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

• Christelle Lecourt, 2000, "Dépendance de court et de long terme des rendements de taux de change," Économie et Prévision, Programme National Persée, volume 146, issue 5, pages 127-137, DOI: 10.3406/ecop.2000.6132.
• Stephen Pollock, 2000, "Circulant Matrices and Time-series Analysis," Working Papers, Queen Mary University of London, School of Economics and Finance, number 422, Oct.
• Stephen Pollock, 2000, "Filters for Short Nonstationary Sequences," Working Papers, Queen Mary University of London, School of Economics and Finance, number 423, Oct.
• Kyriakos Chourdakis & Elias Tzavalis, 2000, "Option Pricing with a Dividend General Equilibrium Model," Working Papers, Queen Mary University of London, School of Economics and Finance, number 425, Nov.
• Panos Afxentiou, 2000, "Convergence, the Maastricht Criteria, and Their Benefits," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 53, issue 4, pages 437-448.
• George Hondroyiannis, 2000, "Estimating Demand for Money within the European Union Area," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 53, issue 3, pages 321-337.
• Pelinescu, Elena & Scutaru, Cornelia, 2000, "Analysis Of The Behaviour Of Money Demand," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 35-47, June.
• Ciupagea, Constantin, 2000, "Rigidities Of The Labour Market In A Transition Economy: The Case Of Romania," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 29-57, December.
• Turlea, Geomina, 2000, "An Attempt At Modelling And Forecasting The Household Consumption In Romania –Methodological Issues-," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 58-68, December.
• Uwe Hassler & Francesc Marmol & C. Velasco, 2000, "Fractional Cointegrating Regression In The Presence Of Linear Time Trends," Computing in Economics and Finance 2000, Society for Computational Economics, number 138, Jul.
• Peter Winker & Jenny Li, 2000, "Time Series Simulation With Quasi-Monte Carlo Methods," Computing in Economics and Finance 2000, Society for Computational Economics, number 151, Jul.
• Gil-Alaña, Luis A., 2000, "Testing of fractional cointegration in macroeconomic time series," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2000,105.
• Gil-Alaña, Luis A., 2000, "Deterministic seasonality versus seasonal fractional integration," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2000,106.
• Gil-Alaña, Luis A., 2000, "A generalized fractional time series model," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2000,107.
• Lanne, Markku & Saikkonen, Pentti, 2000, "Reducing size distortions of parametric stationarity tests," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2000,12.
• Gil-Alaña, Luis A., 2000, "Testing of unit roots and other fractionally integrated hypotheses in the presence of structural breaks," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2000,13.
• Gil-Alaña, Luis A. & Henry, Brian, 2000, "Fractional integration and the dynamics of UK unemployment," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2000,14.
• Caporale, Guglielmo Maria & Gil-Alaña, Luis A., 2000, "Fractional cointegration and tests of present value models," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2000,15.
• Gil-Alaña, Luis A., 2000, "Modelling seasonality with fractionally integrated processes," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2000,16.
• Nielsen, Hannah & Tullio, Giuseppe & Wolters, Jürgen, 2000, "Currency substitution and the stability of the Italian demand for money before the entry into the monetary union, 1972 - 1998," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2000,66.
• Gil-Alaña, Luis A., 2000, "A fractionally integrated exponential model for UK unemployment," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2000,67.
• Gil-Alaña, Luis A., 2000, "A fractionally integrated model with a mean shift for the US and the UK real oil prices," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2000,68.
• Caporale, Guglielmo Maria & Gil-Alaña, Luis A., 2000, "Fractional cointegration and real exchange rates," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2000,69.
• Gil-Alaña, Luis A., 2000, "Testing stochastic cycles in macroeconomic time series," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2000,70.
• Herwartz, Helmut & Theilen, Bernd, 2000, "The determinants of health care expenditure: Testing pooling restrictions in small samples," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2000,78.
• Herwartz, Helmut & Reimers, Hans-Eggert, 2000, "Testing the purchasing power parity in pooled systems of error correction models," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2000,79.
• Hafner, Christian M., 2000, "Fourth moments of multivariate GARCH processes," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2000,80.
• Herwartz, Helmut & Neumann, Michael H., 2000, "Bootstrap inference in single equation error correction models," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2000,87.
• Caporale, Guglielmo Maria & Gil-Alaña, Luis A., 2000, "Unemployment and input prices: A fractional cointegration approach," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2001,56.
• Krämer, Walter & Sibbertsen, Philipp, 2000, "Testing for structural change in the presence of long memory," Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen, number 2000,31.
• Kleiber, Christian, 2000, "Finite sample efficiency of OLS in linear regression models with long-memory disturbances," Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen, number 2000,34.
• Franz, Wolfgang, 2000, "Neues von der NAIRU?," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 00-41.
• Czarnitzki, Dirk & Stadtmann, Georg, 2000, "The behaviour of noise traders: empirical evidence on purchases of business magazines," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 00-65.
• 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.
• 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.
• Christian M. Hafner & Wolfgang HÄrdle, 2000, "Discrete time option pricing with flexible volatility estimation," Finance and Stochastics, Springer, volume 4, issue 2, pages 189-207.
• Liudas Giraitis & Piotr Kokoszka & Remigijus Leipus & Gilles Teyssière, 2000, "Semiparametric Estimation of the Intensity of Long Memory in Conditional Heteroskedasticity," Statistical Inference for Stochastic Processes, Springer, volume 3, issue 1, pages 113-128, January, DOI: 10.1023/A:1009951213271.
• Javier Andrés & José E. Boscá, 2000, "Technological differences and convergence in the OECD," Spanish Economic Review, Springer;Spanish Economic Association, volume 2, issue 1, pages 11-27.
• R. Moodley & William Kerr & Daniel Gordon, 2000, "Has the Canada-US trade agreement fostered price integration?," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 136, issue 2, pages 334-354, June, DOI: 10.1007/BF02707691.
• Alessandro Calza & Alexander Jung & Livio Stracca, 2000, "An econometric analysis of the main components of M3 in the Euro area," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 136, issue 4, pages 680-701, December, DOI: 10.1007/BF02707648.
• Maurizio Baussola, 2000, "The Causality Between R&D And Investment," Economics of Innovation and New Technology, Taylor & Francis Journals, volume 9, issue 4, pages 385-399, DOI: 10.1080/10438590000000015.
• Oliver Linton & Douglas Steigerwald, 2000, "Adaptive testing in arch models," Econometric Reviews, Taylor & Francis Journals, volume 19, issue 2, pages 145-174, DOI: 10.1080/07474930008800466.
• Jesus Gonzalo & Tae-Hwy Lee, 2000, "On the robustness of cointegration tests when series are fractionally intergrated," Journal of Applied Statistics, Taylor & Francis Journals, volume 27, issue 7, pages 821-827, DOI: 10.1080/02664760050120515.
• Aaron Schiff & Peter Phillips, 2000, "Forecasting New Zealand's real GDP," New Zealand Economic Papers, Taylor & Francis Journals, volume 34, issue 2, pages 159-181, DOI: 10.1080/00779950009544321.
• Kurt Brännäs & Jan G. de Gooijer, 2000, "Asymmetries in Conditional Mean and Variance: Modelling Stock Returns by asMA-asQGARCH," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 00-049/4, Jun.
• Winfried G. Hallerbach, 2000, "Cross- and Auto-Correlation Effects arising from Averaging: The Case of US Interest Rates and Equity Duration," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 00-064/2, Jul.
• Jenke Ter Horst & Marno Verbeek, 2000, "Estimating Short-Run Persistence In Mutual Fund Performance," The Review of Economics and Statistics, MIT Press, volume 82, issue 4, pages 646-655, November.
• Rómulo Chumacero Escudero, 2000, "Se busca una raíz unitaria: evidencia para Chile," Estudios de Economia, University of Chile, Department of Economics, volume 27, issue 1 Year 20, pages 55-68, June.
• Diego Aboal & Fernando Lorenzo & Andrés Rius, 2000, "Is the exchange rate politically manipulated around elections? The evidence from Uruguay," Documentos de Trabajo (working papers), Department of Economics - dECON, number 1800, Dec.
• Kevin Nell, 2000, "Imported Inflation in South Africa: An Empirical Study," Studies in Economics, School of Economics, University of Kent, number 0005, May.
• Miguel A. León-Ledesma, 2000, "Unemployment Hysteresis in the US and the EU: a Panel Data Approach," Studies in Economics, School of Economics, University of Kent, number 0006, Jun.
• João Ricardo Faria & Miguel León-Ledesma, 2000, "Testing the Balassa-Samuelson Effect: Implications for Growth and PPP," Studies in Economics, School of Economics, University of Kent, number 0008, Sep.
• Kevin S. Nell, 2000, "Is Low Inflation a Precondition for Faster Growth? The Case of South Africa," Studies in Economics, School of Economics, University of Kent, number 0011, Oct.
• Miguel León-Ledesma, 2000, "R&D Spillovers and Export Performance: Evidence from the OECD Countries," Studies in Economics, School of Economics, University of Kent, number 0014, Dec.
• Kodrat Wibowo, 2000, "Does an Overvalued Real Exchange Rate Create More Policy Uncertainty? Singaporean Case Using GARCH Model," Working Papers in Economics and Development Studies (WoPEDS), Department of Economics, Padjadjaran University, number 200001, Oct, revised Oct 2000.
• David E. A. Giles & Betty J. Johnson, 2000, "Taxes, Risk-Aversion, and the Size of the Underground Economy: A Nonparametric Analysis With New Zealand Data," Econometrics Working Papers, Department of Economics, University of Victoria, number 0006, May.
• Richard Harris & Brian Silverstone, 2000, "Asymmetric Adjustment of Unemployment and Output in New Zealand: Rediscovering Okun's Law," Working Papers in Economics, University of Waikato, number 00/02, May.
• Martinez Peria, Maria Soledad, 2000, "The impact of banking crises on money demand and price stability," Policy Research Working Paper Series, The World Bank, number 2305, Mar.
• Gary Krueger & Susan J. Linz, 2000, "Virtual Reality: Barter and Restructuring in Russian Industry," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number 465, Apr.
• Philip M. Bodman & Mark Crosby, 2000, "Phases of the Canadian business cycle," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, volume 33, issue 3, pages 618-633, August, DOI: 10.1111/0008-4085.00033.
• Y.K. Tse & Albert K.C. Tsui, 2000, "A Multivariate GARCH Model with Time-Varying Correlations," Econometrics, University Library of Munich, Germany, number 0004007, Nov.
• William A. Barnett & Yijun He, 2000, "Unsolved Econometric Problems in Nonlinearity, Chaos, and Bifurcation," Macroeconomics, University Library of Munich, Germany, number 0004021, Sep.
• Höppner, Florian & Wesche, Katrin, 2000, "Non-linear Effects of Fiscal Policy in Germany: A Markov-Switching Approach," Bonn Econ Discussion Papers, University of Bonn, Bonn Graduate School of Economics (BGSE), number 9/2000.
• Kräussl, Roman, 2000, "Sovereign credit ratings and their impact on recent financial crises," CFS Working Paper Series, Center for Financial Studies (CFS), number 2000/04.
• Kaiser, Ulrich & Pohlmeier, Winfried, 2000, "Efficient Bargaining and the Skill-Structure of Wages and Employment," CoFE Discussion Papers, University of Konstanz, Center of Finance and Econometrics (CoFE), number 00/24.
• Thiele, Rainer, 2000, "Estimating the aggregate agricultural supply response: a survey of techniques and results for developing countries," Kiel Working Papers, Kiel Institute for the World Economy, number 1016.
• Scheide, Joachim & Trabandt, Mathias, 2000, "Predicting inflation in Euroland: the Pstar approach," Kiel Working Papers, Kiel Institute for the World Economy, number 1019.
• Chao, John C. & Swanson, Norman R., 2000, "Tests Of Nonnested Hypotheses In Nonstationary Regressions With An Application To Modeling Industrial Production," Macroeconomic Dynamics, Cambridge University Press, volume 4, issue 1, pages 42-72, March.
• Donald W.K. Andrews & Patrik Guggenberger, 2000, "A Bias-Reduced Log-Periodogram Regression Estimator for the Long-Memory Parameter," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1263, Jun.
• Katsumi Shimotsu & Peter C.B. Phillips, 2000, "Modified Local Whittle Estimation of the Memory Parameter in the Nonstationary Case," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1265, Jul.
• Katsumi Shimotsu & Peter C.B. Phillips, 2000, "Local Whittle Estimation in Nonstationary and Unit Root Cases," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1266, Jul, revised Sep 2003.
• Katsumi Shimotsu & Peter C.B. Phillips, 2000, "Pooled Log Periodogram Regression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1267, Jul.
• Hyungsik Roger Moon & Peter C.B. Phillips, 2000, "GMM Estimation of Autoregressive Roots Near Unity with Panel Data," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1274, Sep.
• Aaron F. Schiff & Peter C.B. Phillips, 2000, "Forecasting New Zealand's Real GDP," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1278, Oct.
• Carmela E. Quintos & Zhenhong Fan & Peter C.B. Phillips, 2000, "Structural Change in Tail Behavior and the Asian Financial Crisis," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1283, Nov.
• René Böheim & Stephen P. Jenkins, 2000, "Do Current Income and Annual Income Measures Provide Different Pictures of Britain's Income Distribution?," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 214.
• Stephen P. Jenkins & Carlos García-Serrano, 2000, "Re-employment Probabilities for Spanish Men: What Role Does the Unemployment Benefit System Play?," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 216.
• Stephen P. Jenkins, 2000, "The Distribution of Income by Sectors of the Population," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 217.
• ROCKINGER, Michael & JONDEAU, Eric, 2000, "Conditional Volatility, Skewness, and Kurtosis : Existence and Persistence," HEC Research Papers Series, HEC Paris, number 710, Jul.
• Fabiani, Silvia & Mestre, Ricardo, 2000, "Alternative measures of the NAIRU in the euro area: estimates and assessment," Working Paper Series, European Central Bank, number 17, Mar.
• De Bandt, Olivier & Mongelli, Francesco Paolo, 2000, "Convergence of fiscal policies in the euro area," Working Paper Series, European Central Bank, number 20, May.
• Morana, Claudio, 2000, "Measuring core inflation in the euro area," Working Paper Series, European Central Bank, number 36, Nov.
• Choi, Woon Gyu & Wen, Yi, 2000, "Measuring Interest Rates as Determined by Thrift and Productivity," Working Papers, Cornell University, Center for Analytic Economics, number 00-03, Jan.
• Joon Y. Park & Peter C. B. Phillips, 2000, "Nonstationary Binary Choice," Econometrica, Econometric Society, volume 68, issue 5, pages 1249-1280, September.
• Franc Klaassen, 2000, "Why is it so Difficult to Find an Effect of Exchange Rate Risk on Trade?," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 0133, Aug.
• Anindya Banerjee & Bill Russell, 2000, "The Relationship Between the Markup and Inflation in the G7 Plus One Economies," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 0242, Aug.
• Yiu Kuen Tse & Albert K. C. Tsui, 2000, "A Multivariate GARCH Model with Time-Varying Correlations," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 0250, Aug.
• Helmut Luetkepohl & Pentti Saikkonen, 2000, "Testing for a Unit Root in a Time Series with a Level Shift at Unknown Time," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 0342, Aug.
• Hans-Martin Krolzig, 2000, "Computer Automation of General-to-Specific Model Selection Procedures," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 0411, Aug.
• Filippo Altissimo & Valentina Corradi, 2000, "Strong Rules for Detecting the Number of Breaks in a Time Series," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 0574, Aug.
• Jurgen A. Doornik & Marius Ooms, 2000, "Multimodality and the GARCH Likelihood," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 0798, Aug.
• Hyungsik Roger Moon, 2000, "GMM Estimation of Autoregressive Roots Near Unity with Panel Data," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 0913, Aug.
• Gunter Coenen & Juan Luis Vega, 2000, "The Demand for M3 in the Euro Area," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 0976, Aug.
• Jesper Linde, 2000, "Monetary Policy Analysis in Backward-Looking Models," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 1028, Aug.
• Rolf Larsson & Johan Lyhagen, 2000, "Likelihood-Based Inference in Multivariate Panel Cointegration Models," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 1313, Aug.
• John W. Galbraith & Victoria Zinde-Walsh, 2000, "Properties of Estimates of Daily GARCH Parameters Based on Intra-Day Observations," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 1800, Aug.
• Andrew Harvey & Siem Jan Koopman, 2000, "Signal extraction and the formulation of unobserved components models," Econometrics Journal, Royal Economic Society, volume 3, issue 1, pages 84-107.
• Jensen, Mark J., 2000, "An alternative maximum likelihood estimator of long-memory processes using compactly supported wavelets," Journal of Economic Dynamics and Control, Elsevier, volume 24, issue 3, pages 361-387, March.
• Barnett, William A. & Serletis, Apostolos, 2000, "Martingales, nonlinearity, and chaos," Journal of Economic Dynamics and Control, Elsevier, volume 24, issue 5-7, pages 703-724, June.
• Rault, Christophe, 2000, "Non-causality in VAR-ECM models with purely exogenous long-run paths," Economics Letters, Elsevier, volume 66, issue 1, pages 7-15, January.
• Karlsson, Sune & Lothgren, Mickael, 2000, "On the power and interpretation of panel unit root tests," Economics Letters, Elsevier, volume 66, issue 3, pages 249-255, March.
• Rault, Christophe, 2000, "Non-causality in VAR-ECM models with purely exogeneous long-run paths," Economics Letters, Elsevier, volume 67, issue 2, pages 121-129, May.
• Brooks, Chris & Henry, Olan T., 2000, "Can portmanteau nonlinearity tests serve as general mis-specification tests?: Evidence from symmetric and asymmetric GARCH models," Economics Letters, Elsevier, volume 67, issue 3, pages 245-251, June.
• Ayat, Leila & Burridge, Peter, 2000, "Unit root tests in the presence of uncertainty about the non-stochastic trend," Journal of Econometrics, Elsevier, volume 95, issue 1, pages 71-96, March.
• Corradi, Valentina & Swanson, Norman R. & White, Halbert, 2000, "Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes," Journal of Econometrics, Elsevier, volume 96, issue 1, pages 39-73, May.
• Dufour, Jean-Marie & Torres, Olivier, 2000, "Markovian processes, two-sided autoregressions and finite-sample inference for stationary and nonstationary autoregressive processes," Journal of Econometrics, Elsevier, volume 99, issue 2, pages 255-289, December.
• Jeyanthi Karuppiah & Cornelis A. Los, 2000, "Wavelet Multiresolution Analysis of High-Frequency FX Rates, Summer 1997," Adelaide Economics Working Papers, Adelaide University, School of Economics, number 2000-06.
• Renaud Caulet & Anne Peguin-Feissolle, 2000, "Un test d'hétéroscédasticité conditionnelle inspiré de la modélisation en termes de réseaux neuronaux artificiels," Annals of Economics and Statistics, GENES, issue 59, pages 177-197.
• Christopher F. Baum & Mustafa Caglayan & Neslihan Ozkan, 2000, "Exchange Rate Effects on the Volume of Trade Flows: An Empirical Analysis Employing High-Frequency Data," CeNDEF Workshop Papers, January 2001, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 5B.1, Dec.
• Schiff, Aaron & Phillips, Peter, 2000, "Forecasting New Zealand's Real GDP," Working Papers, Department of Economics, The University of Auckland, number 186.
• Ernest Pons Fanals & Jordi Surinach Caralt, 2000, "Una extension de la regresion propuesta por Geweke y Porter-Hudak para la estimacion del orden de diferenciacion en modelos ARFIMA," Working Papers in Economics, Universitat de Barcelona. Espai de Recerca en Economia, number 61.
• Gilles Bérubé & Denise Côté, 2000, "Long-Term Determinants of the Personal Savings Rate: Literature Review and Some Empirical Results for Canada," Staff Working Papers, Bank of Canada, number 00-3, DOI: 10.34989/swp-2000-3.
• Agustín Maravall & Fernando J. Sánchez, 2000, "An Application of TRAMO-SEATS: Model Selection and Out-of-Sample Performance: the Swiss CPI Series," Working Papers, Banco de España, number 0014.
• Giorgio Bodo & Roberto Golinelli & Giuseppe Parigi, 2000, "Forecasting Industrial Production in the Euro Area," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 370, Mar.
• Claudio Michelacci & Paolo Zaffaroni, 2000, "(Fractional) Beta Convergence," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 383, Oct.
• Eric Jondeau & Michael Rockinger, 2000, "Conditional Volatility, Skewness, and Kurtosis: Existence and Persistence," Working papers, Banque de France, number 77.
• Ólan T. Henry & Peter M. Summers, 2000, "Australian Economic Growth: Nonlinearities and International Influences," The Economic Record, The Economic Society of Australia, volume 76, issue 235, pages 365-373, December, DOI: 10.1111/j.1475-4932.2000.tb00033.x.
• J. Durbin & S. J. Koopman, 2000, "Time series analysis of non‐Gaussian observations based on state space models from both classical and Bayesian perspectives," Journal of the Royal Statistical Society Series B, Royal Statistical Society, volume 62, issue 1, pages 3-56, DOI: 10.1111/1467-9868.00218.
• Patrick Feve & Pierre‐Yves Henin, 2000, "Assessing Effective Sustainability of Fiscal Policy within the G–7," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 62, issue 2, pages 175-195, May, DOI: 10.1111/1468-0084.00167.
• A. M. R. Taylor, 2000, "The Finite Sample Effects of Deterministic Variables on Conventional Methods of Lag‐selection in Unit Root Tests," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 62, issue 2, pages 293-304, May, DOI: 10.1111/1468-0084.00172.
• Marcus Asplund & Rickard Eriksson & Richard Friberg, 2000, "Price Adjustments by a Gasoline Retail Chain," Scandinavian Journal of Economics, Wiley Blackwell, volume 102, issue 1, pages 101-121, March, DOI: 10.1111/1467-9442.00186.
• Basma Bekdache & Christopher F. Baum, 2000, "A re-evaluation of empirical tests of the Fisher hypothesis," Boston College Working Papers in Economics, Boston College Department of Economics, number 472, Sep.
• Christopher F. Baum & Mustafa Caglayan & Neslihan Ozkan, 2000, "Nonlinear Effects of Exchange Rate Volatility on the Volume of Bilateral Exports," Boston College Working Papers in Economics, Boston College Department of Economics, number 488, Dec, revised 30 Jul 2002.
• Aman Ullah & Tae-Hwy Lee, 2000, "Nonparametric Bootstrap Tests for Neglected Nonlinearity in Time Series Regression Models," Working papers, Centre for Development Economics, Delhi School of Economics, number 77, Mar.
• Jansson, Michael & Haldrup, Niels Prof., 2000, "Spurious Regression, Cointegration, and Near Cointegration: A Unifying Approach," Department of Economics, Working Paper Series, Department of Economics, Institute for Business and Economic Research, UC Berkeley, number qt5b13w0rp, Jun.
• Haldrup, Niels Prof. & Lildholdt, Peter, 2000, "Local Power Functions of Tests for Double Unit Roots," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt01j3m1h6, Jun.
• Haldrup, Niels Prof. & Lildholdt, Peter, 2000, "On the Robustness of Unit Root Tests in the Presence of Double Unit Roots," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt2k0780sh, Jun.
• Paolo Zaffaroni, 2000, "Stationarity and Memory of ARCH Models," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 383, Mar.
• Zongwu Cai & Jianqin Fan & Qiwei Yao, 2000, "Adaptive Varying-Coefficient Linear Models," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 388, Apr.
• Douglas J Hodgson & Oliver Linton & Keith Vorkink, 2000, "Testing the Capital Asset Pricing Model Efficiently under Elliptical Symmetry: A Semiparametric Approach," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 398, Jul.
• L A Gil-Alaña & Peter M Robinson, 2000, "Testing of Seasonal Fractional Integration in UK and Japanese Consumption and Income," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 402, Nov.
• Raimundo Soto, 2000, "Ajuste Estacional e Integración en Variables Macroeconómicas," Working Papers Central Bank of Chile, Central Bank of Chile, number 73, Jun.
• Christian A. Johnson, 2000, "Un Modelo de Switching para el Crecimiento en Chile," Working Papers Central Bank of Chile, Central Bank of Chile, number 84, Nov.
• Rómulo Chumacero, 2000, "Se Busca una Raíz Unitaria: Evidencia para Chile," Working Papers Central Bank of Chile, Central Bank of Chile, number 86, Dec.
• Jean-Marie Dufour & Olivier Torrès, 2000, "Markovian Processes, Two-Sided Autoregressions and Finite-Sample Inference for Stationary and Nonstationary Autoregressive Processes," CIRANO Working Papers, CIRANO, number 2000s-17, May.
• Philip M. Bodman & Mark Crosby, 2000, "Phases of the Canadian business cycle," Canadian Journal of Economics, Canadian Economics Association, volume 33, issue 3, pages 618-633, August.