Research classified by Journal of Economic Literature (JEL) codes

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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

2003

• Hui Feng & Jia Liu, 2003, "A SETAR model for Canadian GDP: non-linearities and forecast comparisons," Applied Economics, Taylor & Francis Journals, volume 35, issue 18, pages 1957-1964, DOI: 10.1080/0003684032000160674.
• Tao Wu, 2003, "Stylized facts on nominal term structure and business cycles: an empirical VAR study," Applied Economics, Taylor & Francis Journals, volume 35, issue 8, pages 901-906, DOI: 10.1080/0003684022000018204.
• William Barnett & Meenakshi Pasupathy, 2003, "Regularity of the Generalized Quadratic Production Model: A Counterexample," Econometric Reviews, Taylor & Francis Journals, volume 22, issue 2, pages 135-154, DOI: 10.1081/ETC-120020460.
• Vasco Gabriel, 2003, "Tests for the Null Hypothesis of Cointegration: A Monte Carlo Comparison," Econometric Reviews, Taylor & Francis Journals, volume 22, issue 4, pages 411-435, DOI: 10.1081/ETC-120025897.
• Sanjeev Sridharan & Suncica Vujic & Siem Jan Koopman, 2003, "Intervention Time Series Analysis of Crime Rates," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 03-040/4, Jun.
• M. Angeles Carnero & Siem Jan Koopman & Marius Ooms, 2003, "Periodic Heteroskedastic RegARFIMA Models for Daily Electricity Spot Prices," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 03-071/4, Sep.
• André Lucas & Pieter Klaassen, 2003, "Discrete versus Continuous State Switching Models for Portfolio Credit Risk," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 03-075/2, Sep, revised 30 Sep 2003.
• Charles S. Bos, 2003, "Time Series Modelling using TSMod 3.24," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 03-091/4, Dec.
• de Goeij, P. C. & Marquering, W., 2003, "Do Macroeconomic Announcements Cause Asymmetric Volatility," Discussion Paper, Tilburg University, Center for Economic Research, number 2003-131.
• Swinkels, L.A.P. & van der Sluis, P.J. & Verbeek, M.J.C.M., 2003, "Market Timing : A Decomposition of Mutual Fund Returns," Discussion Paper, Tilburg University, Center for Economic Research, number 2003-95.
• Meddahi, N. & Renault, E. & Werker, B.J.M., 2003, "GARCH and Irregularly Spaced Data," Discussion Paper, Tilburg University, Center for Economic Research, number 2003-27.
• van Lomwel, A.G.C. & van Ours, J.C., 2003, "On the Employment Effects of Part-Time Labor," Discussion Paper, Tilburg University, Center for Economic Research, number 2003-4.
• van Landschoot, A., 2003, "The Term Structure of Credit Spreads on Euro Corporate Bonds," Discussion Paper, Tilburg University, Center for Economic Research, number 2003-046.
• Andrew C. Harvey & Thomas M. Trimbur, 2003, "General Model-Based Filters for Extracting Cycles and Trends in Economic Time Series," The Review of Economics and Statistics, MIT Press, volume 85, issue 2, pages 244-255, May.
• Anne Morrison Piehl & Suzanne J. Cooper & Anthony A. Braga & David M. Kennedy, 2003, "Testing for Structural Breaks in the Evaluation of Programs," The Review of Economics and Statistics, MIT Press, volume 85, issue 3, pages 550-558, August.
• Christopher F Baum & Mark E. Schaffer & Steven Stillman, 2003, "Instrumental variables and GMM: Estimation and testing," Stata Journal, StataCorp LLC, volume 3, issue 1, pages 1-31, March.
• Andreu Sansó & Vicent Aragó & Josep Lluís Carrion, 2003, "Testing for Changes in the Unconditional Variance of Financial Time Series," DEA Working Papers, Universitat de les Illes Balears, Departament d'Economía Aplicada, number 5, Nov.
• Alex Luiz Ferreira & Miguel León-Ledesma, 2003, "Does the Real Interest Parity Hypothesis Hold? Evidence for Developed and Emerging Markets," Studies in Economics, School of Economics, University of Kent, number 0301, Aug.
• Lucrezia Reichlin, 2003, "Factor models in large cross sections of time series," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/10179.
• Lucrezia Reichlin, 2003, "Factor models in large cross sections of time series," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/249802, Jan.
• Sebastian Edwards & Javier Gómez Biscarri & Fernando Pérez de Gracia, 2003, "Stock Market Cycles, Financial Liberalization and Volatility," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 08/03, May.
• Luis A. Gil-Alana, 2003, "Testing of Fractional Cointegration in Macroeconomic Time Series," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 09/03, May.
• Luis A. Gil-Alana & S.G. Brian Henry, 2003, "Fractional Integration and the Dynamics of UK Unemployment," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 10/03, May.
• Javier De Peña & Luis A. Gil-Alana, 2003, "Testing of Nonstationary Cycles in Financial Time Series Data," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 15/03, Dec.
• Beine, M. & Laurent, S. & Palm, F.C., 2003, "Central bank FOREX interventions assessed using realized moments," Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR), number 043, Jan, DOI: 10.26481/umamet.2003043.
• Roger Kelly & George Mavrotas, 2003, "Savings and Financial Sector Development: Panel Cointegration Evidence from Africa," WIDER Working Paper Series, World Institute for Development Economic Research (UNU-WIDER), number DP2003-12.
• Mototsugu Shintani & Oliver Linton, 2003, "Nonparametric Neural Network Estimation of Lyapunov Exponents and a Direct Test for Chaos," Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics, number 0309, May.
• Nunzio Cappuccio & Diego Lubian, 2003, "Asymptotic null distributions of stationarity and nonstationarity," Working Papers, University of Verona, Department of Economics, number 08/2003, Sep.
• David E.A. Giles & Hui Feng, 2003, "Testing For Convergence in Output and in 'Well-Being' in Industrialized Countries," Econometrics Working Papers, Department of Economics, University of Victoria, number 0302, Apr.
• Jyh-Yaw Joseph Chen & David E.A. Giles, 2003, "Gender Convergence in Crime: Evidence From Canadian Adult Offence Charge Data," Econometrics Working Papers, Department of Economics, University of Victoria, number 0303, Apr.
• Chad Stroomer & David E.A. Giles, 2003, "Income Convergence and trade Openness: Fuzzy Clustering and Time Series Evidence," Econometrics Working Papers, Department of Economics, University of Victoria, number 0304, May.
• David E. A. Giles & Chad Stroomer, 2003, "Does Trade Openness Affect the Speed of Output Convergence? Some Empirical Evidence," Econometrics Working Papers, Department of Economics, University of Victoria, number 0307, Jun.
• Jesús Crespo Guaresma & Gerhard Reitschuler, 2003, ""Guns or Butter?" Revisited: Robustness and Nonlinearity Issues in the Defense-Grotwth Nexus," Vienna Economics Papers, University of Vienna, Department of Economics, number vie0310, Aug.
• Jesús Crespo-Cuaresma & Adelina Gschwandtner, 2003, "The competitive environment hypothesis revisited: Nonlinearity, nonstationarity and profit persistence," Vienna Economics Papers, University of Vienna, Department of Economics, number vie0316, Oct.
• Leo Krippner, 2003, "Modelling the Yield Curve with Orthonomalised Laguerre Polynomials: An Intertemporally Consistent Approach with an Economic Interpretation," Working Papers in Economics, University of Waikato, number 03/01, Sep.
• Leo Krippner, 2003, "Modelling the Yield Curve with Orthonormalised Laguerre Polynomials: A Consistent Cross-Sectional and Inter-Temporal Approach," Working Papers in Economics, University of Waikato, number 03/02, Sep.
• Alatas, Vivi & Pritchett, Lant & Wetterberg, Anna, 2003, "Voice lessons : local government organizations, social organizations, and the quality of local governance," Policy Research Working Paper Series, The World Bank, number 2981, Mar.
• Juraj Valachy & Ev??en Ko?enda, 2003, "Exchange Rate Regimes and Volatility: Comparison of the Snake and Visegrad," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number 2003-622, Oct.
• Helmut Herwartz & Bernd Theilen, 2003, "The determinants of health care expenditure: testing pooling restrictions in small samples," Health Economics, John Wiley & Sons, Ltd., volume 12, issue 2, pages 113-124, February, DOI: 10.1002/hec.700.
• Edward J. Balistreri & Christine A. McDaniel & Eina Vivian Wong, 2003, "An Estimation of U.S. Industry-Level Capital-Labor Substitution," Computational Economics, University Library of Munich, Germany, number 0303001, Mar.
• Eric Hillebrand, 2003, "Overlaying Time Scales and Persistence Estimation in GARCH(1,1) Models," Econometrics, University Library of Munich, Germany, number 0301003, Jan.
• Eric JONDEAU & Hervé LE BIHAN, 2003, "ML vs GMM Estimates of Hybrid Macroeconomic Models (With an Application to the "New Phillips Curve")," Econometrics, University Library of Munich, Germany, number 0303004, Mar.
• Eric JONDEAU & Herve LE BIHAN, 2003, "ML vs GMM Estimates of Hybrid Macroeconomic Models (With an Application to the "New Phillips Curve")," Econometrics, University Library of Munich, Germany, number 0303006, Mar.
• Rafal Weron & Ingve Simonsen & Piotr Wilman, 2003, "Modeling highly volatile and seasonal markets: evidence from the Nord Pool electricity market," Econometrics, University Library of Munich, Germany, number 0303007, Mar.
• Ryan Lemand, 2003, "The Contagion Effect Between the Volatilities of the NASDAQ-100 and the IT.CA :A Univariate and A Bivariate Switching Approach," Econometrics, University Library of Munich, Germany, number 0307002, Jul, revised 07 Dec 2020.
• Ryan Lemand, 2003, "New Technology Stock Market Indexes Contagion: A VAR-dccMVGARCH Approach," Econometrics, University Library of Munich, Germany, number 0307003, Jul, revised 07 Dec 2020.
• Ryan Lemand, 2003, "Should Stock Market Indexes Time Varying Correlations Be Taken Into Account? A Conditional Variance Multivariate Approach," Econometrics, University Library of Munich, Germany, number 0307004, Jul, revised 07 Dec 2020.
• Venus Khim-sen Liew & Terence Tai- leung Chong, 2003, "Effects of STAR and TAR types nonlinearities on order selection criteria," Econometrics, University Library of Munich, Germany, number 0307005, Jul.
• Raffaella Giacomini & Halbert White, 2003, "Tests of Conditional Predictive Ability," Econometrics, University Library of Munich, Germany, number 0308001, Aug.
• Gilles DUFRENOT & Elisabeth GRIMAUD & Eug=E9nie LATIL & Val=E9rie MIGNON, 2003, "Real exhange rate misalignment in Hungary: a fractionally integrated=20 threshold model," Econometrics, University Library of Munich, Germany, number 0309001, Sep.
• Ossama Mikhail & Curtis J. Eberwein & Jagdish Handa, 2003, "Testing and Estimating Persistence in Canadian Unemployment," Econometrics, University Library of Munich, Germany, number 0311004, Nov.
• Robert-Paul Berben & W. Jos Jansen, 2003, "Comovement in international equity markets: A sectoral view," Finance, University Library of Munich, Germany, number 0310001, Oct.
• Florian Neagu, 2003, "Net Foreign Assets Management and Capital Account Liberalization. The Romanian Case," Finance, University Library of Munich, Germany, number 0311002, Nov.
• Slim CHAOUACHI & Gilles DUFRENOT & Val=E9rie MIGNON, 2003, "Modelling the misalignments of the Dollar-Sterling real exchange rate: a nonlinear cointegration perspective," International Finance, University Library of Munich, Germany, number 0309002, Sep.
• Florian Neagu, 2003, "Net Foreign Assets Management and Capital Account Liberalization. The Romanian Case," International Finance, University Library of Munich, Germany, number 0310002, Oct.
• Florian Neagu, 2003, "Net Foreign Assets Management and Capital Account Liberalization. The Romanian Case," International Finance, University Library of Munich, Germany, number 0311001, Nov.
• Natalia Fabra & Juan Toro, 2003, "The Fall in British Electricity Prices: Market Rules, Market Structure, or Both?," Industrial Organization, University Library of Munich, Germany, number 0309001, Sep.
• Chee-Keong Choong & Wai-Ching Poon & Muzafar Shah Habibullah & Zulkornain Yusop, 2003, "The Validity of PPP Theory in ASEAN-Five: Another Look on Cointegration and Panel Data Analysis," International Trade, University Library of Munich, Germany, number 0309018, Sep.
• Luciano Gutierrez, 2003, "PPP May not Hold for Agricultural Commodities," International Trade, University Library of Munich, Germany, number 0309022, Sep.
• Horst Entorf, 2003, "Do Aggregate Measures Of Mismatch Measure Mismatch?A Time Series Analysis Of Existing Concepts," Labor and Demography, University Library of Munich, Germany, number 0312006, Dec.
• Lars Sondergaard, 2003, "Using Instrumental Variables to Estimate the Share of Backward- Looking Firms," Macroeconomics, University Library of Munich, Germany, number 0308009, Aug.
• Niek J. Nahuis & W. Jos Jansen, 2003, "Which Survey Indicators Are Useful for Monitoring Consumption? Evidence fron European Countries," Macroeconomics, University Library of Munich, Germany, number 0309013, Sep.
• William A. Barnett, 2003, "Aggregation-Theoretic Monetary Aggregation over the Euro Area, when Countries are Heterogeneous," Macroeconomics, University Library of Munich, Germany, number 0309018, Sep.
• Claude Lopez & Christian J. Murray & David H. Papell, 2003, "State of the Art Unit Root Tests and the PPP Puzzle," Macroeconomics, University Library of Munich, Germany, number 0310009, Oct.
• Florian Neagu, 2003, "Net Foreign Assets Management and Capital Account Liberalization. The Romanian Case," Macroeconomics, University Library of Munich, Germany, number 0310010, Oct.
• Syed A. Basher & Mohammed Mohsin, 2003, ""PPP tests in cointegrated panels: Evidence from Asian developing countries"," Macroeconomics, University Library of Munich, Germany, number 0310012, Oct.
• Syed A. Basher & Mohammed Mohsin, 2003, ""PPP tests in cointegrated panels: Evidence from Asian developing countries"," Macroeconomics, University Library of Munich, Germany, number 0310013, Oct.
• Florian Neagu, 2003, "Net Foreign Assets Management and Capital Account Liberalization. The Romanian Case," Macroeconomics, University Library of Munich, Germany, number 0311001, Nov.
• Ossama Mikhail & Curtis J. Eberwein & Jagdish Handa, 2003, "On the Evidence of Non-Linear Structure in Canadian Unemployment," Macroeconomics, University Library of Munich, Germany, number 0311003, Nov.
• Florian Neagu, 2003, "Net Foreign Assets Management and Capital Account Liberalization. The Romanian Case," Others, University Library of Munich, Germany, number 0311001, Nov.
• Mihnea-Stefan Mihai, 2003, "Stochastics for the worst case: distributions and risk measures for minimal returns," Risk and Insurance, University Library of Munich, Germany, number 0305001, May.
• Boero, Gianna & Marrocu, Emanuela, 2003, "The Performance Of Setar Models : A Regime Conditional Evaluation Of Point, Interval And Density Forecasts," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 663.
• Otero, Jesus & Smith, Jeremy, 2003, "The KPSS Test with Outliers," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 690.
• Ewa Broszkiewicz-Suwaj, 2003, "Methods for determining the presence of periodic correlation based on the bootstrap methodology," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/03/02.
• Aleksander Weron & Agnieszka Wylomanska, 2003, "On ARMA(1,q) models with bounded and periodically correlated solutions," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/03/03.
• Alfred A. Haug & Syed A. Basher, 2003, "Unit Roots, Nonlinear Cointegration and Purchasing Power Parity," Working Papers, York University, Department of Economics, number 2003_1, Jan, revised Jun 2005.
• Wesche, Katrin, 2003, "Monetary Policy in Europe: Evidence from Time-Varying Taylor Rules," Bonn Econ Discussion Papers, University of Bonn, Bonn Graduate School of Economics (BGSE), number 21/2003.
• Keller, Joachim & Glatzer, Ernst & Craig, Ben R. & Scheicher, Martin, 2003, "The Forecasting Performance of German Stock Option Densities," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2003,17.
• Deo, Rohit S. & Chen, Willa W., 2003, "The Variance Ratio Statistic at Large Horizons," Papers, Humboldt University of Berlin, Center for Applied Statistics and Economics (CASE), number 2004,04.
• Mittnik, Stefan & Paolella, Marc S., 2003, "Prediction of Financial Downside-Risk with Heavy-Tailed Conditional Distributions," CFS Working Paper Series, Center for Financial Studies (CFS), number 2003/04.
• Christoffersen, Peter F. & Diebold, Francis X., 2003, "Financial asset returns, direction-of-change forecasting, and volatility dynamics," CFS Working Paper Series, Center for Financial Studies (CFS), number 2004/08.
• Pohlmeier, Winfried & Liesenfeld, Roman, 2003, "A Dynamic Integer Count Data Model for Financial Transaction Prices," CoFE Discussion Papers, University of Konstanz, Center of Finance and Econometrics (CoFE), number 03/03.
• Nielsen, Hannah, 2003, "Inflation Expectations in the EU: Results from Survey Data," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2003,13.
• Herwartz, Helmut, 2003, "On the (nonlinear) relationship between exchange rate uncertainty and trade: An investigation of US trade figures in the Group of Seven," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2003,2.
• Holtemöller, Oliver, 2003, "Uncovered Interest Rate Parity and Analysis of Monetary Convergence of Potential EMU Accession Countries," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2003,40.
• Sibbertsen, Philipp & Venetis, Ioannis, 2003, "Distinguishing between long-range dependence and deterministic trends," Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen, number 2003,16.
• Dewenter, Ralf & Westermann, Michael, 2003, "Cinema demand in Germany," IBES Diskussionsbeiträge, University of Duisburg-Essen, Institute of Business and Economic Studie (IBES), number 125.
• Franz, Wolfgang, 2003, "Will the (German) NAIRU Please Stand up?," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 03-35.
• Mynbaev, Kairat, 2003, "Asymptotic properties of OLS estimates in autoregressions with bounded or slowly growing deterministic trends," MPRA Paper, University Library of Munich, Germany, number 18448, revised 2005.
• Razzak, Weshah, 2003, "A Perspective on Unit Root and Cointegration in Applied Macroeconomics," MPRA Paper, University Library of Munich, Germany, number 1970, revised 2007.
• bouoiyour, jamal, 2003, "Trade and GDP Growth in Morocco: Short-run or Long-run Causality?," MPRA Paper, University Library of Munich, Germany, number 28859, Jul.
• Mourao, Paulo, 2003, "Que critérios redistributivos na Lei das Finanças Locais?
  [What kind of criteria in the Portuguese Local Finances Law?]," MPRA Paper, University Library of Munich, Germany, number 3068.
• Kablan, Sandrine, 2003, "Analyse de la demande de crédit du secteur privé dans l’UEMOA :
  [Credit demand for the private sector in WAEMU]," MPRA Paper, University Library of Munich, Germany, number 41318, Sep, revised 28 Sep 2003.
• Palombini, Edgardo, 2003, "Volatility and liquidity in the Italian money market," MPRA Paper, University Library of Munich, Germany, number 42699, Mar.
• Khundrakpam, Jeeavn Kumar, 2003, "Public Sector Spending and Economic Growth in India," MPRA Paper, University Library of Munich, Germany, number 51105, revised 2003.
• Marek Loužek, 2003, "Can pro-natalist policy be effective?," Prague Economic Papers, Prague University of Economics and Business, volume 2003, issue 3, pages 265-281, DOI: 10.18267/j.pep.218.
• Piotr Eliasz & James H. Stock & Mark W. Watson, 2003, "Optimal Tests for Reduced Rank Time Variation in Regression Coefficients and Level Variation in the Multivariate Local Level Model," Working Papers, Princeton University. Economics Department., number 2003-1, Nov.
• Mustapha Baghli & Gilbert Cette & Arnaud Sylvain, 2003, "Les déterminants du taux de marge en France et quelques autres grands pays industrialisés : analyse empirique sur la période 1970-2000," Économie et Prévision, Programme National Persée, volume 158, issue 2, pages 1-25, DOI: 10.3406/ecop.2003.6899.
• Francisco Craveiro Dias, 2003, "Nonlinearities over the Business Cycle: an Application of the Smooth Transition Autoregressive Model to characterize GDP dynamics for the Euro-area and Portugal," Working Papers, Banco de Portugal, Economics and Research Department, number w200309.
• Georgios Chortareas & George Kapetanios & Merih Uctum, 2003, "An Investigation of Current Account Solvency in Latin America Using Non Linear Stationarity Tests," Working Papers, Queen Mary University of London, School of Economics and Finance, number 485, Jan.
• George Kapetanios, 2003, "Using Extraneous Information and GMM to Estimate Threshold Parameters in TAR Models," Working Papers, Queen Mary University of London, School of Economics and Finance, number 494, Jul.
• Andrew P. Blake & George Kapetanios, 2003, "Testing for ARCH in the Presence of Nonlinearity of Unknown Form in the Conditional Mean," Working Papers, Queen Mary University of London, School of Economics and Finance, number 496, Jul.
• George Kapetanios & Yongcheol Shin, 2003, "Testing for Nonstationary Long Memory against Nonlinear Ergodic Models," Working Papers, Queen Mary University of London, School of Economics and Finance, number 500, Jul.
• Carol Alexander & Dimitri Lvov, 2003, "Statistical Properties of Forward Libor Rates," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2003-03, Jan.
• Carol Alexandra & Emese Lazar, 2003, "Symmetric Normal Mixture GARCH," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2003-09, May.
• Luis A. Gil-Alana, 2003, "The UK Unemployment: Long Memory, Seasonality and Other Implicit Dynamics," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 56, issue 3, pages 323-335.
• Javier J. Pérez & Jesús Rodríguez & Carlos Usabiaga, 2003, "Dynamic analysis of the relation between economic cycle and unemployment cycle: a regional application," INVESTIGACIONES REGIONALES - Journal of REGIONAL RESEARCH, Asociación Española de Ciencia Regional, issue 2, pages 141-162.
• Alan Mulhern, 2003, "Identifying growth characteristics in the Polish small firm stratum," Economics Discussion Papers, School of Economics, Kingston University London, number 2003-3, Jan.
• Subrata Ghatak & Alan Mulhern & Chris Stewart, 2003, "Regional Development of Small Firms in Poland," Economics Discussion Papers, School of Economics, Kingston University London, number 2003-5, Jan.
• Alan Mulhern, 2003, "Regional differences in small firm development: the case of Poland," Economics Discussion Papers, School of Economics, Kingston University London, number 2003-12, Jan.
• Stanica, Cristian Nicolae, 2003, "A Deterministic Method For Short-Term Gdp Evaluation," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 122-132, June.
• Mateescu, George Daniel & Rasturnoiu, Constantin & Saman, Corina & Buneci, Mihai, 2003, "A Short-Time Prediction Of The Romanian Personal Computers Market Based On The Moore Law," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 93-97, September.
• Valentina Corradi & Norman R. Swanson, 2003, "Bootstrap Conditional Distribution Tests In the Presence of Dynamic Misspecification," Departmental Working Papers, Rutgers University, Department of Economics, number 200311, Oct.
• Valentina Corradi & Norman Swanson, 2003, "The Block Bootstrap for Parameter Estimation Error In Recursive Estimation Schemes, With Applications to Predictive Evaluation," Departmental Working Papers, Rutgers University, Department of Economics, number 200313, Oct.
• Valentina Corradi & Norman R. Swanson, 2003, "A Test for Comparing Multiple Misspecified Conditional Distributions," Departmental Working Papers, Rutgers University, Department of Economics, number 200314, Oct.
• Valentina Corradi & Norman Swanson, 2003, "Some Recent Developments in Predictive Accuracy Testing With Nested Models and (Generic) Nonlinear Alternatives," Departmental Working Papers, Rutgers University, Department of Economics, number 200316, Oct.
• Valentina Corradi & Norman R. Swanson, 2003, "Evaluation of Dynamic Stochastic General Equilibrium Models Based on Distributional Comparison of Simulated and Historical Data," Departmental Working Papers, Rutgers University, Department of Economics, number 200320, Oct.
• Valentina Corradi & Norman R. Swanson, 2003, "Bootstrap Specification Tests for Diffusion Processes," Departmental Working Papers, Rutgers University, Department of Economics, number 200321, Oct.
• Valentina Corradi & Norman R. Swanson, 2003, "The Effect of Data Transformation on Common Cycle, Cointegration and Unit Root Tests: Monte Carlo Results and a Simple Test," Departmental Working Papers, Rutgers University, Department of Economics, number 200322, Oct.
• Zulfiqar Hyder, 2003, "Workers’ Remittances, Resident FCAs and Kerb Premium: a Cointegration Analysis," SBP Working Paper Series, State Bank of Pakistan, Research Department, number 03, Apr.
• Sadia Tahir, 2003, "Core Inflation Measures for Pakistan," SBP Working Paper Series, State Bank of Pakistan, Research Department, number 04, Apr.
• Christoph Schleicher, 2003, "Structural Time-Series Models with Common Trends and Common Cycles," Computing in Economics and Finance 2003, Society for Computational Economics, number 108, Aug.
• Christoph Schleicher, 2003, "Kolmogorov-Wiener Filters for Finite Time Series," Computing in Economics and Finance 2003, Society for Computational Economics, number 109, Aug.
• Christian A. Johnson & Francisco A. Gallego, 2003, "Building Confidence Intervals for the Band-Pas and Hodrick-Prescott Filters: An Application using Bootstrapping," Computing in Economics and Finance 2003, Society for Computational Economics, number 15, Aug.
• Andrew Levin & Jeremy Piger, 2003, "Is Inflation Persistence Intrinsic in Industrial Economies?," Computing in Economics and Finance 2003, Society for Computational Economics, number 298, Aug.
• Aaron D Smallwood & Stefan C Norrbin, 2003, "Long Memory Models and Tests for Cointegration: A Synthesizing Study," Computing in Economics and Finance 2003, Society for Computational Economics, number 32, Aug.
• J. Huston McCulloch & Prasad V. Bidarkota, 2003, "Signal Extraction can Generate Volatility Clusters," Computing in Economics and Finance 2003, Society for Computational Economics, number 59, Aug.
• Cees Diks & Svetlana Borovkova, 2003, "Conditional distribution resampling for time series," Computing in Economics and Finance 2003, Society for Computational Economics, number 70, Aug.
• M. A. Kaboudan, 2003, "Genetic Programming Software to Forecast Time Series," Computing in Economics and Finance 2003, Society for Computational Economics, number 97, Aug.
• Peter Hayes & Paul Turner, 2003, "Estimating Quarterly GDP for the Interwar UK Economy: An Application to the Employment Function," Working Papers, The University of Sheffield, Department of Economics, number 2003003, Mar, revised Mar 2003.
• Chung-Ming Kuan & Wei-Ming Lee, 2003, "A New Test of the Martingale Difference Hypothesis," IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan, number 03-A001, Nov.
• Chung-Ming Kuan & Yu-Lieh Huang & Ruey S. Tsay, 2003, "A Component-Driven Model for Regime Switching and Its Empirical Evidence," IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan, number 03-A002, Nov.
• Yi-Ting Chen & Chung-Ming Kuan, 2003, "A Generalized Jarque-Bera Test of Conditional Normality," IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan, number 03-A003, Nov.
• Quan-Hoang Vuong, 2003, "Essays on Vietnam’s Financial Reforms: Foreign Exchange Statistics and Evidence of Long-Run Equilibrium," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 03-013.RS.
• Christian Hafner, 2003, "Simple approximations for option pricing under mean reversion and stochastic volatility," Computational Statistics, Springer, volume 18, issue 3, pages 339-353, September, DOI: 10.1007/BF03354602.
• Luis A. Gil-Alana, 2003, "Testing of unit roots and other fractionally integrated hypotheses in the presence of structural breaks," Empirical Economics, Springer, volume 28, issue 1, pages 101-113, January, DOI: 10.1007/s001810100121.
• Dan Ben-David & Robin L. Lumsdaine & David H. Papell, 2003, "Unit roots, postwar slowdowns and long-run growth: Evidence from two structural breaks," Empirical Economics, Springer, volume 28, issue 2, pages 303-319, April, DOI: 10.1007/s001810200132.
• P. Fève & P. Y. Hénin & P. Jolivaldt, 2003, "Testing for hysteresis: Unemployment persistence and wage adjustment," Empirical Economics, Springer, volume 28, issue 3, pages 535-552, July, DOI: 10.1007/s001810200144.
• George Kapetanios, 2003, "Threshold models for trended time series," Empirical Economics, Springer, volume 28, issue 4, pages 687-707, November, DOI: 10.1007/s00181-003-0154-8.
• Rainer Thiele, 2003, "Price Incentives, Non‐price Factors and Agricultural Production in Sub‐Saharan Africa: A Cointegration Analysis," African Development Review, African Development Bank, volume 15, issue 2‐3, pages 425-438.
• Louise Allsopp & Ralf Zurbruegg, 2003, "Purchasing Power Parity and the Impact of the East Asian Currency Crisis," Centre for International Economic Studies Working Papers, University of Adelaide, Centre for International Economic Studies, number 2003-03, Mar.
• Eric Ghysels & Lynda Khalaf & Cosmé Vodounou, 2003, "Simulation Based Inference In Moving Average Models," Annals of Economics and Statistics, GENES, issue 69, pages 85-99.
• Nasri Harb, 2003, "Money Demand Function: A heterogeneous Panel Application," Economics Working Papers, Department of Economics, College of Business and Economics, UAE University, number 03/04-01, Oct.
• Gordon H. Dash & Nina Kajiji, 2003, "New Evidence on the Predictability of South Africa FX Volatility in Heterogeneous Bilateral Markets," The African Finance Journal, Africagrowth Institute, volume 5, issue 1, pages 1-15.
• Shahiem Ganief & Nicholas Biekpe, 2003, "Measuring Market Risk Using Extreme Value Theory: An Empirical Study Using South African Rand/Dollar One-Year Futures Contract," The African Finance Journal, Africagrowth Institute, volume 5, issue 1, pages 68-86.
• Ganegodage, Renuka K. & Taniguchi, Kiyoshi & Wang, Xiaojun, , "Learning by eating: A case study on the cost of hunger in Sri Lanka," ESA Working Papers, Food and Agriculture Organization of the United Nations, Agricultural Development Economics Division (ESA), number 289094, DOI: 10.22004/ag.econ.289094.
• Thiele, Rainer, 2003, "Price Incentives, Non-Price Factors, And Agricultural Production In Sub-Saharan Africa: A Cointegration Analysis," 2003 Annual Meeting, August 16-22, 2003, Durban, South Africa, International Association of Agricultural Economists, number 25901, DOI: 10.22004/ag.econ.25901.
• Carlberg, Jared G. & Ward, Clement E., 2003, "Alternative Theories and Empirical Approaches to Price Discovery: An Application to Fed Cattle," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, volume 35, issue 3, pages 1-13, December, DOI: 10.22004/ag.econ.43201.
• Obben, James & Nugroho, Agus Eko, 2003, "Determinants Of The Funding Volatility Of Indonesian Banks: A Dynamic Model," Discussion Papers, Massey University, Department of Applied and International Economics, number 23700, DOI: 10.22004/ag.econ.23700.
• Boero, Gianna & Marrocu, Emanuela, , "The Performance Of Setar Models: A Regime Conditional Evaluation Of Point, Interval And Density Forecasts," Economic Research Papers, University of Warwick - Department of Economics, number 269476, DOI: 10.22004/ag.econ.269476.
• Otero, Jesus & Smith, Jeremy, , "The KPSS test with outliers," Economic Research Papers, University of Warwick - Department of Economics, number 269574, DOI: 10.22004/ag.econ.269574.
• Caballero, Ricardo J. & Engel, Eduardo M.R.A., 2003, "Adjustment is Much Slower than You Think," Center Discussion Papers, Yale University, Economic Growth Center, number 28419, DOI: 10.22004/ag.econ.28419.
• Manuela CROCI, 2003, "An empirical analysis of international equity market co-movements: implications for informational efficiency," Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali, number 197, Nov.
• Josep Lluis Carrion Silvestre & Tomas del Barrio Castro & Enrique Lopez Bazo, 2003, "Breaking the panels. An application to the GDP per capita," Working Papers in Economics, Universitat de Barcelona. Espai de Recerca en Economia, number 97.
• Oberhofer, Walter & Haupt, Harry, 2003, "Nonlinear quantile regression under dependence and heterogeneity," University of Regensburg Working Papers in Business, Economics and Management Information Systems, University of Regensburg, Department of Economics, number 388.
• Francisco Barillas & Christoph Schleicher, 2003, "Common Trends and Common Cycles in Canadian Sectoral Output," Staff Working Papers, Bank of Canada, number 03-44, DOI: 10.34989/swp-2003-44.
• Fabio Busetti & A. M. Robert Taylor, 2003, "Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 470, Mar.
• Paolo Zaffaroni, 2003, "Gaussian inference on certain long-range dependent volatility models," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 472, Jun.
• Norberto Rodríguez N. & Patricia Siado C., 2003, "Un Pronóstico no Paramétrico de la Inflación Colombiana," Borradores de Economia, Banco de la Republica de Colombia, number 248, Jun, DOI: 10.32468/be.248.
• Lundbergh, Stefan & Terasvirta, Timo & van Dijk, Dick, 2003, "Time-Varying Smooth Transition Autoregressive Models," Journal of Business & Economic Statistics, American Statistical Association, volume 21, issue 1, pages 104-121, January.
• Hodgson, Douglas J & Vorkink, Keith P, 2003, "Efficient Estimation of Conditional Asset-Pricing Models," Journal of Business & Economic Statistics, American Statistical Association, volume 21, issue 2, pages 269-283, April.
• Mustapha Baghli & Gilbert Cette & Sylvain Arnaud, 2003, "Les déterminants du taux de marge en France et quelques autres grands pays industrialisés : Analyse empirique sur la période 1970-2000," Working papers, Banque de France, number 099.
• Eric Jondeau & Hervé Le Bihan, 2003, "ML vs GMM Estimates of Hybrid Macroeconomic Models (With an Application to the New Phillips Curve)," Working papers, Banque de France, number 103.
• Laura Mayoral, 2015, "A New Minimum Distance Estimation Procedure of ARFIMA Processes," Working Papers, Barcelona School of Economics, number 100, Sep.
• Jianqing Fan & Qiwei Yao & Zongwu Cai, 2003, "Adaptive varying‐coefficient linear models," Journal of the Royal Statistical Society Series B, Royal Statistical Society, volume 65, issue 1, pages 57-80, February, DOI: 10.1111/1467-9868.00372.
• Markku Lanne & Pentti Saikkonen, 2003, "Reducing size distortions of parametric stationarity tests," Journal of Time Series Analysis, Wiley Blackwell, volume 24, issue 4, pages 423-439, July, DOI: 10.1111/1467-9892.00314.
• Marcelo C. Medeiros & Alvaro Veiga, 2003, "Diagnostic Checking in a Flexible Nonlinear Time Series Model," Journal of Time Series Analysis, Wiley Blackwell, volume 24, issue 4, pages 461-482, July, DOI: 10.1111/1467-9892.00316.
• Markku Lanne & Helmut Lütkepohl & Pentti Saikkonen, 2003, "Test Procedures for Unit Roots in Time Series with Level Shifts at Unknown Time," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 65, issue 1, pages 91-115, February, DOI: 10.1111/1468-0084.00036.
• Luis A. Gil‐Alana & S. G. Brian Henry, 2003, "Fractional Integration and the Dynamics of UK Unemployment," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 65, issue 2, pages 221-239, May, DOI: 10.1111/1468-0084.t01-1-00047.
• Luis A. Gil‐Alana, 2003, "Testing of Fractional Cointegration in Macroeconomic Time Series," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 65, issue 4, pages 517-529, September, DOI: 10.1111/1468-0084.t01-1-00048.
• Jacqueline Pradel & Christophe Rault, 2003, "Exogeneity in Vector Error Correction Models with Purely Exogenous Long‐Run Paths," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 65, issue 5, pages 629-653, December, DOI: 10.1111/j.1468-0084.2003.00065.x.
• Dick van Dijk & Philip Hans Franses, 2003, "Selecting a Nonlinear Time Series Model using Weighted Tests of Equal Forecast Accuracy," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 65, issue s1, pages 727-744, December, DOI: 10.1046/j.0305-9049.2003.00091.x.
• Jan G. De Gooijer & Dawit Zerom, 2003, "On Conditional Density Estimation," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, volume 57, issue 2, pages 159-176, May, DOI: 10.1111/1467-9574.00226.
• John Barkoulas & Christopher F. Baum, 2003, "Long-Memory Forecasting of U.S. Monetary Indices," Boston College Working Papers in Economics, Boston College Department of Economics, number 558, May.
• Raffaella Giacomini & Ivana Komunjer, 2003, "Evaluation and Combination of Conditional Quantile Forecasts," Boston College Working Papers in Economics, Boston College Department of Economics, number 571, Jun.
• Raffaella Giacomini & Halbert White, 2003, "Tests of conditional predictive ability," Boston College Working Papers in Economics, Boston College Department of Economics, number 572, Apr.
• Christopher F. Baum, 2003, "A review of Stata 8.1 and its time series capabilities," Boston College Working Papers in Economics, Boston College Department of Economics, number 581, Oct.
• Stephen G. Hall & Nicholas G. Zonzilos, 2003, "An Indicator Measuring Underlying Economic Activity in Greece," Working Papers, Bank of Greece, number 04, Aug.
• Alexandros E. Milionis, 2003, "Modelling Economic Time Series in the Presence of Variance Non-Stationarity: A Practical Approach," Working Papers, Bank of Greece, number 07, Nov.
• Pranab Bardhan & Dilip Mookherjee, 2003, "Pro-Poor Targeting and Accountability of Local Governments in West Bengal," Boston University - Department of Economics - The Institute for Economic Development Working Papers Series, Boston University - Department of Economics, number dp-138, Dec.
• Theodore Panagiotidis, 2003, "Market Efficiency and the Euro:The case of the Athens Stock Exchange," Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 03-08, Feb.
• Theodore Panagiotidis, 2003, "Market Efficiency and the Euro:The case of the Athens Stock Exchange," Public Policy Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 03-08, Feb.