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Citations for "Computation and Analysis of Multiple Structural-Change Models"

by BAI, Jushan & PERRON, Pierre

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Cited by (explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.):
  1. Timo Terasvirta & Andrés González, 2006. "Modelling autoregressive processes with a shifting mean," BORRADORES DE ECONOMIA 003230, BANCO DE LA REPÚBLICA. [Downloadable!]
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  2. Shrestha, M.B. & Chowdhury, K., 2005. "A Sequential Procedure for Testing Unit Roots in the Presence of Structural Break in Time Series Data: An Application to Quarterly Data of Nepal, 1970-2003," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, vol. 2(2), pages 31-46. [Downloadable!]
  3. Carlos de Resende, 2007. "Cross-Country Estimates of the Degree of Fiscal Dominance and Central Bank Independence," Working Papers 07-36, Bank of Canada. [Downloadable!]
  4. Mohamed BOUTAHAR & Jamel JOUINI, 2007. "wrong estimation of the true number of shifts in structural break models: Theoretical and numerical evidence," Economics Bulletin, Economics Bulletin, vol. 3(3), pages 1-10. [Downloadable!]
  5. Pesaran, M.H. & Pick, A., 2008. "Forecasting Random Walks Under Drift Instability," Cambridge Working Papers in Economics 0814, Faculty of Economics, University of Cambridge. [Downloadable!]
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  6. Laura Mayoral, 2005. "Further evidence on the statistical properties of Real GNP," Economics Working Papers 955, Department of Economics and Business, Universitat Pompeu Fabra, revised Feb 2006. [Downloadable!]
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  7. Gary L. Shelley & Frederick H. Wallace, 2004. "Testing for Long Run Neutrality of Money in Mexico," Macroeconomics 0402003, EconWPA. [Downloadable!]
  8. Allan Timmermann & M. Hashem Pesaran, 2003. "How Costly is it to Ignore Breaks when Forecasting the Direction of a Time Series?," CESifo Working Paper Series CESifo Working Paper No. , CESifo GmbH. [Downloadable!]
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  9. Patrick McGlenchy & Paul Kofman, 2004. "Structurally Sound Dynamic Index Futures Hedging," Econometric Society 2004 Australasian Meetings 80, Econometric Society. [Downloadable!]
  10. Todd E. Clark & Michael W. McCracken, 2004. "Improving forecast accuracy by combining recursive and rolling forecasts," Research Working Paper RWP 04-10, Federal Reserve Bank of Kansas City. [Downloadable!]
  11. Özlem Önder, 2006. "The Stability Of The Turkish Phillips Curve And Alternative Regime Shifting Models," Working Papers 0602, Ege University, Department of Economics. [Downloadable!]
  12. Westerlund, Joakim, 2005. "Testing for Panel Cointegration with Multiple Structural Breaks," Working Papers 2005:12, Lund University, Department of Economics.
  13. Anthony Garratt & Shaun P Vahey, 2005. "UK Real-Time Macro Data Characteristics," Birkbeck Working Papers in Economics and Finance 0502, Birkbeck, School of Economics, Mathematics & Statistics. [Downloadable!]
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  14. Jérôme Héricourt & Mathilde Maurel, 2005. "A new look at the Feldstein-Horioka puzzle : an "European-Regional" perspective," Cahiers de la Maison des Sciences Economiques j05070, Université Panthéon-Sorbonne (Paris 1). [Downloadable!]
  15. Andreea Halunga & Denise Osborn & Marianne Sensier, 2007. "Changes in the order of integration of US and UK inflation," The School of Economics Discussion Paper Series 0715, Economics, The University of Manchester. [Downloadable!]
  16. Claude Lopez & Javier Reyes, 2005. "Real Interest Rate Stationarity and Per Capita Consumption Growth Rate," University of Cincinnati, Economics Working Papers Series 2005-02, University of Cincinnati, Department of Economics, revised Feb 2007. [Downloadable!]
  17. António Afonso & Christophe Rault, 2008. "Should we care for structural breaks when assessing fiscal sustainability?," William Davidson Institute Working Papers Series wp902, William Davidson Institute at the University of Michigan Stephen M. Ross Business School. [Downloadable!]
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  18. Travaglini, Guido, 2008. "Dynamic GMM Estimation With Structural Breaks. An Application to Global Warming and its Causes," MPRA Paper 7108, University Library of Munich, Germany. [Downloadable!]
  19. Rao, B. Bhaskara & Rao, Gyaneshwar, 2007. "Structural breaks and energy efficiency in Fiji," MPRA Paper 3258, University Library of Munich, Germany. [Downloadable!]
  20. Cliff L. F. Attfield & Jonathan R. W. Temple, 2006. "Balanced growth and the great ratios: new evidence for the US and UK," Centre for Growth and Business Cycle Research Discussion Paper Series 75, Economics, The Univeristy of Manchester. [Downloadable!]
  21. John B. Carlson & Eduard A. Pelz & Mark Wohar, 2001. "Will the valuation ratios revert to their historical means? Some evidence from breakpoint tests," Working Paper 0113, Federal Reserve Bank of Cleveland. [Downloadable!]
  22. Anthony Garratt & Gary Koop & Shaun P. Vahey, 2006. "Forecasting Substantial Data Revisions in the Presence of Model Uncertainty," Birkbeck Working Papers in Economics and Finance 0617, Birkbeck, School of Economics, Mathematics & Statistics. [Downloadable!]
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  23. Angelov, Nikolay, 2006. "Structural breaks in Iron-Ore prices: The impact of the 1973 oil crisis," Working Paper Series 2006:11, Uppsala University, Department of Economics. [Downloadable!]
  24. J. Jouini & M. Boutahar, 2003. "Structural breaks in the U.S. inflation process: a further investigation," Applied Economics Letters, Taylor and Francis Journals, vol. 10(15), pages 985-988, December. [Downloadable!] (restricted)
  25. Ulrich Fritsche & Vladimir Kuzin, 2004. "Declining Output Volatility in Germany : Impulses, Propagation, and the Role of Monetary Policy," Discussion Papers of DIW Berlin 433, DIW Berlin, German Institute for Economic Research. [Downloadable!]
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  26. Massimiliano De Santis, 2005. "Movements in the Equity Premium: Evidence from a Bayesian Time-Varying VAR," Money Macro and Finance (MMF) Research Group Conference 2005 62, Money Macro and Finance Research Group. [Downloadable!]
  27. René Lalonde, 2005. "Endogenous Central Bank Credibility in a Small Forward-Looking Model of the U.S. Economy," Working Papers 05-16, Bank of Canada. [Downloadable!]
  28. Gottschalk, Peter, 2004. "Downward Nominal Wage Flexibility: Real or Measurement Error?," IZA Discussion Papers 1327, Institute for the Study of Labor (IZA). [Downloadable!]
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  29. Strikholm, Birgit, 2006. "Determining the number of breaks in a piecewise linear regression model," Working Paper Series in Economics and Finance 648, Stockholm School of Economics. [Downloadable!]
  30. Guglielmo Maria Caporale & Alexandros Kontonikas, 2006. "The Euro and Inflation Uncertainty in the European Monetary Union," CESifo Working Paper Series CESifo Working Paper No. , CESifo GmbH. [Downloadable!]
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  31. Jose De Gregorio, Oscar Landerretche, Christopher Neilson, 2007. "Another Pass-Through Bites the Dust? Oil Prices and Inflation," Working Papers Central Bank of Chile 417, Central Bank of Chile. [Downloadable!]
  32. Cliff L.F. Attfield & Jonathan R.W. Temple, 2003. "Measuring trend output: how useful are the Great Ratios?," Bristol Economics Discussion Papers 03/555, Department of Economics, University of Bristol, UK. [Downloadable!]
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  33. Elena Andreou & Eric Ghysels, 2001. "Detecting Multiple Breaks in Financial Market Volatility Dynamics," University of Cyprus Working Papers in Economics 0202, University of Cyprus Department of Economics. [Downloadable!]
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  34. Richard H. Cohen & Carl Bonham, 2007. "Specifying the Forecast Generating Process for Exchange Rate Survey Forecasts," Working Papers 200718, University of Hawaii at Manoa, Department of Economics. [Downloadable!]
  35. René Lalonde & Zhenhua Zhu & Frédérick Demers, 2003. "Forecasting and Analyzing World Commodity Prices," Working Papers 03-24, Bank of Canada. [Downloadable!]
  36. Richard A. Ashley. & Randall J. Verbrugge, 2006. "Frequency Dependence in Regression Model Coefficients: An Alternative Approach for Modeling Nonlinear Dynamic Relationships in Time Series," Working Papers e06-7, Virginia Polytechnic Institute and State University, Department of Economics. [Downloadable!]
  37. Gabriel Rodríguez & Yiagadeesen Samy, 2003. "Analysing the effects of labour standards on US export performance. A time series approach with structural change," Applied Economics, Taylor and Francis Journals, vol. 35(9), pages 1043-1051, January. [Downloadable!] (restricted)
  38. John G. Fernald, 2005. "Trend breaks, long-run restrictions, and the contractionary effects of technology improvements," Working Paper Series 2005-21, Federal Reserve Bank of San Francisco. [Downloadable!]
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  39. Andrés González & Luis Fernando Melo & Carlos Esteban Posada, 2006. "Inflación y dinero en Colombia: otro modelo P-estrella," BORRADORES DE ECONOMIA 002851, BANCO DE LA REPÚBLICA. [Downloadable!]
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  40. Kevin D. Hoover & Oscar Jorda, . "Measuring Systematic Monetary Policy," Department of Economics 00-05, California Davis - Department of Economics. [Downloadable!]
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  41. Carlos Capistrán-Carmona, 2005. "Bias in Federal Reserve Inflation Forecasts: Is the Federal Reserve Irrational or Just Cautious?," Computing in Economics and Finance 2005 127, Society for Computational Economics. [Downloadable!]
  42. Todd E. Clark & Michael W. McCracken, 2003. "The predictive content of the output gap for inflation : resolving in-sample and out-of-sample evidence," Research Working Paper RWP 03-06, Federal Reserve Bank of Kansas City. [Downloadable!]
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  43. F. Pérez de Gracia & J. Cuñado; J. Gómez, 2004. "Financial Liberalization and Emerging Stock Market Volatility," Computing in Economics and Finance 2004 124, Society for Computational Economics. [Downloadable!]
  44. Thomas A. Lubik & Paolo Surico, 2006. "The Lucas critique and the stability of empirical models," Working Paper 06-05, Federal Reserve Bank of Richmond. [Downloadable!]
  45. M. Hashem Pesaran & Davide Pettenuzzo & Allan Timmermann, 2004. "Forecasting Time Series Subject to Multiple Structural Breaks," CESifo Working Paper Series CESifo Working Paper No. , CESifo GmbH. [Downloadable!]
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  46. Ulrich Fritsche & Vladimir Kuzin, 2005. "Declining Output Volatility in Germany: Impulses, Propagation, and the Role of the Monetary Policy," Money Macro and Finance (MMF) Research Group Conference 2005 70, Money Macro and Finance Research Group. [Downloadable!]
  47. Chowdhury, Khorshed & Saleh, Ali Salman, 2007. "Testing the Keynesian Proposition of Twin Deficits in the Presence of Trade Liberalisation: Evidence from Sri Lanka after War: the case of a bridge too far?," Economics Working Papers wp07-09, School of Economics, University of Wollongong, NSW, Australia. [Downloadable!]
  48. Patnaik, Ila & Shah, Ajay, 2008. "Does the currency regime shape unhedged currency exposure," Working Papers 50, National Institute of Public Finance and Policy. [Downloadable!]
  49. Rao, B. Bhaskara, 2007. "Deterministic and stochastic trends in the time series models: A guide for the applied economist," MPRA Paper 3580, University Library of Munich, Germany. [Downloadable!]
  50. T. Berger, 2008. "Estimating Europe’s Natural Rates from a forward-looking Phillips curve," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 08/498, Ghent University, Faculty of Economics and Business Administration. [Downloadable!]
  51. Chowdhury, Khorshed, 2007. "Are The Real Exchange Rate Indices of Australia Non-Stationary in the Presence of Structural Break?," Economics Working Papers wp07-05, School of Economics, University of Wollongong, NSW, Australia. [Downloadable!]
  52. Calista Cheung & Sylvie Morin, 2007. "The Impact of Emerging Asia on Commodity Prices," Working Papers 07-55, Bank of Canada. [Downloadable!]
  53. Todd E. Clark, 2003. "Disaggregate evidence on the persistence of consumer price inflation," Research Working Paper RWP 03-11, Federal Reserve Bank of Kansas City. [Downloadable!]
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  54. Tiia Püss & Mare Viies & Reet Maldre, 2007. "Convergence Analysis of the Structure of Tax Revenue and Tax Burden in EU," Working Papers 166, School of Economics and Business Administration, Tallinn University of Technology. [Downloadable!]
  55. Amalia Morales Zumaquero & Simón Sosvilla Rivero, 2006. "Macroeconomic Instability in the European Monetary System?," Economic Working Papers at Centro de Estudios Andaluces E2006/06, Centro de Estudios Andaluces. [Downloadable!]
  56. Bunzel, Helle & Enders, Walter, 2005. "Is the Taylor Rule Missing? A Statistical Investigation," Staff General Research Papers 12301, Iowa State University, Department of Economics. [Downloadable!]
  57. Juncal Cuñado & Javier Gómez Biscarri & Fernando Perez de Gracia, 2006. "Changes in the Dynamic Behavior of Emerging Market Volatility: Revisiting the Effects of Financial L," Faculty Working Papers 01/06, School of Economics and Business Administration, University of Navarra. [Downloadable!]
  58. Harald Grech, 2004. "What Do German Short-Term Interest Rates Tell Us About Future Inflation?," Working Papers 94, Oesterreichische Nationalbank (Austrian Central Bank). [Downloadable!]
  59. Gillman, Max & Nakov, Anton, 2005. "Granger Causality of the Inflation-Growth Mirror in Accession Countries," CEPR Discussion Papers 4845, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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  60. Shrestha, Min B. & Chowdhury, Khorshed, 2005. "Sequential Procedure for Testing Unit Roots in the Presence of Structural Break in Time Series Data," Economics Working Papers wp05-06, School of Economics, University of Wollongong, NSW, Australia. [Downloadable!]
  61. Pierre Perron & Tomoyoshi Yabu, 2007. "Testing for Shifts in Trend with an Integrated or Stationary Noise Component," Boston University - Department of Economics - Working Papers Series WP2007-025, Boston University - Department of Economics. [Downloadable!]
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  62. Bond, Derek & Dyson, Kenneth, 2006. "Long memory and non-linearity in Stock Markets," MPRA Paper 252, University Library of Munich, Germany. [Downloadable!]
  63. Hajime Tomura, 2008. "A Model of Housing Boom and Bust in a Small Open Economy," Working Papers 08-9, Bank of Canada. [Downloadable!]
  64. Alfredo M. Pereira & Martin B. Schmidt, 2007. "Structural Breaks in Public Infrastructure Investment in the U.S," Working Papers 55, Department of Economics, College of William and Mary. [Downloadable!]
  65. Vicente Esteve, . "Política fiscal y productividad del trabajo en la economía española: Un análisis de series temporales," Studies on the Spanish Economy 156, FEDEA. [Downloadable!]
  66. Richard A. Ashley & Randall J. Verbrugge., 2006. "Mis-Specification in Phillips Curve Regressions: Quantifying Frequency Dependence in This Relationship While Allowing for Feedback," Working Papers e06-11, Virginia Polytechnic Institute and State University, Department of Economics. [Downloadable!]
  67. Carlos Santos & David Hendry, 2006. "Saturation in Autoregressive Models," Notas Económicas, Faculdade de Economia, Universidade de Coimbra, issue 24, pages 8-19, December. [Downloadable!]
  68. Antonio E. Noriega & Daniel Ventosa-Santaularia, . "Spurious regression under broken trend stationarity," School of Economics Working Papers EM200501, Universidad de Guanajuato. [Downloadable!]
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  69. Chengsi Zhang & Denise R. Osborn & Dong Heon Kim, 2006. "The New Keynesian Phillips Curve: from Sticky Inflation to Sticky Prices," Centre for Growth and Business Cycle Research Discussion Paper Series 78, Economics, The Univeristy of Manchester. [Downloadable!]
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  70. Vicente Esteve, 2004. "Política fiscal y productividad del trabajo en la economía española: un análisis de series temporales," Revista de Analisis Economico – Economic Analysis Review, Ilades-Georgetown University, Economics Department, vol. 19(1), pages 3-29, June. [Downloadable!]
  71. Geert Bekaert & Campbell R. Harvey & Robin L. Lumsdaine, 1999. "The Dynamics of Emerging Market Equity Flows," NBER Working Papers 7219, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  72. Candelon,Bertrand & Cubadda,Gianluca, 2005. "Testing for Parameter Stability in Dynamic Models across Frequencies," Research Memoranda 022, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization. [Downloadable!]
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  73. Jiménez-Rodríguez, Rebeca & Russo, Giuseppe, 2007. "Institutional rigidities and employment rigidity on the Italian labour larket," MPRA Paper 4519, University Library of Munich, Germany. [Downloadable!]
  74. Marashdeh, Hazem & Wilson, E.J., 2005. "Structural Changes in the Middle East Stock Markets: The case of Israel and Arab Countries," Economics Working Papers wp05-22, School of Economics, University of Wollongong, NSW, Australia. [Downloadable!]
  75. Ruxandra Prodan, 2004. "Potential Pitfalls in Determining Multiple Structural Changes with an Application to Purchasing Power Parity," Econometric Society 2004 North American Summer Meetings 90, Econometric Society. [Downloadable!]
  76. Martin Schmidt, 2007. "M1 demand and volatility," Empirical Economics, Springer, vol. 32(1), pages 85-104, April. [Downloadable!] (restricted)
  77. Stephen Leybourne & Tae-Hwan Kim & A.M. Robert Taylor, 2007. "Detecting Multiple Changes in Persistence," Studies in Nonlinear Dynamics & Econometrics, Berkeley Electronic Press, vol. 11(3), pages 1370-1370. [Downloadable!] (restricted)
  78. Richard A. Ashley. & Randall J. Verbrugge., 2006. "Mis-Specification and Frequency Dependence in a New Keynesian Phillips Curve," Working Papers e06-12, Virginia Polytechnic Institute and State University, Department of Economics. [Downloadable!]
  79. Hultblad, Brigitta & Karlsson, Sune, 2006. "Bayesian simultaneous determination of structural breaks and lag lengths," Working Paper Series in Economics and Finance 630, Stockholm School of Economics. [Downloadable!]
  80. Josep Lluís Carrion-i-Silvestre & Andreu Sansó, 2005. "Testing the Null of Cointegration with Structural Breaks," DEA Working Papers 10, Universitat de les Illes Balears, Departament d'Economía Aplicada. [Downloadable!]
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  81. Peter Lildholdt & Anne Vila Wetherilt, . "Anticipation of monetary policy in UK financial markets," Bank of England working papers 241, Bank of England. [Downloadable!]
  82. Strikholm, Birgit & Teräsvirta, Timo, 2005. "Determining the Number of Regimes in a Threshold Autoregressive Model Using Smooth Transition Autoregressions," Working Paper Series in Economics and Finance 578, Stockholm School of Economics, revised 11 Feb 2005. [Downloadable!]
  83. Aamer Abu-Qarn & Suleiman Abu-Bader, 2007. "Structural Breaks in Military Expenditures: Evidence for Egypt, Israel, Jordan and Syria," Working Papers 231, Ben-Gurion University of the Negev, Department of Economics. [Downloadable!]
  84. Karen K. Lewis, 2006. "Is the International Diversification Potential Diminishing? Foreign Equity Inside and Outside the US," NBER Working Papers 12697, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  85. Chowdhury, Khorshed, 2007. "Balassa-Samuelson Effect Approaching Fifty Years: Is it Retiring Early in Australia?," Economics Working Papers wp07-11, School of Economics, University of Wollongong, NSW, Australia. [Downloadable!]
  86. Duc NGUYEN, 2008. "An empirical analysis of structural changes in emerging market volatility," Economics Bulletin, Economics Bulletin, vol. 6(10), pages 1-10. [Downloadable!]
  87. Bharat Trehan, 2003. "Productivity shocks and the unemployment rate," Economic Review, Federal Reserve Bank of San Francisco, pages 13-27. [Downloadable!]
  88. Takayuki Shiohama, 2006. "Asymptotically Efficient Estimation of the Change Point for Semiparametric GARCH models," Discussion Paper Series a471, Institute of Economic Research, Hitotsubashi University. [Downloadable!]
  89. Shrestha, Min B. & Chowdhury, Khorshed, 2005. "ARDL Modelling Approach to Testing the Financial Liberalisation Hypothesis," Economics Working Papers wp05-15, School of Economics, University of Wollongong, NSW, Australia. [Downloadable!]
  90. Todd E. Clark & Michael W. McCracken, 2006. "Forecasting of small macroeconomic VARs in the presence of instabilities," Research Working Paper RWP 06-09, Federal Reserve Bank of Kansas City. [Downloadable!]
  91. Christian Gillitzer & Jonathan Kearns, 2005. "Long-term Patterns in Australia's Terms of Trade," RBA Research Discussion Papers rdp2005-01, Reserve Bank of Australia. [Downloadable!]
  92. João Sousa Andrade, 2006. "Mobilidade do Capital e Sustentabilidade Externa: uma aplicação da tese de F-H a Portugal (1910-2004)," GEMF Working Papers 2006-04, GEMF - Faculdade de Economia, Universidade de Coimbra. [Downloadable!]
  93. Chetan Ghate & Stephen Wright, 2008. "The "V-Factor" : Distribution, Timing and Correlates of the Great Indian Growth Turnaround," Discussion Papers of DIW Berlin 783, DIW Berlin, German Institute for Economic Research. [Downloadable!]
  94. Zisimos Koustas & Jean-Francois Lamarche, 2005. "Policy-Induced Mean Reversion in the Real Interest Rate?," Working Papers 0601, Brock University, Department of Economics, revised Feb 2006. [Downloadable!]
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  95. Harvie, Charles & Pahlavani, Mosayeb & Saleh, Ali Salman, 2006. "Identifying Structural Breaks in the Lebanese Economy 1970-2003: An Application of the Zivot and Andrews Test," Economics Working Papers wp06-02, School of Economics, University of Wollongong, NSW, Australia. [Downloadable!]
  96. Rautureau, Nicolas, 2004. "Measuring the long-term perception of monetary policy and the term structure," Research Discussion Papers 12/2004, Bank of Finland. [Downloadable!]
  97. Ari Aisen & David Hauner, 2008. "Budget Deficits and Interest Rates: A Fresh Perspective," IMF Working Papers 08/42, International Monetary Fund. [Downloadable!]
  98. Arabinda Basistha, 2006. "Hours per Capita and Productivity: Evidence from Correlated Unobserved Components Models," Working Papers 06-02, Department of Economics, West Virginia University. [Downloadable!]
  99. Ibrahim Ahamada & Jamel Jouini & Mohamed Boutahar, 2004. "Detecting multiple breaks in time series covariance structure: a non-parametric approach based on the evolutionary spectral density," Applied Economics, Taylor and Francis Journals, vol. 36(10), pages 1095-1101, June. [Downloadable!] (restricted)
  100. Dani Rodrik & Arvind Subramanian, 2004. "From "Hindu Growth" to Productivity Surge: The Mystery of the Indian Growth Transition," NBER Working Papers 10376, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  101. M. DOLORES GADEA & EVA PARDOS & CLAUDIA PÉREZ-FORNIÉS, 2004. "A Long-Run Analysis Of Defence Spending In The Nato Countries (1960-99)," Defence and Peace Economics, Taylor and Francis Journals, vol. 15(3), pages 231-249, June. [Downloadable!] (restricted)
  102. Ana Maria Herrero & Elena Pesavento, 2003. "The Decline In US Output Volatility: Structural Changes in Inventories or Sales?," Emory Economics 0301, Department of Economics, Emory University (Atlanta). [Downloadable!]
  103. Boussard, Jean-Marc, 2006. "Consequences of price volatility in evaluating the benefits of liberalisation," MPRA Paper 4467, University Library of Munich, Germany. [Downloadable!]
  104. Carlos Carmona, 2005. "Bias in Federal Reserve Inflation Forecasts: Is the Federal Reserve Irrational or Just Cautious?," University of California at San Diego, Economics Working Paper Series 2005-05, Department of Economics, UC San Diego. [Downloadable!]
  105. C.S. Bos & S.J. Koopman & M. Ooms, 2007. "Long Memory Modelling of Inflation with Stochastic Variance and Structural Breaks," Tinbergen Institute Discussion Papers 07-099/4, Tinbergen Institute. [Downloadable!]
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  106. Luca Benati & Haroon Mumtaz, 2007. "U.S. evolving macroeconomic dynamics - a structural investigation," Working Paper Series 746, European Central Bank. [Downloadable!]
  107. Taylor, Mark P, 2003. "Is Official Exchange Rate Intervention Effective?," CEPR Discussion Papers 3758, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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  108. Maria Heracleous & Andreas Koutris & Aris Spanos, 2006. "Testing for Structural Breaks and other forms of Non-stationarity: a Misspecification Perspective," Computing in Economics and Finance 2006 493, Society for Computational Economics. [Downloadable!]
  109. Natalia Fabra & Juan Toro, 2003. "The Fall in British Electricity Prices: Market Rules, Market Structure, or Both?," Industrial Organization 0309001, EconWPA. [Downloadable!]
  110. Allan Timmermann & M. Hashem Pesaran, 2003. "Small Sample Properties of Forecasts from Autoregressive Models under Structural Breaks," CESifo Working Paper Series CESifo Working Paper No. , CESifo GmbH. [Downloadable!]
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  111. Karim BARHOUMI & Jamel JOUINI, 2008. "Revisiting the decline in the exchange rate pass-through: further evidence from developing countries," Economics Bulletin, Economics Bulletin, vol. 3(20), pages 1-10. [Downloadable!]
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