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Research classified by Journal of Economic Literature (JEL) codes


Top JEL
/ C: Mathematical and Quantitative Methods
/ / C5: Econometric Modeling
/ / / C52: Model Evaluation, Validation, and Selection
This JEL code is mentioned in the follow RePEc Biblio entries:
  1. > Econometrics > Forecasting

This topic is covered by the following reading lists:
  1. SOEP based publications
  2. Socio-Economics of Innovation

Most recent items first, undated at the end.
  • 2014 A One Line Derivation of DCC: Application of a Vector Random Coefficient Moving Average Process
    by Christian M. Hafner & and Michael McAleer
  • 2014 Analysis of dependence between the random components of a stochastic production function for the purpose of technical efficiency estimation
    by Aivazian, Sergei & Afanasiev, Mikhail & Rudenko, Victoria
  • 2014 Structural labor supply models and wage exogeneity
    by Löffler, Max & Peichl, Andreas & Siegloch, Sebastian
  • 2014 China's national production function since 1997: A reinvestigation
    by Zhu, Yanyuan & Feng, Xiao
  • 2014 Testing for near I(2) trends when the signal to noise ratio is small
    by Juselius, Katarina
  • 2014 Messung des Marktrisikos mit generalisierter autoregressiver bedingter heteroskedastischer Modellierung der Volatilität: Ein Vergleich univariater und multivariater Konzepte
    by Krasnosselski, Nikolai & Cremers, Heinz & Sanddorf, Walter
  • 2014 Do media data help to predict German industrial production?
    by Kholodilin, Konstantin A. & Thomas, Tobias & Ulbricht, Dirk
  • 2014 Identification of prior information via moment-matching
    by Sacht, Stephen
  • 2014 Testing the Equality of Two Positive-Definite Matrices with Application to Information Matrix Testing
    by JIN SEO CHO & HALBERT WHITE
  • 2014 Power laws in citation distributions: Evidence from Scopus
    by Michał Brzeziński
  • 2014 Empirical modeling of the impact factor distribution
    by Michał Brzeziński
  • 2014 Precious Metals Under the Microscope: A High-Frequency Analysis
    by Caporin, Massimiliano & Ranaldo, Angelo & Velo, Gabriel G.
  • 2014 Forecast rationality tests in the presence of instabilities, with applications to Federal Reserve and survey forecasts
    by Barbara Rossi & Tatevik Sekhposyan
  • 2014 Alternative tests for correct specification of conditional predictive densities
    by Barbara Rossi & Tatevik Sekhposyan
  • 2014 A One Line Derivation of EGARCH
    by Michael McAleer & Christian M. Hafner
  • 2014 Openness to International Trade and Economic Growth : A Cross-Country Empirical Investigation
    by Bulent Ulasan
  • 2014 The Risk Return Relationship: Evidence from Index Return and Realised Variance Series
    by Minxian Yang
  • 2014 Quasi-Bayesian Model Selection
    by Atsushi Inoue & Mototsugu Shintania
  • 2014 Modelling Stock Return Volatility Dynamics in Selected African Markets
    by Daniel King and Ferdi Botha
  • 2014 Consistent Pretesting for Jumps
    by Valentina Corradi & Mervyn J. Silvapulle & Norman Swanson
  • 2014 The Predictive Performance of Fundamental Inflation Concepts: An Application to the Euro Area and the United States
    by Stephen McKnight & Alexander Mihailov & Kerry Patterson & Fabio Rumler
  • 2014 DSGE Priors for BVAR Models
    by Thomai Filippeli & Konstantinos Theodoridis
  • 2014 Has US Household Deleveraging Ended? A Model-Based Estimate of Equilibrium Debt
    by Bruno Albuquerque & Ursel Baumann & Georgi Krustev
  • 2014 Analysis of deviance in household financial portfolio choice: evidence from Spain
    by Callado Muñoz, Francisco Jose & González Chapela, Jorge & Utrero González, Natalia
  • 2014 Determinants of Tax Morale in Spain and Turkey: An Empirical Analysis
    by Bilgin, Cevat
  • 2014 Dynamic modeling of commodity futures prices
    by Karapanagiotidis, Paul
  • 2014 Sensitivity of Value at Risk estimation to NonNormality of returns and Market capitalization
    by Sinha, Pankaj & Agnihotri, Shalini
  • 2014 The seeming unreliability of rank-ordered data as a consequence of model misspecification
    by Yan, Jin & Yoo, Hong Il
  • 2014 Bayesian Averaging of Classical Estimates in Asymmetric Vector Autoregressive (AVAR) Models
    by Albis, Manuel Leonard F. & Mapa, Dennis S.
  • 2014 Forecasting Time-Varying Correlation using the Dynamic Conditional Correlation (DCC) Model
    by Mapa, Dennis S. & Paz, Nino Joseph I. & Eustaquio, John D. & Mindanao, Miguel Antonio C.
  • 2014 The Effect of Governance and Political Instability Determinants on Inflation in Iran
    by Khani Hoolari, Seyed Morteza & Abounoori, Abbas Ali & Mohammadi, Teymour
  • 2014 Particle Gibbs with Ancestor Sampling Methods for Unobserved Component Time Series Models with Heavy Tails, Serial Dependence and Structural Breaks
    by Nonejad, Nima
  • 2014 Theoretical guidelines for a partially informed forecast examiner
    by Tsyplakov, Alexander
  • 2014 Model Averaging in Predictive Regressions
    by Liu, Chu-An & Kuo, Biing-Shen
  • 2014 Buffered autoregressive models with conditional heteroscedasticity: An application to exchange rates
    by Zhu, Ke & Li, Wai Keung & Yu, Philip L.H.
  • 2014 Data-based priors for vector autoregressions with drifting coefficients
    by Korobilis, Dimitris
  • 2014 Proposed Coal Power Plants and Coal-To-Liquids Plants: Which Ones Survive and Why?
    by Dean Fantazzini & Mario Maggi
  • 2014 News and Labor Market Dynamics in the Data and in Matching Models
    by Francesco Zanetti & Konstantinos Theodoridis
  • 2014 Inflation in the Great Recession and New Keynesian Models
    by Marco Del Negro & Marc P. Giannoni & Frank Schorfheide
  • 2014 Shrinkage Estimation of High-Dimensional Factor Models with Structural Instabilities
    by Xu Cheng & Zhipeng Liao & Frank Schorfheide
  • 2014 Identification-Robust Inference for Endogeneity Parameters in Linear Structural Models
    by Firmin DOKO TCHATOKA & Jean-Marie DUFOUR
  • 2014 On The Theory and Practice of Singular Spectrum Analysis Forecasting
    by M. Atikur Rahman Khan & D.S. Poskitt
  • 2014 Issues in the Estimation of Mis-Specified Models of Fractionally Integrated Processes
    by K. Nadarajah & Gael M. Martin & D.S. Poskitt
  • 2014 Bias Reduction of Long Memory Parameter Estimators via the Pre-filtered Sieve Bootstrap
    by D.S. Poskitt & Gael M. Martin & Simone D. Grose
  • 2014 ICT and Non-ICT investments: short and long run macro dynamics
    by Fabio Bacchini & Maria Elena Bontempi & Roberto Golinelli & Cecilia Jona-Lasinio
  • 2014 Trend Estimation with Penalized Splines as Mixed Models for Series with Structural Breaks
    by Blöchl, Andreas
  • 2014 Reducing the Excess Variability of the Hodrick-Prescott Filter by Flexible Penalization
    by Bloechl, Andreas
  • 2014 Focused Information Criterion for Series Estimation in Partially Linear Models
    by Naoya Sueishi & Arihiro Yoshimura
  • 2014 Bayesian Analysis of Dynamic Factor Models: An Ex-Post Approach towards the Rotation Problem
    by Christian Aßmann & Jens Boysen-Hogrefe & Markus Pape
  • 2014 Accuracy of proposers' beliefs in an allocation-type game
    by Federica Alberti & Anna Conte & Kei Tsutsui
  • 2014 Structural Labor Supply Models and Wage Exogeneity
    by Loeffler, Max & Peichl, Andreas & Siegloch, Sebastian
  • 2014 Matching Methods in Practice: Three Examples
    by Imbens, Guido W.
  • 2014 Outperforming IMF Forecasts by the Use of Leading Indicators
    by Katja Drechsel & S. Giesen & Axel Lindner
  • 2014 Out-Of-Sample Comparisons of Overfit Models
    by Calhoun, Gray
  • 2014 The Misspecification of Expectations in New Keynesian Models: A DSGE-VAR Approach
    by Stephen Cole & Fabio Milani
  • 2014 Can Economic Uncertainty, Financial Stress and Consumer Senti-ments Predict U.S. Equity Premium?
    by Rangan Gupta & Shawkat Hammoudeh & Mampho P. Modise & Duc Khuong Nguyen
  • 2014 A wavelet-based copula approach for modeling market risk in agricultural commodity markets
    by RIADH ALOUI & MOHAMED SAFOUANE BEN AISSA & DUC KHUONG NGUYEN
  • 2014 Oil prices and MENA stock markets:New evidence from nonlinear and asymmetric causalities during and after the crisis period
    by Ahdi Noomen Ajmi & Ghassen El Montasser & Shawkat Hammoudeh & Duc Khuong Nguyen
  • 2014 Commodity Price Booms and Breaks: Detection, Magnitude and Implications for Developing Countries
    by Rodrigo Mariscal & Andrew Powell
  • 2014 Forecasting with a mismatch-enhanced labor market matching function
    by Hutter, Christian & Weber, Enzo
  • 2014 Simultaneous Confidence Corridors and Variable Selection for Generalized Additive Models
    by Shuzhuan Zheng & Rong Liu & Lijian Yang & Wolfgang Karl Härdle
  • 2014 Model Risk in Backtesting Risk Measures
    by Evers, Corinna & Rohde, Johannes
  • 2014 Data-based priors for vector autoregressions with drifting coefficients
    by Dimitris Korobilis
  • 2014 Comparing Mobile Communication Service Prices Among Providers: A Hedonic Approach
    by Schöni, Olivier & Seger, Lukas
  • 2014 Can spanned term structure factors drive stochastic yield volatility?
    by Christensen, Jens H.E. & Lopez, Jose A. & Rudebusch, Glenn D.
  • 2014 Issues in Comparing Stochastic Volatility Models Using the Deviance Information Criterion
    by Joshua C.C. Chan & Angelia L. Grant
  • 2014 Stochastic Model Specification Search for Time-Varying Parameter VARs
    by Eric Eisenstat & Joshua C.C. Chan & Rodney W. Strachan
  • 2014 Fast Computation of the Deviance Information Criterion for Latent Variable Models
    by Joshua C.C. Chan & Angelia L. Grant
  • 2014 Forecasting with Approximate Dynamic Factor Models: the Role of Non-Pervasive Shocks
    by Matteo Luciani
  • 2014 Default Predictors in Credit Scoring - Evidence from France’s Retail Banking Institution
    by Ha-Thu Nguyen
  • 2014 Do Media Data Help to Predict German Industrial Production?
    by Konstantin A. Kholodilin & Tobias Thomas & Dirk Ulbricht
  • 2014 Unconventional Monetary Policy and Money Demand
    by Christian Dreger & Jürgen Wolters
  • 2014 The Effects of Family Policy on Mothers' Labor Supply: Combining Evidence from a Structural Model and a Natural Experiment
    by Johannes Geyer & Peter Haan & Katharina Wrohlich
  • 2014 Structural Labor Supply Models and Wage Exogeneity
    by Max Löffler & Andreas Peichl & Sebastian Siegloch
  • 2014 The Effects of Family Policy on Mothers' Labor Supply: Combining Evidence from a Structural Model and a Natural Experiment
    by Johannes Geyer & Peter Haan & Katharina Wrohlich
  • 2014 Score Driven Exponentially Weighted Moving Average and Value-at-Risk Forecasting
    by André Lucas & and Xin Zhang
  • 2014 A One Line Derivation of DCC: Application of a Vector Random Coefficient Moving Average Process
    by Christian M. Hafner & and Michael McAleer
  • 2014 A One Line Derivation of EGARCH
    by Michael McAleer & Christian M. Hafner
  • 2014 Testing for Parameter Instability in Competing Modeling Frameworks
    by Francesco Calvori & Drew Creal & Siem Jan Koopman & Andre Lucas
  • 2014 On The Long-Term Macroeconomic Effects Of Social Security Spending:Evidence For 12 Eu Countries
    by Alfredo Marvão Pereira & Jorge M. Andraz
  • 2014 Specification Tests for Nonlinear Dynamic Models
    by Igor Kheifets
  • 2014 Joint Confidence Sets for Structural Impulse Responses
    by Inoue, Atsushi & Kilian, Lutz
  • 2014 Time variation in the dynamic effects of unanticipated changes in tax policy
    by Joris de Wind
  • 2014 Reduced-rank time-varying vector autoregressions
    by Joris de Wind & Luca Gambetti
  • 2014 Pronósticos para una economía menos volátil: El caso colombiano
    by Santiago Cajiao Raigosa & Luis Fernando Melo Velandia & Daniel Parra Amado
  • 2014 Banking Fragility in Colombia: An Empirical Analysis Based on Balance Sheets
    by Ignacio Lozano & Alexander Guarín
  • 2014 Uso de la Metodología Wavelets para la Validación de la Regla de la Raíz del Tiempo y su Aplicación al Riesgo de Mercado
    by Javier Eliecer Pirateque Niño
  • 2014 Identification-robust inference for endogeneity parameters in linear structural models
    by Firmin Doko Tchatoka & Jean-Marie Dufour
  • 2014 Point and Density Forecasts for the Euro Area Using Bayesian VARs
    by Tim Oliver Berg & Steffen Henzel
  • 2014 A One Line Derivation of DCC: Application of a Vector Random Coefficient Moving Average Process
    by Christian M. Hafner & Michael McAleer
  • 2014 A One Line Derivation of EGARCH
    by Michael McAleer & Christian M. Hafner
  • 2014 ICT and Non-ICT investments: short and long run macro dynamics
    by F. Bacchini & M. E. Bontempi & R. Golinelli & C. Jona Lasinio
  • 2014 News and labour market dynamics in the data and in matching models
    by Theodoridis, Konstantinos & Zanetti, Francesco
  • 2014 Forecasting recessions in real time
    by Knut Are Aastveit & Anne Sofie Jore & Francesco Ravazzolo
  • 2014 Tests to Disentangle Breaks in Intercept from Slope in Linear Regression Models with Application to Management Performance in the Mutual Fund Industry
    by Jose Olmo & William Pouliot
  • 2014 Forecast Rationality Tests in the Presence of Instabilities, With Applications to Federal Reserve and Survey Forecasts
    by Barbara Rossi & Tatevik Sekhposyany
  • 2014 Alternative Tests for Correct Specification of Conditional Predictive Densities
    by Barbara Rossi & Tatevik Sekhposyan
  • 2014 Specification Analysis of International Treasury Yield Curve Factors
    by Pegoraro, F. & Siegel, A. F. & Tiozzo Pezzoli, L.
  • 2014 International Yield Curves and Principal Components Selection Techniques: An Empirical Assessment
    by Pegoraro, F. & Siegel, A. F. & Tiozzo Pezzoli, L.
  • 2014 New estimate of the MIBA forecasting model. Modeling first-release GDP using the Banque de France's Monthly Business Survey and the “blocking” approach
    by Mogliani, M. & Brunhes-Lesage, V. & Darné, O. & Pluyaud, B.
  • 2014 Putting Structure on the RD Design: Social Transfers and Youth Inactivity in France
    by Olivier Bargain & Karina Doorley
  • 2014 An update on emu sovereign yield spread drivers in times of crisis: a panel data analysis
    by Marta Gómez-Puig & Simón Sosvilla-Rivero & María del Carmen Ramos-Herrera
  • 2014 Causality and Contagion in EMU Sovereign Debt Markets
    by Marta Gómez-Puig & Simón Sosvilla-Rivero
  • 2014 Trend Mis-specifications and Estimated Policy Implications in DSGE Models
    by Varang Wiriyawit
  • 2014 Testing Constancy of the Error Covariance Matrix in Vector Models against Parametric Alternatives using a Spectral Decomposition
    by Yukai Yang
  • 2014 The Growth of Cities
    by Duranton, Gilles & Puga, Diego
  • 2014 Testing for near I(2) trends when the signal-to-noise ratio is small
    by Juselius, Katarina
  • 2014 Análisis de la volatilidad del índice principal del mercado bursátil mexicano, del índice de riesgo país y de la mezcla mexicana de exportación mediante un modelo GARCH trivariado asimétrico || Volatility Analysis of the Core Mexican Stock Market Index, the Country Risk Index, and the Mexican Oil Basket Using an Asymmetric Trivariate GARCH Model
    by Villalba Padilla, Fátima Irina & Flores-Ortega, Miguel
  • 2014 Növelhető-e a csőd-előrejelző modellek előre jelző képessége az új klasszifikációs módszerek nélkül?
    by Nyitrai, Tamás
  • 2014 The Long Run Relationship between Government Revenue and Expenditure in Iran: A Co integration Analysis in the Presence of Structural Breaks
    by Mohsen Mehrara & Abbas Ali Rezaei
  • 2014 Factor-based prediction of industry-wide bank stress
    by Grover, Sean P. & McCracken, Michael W.
  • 2014 Grouping Stock Markets with Time-Varying Copula-GARCH Model
    by Anna CZAPKIEWICZ & Pawel MAJDOSZ
  • 2014 Determinants of tax morale in Spain and Turkey: an empirical analysis
    by Cevat Bilgin
  • 2014 Why does skewness and the fat-tail effect influence value-at-risk estimates? Evidence from alternative capital markets
    by Su, Jung-Bin & Lee, Ming-Chih & Chiu, Chien-Liang
  • 2014 Performance evaluation of optimized portfolio insurance strategies
    by Zieling, Daniel & Mahayni, Antje & Balder, Sven
  • 2014 How important is the credit channel? An empirical study of the US banking crisis
    by Liu, Chunping & Minford, Patrick
  • 2014 Are hazard models superior to traditional bankruptcy prediction approaches? A comprehensive test
    by Bauer, Julian & Agarwal, Vineet
  • 2014 Exchange rates and fundamentals: Co-movement, long-run relationships and short-run dynamics
    by Bekiros, Stelios D.
  • 2014 CDOs and the financial crisis: Credit ratings and fair premia
    by Wojtowicz, Marcin
  • 2014 Trade intensity and purchasing power parity
    by Cho, Dooyeon & Doblas-Madrid, Antonio
  • 2014 Contagion, decoupling and the spillover effects of the US financial crisis: Evidence from the BRIC markets
    by Bekiros, Stelios D.
  • 2014 Modelling changes in the unconditional variance of long stock return series
    by Amado, Cristina & Teräsvirta, Timo
  • 2014 A predictability test for a small number of nested models
    by Granziera, Eleonora & Hubrich, Kirstin & Moon, Hyungsik Roger
  • 2014 A score-test on measurement errors in rating transition times
    by Voß, Sebastian & Weißbach, Rafael
  • 2014 A fast resample method for parametric and semiparametric models
    by Armstrong, Timothy B. & Bertanha, Marinho & Hong, Han
  • 2014 Multivariate rotated ARCH models
    by Noureldin, Diaa & Shephard, Neil & Sheppard, Kevin
  • 2014 An asymptotic analysis of likelihood-based diffusion model selection using high frequency data
    by Choi, Hwan-sik & Jeong, Minsoo & Park, Joon Y.
  • 2014 Specification analysis of linear quantile models
    by Escanciano, J.C. & Goh, S.C.
  • 2014 Model equivalence tests in a parametric framework
    by Lavergne, Pascal
  • 2014 Forecasting financial and macroeconomic variables using data reduction methods: New empirical evidence
    by Kim, Hyun Hak & Swanson, Norman R.
  • 2014 Volatility activity: Specification and estimation
    by Todorov, Viktor & Tauchen, George & Grynkiv, Iaryna
  • 2014 Time-varying sparsity in dynamic regression models
    by Kalli, Maria & Griffin, Jim E.
  • 2014 Bayesian endogeneity bias modeling
    by Montes-Rojas, Gabriel & Galvao, Antonio F.
  • 2014 Measuring the impact of nuclear accidents on energy policy
    by Csereklyei, Zsuzsanna
  • 2014 Can gold hedge and preserve value when the US dollar depreciates?
    by Reboredo, Juan C. & Rivera-Castro, Miguel A.
  • 2014 Multifactor consumption based asset pricing models using the US stock market as a reference: Evidence from a panel of developed economies
    by Hunter, John & Wu, Feng
  • 2014 Time-consistent investment policies in Markovian markets: A case of mean–variance analysis
    by Chen, Zhiping & Li, Gang & Zhao, Yonggan
  • 2014 Extracting market information from equity options with exponential Lévy processes
    by Fabozzi, Frank J. & Leccadito, Arturo & Tunaru, Radu S.
  • 2014 A structural econometric analysis of the informal sector heterogeneity
    by Nguimkeu, Pierre
  • 2014 Were Oil Price Markets the Source of Credit Crisis in European Countries? Evidence Using a VAR-MGARCH-DCC Model
    by Nadhem Selmi & Nejib Hachicha
  • 2014 How Useful are the Various Volatility Estimators for Improving GARCH-based Volatility Forecasts? Evidence from the Nasdaq-100 Stock Index
    by Jying-Nan Wang & Yuan-Teng Hsu & Hung-Chun Liu
  • 2014 The Impact Of The Main Macroeconomic Indicators On The Final Consumption Of The Population
    by Consuela Necșulescu & Luminița Șerbănescu
  • 2014 Der Blick in die Glaskugel wird schärfer: Eine Evaluation der Treffsicherheit der ifo Dresden Konjunkturprognosen
    by Robert Lehmann & Michael Weber
  • 2014 Use and Limitations of the Reserve Requirement Policy in Montenegro
    by Velibor Milošević
  • 2014 Relations between Volatility and Returns of Exchange Traded Funds of Emerging Markets and of USA
    by Prakash L. Dheeriya & Fahimeh Rezayat & Burhan F. Yavas
  • 2014 Revisiting the nexus between financial development, FDI, and growth: New evidence from second generation econometric procedures in the Turkish context
    by Hasan Güngör & Salih Turan Katircioglu & Mehmet Mercan
  • 2014 Assessing the Impact of the National Cultural Framework on Responsible Corporate Behaviour towards Consumers: an Application of Geert Hofstede`s Cultural Model
    by Cristina Ganescu & Andreea Gangone & Mihaela Asandei
  • 2014(XXIV) An Extension Of The Methodology Of Using The Student Test In Case Of A Linear Regression With Three Explanatory Variables
    by Florin-Marius PAVELESCU
  • 2013 Identifying a financial conditions index for South Africa
    by Kirsten Thompson & Renee van Eyden & Rangan Gupta
  • 2013 The out-of-sample forecasting performance of non-linear models of real exchange rate behaviour: The case of the South African Rand
    by Goodness C. Aye & Mehmet Balcilar & Adel Bosch & Rangan Gupta & Francois Stofberg
  • 2013 The Determinants of Long-Run Economic Growth: A Conceptually and Computationally Simple Approach
    by Jaroslava Hlouskova & Martin Wagner
  • 2013 The Spread of Mafia in Northern Italy: The Role of Public Infrastructure
    by Lavinia Piemontese
  • 2013 Is There a “Biodiversity Kuznets Curve” for the Main OECD Countries?
    by Roberta De Santis
  • 2013 Macroeconomic Reform and Technical Efficiency in Australian - Riforme macroeconomiche ed efficienza tecnica nell’industria manifatturiera australiana – un’analisi stocastica della frontiera di produzione
    by Karunaratne, Neil Dias
  • 2013 GARCH modellerinin performanslarının değerlendirilmesinde riske maruz değer (value-at-risk, VaR) yöntemi: İMKB100, Mali, Sınai ve Hizmet endeksleri üzerine bir uygulama
    by Önder BÜBERKÖKÜ
  • 2013 An Application of the Cusp Catastrophe Theory to the Istanbul Stock Exchange Crash of 2008
    by Hülya TÜTEK & Ünal SEVEN
  • 2013 Steady-state labor supply elasticities: A survey
    by Bargain, Olivier & Peichl, Andreas
  • 2013 Do German exporters PTM? Searching for right answers in sugar confectionery exports
    by Fedoseeva, Svetlana
  • 2013 Identification and Estimation of Intra-Firm and Industry Competition via Ownership Change
    by Michel, Christian
  • 2013 Coherent Price Systems and Uncertainty-Neutral Valuation
    by Beißner, Patrick
  • 2013 Competitive Moment Matching of a New-Keynesian and an Old-Keynesian Model
    by Franke, Reiner
  • 2013 Validating Structural Labor Supply Models
    by Löffler, Max & Peichl, Andreas & Siegloch, Sebastian
  • 2013 Point and Density Forecasts for the Euro Area Using Many Predictors: Are Large BVARs Really Superior?
    by Berg, Tim Oliver & Henzel, Steffen
  • 2013 Moment Matching versus Bayesian Estimation: Backward-Looking Behaviour in a New-Keynesian Baseline Model
    by Sacht, Stephen & Franke, Reiner & Jang, Tae-Seok
  • 2013 Inflation Uncertainty, Output Growth Uncertainty and Macroeconomic Performance: Comparing Alternative Exchange Rate Regimes in Eastern Europe
    by Khan, Muhammad & Kebewar, Mazen & Nenovsky, Nikolay
  • 2013 Testing for optimal monetary policy via moment inequalities
    by Laura Coroneo & Valentina Corradi & Paulo Santos Monteiro
  • 2013 Revisiting the relationship between spot and futures prices in the Nord Pool electricity market
    by Rafal Weron & Michal Zator
  • 2013 Money demand and the role of monetary indicators in forecasting euro area inflation
    by Christian Dreger & Jürgen Wolters
  • 2013 Model uncertainty in matrix exponential spatial growth regression models
    by Manfred M. Fischer & Philipp Piribauer
  • 2013 Measuring the Impacts of Nuclear Accidents on Energy Policy
    by Zsuzsanna Csereklyei
  • 2013 Forecasting GDP at the regional level with many predictors
    by Robert Lehmann & Klaus Wohlrabe
  • 2013 Spatial Econometric Modelling Of Massive Datasets: The Contribution Of Data Mining
    by MYRIAM TABASSO & GIUSEPPE ARBIA
  • 2013 “Determining the Number of Regimes in Markov-Switching VAR and VMA Models”
    by Maddalena Cavicchioli
  • 2013 Stylized Facts and Dynamic Modeling of High-frequency Data on Precious Metals
    by Caporin, Massimiliano & Ranaldo, Angelo & Velo, Gabriel G.
  • 2013 Are classical option pricing models consistent with observed option second-order moments? Evidence from high-frequency data
    by Audrino, Francesco & Fengler, Matthias
  • 2013 Nets: Network estimation for time series
    by Matteo Barigozzi & Christian T. Brownlees
  • 2013 Evaluating predictive densities of U.S. output growth and inflation in a large macroeconomic data set
    by Barbara Rossi & Tatevik Sekhposyan
  • 2013 Conditional predictive density evaluation in the presence of instabilities
    by Barbara Rossi & Tatevik Sekhposyan
  • 2013 Model Equivalence Tests in a Parametric Framework
    by Lavergne, Pascal
  • 2013 On the Impact of the Global Financial Crisis on the Euro Area
    by He, Xiaoli & Jacobs, Jan P.A.M. & Kuper, Gerard H. & Ligthart, Jenny E.
  • 2013 On bootstrap validity for specification tests with weak instruments
    by Doko Tchatoka, Firmin
  • 2013 Validation and Functional Complexity
    by Robert E. Marks
  • 2013 On Habit and the Socially Efficient Level of Consumption and Work Effort
    by Paul Levine & Peter McAdam & Peter Welz
  • 2013 Accounting for asymmetric price responses and underlying energy demand trends in OECD industrial energy demand
    by Olutomi I Adeyemi & Lester C. Hunt
  • 2013 A new index of financial conditions
    by Gary Koop & Dimitris Korobilis
  • 2013 Using VARs and TVP-VARs with Many Macroeconomic Variables
    by Gary Koop
  • 2013 Model Switching and Model Averaging in Time-Varying Parameter Regression Models
    by Miguel Belmonte & Gary Koop
  • 2013 Self-reinforcing effects between housing prices and credit: an extended version
    by André K. Anundsen & Eilev S. Jansen
  • 2013 Returns to public R&D grants and subsidies
    by Ådne Cappelen & Arvid Raknerud & Marina Rybalka
  • 2013 The importance of the distribution sector for exchange rate pass-through in a small open economy. A large scale macroeconometric modelling approach
    by Pål Boug & Ådne Cappelen & Torbjørn Eika
  • 2013 Combining disaggregate forecasts for inflation: The SNB's ARIMA model
    by Marco Huwiler & Daniel Kaufmann
  • 2013 Model Selection Tests for Conditional Moment Inequality Models
    by Yu-Chin Hsu & Xiaoxia Shi
  • 2013 A Generalized Stepwise Procedure with Improved Power for Multiple Inequalities Testing
    by Yu-Chin Hsu & Chung-Ming Kuan & Meng-Feng Yen
  • 2013 A Generalized Stepwise Procedure with Improved Power for Multiple Inequalities Testing
    by Yu-Chin Hsu & Chung-Ming Kuan & Meng-Feng Yen
  • 2013 A Comparison Of The Forecasting Performances Of Multivariate Volatility Models
    by Vincenzo Candila
  • 2013 Time-Varying Parameter in the Almost Ideal Demand System and the Rotterdam Model: Will the Best Specification Please Stand Up?
    by William A. Barnett and Isaac Kalonda-Kanyama
  • 2013 Prediction and Simulation Using Simple Models Characterized by Nonstationarity and Seasonality
    by Norman Swanson & Richard Urbach
  • 2013 Generalizing smooth transition autoregressions
    by Emilio Zanetti Chini
  • 2013 Generalised Linear Spectral Models
    by Tommaso Proietti & Alessandra Luati
  • 2013 Factorii modelatori ai valorilor calculate ale Testului Student in cazul unei regresii liniare cu trei variabile explicative
    by Pavelescu, Florin Marius
  • 2013 Are Turbulences of Sargent and Ljungqvist consistent with lower Aggregate Volatility?
    by Batyra, Anna
  • 2013 Is There Really Granger Causality Between Energy Use and Output?
    by Bruns, Stephan B. & Gross, Christian & Stern, David I.
  • 2013 What if Energy Time Series are not Independent? Implications for Energy-GDP Causality Analysis
    by Bruns, Stephan B. & Gross, Christian
  • 2013 Geography, Productivity and Trade: Does Selection Explain Why Some Locations Are More Productive than Others?
    by Antonio Accetturo & Valter Di Giacinto & Giacinto Micucci & Marcello Pagnini
  • 2013 Decoupling and the Spillover Effects of the US Financial Crisis: Evidence from the BRIC Markets
    by Stelios D. Bekiros
  • 2013 Grado de inversión y flujos de inversión directa extranjera a economías emergentes
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    by Paulo Júlio & Pedro M. Esperança
  • 2012 Evaluating Macroeconomic Forecasts:A Concise Review of Some Recent Developments
    by Philip Hans Franses & Michael McAleer & Rianne Legerstee
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    by Evren Caglar & Jagjit S. Chadha & Katsuyuki Shibayama
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  • 2012 Comparing Labor Supply Elasticities in Europe and the US: New Results
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    by Katja Landau & Stephan Klasen & Walter Zucchini
  • 2012 Evidence on Features of a DSGE Business Cycle Model from Bayesian Model Averaging
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  • 2012 Testing macroeconomic models by indirect inference on unfiltered data
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  • 2012 Testing DSGE models by Indirect inference and other methods: some Monte Carlo experiments
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  • 2012 Prior Selection for Vector Autoregressions
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  • 2012 Model Adequacy Checks for Discrete Choice Dynamic Models
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  • 2012 Ranking of VaR and ES Models: Performance in Developed and Emerging Markets
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  • 2012 Testing DSGE models by Indirect inference and other methods: some Monte Carlo experiments
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  • 2012 What causes banking crises? An empirical investigation
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  • 2012 When Credit Bites Back: Leverage, Business Cycles and Crises
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    by Valter Di Giacinto & Matteo Gomellini & Giacinto Micucci & Marcello Pagnini
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    by Becker, Ralf & Osborn, Denise R. & Yildirim, Dilem
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    by Brunhes-Lesage, Véronique & Darné, Olivier
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    by Ourir, Awatef & Snoussi, Wafa
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    by Gupta, Rangan & Modise, Mampho P.
  • 2012 Structural sign patterns and reduced form restrictions
    by Buck, Andrew J. & Lady, George M.
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    by Argov, Eyal
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    by Heilemann, Ullrich & Findeis, Hagen
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    by Rondina, Francesca
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    by Karaivanov, Alexander
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    by Issa ALI & Reetu VERMA
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    by Pavel Herber & Daniel Němec
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    by Castaño Velez, Elkin Argemiro & Sierra Almanza, Jorge
  • 2012 The extensive margin, sectoral shares, and international business cycles
    by Michael B. Devereux & Viktoria Hnatkovska
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    by Giovanni Cerulli & Bianca Potì
  • 2012 Une évaluation économique du risque de modèle pour les investisseurs de long terme
    by Christophe Boucher & Benjamin Hamidi & Patrick Kouontchou & Bertrand Maillet
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    by Jean-Bernard Chatelain & Kirsten Ralf
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    by STEFAN Raluca-Mariana & SERBAN Mariuta
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    by Stojanović Žaklina & Dragutinović-Mitrović Radmila
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    by Martina Lučkaničová & Ivana Ondrušeková & Marcel Rešovský
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    by Guido Russi
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    by Nadia STOIAN & Mariana BALAN
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    by Tamás Kristóf & Miklós Virág
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    by Matevž Rasković & Barbara Mörec
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    by Ali Acaravci & Ilhan Ozturk
  • 2011 Forecasting Key Macroeconomic Variables of the South African Economy Using Bayesian Variable Selection
    by Mirriam Chitalu Chama-Chiliba & Rangan Gupta & Nonophile Nkambule & Naomi Tlotlego
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    by Rangan Gupta & Mampho P. Modise
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    by Chevallier, Julien
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    by Maria PASCU-NEDELCU
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    by Dehnad, Kosrow
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    by Karathanassis, G.A. & Sogiakas, V.I.
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    by Mehrhoff, Jens & Eiglsperger, Martin & Haine, Wim
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    by Hewicker, Harald & Cremers, Heinz
  • 2011 Money and inflation in the euro area during the financial crisis
    by Dreger, Christian & Wolters, Jürgen
  • 2011 Moment matching versus Bayesian estimation: Backward-looking behaviour in the new-Keynesian three-equations model
    by Franke, Reiner & Jang, Tae-Seok & Sacht, Stephen
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    by Förstemann, Till
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    by Knüppel, Malte
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    by Li Donni, P; & Peragine, V; & Pignataro G;
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    by Mateusz Mysliwski
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    by Paweł Strawiński
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    by David E. Giles
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    by Andrea Vaona
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    by Audrino, Francesco
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    by Evren Caglar & Jagjit S. Chadha & Katsuyuki Shibayama
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    by Massimiliano Caporin & Michael McAleer
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    by Philip Hans Franses & Michael McAleer & Rianne Legerstee:
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    by Andersson, Henrik & Hammitt, James & Lindberg, Gunnar & Sundström, Kristian
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    by Marco Bee & Massimo Riccaboni & Stefano Schiavo
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    by Andrew J. Buck & George M. Lady
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    by Andrew J. Buck & George M. Lady
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    by Mahir Binici & Yin-Wong Cheung
  • 2011 Exchange Rate Equations Based on Interest Rate Rules : In-Sample and Out-of-Sample Performance (Faiz Kurallarina Dayali Doviz Kuru Denklemleri : Orneklem Ici ve Disi Performans)
    by Mahir Binici & Yin-Wong Cheung
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    by Miguel Belmonte & Gary Koop & Dimitris Korobilis
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    by Markus Jochmann & Gary Koop
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    by Pål Boug & Ådne Cappelen & Anders R. Swensen
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    by Alireza Abbasi & Jorn Altmann & Liaquat Hossain
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    by Tobias Kitlinski & Torsten Schmidt
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    by Fossati, Sebastian
  • 2011 The Hodrick-Prescott (HP) Filter as a Bayesian Regression Model
    by Wolfgang Polasek
  • 2011 The Extended Hodrick-Prescott (HP) Filter for Spatial Regression Smoothing
    by Wolfgang Polasek
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    by Markus Jochmann & Gary Koop
  • 2011 Hierarchical Shrinkage in Time-Varying Parameter Models
    by Miguel A. G. Belmonte & Gary Koop & Dimitris Korobilis
  • 2011 MCMC Estimation of Extended Hodrick-Prescott (HP) Filtering Models
    by Wolfgang Polasek
  • 2011 Hierarchical Shrinkage Priors for Dynamic Regressions with Many Predictors
    by Dimitris Korobilis
  • 2011 Financial Crises and Monetary Policy: Evidence from the UK
    by Christopher Martin & Costas Milas
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    by Gunnar Bardsen & Stan Hurn & Zoe McHugh
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    by Paulo M.M. Rodrigues & Nazarii Salish
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    by Luis F. Martins
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    by Kasai Ndahiriwe & Ruthira Naraidoo
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    by Bilgili, Faik
  • 2011 The NNP and Sustainability in Open Economy: Highlights on Recent World Economy and on Open Economy of Bangladesh
    by Mohajan, Haradhan
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    by Rumyantsev, Mikhail I.
  • 2011 The Link between Output Growth and Output Volatility in Five Crisis-Affected Asian Countries
    by Jiranyakul, Komain
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    by Mutu, Simona & Breşfelean, Vasile Paul & Göndör, Mihaela
  • 2011 Optimal pricing policy of continental transit route: a study of Kolkata-Agartala transit route
    by Sen, S. K. & Mukhopadhyay, I & Gupta, S
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    by Doko Tchatoka, Firmin
  • 2011 A Game Theoretic Analysis of a Regional Approach toward the Sustainability of Kolkata-Agartala Transit Route
    by Sen, S. K. & Mukhopadhyay, I & Gupta, S
  • 2011 A selection analysis on education returns in China
    by Kang, Lili & Peng, Fei
  • 2011 Selection and institutional shareholder activism in Chinese acquisitions
    by Peng, Fei & Kang, Lili & Jiang, Jun
  • 2011 ¿Cuál matriz de pesos espaciales?. Un enfoque sobre selección de modelos
    by Herrera Gómez, Marcos & Mur Lacambra, Jesús & Ruiz Marín, Manuel
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    by Escobari, Diego
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    by Guzman, Giselle C.
  • 2011 Minimum Wage Legislation and Economic Growth: Channels and Effects
    by Mo, Pak Hung
  • 2011 Empirical policy functions as benchmarks for evaluation of dynamic capital structure models
    by Bazdresch, Santiago
  • 2011 Principal Components and Factor Analysis. A Comparative Study
    by Travaglini, Guido
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    by Jingwa A, Brian
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    by Halkos, George & Jones, Nikoleta
  • 2011 Globalisation effect on inflation in the great moderation era: new evidence from G10 countries
    by Qin, Duo & He, Xinhua
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    by Janczura, Joanna & Weron, Rafal
  • 2011 Does the Box-Cox transformation help in forecasting macroeconomic time series?
    by Tommaso, Proietti & Helmut, Luetkepohl
  • 2011 Application of various count models: Sahiwal demand from Naivasha
    by Mailu, Stephen & Lukibisi, Barasa & Waithaka, Michael
  • 2011 Distributional results for thresholding estimators in high-dimensional Gaussian regression models
    by Pötscher, Benedikt M. & Schneider, Ulrike
  • 2011 Hierarchical shrinkage in time-varying parameter models
    by Miguel, Belmonte & Gary, Koop & Dimitris, Korobilis
  • 2011 Evaluating density forecasts: a comment
    by Tsyplakov, Alexander
  • 2011 Pengertian dari dan untuk ketakmengertian: Social Complexity sebagai cara pandang baru dalam memahami fenomena sosial
    by Situngkir, Hokky
  • 2011 Hierarchical shrinkage priors for dynamic regressions with many predictors
    by Korobilis, Dimitris
  • 2011 Estimating Inflation-at-Risk (IaR) using Extreme Value Theory (EVT)
    by Santos, Edward P. & Mapa, Dennis S. & Glindro, Eloisa T.
  • 2011 Stock index returns’ density prediction using GARCH models: Frequentist or Bayesian estimation?
    by Ardia, David & Lennart, Hoogerheide & Nienke, Corré
  • 2011 Rövid távú előrejelző modell Magyarországra
    by András Balatoni & Tamás Mellár
  • 2011 Dynamic Conditional Correlation: On properties and estimation
    by Gian Piero Aielli
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    by Gian Piero Aielli & Massimiliano Caporin
  • 2011 Modeling and forecasting realized range volatility
    by Massimiliano Caporin & Gabriel G. Velo
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    by Janine Aron & John Muellbauer
  • 2011 On Not Evaluating Economic Models by Forecast Outcomes
    by Jennifer Castle & David Hendry
  • 2011 Multivariate High-Frequency-Based Volatility (HEAVY) Models
    by Diaa Noureldin & Neil Shephard & Kevin Sheppard
  • 2011 Evaluating density forecasts: model combination strategies versus the RBNZ
    by Chris McDonald & Leif Anders Thorsrud
  • 2011 Multivariate High-Frequency-Based Volatility (HEAVY) Models
    by Diaa Noureldin & Neil Shephard & Kevin Sheppard
  • 2011 Conditional Correlation Models of Autoregressive Conditional Heteroskedasticity with Nonstationary GARCH Equations
    by Cristina Amado & Timo Teräsvirta
  • 2011 Modelling Volatility by Variance Decomposition
    by Cristina Amado & Timo Teräsvirta
  • 2011 When Credit Bites Back: Leverage, Business Cycles, and Crises
    by Òscar Jordà & Moritz HP. Schularick & Alan M. Taylor
  • 2011 "Healthy, Wealthy and Wise?" Revisited: An Analysis of the Causal Pathways from Socio-economic Status to Health
    by Till Stowasser & Florian Heiss & Daniel McFadden & Joachim Winter
  • 2011 The Empirical Content of Models with Multiple Equilibria in Economies with Social Interactions
    by Alberto Bisin & Andrea Moro & Giorgio Topa
  • 2011 Determinants of Foreign Direct Investment
    by Bruce A. Blonigen & Jeremy Piger
  • 2011 Window Length Selection and Signal-Noise Separation and Reconstruction in Singular Spectrum Analysis
    by Md Atikur Rahman Khan & D.S. Poskitt
  • 2011 Moment Tests for Window Length Selection in Singular Spectrum Analysis of Short- and Long-Memory Processes
    by Md Atikur Rahman Khan & D.S. Poskitt
  • 2011 Active labour market policies in Denmark: A comparative analysis of post-program effects
    by Guillaume Blache
  • 2011 Sensitivity Analysis of Composite Indicators through Mixed Model Anova
    by Cristina Davino, Rosaria Romano
  • 2011 Heuristic model selection for leading indicators in Russia and Germany
    by Ivan Savin & Peter Winker
  • 2011 The Environmental Kuznets Curve: Tipping Points, Uncertainty and Weak Identification
    by Jean-Thomas Bernard & Michael Gavin & Lynda Khalaf & Marcel Voia
  • 2011 Effective Demand in the Recent Evolution of the US Economy
    by Julio Lopez-Gallardo & Luis Reyes-Ortiz
  • 2011 Estimating Noncooperative and Cooperative Models of Bargaining: An Empirical Comparison
    by Masanori Mitsutsune & Takanori Adachi
  • 2011 Ranking Multivariate GARCH Models by Problem Dimension:An Empirical Evaluation
    by Michael McAleer & Massimiliano Caporin
  • 2011 Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments
    by Philip Hans Franses & Michael McAleer & Rianne Legerstee
  • 2011 A Flexible Test for Present Bias and Time Preferences Using Land-Lease Contracts
    by Gautier, Pieter & van Vuuren, Aico
  • 2011 A Flexible Test for Present Bias and Time Preferences Using Land-Lease Contracts
    by Gautier, Pieter & van Vuuren, Aico
  • 2011 Labor Supply Elasticities in Europe and the US
    by Bargain, Olivier & Orsini, Kristian & Peichl, Andreas
  • 2011 Labor Supply Elasticities in Europe and the US
    by Bargain, Olivier & Orsini, Kristian & Peichl, Andreas
  • 2011 Economies of Scale in the Tunisian Industries
    by Heshmati, Almas & Haouas, Ilham
  • 2011 Economies of Scale in the Tunisian Industries
    by Heshmati, Almas & Haouas, Ilham
  • 2011 Turning 18: What a Difference Application of Adult Criminal Law Makes
    by Entorf, Horst
  • 2011 Turning 18: What a Difference Application of Adult Criminal Law Makes
    by Entorf, Horst
  • 2011 Extended Beta Regression in R: Shaken, Stirred, Mixed, and Partitioned
    by Bettina Grün & Ioannis Kosmidis & Achim Zeileis
  • 2011 Flexible Rasch Mixture Models with Package psychomix
    by Hannah Frick & Carolin Strobl & Friedrich Leisch & Achim Zeileis
  • 2011 Structural Breaks in Inflation Dynamics within the European Monetary Union
    by Thomas Windberger & Achim Zeileis
  • 2011 Generalized Measurement Invariance Tests with Application to Factor Analysis
    by Edgar C. Merkle & Achim Zeileis
  • 2011 A new method for detecting differential item functioning in the Rasch model
    by Carolin Strobl & Julia Kopf & Achim Zeileis
  • 2011 Pricing Nikkei 225 Options Using Realized Volatility
    by Masato Ubukata & Toshiaki Watanabe
  • 2011 Catching up in total factor productivity through the business cycle: Evidence from Spanish manufacturing firms
    by Álvaro Escribano & Rodolfo Stucchi
  • 2011 Automated model selection in finance: General-to-speci c modelling of the mean and volatility speci cations
    by Alvaro Escribano & Genaro Sucarrat
  • 2011 The Hodrick-Prescott (HP) Filter as a Bayesian Regression Model
    by Polasek, Wolfgang
  • 2011 On the Usefulness of the Diebold-Mariano Test in the Selection of Prediction Models
    by Costantini, Mauro & Kunst, Robert M.
  • 2011 The Extended Hodrick-Prescott (HP) Filter for Spatial Regression Smoothing
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    by Nuno Boavida
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    by Toshiaki Watanabe
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    by Mahir Binici & Yin-Wong Cheung
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    by K. Anundsen, André & S. Jansen, Eilev
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    by Doppelhofer, Gernot & Weeks, Melvyn
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    by Dierk Herzer
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    by Jim Malley & Ulrich Woitek
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    by Xiaoshan Chen & Ronald MacDonald
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    by Christian T. Brownlees & Fabrizio Cipollini & Giampiero M. Gallo
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    by Caporin, M. & McAleer, M.J.
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    by George Tauchen
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    by Viktor Todorov & George Tauchen
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    by Barbara Rossi & Tatevik Sekhposyan
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    by Christian Dreger & Jürgen Wolters
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    by Frank A.G. den Butter & Harro B.J.B. Maas
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    by Cem Cakmakli & Richard Paap & Dick van Dijk
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    by Lennart F. Hoogerheide & Francesco Ravazzolo & Herman K. van Dijk
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  • 2011 Bayesian Model Averaging and Weighted Average Least Squares: Equivariance, Stability, and Numerical Issues
    by De Luca, G. & Magnus, J.R.
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    by Poghosyan, K. & Magnus, J.R.
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    by Einmahl, J.H.J. & Magnus, J.R. & Kumar, K.
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    by Vincent VANDENBERGHE
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    by Juan Jóse Dolado & Salvador Ortigueira & Rodolfo Stucchi
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    by Jordà, Òscar & Schularick, Moritz & Taylor, Alan M.
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    by Inoue, Atsushi & Rossi, Barbara
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    by Gautier, Pieter A & van Vuuren, Aico
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    by Inoue, Atsushi & Kilian, Lutz
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    by Duca, John V & Muellbauer, John & Murphy, Anthony
  • 2011 House Prices and Credit Constraints: Making Sense of the US Experience
    by Duca, John V & Muellbauer, John & Murphy, Anthony
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    by Patton, Andrew J & Timmermann, Allan G
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    by BELMONTE, Miguel A.G. & KOOP, Gary & KOROBILIS, Dimitris
  • 2011 VAR forecasting using Bayesian variable selection
    by KOROBILIS, Dimitris
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  • 2011 Comparación De Los Modelos Setar Y Star Para El Índice De Empleo Industrial Colombiano
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    by Andrés González G. & Franz Hamann
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    by Eliana González
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    by Marie-Claude Beaulieu & Jean-Marie Dufour & Lynda Khalaf & Maral Kichian
  • 2011 Exchange Rate Dynamics under Alternative Optimal Interest Rate Rules
    by Mahir Binici & Yin-Wong Cheung
  • 2011 Productivity Shocks and Aggregate Fluctuations in an Estimated Endogenous Growth Model with Human Capital
    by Jim Malley & Ulrich Woitek
  • 2011 Robust Growth Determinants
    by Gernot Doppelhofer & Melvyn Weeks
  • 2011 House Prices and Credit Constraints: Making Sense of the U.S. Experience
    by John V. Duca & John Muellbauer & Anthony Murphy
  • 2011 Shifting Credit Standards and the Boom and Bust in U.S. House Prices
    by John V. Duca & John Muellbauer & Anthony Murphy
  • 2011 Ranking Multivariate GARCH Models by Problem Dimension: An Empirical Evaluation
    by Massimiliano Caporin & Michael McAleer
  • 2011 Using Model Selection Algorthims to Obtain Reliable Coefficient Estimates
    by Jennifer Castle & Xiaochuan Qin & W. Robert Reed
  • 2011 Robust Growth Determinants
    by Doppelhofer, G. & Weeks, M.
  • 2011 An efficient minimum distance estimator for DSGE models
    by Theodoridis, Konstantinos
  • 2011 Nowcasting GDP in Real-Time: A Density Combination Approach
    by Knut Are Aastveit & Karsten R. Gerdrup & Anne Sofie Jore & Leif Anders Thorsrud
  • 2011 Nowcasting GDP in real-time: A density combination approach
    by Knut Are Aastveit & Karsten R. Gerdrup & Anne Sofie Jore & Leif Anders Thorsrud
  • 2011 Investment forecasting with business survey data
    by Leandro D'Aurizio & Stefano Iezzi
  • 2011 Applying and interpreting model-based seasonal adjustment. The euro-area industrial production series
    by Agustín Maravall Herrero & Domingo Pérez Cañete
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    by Johannes Vilsmeier
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    by Craig Blackburn & Michael Sherris
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    by Luca RICCETTI
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    by Torben G. Andersen & Nicola Fusari & Viktor Todorov
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    by Tim Bollerslev & Daniela Osterrieder & Natalia Sizova & George Tauchen
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    by Manuel Lukas
  • 2011 Forecasting performance of three automated modelling techniques during the economic crisis 2007-2009
    by Anders Bredahl Kock & Timo Teräsvirta
  • 2011 Forecasting Macroeconomic Variables using Neural Network Models and Three Automated Model Selection Techniques
    by Anders Bredahl Kock & Timo Teräsvirta
  • 2011 Conditional Correlation Models of Autoregressive Conditional Heteroskedasticity with Nonstationary GARCH Equations
    by Cristina Amado & Timo Teräsvirta
  • 2011 Characterizing economic trends by Bayesian stochastic model specification search
    by Stefano Grassi & Tommaso Proietti
  • 2011 Nonlinear models for autoregressive conditional heteroskedasticity
    by Timo Teräsvirta
  • 2011 Modelling Volatility by Variance Decomposition
    by Cristina Amado & Timo Teräsvirta
  • 2011 Volatility Shifts and Persistence in Variance: Evidence from the Sector Indices of Istanbul Stock Exchange
    by Efe Çağlar Çağli & Pinar Evrim Mandaci & Pinar Hakan Kahyaoğlu
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    by Michael Jacobs, Jr. & Pinaki Bag
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    by Rakesh KUMAR & Mohammad TAMIMI
  • 2011 An Empirical Study Of Dividend Policy Models In Indian Context With Special Reference To Engineering Industry
    by Deepika AGGARWAL & Jasmeet Singh PASRICHA
  • 2011 How Idiosyncratic are Banking Crises in OECD Countries?
    by Ray Barrell & E. Philip Davis & Dilruba Karim & lana Liadze
  • 2011 Modeling Stock Market Indexes With Copula Functions
    by Jacek Leskow & Justyna Mokrzycka & Krzysztof Krawiec
  • 2011 Competition as an Effective Tool in Developing Social Marketing Programs: Driving Behavior Change through Online Activities
    by Corina SERBAN
  • 2011 Modeling and Forecasting the Dynamics in Romanian Stock Market Indices Using Threshold Models
    by Acatrinei, Marius Cristian & Caraiani, Petre
  • 2011 Empirical Analysis and Trading Strategies for Defaulted Debt Securities with Models for Risk and Investment Management
    by Jacobs, Jr., Michael
  • 2011 Systemic Risk, an Empirical Approach
    by Cadenas Santiago, Gonzalo & Sanchis Arellano, Alicia
  • 2011 The Comparison of Volatility Forecasting Models in VaR Calculations and Backtesting according to Basel II: An Application on ISE 100 Index
    by Korkmaz, Turhan & Bostanci, Ahmet
  • 2011 New coefficients of econometrics models quality estimation
    by Svetunkov, Ivan
  • 2011 Dynamic Caliper Matching
    by Paweł Strawiński
  • 2011 Bayesian Variations on the Frisch and Waugh Theme
    by Jacek Osiewalski
  • 2011 A Strategic Framework of Liberalising Trade in Services for Pakistan
    by Ahmed Gulzar
  • 2011 Algunas observaciones acerca del uso de software en la estimación del modelo Half-Normal = Some Notes about the Using of Software to Estimate the Half-Normal Model
    by Ortega Irizo, Francisco Javier & Gavilán Ruiz, José Manuel
  • 2011 Building a Scoring Model for Bankruptcy Risk Prediction on Multiple Discriminant Analysis
    by Vintila Georgeta & Toroapa Maria Georgia
  • 2011 The Relationship Between Macroeconomic Variables And Romanian Corporate Default Rates Between 2002-2008
    by Kovacs Ildiko & Karsai Zoltan-Krisztian & Suveg Orsolya & Joita Nicoleta
  • 2011 Market Efficiency, Role of Earnings Information, and Stock Returns: A Vector Autoregressive Model Approach
    by Keiichi Kubota & Hitoshi Takehara
  • 2011 “True Believers” or Numerical Terrorism at the Nuclear Power Plant
    by Walter Krämer & Gerhard Arminger
  • 2011 Kukla Degiskenlerin T Istatistigi ile Aykiri Gozlemler Tespit Edilemez
    by Arzdar KIRACI
  • 2011 Avrupa Birligi'ne Uyelik Surecinde Etkili Faktorlerin Kosullu Lojistik Regresyon Modelleri ile Degerlendirilmesi
    by Yuksel Akay Unvan & Gamze Ozel
  • 2011 Potencia Operativa de los Negocios en función de la estructura de inversiones y financiación: caso ecuatoriano
    by Andrés Galvis
  • 2011 A Bivariate Model of Federal Reserve and ECB Main Policy Rates
    by Chiara Scotti
  • 2011 Duration Analysis of Interest Rate Spells : Cross-National Study of Interest Rate Policy
    by Guo, Yingwen & Zhou Z.F., Sherry
  • 2011 Risk in Emerging Stock Markets from Brazil and Mexico: Extreme Value Theory and Alternative Value at Risk Models
    by Raúl de Jesús, Edgar Ortiz
  • 2011 Short-Term Forecasting of Czech Quarterly GDP Using Monthly Indicators
    by Katerina Arnostova & David Havrlant & Luboš Rùžièka & Peter Tóth
  • 2011 Long-run exclusion and the determination of cointegrating rank: Monte Carlo evidence
    by Kurita, Takamitsu
  • 2011 A nonparametric vs. latent class model of general practitioner utilization: Evidence from Canada
    by McLeod, Logan
  • 2011 Nonparametric estimation and testing of stochastic discount factor
    by Fang, Ying & Ren, Yu & Yuan, Yufei
  • 2011 Distributional modeling and short-term forecasting of electricity prices by Generalized Additive Models for Location, Scale and Shape
    by Serinaldi, Francesco
  • 2011 Functional data analysis for volatility
    by Müller, Hans-Georg & Sen, Rituparna & Stadtmüller, Ulrich
  • 2011 Structural models, information and inherited restrictions
    by Lady, George M. & Buck, Andrew J.
  • 2011 Evaluating the carbon-macroeconomy relationship: Evidence from threshold vector error-correction and Markov-switching VAR models
    by Chevallier, Julien
  • 2011 Subjective model selection rules versus passive model selection rules
    by Ryu, Hang Keun
  • 2011 Optimal monetary policy reaction function in a model with target zones and asymmetric preferences for South Africa
    by Naraidoo, Ruthira & Raputsoane, Leroi
  • 2011 How much nominal rigidity is there in the US economy? Testing a new Keynesian DSGE model using indirect inference
    by Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael
  • 2011 Testing for Stochastic and Beta-convergence in Latin American Countries
    by ESCOBARI, Diego
  • 2011 Definition of Default and Quality of Scoring Functions
    by Jiri Witzany
  • 2011 Una propuesta metodológica para estimar los cambios sobre el valor de la propiedad: estudio de caso para Bogotá aplicando Propensity Score Matching.
    by Perdomo Calvo, Jorge Andrés
  • 2011 Regulación y valor en riesgo
    by Luis Fernando Melo & Joan Camilo Granados
  • 2011 Lack of Credibility, Inflation Persistence and Disinflation in Colombia
    by Andrés Gonzalez & Franz Hamann
  • 2011 The Aggregated Leverage Ratio and the Detection of Financial Vulnerability :Evidence from the United States and European Countries
    by Sonia Ondo-Ndong & Sandra Rigot
  • 2011 Influence of news from Moscow and New York on returns and risks of Baltic States’ stock markets
    by Kurt Brannas & Albina Soultanaeva
  • 2011 The Comparative Analysis of Credit Risk Determinants In the Banking Sector of the Baltic States
    by Grigori Fainstein & Igor Novikov
  • 2011 Liquidity and Asset Prices: How Strong are the Linkages?
    by Christian Dreger & J¨¹rgen Wolters
  • 2011 The Forecasting Performance of Seasonal and Nonlinear Models
    by Houda Ben Hadj Boubaker
  • 2011 The Forecasting Performance of Seasonal and Nonlinear Models
    by Houda Ben Hadj Boubaker
  • 2011 Confronting Prior Convictions: On Issues of Prior Sensitivity and Likelihood Robustness in Bayesian Analysis
    by Hedibert F. Lopes & Justin L. Tobias
  • 2011 Valuation and Risk Management of Collateralized Debt Obligations and Related Securities
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  • 2011 An Attempt to Capture Leptokurtic of Returns and to Model Its Volatility: The Case of Beirut Stock Exchange
    by Elie BOURI
  • 2011 The Cult of Statistical Significance – What Economists Should and Should Not Do to Make their Data Talk
    by Walter Krämer
  • 2011 Frontiers of Real-Time Data Analysis
    by Dean Croushore
  • 2011(XXI) Modeling And Forecasting The Exchange Rate In Romania
    by Mihaela BRATU
  • 2011(XXI) Some aspects of the translog production function estimation
    by Florin-Marius PAVELESCU
  • 2010 South African Stock Return Predictability in the Context of Data Mining: The Role of Financial Variables and International Stock Returns
    by Rangan Gupta & Mampho P. Modise
  • 2010 An In-Sample and Out-of-Sample Empirical Investigation of the Nonlinearity in House Prices of South Africa
    by Mehmet Balcilar & Rangan Gupta & Zahra Shah
  • 2010 Forecasting Monetary Rules in South Africa
    by Ruthira Naraidoo & Ivan Paya
  • 2010 Financial asset prices, linear and nonlinear policy rules. An In-sample assessment of the reaction function of the South African Reserve Bank
    by Ruthira Naraidoo & Kasai Ndahiriwe
  • 2010 Optimal monetary policy reaction function in a model with target zones and asymmetric preferences for South Africa
    by Ruthira Naraidoo & Leroi Raputsoane
  • 2010 Dynamic hedging strategies: An application to the crude oil market
    by Lautier, Delphine & Galli, Alain
  • 2010 Las consecuencias económicas de un nombre atípico. El caso colombiano
    by Gaviria, Alejandro & Medina, Carlos & Palau, María del Mar
  • 2010 Valor de una empresa en riesgo de expropiación en un entorno de crisis financiera. Caso Banamex
    by Cruz Aké, Salvador & Venegas-Martínez, Francisco
  • 2010 Spatial model selection and spatial knowledge spillovers: a regional view of Germany
    by Klarl, Torben
  • 2010 The predictive accuracy of credit ratings: measurement and statistical inference
    by Orth, Walter
  • 2010 The Long-Run Effect of Foreign Aid on Domestic Output
    by Herzer, Dierk & Morrissey, Oliver
  • 2010 Ratingmodell zur Quantifizierung des Ausfallrisikos von LBO-Finanzierungen
    by Lang, Michael & Cremers, Heinz & Hentze, Rainald
  • 2010 Empirical simultaneous confidence regions for path-forecasts
    by Jordà, Òscar & Knüppel, Malte & Marcellino, Massimiliano
  • 2010 Robust Nonnested Testing for Ordinary Least Squares Regression When Some of the Regressors are Lagged Dependent Variables
    by Leslie G. Godrey
  • 2010 A robust test for error cross-section correlation in panel models
    by L Godfrey & T Yamagata
  • 2010 Foreign News and Spillovers in Emerging European Stock Markets
    by Evzen Kocenda & Jan Hanousek
  • 2010 Inference about Clustering and Parametric Assumptions in Covariance Matrix Estimation
    by Mikko Packalen & Tony Wirjanto
  • 2010 Latent Variables and Propensity Score Matching
    by Maciej Jakubowski
  • 2010 Bayesian Estimation of a Possibly Mis-Specified Linear Regression Model
    by David E. Giles
  • 2010 Latent Thresholds Analysis of Choice Data with Multiple Bids and Response Options
    by Mimako Kobayashi & Klaus Moeltner & Kimberly Rollins
  • 2010 Supplementary results for “Geographic Variation in Subprime Loan Features, Foreclosures and Prepayments”
    by Morgan J. Rose
  • 2010 The Unofficial Economy and the Business Cycle: A Test for Theories
    by Catalina Granda-Carvajal
  • 2010 The Lag in Effect of Inflation Targeting and Policy Evaluation
    by WenShwo Fang & Stephen M. Miller
  • 2010 Specification Analysis of Structural Quantile Regression Models
    by Juan Carlos Escanciano & Chuan Goh
  • 2010 Components of bull and bear markets: bull corrections and bear rallies
    by John M Maheu & Thomas H McCurdy & Yong Song
  • 2010 Does cointegration matter? An analysis in a RBC perspective
    by Bisio Laura & Faccini Andrea
  • 2010 An Expanded Scope For Qualitative Economics
    by Andrew J. Buck & George M. Lady
  • 2010 Qualitative Matrices and Information
    by Andrew J. Buck & George M. Lady
  • 2010 Macroeconomic Impact of Remittances on Output Growth: Evidence From Turkey
    by Aysit Tansel & Pinar Yasar
  • 2010 A Bayesian Generalized Factor Model with Comparative Analysis (Genellestirilmis Faktor Modellerinin Bayesyen Yaklasimi ve Karsilastirmali Analizi)
    by Necati Tekatli
  • 2010 Modelling the Time Between Trades in the After-Hours Electronic Equity Futures Market
    by Dungey, Mardi & Jeyasreedharan, Nagaratnam & Li, Tuo
  • 2010 Consistency of Hedonic Price Indexes with Unobserved Characteristics
    by Iqbal Syed
  • 2010 Wealth effects on consumption in financial crises: the case of Norway
    by Eilev S. Jansen
  • 2010 Real-time Optimal Monetary Policy with Undistinguishable Model Parameters and Shock Processes Uncertainty
    by Alessandro Flamini & Costas Milas
  • 2010 Does Cointegration Matter? An Analysis in a RBC Perspective
    by Laura Bisio & Andrea Faccini
  • 2010 Endogenous Persistence in an Estimated DSGE Model under Imperfect Information
    by Paul Levine & Joseph Pearlman & George Perendia & Bo Yang
  • 2010 Risk-return tradeoff and the behaviour of volatility on the South African stock market: Evidence from both aggregate and disaggregate data
    by N.Z Mandimika & Z. Chinzara
  • 2010 Forecasting Monetary Policy Rules in South Africa
    by Ruthira Naraidoo & Ivan Paya
  • 2010 Experiments, Surveys and the Use of Representative Samples as Reference Data
    by Thomas Siedler & Bettina Sonnenberg
  • 2010 Consideratii privind eficienta adaugării unei noi variabile explicative intr-un model de regresie liniara
    by Pavelescu, Florin Marius
  • 2010 VAR Forecasting Using Bayesian Variable Selection
    by Dimitris Korobilis
  • 2010 Chow-Lin Methods in Spatial Mixed Models
    by Wolfgang Polasek & Richard Sellner & Carlos Llano
  • 2010 Why a Diversified Portfolio Should Include African Assets
    by Paul Alagidede & Theodore Panagiotidis & Xu Zhang
  • 2010 Did Globalization Drive Convergence? Identifying Cross-Country Growth Regimes in the Long Run
    by Gianfranco Di Vaio & Kerstin Enflo
  • 2010 Financial Stability and Monetary Policy
    by Christopher Martin & Costas Milas
  • 2010 Inflation Dynamics in the New EU Member States: How Relevant Are External Factors?
    by Alexander Mihailov & Fabio Rumler & Johann Scharler
  • 2010 Redes neuronales para predecir el tipo de cambio diario
    by Barrera, Carlos R.
  • 2010 Evaluating Value-at-Risk Models via Quantile Regression
    by Wagner Piazza Gaglianone & Luiz Renato Lima & Oliver Linton & Daniel Smith
  • 2010 A quasi-maximum likelihood method for estimating the parameters of multivariate diffusions
    by Stan Hurn & Andrew McClelland & Kenneth Lindsay
  • 2010 Administrative Data and Economic Policy Evaluation
    by Lorraine Dearden
  • 2010 The choice between fixed and random effects models: some considerations for educational research
    by Paul Clarke & Claire Crawford & Fiona Steele & Anna Vignoles
  • 2010 Evaluating the strength of identification in DSGE models. An a priori approach
    by Nikolay Iskrev
  • 2010 The Effects of Additive Outliers and Measurement Errors when Testing for Structural Breaks in Variance
    by Paulo M.M. Rodrigues & Antonio Rubia
  • 2010 The Relationship between Marginal Willingness-to-Pay in the Hedonic and Discrete Choice Models
    by Wong, Maisy
  • 2010 Multimarket Contact in Italian Retail Banking: Competition and Welfare
    by Molnar, Jozsef & Violi, Roberto & Zhou, Xiaolan
  • 2010 К Вопросу Оценки Адекватности Имитационных Моделей Банковских Бизнес-Процессов
    by Rumyantsev, Mikhail I.
  • 2010 Can statistics do without artefacts?
    by Chatelain, Jean-Bernard
  • 2010 The behaviour of consumer gas prices in an environment of high and volatile oil prices
    by Cornille, David & Meyler, Aidan
  • 2010 Adopción de metas de inflación y su impacto en las expectativas de inflación y volatilidad del crecimiento económico: evidencia empírica para Bolivia
    by Valdivia, Daney & Loayza, Lilian
  • 2010 Una propuesta metodológica para estimar los cambios sobre el valor de la propiedad: estudio de caso para Bogotá aplicando Propensity Score Matching y Precios Hedónicos Espaciales
    by Jorge Andres, Perdomo Calvo & Jorge Andres, Perdomo Calvo
  • 2010 An inflation expectations horserace
    by Guzman, Giselle C.
  • 2010 Time series models of GDP: a reappraisal
    by Marchese, Malvina
  • 2010 Marginal likelihood calculation for gelfand-dey and Chib Method
    by Liu, Chun
  • 2010 Noncausal autoregressions for economic time series
    by Lanne, Markku & Saikkonen, Pentti
  • 2010 Cigarette smoking in Indonesia: examination of a myopic model of addictive behaviour
    by Hidayat, Budi & Thabrany, Hasbullah
  • 2010 Subset hypotheses testing and instrument exclusion in the linear IV regression
    by Doko Tchatoka, Firmin
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    by Moauro, Filippo
  • 2010 Investments model development with the system dynamic method
    by Skribans, Valerijs
  • 2010 Posterior Predictive Analysis for Evaluating DSGE Models
    by Faust, Jon & Gupta, Abhishek
  • 2010 A Forecasting Metric for Evaluating DSGE Models for Policy Analysis
    by Gupta, Abhishek
  • 2010 Selection of weak VARMA models by modified Akaike's information criteria
    by Boubacar Mainassara, Yacouba
  • 2010 Geography, Institutions and Human Development: A Cross-Country Investigation Using Bayesian Model Averaging
    by Malik, Sadia Mariam & Janjua, Yasin
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    by Hasanov, Mübariz & Omay, Tolga
  • 2010 Predictive ability of Value-at-Risk methods: evidence from the Karachi Stock Exchange-100 Index
    by Iqbal, Javed & Azher, Sara & Ijza, Ayesha
  • 2010 Noncausal Vector Autoregression
    by Lanne, Markku & Saikkonen, Pentti
  • 2010 Estimating Gravity Models of International Trade with Correlated Time-Fixed Regressors: To IV or not IV?
    by Mitze, Timo
  • 2010 Selection of weak VARMA models by Akaïke's information criteria
    by Boubacar Mainassara, Yacouba
  • 2010 Modeling electricity spot prices: Regime switching models with price-capped spike distributions
    by Janczura, Joanna & Weron, Rafal
  • 2010 Regression Anatomy, Revealed
    by Filoso, Valerio
  • 2010 Goodness-of-fit testing for regime-switching models
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  • 2010 Modelling Stock Returns Volatility In Nigeria Using GARCH Models
    by Emenike, Kalu O.
  • 2010 Characterizing economic trends by Bayesian stochastic model specifi cation search
    by Grassi, Stefano & Proietti, Tommaso
  • 2010 Accounting for Unobserved Country Heterogeneity in Happiness Research: Country Fixed Effects versus Region Fixed Effects
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  • 2010 A note on GDP now-/forecasting with dynamic versus static factor models along a business cycle
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  • 2010 Un nuevo enfoque para el análisis y calificación del Sistema Cooperativo Ecuatoriano
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  • 2010 Ranking Multivariate GARCH Models by Problem Dimension
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    by Ioan TRENCA & Annamaria BENYOVSZKI
  • 2009 Are African Stock Markets Integrated with the Rest of the World?
    by Paul Alagidede
  • 2009 VAR Analysis and the Great Moderation
    by Luca Benati & Paolo Surico
  • 2008 Türkiye turizm sektörünün talep analizi
    by Nezir KÖSE & Yeliz YALÇIN & Furkan EMİRMAHMUTOĞLU
  • 2008 Análisis de las funciones de importación y exportación de México (1980-2000)
    by Garcés Díaz, Daniel G.
  • 2008 Responses of Agricultural Prices, Industrial Prices and the Agricultural Terms of Trade to Money Supply Shocks in Bangladesh, 1973M1-2006M6
    by Akhand Akhtar Hossain
  • 2008 Accuracy and Properties of German Business Cycle Forecasts
    by Steffen Osterloh
  • 2008 A Comparative Study on the Role of Stochastic Trends in U.S. Macroeconomic Fluctuations, 1954-1988
    by Seymen, Atilim
  • 2008 Testing the New Keynesian Model on U.S. and Euro Area Data
    by Juselius, Mikael
  • 2008 Forecast Evaluation of Explanatory Models of Financial Return Variability
    by Sucarrat, Genaro
  • 2008 Evaluating the New Keynesian Phillips Curve under VAR-Based Learning
    by Fanelli, Luca
  • 2008 Should We Trust the Empirical Evidence from Present Value Models of the Current Account?
    by Mercereau, Benoît & Miniane, Jacques Alain
  • 2008 The New Keynesian Phillips curve tested on OECD panel data
    by Bjørnstad, Roger & Nymoen, Ragnar
  • 2008 Value-at-Risk and expected shortfall for rare events
    by Mittnik, Stefan & Yener, Tina
  • 2008 Exact inference in diagnosing value-at-risk estimates: A Monte Carlo device
    by Herwartz, Helmut
  • 2008 The single monetary policy and domestic macro-fundamentals: Evidence from Spain
    by Michael G. Arghyrou & Maria Dolores Gadea
  • 2008 Detecting Selection Bias in Community Disseminations of Universal Family-Based Prevention Programs
    by Laura Griner Hill & Scott G. Goates & Robert Rosenman
  • 2008 Evaluating Alternative Representations of the Choice Sets in Models of Labour Supply
    by R. Aaberge & T. Wennemo & U. Colombino
  • 2008 Agglomeration Externalities, Innovation and Regional Growth: Theoretical Perspectives and Meta-Analysis
    by Henri L.F. de Groot & Jacques Poot & Martijn J. Smit
  • 2008 Agglomeration Externalities, Innovation and Regional Growth: Theoretical Perspectives and Meta-Analysis
    by Henri L.F. de Groot & Jacques Poot & Martijn J. Smit
  • 2008 Cointegration Rank Test and Long Run Specification: A Note on the Robustness of Structural Demand Systems
    by D. Aristei & Luca Pieroni
  • 2008 Design Limits in Regime-Switching Cases
    by Beatrice Pataracchia
  • 2008 Testing for Granger (non)-Causality in a Time Varying Coefficient VAR Model
    by Dimitris K. Christopoulos & Miguel Leon-Ledesma
  • 2008 Comparison of Misspecified Calibrated Models: The Minimum Distance Approach
    by Hnatkovska, Viktoria & Marmer, Vadim & Tang, Yao
  • 2008 Optimal Comparison of Misspecified Moment Restriction Models under a Chosen Measure of Fit
    by Marmer, Vadim & Otsu, Taisuke
  • 2008 Out-of-sample comparison of copula specifications in multivariate density forecasts
    by Cees Diks & Valentyn Panchenko & Dick van Dijk
  • 2008 Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails
    by Cees Diks & Valentyn Panchenko & Dick van Dijk
  • 2008 A Note on Long Horizon Forecasts of Nonlinear Models of Real Exchange Rates: Comments on Rapach and Wohar (2006)
    by Daniel Buncic
  • 2008 Is There A Trade-off Between Regional Growth and National Income? Theory and Evidence from the EU
    by Young-Bae Kim
  • 2008 Neural Network Models for Inflation Forecasting: An Appraisal
    by Ali Choudhary & Adnan Haider
  • 2008 Asymmetric Price Responses and the Underlying Energy Demand Trend: Are they Substitutes or Complements? Evidence from Modelling OECD Aggregate Energy Demand
    by Olutomi I Adeyemi & David C Broadstock & Mona Chitnis & Lester C Hunt & Guy Judge
  • 2008 The effects of R&D tax credits on patenting and innovations
    by Ådne Cappelen & Arvid Raknerud & Marina Rybalka
  • 2008 A Demand System for Input Factors when there are Technological Changes in Production
    by Håvard Hungnes
  • 2008 Nonfundamental Representations of the Relation between Technology Shocks and Hours Worked
    by Matteo Barigozzi & Marco Capasso
  • 2008 One for All and All for One:Regression Checks With Many Regressors
    by Pascal Lavergne & Valentin Patilea
  • 2008 The income distribution with coarse data
    by Reza Daniels
  • 2008 Economic Impact of Political Cycles – The Relevance of European experinces for Romania
    by Jula, Dorin
  • 2008 The Sub-Prime Crisis and UK Monetary Policy
    by Christopher Martin & Costas Milas
  • 2008 Diffusion des innovations technologiques, emploi et théorie de compensation (The diffusion of technological innovations, employment and the compensation theory)
    by Sami Saafi
  • 2008 The Small Open-Economy New Keynesian Phillips Curve: Empirical Evidence and Implied Inflation Dynamics
    by Alexander Mihailov & Fabio Rumler & Johann Scharler
  • 2008 Combining Multivariate Density Forecasts Using Predictive Criteria
    by Hugo Gerard & Kristoffer Nimark
  • 2008 Developing analytical distributions for temperature indices for the purposes of pricing temperature-based weather derivatives
    by Adam Clements & A S Hurn & K A Lindsay
  • 2008 Estimating the Payoffs of Temperature-based Weather Derivatives
    by Adam Clements & A S Hurn & K A Lindsay
  • 2008 It never rains but it pours: Modelling the persistence of spikes in electricity prices
    by T M Christensen & A S Hurn & K A Lindsay
  • 2008 Forecasting investment: A fishing contest using survey data
    by Sara Serra & José R. Maria
  • 2008 Determining the number of factors in approximate factor models with global and group-specific factors
    by Francisco Craveiro Dias & Maximiano Pinheiro & António Rua
  • 2008 The Commodity Terms of Trade, Unit Roots, and Nonlinear Alternatives: A Smooth Transition Approach
    by Goodwin, Barry K. & Holt, Matthew T. & Prestemon, Jeffery P.
  • 2008 Extracting the Cyclical Component in Hours Worked: a Bayesian Approach
    by Bernardi, Mauro & Della Corte, Giuseppe & Proietti, Tommaso
  • 2008 Modeling Expectations with Noncausal Autoregressions
    by Lanne, Markku & Saikkonen, Pentti
  • 2008 Forecasting Stock Market Volatilities Using MIDAS Regressions: An Application to the Emerging Markets
    by Alper, C. Emre & Fendoglu, Salih & Saltoglu, Burak
  • 2008 A note on long horizon forecasts of nonlinear models of real exchange rates: Comments on Rapach and Wohar (2006)
    by Buncic, Daniel
  • 2008 Using sentiment to predict GDP growth and stock returns
    by Guzman, Giselle C.
  • 2008 Real Exchange Rate Behavior: New Evidence with Linear and Non-linear Endogenous Break(s)
    by Chan, Tze-Haw & Chong, Lee Lee & Khong, Wye Leong Roy
  • 2008 Estimating baseline real business cycle models of the Australian economy
    by Harding, Don & Negara, Siwage
  • 2008 Evaluation du Risque d’un Echantillon de Valeurs Mobilières de la Bourse de Casablanca
    by Abderrazik, Amal & Boutkardine, Mehdi & El Bahi, Nour El Houda & Kartoubi, Salah Eddine & El Bouhadi, Abdelhamid
  • 2008 Using Artificial intelligence to select the optimal E-CRM Based business needs
    by Amroush, Fadi & Baderddeen, Alkhoder & Yusef, Talal
  • 2008 LES déterminants du taux de change au Maroc : Une étude empirique
    by El Bouhadi, A. & Elkhider, Abdelkader & Kchirid, El Mustapha & Idriss, El Abbassi
  • 2008 Active Labour Market Policies in Denmark: A Comparative Analysis of Post-Program Effects
    by Blache, Guillaume
  • 2008 Range-Based Models in Estimating Value-at-Risk (VaR)
    by Mapa, Dennis & Beronilla, Nikkin
  • 2008 Forecasting in vector autoregressions with many predictors
    by Korobilis, Dimitris
  • 2008 Construction d’un portefeuille efficient : Application empirique à partir d’un échantillon de valeurs cotées à la Bourse des Valeurs de Casablanca
    by El Bouhadi, A. & Ounir, A. & El Maguiri, M.
  • 2008 Nuevas Herramientas para la Administración del Riesgo Crediticio: El caso de una Cartera Crediticia Ecuatoriana
    by Maldonado, Diego & Pazmiño, Mariela
  • 2008 Structural Breaks, Regime Change and Asymmetric Adjustment: A Short and Long Run Global Approach to the Output/Unemployment Dynamics
    by Mendonca, Gui Pedro
  • 2008 On the J-test for nonnested hypotheses and Bayesian extension
    by Rao, Surekha & Ghali, Moheb & Krieg, John
  • 2008 Bayesian Analysis of DSGE Models with Regime Switching
    by Eo, Yunjong
  • 2008 Oil Prices and Real Exchange Rates in Oil-Exporting Countries: A Bounds Testing Approach
    by Jahan-Parvar, Mohammad R. & Mohammadi, Hassan
  • 2008 The Differential Approach to Demand Analysis and the Rotterdam Model
    by Barnett, William A. & Serletis, Apostolos
  • 2008 Measuring Consumer Preferences and Estimating Demand Systems
    by Barnett, William A. & Serletis, Apostolos
  • 2008 Model and distribution uncertainty in multivariate GARCH estimation: a Monte Carlo analysis
    by Rossi, Eduardo & Spazzini, Filippo
  • 2008 Empirical assessment of bifurcation regions within new Keynesian models
    by Barnett, William A. & Duzhak, Evgeniya A.
  • 2008 The non-stationary influence of geography on the spatial agglomeration of production in the EU
    by Chasco, Coro & López, Ana María & Guillain, Rachel
  • 2008 Determining the Number of Market Segments Using an Experimental Design
    by Ana Oliveira-Brochado & Francisco Vitorino Martins
  • 2008 Bootstrap Tests of Stochastic Dominance with Asymptotic Similarity on the Boundary
    by Oliver Linton1 & Kyungchul Song & Yoon-Jae Whang
  • 2008 Testing Distributional Inequalities and Asymptotic Bias
    by Kyungchul Song
  • 2008 Multi-sector inflation forecasting - quarterly models for South Africa
    by Janine Aron & John Muellbauer
  • 2008 Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure
    by Cristina Amado & Timo Teräsvirta
  • 2008 Bayesian Averaging, Prediction and Nonnested Model Selection
    by Han Hong & Bruce Preston
  • 2008 Intangible Capital and Productivity: An Exploration on a Panel of Italian Manufacturing Firms
    by Maria Elena Bontempi & Jacques Mairesse
  • 2008 The Continuing Puzzle of Short Horizon Exchange Rate Forecasting
    by Kenneth S. Rogoff & Vania Stavrakeva
  • 2008 Can Exchange Rates Forecast Commodity Prices?
    by Yu-Chin Chen & Kenneth Rogoff & Barbara Rossi
  • 2008 Structural heterogeneity or asymmetric shocks? Poland and the euro area through the lens of a two-country DSGE model
    by Marcin Kolasa
  • 2008 Density forecasting for long-term peak electricity demand
    by Rob J Hyndman & Shu Fan
  • 2008 Beyond point forecasting: evaluation of alternative prediction intervals for tourist arrivals
    by Jae H. Kim & Haiyang Song & Kevin Wong & George Athanasopoulos & Shen Liu
  • 2008 The tourism forecasting competition
    by George Athanasopoulos & Rob J Hyndman & Haiyan Song & Doris C Wu
  • 2008 New prospects on vines
    by Dominique Guegan & Pierre-André Maugis
  • 2008 CAPP_DYN: A Dynamic Microsimulation Model for the Italian Social Security System
    by Carlo Mazzaferro & Marcello Morciano
  • 2008 Market Efficiency and the Euro: The case of the Athens Stock exchange
    by Theodore Panagiotidis
  • 2008 Seasonal Mackey-Glass-GARCH process and short-term dynamics
    by Catherine Kyrtsou & Michel Terraza
  • 2008 Macroeconomic Uncertainty and Performance in the European Union and Implications for the objectives of Monetary Policy
    by Don Bredin & Stilianos Fountas
  • 2008 Oil Prices: Heavy Tails, Mean Reversion and the Convenience Yield
    by Bernard, Jean-Thomas & Khalaf, Lynda & Kichian, Maral & McMahon, Sébastien
  • 2008 Nonlinear Impacts of International Business Cycles on the UK — a Bayesian Smooth Transition VAR
    by Deborah Gefang & Rodney Strachan
  • 2008 Efficiency in Indonesian Banking: Recent Evidence
    by Muliaman D. Hadad & Maximilian J. B. Hall & Wimboh Santoso & Ricky Satria & Karligash Kenjegalieva & Richard Simper
  • 2008 Efficiency and Malmquist Indices of Productivity Change in Indonesian Banking
    by Muliaman D. Hadad & Maximilian J. B. Hall & Wimboh Santoso & Ricky Satria & Karligash Kenjegalieva & Richard Simper
  • 2008 Banking Efficiency and Stock Market Performance: An Analysis of Listed Indonesian Banks
    by Muliaman D. Hadad & Maximilian J. B. Hall & Wimboh Santoso & Ricky Satria & Karligash Kenjegalieva & Richard Simper
  • 2008 Environmental Factors Affecting Hong Kong Banking: A Post-Asian Financial Crisis Efficiency Analysis
    by Karligash Kenjegalieva & Maximilian J. B. Hall & Richard Simper
  • 2008 Negative Volatility Spillovers in the Unrestricted ECCC-GARCH Model
    by Christian Conrad & Menelaos Karanasos
  • 2008 The Small Open-Economy New Keynesian Phillips Curve: Empirical Evidence and Implied Inflation Dynamics
    by Alexander Mihailov & Fabio Rumler & Johann Scharler
  • 2008 Do Temporary Contracts Affect TFP? Evidence from Spanish Manufacturing Firms
    by Dolado, Juan José & Stucchi, Rodolfo
  • 2008 Do Temporary Contracts Affect TFP? Evidence from Spanish Manufacturing Firms
    by Dolado, Juan J. & Stucchi, Rodolfo
  • 2008 Alternative Approaches to Evaluation in Empirical Microeconomics
    by Blundell, Richard & Costa Dias, Monica
  • 2008 Alternative Approaches to Evaluation in Empirical Microeconomics
    by Blundell, Richard & Costa Dias, Monica
  • 2008 Testing Mundell’s Intuition of Endogenous OCA Theory
    by Warin, Thierry & Wunnava, Phanindra V. & Janicki, Hubert
  • 2008 Testing Mundell's Intuition of Endogenous OCA Theory
    by Warin, Thierry & Wunnava, Phanindra V. & Janicki, Hubert
  • 2008 Recent Developments in the Econometrics of Program Evaluation
    by Imbens, Guido W. & Wooldridge, Jeffrey M.
  • 2008 Recent Developments in the Econometrics of Program Evaluation
    by Imbens, Guido W. & Wooldridge, Jeffrey M.
  • 2008 Minimizing Bias in Selection on Observables Estimators When Unconfoundness Fails
    by Millimet, Daniel L. & Tchernis, Rusty
  • 2008 Minimizing Bias in Selection on Observables Estimators When Unconfoundness Fails
    by Millimet, Daniel L. & Tchernis, Rusty
  • 2008 Estimating the Causal Effect of Gun Prevalence on Homicide Rates: A Local Average Treatment Effect Approach
    by Kovandzic, Tomislav & Schaffer, Mark E & Kleck, Gary
  • 2008 Estimating the Causal Effect of Gun Prevalence on Homicide Rates: A Local Average Treatment Effect Approach
    by Kovandzic, Tomislav & Schaffer, Mark & Kleck, Gary
  • 2008 Evaluating the German (New Keynesian) Phillips Curve
    by Rolf Scheufele
  • 2008 Forecasting Using Functional Coefficients Autoregressive Models
    by Giancarlo Bruno
  • 2008 Specification Tests of Parametric Dynamic Conditional Quantiles
    by Juan Carlos Escanciano & Carlos Velasco
  • 2008 Minimizing Bias in Selection on Observables Estimators When Unconfoundness Fails
    by Daniel Millimet & Rusty Tchernis
  • 2008 On the Specification of Propensity Scores: with Applications to the Analysis of Trade Policies
    by Daniel Millimet & Rusty Tchernis
  • 2008 Growth Expectation
    by Ippei Fujiwara
  • 2008 Catching Growth Determinants with the Adaptive LASSO
    by Schneider, Ulrike & Wagner, Martin
  • 2008 Optimizing Time-series Forecasts for Inflation and Interest Rates Using Simulation and Model Averaging
    by Jumah, Adusei & Kunst, Robert M.
  • 2008 Bootstrap tests of stochastic dominance with asymptotic similarity on the boundary
    by Oliver Linton & Kyungchul Song & Yoon-Jae Whang
  • 2008 Testing directional forecast value in the presence of serial correlation
    by Oliver Blaskowitz & Helmut Herwartz
  • 2008 Testing Multiplicative Error Models Using Conditional Moment Tests
    by Nikolaus Hautsch
  • 2008 Modelling High-Frequency Volatility and Liquidity Using Multiplicative Error Models
    by Nikolaus Hautsch & Vahidin Jeleskovic
  • 2008 Measuring and Modeling Risk Using High-Frequency Data
    by Wolfgang Härdle & Nikolaus Hautsch & Uta Pigorsch
  • 2008 JBendge: An Object-Oriented System for Solving, Estimating and Selecting Nonlinear Dynamic Models
    by Viktor Winschel & Markus Krätzig
  • 2008 The Accuracy of Long-term Real Estate Valuations
    by Rainer Schulz & Markus Staiber & Martin Wersing & Axel Werwatz
  • 2008 Solving, Estimating and Selecting Nonlinear Dynamic Models without the Curse of Dimensionality
    by Viktor Winschel & Markus Krätzig
  • 2008 House Prices and Replacement Cost: A Micro-Level Analysis
    by Rainer Schulz & Axel Werwatz
  • 2008 A Consistent Nonparametric Test for Causality in Quantile
    by Kiho Jeong & Wolfgang Härdle
  • 2008 Value-at-Risk and Expected Shortfall when there is long range dependence
    by Wolfgang Härdle & Julius Mungo
  • 2008 Environmental Factors Affecting Hong Kong Banking: A Post-Asian Financial Crisis Efficiency Analysis
    by Maximilian J. B. Hall & Karligash A. Kenjegalieva & Richard Simper
  • 2008 Stability Tests for Heterogeneous Panel Data
    by Felix Chan & Tommaso Mancini-Griffoli & Laurent L. Pauwels
  • 2008 Comparing Forecast Performance of Exchange Rate Models
    by Lillie Lam & Laurence Fung & Ip-wing Yu
  • 2008 Test of the Gaussian Copula on the Swedish Stock Market
    by Söderberg, Jonas
  • 2008 Willingness to Pay for Car Safety: Sensitivity to Time Framing
    by Andersson, Henrik & Hammitt, James & Lindberg, Gunnar & Sundström, Kristian
  • 2008 Firm Default and Aggregate Fluctuations
    by Jacobson, Tor & Kindell, Rikard & Lindé, Jesper & Roszbach, Kasper
  • 2008 Macroeconomic Impact on Expected Default Frequency
    by Åsberg Sommar, Per & Shahnazarian, Hovick
  • 2008 Proxying ability by family background in returns to schooling estimations is generally a bad idea
    by Mellander, Erik & Sandgren-Massih, Sofia
  • 2008 Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure
    by Amado, Cristina & Teräsvirta, Timo
  • 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
  • 2008 Estimating open economy Phillips curves for the euro area with directly measured expectations
    by Paloviita, Maritta
  • 2008 Cointegration implications of linear rational expectation models
    by Juselius, Mikael
  • 2008 A MEM-based Analysis of Volatility Spillovers in East Asian Financial Markets
    by Robert F. Engle & Giampiero M. Gallo & Margherita Velucchi
  • 2008 Comparison of Volatility Measures: a Risk Management Perspective
    by Christian T. Brownlees & Giampiero Gallo
  • 2008 Value-at-Risk on Central and Eastern European Stock Markets: An Empirical Investigation Using GARCH Models
    by Vít Bubák
  • 2008 Path Forecast Evaluation
    by Òscar Jordà & Massimiliano Marcellino
  • 2008 Seasonality in revisions of macroeconomic data
    by Franses, Ph.H.B.F. & Segers, R.
  • 2008 Bootstrap tests of stochastic dominance with asymptotic similarity on the boundary
    by Oliver Linton & Kyungchul Song & Yoon-Jae Whang
  • 2008 Relative Price Variability and the Philips Curve: Evidence from Turkey
    by A. Nazif Catik & Christopher Martin & A. Özlem Önder
  • 2008 The Frequency Of Price Adjustment And New Keynesian Business Cycle Dynamics
    by Richard Dennis
  • 2008 Modelling Thirty Five Years Of Coffee Prices In Brazil, Guatemala And India
    by Sushil Mohan & Bill Russell
  • 2008 Has modelsí forecasting performance for US output growth and inflation changed over time, and when?
    by Tatevik Sekhposyan & Barbara Rossi
  • 2008 Forecast Comparisons in Unstable Environments
    by Giacomini, Raffaella & Rossi, Barbara
  • 2008 Can Exchange Rates Forecast Commodity Prices?
    by Chen, Yu-chin & Rogoff, Kenneth & Rossi, Barbara
  • 2008 Which Structural Parameters Are "Structural"? Identifying the Sources of Instabilities in Economic Models
    by Inoue, Atsushi & Rossi, Barbara
  • 2008 How Banking competition Changed over Time
    by Jacob Bikker & Laura Spierdijk
  • 2008 Tests for Unbalanced Error Component Models Under Local Misspecication
    by Walter Sosa Escudero & Anil K. Bera
  • 2008 Money Velocity and Asset Prices in the Euro Area
    by Christian Dreger & Jürgen Wolters
  • 2008 M3 Money Demand and Excess Liquidity in the Euro Area
    by Christian Dreger & Jürgen Wolters
  • 2008 Money Velocity and Asset Prices in the Euro Area
    by Christian Dreger & Jürgen Wolters
  • 2008 M3 Money Demand and Excess Liquidity in the Euro Area
    by Christian Dreger & Jürgen Wolters
  • 2008 Out-of-sample Comparison of Copula Specifications in Multivariate Density Forecasts
    by Cees Diks & Valentyn Panchenko & Dick van Dijk
  • 2008 Bayesian Averaging over Many Dynamic Model Structures with Evidence on the Great Ratios and Liquidity Trap Risk
    by Rodney W. Strachan & Herman K. van Dijk
  • 2008 Global Loss Diversification in the Insurance Sector
    by Oleg Sheremet & Andr� Lucas
  • 2008 Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails
    by Cees Diks & Valentyn Panchenko & Dick van Dijk
  • 2008 An Hourly Periodic State Space Model for Modelling French National Electricity Load
    by V. Dordonnat & S.J. Koopman & M. Ooms & A. Dessertaine & J. Collet
  • 2008 The FDI-Growth Nexus in Latin America: The Role of Source Countries and Local Conditions
    by Prüfer, P. & Tondl, G.
  • 2008 A Comparison of Two Averaging Techniques with an Application to Growth Empirics
    by Magnus, J.R. & Powell, O.R. & Prüfer, P.
  • 2008 Catching up in total factor productivity through the business cycle : evidence from Spanish manufacturing surveys
    by Alvaro Escribano & Rodolfo Stucchi
  • 2008 Statistical Properties and Economic Implications of Jump-Diffusion Processes with Shot-Noise Effects
    by Manuel Moreno & Pedro Jose Serrano & Winfried Stute
  • 2008 Evaluating the Effect of Public Subsidies on firm R&D activity: an Application to Italy Using the Community Innovation Survey
    by Giovanni Cerulli & Bianca Poti'
  • 2008 Modelling and measuring the effects of public subsidies on business R&D: theoretical and econometric issues
    by Giovanni Cerulli
  • 2008 Multi-sector inflation forecasting - quarterly models for South Africa
    by Janine Aron & John Muellbauer
  • 2008 Monetary Policy Regimes and the Term Structure of Interest Rates
    by Bikbov, Ruslan & Chernov, Mikhail
  • 2008 Firm Default and Aggregate Fluctuations
    by Jacobson, Tor & Kindell, Rikard & Lindé, Jesper & Roszbach, Kasper F.
  • 2008 Do Temprary Contracts Affect TFP? Evidence from Spanish Manufacturing Firms
    by Dolado, Juan J. & Stucchi, Rodolfo
  • 2008 Path Forecast Evaluation
    by Jordà, Òscar & Marcellino, Massimiliano
  • 2008 How much structure in empirical models?
    by Canova, Fabio
  • 2008 Evaluating CPB's published GDP growth forecasts; a comparison with individual and pooled VAR based forecasts
    by Adam Elbourne & Henk Kranendonk & Rob Luginbuhl & Bert Smid & Martin Vromans
  • 2008 La transmisión de los choques a la tasa de cambio sobre la inflación
    by Andrés González & Hernán Rincóm & Norberto Rodríguez
  • 2008 Medidas De Riesgo Financiero Usando Cópulas: Teoría Y Aplicaciones
    by Oscar Becerra & Luis Fernando Melo
  • 2008 Business Cycles in the Euro Area Defined with Coincident Economic Indicators and Predicted with Leading Economic Indicators
    by Ataman Ozyildirim & Brian Schaitkin & Victor Zarnowitz
  • 2008 Multivariate Location-Scale Mixtures Of Normals And Mean-Variance-Skwness Portfolio Allocation
    by Enrique Sentana & Javier Mencía
  • 2008 Distributional Tests In Multivariate Dynamic Models With Normal And Student T Innovations
    by Enrique Sentana & Javier Mencía
  • 2008 Freedom of Choice in Macroeconomic Forecasting: An Illustration with German Industrial Production and Linear Models
    by Nikolay Robinzonov & Klaus Wohlrabe
  • 2008 Optimal Asset Allocation with Factor Models for Large Portfolios
    by M. Hashem Pesaran & Paolo Zaffaroni
  • 2008 The Reaction of Asset Prices to Macroeconomic Announcements in New EU Markets: Evidence from Intraday Data
    by Jan Hanousek & Evzen Kocenda & Ali M. Kutan
  • 2008 Bootstrap Tests of Stochastic Dominance with AsymptoticSimilarity on the Boundary
    by Oliver Linton & Kyungchul Song & Yoon-Jae Whang
  • 2008 How much nominal rigidity is there in the US economy? Testing a New Keynesian DSGE Model using indirect inference
    by Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael
  • 2008 The single monetary policy and domestic macro-fundamentals: Evidence from Spain
    by Arghyrou, Michael G & Gadea, Maria Dolores
  • 2008 Path Forecast Evaluation
    by Oscar Jorda & Massimiliano Marcellino
  • 2008 Are sectoral stock prices useful for predicting euro area GDP?
    by Andersson, Magnus & D'Agostino, Antonello
  • 2008 Selection on the basis of prior testing
    by Carlos Santos
  • 2008 Optimal Asset Allocation with Factor Models for Large Portfolios
    by Pesaran, M.H. & Zaffaroni, P.
  • 2008 Model Averaging in Risk Management with an Application to Futures Markets
    by Pesaran, M.H. & Schleicher, C. & Zaffaroni, P.
  • 2008 The impact of structural breaks on the stability of the out-of-sample predictive content of financial variables for Canada's real GDP growth: An encompassing approach
    by Akhter Faroque & William Veloce & Jean-Francois Lamarche
  • 2008 Modelling Household Expenditure on Health Care in Greece
    by Manos Matsaganis & Theodore Mitrakos & Panos Tsakloglou
  • 2008 Business cycle analysis and VARMA models
    by Christian Kascha & Karel Mertens
  • 2008 Estimating New Keynesian import price models
    by Ida Wolden Bache & Bjørn E. Naug
  • 2008 Assessing estimates of the exchange rate pass-through
    by Ida Wolden Bache
  • 2008 Monthly forecasting of French GDP: A revised version of the OPTIM model
    by Barhoumi, K. & Brunhes-Lesage, V. & Darné, O. & Ferrara, L. & Pluyaud, B. & Rouvreau, B.
  • 2008 Assessing the shape of the distribution of interest rates: lessons from French individual data
    by Lacroix, R.
  • 2008 Financing Constraints and a Firm's Decision and Ability to Innovate: Establishing Direct and Reverse Effects
    by Hajivassiliou, V. & Savignac, F.
  • 2008 An Inflation Forecasting Model for the Euro Area
    by Chauvin, V. & Devulder, A.
  • 2008 Testing for conditional heteroscedasticity in the components of inflation
    by Carmen Broto & Esther Ruiz
  • 2008 Inflation Targeting and Price-Level-Path Targeting in the GEM: Some Open Economy Considerations
    by Donald Coletti & René Lalonde & Dirk Muir
  • 2008 On Portfolio Separation Theorems with Heterogeneous Beliefs and Attitudes towards Risk
    by Fousseni Chabi-Yo & Eric Ghysels & Eric Renault
  • 2008 Nonparametric Regression on Latent Covariates with an Application to Semiparametric GARCH-in-Mean Models
    by Christian Conrad & Enno Mammen
  • 2008 Multivariate Fractionally Integrated APARCH Modeling of Stock Market Volatility: A multi-country study
    by Christian Conrad & Menelaos Karanasos & Ning Zeng
  • 2008 Application of the Generalized Method of Moments for Estimating Continuous-Time Models of U.S. Short-Term Interest Rates
    by Balázs Cserna
  • 2008 Expected Stock Returns and Variance Risk Premia
    by Tim Bollerslev & Tzuo Hao & George Tauchen
  • 2008 The cyclical component factor model
    by Christian M. Dahl & Henrik Hansen & John Smidt
  • 2008 The limiting properties of the QMLE in a general class of asymmetric volatility models
    by Christian M. Dahl & Emma M. Iglesias
  • 2008 Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure
    by Christina Amado & Timo Teräsvirta
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  • 2007 Modelling Volatilities and Conditional Correlations in Futures Markets with a Multivariate t Distribution
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  • 2007 Mixed Exponential Power Asymmetric Conditional Heteroskedasticity
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  • 2007 Capturing Common Components in High-Frequency Financial Time Series: A Multivariate Stochastic Multiplicative Error Model
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  • 2007 Using a New Open Economy Macroeconomics model to make real nominal exchange rate forecasts
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  • 2007 Model selection for monetary policy analysis How important is empirical validity?
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  • 2007 Mixed exponential power asymmetric conditional heteroskedasticity
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  • 2004 `Weak` trends for inference and forecasting in finite samples
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    by Gabriel Moser & Fabio Rumler & Johann Scharler
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  • 2004 Elements of a Theory of Design Limits to Optimal Policy
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    by Richard K. Crump & V. Joseph Hotz & Guido W. Imbens & Oscar A. Mitnik
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  • 2004 The Value of Structural Information in the VAR Model
    by Rodney W. Strachan & Herman K. van Dijk
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    by Rodney W. Strachan & Herman K. van Dijk
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    by Bargain, Olivier & Orsini, Kristian
  • 2004 In-Work Policies in Europe: Killing Two Birds with One Stone?
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    by Junankar, Pramod N. (Raja) & Madsen, Jakob B.
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    by Junankar, P. N. (Raja) & Madsen, Jakob B.
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    by Pesaran, M. Hashem & Timmermann, Allan
  • 2004 Real Time Econometrics
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  • 2004 Vector-Autoregression Approach to Forecast Italian Imports
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    by Sjöström, Magnus
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  • 2004 A smooth permanent surge process
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    by Malmsten, Hans
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    by Meitz, Mika & Teräsvirta, Timo
  • 2004 Inflation dynamics in the euro area and the role of expectations: further results
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  • 2004 Some Statistical Pitfalls In Copula Modeling For Financial Applications
    by Jean-David FERMANIAN & Olivier SCAILLET
  • 2004 Binary models with misclassification in the variable of interest
    by Esmeralda Ramalho
  • 2004 Covariate Measurement Error in Endogenous Stratified Samples
    by Esmeralda Ramalho
  • 2004 Competition, the Lisbon Strategy and the Euro
    by Anindya Banerjee & Bill Russell
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    by Strachan, R.W. & van Dijk, H.K.
  • 2004 Testing for causality in variance using multivariate GARCH models
    by Hafner, C.M. & Herwartz, H.
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    by Strachan, R.W. & van Dijk, H.K.
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    by Javier F. Mencia & Enrique Sentana
  • 2004 Simple tests for models of dependence between multiple financial time series, with applications to U.S. equity returns and exchange rates
    by Xiaohong Chen & Yanqin Fan & Andrew J. Patton
  • 2004 Two Cheers for the Aggregated (S, s) Model!
    by Richard Holt
  • 2004 Market Price of Risk Specifications for Affine Models: Theory and Evidence
    by Patrick Cheridito & Damir Filipovic
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    by Ragnar Nymoen & Gunnar Bardsen & Eilev S. Jansen
  • 2004 Properties of Optimal Forecasts
    by Allan Timmermann & Andrew J. Patton
  • 2004 Interpreting Permanent and Transitory Shocks to Output When Aggregate Demand May Not Be Neutral in the Long-run
    by John Keating
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    by Sergio Firpo
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    by Rodney W. Strachan & Herman K. van Dijk
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  • 2004 The New Keynesian Phillips Curve: An empirical assessment
    by Florian PELGRIN & Alain GUAY & Richard LUGER
  • 2004 Smooth Test Of Density Forecast Evaluation With Independent And Serially Dependent Data
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  • 2004 Bootstrapping the HEGY Seasonal Unit Root Tests
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  • 2004 Bagging Time Series Models
    by Lutz Kilian & Atsushi Inoue
  • 2004 Using additional information in estimating output gap in Peru: a multivariate unobserved component approach
    by Gonzalo Llosa/Shirley Miller
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    by Elizabeth Bucacos & Gerardo Licandro
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  • 2004 Forecasting Value-at-Risk Using the Markov-Switching ARCH Model
    by Wei-Ting Tang & Yin-Feng Gau
  • 2004 Structural Error Correction Model: A Bayesian Perspective
    by Chew Lian Chua & Peter Summers
  • 2004 Testing for Nonlinearity in Mean in the Presence of Heteroskedasticity
    by Stan Hurn
  • 2004 A Smooth Test for Density Forecast Evaluation
    by Aurobindo Ghosh & Anil K. Bera
  • 2004 Sensitivity of OLS estimates against ARFIMA error process as small sample Test for long memory
    by Anurag Banerjee
  • 2004 Are There Any Class Size Effects on Early Career Earnings in West Germany?
    by Hans J. Baumgartner
  • 2004 Growth and Inflation Forecasts for Germany: An Assessment of Accuracy and Dispersion
    by Jörg Döpke & Ulrich Fritsche
  • 2004 Discrete Choice Labor Supply: Conditional Logit vs. Random Coefficient Models
    by Peter Haan
  • 2004 Econometric Modelling in Blockholder Systems of Corporate Governance
    by Manjon, M.C.
  • 2004 An Alternative Asymptotic Analysis of Residual-Based Statistics
    by Andreou, E. & Werker, B.J.M.
  • 2004 Firm Size and Short-Term Dynamics in Aggregate Entry and Exit
    by Manjon, M.C.
  • 2004 Local Sensitivity and Diagnostic Tests
    by Magnus, J.R. & Vasnev, A.L.
  • 2004 La volatilité des prix des matières premières
    by Lautier, Delphine & Simon, Yves
  • 2004 A Structural Model of the Inflation Process in South Africa
    by Janine Aron & John Muellbauer & B. Smit
  • 2004 A Framework for Forecasting the Components of the Consumer Price Index: application to South Africa
    by Janine Aron & John Muellbauer & Coen Pretorius
  • 2004 Innovation Complimentarity and Scale of Production
    by Miravete, Eugenio J & Pernias, Jose C
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    by Pesaran, M Hashem & Timmermann, Allan G
  • 2004 Bagging Time Series Models
    by Inoue, Atsushi & Kilian, Lutz
  • 2004 A full heteroscedastic one-way error components model allowing for unbalanced panel : Pseudo-maximum likelihood estimation and specification testing
    by LEJEUNE, Bernard
  • 2004 Los ciclos ganaderos en Colombia, 1950--2001
    by Gerson Javier Pérez V
  • 2004 Estimation And Testing Of Dynamic Models With Generalised Hyperbolic Innovations
    by Francisco Javier Mencía & Enrique Sentana
  • 2004 Advancing the iid Test Based on Integration across the Correlation Integral: Ranges, Competition, and Power
    by Evzen Kocenda & Lubos Briatka
  • 2004 An Empirical Investigation of Biased Survey Data and an Attempted Cure
    by James E. Prieger
  • 2004 ‘Real Time Econometrics’
    by Pesaran, M.H. & Timmermann, A.
  • 2004 A Simple Test for the Absence of Covariate Dependence in Duration Models
    by Bhattacharjee, A.
  • 2004 Testing for Long-Run PPP in a System Context: Evidence for the US, Germany and Japan
    by Dimitrios Sideris
  • 2004 Modelling inflation in the Euro Area
    by Eilev S. Jansen
  • 2004 Incorporating Labour Market Frictions into an Optimising-Based Monetary Policy Model
    by Moyen, S. & Sahuc, J-G.
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    by Sara Gabriela Castellanos Pascacio & Marco Oviedo
  • 2004 Aggregation bias in macro models: does it matter foir the euro area?
    by Libero Monteforte
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    by Paolo Piselli
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    by Jean-Thomas Bernard & Lynda Khalaf & Maral Kichian
  • 2004 The U.S. New Keynesian Phillips Curve: An Empirical Assessment
    by Alain Guay & Florian Pelgrin
  • 2004 Exact Tests of Equal Forecast Accuracy with an Application to the Term Structure of Interest Rates
    by Richard Luger
  • 2004 Estimating New Keynesian Phillips Curves Using Exact Methods
    by Lynda Khalaf & Maral Kichian
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    by Alexandre Augusto Seijas de Andrade & Naércio Aquino Menezes-Filho
  • 2004 Monetary Policy And External Vulnerability In Brazil
    by Carlos Fernando Lagrota R. Lopes
  • 2004 Identificando Bolhas Especulativas Racionais No Ibovespa (Pós-Plano Real), A Partir De Regimes Markovianos De Conversão
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  • 2004 Country pair-correlations as a measure of financial integration: the case of the Euro equity markets
    by Manuela CROCI
  • 2004 Seasonal Unit Root Testing Based on the Temporal Aggregation of Seasonal Cycles
    by Gabriel Pons Rotger
  • 2004 Sample Selection in Models of Academic Performance
    by Matthew J. Cushing & Mary G. McGarvey
  • 2004 Curva de rendimientos y crecimiento de la producción real en la UEM: eficiencia y estabilidad predictiva./Yield Curve and Real Output Growth in the EMU: Efficiency and Predictive Stability
    by DUARTE, A. & VENETIS, I. & PAYÁ, I.
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    by DE ARCE BORDA, R.
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    by Wooheon Rhee
  • 2004 Usos y limitaciones de los procesos estocásticos en el tratamiento de distribuciones de rendimientos con colas gordas
    by José Carlos Ramirez Sánchez
  • 2004 The Applied Econometrics: Theory and Praxis (Roman Hušek and Jan Pelikán) (in Czech)
    by Jan Kodera
  • 2004 Size Matters: The Standard Error of Regressions in the American Economic Review
    by Stephen T. Ziliak & Deirdre N. McCloskey
  • 2004 A Comparison of Causality Tests Applied to the Bilateral Relationship between Consumption and GDP in the USA and Mexico
    by Guisan, M.Carmen
  • 2004 Dynamic Relations Between Macroeconomic Factors and the Jordanian Stock Market
    by Al-Sharkas, A.A.
  • 2004 Cuenta Corriente Yrestriccion Presupuestaria Intertemporal: Un Contraste De La Viabilidaddel Financieamientoexterno
    by JUAN CARLOS VARGASBERDUGO
  • 2004 What makes reforms likely: Political economy determinants of reforms in Latin America
    by Eduardo Lora & Mauricio Olivera
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    by Carlos Castellar & Jose Ignacio Uribe
  • 2004 Output Variability and Economic Growth: the Japanese Case
    by Stilianos Fountas & Menelaos Karanasos & Alfonso Mendoza
  • 2004 Economic Aspects of the Appraisal and Selection of Engineering Projects
    by Nadya Marinova
  • 2004 Models for Optimization Logistic Decisions (On The Example of the Bulgarian Army)
    by Vania Banabakova
  • 2004 Identificando Bolhas Especulativas Racionais no IBOVESPA (Pós-Plano Real), a partir de Regimes Markovianos de Conversão
    by Diógenes Manoel Leiva Martin & Eduardo Kazuo Kayo & Herbert Kimura & Wilson Toshiro Nakamura
  • 2003 Estimating nonlinear dynamic economies: A likelihood approach
    by Jesus Fernandez-Villaverde & Juan Rubio-Ramirez
  • 2003 Adaptive Learning, Model Uncertainty and Monetary Policy Inertia in a Large Information Environment
    by Fabio Milani
  • 2003 Asymptotic Principal Components Estimation of Large Factor Models
    by Victor Solo & Chris Heaton
  • 2003 A time series model for an exchange rate in a target zone with applications
    by Lundbergh, Stefan & Teräsvirta, Timo
  • 2003 Structural Change and Small-Sample Inference in a Long-Run Structural Var Model of UK Aggregate Demand
    by Dimitrios Papaikonomou
  • 2003 The Connection of Stock Markets Between Germany and the USA: New Evidence From a Co-integration Study
    by Eberts, Elke
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    by Antzoulatos, Angelos A. & Wilfling, Bernd
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    by Engelmann, Bernd & Hayden, Evelyn & Tasche, Dirk
  • 2003 The Forecasting Performance of German Stock Option Densities
    by Keller, Joachim & Glatzer, Ernst & Craig, Ben R. & Scheicher, Martin
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    by Catherine Baumont & Cem Ertur & Julie Le Gallo
  • 2003 Modelling the misalignments of the Dollar-Sterling real exchange rate: a nonlinear cointegration perspective
    by Slim CHAOUACHI & Gilles DUFRENOT & Val=E9rie MIGNON
  • 2003 Are There Any Class Size Effects On Early Career Earnings In West Germany?
    by Hans J. Baumgartner
  • 2003 Tests of Conditional Predictive Ability
    by Raffaella Giacomini & Halbert White
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    by Ryan SULEIMANN
  • 2003 New Technology Stock Market Indexes Contagion: A VAR-dccMVGARCH Approach
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    by Alejandro Diaz-Bautista & Ramon A. Castillo Ponce
  • 2003 The P* model as a general identity to analyze and forecast the behavior of the inflation rate in the economy of Puerto Rico
    by Carlos A. Rodríguez Ramos
  • 2003 An Alternative to the BDS Test: Integration Across The Correlation Integral
    by Evzen Kocenda
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    by Bernardo Maggi & Stefania P. S. Rossi
  • 2003 Some Finite Sample Results On Testing For Granger Noncausality
    by Judith A. Clarke & Sadaf Mirza
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    by Joachim Grammig & Erik Theissen
  • 2003 Using composite estimators to improve both domain and total area estimation
    by Àlex Costa & Albert Satorra & Eva Ventura
  • 2003 Stepwise multiple testing as formalized data snooping
    by Joseph P. Romano & Michael Wolf
  • 2003 An empirical evaluation of small area estimators
    by Àlex Costa & Albert Satorra & Eva Ventura
  • 2003 New Asian Regionalism: Evidence of ASEAN+3 Free Trade Agreement From Extended Gravity Theory and New Modelling Approach
    by Tran Van Hoa
  • 2003 Growth of Asian Regional Trade and Income Convergence: Evidence from ASEAN+3 Based on Extended Helpman-Krugman Hypothesis and Flexible Modelling Approach
    by Tran Van Hoa
  • 2003 Fractional Integration and the Dynamics of UK Unemployment
    by Luis A. Gil-Alana & S.G. Brian Henry
  • 2003 Validity of Discrete-Choice Experiments - Evidence for Health Risk Reduction
    by Harry Telser & Peter Zweifel
  • 2003 Growth and Inequality: Model Evaluation Based on an Estimation-Calibration Strategy
    by Hyeok Jeong & Robert M. Townsend
  • 2003 A Test for Comparing Multiple Misspecified Conditional Distributions
    by Valentina Corradi & Norman R. Swanson
  • 2003 Symmetric Normal Mixture GARCH
    by Carol Alexandra & Emese Lazar
  • 2003 Optimal f and Portfolio Return Optimisation in US Futures Markets
    by John Anderson & Robert W Faff
  • 2003 Non-Nested Models and the Likelihood Ratio Statistic: A Comparison of Simulation and Bootstrap Based Tests
    by George Kapetanios & Melvyn Weeks
  • 2003 Nonlinearities over the Business Cycle: an Application of the Smooth Transition Autoregressive Model to characterize GDP dynamics for the Euro-area and Portugal
    by Francisco Craveiro Dias
  • 2003 Test de l’effet de stabilisation automatique par la modélisation SVAR sans contrainte de long terme
    by Ghassan, Hassan B.
  • 2003 A Range-Based GARCH Model for Forecasting Volatility
    by Mapa, Dennis S.
  • 2003 Indicator Models of Real GDP Growth in Selected OECD Countries
    by Franck Sédillot & Nigel Pain
  • 2003 Can population projections be used for sensitivity tests on policy models?
    by John Bryant
  • 2003 Modelling structural change: the case of New Zealand
    by Olivier Basdevant & David Hargreaves
  • 2003 Modelling Security Market Events in Continuous Time: Intensity Based, Multivariate Point Process Models
    by Clive G. Bowsher
  • 2003 Empirical Information Criteria for Time Series Forecasting Model Selection
    by Md B. Billah & R.J. Hyndman & A.B. Koehler
  • 2003 Estimation of Asymmetric Box-Cox Stochastic Volatility Models Using MCMC Simulation
    by Xibin Zhang & Maxwell L. King
  • 2003 Employer Learning and Schooling-Related Statistical Discrimination in Britain
    by Galindo-Rueda, Fernando
  • 2003 Employer Learning and Schooling-Related Statistical Discrimination in Britain
    by Galindo-Rueda, Fernando
  • 2003 Forecasting The Conditional Covariance Matrix Of A Portfolio Under Long-Run Temporal Dependence
    by Antonio Rubia Serrano & Trino-Manuel Ñíguez
  • 2003 Volatility And Var Forecasting For The Ibex-35 Stock-Return Index Using Figarch-Type Processes And Different Evaluation Criteria
    by Trino-Manuel Ñíguez
  • 2003 Monetary Policy Shocks and Business Cycle Fluctuations in a Small Open Economy: Sweden 1986-2002
    by Lindé, Jesper
  • 2003 Testing the New Keynesian Phillips curve
    by Bårdsen, Gunnar & Jansen, Eilev S. & Nymoen, Ragnar
  • 2003 Testing constancy of the error covariance matrix in vector models
    by Eklund, Bruno & Teräsvirta, Timo
  • 2003 A nonlinear alternative to the unit root hypothesis
    by Eklund, Bruno
  • 2003 Testing the unit root hypothesis against the logistic smooth transition autoregressive model
    by Eklund, Bruno
  • 2003 Choosing Factors in a Multifactor Asset Pricing Model: A Bayesian Approach
    by Ericsson, Johan & Karlsson, Sune
  • 2003 Maximum Likelihood Ratio based small-sample tests for random coefficients in linear regression
    by Petzold, Max & Jonsson, Robert
  • 2003 Efficiency losses in milk marketing boards – the importance of exports
    by Brunstad, Rolf Jens & Gaasland, Ivar
  • 2003 On the Economic Impact of Modeling Non-Linearities: The Asset Pricing Example
    by Prasad Bidarkota
  • 2003 STAR-GARCH Models for Stock Market Interactions in the Pacific Basin Region, Japan and US
    by Giorgio Busetti & Matteo Manera
  • 2003 The value of structural information in the VAR model
    by Strachan, R.W. & van Dijk, H.K.
  • 2003 Selecting a Nonlinear Time Series Model using Weighted Tests of Equal Forecast Accuracy
    by van Dijk, D.J.C. & Franses, Ph.H.B.F.
  • 2003 Output dynamics in an endogenous growth model
    by Moral Zuazo, María Paz & Barañano Mentxaka, Ilaski
  • 2003 The P* model as a general identity to analyze and forecast the behavior of the inflation rate in the economy of Puerto Rico
    by Carlos A. Rodríguez Ramos
  • 2003 Employer Learning and Schooling-Related Statistical Discrimination in Britain
    by Galindo-Rueda, Fernando
  • 2003 Some million thresholds: Nonlinearity and cross-country growth regressions
    by Cuaresma, Jesus Crespo
  • 2003 Does the Purchasing Power Parity Hold in Emerging Markets? Evidence from Black Market Exchange Rates
    by Cerrato, Mario & Nicholas Sarantis
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    by Wallis, Gavin
  • 2003 US Monetary Policy Rules: the Case for Asymmetric Preferences
    by Surico, Paolo
  • 2003 Causality Tests, Interdependence and Model Selection: Aplication to OECD countries 1960-97
    by Guisan, M.Carmen
  • 2003 Recursive Predictability Tests for Real-Time Data
    by Rossi, Barbara & Inoue, Atsushi
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    by A.H.J. den Reijer & P.J.G. Vlaar
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    by P.J.G. Vlaar & A.H.J. den Reijer
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    by Philip A. Haile & Ali Hortacsu & Grigory Kosenok
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    by Patton, Andrew J & Timmermann, Allan G
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    by Inoue, Atsushi & Kilian, Lutz
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    by Robert H. McGuckin & Ataman Ozyildirim
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    by Kapetanios, G. & Weeks, M.
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    by Raffaella Giacomini & Ivana Komunjer
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    by Lynda Khalaf & Maral Kichian
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  • 2003 Modeling the Demand for Currency Issued in Turkey
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  • 2003 Can pro-natalist policy be effective?
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  • 2003 Makroelemzők inflációs várakozásai Magyarországon
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  • 2003 Evaluation Of Equity Mutual Funds’ Performance Using A Multicriteria Methodology
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  • 2003 Capital Flight In The 1990s – Lessons From E. Europe
    by Angelos A. Antzoulatos & Theodosios Sampaniotis
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    by Nowak-Lehmann D., Felicitas
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    by Lynda Khalaf & Maral Kichian
  • 2002 Two-Step Estimation of Discrete/Continuous Econometric Models with Interdependent Multinomial Choices
    by Denis Bolduc & Dimitri Sanga
  • 2002 Modeling and forecasting Brazilian industrial production: unit roots, seasonality and non-linearity
    by Filipe R. Campante & Luciano Vereda & Marcelo C. Medeiros
  • 2002 Structural Change Testing in Stochastic Volatility Models
    by J. del Hoyo & J.-Guillermo Llorente
  • 2002 The UK Personal Sector Demand for Risky Money
    by Binner, Jane & Elger, Thomas
  • 2002 A Monte Carlo Study on the Pitfalls in Determining Deterministic Components in Cointegrating Models
    by Hjelm, Göran & Johansson, Martin W
  • 2002 Testing parameter constancy in stationary vector autoregressive models against continuous change
    by He, Changli & Teräsvirta, Timo & González, Andres
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    by P.J.A. van Els & S.G. Grob
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    by Schröder, Michael & Hüfner, Felix P.
  • 2002 The persistence and asymmetry of time-varying correlations
    by Baur, Dirk
  • 2002 Monitoring structural change in dynamic econometric models
    by Zeileis, Achim & Leisch, Friedrich & Kleiber, Christian & Hornik, Kurt
  • 2002 Testing the diffusion coefficient
    by Kleinow, Torsten
  • 2002 Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form
    by Kilian, Lutz & Gonçalves, Sílvia
  • 2002 Evaluating Density Forecasts with an Application to Stock Market Returns
    by Raunig, Burkhard & de Raaij, Gabriela
  • 2002 The Empirical Performance of Option Based Densities of Foreign Exchange
    by Keller, Joachim G. & Craig, Ben R.
  • 2002 Comparing the Predictive Information Content of College Football Rankings
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  • 2002 Modeling electricity loads in California: ARMA models with hyperbolic noise
    by Joanna Nowicka-Zagrajek & Rafal Weron
  • 2002 Specification Searches in Spatial Econometrics: The Relevance of Hendry's Methodology
    by Raymond J.G.M. Florax & Hendrik Folmer & Sergio J. Rey
  • 2002 Uncovering Policy Makers' Loss Function
    by Paolo Surico
  • 2002 Labor-Supply Shifts and Economic Fluctuations
    by Yongsung Chang & Frank Schorfheide
  • 2002 Learning by Doing as a Propagation Mechanism
    by Yongsung Chang & Joao Gomes & Frank Schorfheide
  • 2002 Information, Alternative Markets, and Security Price Processes: A Survey of Literature
    by Rafiqul Bhuyan
  • 2002 What Type of Process Underlies Options? A Simple Robust Test
    by Peter Carr & Liuren Wu
  • 2002 Some million thresholds: Nonlinearity and cross-country growth regressions
    by Jesús Crespo Cuaresma
  • 2002 On the Futility of Testing the Error Term Assumptions in a Spurious Regression
    by David E. A. Giles
  • 2002 Evaluating Density Forecasts via the Copula Approach
    by Xiaohong Chen & Yanqin Fan
  • 2002 Structural Breaks and Diversification: The Impact of the 1997 Asian Financial Crisis on the Integration of Asia-Pacific Real Estate Markets
    by Pat Wilson & Ralf Zurbruegg & Richard Gerlach
  • 2002 A Score Test for Discreteness in GARCH Models
    by Henrik Amilon
  • 2002 International Real Business Cycles: A comparison of competing models using likelihood techniques
    by Joann Bangs & John Landon-Lane
  • 2002 International Real Business Cycles and Increasing Returns to Scale: A Formal Analysis using Likelihood Methods
    by John Landon-Lane & Joann Bangs
  • 2002 Evaluating Dynamic Stochastic General Equilibrium Models using Likelihood
    by John Landon-Lane
  • 2002 Building Neural Network Models for Time Series: A Statistical Approach
    by Marcelo C. Medeiros & Timo Terasvirta & Gianluigi Rech
  • 2002 Evaluating the performance of GARCH models using White´s Reality Check
    by Leonardo Souza & Alvaro Veiga & Marcelo C. Medeiros
  • 2002 Augoregressive Conditional Kurtosis
    by Chris Brooks & Simon P. Burke & Gita Persand
  • 2002 Time-Varying Market, Interest Rate and Exchange Rate Risk in Australian Bank Portfolio Stock Returns: A Garch-M Approach
    by Susan Ryan & Andrew C. Worthington
  • 2002 Modeling the Macro-Economy of Bangladesh
    by Lord, Montague J.
  • 2002 Evaluating Density Forecasts with an Application to Stock Market Returns
    by Gabriela de Raaij & Burkhard Raunig
  • 2002 The Aggregate Consumption Puzzle In Singapore
    by Tilak ABEYSINGHE & CHOY Keen Meng
  • 2002 The Empirical (ir)Relevance of the New Keynesian Phillips Curve
    by Gunnar Bårdsen & Eilev S. Jansen & Ragnar Nymoen
  • 2002 A smooth-transition model of the Australian unemployment rate
    by Gunnar Bårdsen & Stan Hurn & Zoë McHugh
  • 2002 Residual-based tests for cointegration and multiple regime shifts
    by Vasco J. Gabriel & Martin Sola & Zacharias Psaradakis
  • 2002 Bayesian Estimation of a Stochastic Volatility Model Using Option and Spot Prices
    by C.S. Forbes & G.M. Martin & J. Wright
  • 2002 Influence Diagnostics in GARCH Processes
    by Xibin Zhang & Maxwell L. King
  • 2002 A Class of Nonlinear Stochastic Volatility Models and Its Implications on Pricing Currency Options
    by Jun Yu & Zhenlin Yang & Xibin Zhang
  • 2002 Parametric Pricing of Higher Order Moments in S&P500 Options
    by G.C. Lim & G.M. Martin & V.L. Martin
  • 2002 Macroeconomic instability, capital accumulation and growth: The case of Turkey 1963-1999
    by Mustafa Ismihan & Kivilcim Metin-Özcan & Aysit Tansel
  • 2002 Analyzing I(2) Systems by Transformed Vector Autoregressions
    by Hans Christian Kongsted & Heino Bohn Nielsen
  • 2002 Testing the Nominal-to-Real Transformation
    by Hans Christian Kongsted
  • 2002 Tail-Dependence in Stock-Return Pairs
    by Fortin, Ines & Kuzmics, Christoph
  • 2002 Finding Good Predictors for Inflation: A Bayesian Model Averaging Approach
    by Jacobson, Tor & Karlsson, Sune
  • 2002 Regime Switches in Swedish Interest Rates
    by Erlandsson, Ulf
  • 2002 Building neural network models for time series: A statistical approach
    by Medeiros, Marcelo C. & Teräsvirta, Timo & Rech, Gianluigi
  • 2002 Inflation dynamics in the euro area and the role of expectations
    by Paloviita , Maritta
  • 2002 Inflation Differentials before and after the EMU
    by Giovanni Arese-Visconti
  • 2002 A Note on Ending Inventory Valuation in Multiperiod Production Scheduling
    by van den Heuvel, W. & Wagelmans, A.P.M.
  • 2002 The impact of wealth on consumption and retirement behaviour in the UK
    by David Blake
  • 2002 State-of-art on PLS Path Modeling through the available software
    by TENENHAUS, Michel & CHATELIN, Yves-Marie & ESPOSITO VINZI, Vincenzo
  • 2002 Causalidad y cointegracion en modelos econometricos: Aplicaciones a los paises de la OCDE y limitaciones de los tests de cointegracion
    by Guisan, M.Carmen
  • 2002 Optimal Tests for Nested Model Selection with Underlying Parameter Instability
    by Rossi, Barbara
  • 2002 Alternative Models for Stock Price Dynamic
    by Chernov, Mikhail & Gallant, A. Ronald & Ghysels, Eric & Tauchen, George
  • 2002 Alternative Measures of the Explanatory Power of Multivariate Probit Models with Continuous or Ordinal Responses
    by Martin Spieß & Gerhard Tutz
  • 2002 German Exports to the Euro Area
    by Sabine Stephan
  • 2002 A Comparison of Marginal Likelihood Computation Methods
    by Charles S. Bos
  • 2002 Detecting Serial Dependence in Tail Events
    by Cees Diks
  • 2002 The Empirical Economic Growth Literature
    by Raymond J.G.M. Florax & Henri L.F. de Groot & Reinout Heijungs
  • 2002 Appréciation économétrique de la solvabilité des sociétés d'assurance non-vie
    by Hsini, Ridha
  • 2002 Testing for a New Economy in the 1990s
    by Ray C. Fair
  • 2002 College Football Rankings and Market Efficiency
    by Ray C. Fair & John F. Oster
  • 2002 End-of-Sample Instability Tests
    by Donald W.K. Andrews
  • 2002 Consistent Testing for Stochastic Dominance: A Subsampling Approach
    by Oliver Linton & Esfandiar Maasoumi & Whang, Yoon-Jae
  • 2002 Wavelets in Economics and Finance: Past and Future
    by Ramsey, J.B.
  • 2002 VARs, Common Factors and the Empirical Validation of Equilibrium Business Cycle Models
    by Giannone, Domenico & Reichlin, Lucrezia & Sala, Luca
  • 2002 In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use?
    by Inoue, Atsushi & Kilian, Lutz
  • 2002 Learning by Doing as a Propagation Mechanism
    by Chang, Yongsung & Gomes, Joao F & Schorfheide, Frank
  • 2002 An Evaluation Framework for Alternative VaR Models
    by Bams, Dennis & Lehnert, Thorsten & Wolff, Christian C
  • 2002 Factor Forecasts for the UK
    by Artis, Michael J & Banerjee, Anindya & Marcellino, Massimiliano
  • 2002 Bubbles and long-range dependence in asset prices volatilities
    by KIRMAN, Alan & TEYSSIÈRE, Gilles
  • 2002 The information content of implied volatility in agricultural commodity markets
    by GIOT, Pierre
  • 2002 A diagnostic m-test for distributional specification of parametric conditional heteroscedasticity models for financial data
    by LEJEUNE, Bernard
  • 2002 A new class of multivariate skew densities, with application to GARCH models
    by BAUWENS, Luc & LAURENT, Sébastien
  • 2002 Analytic Evaluation of Volatility Forecasts
    by Torben G. Andersen & Tim Bollerslev & Nour Meddahi
  • 2002 Alternative Models for Stock Price Dynamics
    by Mikhail Chernov & A. Ronald Gallant & Eric Ghysels & George Tauchen
  • 2002 Testing for Drift in a Time Series
    by Busettti, F. & Harvey, A.
  • 2002 Generalised Mean-Variance Analysis and Robust Portfolio Diversification
    by Wright, S.M. & Satchell, S.E.
  • 2002 Estimating the Probability of Informed Trading - Does Trade Misclassification Matter?
    by Joachim Grammig & Erik Theissen
  • 2002 Comparing Density Forecasts via Weighted Likelihood Ratio Tests: Asymptotic and Bootstrap Methods
    by Raffaella Giacomini
  • 2002 Macroeconomic Instability, Capital Accumulation and Growth : The Case of Turkey 1963-1999
    by Mustafa Ismihan & Aysit Tansel & Kivilcim Metin-Ozcan
  • 2002 Evaluating the Quarterly Projection Model: A Preliminary Investigation
    by Robert Amano1 & Kim McPhail & Hope Pioro & Andrew Rennison
  • 2002 Herramientas estadisticas para el estudio de perfiles de riesgo
    by Eva Boj del Val & M. Mercedes Claramunt Bielsa & Jose Fortiana Gregori
  • 2002 Sensitivity of Simulation Results to Competing SAM Updates
    by M. Alejandro Cardenete & Ferran Sancho
  • 2002 Hausman Tests for Inefficient Estimators: Application to Demand for Health Care Service (revised)
    by Michael Creel
  • 2002 Weak exogeneity in partially nonstationary models
    by Antonio Aznar & Manuel Salvador
  • 2002 Testing misspecified non-nested factor demand systems: Some Monte Carlo results
    by Matteo Manera
  • 2002 Estimation of an effectively globally regular demand system: An application to United States meat consumption
    by Anitoliy Skripnichenko & Kevin Chen
  • 2002 Improving GARCH volatility forecasts with regime-switching GARCH
    by Franc Klaassen
  • 2002 Stima del Value-at-Risk con il Filtro di Kalman
    by Cristina Sommacampagna
  • 2002 Small is Beautiful?-Entwicklungslinien im Makroökonometrischen Modellbau
    by Ullrich Heilemann
  • 2002 Prognosegehalt von ifo-Geschäftserwartungen und ZEW-Konjunkturerwartungen: Ein ökonometrischer Vergleich
    by Felix Hüfner & Michael Schröder
  • 2002 Testing for Structural Changes in the Presence of Long Memory
    by Walter Kramer & Philipp Sibbertsen
  • 2002 Una nota metodológica acerca de aplicaciones del filtro de Kalman a las calibraciones en modelos de ciclo real
    by Jesús Ruiz
  • 2002 Trend Estimation And De-Trending Using Bidirectional Filtering
    by D.S.G. Pollock
  • 2002 Modelling Investment Decisions though Logistic Regressions (using data on mass privatisation)
    by Aleksandar Tsvetkov & Mariana Kotseva
  • 2001 Return Interval, Dependence Structure and Multivariate Normality
    by Thierry Ané & Chiraz Labidi
  • 2001 Value-At-Risk For Long And Short Trading Positions
    by Pierre Giot and S»bastien Laurent
  • 2001 Using High Frequency Data to Calculate, Model and Forecast Realized Volatility
    by Roel Oomen
  • 2001 Normal versus Student in Measuring Value at Risk. An Empirical Bayesian Overview
    by Gonzalo GarcÃa-Donato, Pedro Gento and Juan Ortega, University of Castilla-La Mancha
  • 2001 Bootstrap LR Tests for Sign and Amplitude Asymmetries
    by Jerry Coakley; Ana-Maria Fuertes
  • 2001 Microeconomic Models for Long-Memory in the Volatility of Financial Time Series
    by Alan P. Kirman, Gilles Teyssiere
  • 2001 Modelling Business Cycle Features Using Switching Regime Models
    by Clements, M.C. & Krolzig, H.-M.
  • 2001 An Eigenfunction Approach for Volatility Modeling
    by Meddahi, N.
  • 2001 A Theoretical Comparison Between Integrated and Realized Volatilies
    by Meddahi, N.
  • 2001 Exact Nonparametric Two-Sample Homogeneity Tests for Possibly Discrete Distributions
    by Dufour, J.M. & Farhat, A.
  • 2001 Conditional Skewness Modelling for Stock Returns
    by Brännäs, Kurt & Nordman, Niklas
  • 2001 An Alternative Conditional Asymmetry Specification for Stock Returns
    by Brännäs, Kurt & Nordman, Niklas
  • 2001 A Neural Network Versus Black-Scholes: A Comparison of Pricing and Hedging Performances
    by Amilon, Henrik
  • 2001 Predicting Corporate Failure in the UK: A Multidimensional Scaling Approach
    by Neophytou, E. & Molinero, C.M.
  • 2001 Can the Mortensen & Pissarides Model Reproduce the Asymmetric Dynamics of US and French Aggregate Gross Job Flows?
    by Karame, F.
  • 2001 A fast Subsampling Method for Nonlinear Dynamic Models
    by Hong, H. & Scaillet, O. & Tamer, E.
  • 2001 The Two-Fixed Point Lemma
    by Oleg Kozlovski & Sebastien van Strien & Robin de Vilder
  • 2001 Models implementation: A state of the art
    by David, Albert
  • 2001 Unternehmens- versus Analystenbefragungen: Zum Prognosegehalt von ifo-Geschäftserwartungen und ZEW-Konjunkturerwartungen
    by Hüfner, Felix P. & Schröder, Michael
  • 2001 Semiparametric diffusion estimation and application to a stock market index
    by Härdle, Wolfgang & Kleinow, Torsten & Korostelev, Alexander P. & Logeay, Camille & Platen, Eckhard
  • 2001 Interest rate volatility prior to monetary union under alternative pre-switch regimes
    by Wilfling, Bernd
  • 2001 Econometric application of linear programming: a model of Russian large-scale farm (the case of the Moscow Region)
    by Nikolai Svetlov
  • 2001 Bayesian Modelling of Catch in a Northwest Atlantic Fishery
    by Carmen Fernandez & Eduardo Ley & Mark Steel
  • 2001 Model uncertainty in cross-country growth regressions
    by Carmen Fernandez & Eduardo Ley & Mark Steel
  • 2001 Lag Length Estimation in Large Dimensional Systems
    by Jesus Gonzalo & Jean-Yves Pitarakis
  • 2001 Rate-optimal data-driven specification testing in regression models
    by Emmanuel Guerre & Pascal Lavergne
  • 2001 Model Selection and Simplification Using Lattices
    by Jaromir Antoch & Jan Hanousek
  • 2001 Expenditure Levels, Prices and Consumption Patterns in a Cross-Sectioin of Countries
    by Robert Stehrer
  • 2001 Testing for Time Dependence in Parameters
    by Ralf Becker & Walter Enders & A. Stan Hurn
  • 2001 Semiparametric Diffusion Estimation and Application to a Stock Market Model
    by Wolfgang Hardle & Torsten Kleinow & Alexander Korostelev & Camille Logeay & Eckhard Platen
  • 2001 Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size
    by Olivier Ledoit & Michael Wolf
  • 2001 The Contingent Valuation Method in Health Care: An Economic Evaluation of Alzheimer's Disease
    by Dario Bonato & Sandra Nocera & Harry Telser
  • 2001 Estimating and Restricting Growth Rates and Cointegration Means With Applications to Consumption and Money Demand
    by Håvard Hungnes
  • 2001 Are Predicted Lifetime Consumption Profiles Robust with respect to Model Specifications?
    by Tom Kornstad
  • 2001 Statistical methods for modelling neural networks
    by Marcelo C. Medeiros & Timo Terasvirta
  • 2001 Monetary policy during Brazil´s Real Plan: estimating the Central Bank´s reaction function
    by Maria José Salgado & Márcio Gomes Pinto Garcia & Marcelo C. Medeiros
  • 2001 International Evidence of the Predictability of Prices of Securititised Real Estate Assets: Econometric Models versus Neural Networks
    by Chris Brooks & Sotiris Tsolacos
  • 2001 Macroeconomic Policies for Poverty Reduction in Cambodia
    by Lord, Montague J.
  • 2001 Introduction into macroeconomic modeling foundations
    by Dobrescu, Emilian
  • 2001 One-step and two-step estimation of the effects of exogenous variables on technical efficiency levels
    by Wang, Hung-jen & Schmidt, Peter
  • 2001 Economic Forecasting: Some Lessons from Recent Research
    by David Hendry & Michael P. Clements
  • 2001 Modelling Business Cycle Features Using Switching Regime Models
    by Hans-Martin Krolzig & Michael P. Clements
  • 2001 A simple method for testing cointegration subject to regime changes
    by Vasco J. Gabriel & Martin Sola & Zacharias Psaradakis
  • 2001 Inflation and Output Growth Uncertainty and their Relationship with Inflation and Output Growth
    by Fountas, Stilianos & Karanasos,Menelaos
  • 2001 An Eigenfunction Approach for Volatility Modeling
    by MEDDAHI, Nour
  • 2001 A Theoretical Comparison Between Integrated and Realized Volatilies
    by MEDDAHI, Nour
  • 2001 Exact Nonparametric Two-Sample Homogeneity Tests for Possibly Discrete Distributions
    by DUFOUR, Jean-Marie & FARHAT, Abdeljelil
  • 2001 On the Nature and Role of Hypothesis Tests
    by McLean, A.
  • 2001 Labour Market Dynamics in RBC Models
    by A. Johri & M-A. Letendre
  • 2001 How to Deal with Structural Breaks in Practical Cointegration Analysis
    by Roselyne Joyeux
  • 2001 Space-time analysis of GDP disparities among European regions: A Markov chains approach
    by LE GALLO, Julie
  • 2001 Assessing Monetary Rules Performance across EMU Countries
    by Carlo Altavilla
  • 2001 Measuring the Effects of Monetary Policy in the Euro Area: The Role of Anticipated Policy
    by Jan Gottschalk & Florian Höppner
  • 2001 Empirical Performance of the Czech and Hungarian Index Options under Jump
    by Lee, Gabriel S. & Boss, Michael & Klisz, Chris
  • 2001 Graphical diagnostics of endogeneity
    by de Luna, Xavier & Johansson, Per
  • 2001 Clustering and Joint Marketing in Retail Trade
    by Bohlin, Nils
  • 2001 The Empirical Relevance of Simple Forward- and Backward-looking Models: A View from a Dynamic General Equilibrium Model
    by Lindé, Jesper
  • 2001 Estimating New-Keynesian Phillips Curves: A Full Information Maximum Likelihood Approach
    by Lindé, Jesper
  • 2001 Is the Short-run Phillips Curve Nonlinear? Empirical Evidence for Australia, Sweden and the United States
    by Eliasson, Ann-Charlotte
  • 2001 TAR models and real exchange rates
    by Johansson, Martin
  • 2001 GARCH Estimation and Discrete Stock Prices
    by Amilon, Henrik
  • 2001 The Dynamic Response of the Budget Balance to Tax, Spending and Output Shocks: Does Model Specification Matter?
    by Hjelm, Göran
  • 2001 Testing exogeneity under distributional misspecification
    by de Luna, Xavier & Johansson, Per
  • 2001 The effects of institutional and technological change and business cycle fluctuations on seasonal patterns in quarterly industrial production series
    by van Dijk, Dick & Strikholm, Birgit & Teräsvirta, Timo
  • 2001 Dollarization in Lithuania: An Econometric Approach
    by Vetlov, Igor
  • 2001 Econometric Analysis of the Market Share Attraction Model
    by Fok, D. & Franses, Ph.H.B.F. & Paap, R.
  • 2001 A Bayesian Analysis of the PPP Puzzle using an Unobserved Components Model
    by Richard Kleijn & Herman K. van Dijk
  • 2001 Does Demand and Price Uncertainty affect Belgian and Spanish Corporate Investment?
    by Marga PEETERS
  • 2001 An Exploration into Pigou's Theory of Cycles
    by Beaudry, Paul & Portier, Franck
  • 2001 Modelling Scale-Consistent VaR with the Truncated Lévy Flight
    by Lehnert, Thorsten & Wolff, Christian C
  • 2001 Value-at-risk for long and short trading positions
    by GIOT, Pierre & LAURENT, Sébastien
  • 2001 On the dynamics of lending and deposit interest rates in emerging markets: a non-linear approach
    by Ana María Iregui & Costas Milas & Jesús Otero
  • 2001 Forecasting the spot prices of various coffee types using linear and non-linear error correction models
    by Costas Milas & Jesus Otero & Theodore Panagiotidis
  • 2001 Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects
    by Jean-Thomas Bernard & Jean-Marie Dufour & Ian Genest & Lynda Khalaf
  • 2001 A Consistent Test for the Martingale Difference Hypothesis
    by Manuel A. Dominguez & Ignacio N. Lobato
  • 2001 An Exploratory Analysis of the Effect of Current Income on the Relative Change in Aggregate Consumption: A Heterogeneous Household Approach
    by Manisha Chakrabarty & Anke Schmalenbach
  • 2001 Measuring the Effects of Monetary Policy in the Euro Area: The Role of Anticipated Policy
    by Jan Gottschalk & Florian Höppner
  • 2001 International Shocks and the Role of Domestic Policy in Australia
    by Mardi Dungey
  • 2001 Inference about predictive ability
    by McCracken,M.W. & West,K.D.
  • 2001 Apparent scaling
    by Ole E. Barndorff-Nielsen & Karsten Prause
  • 2001 A small continuous time macro-econometric model of the Czech Republic
    by Emil Stavrev
  • 2001 Unobserved components in an error-correction model of consumption for Southern European countries
    by Nicholas Sarantis & Chris Stewart
  • 2001 The treatment of seasonality in error correction models as unobserved component: a case study for an Austrian consumption function
    by Michael Wüger & Gerhard Thury
  • 2001 Integrated Conditional Moment testing of quantile regression models
    by Herman J. Bierens & Donna K. Ginther
  • 2001 Un modello a soglia per la volatilità del mercato azionario italiano: performance previsive e valutazione del rischio di portafoglio
    by Asmara Jamaleh
  • 2001 Modeling the IMF's Statistical Discrepancy in the Global Current Account
    by Jaime Marquez & Lisa Workman
  • 2001 Can Currency Demand Be Stable Under a Financial Crisis? The Case of Mexico
    by By May Khamis & Alfredo M. Leone
  • 2001 Las importaciones de mercancías en la economía española
    by RAMIL DÍAZ, Mª
  • 2001 Estacionariedad en torno a un nivel con ruptura. Un estudio de simulación
    by PRESNO CASQUERO, Mª J. & LÓPEZ MENÉNDEZ, A.J.
  • 2001 Structual Break: Tests of the Present-Value Government Borrowing Constraint and Stability of Debt-GDP Ratio in the UK: 1970-2000
    by Ghatak A.
  • 2001 An International Comparison of Long-Run Consumer Behaviour
    by Stewart C.
  • 2001 Long-Term Trends and Short-Run Dynamics in International Stock Markets
    by Harissis H. & Mesomeris S. & Staikouras S.
  • 2001 A Consistent Test for the Parametric Specification of the Hazard Function
    by Yanqin Fan & Paul Rilstone
  • 2001 Bayesian estimation and model selection for the weekly Colombian exchange rate
    by Norberto Rodríguez
  • 2001 Monetary aggregates as indicators of economic activity in Canada: empirical evidence
    by Pierre L. Siklos & Andrew G. Barton
  • 2000 ASYMMETRIES IN CONDITIONAL MEAN AND VARIANCE: MODELLING STOCK RETURNS BY asMA-asQGARCH
    by Brännäs, Kurt & de Gooijer, Jan G.
  • 2000 Forecasting with smooth transition autoregressive models
    by Lundbergh, Stefan & Teräsvirta, Timo
  • 2000 Time-Varying Smooth Transition Autoregressive Models
    by Lundbergh, Stefan & Teräsvirta, Timo & van Dijk, Dick
  • 2000 Underlying Trends and Seasonality in UK Energy Demands: A Sectorial Analysis
    by Hunt, L.C. & Judge, G. & Ninomiya, Y.
  • 2000 Labor Adjustment Costs and Endogenous Cycling in Dynamic General Equilibrium Models
    by Fairise, X. & Feve, P.
  • 2000 Economies of Scale and Food Consumption : a Reappraisal of the Deaton-Paxson Paradox
    by Gardes, F. & Starzec, C.
  • 2000 Testing Restrictions in Nonparametric Efficiency Models
    by Simar, L. & Wilson, P.W.
  • 2000 On Jumps and ARCH Effects in Natural Resource Prices. An Application to Stumpage Prices from Pacific Northwest National Forests
    by Saphores, J.D. & Khalaf, L. & Pelletier, D.
  • 2000 Combining Modelling Strategies to Analyse Teaching Styles Data
    by Spencer, N.H.
  • 2000 Testing for the Cointegrating Rank of a Conditional Vector Autoregressive Process with a Linear Time Trend
    by Kauppi, H.
  • 2000 The Real Price of Housing and Money Supply Shocks: Time Series Evidence and Theoretical Simulations
    by Lastrapes, W.D.
  • 2000 The Score of Condionally Heteroskedastic Dynamic Regression Models with Student T Innovations, and an LM Test for Multivariate Normality
    by Fiorentini, G. & Sentana, E. & Calzolari, G.
  • 2000 The Relationship between the Markup and Inflation in the G7 plus One Economies
    by Banerjee, A. & Russell, B.
  • 2000 Non-Parametric Specification Tests for Conditional Duration Models
    by Fernandes, M. & Grammig, J.
  • 2000 Industry Structure and the Dynamics of Price Adjustment
    by Banerjee, A. & Russell, B.
  • 2000 The Markup and the Business Cycle Reconsidered
    by Banerjee, A. & Russell, B.
  • 2000 A Small Sample Correction of the Test for Cointegrating Rank in the Vector Autoregressive Model
    by Johansen, S.
  • 2000 An Optimal Test against a Random Walk Component in a Non-Orthogonal Unobserved Components Model
    by Bailey, R.W. & Taylor, A.M.R.
  • 2000 Medium-Run Scenarios Of The Romanian Economy
    by Dobrescu, Emilian
  • 2000 The Role of Fundamentalists and Technicians in Exchange Rate Determination
    by Moosa , Imad A. & Korczak, Marta
  • 2000 Dealing with Methodological Problems when Testing for Purchasing Power Parity: Evidence from Greece
    by Sideris, Dimitrios
  • 2000 Sources of Output Volatility in Greece
    by George Hondroyiannis & Evangelia Papapetrou
  • 2000 The impact of non-profit temping agencies on individual labour market success in the West German state of Rhineland-Palatinate
    by Lechner, Michael & Pfeiffer, Friedhelm & Spengler, Hannes & Almus, Matthias
  • 2000 Unemployment and input prices: A fractional cointegration approach
    by Caporale, Guglielmo Maria & Gil-Alaña, Luis A.
  • 2000 Fractional integration and the dynamics of UK unemployment
    by Gil-Alaña, Luis A. & Henry, Brian
  • 2000 Spatial R&D spillovers and economic growth : evidence from West Germany
    by Funke, Michael & Niebuhr, Annekatrin
  • 2000 Convergence and the effects of spatial interaction
    by Niebuhr, Annekatrin
  • 2000 A Simple Cointegrating Rank Test Without Vector Autoregression
    by Mototsugu Shintani
  • 2000 Should the Dea's Stride Data Be Used for Economic Analyses of Markets for Illegal Drugs?
    by Horowitz, Joel L.
  • 2000 Modelling Technical Progress: An Application of the Stochastic Trend Model to UK Energy Demand
    by Lester C. Hunt & Guy Judge & Yashushi Ninomiya
  • 2000 An Empirical Analysis of the Long-run Energy Demand in Japan: 1887 -1998
    by Yasushi Ninomiya
  • 2000 Expectations in Export Price Formation Tests using Cointegrated VAR Models
    by Pål Boug & Ådne Cappelen & Anders R. Swensen
  • 2000 Option Pricing with a Dividend General Equilibrium Model
    by Kyriakos Chourdakis & Elias Tzavalis
  • 2000 Time series modelling and forecasting of Sarawak black pepper price
    by Liew, Venus Khim-Sen & Shitan, Mahendran & Hussain, Huzaimi
  • 2000 Partially linear models
    by Hardle, Wolfgang & LIang, Hua & Gao, Jiti
  • 2000 Testing Steady-State Implications for the NAIRU
    by Gunnar Bårdsen & Ragnar Nymoen
  • 2000 Model Specification and Inflation Forecast Uncertainty
    by Gunnar Bårdsen & Eilev S. Jansen & Ragnar Nymoen
  • 2000 The Forecast Performance of Long Memory and Markov Switching Models
    by Vasco J. Gabriel & Luis F. Martins
  • 2000 The Properties of Cointegration Tests in Models with Structural Change
    by Vasco J. Gabriel & Luis F. Martins
  • 2000 Valid Bayesian Estimation of the Cointegrating Error Correction Model
    by Strachan, R.
  • 2000 Wage Function: Australian Estimates Using the Income Distribution Survey
    by Creedy, J. & Duncan, A.S. & Harris, M.N. & Scutella, R.
  • 2000 Simulation-Based Exact Tests with Unidentified Nuisance Parameters Under the Null Hypothesis: the Case of Jumps Tests in Models with Conditional Heteroskedasticity
    by Khalaf, Lynda & Saphores, Jean-Daniel & Bilodeau, Jean-François
  • 2000 On Jumps and ARCH Effects in Natural Resource Prices. An Application to Stumpage Prices from Pacific Northwest National Forests
    by Saphores, Jean-Daniel & Khalaf, Lynda & Pelletier, Denis
  • 2000 Simulation-Based Exact Tests with Unidentified Nuisance Parameters under the Null Hypothesis : the Case of Jumps Tests in Model with Conditional Heteroskedasticity
    by Khalaf, Lynda & Saphores, Jean-Daniel & Bilodeau, Jean-François
  • 2000 On Jumps and Arch Effects in Natural Resource Prices. An Application to Stumpage Prices from Pacific Northwest National Forests
    by Saphores, Jean-Daniel & Khalaf, Lynda & Pelletier, Denis
  • 2000 The Vector Floor and Ceiling Model
    by Gary Koop & Simon Potter
  • 2000 Econométrie spatiale 2 -Hétérogénéité spatiale
    by LE GALLO, Julie
  • 2000 Econométrie spatiale 1 -Autocorrélation spatiale
    by LE GALLO, Julie
  • 2000 Macroeconomic Forecasts and the Nature of Economic Shocks in Germany
    by Jörg Döpke
  • 2000 The Score Of Conditionally Heteroskedastic Dynamic Regression Models With Student T Innovations, An Lm Test For Multivariate Normality
    by Gabriele Fiorentini & Enrique Sentana & Giorgio Calzolari
  • 2000 A Comparative Analysis of the Czech Republic and Hungary. Using small Continuous-Time Macroeconometric Models
    by Stavrev, Emil
  • 2000 A Small Continuous Time Macro-Econometric Model of the Czech Republic
    by Stavrev, Emil
  • 2000 Forecasting European GDP Using Self-Exciting Threshold Autoregressive Models. A Warning
    by Crespo-Cuaresma, Jesus
  • 2000 Monetary Policy Analysis in Backward-Looking Models
    by Lindé, Jesper
  • 2000 Testing for the Lucas Critique: A Quantitative Investigation
    by Lindé, Jesper
  • 2000 Progress from forecast failure : the Norwegian consumption function
    by Eitrheim,O. & Jansen,E.S. & Nymoen,R.
  • 2000 Stochastic Volatility and Pricing Bias in the Swedish OMX-Index Call Option Market
    by Byström , Hans
  • 2000 Testing exogeneity in cross-section regression by sorting data
    by de Luna, Xavier & Johansson, Per
  • 2000 Smooth Transition Autoregressive Models - A Survey of Recent Developments
    by van Dijk, Dick & Teräsvirta, Timo & Franses, Philip Hans
  • 2000 Equity in Swedish Health Care Reconsidered: New Results based on the Finite Mixture Model
    by Gerdtham, Ulf-G. & Trivedi, Pravin K.
  • 2000 Semi-parametric indirect inference
    by Ramdan Dridi & Eric Renault
  • 2000 Simulated asymptotic least squares theory
    by Ramdan Dridi
  • 2000 Germany and the euro area: differences in the transmission process of monetary policy
    by K.S.E.M. Hubrich & P.J.G. Vlaar
  • 2000 Estimer la relation entre invalidité et emploi dans le cas de Madagascar
    by Jean-Christophe Dumont
  • 2000 Assortment Variety: Attribute versus Product-Based
    by Herpen, H.W.I. van & Pieters, R.
  • 2000 Estimer la relation entre invalidité et emploi dans le cas de Madagascar
    by Dumont, Jean-Christophe
  • 2000 Measuring Predictability: Theory And Macroeconomic Applications
    by Diebold, Francis X & Kilian, Lutz
  • 2000 A comparison of financial duration models via density forecasts
    by BAUWENS , Luc & GIOT, Pierre & GRAMMIG, Joachim & VEREDAS, David
  • 2000 Bayesian non-linear modellings of the short term US interest rate: the help of non-parametric tools
    by LUBRANO, Michel
  • 2000 Exact Tests for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions
    by Jean-Marie Dufour & Lynda Khalaf
  • 2000 No Need to Run Millions of Regressions
    by Jan-Egbert Sturm
  • 2000 Model Selection and Simplification Using Lattices
    by Jan Hanousek & Jaromir Antoch
  • 2000 Decision Structures and Discrete Choices: An Application to Labour Market Participation and Fertility
    by Di Tommaso, M.L. & Weeks, M.
  • 2000 Monetary Rules for Emerging Market Economies
    by Fabio Ghironi & Alessandro Rebucci
  • 2000 A re-evaluation of empirical tests of the Fisher hypothesis
    by Basma Bekdache & Christopher F. Baum
  • 2000 Alternative Monetary Rules for a Small Open Economy: The Case of Canada
    by Fabio Ghironi
  • 2000 Some Explorations, Using Canadian Data, of the S-Variable in Akerlof, Dickens, and Perry (1996)
    by Seamus, Hogan & Pichette, Lise
  • 2000 Asymmetries In The Capacity-Inflation Trade-Off
    by PEDRO PABLO ALVAREZ LOIS
  • 2000 International Linkages in Short- and Long-Term Interest Rates
    by Guglielmo Maria Caporale & Geoffrey Williams
  • 2000 A monetary analysis of the Drachma/ECU exchange rate determination, 1980-1991
    by George Zis & Athanasios P. Papadopoulos
  • 2000 Comparación de la capacidad predictiva de los modelos de coeficientes fijos frente a variables en los modelos econométricos regionales: un análisis para Cataluña
    by RAMOS LOBO, R. & CLAR LÓPEZ, M. & SURIÑACH CARALT, J.
  • 2000 Monetary and Fiscal Policies' Efficiency and the Determination of a Nominal Equilibrium Exchange Rate
    by Emil Stavrev
  • 2000 Volatility Behaviour in Emerging Markets: A Case Study of the Athens Stock Exchange, Using Daily and Intra-Daily Data
    by Kyrtsou, C. & Terraza, V.
  • 2000 Vector Autoregressive Models with Structural Changes in Regression Coefficients and in Variance-Covariance Matrices
    by Jushan Bai
  • 2000 Phases of the Canadian business cycle
    by Philip M. Bodman & Mark Crosby
  • 1999 Can Portemanteau Nonlinearity Tests Serve as General Mis-Specification Tests? Evidence from Symmetric and Asymmetric GARCH Models
    by Brooks, C. & Henry, O.T.
  • 1999 The Net Barter Terms Of Trade : A Smooth Transition Approach
    by Persson, Anna & Teräsvirta, Timo
  • 1999 A Semi-Markov Approach to Modeling Volatility Dynamics
    by Maheu, J.M. & McCurdy, T.H.
  • 1999 A Semi-Markov Approach to Modeling Volatility Dynamics
    by Maheu, J.M. & McCurdy, T.H.
  • 1999 Dynamique d'adoption de standards et test de non-coordination spaciale
    by Bouzitat, C. & Hardouin, C. & Guyon, X.
  • 1999 Dynamique d'adoption de standards et test de non-coordination spaciale
    by Bouzitat, C. & Hardouin, C. & Guyon, X.
  • 1999 Data-Driven Nonparametric Spectral Density Estimators for Economic Time Series: A Monte Carlo Study
    by Kilian, L. & Bergean, I.
  • 1999 Unit Roots, Trend Breaks and Transitory Dynamics: A Macroeconomic Perspective
    by Kilian, L. & Ohanian, L.E.
  • 1999 On the Finite-Sample Accuracy of Nonparametric Resampling Algorithms for Economic Time Series
    by Berkowitz, J. & Birgean, I. & Kilian, L.
  • 1999 Maximum Likelihood in the Frequency Domain: a Time to Build Example
    by Christiano, L.J. & Vigfusson, R.J.
  • 1999 Maximum Likelihood in the Frequency Domain: a Time to Build Example
    by Christiano, L.J. & Vigfusson, R.J.
  • 1999 GIS-Based Simulation of Accessibility to Enhance Hedonic Modeling and Property Value Appraisal: An Application to Quebec City Metropolitan Area
    by Theriault, M. & Des Rosier, F. & Vandersmissen, M.H.
  • 1999 How Sure are we About PPP Panel Evidence with the Null of Stationary Real Exchange Rates
    by Kuo, B.-S. & Mikkola, A.
  • 1999 Testing for Non-Linearity in Intra-Day Financial Series : The Cases of Two French Stocks
    by Chauveau, T. & Damon, J. & Guegan, D.
  • 1999 Identification and Estimation of a Labour Market Model for the Tradeables Sector: the Greek Case
    by Milas, C. & Otero, J.
  • 1999 Analyzing the Time between Trades with a Gamma Compounded Hazard Model. An Application to LIFFE Bund Future Transactions
    by Nikolaus Hautsch
  • 1999 Model uncertainty in cross-country growth regressions
    by Carmen Fernandez & Eduardo Ley & Mark Steel
  • 1999 Some Pretesting Issues on Testing for Granger Noncausality
    by Judith A. Giles & Sadaf Mirza
  • 1999 Evaluating Theories of Income Dynamics: A Probabilistic Approach
    by Robert Aebi & Klaus Neusser & Peter Steiner
  • 1999 A re-evaluation of empirical tests of the Fisher hypothesis
    by Basma Bekdache & Christopher F. Baum
  • 1999 The Elasticities Approach to Egypt’s Balance of Payments and Equilibrium Exchange Rate
    by Lord, Montague J.
  • 1999 Paretian Quasi-Orders: Two Agents
    by SPRUMONT, Yves
  • 1999 Analyzing the Time between Trades with a Gamma Compounded Hazard Model. An Application to LIFFE Bund Future Transactions
    by Nikolaus Hautsch
  • 1999 A VAR Model for Monetary Policy Analysis in a Small Open Economy
    by Jacobson, Tor & Jansson, Per & Vredin, Anders & Warne, Anders
  • 1999 Efficient estimation of price adjustment coefficients
    by Lyhagen, Johan
  • 1999 Is the short-run Phillips curve nonlinear? Empirical evidence for Australia, Sweden and the United States
    by Eliasson, Ann-Charlotte
  • 1999 Smooth transitions in a UK consumption function
    by Eliasson, Ann-Charlotte
  • 1999 Testing for the Lucas Critique: A Quantitative Investigation
    by Lindé, Jesper
  • 1999 Have Exchange Rates Become More Closely Tied? Evidence from a New Multivariate GARCH Model
    by Klaassen, F.J.G.M.
  • 1999 Purchasing Power Parity: Evidence from a New Test
    by Klaassen, F.J.G.M.
  • 1999 Long Swings in Exchange Rates: Are They Really in the Data?
    by Klaassen, F.J.G.M.
  • 1999 Consistent Model and Moment Selection Criteria for GMM Estimation with Applications to Dynamic Panel Data Models
    by Donald W.K. Andrews & Biao Lu
  • 1999 Vector Autoregressive Models with Structural Changes in Regression Coefficients and in Variance-Covariance Matrices
    by Jushan Bai
  • 1999 Bartlett Identities Tests
    by Chesher, Andrew & Dhaene, Geert & Gouriéroux, Christian & Scaillet, Olivier
  • 1999 Modelling and Identifying Central Banks' Preferences
    by Favero, Carlo A & Rovelli, Riccardo
  • 1999 How Sure Are We About PPP? Panel Evidence with the Null of Stationary Real Exchange Rates
    by Kuo, Biing-Shen & Mikkola, Anne
  • 1999 Bartlett identities tests
    by CHESHER, Andrew & DHAENE, Geert & GOURIEROUX, Christian & SCAILLET, Olivier
  • 1999 A New Class of Stochastic Volatility Models with Jumps: Theory and Estimation
    by Mikhail Chernov & A. Ronald Gallant & Eric Ghysels & George Tauchen
  • 1999 Non-nested Hypothesis Testing: An Overview
    by Pesaran, M. H. & Weeks, M.
  • 1999 Model Selection in Threshold Models
    by Kapetanios, G.
  • 1999 A Method for Taking Models to the Data
    by Peter N. Ireland
  • 1999 Estimating One-Factor Models of Short-Term Interest Rates
    by Mc Manus, Des & Watt, David
  • 1999 Encompassing tests when no model is encompassing
    by West,K.D.
  • 1999 Selecting the Order of an ARCH Model
    by Anthony W. Hughes & Maxwell L. King & Kwek Kian Teng
  • 1999 Modelling conditional heteroskedasticity: Application to the "IBEX-35" stock-return index
    by Angel León & Juan Mora
  • 1999 articles: Welfare reform and spatial matchingbetween clients and jobs
    by Ashish Sen & Paul Metaxatos & Siim Sööt & Vonu Thakuriah
  • 1999 Statistical and mathematical sources of regional science theory: Map pattern analysis as an example
    by Daniel A. Griffith
  • 1999 Is a significant socio-economic structural change a pre-requisite for `initial' fertility decline in the LDCs? Evidence from Thailand based on a multivariate cointegration/vector error correction modelling approach
    by Abul M. M. Masih & Rumi Masih
  • 1999 Stock market prices and long-range dependence
    by Murad S. Taqqu & Vadim Teverovsky & Walter Willinger
  • 1999 Spurious deterministic seasonality and autocorrelation corrections with quarterly data: Further Monte Carlo results
    by Artur C. B. da Silva Lopes
  • 1999 Performance of periodic time series models in forecasting
    by Helmut Herwartz
  • 1999 Estimation of a German money demand system - a long-run analysis
    by Kirstin Hubrich
  • 1999 Encompassing and rational expectations: How sequential corroboration can imply refutation
    by David F. Hendry & Neil R. Ericsson
  • 1999 Análisis de la Función de Producción Agraria para distintos niveles de Agregación
    by CEPAS LÓPEZ, S. & DIOS PALOMARES, R.
  • 1999 Estimaciones paramétricas y no paramétricas del ingreso de los ocupados del Gran Buenos Aires
    by Patricia Botargués & Diego Petrecolla
  • 1999 Forecast Quality Matrix: A Methodological Survey of Judging Forecast Quality of Capital Market Forecasts
    by Peter Andres & Markus Spiwoks
  • 1999 Specification Search and Levels of Significance in Econometric Models
    by Steven B. Caudill & Randall G. Holcombe
  • 1998 Evaluating The Forecast of Densities of Linear and Non-Linear Models: Applications to Output Growth and Unemployment
    by Clements, M.P. & Smith J.
  • 1998 Comparisons of Estimators and Tests Based on Modified Likelihood And Message Length Functions
    by Laskar, M.R. & King, M.L.
  • 1998 Testing Convergence in Economic Growth for OECD Countries
    by Nahar, S. & Inder, B.
  • 1998 The Australian Business Cycle: Job Palooka or Dead Cat Bounce?
    by Bodman, P.M. & Crosby, M.
  • 1998 Phases of the Canadian Business Cycle
    by Bodman, P.M. & Crosby, M.
  • 1998 Encompassing the VAR: A Formalization of Seasonal Encompassing with an Application on a German Macromodel
    by Andreas Beyer
  • 1998 Evaluating GARCH models
    by Lundbergh, Stefan & Teräsvirta, Timo
  • 1998 Nonlinear error-correction and the UK demand for broad money, 1878-1993
    by Teräsvirta, Timo & Eliasson, Ann-Charlotte
  • 1998 Do Long-Memory Models Have Long Memory?
    by Andersson, Michael K.
  • 1998 Statistical Inference in Micro Simulation Models: Incorporationg External Information
    by Klevmarken, N.A.
  • 1998 Interaction entre taux d'interet allemands et francais: Un reexamen de l'hypothese de dominance allemande
    by Podevin, M.
  • 1998 La methode d'estimation des moindres carres modifies ou fully modified
    by Hurlin, C. & MB.P. N'Diaye, P.
  • 1998 Pitfalls in Constructing Bootstrap Confidence Intervals for Asymptotically Pivotal Statistics
    by Kilian, L.
  • 1998 Bayesian Analysis of Road Accidents: A General Framework for Multinominal Case
    by Bolduc, D. & Bonin, S.
  • 1998 Multivalued Stochastic Dominance to Determine the Efficient Set of Assets: Evidence from the Warsow Stock Market
    by Trzpiot, G.
  • 1998 Compatibilite et contradiction entre systemes lineaires theoriques et experimentaux; principes mathematiques de l'analyse en composantes principales sous contraintes
    by Rolle, J.-D.
  • 1998 Forecasting (LOG) Volatility Models
    by Christodoulakis, G.A. & Satchell, S.E.
  • 1998 Effet des modes de négociation sur les échanges
    by Gouriéroux, Christian & Le Fol, Gaëlle
  • 1998 The Good News and the Bad News about Long-run Stock Market Returns
    by Robertson, Donald & Wright, Stephen
  • 1998 Teaching Groups as Foci for Evaluating GCE Advanced Level Cost-Effectiveness : Some Practical Methodological Innovations
    by Fielding, A.
  • 1998 Why Use Arbitrary Points Scores: Ordered Categories in Models of Educational Progress
    by Fielding, A.
  • 1998 Comparing Evaluation Methodologies for Stochastic Dynamic General Equilibrium Models
    by Eva Ortega
  • 1998 Substitution Possibilities for Energy in the Italian Economy: A General to Specific Econometric Analysis
    by Claudio Morana
  • 1998 Die gemeinnützige Arbeitnehmerüberlassung in Rheinland-Pfalz: Eine ökonometrische Analyse des Wiedereingliederungserfolgs
    by Almus, Matthias & Egeln, Jürgen & Lechner, Michael & Pfeiffer, Friedhelm & Spengler, Hannes
  • 1998 An equality test across nonparametric regressions
    by Lavergne, Pascal
  • 1998 Nonparametric significance testing
    by Lavergne, Pascal & Vuong, Quang
  • 1998 Non-uniformity of job-matching in a transition economy: A nonparametric analysis for the Czech Republic
    by Profit, Stefan & Sperlich, Stefan
  • 1998 Economia sintetica
    by Luis Vildosola
  • 1998 Impulse Response Priors for Discriminating Structural Vector Autoregressions
    by Mark Dwyer
  • 1998 A Pedagogical Note on the Long Run of Macro Economic Models
    by Peter McAdam
  • 1998 Price Sensitivity of Residential Energy Consumption in Norway
    by Runa Nesbakken
  • 1998 Rational Expectations in Price Setting. Tests Based on Norwegian Export Prices
    by Ingvild Svendsen
  • 1998 Asymmetric Volatility Dynamics: Evidence From the Istanbul Stock Exchange
    by Okay, Nesrin
  • 1998 Regression-Based Tests of Predictive Ability
    by Kenneth D. West & Michael W. McCracken
  • 1998 Simulation-Based Finite-Sample Normality Tests in Linear Regressions
    by DUFOUR, Jean-Marie & FARHAT, Abdeljelil & GARDIOL, Lucien
  • 1998 An I(2) Cointegration Analysis of Small-Country Import Price Determination
    by Hans Christian Kongsted
  • 1998 Statistical Inference in Micro Simulation Models: Incorporating external information
    by Klevmarken, N. Anders
  • 1998 Modelling economic high-frequency time series with STAR-STGARCH models
    by Lundbergh, Stefan & Teräsvirta, Timo
  • 1998 Robust Testing for Fractional Integration Using the Bootstrap
    by Andersson, Michael K. & Gredenhoff, Mikael P.
  • 1998 Regression Analysis and Time Use Data A Comparison of Microeconometric Approaches with Data from the Swedish Time Use Survey (HUS)
    by Flood, Lennart & Gråsjö, Urban
  • 1998 Improving Garch Volatility Forecasts
    by Klaassen, F.J.G.M.
  • 1998 Innovation Complementarity and Scale of Production
    by Miravete, Eugenio J. & Pernias, Jose C.
  • 1998 Unemployment Durations of French Young People
    by d’Addio, Anna Cristina
  • 1998 Demand-Supply Interactions and Unemployment Dynamics: Can there be Path Dependency ? The Case of Belgium, 1955-1994
    by Shadman-Mehta, Fatemeh & Sneessens, Henri R.
  • 1998 Reading Interest Rate and Bond Futures Options' Smiles Around the 1997 French Snap Election
    by Coutant, Sophie & Jondeau, Eric & Rockinger, Michael
  • 1998 Reading the Smile: The Message Conveyed by Methods which Infer Risk Neutral Densities
    by Jondeau, Eric & Rockinger, Michael
  • 1998 How Efficient are Firms in Transition Countries? Firm-Level Evidence from Bulgaria and Romania
    by Konings, Jozef & Repkin, Alexander
  • 1998 Estimation from cross-sections of integrated time-series
    by Adda, Jérôme & Robin, Jean-Marc
  • 1998 Unemployment durations of French young people
    by D’ADDIO, Anna Christina
  • 1998 What Data Should Be Used to Price Options?
    by Mikhail Chernov & Eric Ghysels
  • 1998 Modeling fixed income excess returns
    by Basma Bekdache & Christopher F. Baum
  • 1998 Testing for ARCH in the Presence of a Possibly Misspecified Conditional Mean
    by Robin L. Lumsdaine & Serena Ng
  • 1998 Fractional Monetary Dynamics
    by John Barkoulas & Christopher F. Baum & Mustafa Caglayan
  • 1998 Testing for Structural Change in Conditional Models
    by Bruce E. Hansen
  • 1998 Reading Interest Rate and Bond Futures Options' Smiles: How PIBOR and National Operators Appreciated the 1997 French Snap Election
    by Coutant, S. & Jondeau, E. & Rockinger, M.
  • 1998 Reading the Smile: The Message Conveyed by Methods Which Infer Risk Neutral
    by Jondeau, E. & Rockinger, M.
  • 1998 On the Nature of Dependence in the Volatility of US Stock Returns
    by Michelle L. Barnes
  • 1998 Non-linear Threshold Relationships between Inflation and Nominal Returns: A Time Series Approach to 39 Different Countries
    by Michelle L. Barnes
  • 1998 Friedman and Schwartz (1982) revisited: Assessing annual and phase-average models of money demand in the United Kingdom
    by David F. Hendry & Kevin M. Prestwich & Neil R. Ericsson
  • 1998 The stability of German money demand: Not just a myth
    by Michael Scharnagl
  • 1998 Stability of the demand for M1 and harmonized M3 in Finland
    by Antti Ripatti
  • 1998 Exogeneity, causality, and co-breaking in economic policy analysis of a small econometric model of money in the UK
    by Grayham E. Mizon & David F. Hendry
  • 1998 Implicaciones en la utilización de una variable agregada para medir la producción de los aeropuertos españoles
    by Roberto Rendeiro Martín-Cejas
  • 1997 A Comparison of the Forecasting Performance of Markov-Switching and Threshold Autoregressive Models of US GNP
    by Clements, M.P. & Krolzig, H.-M.
  • 1997 Seasonality, Cointegration, and the Forecasting of Energy Demand
    by Clements, M.P. & Madlener, R.
  • 1997 The Role of Seasonality in Economic Time Series: Reinterpretating Money-Output Causality in U.S. Data
    by Lee, H.S. & Siklos, P.L.
  • 1997 Testing that Stock Returns Are Uncorrelated Using A General Box-Pierce Q Test
    by Nankervis, J.C. & Savin, N.E. & Lobato, I.
  • 1997 The Power of Hessian and Outer Product Based Wald and LM Tests
    by Parks, R.W. & Savin, N.E. & Wurtz, A.H.
  • 1997 Testing the Consumption-Capm in Developing Equity Markets
    by Cashin, P. & McDermott, C. J.
  • 1997 Exchange rates and Fundamentals: What Do We Learn From Long-Horizon Regressions?
    by Kilian, L.
  • 1997 Testing Linearity against Nonlinear Moving Average Models
    by Brännäs, Kurt & de Gooijer, Jan G. & Teräsvirta, Timo
  • 1997 Testing for Asymmetric Pricing in the Canadian Retail Gasoline Market
    by Godby, R. & Stengos, T. & Wandsschneider, B.
  • 1997 Consistent Model Specification test for Regression Function Based on Nonparametric Wavelet Estimation
    by Stengos, T. & Sun, Y.
  • 1997 Robust GMM Estimators and Tests for Models of the Term Structure of Interest Rates
    by Elvezio Ronchetti & Fabio Trojani
  • 1997 Measurement of Perceived Environmental Uncertainties: Response and Extension
    by Miller, K.D.
  • 1997 Residual-Based Bootstrap Tests for Normality in Autoregressions
    by Kilian, L. & Demiroglu, U.
  • 1997 Test du CAPM pour le marche des actions suisses
    by Isakov, D
  • 1997 L'effet de levier
    by Thibierge, C & Thomas, P.
  • 1997 Dynamic Labour Market Behaviour in the British Household Panel Survey : The Effects of Recall Bias and Panel Attrition
    by Paull, G
  • 1997 Identification, Estimation and Testing of Conditionally Heteroskedastic Factor Model
    by Sentana, E. & Fiorentini, G.
  • 1997 The Turnpike Property and the Central Limit Theorem in Stochastic Models of Economic Dynamics
    by Flam, S.D. & Evstigneev, I.V.
  • 1997 Which alternative to choose: does the excess sensitivity hypothesis or a time varying term premium explain the failure of the rational expectations hypothesis of the term structure?
    by Tzavalis, Elias
  • 1997 The Choice of the Working Sector in Italy
    by Bardasi, E. & Monfardini, C.
  • 1997 Forecasting Seasonal UK Consumption Components
    by Clements, M.P. & Smith, J.
  • 1997 Introduction to the JBES Special Issue on Structural Estimation in Applied Microeconomics
    by Keane, Michael & Wolpin, Kenneth
  • 1997 A measure of monetary conditions
    by Richard Dennis
  • 1997 Answering the Critics: Yes, ARCH Models Do Provide Good Volatility Forecasts
    by Torben G. Andersen & Tim Bollerslev
  • 1997 Statistical Inference for Computable General Equilibrium Models with Application to a Model of the Moroccan Economy
    by ABDELKHALEK, Touhami & DUFOUR, Jean-Marie
  • 1997 Bootstrap Testing for Fractional Integration
    by Andersson, Michael K. & Gredenhoff, Mikael P.
  • 1997 Modeling Nordic Stock Returns with Asymmetric GARCH models
    by Hagerud, Gustaf E.
  • 1997 Limited and Full Information Estimation of the Rational Expectations Demand for Money Model: Application to Finnish M1
    by Ripatti, Antti
  • 1997 Liquidity-Corrected Variance Ratios and the Effect of Foreign Equity Ownership on Information in an Emerging Market
    by Coppejans, Mark & Domowitz, Ian
  • 1997 Application of Neural Networks to House Pricing and Bond Rating
    by Daniëls, H.A.M. & Kamp, B. & Verkooijen, W.J.H.
  • 1997 Comparing Predictions and Outcomes: Theory and Application to Income Changes
    by Das, J.W.M. & Dominitz, J. & Soest, A.H.O. van
  • 1997 Consistent Moment Selection Procedures for Generalized Method of Moments Estimation
    by Donald W.K. Andrews
  • 1997 Forecasts with production expectations integrated into a macroeconomic model
    by Jakob B. MADSEN
  • 1997 The Behaviour of the Real Exchange Rate: A Re-examination Using Finite Sample Approach
    by Kuo, Biing-Shen & Mikkola, Anne
  • 1997 How to deal with unobservable variables in economics
    by Krelle, Wilhelm
  • 1997 A Simple Regime-Switching Model for Stochastic Volatilities
    by Christopeit, Norbert & Axel Cron
  • 1997 An Analysis of Sample Attrition in Panel Data: The Michigan Panel Study of Income Dynamics
    by John Fitzgerald & Peter Gottschalk & Robert Moffitt
  • 1997 Reexamining the Term Structure of Interest Rates and the Interwar Demand for Money
    by Christopher F. Baum & Clifford F. Thies
  • 1997 A Comparison of Alternative Methodologies for Estimating Potential Output and the Output Gap
    by Chantal Dupasquier & Alain Guay & Pierre St-Amant
  • 1997 La courbe de Phillips au Canada : un examen de quelques hypothèses
    by Jean-François Fillion & André Léonard
  • 1997 Menu Costs, Relative Prices, and Inflation: Evidence for Canada
    by Robert A. Amano & R. Tiff Macklem
  • 1997 What Does Downward Nominal-Wage Rigidity Imply for Monetary Policy?
    by Seamus Hogan
  • 1997 A Consistent Nonparametric Test of Ergodicity for Time Series with Applications
    by Domowitz, I. & El-Gamal, M.A.
  • 1997 Regression-Based Tests of Predictive Ability
    by West, K.D. & McCracken, M.W.
  • 1997 A Bayesian Interpretation of Extremim Estimators
    by El-Gamal, M.A.
  • 1997 A Monte Carlo Study of Ec-Estimation in Panel Data Models with Limited Dependent Variables and Heterogeneity
    by El-Gamal, M.A.
  • 1997 Selección de modelos no anidados. Un estudio de Monte Carlo
    by Pons Novell, Jordi
  • 1996 Evaluating the Rationality of Fixed-Event Forecasts
    by Clements, M.C.
  • 1996 Monotonic Extension on Economic Domains
    by Thomson, W.
  • 1996 Skewness of Earnings and the Believability Hypothesis : How Does the Financial Market Discount Accounting Earnings Disclosures?
    by Krishnan, M & Sankaraguruswamy, S & Song Shin, H
  • 1996 Cognition in Seemingly Riskless Choices and Judgments
    by Levy-Garboua, L. & Montmarquette, C.
  • 1996 Testing for Structural Change in Cointegrated Regression Models: Some Comparisons and Generalizations
    by Hao, K.
  • 1996 Trends, Lead Times and Forecasting
    by Saligari, G.R. & Snyder, R.D.
  • 1996 Conditional Independance in Sample Selection Models
    by Angrist, J.D.
  • 1996 Trend-Stationarity in the I(2) Cointegration Model
    by Clara Jørgensen & Hans Christian Kongsted & Anders Rahbek
  • 1996 Modelling the Demand for M3 in the unified Germany
    by Wolters, Jürgen & Teräsvirta, Timo & Lütkepohl, Helmut
  • 1996 Two Stylized Facts and the Garch (1,1) Model
    by Teräsvirta, Timo
  • 1996 Testing Linearity against Nonlinear Moving Average Models
    by Brännäs, Kurt & Gooijer, Jan G. de & Teräsvirta, Timo
  • 1996 Power Properties of Linearity Tests for Time Series
    by Teräsvirta, Timo
  • 1996 A Note on the Interpretation of the Rational Addiction Model
    by Ferguson, B
  • 1996 Robust Inference: The Approach Based on Influence Functions
    by M. Markatou & Elvezio Ronchetti
  • 1996 Forecasting Private Consumption Structure in European Countries: SKIM Model Results and Comparison with other Approaches
    by Arranz, M.
  • 1996 Pricing-to-Market in the Presence of Freight Rate and Exchange Rate Changes: Evidence from Canadian Data
    by Bryan, I.
  • 1996 Forecasting Using First Available Versus Fully Revised Economic Time Series data
    by Swanson, N.R.
  • 1996 Addressing Collinearity Among Competing Econometric Forecasts: Regression Based Forecast Combination Using Model Selection
    by Swanson, N.R. & Zeng, T.
  • 1996 Identifying Outlier Firms in Multiple Output Efficiency Models
    by Hill, R.J. & Fox, K.J.
  • 1996 Informational Complexity Criteria For Regression Models
    by Bozdogan, H. & Haughton, D.
  • 1996 Testing the CCAPM on Spanish Data: A New Approach
    by Rubio, E.M.
  • 1996 Tabu Search in Audit Scheduling
    by Dodin, B. & Elimam, A.A. & Rolland, E.
  • 1996 Testing the Long Run Effect of Investment on Output in the Presence of Cointegration
    by Lau, S.H.P.
  • 1996 Un regard epistemologique sur la pratique econometrique contemporaine
    by Ado, I. & Boughrara, A.
  • 1996 Auction Theory and Practice Evidence from the Market for Jewellery
    by Chanel, O. & Gerard-Varet, L.A.
  • 1996 A Simple Test for Spatial Correlation in Probit Models
    by Pinkse, J. & Slade, M.
  • 1996 A Conformity Test for Cointegration
    by Dhrymes, P.J.
  • 1996 A Score Test for Non-nested Hypotheses with Applications to Discrete Data Models
    by J M C Santos Silva
  • 1996 On the Corrections to Information Matrix Tests
    by Francisco Cribari-Neto
  • 1996 Shortages, interest rates, and money demand in Poland, 1969-1995
    by Erwin Nijsse & Elmer Sterken,
  • 1996 Testing calibrated general equilibrium models
    by Fabio Canova & Eva Ortega
  • 1996 Forecast Comparison in L2
    by Bruce Mizrach
  • 1996 Cognition in Seemingly Riskless Choices and Judgments
    by Levy-Garboua, L. & Montmarquette, C.
  • 1996 On the Use of Multivariate Cointegration Analysis in Residential Energy Demand Modelling
    by Madlener, Reinhard
  • 1996 Stability of the Demand for M1 and Harmonized M3 in Finland
    by Ripatti, Antti
  • 1996 Conditional Independence Restrictions: Testing and Estimation
    by Oliver Linton & Pedro Gozalo
  • 1996 Can animal spirits explain the dynamics of European unemployment?
    by Patrick FÈVE & François LANGOT
  • 1996 Does Modern Econometrics replicate the Phillips Curve?
    by Shadman-Mehta, Fatemeh
  • 1996 Estimation of TAR Models
    by Bruce E. Hansen
  • 1996 Nonlinear Nonparametric Prediction of the 90-Day T-Bill Rate
    by John Barkoulas & Christopher F. Baum & Joseph Onochie
  • 1996 Fractional Differencing Modeling and Forecasting of Eurocurrency Deposit Rates
    by John Barkoulas & Christopher F. Baum
  • 1996 Fractional Cointegration Analysis of Long Term International Interest Rates
    by John Barkoulas & Christopher F. Baum & Gurkan S. Oguz
  • 1996 Time-Varying Risk Premia in the Foreign Currency Futures Basis
    by John Barkoulas & Christopher F. Baum
  • 1995 Loansable Funds, Endogenous Money, and Minsky's Financial Fragility Hypothesis
    by Lavoie, M
  • 1995 Investigating Stability and Linearity of a German M1 Money Demand Function
    by Lütkepohl, Helmut & Teräsvirta, Timo & Wolters, Jürgen
  • 1995 Testing Parameter Constancy and super Exogeneity in Econometric Equations
    by Jansen, Eilev S. & Teräsvirta, Timo
  • 1995 Using Mixture Models to Detect Sex Bias in Health Outcomes in Bangladesh
    by Morduch, J. & Stern, H.S.
  • 1995 Using Mixtures Models to Detect Sex Bias in Health Outcome in Bangladesh
    by Morduch, J.
  • 1995 Detecting Nonlinearity by Modelling the Differenced Series
    by Aprahamian, F. & Peguin-Feissolle, A.
  • 1995 Forecasting Inflation from the Term Structure
    by Tzavalis, E. & Wickens, M.R.
  • 1995 Heterogeneity, Matching, and Endogenous Labour Market Segmentation
    by Rioux, L.
  • 1995 Agreement and Disagreement Between Unit Root Tests
    by Boero, K.L.A.G. & Burridge, P. & Sheldon, M.
  • 1995 A Test for Independence Based on the Correlation Dimension
    by Brock, W.A. & Dechert, W.D. & LeBaron, B. & Scheinkman, J.A.
  • 1995 Import Price Formation and Pricing to Market: A Test on Norwegian Data
    by Bjørn E. Naug & Ragnar Nymoen
  • 1995 Multivariate unit root tests
    by Renato Flôres & Pierre-Yves Preumont & Ariane Szafarz
  • 1995 Reliability of the Translog Cost Function : Some Theory & an Application to the Demand of Energy in French Manufacturing
    by Baccar, Sourour
  • 1995 A Factor-Analytic Probit Model for Representing the Market Structure in Panel Data
    by Elrod, Terry & Keane, Michael
  • 1995 Household Energy Demand Analysis: An Empirical Application of the Closure Test Principle
    by Madlener, Reinhard
  • 1995 Prediction Risk and the Forecasting of Stock Market Indexes
    by Haefke, Christian & Helmenstein, Christian
  • 1995 Testing Additivity in Generalized Nonparametric Regression Models
    by Oliver Linton & Pedro Gozalo
  • 1995 Capital, Labour, Materials and Additional R&D Investment in Japan. The Issue of (Double-) Counting
    by Peeters, Marga & Ghijsen, Paul
  • 1995 Predictive Tests for Structural Change with Unknown Breakpoint
    by Eric Ghysels & Alain Guay & Alastair Hall
  • 1995 Asymptotic Null Distribution of the Likelihood Ratio Test in Markov Switching Models
    by René Garcia
  • 1994 Are Real Wages and Unemployment Related?
    by Jacobson, Tor & Vredin, Anders & Warne, Anders
  • 1994 The Persistence in Volatility of the US Term Premium 1970-1986
    by Tzavalis, E. & Wickens, M.R.
  • 1994 The Rational Expectations Hypothesis of the Term Structure: Reconciling the Evidence
    by Tzavalis, Elias & Wickens, Micheal
  • 1994 To fine or to punish in the Late Middle Ages. A Time Series Analysis of Justice Administration in Nivelles, 1424-1536
    by de la Croix, David & Rousseaux, Xavier & Urbain, Jean-Pierre
  • 1994 Dynamic Specification and Testing for Unit Roots and Co-Integration
    by Anindya Banerjee
  • 1994 A Macroeconomic Model for Romania's Flexible Exchange Rate System
    by Lord, Montague J.
  • 1994 An empirical derivation of the industry wage equation
    by Mason, Patrick L.
  • 1994 The Predictive Ability of Several Models of Exchange Rate Volatility
    by Kenneth D. West & Dongchul Cho
  • 1994 Comovements in Large Systems
    by GONZALO, Jesus & PITARAKIS, Jean-Yves
  • 1993 Testing Between Alternative Wage-Employment Bargaining Models Using Belgian Aggreggate Data
    by Vannetelbosch, Vincent J.
  • 1993 Exploration of economic systems in the transition period
    by Albu, Lucian-Liviu
  • 1992 La quasi marche aléatoire
    by Alexandre, Hervé
  • 1992 Dynamic effects of tariff liberalization: An intertemporal CGE approach
    by Keuschnigg,Christian & Kohler,Wilhelm
  • 1992 Union Membership in the United States: The Decline Continues
    by Henry S. Farber & Alan Krueger
  • 1992 Posterior Odds Testing for a Unit Root with Data-Based Model Selection
    by Peter C.B. Phillips & Werner Ploberger
  • 1992 The Forecasting Accuracy of Crude Oil Futures Prices
    by Manmohan S. Kumar
  • 1992 Other Things Equal
    by Donald N. McCloskey
  • 1991 Testing for Structural Breaks
    by Allan W. Gregory & James M. Nason
  • 1991 Dynamic Structural Models: Problems and Prospects. Mixed Continuous Discrete Controls and Market Interactions
    by Ariel Pakes
  • 1991 Time Series Modelling with a Bayesian Frame of Reference: 1. Concepts and Illustrations
    by Peter C.B. Phillips & Werner Ploberger
  • 1991 Testing the Null Hypothesis of Stationarity Against the Alternative of a Unit Root: How Sure Are We That Economic Time Series Have a Unit Root?
    by Denis Kwiatkowski & Peter C.B. Phillips & Peter Schmidt
  • 1991 The Spurious Effect of Unit Roots on Exogeneity Tests in Vector Autoregressions: An Analytical Study
    by Hiro Y. Toda & Peter C.B. Phillips
  • 1991 Vector Autoregression and Causality
    by Hiro Y. Toda & Peter C.B. Phillips
  • 1991 The Long-Run Australian Consumption Function Reexamined: An Empirical Exercise in Bayesian Influence
    by Peter C.B. Phillips
  • 1990 Some Structural Hypotheses in a Multivariate Cointegration Analysis of the Purchasing Power Parity and the Uncovered Interest Parity for UK
    by Søren Johansen & Katarina Juselius
  • 1988 Il problema della coerenza delle previsioni nei modelli econometrici non lineari
    by Calzolari, Giorgio & Panattoni, Lorenzo
  • 1986 Parametric and nonparametric Monte Carlo estimates of standard errors of forecasts in econometric models
    by Bianchi, Carlo & Calzolari, Giorgio & Weihs, Claus
  • 1986 Forecasts and constraints on policy actions: the reliability of alternative instruments
    by Bianchi, Carlo & Brillet, Jean-Louis & Calzolari, Giorgio
  • 1986 On The Use and Misuse of Input-Output Based Impact Analysis in Evaluation
    by Grady, Patrick & Muller, R. Andrew
  • 1986 Generalized autoregressive conditional heteroskedasticity
    by Tim Bollerslev
  • 1985 Effectiveness versus reliability of policy actions under government budget constraint: the case of France
    by Bianchi, Carlo & Brillet, Jean-Louis & Calzolari, Giorgio
  • 1985 The state of the art in Canadian macroeconomic modelling
    by Grady, Patrick
  • 1984 Analyse et mesure de l'incertitude en prevision d'un modele econometrique. Application au modele mini-DMS
    by Bianchi, Carlo & Brillet, Jean-Louis & Calzolari, Giorgio
  • 1984 Information Criterion and Estimation of Misspecified Qualitative Choice Models
    by Brownstone, David
  • 1982 Stime 2SLS con componenti principali di un modello non lineare dell' economia italiana
    by Bianchi, Carlo & Calzolari, Giorgio & Sartori, Franco
  • 1982 Evaluating forecast uncertainty due to errors in estimated coefficients: empirical comparison of alternative methods
    by Bianchi, Carlo & Calzolari, Giorgio
  • 1982 Morbidity and pollution: model specification analysis for time-series data on hospital admissions
    by Krumm, Ronald J. & Graves, Philip E.
  • 1977 Stochastic simulation as a validation tool for econometric models
    by Calzolari, Giorgio & Corsi, Paolo
  • 1976 Simulation properties of alternative methods of estimation: an application to a model of the Italian economy
    by Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo
  • Score Driven Exponentially Weighted Moving Average and Value-at-Risk Forecasting
    by André Lucas & and Xin Zhang
  • Beta Regimes for the Yield Curve
    by Francesco Audrino & Enrico De Giorgi
  • Reevaluating Terrorism and Economic Growth: Dynamic Panel Analysis and Cross-Sectional Dependence
    by Khusrav Gaibulloev & Todd Sandler & Donggyu Sul
  • The Italian Treasury Econometric Model (ITEM)
    by Claudio Cicinelli & Andrea Cossio & Francesco Nucci & Ottavio Ricchi & Cristian Tegami
  • A new index of financial conditions
    by Gary Koop & Dimitris Korobilis
  • Time-Varying Risk Premium In Large Cross-Sectional Equidity Datasets
    by Patrick GAGLIARDINI & Elisa OSSOLA & Olivier SCAILLET
  • Time-Varying Risk Premium In Large Cross-Sectional Equidity Datasets
    by Patrick GAGLIARDINI & Elisa OSSOLA & Olivier SCAILLET
  • Assessing multivariate predictors of financial market movements: A latent factor framework for ordinal data
    by Philippe HUBER & Olivier SCAILLET & Maria-Pia VICTORIA-FESER
  • Look-Ahead Benchmark Biasin Portfolio Performance Evaluation
    by Gilles DANIEL & Didier SORNETTE & Peter WOHRMANN
  • Identifying Fiscal Policy Shocks In Chile And Colombia
    by Jorge E. Restrepo & Hernán Rincón
  • Spillovers from Foreign Direct Investment: Within or between Industries?
    by Maurice Kugler
  • Una aproximación a la dinámica de las tasas de interés de corto plazo en Colombia a través de modelos GARCH multivariados
    by Luis Fernando Melo Velandia & Oscar Reinaldo Becerra Camargo
  • Capital Account Controls, Bank’s Efficiency, Growth and Macroeconomic Volatility in the FLAR’s Member Countries?
    by Humberto Mora & Hernán Rincón
  • Medidas de Riesgo, Características y Técnicas de Medición: Una Aplicación del VAR y el ES a la Tasa Interbancaria de Colombia
    by Luis Fernando Melo Velandia & Oscar reinaldo Becerra Camargo
  • Exchange Rate Pass-Through Effects: A Disaggregate Analysis of Colombian Imports of Manufactured Goods
    by Hernán Rincón & Edgar Caicedo & Norberto Rodríguez
  • Un Pronóstico no Paramétrico de la Inflación Colombiana
    by Norberto Rodríguez N. & Patricia Siado C.
  • Expansions and Contractions in Some Latin American Countries: A view Throught Non-Linear Models
    by Luis Eduardo Arango & Luis Fernando Melo
  • Returns and Interest Rate: A Nonlinear Relationship in the Bogotá Stock Market
    by Luis Eduardo Arango & Andrés González & Carlos Esteban Posada
  • Relación entre el Índice de Precios del Productor (IPP) y el Indice de Precios al Consumidor
    by Carlos Huertas & Munir A. Jalil
  • A Nonlinear Specification of Demand for Narrow Money in Colombia
    by Luis Eduardo Arango & Andrés González
  • Testing the Short-Long-Run Exchange Rate Effects on Trade Balance: The Case of Colombia
    by Hernán Rincón
  • Testing for Seasonal Unit Roots with Temporally Aggregated Time Series
    by Rotger, Gabriel Pons