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Publications

by alumni of

Stockholm School of Economics → Department of Economic Statistics

These are publications listed in RePEc written by alumni of the above institution who are registered with the RePEc Author Service and listed in the RePEc Genealogy. List of alumni. For a list of publications by current members of the department, see here. Register yourself.

This page is updated in the first days of each month.

| Working papers | Journal articles | Chapters | Software components |

Working papers

2024

  1. Cristina Amado & Ignacio Garrón & Helena Veiga, 2024, "On the relationship of country geopolitical risk on energy inflation," NIPE Working Papers, NIPE - Universidade do Minho, number 1/2024.

2023

  1. Susana Campos-Martins & Cristina Amado, 2023, "Modelling causality in nonstationary variances with an application to carbon markets," NIPE Working Papers, NIPE - Universidade do Minho, number 13/2023.
  2. Emilio Fernández Corugedo & Andres Gonzalez & Mr. Alejandro D Guerson, 2023, "The Macroeconomic Returns of Investment in Resilience to Natural Disasters under Climate Change: A DSGE Approach," IMF Working Papers, International Monetary Fund, number 2023/138, Jun.
  3. Changli He & Jian Kang & Annastiina Silvennoinen & Timo Teräsvirta, 2023, "Long Monthly European Temperature Series and the North Atlantic Oscillation," Economics Working Papers, Department of Economics and Business Economics, Aarhus University, number 2023-03, Apr.

2022

  1. Cristina Amado, 2022, "Outlier robust specification of multiplicative time-varying volatility models," NIPE Working Papers, NIPE - Universidade do Minho, number 11/2022.
  2. Andres Gonzalez & Mr. Etibar Jafarov & Diego Rodriguez Guzman & Chris Walker, 2022, "Fix vs. Float: Evaluating the Transition to a Sustainable Equilibrium in Bolivia," IMF Working Papers, International Monetary Fund, number 2022/043, Feb.
  3. Jian Kang & Johan Stax Jakobsen & Annastiina Silvennoinen & Timo Teräsvirta & Glen Wade, 2022, "A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2022-01, Jan.

2021

  1. Susana Campos-Martins & Cristina Amado, 2021, "Modelling Time-Varying Volatility Interactions," NIPE Working Papers, NIPE - Universidade do Minho, number 12/2021.
  2. Susana Campos-Martins & Cristina Amado, 2021, "Financial Market Linkages and the Sovereign Debt Crisis," Economics Series Working Papers, University of Oxford, Department of Economics, number 946 JEL classification: C, Sep.
  3. Mr. Aleš Bulíř & Daniel Baksa & Mr. Juan S Corrales & Andres Gonzalez & Diego Rodriguez & Dyna Heng, 2021, "Using Macroeconomic Frameworks to Analyze the Impact of COVID-19: An Application to Colombia and Cambodia," IMF Technical Notes and Manuals, International Monetary Fund, number 2021/001, Apr.
  4. Anthony D. Hall & Annastiina Silvennoinen & Timo Teräsvirta, 2021, "Four Australian Banks and the Multivariate Time-Varying Smooth Transition Correlation GARCH model," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2021-13, Sep.

2020

  1. Andres Gonzalez & Alexander Guarin & Diego A. Rodriguez-Guzman & Hernando Vargas-Herrera, 2020, "4GM: A New Model for the Monetary Policy Analysis in Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 1106, Feb, DOI: https://doi.org/10.32468/be.1106.

2018

  1. Cristina Amado & Annastiina Silvennoinen & Timo Teräsvirta, 2018, "Models with Multiplicative Decomposition of Conditional Variances and Correlations," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2018-14, Apr.
  2. Susana Martins & Cristina Amado, 2018, "Financial Market Contagion and the Sovereign Debt Crisis: A Smooth Transition Approach," NIPE Working Papers, NIPE - Universidade do Minho, number 08/2018.
  3. Alan Finkelstein Shapiro & Andres Gonzalez Gomez & Jessica Roldan-Pena & Victoria Nuguer, 2018, "Price Dynamics and the Financing Structure of Firms in Emerging Economies," 2018 Meeting Papers, Society for Economic Dynamics, number 339.
  4. Stan Hurn & Nicholas Johnson & Annastiina Silvennoinen & Timo Teräsvirta, 2018, "Transition from the Taylor rule to the zero lower bound," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2018-31, Nov.

2017

  1. Cristina Amado & Annastiina Silvennoinen & Timo Teräsvirta, 2017, "Modelling and forecasting WIG20 daily returns," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2017-29, Aug.
  2. Andrés González & Timo Teräsvirta & Dick van Dijk & Yukai Yang, 2017, "Panel Smooth Transition Regression Models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2017-36, Oct.
  3. Brendan Epstein & Alan Finkelstein Shapiro & Andrés González Gómez, 2017, "Financial Disruptions and the Cyclical Upgrading of Labor," IMF Working Papers, International Monetary Fund, number 2017/131, Jun.
  4. Brendan Epstein & Alan Finkelstein Shapiro & Andres Gonzalez Gomez, 2017, "Online Appendix to "Financial Disruptions and the Cyclical Upgrading of Labor"," Online Appendices, Review of Economic Dynamics, number 15-250.
  5. Annastiina Silvennoinen & Timo Teräsvirta, 2017, "Consistency and asymptotic normality of maximum likelihood estimators of a multiplicative time-varying smooth transition correlation GARCH model," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2017-28, Aug.

2016

  1. Eklöf, Jan & Hellström, Katerina & Malova, Aleksandra & Parmler, Johan & Podkorytova, Olga, 2016, "Customer perception measures driving financial performance - theoretical and empirical work for a large decentralized banking group," SSE Working Paper Series in Business Administration, Stockholm School of Economics, number 2016:1, Oct.
  2. Adam Clements & Ayesha Scott & Annastiina Silvennoinen, 2016, "Volatility Dependent Dynamic Equicorrelation," NCER Working Paper Series, National Centre for Econometric Research, number 111, May.

2015

  1. Andrés Fernández & Andrés González & Diego Rodríguez, 2015, "Sharing a Ride on the Commodities Roller Coaster: Common Factors in Business Cycles of Emerging Economies," Borradores de Economia, Banco de la Republica de Colombia, number 915, Nov, DOI: 10.32468/be.915.
  2. Andrés González & Franz Hamann & Diego Rodríguez, 2015, "Macroprudential Policies in a Commodity Exporting Economy," BIS Working Papers, Bank for International Settlements, number 506, Jul.
  3. Vargas, Hernando & González, Andrés & Lozano, Ignacio, 2015, "Macroeconomic gains from structural fiscal policy adjustments: the case of Colombia," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 123398, Apr.
  4. Finkelstein-Shapiro, Alan & González Gómez, Andrés, 2015, "Macroprudential Policy and Labor Market Dynamics in Latin America," IDB Publications (Working Papers), Inter-American Development Bank, number 6866, Mar, DOI: http://dx.doi.org/10.18235/0011688.
  5. Alan Finkelstein Shapiro & Andres Gonzalez, 2015, "Macroprudential Policy and Labor Market Dynamics in Emerging Economies," IMF Working Papers, International Monetary Fund, number 2015/078, Apr.
  6. Annastiina Silvennoinen & Timo Teräsvirta, 2015, "Testing constancy of unconditional variance in volatility models by misspecification and specification tests," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-47, Oct.
  7. Annastiina Silvennoinen & Susan Thorp, 2015, "Crude Oil and Agricultural Futures: An Analysis of Correlation Dynamics," NCER Working Paper Series, National Centre for Econometric Research, number 109, Oct.

2014

  1. A.S. Hurn & Annastiina Silvennoinen & Timo Teräsvirta, 2014, "A Smooth Transition Logit Model of the Effects of Deregulation in the Electricity Market," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-09, Mar.

2013

  1. Hernando Vargas Herrera & Andrés González & Diego Rodríguez, 2013, "Foreign Exchange Intervention in Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 757, Feb, DOI: 10.32468/be.757.
  2. Andrés González & Martha Rosalba López Piñeros & Norberto Rodríguez Niño & Santiago Téllez, 2013, "Fiscal Policy in a Small Open Economy with Oil Sector and non-Ricardian Agents," Borradores de Economia, Banco de la Republica de Colombia, number 759, Feb, DOI: 10.32468/be.759.
  3. Adam Clements & Ayesha Scott & Annastiina Silvennoinen, 2013, "On the Benefits of Equicorrelation for Portfolio Allocation," NCER Working Paper Series, National Centre for Econometric Research, number 99, Dec.

2012

  1. Cristina Amado & Timo Teräsvirta, 2012, "Modelling Changes in the Unconditional Variance of Long Stock Return Series," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-07, 02.
  2. Hernando Vargas & Andrés González & Ignacio Lozano, 2012, "Macroeconomic Effects of Structural Fiscal Policy Changes in Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 691, Feb, DOI: 10.32468/be.691.
  3. Alexander Guarín & Andrés González & Daphné Skandalis & Daniela Sánchez, 2012, "An Early Warning Model for Predicting Credit Booms using Macroeconomic Aggregates," Borradores de Economia, Banco de la Republica de Colombia, number 723, Jul, DOI: 10.32468/be.723.
  4. Andrés González & Sergio Ocampo & Julian Pérez Amaya & Diego Rodríguez, 2012, "Output gap and Neutral interest measures for Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 726, Aug, DOI: 10.32468/be.726.
  5. Juan José Echavarría & Andrés González & Enrique López & Norberto Rodíguez, 2012, "Choques internacionales reales y financieros y su impacto sobre la economía colombiana," Borradores de Economia, Banco de la Republica de Colombia, number 728, Aug, DOI: 10.32468/be.728.
  6. Jorge David Quintero Otero & AndrÔøΩs GonzÔøΩlez GÔøΩmez, 2012, "Pol√≠tica Monetaria y Ciclos Econ√≥micos Regionales en Colombia," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 10322, Nov.
  7. Juan Jos� Echavarr�a & Andr�s gonz�lez & Enrique L�pez & Norberto Rodr�guez, 2012, "Choques internacionales reales y financieros y su impacto sobre la econom�a colombiana," Borradores de Economia, Banco de la Republica, number 9884, Aug.
  8. Annastiina Silvennoinen & Timo Teräsvirta, 2012, "Modelling conditional correlations of asset returns: A smooth transition approach," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-09, 02.
  9. Adam E Clements & Ayesha Scott & Annastiina Silvennoinen, 2012, "Forecasting multivariate volatility in larger dimensions: some practical issues," NCER Working Paper Series, National Centre for Econometric Research, number 80, Feb.

2011

  1. Cristina Amado & Timo Teräsvirta, 2011, "Modelling Volatility by Variance Decomposition," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2011-01, Jan.
  2. Cristina Amado & Timo Teräsvirta, 2011, "Conditional Correlation Models of Autoregressive Conditional Heteroskedasticity with Nonstationary GARCH Equations," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2011-24, May.
  3. Andrés González & Lavan Mahadeva & Juan D. Prada & Diego Rodríguez, 2011, "Policy Analysis Tool Applied to Colombian Needs: PATACON Model Description," Borradores de Economia, Banco de la Republica de Colombia, number 656, May, DOI: 10.32468/be.656.
  4. Andrés González & Franz Hamann, 2011, "Lack of Credibility, Inflation Persistence and Disinflation in Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 658, May, DOI: 10.32468/be.658.
  5. Andrés González & Sergio Ocampo & Diego Rodríguez & Norberto Rodríguez, 2011, "Asimetrías del empleo y el producto, una aproximación de equilibrio general," Borradores de Economia, Banco de la Republica de Colombia, number 663, Aug, DOI: 10.32468/be.663.
  6. Andr�s Gonz�lez & Sergio Ocampo & Diego Rodr�guez & Norberto Rodr�guez, 2011, "Asimetr�as del empleo y el producto, una aproximaci�n de equilibrio general," Borradores de Economia, Banco de la Republica, number 8890, Aug.
  7. Adam E Clements & Annastiina Silvennoinen, 2011, "Volatility timing and portfolio selection: How best to forecast volatility," NCER Working Paper Series, National Centre for Econometric Research, number 76, Oct.

2010

  1. Jana Eklund & George Kapetanios & Simon Price, 2010, "Forecasting in the presence of recent structural change," Bank of England Staff Working Paper series, Bank of England, number 406, Dec.
  2. Pietro Bonaldi & Andrés González & Diego Rodríguez, 2010, "Importancia de las rigideces nominales y reales en Colombia: un enfoque de equilibrio general dinámico y estocástico," Borradores de Economia, Banco de la Republica de Colombia, number 591, Mar, DOI: 10.32468/be.591.
  3. Hernando Vargas Herrera & Franz Hamann & Andrés González, 2010, "Efectos de la política monetaria sobre las tasas de interés de los créditos hipotecarios en Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 592, Mar, DOI: 10.32468/be.592.
  4. Andrés González & Omar Mendoza & Hernán Rincón & Norberto Rodríguez, 2010, "Ciclo económico y efecto inflacionario de la depreciación de la moneda," Borradores de Economia, Banco de la Republica de Colombia, number 611, Jun, DOI: 10.32468/be.611.
  5. Pietro Bonaldi & Andr�s Gonz�lez & Diego Rodr�guez, 2010, "Importancia de las rigideces nominales y reales en Colombia: un enfoque de equilibrio general din�mico y estoc�stico," Borradores de Economia, Banco de la Republica, number 6857, Mar.
  6. Hernando Vargas Herrera & Franz Hamann & Andr�s Gonz�lez, 2010, "Efectos de la pol�tica monetaria sobre las tasas de inter�s de los cr�ditos hipotecarios en Colombia," Borradores de Economia, Banco de la Republica, number 6858, Mar.
  7. Andr�s Gonz�lez & Omar mendoza & Hern�n Rinc�n & Norberto Rodr�guez, 2010, "Ciclo econ�mico y efecto inflacionario de la depreciaci�n de la moneda," Borradores de Economia, Banco de la Republica, number 7194, Jun.
  8. Adam Clements & Annastiina Silvennoinen, 2010, "Portfolio allocation: Getting the most out of realised volatility," NCER Working Paper Series, National Centre for Econometric Research, number 54, Mar, revised 06 May 2010.
  9. Annastiina Silvennoinen & Susan Thorp, 2010, "Financialization, Crisis and Commodity Correlation Dynamics," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 267, Jan.
  10. Strid, Ingvar & Giordani, Paolo & Kohn, Robert, 2010, "Adaptive hybrid Metropolis-Hastings samplers for DSGE models," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 724, Feb.

2009

  1. David Aikman & Piergiorgio Alessandri & Bruno Eklund & Prasanna Gai & Sujit Kapadia & Elizabeth Martin & Nada Mora & Gabriel Sterne & Matthew Willison, 2009, "Funding liquidity risk in a quantitative model of systemic stability," Bank of England Staff Working Paper series, Bank of England, number 372, Jun.
  2. Andrés González & Kirstin Hubrich & Timo Teräsvirta, 2009, "Forecasting inflation with gradual regime shifts and exogenous information," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-03, Jan.
  3. Pietro Bonaldi & . Andrés González & Juan David Prada & Diego A.Rodríguez & Luis Eduardo Rojas, 2009, "Método numérico para la calibración de un modelo DSGE," Borradores de Economia, Banco de la Republica de Colombia, number 548, Jan, DOI: 10.32468/be.548.
  4. Hernando Vargas & Andrés González & Eliana González & Jose Vicente Romero & Luis Eduardo Rojas, 2009, "Assessing Inflationary Pressures in Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 558, Apr, DOI: 10.32468/be.558.
  5. Andrés González Gómez & Lavan Mahadeva & Diego Rodríguez & Luis Eduardo Rojas, 2009, "Monetary Policy Forecasting in a DSGE Model with Data that is Uncertain, Unbalanced and About the Future," Borradores de Economia, Banco de la Republica de Colombia, number 559, Apr, DOI: 10.32468/be.559.
  6. Pietro Bonaldi & Andr�s Gonz�lez & Juan David Prada & Diego A. Rodr�guez, 2009, "M�todo num�rico para la calibraci�n de un modelo DSGE," Borradores de Economia, Banco de la Republica, number 5265, Jan.
  7. Adam Clements & Annastiina Silvennoinen, 2009, "On the economic benefit of utility based estimation of a volatility model," NCER Working Paper Series, National Centre for Econometric Research, number 44, Jul.

2008

  1. Christina Amado & Timo Teräsvirta, 2008, "Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-08, Jan.
  2. Jana Eklund & George Kapetanios, 2008, "A Review of Forecasting Techniques for Large Data Sets," Working Papers, Queen Mary University of London, School of Economics and Finance, number 625, Mar.
  3. Richard Harrison & George Kapetanios & Alasdair Scott & Jana Eklund, 2008, "Breaks in DSGE models," 2008 Meeting Papers, Society for Economic Dynamics, number 657.
  4. Andrés González & Hernán Rincón & Norberto Rodríguez, 2008, "La transmisión de los choques a la tasa de cambio sobre la inflación de los bienes importados en presencia de asimetrías," Borradores de Economia, Banco de la Republica de Colombia, number 532, Oct, DOI: 10.32468/be.532.
  5. Andr�s Gonz�lez & Hern�n Rinc�m & Norberto Rodr�guez, 2008, "La transmisi�n de los choques a la tasa de cambio sobre la inflaci�n," Borradores de Economia, Banco de la Republica, number 5089, Oct.
  6. Annastiina Silvennoinen & Timo Teräsvirta, 2008, "Modelling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH Model," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-05, Jan.
  7. Annastiina Silvennoinen & Timo Teräsvirta, 2008, "Multivariate GARCH models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-06, Jan.
  8. Changli He & Annastiina Silvennoinen & Timo Teräsvirta, 2008, "Parameterizing unconditional skewness in models for financial time series," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-07, Jan.
  9. Strid, Ingvar, 2008, "Metropolis-Hastings prefetching algorithms," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 706, Dec, revised 02 Dec 2009.
  10. Strid, Ingvar & Walentin, Karl, 2008, "Block Kalman filtering for large-scale DSGE models," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 224, Jun.
  11. Anne Péguin-Feissolle & Birgit Strikholm & Timo Teräsvirta, 2008, "Testing the Granger noncausality hypothesis in stationary nonlinear models of unknown functional form," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-19, Apr.

2007

  1. Alastair Cunningham & Jana Eklund & Christopher Jeffery & George Kapetanios & Vincent Labhard, 2007, "A state space approach to extracting the signal from uncertain data," Bank of England Staff Working Paper series, Bank of England, number 336, Nov.
  2. Eklund, Jana & Karlsson, Sune, 2007, "An Embarrassment of Riches: Forecasting Using Large Panels," Working Papers, Örebro University, School of Business, number 2007:1, Mar.
  3. Eklund, Jana & Karlsson, Sune, 2007, "Computational Efficiency in Bayesian Model and Variable Selection," Working Papers, Örebro University, School of Business, number 2007:4, Sep.
  4. Bruno Eklund, 2007, "Predicting recessions with leading indicators: An application on the Icelandic economy," Economics, Department of Economics, Central bank of Iceland, number wp33_bruno, Jan.
  5. Bruno Eklund, 2007, "Forecasting the Icelandic business cycle using vector autoregressive models," Economics, Department of Economics, Central bank of Iceland, number wp36, Sep.
  6. Nakatani, Tomoaki & Teräsvirta, Timo, 2007, "Positivity Constraints on the Conditional Variances in the Family of Conditional Correlation GARCH Models," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 675, Oct, revised 14 Feb 2008.
  7. Nakatani, Tomoaki & Teräsvirta, Timo, 2007, "Testing for Volatility Interactions in the Constant Conditional Correlation GARCH Model," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 649, Jan, revised 04 May 2008.

2006

  1. Andrés González & Luis Fernando Melo & Carlos Esteban Posada, 2006, "Inflación y dinero en Colombia: otro modelo P-estrella," Borradores de Economia, Banco de la Republica de Colombia, number 418, Nov, DOI: 10.32468/be.418.
  2. Timo Terasvirta & Andrés González, 2006, "Modelling autoregressive processes with a shifting mean," Borradores de Economia, Banco de la Republica de Colombia, number 420, Dec, DOI: 10.32468/be.420.
  3. Luis Eduardo Arango & Andrés González & John Jairo León & Luis Fernando Melo, 2006, "Efectos de los cambios en la tasa de intervención del Banco de la República sobre la estructura a plazo," Borradores de Economia, Banco de la Republica de Colombia, number 424, Dec, DOI: 10.32468/be.424.
  4. Luis Eduardo Arango & Andr�s Gonz�lez & Jhon Jairo Le�n & Luis Fernando Melo, 2006, "Efectos de los cambios en la tasa de intervenci�n del Banco de la Rep�blica sobre la estructura a plazo," Borradores de Economia, Banco de la Republica, number 2425, Dec.
  5. Andr�s Gonz�lez & Luis Fernando Melo & Carlos Esteban Posada, 2006, "Inflaci�n y dinero en Colombia: otro modelo P-estrella," Borradores de Economia, Banco de la Republica, number 2851, Nov.
  6. Marzo, Massimiliano & Strid, Ingvar & Zagaglia, Paolo, 2006, "Optimal Opportunistic Monetary Policy in a New-Keynesian Model," Research Papers in Economics, Stockholm University, Department of Economics, number 2006:8, Sep.
  7. Paolo Zagaglia & Massimiliano Marzo & Ingvar Strid, 2006, "Optimal Simple Nonlinear Rules for Monetary Policy in a New-Keynesian Model," Computing in Economics and Finance 2006, Society for Computational Economics, number 392, Jul.
  8. Ingvar Strid, 2006, "Parallel particle filters for likelihood evaluation in DSGE models: An assessment," Computing in Economics and Finance 2006, Society for Computational Economics, number 395, Jul.
  9. Strikholm, Birgit, 2006, "Determining the number of breaks in a piecewise linear regression model," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 648, Dec.

2005

  1. Eklund, Jana & Karlsson, Sune, 2005, "Forecast Combination and Model Averaging Using Predictive Measures," CEPR Discussion Papers, Centre for Economic Policy Research, number 5268, Oct.
  2. González, Andrés & Teräsvirta, Timo, 2005, "Simulation-based finite-sample linearity test against smooth transition models," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 603, Aug.
  3. Nakatani, Tomoaki & Sato, Kazuo, 2005, "Truncation and Endogenous Stratification in Various Count Data Models for Recreation Demand Analysis," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 615, Nov.
  4. Silvennoinen, Annastiina & Teräsvirta, Timo, 2005, "Multivariate Autoregressive Conditional Heteroskedasticity with Smooth Transitions in Conditional Correlations," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 577, Jan, revised 01 Oct 2005.
  5. Strikholm, Birgit & Teräsvirta, Timo, 2005, "Determining the Number of Regimes in a Threshold Autoregressive Model Using Smooth Transition Autoregressions," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 578, Jan, revised 11 Feb 2005.

2004

  1. González Gómez, Andrés, 2004, "A smooth permanent surge process," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 572, Dec.
  2. Salabasis, Mickael, 2004, "Parametric covariance matrix modeling in Bayesian panel regression," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 565, Sep, revised 16 Feb 2005.
  3. Mickael Salabasis & Sune Karlsson, 2004, "Seasonality, Cycles and Unit Roots," Econometric Society 2004 Australasian Meetings, Econometric Society, number 268, Aug.

2003

  1. Eklund, Bruno, 2003, "A nonlinear alternative to the unit root hypothesis," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 547, Nov.
  2. Eklund, Bruno & Teräsvirta, Timo, 2003, "Testing constancy of the error covariance matrix in vector models," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 549, Nov, revised 18 Jan 2006.
  3. Eklund, Bruno, 2003, "Testing the unit root hypothesis against the logistic smooth transition autoregressive model," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 546, Nov.
  4. Eklund, Bruno, 2003, "Estimating confidence regions over bounded domains," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 548, Nov.
  5. Ericsson, Johan & Karlsson, Sune, 2003, "Choosing Factors in a Multifactor Asset Pricing Model: A Bayesian Approach," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 524, Apr, revised 12 Feb 2004.
  6. Ericsson, Johan & González, Andrés, 2003, "Is Momentum Due to Data-Snooping?," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 536, Sep.

2002

  1. He, Changli & Teräsvirta, Timo & González, Andres, 2002, "Testing parameter constancy in stationary vector autoregressive models against continuous change," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 507, Aug, revised 11 Jul 2005.

2001

  1. Luis Eduardo Arango & Andrés González & Carlos Esteban Posada, 2001, "Returns and Interest Rate: A Nonlinear Relationship in the Bogotá Stock Market," Borradores de Economia, Banco de la Republica de Colombia, number 169, Jan, DOI: 10.32468/be.169.
  2. Ekberg, John & Salabasis, Mickael, 2001, "The Firm Size Effect: fact or artifact?," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 462, Sep.
  3. van Dijk, D.J.C. & Strikholm, B. & Terasvirta, T., 2001, "The effects of institutional and technological change and business cycle fluctiations on seasonal patterns in quarterly industrial production series," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2001-12, Mar.

2000

  1. Cristina Fernández & Andrés González, 2000, "Integración y Vulneralidad Externa en Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 156, Aug, DOI: 10.32468/be.156.
  2. Salabasis, Mickael & Villani, Mattias, 2000, "Panel Regression with Unobserved Classes," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 353, Jan.

1999

  1. Andersson, Michael K. & Eklund, Bruno & Lyhagen, Johan, 1999, "An ARCH Robust STAR Test," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 317, May.
  2. Andersson, Michael K. & Eklund, Bruno & Lyhagen, Johan, 1999, "A Simple Linear Time Series Model with Misleading Nonlinear Properties," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 300, Feb.
  3. Luis Eduardo Arango & Andrés González, 1999, "A Nonlinear Specification of Demand for Narrow Money in Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 135, Oct, DOI: 10.32468/be.135.
  4. Carlos Felipe Jaramillo & Edgar Caicedo & Adolfo Cobo & Andrés González & Munir Jalil & Juan Manuel Julio & Luis Fernando Melo, 1999, "La Inflación Básica en Colombia: Evaluación de Indicadores Alternativos," Borradores de Economia, Banco de la Republica de Colombia, number 136, Nov, DOI: 10.32468/be.136.

1998

  1. Luis Eduardo Arango & Andrés González, 1998, "Some Evidence of Smooth Transition Nonlinearity in Colombian Inflation," Borradores de Economia, Banco de la Republica de Colombia, number 105, Sep, DOI: 10.32468/be.105.

1997

  1. Carlos Esteban Posada & Andrés Gonzalez, 1997, "El Mercado Laboral Urbano: Empleo, Desempleo y Salario Real en Colombia entre 1985 y 1996," Borradores de Economia, Banco de la Republica de Colombia, number 084, Nov, DOI: 10.32468/be.84.

Journal articles

2025

  1. Campos-Martins, Susana & Amado, Cristina, 2025, "Modelling dynamic interdependence in nonstationary variances with an application to carbon markets," Journal of Economic Dynamics and Control, Elsevier, volume 173, issue C, DOI: 10.1016/j.jedc.2025.105062.
  2. Cristina Amado, 2025, "Outlier Robust Specification of Multiplicative Time-Varying Volatility Models," Computational Economics, Springer;Society for Computational Economics, volume 66, issue 5, pages 4107-4135, November, DOI: 10.1007/s10614-024-10838-4.
  3. Changli He & Jian Kang & Annastiina Silvennoinen & Timo Teräsvirta, 2025, "The Effect of the North Atlantic Oscillation on Monthly Precipitation in Selected European Locations: A Non‐Linear Time Series Approach," Environmetrics, John Wiley & Sons, Ltd., volume 36, issue 2, March, DOI: 10.1002/env.2896.

2024

  1. He, Changli & Kang, Jian & Silvennoinen, Annastiina & Teräsvirta, Timo, 2024, "Long monthly temperature series and the Vector Seasonal Shifting Mean and Covariance Autoregressive model," Journal of Econometrics, Elsevier, volume 239, issue 1, DOI: 10.1016/j.jeconom.2023.105494.
  2. Silvennoinen, Annastiina & Teräsvirta, Timo, 2024, "Consistency and asymptotic normality of maximum likelihood estimators of a multiplicative time-varying smooth transition correlation GARCH model," Econometrics and Statistics, Elsevier, volume 32, issue C, pages 57-72, DOI: 10.1016/j.ecosta.2021.07.008.

2023

  1. Brendan Epstein & Alan Finkelstein Shapiro & Andrés González Gómez, 2023, "Firm creation, entry costs, and house‐price volatility," Scandinavian Journal of Economics, Wiley Blackwell, volume 125, issue 3, pages 688-716, July, DOI: 10.1111/sjoe.12517.
  2. Ponzoa, José M. & Gómez, Andrés & Mas, José M., 2023, "EU27 and USA institutions in the digital ecosystem: Proposal for a digital presence measurement index," Journal of Business Research, Elsevier, volume 154, issue C, DOI: 10.1016/j.jbusres.2022.113354.
  3. He, Changli & Kang, Jian & Silvennoinen, Annastiina & Teräsvirta, Timo, 2023, "Long monthly European temperature series and the North Atlantic Oscillation," Energy Economics, Elsevier, volume 126, issue C, DOI: 10.1016/j.eneco.2023.107003.
  4. Anthony D. Hall & Annastiina Silvennoinen & Timo Teräsvirta, 2023, "Building Multivariate Time-Varying Smooth Transition Correlation GARCH Models, with an Application to the Four Largest Australian Banks," Econometrics, MDPI, volume 11, issue 1, pages 1-37, February.

2022

  1. Campos-Martins, Susana & Amado, Cristina, 2022, "Financial market linkages and the sovereign debt crisis," Journal of International Money and Finance, Elsevier, volume 123, issue C, DOI: 10.1016/j.jimonfin.2021.102596.
  2. Hurn Stan & Johnson Nicholas & Silvennoinen Annastiina & Teräsvirta Timo, 2022, "Transition from the Taylor rule to the zero lower bound," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 26, issue 5, pages 635-647, December, DOI: 10.1515/snde-2019-0102.
  3. Jian Kang & Johan Stax Jakobsen & Annastiina Silvennoinen & Timo Teräsvirta & Glen Wade, 2022, "A Parsimonious Test of Constancy of a Positive Definite Correlation Matrix in a Multivariate Time-Varying GARCH Model," Econometrics, MDPI, volume 10, issue 3, pages 1-41, August.

2019

  1. Ignacio Lozano-Espitia & Fernando Arias-Rodríguez & Jesus Bejarano & Andres Gonzalez & Clark Granger-Castaño & Franz Hamann & Yurany Hernández-Turca & Juan Manuel Julio-Román & Martha López & Juan C. , 2019, "La política fiscal y la estabilización macroeconómica en Colombia," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, issue 90, pages 1-60, April.
  2. Adam Clements & Ayesha Scott & Annastiina Silvennoinen, 2019, "Volatility-dependent correlations: further evidence of when, where and how," Empirical Economics, Springer, volume 57, issue 2, pages 505-540, August, DOI: 10.1007/s00181-018-1473-0.

2018

  1. Fernández, Andrés & González, Andrés & Rodríguez, Diego, 2018, "Sharing a ride on the commodities roller coaster: Common factors in business cycles of emerging economies," Journal of International Economics, Elsevier, volume 111, issue C, pages 99-121, DOI: 10.1016/j.jinteco.2017.11.008.

2017

  1. Cristina Amado & Annastiina Silvennoinen & Timo Terasvirta, 2017, "Modelling and Forecasting WIG20 Daily Returns," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 9, issue 3, pages 173-200, September.
  2. Cristina Amado & Timo Teräsvirta, 2017, "Specification and testing of multiplicative time-varying GARCH models with applications," Econometric Reviews, Taylor & Francis Journals, volume 36, issue 4, pages 421-446, April, DOI: 10.1080/07474938.2014.977064.
  3. Andrés González, 2017, "Evaluación de pronósticos de modelos lineales y no lineales de la tasa de cambio de Colombia," Vniversitas Económica, Universidad Javeriana - Bogotá, volume 0, issue 0, pages 1-45.
  4. Finkelstein Shapiro, Alan & González Gómez, Andrés, 2017, "Credit market imperfections, labor markets, and leverage dynamics in emerging economies," Journal of International Money and Finance, Elsevier, volume 78, issue C, pages 44-63, DOI: 10.1016/j.jimonfin.2017.08.001.
  5. Brendan Epstein & Alan Finkelstein Shapiro & Andres Gonzalez Gomez, 2017, "Financial Disruptions and the Cyclical Upgrading of Labor," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 26, pages 204-224, October, DOI: 10.1016/j.red.2017.05.001.

2016

  1. Silvennoinen Annastiina & Teräsvirta Timo, 2016, "Testing constancy of unconditional variance in volatility models by misspecification and specification tests," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 20, issue 4, pages 347-364, September, DOI: 10.1515/snde-2015-0033.
  2. A. Stan Hurn & Annastiina Silvennoinen & Timo Teräsvirta, 2016, "A Smooth Transition Logit Model of The Effects of Deregulation in the Electricity Market," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 31, issue 4, pages 707-733, June.
  3. Annastiina Silvennoinen & Susan Thorp, 2016, "Crude Oil and Agricultural Futures: An Analysis of Correlation Dynamics," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 36, issue 6, pages 522-544, June.

2015

  1. Hernando Vargas & Andr�s Gonz�lez & Ignacio Lozano, 2015, "Macroeconomic Gains from Structural Fiscal Policy Adjustments: The Case of Colombia," Economía Journal, The Latin American and Caribbean Economic Association - LACEA, volume 0, issue Spring 20, pages 39-81.
  2. Annastiina Silvennoinen & Timo Ter�svirta, 2015, "Modeling Conditional Correlations of Asset Returns: A Smooth Transition Approach," Econometric Reviews, Taylor & Francis Journals, volume 34, issue 1-2, pages 174-197, February, DOI: 10.1080/07474938.2014.945336.

2014

  1. Amado, Cristina & Teräsvirta, Timo, 2014, "Modelling changes in the unconditional variance of long stock return series," Journal of Empirical Finance, Elsevier, volume 25, issue C, pages 15-35, DOI: 10.1016/j.jempfin.2013.09.003.
  2. Cristina Amado & Timo Teräsvirta, 2014, "Conditional Correlation Models of Autoregressive Conditional Heteroscedasticity With Nonstationary GARCH Equations," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 32, issue 1, pages 69-87, January, DOI: 10.1080/07350015.2013.847376.
  3. Alexander Guarín & Andrés González & Daphné Skandalis & Daniela Sánchez, 2014, "An Early Warning Model for Predicting Credit Booms Using Macroeconomic Aggregates," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, volume 32, issue 73, pages 77-86, July, DOI: 10.1016/S0120-4483(14)70020-X.
  4. Andrés González & Martha L�pez & Norberto Rodr�guez & Santiago T�llez, 2014, "Fiscal Policy in a Small Open Economy with Oil Sector and non-Ricardian Agents," Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE.

2013

  1. Amado, Cristina & Teräsvirta, Timo, 2013, "Modelling volatility by variance decomposition," Journal of Econometrics, Elsevier, volume 175, issue 2, pages 142-153, DOI: 10.1016/j.jeconom.2013.03.006.
  2. Jana Eklund & George Kapetanios & Simon Price, 2013, "Robust Forecast Methods and Monitoring during Structural Change," Manchester School, University of Manchester, volume 81, issue , pages 3-27, October.
  3. Andrés González & Segio Ocampo & Julián Pérez & Diego Rodríguez, 2013, "Output Gap and Neutral Interest Measures of Colombia," Monetaria, CEMLA, volume 0, issue 2, pages 231-286, July-Dece.
  4. Andrés González & Sergio Ocampo & Julián Pérez & Diego Rodríguez, 2013, "Brecha del producto y medidas de la tasa de interés neutral para Colombia," Monetaria, CEMLA, volume 0, issue 2, pages 251-310, julio-dic.
  5. Clements, A. & Silvennoinen, A., 2013, "Volatility timing: How best to forecast portfolio exposures," Journal of Empirical Finance, Elsevier, volume 24, issue C, pages 108-115, DOI: 10.1016/j.jempfin.2013.09.004.
  6. Silvennoinen, Annastiina & Thorp, Susan, 2013, "Financialization, crisis and commodity correlation dynamics," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 24, issue C, pages 42-65, DOI: 10.1016/j.intfin.2012.11.007.

2012

  1. Anders Gustavsson & Linus Jönsson & Johan Parmler & Niels Andreasen & Carina Wattmo & Åsa Wallin & Lennart Minthon, 2012, "Disease progression and costs of care in Alzheimer’s disease patients treated with donepezil: a longitudinal naturalistic cohort," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), volume 13, issue 5, pages 561-568, October, DOI: 10.1007/s10198-011-0334-y.
  2. Andrés González & Sergio Ocampo & Diego Rodríguez & Norberto Rodríguez, 2012, "Asimetrías del empleo y el producto, una aproximación de equilibrio general," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, volume 30, issue 68, pages 218-272, June, DOI: 10.32468/Espe.6805.
  3. Juan José Echavarría & Andrés González, 2012, "Choques internacionales reales y financieros y su impacto sobre la economía colombiana," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, volume 30, issue 69, pages 14-66, December, DOI: 10.32468/Espe.6901.

2011

  1. Andrés González & Lavan Mahadeva & Juan D. Prada & Diego Rodríguez, 2011, "Policy Analysis Tool Applied to Colombian Needs: Patacon Model Description," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, volume 29, issue 66, pages 222-245, December, DOI: 10.32468/Espe.6606.
  2. Andrés González & Lavan Mahadeva & Diego Rodríguez & Luis Rojas, 2011, "Overcoming the Forecasting Limitations of Forward-Looking Theory Based Models," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, volume 29, issue 66, pages 246-294, December, DOI: 10.32468/Espe.6607.
  3. Pietro Bonaldi & Andrés González & Diego Rodríguez, 2011, "Importancia de las rigideces nominales y reales en Colombia: un enfoque de equilibrio general dinámico y estocástico," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, volume 29, issue 66, pages 48-78, December, DOI: 10.32468/Espe.6602.
  4. Andrés Gonzalez & Franz Hamann, 2011, "Lack of Credibility, Inflation Persistence and Disinflation in Colombia," Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE.
  5. Pietro Bonaldi & Juan D. Prada & Andr�s Gonz�lez & Diego Rodr�guez, 2011, "Método numérico para la calibración de un modelo dsge," Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE.

2010

  1. Franz Hamann & Hernando Vargas & Andr�s G�nzalez, 2010, "Efectos de la política monetaria sobre las tasas de interés de los créditos hipotecarios en Colombia," Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE.
  2. Strid, Ingvar, 2010, "Efficient parallelisation of Metropolis-Hastings algorithms using a prefetching approach," Computational Statistics & Data Analysis, Elsevier, volume 54, issue 11, pages 2814-2835, November.

2009

  1. Alastair Cunningham & Jana Eklund & Chris Jeffery & George Kapetanios & Vincent Labhard, 2009, "A State Space Approach to Extracting the Signal From Uncertain Data," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 30, issue 2, pages 173-180, March, DOI: 10.1198/jbes.2009.08171.
  2. Andres Gonzalez & Luis Melo & Carlos Posada, 2009, "Inflation and money in Colombia: another P-Star model," Applied Economics, Taylor & Francis Journals, volume 41, issue 10, pages 1321-1329, DOI: 10.1080/00036840701704493.
  3. Changli He & Timo Terasvirta & Andres Gonzalez, 2009, "Testing Parameter Constancy in Stationary Vector Autoregressive Models Against Continuous Change," Econometric Reviews, Taylor & Francis Journals, volume 28, issue 1-3, pages 225-245, DOI: 10.1080/07474930802388041.
  4. Tomoaki Nakatani & Timo Terasvirta, 2009, "Testing for volatility interactions in the Constant Conditional Correlation GARCH model," Econometrics Journal, Royal Economic Society, volume 12, issue 1, pages 147-163, March.
  5. Annastiina Silvennoinen & Timo Teräsvirta, 2009, "Modeling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH Model," Journal of Financial Econometrics, Oxford University Press, volume 7, issue 4, pages 373-411, Fall.
  6. Marzo, Massimiliano & Strid, Ingvar & Zagaglia, Paolo, 2009, "Nonlinearity in monetary policy: A reconsideration of the opportunistic approach to disinflation," Structural Change and Economic Dynamics, Elsevier, volume 20, issue 4, pages 288-300, December.
  7. Ingvar Strid & Karl Walentin, 2009, "Block Kalman Filtering for Large-Scale DSGE Models," Computational Economics, Springer;Society for Computational Economics, volume 33, issue 3, pages 277-304, April, DOI: 10.1007/s10614-008-9160-4.

2008

  1. Eklund, Jana & Kapetanios, George, 2008, "A review of forecasting techniques for large datasets," National Institute Economic Review, National Institute of Economic and Social Research, volume 203, issue , pages 109-115, January.
  2. González Andrés & Teräsvirta Timo, 2008, "Modelling Autoregressive Processes with a Shifting Mean," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 12, issue 1, pages 1-28, March, DOI: 10.2202/1558-3708.1459.
  3. Luis Eduardo Arango & Andrés González & John Jairo León & Luis Fernando Melo., 2008, "Cambios de la Tasa de Política y su Efecto en la Estructura a Plazo de Colombia," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., volume 45, issue 132, pages 257-291.
  4. Nakatani, Tomoaki & Teräsvirta, Timo, 2008, "Positivity constraints on the conditional variances in the family of conditional correlation GARCH models," Finance Research Letters, Elsevier, volume 5, issue 2, pages 88-95, June.
  5. Changli He & Annastiina Silvennoinen & Timo Teräsvirta, 2008, "Parameterizing Unconditional Skewness in Models for Financial Time Series," Journal of Financial Econometrics, Oxford University Press, volume 6, issue 2, pages 208-230, Spring.

2007

  1. Jana Eklund & Sune Karlsson, 2007, "Forecast Combination and Model Averaging Using Predictive Measures," Econometric Reviews, Taylor & Francis Journals, volume 26, issue 2-4, pages 329-363, DOI: 10.1080/07474930701220550.
  2. Eklund, Bruno & Terasvirta, Timo, 2007, "Testing constancy of the error covariance matrix in vector models," Journal of Econometrics, Elsevier, volume 140, issue 2, pages 753-780, October.
  3. Johan Parmler & Andres Gonzalez, 2007, "Is Momentum Due to Data-snooping?," The European Journal of Finance, Taylor & Francis Journals, volume 13, issue 4, pages 301-318, DOI: 10.1080/13518470600880127.

2006

  1. Irandoust, Manuchehr & Ekblad, Kristin & Parmler, Johan, 2006, "Bilateral trade flows and exchange rate sensitivity: Evidence from likelihood-based panel cointegration," Economic Systems, Elsevier, volume 30, issue 2, pages 170-183, June.
  2. Andrés González & Timo Teräsvirta, 2006, "Simulation‐based Finite Sample Linearity Test against Smooth Transition Models," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 68, issue s1, pages 797-812, December, DOI: 10.1111/j.1468-0084.2006.00457.x.
  3. Birgit Strikholm & Timo Teräsvirta, 2006, "A sequential procedure for determining the number of regimes in a threshold autoregressive model," Econometrics Journal, Royal Economic Society, volume 9, issue 3, pages 472-491, November.

2005

  1. Eklund, Bruno, 2005, "Estimating confidence regions over bounded domains," Computational Statistics & Data Analysis, Elsevier, volume 49, issue 2, pages 349-360, April.
  2. Irandoust, Manuchehr & Ericsson, Johan, 2005, "Foreign aid, domestic savings, and growth in LDCs: An application of likelihood-based panel cointegration," Economic Modelling, Elsevier, volume 22, issue 4, pages 616-627, July.

2004

  1. Manuchehr Irandoust & Johan Ericsson, 2004, "Are Imports and Exports Cointegrated? An International Comparison," Metroeconomica, Wiley Blackwell, volume 55, issue 1, pages 49-64, February, DOI: 10.1111/j.0026-1386.2004.00182.x.
  2. Ericsson, Johan & Irandoust, Manuchehr, 2004, "The productivity-bias hypothesis and the PPP theorem: new evidence from panel vector autoregressive models," Japan and the World Economy, Elsevier, volume 16, issue 2, pages 121-138, April.

2003

  1. Dick van Dijk 1 & Birgit Strikholm & Timo Teräsvirta, 2003, "The effects of institutional and technological change and business cycle fluctuations on seasonal patterns in quarterly industrial production series," Econometrics Journal, Royal Economic Society, volume 6, issue 1, pages 79-98, June.

2002

  1. L. E. Arango & A. Gonzalez & C. E. Posada, 2002, "Returns and the interest rate: a non-linear relationship in the Bogotastock market," Applied Financial Economics, Taylor & Francis Journals, volume 12, issue 11, pages 835-842, DOI: 10.1080/09603100110094493.

2001

  1. Luis Arango & Andres Gonzalez, 2001, "Some evidence of smooth transition nonlinearity in Colombian inflation," Applied Economics, Taylor & Francis Journals, volume 33, issue 2, pages 155-162, DOI: 10.1080/00036840122443.

2000

  1. Luis E. Arango & Andrés González, 2000, "A Nonlinear Specification of Demand for Cash in Colombia," Money Affairs, CEMLA, volume 0, issue 2, pages 207-226, July-Dece.
  2. Cristina Fernández & Andr�s Gonz�lez G., 2000, "Integración y vulnerabilidad externa en Colombia," Coyuntura Económica, Fedesarrollo.

1999

  1. Andersson, Michael K. & Eklund, Bruno & Lyhagen, Johan, 1999, "A simple linear time series model with misleading nonlinear properties," Economics Letters, Elsevier, volume 65, issue 3, pages 281-284, December.

Chapters

2016

  1. Andrés González & Franz Hamann & Diego Rodríguez, 2016, "Macroprudential policies in a commodity exporting economy," BIS Papers chapters, Bank for International Settlements, in: Bank for International Settlements, "Macroprudential policy".

2013

  1. Hernando Vargas & Andrés González & Diego Rodríguez, 2013, "Foreign exchange intervention in Colombia," BIS Papers chapters, Bank for International Settlements, in: Bank for International Settlements, "Sovereign risk: a world without risk-free assets?".

2012

  1. Hernando Vargas & Andrés Gonzalez & Ignacio Lozano, 2012, "Macroeconomic effects of structural fiscal policy changes in Colombia," BIS Papers chapters, Bank for International Settlements, in: Bank for International Settlements, "Fiscal policy, public debt and monetary policy in emerging market economies".

2011

  1. David Aikman & Piergiorgio Alessandri & Bruno Eklund & Prasanna Gai & Sujit Kapadia & Elizabeth Martin & Nada Mora & Gabriel Sterne & Matthew Willison, 2011, "Funding Liquidity Risk in a Quantitative Model of Systemic Stability," Central Banking, Analysis, and Economic Policies Book Series, Central Bank of Chile, chapter 12, in: Rodrigo Alfaro, "Financial Stability, Monetary Policy, and Central Banking".

2010

  1. Hernando Vargas & Andrés González & Eliana González & José Vicente Romero & José Luis Eduardo Rojas, 2010, "Assessing inflationary pressures in Colombia," BIS Papers chapters, Bank for International Settlements, in: Bank for International Settlements, "Monetary policy and the measurement of inflation: prices, wages and expectations".

Software components

2017

  1. Brendan Epstein & Alan Finkelstein Shapiro & Andres Gonzalez Gomez, 2017, "Code and data files for "Financial Disruptions and the Cyclical Upgrading of Labor"," Computer Codes, Review of Economic Dynamics, number 16-15, revised .

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