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

1995

• Eric Ghysels & Christian Gouriéroux & Joann Jasiak, 1995, "Market Time and Asset Price Movements Theory and Estimation," CIRANO Working Papers, CIRANO, number 95s-32, Jun.
• KOOP , Gary & LEY , Eduardo & OSIEWALSKI , Jacek & STEEL , Mark, 1995, "Bayesian Analysis of Long Memory and Persistence using ARFIMA Models," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1995035, 00.
• Ben-David, Dan & Papell, David, 1995, "Slowdowns and Meltdowns: Post-war Growth Evidence from 74 Countries," CEPR Discussion Papers, Centre for Economic Policy Research, number 1111, Feb.
• Quah, Danny, 1995, "Empirics for Economic Growth and Convergence," CEPR Discussion Papers, Centre for Economic Policy Research, number 1140, Mar.
• Bianchi, Marco & Zoega, Gylfi, 1995, "Unemployment Persistence : Does the Size of the Shock Matter ?," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 1995014, Jan.
• Ruiz-Tamarit, José Ramon, 1995, "Théorie Q de Tobin de l'investissement et dépréciation endogène," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 1995030, Sep.
• Michel LUBRANO, 1995, "Bayesian Tests for Co-Integration in the Case of Structural Breaks : An Application to the Analysis of Wage Moderation in France," Discussion Papers (REL - Recherches Economiques de Louvain), Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 1995044, Dec.
• Hansen, Bruce E., 1995, "Rethinking the Univariate Approach to Unit Root Testing: Using Covariates to Increase Power," Econometric Theory, Cambridge University Press, volume 11, issue 5, pages 1148-1171, October.
• Terje Skjerpen, 1995, "Is there a Business Cycle Component in Norwegian Macroeconomic Quarterly Time Series?," Discussion Papers, Statistics Norway, Research Department, number 140, Jan.
• Ingvild Svendsen, 1995, "Dynamic Modelling of Domestic Prices with Time-varying Elasticities and Rational Expectations," Discussion Papers, Statistics Norway, Research Department, number 151, Aug.
• Ingvild Svendsen, 1995, "Forward- and Backward Looking Models for Norwegian Export Prices," Discussion Papers, Statistics Norway, Research Department, number 152, Aug.
• Bjørn E. Naug & Ragnar Nymoen, 1995, "Import Price Formation and Pricing to Market: A Test on Norwegian Data," Discussion Papers, Statistics Norway, Research Department, number 157, Nov.
• Steel, M.F.J., 1995, "Posterior analysis of stochastic volatility models with flexible tails," Discussion Paper, Tilburg University, Center for Economic Research, number 1995-68.
• Steel, M.F.J., 1995, "Posterior analysis of stochastic volatility models with flexible tails," Other publications TiSEM, Tilburg University, School of Economics and Management, number 22e9c360-c876-41b3-86ca-0.
• Amano, R. & Wirjanto, T.S., 1995, "Intertemporal Substitution, Imports and Permanent-Income," Working Papers, University of Waterloo, Department of Economics, number 9508.
• Gary Koop & Eduardo Ley & Jacek Osiewalski & Mark F.J. Steel, 1995, "Bayesian Analysis of Long Memory and Persistence using ARFIMA Models," Econometrics, University Library of Munich, Germany, number 9505001, May, revised 22 Jun 2004.
• Lapp, Susanne & Scheide, Joachim & Solveen, Ralph, 1995, "Determinants of exports in the G7-countries," Kiel Working Papers, Kiel Institute for the World Economy, number 707.
• Solveen, Ralph, 1995, "Zentralbankpolitik und Zentralbankautonomie: Spielt die Unabhängigkeit eine Rolle?," Kiel Working Papers, Kiel Institute for the World Economy, number 710.
• Teräsvirta, T. & Lin, C., 1995, "Testing Parameter Constancy In Linear Models Against Stochastic Stationary Parameters," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1995,28.
• Lütkepohl, H. & Teräsvirta, T. & Wolters, J., 1995, "Investigating Stability and Linearity of a German M1 Money Demand Function," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1995,57.
• Lin, Chien-Fu & Teräsvirta, Timo, 1995, "Testing Parameter Constancy in Linear Models against Stochastic Stationary Parameters," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 54, May.
• Eitrheim, Øyvind & Teräsvirta, Timo, 1995, "Testing the Adequacy of Smooth Transition Autoregressive Models," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 56, May.
• Lütkepohl, Helmut & Teräsvirta, Timo & Wolters, Jürgen, 1995, "Investigating Stability and Linearity of a German M1 Money Demand Function," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 64, Aug.
• Richard Blundell & Stephen Bond, 1995, "Initial conditions and moment restrictions in dynamic panel data models," IFS Working Papers, Institute for Fiscal Studies, number W95/17, Jan.
• Kunst, Robert M., 1995, "Estimating the Number of Unit Roots. A Multiple Decision Approach," Economics Series, Institute for Advanced Studies, number 16, Oct.
• Madlener, Reinhard, 1995, "Household Energy Demand Analysis: An Empirical Application of the Closure Test Principle," Economics Series, Institute for Advanced Studies, number 6, Apr.
• Torben G. Andersen & Bent E. Sorensen, 1995, "GMM Estimation of a Stochastic Volatility Model: A Monte Carlo Study," Discussion Papers, University of Copenhagen. Department of Economics, number 95-19, Dec.
• Garcia, R. & Schaller, H., 1995, "Are the Effects of Monetary Policy Asymmetric?," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 9505.
• Ghysels, E. & Khalaf, L. & Vodounou, C., 1995, "Simulation Based Inference in Moving Average Models," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 9513.
• Ghysels, E. & Granger, C.W.J. & Siklos, P.L., 1995, "Is Seasonal Adjustment a Linear or Nonlinear Data Filtring Process," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 9517.
• Ghysels, E. & Hall, A. & Lee, H.S., 1995, "On Periodic Structures and Testing for Seasonal Unit Roots," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 9518.
• Ghysels, E., 1995, "On Stable Factor Structurs in the Pricing of Risk," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 9525.
• Ghysels, E. & Gourieroux, C. & Jasiak, J., 1995, "Market Time and Asset Price Movements: Theory and Estimation," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 9536.
• Garcia, R. & Schaller, H., 1995, "Are the Effects of Monetary Policy Asymmetric?," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 9505.
• Ghysels, E. & Khalaf, L. & Vodounou, C., 1995, "Simulation Based Inference in Moving Average Models," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 9513.
• Ghysels, E. & Granger, C.W.J. & Siklos, P.L., 1995, "Is Seasonal Adjustment a Linear or Nonlinear Data Filtring Process," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 9517.
• Ghysels, E. & Hall, A. & Lee, H.S., 1995, "On Periodic Structures and Testing for Seasonal Unit Roots," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 9518.
• Ghysels, E., 1995, "On Stable Factor Structurs in the Pricing of Risk," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 9525.
• Ghysels, E. & Gourieroux, C. & Jasiak, J., 1995, "Market Time and Asset Price Movements: Theory and Estimation," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 9536.
• Neil Shephard & Michael K Pitt, 1995, "Likelihood analysis of non-Gaussian parameter driven models," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 15 & 108., Oct.
• Blundell, R. & Bond, S., 1995, "Initial Conditions and Moment Restrictions in Dynamic Panel Data Models," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 104.
• Shephard, N. & Pitt, M.K., 1995, "Likelihood Analysis of Non-Gaussian Parameter-Driven Models," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 108.
• Scott, A. & Acemoglu, D., 1995, "Asymmetric Business Cycles: Theory and Time-series Evidence," Economics Series Working Papers, University of Oxford, Department of Economics, number 99173.
• Kocenda, Evzen, 1995, "Volatility of a Seemingly Fixed Exchange Rate," MPRA Paper, University Library of Munich, Germany, number 70506.
• Grace, Martin & Hotchkiss, Julie L., 1995, "External impacts on the property-liability insurance cycle," MPRA Paper, University Library of Munich, Germany, number 9825.
• James G. MacKinnon, 1995, "Numerical Distribution Functions For Unit Root And Cointegration Tests," Working Paper, Economics Department, Queen's University, number 918, Jan.
• Klevorick, Alvin K. & Levin, Richard C. & Nelson, Richard R. & Winter, Sidney G., 1995, "On the sources and significance of interindustry differences in technological opportunities," Research Policy, Elsevier, volume 24, issue 2, pages 185-205, March.
• Quah, Danny, 1995, "Empirics for economic growth and convergence," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 2136, Nov.
• Megir, Costas & Quah, Danny, 1995, "Regional convergence clusters across Europe," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 2188, Dec.
• Franses, Ph.H.B.F. & Hoek, H. & Paap, R., 1995, "Bayesian Analysis of Seasonal Unit Roots and Seasonal Mean Shifts," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9527-/A, Jan.
• Pudney, Stephen, 2011, "Factor rotation with non-negativity constraints," ISER Working Paper Series, Institute for Social and Economic Research, number 2011-05, Feb.
• Psaradakis, Z. & Tzavalis, E., 1995, "Regression-Based Tests for Persistence in Conditional Variances," Discussion Papers, University of Exeter, Department of Economics, number 9501.
• Abadir, Karim & Hadri, K., 1995, "Bias Nonmonotonicity in Stochastic Difference Equations," Discussion Papers, University of Exeter, Department of Economics, number 9512.
• Matier, C. & Schule, W., 1995, "Time Series Properties of Canadian real Interest Rates," Working Papers-Department of Finance Canada, Department of Finance Canada, number 1995-07.
• Aprahamian, F. & Peguin-Feissolle, A., 1995, "Detecting Nonlinearity by Modelling the Differenced Series," G.R.E.Q.A.M., Universite Aix-Marseille III, number 95a36.
• Bolgot, S. & Lacharme, J.P. & Lesourd, J.B., 1995, "Cyclicality in Financial Asset Price Series. Theoretical Considerations, and Application to the CAC 240 Stock Index Series," G.R.E.Q.A.M., Universite Aix-Marseille III, number 95b05.
• Hylleberg, S. & Pagan, A.R., 1995, "Seasonal Integration and the Evolving Seasonals Model," Papers, Australian National University - Department of Economics, number 281.
• Gonzalo, J. & Lee, T.H., 1995, "Relative Power of t Type Tests of Stationary and Unit Root Processes," Papers, Boston University - Department of Economics, number 36.
• Gonzalez-Rivera, G., 1995, "A Note on Adaptation in Garch Models," The A. Gary Anderson Graduate School of Management, The A. Gary Anderson Graduate School of Management. University of California Riverside, number 95-1.
• Lee, T.H. & Gonzalo, J., 1995, "On the Robustness of Cointegration Tests when Series Are Fractionally Integrated," The A. Gary Anderson Graduate School of Management, The A. Gary Anderson Graduate School of Management. University of California Riverside, number 95-11.
• Fiorentini,G. & Calzolari,G. & Panattoni,L., 1995, "Analytic Derivatives and the Computation of Garch Estimates," Papers, Centro de Estudios Monetarios Y Financieros-, number 9519.
• Fox, K., 1995, "White Noise and Other Experiments on Augmented Dickey-Fuller," Papers, New South Wales - School of Economics, number 95/45.
• Eric Jacquier & Nicholas G. Polson & Peter Rossi, , "Stochastic Volatility: Univariate and Multivariate Extensions," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 19-95.
• McGeary, K.A. & Terza, J.V., 1995, "A Comparison of Parametric and Moment-Based Methods for Nonnegative Regression Models with Abundant Zeros and Endogenous Treatment Effects," Papers, Pennsylvania State - Department of Economics, number 11-95-10.
• Hunt,L.C. & Judge,G., 1995, "Evolving Seasonal Patterns in UK Energy Series," Papers, Portsmouth University - Department of Economics, number 63.
• Steel, M.F.J., 1995, "Posterior Analysis of Stochastic Volatility Models with Flexible Tails," Papers, Tilburg - Center for Economic Research, number 9568.

1994

• Abadir, Karim, 1994, "The Joint Density of Two Functionals of a Brownian Motion," Discussion Papers, University of Exeter, Department of Economics, number 9403.
• Eugene Canjels & Mark W. Watson, 1994, "Estimating deterministic trends in the presence of serially correlated errors," Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago, number 94-19.
• van der Leeuw, J.L. & Tigelaar, H.H., 1994, "An asymptotic justification for a modified GLS procedure to estimate ARMA parameters," Research Memorandum, Tilburg University, School of Economics and Management, number FEW 662.
• van der Leeuw, J.L., 1994, "The second derivative of the likelihood of an exact ARMA model," Research Memorandum, Tilburg University, School of Economics and Management, number FEW 661.
• David (David Patrick) Madden, 1994, "Omitted variables, dynamic specification and tests for homogeneity," Working Papers, School of Economics, University College Dublin, number 199412, Aug.
• Marc Sáez & Jorge V. Pérez Rodríguez, 1994, "Modelos autorregresivos para la varianza condicionada heteroscedastica (ARCH)," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 95, Oct.
• M. F. Grace & J. L. Hotchkiss, 1994, "External Impacts on the Property-Liability Insurance Cycle," Risk and Insurance, University Library of Munich, Germany, number 9407002, Jul.
• Michael R. Powers & Martin Shubik & Shuntian Yao, 1994, "Insurance Market Games: Scale Effects and Public Policy," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1076, Aug.
• Scholl, Armin & Voß, Stefan, 1994, "Kapazitätsorientierte Leistungsabstimmung in der Fließfertigung," Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL), number 49133, Feb.
• Abul M. M. Masih & Rumi Masih, 1994, "Temporal Causality Between Money and Prices in LDCs and the Error-Correction Approach: New Evidence from India," Indian Economic Review, Department of Economics, Delhi School of Economics, volume 29, issue 1, pages 33-35, January.
• Nelson, Daniel B & Foster, Dean P, 1994, "Asymptotic Filtering Theory for Univariate ARCH Models," Econometrica, Econometric Society, volume 62, issue 1, pages 1-41, January.
• Dezhbakhsh, Hashem & Levy, Daniel, 1994, "Periodic properties of interpolated time series," Economics Letters, Elsevier, volume 44, issue 3, pages 221-228.
• Jushan Bai, 1994, "Least Squares Estimation Of A Shift In Linear Processes," Journal of Time Series Analysis, Wiley Blackwell, volume 15, issue 5, pages 453-472, September, DOI: 10.1111/j.1467-9892.1994.tb00204.x.
• Bruce E. Hansen, 1994, "Stochastic Equicontinuity for Unbounded Dependent Heterogeneous Arrays," Boston College Working Papers in Economics, Boston College Department of Economics, number 295., Nov.
• Tim Bollerslev & Eric Ghysels, 1994, "On Periodic Autogressive Conditional Heteroskedasticity," CIRANO Working Papers, CIRANO, number 94s-03, Sep.
• Eric Ghysels & Lynda Khalaf & Cosme Vodounou, 1994, "Simulation Based Inference in Moving Average Models," CIRANO Working Papers, CIRANO, number 94s-11, Oct.
• Eric Ghysels & Robert E. McCulloch & Ruey S. Tsay, 1994, "Bayesian Inference for Periodic Regime-Switching Models," CIRANO Working Papers, CIRANO, number 94s-15, Jan.
• Zoega, Gylfi, 1994, "Unemployment Persistence: Does the Size of the Shock Matter?," CEPR Discussion Papers, Centre for Economic Policy Research, number 1082, Dec.
• Ben-David, Dan & Papell, David, 1994, "The Great Wars, the Great Crash, and the Unit Root Hypothesis: Some New Evidence About An Old Stylized Fact," CEPR Discussion Papers, Centre for Economic Policy Research, number 965, Jun.
• de la Croix, David & Lubrano, Michel, 1994, "Are Interest Rates Responsible for Unemployment in the Eighties ? A Bayesian Analysis of Cointegrated Relationship with a Regime Shift," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 1994015, Jun.
• Jérôme GLACHANT, 1994, "Fil du rasoir et chocs sur les rendements d’échelle," Discussion Papers (REL - Recherches Economiques de Louvain), Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 1994034, Sep.
• Carmen M. Reinhart & Peter Wickham, 1994, "Commodity Prices: Cyclical Weakness or Secular Decline?," IMF Staff Papers, Palgrave Macmillan, volume 41, issue 2, pages 175-213, June.
• Fabio Scacciavillani, 1994, "Long Memory Processes and Chronic Inflation: Detecting Homogeneous Components in a Linear Rational Expectations Model," IMF Staff Papers, Palgrave Macmillan, volume 41, issue 3, pages 488-501, September.
• Reinhart, Carmen & Wickham, Peter, 1994, "Non-oil commodity prices: Cyclical weakness or secular decline?," MPRA Paper, University Library of Munich, Germany, number 13871, Jun.
• Gao, Jiti, 1994, "Asymptotic theory for partly linear models," MPRA Paper, University Library of Munich, Germany, number 40452, Jul, revised 02 Dec 1994.
• Lord, Montague, 1994, "A Macroeconomic Model for Romania's Flexible Exchange Rate System," MPRA Paper, University Library of Munich, Germany, number 41162, Nov.
• Reinhart, Carmen & Wickham, Peter, 1994, "Commodity Prices: Cyclical Weakness or Secular Decline?," MPRA Paper, University Library of Munich, Germany, number 8173.
• Alan B. Krueger & Cecilia E. Rouse, 1994, "New Evidence on Workplace Education," Working Papers, Princeton University, Department of Economics, Industrial Relations Section., number 708, May.
• Hashem Dezhbakhsh & Daniel Levy, 1994, "Periodic properties of interpolated time series," Post-Print, HAL, number hal-02382750, DOI: 10.1016/0165-1765(93)00378-2.
• Mr. Peter Wickham & Ms. Carmen Reinhart, 1994, "Commodity Prices: Cyclical Weakness or Secular Decline?," IMF Working Papers, International Monetary Fund, number 1994/007, Jan.
• Hohn Miller & Martin Shubik, 1994, "Some dynamics of a strategic market game with a large number of agents," Journal of Economics, Springer, volume 60, issue 1, pages 1-28, February, DOI: 10.1007/BF01228023.
• Ghysels, E. & Jasiak, J., 1994, "Stochastic Volatility and time Deformation: an Application of trading Volume and Leverage Effects," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 9403.
• Garcia, R. & Perron, P., 1994, "An Analysis of the Real Interest rate Under Regime Shifts," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 9428.
• Ghysels, E. & Jasiak, J., 1994, "Stochastic Volatility and time Deformation: An Application of trading Volume and Leverage Effects," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 9403.
• Garcia, R. & Perron, P., 1994, "An Analysis of the Real Interest rate Under Regime Shifts," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 9428.
• Daniel B. Nelson & Dean P. Foster, 1994, "Asypmtotic Filtering Theory for Univariate Arch Models," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0129, Apr.
• Eugene Canjels & Mark W. Watson, 1994, "Estimating Deterministic Trends in the Presence of Serially Correlated Errors," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0165, Sep.

1993

• Tugrul Temel & Mr. Michael G. Papaioannou, 1993, "Portfolio Performance of the SDR and Reserve Currencies: Tests Using the ArCH Methodology," IMF Working Papers, International Monetary Fund, number 1993/010, Feb.
• John Y. Campbell, 1993, "Why Long Horizons: A Study of Power Against Persistent Alternatives," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0142, Sep.
• Bennett T. McCallum, 1993, "Unit Roots in Macroeconomic Time Series: Some Critical Issues," NBER Working Papers, National Bureau of Economic Research, Inc, number 4368, May.
• Martin Shubik & Shuntian Yao, 1993, "The Money Rate of Interest and the Influence of Assets in a Multistage Economy with Gold or Paper Money: Part I," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1046, Jun.
• Martin Shubik & Shuntian Yao, 1993, "The Money Rate of Interest and the Influence of Assets in a Multistage Economy with Gold or Paper Money: Part II," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1050, Jun.
• Alvin K. Klevorick & Richard C. Levin & Richard R. Nelson & Sidney G. Winter, 1993, "On the Sources and Significance of Interindustry Differences in Technological Opportunities," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1052, Aug.
• Akhtar Hossain, 1993, "Financial Reforms, Stability of the Money Demand Function and Monetary Policy in Bangladesh: An Econometric Investigation," Indian Economic Review, Department of Economics, Delhi School of Economics, volume 28, issue 1, pages 85-100, January.
• Nikolai Gueorguiev, 1993, "Some Tests of Random Walk Hypothesis for Bulgarian Foreign Exchange Rates," Working paper series, Agency for Economic Analysis and Forecasting, number 31993en, Aug.
• Quah, Danny, 1993, "Empirical cross-section dynamics in economic growth," European Economic Review, Elsevier, volume 37, issue 2-3, pages 426-434, April.
• Quah, Danny, 1993, "Exploiting cross section variation for unit root inference in dynamic data," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119182, Oct.
• Bennett T. McCallum, 1993, "Unit roots in macroeconomic time series: some critical issues," Economic Quarterly, Federal Reserve Bank of Richmond, issue Spr, pages 13-44.
• Grace, M. F. & J. L. Hotchkiss, 1993, "External Impacts on the Property-Liability Insurance Cycle," Working Papers, Risk and Insurance Archive, number 020, Nov, revised Feb 1995.
• Vassilis A. Hajivassiliou, 1993, "Testing Game-Theoretic Models of Price Fixing Behaviour," Working Papers, Yale University, number _017, Apr.
• Michael G. Papaioannou & Tugrul Temel, 1993, "Portfolio Performance of the SDR and Reserve Currencies: Tests Using the ARCH Methodology," IMF Staff Papers, Palgrave Macmillan, volume 40, issue 3, pages 663-679, September.
• Hinić, Branko & Bukvić, Rajko, 1993, "Dometi monetarne politike u uslovima izolacije (testiranje međuzavisnosti dinamike novčane mase, cena i privredne aktivnosti)
  [Scope of Monetary Policy in Conditions of Isolation (Testing the Interdependence of Money Supply, Prices and Economic Ac," MPRA Paper, University Library of Munich, Germany, number 123106, revised 1993.
• Calzolari, Giorgio & Fiorentini, Gabriele & Panattoni, Lorenzo, 1993, "Alternative estimators of the covariance matrix in GARCH models," MPRA Paper, University Library of Munich, Germany, number 24433.
• Bai, Jushan, 1993, "Least squares estimation of a shift in linear processes," MPRA Paper, University Library of Munich, Germany, number 32878, Feb.
• Jayant Menon, 1993, "Import Price and Activity Elasticities for the MONASH Model: Johansen FIML Estimation of Cointegration Vectors," Centre of Policy Studies/IMPACT Centre Working Papers, Victoria University, Centre of Policy Studies/IMPACT Centre, number ip-58, Jul.
• Quah, Danny, 1993, "Galton's Fallacy and Tests of the Convergence Hypothesis," CEPR Discussion Papers, Centre for Economic Policy Research, number 820, Jul.
• Vannetelbosch, Vincent J., 1993, "Testing Between Alternative Wage-Employment Bargaining Models Using Belgian Aggreggate Data," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 1994012, Dec, revised 27 Apr 1994.

1992

• Luis Julian Alvarez & Juan Carlos Delrieu & Javier Jareño, 1992, "Treatment of conflictive forecasts: efficient use of non-sample information," Working Papers, Banco de España, number 9219.
• Luis J. Alvarez & Juan C. Delrieu & Antoni Espasa, 1992, "Aproximación lineal por tramos a comportamientos no lineales : estimación de señales de nivel y crecimiento," Working Papers, Banco de España, number 9226.
• Andrew Haldane & Danny Quah, 2000, "UK Philips Curves and Monetary Policy," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp0444, Feb.
• Tschernig, Rolf J.V. & Zimmermann, Klaus F, 1992, "Illusive Persistence in German Unemployment," CEPR Discussion Papers, Centre for Economic Policy Research, number 739, Nov.
• Álvarez, Luis J. & Delrieu, Juan C. & Espasa, Antoni, 1992, "Aproximación lineal por tramos a comportamientos no lineales: estimación de señales de nivel y crecimiento," DES - Documentos de Trabajo. Estadística y Econometría. DS, Universidad Carlos III de Madrid. Departamento de Estadística, number 2940, Dec.
• Maravall, Agustín & Peña, Daniel, 1992, "Missing observations and additive outliers in time series models," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 2888, Sep.
• Jürgen WOLTERS, 1992, "Persistence and Seasonality in output and Employment of the Federal Republic of Germany," Discussion Papers (REL - Recherches Economiques de Louvain), Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 1992043, Sep.
• Rolf TSCHERNIG & Klaus F. ZIMMERMANN, 1992, "Illusive Persistence in German Unemployment," Discussion Papers (REL - Recherches Economiques de Louvain), Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 1992044, Sep.
• Horst Kräger, 1992, "Modelling Cyclical Asymmetry in A Production Series Using Treshold Autoregressive Models," Discussion Papers (REL - Recherches Economiques de Louvain), Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 1992046, Sep.
• Zhao, Jingang, 1992, "The hybrid solutions of an N-person game," Games and Economic Behavior, Elsevier, volume 4, issue 1, pages 145-160, January.
• Brandenburger, Adam & Dekel, Eddie & Geanakoplos, John, 1992, "Correlated equilibrium with generalized information structures," Games and Economic Behavior, Elsevier, volume 4, issue 2, pages 182-201, April.
• Mikael Linden, 1992, "Stochastic and deterministic trends in Finnish macroeconomic time series," Finnish Economic Papers, Finnish Economic Association, volume 5, issue 2, pages 110-116, Autumn.
• Danny Quah, 1992, "Empirical cross-section dynamics in economic growth," Discussion Paper / Institute for Empirical Macroeconomics, Federal Reserve Bank of Minneapolis, number 75, DOI: 10.21034/dp.75.
• Danny Quah, 1992, "Empirical Cross-Section Dynamics in Economic Growth," FMG Discussion Papers, Financial Markets Group, number dp154, Nov.
• McCall, B.P., 1992, "The Non-parametric Identifiability of a Competing Risks Model with Regressors," Papers, Minnesota - Industrial Relations Center, number 92-01.
• McCall, B.P., 1992, "A Note on the Identifiability of Dynamic Binary Choice Model with State Dependence," Papers, Minnesota - Industrial Relations Center, number 92-15.
• McCall, B.P., 1992, "The Identifiability of the Mixed non-Proportional Hazards Models," Papers, Minnesota - Industrial Relations Center, number 92-16.
• Hansen, Bruce E, 1992, "The Likelihood Ratio Test under Nonstandard Conditions: Testing the Markov Switching Model of GNP," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 7, issue S, pages 61-82, Suppl. De.
• Graham Elliott & Thomas J. Rothenberg & James H. Stock, 1992, "Efficient Tests for an Autoregressive Unit Root," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0130, Dec.
• Christopher A. Sims, 1992, "Interpreting the Macroeconomic Time Series Facts: The Effects of Monetary Policy," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1011, Mar.
• Robert J. Shiller & Fumiko Kon-Ya & Yoshiro Tsutsui, 1992, "Expanding the Scope of Expectations Data Collection: The U.S. and Japanese Stock Markets," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1012, Mar.
• John H. Miller & Martin Shubik, 1992, "Some Dynamics of a Strategic Market Game with a Large Number of Agents," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1037, Nov.
• McCall, Brian P., 1992, "A note on the identifiability of a dynamic binary choice model with state dependence," Economics Letters, Elsevier, volume 40, issue 3, pages 273-280, November.
• Pagano, Marco & Roell, Ailsa, 1992, "Auction and dealership markets : What is the difference?," European Economic Review, Elsevier, volume 36, issue 2-3, pages 613-623, April.
• Sims, Christopher A., 1992, "Interpreting the macroeconomic time series facts : The effects of monetary policy," European Economic Review, Elsevier, volume 36, issue 5, pages 975-1000, June.
• Alexander Hoffmaister, 1992, "The Cost of Export Subsidies: Evidence from Costa Rica," IMF Staff Papers, Palgrave Macmillan, volume 39, issue 1, pages 148-174, March.
• Manmohan S. Kumar, 1992, "The Forecasting Accuracy of Crude Oil Futures Prices," IMF Staff Papers, Palgrave Macmillan, volume 39, issue 2, pages 432-461, June.
• Serletis, Apostolos, 1992, "Unit root behavior in energy futures prices," MPRA Paper, University Library of Munich, Germany, number 1744.
• Kebede, Yohannes, 1992, "Causality and Efficiency in the Coffee Futures Market," MPRA Paper, University Library of Munich, Germany, number 646, Mar, revised 1992.
• Allan Gregory & Bruce E. Hansen, 1992, "Residual-based Tests For Cointegration In Models With Regime Shifts," Working Paper, Economics Department, Queen's University, number 862, Nov.
• Gregory, A.W. & Hansen, B.E., 1992, "Residual-Based Tests for Cointegration in Models with Regime Shifts," RCER Working Papers, University of Rochester - Center for Economic Research (RCER), number 335.

1991

• Bianchi, Carlo & Calzolari, Giorgio & Sterbenz, Frederic P., 1991, "Simulation of interest rate options using ARCH," MPRA Paper, University Library of Munich, Germany, number 24844.
• Bai, Jushan, 1991, "Weak convergence of the sequential empirical processes of residuals in ARMA models," MPRA Paper, University Library of Munich, Germany, number 32915, Aug, revised 06 Jul 1993.
• Allan Gregory & James M. Nason, 1991, "Testing For Structural Breaks," Working Paper, Economics Department, Queen's University, number 827, Jul.
• Mr. Willy A Hoffmaister, 1991, "The Cost of Export Subsidies: Evidence From Costa Rica," IMF Working Papers, International Monetary Fund, number 1991/094, Oct.
• Phillips, P C B, 1991, "Bayesian Routes and Unit Roots: De Rebus Prioribus Semper Est Disputandum," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 6, issue 4, pages 435-473, Oct.-Dec..
• Garcia, R. & Perron, P., 1991, "An analysis of Real Interest Rate Under Regime Shifts," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 9125.
• Garcia, R. & Perron, P., 1991, "An analysis of Real Interest Rate Under Regime Shifts," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 9125.
• Gregory, Allan W. & Nason, James M., 1991, "Testing for Structural Breaks," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273225, Jul, DOI: 10.22004/ag.econ.273225.
• PLASMANS, Joseph & PAUWELS, Hugo, 1991, "Modelling and forecasting Belgian stock market prices," SESO Working Papers, University of Antwerp, Faculty of Business and Economics, number 1991022, Dec.
• Ailsa Röell & Marco Pagano, 1991, "Auction and Dealership Markets: What is the Difference?," FMG Discussion Papers, Financial Markets Group, number dp125, Sep.
• Peter C.B. Phillips, 1991, "The Long-Run Australian Consumption Function Reexamined: An Empirical Exercise in Bayesian Influence," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1000, Oct.
• Eric Zivot & Peter C.B. Phillips, 1991, "A Bayesian Analysis of Trend Determination in Economic Time Series," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1002, Oct.
• Donald W.K. Andrews, 1991, "Exactly Unbiased Estimation of First Order Autoregressive-Unit Root Models," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 975, Apr.
• Peter C.B. Phillips & Werner Ploberger, 1991, "Time Series Modelling with a Bayesian Frame of Reference: 1. Concepts and Illustrations," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 980, May.
• Christopher A. Sims, 1991, "Comment on 'To Criticize the Critics,' by Peter C. B. Phillips," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 985, Jul.
• Peter C.B. Phillips, 1991, "Bayesian Routes and Unit Roots: de rebus prioribus semper est disputandum," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 986, Jul.
• Peter C.B. Phillips, 1991, "Unit Roots," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 998, Oct.
• Peter C.B. Phillips, 1991, "The Tail Behavior of Maximum Likelihood Estimates of Cointegrating Coefficients in Error Correction Models," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 999, Oct.
• Brown, Donald J & Ross, Stephen A, 1991, "Spanning, Valuation and Options," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 1, issue 1, pages 3-12, January.

1990

• Quah, D., 1990, "Galton'S Fallacy And The Tests Of The Convergence Hypothesis," Working papers, Massachusetts Institute of Technology (MIT), Department of Economics, number 552.
• Vassilis A. Hajivassiliou, 1990, "Testing Game Theoretic Models of Price-Fixing Behaviour," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 935, Jan.
• Jingang Zhao, 1990, "The Hybrid Solutions of an n-Person Game," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 956, Sep.
• Garcia, R. & Perron, P., 1990, "An Anlysis Of The Real Interest Rate Under Regime Shifts," Papers, Princeton, Department of Economics - Econometric Research Program, number 353.

1989

• Lallmahomed, Naguib & Taubert, Peter, 1989, "What can we learn from univariate time series models? The case of sugar production in Mauritius 1879-1987," MPRA Paper, University Library of Munich, Germany, number 40850, Feb.
• Lallmahomed, Naguib & Taubert, Peter, 1989, "What can we learn from univariate time series models? The case of sugar production in Mauritius 1879-1987," MPRA Paper, University Library of Munich, Germany, number 40900, Feb.
• Hajivassiliou,Vassilis A., 1989, "Do the secondary markets believe in life after debt?," Policy Research Working Paper Series, The World Bank, number 252, Aug.
• Park, Joon Y. & Phillips, Peter C.B., 1989, "Statistical Inference in Regressions with Integrated Processes: Part 2," Econometric Theory, Cambridge University Press, volume 5, issue 1, pages 95-131, April.