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

1999

• Mariam, Yohannes, 1999, "Trends in Resource Extraction and Implications for Sustainability in Canada," MPRA Paper, University Library of Munich, Germany, number 669, Jan, revised 01 Jun 1999.
• Mariam, Yohannes, 1999, "The Impact of Acid Rain on the Aquatic Ecosystems of Eastern Canada," MPRA Paper, University Library of Munich, Germany, number 670, revised 01 Jun 1999.
• João Nicolau, 1999, "Simulated Likelihood Estimation of Non-Linear Diffusion Processes Through Non-Parametric Procedure With an Application to the Portuguese Interest Rate," Working Papers, Banco de Portugal, Economics and Research Department, number w199904.
• James Engel & Marianne Gizycki, 1999, "Value at Risk: On the Stability and Forecasting of the Variance-covariance Matrix," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp1999-04, May.
• Mamdouh Alkhatib Alkswani & Hamad A. Al-Towaijari, 1999, "Cointegration, Error Correction and the Demand for Money in Saudi Arabia," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 52, issue 3, pages 299-308.
• Khalifa H. Ghali, 1999, "Capital Ownership and its Impact on International Trade and Economic Growth: An Empirical Analysis," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 52, issue 3, pages 357-371.
• Dipendra Sinha, 1999, "Do Exports Promote Savings in African Countries?," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 52, issue 3, pages 383-395.
• Mohammed I. Ansari & Ira. N Gang, 1999, "Liberalization Policy: ‘Fits & Starts' Or Gradual Change In India," Departmental Working Papers, Rutgers University, Department of Economics, number 199907, Aug.
• Kaushik Mitra & Seppo Honkapohja, 1999, "Learning with Bounded Memory in Stochastic Models," Computing in Economics and Finance 1999, Society for Computational Economics, number 221, Mar.
• Hans-Martin Krolzig & David Hendry, 1999, "Computer Automation of General-to-Specific Model Selection Procedures," Computing in Economics and Finance 1999, Society for Computational Economics, number 314, Mar.
• Basma Bekdache & Christopher F. Baum, 1999, "A re-evaluation of empirical tests of the Fisher hypothesis," Computing in Economics and Finance 1999, Society for Computational Economics, number 944, Mar, revised 18 Sep 2000.
• Klaus Neusser, 1999, "An investigation into a non-linear stochastic trend model," Empirical Economics, Springer, volume 24, issue 1, pages 135-153.
• Uwe Hassler, 1999, "(When) Should cointegrating regressions be detrended? The case of a German money demand function," Empirical Economics, Springer, volume 24, issue 1, pages 155-172.
• Miguel S. Aubyn, 1999, "Convergence across industrialised countries (1890-1989): new results using time series methods," Empirical Economics, Springer, volume 24, issue 1, pages 23-44.
• Kien C. Tran, 1999, "Testing for structural change in the dynamic adjustment model with autoregressive errors," Empirical Economics, Springer, volume 24, issue 1, pages 61-76.
• Erhard Reschenhofer & Benedikt M. Pötscher & Michael A. Hauser, 1999, "Measuring persistence in aggregate output: ARMA models, fractionally integrated ARMA models and nonparametric procedures," Empirical Economics, Springer, volume 24, issue 2, pages 243-269.
• Helmut Herwartz, 1999, "Performance of periodic time series models in forecasting," Empirical Economics, Springer, volume 24, issue 2, pages 271-301.
• Christian Jochum, 1999, "Volatility spillovers and the price of risk: Evidence from the Swiss stock market," Empirical Economics, Springer, volume 24, issue 2, pages 303-322.
• Artur C. B. da Silva Lopes, 1999, "Spurious deterministic seasonality and autocorrelation corrections with quarterly data: Further Monte Carlo results," Empirical Economics, Springer, volume 24, issue 2, pages 341-359.
• Francisco J. MartÎn-âlvarez & Victor J. Cano-FernÂndez & JosÊ J. CÂceres-HernÂndez, 1999, "The introduction of seasonal unit roots and cointegration to test index aggregation optimality: An application to a Spanish farm price index," Empirical Economics, Springer, volume 24, issue 3, pages 403-414.
• Philip Hans Franses & Marius Ooms & Charles S. Bos, 1999, "Long memory and level shifts: Re-analyzing inflation rates," Empirical Economics, Springer, volume 24, issue 3, pages 427-449.
• C. Richard Shumway & Hongil Lim, 1999, "Modeling Mexican agricultural production," Empirical Economics, Springer, volume 24, issue 3, pages 509-528.
• Gianluca Cubadda, 1999, "Common serial correlation and common business cycles: A cautious note," Empirical Economics, Springer, volume 24, issue 3, pages 529-535.
• Karen Cabos & Michael Funke & Nikolaus A. Siegfried, 1999, "Some Thoughts on Monetary Targeting vs. Inflation Targeting," Quantitative Macroeconomics Working Papers, Hamburg University, Department of Economics, number 19912, Oct.
• Gustavsson, Patrik & Nordström, Jonas, 1999, "The Impact of Seasonal Unit Roots and Vector ARMA Modeling on Forecasting Monthly Tourism Flows," Working Paper Series, Trade Union Institute for Economic Research, number 150, Apr, revised 01 Jul 2000.
• Rech, Gianluigi & Teräsvirta, Timo & Tschernig, Rolf, 1999, "A simple variable selection technique for nonlinear models," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 296, Feb, revised 06 Apr 2000.
• Karlsson, Sune & Löthgren, Mickael, 1999, "On the power and interpretation of panel unit root tests," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 299, Feb.
• Andersson, Michael K. & Eklund, Bruno & Lyhagen, Johan, 1999, "A Simple Linear Time Series Model with Misleading Nonlinear Properties," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 300, Feb.
• Andersson, Jonas & Lyhagen, Johan, 1999, "A long memory panel unit root test: PPP revisited," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 303, Feb.
• Lindé, Jesper, 1999, "Testing for the Lucas Critique: A Quantitative Investigation," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 311, Mar, revised 25 May 2000.
• He, Changli & Teräsvirta, Timo, 1999, "Higher-order dependence in the general Power ARCH process and a special case," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 315, Apr.
• Andersson, Michael K. & Eklund, Bruno & Lyhagen, Johan, 1999, "An ARCH Robust STAR Test," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 317, May.
• Eliasson, Ann-Charlotte, 1999, "Smooth transitions in a UK consumption function," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 328, Aug.
• Larsson, Rolf & Lyhagen, Johan, 1999, "Likelihood-Based Inference in Multivariate Panel Cointegration Models," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 331, Sep.
• Lyhagen, Johan, 1999, "Efficient estimation of price adjustment coefficients," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 332, Sep.
• Persson, Anna & Teräsvirta, Timo, 1999, "The Net Barter Terms Of Trade : A Smooth Transition Approach," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 335, Sep.
• Péguin-Feissolle, Anne & Teräsvirta, Timo, 1999, "A general framework for testing the Granger noncausality hypothesis," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 343, Nov.
• He, Changli & Teräsvirta, Timo & Malmsten, Hans, 1999, "Fourth Moment Structure of a Family of First-Order Exponential GARCH Models," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 345, Nov.
• Bergman, U. Michael & Hansson, Jesper, 1999, "Real Exchange Rates and Switching Regimes," Working Papers, Lund University, Department of Economics, number 1999:4, Sep, revised 08 Jun 2000.
• Brännäs, Kurt & Hellström, Jörgen, 1999, "Generalized Integer-Valued Autoregression," Umeå Economic Studies, Umeå University, Department of Economics, number 501, Apr.
• Brännäs, Kurt & Hellström, Jörgen & Nordström, Jonas, 1999, "A New Approach to Modelling and Forecasting Monthly Guest Nights in Hotels," Umeå Economic Studies, Umeå University, Department of Economics, number 503, Apr.
• Darolles, Serge & Florens, Jean-Pierre & Gouriéroux, Christian, 1999, "Kernel Based Nonlinear Canonical Analysis," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse, number 83, revised 2001.
• Elliott, Graham, 1999, "Efficient Tests for a Unit Root When the Initial Observation Is Drawn from Its Unconditional Distribution," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 40, issue 3, pages 767-783, August.
• Fortin, Ines & Kuzmics, Christoph, 1999, "Optimal Bandwidth Selection in Non-Parametric Spectral Density Estimation," Economics Series, Institute for Advanced Studies, number 62, Feb.
• Hofmarcher, Maria M., 1999, "Cross-Section Analysis of Health Spending with Special Regard to Trends in Austria," Economics Series, Institute for Advanced Studies, number 70, Sep.
• Ms. Hong Liang & Mr. C. John McDermott & Mr. Paul Cashin, 1999, "How Persistent Are Shocks to World Commodity Prices?," IMF Working Papers, International Monetary Fund, number 1999/080, Jun.
• Skalin, Joakim & Terasvirta, Timo, 1999, "Another Look at Swedish Business Cycles, 1861-1988," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 14, issue 4, pages 359-378, July-Aug..
• Lutkepohl, Helmut & Terasvirta, Timo & Wolters, Jurgen, 1999, "Investigating Stability and Linearity of a German M1 Money Demand Function," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 14, issue 5, pages 511-525, Sept.-Oct.
• van Dijk, Dick & Franses, Philip Hans & Lucas, Andre, 1999, "Testing for ARCH in the Presence of Additive Outliers," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 14, issue 5, pages 539-562, Sept.-Oct.
• MacKinnon, James G & Haug, Alfred A & Michelis, Leo, 1999, "Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 14, issue 5, pages 563-577, Sept.-Oct.
• Cramon-Taubadel Stephan von & Loy Jens-Peter, 1999, "Identifikation asymmetrischer Preisanpassungsprozesse für integrierte Zeitreihen / The Identification of Asymmetrie Price Transmission Processes with Integrated Time Series," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 218, issue 1-2, pages 85-106, February, DOI: 10.1515/jbnst-1999-1-206.
• Brannolte Cord & Kim Jeong-Ryeol & Hansen Gerd, 1999, "Nonlinear Error Correction Modeling in German Interest Rates / Ein nichtlineares Fehlerkorrekturmodell für die deutsche Zinsstruktur," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 219, issue 3-4, pages 271-283, June, DOI: 10.1515/jbnst-1999-3-418.
• Dreger Christian & Brautzsch Hans-Ulrich, 1999, "Die Entwicklung der Unternehmensinvestitionen in Deutschland / Firm Investment Behaviour in Germany: Eine Erklärung mit Hilfe der Technik der saisonalen Kointegration / An explanation based on seasonal cointegration techniques," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 219, issue 3-4, pages 284-297, June, DOI: 10.1515/jbnst-1999-3-419.
• Goldrian Georg & Lehne Birgit, 1999, "Zur Approximation der Trend-Zyklus-Komponente am aktuellen Rand einer Zeitreihe / A new Approach to Approximate the Trend-Cyclical-Component at the Current End of a Time Series," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 219, issue 3-4, pages 344-356, June, DOI: 10.1515/jbnst-1999-3-423.
• Herwartz Helmut & Reimers Hans-Eggert, 1999, "Unterschiedliche Volatilitätsregime am deutschen Rentenmarkt / Different Volatility Regimes on the German Bond Market," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 219, issue 3-4, pages 375-392, June, DOI: 10.1515/jbnst-1999-3-425.
• Luis Armando Galvis & Maria Modesta Aguilera, 1999, "Determinantes de la demanda por turismo hacia Cartagena, 1987-1998," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 51, pages 47-87, Julio Dic.
• Christelle Lecourt, 1999, "Dépendance de court et de long terme des rendements de taux de change," Christelle Lecourt Working Papers, Université de Lille 2 (France) Faculté des Sciences juridiques, politiques et sociales de Lille, number 990609, Jun.
• Chihwa Kao & Jamie Emerson, 1999, "On the Estimation of a Linear Time Trend Regression with a One-Way Error Component Model in the Presence of Serially Correlated Errors," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 1, Mar.
• Chihwa Kao & Min-Hsien Chiang, 1999, "On the Estimation and Inference of a Cointegrated Regression in Panel Data," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 2, Mar.
• Suzanne McCoskey & Chihwa Kao, 1999, "A Monte Carlo Comparison of Tests for Cointegration in Panel Data," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 3, Mar.
• Chihwa Kao & Min-Hsien Chiang & Bangtian Chen, 1999, "International R&D Spillovers: An Application of Estimation and Inference in Panel Cointegration," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 4, Mar.
• Suzanne McCoskey & Chihwa Kao, 1999, "Testing the Stability of a Production Function with Urbanization as a Shift Factor: An Application of Non-Stationary Panel Data Techniques," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 5, Mar.
• Maurice J. Roche, 1999, "Irish house prices: will the roof fall in?," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n890699, Jun.
• Maurice J. Roche, 1999, "The rise in Dublin city house prices: bubble, fad or just fundamentals," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n920799.pdf, Jul.
• John W. Galbraith, 1999, "Content Horizons For Forecasts Of Economic Time Series," Departmental Working Papers, McGill University, Department of Economics, number 1999-01, Apr.
• Kilian, L. & Zha, T., 1999, "Quantifying the Half-Life of Deviations from PPP: The Role of Economic Priors," Working Papers, Research Seminar in International Economics, University of Michigan, number 450.
• Allwood, J. & Sheperd, D., 1999, "Alternative Detrending Procedures for Macroeconomic Time Series," Department of Economics - Working Papers Series, The University of Melbourne, number 698.
• Henry, O.T., 1999, "Are Shocks to Inflation Infinitely Persistent?," Department of Economics - Working Papers Series, The University of Melbourne, number 718.
• Brooks, C. & Henry, O.T., 1999, "Can Portemanteau Nonlinearity Tests Serve as General Mis-Specification Tests? Evidence from Symmetric and Asymmetric GARCH Models," Department of Economics - Working Papers Series, The University of Melbourne, number 723.
• Sophie Brana & Mathilde Maurel, 1999, "Barter in Russia: Liquidity Shortage Versus Lack of Restructuring," Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1), number j99098, Jun.
• Snyder, R.D. & Forbes, C.S., 1999, "Understanding the Kalman Filter: an Object Oriented Programming Perspective," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 14/99, Dec.
• Marahaj, E.A. & Inder, B., 1999, "Forecasting Time Series from Clusters," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 9/99, Jun.
• Anne Morrison Piehl & Suzanne J. Cooper & Anthony A. Braga & David M. Kennedy, 1999, "Testing for Structural Breaks in the Evaluation of Programs," NBER Working Papers, National Bureau of Economic Research, Inc, number 7226, Jul.
• Cameron, G., 1999, "Why did UK Manufacturing Productivity Growth Slow Down in the 1970s and Speed Up in the 1980s?," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 9924.
• Mohammed I Ansari & Ira N Gang, 1999, "Liberalization Policy: ‘Fits & Starts’ or Gradual Change in India," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, volume 41, issue 4, pages 23-46, December.

1998

• Andersson, Michael K. & Gredenhoff, Mikael P., 1998, "Robust Testing for Fractional Integration Using the Bootstrap," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 218, Jan.
• Andersson, Michael K., 1998, "On the Effects of Imposing or Ignoring Long Memory when Forecasting," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 225, Feb.
• Löthgren, Mickael, 1998, "A Dynamic Conditionally Heteroscedastic Stochastic Frontier Model," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 226, Feb.
• Andersson, Michael K., 1998, "Do Long-Memory Models Have Long Memory?," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 227, Feb, revised 16 Mar 2000.
• Gerdtham, Ulf-G. & Löthgren, Mickael, 1998, "On stationarity and cointegration of international health expenditure and GDP," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 232, Apr, revised 29 Jan 1999.
• Granger, Clive W.J. & Teräsvirta, Timo, 1998, "A simple nonlinear time series model with misleading linear properties," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 237, Jun.
• Larsson, Rolf & Lyhagen, Johan & Löthgren, Mickael, 1998, "Likelihood-Based Cointegration Tests in Heterogeneous Panels," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 250, Aug, revised 27 Aug 1998.
• Gerdtham, Ulf-G. & Löthgren, Mickael, 1998, "International Health Expenditure and GDP: New Multivariate Cointegration Panel Data Results," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 258, Sep.
• Skalin, Joakim & Teräsvirta, Timo, 1998, "Modelling asymmetries and moving equilibria in unemployment rates," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 262, Sep, revised Jul 1999.
• Hall, Anthony D. & Skalin, Joakim & Teräsvirta, Timo, 1998, "A nonlinear time series model of El Niño," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 263, Sep.
• Skalin, Joakim, 1998, "Testing linearity against smooth transition autoregression using a parametric bootstrap," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 276, Oct, revised 13 Dec 1998.
• Lundbergh, Stefan & Teräsvirta, Timo, 1998, "Evaluating GARCH models," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 292, Dec, revised 03 Oct 2001.
• Amilon, Henrik & Byström, Hans, 1998, "The Search for Chaos and Nonlinearities in Swedish Stock Index Returns," Working Papers, Lund University, Department of Economics, number 1998:6, Dec.
• Brännäs, Kurt & Hellström, Jörgen, 1998, "Forecasting based on Very Small Samples and Additional Non-Sample Information," Umeå Economic Studies, Umeå University, Department of Economics, number 472, Aug.
• Brännäs, Kurt & Hall, Andreia, 1998, "Estimation in integer - valued moving average models," Umeå Economic Studies, Umeå University, Department of Economics, number 477, Oct.
• Evans, Paul, 1998, "Using Panel Data to Evaluate Growth Theories," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 39, issue 2, pages 295-306, May.
• Garcia, Rene, 1998, "Asymptotic Null Distribution of the Likelihood Ratio Test in Markov Switching Models," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 39, issue 3, pages 763-788, August.
• Fiorentini, Gabriele & Sentana, Enrique, 1998, "Conditional Means of Time Series Processes and Time Series Processes for Conditional Means," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 39, issue 4, pages 1101-1118, November.
• Zivot, Eric & Startz, Richard & Nelson, Charles R, 1998, "Valid Confidence Intervals and Inference in the Presence of Weak Instruments," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 39, issue 4, pages 1119-1146, November.
• Ruenstler, Gerhard, 1998, "Unemployment Dynamics: An Unobserved Components Approach," Economics Series, Institute for Advanced Studies, number 53, Mar.
• Kunst, Robert M., 1998, "Unit Roots, Change, and Decision Bounds," Economics Series, Institute for Advanced Studies, number 58, Sep.
• Higo, Masahiro & Nakada, Sachiko-Kuroda, 1998, "How Can We Extract a Fundamental Trend from an Economic Time- Series?," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, volume 16, issue 2, pages 61-111, December.
• Eric Ghysels & Robert E. McCulloch & Ruey S. Tsay, 1998, "Bayesian inference for periodic regime-switching models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 13, issue 2, pages 129-143.
• Tobias Rydén & Timo Teräsvirta & Stefan Åsbrink, 1998, "Stylized facts of daily return series and the hidden Markov model," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 13, issue 3, pages 217-244.
• Marco Bianchi & Gylfi Zoega, 1998, "Unemployment persistence: does the size of the shock matter?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 13, issue 3, pages 283-304.
• Michael Powers & Martin Shubik & Shun Yao, 1998, "Insurance market games: Scale effects and public policy," Journal of Economics, Springer, volume 67, issue 2, pages 109-134, June, DOI: 10.1007/BF01236065.
• Torben Mark Pedersen, 1998, "The Hodrick-Prescott Filter, the Slutzky Effect, and the Distortionary Effect of Filters," Discussion Papers, University of Copenhagen. Department of Economics, number 98-09, Jun.
• Torben Mark Pedersen & Anne Marie Elmer, 1998, "International Evidence on the Connection between Business Cycles and Economic Growth," Discussion Papers, University of Copenhagen. Department of Economics, number 98-23, Dec.
• PICHERY, Marie-Claude & OUERFELLI, Chokri, 1998, "La non stationnarité dans les séries saisonnières : Application au tourisme tunisien," LATEC - Document de travail - Economie (1991-2003), LATEC, Laboratoire d'Analyse et des Techniques EConomiques, CNRS UMR 5118, Université de Bourgogne, number 1998-09, Jul.
• OUERFELLI, Chokri, 1998, "La demande touristique européenne en Tunisie," LATEC - Document de travail - Economie (1991-2003), LATEC, Laboratoire d'Analyse et des Techniques EConomiques, CNRS UMR 5118, Université de Bourgogne, number 1998-14, Nov.
• Ali al-Nowaihi & Dean Garratt, 1998, "The New Political Macroeconomics," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 98/05, Aug.
• Kenneth Wieand & Jeff Donaldson & Socorro Quintero, 1998, "Are Real Assets Priced Internationally? Evidence from the Art Market," Multinational Finance Journal, Multinational Finance Journal, volume 2, issue 3, pages 167-187, September.
• Henry, O., 1998, "Does the Australian Dollar Real Exchange Rate Really Display Mean Reversion?," Department of Economics - Working Papers Series, The University of Melbourne, number 616.
• Bodman, P.M. & Crosby, M., 1998, "Phases of the Canadian Business Cycle," Department of Economics - Working Papers Series, The University of Melbourne, number 640.
• Bodman, P.M. & Crosby, M., 1998, "The Australian Business Cycle: Job Palooka or Dead Cat Bounce?," Department of Economics - Working Papers Series, The University of Melbourne, number 649.
• Bollen, B. & Inder, B., 1998, "A General Volatility Framework and the Generalised Historical Volatility Estimator," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 10/98.
• Fraccaro, R. & Hyndman, R. & Veevers, A., 1998, "Residual Diagnostic Plots for Checking for model Mis-Specification in Time Series Regression," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 12/98.
• PERRON, Pierre & RODRIGUEZ, Gabriel, 1998, "GLS Detrending, Efficient Unit Root Tests and Structural Change," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 9809.
• Jonathan B. Berk, 1998, "Sorting Out Sorts," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0235, Sep.
• Steven N. Durlauf & Danny T. Quah, 1998, "The New Empirics of Economic Growth," NBER Working Papers, National Bureau of Economic Research, Inc, number 6422, Feb.
• James H. Stock & Mark W. Watson, 1998, "A Comparison of Linear and Nonlinear Univariate Models for Forecasting Macroeconomic Time Series," NBER Working Papers, National Bureau of Economic Research, Inc, number 6607, Jun.
• Torben G. Anderson & Tim Bollerslev & Ashish Das, 1998, "Testing for Market Microstructure Effects in Intraday Volatility: A Reassessment of the Tokyo FX Experiment," NBER Working Papers, National Bureau of Economic Research, Inc, number 6666, Jul.
• Abdelhak Senhadji, 1998, "Time-Series Estimation of Structural Import Demand Equations: A Cross-Country Analysis," IMF Staff Papers, Palgrave Macmillan, volume 45, issue 2, pages 236-268, June.
• Christian Jochum & Laura Kodres, 1998, "Does the Introduction of Futures on Emerging Market Currencies Destabilize the Underlying Currencies?," IMF Staff Papers, Palgrave Macmillan, volume 45, issue 3, pages 486-521, September.
• Peter C.B. Phillips & Zhijie Xiao, 1998, "A Primer on Unit Root Testing," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1189, Aug.
• Joon Y. Park & Peter C.B. Phillips, 1998, "Nonlinear Regressions with Integrated Time Series," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1190, Aug.
• Peter C.B. Phillips, 1998, "New Unit Root Asymptotics in the Presence of Deterministic Trends," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1196, Oct.
• Werner Ploberger & Peter C.B. Phillips, 1998, "Rissanen's Theorem and Econometric Time Series," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1197, Oct.
• Scholl, Armin, 1998, "Produktionssteuerung bei automatisierter Verpackung inhomogener Massengüter - dargestellt an einem Beispiel aus der Lebensmittelindustrie," 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 8763.
• Banaian, K. & Bolgarin, I.V. & de Menil, G., 1998, "Inflation and Money in Ukraine," DELTA Working Papers, DELTA (Ecole normale supérieure), number 98-06.
• Michael, ROCKINGER & Giovanni, URGA, 1998, "A Time Varying Parameter Model to Test for Predictability and Integration in Stock Markets of Transition Economies," HEC Research Papers Series, HEC Paris, number 635, Jan.
• Luc Bauwens & Michel Lubrano, 1998, "Bayesian inference on GARCH models using the Gibbs sampler," Econometrics Journal, Royal Economic Society, volume 1, issue Conferenc, pages 23-46.
• Gary Koop & Simon M. Potter, 1998, "Dynamic asymmetries in US unemployment," Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh, number 15, Feb.
• Crosby, Mark, 1998, "A Note on the Australian Business Cycle," Economic Analysis and Policy, Elsevier, volume 28, issue 1, pages 103-108, March.
• Ait-Sahalia, Yacine, 1998, "Dynamic equilibrium and volatility in financial asset markets," Journal of Econometrics, Elsevier, volume 84, issue 1, pages 93-127, May.
• Smith, Richard J. & Taylor, A. M. Robert, 1998, "Additional critical values and asymptotic representations for seasonal unit root tests," Journal of Econometrics, Elsevier, volume 85, issue 2, pages 269-288, August.
• Blundell, Richard & Bond, Stephen, 1998, "Initial conditions and moment restrictions in dynamic panel data models," Journal of Econometrics, Elsevier, volume 87, issue 1, pages 115-143, August.
• Barkoulas, John T. & Baum, Christopher F., 1998, "Fractional dynamics in Japanese financial time series," Pacific-Basin Finance Journal, Elsevier, volume 6, issue 1-2, pages 115-124, May.
• Marinucci, D & Robinson, Peter M., 1998, "Semiparametric frequency domain analysis of fractional cointegration," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 2258, Mar.
• Giraitis, Liudas & Robinson, Peter M., 1998, "Variance-type estimation of long memory," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 2327, Oct.
• Busetti, Fabio & Harvey, Andrew, 1998, "Testing for the presence of a random walk in series with structural breaks," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 6870, Dec.
• Javier Fernández & Jorge Virto & Lander Ibarra & Imanol Montoya & Zurine Rosende, 1998, "Patrones de convergencia regional en los servicios de la economía española," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, volume 42, issue 03, pages 172-183.
• Cabrera Castellanos, Luis Fernando & Wallace, Frederick H. & Shelley, Gary L., 2011, "La paridad de poder de compra en México (1930-1960)," El Trimestre Económico, Fondo de Cultura Económica, volume 78, issue 311, pages 675-693, julio-sep, DOI: http://dx.doi.org/10.20430/ete.v78i.
• Franses, Ph.H.B.F. & Ooms, M. & Bos, C.S., 1998, "Long memory and level shifts: re-analysing inflation rates," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9811, Jul.
• Constantinos Agorastos & Dionysios Chionis, 1998, "Trading Volume and Volatility: Intraday Evidence from the Athens Stock Exchange," European Research Studies Journal, European Research Studies Journal, volume 0, issue 2, pages 71-92, April - J.
• Shu C., 1998, "Fiscal and Monetary Policy on Economic Growth," European Research Studies Journal, European Research Studies Journal, volume 0, issue 4, pages 16-25, October -.
• Gil-Alana, L., 1998, "Fractional Integration in the Purchasing Power Parity," Economics Working Papers, European University Institute, number eco98/18.
• Gil-Alana, L., 1998, "Multivariate Tests of Fractionally Integrated Hypotheses," Economics Working Papers, European University Institute, number eco98/19.
• Artis, M. & Marcellino, M., 1998, "Fiscal Solvency and Fiscal Forecasting in Europe," Economics Working Papers, European University Institute, number eco98/2.
• Gil-Alana, L. & Robinson, P.M., 1998, "Testing of Seasonal Fractional Integration in U.K. and Japanese Consumption and Income," Economics Working Papers, European University Institute, number eco98/20.
• Gil-Alana, L., 1998, "Nelson and Plosser Revisited: Evidence from Fractional Arima Models," Economics Working Papers, European University Institute, number eco98/21.
• Harris, R.D.F. & Tzavalis, E., 1998, "Inference for Unit Roots in Dynamic Panels with Heteroscedastic and Serially Correlated Errors," Discussion Papers, University of Exeter, Department of Economics, number 9806.
• Kiviet, J.F. & Phillips, G.D.A., 1998, "Moment Approximation for Least Squares Estimators in Dynamic Regression Models with a Unit Root," Discussion Papers, University of Exeter, Department of Economics, number 9909.
• Kwanashie, M. & Ajilima, I. & Garba, A.G., 1998, "The Nigerian economy: Response of Egriculture to Adjustment Policies," Papers, African Economic Research Consortium, number 78.
• Kirori, G.N. & Ali, J., 1998, "Macroeconomic Implications of Demographic Changes in Kenya," Papers, African Economic Research Consortium, number 83.
• Lubrano, M., 1998, "Bayesian Analysis of Nonlinear Time Series Models with a Threshold," G.R.E.Q.A.M., Universite Aix-Marseille III, number 98a13.
• Alvarez, J. & Arellano, M., 1998, "The Time Series and Cross-Section Asymptotics of Dynamic Panel Data Estimators," Papers, Centro de Estudios Monetarios Y Financieros-, number 9808.
• Duan, J.-C. & Simonato, J.-G., 1998, "The Estimation of Deposit Insurance with Interest Rate Risk," Ecole des Hautes Etudes Commerciales de Montreal-, Ecole des Hautes Etudes Commerciales de Montreal-Chaire de gestion des risques., number 98-07.
• Mitra, K., 1998, "On the Relationship of Optimal Memory to Steady States, Cycles, Chaos," University of Helsinki, Department of Economics, Department of Economics, number 433.
• Kilian, L., 1998, "Pitfalls in Constructing Bootstrap Confidence Intervals for Asymptotically Pivotal Statistics," Papers, Michigan - Center for Research on Economic & Social Theory, number 98-04.
• Kilian, L. & Caner, M., 1998, "Analyzing Unit Root Tests in Finite Samples Using Power Profiles," Papers, Michigan - Center for Research on Economic & Social Theory, number 98-05.
• Stephen J. Brown & William N. Goetzmann & Alok Kumar, 1998, "The Dow Theory: William Peter Hamilton's Track Record Re-Considered," New York University, Leonard N. Stern School Finance Department Working Paper Seires, New York University, Leonard N. Stern School of Business-, number 98-013, Feb.
• Charles Engel, 1998, "Long-Run PPP May Not Hold After All," Discussion Papers in Economics at the University of Washington, Department of Economics at the University of Washington, number 0050, Nov.
• Chris Murray & Charles Nelson, 1998, "The Uncertain Trend in U.S. GDP," Discussion Papers in Economics at the University of Washington, Department of Economics at the University of Washington, number 0074, Mar.
• Michael Rockinger & Giovanni Urga, 1998, "A Time Varying Parameter Model to Test for Predictability and Integration in Stock Markets of Transition Economies," Working Papers, HAL, number hal-00601498.
• Brian Kahn & Ashok Parikh, 1998, "Does purchasing power parity survive political shocks in South Africa?," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 134, issue 1, pages 99-116, March, DOI: 10.1007/BF02707580.
• Francis X. Diebold & Lutz Kilian, 1998, "Measuring Predictability: Theory and Macroeconomic Applications," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics, number 98-16.
• Suzanne McCoskey & Chihwa Kao, 1998, "A residual-based test of the null of cointegration in panel data," Econometric Reviews, Taylor & Francis Journals, volume 17, issue 1, pages 57-84, DOI: 10.1080/07474939808800403.
• Giorgio Calzolari & Gabriele Fiorentini, 1998, "A tobit model with garch errors," Econometric Reviews, Taylor & Francis Journals, volume 17, issue 1, pages 85-104, DOI: 10.1080/07474939808800404.
• Zacharias Psaradakis, 1998, "Bootstrap-based evaluation of markov-switching time series models," Econometric Reviews, Taylor & Francis Journals, volume 17, issue 3, pages 275-288, DOI: 10.1080/07474939808800416.
• Harrison, Michael & Marsh, Michael, 1998, "A re-examination of an Irish government popularity function," Economics Technical Papers, Trinity College Dublin, Department of Economics, number 982, Jan.
• Michael Harrison & Glenn Treacy, 1998, "Testing for Parameter Instability using the R/S Statistic," Economics Technical Papers, Trinity College Dublin, Department of Economics, number 9821.
• Charles S. Bos & Philip Hans Franses & Marius Ooms, 1998, "Long Memory and Level Shifts: Re-Analyzing Inflation Rates," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 98-039/4, Apr.
• Durbin, J. & Koopman, S.J.M., 1998, "Time Series Analysis of Non-Gaussian Observations Based on State Space Models from Both Classical and Bayesian Perspectives," Discussion Paper, Tilburg University, Center for Economic Research, number 1998-142.
• Koopman, S.J.M. & Shephard, N. & Doornik, J.A., 1998, "Statistical Algorithms for Models in State Space Using SsfPack 2.2," Discussion Paper, Tilburg University, Center for Economic Research, number 1998-141.
• Durbin, J. & Koopman, S.J.M., 1998, "Time Series Analysis of Non-Gaussian Observations Based on State Space Models from Both Classical and Bayesian Perspectives," Other publications TiSEM, Tilburg University, School of Economics and Management, number 6338af09-6f2c-46d0-985b-d.
• Koopman, S.J.M. & Shephard, N. & Doornik, J.A., 1998, "Statistical Algorithms for Models in State Space Using SsfPack 2.2," Other publications TiSEM, Tilburg University, School of Economics and Management, number 8fe36759-6517-4c66-86fa-e.
• Dan Ben-David & David H. Papell, 1998, "Slowdowns And Meltdowns: Postwar Growth Evidence From 74 Countries," The Review of Economics and Statistics, MIT Press, volume 80, issue 4, pages 561-571, November.
• Charles Engel, 1998, "Long-Run PPP May Not Hold After All," Working Papers, University of Washington, Department of Economics, number 0050, Nov.
• Chris Murray & Charles Nelson, 1998, "The Uncertain Trend in U.S. GDP," Working Papers, University of Washington, Department of Economics, number 0074, Mar.
• D. Gruen & T. Kortian, 1998, "Why does the Australian Dollar Move so Closely with the Terms of Trade?," Economics Discussion / Working Papers, The University of Western Australia, Department of Economics, number 98-26.
• Madanmohan Ghosh & John Whalley, 1999, "Endogenous Effort and Intersectoral Labour Transfers Under Industrialization," University of Western Ontario, Departmental Research Report Series, University of Western Ontario, Department of Economics, number 9903.
• Kevin F. Ryan & David E. A. Giles, 1998, "Testing for Unit Roots With Missing Observations," Department Discussion Papers, Department of Economics, University of Victoria, number 9802, Apr.
• Kevin F. Ryan & David E. A. Giles, 1998, "Testing for Unit Roots With Missing Observations," Econometrics Working Papers, Department of Economics, University of Victoria, number 9802, Apr.
• David E. A. Giles, 1998, "The Hidden Economy and the Tax-Gap in New Zealand: A Latent Variable Analysis," Econometrics Working Papers, Department of Economics, University of Victoria, number 9807, Jun.
• David E. A. Giles, 1998, "The Underground Economy: Minimizing the Size of Government," Econometrics Working Papers, Department of Economics, University of Victoria, number 9808, Mar.