markets:Evidence from non-linear and linear models by Ilias Lekkos & Costas Milas & Theodore Panagiotidis [Downloadable!] 2005 Uncertainty and UK Monetary Policy by Christopher Martin & Costas Milas [Downloadable!] 2005 Uncertainty and Monetary Policy Rules in the United States by Christopher Martin & Costas Milas [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 Econometrics of Individual Labor Market Transitions by Denis Fougère & Thierry Kamionka [Downloadable!] 2005 Improving the Modeling of Couples' Labour Supply by Robert Breunig & Deborah A. 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Poetscher [Downloadable!] 2005 Estimating an Earnings Function from Coarsened Data by an Interval Censored Regression Procedure by Reza Daniels & Sandrine Rospabé [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 Separating Selection and Incentive Effects in Health Insurance by Gardiol, Lucien & Geoffard, Pierre-Yves & Grandchamp, Chantal [Downloadable!] 2005 Gun Prevalence, Homicide Rates and Causality: A GMM Approach to Endogeneity Bias by Kleck, Gary & Kovandzic, Tomislav & Schaffer, Mark E [Downloadable!] 2005 Forecast Combination and Model Averaging Using Predictive Measures by Eklund, Jana & Karlsson, Sune [Downloadable!] 2005 Bayesian Analysis of DSGE Models by An, Sungbae & Schorfheide, Frank [Downloadable!] 2005 Forecasting the Spot Exchange Rate with the Term Structure of Forward Premia: Multivariate Threshold Cointegration by van Tol, Michel R & Wolff, Christian C [Downloadable!] 2005 Effects of Macroeconomic Shocks to the Quality of the Aggregate Loan Portfolio by Ivan Baboucek & Martin Jancar [Downloadable!] 2005 The Volatility of Realized Volatility by Fulvio Corsi & Uta Kretschmer & Stefan Mittnik & Christian Pigorsch [Downloadable!] 2005 On the equality of Real Interest Rates across borders in Integrated Capital Markets by Minford, Patrick & Peel, David [Downloadable!] 2005 A Macro-econometric Model for Ireland by McQuinn, Kieran & O’Donnell, Nuala & Ryan, Mary [Downloadable!] 2005 Bias Corrected Instrumental Variables Estimation for Dynamic Panel Models with Fixed E¤ects by Jinyong Hahn & Jerry Hausman & Guido Kuersteiner [Downloadable!] 2005 Monetary policy and asset prices: To respond or not? by Q. Farook Akram & Gunnar Bårdsen & Øyvind Eitrheim [Downloadable!] 2005 Non-linear dynamics in output, real exchange rates and real money balances: Norway, 1830-2003 by Q. Farooq Akram & Øyvind Eitrheim & Lucio Sarno [Downloadable!] 2005 Financial Crises and Money Demand in Jamaica by Fiona Atkins [Downloadable!] 2005 Unternehmensbewertung, Basiszinssatz und Zinsstruktur. Kapitalmarktorientierte Bestimmung des risikolosen Basiszinssatzes bei nicht-flacher Zinsstruktur by Obermaier, Robert [Downloadable!] 2005 Correlations and business cycles of credit risk: Evidence from bankruptcies in Germany by Rösch, Daniel [Downloadable!] 2005 Improving the Modeling of Couples' Labour Supply by Robert Breunig & Deborah Cobb-Clark & Xiaodong Gong [Downloadable!] 2005 Crescimento Econômico E Nível De Escolaridade: Teoria E Estimativas Dinâmicas Em Painel De Dados by Joilson Dias & Maria Helena Ambrósio Dias & Fernandina Fernandes de Lima [Downloadable!] 2005 Differential Demand Systems: A Further Look at Barten's Synthesis by Toshinobu Matsuda 2005 Choosing Business Risk Measures by Popescu, Nela 2005 Combining The Forecasts Using A Statistical Approach by Dospinescu, Andrei Silviu 2005 Impact Of Collinearity On The Estimated Parameters And Classical Statistical Tests Values Of Multifactorial Linear Regressions In Conditions Of O.L.S by Pavelescu, Florin Marius 2005 An Econometric Model Of Rol-Eur Real Exchange Rate Determination by Radulescu, Magdalena 2005 Macromodel Estimations For The Updated 2004 Version Of The Romanian Pre-Accession Economic Programme - Working Paper by Dobrescu, Emilian 2005 Output Gap And Shocks Dynamics. The Case Of Romania by Scutaru, Cornelia & Stanica, Cristian Nicolae 2005 A Theory-Based, State-Dependent Phillips Curve and its Estimation by Hsiu-Yun Lee & Jyh-Lin Wu & Show-Lin Chen [Downloadable!] 2005 Gasto en I+D, desarrollo económico y empleo en las regiones españolas y europeas/Research Expenditure, Economic Development and Employment in Spanish and European Regions by GUISAN, Mª C. & AGUAYO, E. [Downloadable!] 2005 Escenarios de empleo regional. Una propuesta basada en análisis shift-share/Regionel Employment Scenarios. A Schift-Share Approach by MAYOR FERNÁNDEZ, M. & LÓPEZ MENÉNDEZ, A.J. & PÉREZ SUÁREZ, R. [Downloadable!] 2005 Return and maturity relationships for treasury auctions: evidence from Turkey by Hakan Berument & Eray M. Yucel 2005 Evaluación econométrica de la demanda de agua de uso residencial en México by Jaramillo-Mosqueira, Luis A. 2005 Intervention of Japanese Monetary Authority in the Foreign Exchange Market by Obara, T. [Downloadable!] 2005 Employment, Development and Research Expenditure in European Union: analysis of causality and comparison with the United States, 1993-2003 by Guisan, M.C. & Aguayo, E. [Downloadable!] 2005 “Efficiency Flooding”: Black-Box Frontiers and Policy Implications by Sauer, J.F. [Downloadable!] 2005 El empleo en España en el período 1964-2004. Evolución y análisis comparativo de modelos econométricos by Guisán, M.C [Downloadable!] 2005 The Sources and Dynamics of Inflation in Indonesia: An ECM Model Estimation for 1952-2002 by Hossain, A. [Downloadable!] 2005 Human Capital and Economic Development in Africa: An Econometric Analysis for 1950-2002 by Guisan, M.C. & Exposito, P. [Downloadable!] 2005 Macroeconomic Modelling: Approaches and Experiences in Development Countries by Valadkhani, A. [Downloadable!] 2005 Investigating Nonlinearity: A Note on the Estimation of Hamilton's Random Field Regression Model by Derek Bond & Michael J. Harrison & Edward J. O'Brien [Downloadable!] 2005 Joint Tests for Non-linearity and Long Memory: The Case of Purchasing Power Parity by Aaron D. Smallwood [Downloadable!] 2005 A Practitioner's Guide to Lag Order Selection For VAR Impulse Response Analysis by Ventzislav Ivanov & Lutz Kilian [Downloadable!] 2004 Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation by Peter C.B. Phillips & Sainan Jin & Yixiao Sun [Downloadable!] 2004 Diffusion of ISO 9000 Standards and International Trade by Michal Grajek [Downloadable!] 2004 Urban growth and territorial dynamics in Spain (1985-2001): A spatial econometrics analysis by José María Mella Márquez & Coro Chasco Yrigoyen [Downloadable!] 2004 Structural Models In Consumer Credit by Fabio de Andrade & Lyn Thomas [Downloadable!] 2004 Accelerate Your Socio-Economic Development – An Eccentric Bicircualr Model & Solutions by DR. VSR. SUBRAMANIAM [Downloadable!] 2004 Economic Performance in a Cross-Section of U.S. Native American Economies by Voxi Heinrich S Amavilah [Downloadable!] 2004 Human Capital: Infrastructural and Superstructural Constraints to Economic Performance across U.S. Native American Reservations and Trust Lands by Voxi Heinrich S Amavilah [Downloadable!] 2004 Economic Growth and the Financial Economics of Capital Accumulation under Shifting Technological Change by Voxi Heinrich S Amavilah & Richard T. Newcomb [Downloadable!] 2004 Co-movements in EU banks’ fragility: a dynamic factor model approach by Andrea Brasili & Giuseppe Vulpes 2004 Long-Run Regressions: Theory and Application to US Asset Markets by Charlotte S. Hansen & Bjorn E. Tuypens [Downloadable!] 2004 Variance Risk Premia by Peter Carr & Liuren Wu [Downloadable!] 2004 Estimating the Volatility Structure of an Arbitrage-Free Interest Rate Model Via the Futures Markets by Ram Bhar & Carl Chiarella & Thuy-Duong To [Downloadable!] 2004 Demand Pull and Supply Push in Portuguese Cable Television by João Leitão [Downloadable!] 2004 Space-Time Lags: Specification Strategy In Spatial Regression Models by Fernando A. López Hernández & Coro Chasco Yrigoyen [Downloadable!] 2004 Modelos De Heterogeneidad Espacial by Coro Chasco Yrigoyen [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 Understanding Brazilian Unemployment Structure: A Mixed Autoregressive Approach by Ricardo Gonçalves Silva & Marinho Gomes Andrade & Milton Barossi-Filho [Downloadable!] 2004 A note on the modelling of hyper-inflations by Evens SALIES & Peter MOFFATT [Downloadable!] 2004 Modelos de regresión espacio temporales en la estimación de la renta municipal. Estimación de la renta en los municipios de la Región de Murcia by Coro Chasco-Yrigoyen & Fernando López-Hernández [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 Apparent Solow- and Solow-like Technological Residuals and the Economic Performance of U.S. Native American Economies by Voxi Heinrich Amavilah [Downloadable!] 2004 On Autoregressive Order Selection Criteria by Venus Khim-Sen Liew [Downloadable!] 2004 Trust In Transition: Cross Country And Firm Evidence by Martin Raiser & Alan Rousso & Franklin Steves [Downloadable!] 2004 A Meta-Analytic Assessment of the Effect of Immigration on Wages by Simonetta Longhi & Peter Nijkamp & Jacques Poot [Downloadable!] 2004 Continuous Time Model Estimation by Carl Chiarella & Shenhuai Gao [Downloadable!] 2004 A Note on the Bias of using Futures Rates as a Proxy for the Instantaneous Forward Rate by Thuy-Duong To [Downloadable!] 2004 Australia-Thailand Free Trade Agreement: Challenges and Opportunities for Bilateral Trade Policy and Closer Economic Relations by Tran Van Hoa [Downloadable!] 2004 Time-series regression models to study the short-term effects of environmental factors on health by Tobías, Aureli & Saez, Marc [Downloadable!] 2004 Estimating a Risky Term Structure of Uruguayan Sovereign Bonds by Serafín Frache & Gabriel Katz [Downloadable!] 2004 Sectoral Labor Supply, Choice Restrictions and Functional Form by John K. Dagsvik and Steinar Strøm [Downloadable!] 2004 Generalized Mixed Estimation Of A Multinomial Discretecontinuous Choice Model For Electricity Demand by Pene Kalulumia & Denis Bolduc [Downloadable!] 2004 Computational Economics: Help for the Underestimated Undergraduate by Hans Amman & David Kendrick & Ruben Mercado 2004 A Specification Search Algorithm for Cointegrated Systems by Jerzy Mycielski & Michal Kurcewicz 2004 A Bayesian algorithm for a Markov Switching GARCH model by Dhiman Das 2004 Discovering Financial Patterns in the Foreign Exchange Markets by Chueh-Yung Tsao & Shu-Heng Chen 2004 Strucural change and DSGE models by Michel Juillard 2004 The US Phillips Curve and inflation expectations: A State Space Markov-Switching explanatory model by Guillaume Guerrero & Nicolas Million [Downloadable!] 2004 Predective Density and Conditional Confidence Interval Accuracy Tests by Valentina Corradi & Norman Swanson [Downloadable!] 2004 Predictive Density Evaluation by Valentina Corradi & Norman Swanson [Downloadable!] 2004 The Effects of Health, Wealth and Wages on Labor Supply and Retirement Behavior by Eric French [Downloadable!] 2004 Modes of Household Behavior and Labor Supply Decisions by Christopher Flinn & Daniela Del Boca [Downloadable!] 2004 Gender Discrimination Estimation in a Search Model with Matching and Bargaining by Luca Flabbi [Downloadable!] 2004 A structural model for evaluating preferential trade agreements by Chaaban, J. & Thomas, A. [Downloadable!] 2004 Normal Mixture GARCH (1,1): Application to Exchange Rate Modelling 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 Why Did the Welfare Caseload Decline? by Jacob Alex Klerman & Caroline Danielson [Downloadable!] 2004 How Can We Define The Concept of Long Memory? An Econometric Survey by Guégan D. [Downloadable!] 2004 An alternative approach to firms’ evaluation: expert systems and fuzzy logic by Magni, Carlo Alberto [Downloadable!] 2004 Consumer Credit Delinquency And Bankruptcy Forecasting Using Advanced Econometrc Modeling by Ji, Tingting [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 What Do German Short-Term Interest Rates Tell Us About Future Inflation? by Harald Grech [Downloadable!] 2004 Regression Models with Data-based Indicator Variables by David F. Hendry & Carlos Santos [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 Regression Models with Data-based Indicator Variables by David F. Hendry & Carlos Santos [Downloadable!] 2004 Non-Parametric Direct Multi-step Estimation for Forecasting Economic Processes by Guillaume Chevillon & David F. Hendry [Downloadable!] 2004 Firm Dynamics, Investment, and Debt Portfolio: Balance Sheet Effects of the Mexican Crisis of 1994 by Sangeeta Pratap & Carlos Urrutia [Downloadable!] 2004 Simple Estimators for the Parameters of Discrete Dynamic Games (with Entry/Exit Samples) by Ariel Pakes & Michael Ostrovsky & Steve Berry [Downloadable!] 2004 Benefits and Spillovers of Greater Competition in Europe: A Macroeconomic Assesment by Tamim Bayoumi & Douglas Laxton & Paolo Pesenti [Downloadable!] 2004 Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC by Xibin Zhang & Maxwell L. King & Rob J. Hyndman [Downloadable!] 2004 Bivariate error correction FIGARCH and FIAPARCH models on the Australian All Ordinaries Index and its SPI futures by Jonathan Dark [Downloadable!] 2004 Random Walk Smooth Transition Autoregressive Models by Heather M. Anderson & Chin Nam Low [Downloadable!] 2004 Single Source of Error State Space Approach to the Beveridge Nelson Decomposition by Heather M. Anderson & Chin Nam Low & Ralph Snyder [Downloadable!] 2004 Some Results on the Identification and Estimation of Vector ARMAX Processes by D.S. Poskitt [Downloadable!] 2004 Estimating Components in Finite Mixtures and Hidden Markov Models by D.S. Poskitt & Jing Zhang [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 Nonlinear inflation dynamics: evidence from the UK by Christopher Martin & Michael Arghyrou & Costas Milas [Downloadable!] 2004 Measuring trend growth: how useful are the great ratios? by Jonathan Temple & Cliff Attfield [Downloadable!] 2004 Dynamic Conditional Correlation with Elliptical Distributions by Matteo Pelagatti & Stefania Rondena [Downloadable!] 2004 Quantitative Analyse der Auswirkungen wirtschaftspolitischer Massnahmen auf die Einkommensverteilung und das «neue magische Viereck» in der Schweiz by Jochen Hartwig [Downloadable!] 2004 Factor Analysis Regression by Reinhold Kosfeld & Jorgen Lauridsen [Downloadable!] 2004 Labor Market Institutions and the Employment-Productivity Trade-Off: A Wage Posting Approach by Chéron, Arnaud & Hairault, Jean-Oliver & Langot, François [Downloadable!] 2004 Real Time Econometrics by Pesaran, M. Hashem & Timmermann, Allan [Downloadable!] 2004 Temporal Aggregation Of An Estar Process: Some Implications For Purchasing Power Parity Adjustment by Ivan Paya & David A. Peel [Downloadable!] 2004 Nonlinear Ppp Under The Gold Standard by Ivan Paya & David A. Peel [Downloadable!] 2004 Short-Term Dependencies between the Volatility of Currency, Money and Capital Markets: The Case of Poland by Janusz Brzeszczynski & Robert Kelm [Downloadable!] 2004 Determinants of Short-term Volatility at the Warsaw Stock Exchange: In-sample vs. Out-of-sample Forecasts from Factor and Predictive GARCH Models by Janusz Brzeszczynski & Aleksander Welfe [Downloadable!] 2004 Seasonally and Fractionally Differenced Time Series (revised, August 2006) by Naoya Katayama [Downloadable!] 2004 Integer-Valued Moving Average Modelling of the Number of Transactions in Stocks by Brännäs, Kurt & Quoreshi, Shahiduzzaman [Downloadable!] 2004 Sectoral labor supply, choice restrictions and functional form by Dagsvik, John K. & Strøm, Steinar [Downloadable!] 2004 The Labor Market in KIMOD by Lindén, Johan [Downloadable!] 2004 A smooth permanent surge process by González Gómez, Andrés [Downloadable!] 2004 Firm Level Innovation and Productivity - Is there a Common Story Across Countries? by Janz, Norbert & Lööf, Hans & Peters, Bettina [Downloadable!] 2004 Dynamic Optimal Capital Structure and Technical Change by Lööf, Hans 2004 Construction of a Transaction-Based Real Estate Index for the Paris Housing Market by Raimond Maurer & Martin Pitzer & Steffen Sebastian [Downloadable!] 2004 The Copula Approach to Sample Selection Modelling: An Application to the Recreational Value of Forests by Elisabetta Strazzera & Margarita Genius [Downloadable!] 2004 Binary models with misclassification in the variable of interest by Esmeralda Ramalho [Downloadable!] 2004 Covariate Measurement Error in Endogenous Stratified Samples by Esmeralda Ramalho [Downloadable!] 2004 Una aproximación al sesgo de medición del precio de las computadoras en México by Guerrero, Carlos [Downloadable!] 2004 Statistical Models for High Frequency Security Prices by Roel C.A. Oomen [Downloadable!] 2004 Not All Rivals Look Alike: An Empirical Model for Discrete Games with Asymmetric Rivals by Liran Einav (Stanford University) [Downloadable!] 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 Identification of Equilibrium Models of Local Jurisdictions by Holger Sieg & Dennis Epple 2004 Asymptotics of non-linear lasso type estimators by mehmet caner 2004 Threshold Integrated Moving Average Models (Does Size Matter? Maybe So) by Oscar Martin & Jesus Gonzalo 2004 Estimation and Testing for Partially Nonstationary Vector Autoregressive Models with GARCH: WLS versus QMLE by Chor-yiu SIN [Downloadable!] 2004 Imposing Curvature and Monotonicity on Flexible Functional Forms: An Efficient Regional Approach by Hendrik Wolff & Thomas Heckelei & Ron C. Mittelhammer [Downloadable!] 2004 Dynamics of Interest Rate Curve by Functional Auto-regression by Alexei Onatski & Slava Kargin [Downloadable!] 2004 STRUCTURAL CHANGE IN THE BRAZILIAN DEMAND FOR IMPORTS: A regime switching approach by M. Portugal & I.A. de Morais [Downloadable!] 2004 Using additional information in estimating output gap in Peru: a multivariate unobserved component approach by Gonzalo Llosa/Shirley Miller [Downloadable!] 2004 Productivity, Inflation, And Investment: An Analysis Of Causality by José Antonio Núñez & José Luis de la Cruz [Downloadable!] 2004 A component-driven model for regime switching and its empirical evidence by Chung-Ming Kuan & Yu-Lieh Huang [Downloadable!] 2004 Asymmetric Effects of Government Spending: Does the Level of Real Interest Rates Matter? by Michael B. Devereux & Woon Gyu Choi [Downloadable!] 2004 The effect of exchange rate uncertainty on US imports from the UK: Consistent OLS estimation with volatility measured by an ARCH-type model by Jan M Podivinsky & Chongcheul Cheong & Maozu Lu [Downloadable!] 2004 Testing Intertemporal Rational Expectations Model with State Uncertainty: An Application to the Permanent Income Hypothesis by Chao-Hsi Huang & Yue-Lieh Huang [Downloadable!] 2004 Generalized Two-Step Maximum Likelihood Estimation of Structural Vector Autoregressive Models partially identified with Short-Run Restrictions by Kyungho Jang [Downloadable!] 2004 Simultaneous Equations and Weak Instruments under Conditionally Heteroscedastic Disturbances by Garry Phillips & Emma Iglesias [Downloadable!] 2004 The US Phillips Curve and inflation expectations: A State Space Markov-Switching explanatory model by Nicolas Million & Guillaume Guerrero 2004 Discriminatory vs Uniform Price Auction: Auction Revenue by Keunkwan Ryu & Gyung-Rok Kim & Seonghwan Oh [Downloadable!] 2004 Interpreting and testing the scaling property in models where inefficiency depends on firm characteristics by Peter Schmidt & Antonio Alvarez & Christine Amsler 2004 Monetary Magic? How the Fed Improved the Supply Side of the Economy by Silvia Sgherri & Tamim Bayoumi [Downloadable!] 2004 Credit Constraints and Distress Sales in Rural India: An Econometric Analysis by D.Rajasekhar & Gagan & B.S 2004 Estimation and Testing for Partially Nonstationary Vector Autoregressive Models with GARCH: WLS versus QMLE by Chor-yiu SIN [Downloadable!] 2004 Discretised Non-Linear Filtering for Dynamic Latent Variable Models: with Application to Stochastic Volatility by Scott I. White & Adam E. Clements & Stan Hurn [Downloadable!] 2004 The gap between macro and micro economic statistics: Estimation of the misreporting model using micro-data sets derived from the Consumer Expenditure Survey by Thesia I. Garner & Atsushi Maki [Downloadable!] 2004 Modeling Yield-Factor Volatility by Daniel R. Smith & Christophe Parignon [Downloadable!] 2004 A Multi-Level Panel Smooth Transition Autoregression for US Sectoral Production by P.H. Franses & D. Fok & D. van Dijk 2004 Single Source of Error State Space Approach to the Beveridge Nelson Decomposition by Chin Nam Low & Heather Anderson & Ralph Snyder [Downloadable!] 2004 Estimation of the Volatility Structure of the Fixed Income Market by Thuy Duong To & Carl Chiarella 2004 The Effect of Exchange Rate Uncertainty on US Imports from the UK: Consistent OLS Estimation with Volatility Measured by An ARCH-type Model by Jan M. Podivinsky & Chongcheul Cheong & Maozu Lu [Downloadable!] 2004 An Alternative Estimation of Spurious Regression Model by Shahidur Rahman 2004 Normal Log-normal Mixture: Leptokurtosis, Skewness and Applications by Minxian Yang [Downloadable!] 2004 Stochastic Frontier Models With Correlated Error Components by Murray D Smith [Downloadable!] 2004 Market Response Analysis: The Demand System versus Non-Restricted Marketing Models by Tie Wang 2004 Benefits and spillovers of greater competition in Europe: A macroeconomic assessment by Tamim Bayoumi & Douglas Laxton & Paolo Pesenti [Downloadable!] 2004 Employment and Population in European Union: Econometric Models and Causality Tests by Aguayo, Eva & Guisan, Maria-Carmen [Downloadable!] 2004 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 [Downloadable!] 2004 Econometric Models and Causality Relationships Between Manufacturing and Non-Manufacturing Production in MOROCCO, TUNISIA and other Northern African Countries, 1950-2000 by Guisan, Maria-Carmen & Exposito, Pilar [Downloadable!] 2004 Modelos econometricos del empleo en España: analisis comparativo de especificaciones dinamicas e impacto de la industria manufacturera sobre el empleo no agrario, 1964-2003 by Guisan, Maria-Carmen [Downloadable!] 2004 The Impact of Industry and Foreign Trade on Economic Growth in China. An Inter-Sectoral Econometric Model, 1976-2002 by Guisan, Maria-Carmen & Exposito, Pilar [Downloadable!] 2004 Econometric Models of Demand and Supply of Agriculture in Spain, France, Japan and The USA, 1964-99: An Analysis Of Interdependence by Guisan, Maria-Carmen & Exposito, Pilar [Downloadable!] 2004 Industria e Comercio Externo na Economia do Brasil, 1960-2000 by Guisan, Maria-Carmen & Cardim-Barata, Ana Sofia [Downloadable!] 2004 Nonlinear monetary policy in europe: fact or myth? by W.A. Bruinshoofd & B. Candelon [Downloadable!] 2004 A Copula-Based Autoregressive Conditional Dependence Model of International Stock Markets by Rob van den Goorbergh [Downloadable!] 2004 Asymmetric Monetary Policy Effects in Germany by Vladimir Kuzin & Silke Tober [Downloadable!] 2004 A Meta-Analytic Assessment of the Effect of Immigration on Wages by Simonetta Longhi & Peter Nijkamp & Jacques Poot [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 Local sensitivity and diagnostic tests by Magnus, J.R. & Vasnev, A.L. [Downloadable!] 2004 Non-linear adjustments in fiscal policy by Gabriella Legrenzi & Costas Milas [Downloadable!] 2004 Uncertainty and UK Monetary Policy by Christopher Martin & Costas Milas [Downloadable!] 2004 Measuring Trend Output: How Useful Are the Great Ratios? by Attfield, Clifford & Temple, Jonathan [Downloadable!] 2004 Monetary Magic? How the Fed Improved the Flexibility of the Economy by Bayoumi, Tamim & Sgherri, Silvia [Downloadable!] 2004 Benefits and Spillovers of Greater Competition in Europe: A Macroeconomic Assessment by Bayoumi, Tamim & Laxton, Doug & Pesenti, Paolo [Downloadable!] 2004 Real Time Econometrics by Pesaran, M Hashem & Timmermann, Allan G [Downloadable!] 2004 Refinement of the partial adjustment model using continuous-time econometrics by Arie ten Cate [Downloadable!] 2004 An Empirically-Based Taxonomy of Dutch Manufacturing: Innovation Policy Implications by Wladimir Raymond & Pierre Mohnen & Franz Palm & Sybrand Schim van der Loeff [Downloadable!] 2004 Firm Dynamics, Investment, and Debt Portfolio: Balance Sheet Effects of the Mexican Crisis of 1994 by Sangeeta Pratap & Carlos Urrutia [Downloadable!] 2004 An Empirically-Based Taxonomy of Dutch Manufacturing: Innovation Policy Implications by Wladimir Raymond & Pierre Mohnen & Franz Palm & Sybrand Schim van der Loeff [Downloadable!] 2004 Real Time Econometrics by M. Hashem Pesaran & Allan Timmermann [Downloadable!] 2004 Econometric Estimation of PCAIDS Models by Germán Coloma [Downloadable!] 2004 Contrastación de la ley de precio único en el mercado español del aceite de oliva by José Angel Roldán Casas & Rafaela Dios-Palomares [Downloadable!] 2004 ‘Real Time Econometrics’ by Pesaran, M.H. & Timmermann, A. [Downloadable!] 2004 Identifying and Interpreting Convergence Clusters Across Europe by Corrado, L. & Martin, R. & Weeks, M. [Downloadable!] 2004 Consumption and population age structure by Solveig K. Erlandsen & Ragnar Nymoen [Downloadable!] 2004 Optimal Portfolio Allocation Under Higher Moments by Jondeau, E. & Rockinger, M. [Downloadable!] 2004 On the Nash equilibria for the FCFS queueing system with load-increasing service rate by A.C. Brooms [Downloadable!] 2004 Invertibility of Nonparametric Stochastic Demand Functions by Walter Beckert & Richard Blundell [Downloadable!] 2004 Paridade Do Poder De Compra: O Modelo De Reversão Não Linear Para O Brasil by Cristiano Silveira Freixo & Fernando de Holanda Barbosa [Downloadable!] 2004 A Welfare Analysis Of Economic Fluctuations In South America by Fábio Augusto Reis Gomes & Leandro Gonçalves do Nascimento [Downloadable!] 2004 Nonlinear Purchasing Power Parity under the Gold Standard by Ivan Paya & David A. Peel 2004 Long-Run Economic Performance and the Labor Market by Alberto Alonso & Cristina Echevarria & Kien C. Tran 2004 Features Of The Ordinary Least Square (Ols) Method. Implications For The Estimation Methodology by Pavelescu, Florin Marius 2004 A wald Test for Spatial Nonstationarity by LAURIDSEN, J. & KOSFELD, R. [Downloadable!] 2004 Modelos de regresión espacio-temporales en la estimación de la renta municipal: el caso de la Región de Murcia by CHASCO, C. & LÓPEZ, F.A. [Downloadable!] 2004 Análisis de cambio de régimen en series de tiempo no lineales utilizando modelos TAR by Fredy Ocaris Pérez Ramírez & Hermilson Velásquez Ceballos [Downloadable!] 2004 Nichts als Strohfeuer? Eine kritische Analyse des wirtschaftspolitischen Assignments im "Neuen Konsens" mit Hilfe eines makrooekonometrischen Politiksimulationsmodells der Schweizer Volkswirtschaft by Jochen Hartwig [Downloadable!] 2004 Time series evidence on education and growth: the case of Guatemala, 1951-2002 by Josef L. Loening [Downloadable!] 2004 Terör Ve Benzeri Ulumsuz Gelişmelerin Türk Turizmine Etkisi by M. Eray YÜCEL & M. Faruk AYDIN & Uğur ÇIPLAK 2004 Modelling of Structural Changes in Demand for Money Cointegration Relations by Hannu Koskinen [Downloadable!] 2004 Does Inflation Harm Economic Growth in Jordan?. An Econometric Analysis for the Period 1970-2000 by Sweidan, O.D. [Downloadable!] 2004 Brazilian Real Crisis Revisited: A Linear Probability Model to Identify Leading Indicators by Feridun, M. [Downloadable!] 2004 Labour Productivity in the European Union and Comparison with the USA, 1979-2001 by KORRES, George M. & CHIONIS, Dionysios P. & TSAMADIAS, Constantine [Downloadable!] 2004 Recent Evidence on Improved Inventory Control: A quarterly Model of the US Economy for the period 1959-2001 by Sweidan, O. [Downloadable!] 2004 Seasonaility and Cointegration in the Fishing Industry of Conrwall by Floros, Ch. & Failler, P. [Downloadable!] 2004 Classical Business Cycles in America: Are National Business Cycles Synchronised? by Mejia-Reyes, P. [Downloadable!] 2004 Structural Change in Time Series of the Exchange Rates between Yen-Dollar and Yen-Euro in 2001-2004 by Obara, T. [Downloadable!] 2004 Does inmigration have an impact on economic development and unemployment?. Empirical evidence from Finland(1981-2001) by Feridun, M. [Downloadable!] 2004 A VAR Analysis of US and Japanese Effects on Malaysian Aggregate and Sectoral Output by Ibrahim, M.H [Downloadable!] 2004 Education, Research and Manufacturing in EU25: An Inter-Sectoral Econometric Model of 151 European Regions, 1995-2000 by Guisan, M.C. [Downloadable!] 2004 A Time Series Test of Regional Convergence in the USA with Dynamic Panel Models, 1972-1998 by Sedgley, N. & Elmslie, B. [Downloadable!] 2004 Politica fiscal de vivienda en España y forma de tenencia de la vivienda habitual: una valoracion empirica a nivel provincial by Rodriguez, J. & Barrios, J. [Downloadable!] 2004 Desarrollo economico de Europa Central en 1950-2002: Modelos econometricos y comparacion con Irlanda, España y Austria by Guisan, M. C. & Aguayo, E. [Downloadable!] 2004 Efectos de la liberalizacion financiera sobre el comercio exterior: Modelo gravitacional de Latinoamerica, 1995-99 by Lewer, J.J. & Saenz, M. [Downloadable!] 2004 Human Capital and Economic Growth: A Quantile Regression Approach by Miles, W. [Downloadable!] 2004 Dynamics of Exchange Rate Fluctuations between Yen and the US-Dollar by Obara, T. [Downloadable!] 2004 Human Capital, Trade and Development in India, China, Japan and other Asian Countries, 1960-2002: Econometric Models and Causality Tests by Guisan, M.C. [Downloadable!] 2004 Human Capital, Technology diffusion and Economic Growth in Low-to-Middle Income Country: a time series perspective of Guatemala, 1950-2001 by Loening, J.L. [Downloadable!] 2004 Ecuadorian Perceptions Towards US Foreign Policy: An Econometric Analysis by Rosenberg, M [Downloadable!] 2004 Armington elasticities in intermediate inputs trade: a problem in using multilateral trade data by Mika Saito [Downloadable!] 2004 An Integer-Valued Time Series Model for Hotels that Accounts for Constrained Capacity by Kurt Brannas & Jonas Nordstrom [Downloadable!] 2004 Constructing Non-linear Gaussian Time Series by Means of a Simplified State Space Representation by Paolo Vidoni [Downloadable!] 2004 Inferring the Forward Looking Equity Risk Premium from Derivative Prices by Ramaprasad Bhar & Carl Chiarella & Wolfgang J. Runggaldier [Downloadable!] 2004 Output Variability and Economic Growth: the Japanese Case by Stilianos Fountas & Menelaos Karanasos & Alfonso Mendoza [Downloadable!] 2004 Inflation, Shadow Prices and the EMU: Evidence From Greece by Efthymios G. Tsionas & Dimitris K. Christopoulos [Downloadable!] 2004 Paridade do Poder de Compra: O Modelo de Reversão Não Linear para o Brasil by Cristiano Silveira Freixo & Fernando de Holanda Barbosa [Downloadable!] 2003 The link between firm-level innovation and aggregate productivity growth : a cross-country examination by Heshmati, Almas & Lööf, Hans [Downloadable!] 2003 Dynamic Optimal Capital Structure and Technological Change by Lööf, Hans [Downloadable!] 2003 Firm Level Innovation and Productivity : Is there a Common Story Across Countries? by Peters, Bettina & Lööf, Hans & Janz, Norbert [Downloadable!] 2003 Estimating Indices in the Presence of Seller Reservation Prices by Liang Peng & William N. Goetzmann [Downloadable!] 2003 Estimating Network Effects and Compatibility in Mobile Telecommunications by Michal Grajek [Downloadable!] 2003 The Performance Of Setar Models : A Regime Conditional Evaluation Of Point, Interval And Density Forecasts by Boero, Gianna & Marrocu, Emanuela [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 A note on Measurement Error and Euler Equations: an Alternative to Log-Linear Approximations by Eva Ventura [Downloadable!] 2003 An Empirical Evaluation of Five Small Area Estimators by Alex Costa & Albert Satorra & Eva Ventura [Downloadable!] 2003 An interaction model for livestock farming and steppe ecosystem by Demberel S. & Nicholas Olenev & Igor Pospelov [Downloadable!] 2003 An interaction model for livestock farming and steppe ecosystem // “Mathematical Modeling of Ecological Systems” Almaty: Daik-Press, 2003. – 160 p. Abstracts. P.26 by Demberel S. & Nicholas Olenev & Igor Pospelov [Downloadable!] 2003 Economy and Environment Interaction // Moscow: Dorodnicyn Computing Centre Russian Ac. Sc., 2003. 40p. (In Russian) by Demberel S. & Nicholas Olenev & Igor Pospelov [Downloadable!] 2003 To a Mathematical Model of Economy and Environment Interaction //Mathematical modelling. 2003. V.15. No.4. P.107-121 by Demberel S. & Nicholas Olenev & Igor Pospelov [Downloadable!] 2003 A SETAR model with long-memory dynamics by Gilles DUFRENOT & Dominique GUEGAN & Anne PEGUIN-FEISSOLLE [Downloadable!] 2003 Real exhange rate misalignment in Hungary: a fractionally integrated=20 threshold model by Gilles DUFRENOT & Elisabeth GRIMAUD & Eug=E9nie LATIL & Val=E9rie MIGNON [Downloadable!] 2003 Effects of STAR and TAR types nonlinearities on order selection criteria by Venus Khim-sen Liew & Terence Tai- leung Chong [Downloadable!] 2003 Term Structure of Interest Rates.Emergence of Power Laws and Scaling Laws by Thomas Alderweireld & Jean Nuyts [Downloadable!] 2003 A Method for Assigning Letter Grades: Multi-Curve Grading by Alex Strashny [Downloadable!] 2003 Modeling highly volatile and seasonal markets: evidence from the Nord Pool electricity market by Rafal Weron & Ingve Simonsen & Piotr Wilman [Downloadable!] 2003 Overlaying Time Scales and Persistence Estimation in GARCH(1,1) Models by Eric Hillebrand [Downloadable!] 2003 Exchange Rate Regimes and Volatility: Comparison of the Snake and Visegrad by Juraj Valachy & Evžen Ko?enda & [Downloadable!] 2003 Ruminant Eructation and a Long-Run Environmental Kuznets' Curve for Enteric Methane in New Zealand: Conventional and Fuzzy Regression Analysis by David E. A. Giles & Carl Mosk [Downloadable!] 2003 Some Finite Sample Results On Testing For Granger Noncausality by Judith A. Clarke & Sadaf Mirza [Downloadable!] 2003 Estimation of an Adaptive Stock Market Model with Heterogeneous Agents by Henrik Amilon [Downloadable!] 2003 The Persistence of Abnormal Returns at Industry and Firm Levels by Juan Carlos Bou & Albert Satorra [Downloadable!] 2003 Honey, I Shrunk the Sample Covariance Matrix by Olivier Ledoit & Michael Wolf [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 Moderating Effects of Management Control Systems and Innovation on Performance. Simple Methods for Correcting the Effects of Measurement Error for Interaction Effects in Small Samples by Coenders, Germà & Bisbe, Josep & Saris, Willem E. & Batista-Foguet, Joan M. [Downloadable!] 2003 Modelling Underlying Energy Demand Trends and Stochastic Seasonality: An Econometric Analysis of Transport Oil Demand in the UK and Japan by Lester C Hunt & Yasushi Ninomiya [Downloadable!] 2003 How to quantify household electricity end-use consumption by Bodil M. Larsen and Runa Nesbakken [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 Analyzing Labor Supply Behavior with Latent Job Opportunity Sets and Institutional Choice Constraints by John K. Dagsvik and Steinar Strøm [Downloadable!] 2003 Estimating nonlinear dynamic economies: A likelihood approach by Jesus Fernandez-Villaverde & Juan Rubio-Ramirez 2003 Financial Modeling based on the Trajectory Domain by Chueh-Yung Tsao & Shu-Heng Chen 2003 User Cost of Capital and Cost Function : Does the Margin in the Modelling Yields Robust Results? by Sourour Baccar 2003 Eurocoin: A Real Time Coincident Indicator Of The Euro Area Business Cycle by Mario Forno & Marco Lippi & Lucrezia Reichlin & Filippo Altissimo & Antonio Bassanetti 2003 Parametric Estimation of Quadratic Term Structure Models of Interest Rates by H. Vincent Poor & Li Chen [Downloadable!] 2003 Is There A Role For Asset Prices In Monetary Rules? Some Welfare Analysis Based On Perturbation Methods by Paolo Pesenti & Michel Juillard & Douglas Laxton 2003 The correlation dimension of returns with stochastic volatility by Cees Diks 2003 Valuing Interest Rates Derivatives by Leonardo Souza & Gustavo Raposo 2003 The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting by Forni M. & Hallin M. 2003 Some Recent Developments in Predictive Accuracy Testing With Nested Models and (Generic) Nonlinear Alternatives by Valentina Corradi & Norman Swanson [Downloadable!] 2003 The Block Bootstrap for Parameter Estimation Error In Recursive Estimation Schemes, With Applications to Predictive Evaluation by Valentina Corradi & Norman Swanson [Downloadable!] 2003 Simplified Marginal Effects in Discrete Choice Models by Newell, Richard & Anderson, Soren [Downloadable!] 2003 Symmetric Normal Mixture GARCH by Carol Alexandra & Emese Lazar [Downloadable!] 2003 Sources of Over-performance in Equity Markets: Mean Reversion, Common Trends and Herding by Carol Alexander & Anca Dimitriu [Downloadable!] 2003 Equity Indexing: Conitegration and Stock Price Dispersion: A Regime Switiching Approach to market Efficiency by Carol Alexander & Anca Dimitriu [Downloadable!] 2003 A multivariate GARCH analysis of the domestic transmission of energy commodity prices and volatility: A comparison of the peak and off-peak periods in the Australian electricity spot market by Andrew C. Worthington & Helen Higgs [Downloadable!] 2003 A Dynamic Factor Analysis of Financial Contagion in Asia by Andrea Cipollini & George Kapetanios [Downloadable!] 2003 A Comparison of Estimation Methods for Dynamic Factor Models of Large Dimensions by George Kapetanios & Massimiliano Marcellino [Downloadable!] 2003 Metafrontier Functions for the Study of Inter-regional Productivity Differences by D.S. Prasada Rao & Christopher J. O'Donnell & George E. Battese [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 Construction demand: a model of research and forecast for Latvia from 2002 to 2025 by Skribans, Valerijs [Downloadable!] 2003 Use of households survey data to estimate the size of the informal economy in Romania by Albu, Lucian-Liviu & Nicolae, Mariana [Downloadable!] 2003 Un Modèle d’Equilibre pour la Determination des Effets Nationaux de la Creation d’une Zone de Libre Echange Agricole Euro-Mediterraneenne by Arce, Rafael de & Mahia, Ramón [Downloadable!] 2003 Monetary policy and the volatility of real exchange rates in New Zealand by Ken West [Downloadable!] 2003 Multimodality in the GARCH Regression Model by Jurgen A. Doornik & Marius Ooms [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 Simulation and Estimation of Nonaddative Hedonic Models by James J. Heckman & Rosa Matzkin & Lars Nesheim [Downloadable!] 2003 Monetary Rules for Small, Open, Emerging Economies by Douglas Laxton & Paolo Pesenti [Downloadable!] 2003 Does Beta React to Market Conditions? Estimates of Bull and Bear Betas using a Nonlinear Market Model with an Endogenous Threshold Parameter by George Woodward & Heather Anderson [Downloadable!] 2003 Nonlinear Correlograms and Partial Autocorrelograms by Heather M. Anderson & Farshid Vahid [Downloadable!] 2003 Stochastic models underlying Croston's method for intermittent demand forecasting by Lydia Shenstone & Rob J. Hyndman [Downloadable!] 2003 Transmission of Monetary Shocks in Latvia by Martins Bitans & Dainis Stikuts & Ivars Tillers [Downloadable!] 2003 Minimum Wage Effects on Labor Market Outcomes under Search with Bargaining by Flinn, Christopher J. [Downloadable!] 2003 Employer Learning and Schooling-Related Statistical Discrimination in Britain by Galindo-Rueda, Fernando [Downloadable!] 2003 Discrete choice non-response by Esmerelda A. Ramalho & Richard Smith [Downloadable!] 2003 Temporal Aggregation of the Returns of a Stock Index Series by Brännäs, Kurt [Downloadable!] 2003 Discretized Time and Conditional Duration Modelling for Stock Transaction Data by Brännäs, Kurt & Simonsen, Ola 2003 Analyzing labor supply behavior with latent job opportunity sets and institutional choice constraints by Dagsvik, John K. & Strøm, Steinars [Downloadable!] 2003 How and why do firms differ? by Jakob Klette, Tor & Raknerud, Arvid [Downloadable!] 2003 Ein einfaches Verfahren zur Berücksichtigung heterogener Preisbildung und Marktmacht auf unvollkommenen Gütermärkten in Produktivitätsschätzungen by Carstensen, Vivian [Downloadable!] 2003 Modelling the Load Curve of Aggregate Electricity Consumption Using Principal Components by Matteo Manera & Angelo Marzullo [Downloadable!] 2003 Squeezing the Interest Rate Smoothing Weight with a Hybrid Expectations Model by Efrem Castelnuovo [Downloadable!] 2003 STAR-GARCH Models for Stock Market Interactions in the Pacific Basin Region, Japan and US by Giorgio Busetti & Matteo Manera [Downloadable!] 2003 On the Way to Recovery: A Nonparametric Bias Free Estimation of Recovery Rate Densities by Olivier RENAULT & Olivier SCAILLET [Downloadable!] 2003 Estimating Credit Constraints among US Households by Charles GRANT [Downloadable!] 2003 Term Structure of Interest Rates. Emergence of Power Laws and Scaling Laws by Thomas Alderweireld & Jean Nuyts [Downloadable!] 2003 Searching for the Causal Structure of a Vector Autoregression by Hoover, Kevin & Demiralp, Selva [Downloadable!] 2003 Structural Econometric Modeling: Rationales and Examples from Industrial Organization by Reiss, Peter C. & Wolak, Frank A. [Downloadable!] 2003 Electricity Demand Analysis Using Cointegration and Error-Correction Models with Time Varying Parameters: The Mexican Case by Chang, Yoosoon & Martinez-Chombo, Eduardo [Downloadable!] 2003 Employer Learning and Schooling-Related Statistical Discrimination in Britain by Galindo-Rueda, Fernando [Downloadable!] 2003 The Effect of Skill shortages on Unemployment and Real Wage Growth: A Simultaneous Equation Approach by Wallis, Gavin [Downloadable!] 2003 The Jump Component of the Volatility Structure of Interest Rate Futures Markets: An International Comparison by To, Thuy Duong & Carl Chiarella [Downloadable!] 2003 Modelling Investment When Relative Prices Are Trending: Theory and Evidence for the UK by Thompson, Jamie & Hasan Bakhshi & Nick Oulton [Downloadable!] 2003 The Performance of SETAR models by Regime: A Conditional Evaluation of Interval and Density Forecasts by Marrocu, Emanuela & Gianna Boero [Downloadable!] 2003 The Properties of Automatic Gets Modelling by Hendry, David F & Hans-Martin Krolzig [Downloadable!] 2003 Value at Risk and Inventory Control by Tapiero, Charles [Downloadable!] 2003 Evolucion de la Economia Portuguesa, 1946-2000: crecimiento, salarios y empleo by Guisan, M.Carmen & Padrao, R. [Downloadable!] 2003 Effects of the Integration of Mexico into NAFTA on Trade, Industry, Employment and Economic Growth by Guisan, M.Carmen & Malacon, C. & Exposito, P. [Downloadable!] 2003 Education, Industrial Development and Foreign Trade in Argentina: Econometric Models and International Comparisons by Guisan, M.Carmen & Martinez, C. [Downloadable!] 2003 Modelos econometricos de capital humano: Principales enfoques y evidencia empirica by Neira, Isabel [Downloadable!] 2003 Multicointegration in US Consumption Data by Boriss Siliverstovs [Downloadable!] 2003 A Cointegration Model for Search Equilibrium Wage Formation by Broersma, Lourens & Butter, Frank A.G. den & Kock, Udo [Downloadable!] 2003 A Cointegration Model for Search Equilibrium Wage Formation by L. Broersma & Frank A.G. den Butter & Udo Kock [Downloadable!] 2003 Misspecification in Linear Spatial Regression Models by Raymond J.G.M. Florax & Peter Nijkamp [Downloadable!] 2003 Which Brands gain Share from which Brands? Inference from Store-Level Scanner Data by Rutger van Oest & Philip Hans Franses [Downloadable!] 2003 Growth and Risk: Methodology and Micro Evidence by Chris Elbers & Jan Willem Gunning & Bill Kinsey [Downloadable!] 2003 A simple asymptotic analysis of residual-based statistics by Werker, B.J.M. & Andreou, E. [Downloadable!] 2003 Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation by Peter C.B. Phillips & Yixiao Sun & Sainan Jin [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 Identifying the Monetary Transmission Mechanism Using Structural Breaks by Beyer, Andreas & Farmer, Roger E A [Downloadable!] 2003 Microeconomic Sources of Equity Risk by Wickens, Michael R [Downloadable!] 2003 The copula approach of sampling selection modelling: an application to the recreational value of forests by M. Genius & Elisabetta Strazzera [Downloadable!] 2003 Short Run and Long Run Causality in Time Series: Inference by Jean-Marie Dufour & Denis Pelletier & Éric Renault [Downloadable!] 2003 Nonlinearities and Cyclical Behavior: The Role of Chartists and Fundamentalists by Stefan Reitz & Frank Westerhoff [Downloadable!] 2003 Prediction of Financial Downside-Risk with Heavy-Tailed Conditional Distributions by Stefan Mittnik & Marc S. Paolella [Downloadable!] 2003 Estimation in Hazard Regression Models under Ordered Departures from Proportionality by Bhattacharjee, A. [Downloadable!] 2003 Nonparametric Estimation of Multivariate Distributions with Given Marginals by Sancetta, A. [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 The Impact of Age Distribution Variables on the Long Run Consumption Function by Clifford L.F. Attfield & Edmund Cannon [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 What is this thing called confidence? A comparative analysis of consumer confidence indices in eight major countries by Roberto Golinelli & Giuseppe Parigi [Downloadable!] 2003 Gaussian inference on certain long-range dependent volatility models by Paolo Zaffaroni [Downloadable!] 2003 Possible Evolutions Of The Romanian Economy (Macromodel Estimations) by Dobrescu, Emilian 2003 Multi - Annual Scenarios Using A Small – Sized Rmsm Type Of Model In Order To Forecast The Main Macroeconomic Indicators In Romania by Nicolae, Mariana & Albu, Lucian Liviu & Andrei, Dalina & Stanica, Cristian & Iordan, Mioara 2003 The Romanian Growth Potential – A Cge Analysis by Croitoru, Lucian & Tarhoaca, Cornel 2003 Macroeconomic Estimations For The Romanian “Pre-Accession Economic Program” (The 2003 Version) by Dobrescu, Emilian 2003 Use Of The Almon Model To Determine The Delay In The Propagation Shocks - Generated By Changes In Some Inflation Components – In The Consumer Price Index by Nicolae, Mariana 2003 Firm Investment in Imperfect Capital Markets: A Structural Estimation by Sangeeta Pratap & Silvio Rendon [Downloadable!] 2003 Macroeconomic Variables And Stock Prices by Jan Kodera & pankova@vse.cz). [Downloadable!] 2003 Price Relations Analysis Of Export In The Czech Republic by Václava Pánková [Downloadable!] 2003 La ineficiencia en costes de los hospitales del Insalud:un estudio detallado / Cost inefficiency in spanish public hospitals: A detailled stydy by GARCÍA PRIETO, C. [Downloadable!] 2003 Public vs. Private Health Care Services Demand in Italy by Daniele Fabbri & Chiara Monfardini [Downloadable!] 2003 Analisis comparativo del desarrollo economico de China e India, en 1950-2000 by Guisan, M.Carmen & Exposito, Pilar [Downloadable!] 2003 Industria, Comercio Exterior y Desarrollo en Argentina y Mercosur, 1976-2000 by Guisan, Mª. del Carmen & Gardella, Rodrigo J. & Lupo, Federico J. [Downloadable!] 2003 The Dynamics of Economic Growth and Unemployment in Major European Countries: Analysis of Okun´s Law by Zagler, Martin [Downloadable!] 2003 Application of Langevin Equation in Econometrics to the Interaction between the Exchange Rates of Japan and South Korea by Obara, Takashi [Downloadable!] 2003 Econometric Models of Private and Public Health Expenditure in OECD countries, 1970-96 by Guisan, M.Carmen & Arranz, Matilde [Downloadable!] 2003 International Trade, Productivity Growth, Education and the Wage Differential: A Case Study of Taiwan by Hsiao-chuan Chang [Downloadable!] 2003 Nonlinearities and Cyclical Behavior: The Role of Chartists and Fundamentalists by Frank H. Westerhoff & Stefan Reitz [Downloadable!] 2003 The Asymmetric Reverting Property of Stock Returns by Kiseok Nam [Downloadable!] 2002 Almost Consistent Estimation of Panel Probit Models with ?Small? Fixed Effects by Lechner, Michael & Laisney, François [Downloadable!] 2002 The stable long-run CAPM and the cross-section of expected returns by Kim, Jeong-Ryeol [Downloadable!] 2002 Identification of Network Externalities in Markets for Non-Durables by Michal Grajek [Downloadable!] 2002 Squeezing the Interest Rate Smoothing Weight with a Hybrid Expectations Model by Efrem Castelnuovo [Downloadable!] 2002 Information, Alternative Markets, and Security Price Processes: A Survey of Literature by Rafiqul Bhuyan [Downloadable!] 2002 A Dynamic Equilibrium Model of Real Exchange Rates with General Transaction Costs by Gautam Goswami & Milind Shrikhande & Liuren Wu [Downloadable!] 2002 Term Structure of Interest Rates, Yield Curve Residuals, and the Consistent Pricing of Interest Rates and Interest Rate Derivatives by Massoud Heidari & Liuren Wu [Downloadable!] 2002 The Impact of Education on Economic Growth in Guatemala: A Time- Series Analysis Applying an Error-Correction Methodology by Ludger J. Loening [Downloadable!] 2002 The European Regional Convergence Process, 1980-1995: Do Spatial Regimes and Spatial Dependence Matter? by Catherine Baumont & Cem Ertur & Julie Le Gallo [Downloadable!] 2002 The Estimation of the NAIRU and the Effect of Permanent Sectoral Employment Reallocation. The Italian Evidence by Vincenzo Di Maro [Downloadable!] 2002 Estimating Marginal Costs for the Austrian Railway System by Gerhard Munduch & Alexander Pfister & Leopold Sögner & Alfred Stiassny [Downloadable!] 2002 Modeling Sequences of Long Memory Positive Weakly Stationary Random Variables by Dmitri Koulikov [Downloadable!] 2002 Modelling the Value of the S&P 500 - A System Dynamics Perspective by Carl Chiarella & S. Gao [Downloadable!] 2002 A Maximum Likelihood Approach to Estimation of Heath-Jarrow-Morton Models by Ram Bhar & Carl Chiarella & Thuy Duong To [Downloadable!] 2002 A Score Test for Discreteness in GARCH Models by Henrik Amilon [Downloadable!] 2002 Almost Consistent Estimation of Panel Probit Models with 'Small' Fixed Effects by Michael Lechner & Francois Laisney [Downloadable!] 2002 Application of the European Customer Satisfaction Index to Postal Services. Structural Equation Models versus Partial Least Squares by O'Loughlin, Christina & Coenders, Germà [Downloadable!] 2002 Estimating Latent Total Consumption in a Household by Erling Røed Larsen [Downloadable!] 2002 How and why do Firms differ? by Tor Jakob Klette and Arvid Raknerud [Downloadable!] 2002 A Method of Correcting for Omitted-Variables and Measurement-Errors Bias in Panel Data by P.A.V.B. Swamy & I-Lok Chang 2002 Monetary Policy Credibility and the Unemployment-Inflation Tradeoff: Some Evidence from Seventeen OECD Countries by Douglas Laxton & Papa N’Diaye 2002 How Well Do Alternative Time-Varying Parameter Models of the NAIRU Help Policymakers Forecast Unemployment and Inflation in the OECD Countries? by Laurence Boone & Michel Juillard & Doug Laxton & Papa N'Diaye [Downloadable!] 2002 Are There Multiple Regimes in Financial Volatility? by Marcelo C. Medeiros & Alvaro Veiga 2002 Merton-style option pricing under regime switching by John Driffill & Turalay Kenc & Martin Sola 2002 Are Capital Markets Efficient? Evidence from the Term Structure of Interest Rates in Europe by Andrew Hughes Hallett & Christian R Richter 2002 A Non-Causal Identification Scheme for Vector Autoregressions by massimo franchi [Downloadable!] 2002 The Alpha-Quantile Distribution Function and its Applications to Financial Modeling by Ivana Komunjer 2002 Can We Beat the Random Walk Forecasts of Out-of-Sample Exchange Rates? A Structural Approach by Frédéric Karamé & Lise Patureau & Thepthida Sopraseuth [Downloadable!] 2002 Two-Step Estimation of Discrete/Continuous Econometric Models with Interdependent Multinomial Choices by Denis Bolduc & Dimitri Sanga 2002 Modeling and forecasting Brazilian industrial production: unit roots, seasonality and non-linearity by Filipe R. Campante & Luciano Vereda & Marcelo C. Medeiros 2002 Volatility of a Market Index and its Components: An Application to Commodity Markets by Clinton WATKINS & Michael McALEER [Downloadable!] 2002 Real-Time Quarterly Signal-Plus-Noise Model for Estimating True GDP by Baoline Chen & Peter A. Zadrozny 2002 Global Optimization Methods for Estimation of Smooth Transition Autoregressive Models by Ana-Maria Fuertes & Miguel A. Martin & M. Teresa Perez 2002 Building Neural Network Models for Time Series: A Statistical Approach by Marcelo C. Medeiros & Timo Terasvirta & Gianluigi Rech [Downloadable!] 2002 Evaluating the performance of GARCH models using White´s Reality Check by Leonardo Souza & Alvaro Veiga & Marcelo C. Medeiros [Downloadable!] 2002 Quality Adjustment for Spatially-Delineated Public Goods: Theory and Application to Cost-of-Living Indices in Los Angeles by Banzhaf, H. Spencer [Downloadable!] 2002 A Three-Regime Model of Speculative Behaviour: Modelling the Evolution of Bubbles in the S&P 500 Composite Index by Chris Brooks & Apostolos Katsaris [Downloadable!] 2002 The Cointegration Alpha: Enchanced Index Tracking and Long-Short Equity Market Neutral Stragies by Carol Alexandra & Anca Dimitriu [Downloadable!] 2002 Augoregressive Conditional Kurtosis by Chris Brooks & Simon P. Burke & Gita Persand [Downloadable!] 2002 Forecasting the Collapse of Speculative Bubbles: An Empirical Investigation of the S&P 500 Composite Index by Chris Brooks & Apostolos Katsaris [Downloadable!] 2002 Transmission of prices and price volatility in Australian electricity spot markets: A multivariate GARCH analysis by Andrew C. Worthington & Adam Kay-Spratley & Helen Higgs [Downloadable!] 2002 International SVAR Factor Modelling by Renee Fry [Downloadable!] 2002 Forecasting performance of Logistic STAR exchange rate model: The original and reparameterised versions by Liew, Venus Khim-Sen & Baharumshah, Ahmad Zubaidi & Lau, Sie-Hoe [Downloadable!] 2002 Un indicateur d'entrée et sortie de récession: application aux Etats-Unis by Anas, Jacques & Ferrara, Laurent [Downloadable!] 2002 Construction industry forecasting model by Skribans, Valerijs [Downloadable!] 2002 Būvnozares prognozēšanas modelis un tā izstrādāšanas metodika by Skribans, Valerijs [Downloadable!] 2002 Underground economy quantitative models. Some applications to Romania’s case by Albu, Lucian-Liviu & Daianu, Daniel & Pavelescu, Florin-Marius [Downloadable!] 2002 An attempt to estimate the size of informal economy based on household behaviour modeling by Albu, Lucian-Liviu & Kim, Byung-Yeon & Duchene, Gerard [Downloadable!] 2002 A dynamic computable general equilibrium (CGE) model of the New Zealand economy by Kam Leong Szeto [Downloadable!] 2002 Non-linear Modelling of the Australian Business Cycle using a Leading Indicator by Roland G. Shami & Catherine S. Forbes [Downloadable!] 2002 Choosing Lag Lengths in Nonlinear Dynamic Models by Heather M. Anderson [Downloadable!] 2002 Bayesian Estimation of a Stochastic Volatility Model Using Option and Spot Prices by C.S. Forbes & G.M. Martin & J. Wright [Downloadable!] 2002 Cobb-Douglas Utility - Eventually! by Alan A. Powell & Keith R. McLaren & K.R. Pearson & Maureen Rimmer [Downloadable!] 2002 Parametric Pricing of Higher Order Moments in S&P500 Options by G.C. Lim & G.M. Martin & V.L. Martin [Downloadable!] 2002 Assessing Instrumental Variable Relevance:An Alternative Measure and Some Exact Finite Sample Theory by D.S. Poskitt & C.L. Skeels [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 Identifying the Common Component of International Economic Fluctuations: A New Approach by Lumsdaine, Robin L. & Prasad, Eswar S. [Downloadable!] 2002 Tail-Dependence in Stock-Return Pairs by Fortin, Ines & Kuzmics, Christoph [Downloadable!] 2002 Analyzing labor supply behavior with latent job opportunity sets and institutional choice constraints by John K. Dagsvik & Steinar Strøm [Downloadable!] 2002 Turnover and Price in the Housing Market: Causation, Association or Independence? by Hallberg, Daniel & Johansson, Per [Downloadable!] 2002 Conditional Heteroskedasticity in Count Data Regression: Self-Feeding Activity in Fish by Brännäs, Kurt & Brännäs, Eva [Downloadable!] 2002 Count Data Modelling and Tourism Demand by Hellström, Jörgen [Downloadable!] 2002 A Bivariate Count Data Model for Household Tourism Demand by Hellström, Jörgen 2002 Tourist Accommodation Effects of Festivals by Brännäs, Kurt & Nordström, Jonas [Downloadable!] 2002 Finding Good Predictors for Inflation: A Bayesian Model Averaging Approach by Jacobson, Tor & Karlsson, Sune [Downloadable!] 2002 Building neural network models for time series: A statistical approach by Medeiros, Marcelo C. & Teräsvirta, Timo & Rech, Gianluigi [Downloadable!] 2002 Analytic Hessian Matrices and the Computation of FIGARCH Estimates by Marco J. Lombardi & Giampiero M. Gallo [Downloadable!] 2002 The Allocation of Assets Under Higher Moments by Eric Jondeau & Michael Rockinger [Downloadable!] 2002 Conditional Dependency of Financial Series: The Copula-GARCH Model by Eric Jondeau & Michael Rockinger [Downloadable!] 2002 State-of-art on PLS Path Modeling through the available software by TENENHAUS, Michel & CHATELIN, Yves-Marie & ESPOSITO VINZI, Vincenzo [Downloadable!] 2002 ECB Monetary Policy Rule: Some Theory and Empirical Evidence by Fourçans, André & Vranceanu, Radu [Downloadable!] 2002 Modelos econometricos de capital humano y crecimiento economico: Efecto Inversion y otros efectos indirectos by Neira, Isabel & Guisan, M.Carmen [Downloadable!] 2002 Econometric Models of Agriculture in OECD Countries: Production, Income, and Agrarian Employment in Spain, France, Japan, and the Usa, 1965-99 by Guisan, M.Carmen & Exposito, Pilar [Downloadable!] 2002 Modelos econometricos del mercado de la vivienda en las regiones españolas by Lopez, Carmen [Downloadable!] 2002 Modelizacion econometrica de la rentabilidad en los mercados de valores by Escudero, E. [Downloadable!] 2002 Modelizacion del transporte maritimo internacional by Frias, Isidro & Guisan, M.Carmen [Downloadable!] 2002 A Joint Framework for Category Purchase and Consumption Behavior by Rutger van Oest & Richard Paap & Philip Hans Franses [Downloadable!] 2002 Time Series Models with a Common Stochastic Variance for Analysing Economic Time Series by Siem Jan Koopman & Charles S. Bos [Downloadable!] 2002 A Dynamic Utility Maximization Model for Product Category Consumption by Rutger van Oest & Philip Hans Franses & Richard Paap [Downloadable!] 2002 Common large innovations across nonlinear time series by R. Paap & P.F. Franses [Downloadable!] 2002 Nonlinear Log-Periodogram Regression for Perturbed Fractional Processes by Yixiao Sun & Peter C.B. Phillips [Downloadable!] 2002 Factor Forecasts for the UK by Artis, Michael J & Banerjee, Anindya & Marcellino, Massimiliano [Downloadable!] 2002 Inflation and Growth: Some Theory and Evidence by Max Gillman & Mark Harris & László Mátyás [Downloadable!] 2002 The performance of Setar Models: a regime conditional evaluation of point, interval and density forecasts by Gianna Boero & Emanuela Marrocu [Downloadable!] 2002 In Search for Yardstick Competition: Property Tax Rates and Electoral Behavior in Italian Cities by Bordignon, Massimo & Cerniglia, Floriana & Revelli, Federico [Downloadable!] 2002 Durable goods, price indexes and quality change: an application to automobile prices in Italy, 1988-1998 by Gian Maria Tomat [Downloadable!] 2002 Modelling the daily banknotes in circulation in the context of the liquidity management of the European Central Bank by Alberto Cabrero & Gonzalo Camba-Mendez & Astrid Hirsch & Fernando Nieto [Downloadable!] 2002 Inflation Changes, Yield Spreads, and Threshold Effects by Greg Tkacz [Downloadable!] 2002 Oil-Price Shocks and Retail Energy Prices in Canada by Marwan Chacra [Downloadable!] 2002 Herramientas estadisticas para el estudio de perfiles de riesgo by Eva Boj del Val & M. Mercedes Claramunt Bielsa & Jose Fortiana Gregori [Downloadable!] 2002 Pronósticos restringidos de series temporales económicas múltiples para el seguimiento de metas por lograr. El caso de la inflación y el PIB de México by Víctor Guerrero, Bernardo Pena, Eva Senra y Alejandro Alegría [Downloadable!] 2002 Intraday return and volatility relationships between the Ibex 35 spot and futures markets by Juan A. Lafuente [Downloadable!] 2002 articles: Spatial markets and the potential for economic integration between Canadian and U.S. regions by W. Mark Brown & William P. Anderson [Downloadable!] 2002 Migration and foreign trade: Further results by Ulrich Kohli [Downloadable!] 2002 A semiflexible normalized quadratic inverse demand system: an application to the price formation of fish by Richard C. Bishop & Matthew T. Holt [Downloadable!] 2002 Macromodel Estimation for the Romanian "Pre-Accession Economic Programme" by Dobrescu, Emilian 2002 Introduction into Macroeconomic Modeling Foundations by Dobrescu, Emilian 2002 Benefits And The Costs Of Eu Enlargement. Implications For The Formal And Informal Sectors In Transition - The Case Of Romania by Scutaru, Cornelia & Pauna, Catalin & Pauna, Bianca 2002 Modelling Informal Labour Market Participation In The Context Of European Economic Integration by Pauna, Catalin & Kim, Byung Yeon & Pauna, Bianca & Scutaru, Cornelia 2002 A Micro-Econometric Approach For Assessing The Determinants Of The Informal Economy In Romania by Scutaru, Cornelia & Pauna, Catalin & Pauna, Bianca 2002 Households' Activities In Informal Economy: Size And Behavioural Aspects (Ii) by Albu, Lucian Liviu & Kim, Byung Yeon 2002 Sustainability Function by Albu, Lucian Liviu 2002 Effects Of Cap Adoption Upon Agricultural Demand, Supply And Trade by Alexandri, Cecilia 2002 Monetary Conditions Index: The Monetary Policy Indicator In Romania by Croitoru, Lucian & Doltu, Claudiu & Tarhoaca, Cornel 2002 AN ATTEMPT TO ESTIMATE THE SIZE OF INFORMAL ECONOMY BASED ON HOUSEHOLD BEHAVIOUR MODELING (l) by Albu, Lucian Liviu & Kim, Byung Yeon & Duchene, Gerard 2002 The Inverted Fisher Hypothesis: Inflation Forecastability and Asset Substitution by Woon Gyu Choi [Downloadable!] 2002 The Inverted Fisher Hypothesis: Inflation Forecastability and Asset Substitution by Woon Gyu Choi [Downloadable!] 2002 Una nota metodológica acerca de aplicaciones del filtro de Kalman a las calibraciones en modelos de ciclo real by Jesús Ruiz [Downloadable!] 2002 La industria en España y en la OCDE, 1960-2000 by Guisan, M.Carmen [Downloadable!] 2002 Employment and Regional Tourism in Europe, 1990-2000 by Guisan, M.Carmen & Aguayo, Eva [Downloadable!] 2002 Evaluacion Economica Sectorial de la Inversion en Infraestructuras del Transporte: Aplicacion al Vector de Inversiones 1990-1998 en España by Tarancon Moran, Miguel A. [Downloadable!] 2002 Econometric Models of Foreign Trade in OECD Countries by Guisan, M.Carmen & Cancelo, M.Teresa [Downloadable!] 2002 Competitivite-prix et heterogeneite des echanges exterieurs chinois by Stephane Dees [Downloadable!] 2002 A change point analysis of BOVESPA and BOVMESB indexes using the Bayeian approach by Rosangela H. Loshi & Pilar L. Iglesias & Guilherme G. Moreira 2001 Trading Takes Time by Liang Peng [Downloadable!] 2001 Dynamics of Effective Quotes and Spreads Between Consecutive Trades - A Real-Time Structural Model of Price Formation by Liang Peng [Downloadable!] 2001 Consistent Estimation of Shape-Restricted Functions and Their Derivatives by Pok Man Chak & Neal Madras & J. Barry Smith [Downloadable!] 2001 Construction of Stationary Time Series via the Giggs Sampler with Application to Volatility Models by Pitt, M.K. & Walker, S.G. [Downloadable!] 2001 Econometric application of linear programming: a model of Russian large-scale farm (the case of the Moscow Region) by Nikolai Svetlov [Downloadable!] 2001 Econometric Modelling based on Pattern recognition via the Fuzzy c-Means Clustering Algorithm by David E. A. Giles & Robert Draeseke [Downloadable!] 2001 Testing for Time Dependence in Parameters by Ralf Becker & Walter Enders & A. Stan Hurn [Downloadable!] 2001 Semiparametric Diffusion Estimation and Application to a Stock Market Model by Wolfgang Hardle & Torsten Kleinow & Alexander Korostelev & Camille Logeay & Eckhard Platen [Downloadable!] 2001 A Multilevel Analysis on the Determinants of Regional Health Care Expenditure. A Note by Guillem López & Marc Sáez [Downloadable!] 2001 Improved Estimation of the Covariance Matrix of Stock Returns with an Application to Portofolio Selection by Olivier Ledoit & Michael Wolf [Downloadable!] 2001 Flexible Multivariate GARCH Modeling with an Application to International Stock Markets by Olivier Ledoit & Pedro Santa Clara & Michael Wolf [Downloadable!] 2001 A Multilevel Analysis on the Determinants of Regional Health Care Expenditure. A Note by Guillem López & Marc Sáez [Downloadable!] 2001 Estimating and Restricting Growth Rates and Cointegration Means With Applications to Consumption and Money Demand by Håvard Hungnes [Downloadable!] 2001 Using High Frequency Data to Calculate, Model and Forecast Realized Volatility by Roel Oomen 2001 The Effects of Health Insurance and Self-Insurance on Retirement Behavior by Eric French and John Jones 2001 Inference on the Cointegration Rank in Fractionally Integrated Processes by Joerg Breitung and Uwe Hassler 2001 Robustness against priors and mixing distributions by Tiemen Woutersen 2001 Health Insurance, Habits and Health Outcomes: A Dynamic Stochastic Model of Investment in Health by Ahmed W. Khwaja 2001 General--to--Specific Reductions of Vector Autoregressive Processes by Hans-Martin Krolzig [Downloadable!] 2001 Estimation of a dynamic structural model of irreversible investment by Rocio Sanchez 2001 Statistical methods for modelling neural networks by Marcelo C. Medeiros & Timo Terasvirta [Downloadable!] 2001 Monetary policy during Brazil´s Real Plan: estimating the Central Bank´s reaction function by Maria José Salgado & Márcio Gomes Pinto Garcia & Marcelo C. Medeiros [Downloadable!] 2001 A multivariate GARCH analysis of equity returns and volatility in Asian equity markets by Andrew Worthington & Helen Higgs [Downloadable!] 2001 Test of Choice Set Misspecification for Discrete Models of Consumer Choice by J.R. DeShazo & Trudy Ann Cameron & Manrique Saenz [Downloadable!] 2001 An Econometric Analysis of a Production Function for New Zealand by Kam Leong Szeto [Downloadable!] 2001 A Structural VAR Approach to Estimating Budget Balance Targets by Robert A Buckle & Kunhong Kim & Julie Tam [Downloadable!] 2001 Quantifying the Benefits of New Products: The Case of the Minivan by Amil Petrin [Downloadable!] 2001 Stock Return Predictability: Is it There? by Andrew Ang & Geert Bekaert [Downloadable!] 2001 An Eigenfunction Approach for Volatility Modeling by Meddahi, N. 2001 A Theoretical Comparison Between Integrated and Realized Volatilies by Meddahi, N. 2001 Exact Nonparametric Two-Sample Homogeneity Tests for Possibly Discrete Distributions by Dufour, J.M. & Farhat, A. 2001 An Eigenfunction Approach for Volatility Modeling by MEDDAHI, Nour [Downloadable!] 2001 A Theoretical Comparison Between Integrated and Realized Volatilies by MEDDAHI, Nour [Downloadable!] 2001 Exact Nonparametric Two-Sample Homogeneity Tests for Possibly Discrete Distributions by DUFOUR, Jean-Marie & FARHAT, Abdeljelil [Downloadable!] 2001 Statistical Methodological Issues in Studies of Air Pollution and Respiratory Disease by Hyndman, R.J. & Erbas, B. [Downloadable!] 2001 Recursive Contracts by Bardsley, P. [Downloadable!] 2001 Estimating Costs of Children from Micro-Unit Records: A New Procedure Applied to Australian Data by Griffiths, W.E. & Valenzuela, R. [Downloadable!] 2001 Stochastic Growth: Asymptotic Distributions by Stachurski, J. [Downloadable!] 2001 International Trade, Productivity Growth, Education and Wage Differentials: A Case Study of Taiwan by Chang, H.-C. [Downloadable!] 2001 Does Sentiment Explain Consumption? by WDA Bryant & JE Macri [Downloadable!] 2001 A Spatial Econometric Analysis of Geographic Spillovers and Growth for European Regions, 1980-1995 by BAUMONT, Catherine & ERTUR, Cem & LE GALLO, Julie [Downloadable!] 2001 An Introduction into the SVAR Methodology: Identification, Interpretation and Limitations of SVAR models by Jan Gottschalk [Downloadable!] 2001 Examining the Impact of Macro-Economic Conditions on Income Inequality by Jäntti, Markus & Jenkins, Stephen P. [Downloadable!] 2001 Empirical Performance of the Czech and Hungarian Index Options under Jump by Lee, Gabriel S. & Boss, Michael & Klisz, Chris [Downloadable!] 2001 Conditional Skewness Modelling for Stock Returns by Brännäs, Kurt & Nordman, Niklas 2001 The Number of Occupied Hotel Rooms: A Time Series Model that Accounts for Constrained Capacity and Prices by Brännäs, Kurt & Nordström, Jonas [Downloadable!] 2001 An Alternative Conditional Asymmetry Specification for Stock Returns by Brännäs, Kurt & Nordman, Niklas 2001 GARCH Estimation and Discrete Stock Prices by Amilon, Henrik [Downloadable!] 2001 A Neural Network Versus Black-Scholes: A Comparison of Pricing and Hedging Performances by Amilon, Henrik 2001 Innovation and Performance in Manufacturing Industries: A Comparison of the Nordic Countries by Lööf, Hans & Heshmati, Almas & Asplund, Rita & Nåås, Svein-Olav [Downloadable!] 2001 The Dynamics of Capital Structure: Evidence from Swedish Micro and Small Firms by Heshmati, Almas 2001 Dollarization in Lithuania: An Econometric Approach by Vetlov, Igor [Downloadable!] 2001 Weak Dependence : Models and Applications by Nze, P.A. & Doukhan, P. 2001 Testing the Proportional Odds Model under Random Censoring by Dauxois, J.Y. & Kirmani, S.N.U.A. 2001 On the Predictive Distributions of Outcome Gains in the Presence of an Unidentified Parameter by Poirier, D.J. & Tobias, J.L. 2001 Across-Regime Covariance Restrictions in Treatment Response Models by Poirier, D.J. & Tobias, L. 2001 Conditional Dependency of Financial Series: An Application of Copulas by Rockinger, M. & Jondeau, E. 2001 A Consistent Approach to Cost Efficiency Measurement by Bitros, G.C. & Tsionas, E.G. 2001 Nonparametric estimation of time varying parameters under shape restrictions by Susan Orbe & Eva Ferreira & Juan Rodriguez-Poo [Downloadable!] 2001 Inside the 'Black Box' of Project STAR: Estimation of Peer Effects Using Experimental Data by Michael A. Boozer & Stephen E. Cacciola [Downloadable!] 2001 The Effects of Class Size on the Long Run Growth in Reading Abilities and Early Adult Outcomes in the Christchurch Health and Development Study by Michael A. Boozer & Tom Maloney [Downloadable!] 2001 Limit order book as a market for liquidity by FOUCAULT, Thierry & KADAN, Ohad & KANDEL, Eugene [Downloadable!] 2001 Conditional dependency of financial series : an application of copulas by ROCKINGER, Michael & JONDEAU, Eric [Downloadable!] 2001 Consumption expenditure on Health and Education: Econometric models and evolution of OECD countries 1970-96 by Guisan, M.C. & Arranz, M. [Downloadable!] 2001 Likelihood-Based Cointegration Analysis in Panels of Vector Error Correction Models by J.J.J. Groen & F. Kleibergen [Downloadable!] 2001 On the harm that pretesting does by Danilov, D.L. & Magnus, J.R. [Downloadable!] 2001 Smooth Transition Garch Models : a Baysian Perspective by Michel LUBRANO [Downloadable!] 2001 The Monetary Approach in the Presence of I(2) Components: A Cointegration Analysis of the Official and Black Market for Foreign Currency in Latin America by Panayiotis Diamantis & Dimitris Georgoutsos & George Kouretas [Downloadable!] 2001 EuroCOIN: A Real Time Coincident Indicator of the Euro Area Business Cycle by Altissimo, Filippo & Bassanetti, Antonio & Cristadoro, Riccardo & Forni, Mario & Hallin, Marc & Lippi, Marco & Reichlin, Lucrezia & Veronese, Giovanni [Downloadable!] 2001 A Practitioner's Guide to Lag-Order Selection for Vector Autoregressions by Ivanov, Ventzislav & Kilian, Lutz [Downloadable!] 2001 Evaluating non-linear models on point and interval forecasts: an application with exchange rate returns by Gianna Boero & Emanuela Marrocu [Downloadable!] 2001 The Fiscal Stabilization Policy under EMU - An Empirical Assessment by Arjan Kadareja [Downloadable!] 2001 MARMOTTE: A Multinational Model by CEPII & CEPREMAP [Downloadable!] 2001 Defining Consumption Behavior in a Multi-Country Model by Olivier Allais & Loic Cadiou & Stephane Dees [Downloadable!] 2001 An Alternative Conditional Asymmetry Specification for Stock Returns by Kurt Braennaes & Niklas Nordman [Downloadable!] 2001 Structural Modelling Under Challenge by V. Pandit [Downloadable!] 2001 Exchange Rate Risk and Interest Rate : A Case Study for Turkey by Hakan Berument & Aslý Günay [Downloadable!] 2001 Conditional Dependency of Financial Series: An Application of Copulas by Rockinger, M. & Jondeau, E. [Downloadable!] 2001 A real time coincident indicator of the euro area business cycle by Filippo Altissimo & Antonio Bassanetti & Riccardo Cristadoro & Mario Forni & Marco Lippi & Lucrezia Reichlin & Giovanni Veronese [Downloadable!] 2001 A core inflation index for the euro area by Riccardo Cristadoro & Mario Forni & Lucrezia Reichlin & Giovanni Veronese [Downloadable!] 2001 The construction of coincident and leading indicators for the euro area business cycler of the euro area business cycle by Filippo Altissimo & Antonio Bassanetti & Riccardo Cristadoro & Lucrezia Reichlin & Giovanni Veronese [Downloadable!] 2001 A Consistent Approach to Cost Efficiency Measurement by Bitros, G.C. & Tsionas, E.G. 2001 Apparent scaling by Ole E. Barndorff-Nielsen & Karsten Prause [Downloadable!] 2001 A small continuous time macro-econometric model of the Czech Republic by Emil Stavrev [Downloadable!] 2001 A convenient representation for structural vector autoregressions by Jörg Breitung [Downloadable!] 2001 Unobserved components in an error-correction model of consumption for Southern European countries by Nicholas Sarantis & Chris Stewart [Downloadable!] 2001 The treatment of seasonality in error correction models as unobserved component: a case study for an Austrian consumption function by Michael Wüger & Gerhard Thury [Downloadable!] 2001 Regional valuation of infrastructure and transport attributes for Swedish road freight by Erik Bergkvist & Lars Westin [Downloadable!] 2001 The confusing relationship between environmental policy and location behaviour of firms: A methodological review of selected case studies by Henk Folmer & Tim Jeppesen [Downloadable!] 2001 Continuous-time estimation of an endogenous growth model of an open economy by Giancarlo Gandolfo & Kieran P. Donaghy & Daniela Federici [Downloadable!] 2001 Specification and Estimation of Equilibrium Search Models by H. Bunzel & B. J. Christensen & P. Jensen & N. M. Kiefer & L. Korsholm & L. Muus & G. R. Neumann & M. Rosholm [Downloadable!] 2001 Can Currency Demand Be Stable Under a Financial Crisis? The Case of Mexico by By May Khamis & Alfredo M. Leone [Downloadable!] 2001 Can Currency Demand Be Stable Under a Financial Crisis? The Case of Mexico by By May Khamis & Alfredo M. Leone [Downloadable!] 2001 The Internal and External Transfers of the Turkish Economy: A Financial Computable General Equilibrium Analysis by Tunc, Gul Ipek [Downloadable!] 2001 Un analisis econometrico del turismo hotelero y extra-hotelero en las regiones y provincias españolas by Guisan, M.Carmen & Neira, I [Downloadable!] 2001 Crecimiento economico en los paises de la Comunidad Andina: 1987-96 by Aguayo, Eva & Portillo, Saskia & Exposito, Pilar [Downloadable!] 2001 El capital humano en America Latina en el periodo 1965-90 y su contribucion al desarrollo economico by Neira, Isabel & Aguayo, Eva & Exposito, Pilar [Downloadable!] 2001 Educacion y crecimiento: una perspectiva mundial 1960-99 by Guisan, M. Carmen & Neira, Isabel [Downloadable!] 2001 MARMOTTE : un modele multinational de 17 pays industrialises by Stephane Dees & Arjan Kadareja & Jean-Pierre Laffargue & Bronka Rzepkowski [Downloadable!] 2000 Inferring Strategies from Observed Actions: A Nonparametric Binary Tree Classification Approach by Jim Engle-Warnick [Downloadable!] 2000 A Cross-Country Study on Okun's Law by Leopold Soegner & Alfred Stiassny [Downloadable!] 2000 Estimating Learning Models from Experimental Data by Antonio Cabrales & Walter Garcia Fontes [Downloadable!] 2000 On the Inconsistency of the Ordinary Least Squares Estimator for Spatial Autoregressive Processes by Théophile AZOMAHOU & Agénor LAHATTE [Downloadable!] 2000 Exit Dynamics with Rational Expectations by Arvid Raknerud and Rolf Golombek [Downloadable!] 2000 Expectations in Export Price Formation Tests using Cointegrated VAR Models by Pål Boug, Ådne Cappelen and Anders R. Swensen [Downloadable!] 2000 Stochastic Volatility and Jumps Driven by Continuous Time Markov Chains by Kyriakos Chourdakis [Downloadable!] 2000 Sustainability of public debt: a theoretical and empirical investigation by Albu, Lucian-Liviu & Pelinescu, Elena [Downloadable!] 2000 When does the Oil Price Affect the Norwegian Exchange Rate? by Akram, Q.F. 2000 PPP Despite Real Shocks: an Empirical Analysis of the Norwegian Real Exchange Rate by Akram, Q.F. 2000 When Does the Oil Price Affect the Norwegian Exchange Rate? by Qaisar Farooq Akram [Downloadable!] 2000 PPP Despite Real Shocks: An Empirical Analysis of the Norwegian Real Exchange Rate by Qaisar Farooq Akram [Downloadable!] 2000 Computer Automation of General-to-Specific Model Selection Procedures by Hans-Martin Krolzig & David Hendry 2000 Testing Steady-State Implications for the NAIRU by Gunnar Bårdsen & Ragnar Nymoen [Downloadable!] 2000 Model Specification and Inflation Forecast Uncertainty by Gunnar Bårdsen & Eilev S. Jansen & Ragnar Nymoen [Downloadable!] 2000 Potential Pitfalls for the Purchasing-Power-Parity Puzzle? Sampling and Specification Biases in Mean-Reversion Tests of the Law of One Price by Alan M. Taylor [Downloadable!] 2000 Bayesian Exponential Smoothing by Forbes, C.S. & Snyder, R.D. & Shami, R.S. [Downloadable!] 2000 Valid Bayesian Estimation of the Cointegrating Error Correction Model by Strachan, R. [Downloadable!] 2000 An EM Algorithm for Modelling Variably-Aggregated Demand by Grose, S. & McLaren, K. [Downloadable!] 2000 Mixed Model-Based Hazard Estimation by Cai, T. & Hyndman, R.J. & Wand, M.P. [Downloadable!] 2000 Estimating Demand with Varied Levels of Aggregation by Grose, S. & McLaren, K. [Downloadable!] 2000 Econométrie spatiale 2 -Hétérogénéité spatiale by LE GALLO, Julie [Downloadable!] 2000 Geographic Spillover and Growth. A Spatial Econometric Analysis for European Regions by BAUMONT, Catherine & ERTUR, Cem & LE GALLO, Julie [Downloadable!] 2000 Econométrie spatiale 1 -Autocorrélation spatiale by LE GALLO, Julie [Downloadable!] 2000 Explaining Cointegration Analysis: Part II by Katarina Juselius & David F. Hendry [Downloadable!] 2000 Subsidization and Structural Change in Eastern German Transition: Did Economic Policy Meet Its Objectives? by Katja Gerling [Downloadable!] 2000 Wages, Training and Job Turnover in a Search-Matching Model by Rosholm, Michael & Svarer, Michael [Downloadable!] 2000 A Structural Labour Supply Model with Nonparametric Preferences by van Soest, Arthur & Das, Marcel & Gong, Xiaodong [Downloadable!] 2000 The Determination of Wages and the Gender Wage Gap: A Survey by Kunze, Astrid [Downloadable!] 2000 Combining Micro and Macro Unemployment Duration Data by van den Berg, Gerard J. & van der Klaauw, Bas [Downloadable!] 2000 The Score Of Conditionally Heteroskedastic Dynamic Regression Models With Student T Innovations, An Lm Test For Multivariate Normality by Gabriele Fiorentini & Enrique Sentana & Giorgio Calzolari [Downloadable!] 2000 A Comparative Analysis of the Czech Republic and Hungary. Using small Continuous-Time Macroeconometric Models by Stavrev, Emil [Downloadable!] 2000 A Small Continuous Time Macro-Econometric Model of the Czech Republic by Stavrev, Emil [Downloadable!] 2000 A Bivariate Integer Valued Allocation Model for Guest Nights in Hotels and Cottages by Brännäs, Kurt & Nordström, Jonas [Downloadable!] 2000 ASYMMETRIES IN CONDITIONAL MEAN AND VARIANCE: MODELLING STOCK RETURNS BY asMA-asQGARCH by Brännäs, Kurt & de Gooijer, Jan G. 2000 Progress from forecast failure : the Norwegian consumption function by Eitrheim,O. & Jansen,E.S. & Nymoen,R. [Downloadable!] 2000 The rate of capital retirement : how is it related to the form of the survival function and the investment growth path? by Bioern,E. [Downloadable!] 2000 How Fast Do Banks Adjust? A Dynamic Model of Labor-Use with an Application to Swedish Banks by Kumbhakar, Subal C. & Heshmati, Almas & Hjalmarsson, Lennart 2000 A Combinatorial Approach to Piecewise Linear Time Series Analysis by Medeiros, Marcelo & Veiga, Alvaro & Resende, Mauricio 2000 Knowledge Capital and Performance Heterogeneity: A Firm Level Innovation Study by Lööf, Hans & Heshmati, Almas 2000 Diagnostic Checking in a Flexible Nonlinear Time Series Model by Medeiros, Marcelo & Veiga, Alvaro 2000 Maximum-likelihood based inference in the two-way random effects model with serially correlated time effects by Karlsson, Sune & Skoglund, Jimmy [Downloadable!] 2000 Time-Varying Smooth Transition Autoregressive Models by Lundbergh, Stefan & Teräsvirta, Timo & van Dijk, Dick 2000 A Flexible Coefficient Smooth Transition Time Series Model by Medeiros, Marcelo & Veiga, Alvaro 2000 Nord Pool: A Power Market Without Market Power by Hjalmarsson, Erik [Downloadable!] 2000 Switching Costs or Search Costs? by Moshkin, N. & Shachar, R. 2000 An Empirical Anslysis of Spatial Competition by Goettler, R. & Shachar, R. 2000 An Empirical Anslysis of Spatial Competition by Goettler, R. & Shachar, R. 2000 Heternenous Labor Demand and Aggregate Job Flows. Specification, Estimation and Testing with French Data by Fairise, X. & Feve, P. 2000 Unemployment Persistence : The Hysteresis Assumption Revisited. A Nonlinear Unobserved Components Approach by Karame, F. 2000 Econometric Analysis of Market Bid Functions in French Treasury Bill Auctions by Preget, R. & Waelbroeck, P. 2000 The ARKO Labour-Cost Model: Characteristics and Application by Elsendoorn, G.T. & Nieuwland, A.H. 2000 Estimating a Differentiated Products Model with a Discrete/Continuous Choice and Limited Data by Prentice, D. 2000 Measuring Quality-adjusted Inflation Rates for a Heterogeneous Oligopoly by Prentice, D. & Yin, X. 2000 Measuring Quality-adjusted Inflation Rates for a Heterogeneous Oligopoly by Prentice, D. & Yin, X. 2000 A Comparison of Modelling Strategies for Value-Added Analyses of Educational Data by Spencer, N. & Fielding, A. 2000 Threshold Autoregression for Strongly Autocorrelated Time Series by Lanne, M. & Saikkonen, P. 2000 A Consistent Test for Nonlinear Out of Sample Predictive Accuracy by Corradi, V. & Swanson, N.R. 2000 Conditional Volatility, Skewness, and Kurtosis: Existence and Persistence by Jondeau, E. & Rockinger, M. 2000 Measuring the NAIRU in the Spanish Economy by Estrada, A. & Hernando, I. & Lopez-Salido, J.D. 2000 Modelling the FF/DM Rate by Thresholding Cointegration Analysis by Baghli, M. 2000 Non-Parametric Specification Tests for Conditional Duration Models by Fernandes, M. & Grammig, J. 2000 Bayesian learning in mis-specified models by Maarten-Pieter Schinkel & Jan Tuinstra & Dries Vermeulen [Downloadable!] 2000 Conditional Volatility, Skewness, and Kurtosis : Existence and Persistence by ROCKINGER, Michael & JONDEAU, Eric [Downloadable!] 2000 Flexible but Parsimonious Demand Designs: The Case of Gasoline by Coppejans, Mark [Downloadable!] 2000 A nonlinear long memory model for US unemployment by D.J.C. Van Dijk & P.H. Franses & R. Paap [Downloadable!] 2000 Consumption and Investment Motives in Housing Wealth Accumulation : a French Study by Arrondel, L. & Lefebvre, B. 2000 Consumption and Investment Motives in Housing Wealth Accumulation : a French Study by Arrondel, L. & Lefebvre, B. 2000 On Short - Run Expectational Coordination : Fixed versus Flexible wages by Guesnerie, R. [Downloadable!] 2000 On Short - Run Expectational Coordination : Fixed versus Flexible wages by Guesnerie, R. 2000 Asymptotics in Minimum Distance from Independence Estimation by Donald J. Brown & Marten H. Wegkamp [Downloadable!] 2000 Combining Micro and Macro Unemployment Duration Data by van den Berg, Gerard J & van der Klaauw, Bas [Downloadable!] 2000 La performance di modelli non lineari per i tassi di cambio: un'applicazione con dati a diversa frequenza by Gianna Boero & Emanuela Marrocu [Downloadable!] 2000 Towards New Open Economy Macroeconometrics by Fabio Ghironi [Downloadable!] 2000 Conditional Volatility, Skewness, and Kurtosis: Existence and Persistence by Jondeau, E. & Rockinger, M. [Downloadable!] 2000 Measuring the NAIRU in the Spanish Economy by Ángel Estrada & Ignacio Hernando & J. David López-Salido [Downloadable!] 2000 Non-Parametric and Neural Network Models of Inflation Changes by Tkacz, Greg [Downloadable!] 2000 articles: Integrated regional econometric+input-output modeling: Issues and opportunities by Sergio J. Rey [Downloadable!] 2000 A monetary analysis of the Drachma/ECU exchange rate determination, 1980-1991 by George Zis & Athanasios P. Papadopoulos [Downloadable!] 2000 Phases of the Canadian business cycle by Philip M. Bodman & Mark Crosby [Downloadable!] 1999 Modeling German unification in a disequilibrium framework by Winker, Peter & Smolny, Werner & Radowski, Daniel [Downloadable!] 1999 Investment and employment adjustment after unification : some results from a macroeconometric disequilibrium model by Radowski, Daniel & Smolny, Werner & Winker, Peter [Downloadable!] 1999 Identification and Estimation of a Labour Market Model for the Tradeables Sector: the Greek Case by Milas, C. & Otero, J. [Downloadable!] 1999 Some Pretesting Issues on Testing for Granger Noncausality by Judith A. Giles & Sadaf Mirza [Downloadable!] 1999 Trends in Resource Extraction and Implications for Sustainability in Canada by Mariam, Yohannes [Downloadable!] 1999 Causal Relationship Between Indicators of Human Health, the Environment and Socioeconomic Variables for the OECD Countries by Mariam, Yohannes [Downloadable!] 1999 Statistical estimation of nonstationaryGaussian processes with long-range dependence and intermittency by Gao, jiti & Anh, vo & Heyde, christopher [Downloadable!] 1999 Evaluating the Effect of an Antidiscrimination Law Using a Regression-Discontinuity Design by Jinyong Hahn & Petra Todd & Wilbert Van der Klaauw [Downloadable!] 1999 The Tiebout Hypothesis and Majority Rule: An Empirical Analysis by Dennis Epple & Thomas Romer & Holger Sieg [Downloadable!] 1999 Patient Welfare and Patient Compliance: An Empirical Framework for Measuring the Benefits from Pharmaceutical Innovation by Paul Ellickson & Scott Stern & Manuel Trajtenberg [Downloadable!] 1999 Jumps in the Volatility of Financial Markets by PERRON, Benoît [Downloadable!] 1999 Estimating Advertising Half-Life and the Data Interval Bias by Fry, T.R.L. & Broadbent, S. & Dixon, J.M. [Downloadable!] 1999 The Reparametrization of Linear Models Subject to Exact Linear Restrictions by Hirschberg, J.G. & Slottje, D.J. 1999 Equivalence scales and consumption inequality: a study of household consumption patterns in italy by Claudio Michelini [Downloadable!] 1999 Towards an econometric model of the Irish agricultural sector by Maurice J. Roche & Julian Binfield & Trevor Donnellan & Kieran McQuinn [Downloadable!] 1999 Share Equations versus Double Logarithmic Functions in the Estimation of Income, Own- and Cross-Price Elasticities by Stavrev, Emil & Kambourov, Gueorgui [Downloadable!] 1999 Estimation of Income, Own- and Cross-Price Elasticities. An Application for Bulgaria by Stavrev, Emil & Kambourov, Gueorgui [Downloadable!] 1999 Analysis and Econometric Modelling of the Fiscal Sector in the Slovak Republic by Olexa, Michal [Downloadable!] 1999 A New Approach to Modelling and Forecasting Monthly Guest Nights in Hotels by Brännäs, Kurt & Hellström, Jörgen & Nordström, Jonas 1999 Generalized Integer-Valued Autoregression by Brännäs, Kurt & Hellström, Jörgen 1999 A general framework for testing the Granger noncausality hypothesis by Péguin-Feissolle, Anne & Teräsvirta, Timo [Downloadable!] 1999 The Dynamics of Capital Structure by Banerjee, Saugata & Heshmati, Almas & Wihlborg, Clas 1999 Patterns of Productivity Growth in the Norwegian Salmon Farming Industry by Tveterås, Ragnar & Heshmati, Almas 1999 A simple variable selection technique for nonlinear models by Rech, Gianluigi & Teräsvirta, Timo & Tschernig, Rolf 1999 Party Loyalty as Habit Formation by Shachar, R. 1999 Maximizing the Number of Unused Bins by Demange, M. & Monnot, J. & Paschos, V.T. 1999 Maximizing the Number of Unused Bins by Demange, M. & Monnot, J. & Paschos, V.T. 1999 Maximum-Weight Independent Set is as "Well-Approximated" as the Unweighted One by Demange, M. & Paschos, V.T. 1999 Maximum-Weight Independent Set is as "Well-Approximated" as the Unweighted One by Demange, M. & Paschos, V.T. 1999 Approximating values and solutions of NP-optimization problems: Concepts and examples by Demange, M. & Lorenzo, J. 1999 Approximating values and solutions of NP-optimization problems: Concepts and examples by Demange, M. & Lorenzo, J. 1999 Modelling Business Ownership in the Netherlands by Bosma, N.S. & Wennekers, A.R.M. & de Wie, G. & Zwinkels, W.S. 1999 Modelling Business Ownership in the Netherlands by Bosma, N.S. & Wennekers, A.R.M. & de Wie, G. & Zwinkels, W.S. 1999 Quantifying the Half-Life of Deviations from PPP: The Role of Economic Priors by Kilian, L. & Zha, T. 1999 Size Distortions of Tests of the Null Hypothesis of Stationarity: Evidence and Implications for the PPP Debate by Kilian, L. & Caner, M. 1999 GIS-Based Simulation of Accessibility to Enhance Hedonic Modeling and Property Value Appraisal: An Application to Quebec City Metropolitan Area by Theriault, M. & Des Rosier, F. & Vandersmissen, M.H. 1999 Output Dynamics and the Workweek of Capital by Collard, F. & Dupaigne, M. 1999 Building a Consistent Pricing Model from Observed Option Prices by Laurent, J.-P. & Leisen, D. 1999 A Multivariate STAR Analysis of the Raltionship Between Money and Output by Rothman, P. & van Dijk, D. & Franses, P.H. 1999 Forecasting with Period Autoregressive Time Series Models by Franses, P.H. & Paap, R. 1999 Outlier Detection in the GARCH(1,1) Model by Franses, P.H. & Van Dijk, D. 1999 Monitoring Structural Change in Variance, with an Application to European Nominal Exchange Rate Volatility by Carsoule, F. & Franses, P.H. 1999 Do the US and Canada Have a Common Nonlinear Cycle in Unemployment? by Franses, Ph.H.B.F. & Paap, R. 1999 Cointegration in a Periodic Vector Autoregression by Franses, Ph.H.B.F. & Kleibergen, F.R. 1999 How to Deal with Intercept adn Trend in Practical Cointegration Analysis? by Franses, Ph.H.B.F. 1999 Demand for Imports in the GCC countries by Hasan, Y. & Mohammad, J. & El-Sakka, M.I.T. 1999 The Equilibrium Search Model with Productivity Dispersion and Structural Unemployment: an Application to Danish Data by Christensen, B.J. & Jensen, P. & Nielsen, M.S. & Poulsen, K. & Rosholm, M. 1999 The Equilibrium Search Model with Productivity Dispersion and Structural Unemployment: an Application to Danish Data by Christensen, B.J. & Jensen, P. & Nielsen, M.S. & Poulsen, K. & Rosholm, M. 1999 Equilibrium Search with Human Capital Accumulation by Bunzel, H. & Christensen, B.J. & Kiefer, N.M. & Korsholm, L. 1999 Equilibrium Search with Human Capital Accumulation by Bunzel, H. & Christensen, B.J. & Kiefer, N.M. & Korsholm, L. 1999 Wages, Training, and Job Turnover in a Search-Matching Model by Nielsen, M.S. & Rosholm, M. 1999 Wages, Training, and Job Turnover in a Search-Matching Model by Nielsen, M.S. & Rosholm, M. 1999 Smooth Transition GARCH Models: a Bayesian perspective by Lubrano, M. 1999 Smooth Transition GARCH Models: a Bayesian perspective by Lubrano, M. 1999 A General Framework for Testing the Granger Noncausality Hypothesis by Peguin-Feissolle, A. & Terasvirta, T. 1999 A General Framework for Testing the Granger Noncausality Hypothesis by Peguin-Feissolle, A. & Terasvirta, T. 1999 Why is it so difficult to find an effect of exchange rate risk on trade? by Klaassen, F. [Downloadable!] 1999 What are the effects of monetary policy on output? : results from an agnostic identification procedure by Uhlig, H. [Downloadable!] 1999 From Value at Risk to Stress Testing: The Extreme Value Approach by Longin, François [Downloadable!] 1999 What are the Effects of Monetary Policy on Output? Results from an Agnostic Identification Procedure by Uhlig, Harald [Downloadable!] 1999 A structural model for US aggregate job flows by Collard, Fabrice & Fève, Patrick & Langot, François & Perraudin, Corinne 1999 Aggregate Performance Measures as a Response to One-Side Error Correction by Arya, A. & Glover, J. 1999 The Role of External Variables in the Chinese Economy by Stephane Dees [Downloadable!] 1999 A Method for Taking Models to the Data by Peter N. Ireland [Downloadable!] 1999 articles: Welfare reform and spatial matchingbetween clients and jobs by Ashish Sen & Paul Metaxatos & Siim Sööt & Vonu Thakuriah [Downloadable!] 1999 Modelling the hidden economy and the tax-gap in New Zealand by David E. A. Giles [Downloadable!] 1999 Economic theory and econometric dynamics in modelling wages and prices in the United Kingdom by Paul G. Fisher & Gunnar BÅrdsen [Downloadable!] 1999 Spurious deterministic seasonality and autocorrelation corrections with quarterly data: Further Monte Carlo results by Artur C. B. da Silva Lopes [Downloadable!] 1999 Measuring persistence in aggregate output: ARMA models, fractionally integrated ARMA models and nonparametric procedures by Erhard Reschenhofer & Benedikt M. Pötscher & Michael A. Hauser [Downloadable!] 1999 Estimation of a German money demand system - a long-run analysis by Kirstin Hubrich [Downloadable!] 1998 A Dynamic Macroeconomic Model for Short-Run Stabilization in India by Mallick, S.K. [Downloadable!] 1998 Economia sintetica by Luis Vildosola [Downloadable!] 1998 Lyfe-Cycle Effects on Household Expenditures: A Latent-Variable Approach by Eva Ventura & Albert Satorra [Downloadable!] 1998 A Pedagogical Note on the Long Run of Macro Economic Models by Peter McAdam [Downloadable!] 1998 The Econometrics Of English Auctions by Matthew Shum [Downloadable!] 1998 Structural Estimation Of Auction Models by Matthew Shum [Downloadable!] 1998 Residential Energy Consumption for Space Heating in Norwegian Households A Discrete-Continuous Choice Approach by Runa Nesbakken [Downloadable!] 1998 Rational Expectations in Price Setting. Tests Based on Norwegian Export Prices by Ingvild Svendsen [Downloadable!] 1998 A simulation model of corporate finances: A study of the companies listed on Karachi stock exchange by Ayub, Mehar [Downloadable!] 1998 Random Demand and Multistore Shopping Behaviour. A Cost Minimising Model Based on a Two Bin Inventory Management System by Bacon, R.W. 1998 Firm-Level Investment in France and the United States: An Exploration of What We Have Learned in Twenty Years by Hall, B. & Mairesse, J. & Mulkay, B. 1998 Aggregation and Model Construction for Volatility Models by Barndorf-Nielsen, O.E. & Shephard, N. 1998 Estimating Equilibrium Models of Local Jurisdictions by Dennis Epple & Holger Sieg [Downloadable!] 1998 The Australian Business Cycle: Job Palooka or Dead Cat Bounce? by Bodman, P.M. & Crosby, M. 1998 Phases of the Canadian Business Cycle by Bodman, P.M. & Crosby, M. 1998 Carbon Taxation, Fuel Substitution and Welfare in Australia by Creedy, J. & Martin, C. 1998 Time-Varying Inequality Measurement with the Generalised Exponential Distribution by Bakker, A. & Creedy, J. 1998 Income Distribution Modelling Using Conditional Mixture Distributions: New Zealand Incomes 1985-1994 by Bakker, A. & Creedy, J. 1998 Bayesian Analysis of Road Accidents: A General Framework for the Multinomial Case by Bolduc, Denis & Bonin, Sylvie [Downloadable!] 1998 An I(2) Cointegration Analysis of Small-Country Import Price Determination by Hans Christian Kongsted [Downloadable!] 1998 Encompassing the VAR: A Formalization of Seasonal Encompassing with an Application on a German Macromodel by Andreas Beyer 1998 Analysis and Econometric Modelling of the Monetary Sector in the Slovak Republic by Olexa, Michal [Downloadable!] 1998 Statistical Inference in Micro Simulation Models: Incorporating external information by Klevmarken, N. Anders [Downloadable!] 1998 Regional valuation of infrastructure improvements. The case of Swedish road freight by Bergkvist, Erik & Westin, Lars [Downloadable!] 1998 Social Inequalities in Cancer Survival by Kravdal, O. 1998 Modelling economic high-frequency time series with STAR-STGARCH models by Lundbergh, Stefan & Teräsvirta, Timo [Downloadable!] 1998 An Econometric Model of Employment in Zimbabwe's Manufacturing Industries by Heshmati, Almas & Ncube, Mkhululi [Downloadable!] 1998 Identifying Interdependent Behavior in an Empirical Model of Labor Supply by Aronsson, Thomas & Blomquist, Sören & Sacklén, Hans [Downloadable!] 1998 Modélisation des Processus de Production Multi-Outputs: Fonctions de Production Jointe et de Distance by Patrick Taffé 1998 Statistical Inference in Micro Simulation Models: Incorporationg External Information by Klevmarken, N.A. 1998 Unemployment and Labour Market Transitions in the Czech Republic: Evidence from Micro-Data by Huitfeldt, H. 1998 Analyse factorielle dynamique: test du nombre de facteurs, estimation, et application a l'enquete de conjoncture dans l'industrie by Doz, C. & Lenglart, F. 1998 Analyse factorielle dynamique: test du nombre de facteurs, estimation, et application a l'enquete de conjoncture dans l'industrie by Doz, C. & Lenglart, F. 1998 Evaluation of New Transport Demand Management Measures on the City of Geneva with the Use of Innovative Dynamic Traffic Models by de Palma, A. & Marchal, F. 1998 METROPOLIS - A Dynamic Simulation Model Designed for ATIS Applications by de Palma, A. & Marchal, F. 1998 Shaken or Stirred? Financial Deregulation and the Monetary Transmission Mechanism in Norway by Bardsen, G. & Klovland, J.T. 1998 PRISMA' 98: Policy Research Instrument for Size-Aspects in Macro-Economic Analysis by Kwaak, T. 1998 Instrumental Variable Estimation Based on Mean Absolute Deviation by Sakata, S. 1998 A Multi-Country of Power ARCH Models and National Stock Market Returns by McKenzie, M. & Michell, H. & Brooks, R.D. & Faff, R.W. 1998 Power ARCH Modelling of Commodity Futures Data on the London Metal Exchange by McKenzie, M. & Michell, H. & Brooks, R.D. & Faff, R.W. 1998 Generalized Asymmetric Power ARCH Modeling of Exchange Rate Volatility by McKenzie, M. & Michell, H. 1998 Smooth Transition Garch Models: A Bayesian Perspective by Lubrano, M. 1998 Optimal Income Taxation: an Ordinal Approach by Fleurbaey, M. & Maniquet, F. 1998 Lot-Sizing Problems: Modelling Issues and a Specialized Branch-and-Cut System BC-PROD by Belvaux, G. & Wolsey, L.A. 1998 Multivalued Stochastic Dominance to Determine the Efficient Set of Assets: Evidence from the Warsow Stock Market by Trzpiot, G. 1998 A Micro-Economic Model of a Short Run Cost Function with Unobserved Heterogeneity by Prentice, D. 1998 Combining Micro and Macro Unemployment Duration Data by van den Berg, G.J. & van der Klaauw, B. 1998 Evidence and Theory in Asymmetrics in US Aggregate Job Flows by Collard, F. & Feve, P. & Langot, F. & Perraudin, C. 1998 Quarante annees de mobilite sociale en France. L'evolution de la fluidite sociale a la lumiere de modeles recents by Vallet, L.-A. 1998 The Econometrics of Efficient Frontiers by Gourieroux, C. & Monfort, A. 1998 MCMC Specifics of Latent Variable Models by Robert, C.P. 1998 Model Building with Multiple Dependent Variables and Constraints by Tofallis, C. 1998 The Econometric Critique of Computable General Equilibrium Modeling: the Role of Functional Forms by McKitrick, R.R. 1998 The Econometric Critique of Computable General Equilibrium Modeling: the Role of Functional Forms by McKitrick, R.R. 1998 Stochastic Frontiers and Asymmetric Information Models by Gagnepain, P. & Ivaldi, M. 1998 Identification and Estimation of a Game Theoretic Models by Florens, F. & Protopopescu, C. & Richard, J.-F. 1998 Empirical Game Theoretic Models: Constrained Equilibrium & Simulation by Armantier, O. & Florens, J.-P. & Richard, J.-F. 1998 Arrivee d'information et investissement: etude dans un modele simple de choix de portefeuille by Treich, N. 1998 Simulation of Posterior Distributions in Nonparametric Censored Analysis by Florens, J.-P. & Rolin, J.-M. 1998 Modelisation de croissance decrites par une courbe sigmoide by Bair, J. & Haesbroeck, G. & Salengros, P. 1998 Modeling Asymmetric Persistence Over Business Cycle by Paap, R. & Franses, P.H. 1998 Inventory Control and Regenerative Processes by Bazsa, E.M. & Frenk, J.B.G. & den Iseger, P.W. 1998 An Alternative Approach for Contructing Small Sample and Limiting Distributions of Maximum Likelihood Estimators by Kleinbergen, F. 1998 Modeling Asymmetric Volatility in Weekly Dutch Temperature Data by Franses, P.H. & Neele, J. & van Dijk, D. 1998 Bayesian and Classical Approaches to Instrumental Variable Regression by Kleibergen, F. & Zivot, E. 1998 Estimation of Factor Models by Realization-Based and Aproximation Methods by Scherrer, W. & Heij, C. 1998 On Data Transformations and Evidence of Nonlinearity by De Bruin, P. & Franses, P.H. 1998 Does the Absence of Cointegration Explain the Typical Findings in Long Horizon Regression? by van Dijk, D. & Berben, R.P. 1998 Comment evaluer l'impact economique des technologies de l'information? Un processus d'evaluation des projets de Systeme d'Information by Quinio, B. 1998 Statistical Inference of a Bivariate Proportional Hazard Model with Grouped Data by Yuying An, M. 1998 Approximate Distributions in Essentially Linear Models by An, M.Y. & Christensen, B.J. & Kiefer, N.M. 1998 Equilibrium Search with Continuous Productivity Dispersion: Theory and Non-Parametric Estimation by Bontemps, C. & Robin, J.M. & van den Berg, G.J. 1998 Modeling Foreign Exchange Markets: Stock Versus Flow by Pippenger, J. 1998 Cointegration Vector Autoregressive Processes with Continuous Structural Changes by Ripatti, A. & Saikkonen, P. 1998 The BOF5 Macroeconomic Model of Finland, Structure and Equations by Willman, A. & Kortelainen, M. & Mannisto, H.L. & Tujula, M. 1998 Risk Neutral Forecasting by Skouras, S. 1998 Approximate Distributions in Essentially Linear Models by An, Mark Y. & Christensen, Bent Jesper & Kiefer, Nicholas M. [Downloadable!] 1998 Combining micro and macro unemployment data by Berg, Gerard J. van den & Klaauw, Bas van der [Downloadable!] 1998 An empirical equilibrium job search model with continuously distributed heterogeneity of workers' opportunity costs of employment and firms productivities, and search on the job by Bontemps, Christian & Robin, Jean-Marc & Berg, Gerard J. van den [Downloadable!] 1998 Building a Consistent Pricing Model from Observed Option Prices by Laurent, Jean-Paul & Dietmar P.J. Leisen [Downloadable!] 1998 The effects of tax deductibility on the mix of property taxes and use charges: an empirical analysis of the spanish case by Alberto Sole Olle [Downloadable!] 1998 Survival and efficiency curves for capital and the time-age-profile of vintage prices by Erik BiÛrn [Downloadable!] 1998 The stability of German money demand: Not just a myth by Michael Scharnagl [Downloadable!] 1998 Substitution Possibilities for Energy in the Italian Economy: A General to Specific Econometric Analysis by Claudio Morana 1998 Foreign Direct Investment and Economic Activity in India by Pami Dua & Aneesa I. Rashid 1997 Cooperative Bargaining and Intrahousehold Allocations: Demand Systems and Comparative Statics by Creightney, C. 1997 Phenomenology of the interest curve by Jean-Philippe BOUCHAUD & Rama CONT & Nicole EL KAROUI & Marc POTTERS & Nicolas SAGNA [Downloadable!] 1997 Firm's R&D Behavior Under Rational Expectations by Lakshmi K. Raut [Downloadable!] 1997 On the Relevance of Modeling Volatility for Pricing Purposes by Manuel Moreno [Downloadable!] 1997 Risk Management under a Two-Factor Model of the Term Structure of Interest Rates by Manuel Moreno [Downloadable!] 1997 Friedman's Plucking Model of Business Fluctuations : Tests and Estimates of Permanent and Transitory Components by Kim, C-J & Nelson, C-R 1997 Interrelationships and Causal Linkages Between Socioeconomic and Environmental Factors by Mariam, Yohannes & Barre, Mike & Urquhart, Lynda & DeCivita, Paul [Downloadable!] 1997 The inflation-output trade-off: Is the Phillips Curve symmetric? A policy lesson from New Zealand by Weshah Razzak [Downloadable!] 1997 Identifying the Common Component in International Economic Fluctuations by Robin L. Lumsdaine & Eswar S. Prasad [Downloadable!] 1997 The Comparison of two or more Stationary Time Series by Maharaj, A. 1997 Comparison and Classification of Stationary Multivariate Time Series by Maharaj, A. 1997 Exponential Smoothing of Seasonal Data: A Comparison by Shami, R.G. & Snyder, R.D. 1997 Loss Aversion and the Non-Neutrality of Money by McDonald, I.M. & Sibly, H. 1997 Joint Labor Supply Decisions of Married Females and Males: An Empirical Analysis Based on Italian Household Data by Aaberge, R. & Colombino, U. & Strom, S. 1997 Lag-length Selection in VAR-models Using Equal and Unequal Lag-Length Procedures by Gredenhoff, Mikael & Karlsson, Sune 1997 A Smooth Transition ARCH Model for Asset Returns by Hagerud, Gustaf E. [Downloadable!] 1997 Consistent Model Specification test for Regression Function Based on Nonparametric Wavelet Estimation by Stengos, T. & Sun, Y. 1997 Robust Binary Regression with Continuous Outcomes by Elevzio Ronchetti & Stéphane Heritier & A. Morabia 1997 War, Hunger, and Displacement: An Econometric Investigation into the Sources of Humanitarian Emergencies by Nafziger, E.W. & Auvinen, J. 1997 Friedman's Plucking Model of Business Fluctuations : Tests and Estimates of Permanent and Transitory Components by Kim, C-J & Nelson, C-R 1997 Modelizacion Regional: Tecnicas Y Tipos de Modelos by Aguayo, Y. & Guisan, M.C. & Rodriguez, X.A. 1997 Predictive Evaluation of Econometric Forecasting Models in Commodity Futures Markets by Zeng, T. & Swanson, N.R. 1997 Continuously Extremum Estimators by Patilea, V. & Renault, E. 1997 Nonparametric Methods and Option Pricing by Ghysels, E. & Patilea, V. & Renault, E. & Torres, O. 1997 Variance of the Output as a Function of Time: Production Line Dynamics by Tan, B. 1997 Moment Estimation with Attrition by Abowd, J.M. & Crepon, B. & Kramarz, F. 1997 Modeles de comptage Semi-parametriques by Gourieroux, C. & Monfort, A. 1997 Econometric Specification of the Risk Neutral Valuation Model by Clement, E. & Gourieroux, C. & Monfort, A. 1997 Production Functions: The Search for Identification by Griliches, Z. & Mairesse, J. 1997 Trade, Southern Integration, and Uneven Development by Trofimov, G. 1997 Consistent Model Specification test for Regression Function Based on Nonparametric Wavelet Estimation by Stengos, T. & Sun, Y. 1997 Incertitudes et parc electrique allemand by Chaton, C. 1997 Fuel Price and Demand Uncertainties and Investment in an Electricity Model: A Two Period Model by Chaton, C. 1997 The Attitudes Towards Risk of Racetrack Bettors by Jullien, B. & Slanie, B. 1997 Estimation of the Sea State Bias in Radar Altimeter Measurements of Sea level: Results from A New Non-Parametric Method by Gasapr, P. & Florens, J-P. 1997 Mesures d'efficacite et evaluation de regroupements de bureaux distributeurs by Cazals, C. & de Rycke, M. & Florens, J.-P. 1997 QUEST II. A Multy Country Business Cycle and Growth Model by Roeger, W. & Veld, J.I. 1997 L'effet de levier by Thibierge, C & Thomas, P. 1997 The COncept of Financial Flexibility: A Note by Bancel, F. & Richard, A. 1997 Panel Data, Local Cuts, and Orthogeodesic Models by Christensen, B.J. & Kiefer, N.M. 1997 A Stylized Model of Financially-Driven Business Cycles by Suarez, J. & Sussman, O. 1997 A Quantitative Analysis of Swedish Fertility Dynamics: 1751-1990 by Eckstein, Z. & Mira, P. & Wolpin, K.I. 1997 Least Squares Predictions and Mean-Variance Analysis by Sentana, E. 1997 Transitions to and from Self-Employment in Spain: An Empirical Analysis by Carrasco, R. 1997 Towards a Strucrural VAR Model of the Australian Economy by Dungey, M. & Pagan, A. 1997 The Impact of the 1992 Cable Act on Consumer Demand and Welfare: A Discrete-Choice, Differentiated Products Approach by Crawford, Gregory S. 1997 New Products, New Programs, and Prices: Measuring ConsumerBenefits to Changes in Cable Television Choices, 1989-1995 by Crawford, Gregory S. [Downloadable!] 1997 Trade and Migration: A Production-Theory Approach by Kohli, Ulrich [Downloadable!] 1997 National Policies and Local Economies: Europe and the United States by Forni, Mario & Reichlin, Lucrezia [Downloadable!] 1997 Nonparametric Methods and Option Pricing by Eric Ghysels & Valentin Patilea & Éric Renault & Olivier Torrès [Downloadable!] 1997 Cointegration and Market Efficiency: An Application to the Canadian Treasury Bill Market by Park, S.B. [Downloadable!] 1997 How to deal with unobservable variables in economics by Krelle, Wilhelm [Downloadable!] 1997 Efficiency, Solvency, and Size of Banking Firms by Reboredo, J.C. 1997 A Markov Model for Risk Evaluation in Banking by Reboredo, J.C. 1997 Processes of normal inverse Gaussian type by Ole E. Barndorff-Nielsen [Downloadable!] 1996 The Power of Single Equation Tests for Cointegration when the Cointegrating Vector is Prespecified by Eric Zivot [Downloadable!] 1996 A Mixture Model of Willingness to Pay Distributions by Mark Yuying An & Roberto Ayala [Downloadable!] 1996 Enforcement Frictions, Enduring Relations, and Credit Market Equilibrium by Schulz, E 1996 Firm Investment in Imperfect Capital Markets: A Structural Estimation by Sangeeta Pratap & Silvio Rendón [Downloadable!] 1996 A Two-Mean Reverting-Factor Model of the Term Structure of Interest Rates by Manuel Moreno [Downloadable!] 1996 On the Term Structure of Interbank Interest Rates: Jump-Diffusion Processes and Option Pricing by Manuel Moreno & Juan I. Peña [Downloadable!] 1996 Nonlinear Models and Small Sample Performance of the Generalized Method of Moments by Eva Ventura [Downloadable!] 1996 Potential Demand for Alternative Fuel Vehicles by John K. Dagsvik, Dag G. Wetterwald and Rolf Aaberge 1996 Booms and Busts in the UK Housing Market by Muellbauer, J & Murphy, A 1996 Trends, Lead Times and Forecasting by Saligari, G.R. & Snyder, R.D. 1996 Trend-Stationarity in the I(2) Cointegration Model by Clara Jørgensen & Hans Christian Kongsted & Anders Rahbek 1996 The NAIRU - Concept: A Few Remarks by Pichelmann, Karl & Schuh, Andreas-Ulrich [Downloadable!] 1996 On the Use of Multivariate Cointegration Analysis in Residential Energy Demand Modelling by Madlener, Reinhard [Downloadable!] 1996 Recreational Benefits from Improved Water Quality: A Random Utility Model of Swedish Seaside Recreation by Sandström, Mikael [Downloadable!] 1996 External Shocks and Structural Adjustments : A Dutch Disease Dynamic Analysis by Fardmanesh, M 1996 A Theory of Rigid Estremist and Flexible Moderates with an Empirical Application to the U.S. Congress by Blomberg, S-B & Harrington, J-E Jr 1996 Estimating market Prices for Child Care : Sample Design Estimation and Accuracy by Horrace, W & Schmidt, P & Witte, A-D 1996 Cost Sharing : Efficiency and Implementation by Kaplan, T-R & Wettstein, D 1996 The Use of Spliness on the Working-Leser Engel Equilibrium by Karunakaran, K.L.l Ahmed, E. 1996 A General Model of Derived Demand Linkages in a Dual Economy: Some Structural Implications by Dutta, D.D. 1996 Collusion Among Interest Groups : Foreign Aid and Rent-Dissipation by Svensson, J 1996 The Precision of Instrumental Variables Estimates with Grouped Data by Shore-Sheppard, L. 1996 An introduction to stochastic Unit Root Processes by Granger, E.J. & Swanson, N.R. 1996 Forecasting Economic Time series Using Adaptive Versus Nonadaptive and Linecar Versus Nonlinear Econometric Models by Swanson, N.R. 1996 Modelling Aggregate Consumption Expenditure and Income Distribution Effects by Hildenbrand, W & Kneip, A 1996 Relative Utilitarianism : an Improved Axiomatisation by Dhillon, A & Mertens, J-F 1996 A Note on the Convergence of Nonparametric DEA Efficiency Measures by Park, B.U. & Kneip, A. & Simar, L. 1996 Stochastic Panel Frontiers: A Semiparametric Approach by Park, B.U. & Sickles, R.C. & Simar, L. 1996 Cost and Productivity Effects of Firm Financed Training by Ottersten, E.K. & Lindh, T. & Mellander, E. 1996 A Representative Consumer Theory of Distribution by Caselli, G & Ventura, J 1996 Modelisation Econometrique de la Distribution du Courrier by Cazals, C. & De Rycke, M. & Florens, J.P. 1996 A Dimension Reduction Approach to the Study of City Family-income Distributions Via Sliced Inverse Regression by Aragon, Y. & Li, K.C. & Thomas-Agnan, C. 1996 Scale Economies and Natural Monopoly in the Postal Delivery: Comparison Between Parametric and Non Parametric Specifications by Cazals, C. & De Rycke, M. & Florens, J.-P. & Rouzaud, S. 1996 Using A Mixture Model to Detect Son Preference in Vietnam by Haughton, D. & Haughton, J. 1996 Informational Complexity Criteria For Regression Models by Bozdogan, H. & Haughton, D. 1996 On Forecasting Exchange Rates Using Neutral Networks by Franses, P.H. & Van Homelen, P. 1996 What Drives Deforestation in the Brazilian Amazon? Evidence from Satellite and Socioeconomic Data by Pfaff, A-S-P 1996 Recent Models in Dynamic Economics Problems of Estimating Terminal Conditions by Sengupta, J.K. 1996 Un regard epistemologique sur la pratique econometrique contemporaine by Ado, I. & Boughrara, A. 1996 Modelisation d'une frontiere de production pour un terminal a conteneurs by Dubrocard, A. 1996 Hysteresis in Exports by Giovannetti, Giorgia & Samiei, Hossein [Downloadable!] 1996 Compositional Data Analysis and Zeros in Micro Data by Jane M. Fry & Tim R.L. Fry & Keith R. McLaren [Downloadable!] 1996 What Drives Deforestation in the Brazilian Amazon? Evidence from Satellite and Socioeconomic Data by Pfaff, A-S-P 1996 American Options with Stochastic Dividends and Volatility: A Nonparametric Investigation by Mark Broadie & Jérôme B. Detemple & Eric Ghysels & Olivier Torrès [Downloadable!] 1996 Nonparametric Estimation of American Options Exercise Boundaries and Call Prices by Mark Broadie & Jérôme B. Detemple & Eric Ghysels & Olivier Torrès [Downloadable!] 1996 Kernel Autocorrelogram for Time Deformed Processes by Eric Ghysels & Christian Gouriéroux & Joanna Jasiak [Downloadable!] 1996 Appropriate Technology and Growth by David N. Weil 1996 Strategy-Proof Probabilistic Rules for Expected Utility Maximizers by Barbera, S & Bogomolnaia, A & van der Stel, H 1995 Import Price Formation and Pricing to Market: A Test on Norwegian Data by Bjørn E. Naug and Ragnar Nymoen 1995 Is there a Business Cycle Component in Norwegian Macroeconomic Quarterly Time Series? by Terje Skjerpen 1995 The Replacement Principle in Economies with Indivisible Goods by Thomson, W 1995 On Determinants of Swedish Recreational Domestic and Outbound Travel,1989-1993 by Hultkrantz,L. 1995 An Interregional Econometric Model for Market Services Employment in 120 EEC Regions by Guisan, M.C. & Frias, I. 1995 Empirical Modeling of Household and Family Decisions by Strauss, J. & Thomas, D. 1995 Model Estimation in Nonlinear Regression by Engel, J & Kneip, A 1995 La modelations econometrique des transitions individuelles sur le marche du travail by Florens, J-P & Fougere, D & Kamionka, T & Mouchart, M 1995 Reliability of the Translog Cost Function: Some Theory & an Application to the Demand of Energy in Frech Manufacturing by Baccar, S. 1995 Using Mixtures Models to Detect Sex Bias in Health Outcome in Bangladesh by Morduch, J. 1995 Econometric Analysis of Sequential Discrete Choice Models by An, Mark Y. [Downloadable!] 1995 A Mixture Model of Willingness to Pay Distributions by An, Mark Y. & Roberto Ayala [Downloadable!] 1995 Dynamic Common Factors in Large Cross-Sections by Forni, Mario & Reichlin, Lucrezia [Downloadable!] 1995 Let's Get Real: A Dynamic Factor Analytical Approach to Disaggregated Business Cycle by Forni, Mario & Reichlin, Lucrezia [Downloadable!] 1994 Criminometrics, Latent Variables, Panel Data, and Different Types of Crime by Jørgen Aasness, Erling Eide, and Terje Skjerpen 1994 Dynamic Specification and Testing for Unit Roots and Co-Integration by Anindya Banerjee 1994 A Decade of Tax and Benefit Reforms in Sweden -Effects on Labour Supply, Welfare and Inequality by Aronsson,T. & Palme,M. 1994 International R&D Spillovers Between U.S. and Japanese R&D Intensive Sectors by Bernstein, Jeffrey I. & Mohnen, Pierre [Downloadable!] 1994 Simulation Based Inference in Moving Average Models by Eric Ghysels & Lynda Khalaf & Cosme Vodounou [Downloadable!] 1994 An Alternative Strategy for Estimation of a Nonlinear Model of the Term Structure of Interest Rates by Christopher F. Baum & Olin Liu [Downloadable!] 1993 Inventory Models by Kenneth D. West [Downloadable!] 1993 VAR Modelling and Haavelmo's Probability Approach to Macroeconomic Modelling by : Katarina Juselius 1993 A Model of UK Emigration, 1870-1913 by Hatton, Timothy J. [Downloadable!] 1992 The Impact of Permanent Job Loss on Health Insurance Benefits by Craig A. Olson [Downloadable!] 1992 Causality and Efficiency in the Coffee Futures Market by Kebede, Yohannes [Downloadable!] 1992 Posterior Odds Testing for a Unit Root with Data-Based Model Selection by Peter C.B. Phillips & Werner Ploberger [Downloadable!] 1991 The Tail Behavior of Maximum Likelihood Estimates of Cointegrating Coefficients in Error Correction Models by Peter C.B. Phillips [Downloadable!] 1991 Unit Roots by Peter C.B. Phillips [Downloadable!] 1991 Dynamic Structural Models: Problems and Prospects. Mixed Continuous Discrete Controls and Market Interactions by Ariel Pakes [Downloadable!] 1991 Time Series Modelling with a Bayesian Frame of Reference: 1. Concepts and Illustrations by Peter C.B. Phillips & Werner Ploberger [Downloadable!] 1991 The Spurious Effect of Unit Roots on Exogeneity Tests in Vector Autoregressions: An Analytical Study by Hiro Y. Toda & Peter C.B. Phillips [Downloadable!] 1991 Exactly Unbiased Estimation of First Order Autoregressive-Unit Root Models by Donald W.K. Andrews [Downloadable!] 1991 Simulation Estimation Methods for Limited Dependent Variable Models by Vassilis A. Hajivassiliou [Downloadable!] 1991 Unidentified Components in Reduced Rank Regression Estimation of ECM's by Peter C.B. Phillips [Downloadable!] 1991 The Long-Run Australian Consumption Function Reexamined: An Empirical Exercise in Bayesian Influence by Peter C.B. Phillips [Downloadable!] 1990 “A Model of Adjustment and Growth by Reinhart, Carmen [Downloadable!] Beta Regimes for the Yield Curve by Francesco Audrino & Enrico De Giorgi [Downloadable!] On the distribution of stock-market returns - Implications of Evolutionary Finance by Stefan Reimann [Downloadable!] An Asset Market Integration Test Based on Observable Macroeconomic Stochastic Discount Factors by P N Smith & S Sorensen & M R Wickens [Downloadable!] Macroeconomic Sources of Equity Risk by P N Smith & S Sorensen & M R Wickens [Downloadable!] Asset Pricing with Observable Stochastic Discount Factors by Peter N Smith & Michael R Wickens [Downloadable!] Cognition and Behavior in Normal-Form Games:An Experimental Study by Miguel Costa-Gomes & Vincent P. Crawford & Bruno Broseta [Downloadable!] Technology Shocks and Hours Worked: A Fractional Integration Perspective by Luis Alberiko Gil-Alana & Antonio Moreno [Downloadable!] Evaluating Alternative Representations of the Choice Sets in Models of Labour Supply by Rolf Aaberge, Ugo Colombino and Tom Wennemo [Downloadable!] Factor demand linkages and the business cycle: interpreting aggregate fluctuations as sectoral fluctuations by Sean Holly & Ivan Petrella [Downloadable!] Consistency Properties of a Simulation-Based Estimator for Dynamic Processes by Manuel Santos [Downloadable!] The Role of Production Organization, Infrastructure, and R&D in the Catching-up Process of Japanese to German Industries by Conrad, Klaus & Wastl, Dieter [Downloadable!] Modello di Microsimulazione EconLav: la costruzione del data-set di input by Manuela Coromaldi & Delia Guerrera [Downloadable!] The Italian Treasury Econometric Model (ITEM) by Claudio Cicinelli & Andrea Cossio & Francesco Nucci & Ottavio Ricchi & Cristian Tegami [Downloadable!] Gender Discrimination Estimation in a Search Model with Matching and Bargaining by Luca Flabbi [Downloadable!] Dynamic Factor Models with Smooth Loadings for Analyzing the Term Structure of Interest Rates by Borus Jungbacker & Siem Jan Koopman & Michel van der Wel [Downloadable!] Does Deregulation Change Economic Behavior of Firms? by Subal Kumbhakar & Efthymios Tsionas [Downloadable!] Continuous-time modelling in econometrics and engineering by Arie ten Cate [Downloadable!] SAFE: A quarterly model of the Dutch economy for short-term analyses by CPB [Downloadable!] Most Efficient Homogeneous Volatility Estimators by Alexander I. SAICHEV & Didier SORNETTE & Vladimir FILIMONOV [Downloadable!] Assessing multivariate predictors of financial market movements: A latent factor framework for ordinal data by Philippe HUBER & Olivier SCAILLET & Maria-Pia VICTORIA-FESER [Downloadable!] The Limiting Extremal Behaviour of Speculative Returns: An Analysis of Intra-Daily Data from the Frankfurt Stock Exchange by Lux, T. Identifying Fiscal Policy Shocks In Chile And Colombia by Jorge E. Restrepo & Hernán Rincón [Downloadable!] Capital Account Controls, Bank’s Efficiency, Growth and Macroeconomic Volatility in the FLAR’s Member Countries? by Humberto Mora & Hernán Rincón [Downloadable!] Construcción de un "Ïndice de Percepción de Riesgo" de los Mercados Financieros Globales by Luis Fernando Melo Velandia & Juan Mauricio ramírez & Mario Andrés Ramos [Downloadable!] Exchange Rate Pass-Through Effects: A Disaggregate Analysis of Colombian Imports of Manufactured Goods by Hernán Rincón & Edgar Caicedo & Norberto Rodríguez [Downloadable!] Some Evidence of Smooth Transition Nonlinearity in Colombian Inflation by Luis Eduardo Arango & Andrés González [Downloadable!] Left-Censoring in Duration Data: Theory and Applications by Anna Christina D'Addio & Michael Rosholm [Downloadable!] Multicointegration in US consumption data by Boriss Siliverstovs [Downloadable!] The Formation of Inflation Expectations under Changing Inflation Regimes by Christian M. Dahl & Niels L. Hansen [Downloadable!] Multicointegration in Stock-Flow Models by Tom Engsted & Niels Haldrup [Downloadable!] Common Seasonal Features: Global Unemployment by Robert F. Engle & Svend Hylleberg [Downloadable!]
This page was last updated on 2009-11-22.
IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics . 
