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

• Mª Isabel Aguilar & Mª Lucía Navarro & Mª Lucía Navarro, 1999, "Un análisis conjunto de las decisiones de actividad y ocupación de los jóvenes españoles," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, volume 43, issue 01, pages 92-117.
• F. Bec & M. Ben Salem & R. MacDonald, 1999, "Real exchange rates and real interest rates : A nonlinear perspective," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 99-17.
• Ghatak, S. & Manolas, G. & Vavouras, I., 1999, "Wheat Supply Response in Greece and The European Union Policy," European Research Studies Journal, European Research Studies Journal, volume 0, issue 1-4, pages 57-68, January -.
• Kiviet, J.F. & Phillips, G.D.A., 1999, "Higher-Order Asymptotic Expansions of the Least-Squares Estimation Bias in First-Order Dynamic Regression Models," Discussion Papers, University of Exeter, Department of Economics, number 9903.
• Kiviet, J.F. & Phillips, G.D.A., 1999, "The Bias of the 2SLS Variance Estimator," Discussion Papers, University of Exeter, Department of Economics, number 9904.
• Hadri, K. & Phillips, G.D.A., 1999, "The Accuracy of the Higher Order Bias Approximation for the 2SLS Estimator," Discussion Papers, University of Exeter, Department of Economics, number 9906.
• Martin Hlušek & Miroslav Singer, 1999, "Možnosti modelování vývozu a dovozu v období restrukturalizace (Import and Export Modelling in a Transition Economy)," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 49, issue 3, pages 143-156, March.
• Tomáš Holub, 1999, "Ceny v èeském zahranièním obchodì (Prices in Czech Foreign Trade)," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 49, issue 5, pages 253-267, May.
• Jan Filáèek, 1999, "Model spotøeby domácností v letech 1994-98 (Model of Household Consumption in the Czech Republic in 1994-1998)," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 49, issue 7, pages 427-439, July.
• Lutz Kilian & Tao Zha, 1999, "Quantifying the half-life of deviations from PPP: The role of economic priors," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 99-21.
• Jon Danielsson & Richard Payne, 1999, "Real Trading Patterns and Prices in Spot Foreign Exchange Markets," FMG Discussion Papers, Financial Markets Group, number dp320, Apr.
• Bentzen, J. & Engsted, T., 1999, "A Revival of the Autoregressive Distributed Lag Model in Estimating Energy Demand Relationships," Papers, Aarhus School of Business - Department of Economics, number 99-7.
• Peguin-Feissolle, A., 1999, "A Comparison of the Power of Some Tests for Conditional Heteroscedasticity," G.R.E.Q.A.M., Universite Aix-Marseille III, number 99a22.
• Caulet, R. & Peguin-Feissolle, A., 1999, "Un test d'heteroscedasticite conditionnelle inspire de la modelisation en termes de reseaux neuronaux artificiels," G.R.E.Q.A.M., Universite Aix-Marseille III, number 99a23.
• Giraitis, L. & Kokoszka, P. & Leipus, R. & Teyssiere, G., 1999, "Semiparametric Estimation of the Intensity of Long Memory in Conditional Heteroskedasticity," G.R.E.Q.A.M., Universite Aix-Marseille III, number 99a24.
• Peguin-Feissolle, A. & Terasvirta, T., 1999, "A General Framework for Testing the Granger Noncausality Hypothesis," G.R.E.Q.A.M., Universite Aix-Marseille III, number 99a42.
• Horvath, L. & Kokoszka, P. & Teyssiere, G., 1999, "Empirical Process of the Squared Residuals of an ARCH Sequence," G.R.E.Q.A.M., Universite Aix-Marseille III, number 99a44.
• Lubrano, M., 1999, "Smooth Transition GARCH Models: a Bayesian perspective," G.R.E.Q.A.M., Universite Aix-Marseille III, number 99a49.
• Bolgot, S. & Terraza, M., 1999, "Prevision des prix a terme du cacao et modeles ARMA non-lineaires," G.R.E.Q.A.M., Universite Aix-Marseille III, number 99b02.
• Altissimo, F. & Siviero, S. & Terlizzese, D., 1999, "How Deep Are the Deep Parameters?," Papers, Banca Italia - Servizio di Studi, number 354.
• Denny, K., 1999, "Asymmetric Central Bank Reaction Functions: An Application of Smooth Transition Regression," Papers, College Dublin, Department of Political Economy-, number 99/4.
• Darolles, S. & Florens, J.-P. & Gourieroux, C., 1999, "Kernel Based Nonlinear Canonical Analysis," Papers, Toulouse - GREMAQ, number 99.514.
• Kuo, B.-S. & Mikkola, A., 1999, "How Sure are we About PPP Panel Evidence with the Null of Stationary Real Exchange Rates," University of Helsinki, Department of Economics, Department of Economics, number 451.
• Mitra, K., 1999, "Is More Data Better?," University of Helsinki, Department of Economics, Department of Economics, number 452.
• Honkapohja, S. & Mitra, K., 1999, "Learning with Bounded Memory in Stochastic Models," University of Helsinki, Department of Economics, Department of Economics, number 456.
• Kauppi, H., 1999, "Essays on Econometrics of Cointegration," University of Helsinki, Department of Economics, Department of Economics, number 84.
• Tan, B. & Yilmaz, K., 1999, "Markov Chain Test for Time Dependence and Homogeneity: An Analytical and Empirical Evaluation," Papers, Koc University, number 99/03.
• Nason, G.P. & von Sachs, R., 1999, "Wavelets in Time Series Analysis," Papers, Catholique de Louvain - Institut de statistique, number 9901.
• Ombao, H.C. & Raz, J.A. & Strawderman, R.L. & von Sachs, R., 1999, "A Simple GCV Method of Span Selection for Periodigram Smoothing," Papers, Catholique de Louvain - Institut de statistique, number 9917.
• Kilian, L. & Ohanian, L.E., 1999, "Unit Roots, Trend Breaks and Transitory Dynamics: A Macroeconomic Perspective," Papers, Michigan - Center for Research on Economic & Social Theory, number 99-02.
• Kilian, L. & Caner, M., 1999, "Size Distortions of Tests of the Null Hypothesis of Stationarity: Evidence and Implications for the PPP Debate," Papers, Michigan - Center for Research on Economic & Social Theory, number 99-05.
• Asplund, M. & Sandin, R. & Steen, F., 1999, "Turbulence in the Swedish Beer Market," Papers, Norwegian School of Economics and Business Administration-, number 3/99.
• Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Paul Labys, 1999, "Exchange Rate Returns Standardized by Realized Volatility are (Nearly) Gaussian," New York University, Leonard N. Stern School Finance Department Working Paper Seires, New York University, Leonard N. Stern School of Business-, number 99-060, Oct.
• Rault, C., 1999, "Non-Causality in VAR-ECM Models with Purely Exogeneous Long-Run Paths," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 1999.44.
• Bessec, M. & N'Diaye, P. MB. P., 1999, "Modeles a changement de regime Markovien," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 1999.56.
• Brana, S. & Maurel, M., 1999, "Barter in Russia : Liquidity Shortage Versus Lack of Restructuring," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 1999.98.
• Sinha, D., 1999, "Export Instability, Investment and Economic Growth in Asian Countries: A Time Series Analysis," Papers, Yale - Economic Growth Center, number 799.
• 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.
• Enrique Sentana, 1999, "Econometric applications of positive rank-one modifications of the symmetric factorization of a positive semi-definite matrix," Spanish Economic Review, Springer;Spanish Economic Association, volume 1, issue 1, pages 79-90.
• Regina Kaiser & Agustín Maravall, 1999, "Estimation of the business cycle: A modified Hodrick-Prescott filter," Spanish Economic Review, Springer;Spanish Economic Association, volume 1, issue 2, pages 175-206.
• Yeung Lewis Chan & James H. Stock & Mark W. Watson, 1999, "A dynamic factor model framework for forecast combination," Spanish Economic Review, Springer;Spanish Economic Association, volume 1, issue 2, pages 91-121.
• Bjørn E. Naug, 1999, "Modelling the Demand for Imports and Domestic Output," Discussion Papers, Statistics Norway, Research Department, number 243, Jan.
• Ingvild Svendsen, 1999, "Female labour participation rates in Norway - trends and cycles," Discussion Papers, Statistics Norway, Research Department, number 253, Apr.
• Pål Boug, 1999, "The Demand for Labour and the Lucas Critique. Evidence from Norwegian Manufacturing," Discussion Papers, Statistics Norway, Research Department, number 256, Jun.
• John Barkoulas & Christopher Baum & Mustafa Caglayan, 1999, "Fractional monetary dynamics," Applied Economics, Taylor & Francis Journals, volume 31, issue 11, pages 1393-1400, DOI: 10.1080/000368499323274.
• Niels Haldrup & Michael Jansson, 1999, "Spurious Regression, Cointegration, and Near Cointegration: A Unifying Approach," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 99-005/4, Feb.
• Stefan Lundbergh & Timo Teräsvirta, 1999, "Evaluating GARCH Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 99-008/4, Feb.
• Harvey, A.C. & Koopman, S.J.M., 1999, "Signal Extraction and the Formulation of Unobserved Components Models," Discussion Paper, Tilburg University, Center for Economic Research, number 1999-44.
• Klaassen, F.J.G.M., 1999, "Why is it so Difficult to Find An Effect of Exchange Rate Risk on Trade?," Discussion Paper, Tilburg University, Center for Economic Research, number 1999-73.
• Harvey, A.C. & Koopman, S.J.M., 1999, "Signal Extraction and the Formulation of Unobserved Components Models," Other publications TiSEM, Tilburg University, School of Economics and Management, number 44688527-92c9-4c46-ac53-f.
• Klaassen, F.J.G.M., 1999, "Why is it so Difficult to Find An Effect of Exchange Rate Risk on Trade?," Other publications TiSEM, Tilburg University, School of Economics and Management, number a505c047-b2cf-4c2b-a7ea-8.
• Kevin S. Nell, 1999, "The Stability of Money Demand in South Africa, 1965-1997," Studies in Economics, School of Economics, University of Kent, number 9905, Feb.
• Kevin S. Nell, 1999, "The Relation Between Money, Income and Prices in South Africa," Studies in Economics, School of Economics, University of Kent, number 9909, Jul.
• Kevin S. Nell, 1999, "The Endogenous/Exogenous Nature of South Africa's Money Supply Under Direct and Indirect Monetary Control Measures," Studies in Economics, School of Economics, University of Kent, number 9912, Nov.
• Pierre Siklos, 1999, "Inflation Targets and the Yield Curve: New Zealand and Australia vs. the US," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 25, Dec.
• Changli He & Timo Terasvirta & Hans Malmsten, 1999, "Fourth Moment Structure of a Family of First-Order Exponential GARCH Models," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 29, Dec.
• Nguyen Chan & Madanmohan Ghosh & John Whalley, 1999, "Evaluating Tax Reform in Vietnam Using General Equilibrium Methods," University of Western Ontario, Departmental Research Report Series, University of Western Ontario, Department of Economics, number 9904.
• Huirong Li & Jian Yang, 1999, "Modeling Stock Volatility with Trading Information," University of Western Ontario, Departmental Research Report Series, University of Western Ontario, Department of Economics, number 9909.
• Huirong Li & Jian Yang, 1999, "Stochastic Threshold Models on Interest Rate," University of Western Ontario, Departmental Research Report Series, University of Western Ontario, Department of Economics, number 9913.
• David E. A. Giles & Betty J. Johnson, 1999, "Taxes, Risk-Aversion, and the Size of the Underground Economy: A Nonparametric Analysis With New Zealand Data," Econometrics Working Papers, Department of Economics, University of Victoria, number 9910, Aug.
• David E. A. Giles & Gugsa T. Werkneh & Betty J. Johnson, 1999, "Asymmetric Responses of the Underground Economy to Tax Changes: Evidence From New Zealand Data," Econometrics Working Papers, Department of Economics, University of Victoria, number 9911, Aug.
• Sandra G. Feltham & David E.A. Giles, 1999, "Testing for Unit Roots in Semi-Annual Data," Econometrics Working Papers, Department of Economics, University of Victoria, number 9912, Aug.
• Benedikt M. Pötscher, 1999, "Lower Risk Bounds and Properties of Confidence Sets For Ill-Posed Estimation Problems with Applications to Spectral Density and Persistence Estimation, Unit Roots,and Estimation of Long Memory Parameters," Vienna Economics Papers, University of Vienna, Department of Economics, number vie0202, Sep.
• Sophie Brana & Mathilde Maurel, 1999, "Barter in Russia: Liquidity Shortage versus Lack of Restructuring," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number 271, Jun.
• Christopher F. Baum & John T. Barkoulas & Mustafa Caglayan, 1999, "Persistence in International Inflation Rates," Southern Economic Journal, John Wiley & Sons, volume 65, issue 4, pages 900-913, April, DOI: 10.1002/j.2325-8012.1999.tb00207.x.
• Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Paul Labys, 1999, "Exchange Rate Returns Standardized by Realized Volatility Are (Nearly) Gaussian," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 00-29, Oct.
• Jiahui Wang & Eric Zivot, 1999, "A Time Series Model of Multiple Structural changes in Level, Trend and Variance," Econometrics, University Library of Munich, Germany, number 9903002, Mar, revised 31 Mar 1999.
• Hannes Leeb & Benedikt Poetscher, 1999, "The variance of an integrated process need not diverge to infinity," Econometrics, University Library of Munich, Germany, number 9907001, Jul.
• Frank Gerhard & Dieter Hess & Winfried Pohlmeier, 1999, "What a Difference a Day Makes: On the Common Market Microstructure of Trading Days," Finance, University Library of Munich, Germany, number 9904006, Apr.
• William A. Barnett & Yijun He, 1999, "Center Manifold, Stability, and Bifurcations in Continuous Time Macroeconometric Systems," Macroeconomics, University Library of Munich, Germany, number 9901002, Jan.
• William A. Barnett & Yijun He & ., 1999, "Stabilization Policy as Bifurcation Selection: Would Keynesian Policy Work if the World Really were Keynesian?," Macroeconomics, University Library of Munich, Germany, number 9906008, Jun.
• George J. Jiang, 1999, "Stochastic Volatility And Jump-Diffusion — Implications On Option Pricing," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., volume 2, issue 04, pages 409-440, DOI: 10.1142/S0219024999000212.
• Ahrens, Ralf, 1999, "Predicting recessions with interest rate spreads: A multicountry regime-switching analysis," CFS Working Paper Series, Center for Financial Studies (CFS), number 1999/15.

1998

• Antti Ripatti, 1998, "Stability of the demand for M1 and harmonized M3 in Finland," Empirical Economics, Springer, volume 23, issue 3, pages 317-337.
• ûyvind Eitrheim, 1998, "The demand for broad money in Norway, 1969-1993," Empirical Economics, Springer, volume 23, issue 3, pages 339-354.
• Michael Scharnagl, 1998, "The stability of German money demand: Not just a myth," Empirical Economics, Springer, volume 23, issue 3, pages 355-370.
• Juan Luis Vega, 1998, "Money demand stability: Evidence from Spain," Empirical Economics, Springer, volume 23, issue 3, pages 387-400.
• 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.
• Christian Ragacs & Thomas Steinberger & Martin Zagler, 1998, "Growth Theories and the Persistence of Output Fluctuations: The Case of Austria," Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics, number wuwp060, Sep.
• Ragacs, Christian & Steinberger, Thomas & Zagler, Martin, 1998, "Growth theories and the persistence of output fluctuations. The case of Austria," Department of Economics Working Paper Series, WU Vienna University of Economics and Business, number 60.
• Steven N. Durlauf & Danny T. Quah, 1998, "The New Empirics of Economic Growth," Working Papers, Santa Fe Institute, number 98-01-012, Jan.
• William A. Barnett & Apostolos Serletis, 1998, "Martingales, Nonlinearity, and Chaos," Econometrics, University Library of Munich, Germany, number 9805003, Jun.
• Chihwa Kao & Jamie Emerson, 1998, "On the Estimation of a Linear Time Trend Regression with a One- Way Error Component Model in the Presence of Serially Correlated Errors," Econometrics, University Library of Munich, Germany, number 9805004, Jul.
• Michael A. Hauser, 1998, "Maximum Likelihood Estimators for ARMA and ARFIMA Models: A Monte Carlo Study," Econometrics, University Library of Munich, Germany, number 9809001, Sep.
• John T. Cuddington & Hong Liang, 1998, "Commodity Price Volatility Across Exchange Rate Regimes," International Finance, University Library of Munich, Germany, number 9802003, Feb, revised 11 May 1998.
• William A. Barnett & Yijun He, 1998, "Bifurcations in Continuous-Time Macroeconomic Systems," Macroeconomics, University Library of Munich, Germany, number 9805018, Jun.
• Randal J. Verbrugge, 1998, "A cross-country investigation of macroeconomic asymmetries," Macroeconomics, University Library of Munich, Germany, number 9809017, Sep, revised 30 Sep 1998.
• Suzanne McCoskey & Chihwa Kao, 1998, "A Panel Data Investigation of the Relationship Between Urbanization and Growth," Urban/Regional, University Library of Munich, Germany, number 9805004, Jul.
• Boero, G. & Torricelli, C., 1998, "Tests of the Expectations Hypothesis and Policy Reaction to the Term Spread: Some Comparative Evidence," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 512.
• Stephen Brown & William Goetzmann & Alok Kumar, 1998, "The Dow Theory: William Peter Hamilton's Track Record Re-Considered," Yale School of Management Working Papers, Yale School of Management, number ysm85, Feb, revised 01 Apr 2008.
• Stephen Brown & William Goetzmann & Alok Kumar, 1998, "The Dow Theory: William Peter Hamilton's Track Record Re-Considered," Yale School of Management Working Papers, Yale School of Management, number ysm85, Feb, revised 01 Apr 2008.
• Gerhard, Frank & Hess, Dieter & Pohlmeier, Winfried, 1998, "What a Difference a Day Makes: On the Common Market Microstructure of Trading Days," CoFE Discussion Papers, University of Konstanz, Center of Finance and Econometrics (CoFE), number 98/01.
• 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.
• 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.
• Boero, Gianna & Torricelli, Costanza, undated, "Tests of the Expectations Hypothesis and Policy Reaction to the Term Spread: some comparative evidence," Economic Research Papers, University of Warwick - Department of Economics, number 268794, DOI: 10.22004/ag.econ.268794.
• VALCKX, Nico & PLASMANS, Joseph E.J., 1998, "Financial asset returns and the macroeconomy: An elaboration of the consumption CAPM," SESO Working Papers, University of Antwerp, Faculty of Business and Economics, number 1998035, Dec.
• Durlauf,S.N. & Quah,D.T., 1998, "The new empirics of economic growth," Working papers, Wisconsin Madison - Social Systems, number 3.
• Emili Valdero Mora, 1998, "An application of a time series inequality to the detection of non-invertible moving average processes," Working Papers in Economics, Universitat de Barcelona. Espai de Recerca en Economia, number 24.
• Josep Lluis Carrion Silvestre & Andreu Sanso & Manuel Artis Ortuno, 1998, "Response surfaces for the dickey-fuller unit root test with structural breaks," Working Papers in Economics, Universitat de Barcelona. Espai de Recerca en Economia, number 25.
• Josep Lluis Carrion Silvestre & Andreu Sanso & Manuel Artis Ortuno, 1998, "Tendencias y cambios estructurales en la economia espanola. O hasta que punto es debil la presencia de raices unitarias," Working Papers in Economics, Universitat de Barcelona. Espai de Recerca en Economia, number 38.
• Víctor Gómez & Agustín Maravall, 1998, "Guide for Using the Programs TRAMO and SEATS (Beta Version: December 1997)," Working Papers, Banco de España, number 9805.
• Víctor Gómez & Agustín Maravall, 1998, "Automatic Modeling Methods for Univariate Series," Working Papers, Banco de España, number 9808.
• Víctor Gómez & Agustín Maravall, 1998, "Seasonal Adjustment and Signal Extraction in Economic Time Series," Working Papers, Banco de España, number 9809.
• Luis Eduardo Arango & Andrés González, 1998, "Some Evidence of Smooth Transition Nonlinearity in Colombian Inflation," Borradores de Economia, Banco de la Republica de Colombia, number 105, Sep, DOI: 10.32468/be.105.
• Sidika Basci & Asad Zaman, 1998, "Variance Estimates and Model Selection," Working Papers, Department of Economics, Bilkent University, number 9814.
• Peter C. B. Phillips & Zhijie Xiao, 1998, "A Primer on Unit Root Testing," Journal of Economic Surveys, Wiley Blackwell, volume 12, issue 5, pages 423-470, December, DOI: 10.1111/1467-6419.00064.
• John Barkoulas & Christopher F. Baum & Mustafa Caglayan, 1998, "Fractional Monetary Dynamics," Boston College Working Papers in Economics, Boston College Department of Economics, number 321., Jan.
• Robin L. Lumsdaine & Serena Ng, 1998, "Testing for ARCH in the Presence of a Possibly Misspecified Conditional Mean," Boston College Working Papers in Economics, Boston College Department of Economics, number 370, Aug.
• John T. Barkoulas & Christopher F. Baum & Mustafa Caglayan & Atreya Chakraborty, 1998, "Persistent Dependence in Foreign Exchange Rates? A Reexamination," Boston College Working Papers in Economics, Boston College Department of Economics, number 377, Jun, revised 21 Apr 2000.
• Christopher F. Baum & John T. Barkoulas & Mustafa Caglayan, 1998, "Long memory or structural breaks: Can either explain nonstationary real exchange rates under the current float?," Boston College Working Papers in Economics, Boston College Department of Economics, number 380, Feb.
• Christopher F. Baum & Mustafa Caglayan & John Barkoulas, 1998, "Nonlinear Adjustment to Purchasing Power Parity in the post-Bretton Woods Era," Boston College Working Papers in Economics, Boston College Department of Economics, number 404., Mar, revised 16 Nov 1999.
• Basma Bekdache & Christopher F. Baum, 1998, "Modeling fixed income excess returns," Boston College Working Papers in Economics, Boston College Department of Economics, number 409, Jun, revised 14 Apr 2000.
• Jushan Bai & Serena Ng, 1998, "A Test for Conditional Symmetry in Time Series Models," Boston College Working Papers in Economics, Boston College Department of Economics, number 410, Aug.
• Garratt, Anthony & Psaradakis, Zacharias & Sola, Martin, 1998, "An Empirical Reassessment of Target-zone Nonlinearities," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 9825, Nov.
• Kenny, Geoff & Meyler, Aidan & Quinn, Terry, 1998, "Forecasting Irish inflation using ARIMA models," Research Technical Papers, Central Bank of Ireland, number 3/RT/98, Dec.
• Oscar Jorda, 1998, "Decision Rules for Selecting between Exponential and Logistic STAR," Working Papers, University of California, Davis, Department of Economics, number 207, Jan.
• S Durlauf & Danny Quah, 1998, "The New Empirics of Economic Growth," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp0384, Mar.