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

• Siem Jan Koopman & Neil Shephard & Jurgen A. Doornik, 1999, "Statistical algorithms for models in state space using SsfPack 2.2," Econometrics Journal, Royal Economic Society, volume 2, issue 1, pages 107-160.
• Mohammad Hashem Pesaran & Yongcheol Shin & Richard J Smith, 1999, "Bounds Testing Approaches to the Analysis of Long Run Relationships," Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh, number 46, Feb.
• Yongcheol Shin & Andy Snell, 1999, "Testing for Stationarity in Heterogeneous Panels with Serially Correlated Errors," Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh, number 70, Dec.
• LeBaron, Blake & Arthur, W. Brian & Palmer, Richard, 1999, "Time series properties of an artificial stock market," Journal of Economic Dynamics and Control, Elsevier, volume 23, issue 9-10, pages 1487-1516, September.
• Granger, Clive W. J. & Terasvirta, Timo, 1999, "A simple nonlinear time series model with misleading linear properties," Economics Letters, Elsevier, volume 62, issue 2, pages 161-165, February.
• Hadri, Kaddour & Phillips, Garry D. A., 1999, "The accuracy of the higher order bias approximation for the 2SLS estimator," Economics Letters, Elsevier, volume 62, issue 2, pages 167-174, February.
• Peguin-Feissolle, Anne, 1999, "A comparison of the power of some tests for conditional heteroscedasticity," Economics Letters, Elsevier, volume 63, issue 1, pages 5-17, April.
• Andersson, Michael K. & Eklund, Bruno & Lyhagen, Johan, 1999, "A simple linear time series model with misleading nonlinear properties," Economics Letters, Elsevier, volume 65, issue 3, pages 281-284, December.
• Lin, Chien-Fu Jeff & Terasvirta, Timo, 1999, "Testing parameter constancy in linear models against stochastic stationary parameters," Journal of Econometrics, Elsevier, volume 90, issue 2, pages 193-213, June.
• Whang, Yoon-Jae & Linton, Oliver, 1999, "The asymptotic distribution of nonparametric estimates of the Lyapunov exponent for stochastic time series," Journal of Econometrics, Elsevier, volume 91, issue 1, pages 1-42, July.
• He, Changli & Terasvirta, Timo, 1999, "Properties of moments of a family of GARCH processes," Journal of Econometrics, Elsevier, volume 92, issue 1, pages 173-192, September.
• Martin, Vance L. & Wilkins, Nigel P., 1999, "Indirect estimation of ARFIMA and VARFIMA models," Journal of Econometrics, Elsevier, volume 93, issue 1, pages 149-175, November.
• Lumsdaine, Robin L. & Ng, Serena, 1999, "Testing for ARCH in the presence of a possibly misspecified conditional mean," Journal of Econometrics, Elsevier, volume 93, issue 2, pages 257-279, December.
• Steen, Frode & Sorgard, Lars, 1999, "Semicollusion in the Norwegian cement market," European Economic Review, Elsevier, volume 43, issue 9, pages 1775-1796, October.
• Anthony W. Hughes & Maxwell L. King & Kwek Kian Teng, 1999, "Selecting the Order of an ARCH Model," Adelaide Economics Working Papers, Adelaide University, School of Economics, number 1999-01.
• Purcell, Tim & Harrison, Stephen R., , "The effect of imports on the Australian pig industry," 1999 Conference (43th), January 20-22, 1999, Christchurch, New Zealand, Australian Agricultural and Resource Economics Society, number 124535, DOI: 10.22004/ag.econ.124535.
• Purcell, Tim, , "Forecasting Marketing Margins in the Australian Pig Industry," 1999 Conference (43th), January 20-22, 1999, Christchurch, New Zealand, Australian Agricultural and Resource Economics Society, number 124539, DOI: 10.22004/ag.econ.124539.
• Ernest Pons Fanals & Jordi Surinach Caralt, 1999, "Consecuencias de la modelizacion ARIMA para la extraccion de senales en coyuntura," Working Papers in Economics, Universitat de Barcelona. Espai de Recerca en Economia, number 52.
• John Knight & Fuchun Li & Mingwei Yuan, 1999, "Pricing Interest Rate Derivatives in a Non-Parametric Two-Factor Term-Structure Model," Staff Working Papers, Bank of Canada, number 99-19, DOI: 10.34989/swp-1999-19.
• Regina Kaiser & Agustín Maravall, 1999, "Seasonal Outliers in Time Series," Working Papers, Banco de España, number 9915.
• Filippo Altissimo & Stefano Siviero & Daniele Terlizzese, 1999, "How deep are the deep parameters?," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 354, Jun.
• Luis Eduardo Arango & Andrés González, 1999, "A Nonlinear Specification of Demand for Narrow Money in Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 135, Oct, DOI: 10.32468/be.135.
• Luis Armando Galvis Aponte & María Modesta Aguilera Díaz, 1999, "Determinantes de la demanda por turismo hacia Cartagena, 1987-1998," Documentos de trabajo sobre Economía Regional y Urbana, Banco de la Republica de Colombia, number 09, Mar, DOI: 10.32468/dtseru.9.
• Koop, Gary & Potter, Simon M, 1999, "Dynamic Asymmetries in U.S. Unemployment," Journal of Business & Economic Statistics, American Statistical Association, volume 17, issue 3, pages 298-312, July.
• Eric Jondeau & Michael Rockinger, 1999, "The Tail Behavior of Sotck Returns: Emerging Versus Mature Markets," Working papers, Banque de France, number 66.
• Renaud Lacroix, 1999, "Testing for Zeros in the Spectrum of an Univariate Stationary Process: Part I," Working papers, Banque de France, number 70.
• Renaud Lacroix, 1999, "Testing for Zeros in the Spectrum of an Univariate Stationary Process: Part II," Working papers, Banque de France, number 71.
• Renaud Lacroix, 1999, "Testing the Null Hypothesis of Stationarity in Fractionally Integrated Models," Working papers, Banque de France, number 72.
• Changli He & Timo Terasvirta, 1999, "Properties of the Autocorrelation Function of Squared Observations for Second‐order Garch Processes Under Two Sets of Parameter Constraints," Journal of Time Series Analysis, Wiley Blackwell, volume 20, issue 1, pages 23-30, January, DOI: 10.1111/1467-9892.00123.
• Chihwa Kao & Min‐Hsien Chiang & Bangtian Chen, 1999, "International R&D Spillovers: An Application of Estimation and Inference in Panel Cointegration," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 61, issue S1, pages 691-709, November, DOI: 10.1111/1468-0084.0610s1691.
• Kapetanios, G., 1999, "Threshold Models for Trended Time Series," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 9905, Jan.
• Pesaran, M. Hashem & Shin, Y. & Smith, R.J., 1999, "Bounds Testing Approaches to the Analysis of Long-run Relationships," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 9907, Feb.
• René Garcia & Huntley Schaller, 1999, "Are the Effects of Monetary Policy Asymmetric?," Carleton Economic Papers, Carleton University, Department of Economics, number 99-17, Jul.
• Moon, Hyungsik R. & Phillips, Peter C.B., 1999, "Estimation of Autoregressive Roots near Unity using Panel Data," University of California at Santa Barbara, Economics Working Paper Series, Department of Economics, UC Santa Barbara, number qt7fd8x80m, Jul.
• Silvia Gonçalves & Lutz Kilian, 2003, "Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form," CIRANO Working Papers, CIRANO, number 2003s-17, Apr.
• Peter Christoffersen & Stefano Mazzotta, 2004, "The Informational Content of Over-the-Counter Currency Options," CIRANO Working Papers, CIRANO, number 2004s-16, Apr.
• Eric Ghysels & Denise R. Osborn & Paulo M. M. Rodrigues, 1999, "Seasonal Nonstationarity and Near-Nonstationarity," CIRANO Working Papers, CIRANO, number 99s-05, Feb.
• John W. Galbraith, 1999, "Content Horizons for Forecasts of Economic Time Series," CIRANO Working Papers, CIRANO, number 99s-17, Apr.
• Luis Eduardo Arango & Andr�s Gonz�lez, 1999, "A Nonlinear Specification Of Demand For Narrow Money In Colombia," Borradores de Economia, Banco de la Republica, number 1894, Oct.
• Luis Armando Galvis-Aponte & Maria Modesta Aguilera, 1999, "Determinantes de la demanda por turismo hacia Cartagena, 1987-1998," Documentos de Trabajo Sobre Economía Regional y Urbana, Banco de la República, Economía Regional, number 12607, Mar, DOI: 10.32468/dtseru.9.
• Luis Eduardo Arango, 1999, "Componentes no observados de la inflación en Colombia," Revista de Economía del Rosario, Universidad del Rosario.
• Fève, Patrick & Hénin, Pierre-Yves & Jolivaldt, Philippe, 1999, "Testing for hysteresis : unemployment persistence and wage adjustment," CEPREMAP Working Papers (Couverture Orange), CEPREMAP, number 9911.
• Kuo, Biing-Shen & Mikkola, Anne, 1999, "How Sure Are We About PPP? Panel Evidence with the Null of Stationary Real Exchange Rates," CEPR Discussion Papers, Centre for Economic Policy Research, number 2120, Mar.
• Zalewska, Ania, 1999, "Does Market Organization Speed Up Market Stabilization? First Lessons From the Budapest and Warsaw Stock Exchanges," CEPR Discussion Papers, Centre for Economic Policy Research, number 2134, Apr.
• Braga de Macedo, Jorge & Catela Nunes, Luís & Covas, Francisco, 1999, "Moving the Escudo into the Euro," CEPR Discussion Papers, Centre for Economic Policy Research, number 2248, Oct.
• Brana, Sophie & Maurel, Mathilde, 1999, "Barter in Russia: Liquidity Shortage Versus Lack of Restructuring," CEPR Discussion Papers, Centre for Economic Policy Research, number 2258, Oct.
• Haldane, Andrew & Quah, Danny, 1999, "UK Phillips Curves and Monetary Policy," CEPR Discussion Papers, Centre for Economic Policy Research, number 2292, Nov.
• Quah, Danny, 1999, "Cross-Country Growth Comparison: Theory to Empirics," CEPR Discussion Papers, Centre for Economic Policy Research, number 2294, Nov.
• Kilian, Lutz & Zha, Tao, 1999, "Quantifying the Half-Life of Deviations from PPP: The Role of Economic Priors," CEPR Discussion Papers, Centre for Economic Policy Research, number 2334, Dec.
• Robert A. Amano & Wai-Ming Ho & Tony S. Wirjanto, 1999, "Intraperiod and Intertemporal Substitution in Import Demand," Cahiers de recherche CREFE / CREFE Working Papers, CREFE, Université du Québec à Montréal, number 84, Aug.
• Yvon Fauvel & Alain Paquet & Christian Zimmermann, 1999, "A Survey on Interest Rate Forecasting," Cahiers de recherche CREFE / CREFE Working Papers, CREFE, Université du Québec à Montréal, number 87, Jun.
• Christian Gourieroux & Joanna Jasiak, 1999, "Dynamic Factor Models," Working Papers, Center for Research in Economics and Statistics, number 99-08.
• Jushan Bai, 1999, "Vector Autoregressive Models with Structural Changes in Regression Coefficients and in Variance-Covariance Matrices," CEMA Working Papers, China Economics and Management Academy, Central University of Finance and Economics, number 24, Nov, revised Oct 2000.
• He, Changli & Teräsvirta, Timo, 1999, "FOURTH MOMENT STRUCTURE OF THE GARCH(p,q) PROCESS," Econometric Theory, Cambridge University Press, volume 15, issue 6, pages 824-846, December.
• 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.
• Muriel Hernández, Beatriz, 1999, "Un modelo de coyuntura para la actividad industrial boliviana
  [A conjuncture model for bolivian industry activity]," MPRA Paper, University Library of Munich, Germany, number 124591, Sep.
• Serletis, Apostolos & Gogas, Periklis, 1999, "The North American natural gas liquids markets are chaotic," MPRA Paper, University Library of Munich, Germany, number 1576.
• Sinha, Dipendra, 1999, "Do exports promote savings in African countries?," MPRA Paper, University Library of Munich, Germany, number 18058.
• Jensen, Mark J, 1999, "Using wavelets to obtain a consistent ordinary least squares estimator of the long-memory parameter," MPRA Paper, University Library of Munich, Germany, number 39152.
• Macri, Joseph & Sinha, Dipendra, 1999, "An Empirical Study of Labour’s Share in Income for Australia," MPRA Paper, University Library of Munich, Germany, number 4018, Jan.
• Lord, Montague, 1999, "The Elasticities Approach to Egypt’s Balance of Payments and Equilibrium Exchange Rate," MPRA Paper, University Library of Munich, Germany, number 41166, Oct.
• Proietti, Tommaso, 1999, "Structural Time Series Modelling of Capacity Utilisation," MPRA Paper, University Library of Munich, Germany, number 62621, Jun.
• 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.
• Anne Peguin-Feissolle, 1999, "A comparison of the power of some tests for conditional heteroscedasticity," Post-Print, HAL, number halshs-00390157.
• Sophie Brana & Mathilde Maurel, 1999, "Barter in Russia: Liquidity Shortage Versus Lack of Restructuring," Post-Print, HAL, number halshs-03707293, Jun.
• 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.

1998

• 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.
• 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.