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

2000

• Paolo Zaffaroni, 2000, "Stationarity and Memory of ARCH Models," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 383, Mar.
• Zongwu Cai & Jianqin Fan & Qiwei Yao, 2000, "Adaptive Varying-Coefficient Linear Models," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 388, Apr.
• Douglas J Hodgson & Oliver Linton & Keith Vorkink, 2000, "Testing the Capital Asset Pricing Model Efficiently under Elliptical Symmetry: A Semiparametric Approach," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 398, Jul.
• L A Gil-Alaña & Peter M Robinson, 2000, "Testing of Seasonal Fractional Integration in UK and Japanese Consumption and Income," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 402, Nov.
• Raimundo Soto, 2000, "Ajuste Estacional e Integración en Variables Macroeconómicas," Working Papers Central Bank of Chile, Central Bank of Chile, number 73, Jun.
• Christian A. Johnson, 2000, "Un Modelo de Switching para el Crecimiento en Chile," Working Papers Central Bank of Chile, Central Bank of Chile, number 84, Nov.
• Rómulo Chumacero, 2000, "Se Busca una Raíz Unitaria: Evidencia para Chile," Working Papers Central Bank of Chile, Central Bank of Chile, number 86, Dec.
• Jean-Marie Dufour & Olivier Torrès, 2000, "Markovian Processes, Two-Sided Autoregressions and Finite-Sample Inference for Stationary and Nonstationary Autoregressive Processes," CIRANO Working Papers, CIRANO, number 2000s-17, May.
• Philip M. Bodman & Mark Crosby, 2000, "Phases of the Canadian business cycle," Canadian Journal of Economics, Canadian Economics Association, volume 33, issue 3, pages 618-633, August.
• G. Boero & E. Marrocu, 2000, "La performance di modelli non lineari per i tassi di cambio: un'applicazione con dati a diversa frequenza," Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia, number 200014.
• BROZE, Laurence & FRANCQ, Christian & ZAKOIAN, Jean-Michel, 2000, "Non redundancy of high order moment conditions for efficient GMM estimation of weak AR processes," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2000033, Jun.
• LUBRANO, Michel, 2000, "Bayesian non-linear modellings of the short term US interest rate: the help of non-parametric tools," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2000038, Aug.
• BAUWENS, Luc & HUNTER, John, 2000, "Identifying long-run behaviour with non-stationary data," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2000043, Sep.
• GIOT, Pierre, 2000, "Intraday value-at-risk," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2000045, Sep.
• Rockinger, Michael & Urga, Giovanni, 2000, "A Time Varying Parameter Model to Test for Predictability and Integration in Stock Markets of Transition Economies," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 2346, Jan.
• Diebold, Francis & Kilian, Lutz, 2000, "Measuring Predictability: Theory And Macroeconomic Applications," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 2424, Apr.
• Kilian, Lutz & Caner, Mehmet, 2000, "Size Distortions Of Tests Of The Null Hypothesis Of Stationarity: Evidence And Implications For The PPP Debate," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 2425, Apr.
• Zoega, Gylfi & Coakley, Jerry & Fuertes, Ana-Maria, 2000, "Evaluating The Persistence And Structuralist Theories Of Unemployment," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 2438, Apr.
• Serge Darolles & Jean-Pierre Florens & Christian Gourieroux, 2000, "Kernel Based Nonlinear Canonical Analysis and Time Reversibility," Working Papers, Center for Research in Economics and Statistics, number 2000-18.
• Jean -Luc Prigent & Olivier Renault & Olivier Scaillet, 2000, "An Empirical Investigation in Credit Spread Indices," Working Papers, Center for Research in Economics and Statistics, number 2000-59.
• Prigent, J.-L. & Renault, O. & Scaillet, O., 2000, "An Empirical Investigation in Credit Spread Indices," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2000028, Sep.
• Jushan Bai, 2000, "Vector Autoregressive Models with Structural Changes in Regression Coefficients and in Variance-Covariance Matrices," Annals of Economics and Finance, Society for AEF, volume 1, issue 2, pages 303-339, November.
• Moon, Hyungsik R. & Phillips, Peter C.B., 2000, "Estimation Of Autoregressive Roots Near Unity Using Panel Data," Econometric Theory, Cambridge University Press, volume 16, issue 6, pages 927-997, December.
• Chao, John C. & Swanson, Norman R., 2000, "Tests Of Nonnested Hypotheses In Nonstationary Regressions With An Application To Modeling Industrial Production," Macroeconomic Dynamics, Cambridge University Press, volume 4, issue 1, pages 42-72, March.
• Christian M. Hafner & Wolfgang HÄrdle, 2000, "Discrete time option pricing with flexible volatility estimation," Finance and Stochastics, Springer, volume 4, issue 2, pages 189-207.
• Liudas Giraitis & Piotr Kokoszka & Remigijus Leipus & Gilles Teyssière, 2000, "Semiparametric Estimation of the Intensity of Long Memory in Conditional Heteroskedasticity," Statistical Inference for Stochastic Processes, Springer, volume 3, issue 1, pages 113-128, January, DOI: 10.1023/A:1009951213271.
• Javier Andrés & José E. Boscá, 2000, "Technological differences and convergence in the OECD," Spanish Economic Review, Springer;Spanish Economic Association, volume 2, issue 1, pages 11-27.
• R. Moodley & William Kerr & Daniel Gordon, 2000, "Has the Canada-US trade agreement fostered price integration?," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 136, issue 2, pages 334-354, June, DOI: 10.1007/BF02707691.
• Alessandro Calza & Alexander Jung & Livio Stracca, 2000, "An econometric analysis of the main components of M3 in the Euro area," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 136, issue 4, pages 680-701, December, DOI: 10.1007/BF02707648.
• Maurizio Baussola, 2000, "The Causality Between R&D And Investment," Economics of Innovation and New Technology, Taylor & Francis Journals, volume 9, issue 4, pages 385-399, DOI: 10.1080/10438590000000015.
• Oliver Linton & Douglas Steigerwald, 2000, "Adaptive testing in arch models," Econometric Reviews, Taylor & Francis Journals, volume 19, issue 2, pages 145-174, DOI: 10.1080/07474930008800466.
• Jesus Gonzalo & Tae-Hwy Lee, 2000, "On the robustness of cointegration tests when series are fractionally intergrated," Journal of Applied Statistics, Taylor & Francis Journals, volume 27, issue 7, pages 821-827, DOI: 10.1080/02664760050120515.
• Aaron Schiff & Peter Phillips, 2000, "Forecasting New Zealand's real GDP," New Zealand Economic Papers, Taylor & Francis Journals, volume 34, issue 2, pages 159-181, DOI: 10.1080/00779950009544321.
• Kurt Brännäs & Jan G. de Gooijer, 2000, "Asymmetries in Conditional Mean and Variance: Modelling Stock Returns by asMA-asQGARCH," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 00-049/4, Jun.
• Winfried G. Hallerbach, 2000, "Cross- and Auto-Correlation Effects arising from Averaging: The Case of US Interest Rates and Equity Duration," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 00-064/2, Jul.
• Jenke Ter Horst & Marno Verbeek, 2000, "Estimating Short-Run Persistence In Mutual Fund Performance," The Review of Economics and Statistics, MIT Press, volume 82, issue 4, pages 646-655, November.
• Rómulo Chumacero Escudero, 2000, "Se busca una raíz unitaria: evidencia para Chile," Estudios de Economia, University of Chile, Department of Economics, volume 27, issue 1 Year 20, pages 55-68, June.
• Diego Aboal & Fernando Lorenzo & Andrés Rius, 2000, "Is the exchange rate politically manipulated around elections? The evidence from Uruguay," Documentos de Trabajo (working papers), Department of Economics - dECON, number 1800, Dec.
• Kevin Nell, 2000, "Imported Inflation in South Africa: An Empirical Study," Studies in Economics, School of Economics, University of Kent, number 0005, May.
• Miguel A. León-Ledesma, 2000, "Unemployment Hysteresis in the US and the EU: a Panel Data Approach," Studies in Economics, School of Economics, University of Kent, number 0006, Jun.
• João Ricardo Faria & Miguel León-Ledesma, 2000, "Testing the Balassa-Samuelson Effect: Implications for Growth and PPP," Studies in Economics, School of Economics, University of Kent, number 0008, Sep.
• Kevin S. Nell, 2000, "Is Low Inflation a Precondition for Faster Growth? The Case of South Africa," Studies in Economics, School of Economics, University of Kent, number 0011, Oct.
• Miguel León-Ledesma, 2000, "R&D Spillovers and Export Performance: Evidence from the OECD Countries," Studies in Economics, School of Economics, University of Kent, number 0014, Dec.
• Kodrat Wibowo, 2000, "Does an Overvalued Real Exchange Rate Create More Policy Uncertainty? Singaporean Case Using GARCH Model," Working Papers in Economics and Development Studies (WoPEDS), Department of Economics, Padjadjaran University, number 200001, Oct, revised Oct 2000.
• David E. A. Giles & Betty J. Johnson, 2000, "Taxes, Risk-Aversion, and the Size of the Underground Economy: A Nonparametric Analysis With New Zealand Data," Econometrics Working Papers, Department of Economics, University of Victoria, number 0006, May.
• Richard Harris & Brian Silverstone, 2000, "Asymmetric Adjustment of Unemployment and Output in New Zealand: Rediscovering Okun's Law," Working Papers in Economics, University of Waikato, number 00/02, May.
• Martinez Peria, Maria Soledad, 2000, "The impact of banking crises on money demand and price stability," Policy Research Working Paper Series, The World Bank, number 2305, Mar.
• Gary Krueger & Susan J. Linz, 2000, "Virtual Reality: Barter and Restructuring in Russian Industry," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number 465, Apr.
• Philip M. Bodman & Mark Crosby, 2000, "Phases of the Canadian business cycle," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, volume 33, issue 3, pages 618-633, August, DOI: 10.1111/0008-4085.00033.
• Y.K. Tse & Albert K.C. Tsui, 2000, "A Multivariate GARCH Model with Time-Varying Correlations," Econometrics, University Library of Munich, Germany, number 0004007, Nov.
• William A. Barnett & Yijun He, 2000, "Unsolved Econometric Problems in Nonlinearity, Chaos, and Bifurcation," Macroeconomics, University Library of Munich, Germany, number 0004021, Sep.
• Höppner, Florian & Wesche, Katrin, 2000, "Non-linear Effects of Fiscal Policy in Germany: A Markov-Switching Approach," Bonn Econ Discussion Papers, University of Bonn, Bonn Graduate School of Economics (BGSE), number 9/2000.
• Kräussl, Roman, 2000, "Sovereign credit ratings and their impact on recent financial crises," CFS Working Paper Series, Center for Financial Studies (CFS), number 2000/04.
• Kaiser, Ulrich & Pohlmeier, Winfried, 2000, "Efficient Bargaining and the Skill-Structure of Wages and Employment," CoFE Discussion Papers, University of Konstanz, Center of Finance and Econometrics (CoFE), number 00/24.
• Thiele, Rainer, 2000, "Estimating the aggregate agricultural supply response: a survey of techniques and results for developing countries," Kiel Working Papers, Kiel Institute for the World Economy, number 1016.
• Scheide, Joachim & Trabandt, Mathias, 2000, "Predicting inflation in Euroland: the Pstar approach," Kiel Working Papers, Kiel Institute for the World Economy, number 1019.
• Gil-Alaña, Luis A., 2000, "Testing of fractional cointegration in macroeconomic time series," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2000,105.
• Gil-Alaña, Luis A., 2000, "Deterministic seasonality versus seasonal fractional integration," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2000,106.
• Gil-Alaña, Luis A., 2000, "A generalized fractional time series model," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2000,107.
• Lanne, Markku & Saikkonen, Pentti, 2000, "Reducing size distortions of parametric stationarity tests," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2000,12.
• Gil-Alaña, Luis A., 2000, "Testing of unit roots and other fractionally integrated hypotheses in the presence of structural breaks," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2000,13.
• Gil-Alaña, Luis A. & Henry, Brian, 2000, "Fractional integration and the dynamics of UK unemployment," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2000,14.
• Caporale, Guglielmo Maria & Gil-Alaña, Luis A., 2000, "Fractional cointegration and tests of present value models," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2000,15.
• Gil-Alaña, Luis A., 2000, "Modelling seasonality with fractionally integrated processes," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2000,16.
• Nielsen, Hannah & Tullio, Giuseppe & Wolters, Jürgen, 2000, "Currency substitution and the stability of the Italian demand for money before the entry into the monetary union, 1972 - 1998," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2000,66.
• Gil-Alaña, Luis A., 2000, "A fractionally integrated exponential model for UK unemployment," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2000,67.
• Gil-Alaña, Luis A., 2000, "A fractionally integrated model with a mean shift for the US and the UK real oil prices," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2000,68.
• Caporale, Guglielmo Maria & Gil-Alaña, Luis A., 2000, "Fractional cointegration and real exchange rates," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2000,69.
• Gil-Alaña, Luis A., 2000, "Testing stochastic cycles in macroeconomic time series," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2000,70.
• Herwartz, Helmut & Theilen, Bernd, 2000, "The determinants of health care expenditure: Testing pooling restrictions in small samples," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2000,78.
• Herwartz, Helmut & Reimers, Hans-Eggert, 2000, "Testing the purchasing power parity in pooled systems of error correction models," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2000,79.
• Hafner, Christian M., 2000, "Fourth moments of multivariate GARCH processes," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2000,80.
• Herwartz, Helmut & Neumann, Michael H., 2000, "Bootstrap inference in single equation error correction models," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2000,87.
• Caporale, Guglielmo Maria & Gil-Alaña, Luis A., 2000, "Unemployment and input prices: A fractional cointegration approach," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2001,56.
• Krämer, Walter & Sibbertsen, Philipp, 2000, "Testing for structural change in the presence of long memory," Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen, number 2000,31.
• Kleiber, Christian, 2000, "Finite sample efficiency of OLS in linear regression models with long-memory disturbances," Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen, number 2000,34.
• Franz, Wolfgang, 2000, "Neues von der NAIRU?," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 00-41.
• Czarnitzki, Dirk & Stadtmann, Georg, 2000, "The behaviour of noise traders: empirical evidence on purchases of business magazines," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 00-65.
• Nikolaus A. Siegfried, 2000, "Monetary Transmission Mechanisms in Euroland," Quantitative Macroeconomics Working Papers, Hamburg University, Department of Economics, number 20003, Feb.
• Lyhagen, Johan, 2000, "The seasonal KPSS statistic," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 354, Jan.
• He, Changli, 2000, "Moments and the Autocorrelation Structure of the Exponential GARCH(p,q) Process," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 359, Feb.
• Medeiros, Marcelo & Veiga, Alvaro, 2000, "A Flexible Coefficient Smooth Transition Time Series Model," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 360, Feb, revised 29 Apr 2004.
• Lundbergh, Stefan & Teräsvirta, Timo & van Dijk, Dick, 2000, "Time-Varying Smooth Transition Autoregressive Models," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 376, Apr.
• Larsson, Rolf & Lyhagen, Johan, 2000, "Testing for common cointegrating rank in dynamic panels," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 378, Apr.
• van Dijk, Dick & Teräsvirta, Timo & Franses, Philip Hans, 2000, "Smooth Transition Autoregressive Models - A Survey of Recent Developments," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 380, May, revised 17 Jan 2001.
• Medeiros, Marcelo & Veiga, Alvaro, 2000, "Diagnostic Checking in a Flexible Nonlinear Time Series Model," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 386, Jun, revised 15 Jan 2001.
• Lundbergh, Stefan & Teräsvirta, Timo, 2000, "Forecasting with smooth transition autoregressive models," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 390, Jun.
• Medeiros, Marcelo & Veiga, Alvaro & Resende, Mauricio, 2000, "A Combinatorial Approach to Piecewise Linear Time Series Analysis," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 393, Jun.
• Lyhagen, Johan, 2000, "Why not use standard panel unit root test for testing PPP," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 413, Nov.
• Byström , Hans, 2000, "The Hedging Performance of Electricity Futures on the Nordic Power Exchange Nord Pool," Working Papers, Lund University, Department of Economics, number 2000:15, Sep.
• Amilon , Henrik & Byström , Hans, 2000, "The Compass Rose Pattern of the Stock Market: How Does it Affect Parameter Estimates, Forecasts, and Statistical Tests?," Working Papers, Lund University, Department of Economics, number 2000:18, Nov.
• Lindé, Jesper, 2000, "Testing for the Lucas Critique: A Quantitative Investigation," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 113, Nov.
• Lindé, Jesper, 2000, "Monetary Policy Analysis in Backward-Looking Models," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 114, Nov.
• Lindström, Tomas, 2000, "Qualitative Survey Responses and Production over the Business Cycle," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 116, Nov.
• de Luna, Xavier, 2000, "Prediction Inference for Time Series," Umeå Economic Studies, Umeå University, Department of Economics, number 519, Jan.
• Brännäs, Kurt & de Gooijer, Jan G., 2000, "ASYMMETRIES IN CONDITIONAL MEAN AND VARIANCE: MODELLING STOCK RETURNS BY asMA-asQGARCH," Umeå Economic Studies, Umeå University, Department of Economics, number 535, May.
• Yin-Wong Cheung, 2000, "Hong Kong Output Dynamics: An Empirical Analysis," Working Papers, Hong Kong Institute for Monetary Research, number 112000, Dec.
• Crespo-Cuaresma, Jesus, 2000, "Forecasting European GDP Using Self-Exciting Threshold Autoregressive Models. A Warning," Economics Series, Institute for Advanced Studies, number 79, Mar.
• Mansor H. Ibrahim, 2000, "Public And Private Capital Formation And Economic Growth In Malaysia, 1961-1995," IIUM Journal of Economics and Management, IIUM Journal of Economis and Management, volume 8, issue 1, pages 21-40, June.
• Siklos, Pierre L, 2000, "Inflation Targets and the Yield Curve: New Zealand and Australia versus the US," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 5, issue 1, pages 15-32, February.
• Blum Ulrich & Dudley Leonard, 2000, "Blood, Sweat, and Tears: The Rise and Decline of the East German Economy, 1949–1988 / Blut, Schweiß, Tränen: Aufstieg und Niedergang der ostdeutschen Wirtschaft, 1949–1988," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 220, issue 4, pages 438-452, August, DOI: 10.1515/jbnst-2000-0405.
• Hujer Reinhard & Grammig Joachim & Kokot Stefan, 2000, "Time Varying Trade Intensities and the Deutsche Telekom IPO / Zeitvariable Handelsintensitaten und die Deutsche Telekom IPO," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 220, issue 6, pages 689-714, December, DOI: 10.1515/jbnst-2000-0606.
• Fazekas, Károly & Ozsvald, Éva, 2000, "Növekvő munkanélküliség, rugalmasabb munkaerőpiac a japán stílusú foglalkoztatási modell átalakulása
  [Rising unemployment and a more flexible labour market the transformation of the Japanese-style employment model]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 2, pages 157-177.
• Tarján, Tamás, 2000, "Jánossy elmélete az új növekedési elmélet tükrében
  [Jánossy's theory in the light of the new growth theory]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 5, pages 457-472.
• Janecskó, Balázs, 2000, "Idősor-modellezés és opcióárazás csonkolt Lévy-eloszlással
  [Time-series modelling and option pricing with a truncated Lévy distribution]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 11, pages 899-917.
• Khalaf, Lynda & Saphores, Jean-Daniel & Bilodeau, Jean-François, 2000, "Simulation-Based Exact Tests with Unidentified Nuisance Parameters under the Null Hypothesis : the Case of Jumps Tests in Model with Conditional Heteroskedasticity," Cahiers de recherche, Université Laval - Département d'économique, number 0004.
• Khalaf, Lynda & Saphores, Jean-Daniel & Bilodeau, Jean-François, 2000, "Simulation-Based Exact Tests with Unidentified Nuisance Parameters Under the Null Hypothesis: the Case of Jumps Tests in Models with Conditional Heteroskedasticity," Cahiers de recherche, GREEN, number 0004.
• Jamie Emerson & Chihwa Kao, 2000, "Testing for Structural Change of a Time Trend Regression in Panel Data," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 15, Mar.
• Badi H. Baltagi & Chihwa Kao, 2000, "Nonstationary Panels, Cointegration in Panels and Dynamic Panels: A Survey," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 16, Mar.
• Yongmiao Hong & Chihwa Kao, 2000, "Wavelet-Based Testing for Serial Correlation of Unknown Form in Panel Models," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 32, Oct.
• Maurice J. Roche & Kieran McQuinn, 2000, "Speculation in agricultural land," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n1010700, Oct.
• Kevin S. Nell, 2000, "The Endogenous/Exogenous Nature of South Africa’s Money Supply Under Direct and Indirect Monetary Control Measures," Journal of Post Keynesian Economics, Taylor & Francis Journals, volume 23, issue 2, pages 313-329, December, DOI: 10.1080/01603477.2000.11490283.
• Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Paul Labys, 2000, "Exchange Rate Returns Standardized by Realized Volatility are (Nearly) Gaussian," Multinational Finance Journal, Multinational Finance Journal, volume 4, issue 3-4, pages 159-179, September.
• Richard T. Baillie & Aydin A. Cecen & Young-Wook Han, 2000, "High Frequency Deutsche Mark-US Dollar Returns: FIGARCH Representations and Non Linearities," Multinational Finance Journal, Multinational Finance Journal, volume 4, issue 3-4, pages 247-267, September.
• Henry, O.T. & Summers, P.M., 2000, "Australian Economic Growth: Non-Linearities and Internaitonal Influences," Department of Economics - Working Papers Series, The University of Melbourne, number 738.
• Shami, R.G. & Forbes, C.S., 2000, "A structural Time Series Model with Markov Switching," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 10/00, Dec.
• Anderson, H.M. & Vahid, F., 2000, "Predicting the Probability of a Recession with Nonlinear Autoregressive Leading Indicator Models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 3/00, Mar.
• Forbes, C.S. & Snyder, R.D. & Shami, R.S., 2000, "Bayesian Exponential Smoothing," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 7/00, Aug.
• Wouter J. den Haan & Andrew T. Levin, 2000, "Robust Covariance Matrix Estimation with Data-Dependent VAR Prewhitening Order," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0255, Jun.
• Alan M. Taylor, 2000, "Potential Pitfalls for the Purchasing-Power-Parity Puzzle? Sampling and Specification Biases in Mean-Reversion Tests of the Law of One Price," NBER Working Papers, National Bureau of Economic Research, Inc, number 7577, Mar.
• James D. Hamilton & Oscar Jorda, 2000, "A Model for the Federal Funds Rate Target," NBER Working Papers, National Bureau of Economic Research, Inc, number 7847, Aug.
• Stilianos Fountas, 2000, "The Relationship between Inflation and Inflation Uncertainty in the UK: 1885-1998," Working Papers, National University of Ireland Galway, Department of Economics, number 0048, revised 2000.
• Vasco J. Gabriel & Luis F. Martins, 2000, "The Properties of Cointegration Tests in Models with Structural Change," NIPE Working Papers, NIPE - Universidade do Minho, number 1/2000.
• Vasco J. Gabriel & Luis F. Martins, 2000, "The Forecast Performance of Long Memory and Markov Switching Models," NIPE Working Papers, NIPE - Universidade do Minho, number 2/2000.
• R. Mahieu, 2000, "The determinants of health care expenditure: a macroeconomic approach," Documents de Travail de l'Insee - INSEE Working Papers, Institut National de la Statistique et des Etudes Economiques, number g2000-01.
• Keiko Murata & Dave Turner & David Rae & Laurence Le Fouler, 2000, "Modelling Manufacturing Export Volumes Equations: A System Estimation Approach," OECD Economics Department Working Papers, OECD Publishing, number 235, Apr, DOI: 10.1787/308783210136.
• Laurence Boone, 2000, "Comparing Semi-Structural Methods to Estimate Unobserved Variables: The HPMV and Kalman Filters Approaches," OECD Economics Department Working Papers, OECD Publishing, number 240, Apr, DOI: 10.1787/112875725526.
• Pete Richardson & Laurence Boone & Claude Giorno & Mara Meacci & David Rae & David Turner, 2000, "The Concept, Policy Use and Measurement of Structural Unemployment: Estimating a Time Varying NAIRU Across 21 OECD Countries," OECD Economics Department Working Papers, OECD Publishing, number 250, Jun, DOI: 10.1787/785730283515.
• David Hendry & Hans-Martin Krolzig, 2000, "Computer Automation of General-to-Specific Model Selection Procedures," Economics Series Working Papers, University of Oxford, Department of Economics, number 3, Mar.
• Qaisar Farooq Akram & Research Department & Norges Bank., 2000, "PPP Despite Real Shocks: An Empirical Analysis of the Norwegian Real Exchange Rate," Economics Series Working Papers, University of Oxford, Department of Economics, number 30, Oct.
• Akram, Q.F., 2000, "PPP Despite Real Shocks: an Empirical Analysis of the Norwegian Real Exchange Rate," Economics Series Working Papers, University of Oxford, Department of Economics, number 9930.
• Liam Lenten, 2000, "The Profile of Labour Force Discouragement in Australia," Australian Journal of Labour Economics (AJLE), Bankwest Curtin Economics Centre (BCEC), Curtin Business School, volume 4, issue 1, pages 3-17, March.
• Paul Cashin & Hong Liang & C. John McDermott, 2000, "How Persistent Are Shocks to World Commodity Prices?," IMF Staff Papers, Palgrave Macmillan, volume 47, issue 2, pages 1-2.
• William A. Barnett & Yi Liu, 2000, "Beyond the Risk-neutral Utility Function," Palgrave Macmillan Books, Palgrave Macmillan, chapter 1, in: Michael T. Belongia & Jane M. Binner, "Divisia Monetary Aggregates", DOI: 10.1057/9780230288232_2.
• Goyal, Ashima & Dash, Shridhar, 2000, "The Money Supply Process in India: Identification, Analysis and Estimation," MPRA Paper, University Library of Munich, Germany, number 24632, Jul.
• bouoiyour, jamal, 2000, "Relation éducation croissance économique au Maroc Long terme ou court terme?
  [Education and Economic Growth in Morocco: short-term or long term relationship?]," MPRA Paper, University Library of Munich, Germany, number 29162, Apr.
• Hardle, Wolfgang & LIang, Hua & Gao, Jiti, 2000, "Partially linear models," MPRA Paper, University Library of Munich, Germany, number 39562, Sep, revised 01 Sep 2000.
• Rey, Serge & Varachaud, Pascal, 2000, "Le comportement des taux de change réels européens de la fin Bretton Woods à l’adoption de l’euro
  [The behavior of European real exchange rates from the Bretton Woods system end to the adoption of the euro]," MPRA Paper, University Library of Munich, Germany, number 49502, Jan.
• Sakarya, Burchan & Yurtoglu, Hasan, 2000, "Capacity Utilization and Inflation in Turkey," MPRA Paper, University Library of Munich, Germany, number 69192, Jul.
• Weaver, Robert D & Natcher, William C, 2000, "Commodity Price Volatility under New Market Orientations," MPRA Paper, University Library of Munich, Germany, number 9862.
• Christelle Lecourt, 2000, "Dépendance de court et de long terme des rendements de taux de change," Économie et Prévision, Programme National Persée, volume 146, issue 5, pages 127-137, DOI: 10.3406/ecop.2000.6132.
• Stephen Pollock, 2000, "Circulant Matrices and Time-series Analysis," Working Papers, Queen Mary University of London, School of Economics and Finance, number 422, Oct.
• Stephen Pollock, 2000, "Filters for Short Nonstationary Sequences," Working Papers, Queen Mary University of London, School of Economics and Finance, number 423, Oct.
• Kyriakos Chourdakis & Elias Tzavalis, 2000, "Option Pricing with a Dividend General Equilibrium Model," Working Papers, Queen Mary University of London, School of Economics and Finance, number 425, Nov.
• Panos Afxentiou, 2000, "Convergence, the Maastricht Criteria, and Their Benefits," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 53, issue 4, pages 437-448.
• George Hondroyiannis, 2000, "Estimating Demand for Money within the European Union Area," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 53, issue 3, pages 321-337.
• Pelinescu, Elena & Scutaru, Cornelia, 2000, "Analysis Of The Behaviour Of Money Demand," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 35-47, June.
• Ciupagea, Constantin, 2000, "Rigidities Of The Labour Market In A Transition Economy: The Case Of Romania," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 29-57, December.
• Turlea, Geomina, 2000, "An Attempt At Modelling And Forecasting The Household Consumption In Romania –Methodological Issues-," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 58-68, December.
• Uwe Hassler & Francesc Marmol & C. Velasco, 2000, "Fractional Cointegrating Regression In The Presence Of Linear Time Trends," Computing in Economics and Finance 2000, Society for Computational Economics, number 138, Jul.
• Peter Winker & Jenny Li, 2000, "Time Series Simulation With Quasi-Monte Carlo Methods," Computing in Economics and Finance 2000, Society for Computational Economics, number 151, Jul.
• Miriam Camarero & Vicente Esteve & Cecilio Tamarit, 2000, "Price convergence of peripheral European countries on the way to the EMU: A time series approach," Empirical Economics, Springer, volume 25, issue 1, pages 149-168.
• Giuseppe Parigi & Roberto Golinelli & Giorgio Bodo, 2000, "Forecasting industrial production in the Euro area," Empirical Economics, Springer, volume 25, issue 4, pages 541-561.
• J. B. Cromwell & W. C. Labys & E. Kouassi, 2000, "What color are commodity prices? A fractal analysis," Empirical Economics, Springer, volume 25, issue 4, pages 563-580.
• Engel, Charles, 2000, "Long-run PPP may not hold after all," Journal of International Economics, Elsevier, volume 51, issue 2, pages 243-273, August.
• Gerdtham, Ulf-G. & Lothgren, Mickael, 2000, "On stationarity and cointegration of international health expenditure and GDP," Journal of Health Economics, Elsevier, volume 19, issue 4, pages 461-475, July.
• Fatas, Antonio, 2000, "Endogenous growth and stochastic trends," Journal of Monetary Economics, Elsevier, volume 45, issue 1, pages 107-128, February.
• Michelacci, Claudio & Zaffaroni, Paolo, 2000, "(Fractional) beta convergence," Journal of Monetary Economics, Elsevier, volume 45, issue 1, pages 129-153, February.
• Murray, Christian J. & Nelson, Charles R., 2000, "The uncertain trend in U.S. GDP," Journal of Monetary Economics, Elsevier, volume 46, issue 1, pages 79-95, August.
• Perez-Quiros, Gabriel & Timmermann, Allan, 2000, "Business cycle asymmetries in stock returns: evidence from higher order moments and conditional densities," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119098, Oct.
• Gil-Alana, L A & Robinson, Peter M., 2000, "Testing of seasonal fractional integration in UK and Japanese consumption and income," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 2051, Nov.
• Robinson, Peter M. & Velasco, Carlos, 2000, "Edgeworth expansions for spectral density estimates and studentized sample mean," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 2148, May.
• Hodgson, Douglas J & Linton, Oliver & Vorkink, Keith, 2000, "Testing the capital asset pricing model efficiently under elliptical symmetry : a semiparametric approach," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 2197, Jul.
• Quah, Danny, 2000, "Cross-country growth comparison : theory to empirics," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 2251, Jan.
• Robinson, Peter M. & Velasco, Carlos, 2000, "Whittle pseudo-maximum likelihood estimation for nonstationary time series," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 2273, May.
• Giraitis, Liudas & Robinson, Peter M., 2000, "Whittle estimation of ARCH models," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 2277, Nov.
• Marinucci, D & Robinson, Peter M., 2000, "The averaged periodogram for nonstationary vector time series," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 2294, Dec.
• Fan, Jianqing & Yao, Qiwei & Cai, Zongwu, 2000, "Adaptive varying-coefficient linear models," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 6865, Apr.
• Zaffaroni, Paolo, 2000, "Stationarity and memory of ARCH models," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 6867, Mar.
• F. Fornari & A. Mele, 2000, "Recovering the Probability Density Function of Asset Prices using Garch as Diffusion Approximations," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2000-12.
• William A. Barnett, 2000, "Perspective on the Current State of Macroeconomic Theory," Contributions to Economic Analysis, Emerald Group Publishing Limited, "The Theory of Monetary Aggregation", DOI: 10.1108/S0573-8555(2000)0000245034.
• van Dijk, D.J.C. & Terasvirta, T. & Franses, Ph.H.B.F., 2000, "Smooth transition autoregressive models - A survey of recent developments," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2000-23/A, Jun.
• P. Jenkins, Stephen & Garcia-Serrano, Carlos, 2000, "Re-employment probabilities for Spanish men: what role does the unemployment benefit system play?," ISER Working Paper Series, Institute for Social and Economic Research, number 2000-17, May.
• Devicienti, Francesco, 2001, "Poverty persistence in Britain: a multivariate analysis using the BHPS, 1991-1997," ISER Working Paper Series, Institute for Social and Economic Research, number 2001-02, Jan.
• Ermisch, John, 2006, "Child support and non-resident fathers’ contact with their children," ISER Working Paper Series, Institute for Social and Economic Research, number 2006-14, Apr.
• James, Jonathan & Belot, Michèle, 2009, "Healthy school meals and educational outcomes," ISER Working Paper Series, Institute for Social and Economic Research, number 2009-01, Jan.
• D'Amuri, Francesco & Marcucci, Juri, 2009, "‘Google it!’ Forecasting the US unemployment rate with a Google job search index," ISER Working Paper Series, Institute for Social and Economic Research, number 2009-32, Nov.
• Hans DEWACHTER & Konstantijn MAES, 2001, "An Affine Model for International Bond Markets," Working Papers of Department of Economics, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven, number ces0106, Feb.
• Banerjee, A. & Russell, B., 2000, "The Markup and the Business Cycle Reconsidered," Economics Working Papers, European University Institute, number eco2000/21.
• Banerjee, A. & Russell, B., 2000, "The Relationship between the Markup and Inflation in the G7 plus One Economies," Economics Working Papers, European University Institute, number eco2000/7.
• Aurélie Boubel & Sébastien Laurent & Christelle Lecourt, 2000, "L’impact des signaux de politique monétaire sur la volatilité intrajournalière du taux de change deutschemark – dollar," Documents de recherche, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne, number 00-09.
• Altissimo, F. & Corradi, V., 2000, "Strong Rules for Detecting the Number of Breaks in a Time Series," Discussion Papers, University of Exeter, Department of Economics, number 0011.
• Corradi, V. & Swanson, N.R., 2000, "A Consistent Test for Nonlinear Out of Sample Predictive Accuracy," Discussion Papers, University of Exeter, Department of Economics, number 0012.
• Daniel Kožel, 2000, "The Money in Circulation Demand," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 50, issue 12, pages 673-684, December.