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Research classified by
Journal of
Economic Literature (JEL) codes Top JEL C: Mathematical and Quantitative MethodsC5: Econometric ModelingC52: Model Evaluation and Testing
This topic is covered by the following reading lists: SOEP based publications
Socio-Economics of Innovation
2009 Productivity shocks and aggregate cycles in an estimated endogenous growth model by Jim Malley & Ulrich Woitek [Downloadable!] 2009 Technology shocks and aggregate fluctuations in an estimated hybrid RBC model by Jim Malley & Ulrich Woitek [Downloadable!] 2009 The Effect Of Supplemental Insurance On Health Care Demand With Multiple Information: A Latent Class Analysis by Dardanoni, V & Li Donni, P [Downloadable!] 2009 Türkiye’de Turizm Sektörünün Tarihsel Gelişimi ve Turizm Talebi İle Hizmet Sektörü Arasındaki İlişkinin Analizi by Elçin Aykaç alp [Downloadable!] 2009 First Announcements and Real Economic Activity by Clements, Michael P. & Galvão, Ana Beatriz [Downloadable!] 2009 Reproducing Business Cycle Features: How Important Is Nonlinearity Versus Multivariate Information? by James Morley & Jeremy Piger & Pao-Lin Tien [Downloadable!] 2009 p-Value Adjustments for Asymptotic Control of the Generalized Familywise Error Rate by Christopher J. Bennett [Downloadable!] 2009 Comment to "Weak Instruments Robust tests in GMM and the New Keynesian Phillips curve" by Frank Kleibergen and Sophocles Mavroeidis by Fabio Canova [Downloadable!] 2009 The productivity advantages of large cities: Distinguishing agglomeration from firm selection by Pierre-Philippe Combes & Gilles Duranton & Diego Puga & Sebastien Roux [Downloadable!] 2009 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 [Downloadable!] 2009 Technical Change and Total Factor Productivity Growth for Swedish Manufacturing and Service Industries by Dong-hyun Oh & Almas Heshmati & Hans Loof [Downloadable!] 2009 The ‘Puzzles’ Methodology: En Route to Indirect Inference? by Vo Phuong Mai Le & Patrick Minford & Michael Wickens [Downloadable!] 2009 Endogeneity in Panel Data Models with Time-Varying and Time-Fixed Regressors: To IV or not IV? by Timo Mitze [Downloadable!] 2009 Estimating Output Gap, Core Inflation, and the NAIRU for Peru by Rodríguez, Gabriel [Downloadable!] 2009 Using A Forward-Looking Phillips Curve to Estimate the Output Gap in Peru by Rodríguez, Gabriel [Downloadable!] 2009 Have European Unemployment Rates Converged? by Ramírez Carrera, Dionisio & Rodríguez, Gabriel [Downloadable!] 2009 Financial Market Conditions, Real Time, Nonlinearity and European Central Bank Monetary Policy: In-Sample and Out-of-Sample Assessment by Costas Milas & Ruthira Naraidoo [Downloadable!] 2009 The Effect Of Defense Spending On Us Output: A Factor Augmented Vector Autoregression (Favar) Approach by Rangan Gupta & Alain Kabundi & Emmanuel Ziramba 2009 Monetary Model of Exchange Rate for Thailand: Long-run Relationship and Monetary Restrictions by Liew, Venus Khim-Sen & Baharumshah, Ahmad Zubaidi & Puah, Chin-Hong [Downloadable!] 2009 Bayesian Estimation of the GARCH(1,1) Model with Student-t Innovations in R by Ardia, David [Downloadable!] 2009 Normal versus Noncentral Chi-square Asymptotics of Misspecified Models by Chun, So Yeon & Alexander, Shapiro [Downloadable!] 2009 Economic forecasts with Bayesian autoregressive distributed lag model: choosing optimal prior in economic downturn by Bušs, Ginters [Downloadable!] 2009 Understanding forecast failure of ESTAR models of real exchange rates by Buncic, Daniel [Downloadable!] 2009 Investigating causal relationship between stock return with respect to exchange rate and FII: evidence from India by Kumar , Sundaram [Downloadable!] 2009 Misspecification and Heterogeneity in Single-Index, Binary Choice Models by Chen, Pian & Velamuri, Malathi [Downloadable!] 2009 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 [Downloadable!] 2009 The Multistep Beveridge-Nelson Decomposition by Proietti, Tommaso [Downloadable!] 2009 Oil Prices and Exchange Rates in Oil-Exporting Countries: Evidence from TAR and M-TAR Models by Mohammadi, Hassan & Jahan-Parvar, Mohammad R. [Downloadable!] 2009 The Volatility of Thai Rice Price by Baharom, A.H. & Radam, Alias & Habibullah, M.S. & Hirnissa, M.T [Downloadable!] 2009 Understanding forecast failure in ESTAR models of real exchange rates by Buncic, Daniel [Downloadable!] 2009 Existence of Singularity Bifurcation in an Euler-Equations Model of the United States Economy: Grandmont was Right by Barnett, William A. & He, Susan [Downloadable!] 2009 Testing Predictive Ability and Power Robustification by Kyungchul Song [Downloadable!] 2009 Efficient Estimation of Average Treatment Effects under Treatment-Based Sampling by Kyungchul Song [Downloadable!] 2009 Evaluating a monetary business cycle model with unemployment for the euro area by Nicolas Groshenny [Downloadable!] 2009 Risk Price Dynamics by Jaroslav BoroviÄka & Lars Peter Hansen & Mark Hendricks & José A. Scheinkman [Downloadable!] 2009 Pricing Model Performance and the Two-Pass Cross-Sectional Regression Methodology by Raymond Kan & Cesare Robotti & Jay Shanken [Downloadable!] 2009 Complementarity and Aggregate Implications of Assortative Matching: A Nonparametric Analysis by Bryan S. Graham & Guido W. Imbens & Geert Ridder [Downloadable!] 2009 Surprising Comparative Properties of Monetary Models: Results from a New Data Base by John B. Taylor & Volker Wieland [Downloadable!] 2009 New Keynesian versus Old Keynesian Government Spending Multipliers by John F. Cogan & Tobias Cwik & John B. Taylor & Volker Wieland [Downloadable!] 2009 Student sorting and bias in value added estimation: Selection on observables and unobservables by Jesse Rothstein [Downloadable!] 2009 Evaluating a monetary business cycle model with unemployment for the euro area by Nicolas Groshenny [Downloadable!] 2009 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 [Downloadable!] 2009 Modelling stock returns in Africa’s emerging equity markets by Paul Alagidede & Theodore Panagiotidis [Downloadable!] 2009 On Loss Functions and Ranking Forecasting Performances of Multivariate Volatility Models by Sébastien Laurent & Jeroen V.K. Rombouts & Francesco Violante [Downloadable!] 2009 Credit Spread Changes within Switching Regimes by Olfa Maalaoui & Georges Dionne & Pascal François [Downloadable!] 2009 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 [Downloadable!] 2009 Did Globalization Lead to Segmentation? Identifying Cross-Country Growth Regimes in the Long-Run by Gianfranco Di Vaio & Kerstin Enflo [Downloadable!] 2009 Inflation Dynamics in the New EU Member States: How Relevant Are External Factors? by Alexander Mihailov & Fabio Rumler & Johann Scharler [Downloadable!] 2009 A Note on Adapting Propensity Score Matching and Selection Models to Choice Based Samples by Heckman, James J. & Todd, Petra E. [Downloadable!] 2009 New Evidence on the Finite Sample Properties of Propensity Score Matching and Reweighting Estimators by Busso, Matias & DiNardo, John & McCrary, Justin [Downloadable!] 2009 Determinants of interest rate exposure of Spanish banking industry by Gloria M. Soto Pacheco & Cristóbal González & Laura Ballester & Román Ferrer [Downloadable!] 2009 Non-linear relation between industrial production and business surveys data by Giancarlo Bruno [Downloadable!] 2009 The productivity advantages of large cities: Distinguishing agglomeration from firm selection by Pierre Philippe Combes & Gilles Duranton & Laurent Gobillon & Diego Puga & Sébastien Roux [Downloadable!] 2009 Bayesian Methods for Completing Data in Space-time Panel Models by Llano, Carlos & Polasek, Wolfgang & Sellner, Richard [Downloadable!] 2009 Growth Regressions, Principal Components and Frequentist Model Averaging by Wagner, Martin & Hlouskova, Jaroslava [Downloadable!] 2009 Food and cash transfers: evidence from Colombia by Orazio Attanasio & Erich Battistin & Alice Mesnard [Downloadable!] 2009 Does Technical Assistance Matter? An Impact Evaluation Approach to Estimate its Value Added by Luis Marcano & Inder J. Ruprah [Downloadable!] 2009 On economic evaluation of directional forecasts by Oliver Blaskowitz & Helmut Herwartz [Downloadable!] 2009 Combination of multivariate volatility forecasts by Alessandra Amendola & Giuseppe Storti [Downloadable!] 2009 Option Pricing Using Realized Volatility and ARCH Type Models by Toshiaki Watanabe & Masato Ubukata [Downloadable!] 2009 Forecasting a Large Dimensional Covariance Matrix of a Portfolio of Different Asset Classes by Lillie Lam & Laurence Fung & Ip-wing Yu [Downloadable!] 2009 Wavelet Improvement of the Over-rejection of Unit root test under GARCH errors by Li, Yushu & Shukur, Ghazi [Downloadable!] 2009 Testing for Unit Root against LSTAR Model: Wavelet Improvement under GARCH Distortion by Li, Yushu & Shukur, Ghazi [Downloadable!] 2009 Uncertainty of Multiple Period Risk Measures by Lönnbark, Carl [Downloadable!] 2009 Cost-effectiveness of screening for colorectal cancer with once-only flexible sigmoidoscopy and faecal occult blood test by Aas, Eline [Downloadable!] 2009 Technical Change and Total Factor Productivity Growth for Swedish Manufacturing and Service Industries by Oh, Donghyun & Heshmati, Almas & Lööf, Hans [Downloadable!] 2009 Noncausal vector autoregression by Lanne, Markku & Saikkonen, Pentti [Downloadable!] 2009 Economic impacts of the RES Obligations in Austria – an Application of the Macro-Econometric Model e3.at by Dr. Ulrike Lehr & Dr. Marc Ingo Wolter & Anett Großmann [Downloadable!] 2009 Productivity shocks and aggregate cycles in an estimated endogenous growth model by Jim Malley & Ulrich Woitek [Downloadable!] 2009 Technology shocks and aggregate fluctuations in an estimated hybrid RBC model by Jim Malley & Ulrich Woitek [Downloadable!] 2009 Semiparametric vector MEM by Fabrizio Cipollini & Robert F. Engle & Giampiero M. Gallo [Downloadable!] 2009 Automated Variable Selection in Vector Multiplicative Error Models by Fabrizio Cipollini & Giampiero M. Gallo [Downloadable!] 2009 Intra-daily Volume Modeling and Prediction for Algorithmic Trading by Christian T. Brownlees & Fabrizio Cipollini & Giampiero M. Gallo [Downloadable!] 2009 Modelling Asymmetric Dependence Using Copula Functions: An application to Value-at-Risk in the Energy Sector by Andrea Bastianin [Downloadable!] 2009 The Multistep Beveridge-Nelson Decomposition by Tommaso Proietti [Downloadable!] 2009 Understanding forecast failure of ESTAR models of real exchange rates by Daniel Buncic [Downloadable!] 2009 Expected Returns and Volatility of Fama-French Factors by Chabi-Yo, Fousseni [Downloadable!] 2009 Optimal Rank-Based Testing for Principal Component by Marc Hallin & Davy Paindaveine & Thomas Verdebout [Downloadable!] 2009 Aggregation of Linear Models for Panel Data by Alexandre Petkovic & David Veredas [Downloadable!] 2009 Forecasting Large Datasets with Conditionally Heteroskedastic Dynamic Common Factors by Lucia Alessi & Matteo Barigozzi & Marco Capasso [Downloadable!] 2009 Has Economic Models’ Forecasting Performance for US Output Growth and Inflation Changed Over Time, and When? by Tatevik Sekhposyan & Barbara Rossi [Downloadable!] 2009 Rating Assignments: Lessons from International Banks by Guglielmo Maria Caporale & Roman Matousek & Chris Stewart [Downloadable!] 2009 Liquidity and Asset Prices: How Strong Are the Linkages? by Christian Dreger & Jürgen Wolters [Downloadable!] 2009 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 [Downloadable!] 2009 Social Security And Economic Performance In Portugal: After All That Has Been Said And Done How Much Has Actually Changed? by Alfredo M. Pereira & Jorge M. Andraz [Downloadable!] 2009 Optimal Comparison of Misspecified Moment Restriction Models by Vadim Marmer & Taisuke Otsu [Downloadable!] 2009 An Improved Bootstrap Test of Stochastic Dominance by Oliver Linton & Kyungchul Song & Yoon-Jae Whang [Downloadable!] 2009 An Employment Equation for Belgium by Vincent BODART & Philippe LEDENT & Fatemeh SHADMAN-METHA [Downloadable!] 2009 Food and Cash Transfers: Evidence from Colombia by Attanasio, Orazio & Battistin, Erich & Mesnard, Alice [Downloadable!] 2009 Surprising comparative properties of monetary models: Results from a new data base by Taylor, John B. & Wieland, Volker [Downloadable!] 2009 Do Local Projections Solve the Bias Problem in Impulse Response Inference? by Kilian, Lutz & Kim, Yun Jung [Downloadable!] 2009 New Keynesian versus old Keynesian government spending multipliers by Cogan, John F. & Cwik, Tobias & Taylor, John B. & Wieland, Volker [Downloadable!] 2009 Back to square one: identification issues in DSGE models by Canova, Fabio & Sala, Luca [Downloadable!] 2009 The productivity advantages of large cities: Distinguishing agglomeration from firm selection by Combes, Pierre-Philippe & Duranton, Gilles & Gobillon, Laurent & Puga, Diego & Roux, Sébastien [Downloadable!] 2009 Some Issues in Modeling and Forecasting Inflation in South Africa by Aron, Janine & Muellbauer, John [Downloadable!] 2009 On the Statistical Identification of DSGE Models by Consolo, Agostino & Favero, Carlo A & Paccagnini, Alessia [Downloadable!] 2009 Hybrid Historical Simulation VaR and ES: Performance in Developed and Emerging Markets by Sasa Zikovic & Randall Filer [Downloadable!] 2009 A Convex Hull Approach to Counterfactual Analysis of Trade Openness and Growth by Michael Funke & Marc Gronwald [Downloadable!] 2009 Productivity Shocks and Aggregate Cycles in an Estimated Endogenous Growth Model by Jim Malley & Ulrich Woitek [Downloadable!] 2009 Technology Shocks and Aggregate Fluctuations in an Estimated Hybrid RBC Model by Jim Malley & Ulrich Woitek [Downloadable!] 2009 Rating Assignments: Lessons from International Banks by Guglielmo Maria Caporale & Roman Matousek & Chris Stewart [Downloadable!] 2009 Intraday Price Discovery in Emerging European Stock Markets by Jan Hanousek & Evzen Kocenda [Downloadable!] 2009 A Correction Function Approach to Solve the Incidental Parameter Problem by Li, GuangJie & Leon-Gonzalez, Roberto [Downloadable!] 2009 Consistent Estimation, Model Selection and Averaging of Dynamic Panel Data Models with Fixed Effect by Li, GuangJie [Downloadable!] 2009 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 [Downloadable!] 2009 The 'Puzzles' methodology: en route to Indirect Inference? by Le, Vo Phuong Mai & Minford, Patrick & Wickens, Michael [Downloadable!] 2009 How To Pick The Best Regression Equation: A Review And Comparison Of Model Selection Algorithms by Jennifer L. Castle & Xiaochuan Qin & W. Robert Reed [Downloadable!] 2009 Exact and heuristic algorithms for variable selection: Extended Leaps and Bounds by A. Pedro Duarte Silva [Downloadable!] 2009 Are disaggregate data useful for factor analysis in forecasting French GDP? by Barhoumi, K. & Darné, O. & Ferrara, L. [Downloadable!] 2009 Using Seasonal Models to Forecast Short-Run Inflation in Mexico by Carlos Capistrán & Christian Constandse & Manuel Ramos Francia [Downloadable!] 2009 Forecasting Exchange Rate Volatility: The Superior Performance of Conditional Combinations of Time Series and Option Implied Forecasts by Guillermo Benavides & Carlos Capistrán [Downloadable!] 2009 Comparing forecast accuracy: A Monte Carlo investigation by Fabio Busetti & Juri Marcucci & Giovanni Veronese [Downloadable!] 2009 Multivariate location-scale mixtures of normals and mean-variance-skewness portfolio allocation by Javier Mencía & Enrique Sentana [Downloadable!] 2009 Assessing Indexation-Based Calvo Inflation Models by Jean-Marie Dufour & Lynda Khalaf & Maral Kichian [Downloadable!] 2009 Structural Inflation Models with Real Wage Rigidities: The Case of Canada by Jean-Marie Dufour & Lynda Khalaf & Maral Kichian [Downloadable!] 2009 Structural Multi-Equation Macroeconomic Models: Identification-Robust Estimation and Fit by Jean-Marie Dufour & Lynda Khalaf & Maral Kichian [Downloadable!] 2009 Realized Volatility and Multipower Variation by Torben G. Andersen & Viktor Todorov [Downloadable!] 2009 Skewness Premium with Lévy Processes by José Fajardo & Ernesto Mordecki [Downloadable!] 2009 Volatility in Equilibrium: Asymmetries and Dynamic Dependencies by Tim Bollerslev & Natalia Sizova & George Tauchen [Downloadable!] 2009 Forecasting inflation with gradual regime shifts and exogenous information by Andrés González & Kirstin Hubrich & Timo Teräsvirta [Downloadable!] 2009 Estimating Distributions of Willingness to Pay for Heterogeneous Populations by Chhandita Das & Christopher M. Anderson & Stephen K. Swallow 2009 Price Ratios and the Cross-section of Common Stock Returns on Bucharest Stock Exchange: Empirical Evidence by Tudor, Cristiana [Downloadable!] 2009 A Review Of Student Test Properties In Condition Of Multifactorial Linear Regression by Pavelescu, Florin Marius [Downloadable!] 2009 Bayesian Model Selection in the Analysis of Cointegration by Justyna Wróblewska [Downloadable!] 2009 Is it Risk? An Automated Approach to Explain the ex ante UIP Deviations of Brazil by Alex Luiz Ferreira. [Downloadable!] 2009 Interdependencies between Expected Default Frequency and the Macro Economy by Per Asberg Sommar & Hovick Shahnazarian [Downloadable!] 2009 Optimal Hedge oranı tahminlemesi üzerine ampirik bir çalışma: VOB örneği by Gökçe AKSOY & Onur OLGUN 2009 Forecasting VaR and Expected Shortfall Using Dynamical Systems: A Risk Management Strategy by Cyril Caillault, Dominique Guégan [Downloadable!] 2009 Testing for Nonlinearity in Mean in the Presence of Heteroskedasticity by Stan Hurn & Ralf Becker [Downloadable!] 2009 Bilateral Relationship between Consumption and GDP in Mexico and the USA: A Comment by Gomez Zaldivar, M. & Ventosa-Santaularia, D. [Downloadable!] 2009 Konjunkturelle Frühindikatoren in der Krise: weiche Faktoren stärker als harte by Konstantin A. Kholodilin & Stefan Kooths [Downloadable!] 2009 Geldpolitik und Vermögensmärkte by Christian Dreger & Jürgen Wolters [Downloadable!] 2009 A note on management efficiency and international banking. Some empirical panel evidence by Franz R. Hahn 2009 Mixed Exponential Power Asymmetric Conditional Heteroskedasticity by Jeroen V. K. Rombouts & Mohammed Bouaddi [Downloadable!] 2009 Testing for Conditional Heteroscedasticity in the Components of Inflation by Carmen Broto & Esther Ruiz [Downloadable!] 2009 Regime-Switching Univariate Diffusion Models of the Short-Term Interest Rate by Seungmoon Choi [Downloadable!] 2009 Labor Market in Bulgaria: Institutions and Flexibility by Vassil Tsanov [Downloadable!] 2008 A Comparative Study on the Role of Stochastic Trends in U.S. Macroeconomic Fluctuations, 1954-1988 by Seymen, Atilim [Downloadable!] 2008 Testing the New Keynesian Model on U.S. and Euro Area Data by Juselius, Mikael [Downloadable!] 2008 Forecast Evaluation of Explanatory Models of Financial Return Variability by Sucarrat, Genaro [Downloadable!] 2008 Evaluating the New Keynesian Phillips Curve under VAR-Based Learning by Fanelli, Luca [Downloadable!] 2008 Should We Trust the Empirical Evidence from Present Value Models of the Current Account? by Mercereau, Benôit & Miniane, Jacques Alain [Downloadable!] 2008 The New Keynesian Phillips curve tested on OECD panel data by Bjørnstad, Roger & Nymoen, Ragnar [Downloadable!] 2008 Exact inference in diagnosing value-at-risk estimates: A Monte Carlo device by Herwartz, Helmut [Downloadable!] 2008 Detecting Selection Bias in Community Disseminations of Universal Family-Based Prevention Programs by Laura Griner Hill & Scott G. Goates & Robert Rosenman [Downloadable!] 2008 Evaluating Alternative Representations of the Choice Sets in Models of Labour Supply by R. Aaberge & T. Wennemo & U. Colombino [Downloadable!] 2008 Agglomeration Externalities, Innovation and Regional Growth: Theoretical Perspectives and Meta-Analysis by Henri L.F. de Groot & Jacques Poot & Martijn J. Smit [Downloadable!] 2008 Cointegration Rank Test and Long Run Specification: A Note on the Robustness of Structural Demand Systems by D. Aristei & Luca Pieroni [Downloadable!] 2008 Design Limits in Regime-Switching Cases by Beatrice Pataracchia [Downloadable!] 2008 Sizing up performance measures in the financial services sector by Jacob A. Bikker [Downloadable!] 2008 How Banking Competition Changed over Time by Jacob A. Bikker & Laura Spierdijk [Downloadable!] 2008 Testing for Granger (non)-Causality in a Time Varying Coefficient VAR Model by Dimitris K. Christopoulos & Miguel Leon-Ledesma [Downloadable!] 2008 Optimal Comparison of Misspecified Moment Restriction Models by Marmer, Vadim & Otsu, Taisuke [Downloadable!] 2008 Out-of-sample comparison of copula specifications in multivariate density forecasts by Cees Diks & Valentyn Panchenko & Dick van Dijk [Downloadable!] 2008 Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails by Cees Diks & Valentyn Panchenko & Dick van Dijk [Downloadable!] 2008 A Note on Long Horizon Forecasts of Nonlinear Models of Real Exchange Rates: Comments on Rapach and Wohar (2006) by Daniel Buncic [Downloadable!] 2008 Is There A Trade-off Between Regional Growth and National Income? Theory and Evidence from the EU by Young-Bae Kim [Downloadable!] 2008 Neural Network Models for Inflation Forecasting: An Appraisal by Ali Choudhary & Adnan Haider [Downloadable!] 2008 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 [Downloadable!] 2008 The effects of R&D tax credits on patenting and innovations by Ådne Cappelen, Arvid Raknerud and Marina Rybalka [Downloadable!] 2008 A Demand System for Input Factors when there are Technological Changes in Production by Håvard Hungnes [Downloadable!] 2008 Nonfundamental Representations of the Relation between Technology Shocks and Hours Worked by Matteo Barigozzi & Marco Capasso [Downloadable!] 2008 One for All and All for One:Regression Checks With Many Regressors by Pascal Lavergne & Valentin Patilea [Downloadable!] 2008 Economic Impact of Political Cycles – The Relevance of European experinces for Romania by Jula, Dorin [Downloadable!] 2008 The Sub-Prime Crisis and UK Monetary Policy by Christopher Martin & Costas Milas [Downloadable!] 2008 Diffusion des innovations technologiques, emploi et théorie de compensation (The diffusion of technological innovations, employment and the compensation theory) by Sami Saafi [Downloadable!] 2008 The Small Open-Economy New Keynesian Phillips Curve: Empirical Evidence and Implied Inflation Dynamics by Alexander Mihailov & Fabio Rumler & Johann Scharler [Downloadable!] 2008 Combining Multivariate Density Forecasts Using Predictive Criteria by Hugo Gerard & Kristoffer Nimark [Downloadable!] 2008 Developing analytical distributions for temperature indices for the purposes of pricing temperature-based weather derivatives by Adam Clements & A S Hurn & K A Lindsay [Downloadable!] 2008 Estimating the Payoffs of Temperature-based Weather Derivatives by Adam Clements & A S Hurn & K A Lindsay [Downloadable!] 2008 The Frequency of Price Adjustment and New Keynesian Business Cycle Dynamics by Richard Dennis [Downloadable!] 2008 It never rains but it pours: Modelling the persistence of spikes in electricity prices by T M Christensen & A S Hurn & K A Lindsay [Downloadable!] 2008 The Commodity Terms of Trade, Unit Roots, and Nonlinear Alternatives: A Smooth Transition Approach by Goodwin, Barry K. & Holt, Matthew T. & Prestemon, Jeffery P. [Downloadable!] 2008 Extracting the Cyclical Component in Hours Worked: a Bayesian Approach by Bernardi, Mauro & Della Corte, Giuseppe & Proietti, Tommaso [Downloadable!] 2008 Modeling Expectations with Noncausal Autoregressions by Lanne, Markku & Saikkonen, Pentti [Downloadable!] 2008 Forecasting Stock Market Volatilities Using MIDAS Regressions: An Application to the Emerging Markets by Alper, C. Emre & Fendoglu, Salih & Saltoglu, Burak [Downloadable!] 2008 A note on long horizon forecasts of nonlinear models of real exchange rates: Comments on Rapach and Wohar (2006) by Buncic, Daniel [Downloadable!] 2008 Ranking and Combining Volatility Proxies for Garch and Stochastic Volatility Models by Visser, Marcel P. [Downloadable!] 2008 Real Exchange Rate Behavior: New Evidence with Linear and Non-linear Endogenous Break(s) by Chan, Tze-Haw & Chong, Lee Lee & Khong, Wye Leong Roy [Downloadable!] 2008 Nuevas Herramientas para la Administración del Riesgo Crediticio: El caso de una Cartera Crediticia Ecuatoriana by Maldonado, Diego & Pazmiño , Mariela [Downloadable!] 2008 Structural Breaks, Regime Change and Asymmetric Adjustment: A Short and Long Run Global Approach to the Output/Unemployment Dynamics by Mendonca, Gui Pedro [Downloadable!] 2008 On the J-test for nonnested hypotheses and Bayesian extension by Rao, Surekha & Ghali, Moheb & Krieg, John [Downloadable!] 2008 Bayesian Analysis of DSGE Models with Regime Switching by Eo, Yunjong [Downloadable!] 2008 Oil Prices and Real Exchange Rates in Oil-Exporting Countries: A Bounds Testing Approach by Jahan-Parvar, Mohammad R. & Mohammadi, Hassan [Downloadable!] 2008 The Differential Approach to Demand Analysis and the Rotterdam Model by Barnett, William A. & Serletis, Apostolos [Downloadable!] 2008 Measuring Consumer Preferences and Estimating Demand Systems by Barnett, William A. & Serletis, Apostolos [Downloadable!] 2008 Model and distribution uncertainty in multivariate GARCH estimation: a Monte Carlo analysis by Rossi, Eduardo & Spazzini, Filippo [Downloadable!] 2008 Empirical assessment of bifurcation regions within new Keynesian models by Barnett, William A. & Duzhak, Evgeniya A. [Downloadable!] 2008 The non-stationary influence of geography on the spatial agglomeration of production in the EU by Chasco, Coro & López, Ana María & Guillain, Rachel [Downloadable!] 2008 Determining the Number of Market Segments Using an Experimental Design by Ana Oliveira-Brochado & Francisco Vitorino Martins [Downloadable!] 2008 Bootstrap Tests of Stochastic Dominance with Asymptotic Similarity on the Boundary by Oliver Linton1 & Kyungchul Song & Yoon-Jae Whang [Downloadable!] 2008 Testing Distributional Inequalities and Asymptotic Bias by Kyungchul Song [Downloadable!] 2008 The Long-Run Determinants of UK Wages, 1860-2004 by Jennifer L. Castle & David F. Hendry [Downloadable!] 2008 Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure by Cristina Amado & Timo Teräsvirta [Downloadable!] 2008 Bayesian Averaging, Prediction and Nonnested Model Selection by Han Hong & Bruce Preston [Downloadable!] 2008 Intangible Capital and Productivity: An Exploration on a Panel of Italian Manufacturing Firms by Maria Elena Bontempi & Jacques Mairesse [Downloadable!] 2008 The Continuing Puzzle of Short Horizon Exchange Rate Forecasting by Kenneth S. Rogoff & Vania Stavrakeva [Downloadable!] 2008 Can Exchange Rates Forecast Commodity Prices? by Yu-Chin Chen & Kenneth Rogoff & Barbara Rossi [Downloadable!] 2008 Structural heterogeneity or asymmetric shocks? Poland and the euro area through the lens of a two-country DSGE model by Marcin Kolasa [Downloadable!] 2008 Density forecasting for long-term peak electricity demand by Rob J Hyndman & Shu Fan [Downloadable!] 2008 Beyond point forecasting: evaluation of alternative prediction intervals for tourist arrivals by Jae H. Kim & Haiyang Song & Kevin Wong & George Athanasopoulos & Shen Liu [Downloadable!] 2008 The tourism forecasting competition by George Athanasopoulos & Rob J Hyndman & Haiyan Song & Doris C Wu [Downloadable!] 2008 Note on new prospects on vines by Dominique Guegan & Pierre-André Maugis [Downloadable!] 2008 CAPP_DYN: A Dynamic Microsimulation Model for the Italian Social Security System by Carlo Mazzaferro & Marcello Morciano [Downloadable!] 2008 CAPP_DYN: A Dynamic Microsimulation Model for the Italian Social Security System by Carlo Mazzaferro & Marcello Morciano [Downloadable!] 2008 Market Efficiency and the Euro: The case of the Athens Stock exchange by Theodore Panagiotidis [Downloadable!] 2008 Macroeconomic Uncertainty and Performance in Asian Countries by Don Bredin & John Elder & Stilianos Fountas [Downloadable!] 2008 Seasonal Mackey-Glass-GARCH process and short-term dynamics by Catherine Kyrtsou & Michel Terraza [Downloadable!] 2008 Macroeconomic Uncertainty and Performance in the European Union and Implications for the objectives of Monetary Policy by Don Bredin & Stilianos Fountas [Downloadable!] 2008 Oil Prices: Heavy Tails, Mean Reversion and the Convenience Yield by Bernard, Jean-Thomas & Khalaf, Lynda & Kichian, Maral & McMahon, Sébastien [Downloadable!] 2008 Nonlinear Impacts of International Business Cycles on the UK — a Bayesian Smooth Transition VAR by Deborah Gefang & Rodney Strachan [Downloadable!] 2008 Efficiency in Indonesian Banking: Recent Evidence by Muliaman D. Hadad & Maximilian J. B. Hall & Wimboh Santoso & Ricky Satria & Karligash Kenjegalieva & Richard Simper [Downloadable!] 2008 Efficiency and Malmquist Indices of Productivity Change in Indonesian Banking by Muliaman D. Hadad & Maximilian J. B. Hall & Wimboh Santoso & Ricky Satria & Karligash Kenjegalieva & Richard Simper [Downloadable!] 2008 Banking Efficiency and Stock Market Performance: An Analysis of Listed Indonesian Banks by Muliaman D. Hadad & Maximilian J. B. Hall & Wimboh Santoso & Ricky Satria & Karligash Kenjegalieva & Richard Simper [Downloadable!] 2008 Environmental Factors Affecting Hong Kong Banking: A Post-Asian Financial Crisis Efficiency Analysis by Karligash Kenjegalieva & Maximilian J. B. Hall & Richard Simper [Downloadable!] 2008 Negative Volatility Spillovers in the Unrestricted ECCC-GARCH Model by Christian Conrad & Menelaos Karanasos [Downloadable!] 2008 The Small Open-Economy New Keynesian Phillips Curve: Empirical Evidence and Implied Inflation Dynamics by Alexander Mihailov & Fabio Rumler & Johann Scharler [Downloadable!] 2008 Do Temporary Contracts Affect TFP? Evidence from Spanish Manufacturing Firms by Dolado, Juan José & Stucchi, Rodolfo [Downloadable!] 2008 Alternative Approaches to Evaluation in Empirical Microeconomics by Blundell, Richard & Costa Dias, Monica [Downloadable!] 2008 Testing Mundell’s Intuition of Endogenous OCA Theory by Warin, Thierry & Wunnava, Phanindra V. & Janicki, Hubert [Downloadable!] 2008 Recent Developments in the Econometrics of Program Evaluation by Imbens, Guido W. & Wooldridge, Jeffrey M. 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Engle & Giampiero M. Gallo [Downloadable!] 2007 Volatility Spillovers, Interdependence and Comovements: A Markov Switching Approach by Giampiero Gallo & Edoardo Otranto [Downloadable!] 2007 Evaluating the Empirical Performance of Alternative Econometric Models for Oil Price Forecasting by Matteo Manera & Chiara Longo & Anil Markandya & Elisa Scarpa [Downloadable!] 2007 Does Money Matter for the Identification of Monetary Policy Shocks: A DSGE Perspective by Céline Poilly [Downloadable!] 2007 Consumption-Leisure Trade-offs and Persistency in Business Cycles by Ilaski Barañano & Paz Moral [Downloadable!] 2007 Development and Validation of Credit-Scoring Models by Glennon, Dennis & Kiefer, Nicholas M. & Larson, C. Erik & Choi, Hwan-sik [Downloadable!] 2007 Modelos econométricos dinámicos y desarrollo económico: Análisis del salario real, la productividad y el empleo en los países de la OCDE, 1965-2005 by Guisan, M.C. 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Delis [Downloadable!] 2007 Does Money Matter for the Identification of Monetary Policy Shocks: A DSGE Perspective by Poilly, C. [Downloadable!] 2007 Testing heterogeneity within the euro area by Jondeau, E. & Sahuc, J-G. [Downloadable!] 2007 Testing for trend by Fabio Busetti & Andrew Harvey [Downloadable!] 2007 Back to square one: identification issues in DSGE models by Fabio Canova & Luca Sala [Downloadable!] 2007 Implications of Asymmetry Risk for Portfolio Analysis and Asset Pricing by Fousseni Chabi-Yo & Dietmar Leisen & Eric Renault [Downloadable!] 2007 Optimization in a Simulation Setting: Use of Function Approximation in Debt Strategy Analysis by David Jamieson Bolder & Tiago Rubin [Downloadable!] 2007 Simulation-Based Tests of;Forward-Looking Models Under VAR Learning Dynamics by Luca FANELLI & Giulio PALOMBA [Downloadable!] 2007 Cointegration, Long-Run Structural Modelling And Weak Exogeneity: Two Models Of The Uk Economy by Jan P.A.M. Jacobs & Kenneth F. Wallis [Downloadable!] 2007 Dynamic Estimation of Volatility Risk Premia and Investor Risk Aversion from Option-Implied and Realized Volatilities by Tim Bollerslev & Michael Gibson & Hao Zhou [Downloadable!] 2007 Taking a DSGE Model to the Data Meaningfully by Franchi, Massimo & Juselius, Katarina [Downloadable!] 2007 A better asymmetric model of changing volatility in stock returns: Trend-GARCH by Christian Bauer [Downloadable!] 2007 The Question of Economic Convergence - first part - by Iancu, Aurel [Downloadable!] 2007 Testing for Heteroskedasticity on the Bucharest Stock Exchange by Radu Lupu & Iulia Lupu [Downloadable!] 2007 Equilibrium Exchange Rates In The Eu New Members: Methodology, Estimation And Applicability To Erm Ii by Roman Horváth & Luboš Komárek [Downloadable!] 2007 Challenges Facing the Polish Banking Industry: A Comparative Study with UK Banks by Catarina Figueira & Joseph G. 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Würtz [Downloadable!] 2006 Semiparametric Construction of Spatial Generalized Hedonic Models for Private Properties by Stefan Sebastian Fahrländer [Downloadable!] 2006 Learning-by-Doing or Habit Formation? by Hafedh Bouakez & Takashi Kano [Downloadable!] 2006 An Investigation Of The German Dominance Hypothesis In The Context Of Eastern Enlargement Of The Eu by Mete Feridun [Downloadable!] 2006 U.S. Wage and Price Dynamics: A Limited-Information Approach by Argia M. Sbordone [Downloadable!] 2006 Has the Stock Market Integration Between the Asian and OECD Countries Improved After the Asian Crisis? by Girijasankar Mallik [Downloadable!] 2006 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 2006 Economic Growth Before and After Reform: The Case of Egypt, 1973-2002 by Kamaly, A. [Downloadable!] 2006 The Moroccan Monetary and Financial Structure Reforms and Economic Agents´Behaviour by El Bouhadi, A. & Benali, M. [Downloadable!] 2006 Australia and New Zealand CER agreement and breakpoints in bilateral trade: an application of the Wald-type test by Jayanthakumaran, K. & Pahlavani, M. [Downloadable!] 2006 Implication of the Taylor Rule on Real Exchange Rate Movement in Kenya by Nandwa, B. [Downloadable!] 2006 Empirical Evidence For A Money Demand Function: A Panel Data Analysis Of 27 Countries In 1988-98 by GARCIA-HIERNAUX, Alfredo & CERNO, Leonel [Downloadable!] 2006 Foreign outsourcing, labour demand and the choice of functional form by Michel Dumont [Downloadable!] 2006 Etude économétrique du nombre d’accidents dans le secteur de l’assurance automobile by María Del Carmen Melgar & José Antonio Ordaz & Flor María Guerrero 2006 Analysis and Modelling of Electricity Futures Prices by Svetlana Borovkova & Helyette Geman [Downloadable!] 2006 Non-linear Real Exchange Rate Effects in the UK Labour Market by Costas Milas & Gabriella Legrenzi [Downloadable!] 2005 Avoiding Data Snooping in Multilevel and Mixed Effects Models by David Afshartous & Michael Wolf [Downloadable!] 2005 Formalized Data Snooping Based on Generalized Error Rates by Joseph P & Romano & Azeem M. Shaikh & Michael Wolf [Downloadable!] 2005 How to prioritise policies for poverty reduction: Applying Bayesian Model Averaging to Vietnam by Klump, Rainer & Prüfer, Patricia [Downloadable!] 2005 The forecast ability of risk-neutral densities of foreign exchange by Craig, Ben & Keller, Joachim [Downloadable!] 2005 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 [Downloadable!] 2005 Demand and productivity components of business cycles: Estimates and implications by Dufourt [Downloadable!] 2005 Trade Potential In An Enlarged European Union: A Recent Approach by Enrique Martínez-Galán & Maria-Paula Fontoura & Isabel Proença [Downloadable!] 2005 The Behavioral Equilibrium Exchange Rate of the Czech Koruna by Martin Melecky & Lubos Komarek [Downloadable!] 2005 Early Locking to the Euro: Some Estimates for the New EU Countries based on Equilibrium Exchange Rates by Martin Melecky [Downloadable!] 2005 Are Exchange Rates Really Random Walks? Some Evidence Robust to Parameter Instability by Barbara Rossi [Downloadable!] 2005 Solving, Estimating and Selecting Nonlinear Dynamic Economic Models without the Curse of Dimensionality by Viktor Winschel [Downloadable!] 2005 Methodology and Implementation of Value-at-Risk Measures in Emerging Fixed-Income Markets with Infrequent Trading by Gonzalo Cortazar & Alejandro Bernales & Diether Beuermann [Downloadable!] 2005 Market Efficiency and the Euro: The case of the Athens Stock Exchange by Theodore Panagiotidis [Downloadable!] 2005 From Default Probabilities To Credit Spreads: Credit Risk Models Do Explain Market Prices by Stefan Denzler & Michel M. Dacorogna & Ulrich A. Mueller & Alexander McNeil [Downloadable!] 2005 Multifractal Modeling of the US Treasury Term Structure and Fed Funds Rate by Sutthisit Jamdee & Cornelis A. Los [Downloadable!] 2005 Socio-Economic Development : Mathematical Models By Dr.Vsrs by DR.VSR.SUBRAMANIAM [Downloadable!] 2005 A Quarterly Econometric Model of the Slovenian Economy by Miroslav Verbic [Downloadable!] 2005 The smooth transition autoregressive target zone model with the Gaussian stochastic volatility and TGARCH error terms with applications by Oleg Korenok & Stanislav Radchenko [Downloadable!] 2005 Parametric and semiparametric specification tests for binary choice models: a comparative simulation study by Isabel Proenca & Joao Santos Silva [Downloadable!] 2005 Econometric Modeling of Business Telecommunications Demand using RETINA and Finite Mixtures by Massimiliano Marinucci & Teodosio Pérez-Amaral [Downloadable!] 2005 Oil And Gas Markets In The Uk: Evidence For From A Cointegrating Approach by Theodore Panagiotidis & Emilie Rutledge [Downloadable!] 2005 Models of Firm Dynamics and the Hazard Rate of Exits: Reconciling Theory and Evidence using Hazard Regression Models by Arnab Bhattacharjee [Downloadable!] 2005 Evidence on the Incentive Properties of Share Contracts by Luis H.B. Braido [Downloadable!] 2005 Are Exchange Rates Really Random Walks? Some Evidence Robust to Parameter Instability by Barbara Rossi [Downloadable!] 2005 The smooth transition autoregressive target zone model with the Gaussian stochastic volatility and TGARCH error terms with applications by Oleg Korenok & Stanislav Radchenko [Downloadable!] 2005 Multivariate Autoregressive Conditional Heteroskedasticity with Smooth Transitions in Conditional Correlations by Annastiina Silvennoinen & Timo Teräsvirta [Downloadable!] 2005 Panel Smooth Transition Regression Models by Andres Gonzalez & Timo Terasvirta & Dick van Dijk [Downloadable!] 2005 Back to square one: identification issues in DSGE models by Fabio Canova & Luca Sala [Downloadable!] 2005 The Australian Dollar's Long-Term Fluctuations and Trend: The Commodity Prices-cum-Economic Cycles Hypothesis by Sanidas, Elias [Downloadable!] 2005 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 [Downloadable!] 2005 Analysing the Trade-GDP Nexus in Iran: A Bounds Testing Approach by Pahlavani, Mosayeb [Downloadable!] 2005 Multiple Structural Breaks in Australia's Macroeconomic Data: An Application of the Lumsdaine and Papell Test by Valadkhani, Abbas & Layton, Allan P. & Pahlavani, Mosayeb [Downloadable!] 2005 Macroeconometric Modelling: Approaches and Experiences in Developing Countries by Valadkhani, Abbas [Downloadable!] 2005 Structural Changes in the Iranian Economy: An Empirical Analysis with Endogenously Determined Breaks by Pahlavani, Mosayeb & Wilson, Ed & Valadkhani, Abbas [Downloadable!] 2005 A Consistent Diagnostic Test for Regression Models Using Projections by Juan Carlos Escanciano [Downloadable!] 2005 On the Asymptotic Power Properties of Specification Tests for Dynamic Parametric Regressions by Juan Carlos Escanciano [Downloadable!] 2005 Doctors’ Fees in Ireland Following the Change in Reimbursement - Did They Jump? by David Madden [Downloadable!] 2005 Different Modeling Strategies for Discrete Choice Models of Female Labour Supply: Estimates for Switzerland by Reto Nyffeler [Downloadable!] 2005 Semiparametric Construction of Spatial Generalized Hedonic Models for Private Properties by Stefan Sebastian Fahrlaender [Downloadable!] 2005 No One True Path: Uncovering the Interplay between Geography, Institutions, and Fractionalization in Economic Development by Chih Ming Tan [Downloadable!] 2005 Testing for Long Memory and Nonlinear Time Series: A Demand for Money Study by Derek Bond & Michael J. Harrison & Edward J. O'Brien [Downloadable!] 2005 Exchange Rate Pass-through in a Small Open Economy by Pål Boug, Ådne Cappelen and Torbjørn Eika [Downloadable!] 2005 Identifying Structural Breaks in Cointegrated VAR Models by Håvard Hungnes [Downloadable!] 2005 Unit Root Tests With Markov-Switching by Xiao Qin & Gee Kwang Randolph Tan [Downloadable!] 2005 Making a match: combining theory and evidence in policy-oriented macroeconomic modelling by Alasdair Scott & George Kapetanios & Adrian Pagan [Downloadable!] 2005 Testing for Structural Breaks in Covariance: Exchange Rate Pass-Through in Canada by Maral Kichian & Lynda Khalaf 2005 A Limited Information Approach to the Simultaneous Estimation of Wage and Price Dynamics by Argia M. Sbordone 2005 Bootstrap inference on a nonlinear time series model of advertising effects by Miguel A. Arranz 2005 Extracting expectations from currency option prices: a comparison of methods by Marian Micu [Downloadable!] 2005 Estimating the Interest Rate Rule with Open Market Operations or Lump-Sum Transfers of Money by Filippo Ochinno & John Landon-Lane 2005 Stochastic and deterministic unit root models: problem of dominance by Svetlana Makarova & Wojciech Charemza 2005 Changing Effects of Monetary Policy in the U.S. –Evidence from a Time-Varying Coefficient VAR by Christian Melzer & Thorsten Neumann [Downloadable!] 2005 Learning-by-doing or Habit Formation? by Takashi Kano & Hafedh Bouakez 2005 Market Consumption And Hidden Consumption. 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Adnan H. A. S. [Downloadable!] 2005 Can One Estimate the Unconditional Distribution of Post-Model-Selection Estimators ? by Leeb, Hannes & Pötscher, Benedikt M. [Downloadable!] 2005 Testing the New Keynesian Phillips curve through Vector Autoregressive models: Results from the Euro area by Fanelli, Luca [Downloadable!] 2005 Assessing the Number of Components in Mixture Models: a Review by Ana Oliveira-Brochado & Francisco Vitorino Martins [Downloadable!] 2005 Testing Alternative Dynamic Systems for Modelling Tourism Demand by Maria M. De Mello & Natércia Fortuna [Downloadable!] 2005 The Empirical Trap of Sign Reversals with Equality Restrictions by Stephen E. Haynes [Downloadable!] 2005 Measures of human capital: A review of the literature by Trinh Le & John Gibson & Les Oxley [Downloadable!] 2005 A Simple, Structural, and Empirical Model of the Antipodean Transmission Mechanism by Thomas A Lubik [Downloadable!] 2005 Modelling Security Market Events in Continuous Time: Intensity Based, Multivariate Point Process Models by Clive G. Bowsher [Downloadable!] 2005 Monetary policy and asset prices: To respond or not? by Gunnar Bårdsen & Q. Farooq Akram & Øyvind Eitrheim [Downloadable!] 2005 Detecting Neglected Parameter Heterogeneity with Chow Tests by Joachim Zietz [Downloadable!] 2005 Inflation dynamics and the New Keynesian Phillips Curve: an identification robust econometric analysis by DUFOUR, Jean-Marie Dufour & KHALAF, Lynda & KICHIAN, Maral [Downloadable!] 2005 Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression by DUFOUR, Jean-Marie & FARHAT, Abdekjelik & KHALAF, Lynda [Downloadable!] 2005 Monte Carlo Tests with Nuisance Parameters: A General Approach to Finite-Sample Inference and Nonstandard Asymptotics by DUFOUR, Jean-Marie [Downloadable!] 2005 Another Look at Measures of Forecast Accuracy by Rob J. Hyndman & Anne B. Koehler [Downloadable!] 2005 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. 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Drake & Maximilian J. B. Hall & Richard Simper [Downloadable!] 2005 Forecast Combination and Model Averaging using Predictive Measures by Eklund, Jana & Karlsson, Sune [Downloadable!] 2005 Panel Smooth Transition Regression Models by González, Andrés & Teräsvirta, Timo & van Dijk, Dick [Downloadable!] 2005 Simulation-based finite-sample linearity test against smooth transition models by González, Andrés & Teräsvirta, Timo 2005 Univariate nonlinear time series models by Teräsvirta, Timo 2005 Testing for Unit Roots in Nonlinear Dynamic Heterogeneous Panels by He, Changli & Sandberg, Rickard [Downloadable!] 2005 Inference for Unit Roots in a Panel Smooth Transition Autoregressive Model where the Time Dimension is Fixed by He, Changli & Sandberg, Rickard [Downloadable!] 2005 Dickey-Fuller Type of Tests against Nonlinear Dynamic Models by He, Changli & Sandberg, Rickard [Downloadable!] 2005 Testing Parameter Constancy in Unit Root Autoregressive Models Against Continuous Change by He, Changli & Sandberg, Rickard [Downloadable!] 2005 Multivariate Autoregressive Conditional Heteroskedasticity with Smooth Transitions in Conditional Correlations by Silvennoinen, Annastiina & Teräsvirta, Timo [Downloadable!] 2005 Comparing alternative Phillips curve specifications: European results with survey-based expectations by Paloviita , Maritta [Downloadable!] 2005 Tenure Profiles and Efficient Separation in a Stochastic Productivity Model by Buhai, Sebastian & Teulings, Coen [Downloadable!] 2005 Threshold Effects and Regional Economic Growth-Evidence from West Germany by Michael Funke & Annekatrin Niebuhr [Downloadable!] 2005 Mankiw's Puzzle on Consumer Durables: A Misspecification by Tam Bang Vu [Downloadable!] 2005 Konjunkturprognosen – Verfahren, Erfolgskontrolle und Prognosefehler by Michael Groemling [Downloadable!] 2005 Gaussian Tests of "Extremal White Noise" for Dependent, Heterogeneous, Heavy Tailed Strochastic Processes with an Application by Jonathan B. Hill [Downloadable!] 2005 On Tail Index Estimation Using Dependent,Heterogenous Data by Jonathan B. Hill [Downloadable!] 2005 Modeling Factor Demands with SEM and VAR: An Empirical Comparison by Matteo Manera [Downloadable!] 2005 A latent factor model for ordinal data to measure multivariate predictive ability of financial market movements by Philippe HUBER & Olivier SCAILLET & Maria-Pia VICTORIA-FESER [Downloadable!] 2005 Estimation of Jump-Diffusion Process vis Empirical Characteristic Function by Michael Rockinger & Maria Semenova [Downloadable!] 2005 Crescimento Económico e Ciclos Partidários: Uma Clarificação da Relação Existente by António Caleiro [Downloadable!] 2005 International Stock Return Comovements by Bekaert, Geert & Hodrick, Robert J. & Zhang, Xiaoyan [Downloadable!] 2005 Exchange Rates, Shocks and Inter-Dependency in East Asia - Lessons from a Multinational Model by Sophie Saglio & Yonghyup Oh & Jacques Mazier [Downloadable!] 2005 How Stable is the Forecasting Performance of the Yield Curve for Outpot Growth? by Rossi, Barbara & Giacomini, Raffaella [Downloadable!] 2005 The Synchronisation of European Labour Markets: An Analysis Using Aggregate Philips Curves by Nicolien Schermer [Downloadable!] 2005 Financing development: debt versus equity by Joël van der Weele [Downloadable!] 2005 Privatisation and Economic Growth by Margaret McKenzie [Downloadable!] 2005 'Making Work Pay' in a Rationed Labour Market: The Mini-Job Reform in Germany by Olivier Bargain & Marco Caliendo & Peter Haan & Kristian Orsini [Downloadable!] 2005 Forecast Errors and the Macroeconomy: A Non-Linear Relationship? by Ulrich Fritsche & Jörg Döpke [Downloadable!] 2005 Tenure Profiles and Efficient Separation in a Stochastic Productivity Model by Sebastian Buhai & Coen N. Teulings [Downloadable!] 2005 Outlier Detection in GARCH Models by Jurgen A. Doornik & Marius Ooms [Downloadable!] 2005 A Meta-Analysis of Beta-Convergence: The Legendary Two-Percent by Maria Abreu & Henri L.F. de Groot & Raymond J.G.M. Florax [Downloadable!] 2005 Les imp™ts locaux sont-ils gaspillŽs? by Marc BAUDRY [Downloadable!] 2005 Estimating the Equilibrium Effective Exchange Rate for Potential EMU members by Nikolaos Giannellis & Athanasios Papadopoulos [Downloadable!] 2005 Mean and variance causality between the Cyprus Stock Exchange and major equity markets by Eleni Constantinou & Robert Georgiades & Avo Kazandjian & George Kouretas [Downloadable!] 2005 Gun Prevalence, Homicide Rates and Causality: A GMM Approach to Endogeneity Bias by Kleck, Gary & Kovandzic, Tomislav & Schaffer, Mark E [Downloadable!] 2005 How Useful is Bagging in Forecasting Economic Time Series? A Case Study of US CPI Inflation by Inoue, Atsushi & Kilian, Lutz [Downloadable!] 2005 Model Averaging and Value-at-Risk Based Evaluation of Large Multi-Asset Volatility Models for Risk Management by Pesaran, M Hashem & Zaffaroni, Paolo [Downloadable!] 2005 Forecast Combination and Model Averaging Using Predictive Measures by Eklund, Jana & Karlsson, Sune [Downloadable!] 2005 Bayesian Analysis of DSGE Models by An, Sungbae & Schorfheide, Frank [Downloadable!] 2005 Estimation and Testing of Dynamic Models with Generalized Hyperbolic Innovations by Mencía, Javier & Sentana, Enrique [Downloadable!] 2005 The Behavioural Equilibrium Exchange Rate of the Czech Koruna by Lubos Komarek & Martin Melecky [Downloadable!] 2005 Inflation Dynamics and the New Keynesian Phillips Curve: an Identification Robust Econometric Analysis by Jean-Marie Dufour & Lynda Khalaf & Maral Kichian [Downloadable!] 2005 Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression by Jean-Marie Dufour & Abdeljelil Farhat & Lynda Khalaf [Downloadable!] 2005 Monte Carlo tests with nuisance parameters: a general approach to finite-sample inference and non-standard asymptotics by Jean-Marie Dufour [Downloadable!] 2005 The Volatility of Realized Volatility by Fulvio Corsi & Uta Kretschmer & Stefan Mittnik & Christian Pigorsch [Downloadable!] 2005 What Determines Differences in Foreign Bank Efficiency? Australian Evidence by Jan-Egbert Sturm & Barry Williams [Downloadable!] 2005 Inflation Expectations in the Czech Interbank Market by Martin Fukac [Downloadable!] 2005 A method of moments estimator for semiparametric index models by Bas Donkers & Marcia M Schafgans [Downloadable!] 2005 Testable Implications of Forecast Optimality by Andrew J. Patton & Allan Timmermann [Downloadable!] 2005 Jointness of Growth Determinants by Doppelhofer, G. & Weeks, M. [Downloadable!] 2005 Monetary policy and asset prices: To respond or not? by Q. Farook Akram & Gunnar Bårdsen & Øyvind Eitrheim [Downloadable!] 2005 An empirical evaluation of structural credit risk models by Nikola A. Tarashev [Downloadable!] 2005 Testing the Null of Co-integration in the Presence of Variance Breaks by Giuseppe Cavaliere and A M Robert Taylor 2005 The Fed and the Question of Financial Stability: An Empirical Investigation by Grunspan, T. [Downloadable!] 2005 Can the Kydland--Prescott Model Pass the Cogley--Nason Test? by Fève, P. & Matheron, J. [Downloadable!] 2005 Can option smiles forecast changes in interest rates? An application to the US, the UK and the euro area by Marcello Pericoli [Downloadable!] 2005 Intertemporal Substitution in Macroeconomics: Evidence from a Two-Dimensional Labour Supply Model with Money by Ali Dib & Louis Phaneuf [Downloadable!] 2005 Inflation Dynamics and the New Keynesian Phillips Curve: An Identification-Robust Econometric Analysis by Jean-Marie Dufour & Lynda Khalaf & Maral Kichian [Downloadable!] 2005 Learning-by-Doing or Habit Formation? by Hafedh Bouakez & Takashi Kano [Downloadable!] 2005 Financial Crises and Money Demand in Jamaica by Fiona Atkins [Downloadable!] 2005 Combining The Forecasts Using A Statistical Approach by Dospinescu, Andrei Silviu 2005 Impact Of Collinearity On The Estimated Parameters And Classical Statistical Tests Values Of Multifactorial Linear Regressions In Conditions Of O.L.S by Pavelescu, Florin Marius 2005 The Impact Of Budget Deficit Onto The Exchange Rate by Karel VÍT [Downloadable!] 2005 Financial Crisis Prediction: Specification Of Pre-Crisis Periods In Turkey, Argentina And Thailand by Petr Hájek [Downloadable!] 2005 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. [Downloadable!] 2005 European Economic Policies at Work : the costs of Price Stability and Budget Consolidation by Carlo Altavilla & Ugo Marani [Downloadable!] 2005 Identifying the German Inventory Cycle, A Multivariate Structural Time Series Approach Using Survey Data by Erich Langmantel [Downloadable!] 2005 Do the Measurements of Financial Market Inflation Expectations Yield Relevant Macroeconomic Information? by Martin Fukač [Downloadable!] 2005 Cointegration and Structural Change in the Exports-Gdp Nexus: The Case of Iran, 1960-2003 by Pahlavani, M. [Downloadable!] 2005 Multiple Structural Breaks In Australia’S Macroeconomic Data: An Application Of The Lumsdaine And Papell Test by VALADKHANI, A. & LAYTON, Allan P. & PAHLAVANI, M. [Downloadable!] 2005 Sources Of Economic Growth In Iran: A Cointegration Analysis In The Presence Of Structural Breaks, 1960-2003 by Pahlavani, M. [Downloadable!] 2005 Macroeconomic Modelling: Approaches and Experiences in Development Countries by Valadkhani, A. [Downloadable!] 2005 Community tax evasion models: A stochastic dominance test by Néstor Gandelman [Downloadable!] 2005 The empirics of the Solow growth model: Long-term evidence by Milton Barossi-Filho & Ricardo Gonçalves Silva & Eliezer Martins Diniz [Downloadable!] 2005 Forecasting Stock Market Volatility with Regime-Switching GARCH Models by Juri Marcucci [Downloadable!] 2005 Can GARCH Models Capture Long-Range Dependence? by John Maheu [Downloadable!] 2005 A Note on the Hiemstra-Jones Test for Granger Non-causality by Cees Diks & Valentyn Panchenko [Downloadable!] 2005 A Test of the Martingale Hypothesis by Joon Y. Park & Yoon-Jae Whang [Downloadable!] 2005 Nonlinear Error-Correction Models for the FF/DM Rate by Mustapha Baghli [Downloadable!] 2005 Structural models of default: lessons from firm-level data by Nikola Tarashev [Downloadable!] 2005 Sales Forecasting Using Artificial Neural Networks by Marusia Ivanova [Downloadable!] 2004 Classical and Bayesian Analysis of Univariate and Multivariate Stochastic Volatility Models by Liesenfeld, Roman & Richard, Jean-François [Downloadable!] 2004 Testing for Causality in Variance using Multivariate GARCH Models by Hafner, Christian M. & Herwartz, Helmut [Downloadable!] 2004 Evaluating the German Inventory Cycle Using Data from the Ifo Business Survey by Knetsch, Thomas A. [Downloadable!] 2004 On the Empirical Content of Quantal Response Equilibrium by Philip A. Haile & Ali Hortacsu & Grigory Kosenok [Downloadable!] 2004 End-of-Sample Cointegration Breakdown Tests by Donald W.K. Andrews & Jae-Young Kim [Downloadable!] 2004 Diffusion of ISO 9000 Standards and International Trade by Michal Grajek [Downloadable!] 2004 Redefined Productivity & Socio-Economic Development Oriented Management Decisions by DR.VSR.SUBRAMANIAM [Downloadable!] 2004 Preferencias inciertas y modelo Spike en la valoración del patrimonio natural by José María Casado García & Jesus Barreiro & Luis Perez y Perez [Downloadable!] 2004 Consumer Surveys and Reality by Maurizio Bovi [Downloadable!] 2004 Inflation dynamics in the euro area and the role of expectations by Maritta Paloviita [Downloadable!] 2004 Accelerate Your Socio-Economic Development – An Eccentric Bicircualr Model & Solutions by DR. VSR. SUBRAMANIAM [Downloadable!] 2004 Monetary Policy with a Wider Information Set: a Bayesian Model Averaging Approach by Fabio Milani [Downloadable!] 2004 System Identification in Noisy Data Environments: An Application to Six Asian Stock Markets by Cornelis A Los [Downloadable!] 2004 Can Fluctuations in the Consumption-Wealth Ratio Help to Predict Exchange Rates? by Jorge Selaive & Vicente Tuesta [Downloadable!] 2004 Luso-Spanish-Franco-English Relations Viewed From The Entrance Of Foreign Investment Funds by jose ramos pires manso [Downloadable!] 2004 Luso-Spanish-Franco-English Relations Viewed From The Entrance Of Foreign Investment Funds by jose r. p. manso [Downloadable!] 2004 Asymmetry, Persistence And Non-Linearity Of Spanish Unemployment Rates by Jose Maria Casado Garcia & Javier Trivez Bielsa [Downloadable!] 2004 The Empirics of the Solow Growth Model: Long-Term Evidence by Milton Barossi-Filho & Ricardo Gonçalves Silva & Eliezer Martins Diniz [Downloadable!] 2004 Proxying for Expected Returns with Price Earnings Ratios by Charlotte S. Hansen & Bjorn E. Tuypens [Downloadable!] 2004 Long-Term Dependence Characteristics of European Stock Indices by CORNELIS A. LOS & JOANNA M. LIPKA [Downloadable!] 2004 Static Hedging of Standard Options by Peter Carr & Liuren Wu [Downloadable!] 2004 Non-stationarities in financial time series, the long range dependence and the IGARCH effects by Thomas Mikosch & Catalin Starica [Downloadable!] 2004 Long range dependence effects and ARCH modelling by Thomas Mikosch & Catalin Starica [Downloadable!] 2004 Changes of structure in financial time series and the GARCH model by Thomas Mikosch & Catalin Starica [Downloadable!] 2004 Is it really long memory we see in financial returns? by Thomas Mikosch [Downloadable!] 2004 Non-stationarities in stock returns by Catalin Starica & Clive Granger [Downloadable!] 2004 Gaussian Tests of "Extremal White Noise" for Dependent, Heterogeneous, Heavy Tailed Time Series with an Application by Jonathan B. Hill [Downloadable!] 2004 Regime-switching Vector Error Correction Model (VECM) analysis of UK meat consumption by Philip Kostov & John Lingard [Downloadable!] 2004 Advancing the iid Test Based on Integration across the Correlation Integral: Ranges, Competition, and Power by Evzen Kocenda & Lubos Briatka [Downloadable!] 2004 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 [Downloadable!] 2004 Deterministic Seasonality in Dickey-Fuller Tests: Should We Care? by Artur C. B. da Silva Lopes [Downloadable!] 2004 Asimetría, Persistencia Y No Linealidad De La Tasa De Desempleo Español by José María Casado García & F.Javier Trívez [Downloadable!] 2004 Consistent Model Specification Tests Against Smooth Transition Alternatives by Jonathan B. Hill [Downloadable!] 2004 A Structural Model of the Inflation Process in South Africa by Janine Aron & John Muellbauer & Benjamin Smit [Downloadable!] 2004 A Framework for Forecasting the Components of the Consumer Price by Janine Aron & John Muellbauer & Coen Pretorius [Downloadable!] 2004 Modelling Stock Returns in the G-7 and in Selected CEE Economies: A Non-linear GARCH Approach by Balázs Égert & Yosra Koubaa [Downloadable!] 2004 A Model Selection Test for Bivariate Failure-Time Data by Xiaohong Chen & Yanqin Fan [Downloadable!] 2004 A multifactor model of stock returns with endogenous regime switching by Patrick Coggi & Bogdan Manescu [Downloadable!] 2004 Australia-Thailand Free Trade Agreement: Challenges and Opportunities for Bilateral Trade Policy and Closer Economic Relations by Tran Van Hoa [Downloadable!] 2004 Testing the Markov property with ultra-high frequency financial data by Matos, Joao Amaro de & Fernandes, Marcelo [Downloadable!] 2004 Estimating Underlying Energy Demand Trends using UK Annual Data by John Dimitropoulos & Lester C. Hunt & Guy Judge [Downloadable!] 2004 Model Averaging and Value-at-Risk based Evaluation of Large Multi Asset Volatility Models for Risk Management by M. Hashem Pesaran & Paolo Zaffaroni [Downloadable!] 2004 Forecasting the Bond-Equity Yield Ratio Using Regime Switching and Cointegration Models: An international Comparison by Mikael Petitjean & Pierre Giot 2004 Are New Keynesian Phillips Curves Identified ? by Maral Kichian & Jean-Marie Dufour & Lynda Khalaf 2004 A Specification Search Algorithm for Cointegrated Systems by Jerzy Mycielski & Michal Kurcewicz 2004 Can Long-Run Restrictions Identify Technology Shocks? by Christopher J. Erceg & Luca Guerrieri [Downloadable!] 2004 Density Estimation and Combination under Model Ambiguity by Stefania D'Amico [Downloadable!] 2004 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. 2004 Semi-parametric procedures for Unit root and fractional cointegration tests by Valderio A. Reisen, DEST-UFES, Brazil & Luz A. M. Santander & GET-UFF 2004 Elements in the Design of an Early Warning System for Sovereign Default by Ana-Maria Fuertes & Elena Kalotychou 2004 Modified Hiemstra-Jones Test for Granger Non-causality by Cees Diks & Valentyn Panchenko 2004 Forecasting inflation: An art as well as a science! by Peter Vlaar & Ard den Reijer [Downloadable!] 2004 New Phenomena Identified in a Stochastic Dynamic Macroeconometric Model: A Bifurcation Perspective by William A. Barnett & Yijun He [Downloadable!] 2004 A Likelihood-Based Evaluation of the Segmented Markets Friction in Equilibrium Monetary Models by John Landon-Lane & Filippo Occhino [Downloadable!] 2004 A Statistical Evaluation of Atmosphere-Ocean General Circulation Models: Complexity vs. Simplicity by Robert K. Kaufmann & David I. Stern [Downloadable!] 2004 Land of Addicts? An Empirical Investigation of Habit-Based Asset Pricing Models by Sydney Ludvigson & Xiaohong Chen [Downloadable!] 2004 Are New Keynesian Phillips Curves Identified ? by Maral Kichian & Jean-Marie Dufour & Lynda Khalaf 2004 Normal Mixture GARCH (1,1): Application to Exchange Rate Modelling by Carol Alexandra & Emese Lazar [Downloadable!] 2004 Is the Currency Risk Priced in Equity Markets? by Francesco Giurda & Elias Tzavalis [Downloadable!] 2004 `Weak` trends for inference and forecasting in finite samples by Guillaume Chevillon [Downloadable!] 2004 Forecasting Austrian Inflation by Gabriel Moser & Fabio Rumler & Johann Scharler [Downloadable!] 2004 Modelling inflation in the Euro Area by Eilev S. Jansen [Downloadable!] 2004 Elements of a Theory of Design Limits to Optimal Policy by William A. Brock & Steven N. Durlauf [Downloadable!] 2004 Assessing the Magnitude of the Concentration Parameter in a Simultaneous Equations Model by D. S. Poskitt & C. L. Skeels [Downloadable!] 2004 Box-Cox Stochastic Volatility Models with Heavy-Tails and Correlated Errors by Xibin Zhang & Maxwell L. King [Downloadable!] 2004 Estimating Components in Finite Mixtures and Hidden Markov Models by D.S. Poskitt & Jing Zhang [Downloadable!] 2004 Nonlinear inflation dynamics: evidence from the UK by Christopher Martin & Michael Arghyrou & Costas Milas [Downloadable!] 2004 Inferences for the Extremum of Quadratic Regression Models by Joseph G. Hirschberg & Jenny N. Lye [Downloadable!] 2004 Oil and gas market in the UK: evidence from a cointegration approach by Theodore Panagiotidis & Emilie Rutledge [Downloadable!] 2004 On Priors on Cointegrating Spaces by Rodney W. Strachan [Downloadable!] 2004 Exceptions to Bartlett’s Paradox by Rodney W. Strachan & Herman K. van Dijk [Downloadable!] 2004 The Value of Structural Information in the VAR Model by Rodney W. Strachan & Herman K. van Dijk [Downloadable!] 2004 Bayesian Model Selection with an Uninformative Prior by Rodney W. Strachan & Herman K. van Dijk [Downloadable!] 2004 In-Work Policies in Europe: Killing Two Birds with One Stone? by Bargain, Olivier & Orsini, Kristian [Downloadable!] 2004 Unemployment in the OECD: Models and Mysteries by Junankar, P. N. (Raja) & Madsen, Jakob B. [Downloadable!] 2004 Real Time Econometrics by Pesaran, M. Hashem & Timmermann, Allan [Downloadable!] 2004 Estimating The Probability Of Informed Trading: Further Evidence From An Order-Driven Market by David Abad & Antonio Rubia [Downloadable!] 2004 Counts With An Endogenous Binary Regressor: A Series Expansion Approach by Andrés Romeu & Marcos Vera-Hernández [Downloadable!] 2004 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 [Downloadable!] 2004 Vector-Autoregression Approach to Forecast Italian Imports by Carmine Pappalardo & Gianfranco Piras [Downloadable!] 2004 Does trading volume really explain stock returns volatility? by Thierry Ané & Loredana Ureche-Rangau [Downloadable!] 2004 Factor Demand and Market Power by Sjöström, Magnus [Downloadable!] 2004 A Bayesian Approach to Modelling Graphical Vector Autoregressions by Corander, Jukka & Villani, Mattias [Downloadable!] 2004 A smooth permanent surge process by González Gómez, Andrés [Downloadable!] 2004 Evaluating exponential GARCH models by Malmsten, Hans [Downloadable!] 2004 Stylized Facts of Financial Time Series and Three Popular Models of Volatility by Malmsten, Hans & Teräsvirta, Timo [Downloadable!] 2004 Evaluating models of autoregressive conditional duration by Meitz, Mika & Teräsvirta, Timo [Downloadable!] 2004 Inflation dynamics in the euro area and the role of expectations: further results by Paloviita , Maritta [Downloadable!] 2004 A flexible prior distribution for Markov switching autoregressions with Student-t errors by Philippe J. Deschamps [Downloadable!] 2004 Some Statistical Pitfalls In Copula Modeling For Financial Applications by Jean-David FERMANIAN & Olivier SCAILLET [Downloadable!] 2004 Binary models with misclassification in the variable of interest by Esmeralda Ramalho [Downloadable!] 2004 Covariate Measurement Error in Endogenous Stratified Samples by Esmeralda Ramalho [Downloadable!] 2004 Competition, the Lisbon Strategy and the Euro by Anindya Banerjee & Bill Russell [Downloadable!] 2004 In Work Policies In Europe: Killing Two Birds With One Stone? by Bargain O & Orsini K [Downloadable!] 2004 Two Cheers for the Aggregated (S, s) Model! by Richard Holt [Downloadable!] 2004 Dynamic asymmetries in US unemployment by Gary Koop & Simon M. Potter 2004 Generalized (Cross) Spectral Tests for Optimal Forecasts and Conditional Predictive Ability Under Generalized Loss Functions by Tae-Hwy Lee & Yongmiao Hong 2004 Expected Value Models: A New Approach by Nour Meddahi 2004 Market Price of Risk Specifications for Affine Models: Theory and Evidence by Patrick Cheridito & Damir Filipovic [Downloadable!] 2004 Testing Asset Pricing Model with Coskweness by Giovanni Urga & Giovanni Barone Adesi & Patrick Gagliardini 2004 An Empirical Investigation of Habit-Based Asset Pricing Models by Sydney C. Ludvigson & Xiaohong Chen 2004 The empirical relevance of the New Keynesian Phillips curve by Ragnar Nymoen & Gunnar Bardsen & Eilev S. Jansen [Downloadable!] 2004 Block Bootstrap for Parameter Estimation Error when Parameters are recursively estimated by Norman R. Swanson & Valentina Corradi 2004 Properties of Optimal Forecasts by Allan Timmermann & Andrew J. Patton [Downloadable!] 2004 Monetary Rules for Emerging Market Economies by Alessandro Rebucci 2004 Interpreting Permanent and Transitory Shocks to Output When Aggregate Demand May Not Be Neutral in the Long-run by John Keating [Downloadable!] 2004 Efficient Semiparametric Estimation of Quantile Treatment Effects by Sergio Firpo [Downloadable!] 2004 The Value of Structural Information in the VAR Model by Rodney W. Strachan & Herman K. van Dijk [Downloadable!] 2004 Are New Keynesian Phillips Curves Identified ? by Maral Kichian & Jean-Marie Dufour & Lynda Khalaf 2004 Consistent LM-Tests for Linearity Against Compound Smooth Transition Alternatives by Jonathan B. Hill [Downloadable!] 2004 The New Keynesian Phillips Curve: An empirical assessment by Florian PELGRIN & Alain GUAY & Richard LUGER [Downloadable!] 2004 Smooth Test Of Density Forecast Evaluation With Independent And Serially Dependent Data by Aurobindo Ghosh & Anil K. Bera [Downloadable!] 2004 Bootstrapping the HEGY Seasonal Unit Root Tests by Robert Taylor & Peter Burridge [Downloadable!] 2004 Bagging Time Series Models by Lutz Kilian & Atsushi Inoue [Downloadable!] 2004 Evaluating The Performance Of Non-Experimental Estimators: Evidence From A Randomized Ui Program by Jose Galdo 2004 Using additional information in estimating output gap in Peru: a multivariate unobserved component approach by Gonzalo Llosa/Shirley Miller [Downloadable!] 2004 La demanda de dinero en Uruguay: 1980.1-2002.4 by Elizabeth Bucacos & Gerardo Licandro [Downloadable!] 2004 Legitimacy, Local Participation, and Compliance in the Galapagos Marine Reserve by Carlos Chavez & César Viteri [Downloadable!] 2004 End-of-Sample Conintegratio Breakdown Tests by Donald Andrews & Jae-Young Kim 2004 Forecasting Value-at-Risk Using the Markov-Switching ARCH Model by Wei-Ting Tang & Yin-Feng Gau [Downloadable!] 2004 Structural Error Correction Model: A Bayesian Perspective by Chew Lian Chua & Peter Summers [Downloadable!] 2004 Option pricing under NIG distribution: --- The empirical analysis of Nikkei 225 option ---- by Koichi Maekawa & Ken-ichi Kawai 2004 A conditional distribution model for limited stock index returns by Walter G. Sanddorf-Koehle & Ralph Friedmann 2004 Monetary Policy and Capital Accumulation Processes :How did the FED react to the Transition Phases ? by Paolucci Frank 2004 Another Characterization of Long Memory Behavior by Jerome J Collet & Dominique Guegan 2004 Testing for Nonlinearity in Mean in the Presence of Heteroskedasticity by Stan Hurn [Downloadable!] 2004 A Smooth Test for Density Forecast Evaluation by Aurobindo Ghosh & Anil K. Bera [Downloadable!] 2004 Sensitivity of OLS estimates against ARFIMA error process as small sample Test for long memory by Anurag Banerjee [Downloadable!] 2004 Forecasting US Inflation Using Model Averaging by Dick van Dijk 2004 Estimating the rank of the spectral density matrix by Gonzalo Camba-Mendez & George Kapetanios [Downloadable!] 2004 Are There Any Class Size Effects on Early Career Earnings in West Germany? by Hans J. Baumgartner [Downloadable!] 2004 Growth and Inflation Forecasts for Germany: An Assessment of Accuracy and Dispersion by Jörg Döpke & Ulrich Fritsche [Downloadable!] 2004 Discrete Choice Labor Supply: Conditional Logit vs. Random Coefficient Models by Peter Haan [Downloadable!] 2004 Econometric modelling in blockholder systems of corporate governance by Manjon-Antolin, M.C. [Downloadable!] 2004 An alternative asymptotic analysis of residual-based statistics by Andeaou, E. & Werker, B.J.M. [Downloadable!] 2004 Firm size and short-term dynamics in aggregate entry and exit by Manjon-Antolin, M.C. [Downloadable!] 2004 Local sensitivity and diagnostic tests by Magnus, J.R. & Vasnev, A.L. [Downloadable!] 2004 Robust inference on seasonal unit roots via a bootstrap applied to OECD macroeconomic series by Peter Burridge & Frida Gjorstrup & A.M. Robert Taylor [Downloadable!] 2004 Non-linear adjustments in fiscal policy by Gabriella Legrenzi & Costas Milas [Downloadable!] 2004 Uncertainty and UK Monetary Policy by Christopher Martin & Costas Milas [Downloadable!] 2004 Innovation Complimentarity and Scale of Production by Miravete, Eugenio J & Pernias, Jose C [Downloadable!] 2004 Real Time Econometrics by Pesaran, M Hashem & Timmermann, Allan G [Downloadable!] 2004 Bagging Time Series Models by Inoue, Atsushi & Kilian, Lutz [Downloadable!] 2004 Estimation And Testing Of Dynamic Models With Generalised Hyperbolic Innovations by Francisco Javier Mencía & Enrique Sentana [Downloadable!] 2004 Model Averaging and Value-at-Risk Based Evaluation of Large Multi Asset Volatility Models for Risk Management by M. Hashem Pesaran & Paolo Zaffaroni [Downloadable!] 2004 Evaluating the German Inventory Cycle – Using Data from the Ifo Business Survey by Thomas A. Knetsch [Downloadable!] 2004 Real Time Econometrics by M. Hashem Pesaran & Allan Timmermann [Downloadable!] 2004 Advancing the iid Test Based on Integration across the Correlation Integral: Ranges, Competition, and Power by Evzen Kocenda & Lubos Briatka [Downloadable!] 2004 ‘Real Time Econometrics’ by Pesaran, M.H. & Timmermann, A. [Downloadable!] 2004 A Simple Test for the Absence of Covariate Dependence in Duration Models by Bhattacharjee, A. [Downloadable!] 2004 Testing for Long-Run PPP in a System Context: Evidence for the US, Germany and Japan by Dimitrios Sideris [Downloadable!] 2004 Modelling inflation in the Euro Area by Eilev S. Jansen [Downloadable!] 2004 Incorporating Labour Market Frictions into an Optimising-Based Monetary Policy Model by Moyen, S. & Sahuc, J-G. [Downloadable!] 2004 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 [Downloadable!] 2004 Aggregation bias in macro models: does it matter foir the euro area? by Libero Monteforte [Downloadable!] 2004 Business cycle non-linearities and productivity shocks by Paolo Piselli [Downloadable!] 2004 Structural Change and Forecasting Long-Run Energy Prices by Jean-Thomas Bernard & Lynda Khalaf & Maral Kichian [Downloadable!] 2004 The U.S. New Keynesian Phillips Curve: An Empirical Assessment by Alain Guay & Florian Pelgrin [Downloadable!] 2004 Exact Tests of Equal Forecast Accuracy with an Application to the Term Structure of Interest Rates by Richard Luger [Downloadable!] 2004 Estimating New Keynesian Phillips Curves Using Exact Methods by Lynda Khalaf & Maral Kichian [Downloadable!] 2004 O Papel Da Oferta De Trabalho No Comportamento Dos Retornos À Educação No Brasil by Alexandre Augusto Seijas de Andrade & Naércio Aquino Menezes-Filho [Downloadable!] 2004 Monetary Policy And External Vulnerability In Brazil by Carlos Fernando Lagrota R. Lopes [Downloadable!] 2004 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 [Downloadable!] 2004 Country pair-correlations as a measure of financial integration: the case of the Euro equity markets by Manuela CROCI [Downloadable!] 2004 Seasonal Unit Root Testing Based on the Temporal Aggregation of Seasonal Cycles by Gabriel Pons Rotger [Downloadable!] 2004 Reweighting Household Surveys for Tax Microsimulation Modelling: An Application to the New Zealand Household Economic Survey by John Creedy & Ivan Tuckwell 2004 Sample Selection in Models of Academic Performance by Matthew J. Cushing & Mary G. McGarvey [Downloadable!] 2004 Curva de rendimientos y crecimiento de la producción real en la UEM: eficiencia y estabilidad predictiva./Yield Curve and Real Output Growth in the EMU: Efficiency and Predictive Stability by DUARTE, A. & VENETIS, I. & PAYÁ, I. [Downloadable!] 2004 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. [Downloadable!] 2004 Usos y limitaciones de los procesos estocásticos en el tratamiento de distribuciones de rendimientos con colas gordas by José Carlos Ramirez Sánchez [Downloadable!] 2004 Volatilidad del mercado accionario y la crisis asiática. Evidencia internacional de asimetrías by Johnson, Christian A. & Soriano, Fabián A. 2004 Size Matters: The Standard Error of Regressions in the American Economic Review by Stephen T Ziliak & Deirdre N McCloskey [Downloadable!] 2004 A Comparison of Causality Tests Applied to the Bilateral Relationship between Consumption and GDP in the USA and Mexico by Guisan, M.Carmen [Downloadable!] 2004 Dynamic Relations Between Macroeconomic Factors and the Jordanian Stock Market by Al-Sharkas, A.A. [Downloadable!] 2004 What makes reforms likely: Political economy determinants of reforms in Latin America by Eduardo Lora & Mauricio Olivera [Downloadable!] 2004 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 [Downloadable!] 2004 Estimating Stochastic Volatility Models: A Comparison of Two Importance Samplers by Kai Ming Lee & Siem Jan Koopman [Downloadable!] 2004 Analyzing Financial Time Series through Robust Estimators by Luigi Grossi [Downloadable!] 2004 Extensions of the Forward Search to Time Series by Marco Riani [Downloadable!] 2004 Output Variability and Economic Growth: the Japanese Case by Stilianos Fountas & Menelaos Karanasos & Alfonso Mendoza [Downloadable!] 2004 Economic Aspects of the Appraisal and Selection of Engineering Projects by Nadya Marinova [Downloadable!] 2004 Models for Optimization Logistic Decisions (On The Example of the Bulgarian Army) by Vania Banabakova [Downloadable!] 2004 Identificando Bolhas Especulativas Racionais no IBOVESPA (Pós-Plano Real), a partir de Regimes Markovianos de Conversão by Diógenes Manoel Leiva Martin & Eduardo Kazuo Kayo & Herbert Kimura & Wilson Toshiro Nakamura [Downloadable!] 2003 The Connection of Stock Markets Between Germany and the USA : New Evidence From a Co-integration Study by Eberts, Elke [Downloadable!] 2003 Measuring the Discriminative Power of Rating Systems by Engelmann, Bernd & Hayden, Evelyn & Tasche, Dirk [Downloadable!] 2003 The Forecasting Performance of German Stock Option Densities by Keller, Joachim & Glatzer, Ernst & Craig, Ben R & Scheicher, Martin [Downloadable!] 2003 Spatial Analysis Of Employment And Population Density: The Case Of The Agglomeration Of Dijon, 1999 by Catherine Baumont & Cem Ertur & Julie Le Gallo [Downloadable!] 2003 Modelling the misalignments of the Dollar-Sterling real exchange rate: a nonlinear cointegration perspective by Slim CHAOUACHI & Gilles DUFRENOT & Val=E9rie MIGNON [Downloadable!] 2003 Are There Any Class Size Effects On Early Career Earnings In West Germany? by Hans J. Baumgartner [Downloadable!] 2003 Tests of Conditional Predictive Ability by Raffaella Giacomini & Halbert White [Downloadable!] 2003 Should Stock Market Indexes Time Varying Correlations Be Taken Into Account? A Conditional Variance Multivariate Approach by Ryan SULEIMANN [Downloadable!] 2003 New Technology Stock Market Indexes Contagion: A VAR-dccMVGARCH Approach by Ryan SULEIMANN [Downloadable!] 2003 The Contagion Effect Between the Volatilities of the NASDAQ-100 and the IT.CA :A Univariate and A Bivariate Switching Approach by Ryan SULEIMANN [Downloadable!] 2003 Testing for Unit Roots: Mexico's GDP by Alejandro Diaz-Bautista & Ramon A. Castillo Ponce [Downloadable!] 2003 The P* model as a general identity to analyze and forecast the behavior of the inflation rate in the economy of Puerto Rico by Carlos A. Rodríguez Ramos [Downloadable!] 2003 An Alternative to the BDS Test: Integration Across The Correlation Integral by Evzen Kocenda [Downloadable!] 2003 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 [Downloadable!] 2003 Some Finite Sample Results On Testing For Granger Noncausality by Judith A. Clarke & Sadaf Mirza [Downloadable!] 2003 Estimating the Probability of Informed Trading - Does Trade Misclassification Matter? by Joachim Grammig & Erik Theissen [Downloadable!] 2003 Using Composite Estimators to Improve both Domain and Total Area Estimation by Àlex Costa & Albert Satorra & Eva Ventura [Downloadable!] 2003 Stepwise Multiple Testing as Formalized Data Snooping by Joseph P. Romano & Michael Wolf [Downloadable!] 2003 An Empirical Evaluation of Small Area Estimators by Àlex Costa & Albert Satorra & Eva Ventura [Downloadable!] 2003 New Asian Regionalism: Evidence of ASEAN+3 Free Trade Agreement From Extended Gravity Theory and New Modelling Approach by Tran Van Hoa [Downloadable!] 2003 Growth of Asian Regional Trade and Income Convergence: Evidence from ASEAN+3 Based on Extended Helpman-Krugman Hypothesis and Flexible Modelling Approach by Tran Van Hoa [Downloadable!] 2003 Fractional Integration and the Dynamics of UK Unemployment by Luis A. Gil-Alana & S.G. Brian Henry [Downloadable!] 2003 Validity of Discrete-Choice Experiments - Evidence for Health Risk Reduction by Harry Telser & Peter Zweifel [Downloadable!] 2003 Growth and Inequality: Model Evaluation Based on an Estimation-Calibration Strategy by Hyeok Jeong & Robert M. Townsend [Downloadable!] 2003 Estimating nonlinear dynamic economies: A likelihood approach by Jesus Fernandez-Villaverde & Juan Rubio-Ramirez 2003 Adaptive Learning, Model Uncertainty and Monetary Policy Inertia in a Large Information Environment by Fabio Milani 2003 Asymptotic Principal Components Estimation of Large Factor Models by Victor Solo & Chris Heaton 2003 A Test for Comparing Multiple Misspecified Conditional Distributions by Valentina Corradi & Norman R. Swanson [Downloadable!] 2003 Symmetric Normal Mixture GARCH by Carol Alexandra & Emese Lazar [Downloadable!] 2003 Optimal f and Portfolio Return Optimisation in US Futures Markets by John Anderson & Robert W Faff [Downloadable!] 2003 Non-Nested Models and the Likelihood Ratio Statistic: A Comparison of Simulation and Bootstrap Based Tests by George Kapetanios & Melvyn Weeks [Downloadable!] 2003 Indicator Models of Real GDP Growth in Selected OECD Countries by Franck Sédillot & Nigel Pain [Downloadable!] 2003 Can population projections be used for sensitivity tests on policy models? by John Bryant [Downloadable!] 2003 Modelling structural change: the case of New Zealand by Olivier Basdevant & David Hargreaves [Downloadable!] 2003 Modelling Security Market Events in Continuous Time: Intensity Based, Multivariate Point Process Models by Clive G. Bowsher [Downloadable!] 2003 Empirical Information Criteria for Time Series Forecasting Model Selection by Md B. Billah & R.J. Hyndman & A.B. Koehler [Downloadable!] 2003 Estimation of Asymmetric Box-Cox Stochastic Volatility Models Using MCMC Simulation by Xibin Zhang & Maxwell L. King [Downloadable!] 2003 Employer Learning and Schooling-Related Statistical Discrimination in Britain by Galindo-Rueda, Fernando [Downloadable!] 2003 Forecasting The Conditional Covariance Matrix Of A Portfolio Under Long-Run Temporal Dependence by Antonio Rubia & Trino-Manuel Ñíguez [Downloadable!] 2003 Volatility And Var Forecasting For The Ibex-35 Stock-Return Index Using Figarch-Type Processes And Different Evaluation Criteria by Trino-Manuel Ñíguez [Downloadable!] 2003 Monetary Policy Shocks and Business Cycle Fluctuations in a Small Open Economy: Sweden 1986-2002 by Lindé, Jesper [Downloadable!] 2003 Testing the New Keynesian Phillips curve by Bårdsen, Gunnar & Jansen, Eilev S. & Nymoen, Ragnar [Downloadable!] 2003 Testing constancy of the error covariance matrix in vector models by Eklund, Bruno & Teräsvirta, Timo [Downloadable!] 2003 A nonlinear alternative to the unit root hypothesis by Eklund, Bruno [Downloadable!] 2003 Testing the unit root hypothesis against the logistic smooth transition autoregressive model by Eklund, Bruno [Downloadable!] 2003 A time series model for an exchange rate in a target zone with applications by Lundbergh, Stefan & Teräsvirta, Timo 2003 Choosing Factors in a Multifactor Asset Pricing Model: A Bayesian Approach by Ericsson, Johan & Karlsson, Sune [Downloadable!] 2003 Maximum Likelihood Ratio based small-sample tests for random coefficients in linear regression by Petzold, Max & Jonsson, Robert [Downloadable!] 2003 On the Economic Impact of Modeling Non-Linearities: The Asset Pricing Example by Prasad Bidarkota [Downloadable!] 2003 STAR-GARCH Models for Stock Market Interactions in the Pacific Basin Region, Japan and US by Giorgio Busetti & Matteo Manera [Downloadable!] 2003 Output Dynamics in an Endogenous Growth Model by Ilaski Barañano Mentxaka & M. Paz Moral [Downloadable!] 2003 Output dynamics in an endogenous growth model by Ilaski Barañano Mentxaka & M. Paz Moral Zuazo [Downloadable!] 2003 The P* model as a general identity to analyze and forecast the behavior of the inflation rate in the economy of Puerto Rico by Carlos A. Rodríguez Ramos [Downloadable!] 2003 Employer Learning and Schooling-Related Statistical Discrimination in Britain by Galindo-Rueda, Fernando [Downloadable!] 2003 Some million thresholds: Nonlinearity and cross-country growth regressions by Cuaresma, Jesus Crespo [Downloadable!] 2003 Does the Purchasing Power Parity Hold in Emerging Markets? Evidence from Black Market Exchange Rates by Cerrato, Mario & Nicholas Sarantis [Downloadable!] 2003 The Effect of Skill shortages on Unemployment and Real Wage Growth: A Simultaneous Equation Approach by Wallis, Gavin [Downloadable!] 2003 US Monetary Policy Rules: the Case for Asymmetric Preferences by Surico, Paolo [Downloadable!] 2003 Causality Tests, Interdependence and Model Selection: Aplication to OECD countries 1960-97 by Guisan, M.Carmen [Downloadable!] 2003 Recursive Predictability Tests for Real-Time Data by Rossi, Barbara & Inoue, Atsushi [Downloadable!] 2003 Forecasting Inflation in the Netherlands and the Euro Area by A.H.J. den Reijer & P.J.G. Vlaar [Downloadable!] 2003 Forecasting inflation: An art as well as a science! by P.J.G. Vlaar & A.H.J. den Reijer [Downloadable!] 2003 A simple asymptotic analysis of residual-based statistics by Werker, B.J.M. & Andreou, E. [Downloadable!] 2003 The value of structural information in the VAR model by R.W. Strachan & H.K. Van Dijk [Downloadable!] 2003 Selecting a nonlinear time series model using weighted tests of equal forecast accuracy by D.J. Van Dijk & P.H. Franses [Downloadable!] 2003 On the Empirical Content of Quantal Response Equilibrium by Philip A. Haile & Ali Hortacsu & Grigory Kosenok [Downloadable!] 2003 End-of-Sample Cointegration Breakdown Tests by Donald W.K. Andrews & Jae-Young Kim [Downloadable!] 2003 Non-linear multivariate adjustment of the UK real exchange rate by Costas Milas [Downloadable!] 2003 The Price-Dividend Relationship in Inflationary and Deflationary Regimes by Jacob Madsen & Costas Milas [Downloadable!] 2003 Properties of Optimal Forecasts by Patton, Andrew J & Timmermann, Allan G [Downloadable!] 2003 On the Selection of Forecasting Models by Inoue, Atsushi & Kilian, Lutz [Downloadable!] 2003 Real-Time Tests of the Leading Economic Index: Do Changes in the Index Composition Matter? by Robert H. McGuckin & Ataman Ozyildirim [Downloadable!] 2003 Insurance and Incentives in Sharecropping by Luis H. B. Braido [Downloadable!] 2003 Non-nested Models and the likelihood Ratio Statistic: A Comparison of Simulation and Bootstrap-based Tests by Kapetanios, G. & Weeks, M. [Downloadable!] 2003 Changes in Financial Structure and Asset Price Substitutability: A Test of the Bank Lending Channel by Sophocles N. Brissimis & Nicholas S. Magginas [Downloadable!] 2003 Evaluation and Combination of Conditional Quantile Forecasts by Raffaella Giacomini & Ivana Komunjer [Downloadable!] 2003 Long-Memory Forecasting of U.S. Monetary Indices by John Barkoulas & Christopher F. Baum [Downloadable!] 2003 What is this thing called confidence? A comparative analysis of consumer confidence indices in eight major countries by Roberto Golinelli & Giuseppe Parigi [Downloadable!] 2003 Testing the Stability of the Canadian Phillips Curve Using Exact Methods by Lynda Khalaf & Maral Kichian [Downloadable!] 2003 The Canadian Phillips Curve and Regime Shifting by Frédérick Demers [Downloadable!] 2003 A Stochastic Simulation Framework for the Government of Canada's Debt Strategy by David Jamieson Bolder [Downloadable!] 2003 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 [Downloadable!] 2003 An empirical analysis of international equity market co-movements: implications for informational efficiency by Manuela CROCI [Downloadable!] 2003 Can Pro-Natalist Policy Be Effective? by Marek Loužek [Downloadable!] 2003 Structural Change and Small-Sample Inference in a Long-Run Structural Var Model of UK Aggregate Demand by Dimitrios Papaikonomou 2003 Trade Policy and its Impact On Economic Growth: The Chilean Experience in the Period of 1960 to 1998 by Nowak-Lehmann D., Felicitas [Downloadable!] 2003 Implications des chocs communs et specifiques pour le federalisme budgetaire europeen by Alexis Garatti [Downloadable!] 2003 Aggregation of Non Stationary Demand Systems by Jérôme Adda & Jean-Marc Robin [Downloadable!] 2002 Forecasting economic activity in Germany : how useful are sentiment indicators? by Schröder, Michael & Hüfner, Felix P. [Downloadable!] 2002 Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form by Kilian, Lutz & Gonçalves, Sílvia [Downloadable!] 2002 Evaluating Density Forecasts with an Application to Stock Market Returns by Raunig, Burkhard & de Raaij, Gabriela [Downloadable!] 2002 The Empirical Performance of Option Based Densities of Foreign Exchange by Keller, Joachim G. & Craig, Ben R. [Downloadable!] 2002 Testing for a New Economy in the 1990s by Ray C. Fair [Downloadable!] 2002 Comparing the Predictive Information Content of College Football Rankings by Ray C. Fair & John F. Oster [Downloadable!] 2002 Canadian Money Demand Functions Cointegration¨CRank Stability by Alfred A. Haug [Downloadable!] 2002 Specification Searches in Spatial Econometrics: The Relevance of Hendry's Methodology by Raymond J.G.M. Florax & Hendrik Folmer & Sergio J. Rey [Downloadable!] 2002 Uncovering Policy Makers' Loss Function by Paolo Surico [Downloadable!] 2002 Labor-Supply Shifts and Economic Fluctuations by Yongsung Chang & Frank Schorfheide [Downloadable!] 2002 Learning by Doing as a Propagation Mechanism by Yongsung Chang & Joao Gomes & Frank Schorfheide [Downloadable!] 2002 Information, Alternative Markets, and Security Price Processes: A Survey of Literature by Rafiqul Bhuyan [Downloadable!] 2002 What Type of Process Underlies Options? A Simple Robust Test by Peter Carr & Liuren Wu [Downloadable!] 2002 Some million thresholds: Nonlinearity and cross-country growth regressions by Jesús Crespo Cuaresma [Downloadable!] 2002 On the Futility of Testing the Error Term Assumptions in a Spurious Regression by David E. A. Giles [Downloadable!] 2002 Evaluating Density Forecasts via the Copula Approach by Xiaohong Chen & Yanqin Fan [Downloadable!] 2002 Structural Breaks and Diversification: The ImpactThe Impact of the 1997 Asian Financial Crisis on the Integration of Asia-Pacific Real Estate Markets by Pat Wilson & Ralf Zurbruegg & Richard Gerlach [Downloadable!] 2002 A Score Test for Discreteness in GARCH Models by Henrik Amilon [Downloadable!] 2002 Modelling Daily Value-at-Risk Using Realized Volatility and ARCH Type Models by Pierre Giot & Sébastien Laurent 2002 A New Class of Multivariate skew Densities, with Application to GARCH Models by Luc Bauwens & Sébastien Laurent 2002 Exact Testing of the Stability of the Phillips Curve by Lynda Khalaf & Maral Kichian 2002 Two-Step Estimation of Discrete/Continuous Econometric Models with Interdependent Multinomial Choices by Denis Bolduc & Dimitri Sanga 2002 Modeling and forecasting Brazilian industrial production: unit roots, seasonality and non-linearity by Filipe R. Campante & Luciano Vereda & Marcelo C. Medeiros 2002 International Real Business Cycles: A comparison of competing models using likelihood techniques by Joann Bangs & John Landon-Lane [Downloadable!] 2002 Structural Change Testing in Stochastic Volatility Models by J. del Hoyo & J.-Guillermo Llorente 2002 International Real Business Cycles and Increasing Returns to Scale: A Formal Analysis using Likelihood Methods by John Landon-Lane & Joann Bangs [Downloadable!] 2002 Evaluating Dynamic Stochastic General Equilibrium Models using Likelihood by John Landon-Lane [Downloadable!] 2002 Building Neural Network Models for Time Series: A Statistical Approach by Marcelo C. Medeiros & Timo Terasvirta & Gianluigi Rech [Downloadable!] 2002 Evaluating the performance of GARCH models using White´s Reality Check by Leonardo Souza & Alvaro Veiga & Marcelo C. Medeiros [Downloadable!] 2002 Augoregressive Conditional Kurtosis by Chris Brooks & Simon P. Burke & Gita Persand [Downloadable!] 2002 Time-Varying Market, Interest Rate and Exchange Rate Risk in Australian Bank Portfolio Stock Returns: A Garch-M Approach by Susan Ryan & Andrew C. Worthington [Downloadable!] 2002 Evaluating Density Forecasts with an Application to Stock Market Returns by Gabriela de Raaij & Burkhard Raunig [Downloadable!] 2002 The Aggregate Consumption Puzzle In Singapore by Tilak ABEYSINGHE & CHOY Keen Meng [Downloadable!] 2002 The Empirical (ir)Relevance of the New Keynesian Phillips Curve by Gunnar Bårdsen & Eilev S. Jansen & Ragnar Nymoen [Downloadable!] 2002 A smooth-transition model of the Australian unemployment rate by Gunnar Bårdsen & Stan Hurn & Zoë McHugh [Downloadable!] 2002 Residual-based tests for cointegration and multiple regime shifts by Vasco J. Gabriel & Martin Sola & Zacharias Psaradakis [Downloadable!] 2002 Bayesian Estimation of a Stochastic Volatility Model Using Option and Spot Prices by C.S. Forbes & G.M. Martin & J. Wright [Downloadable!] 2002 Influence Diagnostics in GARCH Processes by Xibin Zhang & Maxwell L. King [Downloadable!] 2002 A Class of Nonlinear Stochastic Volatility Models and Its Implications on Pricing Currency Options by Jun Yu & Zhenlin Yang & Xibin Zhang [Downloadable!] 2002 Parametric Pricing of Higher Order Moments in S&P500 Options by G.C. Lim & G.M. Martin & V.L. Martin [Downloadable!] 2002 Macroeconomic instability, capital accumulation and growth: The case of Turkey 1963-1999 by Mustafa Ismihan & Kivilcim Metin-Özcan & Aysit Tansel [Downloadable!] 2002 Analyzing I(2) Systems by Transformed Vector Autoregressions by Hans Christian Kongsted & Heino Bohn Nielsen [Downloadable!] 2002 Testing the Nominal-to-Real Transformation by Hans Christian Kongsted [Downloadable!] 2002 Tail-Dependence in Stock-Return Pairs by Fortin, Ines & Kuzmics, Christoph [Downloadable!] 2002 Finding Good Predictors for Inflation: A Bayesian Model Averaging Approach by Jacobson, Tor & Karlsson, Sune [Downloadable!] 2002 The UK Personal Sector Demand for Risky Money by Binner, Jane & Elger, Thomas 2002 Regime Switches in Swedish Interest Rates by Erlandsson, Ulf [Downloadable!] 2002 A Monte Carlo Study on the Pitfalls in Determining Deterministic Components in Cointegrating Models by Hjelm, Göran & Johansson, Martin W 2002 Building neural network models for time series: A statistical approach by Medeiros, Marcelo C. & Teräsvirta, Timo & Rech, Gianluigi [Downloadable!] 2002 Testing parameter constancy in stationary vector autoregressive models against continuous change by He, Changli & Teräsvirta, Timo & González, Andres 2002 Inflation dynamics in the euro area and the role of expectations by Paloviita , Maritta [Downloadable!] 2002 Inflation Differentials before and after the EMU by Giovanni Arese-Visconti [Downloadable!] 2002 State-of-art on PLS Path Modeling through the available software by TENENHAUS, Michel & CHATELIN, Yves-Marie & ESPOSITO VINZI, Vincenzo [Downloadable!] 2002 A Dynamic Analysis of a Korea-Japan Free Trade Area: Simulations with the G-Cubed Asia-Pacific Model by Warwick J. McKibbin & Jong-Wha Lee & Inkyo Cheong [Downloadable!] 2002 Causalidad y cointegracion en modelos econometricos: Aplicaciones a los paises de la OCDE y limitaciones de los tests de cointegracion by Guisan, M.Carmen [Downloadable!] 2002 Optimal Tests for Nested Model Selection with Underlying Parameter Instability by Rossi, Barbara [Downloadable!] 2002 Alternative Models for Stock Price Dynamic by Chernov, Mikhail & Gallant, A. Ronald & Ghysels, Eric & Tauchen, George [Downloadable!] 2002 EUROMON-Scenarios for the Euro Area Economy by P.J.A. van Els & S.G. Grob 2002 Alternative Measures of the Explanatory Power of Multivariate Probit Models with Continuous or Ordinal Responses by Martin Spieß & Gerhard Tutz [Downloadable!] 2002 German Exports to the Euro Area by Sabine Stephan [Downloadable!] 2002 A Comparison of Marginal Likelihood Computation Methods by Charles S. Bos [Downloadable!] 2002 Detecting Serial Dependence in Tail Events by Cees Diks [Downloadable!] 2002 The Empirical Economic Growth Literature by Raymond J.G.M. Florax & Henri L.F. de Groot & Reinout Heijungs [Downloadable!] 2002 Changes in variability of the business cycle in the G7 countries by D.J. van Dijk & D.R. Osborn & M. Sensier [Downloadable!] 2002 Testing for a New Economy in the 1990s by Ray C. Fair [Downloadable!] 2002 College Football Rankings and Market Efficiency by Ray C. Fair & John F. Oster [Downloadable!] 2002 End-of-Sample Instability Tests by Donald W.K. Andrews [Downloadable!] 2002 Consistent Testing for Stochastic Dominance: A Subsampling Approach by Oliver Linton & Esfandiar Maasoumi & Whang, Yoon-Jae [Downloadable!] 2002 Wavelets in Economics and Finance: Past and Future by Ramsey, J.B. [Downloadable!] 2002 VARs, Common Factors and the Empirical Validation of Equilibrium Business Cycle Models by Giannone, Domenico & Reichlin, Lucrezia & Sala, Luca [Downloadable!] 2002 In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use? by Inoue, Atsushi & Kilian, Lutz [Downloadable!] 2002 Learning by Doing as a Propagation Mechanism by Chang, Yongsung & Gomes, Joao F & Schorfheide, Frank [Downloadable!] 2002 An Evaluation Framework for Alternative VaR Models by Bams, Dennis & Lehnert, Thorsten & Wolff, Christian C [Downloadable!] 2002 Factor Forecasts for the UK by Artis, Michael J & Banerjee, Anindya & Marcellino, Massimiliano [Downloadable!] 2002 Analytic Evaluation of Volatility Forecasts by Torben G. Andersen & Tim Bollerslev & Nour Meddahi [Downloadable!] 2002 Alternative Models for Stock Price Dynamics by Mikhail Chernov & A. Ronald Gallant & Eric Ghysels & George Tauchen [Downloadable!] 2002 Testing for Drift in a Time Series by Busettti, F. & Harvey, A. [Downloadable!] 2002 Generalised Mean-Variance Analysis and Robust Portfolio Diversification by Wright, S.M. & Satchell, S.E. [Downloadable!] 2002 Estimating the Probability of Informed Trading - Does Trade Misclassification Matter? by Joachim Grammig & Erik Theissen [Downloadable!] 2002 Comparing Density Forecasts via Weighted Likelihood Ratio Tests: Asymptotic and Bootstrap Methods by Raffaella Giacomini [Downloadable!] 2002 Macroeconomic Instability, Capital Accumulation and Growth : The Case of Turkey 1963-1999 by Mustafa Ismihan & Aysit Tansel & Kivilcim Metin-Ozcan [Downloadable!] 2002 Evaluating the Quarterly Projection Model: A Preliminary Investigation by Robert Amano1 & Kim McPhail & Hope Pioro & Andrew Rennison [Downloadable!] 2002 Herramientas estadisticas para el estudio de perfiles de riesgo by Eva Boj del Val & M. Mercedes Claramunt Bielsa & Jose Fortiana Gregori [Downloadable!] 2002 Sensitivity of Simulation Results to Competing SAM Updates by M. Alejandro Cardenete & Ferran Sancho [Downloadable!] 2002 Hausman Tests for Inefficient Estimators: Application to Demand for Health Care Service (revised) by Michael Creel [Downloadable!] 2002 Weak exogeneity in partially nonstationary models by Antonio Aznar & Manuel Salvador [Downloadable!] 2002 Testing misspecified non-nested factor demand systems: Some Monte Carlo results by Matteo Manera [Downloadable!] 2002 Estimation of an effectively globally regular demand system: An application to United States meat consumption by Anitoliy Skripnichenko & Kevin Chen [Downloadable!] 2002 Improving GARCH volatility forecasts with regime-switching GARCH by Franc Klaassen [Downloadable!] 2002 Una nota metodológica acerca de aplicaciones del filtro de Kalman a las calibraciones en modelos de ciclo real by Jesús Ruiz [Downloadable!] 2002 On The Dynamics Of Lending And Deposit Interest Rates In Emerging Markets: A Non-Linear Approach by Ana María Iregui & Costas Milas & Jesus Otero [Downloadable!] 2002 Wavelets in Economics and Finance: Past and Future by James B. Ramsey [Downloadable!] 2002 Asymmetries in Monetary Policy Reaction Function: Evidence for U.S. French and German Central Banks by Frédérique Bec & Mélika Ben Salem & Fabrice Collard [Downloadable!] 2002 Modelling Investment Decisions though Logistic Regressions (using data on mass privatisation) by Aleksandar Tsvetkov & Mariana Kotseva [Downloadable!] 2001 Unternehmens- versus Analystenbefragungen : zum Prognosegehalt von ifo-Geschäftserwartungen und ZEW-Konjunkturerwartungen by Hüfner, Felix & Schröder, Michael [Downloadable!] 2001 Econometric application of linear programming: a model of Russian large-scale farm (the case of the Moscow Region) by Nikolai Svetlov [Downloadable!] 2001 Bayesian Modelling of Catch in a Northwest Atlantic Fishery by Carmen Fernandez & Eduardo Ley & Mark Steel [Downloadable!] 2001 Model uncertainty in cross-country growth regressions by Carmen Fernandez & Eduardo Ley & Mark Steel [Downloadable!] 2001 Lag Length Estimation in Large Dimensional Systems by Jesus Gonzalo & Jean-Yves Pitarakis [Downloadable!] 2001 Rate-optimal data-driven specification testing in regression models by Emmanuel Guerre & Pascal Lavergne [Downloadable!] 2001 Model Selection and Simplification Using Lattices by Jaromir Antoch & Jan Hanousek [Downloadable!] 2001 Return Interval, Dependence Structure and Multivariate Normality by Thierry Ané & Chiraz Labidi 2001 Testing for Time Dependence in Parameters by Ralf Becker & Walter Enders & A. Stan Hurn [Downloadable!] 2001 Semiparametric Diffusion Estimation and Application to a Stock Market Model by Wolfgang Hardle & Torsten Kleinow & Alexander Korostelev & Camille Logeay & Eckhard Platen [Downloadable!] 2001 Some Hypothesis Tests for the Covariance Matrix when the Dimension is Large Compared to the Sample Size by Olivier Ledoit & Michael Wolf [Downloadable!] 2001 The Contingent Valuation Method in Health Care: An Economic Evaluation of Alzheimer's Disease by Dario Bonato & Sandra Nocera & Harry Telser [Downloadable!] 2001 Estimating and Restricting Growth Rates and Cointegration Means With Applications to Consumption and Money Demand by Håvard Hungnes [Downloadable!] 2001 Are Predicted Lifetime Consumption Profiles Robust with respect to Model Specifications? by Tom Kornstad [Downloadable!] 2001 Value-At-Risk For Long And Short Trading Positions by Pierre Giot and S»bastien Laurent 2001 Using High Frequency Data to Calculate, Model and Forecast Realized Volatility by Roel Oomen 2001 Normal versus Student in Measuring Value at Risk. An Empirical Bayesian Overview by Gonzalo GarcÃa-Donato, Pedro Gento and Juan Ortega, University of Castilla-La Mancha 2001 Bootstrap LR Tests for Sign and Amplitude Asymmetries by Jerry Coakley; Ana-Maria Fuertes 2001 Microeconomic Models for Long-Memory in the Volatility of Financial Time Series by Alan P. Kirman, Gilles Teyssiere 2001 Statistical methods for modelling neural networks by Marcelo C. Medeiros & Timo Terasvirta [Downloadable!] 2001 Monetary policy during Brazil´s Real Plan: estimating the Central Bank´s reaction function by Maria José Salgado & Márcio Gomes Pinto Garcia & Marcelo C. Medeiros [Downloadable!] 2001 International Evidence of the Predictability of Prices of Securititised Real Estate Assets: Econometric Models versus Neural Networks by Chris Brooks & Sotiris Tsolacos [Downloadable!] 2001 Modelling Business Cycle Features Using Switching Regime Models by Clements, M.C. & Krolzig, H.-M. 2001 Economic Forecasting: Some Lessons from Recent Research by David Hendry & Michael Clements [Downloadable!] 2001 Modelling Business Cycle Features Using Switching Regime Models by Hans-Martin Krolzig & Michael Clements [Downloadable!] 2001 A simple method for testing cointegration subject to regime changes by Vasco J. Gabriel & Martin Sola & Zacharias Psaradakis [Downloadable!] 2001 An Eigenfunction Approach for Volatility Modeling by Meddahi, N. 2001 A Theoretical Comparison Between Integrated and Realized Volatilies by Meddahi, N. 2001 Exact Nonparametric Two-Sample Homogeneity Tests for Possibly Discrete Distributions by Dufour, J.M. & Farhat, A. 2001 An Eigenfunction Approach for Volatility Modeling by MEDDAHI, Nour [Downloadable!] 2001 A Theoretical Comparison Between Integrated and Realized Volatilies by MEDDAHI, Nour [Downloadable!] 2001 Exact Nonparametric Two-Sample Homogeneity Tests for Possibly Discrete Distributions by DUFOUR, Jean-Marie & FARHAT, Abdeljelil [Downloadable!] 2001 On the Nature and Role of Hypothesis Tests by McLean, A. [Downloadable!] 2001 Labour Market Dynamics in RBC Models by A. Johri & M-A. Letendre [Downloadable!] 2001 How to Deal with Structural Breaks in Practical Cointegration Analysis by Roselyne Joyeux [Downloadable!] 2001 Space-time analysis of GDP disparities among European regions: A Markov chains approach by LE GALLO, Julie [Downloadable!] 2001 Assessing Monetary Rules Performance across EMU Countries by Carlo Altavilla [Downloadable!] 2001 Measuring the Effects of Monetary Policy in the Euro Area: The Role of Anticipated Policy by Jan Gottschalk & Florian Höppner [Downloadable!] 2001 Empirical Performance of the Czech and Hungarian Index Options under Jump by Lee, Gabriel S. & Boss, Michael & Klisz, Chris [Downloadable!] 2001 Empirical Performance of the Czech and Hungarian Index Options under Jump by Lee, Gabriel S. & Boss, Michael & Klisz, Chris [Downloadable!] 2001 Conditional Skewness Modelling for Stock Returns by Brännäs, Kurt & Nordman, Niklas 2001 An Alternative Conditional Asymmetry Specification for Stock Returns by Brännäs, Kurt & Nordman, Niklas 2001 Graphical diagnostics of endogeneity by de Luna, Xavier & Johansson, Per [Downloadable!] 2001 Clustering and Joint Marketing in Retail Trade by Bohlin, Nils [Downloadable!] 2001 The Empirical Relevance of Simple Forward- and Backward-looking Models: A View from a Dynamic General Equilibrium Model by Lindé, Jesper [Downloadable!] 2001 Estimating New-Keynesian Phillips Curves: A Full Information Maximum Likelihood Approach by Lindé, Jesper [Downloadable!] 2001 Is the Short-run Phillips Curve Nonlinear? Empirical Evidence for Australia, Sweden and the United States by Eliasson, Ann-Charlotte [Downloadable!] 2001 TAR models and real exchange rates by Johansson, Martin [Downloadable!] 2001 GARCH Estimation and Discrete Stock Prices by Amilon, Henrik [Downloadable!] 2001 A Neural Network Versus Black-Scholes: A Comparison of Pricing and Hedging Performances by Amilon, Henrik 2001 The Dynamic Response of the Budget Balance to Tax, Spending and Output Shocks: Does Model Specification Matter? by Hjelm, Göran [Downloadable!] 2001 Testing exogeneity under distributional misspecification by de Luna, Xavier & Johansson, Per [Downloadable!] 2001 The effects of institutional and technological change and business cycle fluctuations on seasonal patterns in quarterly industrial production series by van Dijk, Dick & Strikholm, Birgit & Teräsvirta, Timo [Downloadable!] 2001 Dollarization in Lithuania: An Econometric Approach by Vetlov, Igor [Downloadable!] 2001 Predicting Corporate Failure in the UK: A Multidimensional Scaling Approach by Neophytou, E. & Molinero, C.M. 2001 Can the Mortensen & Pissarides Model Reproduce the Asymmetric Dynamics of US and French Aggregate Gross Job Flows? by Karame, F. 2001 Value-at-risk for Long and Short Trading Positions by Giot, P. & Laurent, S. 2001 A Fast Subsampling Method for Nonlinear Dynamic Models by Hong, H. & Scaillet, O. & Tamer, E. 2001 Weak Dependence : Models and Applications by Nze, P.A. & Doukhan, P. 2001 Large and Moderate Deviations Principles for Infinite Dimensional Autoregressive Processes by Mas, A. & Menneteau, L. 2001 Density Estimation in Infinite Dimensional Space : Application to Processes of Diffusion Type by Dabo-Niang, S. 2001 A fast Subsampling Method for Nonlinear Dynamic Models by Hong, H. & Scaillet, O. & Tamer, E. 2001 A Bayesian Analysis of the PPP Puzzle using an Unobserved Components Model by Richard Kleijn & Herman K. van Dijk [Downloadable!] 2001 A Bayesian analysis of the PPP puzzle using an unobserved components model by R.H. Kleijn & H.K. Van Dijk [Downloadable!] 2001 The effects of institutional and technological change and business cycle fluctiations on seasonal patterns in quarterly industrial production series by D. Van Dijk & D. Strikholm & T. Terasvirta [Downloadable!] 2001 Short-term volatility versus long-term growth by M. Sensier & D. Van Dijk [Downloadable!] 2001 The Two-Fixed Point Lemma by Oleg Kozlovski & Sebastien van Strien & Robin de Vilder 2001 The Two-Fixed Point Lemma by Oleg Kozlovski & Sebastien van Strien & Robin de Vilder 2001 Does Demand and Price Uncertainty affect Belgian and Spanish Corporate Investment? by Marga PEETERS [Downloadable!] 2001 An Exploration into Pigou's Theory of Cycles by Beaudry, Paul & Portier, Franck [Downloadable!] 2001 Modelling Scale-Consistent VaR with the Truncated Lévy Flight by Lehnert, Thorsten & Wolff, Christian C [Downloadable!] 2001 Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects by Jean-Thomas Bernard & Jean-Marie Dufour & Ian Genest & Lynda Khalaf [Downloadable!] 2001 A Consistent Test for the Martingale Difference Hypothesis by Manuel A. Dominguez & Ignacio N. Lobato [Downloadable!] 2001 An Alternative Conditional Asymmetry Specification for Stock Returns by Kurt Braennaes & Niklas Nordman [Downloadable!] 2001 An Exploratory Analysis of the Effect of Current Income on the Relative Change in Aggregate Consumption: A Heterogeneous Household Approach by Manisha Chakrabarty & Anke Schmalenbach [Downloadable!] 2001 Measuring the Effects of Monetary Policy in the Euro Area: The Role of Anticipated Policy by Jan Gottschalk & Florian Höppner [Downloadable!] 2001 International Shocks and the Role of Domestic Policy in Australia by Mardi Dungey [Downloadable!] 2001 Apparent scaling by Ole E. Barndorff-Nielsen & Karsten Prause [Downloadable!] 2001 A small continuous time macro-econometric model of the Czech Republic by Emil Stavrev [Downloadable!] 2001 Unobserved components in an error-correction model of consumption for Southern European countries by Nicholas Sarantis & Chris Stewart [Downloadable!] 2001 The treatment of seasonality in error correction models as unobserved component: a case study for an Austrian consumption function by Michael Wüger & Gerhard Thury [Downloadable!] 2001 Integrated Conditional Moment testing of quantile regression models by Herman J. Bierens & Donna K. Ginther [Downloadable!] 2001 Modeling the IMF's Statistical Discrepancy in the Global Current Account by Jaime Marquez & Lisa Workman [Downloadable!] 2001 Can Currency Demand Be Stable Under a Financial Crisis? The Case of Mexico by By May Khamis & Alfredo M. Leone [Downloadable!] 2001 Las importaciones de mercancías en la economía española by RAMIL DÍAZ, Mª [Downloadable!] 2001 Estacionariedad en torno a un nivel con ruptura. Un estudio de simulación by PRESNO CASQUERO, Mª J. & LÓPEZ MENÉNDEZ, A.J. [Downloadable!] 2001 Modeling the IMF's Statistical Discrepancy in the Global Current Account by Jaime Marquez & Lisa Workman [Downloadable!] 2001 Can Currency Demand Be Stable Under a Financial Crisis? The Case of Mexico by By May Khamis & Alfredo M. Leone [Downloadable!] 2001 Monetary aggregates as indicators of economic activity in Canada: empirical evidence by Pierre L. Siklos & Andrew G. Barton [Downloadable!] 2000 The impact of non-profit temping agencies on individual labour market success in the West German state of Rhineland-Palatinate by Lechner, Michael & Pfeiffer, Friedhelm & Spengler, Hannes & Almus, Matthias [Downloadable!] 2000 A Simple Cointegrating Rank Test Without Vector Autoregression by Mototsugu Shintani [Downloadable!] 2000 Modelling Technical Progress: An Application of the Stochastic Trend Model to UK Energy Demand by Lester C. Hunt & Guy Judge & Yashushi Ninomiya [Downloadable!] 2000 An Empirical Analysis of the Long-run Energy Demand in Japan: 1887 -1998 by Yasushi Ninomiya 2000 Expectations in Export Price Formation Tests using Cointegrated VAR Models by Pål Boug, Ådne Cappelen and Anders R. Swensen [Downloadable!] 2000 Option Pricing with a Dividend General Equilibrium Model by Kyriakos Chourdakis & Elias Tzavalis [Downloadable!] 2000 Time series modelling and forecasting of Sarawak black pepper price by Liew, Venus Khim-Sen & Shitan, Mahendran & Hussain, Huzaimi [Downloadable!] 2000 Testing Steady-State Implications for the NAIRU by Gunnar Bårdsen & Ragnar Nymoen [Downloadable!] 2000 Model Specification and Inflation Forecast Uncertainty by Gunnar Bårdsen & Eilev S. Jansen & Ragnar Nymoen [Downloadable!] 2000 The Forecast Performance of Long Memory and Markov Switching Models by Vasco J. Gabriel & Luis F. Martins [Downloadable!] 2000 The Properties of Cointegration Tests in Models with Structural Change by Vasco J. Gabriel & Luis F. Martins [Downloadable!] 2000 Valid Bayesian Estimation of the Cointegrating Error Correction Model by Strachan, R. [Downloadable!] 2000 Wage Function: Australian Estimates Using the Income Distribution Survey by Creedy, J. & Duncan, A.S. & Harris, M.N. & Scutella, R. [Downloadable!] 2000 Simulation-Based Exact Tests with Unidentified Nuisance Parameters Under the Null Hypothesis: the Case of Jumps Tests in Models with Conditional Heteroskedasticity by Khalaf, Lynda & Saphores, Jean-Daniel & Bilodeau, Jean-François [Downloadable!] 2000 On Jumps and ARCH Effects in Natural Resource Prices. An Application to Stumpage Prices from Pacific Northwest National Forests by Saphores, Jean-Daniel & Khalaf, Lynda & Pelletier, Denis [Downloadable!] 2000 Simulation-Based Exact Tests with Unidentified Nuisance Parameters under the Null Hypothesis : the Case of Jumps Tests in Model with Conditional Heteroskedasticity by Khalaf, Lynda & Saphores, Jean-Daniel & Bilodeau, Jean-François [Downloadable!] 2000 On Jumps and Arch Effects in Natural Resource Prices. An Application to Stumpage Prices from Pacific Northwest National Forests by Saphores, Jean-Daniel & Khalaf, Lynda & Pelletier, Denis [Downloadable!] 2000 The Vector Floor and Ceiling Model by Gary Koop & Simon Potter [Downloadable!] 2000 Econométrie spatiale 2 -Hétérogénéité spatiale by LE GALLO, Julie [Downloadable!] 2000 Econométrie spatiale 1 -Autocorrélation spatiale by LE GALLO, Julie [Downloadable!] 2000 Macroeconomic Forecasts and the Nature of Economic Shocks in Germany by Jörg Döpke [Downloadable!] 2000 The Score Of Conditionally Heteroskedastic Dynamic Regression Models With Student T Innovations, An Lm Test For Multivariate Normality by Gabriele Fiorentini & Enrique Sentana & Giorgio Calzolari [Downloadable!] 2000 A Comparative Analysis of the Czech Republic and Hungary. Using small Continuous-Time Macroeconometric Models by Stavrev, Emil [Downloadable!] 2000 A Small Continuous Time Macro-Econometric Model of the Czech Republic by Stavrev, Emil [Downloadable!] 2000 Forecasting European GDP Using Self-Exciting Threshold Autoregressive Models. A Warning by Crespo-Cuaresma, Jesus [Downloadable!] 2000 ASYMMETRIES IN CONDITIONAL MEAN AND VARIANCE: MODELLING STOCK RETURNS BY asMA-asQGARCH by Brännäs, Kurt & de Gooijer, Jan G. 2000 Monetary Policy Analysis in Backward-Looking Models by Lindé, Jesper [Downloadable!] 2000 Testing for the Lucas Critique: A Quantitative Investigation by Lindé, Jesper [Downloadable!] 2000 Progress from forecast failure : the Norwegian consumption function by Eitrheim,O. & Jansen,E.S. & Nymoen,R. [Downloadable!] 2000 Stochastic Volatility and Pricing Bias in the Swedish OMX-Index Call Option Market by Byström , Hans [Downloadable!] 2000 Testing exogeneity in cross-section regression by sorting data by de Luna, Xavier & Johansson, Per [Downloadable!] 2000 Forecasting with smooth transition autoregressive models by Lundbergh, Stefan & Teräsvirta, Timo 2000 Smooth Transition Autoregressive Models - A Survey of Recent Developments by van Dijk, Dick & Teräsvirta, Timo & Franses, Philip Hans [Downloadable!] 2000 Time-Varying Smooth Transition Autoregressive Models by Lundbergh, Stefan & Teräsvirta, Timo & van Dijk, Dick 2000 Equity in Swedish Health Care Reconsidered: New Results based on the Finite Mixture Model by Gerdtham, Ulf-G. & Trivedi, Pravin K. [Downloadable!] 2000 Underlying Trends and Seasonality in UK Energy Demands: A Sectorial Analysis by Hunt, L.C. & Judge, G. & Ninomiya, Y. 2000 Labor Adjustment Costs and Endogenous Cycling in Dynamic General Equilibrium Models by Fairise, X. & Feve, P. 2000 Economies of Scale and Food Consumption : a Reappraisal of the Deaton-Paxson Paradox by Gardes, F. & Starzec, C. 2000 Testing Restrictions in Nonparametric Efficiency Models by Simar, L. & Wilson, P.W. 2000 A Comparison of Financial Duration Models Via Density Forecasts by Bauwens, L. & Giot, P. & Grammig, J. & Veredas, D. 2000 Bayesian Non-Linear Modellings of the Short Term US Interest Rate: the Help of Non-Parametric Tools by Lubrano, M. 2000 On Jumps and ARCH Effects in Natural Resource Prices. An Application to Stumpage Prices from Pacific Northwest National Forests by Saphores, J.D. & Khalaf, L. & Pelletier, D. 2000 Estimating a Differentiated Products Model with a Discrete/Continuous Choice and Limited Data by Prentice, D. 2000 Weak Convergence for the Covariance Operators of a Hilbertian Linear Process by Mas, A. 2000 Combining Modelling Strategies to Analyse Teaching Styles Data by Spencer, N.H. 2000 Testing for the Cointegrating Rank of a Conditional Vector Autoregressive Process with a Linear Time Trend by Kauppi, H. 2000 The Real Price of Housing and Money Supply Shocks: Time Series Evidence and Theoretical Simulations by Lastrapes, W.D. 2000 Estimation of Real Equilibrium Exchange Rates by Hansen, J. & Roeger, W. 2000 The Score of Condionally Heteroskedastic Dynamic Regression Models with Student T Innovations, and an LM Test for Multivariate Normality by Fiorentini, G. & Sentana, E. & Calzolari, G. 2000 The Score of Condionally Heteroskedastic Dynamic Regression Models with Student T Innovations, and an LM Test for Multivariate Normality by Fiorentini, G. & Sentana, E. & Calzolari, G. 2000 The Relationship between the Markup and Inflation in the G7 plus One Economies by Banerjee, A. & Russell, B. 2000 Non-Parametric Specification Tests for Conditional Duration Models by Fernandes, M. & Grammig, J. 2000 Industry Structure and the Dynamics of Price Adjustment by Banerjee, A. & Russell, B. 2000 The Markup and the Business Cycle Reconsidered by Banerjee, A. & Russell, B. 2000 A Small Sample Correction of the Test for Cointegrating Rank in the Vector Autoregressive Model by Johansen, S. 2000 Germany and the euro area: differences in the transmission process of monetary policy by K.S.E.M. Hubrich & P.J.G. Vlaar [Downloadable!] 2000 Estimer la relation entre invalidité et emploi dans le cas de Madagascar by Jean-Christophe Dumont [Downloadable!] 2000 Assortment variety : attribute - versus product based by Herpen, E. van & Pieters, R. [Downloadable!] 2000 A nonlinear long memory model for US unemployment by D.J.C. Van Dijk & P.H. Franses & R. Paap [Downloadable!] 2000 Smooth transition autoregressive models - A survey of recent developments by D. van Dijk & T. Terasvirta & P.H. Franses [Downloadable!] 2000 Measuring Predictability: Theory And Macroeconomic Applications by Diebold, Francis X & Kilian, Lutz [Downloadable!] 2000 Exact Tests for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions by Jean-Marie Dufour & Lynda Khalaf [Downloadable!] 2000 No Need to Run Millions of Regressions by Sturm, Jan-Egbert & Haan, Jakob de [Downloadable!] 2000 Model Selection and Simplification Using Lattices by Jan Hanousek & Jaromir Antoch [Downloadable!] 2000 Decision Structures and Discrete Choices: An Application to Labour Market Participation and Fertility by Di Tommaso, M.L. & Weeks, M. [Downloadable!] 2000 Monetary Rules for Emerging Market Economies by Fabio Ghironi & Alessandro Rebucci [Downloadable!] 2000 A re-evaluation of empirical tests of the Fisher hypothesis by Basma Bekdache & Christopher F. Baum [Downloadable!] 2000 Alternative Monetary Rules for a Small Open Economy: The Case of Canada by Fabio Ghironi [Downloadable!] 2000 An Optimal Test against a Random Walk Component in a Non-Orthogonal Unobserved Components Model by Bailey, R.W. & Taylor, A.M.R. 2000 Some Explorations, Using Canadian Data, of the S-Variable in Akerlof, Dickens, and Perry (1996) by Seamus, Hogan & Pichette, Lise [Downloadable!] 2000 Asymmetries In The Capacity-Inflation Trade-Off by PEDRO PABLO ALVAREZ LOIS [Downloadable!] 2000 International Linkages in Short- and Long-Term Interest Rates by Guglielmo Maria Caporale & Geoffrey Williams [Downloadable!] 2000 A monetary analysis of the Drachma/ECU exchange rate determination, 1980-1991 by George Zis & Athanasios P. Papadopoulos [Downloadable!] 2000 Medium-Run Scenarios Of The Romanian Economy by Dobrescu, Emilian 2000 Comparación de la capacidad predictiva de los modelos de coeficientes fijos frente a variables en los modelos econométricos regionales: un análisis para Cataluña by RAMOS LOBO, R. & CLAR LÓPEZ, M. & SURIÑACH CARALT, J. [Downloadable!] 2000 Sources of Output Volatility in Greece by George Hondroyiannis & Evangelia Papapetrou 2000 Phases of the Canadian business cycle by Philip M. Bodman & Mark Crosby [Downloadable!] 1999 Identification and Estimation of a Labour Market Model for the Tradeables Sector: the Greek Case by Milas, C. & Otero, J. [Downloadable!] 1999 Analyzing the Time between Trades with a Gamma Compounded Hazard Model. An Application to LIFFE Bund Future Transactions by Nikolaus Hautsch [Downloadable!] 1999 Model uncertainty in cross-country growth regressions by Carmen Fernandez & Eduardo Ley & Mark Steel [Downloadable!] 1999 Some Pretesting Issues on Testing for Granger Noncausality by Judith A. Giles & Sadaf Mirza [Downloadable!] 1999 Evaluating Theories of Income Dynamics: A Probabilistic Approach by Robert Aebi & Klaus Neusser & Peter Steiner [Downloadable!] 1999 A re-evaluation of empirical tests of the Fisher hypothesis by Basma Bekdache & Christopher F. Baum [Downloadable!] 1999 Paretian Quasi-Orders: Two Agents by SPRUMONT, Yves [Downloadable!] 1999 Can Portemanteau Nonlinearity Tests Serve as General Mis-Specification Tests? Evidence from Symmetric and Asymmetric GARCH Models by Brooks, C. & Henry, O.T. 1999 Analyzing the Time between Trades with a Gamma Compounded Hazard Model. An Application to LIFFE Bund Future Transactions by Nikolaus Hautsch [Downloadable!] 1999 A VAR Model for Monetary Policy Analysis in a Small Open Economy by Jacobson, Tor & Jansson, Per & Vredin, Anders & Warne, Anders [Downloadable!] 1999 The Net Barter Terms Of Trade : A Smooth Transition Approach by Persson, Anna & Teräsvirta, Timo 1999 Efficient estimation of price adjustment coefficients by Lyhagen, Johan [Downloadable!] 1999 Is the short-run Phillips curve nonlinear? Empirical evidence for Australia, Sweden and the United States by Eliasson, Ann-Charlotte [Downloadable!] 1999 Smooth transitions in a UK consumption function by Eliasson, Ann-Charlotte [Downloadable!] 1999 Testing for the Lucas Critique: A Quantitative Investigation by Lindé, Jesper [Downloadable!] 1999 A Semi-Markov Approach to Modeling Volatility Dynamics by Maheu, J.M. & McCurdy, T.H. 1999 A Semi-Markov Approach to Modeling Volatility Dynamics by Maheu, J.M. & McCurdy, T.H. 1999 Imperfect Mobility of Labour: Going from Theory to 'Virtual' Reality. Simulations with Trade Models by Patron, R. 1999 Imperfect Mobility of Labour: Going from Theory to 'Virtual' Reality. Simulations with Trade Models by Patron, R. 1999 Dynamique d'adoption de standards et test de non-coordination spaciale by Bouzitat, C. & Hardouin, C. & Guyon, X. 1999 Dynamique d'adoption de standards et test de non-coordination spaciale by Bouzitat, C. & Hardouin, C. & Guyon, X. 1999 Data-Driven Nonparametric Spectral Density Estimators for Economic Time Series: A Monte Carlo Study by Kilian, L. & Bergean, I. 1999 Unit Roots, Trend Breaks and Transitory Dynamics: A Macroeconomic Perspective by Kilian, L. & Ohanian, L.E. 1999 On the Finite-Sample Accuracy of Nonparametric Resampling Algorithms for Economic Time Series by Berkowitz, J. & Birgean, I. & Kilian, L. 1999 Maximum Likelihood in the Frequency Domain: a Time to Build Example by Christiano, L.J. & Vigfusson, R.J. 1999 Maximum Likelihood in the Frequency Domain: a Time to Build Example by Christiano, L.J. & Vigfusson, R.J. 1999 Bartlett Identities Tests by Chesher, A. & Dhaene, G. & Gourieroux, C. & Scaillet, O. 1999 Bartlett Identities Tests by Chesher, A. & Dhaene, G. & Gourieroux, C. & Scaillet, O. 1999 GIS-Based Simulation of Accessibility to Enhance Hedonic Modeling and Property Value Appraisal: An Application to Quebec City Metropolitan Area by Theriault, M. & Des Rosier, F. & Vandersmissen, M.H. 1999 Nonlinear Innovations and Impulse Responses by Gourieroux, C. & Jasiak, J. 1999 Bartlett Identities Tests by Chesner, A. & Dhaene, G. & Gourieroux, C. & Scaillet, O. 1999 Output Dynamics and the Workweek of Capital by Collard, F. & Dupaigne, M. 1999 Identifying Dynamic Discrete Choice Models: an Application to School-Leaving in France by Magnac, T. & Thesmar, D. 1999 How Sure are we About PPP Panel Evidence with the Null of Stationary Real Exchange Rates by Kuo, B.-S. & Mikkola, A. 1999 A Multivariate STAR Analysis of the Raltionship Between Money and Output by Rothman, P. & van Dijk, D. & Franses, P.H. 1999 Forecasting with Period Autoregressive Time Series Models by Franses, P.H. & Paap, R. 1999 Outlier Detection in the GARCH(1,1) Model by Franses, P.H. & Van Dijk, D. 1999 Do the US and Canada Have a Common Nonlinear Cycle in Unemployment? by Franses, Ph.H.B.F. & Paap, R. 1999 Cointegration in a Periodic Vector Autoregression by Franses, Ph.H.B.F. & Kleibergen, F.R. 1999 How to Deal with Intercept adn Trend in Practical Cointegration Analysis? by Franses, Ph.H.B.F. 1999 Testing for Non-Linearity in Intra-Day Financial Series : The Cases of Two French Stocks by Chauveau, T. & Damon, J. & Guegan, D. 1999 On the Estimation of Euler Equations in the Presence of a Potential Regime Shifts by Saikkonen, P. & Ripatti, A. 1999 Selecting the Order of an Arch Model by Hughes, A.W. & King, M.L. & Teng, K.K. 1999 Purchasing power parity : evidence from a new test by Klaassen, F. [Downloadable!] 1999 Long swings in exchange rates : are they really in the data by Klaassen, F. [Downloadable!] 1999 Have exchange rates become more closely tied? : evidence from a new multivariate garch model by Klaassen, F. [Downloadable!] 1999 Consistent Model and Moment Selection Criteria for GMM Estimation with Applications to Dynamic Panel Data Models by Donald W.K. Andrews & Biao Lu [Downloadable!] 1999 Bartlett Identities Tests by Chesher, Andrew & Dhaene, Geert & GouriŽroux, Christian & Scaillet, Olivier [Downloadable!] 1999 Modelling and Identifying Central Banks' Preferences by Favero, Carlo A & Rovelli, Riccardo [Downloadable!] 1999 How Sure Are We About PPP? Panel Evidence with the Null of Stationary Real Exchange Rates by Kuo, Biing-Shen & Mikkola, Anne [Downloadable!] 1999 A New Class of Stochastic Volatility Models with Jumps: Theory and Estimation by Mikhail Chernov & A. Ronald Gallant & Eric Ghysels & George Tauchen [Downloadable!] 1999 Non-nested Hypothesis Testing: An Overview by Pesaran, M. H. & Weeks, M. [Downloadable!] 1999 Model Selection in Threshold Models by Kapetanios, G. [Downloadable!] 1999 A Method for Taking Models to the Data by Peter N. Ireland [Downloadable!] 1999 Estimating One-Factor Models of Short-Term Interest Rates by Mc Manus, Des & Watt, David [Downloadable!] 1999 Modelling conditional heteroskedasticity: Application to the "IBEX-35" stock-return index by Angel León & Juan Mora [Downloadable!] 1999 articles: Welfare reform and spatial matchingbetween clients and jobs by Ashish Sen & Paul Metaxatos & Siim Sööt & Vonu Thakuriah [Downloadable!] 1999 Statistical and mathematical sources of regional science theory: Map pattern analysis as an example by Daniel A. Griffith [Downloadable!] 1999 Is a significant socio-economic structural change a pre-requisite for `initial' fertility decline in the LDCs? Evidence from Thailand based on a multivariate cointegration/vector error correction modelling approach by Abul M. M. Masih & Rumi Masih [Downloadable!] 1999 Stock market prices and long-range dependence by Murad S. Taqqu & Vadim Teverovsky & Walter Willinger [Downloadable!] 1999 Spurious deterministic seasonality and autocorrelation corrections with quarterly data: Further Monte Carlo results by Artur C. B. da Silva Lopes [Downloadable!] 1999 Performance of periodic time series models in forecasting by Helmut Herwartz [Downloadable!] 1999 Estimation of a German money demand system - a long-run analysis by Kirstin Hubrich [Downloadable!] 1999 Encompassing and rational expectations: How sequential corroboration can imply refutation by David F. Hendry & Neil R. Ericsson [Downloadable!] 1999 Análisis de la Función de Producción Agraria para distintos niveles de Agregación by CEPAS LÓPEZ, S. & DIOS PALOMARES, R. [Downloadable!] 1999 Estimaciones paramétricas y no paramétricas del ingreso de los ocupados del Gran Buenos Aires by Patricia Botargués & Diego Petrecolla [Downloadable!] 1999 Specification Search and Levels of Significance in Econometric Models by Steven B. Caudill & Randall G. Holcombe [Downloadable!] 1998 Die gemeinnützige Arbeitnehmerüberlassung in Rheinland-Pfalz : eine ökonometrische Analyse des Wiedereingliederungserfolgs by Almus, Matthias & Egeln, Jürgen & Lechner, Michael & Pfeiffer, Friedhelm & Spengler, Hannes [Downloadable!] 1998 Evaluating The Forecast of Densities of Linear and Non-Linear Models: Applications to Output Growth and Unemployment by Clements, M.P. & Smith J. 1998 Economia sintetica by Luis Vildosola [Downloadable!] 1998 Impulse Response Priors for Discriminating Structural Vector Autoregressions by Mark Dwyer [Downloadable!] 1998 A Pedagogical Note on the Long Run of Macro Economic Models by Peter McAdam [Downloadable!] 1998 Price Sensitivity of Residential Energy Consumption in Norway by Runa Nesbakken [Downloadable!] 1998 Rational Expectations in Price Setting. Tests Based on Norwegian Export Prices by Ingvild Svendsen [Downloadable!] 1998 Regression-Based Tests of Predictive Ability by Kenneth D. West & Michael W. McCracken [Downloadable!] 1998 Simulation-Based Finite-Sample Normality Tests in Linear Regressions by DUFOUR, Jean-Marie & FARHAT, Abdeljelil & GARDIOL, Lucien [Downloadable!] 1998 Comparisons of Estimators and Tests Based on Modified Likelihood And Message Length Functions by Laskar, M.R. & King, M.L. 1998 Testing Convergence in Economic Growth for OECD Countries by Nahar, S. & Inder, B. 1998 The Australian Business Cycle: Job Palooka or Dead Cat Bounce? by Bodman, P.M. & Crosby, M. 1998 Phases of the Canadian Business Cycle by Bodman, P.M. & Crosby, M. 1998 An I(2) Cointegration Analysis of Small-Country Import Price Determination by Hans Christian Kongsted [Downloadable!] 1998 Encompassing the VAR: A Formalization of Seasonal Encompassing with an Application on a German Macromodel by Andreas Beyer 1998 Statistical Inference in Micro Simulation Models: Incorporating external information by Klevmarken, N. Anders [Downloadable!] 1998 Evaluating GARCH models by Lundbergh, Stefan & Teräsvirta, Timo 1998 Modelling economic high-frequency time series with STAR-STGARCH models by Lundbergh, Stefan & Teräsvirta, Timo [Downloadable!] 1998 Nonlinear error-correction and the UK demand for broad money, 1878-1993 by Teräsvirta, Timo & Eliasson, Ann-Charlotte 1998 Do Long-Memory Models Have Long Memory? by Andersson, Michael K. 1998 Robust Testing for Fractional Integration Using the Bootstrap by Andersson, Michael K. & Gredenhoff, Mikael P. [Downloadable!] 1998 Regression Analysis and Time Use Data A Comparison of Microeconometric Approaches with Data from the Swedish Time Use Survey (HUS) by Flood, Lennart & Gråsjö, Urban [Downloadable!] 1998 Statistical Inference in Micro Simulation Models: Incorporationg External Information by Klevmarken, N.A. 1998 A Useful Interpretation of R2 in Binary Choice Models (Or, Have We Dismissed the Good Old R2 Prematurely) by Gronau, R. 1998 Interaction entre taux d'interet allemands et francais: Un reexamen de l'hypothese de dominance allemande by Podevin, M. 1998 La methode d'estimation des moindres carres modifies ou fully modified by Hurlin, C. & MB.P. N'Diaye, P. 1998 Pitfalls in Constructing Bootstrap Confidence Intervals for Asymptotically Pivotal Statistics by Kilian, L. 1998 Employment Durations of French Young People by D'addio, A.C. 1998 Identification Problems in a Class of Mixture Models with an Application to the Lisrel Model by Mouchart, M. & San Martin, E. 1998 Bayesian Analysis of Road Accidents: A General Framework for Multinominal Case by Bolduc, D. & Bonin, S. 1998 Multivalued Stochastic Dominance to Determine the Efficient Set of Assets: Evidence from the Warsow Stock Market by Trzpiot, G. 1998 One Perfect Simulation for some Mixtures of Distributions by Hobert, J.P. & Robert, C.P. & Titterington, D.M. 1998 MCMC Specifics of Latent Variable Models by Robert, C.P. 1998 Forecasting (LOG) Volatility Models by Christodoulakis, G.A. & Satchell, S.E. 1998 Modeling Asymmetric Persistence Over Business Cycle by Paap, R. & Franses, P.H. 1998 Inventory Control and Regenerative Processes by Bazsa, E.M. & Frenk, J.B.G. & den Iseger, P.W. 1998 An Alternative Approach for Contructing Small Sample and Limiting Distributions of Maximum Likelihood Estimators by Kleinbergen, F. 1998 Modeling Asymmetric Volatility in Weekly Dutch Temperature Data by Franses, P.H. & Neele, J. & van Dijk, D. 1998 Bayesian and Classical Approaches to Instrumental Variable Regression by Kleibergen, F. & Zivot, E. 1998 Estimation of Factor Models by Realization-Based and Aproximation Methods by Scherrer, W. & Heij, C. 1998 Compatibilite et contradiction entre systemes lineaires theoriques et experimentaux; principes mathematiques de l'analyse en composantes principales sous contraintes by Rolle, J.-D. 1998 Modeling Foreign Exchange Markets: Stock Versus Flow by Pippenger, J. 1998 Cointegration Vector Autoregressive Processes with Continuous Structural Changes by Ripatti, A. & Saikkonen, P. 1998 The BOF5 Macroeconomic Model of Finland, Structure and Equations by Willman, A. & Kortelainen, M. & Mannisto, H.L. & Tujula, M. 1998 Reading Interest Rate and Bond Futures Options' Smiles: How PIBOR and National Operators Appreciated the 1997 French Snap Election by Coutant, S. & Jondeau, E. & Rockinger, M. 1998 Comparing Evaluation Methodologies for Stochastic Dynamic General Equilibrium Models by Ortega, E. 1998 On the nature of Dependence in the Volatility of US Stock Returns by Barnes, M.L. 1998 Non-Linear Threshold Relationships between Inflation and Nominal Returns: A Time Series Approach to 39 Different Countries by Barnes, M.L. 1998 Improving garch volatility forecasts by Klaassen, F. [Downloadable!] 1998 Innovation Complementarity and Scale of Production by Miravete, Eugenio J. & Pernias, Jose C. [Downloadable!] 1998 Unemployment Durations of French Young People by dÕAddio, Anna Cristina [Downloadable!] 1998 Demand-Supply Interactions and Unemployment Dynamics: Can there be Path Dependency ? The Case of Belgium, 1955-1994 by Shadman-Mehta, Fatemeh & Sneessens, Henri R. [Downloadable!] 1998 Reading Interest Rate and Bond Futures Options' Smiles Around the 1997 French Snap Election by Coutant, Sophie & Jondeau, Eric & Rockinger, Michael [Downloadable!] 1998 Reading the Smile: The Message Conveyed by Methods which Infer Risk Neutral Densities by Jondeau, Eric & Rockinger, Michael [Downloadable!] 1998 How Efficient are Firms in Transition Countries? Firm-Level Evidence from Bulgaria and Romania by Konings, Jozef & Repkin, Alexander [Downloadable!] 1998 Estimation from cross-sections of integrated time-series by Adda, Jérôme & Robin, Jean-Marc [Downloadable!] 1998 What Data Should Be Used to Price Options? by Mikhail Chernov & Eric Ghysels [Downloadable!] 1998 The Good News and the Bad News about Long-run Stock Market Returns by Robertson, Donald & Wright, Stephen 1998 Modeling fixed income excess returns by Basma Bekdache & Christopher F. Baum [Downloadable!] 1998 Testing for ARCH in the Presence of a Possibly Misspecified Conditional Mean by Robin L. Lumsdaine & Serena Ng [Downloadable!] 1998 Fractional Monetary Dynamics by John Barkoulas & Christopher F. Baum & Mustafa Caglayan [Downloadable!] 1998 Testing for Structural Change in Conditional Models by Bruce E. Hansen [Downloadable!] 1998 Teaching Groups as Foci for Evaluating GCE Advanced Level Cost-Effectiveness : Some Practical Methodological Innovations by Fielding, A. 1998 Why Use Arbitrary Points Scores: Ordered Categories in Models of Educational Progress by Fielding, A. 1998 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. [Downloadable!] 1998 Reading the Smile: The Message Conveyed by Methods Which Infer Risk Neutral by Jondeau, E. & Rockinger, M. [Downloadable!] 1998 Comparing Evaluation Methodologies for Stochastic Dynamic General Equilibrium Models by Eva Ortega 1998 Friedman and Schwartz (1982) revisited: Assessing annual and phase-average models of money demand in the United Kingdom by David F. Hendry & Kevin M. Prestwich & Neil R. Ericsson [Downloadable!] 1998 The stability of German money demand: Not just a myth by Michael Scharnagl [Downloadable!] 1998 Stability of the demand for M1 and harmonized M3 in Finland by Antti Ripatti [Downloadable!] 1998 Exogeneity, causality, and co-breaking in economic policy analysis of a small econometric model of money in the UK by Grayham E. Mizon & David F. Hendry [Downloadable!] 1998 Implicaciones en la utilización de una variable agregada para medir la producción de los aeropuertos españoles by Roberto Rendeiro Martín-Cejas [Downloadable!] 1998 Substitution Possibilities for Energy in the Italian Economy: A General to Specific Econometric Analysis by Claudio Morana 1997 A Comparison of the Forecasting Performance of Markov-Switching and Threshold Autoregressive Models of US GNP by Clements, M.P. & Krolzig, H.-M. 1997 Forecasting Seasonal UK Consumption Components by Clements, M.P. & Smith, J. [Downloadable!] 1997 Seasonality, Cointegration, and the Forecasting of Energy Demand by Clements, M.P. & Madlener, R. 1997 The Role of Seasonality in Economic Time Series: Reinterpretating Money-Output Causality in U.S. Data by Lee, H.S. & Siklos, P.L. 1997 Individual Experimentation and Agregate Fluctuations by Gonzalez, F.M. 1997 Cyclical Experiementation by Gonzalez, F.M. 1997 A measure of monetary conditions by Richard Dennis [Downloadable!] 1997 Answering the Critics: Yes, ARCH Models Do Provide Good Volatility Forecasts by Torben G. Andersen & Tim Bollerslev [Downloadable!] 1997 Statistical Inference for Computable General Equilibrium Models with Application to a Model of the Moroccan Economy by ABDELKHALEK, Touhami & DUFOUR, Jean-Marie [Downloadable!] 1997 Testing the Consumption-Capm in Developing Equity Markets by Cashin, P. & McDermott, C. J. 1997 Exchange rates and Fundamentals: What Do We Learn From Long-Horizon Regressions? by Kilian, L. 1997 Testing Linearity against Nonlinear Moving Average Models by Brännäs, Kurt & de Gooijer, Jan G. & Teräsvirta, Timo 1997 Bootstrap Testing for Fractional Integration by Andersson, Michael K. & Gredenhoff, Mikael P. [Downloadable!] 1997 Modeling Nordic Stock Returns with Asymmetric GARCH models by Hagerud, Gustaf E. [Downloadable!] 1997 Testing for Asymmetric Pricing in the Canadian Retail Gasoline Market by Godby, R. & Stengos, T. & Wandsschneider, B. 1997 Consistent Model Specification test for Regression Function Based on Nonparametric Wavelet Estimation by Stengos, T. & Sun, Y. 1997 Robust Binary Regression with Continuous Outcomes by Elevzio Ronchetti & Stéphane Heritier & A. Morabia 1997 Robust GMM Estimators and Tests for Models of the Term Structure of Interest Rates by Elvezio Ronchetti & Fabio Trojani 1997 The Role of Seasonality in Economic Time Series: Reinterpretating Money-Output Causality in U.S. Data by Lee, H.S. & Siklos, P.L. 1997 Measurement of Perceived Environmental Uncertainties: Response and Extension by Miller, K.D. 1997 Exchange rates and Fundamentals: What Do We Learn From Long-Horizon Regressions? by Kilian, L. 1997 Residual-Based Bootstrap Tests for Normality in Autoregressions by Kilian, L. & Demiroglu, U. 1997 Testing for ARCH in ARCH-in-Mean Model by Silvapulle, P. & Silvapulle, M.J. & Beg, A.B.M.R.A. 1997 A Comparison of Australian Inflation Forecasts by Silvapulle, P. & Hewarathna, R. 1997 Testing for Linear and Nonlinear Granger Causality in the Stock Price-Volume Relation: Korean Evidence by Silvapulle, P. & Choi, J.-S. 1997 Testing For Seasonal Stability in Unemployment Series: International Evidence by Banik, S. & Silvapulle, P. 1997 Coverage Properties of One-Sided Intervals in the Discrete Case and Application to Matching Priors by Rousseau, J. 1997 Bayesian Variable Selection in Qualitative Models by Kullback-Leibler Projections by Dupuis,J.A. & Robert, C.P. 1997 Testing for Asymmetric Pricing in the Canadian Retail Gasoline Market by Godby, R. & Stengos, T. & Wandsschneider, B. 1997 Consistent Model Specification test for Regression Function Based on Nonparametric Wavelet Estimation by Stengos, T. & Sun, Y. 1997 Which Alternative to Choose: Does the Excess Sensitivity Hypothesis or A Time Varying Term Premium Explain the Failure of of the Rational Expectations Hypothesis of the Term Structure? by Tzavalis, E. 1997 Do We Often Find ARCH Because of Neglected Outliers? by Van Dijk, D. & Franses, P.H. 1997 Test du CAPM pour le marche des actions suisses by Isakov, D 1997 L'effet de levier by Thibierge, C & Thomas, P. 1997 Dynamic Labour Market Behaviour in the British Household Panel Survey : The Effects of Recall Bias and Panel Attrition by Paull, G 1997 Identification, Estimation and Testing of Conditionally Heteroskedastic Factor Model by Sentana, E. & Fiorentini, G. 1997 The Turnpike Property and the Central Limit Theorem in Stochastic Models of Economic Dynamics by Flam, S.D. & Evstigneev, I.V. 1997 Estimation et interpretation des densites neutres au risque: Une comparaison de methodes by Jondeau, E. & Rockinger, M. 1997 The Choice of the Working Sector in Italy by Bardasi, E. & Monfardini, C. 1997 Liquidity-Corrected Variance Ratios and the Effect of Foreign Equity Ownership on Information in an Emerging Market by Coppejans, Mark & Domowitz, Ian [Downloadable!] 1997 Comparing predictions and outcomes : theory and application to income changes by Das, M. & Dominitz, J. & Soest, A. van [Downloadable!] 1997 Consistent Moment Selection Procedures for Generalized Method of Moments Estimation by Donald W.K. Andrews [Downloadable!] 1997 The Behaviour of the Real Exchange Rate: A Re-examination Using Finite Sample Approach by Kuo, Biing-Shen & Mikkola, Anne [Downloadable!] 1997 How to deal with unobservable variables in economics by Krelle, Wilhelm [Downloadable!] 1997 A Simple Regime-Switching Model for Stochastic Volatilities by Christopeit, Norbert & Axel Cron [Downloadable!] 1997 An Analysis of Sample Attrition in Panel Data: The Michigan Panel Study of Income Dynamics by John Fitzgerald & Peter Gottschalk & Robert Moffitt [Downloadable!] 1997 Reexamining the Term Structure of Interest Rates and the Interwar Demand for Money by Christopher F. Baum & Clifford F. Thies [Downloadable!] 1997 A Comparison of Alternative Methodologies for Estimating Potential Output and the Output Gap by Chantal Dupasquier & Alain Guay & Pierre St-Amant [Downloadable!] 1997 La courbe de Phillips au Canada : un examen de quelques hypothèses by Jean-François Fillion & André Léonard [Downloadable!] 1997 Menu Costs, Relative Prices, and Inflation: Evidence for Canada by Robert A. Amano & R. Tiff Macklem [Downloadable!] 1997 What Does Downward Nominal-Wage Rigidity Imply for Monetary Policy? by Seamus Hogan [Downloadable!] 1997 Selección de modelos no anidados. Un estudio de Monte Carlo by Pons Novell, Jordi [Downloadable!] 1996 A Score Test for Non-nested Hypotheses with Applications to Discrete Data Models by J M C Santos Silva [Downloadable!] 1996 Evaluating the Rationality of Fixed-Event Forecasts by Clements, M.C. 1996 On the Corrections to Information Matrix Tests by Francisco Cribari-Neto [Downloadable!] 1996 Shortages, interest rates, and money demand in Poland, 1969-1995 by Erwin Nijsse & Elmer Sterken, [Downloadable!] 1996 Testing Calibrated General Equilibrium Models by Fabio Canova & Eva Ortega [Downloadable!] 1996 Forecast Comparison in L2 by Bruce Mizrach [Downloadable!] 1996 Monotonic Extension on Economic Domains by Thomson, W. 1996 Skewness of Earnings and the Believability Hypothesis : How Does the Financial Market Discount Accounting Earnings Disclosures? by Krishnan, M & Sankaraguruswamy, S & Song Shin, H 1996 Cognition in Seemingly Riskless Choices and Judgments by Levy-Garboua, L. & Montmarquette, C. 1996 Cognition in Seemingly Riskless Choices and Judgments by Levy-Garboua, L. & Montmarquette, C. [Downloadable!] 1996 Testing for Structural Change in Cointegrated Regression Models: Some Comparisons and Generalizations by Hao, K. 1996 Trends, Lead Times and Forecasting by Saligari, G.R. & Snyder, R.D. 1996 Trend-Stationarity in the I(2) Cointegration Model by Clara Jørgensen & Hans Christian Kongsted & Anders Rahbek 1996 On the Use of Multivariate Cointegration Analysis in Residential Energy Demand Modelling by Madlener, Reinhard [Downloadable!] 1996 Modelling the Demand for M3 in the unified Germany by Wolters, Jürgen & Teräsvirta, Timo & Lütkepohl, Helmut 1996 Two Stylized Facts and the Garch (1,1) Model by Teräsvirta, Timo 1996 Testing Linearity against Nonlinear Moving Average Models by Brännäs, Kurt & Gooijer, Jan G. de & Teräsvirta, Timo 1996 Power Properties of Linearity Tests for Time Series by Teräsvirta, Timo 1996 A Note on the Interpretation of the Rational Addiction Model by Ferguson, B 1996 Robust Inference: The Approach Based on Influence Functions by M. Markatou & Elvezio Ronchetti 1996 Forecasting Private Consumption Structure in European Countries: SKIM Model Results and Comparison with other Approaches by Arranz, M. 1996 Pricing-to-Market in the Presence of Freight Rate and Exchange Rate Changes: Evidence from Canadian Data by Bryan, I. 1996 Forecasting Using First Available Versus Fully Revised Economic Time Series data by Swanson, N.R. 1996 Addressing Collinearity Among Competing Econometric Forecasts: Regression Based Forecast Combination Using Model Selection by Swanson, N.R. & Zeng, T. 1996 Identifying Outlier Firms in Multiple Output Efficiency Models by Hill, R.J. & Fox, K.J. 1996 Aggregation of Non Stationary Demand Systems by Adda, J. & Robin, J.M. 1996 A Fresh Look at Testing Hypotheses on Dimensionality in the Manova Model by Calinski, T. & Lejeune, M. 1996 A Note on the Interpretation of the Rational Addiction Model by Ferguson, B 1996 Informational Complexity Criteria For Regression Models by Bozdogan, H. & Haughton, D. 1996 Outlier Robust Analysis of Market Share and Distribution Relations for Weekly Scanning Data by Franses, P.H. & Kloek, T. & Lucas, A. 1996 A Conformity Test for Cointegration by Dhrymes, P.J. 1996 Testing the CCAPM on Spanish Data: A New Approach by Rubio, E.M. 1996 Tabu Search in Audit Scheduling by Dodin, B. & Elimam, A.A. & Rolland, E. 1996 Modelling Exchange Rate Volatility by Sengupta, J.K. & Sfeir, R. 1996 Testing the Long Run Effect of Investment on Output in the Presence of Cointegration by Lau, S.H.P. 1996 Un regard epistemologique sur la pratique econometrique contemporaine by Ado, I. & Boughrara, A. 1996 Auction Theory and Practice Evidence from the Market for Jewellery by Chanel, O. & Gerard-Varet, L.A. 1996 A Simple Test for Spatial Correlation in Probit Models by Pinkse, J. & Slade, M. 1996 Conditional Independence Restrictions: Testing and Estimation by Oliver Linton & Pedro Gozalo [Downloadable!] 1996 Does Modern Econometrics replicate the Phillips Curve? by Shadman-Mehta, Fatemeh [Downloadable!] 1996 A Conformity Test for Cointegration by Dhrymes, P.J. 1996 Estimation of TAR Models by Bruce E. Hansen [Downloadable!] 1996 Nonlinear Nonparametric Prediction of the 90-Day T-Bill Rate by John Barkoulas & Christopher F. Baum & Joseph Onochie [Downloadable!] 1996 Fractional Differencing Modeling and Forecasting of Eurocurrency Deposit Rates by John Barkoulas & Christopher F. Baum [Downloadable!] 1996 Fractional Cointegration Analysis of Long Term International Interest Rates by John Barkoulas & Christopher F. Baum & Gurkan S. Oguz [Downloadable!] 1996 Time-Varying Risk Premia in the Foreign Currency Futures Basis by John Barkoulas & Christopher F. Baum [Downloadable!] 1995 Import Price Formation and Pricing to Market: A Test on Norwegian Data by Bjørn E. Naug and Ragnar Nymoen 1995 Multivariate Unit Root Tests by Renato G. Flores & Pierre-Yves Preumont & Ariane Szafarz [Downloadable!] 1995 Loansable Funds, Endogenous Money, and Minsky's Financial Fragility Hypothesis by Lavoie, M 1995 Household Energy Demand Analysis: An Empirical Application of the Closure Test Principle by Madlener, Reinhard [Downloadable!] 1995 Prediction Risk and the Forecasting of Stock Market Indexes by Haefke, Christian & Helmenstein, Christian [Downloadable!] 1995 Investigating Stability and Linearity of a German M1 Money Demand Function by Lütkepohl, Helmut & Teräsvirta, Timo & Wolters, Jürgen 1995 Testing Parameter Constancy and super Exogeneity in Econometric Equations by Jansen, Eilev S. & Teräsvirta, Timo 1995 Loansable Funds, Endogenous Money, and Minsky's Financial Fragility Hypothesis by Lavoie, M 1995 Reliability of the Translog Cost Function: Some Theory & an Application to the Demand of Energy in Frech Manufacturing by Baccar, S. 1995 Using Mixture Models to Detect Sex Bias in Health Outcomes in Bangladesh by Morduch, J. & Stern, H.S. 1995 Using Mixtures Models to Detect Sex Bias in Health Outcome in Bangladesh by Morduch, J. 1995 Detecting Nonlinearity by Modelling the Differenced Series by Aprahamian, F. & Peguin-Feissolle, A. 1995 Heterogeneity, Matching, and Endogenous Labour Market Segmentation by Rioux, L. 1995 Testing Additivity in Generalized Nonparametric Regression Models by Oliver Linton & Pedro Gozalo [Downloadable!] 1995 Capital, Labour, Materials and Additional R&D Investment in Japan. The Issue of (Double-) Counting by Peeters, Marga & Ghijsen, Paul 1995 Predictive Tests for Structural Change with Unknown Breakpoint by Eric Ghysels & Alain Guay & Alastair Hall [Downloadable!] 1995 Asymptotic Null Distribution of the Likelihood Ratio Test in Markov Switching Models by René Garcia [Downloadable!] 1995 Agreement and Disagreement Between Unit Root Tests by Boero, K.L.A.G. & Burridge, P. & Sheldon, M. 1994 Dynamic Specification and Testing for Unit Roots and Co-Integration by Anindya Banerjee 1994 An empirical derivation of the industry wage equation by Mason, Patrick L. [Downloadable!] 1994 The Predictive Ability of Several Models of Exchange Rate Volatility by Kenneth D. West & Dongchul Cho [Downloadable!] 1994 Are Real Wages and Unemployment Related? by Jacobson, Tor & Vredin, Anders & Warne, Anders 1994 To fine or to punish in the Late Middle Ages. A Time Series Analysis of Justice Administration in Nivelles, 1424-1536 by de la Croix, David & Rousseaux, Xavier & Urbain, Jean-Pierre 1993 Exploration of economic systems in the transition period by Albu, Lucian-Liviu [Downloadable!] 1993 Testing Between Alternative Wage-Employment Bargaining Models Using Belgian Aggreggate Data by Vannetelbosch, Vincent J. 1992 Residual-Based Tests for Cointegration in Models with Regime Shifts by Allan W. Gregory & Bruce E. Hansen 1992 Union Membership in the United States: The Decline Continues by Henry S. Farber & Alan Krueger [Downloadable!] 1992 Posterior Odds Testing for a Unit Root with Data-Based Model Selection by Peter C.B. Phillips & Werner Ploberger [Downloadable!] 1992 Dynamic effects of tariff liberalization: An intertemporal CGE approach by Keuschnigg,Christian & Kohler,Wilhelm 1992 Other Things Equal by Donald N. McCloskey [Downloadable!] 1991 Testing for Structural Breaks in Cointegrated Relationship by Allan W. Gregory & Jason M. Nason 1991 Dynamic Structural Models: Problems and Prospects. Mixed Continuous Discrete Controls and Market Interactions by Ariel Pakes [Downloadable!] 1991 Time Series Modelling with a Bayesian Frame of Reference: 1. Concepts and Illustrations by Peter C.B. Phillips & Werner Ploberger [Downloadable!] 1991 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 [Downloadable!] 1991 The Spurious Effect of Unit Roots on Exogeneity Tests in Vector Autoregressions: An Analytical Study by Hiro Y. Toda & Peter C.B. Phillips [Downloadable!] 1991 Vector Autoregression and Causality by Hiro Y. Toda & Peter C.B. Phillips [Downloadable!] 1991 The Long-Run Australian Consumption Function Reexamined: An Empirical Exercise in Bayesian Influence by Peter C.B. Phillips [Downloadable!] 1990 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 Beta Regimes for the Yield Curve by Francesco Audrino & Enrico De Giorgi [Downloadable!] Cross-country heterogeneity and the trade-income relationship by Dierk Herzer [Downloadable!] Evaluating Alternative Representations of the Choice Sets in Models of Labour Supply by Rolf Aaberge, Ugo Colombino and Tom Wennemo [Downloadable!] Dealing with Limited Overlap in Estimation of Average Treatment Effects by Richard K. Crump & V. Joseph Hotz & Guido W. Imbens & Oscar A. Mitnik [Downloadable!] Nonparametric Tests for Treatment Effect Heterogeneity by Richard K. Crump & V. Joseph Hotz & Guido W. Imbens & Oscar A. Mitnik [Downloadable!] 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 [Downloadable!] The Italian Treasury Econometric Model (ITEM) by Claudio Cicinelli & Andrea Cossio & Francesco Nucci & Ottavio Ricchi & Cristian Tegami [Downloadable!] Out-of-sample Comparison of Copula Specifications in Multivariate Density Forecasts by Cees Diks & Valentyn Panchenko & Dick van Dijk [Downloadable!] Assessing multivariate predictors of financial market movements: A latent factor framework for ordinal data by Philippe HUBER & Olivier SCAILLET & Maria-Pia VICTORIA-FESER [Downloadable!] Look-Ahead Benchmark Biasin Portfolio Performance Evaluation by Gilles DANIEL & Didier SORNETTE & Peter WOHRMANN [Downloadable!] Identifying Fiscal Policy Shocks In Chile And Colombia by Jorge E. Restrepo & Hernán Rincón [Downloadable!] Spillovers from Foreign Direct Investment: Within or between Industries? by Maurice Kugler [Downloadable!] 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 [Downloadable!] Capital Account Controls, Bank’s Efficiency, Growth and Macroeconomic Volatility in the FLAR’s Member Countries? by Humberto Mora & Hernán Rincón [Downloadable!] 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 [Downloadable!] Exchange Rate Pass-Through Effects: A Disaggregate Analysis of Colombian Imports of Manufactured Goods by Hernán Rincón & Edgar Caicedo & Norberto Rodríguez [Downloadable!] Un Pronóstico no Paramétrico de la Inflación Colombiana by Norberto Rodríguez N. & Patricia Siado C. [Downloadable!] Expansions and Contractions in Some Latin American Countries: A view Throught Non-Linear Models by Luis Eduardo Arango & Luis Fernando Melo [Downloadable!] Returns and Interest Rate: A Nonlinear Relationship in the Bogotá Stock Market by Luis Eduardo Arango & Andrés González & Carlos Esteban Posada [Downloadable!] Relación entre el Índice de Precios del Productor (IPP) y el Indice de Precios al Consumidor by Carlos Huertas & Munir A. Jalil [Downloadable!] A Nonlinear Specification of Demand for Narrow Money in Colombia by Luis Eduardo Arango & Andrés González [Downloadable!] Testing the Short-Long-Run Exchange Rate Effects on Trade Balance: The Case of Colombia by Hernán Rincón [Downloadable!] Testing for Seasonal Unit Roots with Temporally Aggregated Time Series by Rotger, Gabriel Pons [Downloadable!] The Formation of Inflation Expectations under Changing Inflation Regimes by Christian M. Dahl & Niels L. Hansen [Downloadable!]
This page was last updated on 2009-11-15.
IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics . 
