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

• 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.
• Ivan Turok & Justin Visagie, , "Cities, productivity and Jobs in SA: Problems and potential," ERSA Working Paper Series, Economic Research Southern Africa, number 12.
• 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.
• Evžen Koèenda & Juraj Valachy, 2000, "Exchange Rates and Monetary Measures," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 50, issue 9, pages 503-511, September.
• Leonardo Bartolini & Lorenzo Giorgianni, 2000, "Excess volatility of exchange rates with unobservable fundamentals," Staff Reports, Federal Reserve Bank of New York, number 103, Apr.
• Allan Timmermann & Gabriel Perez-Quiros, 2000, "Business Cycle Asymmetries in Stock Returns: Evidence from Higher Order Moments and Conditional Densities," FMG Discussion Papers, Financial Markets Group, number dp360, Oct.
• Olivier Scaillet & Olivier Renault & Jean-Luc Prigent, 2000, "An Empirical Investigation in Credit Spread Indices," FMG Discussion Papers, Financial Markets Group, number dp363, Nov.
• Pollock, D.S.G., 2000, "Filters for Short Nonstationary Sequences," G.R.E.Q.A.M., Universite Aix-Marseille III, number 00a04.
• Bauwens, L. & Lubrano, M., 2000, "Bayesian Option Pricing using Asymmetric Garch Models," G.R.E.Q.A.M., Universite Aix-Marseille III, number 00a18.
• Baghli, M., 2000, "Modelling the FF/DM Rate by Thresholding Cointegration Analysis," G.R.E.Q.A.M., Universite Aix-Marseille III, number 00b02.
• Michelacci, C. & Zaffaroni, P., 2000, "(Fractional) Beta Convergence," Papers, Banca Italia - Servizio di Studi, number 383.
• Laurent Calvet, 2000, "Forecasting Multifractal Volatility," Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research, number 1902.
• Lanne, M., 2000, "Testing the Predictability of Stock Returns," University of Helsinki, Department of Economics, Department of Economics, number 488.
• Lanne, M. & Saikkonen, P., 2000, "Threshold Autoregression for Strongly Autocorrelated Time Series," University of Helsinki, Department of Economics, Department of Economics, number 489.
• Tofallis, C., 2000, "Multiple Neutral Regression," Papers, University of Hertfordshire - Business Schoool, number 2000:13.
• Li, J.X. & Winker, P., 2000, "Time Series Simulation With Quasi Monte Carlo Methods," Papers, Pennsylvania State - Department of Economics, number 9-00-1.
• Sergey Drobyshevsky, 2000, "Modelling Spot Rate Process in the Russian Treasury Bills Market," Working Papers, Gaidar Institute for Economic Policy, number 0018, revised 2000.
• McKitrick, R., 2000, "Time Series Characteristics of Surface and Free Atmosphere Temperature Anomalies 1958-1999," Working Papers, University of Guelph, Department of Economics and Finance, number 2000-4.

1999

• Merlo, Antonio & Schotter, Andrew, 1999, "A Surprise-Quiz View of Learning in Economic Experiments," Games and Economic Behavior, Elsevier, volume 28, issue 1, pages 25-54, July.
• Baum, Christopher F. & Barkoulas, John T. & Caglayan, Mustafa, 1999, "Long memory or structural breaks: can either explain nonstationary real exchange rates under the current float?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 9, issue 4, pages 359-376, November.
• Ermisch, John, 1999, "Prices, Parents, and Young People's Household Formation," Journal of Urban Economics, Elsevier, volume 45, issue 1, pages 47-71, January.
• Haldane, Andrew & Quah, Danny, 1999, "UK Phillips curves and monetary policy," Journal of Monetary Economics, Elsevier, volume 44, issue 2, pages 259-278, October.
• Ben Salem, Melika & Jacques, Jean-Francois, 1999, "Contribution of aggregate and sectoral shocks to the dynamics of inventories:: An empirical study with French and American data," International Journal of Production Economics, Elsevier, volume 59, issue 1-3, pages 33-42, March.
• Dipendra Sinha, 1999, "Export Instability, Investment and Economic Growth in Asian Countries: A Time Series Analysis," Working Papers, Economic Growth Center, Yale University, number 799, Apr.
• Danielsson, Jon & Payne, Richard, 1999, "Real trading patterns and prices in spot foreign exchange markets," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119126, Mar.
• Mª Isabel Aguilar & Mª Lucía Navarro & Mª Lucía Navarro, 1999, "Un análisis conjunto de las decisiones de actividad y ocupación de los jóvenes españoles," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, volume 43, issue 01, pages 92-117.
• F. Bec & M. Ben Salem & R. MacDonald, 1999, "Real exchange rates and real interest rates : A nonlinear perspective," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 99-17.
• Ghatak, S. & Manolas, G. & Vavouras, I., 1999, "Wheat Supply Response in Greece and The European Union Policy," European Research Studies Journal, European Research Studies Journal, volume 0, issue 1-4, pages 57-68, January -.
• Kiviet, J.F. & Phillips, G.D.A., 1999, "Higher-Order Asymptotic Expansions of the Least-Squares Estimation Bias in First-Order Dynamic Regression Models," Discussion Papers, University of Exeter, Department of Economics, number 9903.
• Kiviet, J.F. & Phillips, G.D.A., 1999, "The Bias of the 2SLS Variance Estimator," Discussion Papers, University of Exeter, Department of Economics, number 9904.
• Hadri, K. & Phillips, G.D.A., 1999, "The Accuracy of the Higher Order Bias Approximation for the 2SLS Estimator," Discussion Papers, University of Exeter, Department of Economics, number 9906.
• Martin Hlušek & Miroslav Singer, 1999, "Možnosti modelování vývozu a dovozu v období restrukturalizace (Import and Export Modelling in a Transition Economy)," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 49, issue 3, pages 143-156, March.
• Tomáš Holub, 1999, "Ceny v èeském zahranièním obchodì (Prices in Czech Foreign Trade)," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 49, issue 5, pages 253-267, May.
• Jan Filáèek, 1999, "Model spotøeby domácností v letech 1994-98 (Model of Household Consumption in the Czech Republic in 1994-1998)," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 49, issue 7, pages 427-439, July.
• Lutz Kilian & Tao Zha, 1999, "Quantifying the half-life of deviations from PPP: The role of economic priors," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 99-21.
• Jon Danielsson & Richard Payne, 1999, "Real Trading Patterns and Prices in Spot Foreign Exchange Markets," FMG Discussion Papers, Financial Markets Group, number dp320, Apr.
• Bentzen, J. & Engsted, T., 1999, "A Revival of the Autoregressive Distributed Lag Model in Estimating Energy Demand Relationships," Papers, Aarhus School of Business - Department of Economics, number 99-7.
• Peguin-Feissolle, A., 1999, "A Comparison of the Power of Some Tests for Conditional Heteroscedasticity," G.R.E.Q.A.M., Universite Aix-Marseille III, number 99a22.
• Caulet, R. & Peguin-Feissolle, A., 1999, "Un test d'heteroscedasticite conditionnelle inspire de la modelisation en termes de reseaux neuronaux artificiels," G.R.E.Q.A.M., Universite Aix-Marseille III, number 99a23.
• Giraitis, L. & Kokoszka, P. & Leipus, R. & Teyssiere, G., 1999, "Semiparametric Estimation of the Intensity of Long Memory in Conditional Heteroskedasticity," G.R.E.Q.A.M., Universite Aix-Marseille III, number 99a24.
• Peguin-Feissolle, A. & Terasvirta, T., 1999, "A General Framework for Testing the Granger Noncausality Hypothesis," G.R.E.Q.A.M., Universite Aix-Marseille III, number 99a42.
• Horvath, L. & Kokoszka, P. & Teyssiere, G., 1999, "Empirical Process of the Squared Residuals of an ARCH Sequence," G.R.E.Q.A.M., Universite Aix-Marseille III, number 99a44.
• Lubrano, M., 1999, "Smooth Transition GARCH Models: a Bayesian perspective," G.R.E.Q.A.M., Universite Aix-Marseille III, number 99a49.
• Bolgot, S. & Terraza, M., 1999, "Prevision des prix a terme du cacao et modeles ARMA non-lineaires," G.R.E.Q.A.M., Universite Aix-Marseille III, number 99b02.
• Altissimo, F. & Siviero, S. & Terlizzese, D., 1999, "How Deep Are the Deep Parameters?," Papers, Banca Italia - Servizio di Studi, number 354.
• Denny, K., 1999, "Asymmetric Central Bank Reaction Functions: An Application of Smooth Transition Regression," Papers, College Dublin, Department of Political Economy-, number 99/4.
• Darolles, S. & Florens, J.-P. & Gourieroux, C., 1999, "Kernel Based Nonlinear Canonical Analysis," Papers, Toulouse - GREMAQ, number 99.514.
• Kuo, B.-S. & Mikkola, A., 1999, "How Sure are we About PPP Panel Evidence with the Null of Stationary Real Exchange Rates," University of Helsinki, Department of Economics, Department of Economics, number 451.
• Mitra, K., 1999, "Is More Data Better?," University of Helsinki, Department of Economics, Department of Economics, number 452.
• Honkapohja, S. & Mitra, K., 1999, "Learning with Bounded Memory in Stochastic Models," University of Helsinki, Department of Economics, Department of Economics, number 456.
• Kauppi, H., 1999, "Essays on Econometrics of Cointegration," University of Helsinki, Department of Economics, Department of Economics, number 84.
• Tan, B. & Yilmaz, K., 1999, "Markov Chain Test for Time Dependence and Homogeneity: An Analytical and Empirical Evaluation," Papers, Koc University, number 99/03.
• Nason, G.P. & von Sachs, R., 1999, "Wavelets in Time Series Analysis," Papers, Catholique de Louvain - Institut de statistique, number 9901.
• Ombao, H.C. & Raz, J.A. & Strawderman, R.L. & von Sachs, R., 1999, "A Simple GCV Method of Span Selection for Periodigram Smoothing," Papers, Catholique de Louvain - Institut de statistique, number 9917.
• Kilian, L. & Ohanian, L.E., 1999, "Unit Roots, Trend Breaks and Transitory Dynamics: A Macroeconomic Perspective," Papers, Michigan - Center for Research on Economic & Social Theory, number 99-02.
• Kilian, L. & Caner, M., 1999, "Size Distortions of Tests of the Null Hypothesis of Stationarity: Evidence and Implications for the PPP Debate," Papers, Michigan - Center for Research on Economic & Social Theory, number 99-05.
• Asplund, M. & Sandin, R. & Steen, F., 1999, "Turbulence in the Swedish Beer Market," Papers, Norwegian School of Economics and Business Administration-, number 3/99.
• Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Paul Labys, 1999, "Exchange Rate Returns Standardized by Realized Volatility are (Nearly) Gaussian," New York University, Leonard N. Stern School Finance Department Working Paper Seires, New York University, Leonard N. Stern School of Business-, number 99-060, Oct.
• Rault, C., 1999, "Non-Causality in VAR-ECM Models with Purely Exogeneous Long-Run Paths," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 1999.44.
• Bessec, M. & N'Diaye, P. MB. P., 1999, "Modeles a changement de regime Markovien," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 1999.56.
• Brana, S. & Maurel, M., 1999, "Barter in Russia : Liquidity Shortage Versus Lack of Restructuring," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 1999.98.
• Sinha, D., 1999, "Export Instability, Investment and Economic Growth in Asian Countries: A Time Series Analysis," Papers, Yale - Economic Growth Center, number 799.
• Enrique Sentana, 1999, "Econometric applications of positive rank-one modifications of the symmetric factorization of a positive semi-definite matrix," Spanish Economic Review, Springer;Spanish Economic Association, volume 1, issue 1, pages 79-90.
• Regina Kaiser & Agustín Maravall, 1999, "Estimation of the business cycle: A modified Hodrick-Prescott filter," Spanish Economic Review, Springer;Spanish Economic Association, volume 1, issue 2, pages 175-206.
• Yeung Lewis Chan & James H. Stock & Mark W. Watson, 1999, "A dynamic factor model framework for forecast combination," Spanish Economic Review, Springer;Spanish Economic Association, volume 1, issue 2, pages 91-121.
• Bjørn E. Naug, 1999, "Modelling the Demand for Imports and Domestic Output," Discussion Papers, Statistics Norway, Research Department, number 243, Jan.
• Ingvild Svendsen, 1999, "Female labour participation rates in Norway - trends and cycles," Discussion Papers, Statistics Norway, Research Department, number 253, Apr.
• Pål Boug, 1999, "The Demand for Labour and the Lucas Critique. Evidence from Norwegian Manufacturing," Discussion Papers, Statistics Norway, Research Department, number 256, Jun.
• John Barkoulas & Christopher Baum & Mustafa Caglayan, 1999, "Fractional monetary dynamics," Applied Economics, Taylor & Francis Journals, volume 31, issue 11, pages 1393-1400, DOI: 10.1080/000368499323274.
• Niels Haldrup & Michael Jansson, 1999, "Spurious Regression, Cointegration, and Near Cointegration: A Unifying Approach," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 99-005/4, Feb.
• Stefan Lundbergh & Timo Teräsvirta, 1999, "Evaluating GARCH Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 99-008/4, Feb.
• Harvey, A.C. & Koopman, S.J.M., 1999, "Signal Extraction and the Formulation of Unobserved Components Models," Discussion Paper, Tilburg University, Center for Economic Research, number 1999-44.
• Klaassen, F.J.G.M., 1999, "Why is it so Difficult to Find An Effect of Exchange Rate Risk on Trade?," Discussion Paper, Tilburg University, Center for Economic Research, number 1999-73.
• Harvey, A.C. & Koopman, S.J.M., 1999, "Signal Extraction and the Formulation of Unobserved Components Models," Other publications TiSEM, Tilburg University, School of Economics and Management, number 44688527-92c9-4c46-ac53-f.
• Klaassen, F.J.G.M., 1999, "Why is it so Difficult to Find An Effect of Exchange Rate Risk on Trade?," Other publications TiSEM, Tilburg University, School of Economics and Management, number a505c047-b2cf-4c2b-a7ea-8.
• Kevin S. Nell, 1999, "The Stability of Money Demand in South Africa, 1965-1997," Studies in Economics, School of Economics, University of Kent, number 9905, Feb.
• Kevin S. Nell, 1999, "The Relation Between Money, Income and Prices in South Africa," Studies in Economics, School of Economics, University of Kent, number 9909, Jul.
• Kevin S. Nell, 1999, "The Endogenous/Exogenous Nature of South Africa's Money Supply Under Direct and Indirect Monetary Control Measures," Studies in Economics, School of Economics, University of Kent, number 9912, Nov.
• Pierre Siklos, 1999, "Inflation Targets and the Yield Curve: New Zealand and Australia vs. the US," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 25, Dec.
• Changli He & Timo Terasvirta & Hans Malmsten, 1999, "Fourth Moment Structure of a Family of First-Order Exponential GARCH Models," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 29, Dec.
• Nguyen Chan & Madanmohan Ghosh & John Whalley, 1999, "Evaluating Tax Reform in Vietnam Using General Equilibrium Methods," University of Western Ontario, Departmental Research Report Series, University of Western Ontario, Department of Economics, number 9904.
• Huirong Li & Jian Yang, 1999, "Modeling Stock Volatility with Trading Information," University of Western Ontario, Departmental Research Report Series, University of Western Ontario, Department of Economics, number 9909.
• Huirong Li & Jian Yang, 1999, "Stochastic Threshold Models on Interest Rate," University of Western Ontario, Departmental Research Report Series, University of Western Ontario, Department of Economics, number 9913.
• David E. A. Giles & Betty J. Johnson, 1999, "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 9910, Aug.
• David E. A. Giles & Gugsa T. Werkneh & Betty J. Johnson, 1999, "Asymmetric Responses of the Underground Economy to Tax Changes: Evidence From New Zealand Data," Econometrics Working Papers, Department of Economics, University of Victoria, number 9911, Aug.
• Sandra G. Feltham & David E.A. Giles, 1999, "Testing for Unit Roots in Semi-Annual Data," Econometrics Working Papers, Department of Economics, University of Victoria, number 9912, Aug.
• Benedikt M. Pötscher, 1999, "Lower Risk Bounds and Properties of Confidence Sets For Ill-Posed Estimation Problems with Applications to Spectral Density and Persistence Estimation, Unit Roots,and Estimation of Long Memory Parameters," Vienna Economics Papers, University of Vienna, Department of Economics, number vie0202, Sep.
• Sophie Brana & Mathilde Maurel, 1999, "Barter in Russia: Liquidity Shortage versus Lack of Restructuring," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number 271, Jun.
• Christopher F. Baum & John T. Barkoulas & Mustafa Caglayan, 1999, "Persistence in International Inflation Rates," Southern Economic Journal, John Wiley & Sons, volume 65, issue 4, pages 900-913, April, DOI: 10.1002/j.2325-8012.1999.tb00207.x.
• Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Paul Labys, 1999, "Exchange Rate Returns Standardized by Realized Volatility Are (Nearly) Gaussian," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 00-29, Oct.
• Jiahui Wang & Eric Zivot, 1999, "A Time Series Model of Multiple Structural changes in Level, Trend and Variance," Econometrics, University Library of Munich, Germany, number 9903002, Mar, revised 31 Mar 1999.
• Hannes Leeb & Benedikt Poetscher, 1999, "The variance of an integrated process need not diverge to infinity," Econometrics, University Library of Munich, Germany, number 9907001, Jul.
• Frank Gerhard & Dieter Hess & Winfried Pohlmeier, 1999, "What a Difference a Day Makes: On the Common Market Microstructure of Trading Days," Finance, University Library of Munich, Germany, number 9904006, Apr.
• William A. Barnett & Yijun He, 1999, "Center Manifold, Stability, and Bifurcations in Continuous Time Macroeconometric Systems," Macroeconomics, University Library of Munich, Germany, number 9901002, Jan.
• William A. Barnett & Yijun He & ., 1999, "Stabilization Policy as Bifurcation Selection: Would Keynesian Policy Work if the World Really were Keynesian?," Macroeconomics, University Library of Munich, Germany, number 9906008, Jun.
• George J. Jiang, 1999, "Stochastic Volatility And Jump-Diffusion — Implications On Option Pricing," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., volume 2, issue 04, pages 409-440, DOI: 10.1142/S0219024999000212.
• Ahrens, Ralf, 1999, "Predicting recessions with interest rate spreads: A multicountry regime-switching analysis," CFS Working Paper Series, Center for Financial Studies (CFS), number 1999/15.
• Rech, Gianluigi & Teräsvirta, Timo & Tschernig, Rolf, 1999, "A simple variable selection technique for nonlinear models," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1999,26.
• Saikkonen, Pentti & Lütkepohl, Helmut, 1999, "Testing for unit roots in time series with level shifts," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1999,27.
• Lütkepohl, Helmut & Müller, Christian & Saikkonen, Pentti, 1999, "Unit root tests for time series with a structural break: When the break point is known," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1999,33.
• Herwartz, Helmut, 1999, "Weekday dependence of German stock market returns," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1999,47.
• Hafner, Christian M. & Herwartz, Helmut, 1999, "Option pricing under linear autoregressive dynamics, heteroskedasticity, and conditional leptokurtosis," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1999,58.
• Breitung, Jörg & Wulff, Christian, 1999, "Nonlinear error correction and the efficient market hypothesis: The case of German dual-class shares," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1999,67.
• Saikkonen, Pentti & Lütkepohl, Helmut, 1999, "Testing for a unit root in a time series with a level shift at unknown time," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1999,72.
• Giraitis, Liudas & Kokoszka, Piotr & Leipus, Remigijus & Teyssière, Gilles, 1999, "Semiparametric estimation of the intensity of long memory in conditional heteroskedasticity," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1999,81.
• Horvath, Lajos & Kokoszka, Piotr & Teyssière, Gilles, 1999, "Empirical process of the squared residuals of an ARCH sequence," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1999,87.
• Lanne, Markku & Lütkepohl, Helmut & Saikkonen, Pentti, 1999, "Comparison of unit root tests for time series with level shifts," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1999,88.
• Kaiser, Ulrich & Voß, Katrin, 1999, "Do Business-related Services Really Lag Behind Manufacturing Industries in the Business Cycle? Empirical Evidence on the Lead/Lag Relationship Between Business-related Services and Manufacturing Industries for Germany," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 99-34.
• Dijk, Dick van & Franses, Philip Hans, 1999, "Modeling Multiple Regimes in the Business Cycle," Macroeconomic Dynamics, Cambridge University Press, volume 3, issue 3, pages 311-340, September.
• Peter C.B. Phillips, 1999, "Descriptive Econometrics for Nonstationary Time Series with Empirical Illustrations," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1219, Jun.
• Peter C.B. Phillips & Werner Ploberger, 1999, "Empirical Limits for Time Series Econometric Models," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1220, May.
• Peter C.B. Phillips & Joon Y. Park, 1999, "Nonstationary Binary Choice," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1223, Jun.
• Hyungsik R. Moon & Peter C.B. Phillips, 1999, "Estimation of Autoregressive Roots Near Unity Using Panel Data," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1224, Jun.
• Michael R. Powers & Martin Shubik, 1999, "Toward a Theory of Reinsurance and Retrocession," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1227, Jun.
• Peter C.B. Phillips, 1999, "Discrete Fourier Transforms of Fractional Processes," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1243, Dec.
• Peter C.B. Phillips, 1999, "Unit Root Log Periodogram Regression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1244, Dec.
• Scholl, Armin, 1999, "Balancing and sequencing of assembly lines," Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL), number 10881.
• Braga de Macedo, J. & Catela Nunes, L. & Covas, F., 1999, "Moving the escudo into the euro," DELTA Working Papers, DELTA (Ecole normale supérieure), number 1999-14.
• Nasiruddin Ahmed, 1999, "The Demand for Money in Bangladesh During 1975-1997: A Cointegration Analysis," Indian Economic Review, Department of Economics, Delhi School of Economics, volume 34, issue 2, pages 171-185, July.
• ROCKINGER, Michael & JONDEAU, Eric, 1999, "The Tail Behavior of Stock Returns: Emerging versus Mature Markets," HEC Research Papers Series, HEC Paris, number 668, Apr.
• Vega, Juan Luis & Coenen, Günter, 1999, "The demand for M3 in the euro area," Working Paper Series, European Central Bank, number 6, Sep.