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

2001

• David Fernando Tobón & Gustavo López, 2001, "Suministro de información y seguros de confiabilidad en el mercado spot de generación de electricidad colombiano," Revista de Economía del Rosario, Universidad del Rosario.
• Elsa M. Castro Franco, 2001, "Algunos tópicos econométricos de interés: Series de tiempo, pronósticos, no linealidad," Apuntes del Cenes, Universidad Pedagógica y Tecnológica de Colombia.
• Luis Eduardo Arango T. & Carlos Esteban Posada P., 2001, "El desempleo en Colombia," Coyuntura Social, Fedesarrollo, number 12955, May.
• FERNANDES, Marcelo & GRAMMIG, Joachim, 2001, "A family of autoregressive conditional duration models," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2001036, Aug.
• HAFNER, Christian & HERWARTZ, Helmut, 2001, "Volatility impulse response functions for multivariate GARCH models," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2001039, Sep.
• HAFNER, Christian, 2001, "Fourth moments of multivariate GARCH processes," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2001046, Jun.
• Wolff, Christian & Lehnert, Thorsten, 2001, "Modelling Scale-Consistent VaR with the Truncated Lévy Flight," CEPR Discussion Papers, Centre for Economic Policy Research, number 2711, Feb.
• Rockinger, Michael & Poon, Ser-Huang & Tawn, Jonathan, 2001, "New Extreme-Value Dependence Measures and Finance Applications," CEPR Discussion Papers, Centre for Economic Policy Research, number 2762, Apr.
• Eric Ghysels & Alain Guay, 2001, "Testing for Structural Change in the Presence of Auxiliary Models," Cahiers de recherche CREFE / CREFE Working Papers, CREFE, Université du Québec à Montréal, number 133, Jun.
• Alain Guay, 2001, "Optimal Predictive Tests and a Simulation Study," Cahiers de recherche CREFE / CREFE Working Papers, CREFE, Université du Québec à Montréal, number 142, Oct.
• Douglas J. Hodgson & Oliver Linton & Keith Vorkink, 2001, "Testing the Capital Asset Pricing Model Efficiently Under Elliptical Symmetry: A Semiparametric Approach," Cahiers de recherche CREFE / CREFE Working Papers, CREFE, Université du Québec à Montréal, number 143, Oct.
• Douglas J. Hodgson & Keith Vorkink, 2001, "Efficient Estimation of Conditional Asset Pricing Models," Cahiers de recherche CREFE / CREFE Working Papers, CREFE, Université du Québec à Montréal, number 144, Oct.
• Han Hong & Olivier Scaillet & Elie Tamer, 2001, "A Fast Subsampling Method for Nonlinear Dynamic Models," Working Papers, Center for Research in Economics and Statistics, number 2001-39.
• Pérez, Ana & Ruiz Ortega, Esther, 2001, "Modelos de memoria larga para series económicas y financieras," DES - Documentos de Trabajo. Estadística y Econometría. DS, Universidad Carlos III de Madrid. Departamento de Estadística, number ds010101, Jun.
• Romano, Joseph P. & Wolf, Michael, 2001, "Improved nonparametric confidence intervals in time series regressions," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number ws010201, Jan.
• Vincent BODART & Paul REDING, 2001, "Do Foreign Exchange Markets Matter Dor Industry Stock Returns ? An empirical investigation," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2001016, Apr.
• Michel LUBRANO, 2001, "Smooth Transition Garch Models : a Baysian Perspective," Discussion Papers (REL - Recherches Economiques de Louvain), Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2001032, Sep.
• Soosung Hwang & John Knight & Stephen E. Satchell, 2001, "Forecasting Nonlinear Functions of Returns Using LINEX Loss Functions," Annals of Economics and Finance, Society for AEF, volume 2, issue 1, pages 187-213, May.
• John C. Chao & Valentina Corradi & Norman R. Swanson, 2001, "Data Transformation and Forecasting in Models with Unit Roots and Cointegration," Annals of Economics and Finance, Society for AEF, volume 2, issue 1, pages 59-76, May.
• Velasco, Carlos & Robinson, Peter M., 2001, "Edgeworth Expansions For Spectral Density Estimates And Studentized Sample Mean," Econometric Theory, Cambridge University Press, volume 17, issue 3, pages 497-539, June.
• Michael Wüger & Gerhard Thury, 2001, "The treatment of seasonality in error correction models as unobserved component: a case study for an Austrian consumption function," Empirical Economics, Springer, volume 26, issue 2, pages 325-341.
• Harri Ramcharran, 2001, "Estimating productivity and returns to scale in the US textile industry," Empirical Economics, Springer, volume 26, issue 3, pages 515-524.
• Hakan Berument & Halil Kiymaz, 2001, "The day of the week effect on stock market volatility," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 25, issue 2, pages 181-193, June, DOI: 10.1007/BF02744521.
• Álvaro Escribano & Oscar Jordá, 2001, "Testing nonlinearity: Decision rules for selecting between logistic and exponential STAR models," Spanish Economic Review, Springer;Spanish Economic Association, volume 3, issue 3, pages 193-209.
• Guglielmo Caporale & Nikitas Pittis, 2001, "Parameter instability, superexogeneity, and the monetary model of the exchange rate," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 137, issue 3, pages 501-524, September, DOI: 10.1007/BF02707628.
• Luis Arango & Andres Gonzalez, 2001, "Some evidence of smooth transition nonlinearity in Colombian inflation," Applied Economics, Taylor & Francis Journals, volume 33, issue 2, pages 155-162, DOI: 10.1080/00036840122443.
• Akira Tokihisa & Shigeyuki Hamori, 2001, "Seasonal Integration For Daily Data," Econometric Reviews, Taylor & Francis Journals, volume 20, issue 2, pages 187-200, DOI: 10.1081/ETC-100103822.
• Christian Gourieroux & Joann Jasiak, 2001, "Dynamic Factor Models," Econometric Reviews, Taylor & Francis Journals, volume 20, issue 4, pages 385-424, DOI: 10.1081/ETC-100106997.
• Kurt Brannas & Jorgen Hellstrom, 2001, "Generalized Integer-Valued Autoregression," Econometric Reviews, Taylor & Francis Journals, volume 20, issue 4, pages 425-443, DOI: 10.1081/ETC-100106998.
• Kevin Denny, 2001, "Asymmetric Central Bank Reaction Function: An Application of Smooth Transition Regression," International Economic Journal, Taylor & Francis Journals, volume 15, issue 4, pages 23-32, DOI: 10.1080/10168730100000050.
• Julio Nogués & Martín Grandes, 2001, "Country Risk: Economic Policy, Contagion Effect or Political Noise?," Journal of Applied Economics, Taylor & Francis Journals, volume 4, issue 1, pages 125-162, May, DOI: 10.1080/15140326.2001.12040561.
• P. Newbold & S. J. Leybourne & R. Sollis & M. E. Wohar, 2001, "U.S. and U.K. Interest Rates 1890 - 1934: New Evidence on Structural Breaks," Trinity Economics Papers, Trinity College Dublin, Department of Economics, number 20011.
• R. Sollis, 2001, "U.S. and U.K. Inflation: Evidence on Structural Change in the Order of Integration," Trinity Economics Papers, Trinity College Dublin, Department of Economics, number 20012.
• Jan F. Kiviet & Garry D.A. Phillips, 2001, "Moment Approximation for Least Squares Estimators in Dynamic Regression Models with a Unit Root," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 01-118/4, Dec.
• Noud P.A. van Giersbergen & Jan F. Kiviet, 2001, "How to implement the Bootstrap in Static or Stable Dynamic Regression Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 01-119/4, Dec.
• Noud P.A. van Giersbergen, 2001, "Bias Correction in a Stable AD(1,1) Model," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 01-120/4, Dec.
• Swinkels, L.A.P. & van der Sluis, P.J., 2001, "Return-Based Style Analysis with Time-Varying Exposures," Discussion Paper, Tilburg University, Center for Economic Research, number 2001-96.
• Swinkels, L.A.P. & van der Sluis, P.J., 2001, "Return-Based Style Analysis with Time-Varying Exposures," Other publications TiSEM, Tilburg University, School of Economics and Management, number f2c16530-4d18-4f43-bb6d-f.
• Carlos Oyarzún & Iván Araya, 2001, "Long run dynamics of regional growth in Chile," Estudios de Economia, University of Chile, Department of Economics, volume 28, issue 1 Year 20, pages 69-78, June.
• Christian A.Johnson, 2001, "Value at risk: teoría y aplicaciones," Estudios de Economia, University of Chile, Department of Economics, volume 28, issue 2 Year 20, pages 217-247, December.
• Amelia U. Santos-Paulino, 2001, "The Effects of Trade Liberalisation on Imports in Selected Developing Countries," Studies in Economics, School of Economics, University of Kent, number 0110, May.
• François Rycx & Robert Plasman, 2001, "The war of models: determination of wages and employment in Swedish private sector," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/793.
• Rabija SOMUN, 2001, "Empirical analysis of production fonction of Bosnia and Herzegovina for the period 1952-1989," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2001-15.
• Jesús Gonzalo & Michael Wolf, 2001, "Subsampling inference in threshold autoregressive models," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 573, Oct.
• Ulrich K. Müller & Graham Elliott, 2001, "Tests for Unit Roots and the Initial Observation," University of St. Gallen Department of Economics working paper series 2002, Department of Economics, University of St. Gallen, number 2002-02, Dec.
• Angela Black & Patricia Fraser & Nicolaas Groenewold, 2001, "US Stock Prices and Macroeconomic Fundamentals," Economics Discussion / Working Papers, The University of Western Australia, Department of Economics, number 01-08.
• Angela Black & Patricia Fraser & Nicolaas Groenewold, 2001, "How Big is the Speculative Component in Australian Share Prices?," Economics Discussion / Working Papers, The University of Western Australia, Department of Economics, number 01-14.
• Atsushi Inoue & Mototsugu Shintani, 2001, "Bootstrapping GMM Estimators for Time Series," Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics, number 0129, Dec, revised Aug 2003.
• David E. A. Giles, 2001, "Output Convergence and International Trade: Time-Series and Fuzzy Clustering Evidence for New Zealand and Her Trading Partners, 1950-1992," Econometrics Working Papers, Department of Economics, University of Victoria, number 0102, Jun.
• Benedikt M. Pötscher, 2001, "Nonlinear Functions and Convergence to Brownian Motion: Beyond the Continuous Mapping Theorem," Vienna Economics Papers, University of Vienna, Department of Economics, number vie0203, Nov.
• Manfred M. Fischer & Wolfgang Koller, 2001, "Testing for Non-Linear Dependence in Univariate Time Series: An Empirical Investigation of the Austrian Unemployment Rate," ERSA conference papers, European Regional Science Association, number ersa01p233, Aug.
• Kurt Brännäs & Andreia Hall, 2001, "Estimation in integer‐valued moving average models," Applied Stochastic Models in Business and Industry, John Wiley & Sons, volume 17, issue 3, pages 277-291, July, DOI: 10.1002/asmb.445.
• William A. Barnett, 2001, "Fellow's Opinion: Tastes and Technology, Curvature is not Sufficient for Regularity," Econometrics, University Library of Munich, Germany, number 0110007, Oct.
• Godwin Nwaobi, 2001, "A Vector Error Correction And Nonnested Modelling Of Money Demand Function In Nigeria," Econometrics, University Library of Munich, Germany, number 0111004, Nov.
• William A. Barnett & Meenakshi Pasupathy, 2001, "Regularity Of The Generalized Quadratic Production Model: A Counterexample," Econometrics, University Library of Munich, Germany, number 0112001, Dec.
• Bengi Kibritcioglu & Bulent Kose & Gamze Ugur, 2001, "A Leading Indicators Approach to the Predictability of Currency," International Finance, University Library of Munich, Germany, number 0108001, Sep, revised 06 Sep 2001.
• Joanna Nowicka-Zagrajek & Aleksander Weron, 2001, "Dependence structure of stable R-GARCH processes," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/01/02.
• Reimers, Hans-Eggert & Herwartz, Helmut, 2001, "Long-Run Links Among Money, Prices, and Output: World-Wide Evidence," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2001,14.
• Laurence Broze & Christian Francq & Jean-Michel Zakoı̈an, 2001, "Non-redundancy of high order moment conditions for efficient GMM estimation of weak AR processes," Post-Print, HAL, number hal-05431272, Jun, DOI: 10.1016/S0165-1765(01)00387-1.
• Ser-Huang Poon & Michael Rockinger & J. Tawn, 2001, "New Extreme-Value Dependance Measures and Finance Applications," Working Papers, HAL, number hal-00597018, Feb.
• Michael Rockinger & Eric Jondeau, 2001, "Testing for differences in the tails of stock-market returns," Working Papers, HAL, number hal-00601480, Oct.
• Karen Cabos & Nikolaus A. Siegfried, 2001, "Controlling Inflation in Euroland," Quantitative Macroeconomics Working Papers, Hamburg University, Department of Economics, number 20102, Feb.
• Koskinen, Lasse & Öller, Lars-Erik, 2001, "A Classifying Procedure for Signaling Turning Points," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 427, Feb.
• van Dijk, Dick & Strikholm, Birgit & Teräsvirta, Timo, 2001, "The effects of institutional and technological change and business cycle fluctuations on seasonal patterns in quarterly industrial production series," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 0429, Mar, revised 01 Jun 2004.
• Skoglund, Jimmy, 2001, "A simple efficient GMM estimator of GARCH models," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 0434, Feb.
• Yao, Yudong & Lyhagen, Johan, 2001, "Using A Trade-induced Catch-up Model to Explain China's Provincial Economic Growth 1978-97," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 0435, Feb.
• Byström, Hans, 2001, "Managing Extreme Risks in Tranquil and Volatile Markets Using Conditional Extreme Value Theory," Working Papers, Lund University, Department of Economics, number 2001:18, Oct.
• Byström, Hans, 2001, "Extreme Value Theory and Extremely Large Electricity Price Changes," Working Papers, Lund University, Department of Economics, number 2001:19, Oct.
• Lindé, Jesper, 2001, "Estimating New-Keynesian Phillips Curves: A Full Information Maximum Likelihood Approach," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 129, Dec, revised 01 Mar 2005.
• Lindé, Jesper, 2001, "The Empirical Relevance of Simple Forward- and Backward-looking Models: A View from a Dynamic General Equilibrium Model," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 130, Dec.
• Brännäs, Kurt & Nordman, Niklas, 2001, "An Alternative Conditional Asymmetry Specification for Stock Returns," Umeå Economic Studies, Umeå University, Department of Economics, number 556, Apr.
• Brännäs, Kurt & Nordström, Jonas, 2001, "The Number of Occupied Hotel Rooms: A Time Series Model that Accounts for Constrained Capacity and Prices," Umeå Economic Studies, Umeå University, Department of Economics, number 559, May.
• Brännäs, Kurt & Nordman, Niklas, 2001, "Conditional Skewness Modelling for Stock Returns," Umeå Economic Studies, Umeå University, Department of Economics, number 562, Jun.
• Bask, Mikael & de Luna, Xavier, 2001, "Characterizing the degree of stability of non-linear dynamic models," Umeå Economic Studies, Umeå University, Department of Economics, number 564, Nov.
• Bask, Mikael & de Luna, Xavier, 2001, "EMU and the Stability and Volatility of Foreign Exchange: Some Empirical Evidence," Umeå Economic Studies, Umeå University, Department of Economics, number 565, Nov.
• Jorge V. P rez Rodr guez & Francisco J. Ledesma Rodr guez & Manuel Navarro Ib ez & Sim n Sosvilla-Rivero, 2001, "Expectativas, Aprendizaje Y Credibilidad De La Pol Tica Monetaria En Espa A," Hacienda Pública Española / Review of Public Economics, IEF, volume 158, issue 3, September.
• Campbell, John, 2001, "Why Long Horizons? A Study of Power Against Persistent Alternatives," Scholarly Articles, Harvard University Department of Economics, number 3196341.
• Gaspar, Vitor & Perez-Quiros, Gabriel & Sicilia, Jorge, 2001, "The ECB Monetary Policy Strategy and the Money Market," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 6, issue 4, pages 325-342, October.
• Mr. C. John McDermott & Mr. Paul Cashin, 2001, "An Unbiased Appraisal of Purchasing Power Parity," IMF Working Papers, International Monetary Fund, number 2001/196, Dec.
• Indrani Chakraborty, 2001, "Economic reforms, capital inflows and macro economic impact in India," Centre for Development Studies, Trivendrum Working Papers, Centre for Development Studies, Trivendrum, India, number 311, Jan.
• N. Vijayamohanan Pillai, 2001, "Electricity demand analysis and forecasting: The tradition is questioned," Centre for Development Studies, Trivendrum Working Papers, Centre for Development Studies, Trivendrum, India, number 312, Feb.
• Alessandra Spremolla, 2001, "Persistencia en el Desempleo de Uruguay," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., volume 38, issue 113, pages 73-89.
• Christian Johnson, 2001, "Un Modelo de Switching para el Crecimiento en Chile," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., volume 38, issue 115, pages 291-319.
• Giancarlo Bruno, 2001, "Seasonal Adjustment of Italian Industrial Production Index using Tramo-Seats," ISAE Working Papers, ISTAT - Italian National Institute of Statistics - (Rome, ITALY), number 18, Apr.
• DiNardo, John & Tobias, Justin, 2001, "Nonparametric Density and Regression Estimation," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 12020, Jan.
• Ángel León & Antonio Rubia, 2001, "Comportamiento Del Precio Y Volatilidad En El Pool Eléctrico Español," Working Papers. Serie EC, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2001-04, Mar.
• Fuess Jr., Scott M. & Millea, Meghan, 2001, "Pay and Productivity in a Corporatist Economy: Evidence from Austria," IZA Discussion Papers, IZA Network @ LISER, number 244, Jan.
• Addison, John T. & Teixeira, Paulino, 2001, "Employment Adjustment in Portugal: Evidence from Aggregate and Firm Data," IZA Discussion Papers, IZA Network @ LISER, number 391, Nov.
• L. A. Gil-Alana & P. M. Robinson, 2001, "Testing of seasonal fractional integration in UK and Japanese consumption and income," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 16, issue 2, pages 95-114.
• Peter C. B. Phillips, 2001, "Descriptive econometrics for non-stationary time series with empirical illustrations," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 16, issue 3, pages 389-413.
• Francis X. Diebold & Lutz Kilian, 2001, "Measuring predictability: theory and macroeconomic applications," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 16, issue 6, pages 657-669.
• G. Coenen & J.-L. Vega, 2001, "The demand for M3 in the euro area," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 16, issue 6, pages 727-748.
• Jushan Bai & Serena Ng, 2001, "A Panic Attack on Unit Roots and Cointegration," Economics Working Paper Archive, The Johns Hopkins University,Department of Economics, number 469, Dec.
• Hassler Uwe, 2001, "Wealth and Consumption. A Multicointegrated Model for the Unified Germany / Vermögen und Konsum. Ein multikointegriertes Modell für das vereinigte Deutschland," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 221, issue 1, pages 32-44, February, DOI: 10.1515/jbnst-2001-0104.
• Goldrian Georg, 2001, "Direkte Schätzung der Trend-Konjunktur-Komponente versus Saisonbereinigung am aktuellen Zeitreihenrand / Direct Approximation of the Trend-Cyclical-Component versus Seasonal Adjustment at the Current End of a Time Series," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 221, issue 2, pages 129-144, April, DOI: 10.1515/jbnst-2001-0202.
• Franz Wolfgang, 2001, "Neues von der NAIRU? / News from the NAIRU?," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 221, issue 3, pages 256-284, June, DOI: 10.1515/jbnst-2001-0303.
• Addison John T. & Teixeira Paulino, 2001, "Employment Adjustment in a “Sclerotic” Labour Market: Comparing Portugal with Germany, Spain, and the United Kingdom / Beschäftigungsanpassung in einem „sklerotischen“ Arbeitsmarkt: Ein Vergleich von Portugal mit Deutschland, Spanien und Großbritanni," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 221, issue 4, pages 353-370, August, DOI: 10.1515/jbnst-2001-0402.
• Banerjee, Anurag N, 2001, "Sensitivity of Univariate AR(1) Time-Series Forecasts Near the Unit Root," Journal of Forecasting, John Wiley & Sons, Ltd., volume 20, issue 3, pages 203-229, April.
• Gil-Alana, Luis A, 2001, "A Fractionally Integrated Exponential Model for UK Unemployment," Journal of Forecasting, John Wiley & Sons, Ltd., volume 20, issue 5, pages 329-340, August.
• Pollock, D S G, 2001, "Filters for Short Non-stationary Sequences," Journal of Forecasting, John Wiley & Sons, Ltd., volume 20, issue 5, pages 341-355, August.
• Hans Dewachter & Konstantijn Maes, 2001, "An Affine Model for International Bond Markets," International Economics Working Papers Series, Katholieke Universiteit Leuven, Centrum voor Economische Studiën, International Economics, number ces0106, Feb.
• Hans Dewachter & Konstantijn Maes, 2001, "An Admissible Affine Model for Joint Term Structure Dynamics of Interest Rates," International Economics Working Papers Series, Katholieke Universiteit Leuven, Centrum voor Economische Studiën, International Economics, number wpie001, Feb.
• Chihwa Kao, 2001, "Geography, Industrial Organization, and Agglomeration Heteroskedasticity Models with Estimates of the Variances of Foreign Exchange Rates," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 34, Feb.
• Chihwa Kao, 2001, "Some New Approaches to Formulate and Estimate Friction-Bernoulli Jump Diffusion and Friction-GARCH," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 35, Feb.
• Kam, T.C.Y., 2001, "Public Infrastructure Spillovers and Growth: Theory and Time Series Evidence for Australia," Department of Economics - Working Papers Series, The University of Melbourne, number 811.
• Anderson, H.M. & Vahid, F., 2001, "Market Architecture and Nonlinear Dynamics of Australian Stock and Future Indices," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 3/01, May.
• Athanasopoulos, G. & Anderson, H.M. & Vahid, F., 2001, "Capturing the Shape of Business Cycles with Nonlinear Autoregressive Leading Indicator Models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 7/01, Jun.
• Subarna K. Samanta & Ali H. M. Zadeh, 2001, "Foreign Exchange Rates, Asymmetric Adjustment and Threshold Co-integration: Empirical Evidence from Canada," Journal of Economic Insight, Missouri Valley Economic Association, volume 27, issue 2, pages 19-35.
• Yacine Ait-Sahalia, 2001, "Telling from Discrete Data Whether the Underlying Continuous-Time Model is a Diffusion," NBER Working Papers, National Bureau of Economic Research, Inc, number 8504, Oct.
• Fountas, Stilianos & Karanasos,Menelaos, 2001, "Inflation and Output Growth Uncertainty and their Relationship with Inflation and Output Growth," Working Papers, National University of Ireland Galway, Department of Economics, number 0053, revised 2001.
• Vasco J. Gabriel, 2001, "Cointegration and the joint confirmation hypothesis," NIPE Working Papers, NIPE - Universidade do Minho, number 12/2001.
• Vasco J. Gabriel & Martin Sola & Zacharias Psaradakis, 2001, "A simple method for testing cointegration subject to regime changes," NIPE Working Papers, NIPE - Universidade do Minho, number 15/2001.
• Vasco J. Gabriel, 2001, "Tests for the Null Hypothesis of Cointegration: a Monte Carlo Comparison," NIPE Working Papers, NIPE - Universidade do Minho, number 7/2001.
• C. Audenis & P. Biscourp & N. Riedinger, 2001, "Is the transmission of crude oil prices to gasoline prices asymmetric?," Documents de Travail de l'Insee - INSEE Working Papers, Institut National de la Statistique et des Etudes Economiques, number g2001-17.
• Solveig Osborg Ose & Jan Morten Dyrstad, 2001, "Non-linear Unemployment Effects in Sickness Absence: Discipline or Composition Effects?," Working Paper Series, Department of Economics, Norwegian University of Science and Technology, number 2502, Feb.
• Jurgen A. Doornik & Marius Ooms, 2001, "Computational Aspects of Maximum Likelihood Estimation of Autoregressive Fractionally Integrated Moving Average Models," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2001-W27, Nov.
• W A Razzak, 2001, "Money in the era of inflation targeting," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2001/02, Jul.
• Tim Hampton, 2001, "How much do import price shocks matter for consumer prices?," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2001/06, Nov.
• Mara Meacci & David Turner, 2001, "Modelling Import Responsiveness for OECD Manufactures Trade," OECD Economics Department Working Papers, OECD Publishing, number 311, Oct, DOI: 10.1787/304013015652.
• Sylvia Kaufmann, 2001, "Is there an asymmetric effect on monetary policy over time? A bayesian analysis using Austrian data," Working Papers, Oesterreichische Nationalbank (Austrian Central Bank), number 45, May.
• Vítor Gaspar & Gabriel Perez-Quiros & Jorge Sicilia, 2001, "The ECB monetary policy strategy and the money market," Working Papers, Oesterreichische Nationalbank (Austrian Central Bank), number 47, Jun.

2000

• Renaud Caulet & Anne Peguin-Feissolle, 2000, "Un test d'hétéroscédasticité conditionnelle inspiré de la modélisation en termes de réseaux neuronaux artificiels," Post-Print, HAL, number halshs-00390155, DOI: 10.2307/20076247.
• Michael Rockinger & Eric Jondeau, 2000, "Conditional Volatility, Skewness, and Kurtosis: Existence and Persistence," Working Papers, HAL, number hal-00601486, Jul.
• 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.