Research classified by Journal of Economic Literature (JEL) codes

---

Top JEL
/ C: Mathematical and Quantitative Methods
/ / C2: Single Equation Models; Single Variables
/ / / C22: Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes

2005

• Dhehibi, Boubaker & Lachaal, Lassaad & Chebil, Ali, 2005, "Demand Analysis for Fish in Tunisia: An Empirical Approach," 2005 International Congress, August 23-27, 2005, Copenhagen, Denmark, European Association of Agricultural Economists, number 24715, DOI: 10.22004/ag.econ.24715.
• Frey, Giliola & Manera, Matteo, 2005, "Econometric Models of Asymmetric Price Transmission," International Energy Markets Working Papers, Fondazione Eni Enrico Mattei (FEEM), number 12122, DOI: 10.22004/ag.econ.12122.
• Brosig, Stephan & Yakhshilikov, Yorbol, 2005, "Interregional Integration Of Wheat Markets In Kazakhstan," IAMO Discussion Papers, Institute of Agricultural Development in Transition Economies (IAMO), number 14921, DOI: 10.22004/ag.econ.14921.
• Orregaard Nielsen, Morten & Frederiksen, Per, 2005, "Finite Sample Comparison of Parametric, Semiparametric, and Wavelet Estimators of Fractional Integration," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273666, Jul, DOI: 10.22004/ag.econ.273666.
• Orregaard Nielsen, Morten & Frederiksen, Per, 2005, "Finite Sample Comparison of Parametric, Semiparametric, and Wavelet Estimators of Fractional Integration," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273667, Jul, DOI: 10.22004/ag.econ.273667.
• Orregaard Nielsen, Morten & Houmann Frederiksen, Per, 2005, "Finite Sample Accuracy of Integrated Volatility Estimators," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273721, Jan, DOI: 10.22004/ag.econ.273721.
• Silva, Washington Santos da & Sáfadi, Thelma & Castro Junior, Luiz Gonzaga de, undated, "Uma análise empírica da volatilidade do retorno de commodities agrícolas utilizando modelos ARCH: os casos do café e da soja," Brazilian Journal of Rural Economy and Sociology (Revista de Economia e Sociologia Rural-RESR), Sociedade Brasileira de Economia e Sociologia Rural, volume 43, issue 01, pages 1-16, DOI: 10.22004/ag.econ.156123.
• SOUZA, Nali de Jesus de & STULP, Valter José, undated, "Relações de trocas e causalidade de Granger entre preços pagos e recebidos pela agricultura brasileira, 1986/2004," Brazilian Journal of Rural Economy and Sociology (Revista de Economia e Sociologia Rural-RESR), Sociedade Brasileira de Economia e Sociologia Rural, volume 43, issue 2, pages 1-19, DOI: 10.22004/ag.econ.156203.
• Eurilton Araújo & Luciane Carpena & Alexandre Cunha, 2005, "Brazilian Business Cycles And Growth From 1850 To 2000," Anais do XXXIII Encontro Nacional de Economia [Proceedings of the 33rd Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 030.
• Márcio Holland, 2005, "Monetary And Exchange Rate Policy In Brazil After Inflation Targeting," Anais do XXXIII Encontro Nacional de Economia [Proceedings of the 33rd Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 032.
• Antonio Tiago Loureiro Araújo dos Santos & Gilberto Tadeu Lima & Veridiana Ramos da Silva Carvalho, 2005, "A Restrição Externa Como Fator Limitante Do Crescimento Econômico Brasileiro: Um Teste Empírico," Anais do XXXIII Encontro Nacional de Economia [Proceedings of the 33rd Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 066.
• Mariam Camarero & Josep Lluis Carrion Silvestre & Cecilio Tamarit, 2005, "Unemployment dynamics and NAIRU estimates for CEECs : A univariate approach," Working Papers in Economics, Universitat de Barcelona. Espai de Recerca en Economia, number 131.
• Maria Neycheva, 2005, "The Impact of the Fisc on Macroeconomic Fluctuations in Bulgarian Economy," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 3, pages 42-59.
• Oberhofer, Walter & Haupt, Harry, 2005, "Consistency of nonlinear regression quantiles under Type I censoring weak dependence and general covariate design," University of Regensburg Working Papers in Business, Economics and Management Information Systems, University of Regensburg, Department of Economics, number 406.
• Anthony Garratt & Shaun P Vahey, 2005, "UK Real-Time Macro Data Characteristics," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 0502, Jan.
• Patrick Lünnemann & Thomas Y. Mathä, 2005, "Nominal rigidities and inflation persistence in Luxembourg: a comparison with EU 15 member countries with particular focus on services and regulated prices," BCL working papers, Central Bank of Luxembourg, number 14, Apr.
• Máximo Camacho & Gabriel Pérez-Quirós, 2005, "Jump-and-rest effect of U.S. business cycles," Working Papers, Banco de España, number 0507, Mar.
• Máximo Camacho & Gabriel Pérez-Quirós & Lorena Saiz, 2005, "Do european business cycles look like one?," Working Papers, Banco de España, number 0518, Aug.
• Martha Misas & María Teresa Ramírez, 2005, "Depressions in the Colombian Economic Growth Durng the XX Century: A Markov Switching Regime Model," Borradores de Economia, Banco de la Republica de Colombia, number 340, Jun, DOI: 10.32468/be.340.
• Juan Manuel Julio & Norberto Rodríguez & Hector Zárate, 2005, "Estimating the COP Exchange Rate Volatility Smile and the Market Effect of Central Bank Interventions: A CHARN Approach," Borradores de Economia, Banco de la Republica de Colombia, number 347, Aug, DOI: 10.32468/be.347.
• Luz Adriana Flórez & Carlos Esteban Posada & José Fernando Escobar, 2005, "Crédito y depósitos bancarios en Colombia (1990-2004): una relación de largo plazo," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, volume 23, issue 48, pages 12-63, Junio, DOI: 10.32468/Espe.4801.
• Mancini, Loriano & Ronchetti, Elvezio & Trojani, Fabio, 2005, "Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models," Journal of the American Statistical Association, American Statistical Association, volume 100, pages 628-641, June.
• Giacomini, Raffaella & Komunjer, Ivana, 2005, "Evaluation and Combination of Conditional Quantile Forecasts," Journal of Business & Economic Statistics, American Statistical Association, volume 23, pages 416-431, October.
• Jushan Bai & Serena Ng, 2005, "Tests for Skewness, Kurtosis, and Normality for Time Series Data," Journal of Business & Economic Statistics, American Statistical Association, volume 23, pages 49-60, January.
• Laurent Bilke, 2005, "Break in the Mean and Persistence of Inflation: a Sectoral Analysis of French CPI," Working papers, Banque de France, number 122.
• Drumetz, F. & Avouyi-Dovi, S. & Brun, M. & Dreyfus, A. & Oung, V. & Sahuc, J-G., 2005, "La fonction de demande de monnaie pour la zone euro : un réexamen," Bulletin de la Banque de France, Banque de France, issue 142, pages 23-39.
• Suleiman Abu-Bader & Aamer S. Abu-Qarn, 2005, "A Versus K Revisited:Evidence From Selected Mena Countries," Working Papers, Ben-Gurion University of the Negev, Department of Economics, number 0513.
• David Harvey & Stephen Leybourne & A M Robert Taylor, 2005, "On Robust Trend Function Hypothesis Testing," Discussion Papers, Department of Economics, University of Birmingham, number 05-07, Feb.
• Giuseppe Cavaliere & A M Robert Taylor, 2005, "Testing the Null of Co-integration in the Presence of Variance Breaks," Discussion Papers, Department of Economics, University of Birmingham, number 05-10, Apr.
• Wolfgang Franz, 2005, "Will the (German) NAIRU Please Stand Up?," German Economic Review, Verein für Socialpolitik, volume 6, issue 2, pages 131-153, May, DOI: 10.1111/j.1465-6485.2005.00124.x.
• Morten Ørregaard Nielsen, 2005, "Semiparametric Estimation in Time‐Series Regression with Long‐Range Dependence," Journal of Time Series Analysis, Wiley Blackwell, volume 26, issue 2, pages 279-304, March, DOI: 10.1111/j.1467-9892.2005.00401.x.
• Debashish Bhattacherjee, 2005, "The Effects of Group Incentives in an Indian Firm: Evidence from Payroll Data," LABOUR, CEIS, volume 19, issue 1, pages 147-173, March, DOI: 10.1111/j.1467-9914.2005.00288.x.
• Don Bredin & Stilianos Fountas, 2005, "Macroeconomic Uncertainty And Macroeconomic Performance: Are They Related?," Manchester School, University of Manchester, volume 73, issue s1, pages 58-76, September, DOI: 10.1111/j.1467-9957.2005.00461.x.
• David F. Hendry & Carlos Santos, 2005, "Regression Models with Data‐based Indicator Variables," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 67, issue 5, pages 571-595, October, DOI: 10.1111/j.1468-0084.2005.00132.x.
• Heather M. Anderson & Farshid Vahid, 2005, "Nonlinear Correlograms and Partial Autocorrelograms," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 67, issue s1, pages 957-982, December, DOI: 10.1111/j.1468-0084.2005.00147.x.
• Niels Haldrup & Peter Lildholdt, 2005, "Local power functions of tests for double unit roots," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, volume 59, issue 2, pages 159-179, May, DOI: 10.1111/j.1467-9574.2005.00285.x.
• Christopher F. Baum, 2005, "A little bit of Stata programming goes a long way..," Boston College Working Papers in Economics, Boston College Department of Economics, number 612, Jun.
• Christopher F. Baum, 2005, "A little bit of Stata programming goes a long way..," United Kingdom Stata Users' Group Meetings 2005, Stata Users Group, number 16, Mar, revised 08 Jun 2005.
• Pierre Perron & Tomoyoshi Yabu, 2005, "Testing for Shifts in Trend with an Integrated or Stationary Noise Component," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number WP2005-026, Jul.
• Pierre Perron† & Tatsuma Wada, 2005, "Let’s Take a Break: Trends and Cycles in US Real GDP?," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number WP2005-031, Jan, revised Oct 2005.
• Pierre Perron & Tomoyoshi Yabu, 2005, "Estimating Deterministric Trends with an Integrated or Stationary Noise Component," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number WP2005-037, Jul.
• Tatsuma Wada & Pierre Perron, 2005, "An Alternative Trend-Cycle Decomposition using a State Space Model with Mixtures of Normals: Specifications and Applications to International Data," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number WP2005-43, Oct.
• Tatsuma Wada & Pierre Perron, 2005, "An Alternative Trend-Cycle Decomposition using a State Space Model with Mixtures of Normals: Specifications and Applications to International Data," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number WP2005-44, Oct.
• Pierre Perron & Tatsuma Wada, 2005, "Let’s Take a Break: Trends and Cycles in US Real GDP," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number wp2009-006, Jan, revised Feb 2009.
• Raul Crespo, 2005, "Total Factor Productivity: An Unobserved Components Approach," Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK, number 05/579, Dec.
• Guglielmo Maria Caporale & Luis A. Gil-Alana, 2005, "Long Run And Cyclical Dynamics In The Us Stock Market," Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 05-09, Jun.
• Guglielmo Maria Caporale & Luis A. Gil-Alana, 2005, "Testing For Deterministic And Stochastic Cycles In Macroeconomic Time Series," Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 05-11, Jun.
• Tung Liu & Kui-Wai Li, 2005, "Disparity in Factor Contributions between Coastal and Inner Provinces in Post-reform China," Working Papers, Ball State University, Department of Economics, number 200502, Jun, revised Apr 2006.
• Breitung, J. & Pesaran, M.H., 2005, "Unit Roots and Cointegration in Panels," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0535, Aug.
• Pami Dua & Lokendra Kumawat, 2005, "Modelling and Forecasting Seasonality in Indian Macroeconomic Time Series," Working papers, Centre for Development Economics, Delhi School of Economics, number 136, Jul.
• Minford, Patrick & Peel, David, 2005, "On the equality of Real Interest Rates across borders in Integrated Capital Markets," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2005/3, Nov.
• José Ignacio Castillo Manzano & Lourdes López Valpuesta & Javier J. Pérez, 2005, "Análisis del impacto de las leyes de 1992 y 1997 sobre el sistema portuario español," Economic Working Papers at Centro de Estudios Andaluces, Centro de Estudios Andaluces, number E2005/13.
• Miguel A. Delgado & Javier Hidalgo & Carlos Velasco, 2005, "Distribution Free Goodness-of-Fit Tests for Linear Processes," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 482, Jan.
• Myunghwan Seo, 2005, "Unit Root Test in a Threshold Autoregression: Asymptotic Theory and Residual-based Block Bootstrap," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 484, Jan.
• Andrew J. Patton & Allan Timmermann, 2005, "Testable Implications of Forecast Optimality," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 485, Jan.
• Violetta Dalla & Javier Hidalgo, 2005, "A Parametric Bootstrap Test for Cycles," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 486, Feb.
• Peter M Robinson, 2005, "Modelling Memory of Economic and Financial Time Series," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 487, Mar.
• Roberta Colavecchio & Declan Curran & Michael Funke, 2005, "Drifting Together or Falling Apart? The Empirics of Regional Economic Growth in Post-Unification Germany," CESifo Working Paper Series, CESifo, number 1533.
• Joerg Breitung & M. Hashem Pesaran, 2005, "Unit Roots and Cointegration in Panels," CESifo Working Paper Series, CESifo, number 1565.
• Agnès Bénassy-Quéré & Valérie Mignon & Alexis Penot, 2005, "China and the Relationship Between the Oil Price and the Dollar," Working Papers, CEPII research center, number 2005-16, Oct.
• Jean-Marie Dufour, 2005, "Monte Carlo tests with nuisance parameters: a general approach to finite-sample inference and non-standard asymptotics," CIRANO Working Papers, CIRANO, number 2005s-02, Feb.
• Jean-Marie Dufour & Abdeljelil Farhat & Marc Hallin, 2005, "Distribution-Free Bounds for Serial Correlation Coefficients in Heteroskedastic Symmetric Time Series," CIRANO Working Papers, CIRANO, number 2005s-04, Feb.
• Jean-Marie Dufour & Abdeljelil Farhat & Lynda Khalaf, 2005, "Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression," CIRANO Working Papers, CIRANO, number 2005s-05, Feb.
• Nikolay Gospodinov & Ian Irvine, 2005, "A `long march' perspective on tobacco use in Canada," Canadian Journal of Economics, Canadian Economics Association, volume 38, issue 2, pages 366-393, May, DOI: 10.1111/j.0008-4085.2005.00284.x.
• Raffella Giacomini & Barbara Rossi, 2005, "Detecting and Predicting Forecast Breakdowns," UCLA Economics Working Papers, UCLA Department of Economics, number 845, Dec.
• Ana Maria Ib√°nez & Carlos Eduardo VÔøΩlez, 2005, "Civil Conflict And Forced Migration: The Micro Determinantes And The Welfare Losses Of Displacement In Colombia," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 2127, May.
• Martha Misas & Mar�a Teresa Ram�rez, 2005, "Depressions In The Colombian Economic Growth During The Xx Century:A Markov Switching Regime Model," Borradores de Economia, Banco de la Republica, number 2274, Jun.
• Luz Adriana Flórez & Carlos Esteban Posada & Jos� Fernando Escobar, 2005, "Crédito y depósitos bancarios en Colombia (1990-2004): una relación de largo plazo," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, volume 23, issue 48, pages 12-63, DOI: 10.32468/Espe.4801.
• Julio César Alonso & Carlos Patino, 2005, "¿Crecer para exportar o exportar para crecer?," Borradores de Economía y Finanzas, Universidad Icesi, number 3793, Mar.
• Jairo Guillermo Isaza Castro & Carlos Arturo Meza Carvajalino, 2005, "Vectores autoregresivos, cointegración y cambios estructurales: Un análisis formal para la demanda de trabajo en Colombia," Serie de Documentos en Economía y Violencia, Centro de Investigaciones en Violencia, Instituciones y Desarrollo Económico (VIDE), number 3753, Oct.
• SILVESTRINI, Andrea & VEREDAS, David, 2005, "Temporal aggregation of univariate linear time series models," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2005059, Sep.
• PREMINGER, Arie & SAKATA, Shinichi, 2005, "A model selection method for S-estimation," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2005073, Nov.
• Pérez Quirós, Gabriel & Camacho, Máximo & ,, 2005, "Are European Business Cycles Close Enough to be Just One?," CEPR Discussion Papers, Centre for Economic Policy Research, number 4824, Jan.
• Gillman, Max & Nakov, Anton, 2005, "Granger Causality of the Inflation-Growth Mirror in Accession Countries," CEPR Discussion Papers, Centre for Economic Policy Research, number 4845, Jan.
• Pérez Quirós, Gabriel & Camacho, Máximo, 2005, "Jump-and-Rest Effects of US Business Cycles," CEPR Discussion Papers, Centre for Economic Policy Research, number 4975, Mar.
• Aruoba, Boragan, 2005, "Data Revisions Are Not Well-Behaved," CEPR Discussion Papers, Centre for Economic Policy Research, number 5271, Oct.
• Parigi, Giuseppe & Golinelli, Roberto, 2005, "Short-Run Italian GDP Forecasting and Real-Time Data," CEPR Discussion Papers, Centre for Economic Policy Research, number 5302, Oct.
• Kilian, Lutz & Inoue, Atsushi, 2005, "How Useful is Bagging in Forecasting Economic Time Series? A Case Study of US CPI Inflation," CEPR Discussion Papers, Centre for Economic Policy Research, number 5304, Oct.
• Wickens, Michael R. & Polito, Vito, 2005, "Measuring Fiscal Sustainability," CEPR Discussion Papers, Centre for Economic Policy Research, number 5312, Oct.
• Lettau, Martin & Van Nieuwerburgh, Stijn, 2005, "Reconciling the Return Predictability Evidenc: In-Sample Forecasts, Out-of-Sample Forecasts, and Parameter Instability," CEPR Discussion Papers, Centre for Economic Policy Research, number 5355, Nov.
• Timmermann, Allan, 2005, "Forecast Combinations," CEPR Discussion Papers, Centre for Economic Policy Research, number 5361, Nov.
• Eleni Constantinou & Robert Georgiades & Avo Kazandjian & George Kouretas, 2005, "Mean and variance causality between the Cyprus Stock Exchange and major equity markets," Working Papers, University of Crete, Department of Economics, number 0501, Jan.
• Andrea, SILVESTRINI, 2005, "Temporal aggregaton of univariate linear time series models," Discussion Papers (ECON - Département des Sciences Economiques), Université catholique de Louvain, Département des Sciences Economiques, number 2005044, Aug.
• Amaresh DAS, 2005, "Do stock prices and interest rates possess a common trend?," Discussion Papers (REL - Recherches Economiques de Louvain), Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2005042, Dec.
• Lei Gao & Gerhard Kling, 2005, "Calendar Effects in Chinese Stock Market," Annals of Economics and Finance, Society for AEF, volume 6, issue 1, pages 75-88, May.
• Trenkler, Carsten & Wolf, Nikolaus, 2005, "Economic integration across borders: The Polish interwar economy 1921–1937," European Review of Economic History, Cambridge University Press, volume 9, issue 2, pages 199-231, August.
• Phillips, Peter C.B., 2005, "Hac Estimation By Automated Regression," Econometric Theory, Cambridge University Press, volume 21, issue 1, pages 116-142, February.
• Linton, Oliver, 2005, "Nonparametric Inference For Unbalanced Time Series Data," Econometric Theory, Cambridge University Press, volume 21, issue 1, pages 143-157, February.
• Busetti, Fabio & Taylor, A.M. Robert, 2005, "Stationarity Tests For Irregularly Spaced Observations And The Effects Of Sampling Frequency On Power," Econometric Theory, Cambridge University Press, volume 21, issue 4, pages 757-794, August.
• Juhl, Ted & Xiao, Zhijie, 2005, "Partially Linear Models With Unit Roots," Econometric Theory, Cambridge University Press, volume 21, issue 5, pages 877-906, October.
• Mönch, Emanuel & Uhlig, Harald, 2005, "Towards a monthly business cycle chronology for the euro area," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2005-023.
• Kosater, Peter & Mosler, Karl, 2005, "Can Markov-regime switching models improve power price forecasts? Evidence for German daily power prices," Discussion Papers in Econometrics and Statistics, University of Cologne, Institute of Econometrics and Statistics, number 1/05.
• Karuppiah, Jeyanthi & Los, Cornelis A., 2005, "Wavelet multiresolution analysis of high-frequency Asian FX rates, Summer 1997," International Review of Financial Analysis, Elsevier, volume 14, issue 2, pages 211-246.
• Fabra, Natalia & Toro, Juan, 2005, "Price wars and collusion in the Spanish electricity market," International Journal of Industrial Organization, Elsevier, volume 23, issue 3-4, pages 155-181, April.
• Kaiser, Regina & Maravall, Agustin, 2005, "Combining filter design with model-based filtering (with an application to business-cycle estimation)," International Journal of Forecasting, Elsevier, volume 21, issue 4, pages 691-710.
• Terasvirta, Timo & van Dijk, Dick & Medeiros, Marcelo C., 2005, "Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series: A re-examination," International Journal of Forecasting, Elsevier, volume 21, issue 4, pages 755-774.
• Mitra, Kaushik, 2005, "Is more data better?," Journal of Economic Behavior & Organization, Elsevier, volume 56, issue 2, pages 263-272, February.
• Berben, Robert-Paul & Jansen, W. Jos, 2005, "Comovement in international equity markets: A sectoral view," Journal of International Money and Finance, Elsevier, volume 24, issue 5, pages 832-857, September.
• Bams, Dennis & Lehnert, Thorsten & Wolff, Christian C.P., 2005, "An evaluation framework for alternative VaR-models," Journal of International Money and Finance, Elsevier, volume 24, issue 6, pages 944-958, October.
• Bauwens, Luc & Ben Omrane, Walid & Giot, Pierre, 2005, "News announcements, market activity and volatility in the euro/dollar foreign exchange market," Journal of International Money and Finance, Elsevier, volume 24, issue 7, pages 1108-1125, November.
• Peiris, Shelton & Allen, David & Yang, Wenling, 2005, "Some statistical models for durations and an application to News Corporation stock prices," Mathematics and Computers in Simulation (MATCOM), Elsevier, volume 68, issue 5, pages 545-552, DOI: 10.1016/j.matcom.2005.02.005.
• Linde, Jesper, 2005, "Estimating New-Keynesian Phillips curves: A full information maximum likelihood approach," Journal of Monetary Economics, Elsevier, volume 52, issue 6, pages 1135-1149, September.
• Bystrom, Hans N. E., 2005, "Extreme value theory and extremely large electricity price changes," International Review of Economics & Finance, Elsevier, volume 14, issue 1, pages 41-55.
• Heather M. Anderson & Chin Nam Low & Ralph Snyder, 2005, "Single Source of Error State Space Approach to the Beveridge Nelson Decomposition," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2005-11, May.
• Graham Elliott & Ivana Komunjer & Allan Timmermann, 2005, "Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss?," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2005-14, Jun.
• Robinson, Peter, 2005, "Modelling memory of economic and financial time series," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 2069, Mar.
• Dalla, Violetta & Hidalgo, Javier, 2005, "A parametric bootstrap test for cycles," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 6829, Feb.
• Patton, Andrew J. & Timmermann, Allan, 2005, "Testable implications of forecast optimality," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 6834, Jan.
• Seo, Myung Hwan, 2005, "Unit root test in a threshold autoregression: asymptotic theory and residual-based block bootstrap," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 6836, Jan.
• Delgado, Miguel A. & Hidalgo, Javier & Velasco, Carlos, 2005, "Distribution free goodness-of-fit tests for linear processes," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 6840, Jan.
• Hidalgo, Javier, 2005, "Semiparametric estimation for stationary processes whose spectra have an unknown pole," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 6842, Jan.
• Christos Kollias & Nikolaos Mylonidis & Suzanna-Maria Paleologou, 2005, "A note on the impact of EU accession on capital mobility in the case of Greece," Ekonomia, Cyprus Economic Society and University of Cyprus, volume 8, issue 2, pages 185-193, Winter.
• Giordani, P. & Kohn, R. & van Dijk, D.J.C., 2005, "A unified approach to nonlinearity, structural change and outliers," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2005-09, Mar.
• Franses, Ph.H.B.F. & Paap, R., 2005, "Random-Coefficient periodic autoregression," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2005-34, Jan.
• Brinkhuis, J. & Luo, Z-Q. & Zhang, S., 2005, "Matrix convex functions with applications to weighted centers for semidefinite programming," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2005-38, Aug.
• de Jong, C.M., 2005, "The Nature of Power Spikes: a regime-switch approach," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2005-052-F&A, Oct.
• L.A. Gil-Alana, 2005, "Fractional Cyclical Structures & Business Cycles in the Specification of the US Real Output," European Research Studies Journal, European Research Studies Journal, volume 0, issue 1-2, pages 99-126.
• Bas van der Klaauw & Limin Wang, 2005, "Child Mortality In Rural India," Working Papers, eSocialSciences, number id:136, Aug.
• Lant Pritchett, 2005, "Voice Lessons:Local Government Organizations, Social Organizations, and the Quality of Local Governance," Working Papers, eSocialSciences, number id:15.
• Abhay Pethe, 2005, "Infrastructure Finance In The Time Of Revenue Crunch: Exploring New Avenues for Urban Local Bodies," Working Papers, eSocialSciences, number id:31.
• Ajit Karnik, 2005, "Developing A Quantitiative Framework For Determining Devolution Of Funds From The State Government To Local Bodies," Working Papers, eSocialSciences, number id:37.
• Abhay Pethe, 2005, "Assessment Of Revenue And Expenditure Patterns In Urban Local Bodies Of Maharashtra," Working Papers, eSocialSciences, number id:40.
• Markku Lanne & Pentti Saikkonen, 2005, "Modeling Conditional Skewness in Stock Returns," Economics Working Papers, European University Institute, number ECO2005/14.
• Christophe Rault, 2005, "Further Results on Weak-Exogeneity in Vector Error Correction Models," Documents de recherche, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne, number 05-12.
• Maria Filomena Mendes & Gertrudes Guerreiro & António Caleiro, 2005, "Fertility in Portugal, How persistent is it?," Economics Working Papers, University of Évora, Department of Economics (Portugal), number 12_2005.
• Eric Jondeau & Michael Rockinger, 2005, "Conditional Asset Allocation under Non-Normality: How Costly is the Mean-Variance Criterion?," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp132, Feb.
• Veronika Czellar & G. Andrew Karolyi & Elvezio Ronchetti, 2005, "Indirect Robust Estimation of the Short-term interest Rate Process," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp135, Mar.
• Michael Rockinger & Maria Semenova, 2005, "Estimation of Jump-Diffusion Process vis Empirical Characteristic Function," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp150, Jun.
• Jiøí Špalek & Dalibor Moravanský, 2005, "Evaluation of Tax-Revenue Forecasts in the Czech Republic (in Czech)," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 55, issue 3-4, pages 162-187, March.
• Matteo Manera & Giliola Frey, 2005, "Econometric Models of Asymmetric Price Transmission," Working Papers, Fondazione Eni Enrico Mattei, number 2005.100, Sep.
• Mario Nosvelli & Antonio Musolesi, 2005, "Water Consumption and Long-Run Urban Development: The Case of Milan," Working Papers, Fondazione Eni Enrico Mattei, number 2005.109, Sep.
• Matteo Manera & Margherita Grasso, 2005, "Asymmetric Error Correction Models for the Oil-Gasoline Price Relationship," Working Papers, Fondazione Eni Enrico Mattei, number 2005.75, May.
• Matteo Manera & Umberto Cherubini, 2005, "Hunting the Living Dead A “Peso Problem” in Corporate Liabilities Data," Working Papers, Fondazione Eni Enrico Mattei, number 2005.76, May.
• Salgado, Maria José S. & Garcia, Márcio G. P. & Medeiros, Marcelo C., 2005, "Monetary Policy During Brazil´s Real Plan: Estimating the Central Bank´s Reaction Function," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), volume 59, issue 1, January.
• Andrew T. Levin & Alexei Onatski & John C. Williams & Noah Williams, 2005, "Monetary Policy under Uncertainty in Micro-Founded Macroeconometric Models," Working Paper Series, Federal Reserve Bank of San Francisco, number 2005-15, Jul, DOI: 10.24148/wp2005-15.
• Todd E. Clark & Kenneth D. West, 2005, "Approximately normal tests for equal predictive accuracy in nested models," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 05-05.
• Woon Gyu Choi & Yi Wen, 2005, "Measuring interest rates as determined by thrift and productivity," Working Papers, Federal Reserve Bank of St. Louis, number 2005-037, DOI: 10.20955/wp.2005.037.
• Timothy Cogley & Argia M. Sbordone, 2005, "A search for a structural Phillips curve," Staff Reports, Federal Reserve Bank of New York, number 203.
• Sergey Chetverikov & G. Karasev, 2005, "Structural Models of the Ruble Exchange Rates," Research Paper Series, Gaidar Institute for Economic Policy, issue 88P, pages 125-125.
• Christopher F Baum & Mustafa Caglayan & Neslihan Ozkan, 2005, "The second moments matter: The response of bank lending behaviour to macroeconomic uncertainty," Working Papers, Business School - Economics, University of Glasgow, number 2005_27, Dec.
• Dierk Herzer & Felicitas Nowak-Lehmann D., 2005, "Are exports and imports of Chile cointegrated?," Ibero America Institute for Econ. Research (IAI) Discussion Papers, Ibero-America Institute for Economic Research, number 111, Jul.
• Dierk Herzer, 2005, "Does Trade Increase Total Factor Productivity: Cointegration Evidence for Chile," Ibero America Institute for Econ. Research (IAI) Discussion Papers, Ibero-America Institute for Economic Research, number 115, Jul.
• Dierk Herzer, 2005, "Trade composition and total factor productivity: Evidence for Chile," Ibero America Institute for Econ. Research (IAI) Discussion Papers, Ibero-America Institute for Economic Research, number 116, Sep.
• Antonio E. Noriega & Daniel Ventosa-Santaularia, 2005, "Spurious regression under broken trend stationarity," Department of Economics and Finance Working Papers, Universidad de Guanajuato, Department of Economics and Finance, number EM200501, Jan.
• Daniel Ventosa-Santaularia & Alfonso Mendoza, 2005, "Non Linear Moving-Average Conditional Heteroskedasticity," Department of Economics and Finance Working Papers, Universidad de Guanajuato, Department of Economics and Finance, number EM200502, Jan.
• Antonio E. Noriega & Daniel Ventosa-Santaularia, 2005, "Spurious regression under deterministic and stochastic trends," Department of Economics and Finance Working Papers, Universidad de Guanajuato, Department of Economics and Finance, number EM200503, Jun.
• Guglielmo Maria Caporale, 2005, "The BDS Test as a Test for the Adequacy of a GARCH(1,1) Specification: A Monte Carlo Study," Journal of Financial Econometrics, Oxford University Press, volume 3, issue 2, pages 282-309.
• Chris Brooks, 2005, "Autoregressive Conditional Kurtosis," Journal of Financial Econometrics, Oxford University Press, volume 3, issue 3, pages 399-421.
• Yacine Aït-Sahalia, 2005, "How Often to Sample a Continuous-Time Process in the Presence of Market Microstructure Noise," The Review of Financial Studies, Society for Financial Studies, volume 18, issue 2, pages 351-416.
• Peter C. B. Phillips, 2005, "Jackknifing Bond Option Prices," The Review of Financial Studies, Society for Financial Studies, volume 18, issue 2, pages 707-742.
• Jeremy Large, 2005, "Estimating Quadratic Variation When Quoted Prices Jump by a Constant Increment," Economics Series Working Papers, University of Oxford, Department of Economics, number 2005-FE-05, Jun.
• Neil Shephard & Ole E. Barndorff-Nielsen & Department of Mathematical Sciences & University of Aarhus & Denmark, 2005, "Variation, jumps, market frictions and high frequency data in financial econometrics," Economics Series Working Papers, University of Oxford, Department of Economics, number 240, Jun.
• L.J. Perry & Patrick J. Wilson, 2005, "The Decline of Seasonality in Australian Quarterly Aggregate Strike Statistics: 1983-2003," Australian Journal of Labour Economics (AJLE), Bankwest Curtin Economics Centre (BCEC), Curtin Business School, volume 8, issue 1, pages 43-71, March.
• John Cady, 2005, "Does SDDS Subscription Reduce Borrowing Costs for Emerging Market Economies?," IMF Staff Papers, Palgrave Macmillan, volume 52, issue 3, pages 1-6.
• Francois-Éric Racicot & Raymond Théoret, 2005, "Calibrage économétrique de processus stochastiques avec applications aux données boursières, bancaires et cambiales canadiennes," RePAd Working Paper Series, Département des sciences administratives, UQO, number UQO-DSA-wp0292005, Jul.
• Abu-Qarn, Aamer & Abu-Bader, Suleiman, 2005, "A Versus K Revisited: Evidence from Selected MENA Countries," MPRA Paper, University Library of Munich, Germany, number 1114.
• Yucel, Eray M., 2005, "Does Ramadan Have Any Effect on Food Prices: A Dual-Calendar Perspective on the Turkish Data," MPRA Paper, University Library of Munich, Germany, number 1141, Dec.
• B. da Silva Lopes, Artur C., 2005, "Finite sample effects of pure seasonal mean shifts on Dickey-Fuller tests," MPRA Paper, University Library of Munich, Germany, number 125, Oct, revised May 2006.
• Harb, Nasri, 2005, "Import Demand in Heterogeneous Panel Setting," MPRA Paper, University Library of Munich, Germany, number 13622.
• Ilmolelian, Peter, 2005, "The determinants of the Harare Stock Exchange (HSE) market capitalisation," MPRA Paper, University Library of Munich, Germany, number 1418, Nov.
• Gogas, Periklis & Serletis, Apostolos, 2005, "The revenue smoothing hypothesis in an ARIMA Framework: Evidence from the United States, in Claude Diebolt, Catherine Kyrtsou et al. (eds.), New Trends in Macroeconomics," MPRA Paper, University Library of Munich, Germany, number 1464.
• Liew, Venus Khim-Sen & Lee, Hock-Ann & Lim, Kian-Ping, 2005, "Purchasing power parity in Asian economies: further evidence from rank tests for cointegration," MPRA Paper, University Library of Munich, Germany, number 15530.
• da Silva Filho, Tito Nícias Teixeira, 2005, "Is there too much certainty when measuring uncertainty," MPRA Paper, University Library of Munich, Germany, number 16383.
• Fugarolas Álvarez-Ude, Guadalupe & Matesanz Gómez, David, 2005, "Restricción de balanza de pagos y vulnerabilidad externa en la argentina de los noventa. Un análisis de caso," MPRA Paper, University Library of Munich, Germany, number 210, revised 2005.
• Ben Nasr, Adnen & Trabelsi, Abdelwahed, 2005, "Seasonal and Periodic Long Memory Models in the In�ation Rates," MPRA Paper, University Library of Munich, Germany, number 22690, Jan, revised 03 Feb 2006.
• Cooray, Arusha & Wickremasinghe, Guneratne, 2005, "The Efficiency of Emerging Stock Markets: Empirical Evidence from the South Asian Region," MPRA Paper, University Library of Munich, Germany, number 23626.
• Joshi, Nayan & K.C, Fatta Bahadur, 2005, "The Nepalese stock market: Efficiency and calendar anomalies," MPRA Paper, University Library of Munich, Germany, number 26999, Apr.
• Malini, Nair, 2005, "Arbitrage, cointegration and testing the unbiasedness hypothesis in coffee futures traded at the CSCE," MPRA Paper, University Library of Munich, Germany, number 37530.
• Bouoiyour, Jamal & REY, Serge, 2005, "Exchange Rate Regime, Real Exchange Rate, Trade Flows and Foreign Direct Investments: The case of Morocco," MPRA Paper, University Library of Munich, Germany, number 38643.
• Parker, John C., 2005, "What is the most appropriate model for generating scenarios for daily foreign exchange rates?," MPRA Paper, University Library of Munich, Germany, number 40269, Jun, revised Jun 2005.
• Lord, Montague, 2005, "A Macroeconomic Simulation Model for Uzbekistan: Technical Guide to Macroeconomic Applications," MPRA Paper, University Library of Munich, Germany, number 41161, Feb.
• Victor, Olivo, 2005, "El Intercambio entre Inflacion y Producto: Evidencia Empirica para Venezuela
  [The Trade-off between Inflation and Output: Empirical Evidence for Venezuela]," MPRA Paper, University Library of Munich, Germany, number 41242.
• Kalyoncu, Huseyin & Yucel, Fatih, 2005, "An analytical approach on defense expenditure and economic growth: the case of Turkey and Greece," MPRA Paper, University Library of Munich, Germany, number 4262, revised 2006.
• Gallego, Oscar D, 2005, "The Day �of� The� Week Effect in the Colombia Stock Exchange," MPRA Paper, University Library of Munich, Germany, number 43112, May.
• Ferrara, Laurent & Guégan, Dominique, 2005, "Detection of the industrial business cycle using SETAR models," MPRA Paper, University Library of Munich, Germany, number 4389, Sep.
• Liew, Venus Khim-Sen & Lau, Sie-Hoe & Ling, Siew-Eng, 2005, "A complementary test for ADF test with an application to the exchange rates returns," MPRA Paper, University Library of Munich, Germany, number 518.
• Noriega, Antonio E. & Ventosa Santaulària, Daniel, 2005, "Spurious regression under broken trend stationarity," MPRA Paper, University Library of Munich, Germany, number 58768.