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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: Socio-Economics of Innovation
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. 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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. 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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. 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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. 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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. 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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. 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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. 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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. 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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 
