## 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:**

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

Most recent items first, undated at the end.

**A One Line Derivation of DCC: Application of a Vector Random Coefficient Moving Average Process**

*by*Christian M. Hafner & and Michael McAleer

**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

**Structural labor supply models and wage exogeneity**

*by*Löffler, Max & Peichl, Andreas & Siegloch, Sebastian

**China's national production function since 1997: A reinvestigation**

*by*Zhu, Yanyuan & Feng, Xiao

**Testing for near I(2) trends when the signal to noise ratio is small**

*by*Juselius, Katarina

**Messung des Marktrisikos mit generalisierter autoregressiver bedingter heteroskedastischer Modellierung der Volatilität: Ein Vergleich univariater und multivariater Konzepte**

*by*Krasnosselski, Nikolai & Cremers, Heinz & Sanddorf, Walter

**Do media data help to predict German industrial production?**

*by*Kholodilin, Konstantin A. & Thomas, Tobias & Ulbricht, Dirk

**Identification of prior information via moment-matching**

*by*Sacht, Stephen

**Testing the Equality of Two Positive-Definite Matrices with Application to Information Matrix Testing**

*by*JIN SEO CHO & HALBERT WHITE

**Power laws in citation distributions: Evidence from Scopus**

*by*Michał Brzeziński

**Empirical modeling of the impact factor distribution**

*by*Michał Brzeziński

**Precious Metals Under the Microscope: A High-Frequency Analysis**

*by*Caporin, Massimiliano & Ranaldo, Angelo & Velo, Gabriel G.

**Forecast rationality tests in the presence of instabilities, with applications to Federal Reserve and survey forecasts**

*by*Barbara Rossi & Tatevik Sekhposyan

**Alternative tests for correct specification of conditional predictive densities**

*by*Barbara Rossi & Tatevik Sekhposyan

**A One Line Derivation of EGARCH**

*by*Michael McAleer & Christian M. Hafner

**Openness to International Trade and Economic Growth : A Cross-Country Empirical Investigation**

*by*Bulent Ulasan

**The Risk Return Relationship: Evidence from Index Return and Realised Variance Series**

*by*Minxian Yang

**Quasi-Bayesian Model Selection**

*by*Atsushi Inoue & Mototsugu Shintania

**Modelling Stock Return Volatility Dynamics in Selected African Markets**

*by*Daniel King and Ferdi Botha

**Consistent Pretesting for Jumps**

*by*Valentina Corradi & Mervyn J. Silvapulle & Norman Swanson

**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

**DSGE Priors for BVAR Models**

*by*Thomai Filippeli & Konstantinos Theodoridis

**Has US Household Deleveraging Ended? A Model-Based Estimate of Equilibrium Debt**

*by*Bruno Albuquerque & Ursel Baumann & Georgi Krustev

**Analysis of deviance in household financial portfolio choice: evidence from Spain**

*by*Callado Muñoz, Francisco Jose & González Chapela, Jorge & Utrero González, Natalia

**Determinants of Tax Morale in Spain and Turkey: An Empirical Analysis**

*by*Bilgin, Cevat

**Dynamic modeling of commodity futures prices**

*by*Karapanagiotidis, Paul

**Sensitivity of Value at Risk estimation to NonNormality of returns and Market capitalization**

*by*Sinha, Pankaj & Agnihotri, Shalini

**The seeming unreliability of rank-ordered data as a consequence of model misspecification**

*by*Yan, Jin & Yoo, Hong Il

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

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

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

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

**The Effect of Governance and Political Instability Determinants on Inflation in Iran**

*by*Khani Hoolari, Seyed Morteza & Abounoori, Abbas Ali & Mohammadi, Teymour

**Particle Gibbs with Ancestor Sampling Methods for Unobserved Component Time Series Models with Heavy Tails, Serial Dependence and Structural Breaks**

*by*Nonejad, Nima

**Theoretical guidelines for a partially informed forecast examiner**

*by*Tsyplakov, Alexander

**Model Averaging in Predictive Regressions**

*by*Liu, Chu-An & Kuo, Biing-Shen

**Buffered autoregressive models with conditional heteroscedasticity: An application to exchange rates**

*by*Zhu, Ke & Li, Wai Keung & Yu, Philip L.H.

**Data-based priors for vector autoregressions with drifting coefficients**

*by*Korobilis, Dimitris

**Proposed Coal Power Plants and Coal-To-Liquids Plants: Which Ones Survive and Why?**

*by*Dean Fantazzini & Mario Maggi

**News and Labor Market Dynamics in the Data and in Matching Models**

*by*Francesco Zanetti & Konstantinos Theodoridis

**Inflation in the Great Recession and New Keynesian Models**

*by*Marco Del Negro & Marc P. Giannoni & Frank Schorfheide

**Shrinkage Estimation of High-Dimensional Factor Models with Structural Instabilities**

*by*Xu Cheng & Zhipeng Liao & Frank Schorfheide

**Identification-Robust Inference for Endogeneity Parameters in Linear Structural Models**

*by*Firmin DOKO TCHATOKA & Jean-Marie DUFOUR

**On The Theory and Practice of Singular Spectrum Analysis Forecasting**

*by*M. Atikur Rahman Khan & D.S. Poskitt

**Issues in the Estimation of Mis-Specified Models of Fractionally Integrated Processes**

*by*K. Nadarajah & Gael M. Martin & D.S. Poskitt

**Bias Reduction of Long Memory Parameter Estimators via the Pre-filtered Sieve Bootstrap**

*by*D.S. Poskitt & Gael M. Martin & Simone D. Grose

**ICT and Non-ICT investments: short and long run macro dynamics**

*by*Fabio Bacchini & Maria Elena Bontempi & Roberto Golinelli & Cecilia Jona-Lasinio

**Trend Estimation with Penalized Splines as Mixed Models for Series with Structural Breaks**

*by*Blöchl, Andreas

**Reducing the Excess Variability of the Hodrick-Prescott Filter by Flexible Penalization**

*by*Bloechl, Andreas

**Focused Information Criterion for Series Estimation in Partially Linear Models**

*by*Naoya Sueishi & Arihiro Yoshimura

**Bayesian Analysis of Dynamic Factor Models: An Ex-Post Approach towards the Rotation Problem**

*by*Christian Aßmann & Jens Boysen-Hogrefe & Markus Pape

**Accuracy of proposers' beliefs in an allocation-type game**

*by*Federica Alberti & Anna Conte & Kei Tsutsui

**Structural Labor Supply Models and Wage Exogeneity**

*by*Loeffler, Max & Peichl, Andreas & Siegloch, Sebastian

**Matching Methods in Practice: Three Examples**

*by*Imbens, Guido W.

**Outperforming IMF Forecasts by the Use of Leading Indicators**

*by*Katja Drechsel & S. Giesen & Axel Lindner

**Out-Of-Sample Comparisons of Overfit Models**

*by*Calhoun, Gray

**The Misspecification of Expectations in New Keynesian Models: A DSGE-VAR Approach**

*by*Stephen Cole & Fabio Milani

**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

**A wavelet-based copula approach for modeling market risk in agricultural commodity markets**

*by*RIADH ALOUI & MOHAMED SAFOUANE BEN AISSA & DUC KHUONG NGUYEN

**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

**Commodity Price Booms and Breaks: Detection, Magnitude and Implications for Developing Countries**

*by*Rodrigo Mariscal & Andrew Powell

**Forecasting with a mismatch-enhanced labor market matching function**

*by*Hutter, Christian & Weber, Enzo

**Simultaneous Confidence Corridors and Variable Selection for Generalized Additive Models**

*by*Shuzhuan Zheng & Rong Liu & Lijian Yang & Wolfgang Karl Härdle

**Model Risk in Backtesting Risk Measures**

*by*Evers, Corinna & Rohde, Johannes

**Data-based priors for vector autoregressions with drifting coefficients**

*by*Dimitris Korobilis

**Comparing Mobile Communication Service Prices Among Providers: A Hedonic Approach**

*by*Schöni, Olivier & Seger, Lukas

**Can spanned term structure factors drive stochastic yield volatility?**

*by*Christensen, Jens H.E. & Lopez, Jose A. & Rudebusch, Glenn D.

**Issues in Comparing Stochastic Volatility Models Using the Deviance Information Criterion**

*by*Joshua C.C. Chan & Angelia L. Grant

**Stochastic Model Specification Search for Time-Varying Parameter VARs**

*by*Eric Eisenstat & Joshua C.C. Chan & Rodney W. Strachan

**Fast Computation of the Deviance Information Criterion for Latent Variable Models**

*by*Joshua C.C. Chan & Angelia L. Grant

**Forecasting with Approximate Dynamic Factor Models: the Role of Non-Pervasive Shocks**

*by*Matteo Luciani

**Default Predictors in Credit Scoring - Evidence from France’s Retail Banking Institution**

*by*Ha-Thu Nguyen

**Do Media Data Help to Predict German Industrial Production?**

*by*Konstantin A. Kholodilin & Tobias Thomas & Dirk Ulbricht

**Unconventional Monetary Policy and Money Demand**

*by*Christian Dreger & Jürgen Wolters

**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

**Structural Labor Supply Models and Wage Exogeneity**

*by*Max Löffler & Andreas Peichl & Sebastian Siegloch

**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

**Score Driven Exponentially Weighted Moving Average and Value-at-Risk Forecasting**

*by*André Lucas & and Xin Zhang

**A One Line Derivation of DCC: Application of a Vector Random Coefficient Moving Average Process**

*by*Christian M. Hafner & and Michael McAleer

**A One Line Derivation of EGARCH**

*by*Michael McAleer & Christian M. Hafner

**Testing for Parameter Instability in Competing Modeling Frameworks**

*by*Francesco Calvori & Drew Creal & Siem Jan Koopman & Andre Lucas

**On The Long-Term Macroeconomic Effects Of Social Security Spending:Evidence For 12 Eu Countries**

*by*Alfredo Marvão Pereira & Jorge M. Andraz

**Specification Tests for Nonlinear Dynamic Models**

*by*Igor Kheifets

**Joint Confidence Sets for Structural Impulse Responses**

*by*Inoue, Atsushi & Kilian, Lutz

**Time variation in the dynamic effects of unanticipated changes in tax policy**

*by*Joris de Wind

**Reduced-rank time-varying vector autoregressions**

*by*Joris de Wind & Luca Gambetti

**Pronósticos para una economía menos volátil: El caso colombiano**

*by*Santiago Cajiao Raigosa & Luis Fernando Melo Velandia & Daniel Parra Amado

**Banking Fragility in Colombia: An Empirical Analysis Based on Balance Sheets**

*by*Ignacio Lozano & Alexander Guarín

**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

**Identification-robust inference for endogeneity parameters in linear structural models**

*by*Firmin Doko Tchatoka & Jean-Marie Dufour

**Point and Density Forecasts for the Euro Area Using Bayesian VARs**

*by*Tim Oliver Berg & Steffen Henzel

**A One Line Derivation of DCC: Application of a Vector Random Coefficient Moving Average Process**

*by*Christian M. Hafner & Michael McAleer

**A One Line Derivation of EGARCH**

*by*Michael McAleer & Christian M. Hafner

**ICT and Non-ICT investments: short and long run macro dynamics**

*by*F. Bacchini & M. E. Bontempi & R. Golinelli & C. Jona Lasinio

**News and labour market dynamics in the data and in matching models**

*by*Theodoridis, Konstantinos & Zanetti, Francesco

**Forecasting recessions in real time**

*by*Knut Are Aastveit & Anne Sofie Jore & Francesco Ravazzolo

**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

**Forecast Rationality Tests in the Presence of Instabilities, With Applications to Federal Reserve and Survey Forecasts**

*by*Barbara Rossi & Tatevik Sekhposyany

**Alternative Tests for Correct Specification of Conditional Predictive Densities**

*by*Barbara Rossi & Tatevik Sekhposyan

**Specification Analysis of International Treasury Yield Curve Factors**

*by*Pegoraro, F. & Siegel, A. F. & Tiozzo Pezzoli, L.

**International Yield Curves and Principal Components Selection Techniques: An Empirical Assessment**

*by*Pegoraro, F. & Siegel, A. F. & Tiozzo Pezzoli, L.

**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.

**Putting Structure on the RD Design: Social Transfers and Youth Inactivity in France**

*by*Olivier Bargain & Karina Doorley

**An update on emu sovereign yield spread drivers in times of crisis: a panel data analysis**

*by*Marta GÃ³mez-Puig & SimÃ³n Sosvilla-Rivero & MarÃa del Carmen Ramos-Herrera

**Causality and Contagion in EMU Sovereign Debt Markets**

*by*Marta GÃ³mez-Puig & SimÃ³n Sosvilla-Rivero

**Trend Mis-specifications and Estimated Policy Implications in DSGE Models**

*by*Varang Wiriyawit

**Testing Constancy of the Error Covariance Matrix in Vector Models against Parametric Alternatives using a Spectral Decomposition**

*by*Yukai Yang

**The Growth of Cities**

*by*Duranton, Gilles & Puga, Diego

**Testing for near I(2) trends when the signal-to-noise ratio is small**

*by*Juselius, Katarina

**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

**Növelhető-e a csőd-előrejelző modellek előre jelző képessége az új klasszifikációs módszerek nélkül?**

*by*Nyitrai, Tamás

**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

**Factor-based prediction of industry-wide bank stress**

*by*Grover, Sean P. & McCracken, Michael W.

**Grouping Stock Markets with Time-Varying Copula-GARCH Model**

*by*Anna CZAPKIEWICZ & Pawel MAJDOSZ

**Determinants of tax morale in Spain and Turkey: an empirical analysis**

*by*Cevat Bilgin

**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

**Performance evaluation of optimized portfolio insurance strategies**

*by*Zieling, Daniel & Mahayni, Antje & Balder, Sven

**How important is the credit channel? An empirical study of the US banking crisis**

*by*Liu, Chunping & Minford, Patrick

**Are hazard models superior to traditional bankruptcy prediction approaches? A comprehensive test**

*by*Bauer, Julian & Agarwal, Vineet

**Exchange rates and fundamentals: Co-movement, long-run relationships and short-run dynamics**

*by*Bekiros, Stelios D.

**CDOs and the financial crisis: Credit ratings and fair premia**

*by*Wojtowicz, Marcin

**Trade intensity and purchasing power parity**

*by*Cho, Dooyeon & Doblas-Madrid, Antonio

**Contagion, decoupling and the spillover effects of the US financial crisis: Evidence from the BRIC markets**

*by*Bekiros, Stelios D.

**Modelling changes in the unconditional variance of long stock return series**

*by*Amado, Cristina & Teräsvirta, Timo

**A predictability test for a small number of nested models**

*by*Granziera, Eleonora & Hubrich, Kirstin & Moon, Hyungsik Roger

**A score-test on measurement errors in rating transition times**

*by*Voß, Sebastian & Weißbach, Rafael

**A fast resample method for parametric and semiparametric models**

*by*Armstrong, Timothy B. & Bertanha, Marinho & Hong, Han

**Multivariate rotated ARCH models**

*by*Noureldin, Diaa & Shephard, Neil & Sheppard, Kevin

**An asymptotic analysis of likelihood-based diffusion model selection using high frequency data**

*by*Choi, Hwan-sik & Jeong, Minsoo & Park, Joon Y.

**Specification analysis of linear quantile models**

*by*Escanciano, J.C. & Goh, S.C.

**Model equivalence tests in a parametric framework**

*by*Lavergne, Pascal

**Forecasting financial and macroeconomic variables using data reduction methods: New empirical evidence**

*by*Kim, Hyun Hak & Swanson, Norman R.

**Volatility activity: Specification and estimation**

*by*Todorov, Viktor & Tauchen, George & Grynkiv, Iaryna

**Time-varying sparsity in dynamic regression models**

*by*Kalli, Maria & Griffin, Jim E.

**Bayesian endogeneity bias modeling**

*by*Montes-Rojas, Gabriel & Galvao, Antonio F.

**Measuring the impact of nuclear accidents on energy policy**

*by*Csereklyei, Zsuzsanna

**Can gold hedge and preserve value when the US dollar depreciates?**

*by*Reboredo, Juan C. & Rivera-Castro, Miguel A.

**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

**Time-consistent investment policies in Markovian markets: A case of mean–variance analysis**

*by*Chen, Zhiping & Li, Gang & Zhao, Yonggan

**Extracting market information from equity options with exponential Lévy processes**

*by*Fabozzi, Frank J. & Leccadito, Arturo & Tunaru, Radu S.

**A structural econometric analysis of the informal sector heterogeneity**

*by*Nguimkeu, Pierre

**Were Oil Price Markets the Source of Credit Crisis in European Countries? Evidence Using a VAR-MGARCH-DCC Model**

*by*Nadhem Selmi & Nejib Hachicha

**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

**The Impact Of The Main Macroeconomic Indicators On The Final Consumption Of The Population**

*by*Consuela Necșulescu & Luminița Șerbănescu

**Der Blick in die Glaskugel wird schärfer: Eine Evaluation der Treffsicherheit der ifo Dresden Konjunkturprognosen**

*by*Robert Lehmann & Michael Weber

**Use and Limitations of the Reserve Requirement Policy in Montenegro**

*by*Velibor Milošević

**Relations between Volatility and Returns of Exchange Traded Funds of Emerging Markets and of USA**

*by*Prakash L. Dheeriya & Fahimeh Rezayat & Burhan F. Yavas

**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

**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

**An Extension Of The Methodology Of Using The Student Test In Case Of A Linear Regression With Three Explanatory Variables**

*by*Florin-Marius PAVELESCU

**Identifying a financial conditions index for South Africa**

*by*Kirsten Thompson & Renee van Eyden & Rangan Gupta

**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

**The Determinants of Long-Run Economic Growth: A Conceptually and Computationally Simple Approach**

*by*Jaroslava Hlouskova & Martin Wagner

**The Spread of Mafia in Northern Italy: The Role of Public Infrastructure**

*by*Lavinia Piemontese

**Is There a “Biodiversity Kuznets Curve” for the Main OECD Countries?**

*by*Roberta De Santis

**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

**GARCH modellerinin performanslarının değerlendirilmesinde riske maruz değer (value-at-risk, VaR) yöntemi: İMKB100, Mali, Sınai ve Hizmet endeksleri üzerine bir uygulama**

*by*Önder BÜBERKÖKÜ

**An Application of the Cusp Catastrophe Theory to the Istanbul Stock Exchange Crash of 2008**

*by*Hülya TÜTEK & Ünal SEVEN

**Steady-state labor supply elasticities: A survey**

*by*Bargain, Olivier & Peichl, Andreas

**Do German exporters PTM? Searching for right answers in sugar confectionery exports**

*by*Fedoseeva, Svetlana

**Identification and Estimation of Intra-Firm and Industry Competition via Ownership Change**

*by*Michel, Christian

**Coherent Price Systems and Uncertainty-Neutral Valuation**

*by*Beißner, Patrick

**Competitive Moment Matching of a New-Keynesian and an Old-Keynesian Model**

*by*Franke, Reiner

**Validating Structural Labor Supply Models**

*by*Löffler, Max & Peichl, Andreas & Siegloch, Sebastian

**Point and Density Forecasts for the Euro Area Using Many Predictors: Are Large BVARs Really Superior?**

*by*Berg, Tim Oliver & Henzel, Steffen

**Moment Matching versus Bayesian Estimation: Backward-Looking Behaviour in a New-Keynesian Baseline Model**

*by*Sacht, Stephen & Franke, Reiner & Jang, Tae-Seok

**Inflation Uncertainty, Output Growth Uncertainty and Macroeconomic Performance: Comparing Alternative Exchange Rate Regimes in Eastern Europe**

*by*Khan, Muhammad & Kebewar, Mazen & Nenovsky, Nikolay

**Testing for optimal monetary policy via moment inequalities**

*by*Laura Coroneo & Valentina Corradi & Paulo Santos Monteiro

**Revisiting the relationship between spot and futures prices in the Nord Pool electricity market**

*by*Rafal Weron & Michal Zator

**Money demand and the role of monetary indicators in forecasting euro area inflation**

*by*Christian Dreger & Jürgen Wolters

**Model uncertainty in matrix exponential spatial growth regression models**

*by*Manfred M. Fischer & Philipp Piribauer

**Measuring the Impacts of Nuclear Accidents on Energy Policy**

*by*Zsuzsanna Csereklyei

**Forecasting GDP at the regional level with many predictors**

*by*Robert Lehmann & Klaus Wohlrabe

**Spatial Econometric Modelling Of Massive Datasets: The Contribution Of Data Mining**

*by*MYRIAM TABASSO & GIUSEPPE ARBIA

**“Determining the Number of Regimes in Markov-Switching VAR and VMA Models”**

*by*Maddalena Cavicchioli

**Stylized Facts and Dynamic Modeling of High-frequency Data on Precious Metals**

*by*Caporin, Massimiliano & Ranaldo, Angelo & Velo, Gabriel G.

**Are classical option pricing models consistent with observed option second-order moments? Evidence from high-frequency data**

*by*Audrino, Francesco & Fengler, Matthias

**Nets: Network estimation for time series**

*by*Matteo Barigozzi & Christian T. Brownlees

**Evaluating predictive densities of U.S. output growth and inflation in a large macroeconomic data set**

*by*Barbara Rossi & Tatevik Sekhposyan

**Conditional predictive density evaluation in the presence of instabilities**

*by*Barbara Rossi & Tatevik Sekhposyan

**Model Equivalence Tests in a Parametric Framework**

*by*Lavergne, Pascal

**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.

**On bootstrap validity for specification tests with weak instruments**

*by*Doko Tchatoka, Firmin

**Validation and Functional Complexity**

*by*Robert E. Marks

**On Habit and the Socially Efficient Level of Consumption and Work Effort**

*by*Paul Levine & Peter McAdam & Peter Welz

**Accounting for asymmetric price responses and underlying energy demand trends in OECD industrial energy demand**

*by*Olutomi I Adeyemi & Lester C. Hunt

**A new index of financial conditions**

*by*Gary Koop & Dimitris Korobilis

**Using VARs and TVP-VARs with Many Macroeconomic Variables**

*by*Gary Koop

**Model Switching and Model Averaging in Time-Varying Parameter Regression Models**

*by*Miguel Belmonte & Gary Koop

**Self-reinforcing effects between housing prices and credit: an extended version**

*by*André K. Anundsen & Eilev S. Jansen

**Returns to public R&D grants and subsidies**

*by*Ådne Cappelen & Arvid Raknerud & Marina Rybalka

**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

**Combining disaggregate forecasts for inflation: The SNB's ARIMA model**

*by*Marco Huwiler & Daniel Kaufmann

**Model Selection Tests for Conditional Moment Inequality Models**

*by*Yu-Chin Hsu & Xiaoxia Shi

**A Generalized Stepwise Procedure with Improved Power for Multiple Inequalities Testing**

*by*Yu-Chin Hsu & Chung-Ming Kuan & Meng-Feng Yen

**A Generalized Stepwise Procedure with Improved Power for Multiple Inequalities Testing**

*by*Yu-Chin Hsu & Chung-Ming Kuan & Meng-Feng Yen

**A Comparison Of The Forecasting Performances Of Multivariate Volatility Models**

*by*Vincenzo Candila

**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

**Prediction and Simulation Using Simple Models Characterized by Nonstationarity and Seasonality**

*by*Norman Swanson & Richard Urbach

**Generalizing smooth transition autoregressions**

*by*Emilio Zanetti Chini

**Generalised Linear Spectral Models**

*by*Tommaso Proietti & Alessandra Luati

**Factorii modelatori ai valorilor calculate ale Testului Student in cazul unei regresii liniare cu trei variabile explicative**

*by*Pavelescu, Florin Marius

**Are Turbulences of Sargent and Ljungqvist consistent with lower Aggregate Volatility?**

*by*Batyra, Anna

**Is There Really Granger Causality Between Energy Use and Output?**

*by*Bruns, Stephan B. & Gross, Christian & Stern, David I.

**What if Energy Time Series are not Independent? Implications for Energy-GDP Causality Analysis**

*by*Bruns, Stephan B. & Gross, Christian

**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

**Decoupling and the Spillover Effects of the US Financial Crisis: Evidence from the BRIC Markets**

*by*Stelios D. Bekiros

**Grado de inversión y flujos de inversión directa extranjera a economías emergentes**

*by*Sánchez, Elmer

**El sistema de predicción desagregada: Una evaluación de las proyecciones de inflación 2006-2011**

*by*Barrera, Carlos

**Empirical evidence for nonlinearity and irreversibility of commodity futures prices**

*by*Karapanagiotidis, Paul

**Distribution Theory of the Least Squares Averaging Estimator**

*by*Liu, Chu-An

**Multifactor asset pricing with a large number of observable risk factors and unobservable common and group-specific factors**

*by*Bai, Jushan & Ando, Tomohiro

**Panel data models with grouped factor structure under unknown group membership**

*by*Bai, Jushan & Ando, Tomohiro

**Forecasting with Factor Models: A Bayesian Model Averaging Perspective**

*by*Dimitris, Korobilis

**Currency hedging strategies, strategic benchmarks and the Global and Euro Sovereign financial crises**

*by*Caporin, Massimiliano & Jimenez-Martin, Juan-Angel & Gonzalez-Serrano, Lydia

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

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

**Bifurcation Analysis of an Endogenous Growth Model**

*by*Barnett, William & Ghosh, Taniya

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

*by*Cruz, Christopher John & Mapa, Dennis

**A Comparison of the Finite Sample Properties of Selection Rules of Factor Numbers in Large Datasets**

*by*GUO-FITOUSSI, Liang

**Jump Processes in Exchange Rates Modeling**

*by*Bunčák, Tomáš

**Estimation and Inference in Univariate and Multivariate Log-GARCH-X Models When the Conditional Density is Unknown**

*by*Sucarrat, Genaro & Grønneberg, Steffen & Escribano, Alvaro

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

*by*Teneng, Dean

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

*by*Teneng, Dean

**Outperforming the naïve Random Walk forecast of foreign exchange daily closing prices using Variance Gamma and normal inverse Gaussian Levy processes**

*by*Teneng, Dean

**On bootstrap validity for specification tests with weak instruments**

*by*Doko Tchatoka, Firmin

**Did Credit Decouple from Output in the Great Moderation?**

*by*Grydaki, Maria & Bezemer, Dirk

**Debt and the U.S. Great Moderation**

*by*Bezemer, Dirk & Grydaki, Maria

**Sectoral gross value-added forecasts at the regional level: Is there any information gain?**

*by*Lehmann, Robert & Wohlrabe, Klaus

**Testing rational speculative bubbles in Central European stock markets**

*by*Deev, Oleg & Kajurova, Veronika & Stavarek, Daniel

**Inflation Uncertainty, Output Growth Uncertainty and Macroeconomic Performance: Comparing Alternative Exchange Rate Regimes in Eastern Europe**

*by*Khan, Muhammad & Kebewar, mazen & Nenovsky, Nikolay

**A New Index of Financial Conditions**

*by*Koop, Gary & Korobilis, Dimitris

**The Exponential Model for the Spectrum of a Time Series: Extensions and Applications**

*by*Proietti, Tommaso & Luati, Alessandra

**Evaluation of Probabilistic Forecasts: Proper Scoring Rules and Moments**

*by*Tsyplakov, Alexander

**Estimating the dose-response function through the GLM approach**

*by*Guardabascio, Barbara & Ventura, Marco

**Identifying corruption through latent class models: evidence from transition economies**

*by*Pieroni, Luca & d'Agostino, Giorgio & Bartolucci, Francesco

**To Hold Out or Not to Hold Out**

*by*Frank Schorfheide & Kenneth I. Wolpin

**Signaling Effects of Monetary Policy**

*by*Leonardo Melosi

**External Validation of Voter Turnout Models by Concealed Parameter Recovery**

*by*Antonio Merlo & Thomas R.Palfrey

**Do Labor Reforms in Spain have an Effect on the Equilibrium Unemployment Rate?**

*by*Dionisio Ramirez & Gabriel Rodríguez

**Forecasting and Nowcasting Macroeconomic Variables: A Methodological Overview**

*by*Jennifer Castle & David Hendry

**Revealed Preference Tests of Network Formation Models**

*by*Khai Xiang Chiong

**Assessing DSGE Model Nonlinearities**

*by*S. Borağan Aruoba & Luigi Bocola & Frank Schorfheide

**To Hold Out or Not to Hold Out**

*by*Frank Schorfheide & Kenneth I. Wolpin

**Sovereigns versus Banks: Credit, Crises, and Consequences**

*by*Òscar Jordà & Moritz HP. Schularick & Alan M. Taylor

**Bubble Troubles? Rational Storage, Mean Reversion and Runs in Commodity Prices**

*by*Eugenio S. A. Bobenrieth & Juan R. A. Bobenrieth & Brian D. Wright

**The VIX, the Variance Premium and Stock Market Volatility**

*by*Geert Bekaert & Marie Hoerova

**Orthogonal Transformation of Coordinates in Copula M-GARCH Models – Bayesian analysis for WIG20 spot and futures returns**

*by*Mateusz Pipień

**Comparing variable selection techniques for linear regression: LASSO and Autometrics**

*by*Camila Epprecht & Dominique Guegan & Álvaro Veiga

**Empirical Projected Copula Process and Conditional Independence an Extended Version**

*by*Lorenzo Frattarolo & Dominique Guegan

**Conditiona l Forecast Selection from Many Forecasts: An Application to the Yen/Dollar Exchange Rate**

*by*Kei Kawakami

**Model Selection in the Presence of Incidental Parameters**

*by*Yoonseok Lee & Peter C.B. Phillips

**Microcrédit, pauvreté et autonomisation des femmes au Bénin**

*by*Dieudonné Bleossi Dahoun & Olivier Manlan & Cosme Vodonou & Saint-Martin Mongan & Damien Mededji & Janvier P. Alofa

**Default and Liquidity Regimes in the Bond Market during the 2002-2012 Period**

*by*Georges Dionne & Olfa Maalaoui Chun

**Cross-Sectional Distribution of GARCH Coefficients across S&P 500 Constituents: Time-Variation over the Period 2000-2012**

*by*David Ardia & Lennart F. Hoogerheide

**Worldwide equity Risk Prediction**

*by*David Ardia & Lennart F. Hoogerheide

**Model choice and size distribution: a Bayequentist approach**

*by*John-Oliver Engler & Stefan Baumgaertner

**Forecasting GDP at the regional level with many predictors**

*by*Lehmann, Robert & Wohlrabe, Klaus

**Generalized Least Squares Model Averaging**

*by*Qingfeng Liu & Ryo Okui & Arihiro Yoshimura

**What Do We Learn from Blanchard and Quah Decompositions If Aggregate Demand May Not be Long-Run Neutral?**

*by*John W. Keating

**Mostly Harmless Simulations? On the Internal Validity of Empirical Monte Carlo Studies**

*by*Advani, Arun & Sloczynski, Tymon

**Steady-State Labor Supply Elasticities: A Survey**

*by*Bargain, Olivier & Peichl, Andreas

**Regression Analysis of Country Effects Using Multilevel Data: A Cautionary Tale**

*by*Bryan, Mark L. & Jenkins, Stephen P.

**Putting Structure on the RD Design: Social Transfers and Youth Inactivity in France**

*by*Bargain, Olivier & Doorley, Karina

**Bottom-up or Direct? Forecasting German GDP in a Data-rich Environment**

*by*Katja Drechsel & R. Scheufele

**Modelling italian potential output and the output gap**

*by*Antonio Bassanetti & Michele Caivano & Alberto Locarno

**On the time-varying relationship between EMU sovereign spreads and their determinants**

*by*António Afonso, & Michael G. Arghyrou, & George Bagdatoglou, & Alexandros Kontonikas

**Rasch Mixture Models for DIF Detection: A Comparison of Old and New Score Specifications**

*by*Hannah Frick & Carolin Strobl & Achim Zeileis

**Score-Based Tests of Measurement Invariance: Use in Practice**

*by*Ting Wang & Edgar C. Merkle & Achim Zeileis

**Disentangling the Effects of Multiple Treatments -Measuring the Net Economic Impact of the 1995 Great Hanshin-Awaji Earthquake**

*by*Hiroshi Fujiki & Cheng Hsiao

**Spatial Chow-Lin Models for Completing Growth Rates in Cross-sections**

*by*Wolfgang Polasek

**Selection Bias in Innovation Studies. A Simple Test**

*by*Gaétan de Rassenfosse & Anja Schoen & Annelies Wastyn

**Constructing a new leading indicator for unemployment from a survey among German employment agencies**

*by*Hutter, Christian & Weber, Enzo

**Automated Valuation Modelling: A Specification Exercise**

*by*Rainer Schulz & Martin Wersing & Axel Werwatz &

**Goodness-of-fit Test for Specification of Semiparametric Copula Dependence Models**

*by*Shulin Zhang, & Ostap Okhrin, & Qian M. Zhou & Peter X.-K. Song

**Robust Estimation and Inference for Threshold Models with Integrated Regressors**

*by*Haiqiang Chen & & &

**Pruning in Perturbation DSGE Models - Guidance from Nonlinear Moving Average Approximations**

*by*Hong Lan & Alexander Meyer-Gohde & &

**Pricing Nikkei 225 Options Using Realized Volatility**

*by*Masato Ubukata & Toshiaki Watanabe

**Measurement Error and Policy Evaluation in the Frequency Domain**

*by*Xiangrong Yu

**Age-Cohort-Time Effects in Sickness Absence: Exploring a Large Data Set by Polynomial Regression**

*by*Biørn, Erik

**Identifying Age-Cohort-Time Effects, Their Curvature and Interactions from Polynomials: Examples Related to Sickness Absence**

*by*Biørn, Erik

**Economic Regime Shifts and the US Subprime Bubble**

*by*Anundsen, André Kallåk

**Using Lasso-Type Penalties to Model Time-Varying Covariate Effects in Panel Data Regressions - A Novel Approach Illustrated by the 'Death of Distance' in International Trade**

*by*Hess, Wolfgang & Persson, Maria & Rubenbauer, Stephanie & Gertheiss, Jan

**Causality Between Energy and Output in the Long-Run**

*by*Stern, David & Enflo, Kerstin

**Using Lasso-Type Penalties to Model Time-Varying Covariate Effects in Panel Data Regressions – A Novel Approach Illustrated by the ‘Death of Distance’ in International Trade**

*by*Hess, Wolfgang & Persson, Maria & Rubenbauer, Stephanie & Gertheiss, Jan

**Effects of correlated covariates on the efficiency of matching and inverse probability weighting estimators for causal inference**

*by*Pingel, Ronnie & Waernbaum, Ingeborg

**Testing for Panel Unit Roots under General Cross-Sectional Dependence**

*by*Holgersson, Thomas & Månsson, Kristofer & Shukur, Ghazi

**The regime-dependent evolution of credibility: A fresh look at Hong Kong’s linked exchange rate system**

*by*Blagov , Boris & Funke, Michael

**How Optimal is US Monetary Policy?**

*by*Xiaoshan Chen & Tatiana Kirsanova & Campbell Leith

**On the time-varying relationship between EMU sovereign spreads and their determinants**

*by*António Afonso & Michael G. Arghyrou & George Bagdatoglou & Alexandros Kontonikas

**Shrinkage estimation of high-dimensional factor models with structural instabilities**

*by*Cheng, Xu & Liao, Zhipeng & Schorfheide, Frank

**Sovereigns versus banks: credit, crises, and consequences**

*by*Jorda, Oscar & Schularick, Moritz & Taylor, Alan M.

**Misspecification-robust inference in linear asset pricing models with irrelevant risk factors**

*by*Gospodinov, Nikolay & Kan, Raymond & Robotti, Cesare

**Effects of minimum bid increment in internet auctions: Evidence from a field experiment**

*by*Janne Tukiainen

**How to Identify and Forecast Bull and Bear Markets?**

*by*Kole, H.J.W.G. & van Dijk, D.J.C.

**Some Tools for Robustifying Econometric Analyses**

*by*Hoornweg, V.

**Greece in recession: economic predictions, mispredictions and policy implications**

*by*Athanassios Petralias & Sotirios Petros & Pródromos Prodromídis

**Problems of Sample-selection Bias in the Historical Heights Literature: A Theoretical and Econometric Analysis**

*by*Howard Bodenhorn & Timothy W. Guinnane & Thomas A. Mroz

**Is There Really Granger Causality Between Energy Use and Output?**

*by*Stephan B. Bruns & Christian Gross & David I. Stern

**Causality Between Energy and Output in the Long-Run**

*by*David I. Stern & Kerstin Enflo

**Financial crises and time- varying risk premia in a small open economy: a Markov-Switching DSGE model for Estonia**

*by*Boris Blagov

**Problems of Sample-Selection Bias in the Historical Heights Literature: A Theoretical and Econometric Analysis**

*by*Bodenhorn, Howard & Guinnane, Timothy W. & Mroz, Thomas A.

**Asymptotic Inference about Predictive Accuracy Using High Frequency Data**

*by*Jia Li & Andrew J. Patton

**A wavelet-based copula approach for modeling market risk in agricultural commodity markets**

*by*RIADH ALOUI & MOHAMED SAFOUANE BEN AISSA & DUC KHUONG NGUYEN

**Forecasting the Risk of Speculative Assets by Means of Copula Distributions**

*by*Benjamin Beckers & Helmut Herwartz & Moritz Seidel

**Comparing the Accuracy of Copula-Based Multivariate Density Forecasts in Selected Regions of Support**

*by*Cees Diks & Valentyn Panchenko & Oleg Sokolinskiy & Dick van Dijk

**Essai de construction de connaissances praticables : le cas de l’organisation du travail**

*by*Bouville, Gregor

**A Small Macroeconometric Model for the Cyprus Economy**

*by*Aris Spanos & Niki Papadopoulou

**New Goodness-of-fit Diagnostics for Conditional Discrete Response Models**

*by*Igor Kheifets & Carlos Velasco

**Model Selection in the Presence of Incidental Parameters**

*by*Yoonseok Lee & Peter C.B. Phillips

**Testing Linearity Using Power Transforms of Regressors**

*by*Yae In Baek & Jin Seo Cho & Peter C.B. Phillips

**Nowcasting French GDP in Real-Time from Survey Opinions : Information or Forecast Combinations ?**

*by*Frédérique Bec & Matteo Mogliani

**Exchange Rate Pass-Through to Consumer Prices in South Africa: Evidence from Micro-Data**

*by*Aron, Janine & Creamer, Kenneth & Muellbauer, John & Rankin, Neil

**Granger-Causal-Priority and Choice of Variables in Vector Autoregressions**

*by*Jarocinski, Marek & Mackowiak, Bartosz Adam

**Sovereigns versus Banks: Credit, Crises, and Consequences**

*by*Jordà, Òscar & Schularick, Moritz & Taylor, Alan M.

**The growth of cities**

*by*Duranton, Gilles & Puga, Diego

**Residual-based Rank Specification Tests for AR-GARCH type models**

*by*Andreou, Elena & Werker, Bas J M

**Do DSGE Models Forecast More Accurately Out-of-Sample than VAR Models?**

*by*Gürkaynak, Refet S. & Kisacikoglu, Burçin & Rossi, Barbara

**A Monte Carlo procedure for checking identification in DSGE models**

*by*Le, Vo Phuong Mai & Minford, Patrick & Wickens, Michael R.

**A structural analysis of labour supply elasticities in the Netherlands**

*by*Nicole Bosch & Miriam Gielen & Egbert Jongen & Mauro Mastrogiacomo (DNB & CPB)

**Forecasting annual inflation with power transformations: the case of inflation targeting countries**

*by*Héctor Manuel Záarte Solano & Angélica Rengifo Gómez

**The Growth Of Cities**

*by*Gilles Duranton & Diego Puga

**Dynamic Specification Tests For Dynamic Factor Models**

*by*Gabriele Fiorentini & Enrique Sentana

**Forecasting gross value-added at the regional level: Are sectoral disaggregated predictions superior to direct ones?**

*by*Robert Lehmann & Klaus Wohlrabe

**Point and Density Forecasts for the Euro Area Using Many Predictors: Are Large BVARs Really Superior?**

*by*Tim Oliver Berg & Steffen Henzel

**Sovereigns versus Banks: Credit, Crises, and Consequences**

*by*Òscar Jordà & Moritz Schularick & Alan M. Taylor

**Forecasting Exchange Rates: An Investor Perspective**

*by*Michael Melvin & John Prins & Duncan Shand

**Assessing the Macroeconomic Forecasting Performance of Boosting - Evidence for the United States, the Euro Area, and Germany**

*by*Teresa Buchen & Klaus Wohlrabe

**Finding the Best Indicators to Identify the Poor**

*by*Adama BAH

**Testing and Estimating Models Using Indirect Inference**

*by*Le, Vo Phuong Mai & Meenagh, David

**The dynamics of trading duration, volume and price volatility – a vector MEM model**

*by*Xu, Yongdeng

**A Monte Carlo procedure for checking identification in DSGE models**

*by*Le, Vo Phuong Mai & Minford, Patrick & Wickens, Michael

**Youth Training Programs and their Impact on Career and Spell Duration of Professional Soccer Players**

*by*Marcel-Cristian Voia & Mihailo Radoman

**Mismatch shocks and unemployment during the Great Recession**

*by*Francesco Furlanetto & Nicolas Groshenny

**Nets: Network Estimation for Time Series**

*by*Matteo Barigozzi & Christian Brownlees

**Evaluating Predictive Densities of U.S. Output Growth and Inflation in a Large Macroeconomic Data Set**

*by*Barbara Rossi & Tatevik Sehkposyan

**Conditional Predictive Density Evaluation in the Presence of Instabilities**

*by*Barbara Rossi & Tatevik Sehkposyan

**Nowcasting French GDP in Real-Time from Survey Opinions: Information or Forecast Combinations?**

*by*Bec, F. & Mogliani, M.

**In Defense of Early Warning Signals**

*by*Bussière, M.

**Uncertainty and heterogeneity in factor models forecasting**

*by*Matteo Luciani & Libero Monteforte

**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

**Measuring Persistence in Volatility Spillovers**

*by*Conrad, Christian & Weber, Enzo

**Can you do the wrong thing and still be right? Hypothesis Testing in I(2) and near-I(2) cointegrated VARs**

*by*Francesca DI IORIO & Stefano FACHIN & Riccardo LUCCHETTI

**Steady-State Labor Supply Elasticities: An International Comparison**

*by*Olivier Bargain & Andreas Peichl

**Comparing Labor Supply Elasticities in Europe and the US: New Results**

*by*Olivier Bargain & Christina Orsini & Andreas Peichl

**The Fine Structure of Equity-Index Option Dynamics**

*by*Torben G. Andersen & Oleg Bondarenko & Viktor Todorov & George Tauchen

**The Exponential Model for the Spectrum of a Time Series: Extensions and Applications**

*by*Tommaso Proietti & Alessandra Luati

**Generalizing smooth transition autoregressions**

*by*Emilio Zanetti Chini

**Long Memory and Structural Breaks in Realized Volatility: An Irreversible Markov Switching Approach**

*by*Nima Nonejad

**Thresholds and Smooth Transitions in Vector Autoregressive Models**

*by*Kirstin Hubrich & Timo Teräsvirta

**The New Keynesian Approach to Dynamic General Equilibrium Modeling: Models, Methods and Macroeconomic Policy Evaluation**

*by*Schmidt, Sebastian & Wieland, Volker

**Validation in Computable General Equilibrium Modeling**

*by*Dixon, Peter B. & Rimmer, Maureen T.

**Globalisation effect on inflation in the Great Moderation era: New evidence from G10 countries**

*by*Qin, Duo & He, Xinhua

**Are the Global REIT Markets Efficient by a New Approach?**

*by*Hao Fang & Yen-Hsien Lee

**The Wage Curve Reconsidered: Is It Truly An 'Empirical Law Of Economics'?**

*by*Bernard FINGLETON & Silvia PALOMBI

**The New Keynesian Phillips Curve in an Inflation Targeting Country: The Case of Turkey**

*by*Giray Gozgor

**Exponential Smoothing Technique In Correlation Structure Forecasting Of Visegrad Country Indices**

*by*Jozef GLOVA

**Some Conceptual Aspects of the Multilevel Modeling for the Study of Social-Economic Phenomena**

*by*Miruna MAZURENCU MARINESCU

**Updating the Romanian Economic Macromodel**

*by*Emilian Dobrescu

**A Bunch of Models, a Bunch of Nulls and Inference about Predictive Ability**

*by*Pincheira, Pablo

**Dynamics of Fixed Capital Productivity and the Macroeconomic Equilibrium**

*by*Pavelescu, Marius Florin

**Grado de inversión y flujos de inversión directa extranjera a economías emergentes**

*by*Sánchez, Elmer

**The use of econometric models for long-term policies: A critical view**

*by*Luigi Spaventa

**A Dynamic Panel, Empirical Investigation on the Link between Inflation and Fiscal Imbalances. Does Heterogeneity Matter?**

*by*Avgeris Nikolaos & Katrakilidis Constantinos

**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 & Adél Bosch & Rangan Gupta & Francois Stofberg

**A test for the existence of a fractional root in a non-stationary time series**

*by*Diego Lemus & Elkin Castaño

**A Comparative Study of the Lasso-type and Heuristic Model Selection Methods**

*by*Ivan Savin

**Analyzing MeMo-It supply side properties**

*by*Ottavio Ricchi

**The new Istat Macroeconometric Model: improvements in statistical information availability and labour force projection**

*by*Gilberto Antonelli

**The Istat MeMo-It Macroeconometric Model: comments and suggestions for possible extensions**

*by*Maria Elena Bontempi

**Building the core of the Istat system of models for forecasting the Italian economy: MeMo-It**

*by*Fabio Bacchini & Cristina Brandimarte & Piero Crivelli & Roberta De Santis & Marco Fioramanti & Alessandro Girardi & Roberto Golinelli & Cecilia Jona-Lasinio & Massimo Mancini & Carmine Pappalardo & Daniela Rossi & Marco Ventura & Claudio Vicarelli

**How informative are in-sample information criteria to forecasting? The case of Chilean GDP**

*by*Carlos A. Medel

**Forecasting the Finnish Consumer Price Inflation Using Artificial Neural Network Models and Three Automated Model Selection Techniques**

*by*Anders Bredahl Kock & Timo Teräsvirta

**Ranking of VaR and ES Models: Performance in Developed and Emerging Markets**

*by*Saša ŽIKOVIÆ & Randall K. FILER

**Confirmation, Correction and Improvement for Outlier Validation Using Dummy Variables: t-Statistics or F-Incremental Statistics is not enough in OLS**

*by*Arzdar Kiraci

**Indirect Taxes, Social Expenditures and Poverty:What Linkage?**

*by*Fatih KARANFIL & Ata OZKAYA

**Structural change and phase variation: A re-examination of the q-model using wavelet exploratory analysis**

*by*Gallegati, Marco & Ramsey, James B.

**Comment on: A non-parametric spatial independence test using symbolic entropy**

*by*Elsinger, Helmut

**Cox-type tests for competing spatial autoregressive models with spatial autoregressive disturbances**

*by*Jin, Fei & Lee, Lung-fei

**The benefit of modeling jumps in realized volatility for risk prediction: Evidence from Chinese mainland stocks**

*by*Liao, Yin

**Electricity consumption-economic growth Nexus: An aggregated and disaggregated causality analysis in India and Pakistan**

*by*Abbas, Faisal & Choudhury, Nirmalya

**Measurement error and policy evaluation in the frequency domain**

*by*Yu, Xiangrong

**What do we learn from Blanchard and Quah decompositions of output if aggregate demand may not be long-run neutral?**

*by*Keating, John W.

**What can we tell about monetary policy synchronization and interdependence over the 2007–2009 global financial crisis?**

*by*Arouri, Mohamed & Jawadi, Fredj & Nguyen, Duc Khuong

**Conditional forecast selection from many forecasts: An application to the Yen/Dollar exchange rate**

*by*Kawakami, Kei

**The extreme value in crude oil and US dollar markets**

*by*Chen, Wei-Peng & Choudhry, Taufiq & Wu, Chih-Chiang

**The long-term cognitive consequences of early childhood malnutrition: The case of famine in Ghana**

*by*Ampaabeng, Samuel K. & Tan, Chih Ming

**Risk and return: Long-run relations, fractional cointegration, and return predictability**

*by*Bollerslev, Tim & Osterrieder, Daniela & Sizova, Natalia & Tauchen, George

**Comment on: A new test for chaos and determinism based on symbolic dynamics**

*by*Elsinger, Helmut

**Corporate social responsibility in the banking industry: Motives and financial performance**

*by*Wu, Meng-Wen & Shen, Chung-Hua

**Multidimensional risk and risk dependence**

*by*Polanski, Arnold & Stoja, Evarist & Zhang, Ren

**On the role of the estimation error in prediction of expected shortfall**

*by*Lönnbark, Carl

**The role of credit in the Great Moderation: A multivariate GARCH approach**

*by*Grydaki, Maria & Bezemer, Dirk

**Consistent dynamic affine mortality models for longevity risk applications**

*by*Blackburn, Craig & Sherris, Michael

**Multimarket contact in Italian retail banking: Competition and welfare**

*by*Molnar, Jozsef & Violi, Roberto & Zhou, Xiaolan

**Beyond fictitious play beliefs: Incorporating pattern recognition and similarity matching**

*by*Spiliopoulos, Leonidas

**Hedges and safe havens: An examination of stocks, bonds, gold, oil and exchange rates**

*by*Ciner, Cetin & Gurdgiev, Constantin & Lucey, Brian M.

**The output gap and stock returns: Do cyclical fluctuations predict portfolio returns?**

*by*Vivian, Andrew & Wohar, Mark E.

**How sensitive to time period sampling is the asymmetric price response specification in energy demand modelling?**

*by*Adofo, Yaw Osei & Evans, Joanne & Hunt, Lester Charles

**Modeling the co-movements between crude oil and refined petroleum markets**

*by*Tong, Bin & Wu, Chongfeng & Zhou, Chunyang

**What if energy time series are not independent? Implications for energy-GDP causality analysis**

*by*Bruns, Stephan B. & Gross, Christian

**From oil to consumer energy prices: How much asymmetry along the way?**

*by*Venditti, Fabrizio

**Does crude oil price play an important role in explaining stock return behavior?**

*by*Chang, Kuang-Liang & Yu, Shih-Ti

**Causality between energy and output in the long-run**

*by*Stern, David I. & Enflo, Kerstin

**Identifying spikes and seasonal components in electricity spot price data: A guide to robust modeling**

*by*Janczura, Joanna & Trück, Stefan & Weron, Rafał & Wolff, Rodney C.

**A critique of non-parametric efficiency analysis in energy economics studies**

*by*Chen, Chien-Ming

**The (de)merits of minimum-variance hedging: Application to the crack spread**

*by*Alexander, Carol & Prokopczuk, Marcel & Sumawong, Anannit

**Modeling and forecasting the volatility of petroleum futures prices**

*by*Kang, Sang Hoon & Yoon, Seong-Min

**Bond vs stock market's Q: Testing for stability across frequencies and over time**

*by*Gallegati, Marco & Ramsey, James B.

**Conditional predictive density evaluation in the presence of instabilities**

*by*Rossi, Barbara & Sekhposyan, Tatevik

**Large time-varying parameter VARs**

*by*Koop, Gary & Korobilis, Dimitris

**Inference on impulse response functions in structural VAR models**

*by*Inoue, Atsushi & Kilian, Lutz

**Determining the MSE-optimal cross section to forecast**

*by*Arbués, Ignacio

**Model averaging by jackknife criterion in models with dependent data**

*by*Zhang, Xinyu & Wan, Alan T.K. & Zou, Guohua

**On loss functions and ranking forecasting performances of multivariate volatility models**

*by*Laurent, Sébastien & Rombouts, Jeroen V.K. & Violante, Francesco

**A quasi-maximum likelihood method for estimating the parameters of multivariate diffusions**

*by*Hurn, A.S. & Lindsay, K.A. & McClelland, A.J.

**Testing the predictive power of the term structure without data snooping bias**

*by*Kao, Yi-Cheng & Kuan, Chung-Ming & Chen, Shikuan

**A specification test for discrete choice models**

*by*Chicu, Mark & Masten, Matthew A.

**An alternative approach to the modelling of interest rate pass through and asymmetric adjustment**

*by*Valadkhani, Abbas & Bollen, Bernard

**A factor approach to realized volatility forecasting in the presence of finite jumps and cross-sectional correlation in pricing errors**

*by*Atak, Alev & Kapetanios, George

**Understanding and predicting bank rating transitions using optimal survival analysis models**

*by*Louis, Philippe & Van Laere, Elisabeth & Baesens, Bart

**Model selection for regression with heteroskedastic and autocorrelated errors**

*by*Mao, Guangyu

**Partial unit root and linear spurious regression: A Monte Carlo simulation study**

*by*Zhang, Lingxiang

**Bayesian forecasting with highly correlated predictors**

*by*Korobilis, Dimitris

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

*by*Sin, Chor-Yiu (CY)

**Trade openness and economic growth: Bayesian model averaging estimate of cross-country growth regressions**

*by*Eriṣ, Mehmet N. & Ulaṣan, Bülent

**What causes household debt to increase in South Africa?**

*by*Meniago, Christelle & Mukuddem-Petersen, Janine & Petersen, Mark A. & Mongale, Itumeleng P.

**Short-term inflation forecasting models for Turkey and a forecast combination analysis**

*by*Öğünç, Fethi & Akdoğan, Kurmaş & Başer, Selen & Chadwick, Meltem Gülenay & Ertuğ, Dilara & Hülagü, Timur & Kösem, Sevim & Özmen, Mustafa Utku & Tekatlı, Necati

**Modeling of the impact of the financial crisis and China's accession to WTO on China's exports to Germany**

*by*Guo, Zhichao & Feng, Yuanhua

**Hopf bifurcation in the Clarida, Gali, and Gertler model**

*by*Barnett, William A. & Eryilmaz, Unal

**A comparison of spatial error models through Monte Carlo experiments**

*by*Kato, Takafumi

**Macroeconomic Variables and South African Stock Return Predictability**

*by*Gupta, Rangan & Modise, Mampho P.

**Structural versus matching estimation: Transmission mechanisms in Armenia**

*by*Poghosyan, Karen & Boldea, Otilia

**Design limits and dynamic policy analysis**

*by*Brock, William A. & Durlauf, Steven N. & Rondina, Giacomo

**Measuring and predicting heterogeneous recessions**

*by*Çakmaklı, Cem & Paap, Richard & van Dijk, Dick

**Economies of scale and a process for identifying hypothetical merger potential in Indonesian commercial banks**

*by*Hadad, Muliaman D. & Hall, Maximilian J.B. & Santoso, Wimboh & Simper, Richard

**Empirical Verification of World’s Regions Profitability in Dynamic International Investment Strategy**

*by*Anna Czapkiewicz & Artur Machno

**Analysis of ß-Convergence. From Traditional Cross-Section Model to Dynamic Panel Model**

*by*Joanna Gorna & Karolina Gorna & Elzbieta Szulc

**Determinantes de los flujos de inversión extranjera directa estadounidense a través de un modelo gravitacional con componente espacial: evidencia para algunos países latinoamericanos**

*by*Dennis Sánchez Navarro

**Valoración económica de bienes ambientales por beneficiarios circundantes y no circundantes**

*by*Mauricio G. Villena & Ericka Y. Lafuente

**Desaceleración económica e inflación de activos financieros en Colombia**

*by*Mateo Clavijo

**Evaluation of an Active Labour Market Programme in a Context of High Unemployment**

*by*Cristina Borra & Luis Palma & M. Carmen González & Luis F. Aguado

**Default and liquidity regimes in the bond market during the 2002-2012 period**

*by*Georges Dionne & Olfa Maalaoui Chun

**Quantitative Analysis of Business Success Indicators in the Banking Sector of the Republic of Serbia**

*by*Jelena Stanković & Vesna Janković-Milić & Snežana Radukić

**Study On The Performance Evaluation Models Of Small And Medium Enterprises In Romania**

*by*Ionela-Carmen, PIRNEA

**An Empirical Evaluation of GARCH Models in Value-at-Risk Estimation: Evidence from the Macedonian Stock Exchange**

*by*Vesna Bucevska

**Using Predictive Modeling to Improve Direct Marketing Performance**

*by*Todor Krastevich

**The Housing Markets in Spain and Portugal: Evidence of Persistence**

*by*Carlos P. Barros & Luis A. Gil-Alana

**Application of support vector machines on the basis of the first Hungarian bankruptcy model**

*by*Miklós Virag & Tamás Nyitrai

**Performance Determinants for Responsible Supply Chain Management in the European Emerging Countries**

*by*Mariana Cristina Ganescu & Mihaela Asandei & Andreea Gangone & Camelia Chirilă

**Blunt Instruments: Avoiding Common Pitfalls in Identifying the Causes of Economic Growth**

*by*Samuel Bazzi & Michael A. Clemens

**Structural Breaks and Predictive Regressions Models of South African Equity Premium**

*by*Goodness C. Aye & Rangan Gupta & Mampho P. Modise

**Selection bias in innovation studies: A simple test**

*by*De Rassenfosse, Gaétan & Wastyn, Annelies

**Measuring Vulnerability to Poverty Using Long-Term Panel Data**

*by*Landau, Katja & Klasen, Stephan & Zucchini, Walter

**Surprising comparative properties of monetary models: Results from a new model database**

*by*Taylor, John B. & Wieland, Volker

**The new keynesian approach to dynamic general equilibrium modeling: Models, methods, and macroeconomic policy evaluation**

*by*Schmidt, Sebastian & Wieland, Volker

**Globalisation effect on inflation in the great moderation era: New evidence from G10 countries**

*by*Qin, Duo & He, Xinhua

**Consistent estimation of pseudo panels in the presence of selection bias**

*by*Mora Rodriguez, Jhon James & Muro, Juan

**Fixed income strategies for trading and for asset management**

*by*Tinschert, Jonas & Cremers, Heinz

**The directional identification problem in Bayesian factor analysis: An ex-post approach**

*by*Aßmann, Christian & Boysen-Hogrefe, Jens & Pape, Markus

**Moment matching versus Bayesian estimation: Backward-looking behaviour in a New-Keynesian baseline model**

*by*Franke, Reiner & Jang, Tae-Seok & Sacht, Stephen

**Modelling Primary Energy Consumption under Model Uncertainty**

*by*Zsuzsanna Csereklyei & Stefan Humer

**Small sample properties of matching with caliper**

*by*Paweł Strawiński

**Agglomeration Externalities and 1981-2006 Regional Growth in Brazil**

*by*Valente J. Matlaba & Mark Holmes & Philip McCann & Jacques Poot

**Missing in Asynchronicity: A Kalman-EM Approach for Multivariate Realized Covariance Estimation**

*by*Corsi, Fulvio & Peluso, Stefano & Audrino, Francesco

**The changing relationship between commodity prices and equity prices in commodity exporting**

*by*Barbara Rossi

**Out-of-sample forecast tests robust to the choice of window size**

*by*Barbara Rossi & Atsushi Inoue

**Evaluating Macroeconomic Forecasts: A Concise Review of Some Recent Developments**

*by*Philip Hans Franses & Michael McAleer & Rianne Legerstee

**Robust Ranking of Multivariate GARCH Models by Problem Dimension**

*by*Massimiliano Caporin & Michael McAleer

**News Shocks, Information Flows and SVARs**

*by*Fève, Patrick & Jidoud, Ahmat

**Identifying News Shocks from SVARs**

*by*Fève, Patrick & Jidoud, Ahmat

**A Trick of the (Pareto) Tail**

*by*Marco Bee & Massimo Riccaboni & Stefano Schiavo

**Short-Term Inflation Forecasting Models For Turkey and a Forecast Combination Analysis**

*by*Kurmas Akdogan & Selen Baser & Meltem Gulenay Chadwick & Dilara Ertug & Timur Hulagu & Sevim Kosem & Fethi Ogunc & M. Utku Ozmen & Necati Tekatli

**Identification-robust inference for endogeneity parameters in linear structural models**

*by*Doko Tchatoka, Firmin & Dufour, Jean-Marie

**Specification tests with weak and invalid instruments**

*by*Doko Tchatoka, Firmin

**Testing for partial exogeneity with weak identification**

*by*Doko Tchatoka, Firmin

**The confounding effects of consumer heterogeneity on model-based inference of attribute non-attendance**

*by*Hong il Yoo

**The perceived unreliability of rank-ordered data: an econometric origin and implications**

*by*Hong il Yoo

**Reproducing Business Cycle Features: Are Nonlinear Dynamics a Proxy for Multivariate Information?**

*by*James Morley & Jeremy Piger & Pao-Lin Tien

**Imperfect Information, Optimal Monetary Policy and Informational Consistency**

*by*Paul Levine & Joseph Pearlman & Bo Yang

**How sensitive to time period sampling is the asymmetric price response specification in energy demand modelling?**

*by*Yaw Osei Adofo & Joanne Evans & Lester Charles Hunt

**Bottom-up or Direct? Forecasting German GDP in a Data-rich Environment**

*by*Katja Drechsel & Rolf Scheufele

**Bayesian Model Averaging, Learning and Model Selection**

*by*George W. Evans & Seppo Honkapohja & Thomas Sargent & Noah Williams

**Interdendenta dintre tipul de colinearitate si valorile calculate ale testului Student in cazul unei regresii lineare cu doua variabile explicative**

*by*Pavelescu, Florin Marius

**Directional forecasting in financial time series using support vector machines: The USD/Euro exchange rate**

*by*Plakandaras, Vasilios & Papadimitriou, Theophilos & Gogas, Periklis

**Bayesian Forecasting with Highly Correlated Predictors**

*by*Dimitris Korobilis

**The Impact of Stock Market Illiquidity on Real UK GDP Growth**

*by*Chris Florakis & Gianluigi Giorgioni & Alexandros Kostakis & Costas Milas

**The Long-Term Cognitive Consequences of Early Childhood Malnutrition: The Case of Famine in Ghana**

*by*Samuel K. Ampaabeng & Chih Ming Tang

**Model Selection in Equations with Many 'Small' Effects**

*by*Jennifer L. Castle & Jurgen A. Doornik & David F. Hendry

**Forecasting Value-at-Risk with Time-Varying Variance, Skewness and Kurtosis in an Exponential Weighted Moving Average Framework**

*by*Alexandros Gabrielsen & Paolo Zagaglia & Axel Kirchner & Zhuoshi Liu

**Large Time-Varying Parameter VARs**

*by*Gary Koop & Dimitris Korobilis

**El ciclo común y los grupos homogéneos en la inflación**

*by*Barrera, Carlos

**Proyección de precios de exportación utilizando tipos de cambio: Caso peruano**

*by*Ferreyra, Jesús & Vásquez, José

**Least Squares Model Averaging by Prediction Criterion**

*by*Tian Xie

**The Application of GARCH and EGARCH in Modeling the Volatility of Daily Stock Returns During Massive Shocks: The Empirical Case of Egypt**

*by*Ezzat, Hassan

**Modeling and forecasting foreign exchange daily closing prices with normal inverse Gaussian**

*by*Teneng, Dean

**The determinants of the academic outcome: an Bayesian approach using a sample of economics students from the University of Brasilia, Brazil**

*by*Ferreira Lima, Luis Cristovao

**Managing the Uncertainty in the Hodrick Prescott Filter**

*by*Leon, Jorge

**Estimating dynamic causal effects with unobserved confounders: a latent class version of the inverse probability weighted estimator**

*by*Bartolucci, Francesco & Grilli, Leonardo & Pieroni, Luca

**Spurious Regressions and Near-Multicollinearity, with an Application to Aid, Policies and Growth**

*by*Chatelain, Jean-Bernard & Ralf, Kirsten

**Selection and Real wage cyclicality: Germany Case**

*by*Kang, Lili & Peng, Fei

**Does BIC Estimate and Forecast Better than AIC?**

*by*Medel, Carlos A. & Salgado, Sergio C.

**Does Output Gap, Labor's Share or Unemployment Rate Drive Inflation?**

*by*Lanne, Markku & Luoto, Jani

**Portfolio risk evaluation: An approach based on dynamic conditional correlations models and wavelet multiresolution analysis**

*by*Khalfaoui, R & Boutahar, M

**Testing in the Presence of Nuisance Parameters: Some Comments on Tests Post-Model-Selection and Random Critical Values**

*by*Leeb, Hannes & Pötscher, Benedikt M.

**A plug-in averaging estimator for regressions with heteroskedastic errors**

*by*LIU, CHU-AN

**The impact of money supply on stock prices and stock bubbles**

*by*Sirucek, Martin

**Identification-robust inference for endogeneity parameters in linear structural models**

*by*Doko Tchatoka, Firmin & Dufour, Jean-Marie

**Hopf bifurcation in the Clarida, Gali, and Gertler model**

*by*Barnett, William A. & Eryilmaz, Unal

**A mixed portmanteau test for ARMA-GARCH model by the quasi-maximum exponential likelihood estimation approach**

*by*Zhu, Ke

**Marginal Likelihood Estimation with the Cross-Entropy Method**

*by*Chan, Joshua & Eisenstat, Eric

**Skew mixture models for loss distributions: a Bayesian approach**

*by*Bernardi, Mauro & Maruotti, Antonello & Lea, Petrella

**The Role of Credit in Great Moderation: a Multivariate GARCH Approach**

*by*Grydaki, Maria & Bezemer, Dirk J.

**Testing for time-varying fractional cointegration using the bootstrap approach**

*by*Simwaka, Kisu

**Forecasting Value-at-Risk with time-varying variance, skewness and kurtosis in an exponential weighted moving average framework**

*by*Gabrielsen, A. & Zagaglia, Paolo & Kirchner, A. & Liu, Z.

**Identifying spikes and seasonal components in electricity spot price data: A guide to robust modeling**

*by*Janczura, Joanna & Trueck, Stefan & Weron, Rafal & Wolff, Rodney

**Forecasting national recessions using state-level data**

*by*Owyang, Michael T. & Piger, Jeremy & Wall, Howard J.

**Modelli di scoring per il rischio paese**

*by*Doretti, Marco

**Endogeneity in ultrahigh dimension**

*by*Fan, Jianqing & Liao, Yuan

**Large time-varying parameter VARs**

*by*Koop, Gary & Korobilis, Dimitris

**Modeling employment dynamics with state dependence and unobserved heterogeneity**

*by*Prowse, Victoria

**Supplementary appendix to "noncausal vector autoregression"**

*by*Lanne, Markku & Saikkonen, Pentti

**Time-varying parameters in the almost ideal demand system and the Rotterdam model: will the best specification please stand up?**

*by*Barnett, William A. & Kalonda-Kanyama, Isaac

**Mortgage Lending and the Great moderation: a multivariate GARCH Approach**

*by*Bezemer, Dirk J & Grydaki, Maria

**¿Akaike o Schwarz? ¿Cuál elegir para predecir el PIB chileno?**

*by*Medel, Carlos A.

**How informative are in-sample information criteria to forecasting? the case of Chilean GDP**

*by*Medel, Carlos A.

**Forecasting with Factor-Augmented Regression: A Frequentist Model Averaging Approach, Second Version**

*by*Xu Cheng & Bruce E. Hansen

**Forecasting with Factor-Augmented Regression: A Frequentist Model Averaging Approach**

*by*Xu Cheng & Bruce E. Hansen

**When is a housing market overheated enough to threaten stability?**

*by*John Muellbauer

**Forecasting from Structural Econometric Models**

*by*David Hendry & Grayham E. Mizon

**Multivariate Rotated ARCH models**

*by*Diaa Noureldin & Neil Shephard & Kevin Sheppard

**Matching efficiency and business cycle fluctuations**

*by*Francesco Furlanett & Nicolas Groshenny

**Multivariate Rotated ARCH Models**

*by*Diaa Noureldin & Neil Shephard & Kevin Sheppard

**Inflation Targeting: Does It Improve Economic Performance?**

*by*Stephen M. Miller & WenShwo Fang & Ozkan Eren

**Modelling Changes in the Unconditional Variance of Long Stock Return Series**

*by*Cristina Amado & Timo Terasvirta

**Comparing Predictive Accuracy, Twenty Years Later: A Personal Perspective on the Use and Abuse of Diebold-Mariano Tests**

*by*Francis X. Diebold

**Parametric Inference and Dynamic State Recovery from Option Panels**

*by*Torben G. Andersen & Nicola Fusari & Viktor Todorov

**Posterior Predictive Analysis for Evaluating DSGE Models**

*by*Jon Faust & Abhishek Gupta

**Confronting Model Misspecification in Macroeconomics**

*by*Daniel F. Waggoner & Tao Zha

**Econometric regime shifts and the US subprime bubble**

*by*André K. Anundsen

**Higher Order Improvements of the Sieve Bootstrap for Fractionally Integrated Processes**

*by*D.S. Poskitt & Simone D. Grose & Gael M. Martin

**Bias Reduction of Long Memory Parameter Estimators via the Pre-filtered Sieve Bootstrap**

*by*D.S. Poskitt & Gael M. Martin & Simone D. Grose

**Extending Unobserved Heterogeneity - A Strategy for Accounting for Respondent Perceptions in the Absence of Suitable Data**

*by*Timothy A. Weterings & Mark N. Harris & Bruce Hollingsworth

**VAR Modeling and Business Cycle Analysis: A Taxonomy of Errors**

*by*D.S. Poskitt & Wenying Yao

**Les liaisons fallacieuses : quasi-colinéarité et « suppresseur classique », aide au développement et croissance**

*by*Jean-Bernard Chatelain & Kirsten Ralf

**CAPP_DYN: A Dynamic Microsimulation Model for the Italian Social Security System**

*by*Carlo Mazzaferro & Marcello Morciano

**Evaluating the forecast quality of GDP components: An application to G7**

*by*Paulo Júlio & Pedro M. Esperança

**Evaluating Macroeconomic Forecasts:A Concise Review of Some Recent Developments**

*by*Philip Hans Franses & Michael McAleer & Rianne Legerstee

**A real time Evaluation of Employment Forecasts in Switzerland**

*by*Michael Graff & Massimo Mannino & Michael Siegenthaler

**Measuring and Predicting Heterogeneous Recessions**

*by*Cem Cakmakli & Richard Paap & Dick van Dijk

**Bayesian Estimation of DSGE Models: Is the Workhorse Model Identified?**

*by*Evren Caglar & Jagjit S. Chadha & Katsuyuki Shibayama

**The Directional Identification Problem in Bayesian Factor Analysis: An Ex-Post Approach**

*by*Christian Aßmann & Jens Boysen-Hogrefe & Markus Pape

**Stabilization Policy as Bifurcation Selection: Would Keynesian Policy Work if the World Really Were Keynesian?**

*by*William Barnett & Yijun He

**Center Manifold, Stability, and Bifurcations in Continuous Time Macroeconometric Systems**

*by*William Barnett & Yijun He

**Hopf Bifurcation in the Clarida, Gali, and Gertler Model**

*by*William Barnett & Unal Eryilmaz

**An Analytical and Numerical Search for Bifurcations in Open Economy New Keynesian Models**

*by*William Barnett & Unal Eryilmaz

**Interpreting Permanent Shocks to Output When Aggregate Demand May Not be Neutral in the Long Run**

*by*John W. Keating

**Time-Varying Parameters in the Almost Ideal Demand System and the Rotterdam Model: Will the Best Specication Please Stand Up?**

*by*William Barnett & Isaac Kalonda-Kanyama

**Lasso-type and Heuristic Strategies in Model Selection and Forecasting**

*by*Ivan Savin & Peter Winker

**Comparing Labor Supply Elasticities in Europe and the US: New Results**

*by*Bargain, Olivier & Orsini, Kristian & Peichl, Andreas

**Testing for Nonparametric Identification of Causal Effects in the Presence of a Quasi-Instrument**

*by*de Luna, Xavier & Johansson, Per

**The Productivity Advantages of Large Cities: Distinguishing Agglomeration from Firm Selection**

*by*Combes, Pierre-Philippe & Duranton, Gilles & Gobillon, Laurent & Puga, Diego & Roux, Sébastien

**The Productivity Advantages of Large Cities: Distinguishing Agglomeration from Firm Selection**

*by*Combes, Pierre-Philippe & Duranton, Gilles & Gobillon, Laurent & Puga, Diego & Roux, Sébastien

**Misspecification Testing in a Class of Conditional Distributional Models**

*by*Rothe, Christoph & Wied, Dominik

**Misspecification Testing in a Class of Conditional Distributional Models**

*by*Rothe, Christoph & Wied, Dominik

**Uncertainty and Heterogeneity in factor models forecasting**

*by*Matteo Luciani & Libero Monteforte

**The Modeling of Expectations in Empirical DSGE Models: a Survey**

*by*Fabio Milani

**Expectation Formation and Monetary DSGE Models: Beyond the Rational Expectations Paradigm**

*by*Fabio Milani & Ashish Rajbhandari

**Modelling farm structural change: A feasibility study for ex-post modelling utilizing FADN and FSS data in Germany and developing an ex-ante forecast module for the CAPRI farm type layer baseline**

*by*Alexander Gocht & Norbert Röder & Sebastian Neuenfeldt & Hugo Storm & Thomas Heckelei

**Testing for Measurement Invariance with Respect to an Ordinal Variable**

*by*Edgar C. Merkle & Jinyan Fan & Achim Zeileis

**Marketing Response Models for Shrinking Beer Sales in Germany**

*by*Polasek, Wolfgang

**News Shocks, Information Flows and SVARs**

*by*Fève, Patrick & Jidoud, Ahmat

**Identifying News Shocks from SVARs**

*by*Fève, Patrick & Jidoud, Ahmat

**Simultaneous Statistical Inference in Dynamic Factor Models**

*by*Thorsten Dickhaus & &

**Parametric Inference and Dynamic State Recovery from Option Panels**

*by*Torben G. Andersen & Nicola Fusari & Viktor Todorov

**Time-Varying Vector Autoregressive Model - A Survey with the Application to the Japanese Macroeconomic Data -**

*by*Jouchi Nakajima & Toshiaki Watanabe

**Spatial Spillover of Governance and Institutional Quality: A Spatial Econometric Approach**

*by*Hossein Mirshojaeian Hosseini & Shinji Kaneko

**On the role of the estimation error in prediction of expected shortfall**

*by*Lönnbark, Carl

**Testing Common Nonlinear Features in Nonlinear Vector Autoregressive Models**

*by*Li, Dao & He, Changli

**Testing for Linear Cointegration Against Smooth-Transition Cointegration**

*by*Li, Dao & He, Changli

**Wavelet Based Outlier Correction for Power Controlled Turning Point Detection in Surveillance Systems**

*by*Li, Yushu

**A simple specification procedure for the transition function in persistent nonlinear time series models**

*by*Kaufmann, Hendrik & Kruse, Robinson & Sibbertsen, Philipp

**The Relationship between Inflation, output growth, and their Uncertainties: Evidence from selected CEE countries**

*by*Mubariz Hasanov & Tolga Omay

**Measuring Vulnerability to Poverty Using Long-Term Panel Data**

*by*Katja Landau & Stephan Klasen & Walter Zucchini

**Bayesian forecasting with highly correlated predictors**

*by*Dimitris Korobilis

**Large time-varying parameter VARs**

*by*Gary Koop & Dimitris Korobilis

**Volatility Swings in the US Financial Markets**

*by*Giampiero M. Gallo & Edoardo Otranto

**Realized Volatility and Change of Regimes**

*by*Giampiero M. Gallo & Edoardo Otranto

**An Algorithm for Generalized Impulse-Response Functions in Markov-Switching Structural VAR**

*by*Frédéric Karamé

**Inflation forecasting and the crisis: assessing the impact on the performance of different forecasting models and methods**

*by*Christian Buelens

**Does Modeling Jumps Help? A Comparison of Realized Volatility Models for Risk Prediction**

*by*Yin Liao

**Marginal Likelihood Estimation with the Cross-Entropy Method**

*by*Joshua C C Chan & Eric Eisenstat

**Evidence on a DSGE Business Cycle model subject to Neutral and Investment-Specific Technology Shocks using Bayesian Model Averaging**

*by*Rodney W. Strachan & Herman K. van Dijk

**Bayesian Estimation of a Dynamic Game with Endogenous, Partially Observed, Serially Correlated State**

*by*A. Ronald Gallant & Han Hong & Ahmed Khwaja

**Comparing Labor Supply Elasticities in Europe and the US: New Results**

*by*Olivier Bargain & Kristian Orsini & Andreas Peichl

**Measuring Vulnerability to Poverty Using Long-Term Panel Data**

*by*Katja Landau & Stephan Klasen & Walter Zucchini

**Evidence on Features of a DSGE Business Cycle Model from Bayesian Model Averaging**

*by*Rodney Strachan & Herman K. van Dijk

**Concept-Based Bayesian Model Averaging and Growth Empirics**

*by*Magnus, J.R. & Wang, W.

**How important is the credit channel? An empirical study of the US banking crisis**

*by*Liu, Chunping & Minford, Patrick

**Testing macroeconomic models by indirect inference on unfiltered data**

*by*Meenagh, David & Minford, Patrick & Wickens, Michael R.

**What causes banking crises? An empirical investigation**

*by*Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick

**Testing DSGE models by Indirect inference and other methods: some Monte Carlo experiments**

*by*Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael R.

**Endogenous Product Choice: A Progress Report**

*by*Crawford, Gregory S

**Wealth, Credit Conditions and Consumption: Evidence from South Africa**

*by*Aron, Janine & Muellbauer, John

**Does dual employment protection affect TFP? Evidence from Spanish manufacturing firms**

*by*Dolado, Juan J. & Ortigueira, Salvador & Stucchi, Rodolfo

**Prior Selection for Vector Autoregressions**

*by*Giannone, Domenico & Lenza, Michele & Primiceri, Giorgio E

**The value of multivariate model sophistication: an application to pricing Dow Jones Industrial Average options**

*by*ROMBOUTS, Jeroen V. K. & STENTOFT, Lars & VIOLANTE, Francesco

**The Value of Multivariate Model Sophistication: An Application to pricing Dow Jones Industrial Average Options**

*by*Jeroen Rombouts & Lars Peter Stentoft & Francesco Violente

**Model Adequacy Checks for Discrete Choice Dynamic Models**

*by*Igor Kheifets & Carlos Velasco

**Ranking of VaR and ES Models: Performance in Developed and Emerging Markets**

*by*Sasa Zikovic & Randall Filer

**Forecasting GDP at the Regional Level with Many Predictors**

*by*Robert Lehmann & Klaus Wohlrabe

**Why We Should Use High Values for the Smoothing Parameter of the Hodrick-Prescott Filter**

*by*Gebhard Flaig

**How important is the credit channel? An empirical study of the US banking crisis**

*by*Liu, Chunping & Minford, Patrick

**Testing macroeconomic models by indirect inference on unfiltered data**

*by*Meenagh, David & Minford, Patrick & Wickens, Michael

**Testing DSGE models by Indirect inference and other methods: some Monte Carlo experiments**

*by*Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael

**What causes banking crises? An empirical investigation**

*by*Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick

**When Credit Bites Back: Leverage, Business Cycles and Crises**

*by*Oscar Jorda & Moritz Schularick & Alan Taylor

**Evaluating Macroeconomic Forecasts: A Concise Review of Some Recent Developments**

*by*Philip Hans Franses & Michael McAleer & Rianne Legerstee

**Forecasting Value-at-Risk with Time-Varying Variance, Skewnessn and Kurtosis in an Exponential Weighted Moving Average Framework**

*by*A. Gabrielsen & P. Zagaglia & A. Kirchner & Z. Liu

**Macro effects of capital requirements and macroprudential policy**

*by*Q. Farook Akram

**Matching efficiency and business cycle fluctuations**

*by*Francesco Furlanetto & Nicolas Groshenny

**Nowcasting German GDP: A comparison of bridge and factor models**

*by*Antipa, P. & Barhoumi, K. & Brunhes-Lesage, V. & Darné, O.

**Selecting predictors by using Bayesian model averaging in bridge models**

*by*Lorenzo Bencivelli & Massimiliano Marcellino & Gianluca Moretti

**Mapping local productivity advantages in Italy: industrial districts, cities or both?**

*by*Valter Di Giacinto & Matteo Gomellini & Giacinto Micucci & Marcello Pagnini

**Forecasting economic activity with higher frequency targeted predictors**

*by*Guido Bulligan & Massimiliano Marcellino & Fabrizio Venditti

**Which model to match?**

*by*Matteo Barigozzi & Roxana Halbleib & David Veredas

**Institutional Heterogeneity in Social Dilemma Games: A Bayesian Examination**

*by*Klaus Moeltner & James J. Murphy & John K. Stranlund & Maria Alejandra Velez

**Global Hemispheric Temperature Trends and Co–Shifting: A Shifting Mean Vector Autoregressive Analysis**

*by*Matthew T. Holt & Timo Teräsvirta

**Modelling conditional correlations of asset returns: A smooth transition approach**

*by*Annastiina Silvennoinen & Timo Teräsvirta

**Modelling Changes in the Unconditional Variance of Long Stock Return Series**

*by*Cristina Amado & Timo Teräsvirta

**Commodity derivatives pricing with inventory effects**

*by*Christian Bach & Matt P. Dziubinski

**The Value of Multivariate Model Sophistication: An Application to pricing Dow Jones Industrial Average options**

*by*Jeroen V.K. Rombouts & Lars Stentoft & Francesco Violante

**Comment justifier la multibancarité au sein des PME ?**

*by*Tlili, Rim

**Cross-country growth empirics and model uncertainty: An overview**

*by*Ulaşan, Bülent

**Multidimensional Health Modelling: Association between Socioeconomic Factors and Health in Latvia**

*by*Irina Možajeva

**Estimating the Impact of the Balassa-Samuelson Effect in Central and Eastern European Countries: A Revised Analysis of Panel Data Cointegration Tests**

*by*Mirjana MiletiÄ‡

**Using Fuzzy Logic for Evaluating the Level of Countries’ (Regions’) Economic Development**

*by*Gordan Stojić

**The Impact Of Growth On Biodiversity: An Empirical Assessment**

*by*Roberta DE SANTIS

**Determination of bank risk indicators and macroeconomic conditions in Venezuela (1997-2009)**

*by*Yasmin Briceño Santafé & Giampaolo Orlandoni Merli

**The Harberger-Laursen-Metzler Effect in Poland**

*by*Piotr Misztal

**The Harberger-Laursen-Metzler Effect in Poland**

*by*Piotr Misztal

**Surprising Comparative Properties of Monetary Models: Results from a New Model Database**

*by*John B. Taylor & Volker Wieland

**Forecasting the Bankruptcy Risk on the Example of Romanian Enterprises**

*by*Georgeta VINTILA & Georgia Maria TOROAPA

**The Macromodel of the Moldovan Economy Medium-Term Forecast for Moldova**

*by*Stratan, Alexandru & Chistruga, Marcel

**The Demand for Money in China: A Reassessment Using the Bounds Testing Approach**

*by*Lee, Chien Chiang & Chang, Chun Ping

**The European residents' attitude towards immigrants: A comparative analysis based on the ESS data**

*by*Demidova, Olga

**Some specification aspects for three-factor models of a company's production potential taking into account intellectual capital**

*by*Aivazian, Sergei & Afanasiev, Mikhail & Rudenko, Victoria

**A Structural Model Describe Chinese Tradesmen Attitudes Towards Greek Students Consumption Behavior**

*by*Sofia D. ANASTASIADOU

**Using VARs and TVP-VARs with Many Macroeconomic Variables**

*by*Gary Koop

**Econometric Model Concerning The Status and Evolution of The Automotive Industry in Romania**

*by*Alina Hagiu

**Dynamic Effects Of Migrant Remittances On Growth: An Econometric Model With An Application To Southeast European Countries**

*by*MARIANA BALAN

**Using confidence indicators for the assessment of the cyclical position of the economy**

*by*Olivér Miklós Rácz

**On the Existence of a Unit Root in the Time Series of Monthly Electricity Prices in Colombia**

*by*Elkin Castaño & Jorge Sierra

**The Factors That Influence Success of BMT Berkah Madani Cimanggis**

*by*Muhamad Nadratuzzaman Hosen & Lia Syukriyah Sa’Roni

**Bayesian estimation of Persistent Income Inequality using the Lognormal Stochastic Volatility Model**

*by*Haruhisa Nishino & Kazuhiko Kakamu & Takashi Oga

**Diferencia de gastos según tamaño y composición familiar: una aplicación para Ecuador usando escalas de equivalencia**

*by*Yannira Chávez & Paúl Medina

**A Mate-Matching Algorithm for Continuous-Time Microsimulation Models**

*by*Sabine Zinn

**The productivity advantages of spatial concentration: evidence from Italian Industrial districts and cities**

*by*Valter Di Giacinto & Matteo Gomellini & Giacinto Micucci & Marcello Pagnini

**WALS Estimation and Forecasting in Factor-based Dynamic Models with an Application to Armenia**

*by*Karen Poghosyan & Jan R. Magnus

**An Out-of-sample Analysis of Mean-Variance Portfolios with Orthogonal GARCH Factors**

*by*Alessandro Cardinali

**Supplement to "Race, Ethnicity, and Baseball Card Prices: A Replication, Correction, and Extension of Hewitt, MuÃ±oz, Oliver, and Regoli"**

*by*David W. Findlay & John M. Santos

**Beyond Race Cards in Americaâ€™s Pastime: An Appreciative Reply to Findlay and Santos**

*by*Robert MuÃ±oz, Jr.

**Race, Ethnicity, and Baseball Card Prices: A Replication, Correction, and Extension of Hewitt, MuÃ±oz, Oliver, and Regoli**

*by*David W. Findlay & John M. Santos

**Forecasting the volatility of S&P depositary receipts using GARCH-type models under intraday range-based and return-based proxy measures**

*by*Liu, Hung-Chun & Chiang, Shu-Mei & Cheng, Nick Ying-Pin

**Time-changed GARCH versus the GARJI model for prediction of extreme news events: An empirical study**

*by*Kao, Lie-Jane & Wu, Po-Cheng & Lee, Cheng-Few

**Nowcasting German GDP: A comparison of bridge and factor models**

*by*Antipa, Pamfili & Barhoumi, Karim & Brunhes-Lesage, Véronique & Darné, Olivier

**The single monetary policy and domestic macro-fundamentals: Evidence from Spain**

*by*Arghyrou, Michael G. & Gadea, Maria Dolores

**Information, data dimension and factor structure**

*by*Jacobs, Jan P.A.M. & Otter, Pieter W. & den Reijer, Ard H.J.

**Identifying News Shocks from SVARs**

*by*Féve, Patrick & Jidoud, Ahmat

**Robust FDI determinants: Bayesian Model Averaging in the presence of selection bias**

*by*Eicher, Theo S. & Helfman, Lindy & Lenkoski, Alex

**Nonlinearities in growth: From evidence to policy**

*by*Cohen-Cole, Ethan B. & Durlauf, Steven N. & Rondina, Giacomo

**Ratings assignments: Lessons from international banks**

*by*Caporale, Guglielmo Maria & Matousek, Roman & Stewart, Chris

**Incentive and selection effects of Medigap insurance on inpatient care**

*by*Dardanoni, Valentino & Li Donni, Paolo

**Variance bounds on the permanent and transitory components of stochastic discount factors**

*by*Bakshi, Gurdip & Chabi-Yo, Fousseni

**Indian financial market regulation: A dialectic model**

*by*Vashishtha, Ashutosh & Sharma, Anil K.

**Pitfalls in backtesting Historical Simulation VaR models**

*by*Escanciano, Juan Carlos & Pei, Pei

**Bounds on the autocorrelation of admissible stochastic discount factors**

*by*Chrétien, Stéphane

**Models of the yield curve and the curvature of the implied forward rate function**

*by*Yallup, Peter J.

**A twelve-area model for the equilibrium Chinese Yuan/US dollar nominal exchange rate**

*by*You, Kefei & Sarantis, Nicholas

**Asymptotic distributions of the overshoot and undershoots for the Lévy insurance risk process in the Cramér and convolution equivalent cases**

*by*Griffin, Philip S. & Maller, Ross A. & Schaik, Kees van

**A comparison of the Lee–Carter model and AR–ARCH model for forecasting mortality rates**

*by*Giacometti, Rosella & Bertocchi, Marida & Rachev, Svetlozar T. & Fabozzi, Frank J.

**Explaining young mortality**

*by*O’Hare, Colin & Li, Youwei

**Endogenous product choice: A progress report**

*by*Crawford, Gregory S.

**Some curious power properties of long-horizon tests**

*by*Hjalmarsson, Erik

**Managing the financial risks of electricity producers using options**

*by*Pineda, S. & Conejo, A.J.

**Forecasting energy market volatility using GARCH models: Can multivariate models beat univariate models?**

*by*Wang, Yudong & Wu, Chongfeng

**Forecasting spot price volatility using the short-term forward curve**

*by*Haugom, Erik & Ullrich, Carl J.

**Modelling energy spot prices: Empirical evidence from NYMEX**

*by*Nomikos, Nikos & Andriosopoulos, Kostas

**Efficiency-based rank assessment for electric power industry: A combined use of Data Envelopment Analysis (DEA) and DEA-Discriminant Analysis (DA)**

*by*Sueyoshi, Toshiyuki & Goto, Mika

**A nonparametric GARCH model of crude oil price return volatility**

*by*Hou, Aijun & Suardi, Sandy

**The economic value of co-movement between oil price and exchange rate using copula-based GARCH models**

*by*Wu, Chih-Chiang & Chung, Huimin & Chang, Yu-Hsien

**Forecasting exchange rate volatility: The superior performance of conditional combinations of time series and option implied forecasts**

*by*Benavides, Guillermo & Capistrán, Carlos

**Confronting model misspecification in macroeconomics**

*by*Waggoner, Daniel F. & Zha, Tao

**Optimal comparison of misspecified moment restriction models under a chosen measure of fit**

*by*Marmer, Vadim & Otsu, Taisuke

**Information criteria for impulse response function matching estimation of DSGE models**

*by*Hall, Alastair R. & Inoue, Atsushi & Nason, James M. & Rossi, Barbara

**Term structure models and the zero bound: An empirical investigation of Japanese yields**

*by*Kim, Don H. & Singleton, Kenneth J.

**Determinacy, indeterminacy and dynamic misspecification in linear rational expectations models**

*by*Fanelli, Luca

**In-sample tests of predictive ability: A new approach**

*by*Clark, Todd E. & McCracken, Michael W.

**Model selection when there are multiple breaks**

*by*Castle, Jennifer L. & Doornik, Jurgen A. & Hendry, David F.

**Comparison of misspecified calibrated models: The minimum distance approach**

*by*Hnatkovska, Viktoria & Marmer, Vadim & Tang, Yao

**Statistical tests for multiple forecast comparison**

*by*Mariano, Roberto S. & Preve, Daniel

**Bayesian averaging, prediction and nonnested model selection**

*by*Hong, Han & Preston, Bruce

**A simple test for regression specification with non-nested alternatives**

*by*Hagemann, Andreas

**A new test for monopoly with limited cost data**

*by*Moul, Charles C.

**Testing forecasting model versatility**

*by*Taylor, Nicholas

**An algorithm for generalized impulse-response functions in Markov-switching structural VAR**

*by*Karamé, F.

**On the interpretation of panel unit root tests**

*by*Pesaran, M. Hashem

**Testing the functional constraints on parameters in regressions with variables of different frequency**

*by*Kvedaras, Virmantas & Zemlys, Vaidotas

**A cautionary note on tests of overidentifying restrictions**

*by*Parente, Paulo M.D.C. & Santos Silva, J.M.C.

**Causal relations between inflation and inflation uncertainty—Cross sectional evidence in favour of the Friedman–Ball hypothesis**

*by*Hartmann, Matthias & Herwartz, Helmut

**Test for linearity against STAR models with deterministic trends**

*by*Zhang, Lingxiang

**Nonlinear dynamics in CEE stock markets indices**

*by*Caraiani, Petre

**Modeling the effect of social factors on improving biodiversity protection**

*by*Halkos, George E. & Jones, Nikoleta

**A threshold cointegration analysis of interest rate pass-through to UK mortgage rates**

*by*Becker, Ralf & Osborn, Denise R. & Yildirim, Dilem

**Nowcasting the French index of industrial production: A comparison from bridge and factor models**

*by*Brunhes-Lesage, Véronique & Darné, Olivier

**Markets liquidity risk under extremal dependence: Analysis with VaRs methods**

*by*Ourir, Awatef & Snoussi, Wafa

**South African stock return predictability in the context data mining: The role of financial variables and international stock returns**

*by*Gupta, Rangan & Modise, Mampho P.

**Structural sign patterns and reduced form restrictions**

*by*Buck, Andrew J. & Lady, George M.

**The choice of a foreign price measure in a Bayesian estimated new-Keynesian model for Israel**

*by*Argov, Eyal

**Empirical determination of aggregate demand and supply curves: The example of the RWI Business Cycle Model**

*by*Heilemann, Ullrich & Findeis, Hagen

**The role of model uncertainty and learning in the US postwar policy response to oil prices**

*by*Rondina, Francesca

**Financial constraints and occupational choice in Thai villages**

*by*Karaivanov, Alexander

**Structural breaks and the equilibrium real effective exchange rate of China: A NATREX approach**

*by*You, Kefei & Sarantis, Nicholas

**Economic Development and Structural Breaks: An Application of the Lee and Strazicich(2003) Lagrange Multiplier Test to the Libyan Economy, 1970-2007**

*by*Issa ALI & Reetu VERMA

**Investigating structural differences of the Czech economy: Does asymmetry of shocks matter?**

*by*Pavel Herber & Daniel Němec

**Análisis discriminante como seleccionador de variables incluyentes en el cálculo de la probabilidad de incumplimiento**

*by*Fredy Ocaris Pérez Ramírez & Armando Lenín Támara Ayús

**Sobre la existencia de una raíz unitaria en la serie de tiempo mensual del precio de la electricidad en Colombia**

*by*Castaño Velez, Elkin Argemiro & Sierra Almanza, Jorge

**The extensive margin, sectoral shares, and international business cycles**

*by*Michael B. Devereux & Viktoria Hnatkovska

**Evaluating the robustness of the effect of public subsidies on firms’ R&D: an application to Italy**

*by*Giovanni Cerulli & Bianca Potì

**Une évaluation économique du risque de modèle pour les investisseurs de long terme**

*by*Christophe Boucher & Benjamin Hamidi & Patrick Kouontchou & Bertrand Maillet

**Les liaisons fallacieuses : quasi-colinéarité et « suppresseur classique », aide au développement et croissance**

*by*Jean-Bernard Chatelain & Kirsten Ralf

**Combinación de pronósticos.Una aplicación a la inflación de Bolivia**

*by*Julio Humérez Quiroz

**Neural Network Principles To Classify Economic Data**

*by*STEFAN Raluca-Mariana & SERBAN Mariuta

**The Serbian Functional Food Market: Does Regulation Make A Difference?**

*by*Stojanović Žaklina & Dragutinović-Mitrović Radmila

**Employment Modelling In Slovakia: Comparing Logit Models In 2005 And 2009**

*by*Martina Lučkaničová & Ivana Ondrušeková & Marcel Rešovský

**Estimating the Leverage Effect Using High Frequency Data**

*by*Guido Russi

**Stochastic Models For Credit Risk**

*by*Nadia STOIAN & Mariana BALAN

**Data reduction and univariate splitting — Do they together provide better corporate bankruptcy prediction?**

*by*Tamás Kristóf & Miklós Virág

**Organizational Change and Corporate Sustainability in an Economic Crisis: Evidence from Slovenia**

*by*Matevž Rasković & Barbara Mörec

**Electricity Consumption and Economic Growth Nexus: A Multivariate Analysis for Turkey**

*by*Ali Acaravci & Ilhan Ozturk

**Forecasting Key Macroeconomic Variables of the South African Economy Using Bayesian Variable Selection**

*by*Mirriam Chitalu Chama-Chiliba & Rangan Gupta & Nonophile Nkambule & Naomi Tlotlego

**Macroeconomic Variables and South African Stock Return Predictability**

*by*Rangan Gupta & Mampho P. Modise

**Evaluating the carbon-macroeconomy relationship: Evidence from threshold vector error-correction and Markov-switching VAR models**

*by*Chevallier, Julien

**Estimation of the Cost of Equity by Considering the Interdependences between Capital Markets**

*by*Maria PASCU-NEDELCU

**Behavioral Finance and Technical Analysis**

*by*Dehnad, Kosrow

**The EMU Integration Structure and the Spillover Dynamics Towards the IAS Harmonization**

*by*Karathanassis, G.A. & Sogiakas, V.I.

**Seasonal adjustment and reliability of euro area GDP – Increased uncertainty in times of unusual developments?**

*by*Mehrhoff, Jens & Eiglsperger, Martin & Haine, Wim

**Modellierung von Zinsstrukturkurven**

*by*Hewicker, Harald & Cremers, Heinz

**Money and inflation in the euro area during the financial crisis**

*by*Dreger, Christian & Wolters, Jürgen

**Moment matching versus Bayesian estimation: Backward-looking behaviour in the new-Keynesian three-equations model**

*by*Franke, Reiner & Jang, Tae-Seok & Sacht, Stephen

**Improvements in rating models for the German corporate sector**

*by*Förstemann, Till

**Evaluating the calibration of multi-step-ahead density forecasts using raw moments**

*by*Knüppel, Malte

**Measuring equity in health: a normative decomposition**

*by*Li Donni, P; & Peragine, V; & Pignataro G;

**A microeconometric analysis of album sales success in the Polish music market**

*by*Mateusz Mysliwski

**Dynamic caliper matching**

*by*Paweł Strawiński

**Interpreting Dummy Variables in Semi-logarithmic Regression Models: Exact Distributional Results**

*by*David E. Giles

**A panel data approach to price-value correlations**

*by*Andrea Vaona

**Forecasting correlations during the late-2000s financial crisis: short-run component, long-run component, and structural breaks**

*by*Audrino, Francesco

**Bayesian Estimation of DSGE models: Is the Workhorse Model Identified?**

*by*Evren Caglar & Jagjit S. Chadha & Katsuyuki Shibayama

**Ranking Multivariate GARCH Models by Problem Dimension: An Empirical Evaluation**

*by*Massimiliano Caporin & Michael McAleer

**Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments**

*by*Philip Hans Franses & Michael McAleer & Rianne Legerstee:

**Willingness to Pay and Sensitivity to Time Framing: A Theoretical Analysis and an Application on Car Safety**

*by*Andersson, Henrik & Hammitt, James & Lindberg, Gunnar & Sundström, Kristian

**Pareto versus lognormal: a maximum entropy test**

*by*Marco Bee & Massimo Riccaboni & Stefano Schiavo

**Structural Models, Information and Inherited Restrictions**

*by*Andrew J. Buck & George M. Lady

**Structural Sign Patterns and Reduced Form Restrictions**

*by*Andrew J. Buck & George M. Lady

**Exchange Rate Dynamics under Alternative Optimal Interest Rate Rules**

*by*Mahir Binici & Yin-Wong Cheung

**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

**Hierarchical Shrinkage in Time-Varying Parameter Models**

*by*Miguel Belmonte & Gary Koop & Dimitris Korobilis

**Regime-Switching Cointegration**

*by*Markus Jochmann & Gary Koop

**The new Keynesian Phillips curve: Does it fit Norwegian data?**

*by*Pål Boug & Ådne Cappelen & Anders R. Swensen

**Identifying the Effects of Co-Authorship Networks on the Performance of Scholars: A Correlation and Regression Analysis of Performance Measures and Social Network Analysis Measures**

*by*Alireza Abbasi & Jorn Altmann & Liaquat Hossain

**The Forecasting Performance of an Estimated Medium Run Model**

*by*Tobias Kitlinski & Torsten Schmidt

**Covariate Unit Root Tests with Good Size and Power**

*by*Fossati, Sebastian

**The Hodrick-Prescott (HP) Filter as a Bayesian Regression Model**

*by*Wolfgang Polasek

**The Extended Hodrick-Prescott (HP) Filter for Spatial Regression Smoothing**

*by*Wolfgang Polasek

**Regime-Switching Cointegration**

*by*Markus Jochmann & Gary Koop

**Hierarchical Shrinkage in Time-Varying Parameter Models**

*by*Miguel A. G. Belmonte & Gary Koop & Dimitris Korobilis

**MCMC Estimation of Extended Hodrick-Prescott (HP) Filtering Models**

*by*Wolfgang Polasek

**Hierarchical Shrinkage Priors for Dynamic Regressions with Many Predictors**

*by*Dimitris Korobilis

**Financial Crises and Monetary Policy: Evidence from the UK**

*by*Christopher Martin & Costas Milas

**Asymmetric unemployment rate dynamics in Australia**

*by*Gunnar Bardsen & Stan Hurn & Zoe McHugh

**Modeling and Forecasting Interval Time Series with Threshold Models: An Application to S&P500 Index Returns**

*by*Paulo M.M. Rodrigues & Nazarii Salish

**Moment conditions model averaging with an application to a forward-looking monetary policy reaction function**

*by*Luis F. Martins

**The Opportunistic approach to monetary policy and financial markets**

*by*Kasai Ndahiriwe & Ruthira Naraidoo

**City price convergence in Turkey with structural breaks**

*by*Bilgili, Faik

**The NNP and Sustainability in Open Economy: Highlights on Recent World Economy and on Open Economy of Bangladesh**

*by*Mohajan, Haradhan

**Изоморфизм И Гомоморфизм В Имитационном Моделировании**

*by*Rumyantsev, Mikhail I.

**The Link between Output Growth and Output Volatility in Five Crisis-Affected Asian Countries**

*by*Jiranyakul, Komain

**The impact of the financial crisis on the interbank money markets behavior. Evidence from several CEE transition economies**

*by*Mutu, Simona & Breşfelean, Vasile Paul & Göndör, Mihaela

**Optimal pricing policy of continental transit route: a study of Kolkata-Agartala transit route**

*by*Sen, S. K. & Mukhopadhyay, I & Gupta, S

**Testing for partial exogeneity with weak identification**

*by*Doko Tchatoka, Firmin

**A Game Theoretic Analysis of a Regional Approach toward the Sustainability of Kolkata-Agartala Transit Route**

*by*Sen, S. K. & Mukhopadhyay, I & Gupta, S

**A selection analysis on education returns in China**

*by*Kang, Lili & Peng, Fei

**Selection and institutional shareholder activism in Chinese acquisitions**

*by*Peng, Fei & Kang, Lili & Jiang, Jun

**¿Cuál matriz de pesos espaciales?. Un enfoque sobre selección de modelos**

*by*Herrera Gómez, Marcos & Mur Lacambra, Jesús & Ruiz Marín, Manuel

**Testing for Stochastic and Beta-convergence in Latin American Countries**

*by*Escobari, Diego

**The case for higher frequency inflation expectations**

*by*Guzman, Giselle C.

**Minimum Wage Legislation and Economic Growth: Channels and Effects**

*by*Mo, Pak Hung

**Empirical policy functions as benchmarks for evaluation of dynamic capital structure models**

*by*Bazdresch, Santiago

**Principal Components and Factor Analysis. A Comparative Study**

*by*Travaglini, Guido

**Improving biodiversity monitoring by modeling relative abundance from "presence only" data**

*by*Jingwa A, Brian

**Social factors influencing the decision to pay for the protection of biodiversity: A case study in two national parks of Northern Greece**

*by*Halkos, George & Jones, Nikoleta

**Globalisation effect on inflation in the great moderation era: new evidence from G10 countries**

*by*Qin, Duo & He, Xinhua

**Goodness-of-fit testing for the marginal distribution of regime-switching models**

*by*Janczura, Joanna & Weron, Rafal

**Does the Box-Cox transformation help in forecasting macroeconomic time series?**

*by*Tommaso, Proietti & Helmut, Luetkepohl

**Application of various count models: Sahiwal demand from Naivasha**

*by*Mailu, Stephen & Lukibisi, Barasa & Waithaka, Michael

**Distributional results for thresholding estimators in high-dimensional Gaussian regression models**

*by*Pötscher, Benedikt M. & Schneider, Ulrike

**Hierarchical shrinkage in time-varying parameter models**

*by*Miguel, Belmonte & Gary, Koop & Dimitris, Korobilis

**Evaluating density forecasts: a comment**

*by*Tsyplakov, Alexander

**Pengertian dari dan untuk ketakmengertian: Social Complexity sebagai cara pandang baru dalam memahami fenomena sosial**

*by*Situngkir, Hokky

**Hierarchical shrinkage priors for dynamic regressions with many predictors**

*by*Korobilis, Dimitris

**Estimating Inflation-at-Risk (IaR) using Extreme Value Theory (EVT)**

*by*Santos, Edward P. & Mapa, Dennis S. & Glindro, Eloisa T.

**Stock index returns’ density prediction using GARCH models: Frequentist or Bayesian estimation?**

*by*Ardia, David & Lennart, Hoogerheide & Nienke, Corré

**Rövid távú előrejelző modell Magyarországra**

*by*András Balatoni & Tamás Mellár

**Dynamic Conditional Correlation: On properties and estimation**

*by*Gian Piero Aielli

**Variance Clustering Improved Dynamic Conditional Correlation MGARCH Estimators**

*by*Gian Piero Aielli & Massimiliano Caporin

**Modeling and forecasting realized range volatility**

*by*Massimiliano Caporin & Gabriel G. Velo

**Wealth, Credit Conditions and Consumption: Evidence from South Africa**

*by*Janine Aron & John Muellbauer

**On Not Evaluating Economic Models by Forecast Outcomes**

*by*Jennifer Castle & David Hendry

**Multivariate High-Frequency-Based Volatility (HEAVY) Models**

*by*Diaa Noureldin & Neil Shephard & Kevin Sheppard

**Evaluating density forecasts: model combination strategies versus the RBNZ**

*by*Chris McDonald & Leif Anders Thorsrud

**Multivariate High-Frequency-Based Volatility (HEAVY) Models**

*by*Diaa Noureldin & Neil Shephard & Kevin Sheppard

**Conditional Correlation Models of Autoregressive Conditional Heteroskedasticity with Nonstationary GARCH Equations**

*by*Cristina Amado & Timo Teräsvirta

**Modelling Volatility by Variance Decomposition**

*by*Cristina Amado & Timo Teräsvirta

**When Credit Bites Back: Leverage, Business Cycles, and Crises**

*by*Òscar Jordà & Moritz HP. Schularick & Alan M. Taylor

**"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

**The Empirical Content of Models with Multiple Equilibria in Economies with Social Interactions**

*by*Alberto Bisin & Andrea Moro & Giorgio Topa

**Determinants of Foreign Direct Investment**

*by*Bruce A. Blonigen & Jeremy Piger

**Window Length Selection and Signal-Noise Separation and Reconstruction in Singular Spectrum Analysis**

*by*Md Atikur Rahman Khan & D.S. Poskitt

**Moment Tests for Window Length Selection in Singular Spectrum Analysis of Short- and Long-Memory Processes**

*by*Md Atikur Rahman Khan & D.S. Poskitt

**Active labour market policies in Denmark: A comparative analysis of post-program effects**

*by*Guillaume Blache

**Sensitivity Analysis of Composite Indicators through Mixed Model Anova**

*by*Cristina Davino, Rosaria Romano

**Heuristic model selection for leading indicators in Russia and Germany**

*by*Ivan Savin & Peter Winker

**The Environmental Kuznets Curve: Tipping Points, Uncertainty and Weak Identification**

*by*Jean-Thomas Bernard & Michael Gavin & Lynda Khalaf & Marcel Voia

**Effective Demand in the Recent Evolution of the US Economy**

*by*Julio Lopez-Gallardo & Luis Reyes-Ortiz

**Estimating Noncooperative and Cooperative Models of Bargaining: An Empirical Comparison**

*by*Masanori Mitsutsune & Takanori Adachi

**Ranking Multivariate GARCH Models by Problem Dimension:An Empirical Evaluation**

*by*Michael McAleer & Massimiliano Caporin

**Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments**

*by*Philip Hans Franses & Michael McAleer & Rianne Legerstee

**A Flexible Test for Present Bias and Time Preferences Using Land-Lease Contracts**

*by*Gautier, Pieter & van Vuuren, Aico

**A Flexible Test for Present Bias and Time Preferences Using Land-Lease Contracts**

*by*Gautier, Pieter & van Vuuren, Aico

**Labor Supply Elasticities in Europe and the US**

*by*Bargain, Olivier & Orsini, Kristian & Peichl, Andreas

**Labor Supply Elasticities in Europe and the US**

*by*Bargain, Olivier & Orsini, Kristian & Peichl, Andreas

**Economies of Scale in the Tunisian Industries**

*by*Heshmati, Almas & Haouas, Ilham

**Economies of Scale in the Tunisian Industries**

*by*Heshmati, Almas & Haouas, Ilham

**Turning 18: What a Difference Application of Adult Criminal Law Makes**

*by*Entorf, Horst

**Turning 18: What a Difference Application of Adult Criminal Law Makes**

*by*Entorf, Horst

**Extended Beta Regression in R: Shaken, Stirred, Mixed, and Partitioned**

*by*Bettina Grün & Ioannis Kosmidis & Achim Zeileis

**Flexible Rasch Mixture Models with Package psychomix**

*by*Hannah Frick & Carolin Strobl & Friedrich Leisch & Achim Zeileis

**Structural Breaks in Inflation Dynamics within the European Monetary Union**

*by*Thomas Windberger & Achim Zeileis

**Generalized Measurement Invariance Tests with Application to Factor Analysis**

*by*Edgar C. Merkle & Achim Zeileis

**A new method for detecting differential item functioning in the Rasch model**

*by*Carolin Strobl & Julia Kopf & Achim Zeileis

**Pricing Nikkei 225 Options Using Realized Volatility**

*by*Masato Ubukata & Toshiaki Watanabe

**Catching up in total factor productivity through the business cycle: Evidence from Spanish manufacturing firms**

*by*Álvaro Escribano & Rodolfo Stucchi

**Automated model selection in finance: General-to-speci c modelling of the mean and volatility speci cations**

*by*Alvaro Escribano & Genaro Sucarrat

**The Hodrick-Prescott (HP) Filter as a Bayesian Regression Model**

*by*Polasek, Wolfgang

**On the Usefulness of the Diebold-Mariano Test in the Selection of Prediction Models**

*by*Costantini, Mauro & Kunst, Robert M.

**The Extended Hodrick-Prescott (HP) Filter for Spatial Regression Smoothing**

*by*Polasek, Wolfgang

**Sensitivity Analysis of SAR Estimators**

*by*Liu, Shuangzhe & Polasek, Wolfgang & Sellner, Richard

**A selecção de indicadores no estudo prospectivo “Forecasting the carbon footprint to road freight transport in 2020” [Indicator selection in the foresight study “Forecasting the carbon footprint to road freight transport in 2020”]**

*by*Nuno Boavida

**Quantile Forecasts of Financial Returns Using Realized GARCH Models**

*by*Toshiaki Watanabe

**Exchange Rate Dynamics Under Alternative Optimal Interest Rate Rules**

*by*Mahir Binici & Yin-Wong Cheung

**Self-reinforcing effects between housing prices and credit: Evidence from Norway**

*by*K. Anundsen, André & S. Jansen, Eilev

**Robust Growth Determinants**

*by*Doppelhofer, Gernot & Weeks, Melvyn

**Two competitive models and their identification problem: The ESTAR and TSTAR model**

*by*Heinen, Florian & Michael, Stefanie & Sibbertsen, Philipp

**The dynamics of real exchange rates - A reconsideration**

*by*Heinen, Florian & Kaufmann, Hendrik & Sibbertsen, Philipp

**Multivariate trend comparisons between autocorrelated climate series with general trend regressors**

*by*Ross McKitrick & Timothy Vogelsang

**Cross-country heterogeneity and the trade-income relationship**

*by*Dierk Herzer

**Productivity shocks and aggregate fluctuations in an estimated endogenous growth model with human capital**

*by*Jim Malley & Ulrich Woitek

**Realised and Optimal Monetary Policy Rules in an Estimated Markov-Switching DSGE Model of the United Kingdom**

*by*Xiaoshan Chen & Ronald MacDonald

**Multiplicative Error Models**

*by*Christian T. Brownlees & Fabrizio Cipollini & Giampiero M. Gallo

**Oil Price Forecast Evaluation with Flexible Loss Functions**

*by*Andrea Bastianin & Matteo Manera & Anil Markandya & Elisa Scarpa

**Value at Risk forecasting with the ARMA-GARCH family of models in times of increased volatility**

*by*Milan Rippel & Ivo Jánský

**A Cautionary Note on Tests for Overidentifying Restrictions**

*by*Paulo M.D.C. Parente & Joao M.C. Santos Silva

**Exchange Rates and Fundamentals: Co-Movement, Long-Run Relationships and Short-run Dynamics**

*by*Stelios Bekiros

**The Rank of a System of Engel Curves. How Many Common Factors?**

*by*Matteo Barigozzi & Alessio Moneta

**Ranking Multivariate GARCH Models by Problem Dimension: An Empirical Evaluation**

*by*Caporin, M. & McAleer, M.J.

**Information, data dimension and factor structure**

*by*Jan P.A.M. Jacobs & Pieter W. Otter & Ard H.J. den Reijer

**Volatility Activity: Specification and Estimation**

*by*Viktor Todorov & George Tauchen & Iaryna Grynkiv

**Levy Process Models for High Frequency Financial Data**

*by*George Tauchen

**Inverse Realized Laplace Transforms for Nonparametric Volatility Estimation in Jump-Diffusions**

*by*Viktor Todorov & George Tauchen

**Forecast Optimality Tests in the Presence of Instabilities**

*by*Barbara Rossi & Tatevik Sekhposyan

**Out-of-Sample Forecast Tests Robust to Window Size Choice**

*by*Barbara Rossi & Atsushi Inoue

**Money and Inflation in the Euro Area during the Financial Crisis**

*by*Christian Dreger & Jürgen Wolters

**Premières preuves empiriques de chaos dans les ventes de biens à la mode - First empirical evidence of chaos in the sales of fashion goods**

*by*Adrien Bonache & Karen Moris

**From Expert Judgment to Model based Monetary Analysis: The Case of the Dutch Central Bank in the Postwar Period**

*by*Frank A.G. den Butter & Harro B.J.B. Maas

**Measuring and Predicting Heterogeneous Recessions**

*by*Cem Cakmakli & Richard Paap & Dick van Dijk

**Backtesting Value-at-Risk using Forecasts for Multiple Horizons, a Comment on the Forecast Rationality Tests of A.J. Patton and A. Timmermann**

*by*Lennart F. Hoogerheide & Francesco Ravazzolo & Herman K. van Dijk

**A Flexible Test for Present Bias and Time Preferences using Land-Lease Contracts**

*by*Pieter A. Gautier & Aico van Vuuren

**CDOs and the Financial Crisis: Credit Ratings and Fair Premia**

*by*Marcin Wojtowicz

**Divergent Priors and well Behaved Bayes Factors**

*by*Rodney W. Strachan & Herman K. van Dijk

**Modeling and Estimation of Synchronization in Multistate Markov-Switching Models**

*by*Cem Cakmakli & Richard Paap & Dick J.C. van Dijk

**Structural versus Matching Estimation: Transmission Mechanisms in Armenia**

*by*Poghosyan, K. & Boldea, O.

**Bayesian Model Averaging and Weighted Average Least Squares: Equivariance, Stability, and Numerical Issues**

*by*De Luca, G. & Magnus, J.R.

**WALS estimation and forecasting in factor-based dynamic models with an application to Armenia**

*by*Poghosyan, K. & Magnus, J.R.

**On the Choice of Prior in Bayesian Model Averaging**

*by*Einmahl, J.H.J. & Magnus, J.R. & Kumar, K.

**Firm-level Evidence on Gender Wage Discrimination in the Belgian Private Economy**

*by*Vincent VANDENBERGHE

**Does dual employment protection affect TFP? Evidence from Spanish manufacturing firms**

*by*Juan Jóse Dolado & Salvador Ortigueira & Rodolfo Stucchi

**When Credit Bites Back: Leverage, Business Cycles, and Crises**

*by*Jordà, Òscar & Schularick, Moritz & Taylor, Alan M.

**Out-of-Sample Forecast Tests Robust to the Choice of Window Size**

*by*Inoue, Atsushi & Rossi, Barbara

**A Flexible Test for Present Bias and Time Preferences using Land-Lease Contracts**

*by*Gautier, Pieter A & van Vuuren, Aico

**Inference on Impulse Response Functions in Structural VAR Models**

*by*Inoue, Atsushi & Kilian, Lutz

**Shifting Credit Standards and the Boom and Bust in US House Prices**

*by*Duca, John V & Muellbauer, John & Murphy, Anthony

**House Prices and Credit Constraints: Making Sense of the US Experience**

*by*Duca, John V & Muellbauer, John & Murphy, Anthony

**Forecast Rationality Tests Based on Multi-Horizon Bounds**

*by*Patton, Andrew J & Timmermann, Allan G

**Hierarchical shrinkage in time-varying parameter models**

*by*BELMONTE, Miguel A.G. & KOOP, Gary & KOROBILIS, Dimitris

**VAR forecasting using Bayesian variable selection**

*by*KOROBILIS, Dimitris

**Hierarchical shrinkage priors for dynamic regressions with many predictors**

*by*KOROBILIS, Dimitris

**Comparación De Los Modelos Setar Y Star Para El Índice De Empleo Industrial Colombiano**

*by*Milena Hoyos & Mario Galindo

**Lack of Credibility, Inflation Persistence and Disinflation in Colombia**

*by*Andrés González G. & Franz Hamann

**Forecasting With Many Predictors. An Empirical Comparison**

*by*Eliana González

**An Identification-Robust Test for Time-Varying Parameters in the Dynamics of Energy Prices**

*by*Marie-Claude Beaulieu & Jean-Marie Dufour & Lynda Khalaf & Maral Kichian

**Exchange Rate Dynamics under Alternative Optimal Interest Rate Rules**

*by*Mahir Binici & Yin-Wong Cheung

**Productivity Shocks and Aggregate Fluctuations in an Estimated Endogenous Growth Model with Human Capital**

*by*Jim Malley & Ulrich Woitek

**Robust Growth Determinants**

*by*Gernot Doppelhofer & Melvyn Weeks

**House Prices and Credit Constraints: Making Sense of the U.S. Experience**

*by*John V. Duca & John Muellbauer & Anthony Murphy

**Shifting Credit Standards and the Boom and Bust in U.S. House Prices**

*by*John V. Duca & John Muellbauer & Anthony Murphy

**Ranking Multivariate GARCH Models by Problem Dimension: An Empirical Evaluation**

*by*Massimiliano Caporin & Michael McAleer

**Using Model Selection Algorthims to Obtain Reliable Coefficient Estimates**

*by*Jennifer Castle & Xiaochuan Qin & W. Robert Reed

**Robust Growth Determinants**

*by*Doppelhofer, G. & Weeks, M.

**An efficient minimum distance estimator for DSGE models**

*by*Theodoridis, Konstantinos

**Nowcasting GDP in Real-Time: A Density Combination Approach**

*by*Knut Are Aastveit & Karsten R. Gerdrup & Anne Sofie Jore & Leif Anders Thorsrud

**Nowcasting GDP in real-time: A density combination approach**

*by*Knut Are Aastveit & Karsten R. Gerdrup & Anne Sofie Jore & Leif Anders Thorsrud

**Investment forecasting with business survey data**

*by*Leandro D'Aurizio & Stefano Iezzi

**Applying and interpreting model-based seasonal adjustment. The euro-area industrial production series**

*by*Agustín Maravall Herrero & Domingo Pérez Cañete

**Updating the Option Implied Probability of Default Methodology**

*by*Johannes Vilsmeier

**Consistent Dynamic Affine Mortality Model for Longevity Risk Applications**

*by*Craig Blackburn & Michael Sherris

**A Copula-GARCH Model for Macro Asset Allocation of a Portfolio with Commodities: an Out-of-Sample Analysis**

*by*Luca RICCETTI

**Parametric Inference and Dynamic State Recovery from Option Panels**

*by*Torben G. Andersen & Nicola Fusari & Viktor Todorov

**Risk and Return: Long-Run Relationships, Fractional Cointegration, and Return Predictability**

*by*Tim Bollerslev & Daniela Osterrieder & Natalia Sizova & George Tauchen

**Return Predictability, Model Uncertainty, and Robust Investment**

*by*Manuel Lukas

**Forecasting performance of three automated modelling techniques during the economic crisis 2007-2009**

*by*Anders Bredahl Kock & Timo Teräsvirta

**Forecasting Macroeconomic Variables using Neural Network Models and Three Automated Model Selection Techniques**

*by*Anders Bredahl Kock & Timo Teräsvirta

**Conditional Correlation Models of Autoregressive Conditional Heteroskedasticity with Nonstationary GARCH Equations**

*by*Cristina Amado & Timo Teräsvirta

**Characterizing economic trends by Bayesian stochastic model specification search**

*by*Stefano Grassi & Tommaso Proietti

**Nonlinear models for autoregressive conditional heteroskedasticity**

*by*Timo Teräsvirta

**Modelling Volatility by Variance Decomposition**

*by*Cristina Amado & Timo Teräsvirta

**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

**What Do We Know About Exposure At Default On Contingent Credit Lines? - A Survey Of The Literature, Empirical Analysis And Models**

*by*Michael Jacobs, Jr. & Pinaki Bag

**Impact Of Crude Oil Price Volatility On World Equity Markets Beharviur**

*by*Rakesh KUMAR & Mohammad TAMIMI

**An Empirical Study Of Dividend Policy Models In Indian Context With Special Reference To Engineering Industry**

*by*Deepika AGGARWAL & Jasmeet Singh PASRICHA

**How Idiosyncratic are Banking Crises in OECD Countries?**

*by*Ray Barrell & E. Philip Davis & Dilruba Karim & lana Liadze

**Modeling Stock Market Indexes With Copula Functions**

*by*Jacek Leskow & Justyna Mokrzycka & Krzysztof Krawiec

**Competition as an Effective Tool in Developing Social Marketing Programs: Driving Behavior Change through Online Activities**

*by*Corina SERBAN

**Modeling and Forecasting the Dynamics in Romanian Stock Market Indices Using Threshold Models**

*by*Acatrinei, Marius Cristian & Caraiani, Petre

**Empirical Analysis and Trading Strategies for Defaulted Debt Securities with Models for Risk and Investment Management**

*by*Jacobs, Jr., Michael

**Systemic Risk, an Empirical Approach**

*by*Cadenas Santiago, Gonzalo & Sanchis Arellano, Alicia

**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

**New coefficients of econometrics models quality estimation**

*by*Svetunkov, Ivan

**Dynamic Caliper Matching**

*by*Paweł Strawiński

**Bayesian Variations on the Frisch and Waugh Theme**

*by*Jacek Osiewalski

**A Strategic Framework of Liberalising Trade in Services for Pakistan**

*by*Ahmed Gulzar

**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

**Building a Scoring Model for Bankruptcy Risk Prediction on Multiple Discriminant Analysis**

*by*Vintila Georgeta & Toroapa Maria Georgia

**The Relationship Between Macroeconomic Variables And Romanian Corporate Default Rates Between 2002-2008**

*by*Kovacs Ildiko & Karsai Zoltan-Krisztian & Suveg Orsolya & Joita Nicoleta

**Market Efficiency, Role of Earnings Information, and Stock Returns: A Vector Autoregressive Model Approach**

*by*Keiichi Kubota & Hitoshi Takehara

**“True Believers” or Numerical Terrorism at the Nuclear Power Plant**

*by*Walter Krämer & Gerhard Arminger

**Kukla Degiskenlerin T Istatistigi ile Aykiri Gozlemler Tespit Edilemez**

*by*Arzdar KIRACI

**Avrupa Birligi'ne Uyelik Surecinde Etkili Faktorlerin Kosullu Lojistik Regresyon Modelleri ile Degerlendirilmesi**

*by*Yuksel Akay Unvan & Gamze Ozel

**Potencia Operativa de los Negocios en función de la estructura de inversiones y financiación: caso ecuatoriano**

*by*Andrés Galvis

**A Bivariate Model of Federal Reserve and ECB Main Policy Rates**

*by*Chiara Scotti

**Duration Analysis of Interest Rate Spells : Cross-National Study of Interest Rate Policy**

*by*Guo, Yingwen & Zhou Z.F., Sherry

**Risk in Emerging Stock Markets from Brazil and Mexico: Extreme Value Theory and Alternative Value at Risk Models**

*by*Raúl de Jesús, Edgar Ortiz

**Short-Term Forecasting of Czech Quarterly GDP Using Monthly Indicators**

*by*Katerina Arnostova & David Havrlant & Luboš Rùžièka & Peter Tóth

**Long-run exclusion and the determination of cointegrating rank: Monte Carlo evidence**

*by*Kurita, Takamitsu

**A nonparametric vs. latent class model of general practitioner utilization: Evidence from Canada**

*by*McLeod, Logan

**Nonparametric estimation and testing of stochastic discount factor**

*by*Fang, Ying & Ren, Yu & Yuan, Yufei

**Distributional modeling and short-term forecasting of electricity prices by Generalized Additive Models for Location, Scale and Shape**

*by*Serinaldi, Francesco

**Functional data analysis for volatility**

*by*Müller, Hans-Georg & Sen, Rituparna & Stadtmüller, Ulrich

**Structural models, information and inherited restrictions**

*by*Lady, George M. & Buck, Andrew J.

**Evaluating the carbon-macroeconomy relationship: Evidence from threshold vector error-correction and Markov-switching VAR models**

*by*Chevallier, Julien

**Subjective model selection rules versus passive model selection rules**

*by*Ryu, Hang Keun

**Optimal monetary policy reaction function in a model with target zones and asymmetric preferences for South Africa**

*by*Naraidoo, Ruthira & Raputsoane, Leroi

**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

**Testing for Stochastic and Beta-convergence in Latin American Countries**

*by*ESCOBARI, Diego

**Definition of Default and Quality of Scoring Functions**

*by*Jiri Witzany

**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

**Regulación y valor en riesgo**

*by*Luis Fernando Melo & Joan Camilo Granados

**Lack of Credibility, Inflation Persistence and Disinflation in Colombia**

*by*Andrés Gonzalez & Franz Hamann

**The Aggregated Leverage Ratio and the Detection of Financial Vulnerability :Evidence from the United States and European Countries**

*by*Sonia Ondo-Ndong & Sandra Rigot

**Influence of news from Moscow and New York on returns and risks of Baltic States’ stock markets**

*by*Kurt Brannas & Albina Soultanaeva

**The Comparative Analysis of Credit Risk Determinants In the Banking Sector of the Baltic States**

*by*Grigori Fainstein & Igor Novikov

**Liquidity and Asset Prices: How Strong are the Linkages?**

*by*Christian Dreger & J¨¹rgen Wolters

**The Forecasting Performance of Seasonal and Nonlinear Models**

*by*Houda Ben Hadj Boubaker

**The Forecasting Performance of Seasonal and Nonlinear Models**

*by*Houda Ben Hadj Boubaker

**Confronting Prior Convictions: On Issues of Prior Sensitivity and Likelihood Robustness in Bayesian Analysis**

*by*Hedibert F. Lopes & Justin L. Tobias

**Valuation and Risk Management of Collateralized Debt Obligations and Related Securities**

*by*Christian Bluhm & Christoph Wagner

**An Attempt to Capture Leptokurtic of Returns and to Model Its Volatility: The Case of Beirut Stock Exchange**

*by*Elie BOURI

**The Cult of Statistical Significance – What Economists Should and Should Not Do to Make their Data Talk**

*by*Walter Krämer

**Frontiers of Real-Time Data Analysis**

*by*Dean Croushore

**Modeling And Forecasting The Exchange Rate In Romania**

*by*Mihaela BRATU

**Some aspects of the translog production function estimation**

*by*Florin-Marius PAVELESCU

**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

**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

**Forecasting Monetary Rules in South Africa**

*by*Ruthira Naraidoo & Ivan Paya

**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

**Optimal monetary policy reaction function in a model with target zones and asymmetric preferences for South Africa**

*by*Ruthira Naraidoo & Leroi Raputsoane

**Dynamic hedging strategies: An application to the crude oil market**

*by*Lautier, Delphine & Galli, Alain

**Las consecuencias económicas de un nombre atípico. El caso colombiano**

*by*Gaviria, Alejandro & Medina, Carlos & Palau, María del Mar

**Valor de una empresa en riesgo de expropiación en un entorno de crisis financiera. Caso Banamex**

*by*Cruz Aké, Salvador & Venegas-Martínez, Francisco

**Spatial model selection and spatial knowledge spillovers: a regional view of Germany**

*by*Klarl, Torben

**The predictive accuracy of credit ratings: measurement and statistical inference**

*by*Orth, Walter

**The Long-Run Effect of Foreign Aid on Domestic Output**

*by*Herzer, Dierk & Morrissey, Oliver

**Ratingmodell zur Quantifizierung des Ausfallrisikos von LBO-Finanzierungen**

*by*Lang, Michael & Cremers, Heinz & Hentze, Rainald

**Empirical simultaneous confidence regions for path-forecasts**

*by*Jordà, Òscar & Knüppel, Malte & Marcellino, Massimiliano

**Robust Nonnested Testing for Ordinary Least Squares Regression When Some of the Regressors are Lagged Dependent Variables**

*by*Leslie G. Godrey

**A robust test for error cross-section correlation in panel models**

*by*L Godfrey & T Yamagata

**Foreign News and Spillovers in Emerging European Stock Markets**

*by*Evzen Kocenda & Jan Hanousek

**Inference about Clustering and Parametric Assumptions in Covariance Matrix Estimation**

*by*Mikko Packalen & Tony Wirjanto

**Latent Variables and Propensity Score Matching**

*by*Maciej Jakubowski

**Bayesian Estimation of a Possibly Mis-Specified Linear Regression Model**

*by*David E. Giles

**Latent Thresholds Analysis of Choice Data with Multiple Bids and Response Options**

*by*Mimako Kobayashi & Klaus Moeltner & Kimberly Rollins

**Supplementary results for “Geographic Variation in Subprime Loan Features, Foreclosures and Prepayments”**

*by*Morgan J. Rose

**The Unofficial Economy and the Business Cycle: A Test for Theories**

*by*Catalina Granda-Carvajal

**The Lag in Effect of Inflation Targeting and Policy Evaluation**

*by*WenShwo Fang & Stephen M. Miller

**Specification Analysis of Structural Quantile Regression Models**

*by*Juan Carlos Escanciano & Chuan Goh

**Components of bull and bear markets: bull corrections and bear rallies**

*by*John M Maheu & Thomas H McCurdy & Yong Song

**Does cointegration matter? An analysis in a RBC perspective**

*by*Bisio Laura & Faccini Andrea

**An Expanded Scope For Qualitative Economics**

*by*Andrew J. Buck & George M. Lady

**Qualitative Matrices and Information**

*by*Andrew J. Buck & George M. Lady

**Macroeconomic Impact of Remittances on Output Growth: Evidence From Turkey**

*by*Aysit Tansel & Pinar Yasar

**A Bayesian Generalized Factor Model with Comparative Analysis (Genellestirilmis Faktor Modellerinin Bayesyen Yaklasimi ve Karsilastirmali Analizi)**

*by*Necati Tekatli

**Modelling the Time Between Trades in the After-Hours Electronic Equity Futures Market**

*by*Dungey, Mardi & Jeyasreedharan, Nagaratnam & Li, Tuo

**Consistency of Hedonic Price Indexes with Unobserved Characteristics**

*by*Iqbal Syed

**Wealth effects on consumption in financial crises: the case of Norway**

*by*Eilev S. Jansen

**Real-time Optimal Monetary Policy with Undistinguishable Model Parameters and Shock Processes Uncertainty**

*by*Alessandro Flamini & Costas Milas

**Does Cointegration Matter? An Analysis in a RBC Perspective**

*by*Laura Bisio & Andrea Faccini

**Endogenous Persistence in an Estimated DSGE Model under Imperfect Information**

*by*Paul Levine & Joseph Pearlman & George Perendia & Bo Yang

**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

**Forecasting Monetary Policy Rules in South Africa**

*by*Ruthira Naraidoo & Ivan Paya

**Experiments, Surveys and the Use of Representative Samples as Reference Data**

*by*Thomas Siedler & Bettina Sonnenberg

**Consideratii privind eficienta adaugării unei noi variabile explicative intr-un model de regresie liniara**

*by*Pavelescu, Florin Marius

**VAR Forecasting Using Bayesian Variable Selection**

*by*Dimitris Korobilis

**Chow-Lin Methods in Spatial Mixed Models**

*by*Wolfgang Polasek & Richard Sellner & Carlos Llano

**Why a Diversified Portfolio Should Include African Assets**

*by*Paul Alagidede & Theodore Panagiotidis & Xu Zhang

**Did Globalization Drive Convergence? Identifying Cross-Country Growth Regimes in the Long Run**

*by*Gianfranco Di Vaio & Kerstin Enflo

**Financial Stability and Monetary Policy**

*by*Christopher Martin & Costas Milas

**Inflation Dynamics in the New EU Member States: How Relevant Are External Factors?**

*by*Alexander Mihailov & Fabio Rumler & Johann Scharler

**Redes neuronales para predecir el tipo de cambio diario**

*by*Barrera, Carlos R.

**Evaluating Value-at-Risk Models via Quantile Regression**

*by*Wagner Piazza Gaglianone & Luiz Renato Lima & Oliver Linton & Daniel Smith

**A quasi-maximum likelihood method for estimating the parameters of multivariate diffusions**

*by*Stan Hurn & Andrew McClelland & Kenneth Lindsay

**Administrative Data and Economic Policy Evaluation**

*by*Lorraine Dearden

**The choice between fixed and random effects models: some considerations for educational research**

*by*Paul Clarke & Claire Crawford & Fiona Steele & Anna Vignoles

**Evaluating the strength of identification in DSGE models. An a priori approach**

*by*Nikolay Iskrev

**The Effects of Additive Outliers and Measurement Errors when Testing for Structural Breaks in Variance**

*by*Paulo M.M. Rodrigues & Antonio Rubia

**The Relationship between Marginal Willingness-to-Pay in the Hedonic and Discrete Choice Models**

*by*Wong, Maisy

**Multimarket Contact in Italian Retail Banking: Competition and Welfare**

*by*Molnar, Jozsef & Violi, Roberto & Zhou, Xiaolan

**К Вопросу Оценки Адекватности Имитационных Моделей Банковских Бизнес-Процессов**

*by*Rumyantsev, Mikhail I.

**Can statistics do without artefacts?**

*by*Chatelain, Jean-Bernard

**The behaviour of consumer gas prices in an environment of high and volatile oil prices**

*by*Cornille, David & Meyler, Aidan

**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

**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

**An inflation expectations horserace**

*by*Guzman, Giselle C.

**Time series models of GDP: a reappraisal**

*by*Marchese, Malvina

**Marginal likelihood calculation for gelfand-dey and Chib Method**

*by*Liu, Chun

**Noncausal autoregressions for economic time series**

*by*Lanne, Markku & Saikkonen, Pentti

**Cigarette smoking in Indonesia: examination of a myopic model of addictive behaviour**

*by*Hidayat, Budi & Thabrany, Hasbullah

**Subset hypotheses testing and instrument exclusion in the linear IV regression**

*by*Doko Tchatoka, Firmin

**A monthly indicator of employment in the euro area: real time analysis of indirect estimates**

*by*Moauro, Filippo

**Investments model development with the system dynamic method**

*by*Skribans, Valerijs

**Posterior Predictive Analysis for Evaluating DSGE Models**

*by*Faust, Jon & Gupta, Abhishek

**A Forecasting Metric for Evaluating DSGE Models for Policy Analysis**

*by*Gupta, Abhishek

**Selection of weak VARMA models by modified Akaike's information criteria**

*by*Boubacar Mainassara, Yacouba

**Geography, Institutions and Human Development: A Cross-Country Investigation Using Bayesian Model Averaging**

*by*Malik, Sadia Mariam & Janjua, Yasin

**The relationship between inflation, output growth, and their uncertainties: Evidence from selected CEE countries**

*by*Hasanov, Mübariz & Omay, Tolga

**Predictive ability of Value-at-Risk methods: evidence from the Karachi Stock Exchange-100 Index**

*by*Iqbal, Javed & Azher, Sara & Ijza, Ayesha

**Noncausal Vector Autoregression**

*by*Lanne, Markku & Saikkonen, Pentti

**Estimating Gravity Models of International Trade with Correlated Time-Fixed Regressors: To IV or not IV?**

*by*Mitze, Timo

**Selection of weak VARMA models by Akaïke's information criteria**

*by*Boubacar Mainassara, Yacouba

**Modeling electricity spot prices: Regime switching models with price-capped spike distributions**

*by*Janczura, Joanna & Weron, Rafal

**Regression Anatomy, Revealed**

*by*Filoso, Valerio

**Goodness-of-fit testing for regime-switching models**

*by*Janczura, Joanna & Weron, Rafal

**Modelling Stock Returns Volatility In Nigeria Using GARCH Models**

*by*Emenike, Kalu O.

**Characterizing economic trends by Bayesian stochastic model specifi cation search**

*by*Grassi, Stefano & Proietti, Tommaso

**Accounting for Unobserved Country Heterogeneity in Happiness Research: Country Fixed Effects versus Region Fixed Effects**

*by*Fischer, Justina AV

**A note on GDP now-/forecasting with dynamic versus static factor models along a business cycle**

*by*Buss, Ginters

**Un nuevo enfoque para el análisis y calificación del Sistema Cooperativo Ecuatoriano**

*by*Freire González, Paulo Alejandro & Vivar Aguilar, Mayra Isabel & Maldonado, Diego

**Forecasts with single-equation Markov-switching model: an application to the gross domestic product of Latvia**

*by*Bušs, Ginters

**Antipersistence in German stock returns**

*by*Karl-Kuno Kunze & Hans Gerhard Strohe

**Persistence of unemployment in the canadian provinces**

*by*Firouz Fallahi & Gabriel Rodríguez

**Application of three non-linear econometric approaches to identify business cycles in Peru**

*by*Gabriel Rodríguez

**Ranking Multivariate GARCH Models by Problem Dimension**

*by*Massimiliano Caporin & Michael McAleer

**A Low-Dimension Portmanteau Test for Non-linearity**

*by*Jennifer Castle & David Hendry

**Independence Tests based on Symbolic Dynamics**

*by*Helmut Elsinger

**Monetary Policy, Inflation and Unemployment**

*by*Nicolas Groshenny

**Financial Crises, Credit Booms, and External Imbalances: 140 Years of Lessons**

*by*Òscar Jordà & Moritz Schularick & Alan M. Taylor

**Program Evaluation and Research Designs**

*by*John DiNardo & David S. Lee

**Short-term load forecasting based on a semi-parametric additive model**

*by*Shu Fan & Rob Hyndman

**Dual P-Values, Evidential Tension and Balanced Tests**

*by*D.S. Poskitt & Arivalzahan Sengarapillai

**Description Length Based Signal Detection in singular Spectrum Analysis**

*by*Md Atikur Rahman Khan & D.S. Poskitt

**Do Jumps Matter? Forecasting Multivariate Realized Volatility allowing for Common Jumps**

*by*Yin Liao & Heather M. Anderson & Farshid Vahid

**An Econometric Study of Vine Copulas**

*by*Dominique Guegan & Pierre-André Maugis

**Assessing the Predictive Power of Labor-Market Indicators of Inflation**

*by*Nourzad, Farrokh

**Does Money Matter? An Empirical Investigation**

*by*Huston, Barry & McGibany, James M & Nourzad, Farrokh

**Macroeconomic Impact of Remittances on Output Growth: Evidence from Turkey**

*by*Aysit Tansel & Pinar Yasar

**What Explains Nominal Exchange Rate Volatility? Evidence from the Latin American Countries**

*by*Maria Grydaki & Stilianos Fountas

**What Explains Output Volatility? Evidence from the G3**

*by*Maria Grydaki & Stilianos Fountas

**Measures of Predictive Success for Rating Functions**

*by*Sebastian Ostrowski & Peter Reichling

**On the Forecasting Accuracy of Multivariate GARCH Models**

*by*Sébastien Laurent & Jeroen V.K. Rombouts & Francesco Violante

**The French Forest Sector Model: version 1.0. Presentation and theorical foundations**

*by*Sylvain Caurla & Franck Lecocq & Philippe Delacote & Ahmed Barkaoui

**Productivity Changes and Risk Management in Indonesian Banking: An Application of a New Approach to Constructing Malmquist Indices**

*by*Muliaman D. Hadad & Maximilian J. B. Hall & Wimboh Santoso & Karligash Kenjegalieva & Richard Simper

**Accounting for environmental factors, bias and negative numbers in efficiency estimation: A bootstrapping application to the Hong Kong banking sector**

*by*Maximilian J. B. Hall & Karligash Kenjegalieva & Richard Simper

**Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH**

*by*Massimiliano Caporin & Michael McAleer

**Model Selection and Testing of Conditional and Stochastic Volatility Models**

*by*Massimiliano Caporin & Michael McAleer

**Does the Law of One Price Hold in a High-Inflation Environment? A Tale of Two Cities in Turkey**

*by*Sule Akkoyunlu & Boriss Siliverstovs

**Why a Diversified Portfolio Should Include African Assets**

*by*Paul Alagidede & Theodore Panagiotidis & Xu Zhang

**The econometric modeling of social Preferences**

*by*Anna Conte & Peter G. Moffatt

**Causal Inference by Independent Component Analysis with Applications to Micro- and Macroeconomic Data**

*by*Alessio Moneta & Doris Entner & Patrik Hoyer & Alex Coad

**Macroeconomic Impact of Remittances on Output Growth: Evidence from Turkey**

*by*Tansel, Aysit & Yaşar, Pınar

**Macroeconomic Impact of Remittances on Output Growth: Evidence from Turkey**

*by*Tansel, Aysit & Yaşar, Pınar

**The Choice Between Fixed and Random Effects Models: Some Considerations for Educational Research**

*by*Clarke, Paul & Crawford, Claire & Steele, Fiona & Vignoles, Anna

**The Choice Between Fixed and Random Effects Models: Some Considerations for Educational Research**

*by*Clarke, Paul & Crawford, Claire & Steele, Fiona & Vignoles, Anna

**The Elephant in the Corner: A Cautionary Tale about Measurement Error in Treatment Effects Models**

*by*Millimet, Daniel L.

**The Elephant in the Corner: A Cautionary Tale about Measurement Error in Treatment Effects Models**

*by*Millimet, Daniel L.

**Is there a Superior Distance Function for Matching in Small Samples?**

*by*Eva Dettmann & Claudia Becker & Christian Schmeißer

**Things that make us different: analysis of variance in the use of time**

*by*Jorge González-Chapela

**Residential Water Demand in Portugal: checking for efficiency-based justifications for increasing block tariffs**

*by*Henrique Monteiro

**Spatial Chow-Lin Methods for Data Completion in Econometric Flow Models**

*by*Polasek, Wolfgang & Sellner, Richard

**Multiple imputation of missing values in the wave 2007 of the IAB Establishment Panel**

*by*Drechsler, Jörg

**Predicting extreme VaR: Nonparametric quantile regression with refinements from extreme value theory**

*by*Julia Schaumburg

**Testing a Parametric Function Against a Nonparametric Alternative in IV and GMM Settings**

*by*Gørgens, Tue & Würtz, Allan

**The Impact of Stock Market Jumps on Time-Varying Return Correlations: Empirical Evidence from the Baltic Countries**

*by*Hellström, Jörgen & Soultanaeva, Albina

**Bayesian Inference in Structural Second-Price common Value Auctions**

*by*Wegmann , Bertil & Villani, Mattias

**Linear and Non-linear Causality Test in a LSTAR model - wavelet decomposition in a non-linear environment**

*by*Li, Yushu & Shukur, Ghazi

**Realized volatility and overnight returns**

*by*Ahoniemi, Katja & Lanne, Markku

**Evaluating a class of nonlinear time series models**

*by*Heinen, Florian

**Identification problems in ESTAR models and a new model**

*by*Donauer, Stefanie & Heinen, Florian & Sibbertsen, Philipp

**Evaluating Alternative Methods of Forecasting House Prices: A Post-Crisis Reassessment**

*by*William D. Larson

**Reducing Status Quo Bias in Choice Experiments – An Application of a Protest Reduction Entreaty**

*by*Ole Bonnichsen & Jacob Ladenburg

**“Quo Vadis Real? Estimating the Brazilian Real Exchange Rate Misalignment in Vector Error Correction Model with Structural Change”**

*by*Emerson Fernandes Marçal & Fernando Barbi

**Mean-Variance & Mean-VaR Portfolio Selection: A Simulation Based Comparison in the Czech Crisis Environment**

*by*Radovan Parrák & Jakub Seidler

**Asymmetric Properties of Impulse Response Functions in Markov-Switching Structural Vector AutoRegressions**

*by*Frédéric Karamé & Alexandra Olmedo

**Impulse-Response Functions in Markov-Switching Structural Vector AutoRegressions: a Step Further**

*by*Frédéric Karamé

**Pork Versus Public Goods: An Experimental Study of Public Good Provision Within a Legislative Bargaining Framework**

*by*Guillaume R. Frechette & John H. Kagel & Massimo Morelli

**Empirical Simultaneous Confidence Regions for Path-Forecasts**

*by*Òscar Jordà & Malte Knüppel & Massimiliano Marcellino

**Threshold, news impact surfaces and dynamic asymmetric multivariate GARCH**

*by*Caporin, M. & McAleer, M.J.

**Ranking multivariate GARCH models by problem dimension**

*by*Caporin, M. & McAleer, M.J.

**Evaluating Macroeconomic Forecast: A Review of Some Recent Developments**

*by*Franses, Ph.H.B.F. & McAleer, M.J. & Legerstee, R.

**Cointegration, long-run structural modelling and weak exogeneity: Two models of the UK economy**

*by*Jan PAM Jacobs & Kenneth F.Wallis

**Monetary Policy, Inflation and Unemployment In Defense of the Federal Reserve**

*by*Nicolas Groshenny

**Characterizing economic trends by Bayesian stochastic model specification search**

*by*Stefano Grassi & Tommaso Proietti

**Estimating Gravity Models of International Trade with Correlated Time-Fixed Regressors: To IV or not IV?**

*by*Timo Mitze

**Predictive Ability of Value-at-Risk Methods: Evidence from the Karachi Stock Exchange-100 Index**

*by*Javed Iqbal & Sara Azher & Ayesha Ijaz

**Realized Laplace Transforms for Estimation of Jump Diffusive Volatility Models**

*by*Viktor Todorov & Iaryna Grynkiv & George Tauchen

**The Realized Laplace Transform of Volatility**

*by*Viktor Todorov & George Tauchen

**Dynamic Entry with Cross Product Spillovers: An Application to the Generic Drug Industry**

*by*Han Hong & Ahmed Khwaja & A. Ronald Gallant

**Understanding Models' Forecasting Performance**

*by*Barbara Rossi & Tatevik Sekhposyan

**Volatility in Equilibrium: Asymmetries and Dynamic Dependencies**

*by*Tim Bollerslev & Natalia Sizova & George Tauchen

**Information Criteria for Impulse Response Function Matching Estimation of DSGE Models**

*by*Alastair Hall & Atsushi Inoue & James M. Nason & Barbara Rossi

**Has Models' Forecasting Performance for US Output Growth and Inflation Changed over Time, and When?**

*by*Barbara Rossi & Tatevik Sekhposyan

**Volatility Jumps**

*by*Viktor Todorov & George Tauchen

**Can Exchange Rates Forecast Commodity Prices?**

*by*Yu-chin Chen & Kenneth Rogoff & Barbara Rossi

**The differential impact of privately and publicly funded R&D on R&D investment and innovation: The Italian case**

*by*Giovanni Cerulli & Bianca Potì

**Modeling nonlinear and heterogeneous dynamic linkages in international monetary markets**

*by*Mohamed El Hedi Arouri & Fredj Jawadi & Khuong Nguyen Duc

**Variable Selection, Estimation and Inference for Multi-period Forecasting Problems**

*by*M. Hashem Pesaran & Andreas Pick & Allan Timmermann

**Money Demand and the Role of Monetary Indicators in Forecasting Euro Area Inflation**

*by*Christian Dreger & Jürgen Wolters

**EU Banks Rating Assignments: Is there Heterogeneity between New and Old Member Countries?**

*by*Guglielmo Maria Caporale & Roman Matousek & Chris Stewart

**Drivers of Private Equity Investment in CEE and Western European Countries**

*by*Kerstin Bernoth & Roberta Colavecchio & Magdolna Sass

**Drivers of Private Equity Investment in CEE and Western European Countries**

*by*Kerstin Bernoth & Roberta Colavecchio & Magdolna Sass

**A Comparative Study of Monte Carlo Methods for Efficient Evaluation of Marginal Likelihoods**

*by*David Ardia & Nalan Basturk & Lennart Hoogerheide & Herman K. van Dijk

**Evidence on a Real Business Cycle Model with Neutral and Investment-Specific Technology Shocks using Bayesian Model Averaging**

*by*Rodney W. Strachan & Herman K. van Dijk

**Modeling Trigonometric Seasonal Components for Monthly Economic Time Series**

*by*Irma Hindrayanto & John A.D. Aston & Siem Jan Koopman & Marius Ooms

**Dynamic Hedging Strategies: An Application to the Crude Oil Market**

*by*Lautier, Delphine & Galli, Alain

**Using Firm-Level Data to Assess Gender Wage Discrimination in the Belgian Labour Market**

*by*D. BOROWCZYK MARTINS & V. VANDENBERGHE

**Ageing Workforce, Productivity and Labour costs of Belgian Firms**

*by*Vincent VANDENBERGHE & Fabio WALTENBERG

**The power log-GARCH model**

*by*Genaro Sucarrat & Alvaro Escribano

**How Useful Are Estimated DSGE Model Forecasts for Central Bankers?**

*by*Edge, Rochelle M & Gürkaynak, Refet S.

**Exchange Rate Pass-through and Monetary Policy in South Africa**

*by*Aron, Janine & Farrell, Greg & Muellbauer, John & Sinclair, Peter

**Aggregate Idiosyncratic Volatility**

*by*Bekaert, Geert & Hodrick, Robert J & Zhang, Xiaoyan

**Does aggregating forecasts by CPI component improve inflation forecast accuracy in South Africa?**

*by*Aron, Janine & Muellbauer, John

**New methods for forecasting inflation, applied to the US**

*by*Aron, Janine & Muellbauer, John

**Empirical Simultaneous Confidence Regions for Path-Forecasts**

*by*Jordà, Òscar & Knüppel, Malte & Marcellino, Massimiliano

**Some Problems in the Testing of DSGE Models**

*by*Le, Vo Phuong Mai & Minford, Patrick & Wickens, Michael R.

**On the forecasting accuracy of multivariate GARCH models**

*by*LAURENT, Sébastien & ROMBOUTS, Jeroen V. K. & VIOLANTE, Francesco

**Are Capital Controls and Central Bank Intervention Effective?**

*by*Hernán Rincón & Jorge Toro

**Regulación y Valor en Riesgo**

*by*Luis Fernando Melo Velandia & Joan Camilo Granados Castro

**Ciclo económico y efecto inflacionario de la depreciación de la moneda**

*by*Andrés González & Omar mendoza & Hernán Rincón & Norberto Rodríguez

**Bayesian Model Averaging. An Application to Forecast Inflation in Colombia**

*by*Eliana González

**Bayesian Model Averaging. An Application to Forecast Inflation in Colombia**

*by*Eliana González

**Bayesian Model Averaging. An Application to Forecast Inflation in Colombia**

*by*Eliana González

**Identification problems in the solution of linearized DSGE models**

*by*Jean Pietro Bonaldi

**Una propuesta metodológica para estimar los cambios sobre el valor de la propiedad: estudio de caso para Bogotá aplicando propensity score matching y**

*by*Jorge Andrés Perdomo C.

**Evaluación de impacto de las fases I y II del sistema de transporte masivo TransMilenio sobre el tiempo total de desplazamiento de los usuarios del tr**

*by*Jorge Andrés Perdomo Calvo & Hasbleidy Castañeda & Juan Carlo Mendieta

**Short-Term Forecasting of Czech Quarterly GDP Using Monthly Indicators**

*by*Katerina Arnostova & David Havrlant & Lubos Ruzicka & Peter Toth

**Consistent Inference in Models Defined by COnditional Moment Restrictions: an Alternative to GMM**

*by*Manuel Dominguez & Ignacio Lobato

**EU Banks Rating Assignments: Is there Heterogeneity between New and Old Member Countries?**

*by*Guglielmo Maria Caporale & Roman Matousek & Chris Stewart

**Conditional Volatility and Correlations of Weekly Returns and the VaR Analysis of 2008 Stock Market Crash**

*by*Bahram Pesaran & M. Hashem Pesaran

**Spend-and-Tax Adjustments and the Sustainability of the Government's Intertemporal Budget Constraint**

*by*Gabriella Deborah Legrenzi & Costas Milas

**Housing Markets and the Financial Crisis of 2007-2009: Lessons for the Future**

*by*John V. Duca & John Muellbauer & Anthony Murphy

**The Appropriateness of the Poolability Assumption for Multiproduct Technologies: Evidence from the English Water and Sewerage Utilities**

*by*Anna Bottasso & Maurizio Conti & Massimiliano Piacenza & Davide Vannoni

**Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH**

*by*Massimiliano Caporin & Michael McAleer

**Model Selection and Testing of Conditional and Stochastic Volatility Models**

*by*Massimiliano Caporin & Michael McAleer

**Ranking Multivariate GARCH Models by Problem Dimension**

*by*Massimiliano Caporin & Michael McAleer

**Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH**

*by*Michael McAleer & Massimiliano Caporin

**Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments**

*by*Philip Hans Franses & Michael McAleer & Rianne Legerstee

**Time Series Modelling of Tourism Demand from the USA, Japan and Malaysia to Thailand**

*by*Yaovarate Chaovanapoonphol & Christine Lim & Michael McAleer & Aree Wiboonpongse

**Conditional Volatility and Correlations of Weekly Returns and the VaR Analysis of 2008 Stock Market**

*by*Pesaran, M.H.

**The Choice between fixed and random effects models: some considerations for educational research**

*by*Paul Clarke & Claire Crawford & Fiona Steele & Anna Vignoles

**Weights and pools for a Norwegian density combination**

*by*Hilde Bjørnland & Karsten Gerdrup & Christie Smith & Anne Sofie Jore & Leif Anders Thorsrud

**Modelling Thirty Five Years of Coffee Prices in Brazil, Guatemala and India and the Law of One Price**

*by*Anindya Banerjee & Sushil Mohan & Bill Russell

**Policy Evaluation and Uncertainty About the Effects of Oil Prices on Economic Activity**

*by*Francesca Rondina

**The role of model uncertainty and learning in the U.S. postwar policy response to oil prices**

*by*Francesca Rondina

**Risk Price Dynamics**

*by*Lars Peter Hansen & Jaroslav Borovicka & Mark Hendricks & Jose A. Scheinkman

**Modelling Italian potential output and the output gap**

*by*Antonio Bassanetti & Michele Caivano & Alberto Locarno

**Down the non-linear road from oil to consumer energy prices: no much asymmetry along the way**

*by*Fabrizio Venditti

**The use of survey weights in regression analysis**

*by*Ivan Faiella

**General Equilibrium Restrictions for Dynamic Factor Models**

*by*David de Antonio Liedo

**Variable Selection for Market Basket Analysis**

*by*Dippold, Katrin & Hruschka, Harald

**Policy evaluation and uncertainty about the effects of oil prices on economic activity**

*by*Francesca Rondina

**The role of model uncertainty and learning in the U.S. postwar policy response to oil prices**

*by*Francesca Rondina

**From Moments, Co-Moments and Mean-Variance weights to Copula Portfolio Allocation**

*by*Luca RICCETTI

**Evidence on a Real Business Cycle model with Neutral and Investment-Specific Technology Shocks using Bayesian Model Averaging**

*by*Rodney W. Strachan & Herman K. van Dijk

**Do Jumps Matter? Forecasting Multivariate Realized Volatility Allowing for Common Jumps**

*by*Yin Liao & Heather Anderson & Farshid Vahid

**Bias Correction and Out-of-Sample Forecast Accuracy**

*by*Hyeongwoo Kim & Nazif Durmaz

**The Model Confidence Set**

*by*Peter R. Hansen & Asger Lunde & James M. Nason

**Estimating the effect of a variable in a high-dimensional regression model**

*by*Peter Sandholt Jensen & Allan H. Würtz

**Detecting Structural Breaks using Hidden Markov Models**

*by*Christos Ntantamis

**The log-linear return approximation, bubbles, and predictability**

*by*Tom Engsted & Thomas Q. Pedersen & Carsten Tanggaard

**Asymmetric unemployment rate dynamics in Australia**

*by*Gunnar Bårdsen & Stan Hurn & Zoë McHugh

**Forecasting with nonlinear time series models**

*by*Anders Bredahl Kock & Timo Teräsvirta

**Management Of Stock Price And Its Effect On Economic Growth: Case Study Of West African Financial Markets**

*by*Drama Bedi Guy HERVE & Yao SHEN

**On the Importance of the Arrival of New Information**

*by*Rómulo Chumacero

**A Time-Varying Parameter Vector Autoregression Model for Forecasting Emerging Market Exchange Rates**

*by*Manish Kumar

**Modeling of an Activated Sludge Wastewater Treatment Bioprocess**

*by*Monica ROMAN

**Seeking Sustainability in an Age of Complexity. A New Environmental Paradigm**

*by*Laura Ungureanu

**An Empirical Study of Exposure at Default**

*by*Michael Jacobs, Jr.

**Bubbles And Crashes In Finance: A Phase Transition From Random To Deterministic Behaviour In Prices**

*by*John FRY

**Forecasting Industry Employment for a Resource-Based Economy Using Bayesian Vector Autoregressive Models**

*by*Seung, Chang K. & Ahn, Sung K.

**Modeling the Dependency Structure of Stock Index Returns using a Copula Function Approach**

*by*Necula, Ciprian

**An Analysis Model for the Disturbances Generated by Collinearity in the Context of the OLS Method**

*by*Pavelescu, Florin Marius

**Informational Criteria for the Homoscedasticity of Errors**

*by*Ciuiu, Daniel

**Structural Breaks, Electricity Consumption and Economic Growth: Evidence from Turkey**

*by*Acaravici, Ali

**The role of energy in economic growth: the case of Croatia**

*by*Nela Vlahinic-Dizdarevic & Sasa Zikovic

**Bayesian Methods for Completing Data in Spatial Models**

*by*Wolfang Polasek & Carlos Llano & Richard Sellner

**On the Relevance of the Bayesian Approach to Statistics**

*by*Christian P. Robert

**An Applied Research on the Relations between Regional Economic Growth and Regional Logistics in China**

*by*Yang Shao & Jian-guo Zheng

**Effect of Intraday Information Flow on the Emerging European Stock Markets**

*by*Jan Hanousek & Evžen Kočenda

**The Problem of the Yearly Inflation Rate and Its Implications for the Monetary Policy of the Czech National Bank**

*by*Josef Arlt & Milan Bašta

**Estimating inflation-at-risk (IaR) using extreme value theory (EVT)**

*by*Edward P. Santos & Dennis S. Mapa & Eloisa T. Glindro

**Separating the Measurement and Evaluation of Intellectual Capital Elements with Evaluator Functions**

*by*János Kövesi & Tamás Jónás & Zsuzsanna Eszter Tóth

**A Propensity Score Matching and Spatial Hedonic Prices Approach for Estimating Property Value Fluctuations in Bogotá**

*by*Jorge Andrés Perdomo

**Üzleti kapcsolatok modellezése**

*by*Kovács, Erzsébet & Dobos, Imre & Gelei, Andrea

**Securities Estimation Techniques in Republic of Moldova**

*by*Ala Roller & Ana Berdila & Dorian Nacu

**Islem Bazlý Manipulasyonun Istatistiksel Siniflandýrma Analizleriyle Belirlenmesi**

*by*Melik KAMISLI & Nuray GIRGINER

**The Sub-Prime Crisis and UK Monetary Policy**

*by*Christopher Martin & Costas Milas

**Commentary: Fiscal Stimulus and the Promise of Future Spending Cuts**

*by*Volker Wieland

**Qualitative Specifics of Various Approaches to the Estimates of the RF Socio-Economic Indicators**

*by*Marina Turuntseva & Tatiana Kiblitskaya

**Credit Market Development and Economic Growth: An Empirical Analysis for Ireland**

*by*Adamopoulos Antonios

**Use and Extension of Count Data Models in the Determination of Relevant Factors for Claims in the Automobile Insurance Sector**

*by*Jose Antonio Ordaz & Maria del Carmen Melgar & M. Kazim Khan

**Variance Estimates and Model Selection**

*by*Sýdýka Baþçý & Asad Zaman & Arzdar Kiracý

**Econometric Errors in an _Applied Economics_ Article**

*by*Dimitris Hatzinikolaou

**Effects of a signal-to-noise ratio on finite sample inference for cointegrating vectors**

*by*Kurita, Takamitsu

**El dinamismo de la soja y su impacto en la economía paraguaya, 1991-2006**

*by*Cohener, G. & Aguayo, E.

**OIL PRICES AND CURRENT ACCOUNT DEFICITS: Analysis OF CAUSALITY in the USA**

*by*BILDIRICI, M.E. & ALP, E.A. & BAKIRTAS, T.

**Cointegration Analysis Of Tourism Demand For Turkey**

*by*KETENCI, Natalya

**How Robust is the Relationship between Financial Intermediation and Economic Growth?**

*by*HODGES, Hart & KNABB, Shawn D.

**Estimating Output Gap, Core Inflation, And The Nairu For Peru, 1979-2007**

*by*Gabriel RODRIGUEZ

**Hat die Finanzkrise zu einer instabilen Geldnachfrage geführt?**

*by*Christian Dreger & Jürgen Wolters

**Balance Y Perspectivas Del Impacto Económico Del Turismo De Cruceros En La Ciudad De Cartagena De Indias En El Periodo 1998-2008**

*by*AMAURY JIMÉNEZ MARTÍNEZ & BRIGITTE BALLESTAS LOPEZ & ANDRÉS HERNÁNDEZ PONTÓN

**Una nueva dimensión del GDS. Interrogantes y reflexiones sobre el armamentismo" en América Latina y Colombia "**

*by*Grautoff, Manfred & Jaramillo J, Mauricio

**Un modelo SETAR para el PIB colombiano**

*by*Nancy Milena Hoyos Gomez & Johanna Ramos & Lorena Vivas

**Revisiting the Coyne Affair: a singular event that changed the course of Canadian monetary history**

*by*Pierre L. Siklos

**Advanced approaches for measuring total banking capital**

*by*Annalisa Di Clemente

**Econometric Model For Analysing The Structural Funds Absorption At Regional Level Â€“ Sectoral Operational Programme Human Resources Development**

*by*Oana Gherghinescu

**Assessing The Future Migration Potential Of The Eu Candidate Countries**

*by*Assoc. Prof. Ph.D Vesna Bucevska

**An Extensive Study on the Disturbances Generated by Collinearity in a Linear Regression Model with Three Explanatory Variables**

*by*FLORIN MARIUS PAVELESCU

**Financial Market Conditions, Real Time, Nonlinearity and European Central Bank Monetary Policy: In-Sample and Out-of-Sample Assessment**

*by*Costas Milas & Ruthira Naraidoo

**The Effect Of Defense Spending On Us Output: A Factor Augmented Vector Autoregression (Favar) Approach**

*by*Rangan Gupta & Alain Kabundi & Emmanuel Ziramba

**Choices of wine consumption: measure of interaction terms and attributes**

*by*Magali Aubert & VÃ©ronique Meuriot

**The distribution of realized variances: Marginal behaviors, asymmetric dependence and contagion effects**

*by*Ané, Thierry & Métais, Carole

**Konjunkturprognose in Deutschland. Ein Beitrag zur Prognose der gesamtwirtschaftlichen Entwicklung auf Bundes- und Länderebene**

*by*Gerit Vogt

**Estimating Distributions of Willingness to Pay for Heterogeneous Populations**

*by*Chhandita Das & Christopher M. Anderson & Stephen K. Swallow

**Some New Insights into Monetary Transmission Mechanism in Bulgaria**

*by*Minea, Alexandru & Rault, Christophe

**Optimal Hedge oranı tahminlemesi üzerine ampirik bir çalışma: VOB örneği**

*by*Gökçe AKSOY & Onur OLGUN

**Productivity shocks and aggregate cycles in an estimated endogenous growth model**

*by*Jim Malley & Ulrich Woitek

**Technology shocks and aggregate fluctuations in an estimated hybrid RBC model**

*by*Jim Malley & Ulrich Woitek

**A non-stationary approach for financial returns with nonparametric heteroscedasticity**

*by*Gürtler, Marc & Kreiss, Jens-Peter & Rauh, Ronald

**The search for a long-run aid and growth relationship: Pitfalls and findings**

*by*Nowak-Lehmann D., Felicitas & Martínez-Zarzoso, Inmaculada & Herzer, Dierk & Klasen, Stephan & Dreher, Axel

**Cross-country heterogeneity and the trade-income relationship**

*by*Herzer, Dierk

**Surprising comparative properties of monetary models: Results from a new data base**

*by*Taylor, John B. & Wieland, Volker

**New Keynesian versus old Keynesian government spending multipliers**

*by*Cogan, John F. & Cwik, Tobias J. & Taylor, John B. & Wieland, Volker

**The Effect Of Supplemental Insurance On Health Care Demand With Multiple Information: A Latent Class Analysis**

*by*Dardanoni V & Li Donni P

**Türkiye’de Turizm Sektörünün Tarihsel Gelişimi ve Turizm Talebi İle Hizmet Sektörü Arasındaki İlişkinin Analizi**

*by*Elçin Aykaç alp

**Cross-country heterogeneity and the trade-income relationship**

*by*Dierk Herzer

**First Announcements and Real Economic Activity**

*by*Clements, Michael P. & Galvão, Ana Beatriz

**Catching Growth Determinants with the Adaptive Lasso**

*by*Ulrike Schneider & Martin Wagner

**Reproducing Business Cycle Features: How Important Is Nonlinearity Versus Multivariate Information?**

*by*James Morley & Jeremy Piger & Pao-Lin Tien

**p-Value Adjustments for Asymptotic Control of the Generalized Familywise Error Rate**

*by*Christopher J. Bennett

**Modelling Co-movements and Tail Dependency in the International Stock Market via Copulae**

*by*Katja Ignatieva & Eckhard Platen

**Comment to "Weak instruments robust tests in GMM and the New Keynesian Phillips curve" by Frank Kleibergen and Sophocles Mavroeidis**

*by*Fabio Canova

**Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH**

*by*Massimiliano Caporin & Michael McAleer

**The accuracy of predicted wages of the non-employed and implications for policy simulations from structural labour supply models**

*by*Robert Breunig & Joseph Mercante

**The productivity advantages of large cities: Distinguishing agglomeration from firm selection**

*by*Pierre-Philippe Combes & Gilles Duranton & Diego Puga & Sebastien Roux

**Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy**

*by*Markus Jochmann & Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan

**Why the Linear Utility Function is a Risky Choice in Discrete-Choice Experiments**

*by*Michele Sennhauser

**Technical Change and Total Factor Productivity Growth for Swedish Manufacturing and Service Industries**

*by*Dong-hyun Oh & Almas Heshmati & Hans Loof

**The ‘Puzzles’ Methodology: En Route to Indirect Inference?**

*by*Vo Phuong Mai Le & Patrick Minford & Michael Wickens

**Endogeneity in Panel Data Models with Time-Varying and Time-Fixed Regressors: To IV or not IV?**

*by*Timo Mitze

**Quality Metrics For It Project Management**

*by*Felician ALECU & Paul POCATILU & Radu MARSANU

**Housing Prices and the Role of Speculation: The Case of Seoul**

*by*Park, Donghyun & Xiao, Qin

**Bayesian Multivariate Time Series Methods for Empirical Macroeconomics**

*by*Gary Koop & Dimitris Korobilis

**Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy**

*by*Markus Jochmann & Gary Koop & Roberto Leon-Gonzalez & Rodney W. Strachan

**Financial Market Conditions, Real Time, Nonlinearity and European Central Bank Monetary Policy: In-Sample and Out-of-Sample Assessment**

*by*Costas Milas & Ruthira Naraidoo

**Real-time Optimal Monetary Policy with Undistinguishable Model Parameters and Shock Processes Uncertainty**

*by*Alessandro Flamini & Costas Milas

**Estimating Output Gap, Core Inflation, and the NAIRU for Peru**

*by*Rodríguez, Gabriel

**Using A Forward-Looking Phillips Curve to Estimate the Output Gap in Peru**

*by*Rodríguez, Gabriel

**Have European Unemployment Rates Converged?**

*by*Ramírez Carrera, Dionisio & Rodríguez, Gabriel

**Structural Macro-Econometric Modelling in a Policy Environment**

*by*Martin Fukac & Adrian Pagan

**Detecting Common Dynamics in Transitory Components**

*by*Tim M Christensen & Stan Hurn & Adrian Pagan

**Local Identification in DSGE Models**

*by*Nikolay Iskrev

**Introducing the GED-Copula with an application to Financial Contagion in Latin America**

*by*Mendoza-Velázquez, Alfonso & Galvanovskis, Evalds

**Análise da Dinâmica do Modelo IS-MP para a Economia Brasileira Contemporânea**

*by*Costa Junior, Celso Jose

**Bandwidth selection for continuous-time Markov processes**

*by*Bandi, Federico & Corradi, Valentina & Moloche, Guillermo

**Multidimensional health modeling: Association between socioeconomic and psychosocial factors and health in Latvia**

*by*Irina, Mozhaeva

**A Comparison of Conditional Volatility Estimators for the ISE National 100 Index Returns**

*by*Köksal, Bülent

**Allocative Efficiency among Fadama Fluted Pumkin Farmers in Imo State, Nigeria**

*by*Nwachukwu, Ifeanyi N. & Onyenweaku, Chris E.

**Multidimensional health modeling: Association between socioeconomic and psychosocial factors and health in Latvia**

*by*Irina, Mozhaeva

**Bayesian Model Selection and Forecasting in Noncausal Autoregressive Models**

*by*Lanne, Markku & Luoma, Arto & Luoto, Jani

**Evaluating alternative methods for testing asset pricing models with historical data**

*by*Rubio, Gonzalo & Lozano, Martin

**Selection of optimal lag length in cointegrated VAR models with weak form of common cyclical features**

*by*Carrasco Gutierrez, Carlos Enrique & Castro Souza, Reinaldo & Teixeira de Carvalho Guillén, Osmani

**Hidden Markov models with t components. Increased persistence and other aspects**

*by*Bulla, Jan

**VAR forecasting using Bayesian variable selection**

*by*Korobilis, Dimitris

**Teste de Modelos Estatísticos para a Estrutura a Termo no Brasil**

*by*Varga, Gyorgy

**Bayesian Multivariate Time Series Methods for Empirical Macroeconomics**

*by*Koop, Gary & Korobilis, Dimitris

**External Shocks and the Indian Economy: Analyzing through a Small, Structural Quarterly Macroeconometric Model**

*by*NR, Bhanumurthy & Kumawat, Lokendra

**The Predictive Power of Conditional Models: What Lessons to Draw with Financial Crisis in the Case of Pre-Emerging Capital Markets?**

*by*El Bouhadi, Abdelhamid & Achibane, Khalid

**Monetary Model of Exchange Rate for Thailand: Long-run Relationship and Monetary Restrictions**

*by*Liew, Venus Khim-Sen & Baharumshah, Ahmad Zubaidi & Puah, Chin-Hong

**Bayesian Estimation of the GARCH(1,1) Model with Student-t Innovations in R**

*by*Ardia, David

**Normal versus Noncentral Chi-square Asymptotics of Misspecified Models**

*by*Chun, So Yeon & Alexander, Shapiro

**Forecasting economy with Bayesian autoregressive distributed lag model: choosing optimal prior in economic downturn**

*by*Bušs, Ginters

**Understanding forecast failure of ESTAR models of real exchange rates**

*by*Buncic, Daniel

**Investigating causal relationship between stock return with respect to exchange rate and FII: evidence from India**

*by*Kumar, Sundaram

**Misspecification and Heterogeneity in Single-Index, Binary Choice Models**

*by*Chen, Pian & Velamuri, Malathi

**Testing the long-run implications of the expectation hypothesis using cointegration techniques with structural change**

*by*Marçal, Emerson F. & Valls Pereira, Pedro L. & Abbara, Omar

**The Multistep Beveridge-Nelson Decomposition**

*by*Proietti, Tommaso

**The Volatility of Thai Rice Price**

*by*Baharom, A.H. & Radam, Alias & Habibullah, M.S. & Hirnissa, M.T

**Understanding forecast failure in ESTAR models of real exchange rates**

*by*Buncic, Daniel

**Existence of Singularity Bifurcation in an Euler-Equations Model of the United States Economy: Grandmont was Right**

*by*Barnett, William A. & He, Susan

**Efficient Estimation of Average Treatment Effects under Treatment-Based Sampling, Second Version**

*by*Kyungchul Song

**Testing Predictive Ability and Power Robustification**

*by*Kyungchul Song

**Efficient Estimation of Average Treatment Effects under Treatment-Based Sampling**

*by*Kyungchul Song

**Testing Unilateral and Bilateral Link Formation**

*by*Marcel Fafchamps & Margherita Comola

**Some Issues in Modeling and Forecasting Inflation in South Africa**

*by*Janine Aron

**Impulse Response Identification in DSGE Models**

*by*Martin Fukac

**Evaluating a monetary business cycle model with unemployment for the euro area**

*by*Nicolas Groshenny

**Estimation of Treatment Effects Without an Exclusion Restriction: with an Application to the Analysis of the School Breakfast Program**

*by*Daniel L. Millimet & Rusty Tchernis

**Risk Price Dynamics**

*by*Jaroslav Borovička & Lars Peter Hansen & Mark Hendricks & José A. Scheinkman

**Pricing Model Performance and the Two-Pass Cross-Sectional Regression Methodology**

*by*Raymond Kan & Cesare Robotti & Jay Shanken

**Complementarity and Aggregate Implications of Assortative Matching: A Nonparametric Analysis**

*by*Bryan S. Graham & Guido W. Imbens & Geert Ridder

**Surprising Comparative Properties of Monetary Models: Results from a New Data Base**

*by*John B. Taylor & Volker Wieland

**New Keynesian versus Old Keynesian Government Spending Multipliers**

*by*John F. Cogan & Tobias Cwik & John B. Taylor & Volker Wieland

**Student sorting and bias in value added estimation: Selection on observables and unobservables**

*by*Jesse Rothstein

**Evaluating a monetary business cycle model with unemployment for the euro area**

*by*Nicolas Groshenny

**Vector Autoregresive Moving Average Identification for Macroeconomic Modeling: Algorithms and Theory**

*by*D.S. Poskitt

**Evaluation of Nonlinear time-series models for real-time business cycle analysis of the Euro**

*by*Monica Billio & Laurent Ferrara & Dominique Guegan & Gian Luigi Mazzi

**Modelling stock returns in Africa’s emerging equity markets**

*by*Paul Alagidede & Theodore Panagiotidis

**A Framework for LGD Validation of Retail Portfolios**

*by*Stefan Hlawatsch

**On Loss Functions and Ranking Forecasting Performances of Multivariate Volatility Models**

*by*Sébastien Laurent & Jeroen V.K. Rombouts & Francesco Violante

**Credit Spread Changes within Switching Regimes**

*by*Olfa Maalaoui & Georges Dionne & Pascal François

**Did Globalization Lead to Segmentation? Identifying Cross-Country Growth Regimes in the Long-Run**

*by*Gianfranco Di Vaio & Kerstin Enflo

**A New Approach to Dealing With Negative Numbers in Efficiency Analysis: An Application to the Indonesian Banking Sector**

*by*Muliaman D. Hadad & Maximilian J. B. Hall & Wimboh Santoso & Karligash Kenjegalieva & Richard Simper

**Productivity Changes in Indonesian Banking: Application of a New Approach to Estimating Malmquist Indices**

*by*Muliaman D. Hadad & Maximilian J. B. Hall & Wimboh Santoso & Karligash Kenjegalieva & Richard Simper

**Did Globalization Lead to Segmentation? Identifying Cross-Country Growth Regimes in the Long-Run**

*by*Gianfranco Di Vaio & Kerstin Enflo

**Inflation Dynamics in the New EU Member States: How Relevant Are External Factors?**

*by*Alexander Mihailov & Fabio Rumler & Johann Scharler

**In-Work Transfers in Good Times and Bad: Simulations for Ireland**

*by*Bargain, Olivier & Doorley, Karina

**In-Work Transfers in Good Times and Bad: Simulations for Ireland**

*by*Bargain, Olivier & Doorley, Karina

**A Note on Adapting Propensity Score Matching and Selection Models to Choice Based Samples**

*by*Heckman, James J. & Todd, Petra E.

**A Note on Adapting Propensity Score Matching and Selection Models to Choice Based Samples**

*by*Heckman, James J. & Todd, Petra E.

**New Evidence on the Finite Sample Properties of Propensity Score Matching and Reweighting Estimators**

*by*Busso, Matias & DiNardo, John & McCrary, Justin

**New Evidence on the Finite Sample Properties of Propensity Score Matching and Reweighting Estimators**

*by*Busso, Matias & DiNardo, John & McCrary, Justin

**Determinants of interest rate exposure of Spanish banking industry**

*by*Gloria M. Soto Pacheco & Cristóbal González & Laura Ballester & Román Ferrer

**Non-linear relation between industrial production and business surveys data**

*by*Giancarlo Bruno

**The productivity advantages of large cities: Distinguishing agglomeration from firm selection**

*by*Pierre Philippe Combes & Gilles Duranton & Laurent Gobillon & Diego Puga & Sébastien Roux

**Bayesian Methods for Completing Data in Space-time Panel Models**

*by*Llano, Carlos & Polasek, Wolfgang & Sellner, Richard

**Growth Regressions, Principal Components and Frequentist Model Averaging**

*by*Wagner, Martin & Hlouskova, Jaroslava

**Food and cash transfers: evidence from Colombia**

*by*Orazio Attanasio & Erich Battistin & Alice Mesnard

**Does Technical Assistance Matter? An Impact Evaluation Approach to Estimate its Value Added**

*by*Luis Marcano & Inder J. Ruprah

**On economic evaluation of directional forecasts**

*by*Oliver Blaskowitz & Helmut Herwartz

**Combination of multivariate volatility forecasts**

*by*Alessandra Amendola & Giuseppe Storti

**Option Pricing Using Realized Volatility and ARCH Type Models**

*by*Toshiaki Watanabe & Masato Ubukata

**Forecasting a Large Dimensional Covariance Matrix of a Portfolio of Different Asset Classes**

*by*Lillie Lam & Laurence Fung & Ip-wing Yu

**Wavelet Improvement of the Over-rejection of Unit root test under GARCH errors**

*by*Li, Yushu & Shukur, Ghazi

**Testing for Unit Root against LSTAR Model: Wavelet Improvement under GARCH Distortion**

*by*Li, Yushu & Shukur, Ghazi

**Uncertainty of Multiple Period Risk Measures**

*by*Lönnbark, Carl

**Cost-effectiveness of screening for colorectal cancer with once-only flexible sigmoidoscopy and faecal occult blood test**

*by*Aas, Eline

**Technical Change and Total Factor Productivity Growth for Swedish Manufacturing and Service Industries**

*by*Oh, Donghyun & Heshmati, Almas & Lööf, Hans

**Noncausal vector autoregression**

*by*Lanne, Markku & Saikkonen, Pentti

**Dynamics of inflation expectations in the euro area**

*by*Paloviita, Maritta

**A Convex Hull Approach to Counterfactual Analysis of Trade Openness and Growth**

*by*Michael Funke & Marc Gronwald

**Economic impacts of the RES Obligations in Austria – an Application of the Macro-Econometric Model e3.at**

*by*Dr. Ulrike Lehr & Dr. Marc Ingo Wolter & Anett Großmann

**Productivity shocks and aggregate cycles in an estimated endogenous growth model**

*by*Jim Malley & Ulrich Woitek

**Technology shocks and aggregate fluctuations in an estimated hybrid RBC model**

*by*Jim Malley & Ulrich Woitek

**Semiparametric vector MEM**

*by*Fabrizio Cipollini & Robert F. Engle & Giampiero M. Gallo

**Automated Variable Selection in Vector Multiplicative Error Models**

*by*Fabrizio Cipollini & Giampiero M. Gallo

**Intra-daily Volume Modeling and Prediction for Algorithmic Trading**

*by*Christian T. Brownlees & Fabrizio Cipollini & Giampiero M. Gallo

**Modelling Asymmetric Dependence Using Copula Functions: An application to Value-at-Risk in the Energy Sector**

*by*Andrea Bastianin

**Personal Charisma or the Economy? Macroeconomic Indicators of Presidential Approval Ratings in Brazil**

*by*Alex Ferreira & Sérgio Naruhiko Sakurai

**A Mathematical Analysis of the Long-run Behavior of Genetic Algorithms for Social Modeling**

*by*Waltman, L. & van Eck, N.J.P.

**Banking stability measures**

*by*Miguel A. Segoviano & Charles Goodhart

**The Multistep Beveridge-Nelson Decomposition**

*by*Tommaso Proietti

**Understanding forecast failure of ESTAR models of real exchange rates**

*by*Daniel Buncic

**Expected Returns and Volatility of Fama-French Factors**

*by*Chabi-Yo, Fousseni

**A Robust Criterion for Determining the Number of Factors in Approximate Factor Models**

*by*Lucia Alessi & Matteo Barigozzi & Marco Capasso

**Forecasting Large Datasets with Conditionally Heteroskedastic Dynamic Common Factors**

*by*Lucia Alessi & Matteo Barigozzi & Marco Capasso

**Volatility in Equilibrium: Asymmetries and Dynamic Dependencies**

*by*Tim Bollerslev & Natalia Sizova & George Tauchen

**Model Comparisons in Unstable Environments**

*by*Raffaella Giacomini & Barbara Rossi

**Information Criteria For Impulse Response Function Matching Estimation Of Dsge Models**

*by*Alastair Hall & Atsushi & James M Nason & Barbara Rossi

**Has Economic Modelsí Forecasting Performance for US Output Growth and Inflation Changed Over Time, and When?**

*by*Tatevik Sekhposyan & Barbara Rossi

**Rating Assignments: Lessons from International Banks**

*by*Guglielmo Maria Caporale & Roman Matousek & Chris Stewart

**Liquidity and Asset Prices: How Strong Are the Linkages?**

*by*Christian Dreger & Jürgen Wolters

**Liquidity and Asset Prices: How Strong Are the Linkages?**

*by*Christian Dreger & Jürgen Wolters

**To Bridge, to Warp or to Wrap? A Comparative Study of Monte Carlo Methods for Efficient Evaluation of Marginal Likelihoods**

*by*David Ardia & Lennart Hoogerheide & Herman K. van Dijk

**The FDI-Growth Nexus in Latin America: The Role of Source Countries and Local Conditions**

*by*Patricia Prüfer & Gabriele Tondl

**Social Security And Economic Performance In Portugal: After All That Has Been Said And Done How Much Has Actually Changed?**

*by*Alfredo M. Pereira & Jorge M. Andraz

**Optimal Comparison of Misspecified Moment Restriction Models under a Chosen Measure of Fit**

*by*Vadim Marmer & Taisuke Otsu

**An Improved Bootstrap Test of Stochastic Dominance**

*by*Oliver Linton & Kyungchul Song & Yoon-Jae Whang

**An Employment Equation for Belgium**

*by*Vincent BODART & Philippe LEDENT & Fatemeh SHADMAN-METHA

**Evaluating Value-at-Risk models via Quantile Regression**

*by*Wagner Piazza Gaglianone & Luiz Renato Lima & Oliver Linton & Daniel Smith

**Automated financial multi-path GETS modelling**

*by*Genaro Sucarrat & Alvaro Escribano

**How Happy are the Albanians: an Empirical ANALYSIS OF LIFE SATISFACTION**

*by*Julie Litchfield & Barry Reilly & Mario Veneziani

**Testing Unilateral and Bilateral Link Formation**

*by*Margherita Comola & Marcel Fafchamps

**Some Issues in Modeling and Forecasting Inflation in South Africa**

*by*Janine Aron & John Muellbauer

**Fiscal stimulus and the promise of future spending cuts**

*by*Wieland, Volker

**The 'Puzzles' Methodology: en route to Indirect Inference?**

*by*Le, Vo Phuong Mai & Minford, Patrick & Wickens, Michael R.

**How much nominal rigidity is there in the US Economy? Testing a New Keynesian DSGE model using indirect inference**

*by*Le, Vo Phuong Mai & Minford, Patrick & Wickens, Michael R.

**Frequentist Inference in Weakly Identified DSGE Models**

*by*Guerron-Quintana, Pablo A. & Inoue, Atsushi & Kilian, Lutz

**Testing Unilateral and Bilateral Link Formation**

*by*Comola, Margherita & Fafchamps, Marcel

**Two Orthogonal Continents? Testing a Two-country DSGE Model of the US and EU Using Indirect Inference**

*by*Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael R.

**Identification of slowdowns and accelerations for the euro area economy**

*by*Darné, Olivier & Ferrara, Laurent

**Food and Cash Transfers: Evidence from Colombia**

*by*Attanasio, Orazio & Battistin, Erich & Mesnard, Alice

**Surprising comparative properties of monetary models: Results from a new data base**

*by*Taylor, John B. & Wieland, Volker

**Do Local Projections Solve the Bias Problem in Impulse Response Inference?**

*by*Kilian, Lutz & Kim, Yun Jung

**New Keynesian versus old Keynesian government spending multipliers**

*by*Cogan, John F. & Cwik, Tobias & Taylor, John B. & Wieland, Volker

**Back to square one: identification issues in DSGE models**

*by*Canova, Fabio & Sala, Luca

**The productivity advantages of large cities: Distinguishing agglomeration from firm selection**

*by*Combes, Pierre-Philippe & Duranton, Gilles & Gobillon, Laurent & Puga, Diego & Roux, Sébastien

**Some Issues in Modeling and Forecasting Inflation in South Africa**

*by*Aron, Janine & Muellbauer, John

**On the Statistical Identification of DSGE Models**

*by*Consolo, Agostino & Favero, Carlo A. & Paccagnini, Alessia

**What do we know about comparing aggregate and disaggregate forecasts?**

*by*SBRANA, Giacomo & SILVESTRINI, Andrea

**Consistent ranking of multivariate volatility models**

*by*LAURENT, Sebastien & ROMBOUTS, Jeroen V.K. & VIOLANTE, FRANCESCO

**Evaluación de los modelos de pronóstico aplicados para la demanda turística internacional hacia Colombia**

*by*Dennys MarrugoTorrente

**Un Modelo Setar Para El Pib Colombiano**

*by*Milena Hoyos & Johanna Ramos & Lorena Vivas

**Covariate Measurement Error:Bias Reduction under Response-based Sampling**

*by*Esmeralda Ramalho

**Optimality and Diversifiability of Mean Variance and Arbitrage Pricing Portfolios**

*by*M. Hashem Pesaran & Paolo Zaffaroni

**Hybrid Historical Simulation VaR and ES: Performance in Developed and Emerging Markets**

*by*Sasa Zikovic & Randall Filer

**A Convex Hull Approach to Counterfactual Analysis of Trade Openness and Growth**

*by*Michael Funke & Marc Gronwald

**Productivity Shocks and Aggregate Cycles in an Estimated Endogenous Growth Model**

*by*Jim Malley & Ulrich Woitek

**Technology Shocks and Aggregate Fluctuations in an Estimated Hybrid RBC Model**

*by*Jim Malley & Ulrich Woitek

**Rating Assignments: Lessons from International Banks**

*by*Guglielmo Maria Caporale & Roman Matousek & Chris Stewart

**Intraday Price Discovery in Emerging European Stock Markets**

*by*Jan Hanousek & Evzen Kocenda

**The Productivity Advantages of Large Cities: Distinguishing Agglomeration from Firm Selection**

*by*PierrePhilippe Combes & Gilles Duranton & Laurent Gobillon & Diego Puga & Sébastien Roux

**A Correction Function Approach to Solve the Incidental Parameter Problem**

*by*Li, GuangJie & Leon-Gonzalez, Roberto

**Consistent Estimation, Model Selection and Averaging of Dynamic Panel Data Models with Fixed Effect**

*by*Li, GuangJie

**Some problems in the testing of DSGE models**

*by*Le, Vo Phuong Mai & Minford, Patrick & Wickens, Michael

**Two Orthogonal Continents: Testing a Two-country DSGE Model of the US and EU Using Indirect Inference**

*by*Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael

**The 'Puzzles' methodology: en route to Indirect Inference?**

*by*Le, Vo Phuong Mai & Minford, Patrick & Wickens, Michael

**How To Pick The Best Regression Equation: A Review And Comparison Of Model Selection Algorithms**

*by*Jennifer L. Castle & Xiaochuan Qin & W. Robert Reed

**Exact and heuristic algorithms for variable selection: Extended Leaps and Bounds**

*by*A. Pedro Duarte Silva

**Have Structural Changes Eliminated the Out-of-Sample Ability of Financial Variables To Forecast Real Activity After the Mid-1980s? Evidence From the Canadian Economy**

*by*Akhter Faroque & William Veloce & Jean-Francois Lamarche

**Efficient Evaluation of Multidimensional Time-Varying Density Forecasts with an Application to Risk Management**

*by*Evarist Stoja & Arnold Polanski

**Dynamic Density Forecasts for Multivariate Asset Returns**

*by*Evarist Stoja & Arnold Polanski

**Evaluating ensemble density combination - forecasting GDP and inflation**

*by*Karsten R. Gerdrup & Anne Sofie Jore & Christie Smith & Leif Anders Thorsrud

**Forecasting inflation in France**

*by*Célérier, C.

**Are disaggregate data useful for factor analysis in forecasting French GDP?**

*by*Barhoumi, K. & Darné, O. & Ferrara, L.

**High and Low Frequency Correlations in Global Equity Markets**

*by*Robert F. Engle & José Gonzalo Rangel

**Using Seasonal Models to Forecast Short-Run Inflation in Mexico**

*by*Carlos Capistrán & Christian Constandse & Manuel Ramos Francia

**Forecasting Exchange Rate Volatility: The Superior Performance of Conditional Combinations of Time Series and Option Implied Forecasts**

*by*Guillermo Benavides & Carlos Capistrán

**Comparing forecast accuracy: A Monte Carlo investigation**

*by*Fabio Busetti & Juri Marcucci & Giovanni Veronese

**Distributional tests in multivariate dynamic models with Normal and Student t innovations**

*by*Javier Mencía & Enrique Sentana

**Multivariate location-scale mixtures of normals and mean-variance-skewness portfolio allocation**

*by*Javier Mencía & Enrique Sentana

**Assessing Indexation-Based Calvo Inflation Models**

*by*Jean-Marie Dufour & Lynda Khalaf & Maral Kichian

**Structural Inflation Models with Real Wage Rigidities: The Case of Canada**

*by*Jean-Marie Dufour & Lynda Khalaf & Maral Kichian

**Structural Multi-Equation Macroeconomic Models: Identification-Robust Estimation and Fit**

*by*Jean-Marie Dufour & Lynda Khalaf & Maral Kichian

**Testing a parametric function against a nonparametric alternative in IV and GMM settings**

*by*Tue Gørgens & Allan Würtz

**Realized Volatility and Multipower Variation**

*by*Torben G. Andersen & Viktor Todorov

**Skewness Premium with Lévy Processes**

*by*José Fajardo & Ernesto Mordecki

**Volatility in Equilibrium: Asymmetries and Dynamic Dependencies**

*by*Tim Bollerslev & Natalia Sizova & George Tauchen

**Forecasting inflation with gradual regime shifts and exogenous information**

*by*Andrés González & Kirstin Hubrich & Timo Teräsvirta

**Forecast Evaluation of Explanatory Models of Financial Variability**

*by*Sucarrat, Genaro

**Capm With Information Cost**

*by*Hachicha NIZAR

**Case Study Regarding The Co-Integration Of The Financial Derivates With Their Underlying Assets**

*by*Laura STEFANESCU

**Spatial Model Specification for Contractual Arrangements between Rural Hospitals and Physicians**

*by*Fannin, J. Matthew & Barnes, James N.

**Price Ratios and the Cross-section of Common Stock Returns on Bucharest Stock Exchange: Empirical Evidence**

*by*Tudor, Cristiana

**A Review Of Student Test Properties In Condition Of Multifactorial Linear Regression**

*by*Pavelescu, Florin Marius

**Volatility Models: from Conditional Heteroscedasticity to Cascades at Multiple Horizons**

*by*Subbotin, Alexandre

**Questionable Innovations in Data Processing with Incomplete Information about the Analyzed System in Absence of Applications Limitations**

*by*Varshavsky, Alexander

**Econometric Analysis of Financial Data in Risk Management**

*by*Fantazzini , Dean

**Credit Risk Management (Cont.)**

*by*Fantazzini , Dean

**Global financial crisis and VaR performance in emerging markets: A case of EU candidate states - Turkey and Croatia**

*by*Sasa Zikovic & Bora Aktan

**Real-Time Market Abuse Detection with a Stochastic Parameter Model**

*by*Radosław Cholewiński

**Bayesian Model Selection in the Analysis of Cointegration**

*by*Justyna Wróblewska

**Determinants of Crude Oil Prices: Supply, Demand, Cartel or Speculation?**

*by*Andreas Breitenfellner & Jesús Crespo Cuaresma & Catherine Keppel

**Non-Linear Adjustment Process In Won/Dollar And Won/Yen Real Exchage Rates**

*by*Kyttack Hong & Dong-Hwan Oh

**Ýlk Halka Arzlarda Uzun Dönem Getirilerinin Yapay Sinir Aðlarý ile ÝMKB Ýçin Ampirik Bir Çalýþma**

*by*Ulas UNLU & Birol YILDIZ & Abdullah YALAMA

**Is it Risk? An Automated Approach to Explain the ex ante UIP Deviations of Brazil**

*by*Alex Luiz Ferreira.

**Interdependencies between Expected Default Frequency and the Macro Economy**

*by*Per Asberg Sommar & Hovick Shahnazarian

**Financial Innovations and the Interest Elasticity of Money Demand in the United Kingdom, 1963¡V2009**

*by*Mohammad S. Hasan

**Forecasting VaR and Expected Shortfall Using Dynamical Systems: A Risk Management Strategy**

*by*Cyril Caillault, Dominique Guégan

**Model Selection and Estimation of Long-Memory Time-Series Models**

*by*Katelijne A.E. Carbonez

**Could the jump diffusion technique enhance the effectiveness of futures hedging models?**

*by*Li, Ming-Yuan Leon

**Testing for Nonlinearity in Mean in the Presence of Heteroskedasticity**

*by*Stan Hurn & Ralf Becker

**Bilateral Relationship between Consumption and GDP in Mexico and the USA: A Comment**

*by*Gomez Zaldivar, M. & Ventosa-Santaularia, D.

**Konjunkturelle Frühindikatoren in der Krise: weiche Faktoren stärker als harte**

*by*Konstantin A. Kholodilin & Stefan Kooths

**Geldpolitik und Vermögensmärkte**

*by*Christian Dreger & Jürgen Wolters

**¿Histéresis en la tasa de desempleo de Bogotá? Consideraciones sobre el uso de los test ADF y Zivot-Andrews**

*by*Andrés Eduardo Rangel Jiménez

**A note on management efficiency and international banking. Some empirical panel evidence**

*by*Franz R. Hahn

**Caractérisation et datation des cycles économiques en zone euro**

*by*Laurent Ferrara

**Alternative Approaches for Estimating Value at Risk**

*by*Mert Ural

**An Empirical Analysis of Short Term Interest Rate Models for Turkey**

*by*Hasan Sahin & Ismail H. Genç

**On the Generality of the New Keynesian Phillips Curves**

*by*Maritta Paloviita

**Cointegration Analysis of the Aggregate Production Function through Autoregressive Distributive Lags Models (ARDL)**

*by*Plamen Petkov

**Labor Market in Bulgaria: Institutions and Flexibility**

*by*Vassil Tsanov

**Sufficient Statistics for Welfare Analysis: A Bridge Between Structural and Reduced-Form Methods**

*by*Raj Chetty

**The main theories of the dividend decision**

*by*Dorel BERCEANU & Marian SIMINICA

**Using credit scoring method for probability of non-financial companies default estimation at industry level**

*by*Ioan TRENCA & Annamaria BENYOVSZKI

**Are African Stock Markets Integrated with the Rest of the World?**

*by*Paul Alagidede

**VAR Analysis and the Great Moderation**

*by*Luca Benati & Paolo Surico

**Türkiye turizm sektörünün talep analizi**

*by*Nezir KÖSE & Yeliz YALÇIN & Furkan EMİRMAHMUTOĞLU

**Análisis de las funciones de importación y exportación de México (1980-2000)**

*by*Garcés Díaz, Daniel G.

**Responses of Agricultural Prices, Industrial Prices and the Agricultural Terms of Trade to Money Supply Shocks in Bangladesh, 1973M1-2006M6**

*by*Akhand Akhtar Hossain

**Accuracy and Properties of German Business Cycle Forecasts**

*by*Steffen Osterloh

**A Comparative Study on the Role of Stochastic Trends in U.S. Macroeconomic Fluctuations, 1954-1988**

*by*Seymen, Atilim

**Testing the New Keynesian Model on U.S. and Euro Area Data**

*by*Juselius, Mikael

**Forecast Evaluation of Explanatory Models of Financial Return Variability**

*by*Sucarrat, Genaro

**Evaluating the New Keynesian Phillips Curve under VAR-Based Learning**

*by*Fanelli, Luca

**Should We Trust the Empirical Evidence from Present Value Models of the Current Account?**

*by*Mercereau, Benoît & Miniane, Jacques Alain

**The New Keynesian Phillips curve tested on OECD panel data**

*by*Bjørnstad, Roger & Nymoen, Ragnar

**Value-at-Risk and expected shortfall for rare events**

*by*Mittnik, Stefan & Yener, Tina

**Exact inference in diagnosing value-at-risk estimates: A Monte Carlo device**

*by*Herwartz, Helmut

**The single monetary policy and domestic macro-fundamentals: Evidence from Spain**

*by*Michael G. Arghyrou & Maria Dolores Gadea

**Detecting Selection Bias in Community Disseminations of Universal Family-Based Prevention Programs**

*by*Laura Griner Hill & Scott G. Goates & Robert Rosenman

**Evaluating Alternative Representations of the Choice Sets in Models of Labour Supply**

*by*R. Aaberge & T. Wennemo & U. Colombino

**Agglomeration Externalities, Innovation and Regional Growth: Theoretical Perspectives and Meta-Analysis**

*by*Henri L.F. de Groot & Jacques Poot & Martijn J. Smit

**Agglomeration Externalities, Innovation and Regional Growth: Theoretical Perspectives and Meta-Analysis**

*by*Henri L.F. de Groot & Jacques Poot & Martijn J. Smit

**Cointegration Rank Test and Long Run Specification: A Note on the Robustness of Structural Demand Systems**

*by*D. Aristei & Luca Pieroni

**Design Limits in Regime-Switching Cases**

*by*Beatrice Pataracchia

**Testing for Granger (non)-Causality in a Time Varying Coefficient VAR Model**

*by*Dimitris K. Christopoulos & Miguel Leon-Ledesma

**Comparison of Misspecified Calibrated Models: The Minimum Distance Approach**

*by*Hnatkovska, Viktoria & Marmer, Vadim & Tang, Yao

**Optimal Comparison of Misspecified Moment Restriction Models under a Chosen Measure of Fit**

*by*Marmer, Vadim & Otsu, Taisuke

**Out-of-sample comparison of copula specifications in multivariate density forecasts**

*by*Cees Diks & Valentyn Panchenko & Dick van Dijk

**Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails**

*by*Cees Diks & Valentyn Panchenko & Dick van Dijk

**A Note on Long Horizon Forecasts of Nonlinear Models of Real Exchange Rates: Comments on Rapach and Wohar (2006)**

*by*Daniel Buncic

**Is There A Trade-off Between Regional Growth and National Income? Theory and Evidence from the EU**

*by*Young-Bae Kim

**Neural Network Models for Inflation Forecasting: An Appraisal**

*by*Ali Choudhary & Adnan Haider

**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

**The effects of R&D tax credits on patenting and innovations**

*by*Ådne Cappelen & Arvid Raknerud & Marina Rybalka

**A Demand System for Input Factors when there are Technological Changes in Production**

*by*Håvard Hungnes

**Nonfundamental Representations of the Relation between Technology Shocks and Hours Worked**

*by*Matteo Barigozzi & Marco Capasso

**One for All and All for One:Regression Checks With Many Regressors**

*by*Pascal Lavergne & Valentin Patilea

**The income distribution with coarse data**

*by*Reza Daniels

**Economic Impact of Political Cycles – The Relevance of European experinces for Romania**

*by*Jula, Dorin

**The Sub-Prime Crisis and UK Monetary Policy**

*by*Christopher Martin & Costas Milas

**Diffusion des innovations technologiques, emploi et théorie de compensation (The diffusion of technological innovations, employment and the compensation theory)**

*by*Sami Saafi

**The Small Open-Economy New Keynesian Phillips Curve: Empirical Evidence and Implied Inflation Dynamics**

*by*Alexander Mihailov & Fabio Rumler & Johann Scharler

**Combining Multivariate Density Forecasts Using Predictive Criteria**

*by*Hugo Gerard & Kristoffer Nimark

**Developing analytical distributions for temperature indices for the purposes of pricing temperature-based weather derivatives**

*by*Adam Clements & A S Hurn & K A Lindsay

**Estimating the Payoffs of Temperature-based Weather Derivatives**

*by*Adam Clements & A S Hurn & K A Lindsay

**It never rains but it pours: Modelling the persistence of spikes in electricity prices**

*by*T M Christensen & A S Hurn & K A Lindsay

**Forecasting investment: A fishing contest using survey data**

*by*Sara Serra & José R. Maria

**Determining the number of factors in approximate factor models with global and group-specific factors**

*by*Francisco Craveiro Dias & Maximiano Pinheiro & António Rua

**The Commodity Terms of Trade, Unit Roots, and Nonlinear Alternatives: A Smooth Transition Approach**

*by*Goodwin, Barry K. & Holt, Matthew T. & Prestemon, Jeffery P.

**Extracting the Cyclical Component in Hours Worked: a Bayesian Approach**

*by*Bernardi, Mauro & Della Corte, Giuseppe & Proietti, Tommaso

**Modeling Expectations with Noncausal Autoregressions**

*by*Lanne, Markku & Saikkonen, Pentti

**Forecasting Stock Market Volatilities Using MIDAS Regressions: An Application to the Emerging Markets**

*by*Alper, C. Emre & Fendoglu, Salih & Saltoglu, Burak

**A note on long horizon forecasts of nonlinear models of real exchange rates: Comments on Rapach and Wohar (2006)**

*by*Buncic, Daniel

**Using sentiment to predict GDP growth and stock returns**

*by*Guzman, Giselle C.

**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

**Estimating baseline real business cycle models of the Australian economy**

*by*Harding, Don & Negara, Siwage

**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

**Using Artificial intelligence to select the optimal E-CRM Based business needs**

*by*Amroush, Fadi & Baderddeen, Alkhoder & Yusef, Talal

**LES déterminants du taux de change au Maroc : Une étude empirique**

*by*El Bouhadi, A. & Elkhider, Abdelkader & Kchirid, El Mustapha & Idriss, El Abbassi

**Active Labour Market Policies in Denmark: A Comparative Analysis of Post-Program Effects**

*by*Blache, Guillaume

**Range-Based Models in Estimating Value-at-Risk (VaR)**

*by*Mapa, Dennis & Beronilla, Nikkin

**Forecasting in vector autoregressions with many predictors**

*by*Korobilis, Dimitris

**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.

**Nuevas Herramientas para la Administración del Riesgo Crediticio: El caso de una Cartera Crediticia Ecuatoriana**

*by*Maldonado, Diego & Pazmiño, Mariela

**Structural Breaks, Regime Change and Asymmetric Adjustment: A Short and Long Run Global Approach to the Output/Unemployment Dynamics**

*by*Mendonca, Gui Pedro

**On the J-test for nonnested hypotheses and Bayesian extension**

*by*Rao, Surekha & Ghali, Moheb & Krieg, John

**Bayesian Analysis of DSGE Models with Regime Switching**

*by*Eo, Yunjong

**Oil Prices and Real Exchange Rates in Oil-Exporting Countries: A Bounds Testing Approach**

*by*Jahan-Parvar, Mohammad R. & Mohammadi, Hassan

**The Differential Approach to Demand Analysis and the Rotterdam Model**

*by*Barnett, William A. & Serletis, Apostolos

**Measuring Consumer Preferences and Estimating Demand Systems**

*by*Barnett, William A. & Serletis, Apostolos

**Model and distribution uncertainty in multivariate GARCH estimation: a Monte Carlo analysis**

*by*Rossi, Eduardo & Spazzini, Filippo

**Empirical assessment of bifurcation regions within new Keynesian models**

*by*Barnett, William A. & Duzhak, Evgeniya A.

**The non-stationary influence of geography on the spatial agglomeration of production in the EU**

*by*Chasco, Coro & López, Ana María & Guillain, Rachel

**Determining the Number of Market Segments Using an Experimental Design**

*by*Ana Oliveira-Brochado & Francisco Vitorino Martins

**Bootstrap Tests of Stochastic Dominance with Asymptotic Similarity on the Boundary**

*by*Oliver Linton1 & Kyungchul Song & Yoon-Jae Whang

**Testing Distributional Inequalities and Asymptotic Bias**

*by*Kyungchul Song

**Multi-sector inflation forecasting - quarterly models for South Africa**

*by*Janine Aron & John Muellbauer

**Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure**

*by*Cristina Amado & Timo Teräsvirta

**Bayesian Averaging, Prediction and Nonnested Model Selection**

*by*Han Hong & Bruce Preston

**Intangible Capital and Productivity: An Exploration on a Panel of Italian Manufacturing Firms**

*by*Maria Elena Bontempi & Jacques Mairesse

**The Continuing Puzzle of Short Horizon Exchange Rate Forecasting**

*by*Kenneth S. Rogoff & Vania Stavrakeva

**Can Exchange Rates Forecast Commodity Prices?**

*by*Yu-Chin Chen & Kenneth Rogoff & Barbara Rossi

**Structural heterogeneity or asymmetric shocks? Poland and the euro area through the lens of a two-country DSGE model**

*by*Marcin Kolasa

**Density forecasting for long-term peak electricity demand**

*by*Rob J Hyndman & Shu Fan

**Beyond point forecasting: evaluation of alternative prediction intervals for tourist arrivals**

*by*Jae H. Kim & Haiyang Song & Kevin Wong & George Athanasopoulos & Shen Liu

**The tourism forecasting competition**

*by*George Athanasopoulos & Rob J Hyndman & Haiyan Song & Doris C Wu

**New prospects on vines**

*by*Dominique Guegan & Pierre-André Maugis

**CAPP_DYN: A Dynamic Microsimulation Model for the Italian Social Security System**

*by*Carlo Mazzaferro & Marcello Morciano

**Market Efficiency and the Euro: The case of the Athens Stock exchange**

*by*Theodore Panagiotidis

**Seasonal Mackey-Glass-GARCH process and short-term dynamics**

*by*Catherine Kyrtsou & Michel Terraza

**Macroeconomic Uncertainty and Performance in the European Union and Implications for the objectives of Monetary Policy**

*by*Don Bredin & Stilianos Fountas

**Oil Prices: Heavy Tails, Mean Reversion and the Convenience Yield**

*by*Bernard, Jean-Thomas & Khalaf, Lynda & Kichian, Maral & McMahon, Sébastien

**Nonlinear Impacts of International Business Cycles on the UK — a Bayesian Smooth Transition VAR**

*by*Deborah Gefang & Rodney Strachan

**Efficiency in Indonesian Banking: Recent Evidence**

*by*Muliaman D. Hadad & Maximilian J. B. Hall & Wimboh Santoso & Ricky Satria & Karligash Kenjegalieva & Richard Simper

**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

**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

**Environmental Factors Affecting Hong Kong Banking: A Post-Asian Financial Crisis Efficiency Analysis**

*by*Karligash Kenjegalieva & Maximilian J. B. Hall & Richard Simper

**Negative Volatility Spillovers in the Unrestricted ECCC-GARCH Model**

*by*Christian Conrad & Menelaos Karanasos

**The Small Open-Economy New Keynesian Phillips Curve: Empirical Evidence and Implied Inflation Dynamics**

*by*Alexander Mihailov & Fabio Rumler & Johann Scharler

**Do Temporary Contracts Affect TFP? Evidence from Spanish Manufacturing Firms**

*by*Dolado, Juan José & Stucchi, Rodolfo

**Do Temporary Contracts Affect TFP? Evidence from Spanish Manufacturing Firms**

*by*Dolado, Juan J. & Stucchi, Rodolfo

**Alternative Approaches to Evaluation in Empirical Microeconomics**

*by*Blundell, Richard & Costa Dias, Monica

**Alternative Approaches to Evaluation in Empirical Microeconomics**

*by*Blundell, Richard & Costa Dias, Monica

**Testing Mundell’s Intuition of Endogenous OCA Theory**

*by*Warin, Thierry & Wunnava, Phanindra V. & Janicki, Hubert

**Testing Mundell's Intuition of Endogenous OCA Theory**

*by*Warin, Thierry & Wunnava, Phanindra V. & Janicki, Hubert

**Recent Developments in the Econometrics of Program Evaluation**

*by*Imbens, Guido W. & Wooldridge, Jeffrey M.

**Recent Developments in the Econometrics of Program Evaluation**

*by*Imbens, Guido W. & Wooldridge, Jeffrey M.

**Minimizing Bias in Selection on Observables Estimators When Unconfoundness Fails**

*by*Millimet, Daniel L. & Tchernis, Rusty

**Minimizing Bias in Selection on Observables Estimators When Unconfoundness Fails**

*by*Millimet, Daniel L. & Tchernis, Rusty

**Estimating the Causal Effect of Gun Prevalence on Homicide Rates: A Local Average Treatment Effect Approach**

*by*Kovandzic, Tomislav & Schaffer, Mark E & Kleck, Gary

**Estimating the Causal Effect of Gun Prevalence on Homicide Rates: A Local Average Treatment Effect Approach**

*by*Kovandzic, Tomislav & Schaffer, Mark & Kleck, Gary

**Evaluating the German (New Keynesian) Phillips Curve**

*by*Rolf Scheufele

**Forecasting Using Functional Coefficients Autoregressive Models**

*by*Giancarlo Bruno

**Specification Tests of Parametric Dynamic Conditional Quantiles**

*by*Juan Carlos Escanciano & Carlos Velasco

**Minimizing Bias in Selection on Observables Estimators When Unconfoundness Fails**

*by*Daniel Millimet & Rusty Tchernis

**On the Specification of Propensity Scores: with Applications to the Analysis of Trade Policies**

*by*Daniel Millimet & Rusty Tchernis

**Growth Expectation**

*by*Ippei Fujiwara

**Catching Growth Determinants with the Adaptive LASSO**

*by*Schneider, Ulrike & Wagner, Martin

**Optimizing Time-series Forecasts for Inflation and Interest Rates Using Simulation and Model Averaging**

*by*Jumah, Adusei & Kunst, Robert M.

**Bootstrap tests of stochastic dominance with asymptotic similarity on the boundary**

*by*Oliver Linton & Kyungchul Song & Yoon-Jae Whang

**Testing directional forecast value in the presence of serial correlation**

*by*Oliver Blaskowitz & Helmut Herwartz

**Testing Multiplicative Error Models Using Conditional Moment Tests**

*by*Nikolaus Hautsch

**Modelling High-Frequency Volatility and Liquidity Using Multiplicative Error Models**

*by*Nikolaus Hautsch & Vahidin Jeleskovic

**Measuring and Modeling Risk Using High-Frequency Data**

*by*Wolfgang Härdle & Nikolaus Hautsch & Uta Pigorsch

**JBendge: An Object-Oriented System for Solving, Estimating and Selecting Nonlinear Dynamic Models**

*by*Viktor Winschel & Markus Krätzig

**The Accuracy of Long-term Real Estate Valuations**

*by*Rainer Schulz & Markus Staiber & Martin Wersing & Axel Werwatz

**Solving, Estimating and Selecting Nonlinear Dynamic Models without the Curse of Dimensionality**

*by*Viktor Winschel & Markus Krätzig

**House Prices and Replacement Cost: A Micro-Level Analysis**

*by*Rainer Schulz & Axel Werwatz

**A Consistent Nonparametric Test for Causality in Quantile**

*by*Kiho Jeong & Wolfgang Härdle

**Value-at-Risk and Expected Shortfall when there is long range dependence**

*by*Wolfgang Härdle & Julius Mungo

**Environmental Factors Affecting Hong Kong Banking: A Post-Asian Financial Crisis Efficiency Analysis**

*by*Maximilian J. B. Hall & Karligash A. Kenjegalieva & Richard Simper

**Stability Tests for Heterogeneous Panel Data**

*by*Felix Chan & Tommaso Mancini-Griffoli & Laurent L. Pauwels

**Comparing Forecast Performance of Exchange Rate Models**

*by*Lillie Lam & Laurence Fung & Ip-wing Yu

**Test of the Gaussian Copula on the Swedish Stock Market**

*by*Söderberg, Jonas

**Willingness to Pay for Car Safety: Sensitivity to Time Framing**

*by*Andersson, Henrik & Hammitt, James & Lindberg, Gunnar & Sundström, Kristian

**Firm Default and Aggregate Fluctuations**

*by*Jacobson, Tor & Kindell, Rikard & Lindé, Jesper & Roszbach, Kasper

**Macroeconomic Impact on Expected Default Frequency**

*by*Åsberg Sommar, Per & Shahnazarian, Hovick

**Proxying ability by family background in returns to schooling estimations is generally a bad idea**

*by*Mellander, Erik & Sandgren-Massih, Sofia

**Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure**

*by*Amado, Cristina & Teräsvirta, Timo

**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

**Estimating open economy Phillips curves for the euro area with directly measured expectations**

*by*Paloviita, Maritta

**Cointegration implications of linear rational expectation models**

*by*Juselius, Mikael

**A MEM-based Analysis of Volatility Spillovers in East Asian Financial Markets**

*by*Robert F. Engle & Giampiero M. Gallo & Margherita Velucchi

**Comparison of Volatility Measures: a Risk Management Perspective**

*by*Christian T. Brownlees & Giampiero Gallo

**Value-at-Risk on Central and Eastern European Stock Markets: An Empirical Investigation Using GARCH Models**

*by*Vít Bubák

**Path Forecast Evaluation**

*by*Òscar Jordà & Massimiliano Marcellino

**Seasonality in revisions of macroeconomic data**

*by*Franses, Ph.H.B.F. & Segers, R.

**Bootstrap tests of stochastic dominance with asymptotic similarity on the boundary**

*by*Oliver Linton & Kyungchul Song & Yoon-Jae Whang

**Relative Price Variability and the Philips Curve: Evidence from Turkey**

*by*A. Nazif Catik & Christopher Martin & A. Özlem Önder

**The Frequency Of Price Adjustment And New Keynesian Business Cycle Dynamics**

*by*Richard Dennis

**Modelling Thirty Five Years Of Coffee Prices In Brazil, Guatemala And India**

*by*Sushil Mohan & Bill Russell

**Has modelsí forecasting performance for US output growth and inflation changed over time, and when?**

*by*Tatevik Sekhposyan & Barbara Rossi

**Forecast Comparisons in Unstable Environments**

*by*Giacomini, Raffaella & Rossi, Barbara

**Can Exchange Rates Forecast Commodity Prices?**

*by*Chen, Yu-chin & Rogoff, Kenneth & Rossi, Barbara

**Which Structural Parameters Are "Structural"? Identifying the Sources of Instabilities in Economic Models**

*by*Inoue, Atsushi & Rossi, Barbara

**How Banking competition Changed over Time**

*by*Jacob Bikker & Laura Spierdijk

**Tests for Unbalanced Error Component Models Under Local Misspecication**

*by*Walter Sosa Escudero & Anil K. Bera

**Money Velocity and Asset Prices in the Euro Area**

*by*Christian Dreger & Jürgen Wolters

**M3 Money Demand and Excess Liquidity in the Euro Area**

*by*Christian Dreger & Jürgen Wolters

**Money Velocity and Asset Prices in the Euro Area**

*by*Christian Dreger & Jürgen Wolters

**M3 Money Demand and Excess Liquidity in the Euro Area**

*by*Christian Dreger & Jürgen Wolters

**Out-of-sample Comparison of Copula Specifications in Multivariate Density Forecasts**

*by*Cees Diks & Valentyn Panchenko & Dick van Dijk

**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

**Global Loss Diversification in the Insurance Sector**

*by*Oleg Sheremet & Andr� Lucas

**Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails**

*by*Cees Diks & Valentyn Panchenko & Dick van Dijk

**An Hourly Periodic State Space Model for Modelling French National Electricity Load**

*by*V. Dordonnat & S.J. Koopman & M. Ooms & A. Dessertaine & J. Collet

**The FDI-Growth Nexus in Latin America: The Role of Source Countries and Local Conditions**

*by*Prüfer, P. & Tondl, G.

**A Comparison of Two Averaging Techniques with an Application to Growth Empirics**

*by*Magnus, J.R. & Powell, O.R. & Prüfer, P.

**Catching up in total factor productivity through the business cycle : evidence from Spanish manufacturing surveys**

*by*Alvaro Escribano & Rodolfo Stucchi

**Statistical Properties and Economic Implications of Jump-Diffusion Processes with Shot-Noise Effects**

*by*Manuel Moreno & Pedro Jose Serrano & Winfried Stute

**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'

**Modelling and measuring the effects of public subsidies on business R&D: theoretical and econometric issues**

*by*Giovanni Cerulli

**Multi-sector inflation forecasting - quarterly models for South Africa**

*by*Janine Aron & John Muellbauer

**Monetary Policy Regimes and the Term Structure of Interest Rates**

*by*Bikbov, Ruslan & Chernov, Mikhail

**Firm Default and Aggregate Fluctuations**

*by*Jacobson, Tor & Kindell, Rikard & Lindé, Jesper & Roszbach, Kasper F.

**Do Temprary Contracts Affect TFP? Evidence from Spanish Manufacturing Firms**

*by*Dolado, Juan J. & Stucchi, Rodolfo

**Path Forecast Evaluation**

*by*Jordà, Òscar & Marcellino, Massimiliano

**How much structure in empirical models?**

*by*Canova, Fabio

**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

**La transmisión de los choques a la tasa de cambio sobre la inflación**

*by*Andrés González & Hernán Rincóm & Norberto Rodríguez

**Medidas De Riesgo Financiero Usando Cópulas: Teoría Y Aplicaciones**

*by*Oscar Becerra & Luis Fernando Melo

**Business Cycles in the Euro Area Defined with Coincident Economic Indicators and Predicted with Leading Economic Indicators**

*by*Ataman Ozyildirim & Brian Schaitkin & Victor Zarnowitz

**Multivariate Location-Scale Mixtures Of Normals And Mean-Variance-Skwness Portfolio Allocation**

*by*Enrique Sentana & Javier Mencía

**Distributional Tests In Multivariate Dynamic Models With Normal And Student T Innovations**

*by*Enrique Sentana & Javier Mencía

**Freedom of Choice in Macroeconomic Forecasting: An Illustration with German Industrial Production and Linear Models**

*by*Nikolay Robinzonov & Klaus Wohlrabe

**Optimal Asset Allocation with Factor Models for Large Portfolios**

*by*M. Hashem Pesaran & Paolo Zaffaroni

**The Reaction of Asset Prices to Macroeconomic Announcements in New EU Markets: Evidence from Intraday Data**

*by*Jan Hanousek & Evzen Kocenda & Ali M. Kutan

**Bootstrap Tests of Stochastic Dominance with AsymptoticSimilarity on the Boundary**

*by*Oliver Linton & Kyungchul Song & Yoon-Jae Whang

**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

**The single monetary policy and domestic macro-fundamentals: Evidence from Spain**

*by*Arghyrou, Michael G & Gadea, Maria Dolores

**Path Forecast Evaluation**

*by*Oscar Jorda & Massimiliano Marcellino

**Are sectoral stock prices useful for predicting euro area GDP?**

*by*Andersson, Magnus & D'Agostino, Antonello

**Selection on the basis of prior testing**

*by*Carlos Santos

**Optimal Asset Allocation with Factor Models for Large Portfolios**

*by*Pesaran, M.H. & Zaffaroni, P.

**Model Averaging in Risk Management with an Application to Futures Markets**

*by*Pesaran, M.H. & Schleicher, C. & Zaffaroni, P.

**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

**Modelling Household Expenditure on Health Care in Greece**

*by*Manos Matsaganis & Theodore Mitrakos & Panos Tsakloglou

**Business cycle analysis and VARMA models**

*by*Christian Kascha & Karel Mertens

**Estimating New Keynesian import price models**

*by*Ida Wolden Bache & Bjørn E. Naug

**Assessing estimates of the exchange rate pass-through**

*by*Ida Wolden Bache

**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.

**Assessing the shape of the distribution of interest rates: lessons from French individual data**

*by*Lacroix, R.

**Financing Constraints and a Firm's Decision and Ability to Innovate: Establishing Direct and Reverse Effects**

*by*Hajivassiliou, V. & Savignac, F.

**An Inflation Forecasting Model for the Euro Area**

*by*Chauvin, V. & Devulder, A.

**Testing for conditional heteroscedasticity in the components of inflation**

*by*Carmen Broto & Esther Ruiz

**Inflation Targeting and Price-Level-Path Targeting in the GEM: Some Open Economy Considerations**

*by*Donald Coletti & René Lalonde & Dirk Muir

**On Portfolio Separation Theorems with Heterogeneous Beliefs and Attitudes towards Risk**

*by*Fousseni Chabi-Yo & Eric Ghysels & Eric Renault

**Nonparametric Regression on Latent Covariates with an Application to Semiparametric GARCH-in-Mean Models**

*by*Christian Conrad & Enno Mammen

**Multivariate Fractionally Integrated APARCH Modeling of Stock Market Volatility: A multi-country study**

*by*Christian Conrad & Menelaos Karanasos & Ning Zeng

**Application of the Generalized Method of Moments for Estimating Continuous-Time Models of U.S. Short-Term Interest Rates**

*by*Balázs Cserna

**Expected Stock Returns and Variance Risk Premia**

*by*Tim Bollerslev & Tzuo Hao & George Tauchen

**The cyclical component factor model**

*by*Christian M. Dahl & Henrik Hansen & John Smidt

**The limiting properties of the QMLE in a general class of asymmetric volatility models**

*by*Christian M. Dahl & Emma M. Iglesias

**Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure**

*by*Christina Amado & Timo Teräsvirta

**Multivariate GARCH models**

*by*Annastiina Silvennoinen & Timo Teräsvirta

**Modelling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH Model**

*by*Annastiina Silvennoinen & Timo Teräsvirta

**Testing hypotheses in an I(2) model with applications to the persistent long swings in the Dmk/$ rate**

*by*Søren Johansen & Katarina Juselius & Roman Frydberg & Michael Goldberg

**Should We Trust the Empirical Evidence from Present Value Models of the Current Account?**

*by*Mercereau, Benoît & Miniane, Jacques Alain

**Evaluating New Keynesian Phillips Curve under VAR-Based Learning**

*by*Fanelli, Luca

**Testing the New Keynesian Model on U.S. and Euro Area Data**

*by*Juselius, Mikael

**The New Keynesian Phillips Curve Tested on OECD Panel Data**

*by*Bjørnstad, Roger & Nymoen, Ragnar

**The Determinants of Health Care Utilization in Portugal: An Approach with Count Data Models**

*by*João Cotter Salvado

**Assessing Relative Performance of Econometric Models in Measuring the Impact of Climate Change on Agriculture Using Spatial Autoregression**

*by*Seo, S. Niggol

**Assessing the Increase of Italian Families Perceived Vulnerability**

*by*Stefania Gabriele & Corrado Pollastri & Michele Raitano

**Impact Of Globalisation On The Evolution Of The Demographic Phenomenon**

*by*Nicolae Balan, Mariana & Vasile, Valentina

**Spurious Regression And Cointegration. Numerical Example: Romania’S M2 Money Demand**

*by*Ruxanda, Gheorghe & Botezatu, Andreea

**Measuring the Socio-Economic Bipolarization Phenomenon**

*by*Stefananescu, Stefan

**A choice of the regression maximizing an unbiased estimate of the coefficient of determination**

*by*Ershov, Emil

**Credit Risk Management**

*by*Fantazzini, Dean

**Econometric Analysis of Financial Data in Risk Management (continuation). Section III: Managing Operational Risk**

*by*Fantazzini, Dean

**An Econometric Analysis of Financial Data in Risk Management**

*by*Fantazzini, Dean

**Déficit en la provisión local de servicios públicos y tipología municipal**

*by*Modest Fluvià & Ricard Rigall-i-Torrent & Anna Garriga

**Consecuencias del efecto Bullwhip según distintas estrategias de gestión de la cadena de suministro: modelado y simulación = Bullwhip Effect Consequences according to Different Supply Chain Management Strategies: Modelling and Simulation**

*by*Campuzano Bolarín, Francisco & Lario Esteban, Francisco Cruz & Ros McDonnell, Lorenzo

**A csődelőrejelzés és a nem fizetési valószínűség számításának módszertani kérdéseiről**

*by*Kristóf, Tamás

**Determinants of Debt: An Econometric Analysis Based on the Cyprus Survey of Consumer Finances**

*by*Michalis Petrides & Alex Karagrigoriou

**Optimal Bidding in the Mexican Treasury Securities Primary Auctions: Results of a Structural Econometric Approach**

*by*Sara Castellanos & Marco Oviedo

**Inflation Forecasts and the New Keynesian Phillips Curve**

*by*Sophocles N. Brissimis & Nicholas S. Magginas

**Environment and Changing Agricultural Practices: Evidence from Orissa, India**

*by*Jyotirmayee Kar & Mahamaya Kar

**Parametric vs. non-parametric methods for estimating option implied risk-neutral densities: the case of the exchange rate Mexican peso – US dollar**

*by*Guillermo Benavides Perales & Israel Felipe Mora Cuevas

**La matriz de covarianzas de residuales en la asignación y valuación de activos**

*by*Benjamín García Martínez & Arturo Lorenzo Valdés

**Employment and Vocational Schemes: an Advantage in the Medium Term for the Participants? The Examples of the CIE, CES and SIFE Schemes**

*by*Karl Even & Tristan Klein

**Valoración económica del uso recreativo del Parque Ronda del Sinú, en Montería, Colombia**

*by*Rubén Darío Sepúlveda Vargas

**Pronóstico y estructuras de volatilidad multiperíodo de la tasa de cambio del peso colombiano**

*by*Elkin Castaño & Karoll Gómez & Santiago Gallón

**Medienberichte als Konjunkturindikator**

*by*Jan Grossarth-Maticek & Johannes Mayr

**OPTIM: a quarterly forecasting tool for French GDP**

*by*Barhoumi, K. & Brunhes-Lesage, V. & Ferrara, L. & Pluyaud, B. & Rouvreau, B. & Darné, O.

**OPTIM : un outil de prévision trimestrielle du PIB de la France**

*by*BARHOUMI, K. & BRUNHES-LESAGE, V. & DARNÉ, O. & FERRARA, L. & PLUYAUD, B. & ROUVREAU, B.

**Analysis of the Labour Market in Bulgaria through a Error Correction Model**

*by*Anita Staneva

**Macroeconomic Dependencies of the Labor Market: Bulgaria and the European Union**

*by*Vassil Tsanov

**Stylized Facts of Return Series, Robust Estimates, and Three Popular Models of Volatility**

*by*Teräsvirta, Timo & Zhao, Zhenfang

**Modelling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH model**

*by*Silvennoinen, Annastiina & Teräsvirta, Timo

**Bayesian Estimation of a Markov-Switching Threshold Asymmetric GARCH Model with Student-t Innovations**

*by*Ardia, David

**Beschäftigungs- und familienpolitische Aspekte der Teilzeitarbeit im Lichte des Teilzeit- und Befristungsgesetzes - eine Evaluierung**

*by*Sonja Munz

**Hisse senedi getirilerinde global ve yerel faiz oranı riski: Kısmi çokdeğişkenli GARCH modeliyle İstanbul Menkul Kıymetler Borsası üzerine bir çalışma**

*by*Alper ÖZÜN & Atilla ÇİFTER

**Yapısal kırılma altında para talebinin istikrarı: Türkiye örneği**

*by*A. Nazif ÇATIK

**Efectos de la tasa de los fondos federales de los Estados Unidos en una economía pequeña, abierta y dolarizada. El caso de Puerto Rico**

*by*Rodríguez, Carlos A. & Toledo, Wilfredo

**Harmonic Regression Models: A Comparative Review with Applications**

*by*Michael Artis & José G. Clavel & Mathias Hoffmann & Dilip Nachane

**The Accuracy and Efficiency of the Consensus Forecasts: A Further Application and Extension of the Pooled Approach**

*by*Ager, Philipp & Kappler, Marcus & Osterloh, Steffen

**Testing large-dimensional correlation**

*by*Arnold, Matthias & Weißbach, Rafael

**Taking a DSGE Model to the Data Meaningfully**

*by*Franchi, Massimo & Jusélius, Katarina

**Does it Make a Difference? Comparing Growth Effects of European and North American FDI in Latin America**

*by*Tondl, Gabriele & Prüfer, Patricia

**Capturing common components in high-frequency financial time series: A multivariate stochastic multiplicative error model**

*by*Hautsch, Nikolaus

**Does Benford's law hold in economic research and forecasting?**

*by*Günnel, Stefan & Tödter, Karl-Heinz

**Reconsidering the role of monetary indicators for euro area inflation from a Bayesian perspective using group inclusion probabilities**

*by*Scharnagl, Michael & Schumacher, Christian

**Option Pricing under Stochastic Volatility and Trading Volume**

*by*Sadayuki Ono

**Revisiting the Coyne Affair: A Singular Event That Changed the Course of Canadian Monetary History**

*by*Pierre Siklos

**On Weighted Estimation in Linear Regression in th Presence of Parameter Uncertainty**

*by*Judith A. Clarke

**Bayesian Methods in Nonlinear Time Series**

*by*Korenok Oleg

**How much structure in empirical models?**

*by*Fabio Canova

**Macroeconometric Modelling In An Oil Exporting Country: The Case Of Iran**

*by*Valadkhani, Abbas

**On Modeling Household Labor Supply With Taxation**

*by*Olivier Bargain

**Potential Attitudes Solving the Problems of Banking Stability**

*by*Lib?na Èernohorsk? & Jan Èernohorsk?

**Economic Base Multipliers Revisited**

*by*Derek Bond & Michael J. Harrison & Edward J. O'Brien

**Bayesian Variable Selection of Risk Factors in the APT Model**

*by*Robert Kohn & Rachida Ouysse

**Exchange rate volatility and export performance: A cointegrated VAR approach**

*by*P�l Boug & Andreas Fagereng

**The NOK/euro exhange rate after inflation targeting: The interest rate rules**

*by*Roger Bjørnstad & Eilev S. Jansen

**The New Keynesian Phillips Curve revisited**

*by*Pål Boug & Ådne Cappelen & Anders Rygh Swensen

**Testing for Persistence in the Error Component Model:A One-Sided Approach**

*by*Walter Sosa Escudero

**On the efficiency and consistency of likelihood estimation in multivariate conditionally heteroskedastic dynamic regression models**

*by*Gabriele Fiorentini & Enrique Sentana

**The Complex Response of Monetary Policy to the Exchange Rate**

*by*Costas Milas & Christopher Martin & Ram Sharan Kharel

**Monetary Policy and the Hybrid Phillips Curve**

*by*Costas Milas & Christopher Martin

**Identifying the Shocks Driving Inflation in China**

*by*Pierre L. Siklos & Yang Zhang

**The FedÕs Reaction to the Stock Market During the Great Depression: Fact or Artefact?**

*by*Pierre L. Siklos

**Asset Prices as Indicators of Euro Area Monetary Policy: An Empirical Assessment of Their Role in a Taylor Rule**

*by*Pierre L. Siklos & Martin T. Bohl

**Does high M4 money growth trigger large increases in UK inflation? Evidence from a regime-switching model**

*by*Costas Milas

**Proyecciones desagregadas de inflación con modelos Sparse VAR robustos**

*by*Barrera Carlos

**Application of Three Alternative Approaches to Identify Business Cycles in Peru**

*by*Rodriguez Gabriel

**More Potent Monetary Policy? Insights from a Threshold Model**

*by*Jarkko Jääskelä

**Teaching an Old Dog New Tricks: Improved Estimation of the Parameters of Stochastic Differential Equations by Numerical Solution of the Fokker-Planck Equation**

*by*A. Hurn & J. Jeisman & K. Lindsay

**Nonparametric Identification and Estimation of Multivariate Mixtures**

*by*Hiroyuki Kasahara & Katsumi Shimotsu

**Improvement in Finite Sample Properties of the Hansen-Jagannathan Distance Test**

*by*Yu Ren & Katsumi Shimotsu

**Practical Volatility Modeling for Financial Market Risk Management**

*by*Shamiri, Ahmed & Shaari, Abu Hassan & Isa, Zaidi

**Speed of Adjustment in Cointegrated Systems**

*by*Fanelli, Luca & Paruolo, Paolo

**Integration, Kointegration und die Langzeitprognose von Kreditausfallzyklen**

*by*Wagatha, Matthias

**Identifiability of the Stochastic Frontier Models**

*by*Bandyopadhyay, Debdas & Das, Arabinda

**A Normative Balance Dynamic Model of Regional Economy for Study Economic Integrations // Economic integration, competition and cooperation. 6th International Conference . 2007. Opatija - Croatia: University of Rijeka. April 19-20.(CD-Book: Session 6) 15 pp**

*by*Olenev, Nicholas

**On the distribution of the adaptive LASSO estimator**

*by*Pötscher, Benedikt M. & Schneider, Ulrike

**Mutual Funds and Segregated Funds: A Comparison**

*by*Palombizio, Ennio A.

**Tendencies in the Romania's Regional Economic Development during the Period 1991-2004**

*by*Andrei, Tudorel & Iacob, Andreea Iluzia & Vlad, Liviu Bogdan

**Are Exports Causing Growth? Evidence On International Trade Expansion In Cuba, 1960-2004**

*by*Fugarolas, Guadalupe & Mañalich, Isis & Matesanz, David

**Spill Over Effects of Futures Contracts Initiation on the Cash Market: A Comparative Analysis**

*by*Karathanassis, George & Sogiakas, Vasilios

**Romanian Capital Market And The Informational Efficiency**

*by*Dima, Bogdan & Barna, Flavia & Pirtea, Marilen

**Developing the concept of Sustainable Peace using Econometrics and scenarios granting Sustainable Peace in Colombia by year 2019**

*by*Gomez-Sorzano, Gustavo

**Forecasting volatility: Evidence from the Macedonian stock exchange**

*by*Kovačić, Zlatko

**Interactions between interest rates and the transmission of monetary and economic news: the cases of US and UK**

*by*Tuysuz, Sukriye & Kuhry, Yves

**Volatility Proxies for Discrete Time Models**

*by*de Vilder, Robin G. & Visser, Marcel P.

**The Application of Robust Regression to a Production Function Comparison – the Example of Swiss Corn**

*by*Finger, Robert & Hediger, Werner

**Web 2.0: Nothing Changes…but Everything is Different**

*by*Barbry, Eric

**Does Black’s Hypothesis for Output Variability Hold for Mexico?**

*by*Macri, Joseph & Sinha, Dipendra

**Nonlinear time series: semiparametric and nonparametric methods**

*by*Gao, Jiti

**Filtered Extreme Value Theory for Value-At-Risk Estimation**

*by*Ozun, Alper & Cifter, Atilla & Yilmazer, Sait

**Structural breaks and energy efficiency in Fiji**

*by*Rao, B. Bhaskara & Rao, Gyaneshwar

**Modèls Garch à la mémoire longue: application aux taux de change tunisiens**

*by*Lahiani, Amine & Yousfi, Ouidad

**Testing for a common latent variable in a linear regression**

*by*Wittenberg, Martin

**The Predictive Performance of Asymmetric Normal Mixture GARCH in Risk Management: Evidence from Turkey**

*by*Cifter, Atilla & Ozun, Alper

**Nonlinear Combination of Financial Forecast with Genetic Algorithm**

*by*Ozun, Alper & Cifter, Atilla

**Evaluating the New Keynesian Phillips Curve under VAR-based learning**

*by*Fanelli, Luca

**Gordon and Newell queueing networks and copulas**

*by*Ciuiu, Daniel

**Inflation Forecasting in Pakistan using Artificial Neural Networks**

*by*Haider, Adnan & Hanif, Muhammad Nadeem

**The Analysis of the Bucharest Stock Exchange Financial Sector**

*by*Dima, Bogdan & Pirtea, Marilen & Barna, Flavia & Murgea, Aurora & Nachescu, Miruna

**Testing Conditional Independence via Rosenblatt Transforms**

*by*Kyungchul Song

**A Low-Dimension Collinearity-Robust Test for Non-linearity**

*by*Jennifer L. Castle & David F. Hendry

**Negative Blogs, Positive Outcomes: When should Firms Permit Employees to Blog Honestly?**

*by*Rohit Aggarwal & Ram Gopal & Ramesh Sankaranarayanan

**Construction and Interpretation of Model-Free Implied Volatility**

*by*Torben G. Andersen & Oleg Bondarenko

**No-Arbitrage Semi-Martingale Restrictions for Continuous-Time Volatility Models subject to Leverage Effects, Jumps and i.i.d. Noise: Theory and Testable Distributional Implications**

*by*Torben G. Andersen & Tim Bollerslev & Dobrislav Dobrev

**Beliefs, Doubts and Learning: Valuing Economic Risk**

*by*Lars Peter Hansen

**Risk and Predictability of Singapore’s Direct Residential Real Estate Market**

*by*Qin Xiao & Weihong Huang

**A state space model for exponential smoothing with group seasonality**

*by*Pim Ouwehand & Rob J. Hyndman & Ton G. de Kok & Karel H. van Donselaar

**Automatic time series forecasting: the forecast package for R**

*by*Rob J. Hyndman & Yeasmin Khandakar

**Premiers pas en régression linéaire avec SAS**

*by*Josiane Confais & Monique Le Guen

**Purchasing Power Parity among developing countries and their trade-partners. Evidence from selected CEECs and Implications for their membership of EU**

*by*Nikolaos Giannellis & Athanasios P. Papadopoulos

**Mixed Exponential Power Asymmetric Conditional Heteroskedasticity**

*by*Mohammed Bouaddi & Jeroen V.K. Rombouts

**Theory and Inference for a Markov-Switching GARCH Model**

*by*Luc Bauwens & Arie Preminger & Jeroen V.K. Rombouts

**Neighborhood Effects, Urban Public Policies and Housing Values. A Spatial Econometric Perspective**

*by*BAUMONT, Catherine

**Testing Hypotheses in an I(2) Model with Applications to the Persistent Long Swings in the Dmk/$ Rate**

*by*Søren Johansen & Katarina Juselius & Roman Frydman & Michael Goldberg

**Long-run Determinants of Pollution: A Robustness Analysis**

*by*Michael Lamla

**Non-negativity Conditions for the Hyperbolic GARCH Model**

*by*Christian Conrad

**Monetary Policy and the Hybrid Phillips Curve**

*by*Christopher Martin & Costas Milas

**Does high M4 money growth trigger large increases in UK inflation? Evidence from a regime-switching model**

*by*Costas Milas

**Testing the Opportunistic Approach to Monetary Policy**

*by*Christopher Martin & Costas Milas

**Modelling Volatilities and Conditional Correlations in Futures Markets with a Multivariate t Distribution**

*by*Pesaran, Bahram & Pesaran, M. Hashem

**Modelling Volatilities and Conditional Correlations in Futures Markets with a Multivariate t Distribution**

*by*Bahram Pesaran & M. Hashem Pesaran

**A Note on Allen-Uzawa Partial Elasticities of Substitution: The Case of the Translog Cost Function**

*by*Christev, Atanas & Featherstone, Allen

**A Note on Allen-Uzawa Partial Elasticities of Substitution: The Case of the Translog Cost Function**

*by*Atanas Christev & Allen Featherstone

**Resources and Standards in Urban Schools**

*by*Stephen Machin & Sandra McNally & Costas Meghir

**Resources and Standards in Urban Schools**

*by*Machin, Stephen & McNally, Sandra & Meghir, Costas

**Addressing the Employment-Poverty Nexus in Kenya: Comparing Cash-Transfer and Job-Creation Programmes**

*by*Eduardo Zepeda

**Joint and Marginal Diagnostic Tests for Conditional Mean and Variance Specifications**

*by*Juan Carlos Escanciano

**Backtesting Parametric Value-at-Risk with Estimation Risk**

*by*Juan Carlos Escanciano & Jose Olmo

**A re-assessment of German import demand**

*by*Sabine Stephan

**Mixed Exponential Power Asymmetric Conditional Heteroskedasticity**

*by*Mohammed Bouaddi & Jeroen V.K. Rombouts

**Theory and inference for a Markov switching Garch model**

*by*Luc Bauwens & Arie Preminger & Jeroen V.K. Rombouts

**Capturing Common Components in High-Frequency Financial Time Series: A Multivariate Stochastic Multiplicative Error Model**

*by*Nikolaus Hautsch

**Long Memory Persistence in the Factor of Implied Volatility Dynamics**

*by*Wolfgang Härdle & Julius Mungo

**A Generalized ARFIMA Process with Markov-Switching Fractional Differencing Parameter**

*by*Wen-Jen Tsay & Wolfgang Härdle

**A VAR Framework for Forecasting Hong Kong'S Output and Inflation**

*by*Hans Genberg & Jian Chang

**Bayesian forecast combination for VAR models**

*by*Andersson, Michael K & Karlsson, Sune

**Using a New Open Economy Macroeconomics model to make real nominal exchange rate forecasts**

*by*Sellin, Peter

**Model selection for monetary policy analysis How important is empirical validity?**

*by*Akram, Q. Farooq & Nymoen , Ragnar

**Bayesian Forecast Combination for VAR Models**

*by*Andersson, Michael K & Karlsson, Sune

**Computational Efficiency in Bayesian Model and Variable Selection**

*by*Eklund, Jana & Karlsson, Sune

**An Embarrassment of Riches: Forecasting Using Large Panels**

*by*Eklund, Jana & Karlsson, Sune

**New York mark-ups on petroleum products**

*by*Wlaslowski, Szymon & Binner, Jane & Guiletti, Monica & Joseph, Nathan & Nilsson, Birger

**Multivariate GARCH models**

*by*Silvennoinen, Annastiina & Teräsvirta, Timo

**Testing for Volatility Interactions in the Constant Conditional Correlation GARCH Model**

*by*Nakatani, Tomoaki & Teräsvirta, Timo

**Developing Ridge Parameters for SUR Models**

*by*Alkhamisi, M.A. & Shukur, Ghazi

**Exchange rate volatility, macro announcements and the choice of intraday seasonality filtering method**

*by*Laakkonen, Helinä

**Estimating a small DSGE model under rational and measured expectations: some comparisons**

*by*Paloviita, Maritta

**Rupture structurelle et demande de monnaie au Rwanda**

*by*Jean-François Goux & Thomas Rusuhuzwa Kigabo

**A Model for Multivariate Non-negative Valued Processes in Financial Econometrics**

*by*Fabrizio Cipollini & Robert F. Engle & Giampiero M. Gallo

**Volatility Spillovers, Interdependence and Comovements: A Markov Switching Approach**

*by*Giampiero Gallo & Edoardo Otranto

**Evaluating the Empirical Performance of Alternative Econometric Models for Oil Price Forecasting**

*by*Matteo Manera & Chiara Longo & Anil Markandya & Elisa Scarpa

**Detecting and Forecasting Economic Regimes in Multi-Agent Automated Exchanges**

*by*Ketter, W. & Collins, J. & Gini, M. & Gupta, A. & Schrater, P.

**A rank-ordered logit model with unobserved heterogeneity in ranking capabilities**

*by*van Dijk, A. & Fok, D. & Paap, R.

**Does Money Matter for the Identification of Monetary Policy Shocks: A DSGE Perspective**

*by*Céline Poilly

**Consumption-Leisure Trade-offs and Persistency in Business Cycles**

*by*Moral Zuazo, María Paz & Barañano Mentxaka, Ilaski

**Financing constraints and a firm's decision and ability to innovate: establishing direct and reverse effects**

*by*Vassilis Hajivassiliou & Frédérique Savignac

**Cointegration, Long-Run Structural Modelling And Weak Exogeneity: Two Models Of The Uk Economy**

*by*Jan P.A.M. Jacobs & Kenneth F. Wallis

**Development and Validation of Credit-Scoring Models**

*by*Glennon, Dennis & Kiefer, Nicholas M. & Larson, C. Erik & Choi, Hwan-sik

**Modelos econométricos dinámicos y desarrollo económico: Análisis del salario real, la productividad y el empleo en los países de la OCDE, 1965-2005**

*by*Guisan, M.C.

**Causalidad y desarrollo económico: Análisis econométrico de los países de la OCDE, 1965-2005**

*by*Guisan, M.C.

**Information Criteria for Impulse Response Function Matching Estimation of DSGE Models**

*by*Hall, Alastair & Inoue, Atsushi & Nason M, James & Rossi, Barbara

**Information, data dimension and factor structure**

*by*Jan Jacobs & Pieter Otter & Ard den Reijer

**Agglomeration, Innovation and Regional Development: Theoretical Perspectives and Meta-Analysis**

*by*Henri L.F. de Groot & Jacques Poot & Martijn J. Smit

**Dynamic Correlations and Optimal Hedge Ratios**

*by*Charles S. Bos & Phillip Gould

**A Note on the Use of R-squared in Model Selection**

*by*Alfredo A. Romero

**Theory and inference for a Markov switching GARCH model**

*by*Luc, BAUWENS & Arie, PREMINGER & Jeroen, ROMBOUTS

**Backtesting VaR Models: An Expected Shortfall Approach**

*by*Timotheos Angelidis & Stavros Degiannakis

**Comparing Alternative Predictors Based on Large-Panel Factor Models**

*by*D''Agostino, Antonello & Giannone, Domenico

**Growth and relative living standards - testing Barriers to Riches on post-war panel data**

*by*Meenagh, David & Minford, Patrick & Wang, Jiang

**Mixed exponential power asymmetric conditional heteroskedasticity**

*by*BOUADDI, Mohammed & ROMBOUTS, Jeroen V.K.

**Theory and inference for a Markov switching GARCH model**

*by*BAUWENS, Luc & PREMINGER, Arie & ROMBOUTS, Jeroen V.K.

**Simulation based Bayesian econometric inference: principles and some recent computational advances**

*by*HOOGERHEIDE, Lennart F. & VAN DIJK, Herman K. & VAN OEST, Rutger D.

**Las Consecuencias Económicas De Un Nombre Atípico. El Caso Colombiano**

*by*Alejandro Gaviria & Carlos Medina & María del Mar Palau

**On The Efficiency And Consistency Of Likelihood Estimation In Multivariate Conditionally Heteroskedastic Dynamic Regression Models**

*by*Enrique Sentana & Gabriele Fiorentini

**VAR Model Averaging for Multi-Step Forecasting**

*by*Johannes Mayr & Dirk Ulbricht

**Log versus level in VAR forecasting: 16 Million empirical answers - expect the unexpected**

*by*Johannes Mayr & Dirk Ulbricht

**Jointness of Growth Determinants**

*by*Gernot Doppelhofer & Melvyn Weeks

**Resources and Standards in Urban Schools**

*by*Stephen Machin & Sandra McNally & Costas Meghir

**Dynamic Stochastic General Equilibrium (DSGE) Priors for Bayesian Vector Autoregressive (BVAR) Models: DSGE Model Comparison**

*by*Theodoridis, Konstantinos

**Growth and relative living standards - testing Barriers to Riches on post-war panel data**

*by*Minford, Patrick & Meenagh, David & Wang, Jiang

**Discriminating mean and variance shifts**

*by*Carlos Santos

**Modelling Volatilities and Conditional Correlations in Futures Markets with a Multivariate t Distribution**

*by*Pesaran, B. & Pesaran, M.H.

**Identification of a Loan Supply Function: A Cross-Country Test for the Existence of a Bank Lending Channel**

*by*Sophocles N. Brissimis & Matthaios D. Delis

**Does Money Matter for the Identification of Monetary Policy Shocks: A DSGE Perspective**

*by*Poilly, C.

**Testing heterogeneity within the euro area**

*by*Jondeau, E. & Sahuc, J-G.

**Testing for trend**

*by*Fabio Busetti & Andrew Harvey

**Back to square one: identification issues in DSGE models**

*by*Fabio Canova & Luca Sala

**Implications of Asymmetry Risk for Portfolio Analysis and Asset Pricing**

*by*Fousseni Chabi-Yo & Dietmar Leisen & Eric Renault

**Optimization in a Simulation Setting: Use of Function Approximation in Debt Strategy Analysis**

*by*David Jamieson Bolder & Tiago Rubin

**Simulation-Based Tests of Forward-Looking Models Under VAR Learning Dynamics**

*by*Luca FANELLI & Giulio PALOMBA

**Dynamic Estimation of Volatility Risk Premia and Investor Risk Aversion from Option-Implied and Realized Volatilities**

*by*Tim Bollerslev & Michael Gibson & Hao Zhou

**Taking a DSGE Model to the Data Meaningfully**

*by*Franchi, Massimo & Jusélius, Katarina

**A Rank-Order Test on the Statistical Performance of Neural Network Models for Regional Labor Market Forecasts**

*by*Patuelli, Roberto & Longhi, Simonetta & Reggiani, Aura & Nijkamp, Peter & Blien, Uwe

**The Question of Economic Convergence - first part -**

*by*Iancu, Aurel

**Testing for Heteroskedasticity on the Bucharest Stock Exchange**

*by*Radu Lupu & Iulia Lupu

**La tasa de los fondos federales de Estados Unidos y la dinamica del mercado laboral en una economia pequena, abierta y dolarizada: Evidencia mediante la creacion y destruccion de empleo en Puerto Rico**

*by*Carlos A. Rodriguez & Karen Ortiz

**Equilibrium Exchange Rates in the Eu New Members: Methodology, Estimation and Applicability to ERM II**

*by*Roman Horváth & Luboš Komárek

**Challenges Facing the Polish Banking Industry: A Comparative Study with UK Banks**

*by*Catarina Figueira & Joseph G. Nellis & David Parker

**Caracterización no lineal y predicción no paramétrica en el IBEX35/Nonlinear Characterization and Predictions of IBEX 35**

*by*OLMEDO,E. & VELASCO, F. & VALDERAS, J.M.

**El canal del crédito bancario en Colombia: 1995-2005. Una aproximación mediante modelos de umbral**

*by*Maria Isabel Restrepo Estrada & Diana Constanza Restrepo Ochoa

**Analyse der Prognoseeigenschaften von ifo-Konjunkturindikatoren unter Echtzeitbedingungen**

*by*Gerit Vogt

**Monetary Policy Inertia or Persistent Shocks: A DSGE Analysis**

*by*Julio Carrillo & Patrick Fève & Julien Matheron

**Comparación de Ponderaciones en Regresiones Probit Simultáneas en un Modelo para la Estimación de la Participación Laboral**

*by*Verónica Herrero & Mónica Bocco

**Testing for Model Selection in Predicting Aggregate Variables**

*by*Giacomo Sbrana

**Trade Reforms And Breakpoints In Australia’S Manufactured Trade: An Application Of The Zivot And Andrews Model**

*by*JAYANTHAKUMARAN, Kankesu & PAHLAVANI; Mosayeb & Frank NERI, Frank

**Are Taylor-Based Monetary Policy Rules Forward-Looking?. An Investigation Using Superexogeneity Tests**

*by*SOOREEA, Rajeev

**Instabile Geldnachfrage im Euroraum?**

*by*Christian Dreger & Jürgen Wolters

**El canal del crédito bancario en Colombia: 1995-2005. Una aproximación mediante modelos de umbral**

*by*María Isabel Restrepo & Diana Constanza Restrepo

**Exchange Rate Pass-Through Effects:A Disaggregate Analysis Of Colombianimports Of Manufactured Goods**

*by*HERNÁN RINCÓN & ÉDGAR CAICEDO & NORBERTO RODRÍGUEZ

**Sensitivity of international blocs´ trade effect to alternative specifications of the gravity equation**

*by*Yener Kandogan

**Maquette d’inflation zone euro**

*by*CHAUVIN, V. & DEVULDER, A.

**The Predictive Performance of Asymmetric Normal Mixture GARCH in Risk Management: Evidence from Turkey**

*by*Atilla Çifter & Alper Özün

**Econometric analysis of Labour Market in Bulgaria - 1991-2006**

*by*Anita Staneva

**Strategic Solutions for Combining of Marketing Mix Elements**

*by*Petar Bantchev

**Does Interest Rate Liberalisation Really Improve the Allocative Efficiency of Investment? Kenya's Experience**

*by*Nicholas Odhiambo

**Return Dynamics in North African Stock Markets**

*by*Paul Alagidede

**Minderung der Risiken bei Wertpapieranlagen zur Altersvorsorge mit marktneutralen Anlagestrategien**

*by*Scholtz, Hellmut D.

**Stochastic unit-root bilinear processes**

*by*Christian Francq & Svetlana Makarova & Jean-Michel ZakoÃ¯an

**A closed form approach to valuing and hedging basket options**

*by*Svetlana Borovkova & Ferry Permana

**A multiple testing procedure for neural network model selection**

*by*Michele La Rocca & Cira Perna

**Equilibrium Specification and Structure of Technology: a Factor Substitution Analysis in French Industrial Demand of Energy**

*by*Sourour Baccar

**Lag or Error? - Detecting the Nature of Spatial Correlation**

*by*Mario Larch & Janette Walde

**On the stability of the wealth effect**

*by*Pedro BaÃ§Ã£o & Fernando Alexandre & Vasco J. Gabriel

**The Empirical Relevance of the Lucas Critique**

*by*Paolo Surico & Thomas Lubik

**Structural Estimation and Evaluation of Calvo-Style Inflation Models**

*by*Jean-Marie Dufour & Lynda Khalaf & Maral Kichian

**Backhauling in forest transportation - models, methods and practical usage**

*by*Carlsson, Dick & Rönnqvist, Mikael

**Modelling autoregressive processes with a shifting mean**

*by*González, Andrés & Teräsvirta, Timo

**Purchasing Power Parity among Developing Countries and their Trade-Partners. Evidence from Selected CEEC and Implications for their Membership of EU**

*by*Nikolaos Giannellis & Athanasios P. Papadopoulos

**Accuracy and properties of German business cycle forecasts**

*by*Osterloh, Steffen

**The Yield of Ten-Year T-Bonds: Stumbling Towards a 'Good' Forecast**

*by*Weißbach, Rafael & Ponyatovskyy, Vladyslav & Zimmermann, Guido

**Evaluating Alternative Representations of the Choice Sets in Models of Labour Supply**

*by*Ugo Colombino & R. Aaberge & T. Wennemo

**Style of practice and assortative mating: a recursive probit analysis of cesarean section scheduling in Italy**

*by*Daniele Fabbri & Chiara Monfardini

**Asset Prices as Indicators of Euro Area Monetary Policy: An Empirical Assessment of Their Role in a Taylor Rule**

*by*P. Siklos & M. Bohl

**Macroeconometric modelling for evaluationg the policy impact on growth in dualistic countries: the case of Southern Italian Regions**

*by*Stefania P. S. Rossi & Guido Pellegrini & Ornella Tarola

**Spurious Regressions With Time-Series data: Further Asymptotic Results**

*by*David E. A. Giles

**Volatility Forecast Comparison using Imperfect Volatility Proxies**

*by*Andrew Patton

**Testing for Structural Breaks in the Korean Economy 1980-2005: An Application of the Innovational Outlier and Additive Outlier Models**

*by*Harvie, Charles & Pahlavani, Mosayeb

**Australia and New Zealand CER Agreement and Breakpoints in Bilateral Trade: An Application of the Wald-type Test**

*by*Jayanthakumaran, Kankesu & Pahlavani, Mosayeb

**Identifying Structural Breaks in the Lebanese Economy 1970-2003: An Application of the Zivot and Andrews Test**

*by*Harvie, Charles & Pahlavani, Mosayeb & Saleh, Ali Salman

**Joint Diagnostic Tests for Conditional Mean and Variance Specifications**

*by*Juan Carlos Escanciano

**Using State Administrative Data to Measure Program Performance**

*by*Peter R. Mueser & Kenneth R. Troske & Alexey Gorislavsky

**The miracle of the Septuagint and the promise of data mining in economics**

*by*Stan du Plessis

**Will it float? The New Keynesian Phillips curve tested on OECD panel data**

*by*Roger Bjørnstad & Ragnar Nymoen

**The New Keynesian Phillips Curve for a Small Open Economy**

*by*Pål Boug & Ådne Cappelen & Anders Rygh Swensen

**Evaluating Alternative Representations of the Choice Sets in Models of Labour Supply**

*by*Rolf Aaberge & Ugo Colombino & Tom Wennemo

**A Behavioral Model of Work-trip Mode Choice in Shanghai**

*by*Gang Liu

**Forecasting Swiss inflation using VAR models**

*by*Caesar Lack

**Impact of oil prices in an estimated EU12 open economy model**

*by*M. Ratto & R. Girardi & R. Liska & W. Roeger & J. In't Veld

**Back to square one: identification issues in DSGE models**

*by*Fabio Canova & Luca Sala

**Comparing Value-at-Risk Methodologies**

*by*Luiz Renato Lima & Breno Pinheiro NÃ©ri

**GMM Based Tests for Locally Misspecified Models**

*by*Walter Sosa Escudero & Anil K. Bera

**Public Policy Framework for the New Zealand Innovation System**

*by*Smith, Keith

**Market Consumption and Hidden Consumption: A Test for Substitutability**

*by*Bruno Chiarini & Elisabetta Marzano

**Does Consumer Confidence Forecast Household Spending? The Euro Area Case (Appendix to the main text)**

*by*Dion, David Pascal

**Does Consumer Confidence Forecast Household Spending? The Euro Area Case**

*by*Dion, David Pascal

**Does Consumer Confidence Forecast Household Spending?**

*by*Dion, David Pascal

**Kerangka Kerja Ekonofisika dalam Basel II**

*by*Situngkir, Hokky & Surya, Yohanes

**Параллельные Вычисления В Математическом Моделировании Региональной Экономики // Параллельные Вычислительные Технологии - 2007. Труды Первой Международной Научной Конференции. Челябинск: Изд-Во Южно-Уральского Государственного Университета, 2007. C.140-151**

*by*Olenev, Nicholas

**The Distribution of Model Averaging Estimators and an Impossibility Result Regarding Its Estimation**

*by*Pötscher, Benedikt M.

**Modelling and Forecasting Volatility of Returns on the Ghana Stock Exchange Using GARCH Models**

*by*Frimpong, Joseph Magnus & Oteng-Abayie, Eric Fosu

**Macroeconomic Determinants Of The Investment Funds Market. The Romanian Case**

*by*Dima, Bogdan & Barna, Flavia & Nachescu, Miruna

**Violation duration as a better way of VaR model evaluation : evidence from Turkish market portfolio**

*by*Kilic, Ekrem

**Tax Buoyancy Estimates for Indian States**

*by*Rajaraman, Indira & Goyal, Rajan & Khundrakpam, Jeevan Kumar

**Macroeconometric Modelling in an Oil-Exporting Country: The case of Iran**

*by*Valadkhani, Abbas

**A Dynamic Approach to Demand for Energy in Turkey**

*by*Bilgili, Faik

**Ganzheitliche Wirkungen von Dummyvariablen auf die Prognosegenauigkeit ökonometrischer Modelle – analysiert am Beispiel des RWI-Konjunkturmodells KM59**

*by*Quaas, Georg

**Comparing Models of Macroeconomic Fluctuations: How Big Are the Differences?**

*by*Ghent, Andra

**Non-linearities in mark-up on costs**

*by*Wlazlowski, Szymon & Binner, Jane & Giulietti, Monica & Joseph, Nathan

**Bayesian Estimation of the GARCH(1,1) Model with Normal Innovations**

*by*David, Ardia

**Specification testing in discretized diffusion models: Theory and practice**

*by*Gao, Jiti & Casas, Isabel

**Equilibrium Exchange Rates in EU New Members: Applicable for Setting the ERM II Central Parity?**

*by*Horvath, Roman & Komarek, Lubos

**Examining the segment retention problem for the “Group Satellite” case**

*by*Ana Oliveira-Brochado & F. Vitorino Martins

**Exploring the Usefulness of a Non-Random Holdout Sample for Model Validation: Welfare Effects on Female Behavior**

*by*Michael P. Keane & Kenneth I. Wolpin

**Stock Market Volatility And The Forecasting Accuracy Of Implied Volatility Indices**

*by*Kazuhiko NISHINA & Tatsuro Nabil MAGHREBI & Moo-Sung KIM

**Forecasting Monthly GDP for Canada**

*by*Annabelle Mourougane

**Two Flaws In Business Cycle Accounting**

*by*Lawrence J. Christiano & Joshua M. Davis

**How to Advance Theory with Structural VARs: Use the Sims-Cogley-Nason Approach**

*by*Patrick J. Kehoe

**Testing Portfolio Efficiency with Conditioning Information**

*by*Wayne E. Ferson & Andrew F. Siegel

**On the Failure of the Bootstrap for Matching Estimators**

*by*Alberto Abadie & Guido W. Imbens

**Nonparametric Tests for Treatment Effect Heterogeneity**

*by*Richard K. Crump & V. Joseph Hotz & Guido W. Imbens & Oscar A. Mitnik

**Markov-switching Unit Root Test: A study of the Property Price Bubbles in Hong Kong and Seoul**

*by*Qin Xiao & Randolph Gee Kwang Tan

**Signal Extraction with Kalman Filter: A Study of the Hong Kong Property Price Bubbles**

*by*Qin Xiao & Randolph Gee Kwang Tan

**Local Linear Multivariate Regression with Variable Bandwidth in the Presence of Heteroscedasticity**

*by*Azhong Ye & Rob J Hyndman & Zinai Li

**The Relationship Between Female Labour Force Participation And Fertility In G7 Countries: Evidence From Panel Cointegration And Granger Causality**

*by*Vinod Mishra & Ingrid Nielsen & Russell Smyth

**Nonparametric Tests for Treatment Effect Heterogeneity**

*by*Richard K. Crump & V. Joseph Hotz & Guido W. Imbens & Oscar A. Mitnik

**Moving the Goalposts: Addressing Limited Overlap in Estimation of Average Treatment Effects by Changing the Estimand**

*by*Richard K. Crump & V. Joseph Hotz & Guido W. Imbens & Oscar A. Mitnik

**What do “residuals” from first-order conditions reveal about DGE models?**

*by*Alok Johri, Marc-André Letendre

**The Distributional Impact of Healthcare Financing in Nigeria: A Case Study of Enugu State**

*by*Hyacinth Ementa Ichoku & William Munpuibeyi Fonta

**Variance Estimation in a Random Coefficients Model**

*by*Schlicht, Ekkehart & Ludsteck, Johannes

**Model Uncertainty and Bayesian Model Averaging in Vector Autoregressive Processes**

*by*Rodney W. Strachan & Herman K. van Dijk

**Forecasting interest rate swap spreads using domestic and international risk factors: Evidence from linear and non-linear models**

*by*Ilias Lekkos & Costas Milas & Theodore Panagiotidis

**Calendar Anomalies in an Emerging African Market: Evidence from the Ghana Stock Exchange**

*by*Paul Alagidede & Theodore Panagiotidis

**Testing the Conditional Mean Function of Autoregressive Conditional Duration Models**

*by*Nikolaus Hautsch

**Testing Preference Axioms in Discrete Choice experiments: A Reappraisal**

*by*Jens Leth Hougaard & Tue Tjur & Lars Peter Østerdal

**Commuting, Externalities, and the Geographical Sizes of Metropolitan Areas**

*by*Eckhardt Bode

**The Complex Response of Monetary Policy to the Exchange Rate**

*by*Ram Sharan Kharel & Christopher Martin & Costas Milas

**The Impact of Uncertainty on Monetary Policy Rules in the UK**

*by*Christopher Martin & Costas Milas

**Forecasting interest rate swap spreads using domestic and international risk factors: Evidence from linear and non-linear models**

*by*Costas Milas & Ilias Lekkos & Theodore Panagiotidis

**Moving the Goalposts: Addressing Limited Overlap in Estimation of Average Treatment Effects by Changing the Estimand**

*by*Richard K. Crump & V. Joseph Hotz & Guido W. Imbens

**Moving the Goalposts: Addressing Limited Overlap in Estimation of Average Treatment Effects by Changing the Estimand**

*by*Crump, Richard K. & Hotz, V. Joseph & Imbens, Guido W. & Mitnik, Oscar A.

**Testing Dependence among Serially Correlated Multi-Category Variables**

*by*Pesaran, M. Hashem & Timmermann, Allan

**Testing Dependence among Serially Correlated Multi-Category Variables**

*by*M. Hashem Pesaran & Allan Timmermann

**Nonparametric Tests for Treatment Effect Heterogeneity**

*by*Richard K. Crump & V. Joseph Hotz & Guido W. Imbens & Oscar A. Mitnik

**Nonparametric Tests for Treatment Effect Heterogeneity**

*by*Crump, Richard K. & Hotz, V. Joseph & Imbens, Guido W. & Mitnik, Oscar A.

**'Making Work Pay' in a Rationed Labour Market**

*by*Olivier Bargain & Marco Caliendo & Peter Haan & Kristian Orsini

**'Making Work Pay' in a Rationed Labour Market**

*by*Bargain, Olivier & Caliendo, Marco & Haan, Peter & Orsini, Kristian

**Variance Estimation in a Random Coefficients Model**

*by*Schlicht, Ekkehart & Ludsteck, Johannes

**Variance Estimation in a Random Coefficients Model**

*by*Ekkehart Schlicht & Johannes Ludsteck

**Beans for Breakfast? How Exportable Is the British Workfare Model?**

*by*Olivier Bargain & Kristian Orsini

**Beans for Breakfast? How Exportable Is the British Workfare Model?**

*by*Bargain, Olivier & Orsini, Kristian

**Tenure Profiles and Efficient Separation in a Stochastic Productivity Model**

*by*Sebastian Buhai & Coen Teulings

**Tenure Profiles and Efficient Separation in a Stochastic Productivity Model**

*by*Buhai, Sebastian & Teulings, Coen

**Evaluating Alternative Representations of the Choice Sets in Models of Labour Supply**

*by*Rolf Aaberge & Ugo Colombino & Tom Wennemo

**Evaluating Alternative Representations of the Choice Sets in Models of Labour Supply**

*by*Aaberge, Rolf & Colombino, Ugo & Wennemo, Tom

**Consistent Specification Test For Ordered Discrete Choice Models**

*by*Juan Mora & Ana I. Moro

**On the Specification of Propensity Scores: with an Application to the WTO-Environment Debate**

*by*Daniel Millimet & Rusty Tchernis

**Simulation based selection of competing structural econometric models**

*by*Tong Li

**Nonparametric Density Estimation for Positive Time Series**

*by*Taoufik Bouezmarni & Jeroen V.K. Rombouts

**Regime switching GARCH models**

*by*Luc Bauwens & Arie Preminger & Jeroen V.K. Rombouts

**Evaluating alternative representations of the choice sets in models of labour supply**

*by*Rolf Aaberge & Ugo Colombino & Tom Wennemo

**Skewness Premium with Lévy Processes**

*by*José Fajardo & Ernesto Mordecki

**Formative Measurement Models in Covariance Structure Analysis: Specification and Identification**

*by*Dirk Temme & Lutz Hildebrandt

**Probleme der Validierung mit Strukturgleichungsmodellen**

*by*Lutz Hildebrandt & Dirk Temme

**On the Appropriateness of Inappropriate VaR Models**

*by*Wolfgang Härdle & Zdenek Hlavka & Gerhard Stahl

**Identifying Strategic Interactions in Swedish Local Income Tax Policies**

*by*Edmark, Karin & Ågren, Hanna

**Influence of News in Moscow and New York on Returns and Risks on Baltic State Stock Indices**

*by*Brännäs, Kurt & Soultanaeva, Albina

**A Generalized Knowledge Production Function**

*by*Heshmati, Almas

**U.S. natural rate dynamics reconsidered**

*by*Bårdsen, Gunnar & Nymoen, Ragnar

**An empirically based implementation and evaluation of a network model for commuting flows**

*by*Gitlesen, Jens Petter & Kleppe, Gisle & Thorsen, Inge & Ubøe, Jan

**Using internal replication to establish a treatment effect**

*by*Johansson, Per

**Taking the temperature – forecasting GDP growth for mainland China**

*by*Curran, Declan & Funke, Michael

**Forecast errors and the macroeconomy — a non-linear relationship?**

*by*Ulrich Fritsche & Joerg Doepke

**Taking the Temperature - Forecasting GDP Growth for Mainland China**

*by*Declan Curran & Michael Funke

**Stability Tests for Heterogeneous Panel Data**

*by*Felix Chan Tommaso Mancini-Griffoli Laurent L. Pauwels

**Explaining the Euro's Effect on Trade? Interest Rates in an Augmented Gravity Equation**

*by*Tommaso Mancini Griffoli

**Super-Consistent Tests of Lp-Functional Form**

*by*Jonathan Hill

**Asymptotically Nuisance-Parameter-Free Consistent Tests of Lp-Functional Form**

*by*Jonathan Hill

**Business Cycle Analysis and VARMA models**

*by*Christian Kascha & Karel Mertens

**A Mixture Multiplicative Error Model for Realized Volatility**

*by*Markku Lanne

**Forecasting Realized Volatility by Decomposition**

*by*Markku Lanne

**The Long-Run Phillips Curve and Non-Stationary Inflation**

*by*Bill Russell, Anindya Banerjee

**Model uncertainty and Bayesian model averaging in vector autoregressive processes**

*by*Strachan, R.W. & van Dijk, H.K.

**Desarrollo financiero y volatilidad del crecimiento económico: Evidencia para México y Estados Unidos**

*by*Rodolfo Cermeño & María José Roa García & Claudio González Vega

**How Well Does a Small Structural Model with Sticky Prices and Wages Fit Postwar U.S. Data?**

*by*Julien Matheron & Céline Poilly

**Yapisal Kirilma Altinda Para Talebinin Istikrari: Türkiye Örnegi**

*by*Nazif Catik

**The Stability Of The Turkish Phillips Curve And Alternative Regime Shifting Models**

*by*Özlem Önder

**Tests of Independence in Separable Econometric Models: Theory and Application**

*by*Donald J. Brown & Rahul Deb & Marten H. Wegkamp

**Specification and Informational Issues in Credit Scoring**

*by*Kiefer, Nicholas M. & Larson, C. Erik

**A Simulation Estimator for Testing the Time Homogeneity of Credit Rating Transition**

*by*Kiefer, Nicholas M. & Larson, C. Erik

**Robust Model Selection in Dynamic Models with an Application to Comparing Predictive Accuracy**

*by*Choi, Hwan-sik & Kiefer, Nicholas M.

**Non-Stationary Inflation and the Markup: an Overview of the Research and some Implications for Policy**

*by*Bill Russell

**Detecting and Predicting Forecast Breakdowns**

*by*Rossi, Barbara & Giacomini, Raffaella

**Misspecifiation of the Panzar-Rosse Model: Assessing Competition in the Banking Industry**

*by*Jacob Bikker & Laura Spierdijk & Paul Finnie

**Investigating M3 Money Demand in the Euro Area: New Evidence Based on Standard Models**

*by*Christian Dreger & Jürgen Wolters

**Apply with Caution: Introducing UK-Style In-work Support in Germany**

*by*Peter Haan & Michal Myck

**Growth and Inequality: A Meta-Analysis**

*by*Laura de Dominicis & Henri L.F. de Groot & Raymond J.G.M. Florax

**Tests for Independence in Nonparametric Regression**

*by*Einmahl, J.H.J. & Keilegom, I. van

**Goodness-of-Fit Tests in Nonparametric Regression**

*by*Einmahl, J.H.J. & Keilegom, I. van

**Prioritizing Policies for Pro-Poor Growth: Applying Bayesian Model Averaging to Vietnam**

*by*Klump, R. & Prüfer, P.

**Do Euro-Med agreements improve democracy and the quality of institutions in EU partner countries ?**

*by*Duc, Cindy & Lavallée, Emmanuelle

**Understanding the Fine Structure of Electricity Prices**

*by*Geman, Hélyette & Roncoroni, Andréa

**Multivariate mixed normal conditional heteroskedasticity**

*by*Luc, BAUWENS & C.M., HAFNER & J.V.K., ROMBOUTS

**Regime switching GARCH models**

*by*Luc, BAUWENS & Arie, PREMINGER & Jeroen, ROMBOUTS

**Purchasing Power Parity among developing countries and their trade-partners. Evidence from selected CEECs and Implications for their membership of EU**

*by*Nikolaos Giannellis & Athanasios Papadopoulos

**International Stock Return Comovements**

*by*Bekaert, Geert & Hodrick, Robert J & Zhang, Xiaoyan

**Tenure Profiles and Efficient Separation in a Stochastic Productivity Model**

*by*Buhai, Ioan Sebastian & Teulings, Coen N

**Multivariate mixed normal conditional heteroskedasticity**

*by*BAUWENS, Luc & HAFNER, Christian & ROMBOUTS, Jeroen

**Regime switching GARCH models**

*by*BAUWENS, Luc & PREMINGER, Arie & ROMBOUTS, Jeroen

**Valor en Riesgo: Evaluación del desempeño de diferentes metodologías para 7 países latinoamericanos**

*by*Julio César Alonso & Mauricio Alejandro Arcos

**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

**Spillovers From Foreign Direct Investment:Within Or Between Industries?**

*by*Maurice Kugler

**Modelling autoregressive processes with a shifting mean**

*by*Timo Terasvirta & Andrés González

**Identifying Fiscal Policy Shocks In Chile And Colombia**

*by*Jorge E. Restrepo & Hernán Rincón

**Issues in Adopting DSGE Models for Use in the Policy Process**

*by*Martin Fukac & Adrian Pagan

**An Econometric Analysis of Emission Trading Allowances**

*by*Marc S. Paoletta & Luca Taschini

**What Jump Process to use to Model S&P500 Returns?**

*by*Maria Semenova

**Dynamic modeling under linear-exponential loss**

*by*Stanislav Anatolyev

**Nonparametric retrospection and monitoring of predictability of financial returns**

*by*Stanislav Anatolyev

**How Big is Big Enough? Justifying Results of the iid Test Based on the Correlation Integral in the Non-Normal World**

*by*Lubos Briatka

**Monetary policy before and after the euro: Evidence from Greece**

*by*Arghyrou, Michael G

**Current Account Imbalances and Real Exchange Rates in the Euro Area**

*by*Arghyrou, Michael G & Chortareas, Georgios

**Testing for Long Memory and Nonlinear Time Series: A Demand for Money Study**

*by*Bond, Derek & Harrison, Michael J & O’Brien, Edward J.

**Testing Dependence Among Serially Correlated Multi-category Variables**

*by*Pesaran, M.H. & Timmermann, A.

**Testing the New Keynesian Phillips Curve through Vector Autoregressive models : Results from the Euro area**

*by*Luca Fanelli

**Inflation Forecasts and the New Keynesian Phillips Curve**

*by*Sophocles N. Brissimis & Nicholas S. Magginas

**Model selection for monetary policy analysis – Importance of empirical validity**

*by*Q. Farooq Akram & Ragnar Nymoen

**Pursuing financial stability under an inflation-targeting regime**

*by*Q. Farooq Akram & Gunnar Bårdsen & Kjersti-Gro Lindquist

**Flexible inflation targeting and financial stability: Is it enough to stabilise inflation and output?**

*by*Q. Farooq Akram & Øyvind Eitrheim

**Monetary Policy Inertia or Persistent Shocks?**

*by*Carrillo, J. & Fève, P. & Matheron, J.

**How Well Does a Small Structural Model with Sticky Prices and Wages Fit Postwar U.S. Data?**

*by*Matheron, J. & Poilly, C.

**Volatility Forecasts for the Mexican Peso - U.S. Dollar Exchange Rate: An Empirical Analysis of Garch, Option Implied and Composite Forecast Models**

*by*Guillermo Benavides

**Structural Change in Covariance and Exchange Rate Pass-Through: The Case of Canada**

*by*Lynda Khalaf & Maral Kichian

**Forecasting Commodity Prices: GARCH, Jumps, and Mean Reversion**

*by*Jean-Thomas Bernard & Lynda Khalaf & Maral Kichian & Sebastien McMahon

**The Federal Reserve's Dual Mandate: A Time-Varying Monetary Policy Priority Index for the United States**

*by*René Lalonde & Nicolas Parent

**On determining the importance of a regressor with small and undersized samples**

*by*Peter Sandholt Jensen & Allan H. Würtz

**Semiparametric Construction of Spatial Generalized Hedonic Models for Private Properties**

*by*Stefan Sebastian Fahrländer

**Macroeconomic effects resulting from the incentives of the Economic and Tax Regime in the Canary Islands between 1994 and 2013**

*by*Sosvilla Rivero, Simón & Martínez Budría , Eduardo & Navarro Ibáñez , Manuel

**A methodology proposal for Stock Market Reactions to Expensing Stock Option Compensations**

*by*Radu Lupu

**Learning-by-Doing or Habit Formation?**

*by*Hafedh Bouakez & Takashi Kano

**An Investigation of the German Dominance Hypothesis in the Context of Eastern Enlargement of the EU**

*by*Mete Feridun

**Forecasting Inflation: An Art as Well as a Science!**

*by*Ard Reijer & Peter Vlaar

**U.S. Wage and Price Dynamics: A Limited-Information Approach**

*by*Argia M. Sbordone

**Has the Stock Market Integration Between the Asian and OECD Countries Improved After the Asian Crisis?**

*by*Girijasankar Mallik

**Economic Growth Before and After Reform: The Case of Egypt, 1973-2002**

*by*Kamaly, A.

**The Moroccan Monetary and Financial Structure Reforms and Economic Agents´Behaviour**

*by*El Bouhadi, A. & Benali, M.

**Australia and New Zealand CER agreement and breakpoints in bilateral trade: an application of the Wald-type test**

*by*Jayanthakumaran, K. & Pahlavani, M.

**Implication of the Taylor Rule on Real Exchange Rate Movement in Kenya**

*by*Nandwa, B.

**Empirical Evidence For A Money Demand Function: A Panel Data Analysis Of 27 Countries In 1988-98**

*by*GARCIA-HIERNAUX, Alfredo & CERNO, Leonel

**¿Existe el canal del crédito bancario?: evidencia para Colombia en el período 1995-2005**

*by*María Isabel Restrepo Estrada & Diana Constanza Restrepo Ochoa

**Foreign outsourcing, labour demand and the choice of functional form**

*by*Michel Dumont

**Une étude économétrique du nombre d'accidents dans le secteur de l'assurance automobile**

*by*María Del Carmen Melgar & José Antonio Ordaz & Flor María Guerrero

**Auswahl von Wertpapieren bei kurzfristigem Zeithorizont (2)**

*by*Scholtz, Hellmut D.

**Testing for Structural Breaks in Covariance: Exchange Rate Pass-Through in Canada**

*by*Maral Kichian & Lynda Khalaf

**A Limited Information Approach to the Simultaneous Estimation of Wage and Price Dynamics**

*by*Argia M. Sbordone

**Bootstrap inference on a nonlinear time series model of advertising effects**

*by*Miguel A. Arranz

**Estimating the Interest Rate Rule with Open Market Operations or Lump-Sum Transfers of Money**

*by*Filippo Ochinno & John Landon-Lane

**Stochastic and deterministic unit root models: problem of dominance**

*by*Svetlana Makarova & Wojciech Charemza

**Learning-by-doing or Habit Formation?**

*by*Takashi Kano & Hafedh Bouakez

**Simulation-based finite-sample linearity test against smooth transition models**

*by*González, Andrés & Teräsvirta, Timo

**Univariate nonlinear time series models**

*by*Teräsvirta, Timo

**Testing the Null of Co-integration in the Presence of Variance Breaks**

*by*Giuseppe Cavaliere and A M Robert Taylor

**Combining The Forecasts Using A Statistical Approach**

*by*Dospinescu, Andrei Silviu

**Impact Of Collinearity On The Estimated Parameters And Classical Statistical Tests Values Of Multifactorial Linear Regressions In Conditions Of O.L.S**

*by*Pavelescu, Florin Marius

**Avoiding Data Snooping in Multilevel and Mixed Effects Models**

*by*David Afshartous & Michael Wolf

**Formalized Data Snooping Based on Generalized Error Rates**

*by*Joseph P & Romano & Azeem M. Shaikh & Michael Wolf

**How to prioritise policies for poverty reduction: Applying Bayesian Model Averaging to Vietnam**

*by*Klump, Rainer & Prüfer, Patricia

**The Role of Asset Prices in Euro Area Monetary Policy: Specification and Estimation of Policy Rules and Implications for the European Central Bank**

*by*Bohl, Martin T. & Siklos, Pierre L.

**The volatility of realized volatility**

*by*Corsi, Fulvio & Kretschmer, Uta & Mittnik, Stefan & Pigorsch, Christian

**The forecast ability of risk-neutral densities of foreign exchange**

*by*Craig, Ben R. & Keller, Joachim

**The supervisor's portfolio: the market price risk of German banks from 2001 to 2003 - Analysis and models for risk aggregation**

*by*Memmel, Christoph & Wehn, Carsten

**Demand and productivity components of business cycles: Estimates and implications**

*by*Dufourt

**Trade Potential In An Enlarged European Union: A Recent Approach**

*by*Enrique Martínez-Galán & Maria-Paula Fontoura & Isabel Proença

**The Behavioral Equilibrium Exchange Rate of the Czech Koruna**

*by*Martin Melecky & Lubos Komarek

**Early Locking to the Euro: Some Estimates for the New EU Countries based on Equilibrium Exchange Rates**

*by*Martin Melecky

**Are Exchange Rates Really Random Walks? Some Evidence Robust to Parameter Instability**

*by*Barbara Rossi

**Solving, Estimating and Selecting Nonlinear Dynamic Economic Models without the Curse of Dimensionality**

*by*Viktor Winschel

**Methodology and Implementation of Value-at-Risk Measures in Emerging Fixed-Income Markets with Infrequent Trading**

*by*Gonzalo Cortazar & Alejandro Bernales & Diether Beuermann

**Market Efficiency and the Euro: The case of the Athens Stock Exchange**

*by*Theodore Panagiotidis

**From Default Probabilities To Credit Spreads: Credit Risk Models Do Explain Market Prices**

*by*Stefan Denzler & Michel M. Dacorogna & Ulrich A. Mueller & Alexander McNeil

**Multifractal Modeling of the US Treasury Term Structure and Fed Funds Rate**

*by*Sutthisit Jamdee & Cornelis A. Los

**Socio-Economic Development : Mathematical Models By Dr.Vsrs**

*by*DR.VSR.SUBRAMANIAM

**A Quarterly Econometric Model of the Slovenian Economy**

*by*Miroslav Verbic

**The smooth transition autoregressive target zone model with the Gaussian stochastic volatility and TGARCH error terms with applications**

*by*Oleg Korenok & Stanislav Radchenko

**Parametric and semiparametric specification tests for binary choice models: a comparative simulation study**

*by*Isabel Proenca & Joao Santos Silva

**Econometric Modeling of Business Telecommunications Demand using RETINA and Finite Mixtures**

*by*Massimiliano Marinucci & Teodosio Pérez-Amaral

**Oil And Gas Markets In The Uk: Evidence For From A Cointegrating Approach**

*by*Theodore Panagiotidis & Emilie Rutledge

**Models of Firm Dynamics and the Hazard Rate of Exits: Reconciling Theory and Evidence using Hazard Regression Models**

*by*Arnab Bhattacharjee

**Evidence on the Incentive Properties of Share Contracts**

*by*Luis H.B. Braido

**Are Exchange Rates Really Random Walks? Some Evidence Robust to Parameter Instability**

*by*Barbara Rossi

**The smooth transition autoregressive target zone model with the Gaussian stochastic volatility and TGARCH error terms with applications**

*by*Oleg Korenok & Stanislav Radchenko

**Multivariate Autoregressive Conditional Heteroskedasticity with Smooth Transitions in Conditional Correlations**

*by*Annastiina Silvennoinen & Timo Teräsvirta

**Panel Smooth Transition Regression Models**

*by*Andres Gonzalez & Timo Terasvirta & Dick van Dijk

**Back to square one: Identification issues in DSGE models**

*by*Fabio Canova & Luca Sala

**The Australian Dollar's Long-Term Fluctuations and Trend: The Commodity Prices-cum-Economic Cycles Hypothesis**

*by*Sanidas, Elias

**The Relationship Between Trade and Economic Growth in Iran: An Application of a New Cointegration Technique in the Presence of Structural Breaks**

*by*Pahlavani, Mosayeb

**Analysing the Trade-GDP Nexus in Iran: A Bounds Testing Approach**

*by*Pahlavani, Mosayeb

**Multiple Structural Breaks in Australia's Macroeconomic Data: An Application of the Lumsdaine and Papell Test**

*by*Valadkhani, Abbas & Layton, Allan P. & Pahlavani, Mosayeb

**Macroeconometric Modelling: Approaches and Experiences in Developing Countries**

*by*Valadkhani, Abbas

**Structural Changes in the Iranian Economy: An Empirical Analysis with Endogenously Determined Breaks**

*by*Pahlavani, Mosayeb & Wilson, Ed & Valadkhani, Abbas

**A Consistent Diagnostic Test for Regression Models Using Projections**

*by*Juan Carlos Escanciano

**On the Asymptotic Power Properties of Specification Tests for Dynamic Parametric Regressions**

*by*Juan Carlos Escanciano

**Doctors’ Fees in Ireland Following the Change in Reimbursement - Did They Jump?**

*by*David Madden

**Econometric modeling of business Telecommunications demand using Retina and Finite Mixtues**

*by*Massimiliano Marinucci & Teodosio Pérez-Amaral

**Different Modeling Strategies for Discrete Choice Models of Female Labour Supply: Estimates for Switzerland**

*by*Reto Nyffeler

**Semiparametric Construction of Spatial Generalized Hedonic Models for Private Properties**

*by*Stefan Sebastian Fahrlaender

**No One True Path: Uncovering the Interplay between Geography, Institutions, and Fractionalization in Economic Development**

*by*Chih Ming Tan

**Testing for Long Memory and Nonlinear Time Series: A Demand for Money Study**

*by*Derek Bond & Michael J. Harrison & Edward J. O'Brien

**Exchange Rate Pass-through in a Small Open Economy**

*by*Pål Boug & Ådne Cappelen & Torbjørn Eika

**Identifying Structural Breaks in Cointegrated VAR Models**

*by*Håvard Hungnes

**Unit Root Tests With Markov-Switching**

*by*Xiao Qin & Gee Kwang Randolph Tan

**Making a match: combining theory and evidence in policy-oriented macroeconomic modelling**

*by*Alasdair Scott & George Kapetanios & Adrian Pagan

**Extracting expectations from currency option prices: a comparison of methods**

*by*Marian Micu

**Changing Effects of Monetary Policy in the U.S. â€“Evidence from a Time-Varying Coefficient VAR**

*by*Christian Melzer & Thorsten Neumann

**Market consumpition and hidden consumption. A test for substitutability**

*by*Bruno Chiarini & Elisabetta Marzano

**Models of Firm Dynamics and the Hazard Rate of Exits: Reconciling Theory and Evidence using Hazard Regression Models**

*by*Arnab Bhattacharjee

**Estimation and Evaluation of a Segmented Markets Monetary Model**

*by*John Landon-Lane & Filippo Occhino

**Impacts of Employment Regulation: Towards an Evaluation Framework**

*by*Borland, Jeff

**Assessing the Usefulness of Structural Vector Autoregressions**

*by*Lawrence Christiano & Martin Eichenbaum

**Learning-by-Doing or Habit Formation?**

*by*Takashi Kano & Hafedh Bouakez

**A Likelihood-Based Evaluation of the Segmented Markets Friction in Equilibrium Monetary Models**

*by*Filippo Occhino & John Landon-Lane

**Usando información adicional en la estimación de la brecha producto en el Perú: una aproximación multivariada de componentes no observados**

*by*Gonzalo Llosa & Shirley Miller

**Using additional information in estimating the output gap in Peru: a multivariate unobserved component approach**

*by*Gonzalo Llosa & Shirley Miller

**Can Fluctuations in the Consumption-Wealth Ratio Help to Predict Exchange Rates?**

*by*Jorge Selaive & Vicente Tuesta R

**Size Matters: Covariance Matrix Estimation Under the Alternative**

*by*Jason Allen

**Can One Estimate the Unconditional Distribution of Post-Model-Selection Estimators ?**

*by*Leeb, Hannes & Pötscher, Benedikt M.

**Testing the New Keynesian Phillips curve through Vector Autoregressive models: Results from the Euro area**

*by*Fanelli, Luca

**Assessing the Number of Components in Mixture Models: a Review**

*by*Ana Oliveira-Brochado & Francisco Vitorino Martins

**Testing Alternative Dynamic Systems for Modelling Tourism Demand**

*by*Maria M. De Mello & Natércia Fortuna

**The Empirical Trap of Sign Reversals with Equality Restrictions**

*by*Stephen E. Haynes

**Measures of human capital: A review of the literature**

*by*Trinh Le & John Gibson & Les Oxley

**A Simple, Structural, and Empirical Model of the Antipodean Transmission Mechanism**

*by*Thomas A Lubik

**Modelling Security Market Events in Continuous Time: Intensity Based, Multivariate Point Process Models**

*by*Clive G. Bowsher

**Monetary policy and asset prices: To respond or not?**

*by*Gunnar Bårdsen & Q. Farooq Akram & Øyvind Eitrheim

**Detecting Neglected Parameter Heterogeneity with Chow Tests**

*by*Joachim Zietz

**Inflation Dynamics and the New Keynesian Phillips Curve: An Identification Robust Econometric Analysis**

*by*DUFOUR, Jean-Marie & KHALAF, Lynda & KICHIAN, Maral

**Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression**

*by*DUFOUR, Jean-Marie & FARHAT, Abdeljelil & KHALAF, Lynda

**Monte Carlo Tests with Nuisance Parameters: A General Approach to Finite-Sample Inference and Nonstandard Asymptotics**

*by*DUFOUR, Jean-Marie

**Inflation dynamics and the New Keynesian Phillips Curve: an identification robust econometric analysis**

*by*DUFOUR, Jean-Marie Dufour & KHALAF, Lynda & KICHIAN, Maral

**Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression**

*by*DUFOUR, Jean-Marie & FARHAT, Abdekjelik & KHALAF, Lynda

**Monte Carlo Tests with Nuisance Parameters: A General Approach to Finite-Sample Inference and Nonstandard Asymptotics**

*by*DUFOUR, Jean-Marie

**Another Look at Measures of Forecast Accuracy**

*by*Rob J. Hyndman & Anne B. Koehler

**Rana, Formichiere o un Milione di Euro? UnÕanalisi delle scelte in condizioni di incertezza in un esperimento naturale**

*by*Fabrizio Botti & Anna Conte & Daniela T. Di Cagno & Carlo D'Ippoliti

**Estimating the Risk Neutral Probability Density Functions Natural Spline versus Hypergeometric Approach Using European Style Options**

*by*Ruijun Bu & Kaddour Hadri

**On the predictability of common risk factors in the US and UK interest rate swap markets: Evidence from non-linear and linear models**

*by*Ilias Lekkos & Costas Milas & Theodore Panagiotidis

**The latent factor VAR model: Testing for a common component in the intraday trading process**

*by*Nikolaus Hautsch

**The Response of Monetary Policy to Uncertainty: Theory and Empirical Evidence for the US**

*by*Christopher Martin & Costas Milas

**On the predictability of common risk factors in the US and UK interest rate swap markets:Evidence from non-linear and linear models**

*by*Ilias Lekkos & Costas Milas & Theodore Panagiotidis

**Uncertainty and UK Monetary Policy**

*by*Christopher Martin & Costas Milas

**Uncertainty and Monetary Policy Rules in the United States**

*by*Christopher Martin & Costas Milas

**The price-dividend relationship in inflationary and deflationary regimes**

*by*Jakob B Madsen & Costas Milas

**Non-linear real exchange rate effects in the UK labour market**

*by*Gabriella Legrenzi & Costas Milas

**Non-linear adjustments in fiscal policy**

*by*Gabriella Legrenzi & Costas Milas

**Asymmetries in the Growth of Governments**

*by*Gabriella Legrenzi

**Sensitivity of Propensity Score Methods to the Specifications**

*by*Zhong Zhao

**Sensitivity of Propensity Score Methods to the Specifications**

*by*Zhao, Zhong

**Cooperative Models in Action: Simulation of a Nash-Bargaining Model of Household Labor Supply with Taxation**

*by*Bargain, Olivier & Moreau, Nicolas

**Cooperative Models in Action: Simulation of a Nash-Bargaining Model of Household Labor Supply with Taxation**

*by*Bargain, Olivier & Moreau, Nicolas

**On Modeling Household Labor Supply with Taxation**

*by*Bargain, Olivier

**On Modeling Household Labor Supply with Taxation**

*by*Bargain, Olivier

**Modelos De Estimacion De La Probabilidad De Negociacion Informada: Una Comparacion Metodologica En El Mercado Español**

*by*David Abad & Antonio Rubia

**German Exports to the Euro Area - A Cointegration Approach**

*by*Sabine Stephan

**Can the Kydland-Prescott Model Pass the Cogley-Nason Test?**

*by*Fève, Patrick & Matheron, Julien

**A Note on Allen-Uzawa Partial Elasticities of Substitution: The Case of the Translog Cost Function**

*by*Atanas Christev & Allen Featherstone

**The Impact of Macroeconomic and Regulatory Factors on Bank Efficiency: A Non-Parametric Analysis of Hong Kong's Banking System**

*by*Leigh M. Drake & Maximilian J. B. Hall & Richard Simper

**Forecast Combination and Model Averaging using Predictive Measures**

*by*Eklund, Jana & Karlsson, Sune

**Panel Smooth Transition Regression Models**

*by*González, Andrés & Teräsvirta, Timo & van Dijk, Dick

**Testing for Unit Roots in Nonlinear Dynamic Heterogeneous Panels**

*by*He, Changli & Sandberg, Rickard

**Inference for Unit Roots in a Panel Smooth Transition Autoregressive Model where the Time Dimension is Fixed**

*by*He, Changli & Sandberg, Rickard

**Dickey-Fuller Type of Tests against Nonlinear Dynamic Models**

*by*He, Changli & Sandberg, Rickard

**Testing Parameter Constancy in Unit Root Autoregressive Models Against Continuous Change**

*by*He, Changli & Sandberg, Rickard

**Multivariate Autoregressive Conditional Heteroskedasticity with Smooth Transitions in Conditional Correlations**

*by*Silvennoinen, Annastiina & Teräsvirta, Timo

**Comparing alternative Phillips curve specifications: European results with survey-based expectations**

*by*Paloviita , Maritta

**The role of expectations in euro area inflation dynamics**

*by*Paloviita, Maritta

**Tenure Profiles and Efficient Separation in a Stochastic Productivity Model**

*by*Buhai, Sebastian & Teulings, Coen

**Threshold Effects and Regional Economic Growth-Evidence from West Germany**

*by*Michael Funke & Annekatrin Niebuhr

**Mankiw's Puzzle on Consumer Durables: A Misspecification**

*by*Tam Bang Vu

**Konjunkturprognosen – Verfahren, Erfolgskontrolle und Prognosefehler**

*by*Michael Groemling

**Gaussian Tests of "Extremal White Noise" for Dependent, Heterogeneous, Heavy Tailed Strochastic Processes with an Application**

*by*Jonathan B. Hill

**On Tail Index Estimation Using Dependent,Heterogenous Data**

*by*Jonathan B. Hill

**Modeling Factor Demands with SEM and VAR: An Empirical Comparison**

*by*Matteo Manera

**A latent factor model for ordinal data to measure multivariate predictive ability of financial market movements**

*by*Philippe HUBER & Olivier SCAILLET & Maria-Pia VICTORIA-FESER

**Estimation of Jump-Diffusion Process vis Empirical Characteristic Function**

*by*Michael Rockinger & Maria Semenova

**Crescimento Económico e Ciclos Partidários: Uma Clarificação da Relação Existente**

*by*António Caleiro

**Following the High Road or Not: What Does It Imply for Firms As to WTR Implementation**

*by*Fabrice Gilles

**Testing Heterogeneity within the Euro Area Using a Structural Multi-Country Model**

*by*Eric Jondeau & Jean-Guillaume Sahuc

**On the Design of Artificial Stock Markets**

*by*Boer-Sorban, K. & de Bruin, A. & Kaymak, U.

**Weakly informative priors and well behaved Bayes factors**

*by*Strachan, R.W. & van Dijk, H.K.

**Testable implications of forecast optimality**

*by*Andrew J. Patton & Allan Timmermann

**A method of moments estimator for semiparametric index models**

*by*Bas Donkers & Marcia M. A. Schafgans

**International Stock Return Comovements**

*by*Bekaert, Geert & Hodrick, Robert J. & Zhang, Xiaoyan

**How Stable is the Forecasting Performance of the Yield Curve for Outpot Growth?**

*by*Rossi, Barbara & Giacomini, Raffaella

**The Synchronisation of European Labour Markets: An Analysis Using Aggregate Philips Curves**

*by*Nicolien Schermer

**Financing development: debt versus equity**

*by*Jo�l van der Weele

**Privatisation and Economic Growth**

*by*Margaret McKenzie

**'Making Work Pay' in a Rationed Labour Market: The Mini-Job Reform in Germany**

*by*Olivier Bargain & Marco Caliendo & Peter Haan & Kristian Orsini

**Forecast Errors and the Macroeconomy: A Non-Linear Relationship?**

*by*Ulrich Fritsche & Jörg Döpke

**Tenure Profiles and Efficient Separation in a Stochastic Productivity Model**

*by*Sebastian Buhai & Coen N. Teulings

**Outlier Detection in GARCH Models**

*by*Jurgen A. Doornik & Marius Ooms

**A Meta-Analysis of Beta-Convergence: The Legendary Two-Percent**

*by*Maria Abreu & Henri L.F. de Groot & Raymond J.G.M. Florax

**A Matter of Principal**

*by*Lautier, Delphine

**Real Options : Still looking for Evidence ?**

*by*Philippe, Henri

**Les impôts locaux sont-ils gaspillés?**

*by*Marc BAUDRY

**Estimating the Equilibrium Effective Exchange Rate for Potential EMU members**

*by*Nikolaos Giannellis & Athanasios Papadopoulos

**Mean and variance causality between the Cyprus Stock Exchange and major equity markets**

*by*Eleni Constantinou & Robert Georgiades & Avo Kazandjian & George Kouretas

**Gun Prevalence, Homicide Rates and Causality: A GMM Approach to Endogeneity Bias**

*by*Kleck, Gary & Kovandzic, Tomislav & Schaffer, Mark E

**How Useful is Bagging in Forecasting Economic Time Series? A Case Study of US CPI Inflation**

*by*Inoue, Atsushi & Kilian, Lutz

**Model Averaging and Value-at-Risk Based Evaluation of Large Multi-Asset Volatility Models for Risk Management**

*by*Pesaran, M Hashem & Zaffaroni, Paolo

**Forecast Combination and Model Averaging Using Predictive Measures**

*by*Eklund, Jana & Karlsson, Sune

**Bayesian Analysis of DSGE Models**

*by*An, Sungbae & Schorfheide, Frank

**Estimation and Testing of Dynamic Models with Generalized Hyperbolic Innovations**

*by*Mencía, Javier & Sentana, Enrique

**A model selection method for S-estimation**

*by*PREMINGER, Arie & SAKATA, Shinichi

**The Behavioural Equilibrium Exchange Rate of the Czech Koruna**

*by*Lubos Komarek & Martin Melecky

**Inflation Dynamics and the New Keynesian Phillips Curve: an Identification Robust Econometric Analysis**

*by*Jean-Marie Dufour & Lynda Khalaf & Maral Kichian

**Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression**

*by*Jean-Marie Dufour & Abdeljelil Farhat & Lynda Khalaf

**Monte Carlo tests with nuisance parameters: a general approach to finite-sample inference and non-standard asymptotics**

*by*Jean-Marie Dufour

**Inflation Expectations in the Czech Interbank Market**

*by*Martin Fukac

**A method of moments estimator for semiparametric index models**

*by*Bas Donkers & Marcia M Schafgans

**Testable Implications of Forecast Optimality**

*by*Andrew J. Patton & Allan Timmermann

**Jointness of Growth Determinants**

*by*Doppelhofer, G. & Weeks, M.

**Monetary policy and asset prices: To respond or not?**

*by*Q. Farook Akram & Gunnar Bårdsen & Øyvind Eitrheim

**An empirical evaluation of structural credit risk models**

*by*Nikola A. Tarashev

**The Fed and the Question of Financial Stability: An Empirical Investigation**

*by*Grunspan, T.

**Can the Kydland--Prescott Model Pass the Cogley--Nason Test?**

*by*Fève, P. & Matheron, J.

**Can option smiles forecast changes in interest rates? An application to the US, the UK and the euro area**

*by*Marcello Pericoli

**Intertemporal Substitution in Macroeconomics: Evidence from a Two-Dimensional Labour Supply Model with Money**

*by*Ali Dib & Louis Phaneuf

**Inflation Dynamics and the New Keynesian Phillips Curve: An Identification-Robust Econometric Analysis**

*by*Jean-Marie Dufour & Lynda Khalaf & Maral Kichian

**Learning-by-Doing or Habit Formation?**

*by*Hafedh Bouakez & Takashi Kano

**Financial Crises and Money Demand in Jamaica**

*by*Fiona Atkins

**A Quarterly Macroeconometric Model of the Turkish Economy**

*by*Cem Aysoy & Ahmet N. Kipici

**The impact of budget deficit onto the exchange rate**

*by*Karel Vít

**Financial Crisis Prediction: Specification of Pre-crisis Periods in Turkey, Argentina and Thailand**

*by*Petr Hájek

**Los siniestros en el seguro del automóvil: un análisis econométrico aplicado/The accidents in the automobile insurance: an applied econometric analysis**

*by*MELGAR HIRALDO, M.C. & GUERRERO CASAS, F.M.

**European Economic Policies at Work : the costs of Price Stability and Budget Consolidation**

*by*Carlo Altavilla & Ugo Marani

**Identifying the German Inventory Cycle, A Multivariate Structural Time Series Approach Using Survey Data**

*by*Erich Langmantel

**Some approachs to forecasting economic indicators**

*by*Marina Turuntseva & Sergey Drobyshevsky & Pavel Kadochnnikov

**Do the Measurements of Financial Market Inflation Expectations Yield Relevant Macroeconomic Information?**

*by*Martin Fukaè

**Cointegration and Structural Change in the Exports-Gdp Nexus: The Case of Iran, 1960-2003**

*by*Pahlavani, M.

**Multiple Structural Breaks In Australia’S Macroeconomic Data: An Application Of The Lumsdaine And Papell Test**

*by*VALADKHANI, A. & LAYTON, Allan P. & PAHLAVANI, M.

**Sources Of Economic Growth In Iran: A Cointegration Analysis In The Presence Of Structural Breaks, 1960-2003**

*by*Pahlavani, M.

**Macroeconomic Modelling: Approaches and Experiences in Development Countries**

*by*Valadkhani, A.

**Una evaluación de los pronósticos de inflación en Colombia bajo el esquema de inflación objetivo**

*by*Héctor Mauricio Nuñez Amortegui

**Estimación de la estructura a plazos de las tasas de interés en Colombia por medio del método de funciones B-spline cúbicas**

*by*Diego Mauricio Vásquez & Luis Fernando Melo

**A note on the Bandwidth choice when the null hypothesis is semiparametric**

*by*Jorge Barrientos Marín

**Community tax evasion models: A stochastic dominance test**

*by*Néstor Gandelman

**The empirics of the Solow growth model: Long-term evidence**

*by*Milton Barossi-Filho & Ricardo Gonçalves Silva & Eliezer Martins Diniz

**Structural models of default: lessons from firm-level data**

*by*Nikola Tarashev

**Explanation of Economic Growth Differences in the CEE Countries: Importance of the BOP Constraint**

*by*Virmantas Kvedaras

**Sales Forecasting Using Artificial Neural Networks**

*by*Marusia Ivanova

**Auswahl von Wertpapieren bei kurzfristigem Zeithorizont - Ein geeigneter Ansatz für die Altersversorgung?**

*by*Scholtz, Hellmut D.

**Altersvorsorge mit einem Mix aus Exchange Traded Funds und Optionsscheinen**

*by*Scholtz, Hellmut D.

**Forecasting the Bond-Equity Yield Ratio Using Regime Switching and Cointegration Models: An international Comparison**

*by*Mikael Petitjean & Pierre Giot

**Are New Keynesian Phillips Curves Identified ?**

*by*Maral Kichian & Jean-Marie Dufour & Lynda Khalaf

**A Specification Search Algorithm for Cointegrated Systems**

*by*Jerzy Mycielski & Michal Kurcewicz

**Estimation of the fractionally integrated process with Missing Values: Simulation and Application**

*by*Valderio A. Reisen, UFES, Brazil. & Carlos Feitosa Luna & Manoel R. Sena Jr.

**Semi-parametric procedures for Unit root and fractional cointegration tests**

*by*Valderio A. Reisen, DEST-UFES, Brazil & Luz A. M. Santander & GET-UFF

**Elements in the Design of an Early Warning System for Sovereign Default**

*by*Ana-Maria Fuertes & Elena Kalotychou

**Modified Hiemstra-Jones Test for Granger Non-causality**

*by*Cees Diks & Valentyn Panchenko

**Are New Keynesian Phillips Curves Identified ?**

*by*Maral Kichian & Jean-Marie Dufour & Lynda Khalaf

**Stylized Facts of Financial Time Series and Three Popular Models of Volatility**

*by*Malmsten, Hans & Teräsvirta, Timo

**Dynamic asymmetries in US unemployment**

*by*Gary Koop & Simon M. Potter

**Generalized (Cross) Spectral Tests for Optimal Forecasts and Conditional Predictive Ability Under Generalized Loss Functions**

*by*Tae-Hwy Lee & Yongmiao Hong

**Expected Value Models: A New Approach**

*by*Nour Meddahi

**Testing Asset Pricing Model with Coskweness**

*by*Giovanni Urga & Giovanni Barone Adesi & Patrick Gagliardini

**An Empirical Investigation of Habit-Based Asset Pricing Models**

*by*Sydney C. Ludvigson & Xiaohong Chen

**Block Bootstrap for Parameter Estimation Error when Parameters are recursively estimated**

*by*Norman R. Swanson & Valentina Corradi

**Monetary Rules for Emerging Market Economies**

*by*Alessandro Rebucci

**Are New Keynesian Phillips Curves Identified ?**

*by*Maral Kichian & Jean-Marie Dufour & Lynda Khalaf

**Evaluating The Performance Of Non-Experimental Estimators: Evidence From A Randomized Ui Program**

*by*Jose Galdo

**End-of-Sample Conintegratio Breakdown Tests**

*by*Donald Andrews & Jae-Young Kim

**Option pricing under NIG distribution: --- The empirical analysis of Nikkei 225 option ----**

*by*Koichi Maekawa & Ken-ichi Kawai

**A conditional distribution model for limited stock index returns**

*by*Walter G. Sanddorf-Koehle & Ralph Friedmann

**Monetary Policy and Capital Accumulation Processes :How did the FED react to the Transition Phases ?**

*by*Paolucci Frank

**Another Characterization of Long Memory Behavior**

*by*Jerome J Collet & Dominique Guegan

**Forecasting US Inflation Using Model Averaging**

*by*Dick van Dijk

**Testing for Structural Stability of the Demand for Subscription Television Service in the United States**

*by*Uri , Noel D.

**Reweighting Household Surveys for Tax Microsimulation Modelling: An Application to the New Zealand Household Economic Survey**

*by*John Creedy & Ivan Tuckwell

**Volatilidad del mercado accionario y la crisis asiática. Evidencia internacional de asimetrías**

*by*Johnson, Christian A. & Soriano, Fabián A.

**Pricing of options under different volatility models**

*by*Herzberg, Markus & Sibbertsen, Philipp

**Nonparametric Analysis of Covariance : the Case of Inhomogeneous and Heteroscedastic Noise**

*by*Scholz, Achim & Neumeyer, Natalie & Munk, Axel

**Classical and Bayesian Analysis of Univariate and Multivariate Stochastic Volatility Models**

*by*Liesenfeld, Roman & Richard, Jean-François

**Testing for Causality in Variance using Multivariate GARCH Models**

*by*Hafner, Christian M. & Herwartz, Helmut

**Evaluating the German Inventory Cycle Using Data from the Ifo Business Survey**

*by*Knetsch, Thomas A.

**On the Empirical Content of Quantal Response Equilibrium**

*by*Philip A. Haile & Ali Hortacsu & Grigory Kosenok

**End-of-Sample Cointegration Breakdown Tests**

*by*Donald W.K. Andrews & Jae-Young Kim

**Diffusion of ISO 9000 Standards and International Trade**

*by*Michal Grajek

**Redefined Productivity & Socio-Economic Development Oriented Management Decisions**

*by*DR.VSR.SUBRAMANIAM

**Preferencias inciertas y modelo Spike en la valoración del patrimonio natural**

*by*José María Casado García & Jesus Barreiro & Luis Perez y Perez

**Consumer Surveys and Reality**

*by*Maurizio Bovi

**Inflation dynamics in the euro area and the role of expectations**

*by*Maritta Paloviita

**Accelerate Your Socio-Economic Development – An Eccentric Bicircualr Model & Solutions**

*by*DR. VSR. SUBRAMANIAM

**Monetary Policy with a Wider Information Set: a Bayesian Model Averaging Approach**

*by*Fabio Milani

**System Identification in Noisy Data Environments: An Application to Six Asian Stock Markets**

*by*Cornelis A Los

**Can Fluctuations in the Consumption-Wealth Ratio Help to Predict Exchange Rates?**

*by*Jorge Selaive & Vicente Tuesta

**Luso-Spanish-Franco-English Relations Viewed From The Entrance Of Foreign Investment Funds**

*by*jose ramos pires manso

**Luso-Spanish-Franco-English Relations Viewed From The Entrance Of Foreign Investment Funds**

*by*jose r. p. manso

**Asymmetry, Persistence And Non-Linearity Of Spanish Unemployment Rates**

*by*Jose Maria Casado Garcia & Javier Trivez Bielsa

**The Empirics of the Solow Growth Model: Long-Term Evidence**

*by*Milton Barossi-Filho & Ricardo Gonçalves Silva & Eliezer Martins Diniz

**Proxying for Expected Returns with Price Earnings Ratios**

*by*Charlotte S. Hansen & Bjorn E. Tuypens

**Long-Term Dependence Characteristics of European Stock Indices**

*by*CORNELIS A. LOS & JOANNA M. LIPKA

**Static Hedging of Standard Options**

*by*Peter Carr & Liuren Wu

**Non-stationarities in financial time series, the long range dependence and the IGARCH effects**

*by*Thomas Mikosch & Catalin Starica

**Long range dependence effects and ARCH modelling**

*by*Thomas Mikosch & Catalin Starica

**Changes of structure in financial time series and the GARCH model**

*by*Thomas Mikosch & Catalin Starica

**Is it really long memory we see in financial returns?**

*by*Thomas Mikosch

**Non-stationarities in stock returns**

*by*Catalin Starica & Clive Granger

**Gaussian Tests of "Extremal White Noise" for Dependent, Heterogeneous, Heavy Tailed Time Series with an Application**

*by*Jonathan B. Hill

**Regime-switching Vector Error Correction Model (VECM) analysis of UK meat consumption**

*by*Philip Kostov & John Lingard

**Advancing the iid Test Based on Integration across the Correlation Integral: Ranges, Competition, and Power**

*by*Evzen Kocenda & Lubos Briatka

**On the Small Sample Properties of Dickey Fuller and Maximum Likelihood Unit Root Tests on Discrete-Sampled Short-Term Interest Rates**

*by*Paulo M. M. Rodrigues & Antonio Rubia

**Deterministic Seasonality in Dickey-Fuller Tests: Should We Care?**

*by*Artur C. B. da Silva Lopes

**Asimetría, Persistencia Y No Linealidad De La Tasa De Desempleo Español**

*by*José María Casado García & F.Javier Trívez

**Consistent Model Specification Tests Against Smooth Transition Alternatives**

*by*Jonathan B. Hill

**A Structural Model of the Inflation Process in South Africa**

*by*Janine Aron & John Muellbauer & Benjamin Smit

**A Framework for Forecasting the Components of the Consumer Price**

*by*Janine Aron & John Muellbauer & Coen Pretorius

**Inflation and Endogenous Growth in Underground Economies**

*by*Dario Cziraky & Max Gillman

**Modelling Stock Returns in the G-7 and in Selected CEE Economies: A Non-linear GARCH Approach**

*by*Balázs Égert & Yosra Koubaa

**A Model Selection Test for Bivariate Failure-Time Data**

*by*Xiaohong Chen & Yanqin Fan

**A multifactor model of stock returns with endogenous regime switching**

*by*Patrick Coggi & Bogdan Manescu

**Australia-Thailand Free Trade Agreement: Challenges and Opportunities for Bilateral Trade Policy and Closer Economic Relations**

*by*Tran Van Hoa

**Testing the Markov property with ultra-high frequency financial data**

*by*Matos, Joao Amaro de & Fernandes, Marcelo

**Estimating Underlying Energy Demand Trends using UK Annual Data**

*by*John Dimitropoulos & Lester C. Hunt & Guy Judge

**Model Averaging and Value-at-Risk based Evaluation of Large Multi Asset Volatility Models for Risk Management**

*by*M. Hashem Pesaran & Paolo Zaffaroni

**Can Long-Run Restrictions Identify Technology Shocks?**

*by*Christopher J. Erceg & Luca Guerrieri

**Density Estimation and Combination under Model Ambiguity**

*by*Stefania D'Amico

**Forecasting inflation: An art as well as a science!**

*by*Peter Vlaar & Ard den Reijer

**New Phenomena Identified in a Stochastic Dynamic Macroeconometric Model: A Bifurcation Perspective**

*by*William A. Barnett & Yijun He

**A Likelihood-Based Evaluation of the Segmented Markets Friction in Equilibrium Monetary Models**

*by*John Landon-Lane & Filippo Occhino

**A Statistical Evaluation of Atmosphere-Ocean General Circulation Models: Complexity vs. Simplicity**

*by*Robert K. Kaufmann & David I. Stern

**Land of Addicts? An Empirical Investigation of Habit-Based Asset Pricing Models**

*by*Sydney Ludvigson & Xiaohong Chen

**Normal Mixture GARCH (1,1): Application to Exchange Rate Modelling**

*by*Carol Alexandra & Emese Lazar

**Is the Currency Risk Priced in Equity Markets?**

*by*Francesco Giurda & Elias Tzavalis

**A P* Model of Inflation in Puerto Rico**

*by*Rodríguez, Carlos A.

**Evaluation of Dutch election programs: The impact of parameter uncertainty**

*by*Knoben, J. & Kerkhofs, M. & Graafland, J.J.

**A Structural Model of the Inflation Process in South Africa**

*by*Janine Aron & John Muellbauer & Benjamin W. Smit

**A Framework for Forecasting the Components of the Consumer Price Index: application to South Africa**

*by*Janine Aron & John Muellbauer & Coen Pretorius

**`Weak` trends for inference and forecasting in finite samples**

*by*Guillaume Chevillon

**Modelling Security Market Events in Continuous Time: Intensity Based, Multivariate Point Process Model**

*by*Clive Bowsher

**Forecasting Austrian Inflation**

*by*Gabriel Moser & Fabio Rumler & Johann Scharler

**Modelling inflation in the Euro Area**

*by*Eilev S. Jansen

**Elements of a Theory of Design Limits to Optimal Policy**

*by*William A. Brock & Steven N. Durlauf

**Assessing the Magnitude of the Concentration Parameter in a Simultaneous Equations Model**

*by*D. S. Poskitt & C. L. Skeels

**Box-Cox Stochastic Volatility Models with Heavy-Tails and Correlated Errors**

*by*Xibin Zhang & Maxwell L. King

**Estimating Components in Finite Mixtures and Hidden Markov Models**

*by*D.S. Poskitt & Jing Zhang

**Nonlinear inflation dynamics: evidence from the UK**

*by*Christopher Martin & Michael Arghyrou & Costas Milas

**Inferences for the Extremum of Quadratic Regression Models**

*by*Joseph G. Hirschberg & Jenny N. Lye

**Dealing with Limited Overlap in Estimation of Average Treatment Effects**

*by*Richard K. Crump & V. Joseph Hotz & Guido W. Imbens & Oscar A. Mitnik

**Oil and gas market in the UK: evidence from a cointegration approach**

*by*Theodore Panagiotidis & Emilie Rutledge

**On Priors on Cointegrating Spaces**

*by*Rodney W. Strachan

**Exceptions to Bartlett’s Paradox**

*by*Rodney W. Strachan & Herman K. van Dijk

**The Value of Structural Information in the VAR Model**

*by*Rodney W. Strachan & Herman K. van Dijk

**Bayesian Model Selection with an Uninformative Prior**

*by*Rodney W. Strachan & Herman K. van Dijk

**In-Work Policies in Europe: Killing Two Birds with One Stone?**

*by*Bargain, Olivier & Orsini, Kristian

**In-Work Policies in Europe: Killing Two Birds with One Stone?**

*by*Bargain, Olivier & Orsini, Kristian

**Unemployment in the OECD: Models and Mysteries**

*by*Junankar, Pramod N. (Raja) & Madsen, Jakob B.

**Unemployment in the OECD: Models and Mysteries**

*by*Junankar, P. N. (Raja) & Madsen, Jakob B.

**Real Time Econometrics**

*by*Pesaran, M. Hashem & Timmermann, Allan

**Real Time Econometrics**

*by*Pesaran, M. Hashem & Timmermann, Allan

**Estimating The Probability Of Informed Trading: Further Evidence From An Order-Driven Market**

*by*David Abad & Antonio Rubia

**Counts With An Endogenous Binary Regressor: A Series Expansion Approach**

*by*Andrés Romeu & Marcos Vera-Hernández

**On The Small Sample Properties Of Dickey Fuller And Maximum Likelihood Unit Root Tests On Discrete-Sampled Short-Term Interest Rates**

*by*Paulo M.M. Rodrigues & Antonio Rubia

**Vector-Autoregression Approach to Forecast Italian Imports**

*by*Carmine Pappalardo & Gianfranco Piras

**Does trading volume really explain stock returns volatility?**

*by*Thierry Ané & Loredana Ureche-Rangau

**Factor Demand and Market Power**

*by*Sjöström, Magnus

**A Bayesian Approach to Modelling Graphical Vector Autoregressions**

*by*Corander, Jukka & Villani, Mattias

**A smooth permanent surge process**

*by*González Gómez, Andrés

**Evaluating exponential GARCH models**

*by*Malmsten, Hans

**Evaluating models of autoregressive conditional duration**

*by*Meitz, Mika & Teräsvirta, Timo

**Inflation dynamics in the euro area and the role of expectations: further results**

*by*Paloviita , Maritta

**A flexible prior distribution for Markov switching autoregressions with Student-t errors**

*by*Deschamps, Philippe J.

**Some Statistical Pitfalls In Copula Modeling For Financial Applications**

*by*Jean-David FERMANIAN & Olivier SCAILLET

**Binary models with misclassification in the variable of interest**

*by*Esmeralda Ramalho

**Covariate Measurement Error in Endogenous Stratified Samples**

*by*Esmeralda Ramalho

**Competition, the Lisbon Strategy and the Euro**

*by*Anindya Banerjee & Bill Russell

**Valuing structure, model uncertainty and model averaging in vector autoregressive processes**

*by*Strachan, R.W. & van Dijk, H.K.

**Testing for causality in variance using multivariate GARCH models**

*by*Hafner, C.M. & Herwartz, H.

**Improper priors with well defined Bayes Factors**

*by*Strachan, R.W. & van Dijk, H.K.

**Estimation and testing of dynamic models with generalised hyperbolic innovations**

*by*Javier F. Mencia & Enrique Sentana

**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

**Two Cheers for the Aggregated (S, s) Model!**

*by*Richard Holt

**Market Price of Risk Specifications for Affine Models: Theory and Evidence**

*by*Patrick Cheridito & Damir Filipovic

**The empirical relevance of the New Keynesian Phillips curve**

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

**Properties of Optimal Forecasts**

*by*Allan Timmermann & Andrew J. Patton

**Interpreting Permanent and Transitory Shocks to Output When Aggregate Demand May Not Be Neutral in the Long-run**

*by*John Keating

**Efficient Semiparametric Estimation of Quantile Treatment Effects**

*by*Sergio Firpo

**The Value of Structural Information in the VAR Model**

*by*Rodney W. Strachan & Herman K. van Dijk

**Consistent LM-Tests for Linearity Against Compound Smooth Transition Alternatives**

*by*Jonathan B. Hill

**The New Keynesian Phillips Curve: An empirical assessment**

*by*Florian PELGRIN & Alain GUAY & Richard LUGER

**Smooth Test Of Density Forecast Evaluation With Independent And Serially Dependent Data**

*by*Aurobindo Ghosh & Anil K. Bera

**Bootstrapping the HEGY Seasonal Unit Root Tests**

*by*Robert Taylor & Peter Burridge

**Bagging Time Series Models**

*by*Lutz Kilian & Atsushi Inoue

**Using additional information in estimating output gap in Peru: a multivariate unobserved component approach**

*by*Gonzalo Llosa/Shirley Miller

**La demanda de dinero en Uruguay: 1980.1-2002.4**

*by*Elizabeth Bucacos & Gerardo Licandro

**Legitimacy, Local Participation, and Compliance in the Galapagos Marine Reserve**

*by*Carlos Chavez & CÃ©sar Viteri

**Forecasting Value-at-Risk Using the Markov-Switching ARCH Model**

*by*Wei-Ting Tang & Yin-Feng Gau

**Structural Error Correction Model: A Bayesian Perspective**

*by*Chew Lian Chua & Peter Summers

**Testing for Nonlinearity in Mean in the Presence of Heteroskedasticity**

*by*Stan Hurn

**A Smooth Test for Density Forecast Evaluation**

*by*Aurobindo Ghosh & Anil K. Bera

**Sensitivity of OLS estimates against ARFIMA error process as small sample Test for long memory**

*by*Anurag Banerjee

**Are There Any Class Size Effects on Early Career Earnings in West Germany?**

*by*Hans J. Baumgartner

**Growth and Inflation Forecasts for Germany: An Assessment of Accuracy and Dispersion**

*by*Jörg Döpke & Ulrich Fritsche

**Discrete Choice Labor Supply: Conditional Logit vs. Random Coefficient Models**

*by*Peter Haan

**Econometric Modelling in Blockholder Systems of Corporate Governance**

*by*Manjon, M.C.

**An Alternative Asymptotic Analysis of Residual-Based Statistics**

*by*Andreou, E. & Werker, B.J.M.

**Firm Size and Short-Term Dynamics in Aggregate Entry and Exit**

*by*Manjon, M.C.

**Local Sensitivity and Diagnostic Tests**

*by*Magnus, J.R. & Vasnev, A.L.

**La volatilité des prix des matières premières**

*by*Lautier, Delphine & Simon, Yves

**A Structural Model of the Inflation Process in South Africa**

*by*Janine Aron & John Muellbauer & B. Smit

**A Framework for Forecasting the Components of the Consumer Price Index: application to South Africa**

*by*Janine Aron & John Muellbauer & Coen Pretorius

**Innovation Complimentarity and Scale of Production**

*by*Miravete, Eugenio J & Pernias, Jose C

**Real Time Econometrics**

*by*Pesaran, M Hashem & Timmermann, Allan G

**Bagging Time Series Models**

*by*Inoue, Atsushi & Kilian, Lutz

**A full heteroscedastic one-way error components model allowing for unbalanced panel : Pseudo-maximum likelihood estimation and specification testing**

*by*LEJEUNE, Bernard

**Los ciclos ganaderos en Colombia, 1950--2001**

*by*Gerson Javier Pérez V

**Estimation And Testing Of Dynamic Models With Generalised Hyperbolic Innovations**

*by*Francisco Javier Mencía & Enrique Sentana

**Advancing the iid Test Based on Integration across the Correlation Integral: Ranges, Competition, and Power**

*by*Evzen Kocenda & Lubos Briatka

**An Empirical Investigation of Biased Survey Data and an Attempted Cure**

*by*James E. Prieger

**‘Real Time Econometrics’**

*by*Pesaran, M.H. & Timmermann, A.

**A Simple Test for the Absence of Covariate Dependence in Duration Models**

*by*Bhattacharjee, A.

**Testing for Long-Run PPP in a System Context: Evidence for the US, Germany and Japan**

*by*Dimitrios Sideris

**Modelling inflation in the Euro Area**

*by*Eilev S. Jansen

**Incorporating Labour Market Frictions into an Optimising-Based Monetary Policy Model**

*by*Moyen, S. & Sahuc, J-G.

**Analysis of Optimal Bids in the Primary Auction of Mexican Federal Government Bonds: Results of a Structural Econometric Modeling Approach**

*by*Sara Gabriela Castellanos Pascacio & Marco Oviedo

**Aggregation bias in macro models: does it matter foir the euro area?**

*by*Libero Monteforte

**Business cycle non-linearities and productivity shocks**

*by*Paolo Piselli

**Structural Change and Forecasting Long-Run Energy Prices**

*by*Jean-Thomas Bernard & Lynda Khalaf & Maral Kichian

**The U.S. New Keynesian Phillips Curve: An Empirical Assessment**

*by*Alain Guay & Florian Pelgrin

**Exact Tests of Equal Forecast Accuracy with an Application to the Term Structure of Interest Rates**

*by*Richard Luger

**Estimating New Keynesian Phillips Curves Using Exact Methods**

*by*Lynda Khalaf & Maral Kichian

**O Papel Da Oferta De Trabalho No Comportamento Dos Retornos À Educação No Brasil**

*by*Alexandre Augusto Seijas de Andrade & Naércio Aquino Menezes-Filho

**Monetary Policy And External Vulnerability In Brazil**

*by*Carlos Fernando Lagrota R. Lopes

**Identificando Bolhas Especulativas Racionais No Ibovespa (Pós-Plano Real), A Partir De Regimes Markovianos De Conversão**

*by*Diógenes Manoel Leiva Martin & Herbert Kimura & Wilson Toshiro Nakamura & Eduardo Kazuo Kayo

**Country pair-correlations as a measure of financial integration: the case of the Euro equity markets**

*by*Manuela CROCI

**Seasonal Unit Root Testing Based on the Temporal Aggregation of Seasonal Cycles**

*by*Gabriel Pons Rotger

**Sample Selection in Models of Academic Performance**

*by*Matthew J. Cushing & Mary G. McGarvey

**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.

**20 años de modelos ARCH: una visión de conjunto de las distintas variantes de la familia/20 Years of Arch Modelling: a Survey of Different Models in the Family**

*by*DE ARCE BORDA, R.

**Habit Formation And Precautionary Saving: Evidence From The Korean Household Panel Studies**

*by*Wooheon Rhee

**Usos y limitaciones de los procesos estocásticos en el tratamiento de distribuciones de rendimientos con colas gordas**

*by*José Carlos Ramirez Sánchez

**The Applied Econometrics: Theory and Praxis (Roman Hušek and Jan Pelikán) (in Czech)**

*by*Jan Kodera

**Size Matters: The Standard Error of Regressions in the American Economic Review**

*by*Stephen T. Ziliak & Deirdre N. McCloskey

**A Comparison of Causality Tests Applied to the Bilateral Relationship between Consumption and GDP in the USA and Mexico**

*by*Guisan, M.Carmen

**Dynamic Relations Between Macroeconomic Factors and the Jordanian Stock Market**

*by*Al-Sharkas, A.A.

**Cuenta Corriente Yrestriccion Presupuestaria Intertemporal: Un Contraste De La Viabilidaddel Financieamientoexterno**

*by*JUAN CARLOS VARGASBERDUGO

**What makes reforms likely: Political economy determinants of reforms in Latin America**

*by*Eduardo Lora & Mauricio Olivera

**Evolution and structure of unemployment in the metropolitan area of Cali 1988-1998. Does the unemployment rate present hysteresis?**

*by*Carlos Castellar & Jose Ignacio Uribe

**Output Variability and Economic Growth: the Japanese Case**

*by*Stilianos Fountas & Menelaos Karanasos & Alfonso Mendoza

**Economic Aspects of the Appraisal and Selection of Engineering Projects**

*by*Nadya Marinova

**Models for Optimization Logistic Decisions (On The Example of the Bulgarian Army)**

*by*Vania Banabakova

**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

**Estimating nonlinear dynamic economies: A likelihood approach**

*by*Jesus Fernandez-Villaverde & Juan Rubio-Ramirez

**Adaptive Learning, Model Uncertainty and Monetary Policy Inertia in a Large Information Environment**

*by*Fabio Milani

**Asymptotic Principal Components Estimation of Large Factor Models**

*by*Victor Solo & Chris Heaton

**A time series model for an exchange rate in a target zone with applications**

*by*Lundbergh, Stefan & Teräsvirta, Timo

**Structural Change and Small-Sample Inference in a Long-Run Structural Var Model of UK Aggregate Demand**

*by*Dimitrios Papaikonomou

**The Connection of Stock Markets Between Germany and the USA: New Evidence From a Co-integration Study**

*by*Eberts, Elke

**Exchange and Interest Rates prior to EMU: The Case of Greece**

*by*Antzoulatos, Angelos A. & Wilfling, Bernd

**Measuring the Discriminative Power of Rating Systems**

*by*Engelmann, Bernd & Hayden, Evelyn & Tasche, Dirk

**The Forecasting Performance of German Stock Option Densities**

*by*Keller, Joachim & Glatzer, Ernst & Craig, Ben R. & Scheicher, Martin

**Spatial Analysis Of Employment And Population Density: The Case Of The Agglomeration Of Dijon, 1999**

*by*Catherine Baumont & Cem Ertur & Julie Le Gallo

**Modelling the misalignments of the Dollar-Sterling real exchange rate: a nonlinear cointegration perspective**

*by*Slim CHAOUACHI & Gilles DUFRENOT & Val=E9rie MIGNON

**Are There Any Class Size Effects On Early Career Earnings In West Germany?**

*by*Hans J. Baumgartner

**Tests of Conditional Predictive Ability**

*by*Raffaella Giacomini & Halbert White

**Should Stock Market Indexes Time Varying Correlations Be Taken Into Account? A Conditional Variance Multivariate Approach**

*by*Ryan SULEIMANN

**New Technology Stock Market Indexes Contagion: A VAR-dccMVGARCH Approach**

*by*Ryan SULEIMANN

**The Contagion Effect Between the Volatilities of the NASDAQ-100 and the IT.CA :A Univariate and A Bivariate Switching Approach**

*by*Ryan SULEIMANN

**Testing for Unit Roots: Mexico's GDP**

*by*Alejandro Diaz-Bautista & Ramon A. Castillo Ponce

**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

**An Alternative to the BDS Test: Integration Across The Correlation Integral**

*by*Evzen Kocenda

**An efficiency analysis of banking systems: a comparison of European and United States large commercial banks using different functional forms**

*by*Bernardo Maggi & Stefania P. S. Rossi

**Some Finite Sample Results On Testing For Granger Noncausality**

*by*Judith A. Clarke & Sadaf Mirza

**Estimating the Probability of Informed Trading - Does Trade Misclassification Matter?**

*by*Joachim Grammig & Erik Theissen

**Using composite estimators to improve both domain and total area estimation**

*by*Àlex Costa & Albert Satorra & Eva Ventura

**Stepwise multiple testing as formalized data snooping**

*by*Joseph P. Romano & Michael Wolf

**An empirical evaluation of small area estimators**

*by*Àlex Costa & Albert Satorra & Eva Ventura

**New Asian Regionalism: Evidence of ASEAN+3 Free Trade Agreement From Extended Gravity Theory and New Modelling Approach**

*by*Tran Van Hoa

**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

**Fractional Integration and the Dynamics of UK Unemployment**

*by*Luis A. Gil-Alana & S.G. Brian Henry

**Validity of Discrete-Choice Experiments - Evidence for Health Risk Reduction**

*by*Harry Telser & Peter Zweifel

**Growth and Inequality: Model Evaluation Based on an Estimation-Calibration Strategy**

*by*Hyeok Jeong & Robert M. Townsend

**A Test for Comparing Multiple Misspecified Conditional Distributions**

*by*Valentina Corradi & Norman R. Swanson

**Symmetric Normal Mixture GARCH**

*by*Carol Alexandra & Emese Lazar

**Optimal f and Portfolio Return Optimisation in US Futures Markets**

*by*John Anderson & Robert W Faff

**Non-Nested Models and the Likelihood Ratio Statistic: A Comparison of Simulation and Bootstrap Based Tests**

*by*George Kapetanios & Melvyn Weeks

**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

**Test de l’effet de stabilisation automatique par la modélisation SVAR sans contrainte de long terme**

*by*Ghassan, Hassan B.

**A Range-Based GARCH Model for Forecasting Volatility**

*by*Mapa, Dennis S.

**Indicator Models of Real GDP Growth in Selected OECD Countries**

*by*Franck Sédillot & Nigel Pain

**Can population projections be used for sensitivity tests on policy models?**

*by*John Bryant

**Modelling structural change: the case of New Zealand**

*by*Olivier Basdevant & David Hargreaves

**Modelling Security Market Events in Continuous Time: Intensity Based, Multivariate Point Process Models**

*by*Clive G. Bowsher

**Empirical Information Criteria for Time Series Forecasting Model Selection**

*by*Md B. Billah & R.J. Hyndman & A.B. Koehler

**Estimation of Asymmetric Box-Cox Stochastic Volatility Models Using MCMC Simulation**

*by*Xibin Zhang & Maxwell L. King

**Employer Learning and Schooling-Related Statistical Discrimination in Britain**

*by*Galindo-Rueda, Fernando

**Employer Learning and Schooling-Related Statistical Discrimination in Britain**

*by*Galindo-Rueda, Fernando

**Forecasting The Conditional Covariance Matrix Of A Portfolio Under Long-Run Temporal Dependence**

*by*Antonio Rubia Serrano & Trino-Manuel Ñíguez

**Volatility And Var Forecasting For The Ibex-35 Stock-Return Index Using Figarch-Type Processes And Different Evaluation Criteria**

*by*Trino-Manuel Ñíguez

**Monetary Policy Shocks and Business Cycle Fluctuations in a Small Open Economy: Sweden 1986-2002**

*by*Lindé, Jesper

**Testing the New Keynesian Phillips curve**

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

**Testing constancy of the error covariance matrix in vector models**

*by*Eklund, Bruno & Teräsvirta, Timo

**A nonlinear alternative to the unit root hypothesis**

*by*Eklund, Bruno

**Testing the unit root hypothesis against the logistic smooth transition autoregressive model**

*by*Eklund, Bruno

**Choosing Factors in a Multifactor Asset Pricing Model: A Bayesian Approach**

*by*Ericsson, Johan & Karlsson, Sune

**Maximum Likelihood Ratio based small-sample tests for random coefficients in linear regression**

*by*Petzold, Max & Jonsson, Robert

**Efficiency losses in milk marketing boards – the importance of exports**

*by*Brunstad, Rolf Jens & Gaasland, Ivar

**On the Economic Impact of Modeling Non-Linearities: The Asset Pricing Example**

*by*Prasad Bidarkota

**STAR-GARCH Models for Stock Market Interactions in the Pacific Basin Region, Japan and US**

*by*Giorgio Busetti & Matteo Manera

**The value of structural information in the VAR model**

*by*Strachan, R.W. & van Dijk, H.K.

**Selecting a Nonlinear Time Series Model using Weighted Tests of Equal Forecast Accuracy**

*by*van Dijk, D.J.C. & Franses, Ph.H.B.F.

**Output dynamics in an endogenous growth model**

*by*Moral Zuazo, María Paz & Barañano Mentxaka, Ilaski

**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

**Employer Learning and Schooling-Related Statistical Discrimination in Britain**

*by*Galindo-Rueda, Fernando

**Some million thresholds: Nonlinearity and cross-country growth regressions**

*by*Cuaresma, Jesus Crespo

**Does the Purchasing Power Parity Hold in Emerging Markets? Evidence from Black Market Exchange Rates**

*by*Cerrato, Mario & Nicholas Sarantis

**The Effect of Skill shortages on Unemployment and Real Wage Growth: A Simultaneous Equation Approach**

*by*Wallis, Gavin

**US Monetary Policy Rules: the Case for Asymmetric Preferences**

*by*Surico, Paolo

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

*by*Guisan, M.Carmen

**Recursive Predictability Tests for Real-Time Data**

*by*Rossi, Barbara & Inoue, Atsushi

**Forecasting Inflation in the Netherlands and the Euro Area**

*by*A.H.J. den Reijer & P.J.G. Vlaar

**Forecasting inflation: An art as well as a science!**

*by*P.J.G. Vlaar & A.H.J. den Reijer

**A Simple Asymptotic Analysis of Residual-Based Statistics**

*by*Andreou, E. & Werker, B.J.M.

**On the Empirical Content of Quantal Response Equilibrium**

*by*Philip A. Haile & Ali Hortacsu & Grigory Kosenok

**End-of-Sample Cointegration Breakdown Tests**

*by*Donald W.K. Andrews & Jae-Young Kim

**Properties of Optimal Forecasts**

*by*Patton, Andrew J & Timmermann, Allan G

**On the Selection of Forecasting Models**

*by*Inoue, Atsushi & Kilian, Lutz

**Market risk in commodity markets: a VaR approach**

*by*GIOT, Pierre & LAURENT, Sébastien

**Real-Time Tests of the Leading Economic Index: Do Changes in the Index Composition Matter?**

*by*Robert H. McGuckin & Ataman Ozyildirim

**Non-nested Models and the likelihood Ratio Statistic: A Comparison of Simulation and Bootstrap-based Tests**

*by*Kapetanios, G. & Weeks, M.

**Changes in Financial Structure and Asset Price Substitutability: A Test of the Bank Lending Channel**

*by*Sophocles N. Brissimis & Nicholas S. Magginas

**Evaluation and Combination of Conditional Quantile Forecasts**

*by*Raffaella Giacomini & Ivana Komunjer

**Long-Memory Forecasting of U.S. Monetary Indices**

*by*John Barkoulas & Christopher F. Baum

**Stepwise Multiple Testing as Formalized Data Snooping**

*by*Joseph P. Romano & Michael Wolf

**What is this thing called confidence? A comparative analysis of consumer confidence indices in eight major countries**

*by*Roberto Golinelli & Giuseppe Parigi

**Testing the Stability of the Canadian Phillips Curve Using Exact Methods**

*by*Lynda Khalaf & Maral Kichian

**The Canadian Phillips Curve and Regime Shifting**

*by*Frédérick Demers

**A Stochastic Simulation Framework for the Government of Canada's Debt Strategy**

*by*David Jamieson Bolder

**Are One Factor Logarithmic Volatility Models Useful to Fit the Features of Financial Data? An Application to Microsoft Data**

*by*Maria Helena Lopes Moreira da Veiga

**An empirical analysis of international equity market co-movements: implications for informational efficiency**

*by*Manuela CROCI

**Modeling the Demand for Currency Issued in Turkey**

*by*Ozge Akinci

**Can pro-natalist policy be effective?**

*by*Marek Loužek

**Makroelemzők inflációs várakozásai Magyarországon**

*by*Krekó, Judit & Vonnák, Balázs

**Evaluation Of Equity Mutual Funds’ Performance Using A Multicriteria Methodology**

*by*K. Pendaraki & C. Zopounidis

**Capital Flight In The 1990s – Lessons From E. Europe**

*by*Angelos A. Antzoulatos & Theodosios Sampaniotis

**An International Comparison Of Long-Run Consumer Behaviour**

*by*Chris Stewart

**Trade Policy and its Impact On Economic Growth: The Chilean Experience in the Period of 1960 to 1998**

*by*Nowak-Lehmann D., Felicitas

**Implications des chocs communs et specifiques pour le federalisme budgetaire europeen**

*by*Alexis Garatti

**Modelling Daily Value-at-Risk Using Realized Volatility and ARCH Type Models**

*by*Pierre Giot & Sébastien Laurent

**A New Class of Multivariate skew Densities, with Application to GARCH Models**

*by*Luc Bauwens & Sébastien Laurent

**Exact Testing of the Stability of the Phillips Curve**

*by*Lynda Khalaf & Maral Kichian

**Two-Step Estimation of Discrete/Continuous Econometric Models with Interdependent Multinomial Choices**

*by*Denis Bolduc & Dimitri Sanga

**Modeling and forecasting Brazilian industrial production: unit roots, seasonality and non-linearity**

*by*Filipe R. Campante & Luciano Vereda & Marcelo C. Medeiros

**Structural Change Testing in Stochastic Volatility Models**

*by*J. del Hoyo & J.-Guillermo Llorente

**The UK Personal Sector Demand for Risky Money**

*by*Binner, Jane & Elger, Thomas

**A Monte Carlo Study on the Pitfalls in Determining Deterministic Components in Cointegrating Models**

*by*Hjelm, Göran & Johansson, Martin W

**Testing parameter constancy in stationary vector autoregressive models against continuous change**

*by*He, Changli & Teräsvirta, Timo & González, Andres

**EUROMON-Scenarios for the Euro Area Economy**

*by*P.J.A. van Els & S.G. Grob

**Forecasting economic activity in Germany: how useful are sentiment indicators?**

*by*Schröder, Michael & Hüfner, Felix P.

**The persistence and asymmetry of time-varying correlations**

*by*Baur, Dirk

**Monitoring structural change in dynamic econometric models**

*by*Zeileis, Achim & Leisch, Friedrich & Kleiber, Christian & Hornik, Kurt

**Testing the diffusion coefficient**

*by*Kleinow, Torsten

**Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form**

*by*Kilian, Lutz & Gonçalves, Sílvia

**Evaluating Density Forecasts with an Application to Stock Market Returns**

*by*Raunig, Burkhard & de Raaij, Gabriela

**The Empirical Performance of Option Based Densities of Foreign Exchange**

*by*Keller, Joachim G. & Craig, Ben R.

**Comparing the Predictive Information Content of College Football Rankings**

*by*Ray C. Fair & John F. Oster

**Canadian Money Demand Functions Cointegration¨CRank Stability**

*by*Alfred A. Haug

**Modeling electricity loads in California: ARMA models with hyperbolic noise**

*by*Joanna Nowicka-Zagrajek & Rafal Weron

**Specification Searches in Spatial Econometrics: The Relevance of Hendry's Methodology**

*by*Raymond J.G.M. Florax & Hendrik Folmer & Sergio J. Rey

**Uncovering Policy Makers' Loss Function**

*by*Paolo Surico

**Labor-Supply Shifts and Economic Fluctuations**

*by*Yongsung Chang & Frank Schorfheide

**Learning by Doing as a Propagation Mechanism**

*by*Yongsung Chang & Joao Gomes & Frank Schorfheide

**Information, Alternative Markets, and Security Price Processes: A Survey of Literature**

*by*Rafiqul Bhuyan

**What Type of Process Underlies Options? A Simple Robust Test**

*by*Peter Carr & Liuren Wu

**Some million thresholds: Nonlinearity and cross-country growth regressions**

*by*Jesús Crespo Cuaresma

**On the Futility of Testing the Error Term Assumptions in a Spurious Regression**

*by*David E. A. Giles

**Evaluating Density Forecasts via the Copula Approach**

*by*Xiaohong Chen & Yanqin Fan

**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

**A Score Test for Discreteness in GARCH Models**

*by*Henrik Amilon

**International Real Business Cycles: A comparison of competing models using likelihood techniques**

*by*Joann Bangs & John Landon-Lane

**International Real Business Cycles and Increasing Returns to Scale: A Formal Analysis using Likelihood Methods**

*by*John Landon-Lane & Joann Bangs

**Evaluating Dynamic Stochastic General Equilibrium Models using Likelihood**

*by*John Landon-Lane

**Building Neural Network Models for Time Series: A Statistical Approach**

*by*Marcelo C. Medeiros & Timo Terasvirta & Gianluigi Rech

**Evaluating the performance of GARCH models using White´s Reality Check**

*by*Leonardo Souza & Alvaro Veiga & Marcelo C. Medeiros

**Augoregressive Conditional Kurtosis**

*by*Chris Brooks & Simon P. Burke & Gita Persand

**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

**Modeling the Macro-Economy of Bangladesh**

*by*Lord, Montague J.

**Evaluating Density Forecasts with an Application to Stock Market Returns**

*by*Gabriela de Raaij & Burkhard Raunig

**The Aggregate Consumption Puzzle In Singapore**

*by*Tilak ABEYSINGHE & CHOY Keen Meng

**The Empirical (ir)Relevance of the New Keynesian Phillips Curve**

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

**A smooth-transition model of the Australian unemployment rate**

*by*Gunnar Bårdsen & Stan Hurn & Zoë McHugh

**Residual-based tests for cointegration and multiple regime shifts**

*by*Vasco J. Gabriel & Martin Sola & Zacharias Psaradakis

**Bayesian Estimation of a Stochastic Volatility Model Using Option and Spot Prices**

*by*C.S. Forbes & G.M. Martin & J. Wright

**Influence Diagnostics in GARCH Processes**

*by*Xibin Zhang & Maxwell L. King

**A Class of Nonlinear Stochastic Volatility Models and Its Implications on Pricing Currency Options**

*by*Jun Yu & Zhenlin Yang & Xibin Zhang

**Parametric Pricing of Higher Order Moments in S&P500 Options**

*by*G.C. Lim & G.M. Martin & V.L. Martin

**Macroeconomic instability, capital accumulation and growth: The case of Turkey 1963-1999**

*by*Mustafa Ismihan & Kivilcim Metin-Özcan & Aysit Tansel

**Analyzing I(2) Systems by Transformed Vector Autoregressions**

*by*Hans Christian Kongsted & Heino Bohn Nielsen

**Testing the Nominal-to-Real Transformation**

*by*Hans Christian Kongsted

**Tail-Dependence in Stock-Return Pairs**

*by*Fortin, Ines & Kuzmics, Christoph

**Finding Good Predictors for Inflation: A Bayesian Model Averaging Approach**

*by*Jacobson, Tor & Karlsson, Sune

**Regime Switches in Swedish Interest Rates**

*by*Erlandsson, Ulf

**Building neural network models for time series: A statistical approach**

*by*Medeiros, Marcelo C. & Teräsvirta, Timo & Rech, Gianluigi

**Inflation dynamics in the euro area and the role of expectations**

*by*Paloviita , Maritta

**Inflation Differentials before and after the EMU**

*by*Giovanni Arese-Visconti

**A Note on Ending Inventory Valuation in Multiperiod Production Scheduling**

*by*van den Heuvel, W. & Wagelmans, A.P.M.

**The impact of wealth on consumption and retirement behaviour in the UK**

*by*David Blake

**State-of-art on PLS Path Modeling through the available software**

*by*TENENHAUS, Michel & CHATELIN, Yves-Marie & ESPOSITO VINZI, Vincenzo

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

*by*Guisan, M.Carmen

**Optimal Tests for Nested Model Selection with Underlying Parameter Instability**

*by*Rossi, Barbara

**Alternative Models for Stock Price Dynamic**

*by*Chernov, Mikhail & Gallant, A. Ronald & Ghysels, Eric & Tauchen, George

**Alternative Measures of the Explanatory Power of Multivariate Probit Models with Continuous or Ordinal Responses**

*by*Martin Spieß & Gerhard Tutz

**German Exports to the Euro Area**

*by*Sabine Stephan

**A Comparison of Marginal Likelihood Computation Methods**

*by*Charles S. Bos

**Detecting Serial Dependence in Tail Events**

*by*Cees Diks

**The Empirical Economic Growth Literature**

*by*Raymond J.G.M. Florax & Henri L.F. de Groot & Reinout Heijungs

**Appréciation économétrique de la solvabilité des sociétés d'assurance non-vie**

*by*Hsini, Ridha

**Testing for a New Economy in the 1990s**

*by*Ray C. Fair

**College Football Rankings and Market Efficiency**

*by*Ray C. Fair & John F. Oster

**End-of-Sample Instability Tests**

*by*Donald W.K. Andrews

**Consistent Testing for Stochastic Dominance: A Subsampling Approach**

*by*Oliver Linton & Esfandiar Maasoumi & Whang, Yoon-Jae

**Wavelets in Economics and Finance: Past and Future**

*by*Ramsey, J.B.

**VARs, Common Factors and the Empirical Validation of Equilibrium Business Cycle Models**

*by*Giannone, Domenico & Reichlin, Lucrezia & Sala, Luca

**In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use?**

*by*Inoue, Atsushi & Kilian, Lutz

**Learning by Doing as a Propagation Mechanism**

*by*Chang, Yongsung & Gomes, Joao F & Schorfheide, Frank

**An Evaluation Framework for Alternative VaR Models**

*by*Bams, Dennis & Lehnert, Thorsten & Wolff, Christian C

**Factor Forecasts for the UK**

*by*Artis, Michael J & Banerjee, Anindya & Marcellino, Massimiliano

**Bubbles and long-range dependence in asset prices volatilities**

*by*KIRMAN, Alan & TEYSSIÈRE, Gilles

**The information content of implied volatility in agricultural commodity markets**

*by*GIOT, Pierre

**A diagnostic m-test for distributional specification of parametric conditional heteroscedasticity models for financial data**

*by*LEJEUNE, Bernard

**A new class of multivariate skew densities, with application to GARCH models**

*by*BAUWENS, Luc & LAURENT, Sébastien

**Analytic Evaluation of Volatility Forecasts**

*by*Torben G. Andersen & Tim Bollerslev & Nour Meddahi

**Alternative Models for Stock Price Dynamics**

*by*Mikhail Chernov & A. Ronald Gallant & Eric Ghysels & George Tauchen

**Testing for Drift in a Time Series**

*by*Busettti, F. & Harvey, A.

**Generalised Mean-Variance Analysis and Robust Portfolio Diversification**

*by*Wright, S.M. & Satchell, S.E.

**Estimating the Probability of Informed Trading - Does Trade Misclassification Matter?**

*by*Joachim Grammig & Erik Theissen

**Comparing Density Forecasts via Weighted Likelihood Ratio Tests: Asymptotic and Bootstrap Methods**

*by*Raffaella Giacomini

**Macroeconomic Instability, Capital Accumulation and Growth : The Case of Turkey 1963-1999**

*by*Mustafa Ismihan & Aysit Tansel & Kivilcim Metin-Ozcan

**Evaluating the Quarterly Projection Model: A Preliminary Investigation**

*by*Robert Amano1 & Kim McPhail & Hope Pioro & Andrew Rennison

**Herramientas estadisticas para el estudio de perfiles de riesgo**

*by*Eva Boj del Val & M. Mercedes Claramunt Bielsa & Jose Fortiana Gregori

**Sensitivity of Simulation Results to Competing SAM Updates**

*by*M. Alejandro Cardenete & Ferran Sancho

**Hausman Tests for Inefficient Estimators: Application to Demand for Health Care Service (revised)**

*by*Michael Creel

**Weak exogeneity in partially nonstationary models**

*by*Antonio Aznar & Manuel Salvador

**Testing misspecified non-nested factor demand systems: Some Monte Carlo results**

*by*Matteo Manera

**Estimation of an effectively globally regular demand system: An application to United States meat consumption**

*by*Anitoliy Skripnichenko & Kevin Chen

**Improving GARCH volatility forecasts with regime-switching GARCH**

*by*Franc Klaassen

**Stima del Value-at-Risk con il Filtro di Kalman**

*by*Cristina Sommacampagna

**Small is Beautiful?-Entwicklungslinien im Makroökonometrischen Modellbau**

*by*Ullrich Heilemann

**Prognosegehalt von ifo-Geschäftserwartungen und ZEW-Konjunkturerwartungen: Ein ökonometrischer Vergleich**

*by*Felix Hüfner & Michael Schröder

**Testing for Structural Changes in the Presence of Long Memory**

*by*Walter Kramer & Philipp Sibbertsen

**Una nota metodológica acerca de aplicaciones del filtro de Kalman a las calibraciones en modelos de ciclo real**

*by*Jesús Ruiz

**Trend Estimation And De-Trending Using Bidirectional Filtering**

*by*D.S.G. Pollock

**Modelling Investment Decisions though Logistic Regressions (using data on mass privatisation)**

*by*Aleksandar Tsvetkov & Mariana Kotseva

**Return Interval, Dependence Structure and Multivariate Normality**

*by*Thierry Ané & Chiraz Labidi

**Value-At-Risk For Long And Short Trading Positions**

*by*Pierre Giot and S»bastien Laurent

**Using High Frequency Data to Calculate, Model and Forecast Realized Volatility**

*by*Roel Oomen

**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

**Bootstrap LR Tests for Sign and Amplitude Asymmetries**

*by*Jerry Coakley; Ana-Maria Fuertes

**Microeconomic Models for Long-Memory in the Volatility of Financial Time Series**

*by*Alan P. Kirman, Gilles Teyssiere

**Modelling Business Cycle Features Using Switching Regime Models**

*by*Clements, M.C. & Krolzig, H.-M.

**An Eigenfunction Approach for Volatility Modeling**

*by*Meddahi, N.

**A Theoretical Comparison Between Integrated and Realized Volatilies**

*by*Meddahi, N.

**Exact Nonparametric Two-Sample Homogeneity Tests for Possibly Discrete Distributions**

*by*Dufour, J.M. & Farhat, A.

**Conditional Skewness Modelling for Stock Returns**

*by*Brännäs, Kurt & Nordman, Niklas

**An Alternative Conditional Asymmetry Specification for Stock Returns**

*by*Brännäs, Kurt & Nordman, Niklas

**A Neural Network Versus Black-Scholes: A Comparison of Pricing and Hedging Performances**

*by*Amilon, Henrik

**Predicting Corporate Failure in the UK: A Multidimensional Scaling Approach**

*by*Neophytou, E. & Molinero, C.M.

**Can the Mortensen & Pissarides Model Reproduce the Asymmetric Dynamics of US and French Aggregate Gross Job Flows?**

*by*Karame, F.

**A fast Subsampling Method for Nonlinear Dynamic Models**

*by*Hong, H. & Scaillet, O. & Tamer, E.

**The Two-Fixed Point Lemma**

*by*Oleg Kozlovski & Sebastien van Strien & Robin de Vilder

**Models implementation: A state of the art**

*by*David, Albert

**Unternehmens- versus Analystenbefragungen: Zum Prognosegehalt von ifo-Geschäftserwartungen und ZEW-Konjunkturerwartungen**

*by*Hüfner, Felix P. & Schröder, Michael

**Semiparametric diffusion estimation and application to a stock market index**

*by*Härdle, Wolfgang & Kleinow, Torsten & Korostelev, Alexander P. & Logeay, Camille & Platen, Eckhard

**Interest rate volatility prior to monetary union under alternative pre-switch regimes**

*by*Wilfling, Bernd

**Econometric application of linear programming: a model of Russian large-scale farm (the case of the Moscow Region)**

*by*Nikolai Svetlov

**Bayesian Modelling of Catch in a Northwest Atlantic Fishery**

*by*Carmen Fernandez & Eduardo Ley & Mark Steel

**Model uncertainty in cross-country growth regressions**

*by*Carmen Fernandez & Eduardo Ley & Mark Steel

**Lag Length Estimation in Large Dimensional Systems**

*by*Jesus Gonzalo & Jean-Yves Pitarakis

**Rate-optimal data-driven specification testing in regression models**

*by*Emmanuel Guerre & Pascal Lavergne

**Model Selection and Simplification Using Lattices**

*by*Jaromir Antoch & Jan Hanousek

**Expenditure Levels, Prices and Consumption Patterns in a Cross-Sectioin of Countries**

*by*Robert Stehrer

**Testing for Time Dependence in Parameters**

*by*Ralf Becker & Walter Enders & A. Stan Hurn

**Semiparametric Diffusion Estimation and Application to a Stock Market Model**

*by*Wolfgang Hardle & Torsten Kleinow & Alexander Korostelev & Camille Logeay & Eckhard Platen

**Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size**

*by*Olivier Ledoit & Michael Wolf

**The Contingent Valuation Method in Health Care: An Economic Evaluation of Alzheimer's Disease**

*by*Dario Bonato & Sandra Nocera & Harry Telser

**Estimating and Restricting Growth Rates and Cointegration Means With Applications to Consumption and Money Demand**

*by*Håvard Hungnes

**Are Predicted Lifetime Consumption Profiles Robust with respect to Model Specifications?**

*by*Tom Kornstad

**Statistical methods for modelling neural networks**

*by*Marcelo C. Medeiros & Timo Terasvirta

**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

**International Evidence of the Predictability of Prices of Securititised Real Estate Assets: Econometric Models versus Neural Networks**

*by*Chris Brooks & Sotiris Tsolacos

**Macroeconomic Policies for Poverty Reduction in Cambodia**

*by*Lord, Montague J.

**Introduction into macroeconomic modeling foundations**

*by*Dobrescu, Emilian

**One-step and two-step estimation of the effects of exogenous variables on technical efficiency levels**

*by*Wang, Hung-jen & Schmidt, Peter

**Economic Forecasting: Some Lessons from Recent Research**

*by*David Hendry & Michael P. Clements

**Modelling Business Cycle Features Using Switching Regime Models**

*by*Hans-Martin Krolzig & Michael P. Clements

**A simple method for testing cointegration subject to regime changes**

*by*Vasco J. Gabriel & Martin Sola & Zacharias Psaradakis

**Inflation and Output Growth Uncertainty and their Relationship with Inflation and Output Growth**

*by*Fountas, Stilianos & Karanasos,Menelaos

**An Eigenfunction Approach for Volatility Modeling**

*by*MEDDAHI, Nour

**A Theoretical Comparison Between Integrated and Realized Volatilies**

*by*MEDDAHI, Nour

**Exact Nonparametric Two-Sample Homogeneity Tests for Possibly Discrete Distributions**

*by*DUFOUR, Jean-Marie & FARHAT, Abdeljelil

**On the Nature and Role of Hypothesis Tests**

*by*McLean, A.

**Labour Market Dynamics in RBC Models**

*by*A. Johri & M-A. Letendre

**How to Deal with Structural Breaks in Practical Cointegration Analysis**

*by*Roselyne Joyeux

**Space-time analysis of GDP disparities among European regions: A Markov chains approach**

*by*LE GALLO, Julie

**Assessing Monetary Rules Performance across EMU Countries**

*by*Carlo Altavilla

**Measuring the Effects of Monetary Policy in the Euro Area: The Role of Anticipated Policy**

*by*Jan Gottschalk & Florian Höppner

**Empirical Performance of the Czech and Hungarian Index Options under Jump**

*by*Lee, Gabriel S. & Boss, Michael & Klisz, Chris

**Graphical diagnostics of endogeneity**

*by*de Luna, Xavier & Johansson, Per

**Clustering and Joint Marketing in Retail Trade**

*by*Bohlin, Nils

**The Empirical Relevance of Simple Forward- and Backward-looking Models: A View from a Dynamic General Equilibrium Model**

*by*Lindé, Jesper

**Estimating New-Keynesian Phillips Curves: A Full Information Maximum Likelihood Approach**

*by*Lindé, Jesper

**Is the Short-run Phillips Curve Nonlinear? Empirical Evidence for Australia, Sweden and the United States**

*by*Eliasson, Ann-Charlotte

**TAR models and real exchange rates**

*by*Johansson, Martin

**GARCH Estimation and Discrete Stock Prices**

*by*Amilon, Henrik

**The Dynamic Response of the Budget Balance to Tax, Spending and Output Shocks: Does Model Specification Matter?**

*by*Hjelm, Göran

**Testing exogeneity under distributional misspecification**

*by*de Luna, Xavier & Johansson, Per

**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

**Dollarization in Lithuania: An Econometric Approach**

*by*Vetlov, Igor

**Econometric Analysis of the Market Share Attraction Model**

*by*Fok, D. & Franses, Ph.H.B.F. & Paap, R.

**A Bayesian Analysis of the PPP Puzzle using an Unobserved Components Model**

*by*Richard Kleijn & Herman K. van Dijk

**Does Demand and Price Uncertainty affect Belgian and Spanish Corporate Investment?**

*by*Marga PEETERS

**An Exploration into Pigou's Theory of Cycles**

*by*Beaudry, Paul & Portier, Franck

**Modelling Scale-Consistent VaR with the Truncated Lévy Flight**

*by*Lehnert, Thorsten & Wolff, Christian C

**Value-at-risk for long and short trading positions**

*by*GIOT, Pierre & LAURENT, Sébastien

**On the dynamics of lending and deposit interest rates in emerging markets: a non-linear approach**

*by*Ana María Iregui & Costas Milas & Jesús Otero

**Forecasting the spot prices of various coffee types using linear and non-linear error correction models**

*by*Costas Milas & Jesus Otero & Theodore Panagiotidis

**Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects**

*by*Jean-Thomas Bernard & Jean-Marie Dufour & Ian Genest & Lynda Khalaf

**A Consistent Test for the Martingale Difference Hypothesis**

*by*Manuel A. Dominguez & Ignacio N. Lobato

**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

**Measuring the Effects of Monetary Policy in the Euro Area: The Role of Anticipated Policy**

*by*Jan Gottschalk & Florian Höppner

**International Shocks and the Role of Domestic Policy in Australia**

*by*Mardi Dungey

**Inference about predictive ability**

*by*McCracken,M.W. & West,K.D.

**Apparent scaling**

*by*Ole E. Barndorff-Nielsen & Karsten Prause

**A small continuous time macro-econometric model of the Czech Republic**

*by*Emil Stavrev

**Unobserved components in an error-correction model of consumption for Southern European countries**

*by*Nicholas Sarantis & Chris Stewart

**The treatment of seasonality in error correction models as unobserved component: a case study for an Austrian consumption function**

*by*Michael Wüger & Gerhard Thury

**Integrated Conditional Moment testing of quantile regression models**

*by*Herman J. Bierens & Donna K. Ginther

**Un modello a soglia per la volatilità del mercato azionario italiano: performance previsive e valutazione del rischio di portafoglio**

*by*Asmara Jamaleh

**Modeling the IMF's Statistical Discrepancy in the Global Current Account**

*by*Jaime Marquez & Lisa Workman

**Can Currency Demand Be Stable Under a Financial Crisis? The Case of Mexico**

*by*By May Khamis & Alfredo M. Leone

**Las importaciones de mercancías en la economía española**

*by*RAMIL DÍAZ, Mª

**Estacionariedad en torno a un nivel con ruptura. Un estudio de simulación**

*by*PRESNO CASQUERO, Mª J. & LÓPEZ MENÉNDEZ, A.J.

**Structual Break: Tests of the Present-Value Government Borrowing Constraint and Stability of Debt-GDP Ratio in the UK: 1970-2000**

*by*Ghatak A.

**An International Comparison of Long-Run Consumer Behaviour**

*by*Stewart C.

**Long-Term Trends and Short-Run Dynamics in International Stock Markets**

*by*Harissis H. & Mesomeris S. & Staikouras S.

**A Consistent Test for the Parametric Specification of the Hazard Function**

*by*Yanqin Fan & Paul Rilstone

**Bayesian estimation and model selection for the weekly Colombian exchange rate**

*by*Norberto Rodríguez

**Monetary aggregates as indicators of economic activity in Canada: empirical evidence**

*by*Pierre L. Siklos & Andrew G. Barton

**ASYMMETRIES IN CONDITIONAL MEAN AND VARIANCE: MODELLING STOCK RETURNS BY asMA-asQGARCH**

*by*Brännäs, Kurt & de Gooijer, Jan G.

**Forecasting with smooth transition autoregressive models**

*by*Lundbergh, Stefan & Teräsvirta, Timo

**Time-Varying Smooth Transition Autoregressive Models**

*by*Lundbergh, Stefan & Teräsvirta, Timo & van Dijk, Dick

**Underlying Trends and Seasonality in UK Energy Demands: A Sectorial Analysis**

*by*Hunt, L.C. & Judge, G. & Ninomiya, Y.

**Labor Adjustment Costs and Endogenous Cycling in Dynamic General Equilibrium Models**

*by*Fairise, X. & Feve, P.

**Economies of Scale and Food Consumption : a Reappraisal of the Deaton-Paxson Paradox**

*by*Gardes, F. & Starzec, C.

**Testing Restrictions in Nonparametric Efficiency Models**

*by*Simar, L. & Wilson, P.W.

**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.

**Combining Modelling Strategies to Analyse Teaching Styles Data**

*by*Spencer, N.H.

**Testing for the Cointegrating Rank of a Conditional Vector Autoregressive Process with a Linear Time Trend**

*by*Kauppi, H.

**The Real Price of Housing and Money Supply Shocks: Time Series Evidence and Theoretical Simulations**

*by*Lastrapes, W.D.

**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.

**The Relationship between the Markup and Inflation in the G7 plus One Economies**

*by*Banerjee, A. & Russell, B.

**Non-Parametric Specification Tests for Conditional Duration Models**

*by*Fernandes, M. & Grammig, J.

**Industry Structure and the Dynamics of Price Adjustment**

*by*Banerjee, A. & Russell, B.

**The Markup and the Business Cycle Reconsidered**

*by*Banerjee, A. & Russell, B.

**A Small Sample Correction of the Test for Cointegrating Rank in the Vector Autoregressive Model**

*by*Johansen, S.

**An Optimal Test against a Random Walk Component in a Non-Orthogonal Unobserved Components Model**

*by*Bailey, R.W. & Taylor, A.M.R.

**Medium-Run Scenarios Of The Romanian Economy**

*by*Dobrescu, Emilian

**The Role of Fundamentalists and Technicians in Exchange Rate Determination**

*by*Moosa , Imad A. & Korczak, Marta

**Dealing with Methodological Problems when Testing for Purchasing Power Parity: Evidence from Greece**

*by*Sideris, Dimitrios

**Sources of Output Volatility in Greece**

*by*George Hondroyiannis & Evangelia Papapetrou

**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

**Unemployment and input prices: A fractional cointegration approach**

*by*Caporale, Guglielmo Maria & Gil-Alaña, Luis A.

**Fractional integration and the dynamics of UK unemployment**

*by*Gil-Alaña, Luis A. & Henry, Brian

**Spatial R&D spillovers and economic growth : evidence from West Germany**

*by*Funke, Michael & Niebuhr, Annekatrin

**Convergence and the effects of spatial interaction**

*by*Niebuhr, Annekatrin

**A Simple Cointegrating Rank Test Without Vector Autoregression**

*by*Mototsugu Shintani

**Should the Dea's Stride Data Be Used for Economic Analyses of Markets for Illegal Drugs?**

*by*Horowitz, Joel L.

**Modelling Technical Progress: An Application of the Stochastic Trend Model to UK Energy Demand**

*by*Lester C. Hunt & Guy Judge & Yashushi Ninomiya

**An Empirical Analysis of the Long-run Energy Demand in Japan: 1887 -1998**

*by*Yasushi Ninomiya

**Expectations in Export Price Formation Tests using Cointegrated VAR Models**

*by*Pål Boug & Ådne Cappelen & Anders R. Swensen

**Option Pricing with a Dividend General Equilibrium Model**

*by*Kyriakos Chourdakis & Elias Tzavalis

**Time series modelling and forecasting of Sarawak black pepper price**

*by*Liew, Venus Khim-Sen & Shitan, Mahendran & Hussain, Huzaimi

**Partially linear models**

*by*Hardle, Wolfgang & LIang, Hua & Gao, Jiti

**Testing Steady-State Implications for the NAIRU**

*by*Gunnar Bårdsen & Ragnar Nymoen

**Model Specification and Inflation Forecast Uncertainty**

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

**The Forecast Performance of Long Memory and Markov Switching Models**

*by*Vasco J. Gabriel & Luis F. Martins

**The Properties of Cointegration Tests in Models with Structural Change**

*by*Vasco J. Gabriel & Luis F. Martins

**Valid Bayesian Estimation of the Cointegrating Error Correction Model**

*by*Strachan, R.

**Wage Function: Australian Estimates Using the Income Distribution Survey**

*by*Creedy, J. & Duncan, A.S. & Harris, M.N. & Scutella, R.

**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

**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

**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

**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

**The Vector Floor and Ceiling Model**

*by*Gary Koop & Simon Potter

**Econométrie spatiale 2 -Hétérogénéité spatiale**

*by*LE GALLO, Julie

**Econométrie spatiale 1 -Autocorrélation spatiale**

*by*LE GALLO, Julie

**Macroeconomic Forecasts and the Nature of Economic Shocks in Germany**

*by*Jörg Döpke

**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

**A Comparative Analysis of the Czech Republic and Hungary. Using small Continuous-Time Macroeconometric Models**

*by*Stavrev, Emil

**A Small Continuous Time Macro-Econometric Model of the Czech Republic**

*by*Stavrev, Emil

**Forecasting European GDP Using Self-Exciting Threshold Autoregressive Models. A Warning**

*by*Crespo-Cuaresma, Jesus

**Monetary Policy Analysis in Backward-Looking Models**

*by*Lindé, Jesper

**Testing for the Lucas Critique: A Quantitative Investigation**

*by*Lindé, Jesper

**Progress from forecast failure : the Norwegian consumption function**

*by*Eitrheim,O. & Jansen,E.S. & Nymoen,R.

**Stochastic Volatility and Pricing Bias in the Swedish OMX-Index Call Option Market**

*by*Byström , Hans

**Testing exogeneity in cross-section regression by sorting data**

*by*de Luna, Xavier & Johansson, Per

**Smooth Transition Autoregressive Models - A Survey of Recent Developments**

*by*van Dijk, Dick & Teräsvirta, Timo & Franses, Philip Hans

**Equity in Swedish Health Care Reconsidered: New Results based on the Finite Mixture Model**

*by*Gerdtham, Ulf-G. & Trivedi, Pravin K.

**Semi-parametric indirect inference**

*by*Ramdan Dridi & Eric Renault

**Simulated asymptotic least squares theory**

*by*Ramdan Dridi

**Germany and the euro area: differences in the transmission process of monetary policy**

*by*K.S.E.M. Hubrich & P.J.G. Vlaar

**Estimer la relation entre invalidité et emploi dans le cas de Madagascar**

*by*Jean-Christophe Dumont

**Assortment Variety: Attribute versus Product-Based**

*by*Herpen, H.W.I. van & Pieters, R.

**Estimer la relation entre invalidité et emploi dans le cas de Madagascar**

*by*Dumont, Jean-Christophe

**Measuring Predictability: Theory And Macroeconomic Applications**

*by*Diebold, Francis X & Kilian, Lutz

**A comparison of financial duration models via density forecasts**

*by*BAUWENS , Luc & GIOT, Pierre & GRAMMIG, Joachim & VEREDAS, David

**Bayesian non-linear modellings of the short term US interest rate: the help of non-parametric tools**

*by*LUBRANO, Michel

**Exact Tests for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions**

*by*Jean-Marie Dufour & Lynda Khalaf

**No Need to Run Millions of Regressions**

*by*Jan-Egbert Sturm

**Model Selection and Simplification Using Lattices**

*by*Jan Hanousek & Jaromir Antoch

**Decision Structures and Discrete Choices: An Application to Labour Market Participation and Fertility**

*by*Di Tommaso, M.L. & Weeks, M.

**Monetary Rules for Emerging Market Economies**

*by*Fabio Ghironi & Alessandro Rebucci

**A re-evaluation of empirical tests of the Fisher hypothesis**

*by*Basma Bekdache & Christopher F. Baum

**Alternative Monetary Rules for a Small Open Economy: The Case of Canada**

*by*Fabio Ghironi

**Some Explorations, Using Canadian Data, of the S-Variable in Akerlof, Dickens, and Perry (1996)**

*by*Seamus, Hogan & Pichette, Lise

**Asymmetries In The Capacity-Inflation Trade-Off**

*by*PEDRO PABLO ALVAREZ LOIS

**International Linkages in Short- and Long-Term Interest Rates**

*by*Guglielmo Maria Caporale & Geoffrey Williams

**A monetary analysis of the Drachma/ECU exchange rate determination, 1980-1991**

*by*George Zis & Athanasios P. Papadopoulos

**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.

**Monetary and Fiscal Policies' Efficiency and the Determination of a Nominal Equilibrium Exchange Rate**

*by*Emil Stavrev

**Volatility Behaviour in Emerging Markets: A Case Study of the Athens Stock Exchange, Using Daily and Intra-Daily Data**

*by*Kyrtsou, C. & Terraza, V.

**Vector Autoregressive Models with Structural Changes in Regression Coefficients and in Variance-Covariance Matrices**

*by*Jushan Bai

**Phases of the Canadian business cycle**

*by*Philip M. Bodman & Mark Crosby

**Can Portemanteau Nonlinearity Tests Serve as General Mis-Specification Tests? Evidence from Symmetric and Asymmetric GARCH Models**

*by*Brooks, C. & Henry, O.T.

**The Net Barter Terms Of Trade : A Smooth Transition Approach**

*by*Persson, Anna & Teräsvirta, Timo

**A Semi-Markov Approach to Modeling Volatility Dynamics**

*by*Maheu, J.M. & McCurdy, T.H.

**A Semi-Markov Approach to Modeling Volatility Dynamics**

*by*Maheu, J.M. & McCurdy, T.H.

**Dynamique d'adoption de standards et test de non-coordination spaciale**

*by*Bouzitat, C. & Hardouin, C. & Guyon, X.

**Dynamique d'adoption de standards et test de non-coordination spaciale**

*by*Bouzitat, C. & Hardouin, C. & Guyon, X.

**Data-Driven Nonparametric Spectral Density Estimators for Economic Time Series: A Monte Carlo Study**

*by*Kilian, L. & Bergean, I.

**Unit Roots, Trend Breaks and Transitory Dynamics: A Macroeconomic Perspective**

*by*Kilian, L. & Ohanian, L.E.

**On the Finite-Sample Accuracy of Nonparametric Resampling Algorithms for Economic Time Series**

*by*Berkowitz, J. & Birgean, I. & Kilian, L.

**Maximum Likelihood in the Frequency Domain: a Time to Build Example**

*by*Christiano, L.J. & Vigfusson, R.J.

**Maximum Likelihood in the Frequency Domain: a Time to Build Example**

*by*Christiano, L.J. & Vigfusson, R.J.

**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.

**How Sure are we About PPP Panel Evidence with the Null of Stationary Real Exchange Rates**

*by*Kuo, B.-S. & Mikkola, A.

**Testing for Non-Linearity in Intra-Day Financial Series : The Cases of Two French Stocks**

*by*Chauveau, T. & Damon, J. & Guegan, D.

**Identification and Estimation of a Labour Market Model for the Tradeables Sector: the Greek Case**

*by*Milas, C. & Otero, J.

**Analyzing the Time between Trades with a Gamma Compounded Hazard Model. An Application to LIFFE Bund Future Transactions**

*by*Nikolaus Hautsch

**Model uncertainty in cross-country growth regressions**

*by*Carmen Fernandez & Eduardo Ley & Mark Steel

**Some Pretesting Issues on Testing for Granger Noncausality**

*by*Judith A. Giles & Sadaf Mirza

**Evaluating Theories of Income Dynamics: A Probabilistic Approach**

*by*Robert Aebi & Klaus Neusser & Peter Steiner

**A re-evaluation of empirical tests of the Fisher hypothesis**

*by*Basma Bekdache & Christopher F. Baum

**The Elasticities Approach to Egypt’s Balance of Payments and Equilibrium Exchange Rate**

*by*Lord, Montague J.

**Paretian Quasi-Orders: Two Agents**

*by*SPRUMONT, Yves

**Analyzing the Time between Trades with a Gamma Compounded Hazard Model. An Application to LIFFE Bund Future Transactions**

*by*Nikolaus Hautsch

**A VAR Model for Monetary Policy Analysis in a Small Open Economy**

*by*Jacobson, Tor & Jansson, Per & Vredin, Anders & Warne, Anders

**Efficient estimation of price adjustment coefficients**

*by*Lyhagen, Johan

**Is the short-run Phillips curve nonlinear? Empirical evidence for Australia, Sweden and the United States**

*by*Eliasson, Ann-Charlotte

**Smooth transitions in a UK consumption function**

*by*Eliasson, Ann-Charlotte

**Testing for the Lucas Critique: A Quantitative Investigation**

*by*Lindé, Jesper

**Have Exchange Rates Become More Closely Tied? Evidence from a New Multivariate GARCH Model**

*by*Klaassen, F.J.G.M.

**Purchasing Power Parity: Evidence from a New Test**

*by*Klaassen, F.J.G.M.

**Long Swings in Exchange Rates: Are They Really in the Data?**

*by*Klaassen, F.J.G.M.

**Consistent Model and Moment Selection Criteria for GMM Estimation with Applications to Dynamic Panel Data Models**

*by*Donald W.K. Andrews & Biao Lu

**Vector Autoregressive Models with Structural Changes in Regression Coefficients and in Variance-Covariance Matrices**

*by*Jushan Bai

**Bartlett Identities Tests**

*by*Chesher, Andrew & Dhaene, Geert & Gouriéroux, Christian & Scaillet, Olivier

**Modelling and Identifying Central Banks' Preferences**

*by*Favero, Carlo A & Rovelli, Riccardo

**How Sure Are We About PPP? Panel Evidence with the Null of Stationary Real Exchange Rates**

*by*Kuo, Biing-Shen & Mikkola, Anne

**Bartlett identities tests**

*by*CHESHER, Andrew & DHAENE, Geert & GOURIEROUX, Christian & SCAILLET, Olivier

**A New Class of Stochastic Volatility Models with Jumps: Theory and Estimation**

*by*Mikhail Chernov & A. Ronald Gallant & Eric Ghysels & George Tauchen

**Non-nested Hypothesis Testing: An Overview**

*by*Pesaran, M. H. & Weeks, M.

**Model Selection in Threshold Models**

*by*Kapetanios, G.

**A Method for Taking Models to the Data**

*by*Peter N. Ireland

**Estimating One-Factor Models of Short-Term Interest Rates**

*by*Mc Manus, Des & Watt, David

**Encompassing tests when no model is encompassing**

*by*West,K.D.

**Selecting the Order of an ARCH Model**

*by*Anthony W. Hughes & Maxwell L. King & Kwek Kian Teng

**Modelling conditional heteroskedasticity: Application to the "IBEX-35" stock-return index**

*by*Angel León & Juan Mora

**articles: Welfare reform and spatial matchingbetween clients and jobs**

*by*Ashish Sen & Paul Metaxatos & Siim Sööt & Vonu Thakuriah

**Statistical and mathematical sources of regional science theory: Map pattern analysis as an example**

*by*Daniel A. Griffith

**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

**Stock market prices and long-range dependence**

*by*Murad S. Taqqu & Vadim Teverovsky & Walter Willinger

**Spurious deterministic seasonality and autocorrelation corrections with quarterly data: Further Monte Carlo results**

*by*Artur C. B. da Silva Lopes

**Performance of periodic time series models in forecasting**

*by*Helmut Herwartz

**Estimation of a German money demand system - a long-run analysis**

*by*Kirstin Hubrich

**Encompassing and rational expectations: How sequential corroboration can imply refutation**

*by*David F. Hendry & Neil R. Ericsson

**Análisis de la Función de Producción Agraria para distintos niveles de Agregación**

*by*CEPAS LÓPEZ, S. & DIOS PALOMARES, R.

**Estimaciones paramétricas y no paramétricas del ingreso de los ocupados del Gran Buenos Aires**

*by*Patricia Botargués & Diego Petrecolla

**Forecast Quality Matrix: A Methodological Survey of Judging Forecast Quality of Capital Market Forecasts**

*by*Peter Andres & Markus Spiwoks

**Specification Search and Levels of Significance in Econometric Models**

*by*Steven B. Caudill & Randall G. Holcombe

**Evaluating The Forecast of Densities of Linear and Non-Linear Models: Applications to Output Growth and Unemployment**

*by*Clements, M.P. & Smith J.

**Comparisons of Estimators and Tests Based on Modified Likelihood And Message Length Functions**

*by*Laskar, M.R. & King, M.L.

**Testing Convergence in Economic Growth for OECD Countries**

*by*Nahar, S. & Inder, B.

**The Australian Business Cycle: Job Palooka or Dead Cat Bounce?**

*by*Bodman, P.M. & Crosby, M.

**Phases of the Canadian Business Cycle**

*by*Bodman, P.M. & Crosby, M.

**Encompassing the VAR: A Formalization of Seasonal Encompassing with an Application on a German Macromodel**

*by*Andreas Beyer

**Evaluating GARCH models**

*by*Lundbergh, Stefan & Teräsvirta, Timo

**Nonlinear error-correction and the UK demand for broad money, 1878-1993**

*by*Teräsvirta, Timo & Eliasson, Ann-Charlotte

**Do Long-Memory Models Have Long Memory?**

*by*Andersson, Michael K.

**Statistical Inference in Micro Simulation Models: Incorporationg External Information**

*by*Klevmarken, N.A.

**Interaction entre taux d'interet allemands et francais: Un reexamen de l'hypothese de dominance allemande**

*by*Podevin, M.

**La methode d'estimation des moindres carres modifies ou fully modified**

*by*Hurlin, C. & MB.P. N'Diaye, P.

**Pitfalls in Constructing Bootstrap Confidence Intervals for Asymptotically Pivotal Statistics**

*by*Kilian, L.

**Bayesian Analysis of Road Accidents: A General Framework for Multinominal Case**

*by*Bolduc, D. & Bonin, S.

**Multivalued Stochastic Dominance to Determine the Efficient Set of Assets: Evidence from the Warsow Stock Market**

*by*Trzpiot, G.

**Compatibilite et contradiction entre systemes lineaires theoriques et experimentaux; principes mathematiques de l'analyse en composantes principales sous contraintes**

*by*Rolle, J.-D.

**Forecasting (LOG) Volatility Models**

*by*Christodoulakis, G.A. & Satchell, S.E.

**Effet des modes de négociation sur les échanges**

*by*Gouriéroux, Christian & Le Fol, Gaëlle

**The Good News and the Bad News about Long-run Stock Market Returns**

*by*Robertson, Donald & Wright, Stephen

**Teaching Groups as Foci for Evaluating GCE Advanced Level Cost-Effectiveness : Some Practical Methodological Innovations**

*by*Fielding, A.

**Why Use Arbitrary Points Scores: Ordered Categories in Models of Educational Progress**

*by*Fielding, A.

**Comparing Evaluation Methodologies for Stochastic Dynamic General Equilibrium Models**

*by*Eva Ortega

**Substitution Possibilities for Energy in the Italian Economy: A General to Specific Econometric Analysis**

*by*Claudio Morana

**Die gemeinnützige Arbeitnehmerüberlassung in Rheinland-Pfalz: Eine ökonometrische Analyse des Wiedereingliederungserfolgs**

*by*Almus, Matthias & Egeln, Jürgen & Lechner, Michael & Pfeiffer, Friedhelm & Spengler, Hannes

**An equality test across nonparametric regressions**

*by*Lavergne, Pascal

**Nonparametric significance testing**

*by*Lavergne, Pascal & Vuong, Quang

**Non-uniformity of job-matching in a transition economy: A nonparametric analysis for the Czech Republic**

*by*Profit, Stefan & Sperlich, Stefan

**Economia sintetica**

*by*Luis Vildosola

**Impulse Response Priors for Discriminating Structural Vector Autoregressions**

*by*Mark Dwyer

**A Pedagogical Note on the Long Run of Macro Economic Models**

*by*Peter McAdam

**Price Sensitivity of Residential Energy Consumption in Norway**

*by*Runa Nesbakken

**Rational Expectations in Price Setting. Tests Based on Norwegian Export Prices**

*by*Ingvild Svendsen

**Asymmetric Volatility Dynamics: Evidence From the Istanbul Stock Exchange**

*by*Okay, Nesrin

**Regression-Based Tests of Predictive Ability**

*by*Kenneth D. West & Michael W. McCracken

**Simulation-Based Finite-Sample Normality Tests in Linear Regressions**

*by*DUFOUR, Jean-Marie & FARHAT, Abdeljelil & GARDIOL, Lucien

**An I(2) Cointegration Analysis of Small-Country Import Price Determination**

*by*Hans Christian Kongsted

**Statistical Inference in Micro Simulation Models: Incorporating external information**

*by*Klevmarken, N. Anders

**Modelling economic high-frequency time series with STAR-STGARCH models**

*by*Lundbergh, Stefan & Teräsvirta, Timo

**Robust Testing for Fractional Integration Using the Bootstrap**

*by*Andersson, Michael K. & Gredenhoff, Mikael P.

**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

**Improving Garch Volatility Forecasts**

*by*Klaassen, F.J.G.M.

**Innovation Complementarity and Scale of Production**

*by*Miravete, Eugenio J. & Pernias, Jose C.

**Unemployment Durations of French Young People**

*by*d’Addio, Anna Cristina

**Demand-Supply Interactions and Unemployment Dynamics: Can there be Path Dependency ? The Case of Belgium, 1955-1994**

*by*Shadman-Mehta, Fatemeh & Sneessens, Henri R.

**Reading Interest Rate and Bond Futures Options' Smiles Around the 1997 French Snap Election**

*by*Coutant, Sophie & Jondeau, Eric & Rockinger, Michael

**Reading the Smile: The Message Conveyed by Methods which Infer Risk Neutral Densities**

*by*Jondeau, Eric & Rockinger, Michael

**How Efficient are Firms in Transition Countries? Firm-Level Evidence from Bulgaria and Romania**

*by*Konings, Jozef & Repkin, Alexander

**Estimation from cross-sections of integrated time-series**

*by*Adda, Jérôme & Robin, Jean-Marc

**Unemployment durations of French young people**

*by*D’ADDIO, Anna Christina

**What Data Should Be Used to Price Options?**

*by*Mikhail Chernov & Eric Ghysels

**Modeling fixed income excess returns**

*by*Basma Bekdache & Christopher F. Baum

**Testing for ARCH in the Presence of a Possibly Misspecified Conditional Mean**

*by*Robin L. Lumsdaine & Serena Ng

**Fractional Monetary Dynamics**

*by*John Barkoulas & Christopher F. Baum & Mustafa Caglayan

**Testing for Structural Change in Conditional Models**

*by*Bruce E. Hansen

**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.

**Reading the Smile: The Message Conveyed by Methods Which Infer Risk Neutral**

*by*Jondeau, E. & Rockinger, M.

**On the Nature of Dependence in the Volatility of US Stock Returns**

*by*Michelle L. Barnes

**Non-linear Threshold Relationships between Inflation and Nominal Returns: A Time Series Approach to 39 Different Countries**

*by*Michelle L. Barnes

**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

**The stability of German money demand: Not just a myth**

*by*Michael Scharnagl

**Stability of the demand for M1 and harmonized M3 in Finland**

*by*Antti Ripatti

**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

**Implicaciones en la utilización de una variable agregada para medir la producción de los aeropuertos españoles**

*by*Roberto Rendeiro Martín-Cejas

**A Comparison of the Forecasting Performance of Markov-Switching and Threshold Autoregressive Models of US GNP**

*by*Clements, M.P. & Krolzig, H.-M.

**Seasonality, Cointegration, and the Forecasting of Energy Demand**

*by*Clements, M.P. & Madlener, R.

**The Role of Seasonality in Economic Time Series: Reinterpretating Money-Output Causality in U.S. Data**

*by*Lee, H.S. & Siklos, P.L.

**Testing that Stock Returns Are Uncorrelated Using A General Box-Pierce Q Test**

*by*Nankervis, J.C. & Savin, N.E. & Lobato, I.

**The Power of Hessian and Outer Product Based Wald and LM Tests**

*by*Parks, R.W. & Savin, N.E. & Wurtz, A.H.

**Testing the Consumption-Capm in Developing Equity Markets**

*by*Cashin, P. & McDermott, C. J.

**Exchange rates and Fundamentals: What Do We Learn From Long-Horizon Regressions?**

*by*Kilian, L.

**Testing Linearity against Nonlinear Moving Average Models**

*by*Brännäs, Kurt & de Gooijer, Jan G. & Teräsvirta, Timo

**Testing for Asymmetric Pricing in the Canadian Retail Gasoline Market**

*by*Godby, R. & Stengos, T. & Wandsschneider, B.

**Consistent Model Specification test for Regression Function Based on Nonparametric Wavelet Estimation**

*by*Stengos, T. & Sun, Y.

**Robust GMM Estimators and Tests for Models of the Term Structure of Interest Rates**

*by*Elvezio Ronchetti & Fabio Trojani

**Measurement of Perceived Environmental Uncertainties: Response and Extension**

*by*Miller, K.D.

**Residual-Based Bootstrap Tests for Normality in Autoregressions**

*by*Kilian, L. & Demiroglu, U.

**Test du CAPM pour le marche des actions suisses**

*by*Isakov, D

**L'effet de levier**

*by*Thibierge, C & Thomas, P.

**Dynamic Labour Market Behaviour in the British Household Panel Survey : The Effects of Recall Bias and Panel Attrition**

*by*Paull, G

**Identification, Estimation and Testing of Conditionally Heteroskedastic Factor Model**

*by*Sentana, E. & Fiorentini, G.

**The Turnpike Property and the Central Limit Theorem in Stochastic Models of Economic Dynamics**

*by*Flam, S.D. & Evstigneev, I.V.

**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

**The Choice of the Working Sector in Italy**

*by*Bardasi, E. & Monfardini, C.

**Forecasting Seasonal UK Consumption Components**

*by*Clements, M.P. & Smith, J.

**Introduction to the JBES Special Issue on Structural Estimation in Applied Microeconomics**

*by*Keane, Michael & Wolpin, Kenneth

**A measure of monetary conditions**

*by*Richard Dennis

**Answering the Critics: Yes, ARCH Models Do Provide Good Volatility Forecasts**

*by*Torben G. Andersen & Tim Bollerslev

**Statistical Inference for Computable General Equilibrium Models with Application to a Model of the Moroccan Economy**

*by*ABDELKHALEK, Touhami & DUFOUR, Jean-Marie

**Bootstrap Testing for Fractional Integration**

*by*Andersson, Michael K. & Gredenhoff, Mikael P.

**Modeling Nordic Stock Returns with Asymmetric GARCH models**

*by*Hagerud, Gustaf E.

**Limited and Full Information Estimation of the Rational Expectations Demand for Money Model: Application to Finnish M1**

*by*Ripatti, Antti

**Liquidity-Corrected Variance Ratios and the Effect of Foreign Equity Ownership on Information in an Emerging Market**

*by*Coppejans, Mark & Domowitz, Ian

**Application of Neural Networks to House Pricing and Bond Rating**

*by*Daniëls, H.A.M. & Kamp, B. & Verkooijen, W.J.H.

**Comparing Predictions and Outcomes: Theory and Application to Income Changes**

*by*Das, J.W.M. & Dominitz, J. & Soest, A.H.O. van

**Consistent Moment Selection Procedures for Generalized Method of Moments Estimation**

*by*Donald W.K. Andrews

**Forecasts with production expectations integrated into a macroeconomic model**

*by*Jakob B. MADSEN

**The Behaviour of the Real Exchange Rate: A Re-examination Using Finite Sample Approach**

*by*Kuo, Biing-Shen & Mikkola, Anne

**How to deal with unobservable variables in economics**

*by*Krelle, Wilhelm

**A Simple Regime-Switching Model for Stochastic Volatilities**

*by*Christopeit, Norbert & Axel Cron

**An Analysis of Sample Attrition in Panel Data: The Michigan Panel Study of Income Dynamics**

*by*John Fitzgerald & Peter Gottschalk & Robert Moffitt

**Reexamining the Term Structure of Interest Rates and the Interwar Demand for Money**

*by*Christopher F. Baum & Clifford F. Thies

**A Comparison of Alternative Methodologies for Estimating Potential Output and the Output Gap**

*by*Chantal Dupasquier & Alain Guay & Pierre St-Amant

**La courbe de Phillips au Canada : un examen de quelques hypothèses**

*by*Jean-François Fillion & André Léonard

**Menu Costs, Relative Prices, and Inflation: Evidence for Canada**

*by*Robert A. Amano & R. Tiff Macklem

**What Does Downward Nominal-Wage Rigidity Imply for Monetary Policy?**

*by*Seamus Hogan

**A Consistent Nonparametric Test of Ergodicity for Time Series with Applications**

*by*Domowitz, I. & El-Gamal, M.A.

**Regression-Based Tests of Predictive Ability**

*by*West, K.D. & McCracken, M.W.

**A Bayesian Interpretation of Extremim Estimators**

*by*El-Gamal, M.A.

**A Monte Carlo Study of Ec-Estimation in Panel Data Models with Limited Dependent Variables and Heterogeneity**

*by*El-Gamal, M.A.

**Selección de modelos no anidados. Un estudio de Monte Carlo**

*by*Pons Novell, Jordi

**Evaluating the Rationality of Fixed-Event Forecasts**

*by*Clements, M.C.

**Monotonic Extension on Economic Domains**

*by*Thomson, W.

**Skewness of Earnings and the Believability Hypothesis : How Does the Financial Market Discount Accounting Earnings Disclosures?**

*by*Krishnan, M & Sankaraguruswamy, S & Song Shin, H

**Cognition in Seemingly Riskless Choices and Judgments**

*by*Levy-Garboua, L. & Montmarquette, C.

**Testing for Structural Change in Cointegrated Regression Models: Some Comparisons and Generalizations**

*by*Hao, K.

**Trends, Lead Times and Forecasting**

*by*Saligari, G.R. & Snyder, R.D.

**Conditional Independance in Sample Selection Models**

*by*Angrist, J.D.

**Trend-Stationarity in the I(2) Cointegration Model**

*by*Clara Jørgensen & Hans Christian Kongsted & Anders Rahbek

**Modelling the Demand for M3 in the unified Germany**

*by*Wolters, Jürgen & Teräsvirta, Timo & Lütkepohl, Helmut

**Two Stylized Facts and the Garch (1,1) Model**

*by*Teräsvirta, Timo

**Testing Linearity against Nonlinear Moving Average Models**

*by*Brännäs, Kurt & Gooijer, Jan G. de & Teräsvirta, Timo

**Power Properties of Linearity Tests for Time Series**

*by*Teräsvirta, Timo

**A Note on the Interpretation of the Rational Addiction Model**

*by*Ferguson, B

**Robust Inference: The Approach Based on Influence Functions**

*by*M. Markatou & Elvezio Ronchetti

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

*by*Arranz, M.

**Pricing-to-Market in the Presence of Freight Rate and Exchange Rate Changes: Evidence from Canadian Data**

*by*Bryan, I.

**Forecasting Using First Available Versus Fully Revised Economic Time Series data**

*by*Swanson, N.R.

**Addressing Collinearity Among Competing Econometric Forecasts: Regression Based Forecast Combination Using Model Selection**

*by*Swanson, N.R. & Zeng, T.

**Identifying Outlier Firms in Multiple Output Efficiency Models**

*by*Hill, R.J. & Fox, K.J.

**Informational Complexity Criteria For Regression Models**

*by*Bozdogan, H. & Haughton, D.

**Testing the CCAPM on Spanish Data: A New Approach**

*by*Rubio, E.M.

**Tabu Search in Audit Scheduling**

*by*Dodin, B. & Elimam, A.A. & Rolland, E.

**Testing the Long Run Effect of Investment on Output in the Presence of Cointegration**

*by*Lau, S.H.P.

**Un regard epistemologique sur la pratique econometrique contemporaine**

*by*Ado, I. & Boughrara, A.

**Auction Theory and Practice Evidence from the Market for Jewellery**

*by*Chanel, O. & Gerard-Varet, L.A.

**A Simple Test for Spatial Correlation in Probit Models**

*by*Pinkse, J. & Slade, M.

**A Conformity Test for Cointegration**

*by*Dhrymes, P.J.

**A Score Test for Non-nested Hypotheses with Applications to Discrete Data Models**

*by*J M C Santos Silva

**On the Corrections to Information Matrix Tests**

*by*Francisco Cribari-Neto

**Shortages, interest rates, and money demand in Poland, 1969-1995**

*by*Erwin Nijsse & Elmer Sterken,

**Testing calibrated general equilibrium models**

*by*Fabio Canova & Eva Ortega

**Forecast Comparison in L2**

*by*Bruce Mizrach

**Cognition in Seemingly Riskless Choices and Judgments**

*by*Levy-Garboua, L. & Montmarquette, C.

**On the Use of Multivariate Cointegration Analysis in Residential Energy Demand Modelling**

*by*Madlener, Reinhard

**Stability of the Demand for M1 and Harmonized M3 in Finland**

*by*Ripatti, Antti

**Conditional Independence Restrictions: Testing and Estimation**

*by*Oliver Linton & Pedro Gozalo

**Can animal spirits explain the dynamics of European unemployment?**

*by*Patrick FÈVE & François LANGOT

**Does Modern Econometrics replicate the Phillips Curve?**

*by*Shadman-Mehta, Fatemeh

**Estimation of TAR Models**

*by*Bruce E. Hansen

**Nonlinear Nonparametric Prediction of the 90-Day T-Bill Rate**

*by*John Barkoulas & Christopher F. Baum & Joseph Onochie

**Fractional Differencing Modeling and Forecasting of Eurocurrency Deposit Rates**

*by*John Barkoulas & Christopher F. Baum

**Fractional Cointegration Analysis of Long Term International Interest Rates**

*by*John Barkoulas & Christopher F. Baum & Gurkan S. Oguz

**Time-Varying Risk Premia in the Foreign Currency Futures Basis**

*by*John Barkoulas & Christopher F. Baum

**Loansable Funds, Endogenous Money, and Minsky's Financial Fragility Hypothesis**

*by*Lavoie, M

**Investigating Stability and Linearity of a German M1 Money Demand Function**

*by*Lütkepohl, Helmut & Teräsvirta, Timo & Wolters, Jürgen

**Testing Parameter Constancy and super Exogeneity in Econometric Equations**

*by*Jansen, Eilev S. & Teräsvirta, Timo

**Using Mixture Models to Detect Sex Bias in Health Outcomes in Bangladesh**

*by*Morduch, J. & Stern, H.S.

**Using Mixtures Models to Detect Sex Bias in Health Outcome in Bangladesh**

*by*Morduch, J.

**Detecting Nonlinearity by Modelling the Differenced Series**

*by*Aprahamian, F. & Peguin-Feissolle, A.

**Forecasting Inflation from the Term Structure**

*by*Tzavalis, E. & Wickens, M.R.

**Heterogeneity, Matching, and Endogenous Labour Market Segmentation**

*by*Rioux, L.

**Agreement and Disagreement Between Unit Root Tests**

*by*Boero, K.L.A.G. & Burridge, P. & Sheldon, M.

**A Test for Independence Based on the Correlation Dimension**

*by*Brock, W.A. & Dechert, W.D. & LeBaron, B. & Scheinkman, J.A.

**Import Price Formation and Pricing to Market: A Test on Norwegian Data**

*by*Bjørn E. Naug & Ragnar Nymoen

**Multivariate unit root tests**

*by*Renato Flôres & Pierre-Yves Preumont & Ariane Szafarz

**Reliability of the Translog Cost Function : Some Theory & an Application to the Demand of Energy in French Manufacturing**

*by*Baccar, Sourour

**A Factor-Analytic Probit Model for Representing the Market Structure in Panel Data**

*by*Elrod, Terry & Keane, Michael

**Household Energy Demand Analysis: An Empirical Application of the Closure Test Principle**

*by*Madlener, Reinhard

**Prediction Risk and the Forecasting of Stock Market Indexes**

*by*Haefke, Christian & Helmenstein, Christian

**Testing Additivity in Generalized Nonparametric Regression Models**

*by*Oliver Linton & Pedro Gozalo

**Capital, Labour, Materials and Additional R&D Investment in Japan. The Issue of (Double-) Counting**

*by*Peeters, Marga & Ghijsen, Paul

**Predictive Tests for Structural Change with Unknown Breakpoint**

*by*Eric Ghysels & Alain Guay & Alastair Hall

**Asymptotic Null Distribution of the Likelihood Ratio Test in Markov Switching Models**

*by*René Garcia

**Are Real Wages and Unemployment Related?**

*by*Jacobson, Tor & Vredin, Anders & Warne, Anders

**The Persistence in Volatility of the US Term Premium 1970-1986**

*by*Tzavalis, E. & Wickens, M.R.

**The Rational Expectations Hypothesis of the Term Structure: Reconciling the Evidence**

*by*Tzavalis, Elias & Wickens, Micheal

**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

**Dynamic Specification and Testing for Unit Roots and Co-Integration**

*by*Anindya Banerjee

**A Macroeconomic Model for Romania's Flexible Exchange Rate System**

*by*Lord, Montague J.

**An empirical derivation of the industry wage equation**

*by*Mason, Patrick L.

**The Predictive Ability of Several Models of Exchange Rate Volatility**

*by*Kenneth D. West & Dongchul Cho

**Comovements in Large Systems**

*by*GONZALO, Jesus & PITARAKIS, Jean-Yves

**Testing Between Alternative Wage-Employment Bargaining Models Using Belgian Aggreggate Data**

*by*Vannetelbosch, Vincent J.

**Exploration of economic systems in the transition period**

*by*Albu, Lucian-Liviu

**La quasi marche aléatoire**

*by*Alexandre, Hervé

**Dynamic effects of tariff liberalization: An intertemporal CGE approach**

*by*Keuschnigg,Christian & Kohler,Wilhelm

**Union Membership in the United States: The Decline Continues**

*by*Henry S. Farber & Alan Krueger

**Posterior Odds Testing for a Unit Root with Data-Based Model Selection**

*by*Peter C.B. Phillips & Werner Ploberger

**The Forecasting Accuracy of Crude Oil Futures Prices**

*by*Manmohan S. Kumar

**Other Things Equal**

*by*Donald N. McCloskey

**Testing for Structural Breaks**

*by*Allan W. Gregory & James M. Nason

**Dynamic Structural Models: Problems and Prospects. Mixed Continuous Discrete Controls and Market Interactions**

*by*Ariel Pakes

**Time Series Modelling with a Bayesian Frame of Reference: 1. Concepts and Illustrations**

*by*Peter C.B. Phillips & Werner Ploberger

**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

**The Spurious Effect of Unit Roots on Exogeneity Tests in Vector Autoregressions: An Analytical Study**

*by*Hiro Y. Toda & Peter C.B. Phillips

**Vector Autoregression and Causality**

*by*Hiro Y. Toda & Peter C.B. Phillips

**The Long-Run Australian Consumption Function Reexamined: An Empirical Exercise in Bayesian Influence**

*by*Peter C.B. Phillips

**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

**Il problema della coerenza delle previsioni nei modelli econometrici non lineari**

*by*Calzolari, Giorgio & Panattoni, Lorenzo

**Parametric and nonparametric Monte Carlo estimates of standard errors of forecasts in econometric models**

*by*Bianchi, Carlo & Calzolari, Giorgio & Weihs, Claus

**Forecasts and constraints on policy actions: the reliability of alternative instruments**

*by*Bianchi, Carlo & Brillet, Jean-Louis & Calzolari, Giorgio

**On The Use and Misuse of Input-Output Based Impact Analysis in Evaluation**

*by*Grady, Patrick & Muller, R. Andrew

**Generalized autoregressive conditional heteroskedasticity**

*by*Tim Bollerslev

**Effectiveness versus reliability of policy actions under government budget constraint: the case of France**

*by*Bianchi, Carlo & Brillet, Jean-Louis & Calzolari, Giorgio

**The state of the art in Canadian macroeconomic modelling**

*by*Grady, Patrick

**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

**Information Criterion and Estimation of Misspecified Qualitative Choice Models**

*by*Brownstone, David

**Stime 2SLS con componenti principali di un modello non lineare dell' economia italiana**

*by*Bianchi, Carlo & Calzolari, Giorgio & Sartori, Franco

**Evaluating forecast uncertainty due to errors in estimated coefficients: empirical comparison of alternative methods**

*by*Bianchi, Carlo & Calzolari, Giorgio

**Morbidity and pollution: model specification analysis for time-series data on hospital admissions**

*by*Krumm, Ronald J. & Graves, Philip E.

**Stochastic simulation as a validation tool for econometric models**

*by*Calzolari, Giorgio & Corsi, Paolo

**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