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

1992

• 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.
• 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.
• Hajivassiliou,Vassilis A., 1989, "Do the secondary markets believe in life after debt?," Policy Research Working Paper Series, The World Bank, number 252, Aug.
• Vassilis A. Hajivassiliou, 1989, "Do the Secondary Markets Believe in Life After Debt?," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 911, May.
• Ray C. Fair, 1987, "The Effect of Economic Events on Votes for President: 1984 Update," NBER Working Papers, National Bureau of Economic Research, Inc, number 2222, Apr.

1988

• Park, Joon Y. & Phillips, Peter C.B., 1988, "Statistical Inference in Regressions with Integrated Processes: Part 1," Econometric Theory, Cambridge University Press, volume 4, issue 3, pages 468-497, December.
• Ignacio Mauleón, 1988, "Métodos de desagregación y desestacionalización de series temporales," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, volume 11, issue 02, pages 81-94.
• Donald J. Brown & Stephen A. Ross, 1988, "Spanning, Valuation and Options," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 873, Jun.
• Geanakoplos & Adam Brandenburger & Eddie Dekel, 1988, "Correlated Equilibrium with Generalized Information Structures," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 884R, revised Aug 1989.

1987

• Ray C. Fair, 1987, "The Effect of Economic Events on Votes for President: 1984 Update," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 831, Apr.

1986

• Peter C.B. Phillips & Joon Y. Park, 1986, "Statistical Inference in Regressions with Integrated Processes: Part 1," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 811R, revised Aug 1987.
• Peter C.B. Phillips & Joon Y. Park, 1986, "Statistical Inference in Regressions with Integrated Processes: Part 2," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 819R, revised Feb 1987.

1985

• Shubik, Martin, 1985, "The many approaches to the study of monopolistic competition," European Economic Review, Elsevier, volume 27, issue 1, pages 97-114, February.
• Phillips, Peter C B, 1985, "The Exact Distribution of LIML: II," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 26, issue 1, pages 21-36, February.
• Cooper, Russell & Ross, Thomas W., 1985, "Monopoly provision of product quality with uninformed buyers," International Journal of Industrial Organization, Elsevier, volume 3, issue 4, pages 439-449, December.

1984

• Klevorick, Alvin K. & Rothschild, Michael & Winship, Christopher, 1984, "Information processing and jury decisionmaking," Journal of Public Economics, Elsevier, volume 23, issue 3, pages 245-278, April.
• Ray C. Fair, 1984, "Estimated tradeoffs between unemployment and inflation," Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, pages 57-96.
• Russell Cooper & Thomas W. Ross, 1984, "Monopoly Provision of Product Quality with Uninformed Buyers," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 688R, Jan, revised Nov 1984.
• Ray C. Fair, 1984, "Estimated Trade-Offs Between Unemployment and Inflation," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 707, Jun.
• Martin Shubik, 1984, "The Many Approaches to the Study of Monopolistic Competition," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 713, Aug.
• Phillips, Peter C B, 1984, "The Exact Distribution of LIML: I," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 25, issue 1, pages 249-261, February.
• Ray C. Fair, 1984, "Estimated Trade-Offs Between Unemployment and Inflation," NBER Working Papers, National Bureau of Economic Research, Inc, number 1377, Jun.

1983

• Osborne, Martin J. & Pitchik, Carolyn, 1983, "Profit-Sharing in a Collusive Industry," Working Papers, C.V. Starr Center for Applied Economics, New York University, number 83-06.
• Peter C.B. Phillips, 1983, "The Exact Distribution of LIML: II," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 663, Feb.
• Martin J. Osborne & Carolyn Pitchik, 1983, "Profit-Sharing in a Collusive Industry," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 668, Jun.
• Geanakoplos, John & Heal, Geoffrey, 1983, "A geometric explanation of the transfer paradox in a stable economy," Journal of Development Economics, Elsevier, volume 13, issue 1-2, pages 223-236.
• Osborne, Martin J. & Pitchik, Carolyn, 1983, "Profit-sharing in a collusive industry," European Economic Review, Elsevier, volume 22, issue 1, pages 59-74, June.

1982

• Pradeep Dubey & Mamoru Kaneko, 1982, "Information About Moves in Extensive Games: I," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 625.
• Pradeep Dubey & Mamoru Kaneko, 1982, "Information About Moves in Extensive Games: II," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 629, May.
• Alvin K. Klevorick & Michael Rothschild & Christopher Winship, 1982, "Information Processing and Jury Decisionmaking," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 635, Jun.
• John Geanakoplos & Geoffrey M. Heal, 1982, "A Geometric Explanation of the Transfer Paradox in a Stable Economy," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 651, Nov.
• Peter C.B. Phillips, 1982, "The Exact Distribution of LIML: I," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 658, Dec.
• Nordhaus, William D., 1982, "Economic policy in the face of declining productivity growth," European Economic Review, Elsevier, volume 18, issue 1, pages 131-157.
• Nordhaus, William D., 1982, "Economic policy in the face of declining productivity growth," European Economic Review, Elsevier, volume 18, issue 2, pages 131-157.
• Krumm, Ronald J. & Graves, Philip E., 1982, "Morbidity and pollution: Model specification analysis for time-series data on hospital admissions," Journal of Environmental Economics and Management, Elsevier, volume 9, issue 4, pages 311-327, December.
• Krumm, Ronald J. & Graves, Philip E., 1982, "Morbidity and pollution: model specification analysis for time-series data on hospital admissions," MPRA Paper, University Library of Munich, Germany, number 19906.

1981

• Shubik, Martin, 1981, "Society, land, love or money : A strategic model of how to glue the generations together," Journal of Economic Behavior & Organization, Elsevier, volume 2, issue 4, pages 359-385, December.
• Martin Shubik, 1981, "Society, Land, Love or Money (A Strategic Model of How to Glue the Generations Together)," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 577, Jan.
• William D. Nordhaus, 1981, "Economic Policy in the Face of Declining Productivity Growth," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 604, Sep.

1977

• Pradeep Dubey & Robert J. Weber, 1977, "Probabilistic Values for Games," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 471.
• Robert J. Weber, 1977, "Probabilistic Values for Games," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 471R.

1974

• Kyn, Oldrich & Kyn, Ludmila, 1974, "Macroeconomic Production Functions for Eastern Europe," MPRA Paper, University Library of Munich, Germany, number 23221, Jun, revised 08 Jun 2010.

1972

• John B. Shoven & John Whalley, 1972, "A General Equilibrium Calculation of the Effects of Differential Taxation of Income from Capital in the U.S," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 328.
• Shoven, John B. & Whalley, John, 1972, "A general equilibrium calculation of the effects of differential taxation of income from capital in the U.S," Journal of Public Economics, Elsevier, volume 1, issue 3-4, pages 281-321, November.

1970

• Robert Stehrer & Julia Wörz, 2002, "Industrial Diversity, Trade Patterns and Productivity Convergence," wiiw Working Papers, The Vienna Institute for International Economic Studies, wiiw, number 23, Nov.

1967

• Martin Shubik, 1967, "Simulation of Socio-Economic Systems. Part II: An Aggregative Socio-Economic Simulation of a Latin American Country," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 203BR.
• Martin Shubik & David H. Stern, 1967, "Some Experimental Non-Constant-Sum Games Revisited. Part I," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 236.
• Martin Shubik & David H. Stern, 1967, "Some Experimental Non-Constant-Sum Games Revisited. Part II," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 240.

1966

1961

• Martin Shubik, 1961, "A Business Game for Teaching and Research Purposes," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 115R1.
• Martin Shubik, 1961, "A Business Game for Teaching and Research Purposes," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 115R2.
• Martin Shubik, 1961, "A Business Game for Teaching and Research Purposes," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 115R3.

201

15

• Sahminan, Sahminan, 2002, "Exchange Rate Pass-Through into Import Prices: Empirical Evidences from Major Southeast Asian Countries," MPRA Paper, University Library of Munich, Germany, number 89844, Dec.

0

• Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna, 2021, "Tail Risks and Forecastability of Stock Returns of Advanced Economies: Evidence from Centuries of Data," Working Papers, University of Pretoria, Department of Economics, number 202117, Feb.
• Rangan Gupta & Jacobus Nel & Christian Pierdzioch, 2021, "Investor Confidence and Forecastability of US Stock Market Realized Volatility : Evidence from Machine Learning," Working Papers, University of Pretoria, Department of Economics, number 202118, Feb.
• Mehmet Balcilar & Elie Bouri & Rangan Gupta & Christian Pierdzioch, 2021, "El Nino, La Nina, and the Forecastability of the Realized Variance of Heating Oil Price Movements," Working Papers, University of Pretoria, Department of Economics, number 202138, Jun.
• Sisa Shiba & Rangan Gupta, 2021, "Uncertainty Related to Infectious Diseases and Forecastability of the Realised Volatility of US Treasury Securities," Working Papers, University of Pretoria, Department of Economics, number 202140, Jun.
• Rangan Gupta & Christian Pierdzioch & Wing-Keung Wong, 2021, "A Note on Forecasting the Historical Realized Variance of Oil-Price Movements: The Role of Gold-to-Silver and Gold-to-Platinum Price Ratios," Working Papers, University of Pretoria, Department of Economics, number 202158, Aug.
• Adam Clements & Yin Liao, , "News and network structures in equity market volatility," NCER Working Paper Series, National Centre for Econometric Research, number 110.
• Eftychia Lola & Spyridon D. Symeonides, 0, "On the Heteroskedastic-Autoregressive Specification of the Linear Regression Model," Bulletin of Applied Economics, Risk Market Journals, volume 9, issue 2, pages 1-9(2).
• Francesca Di Iorio & Stefano Fachin, 2018, "The Prebish-Singer hypothesis in the post-colonial era: evidence from panel cointegration," DSS Empirical Economics and Econometrics Working Papers Series, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome, number 2018/1, Jan.
• Torben G. Andersen & Hyung-Jin Chung & Bent E. Sorensen, , "EMM Estimation of a Stochastic Volatility Model: A Monte Carlo Study," Computing in Economics and Finance 1997, Society for Computational Economics, number 6.
• Avraham Turgeman & Claudiu Botoc & Marilen Pirtea & Octavian Jude, 0000, "Modelling Intraday Realized Volatility: The Role Of Vix, Oil And Gold," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 14115804.
• Shada Almuwallad, 0000, "Exploring the Dynamics: Granger Causality Between Macroeconomic Variables and Sectoral Stock Prices Before and After the 2008 Financial Crisis: Evidence From The FTSE All-Share Index," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 14416316.
• George S. Naufal & Ismail H. Genc, , "Structural Change in MENA Remittance Flows," Economics Working Papers, School of Business Administration, American University of Sharjah, number 07-05/2013.
• Bassam AbuAl-Foul, , "Military Spending and Economic Growth: Evidence from Jordan," Economics Working Papers, School of Business Administration, American University of Sharjah, number 19-04/2014.
• Shirley J. Huang & Jun Yu, , "Bayesian Analysis of Structural Credit Risk Models with Microstructure Noises," Working Papers, Singapore Management University, Sim Kee Boon Institute for Financial Economics, number CoFie-07-2008.
• Peter C.B.Phillips & Jun Yu, , "Maximum Likelihood and Gaussian Estimation of Continuous Time Models in Finance," Working Papers, Singapore Management University, Sim Kee Boon Institute for Financial Economics, number CoFie-08-2009.
• Amélie Charles & Olivier Darné, 0, "Econometric history of the growth–volatility relationship in the USA: 1919–2017," Cliometrica, Springer;Cliometric Society (Association Francaise de Cliométrie), volume 0, issue , pages 1-24, DOI: 10.1007/s11698-020-00209-y.
• Duo Qin & Marie Anne Cagas & Geoffrey Ducanes & Nedelyn Magtibay-Ramos & Pilipinas Quising, 2007, "Measuring Regional Market Integration by Dynamic Factor Error Correction Model (DF-ECM) Approach: The Case of Developing Asia," EcoMod2007, EcoMod, number 23900071, Jul.
• Luca ONORANTE & Guglielmo MARIA CAPORALE & Paolo PAESANI, 2010, "Inflation and Inflation Uncertainty in the Euro Area," EcoMod2010, EcoMod, number 259600126, May.
• Rehab OSMAN, 2010, "SADC EPAs with the EU: the Right or a Blight Way for Development," EcoMod2010, EcoMod, number 259600127, May.
• Marco GALLEGATI, 2001, "A Wavelet Analysis of MENA stock markets," Middle East and North Africa, EcoMod, number 330400031, Jan.
• Ulrich FRITSCHE & Vladimir KOUZINE, 2010, "Prediction of Business Cycle Turning Points in Germany," EcoMod2004, EcoMod, number 330600054, Jan.
• FERREIRA Alex Luiz & LEON-LEDESMA Miguel A., 2010, "Does the Real Interest Parity Hypothesis Hold? Evidence for Developed and Emerging Markets," EcoMod2003, EcoMod, number 330700053, Jan.
• Richter Christian & Hallet Andrew Hughes, 2010, "Are Capital Markets Efficient? Evidence from the Term Structure of Interest Rates in Europe," EcoMod2002, EcoMod, number 330800057, Jan.
• Dominika Kolcunová & Simona Malovaná, 2019, "The Effect of Higher Capital Requirements on Bank Lending: The Capital Surplus Matters," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2019/5, Apr, revised Apr 2019.
• Jaroslav Pavlicek & Ladislav Kristoufek, 2019, "Modeling UK Mortgage Demand Using Online Searches," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2019/18, Jul, revised Jul 2019.
• Encarnación Murillo García & Simón Sosvilla-Rivero, , "Efectos a largo plazo sobre la economía andaluza de las ayudas procedentes de los fondos estructurales: el Marco de Apoyo Comunitario 1994-1999," Working Papers, FEDEA, number 2003-07.
• Irene Olloqui & Simón Sosvilla-Rivero & Javier Alonso, , "Convergencia en precios en las provincias españolas," Working Papers, FEDEA, number 99-04.
• Simón Sosvilla-Rivero & Javier Alonso Meseguer, , "Estimación de una función de producción MRW para la Economía Espanola, 1910-1995," Studies on the Spanish Economy, FEDEA, number 197.
• Jordi Pons Novell & Daniel A. Tirado Fabregat, , "Discontinuidades en el crecimiento económico en el periodo 1870-1994: Espana en perspectiva comparada," Studies on the Spanish Economy, FEDEA, number 98.
• Patrick A. Adams & Tobias Adrian & Nina Boyarchenko & Domenico Giannone, 2020, "Forecasting Macroeconomic Risks," Staff Reports, Federal Reserve Bank of New York, number 914, Feb.
• Oscar Jorda & Massimiliano Marcellino, , "Stochastic Processes Subject To Time Scale Transformations: An Application To High-Frequency Fx Data," Department of Economics, California Davis - Department of Economics, number 00-02.
• James D. Hamilton & Oscar Jorda, , "A model for the federal funds rate target," Department of Economics, California Davis - Department of Economics, number 99-07.
• Giovanni Caggiano & Leone Leonida, , "A note on the empirics of the neoclassical growth model," Working Papers, Business School - Economics, University of Glasgow, number 2006_2.
• G Caggiano & L Leonida, , "International Output Convergence: Evidence from an AutoCorrelation Function Approach," Working Papers, Business School - Economics, University of Glasgow, number 2006_20.
• Dr. (elect.) Julia Korosteleva & Dr. Colin Lawson, , "The Belarusian Case of Transition: Whither Financial Repression?," Working Papers, Business School - Economics, University of Glasgow, number 2006_4.
• D r. (elect.) Julia Korosteleva, , "Maximising Seigniorage and Inflation Tax: The Case of Belarus," Working Papers, Business School - Economics, University of Glasgow, number 2006_5.
• Niels Haldrup & Peter Lildholdt, , "On the Robustness of Unit Root Tests in the Presence of Double Unit Roots," Economics Working Papers, Department of Economics and Business Economics, Aarhus University, number 2000-1.
• Boriss Siliverstovs, , "The Bi-parameter Smooth Transition AutoRegressive model," Economics Working Papers, Department of Economics and Business Economics, Aarhus University, number 2000-16.
• Niels Haldrup & Peter Lildholdt, , "Local Power Functions of Tests for Double Unit Roots," Economics Working Papers, Department of Economics and Business Economics, Aarhus University, number 2000-2.
• Niels Haldrup & Antonio Montanés & Andreu Sanso, , "Measurement Errors and Outliers in Seasonal Unit Root Testing," Economics Working Papers, Department of Economics and Business Economics, Aarhus University, number 2000-8.
• Boriss Siliverstovs, , "Multicointegration in US consumption data," Economics Working Papers, Department of Economics and Business Economics, Aarhus University, number 2001-6.
• Morten Oe. Nielsen, , "Efficient Likelihold Inference in Nonstationary Univariate Models," Economics Working Papers, Department of Economics and Business Economics, Aarhus University, number 2001-8.
• Nielsen, Morten Oe., , "Local Empirical Spectral Measure of Multivariate Processes with Long Range Dependence," Economics Working Papers, Department of Economics and Business Economics, Aarhus University, number 2002-16.
• Nielsen, Morten Oe., , "Semiparametric Estimation in Time Series Regression with Long Range Dependence," Economics Working Papers, Department of Economics and Business Economics, Aarhus University, number 2002-17.
• Morten Oerregaard Nielsen, , "Optimal Residual Based Tests for Fractional Cointegration and Exchange Rate Dynamics," Economics Working Papers, Department of Economics and Business Economics, Aarhus University, number 2002-7.
• Morten Oerregaard Nielsen, , "Local Whittle Analysis of Stationary Fractional Cointegration," Economics Working Papers, Department of Economics and Business Economics, Aarhus University, number 2002-8.
• Haldrup, Niels & Nielsen, Morten Oe., , "Estimation of Fractional Integration in the Presence of Data Noise," Economics Working Papers, Department of Economics and Business Economics, Aarhus University, number 2003-10.
• Rotger, Gabriel Pons, , "Testing for Seasonal Unit Roots with Temporally Aggregated Time Series," Economics Working Papers, Department of Economics and Business Economics, Aarhus University, number 2003-16.
• Haldrup, Niels, , "Empirical analysis of price data in the delineation of the relevant geographical market in competition analysis," Economics Working Papers, Department of Economics and Business Economics, Aarhus University, number 2003-9.
• Peter Reinhard Hansen & Zhuo (Albert) Huang & Howard Howan Shek, , "Realized GARCH: A Complete Model of Returns and Realized Measures of Volatility," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-13.
• Robinson Kruse, , "Forecasting autoregressive time series under changing persistenceCreation-Date: 20100701," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-28.
• Powell, Alan A., , "How Does the Share of Imports Change During Structural Adjustment?," Center of Policy Studies (COPS) Impact Project Papers, Monash University Center of Policy Studies, number 266357, DOI: 10.22004/ag.econ.266357.
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