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Research classified by
Journal of
Economic Literature (JEL) codes Top JEL
/ C: Mathematical and Quantitative Methods
/ / C5: Econometric Modeling
/ / / C51: Model Construction and Estimation
This topic is covered by the following reading lists: Socio-Economics of Innovation
Most recent items first, undated at the end.
2008 A Comparative Study on the Role of Stochastic Trends in U.S. Macroeconomic Fluctuations, 1954-1988 by Seymen, Atilim [Downloadable!]
2008 The Effects of Foreign Price Uncertainty on Australian Production and Trade by Elie Appelbaum & Alan D. Woodland [Downloadable!]
2008 Meta-Analysis of Empirical Evidence on the Labour Market Impacts of Immigration by S. Longhi & P. Nijkamp & J. Poot [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 Stable Testing for Granger (non)-Causality in a Time Varying Coefficient VAR Model by Dimitris K. Christopoulos & Miguel Leon-Ledesma [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 The Dynamics of Economic Functions: Modelling and Forecasting the Yield Curve by Clive Bowsher & Roland Meeks [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 Parallel calculations in identification of dynamic models of economy by Olenev, Nicholas [Downloadable!]
2008 Dynamic GMM Estimation With Structural Breaks. An Application to Global Warming and its Causes by Travaglini, Guido [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 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 Negative Volatility Spillovers in the Unrestricted ECCC-GARCH Model by Christian Conrad & Menelaos Karanasos [Downloadable!]
2008 Meta-Analysis of Empirical Evidence on the Labour Market Impacts of Immigration by Longhi, Simonetta & Nijkamp, Peter & Poot, Jacques [Downloadable!]
2008 Estimating Investment Equations in Imperfect Capital Markets by Silke Hüttel & Oliver Mußhoff & Martin Odening & Nataliya Zinych [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 Comparison of Volatility Measures: a Risk Management Perspective by Christian T. Brownlees & Giampiero Gallo [Downloadable!]
2008 A Comparison of Two Averaging Techniques with an Application to growth Empirics by Magnus, J.R. & Powell, O.R. & Prufer, P. [Downloadable!]
2008 Hétérogénéité non observée dans les modèles de durée by Guillaume, HORNY [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 Forecasting Economic and Financial Variables with Global VARs by M. Hashem Pesaran & Til Schuermann & L. Vanessa Smith [Downloadable!]
2008 Estimating the natural rates in a simple New Keynesian framework by Hilde C. Bjørnland & Kai Leitemo & Junior Maih [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 Determinants of Debt: An Econometric Analysis Based on the Cyprus Survey of Consumer Finances by Michalis Petrides & Alex Karagrigoriou [Downloadable!]
2008 Usage and valuation of natural parks in Catalonia, 2001-2002 by Michael Creel & Montserrat Farell [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 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!]
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 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 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 Estimating complex production functions: The importance of starting values by Mark Neal [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 Portfolio by Albert H. De Wet & Reneé Van Eyden [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. [Downloadable!]
2007 Developing the concept of Sustainable Peace using Econometrics and scenarios granting Sustainable Peace in Colombia by year 2019 by Gomez-Sorzano, Gustavo [Downloadable!]
2007 A multivariate innovations state space Beveridge Nelson decomposition by de Silva, Ashton [Downloadable!]
2007 Predicting the Profit Potential of a Microeconomic Process: An Information Theoretic/Thermodynamic Approach by George, Michael [Downloadable!]
2007 Cycles of violence, and attacks index for the State of Florida by Gómez-sorzano, Gustavo [Downloadable!]
2007 Cycles of violence, and terrorist attacks index for the State of Missouri by Gómez-sorzano, Gustavo [Downloadable!]
2007 Outlier Treatment and Robust Approaches for Modeling Electricity Spot Prices by Trueck, Stefan & Weron, Rafal & Wolff, Rodney [Downloadable!]
2007 Web 2.0: Nothing Changes…but Everything is Different by Barbry, Eric [Downloadable!]
2007 Robust M-estimation of multivariate conditionally heteroscedastic time series models with elliptical innovations by Boudt, Kris & Croux, Christophe [Downloadable!]
2007 Does Black’s Hypothesis for Output Variability Hold for Mexico? by Macri, Joseph & Sinha, Dipendra [Downloadable!]
2007 The effects of technology-as-knowledge on the economic performance of developing countries: An econometric analysis using annual publications data for Botswana, Namibia, and South Africa, 1976-2004 by Amavilah, Voxi Heinrich [Downloadable!]
2007 Structural breaks and energy efficiency in Fiji by Rao, B. 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 Les sources des fluctuations marcoéconomiques au Cameroun by ODIA NDONGO, Yves Francis [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 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 [Downloadable!]
2007 Testing the Granger noncausality hypothesis in stationary nonlinear models of unknown functional form by Péguin-Feissolle, Anne & Strikholm, Birgit & Teräsvirta, Timo [Downloadable!]
2007 Modelling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH model by Silvennoinen, Annastiina & Teräsvirta, Timo [Downloadable!]
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 On the Thermodynamics of Profit by Michael 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 Empirical Growth Models Under The Spatial Effects: An Application to Turkey by Nazif Catik & Mehmet Guclu [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 Analyzing the Term Structure of Interest Rates using the Dynamic Nelson-Siegel Model with Time-Varying Parameters by Siem Jan Koopman & Max I.P. Mallee & Michel van der Wel [Downloadable!]
2007 Insurance and Rural Welfare: What can Panel Data tell us? by Chris Elbers & Jan Willem Gunning & Lei Pan [Downloadable!]
2007 If Winning Isn't Everything, Why Do They Keep Score? A Structural Empirical Analysis of Dutch Flower Auctions by van den Berg, Gerard J & van der Klaauw, Bas [Downloadable!]
2007 An Economic Analysis of Exclusion Restrictions for Instrumental Variable Estimation by van den Berg, Gerard J [Downloadable!]
2007 A Two-Step Estimator for Large Approximate Dynamic Factor Models Based on Kalman Filtering by Doz, Catherine & Giannone, Domenico & Reichlin, Lucrezia [Downloadable!]
2007 Consumer Confidence in Portugal – What does it really matter? by António Caleiro & Esmeralda Ramalho [Downloadable!]
2007 Infinite Dimensional VARs and Factor Models by Alexander Chudik & M. Hashem Pesaran [Downloadable!]
2007 Volatilities and Conditional Correlations in Futures Markets with a Multivariate t Distribution by Bahram Pesaran & M. Hashem Pesaran [Downloadable!]
2007 The Price Puzzle Revisited: Can the Cost Channel Explain a Rise in Inflation after a Monetary Policy Shock? by Steffen Henzel & Oliver Hülsewig & Eric Mayer & Timo Wollmershäuser [Downloadable!]
2007 Lumpy Price Adjustments: A Microeconometric Analysis by Emmanuel Dhyne & Catherine Fuss & M. 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 Shape Invariant Demand Functions by Arthur Lewbel [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 Traffic Accidents in Switzerland - How hazardous are "high risk" groups? An analysis on the Basis of Police Protocols by Dominik Hangartner & Thomas Gautschi & Aline Bütikofer
2007 Testing for Heteroskedasticity on the Bucharest Stock Exchange by Radu Lupu & Iulia Lupu [Downloadable!]
2007 Economic growth and institutional quality in resource oriented countries (in Russian) by Georgy Kartashov [Downloadable!]
2007 TIME-TREND IN SPATIAL DEPENDENCE: SPECIFICATION STRATEGY IN THE FIRST-ORDER SPATIAL AUTOREGRESSIVE MODEL/Tendencia temporal en la dependencia espacial: estrategia de modelización en el modelo autorregresivo espacial de primer orden by LÓPEZ-HERNÁNDEZ, FERNANDO A. & CHASCO, CORO [Downloadable!]
2007 Health Expenditure, Poverty and Economic Development in Latin America 2000-2005 by Guisan, M.C. & Aguayo, E. [Downloadable!]
2007 A Structural Model For Net Rental Income In The U.S. Leasing Industry by GOMEZ-SORZANO, Gustavo Alejandro [Downloadable!]
2007 Production By Sector In The European Union: Analysis Of France, Germany, Italy, Spain, Poland And The United Kingdom, 2000-2005 by Guisan, M.C. & Aguayo, E. [Downloadable!]
2007 Capital Humano Y Desarrollo Económico Mundial: Modelos Econométricos Y Perspectivas by NEIRA, Isabel [Downloadable!]
2007 Trade Openness And Economic Growth In Latin American Countries by RAJAGOPAL [Downloadable!]
2007 Desarrollo Economico De America Latina En 2000-2005: Industria, Comercio Exterior E Inversion by Guisan, Maria-Carmen & Aguayo, Eva [Downloadable!]
2007 Estimating Long-Run Elasticities Of Jordanian Import Demand Function: 1980-2004 An Application Of Dynamic Ols by HUSSAIN, Majeed [Downloadable!]
2007 The Saving-Investment Relationships: A Markov Switching Causality Analysis Of Cote D´Ivoire And Ghana by AKA, Bedia F. [Downloadable!]
2007 Modelling The German Yield Curve And Testing The Lucas Critique, 1975-2001 by SANTOS, Carlos & OLIVEIRA, Maria Alberta [Downloadable!]
2007 Wages, Productivity And Human Capital In The European Union: Econometric Models And Comparison With The Usa 1985-2005 by GUISAN, M.C. & AGUAYO, EVA [Downloadable!]
2007 Relative Effects Of Public And Private Investment On Cote D’Ivoire’S Economic Performance by AKA, Bédia F [Downloadable!]
2006 Resampling vs. Shrinkage for Benchmarked Managers by Michael Wolf [Downloadable!]
2006 The Asymmetric Effect of the Business Cycle on the Realtion between Stock Market Returns and their Volatility by P N Smith & S Sorensen & M R Wickens [Downloadable!]
2006 Rationing the Public Provision of Health Care in the Presence of Private Supplements: Evidence from the Italian NHS by Daniele Fabbri & Chiara Monfardini [Downloadable!]
2006 The Impact of ISO 9000 Diffusion on Trade and FDI: A New Institutional Analysis by Joseph A. 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. Dagsvik & Marilena Locatelli & Steinar Strøm [Downloadable!]
2006 Phase-Locking and Switching Volatility in Hedge Funds by Monica Billio & Mila Getmansky & Loriana Pelizzon [Downloadable!]
2006 A generalized Dynamic Conditional Correlation Model for Portfolio Risk Evaluation by Monica Billio & Massimiliano Caporin [Downloadable!]
2006 Sources of Economic Growth in South Korea: An Application of the ARDL Analysis in the Presence of Structural Breaks - 1980-2005 by Harvie, Charles & Pahlavani, Mosayeb [Downloadable!]
2006 Using the Asymptotically Ideal Model to estimate the impact of knowledge on labour productivity: An application to Taiwan in the 1990s by Chia-Lin CHANG & Stéphane ROBIN [Downloadable!]
2006 A Data Set Generation Algorithm in Combinatorial Auctions by Crescenzio Gallo & Giancarlo De Stasio & Cristina Di Letizia [Downloadable!]
2006 The Impact of ISO 9000 Diffusion on Trade and FDI: A New Institutional Analysis by Joseph A. Clougherty & Michal Grajek [Downloadable!]
2006 The miracle of the Septuagint and the promise of data mining in economics by Stan du Plessis [Downloadable!]
2006 Simulating labor supply behavior when workers have preferences for job opportunities and face nonlinear budget constraints by John K. Dagsvik, Marilena Locatelli and Steinar Strøm [Downloadable!]
2006 Labor Supply as a Choice among Latent Job Opportunities. A Practical Empirical Approach by John K. Dagsvik and Zhiyang Jia [Downloadable!]
2006 The New Keynesian Phillips Curve for a Small Open Economy by Pål Boug, Ådne Cappelen and Anders Rygh Swensen [Downloadable!]
2006 La tendance d’évolution de la pauvreté féminine et de ses déterminants : Le cas des ménages conduits par des femmes au Sénégal by Marie Suzanne Badji & Dorothée Boccanfuso [Downloadable!]
2006 Dynamique de la pauvreté en Haïti et ses déterminants by Alex Siméon & Dorothée Boccanfuso [Downloadable!]
2006 Niveau De Vie Du Menage Et Sante Nutritionnelle Des Enfants Agés De 0 À 59 Mois Au Senegal : Une Analyse Comparee Avant/Apres La Devaluation Du Franc Cfa by Marie Suzanne Badji & Dorothée Boccanfuso [Downloadable!]
2006 Equilibrium Specification and Structure of Technology: a Factor Substitution Analysis in French Industrial Demand of Energy by Sourour Baccar
2006 Forecasting Financial Crises and Contagion in Asia using Dynamic Factor Analysis by Andrea Cipollini & George Kapetanios [Downloadable!]
2006 Smooth Transition Autoregressive (STAR) Models by Dietmar Maringer & Mark Meyer
2006 Dynamic equilibrium conditions used for building a family of FX rate simulation models by Lukas Ladislav
2006 Evaluating the Predictive Abilities of Semiparametric Multivariate Models by Valentyn Panchenko
2006 Multivariate Generalizations of the Markov-Switching Model by Mohamad Khaled
2006 Nonlinear State-Space Models for Microeconometric Panel Data by Florian Heiss
2006 On the stability of the wealth effect by Pedro Bação & Fernando Alexandre & Vasco J. 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. Revised by Valentina Corradi & Norman Swanson [Downloadable!]
2006 Predictive Inference Under Model Misspecification with an Application to Assessing the Marginal Predictive Content of Money for Output by Norman Swanson & Nii Ayi Armah [Downloadable!]
2006 Nonparametric Bootstrap Procedures for Predictive Inference Based on Recursive Estimation Schemes by Norman Swanson & Valentina Corradi [Downloadable!]
2006 A Simulation Based Specification Test for Diffusion Processes by Valentina Corradi & Norman Swanson & Geetesh Bhardwaj [Downloadable!]
2006 Putting the New Keynesian Model to a Test by G. PEERSMAN & R. STRAUB [Downloadable!]
2006 Comparing Financial Systems: A structural Analysis by Sylvain Champonnois [Downloadable!]
2006 Career Choice and Wage Growth by Ronni Pavan
2006 A Semi-Nonparametric Approach to Estimating ProductionFunctions When Output Prices are Unobserved by Dennis Epple & Brett Gordon & Holger Sieg
2006 Identifying the effect of unobserved quality and experts' reviews in the pricing of experience goods : empirical application on Bordeaux wine by Dubois, P. & Nauges, C. [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 Parallel calculations in mathematical modelling of regional economy 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 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 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 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. Ramalho & Jacinto Vidigal da Silva [Downloadable!]
2006 A Two-step estimator for large approximate dynamic factor models based on Kalman filtering by Catherine Doz & Domenico Giannone & Lucrezia Reichlin [Downloadable!]
2006 Mekansal Etkiler Altinda Ampirik Büyüme Modelleri: Türkiye Üzerine Bir Uygulama by Nazif Catik & Mehmet Guclu [Downloadable!]
2006 Technology and Customer Value Dynamics in Banking Industry: Measuring Symbiotic Influence in Growth and Performance by Rajagopal [Downloadable!]
2006 Leisure Shopping Behavior and Recreational Retailing:A Symbiotic Analysis of Marketplace Strategy and Consumer Response by Rajagopal [Downloadable!]
2006 Brand Value, Preference and Customer Value Effects of Non-conventional Utility Products: An Experimental Analysis in Mexican Market by Rajagopal [Downloadable!]
2006 Biases in Estimates of the Smoking Wage Penalty by Silke Anger & Michael Kvasnicka [Downloadable!]
2006 A Meta-analysis of the Price Elasticity of Gasoline Demand. A System of Equations Approach by Martijn Brons & Peter Nijkamp & Eric Pels & Piet Rietveld [Downloadable!]
2006 Periodic Unobserved Cycles in Seasonal Time Series with an Application to US Unemployment by Siem Jan Koopman & Marius Ooms & Irma Hindrayanto [Downloadable!]
2006 Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing by Yixiao Sun & Peter C. B. Phillips & Sainan Jin [Downloadable!]
2006 Testing for Efficiency in Selected Developing Foreign Exchange Markets: An Equilibrium-based Approach by Nikolaos Giannellis & Athanasios Papadopoulos [Downloadable!]
2006 Panel Data Models with Multiple Time-Varying Individual Effects by Seung C. Ahn & Young H. Lee & Peter Schmidt [Downloadable!]
2006 The Impact of ISO 9000 Diffusion on Trade and FDI: A New Institutional Analysis by Clougherty, Joseph A & Grajek, Michal [Downloadable!]
2006 A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models by Doz, Catherine & Giannone, Domenico & Reichlin, Lucrezia [Downloadable!]
2006 New EuroCOIN: Tracking Economic Growth in Real Time by Altissimo, Filippo & Cristadoro, Riccardo & Forni, Mario & Lippi, Marco & Veronese, Giovanni [Downloadable!]
2006 Impulse Response Functions from Structural Dynamic Factor Models: A Monte Carlo Evaluation by Kapetanios, George & Marcellino, Massimiliano [Downloadable!]
2006 A Parametric Estimation Method for Dynamic Factor Models of Large Dimensions by Kapetanios, George & Marcellino, Massimiliano [Downloadable!]
2006 Was There a British House Price Bubble? Evidence from a Regional Panel by Cameron, Gavin & Muellbauer, John & Murphy, Anthony [Downloadable!]
2006 On the Equality of Real Interest Rates Across Borders in Integrated Capital Markets by Minford, Patrick & Peel, David [Downloadable!]
2006 Tenure Profiles and Efficient Separation in a Stochastic Productivity Model by Buhai, Ioan Sebastian & Teulings, Coen N [Downloadable!]
2006 Forecasting Economic Aggregates by Disaggregates by Hendry, David F & Hubrich, Kirstin [Downloadable!]
2006 Athena; a multi-sector model of the Dutch economy by CPB [Downloadable!]
2006 Tourism, environmental quality and economic growth: empirical evidence and policy implications by Manuela Pulina & Bianca Biagi [Downloadable!]
2006 Application of the ML Hausman approach to the demand of water for residential use: heterogeneity vs two-error specification by Elisabetta Strazzera [Downloadable!]
2006 Issues in Adopting DSGE Models for Use in the Policy Process by Martin Fukac & Adrian Pagan [Downloadable!]
2006 The Impact of News on Higher Moments by Eric Jondeau & Michael Rockinger [Downloadable!]
2006 An Econometric Analysis of Emission Trading Allowances by Marc S. Paoletta & Luca Taschini [Downloadable!]
2006 The Economic Value of Distributional Timing by Eric Jondeau & Michael Rockinger [Downloadable!]
2006 Multivariate Normal Mixture GARCH by Markus Haas & Stefan Mittnik & Marc S. Paolella [Downloadable!]
2006 Dynamic modeling under linear-exponential loss by Stanislav Anatolyev [Downloadable!]
2006 Searching the eBay Marketplace by Katharina Sailer [Downloadable!]
2006 Understanding Inequality Trends:Microsimulation Decomposition for Italy by Carlo V. Fiorio [Downloadable!]
2006 Estimation of demand systems based on elasticities of substitution by Germán Coloma [Downloadable!]
2006 Fluctuations and persistence in poverty: a transient-chronic decomposition model for pseudo-panel data by Rafael Perez Ribas & Ana Flávia Machado & André Braz Golgher [Downloadable!]
2006 Monetary policy before and after the euro: Evidence from Greece by Arghyrou, Michael G [Downloadable!]
2006 Current Account Imbalances and Real Exchange Rates in the Euro Area by Arghyrou, Michael G & Chortareas, Georgios [Downloadable!]
2006 The Determinants of U. S. State Economic Growth: A Less Extreme Bounds Analysis by W. Robert Reed [Downloadable!]
2006 Risk sharing, avversione al rischio e stabilizzazione delle economie regionali in Italia by Attilio Gardini & Giuseppe Cavaliere & Luca Fanelli [Downloadable!]
2006 The New Keynesian Phillips Curve and Inflation Expectations: Re-Specification and Interpretation by George S. Tavlas & P.A.V.B. Swamy [Downloadable!]
2006 Tricks With Hicks: The EASI Implicit Marshallian Demand System for Unobserved Heterogeneity and Flexible Engel Curves by Arthur Lewbel & Krishna Pendakur [Downloadable!]
2006 Pursuing financial stability under an inflation-targeting regime by Q. Farooq Akram & Gunnar Bårdsen & Kjersti-Gro Lindquist [Downloadable!]
2006 Flexible inflation targeting and financial stability: Is it enough to stabilise inflation and output? by Q. Farooq Akram & Øyvind Eitrheim [Downloadable!]
2006 Detecting Jumps in High-Frequency Financial Series Using Multipower Variation by Carla Ysusi [Downloadable!]
2006 Genetic algorithm estimation of interest rate term structure by Ricardo Gimeno & Juan M. Nave [Downloadable!]
2006 Short-Run and Long-Run Causality between Monetary Policy Variables and Stock Prices by Jean-Marie Dufour & David Tessier [Downloadable!]
2006 Term Structure of Interest Rates. European Financial Integration by Elisabet Ruiz Dotras & Hortensia Fontanals Albiol & Catalina Bolance Losilla [Downloadable!]
2006 Uncovering The Hit-List For Small Inflation Targeters: A Bayesian Structural Analysis by Timothy Kam & Kirdan Lees & Philip Liu [Downloadable!]
2006 Strategic Interaction amongst Australia’s East Coast Ports by Marcin Pracz & Rod Tyers [Downloadable!]
2006 Gains From Commitment Policy For A Small Open Economy: The Case Of New Zealand by Philip Liu [Downloadable!]
2006 Uncovering The Hit-List For Small Inflation Targeters: A Bayesian Structural Analysis by Timothy Kam & Kirdan Lees & Philip Liu [Downloadable!]
2006 Beverridge Nelson Decomposition With Markov Switching by Chin Nam Low & Heather Anderson & Ralph Snyder [Downloadable!]
2006 Monetary Policy In Illiquid Markets: Options For A Small Open Economy by Edda Claus & Mardi Dungey & Renee Fry [Downloadable!]
2006 Endogenous Contagion - A Panel Data Analysis by Dirk Baur & Renee Fry [Downloadable!]
2006 The Asymmetric Effect Of The Business Cycle On The Relation Between Stock Market Returns And Their Volatility by P.N. Smith & S. Sorensen & M.R. Wickens [Downloadable!]
2006 On determining the importance of a regressor with small and undersized samples by Peter Sandholt Jensen & Allan H. Würtz [Downloadable!]
2006 A Back-of-the-Envelope Rule to Identify Atheoretical VARs by Urzúa, Carlos M. [Downloadable!]
2006 Non-Equilibrium Economics by Katalin Martinás [Downloadable!]
2006 Trends in the Interest Rate - Investment - GDP Growth Relationship by Albu, Lucian Liviu [Downloadable!]
2006 Asymmetric Effects of Government Spending: Does the Level of Real Interest Rates Matter? by Woon Gyu Choi & Michael B. Devereux [Downloadable!]
2006 Multiple Imputation Of Missing Data In Sustainable Development Modelling by Roberto Benedetti & Rita Lima & Alessandro Pandimiglio [Downloadable!]
2006 Economic Growth and Inequality. New extensions of the Kuznets process/Crecimiento económico y desigualdad. Nuevas extensiones del proceso de Kuznets by LÓPEZ MENÉNDEZ, A. J. & ALVARGONZÁLEZ RODRÍGUEZ, M. & PÉREZ SUÁREZ, R. [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 Saturation in Autoregressive Models by Carlos Santos & David Hendry [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. [Downloadable!]
2006 The Moroccan Monetary and Financial Structure Reforms and Economic Agents´Behaviour by El Bouhadi, A. & Benali, M. [Downloadable!]
2006 Where Did the Trade Liberalization Drive Latin American Economy: A Cross Section Analysis by Rajagopal [Downloadable!]
2006 Twin Deficits Hypothesis in SEACEN Countries: A Panel Data Analysis of Relationships between Public Budget and Current Account Deficits by Lau, E. & Baharumshah, A. Z. [Downloadable!]
2006 A Structural Model For The Demand For Lease Renewals In The U.S. Leasing Industry by GÓMEZ-SORZANO Gustavo A [Downloadable!]
2006 Direct and Indirect Effects of Human Capital on World Development, 1960-2004 by GUISAN, Carmen & Neira, Isabel [Downloadable!]
2006 A trigonometric flexible consumer demand system by Toshinobu Matsuda [Downloadable!]
2006 A cointegration model for search equilibrium wage formation by Lourens Broersma & Frank A. G. den Butter & Udo Kock [Downloadable!]
2006 Stochastic efficiency measurement: The curse of theoretical consistency by Johannes Sauer & Klaus Frohberg & Henrich Hockmann [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. Devereux & Gautam Tripathi [Downloadable!]
2005 Estimation of Panel Data Models with Binary Indicators when Treatment Effects are not Constant over Time by Audrey Laporte & Frank Windmeijer [Downloadable!]
2005 Investigating Nonlinearity: A Note on the Estimation of Hamilton’s Random Field Regression Model by D. Bond & M.J. Harrision & E.J. O, Brien [Downloadable!]
2005 Investigating Nonlinearity: A Note on the Estimation of Hamilton’s Random Field Regression Model by D. Bond & M.J. Harrision & E.J. O, Brien [Downloadable!]
2005 Investigating Nonlinearity: A Note on the Estimation of Hamilton’s Random Field Regression Model by D. Bond & M.J. Harrision & E.J. 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 Usando información adicional en la estimación de la brecha producto en el Perú: una aproximación multivariada de componentes no observados by Gonzalo Llosa & Shirley Miller [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. [Downloadable!]
2005 Detection of the industrial business cycle using SETAR models by Ferrara, Laurent & Guégan, Dominique [Downloadable!]
2005 The determinants of the Harare Stock Exchange (HSE) market capitalisation by Ilmolelian, Peter [Downloadable!]
2005 Does Ramadan Have Any Effect on Food Prices: A Dual-Calendar Perspective on the Turkish Data by Yucel, Eray M. [Downloadable!]
2005 A Simple, Structural, and Empirical Model of the Antipodean Transmission Mechanism by Thomas A Lubik [Downloadable!]
2005 Reaction functions in a small open economy: What role for non-traded inflation? by Ana Maria Santacreu [Downloadable!]
2005 Modelling Security Market Events in Continuous Time: Intensity Based, Multivariate Point Process Models by Clive G. Bowsher [Downloadable!]
2005 Monetary policy and asset prices: To respond or not? by Gunnar Bårdsen & Q. Farooq Akram & Øyvind Eitrheim [Downloadable!]
2005 Congestion Pricing in an Internet Market by Jose Canals-Cerda [Downloadable!]
2005 CAPM Over the Long Run: 1926-2001 by Andrew Ang & Joseph chen [Downloadable!]
2005 An Alternative Estimation to Spurious Regression Model by Shahidur Rahman [Downloadable!]
2005 Time Series Forecasting: The Case for the Single Source of Error State Space by J Keith Ord & Ralph D Snyder & Anne B Koehler & Rob J Hyndman & Mark Leeds [Downloadable!]
2005 Rating Forecasts for Television Programs by Denny Meyer & Rob J. Hyndman [Downloadable!]
2005 Interactions in Regressions by J. Hirschberg & J. 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. Cobb-Clark & Xiaodong Gong [Downloadable!]
2005 Gender Discrimination Estimation in a Search Model with Matching and Bargaining by Luca Flabbi [Downloadable!]
2005 A New Analysis Of The Determinants Of The Real Dollar-Sterling Exchange Rate: 1871-1994 by Ivan Paya & David A. Peel [Downloadable!]
2005 Pricing-to-Market Effects in Foreign Trade Prices. Evidence from a Cointegration Approach for Germany by Sabine Stephan [Downloadable!]
2005 Heterogeneity and the nonparametric analysis of consumer choice: conditions for invertibility by Walter Beckert & Richard Blundell [Downloadable!]
2005 In Search of Non-Gaussian Components of a High-Dimensional Distribution by Gilles Blanchard & Motoaki Kawanabe & Masashi Sugiyama & Vladimir Spokoiny & Klaus-Robert Müller [Downloadable!]
2005 A two state model for noise-induced resonance in bistable systems with delay by Markus Fischer & Peter Imkeller [Downloadable!]
2005 Implied Trinomial Trees by Pavel Cizek & Karel Komorad [Downloadable!]
2005 Modelling High Frequency Financial Count Data by Quoreshi, Shahiduzzaman [Downloadable!]
2005 Bivariate Time Series Modelling of Financial Count Data by Quoreshi, Shahiduzzaman [Downloadable!]
2005 Demand and Welfare Effects in Recreational Travel Models: A Bivariate Count Data Approach by Hellström, Jörgen & Nordström, Jonas [Downloadable!]
2005 Forecast Combination and Model Averaging using Predictive Measures by Eklund, Jana & Karlsson, Sune [Downloadable!]
2005 Estimation of an Adaptive Stock Market Model with Heterogeneous Agents by Amilon, Henrik [Downloadable!]
2005 Consumption and population age structure by Erlandsen, Solveig & Nymoen, Ragnar [Downloadable!]
2005 Coordination of Limited Commercial Return by Bengtsson, Jens [Downloadable!]
2005 Determining the Number of Regimes in a Threshold Autoregressive Model Using Smooth Transition Autoregressions by Strikholm, Birgit & Teräsvirta, Timo [Downloadable!]
2005 Multivariate Autoregressive Conditional Heteroskedasticity with Smooth Transitions in Conditional Correlations by Silvennoinen, Annastiina & Teräsvirta, Timo [Downloadable!]
2005 The Analysis of Location, Co-location and Urbanisation Economics by Johansson, Börje & Forslund, Ulla [Downloadable!]
2005 Capital Structure Determinants An Empirical Study of Swedish Companies by Song, Han-Suck [Downloadable!]
2005 Tenure Profiles and Efficient Separation in a Stochastic Productivity Model by Buhai, Sebastian & Teulings, Coen [Downloadable!]
2005 Intersectoral Size Differences and Migration: Kuznets Revisited by Nejat Anbarci & Mehmet A. Ulubasoglu [Downloadable!]
2005 A latent factor model for ordinal data to measure multivariate predictive ability of financial market movements by Philippe HUBER & Olivier SCAILLET & Maria-Pia VICTORIA-FESER [Downloadable!]
2005 Robust Mean-Variance Portfolio Selection by Cédric Perret-Gentil & Maria-Pia Victoria-Feser [Downloadable!]
2005 Conditional Asset Allocation under Non-Normality: How Costly is the Mean-Variance Criterion? by Eric Jondeau & Michael Rockinger [Downloadable!]
2005 Two-step Empirical Likelihood Estimation under Stratified Sampling when Aggregate Information is Available by Joaquim J.S. Ramalho & Esmeralda A. Ramalho [Downloadable!]
2005 Productivity Differential and Competition: Can an Old Dog be Taught New Tricks? by Poltavets Ivan [Downloadable!]
2005 Yield curve prediction for the strategic investor by Carlos Bernadell & Joachim Coche & Ken Nyholm [Downloadable!]
2005 Forecasting Dutch GDP using Large Scale Factor Models by A.H.J. den Reijer [Downloadable!]
2005 Tenure Profiles and Efficient Separation in a Stochastic Productivity Model by Sebastian Buhai & Coen N. Teulings [Downloadable!]
2005 Periodic Seasonal Reg-ARFIMA-GARCH Models for Daily Electricity Spot Prices by Siem Jan Koopman & Marius Ooms & M. Angeles Carnero [Downloadable!]
2005 Improved HAR Inference by Peter C.B. Phillips & Yixiao Sun & Sainan Jin [Downloadable!]
2005 Sparse Estimators and the Oracle Property, or the Return of Hodges' Estimator by Hannes Leeb & Benedikt M. Poetscher [Downloadable!]
2005 Estimating an Earnings Function from Coarsened Data by an Interval Censored Regression Procedure by Reza Daniels & Sandrine Rospabé [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 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 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 The Japanese Economic Model (JEM) by Fujiwara, Ippei & Hara, Naoko & Hirose, Yasuo & Teranishi, Yuki [Downloadable!]
2005 Return and maturity relationships for treasury auctions: evidence from Turkey by Hakan Berument & Eray M. Yucel
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!]
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 St