Research classified by Journal of Economic Literature (JEL) codes

---

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

0

• Tom Doan, 2025, "AGFRACTD: RATS procedure to compute Andrews-Guggenberger estimate of fractional difference," Statistical Software Components, Boston College Department of Economics, number RTS00005, revised .
• Tom Doan, 2025, "EGTEST: RATS procedure to compute Engle-Granger test for Cointegration," Statistical Software Components, Boston College Department of Economics, number RTS00061, revised .
• Tom Doan, 2025, "ERSTEST: RATS procedure to perform Elliott-Rothenberg-Stock unit root tests," Statistical Software Components, Boston College Department of Economics, number RTS00066, revised .
• Tom Doan, 2025, "GLSDETREND: RATS procedure to perform local to unity GLS detrending," Statistical Software Components, Boston College Department of Economics, number RTS00077, revised .
• Tom Doan, 2025, "GMAUTOFIT: RATS procedure to perform automated ARIMA model selection (seasonal models)," Statistical Software Components, Boston College Department of Economics, number RTS00078, revised .
• Tom Doan, 2025, "GREGORYHANSEN: RATS procedure to implement Gregory-Hansen test for Cointegration with breaks," Statistical Software Components, Boston College Department of Economics, number RTS00082, revised .
• Tom Doan, 2025, "PERRONRODRIGUEZ: RATS procedure to perform Perron-Rodriguez unit root test allowing for break at unknown date," Statistical Software Components, Boston College Department of Economics, number RTS00156, revised .
• Tom Doan, 2025, "RATS programs to replicate Aruoba, Diebold and Scotti JBES 2009," Statistical Software Components, Boston College Department of Economics, number RTZ00002, revised .
• Tom Doan, 2025, "RATS programs to replicate results from Gregory and Hansen(1996) JOE article," Statistical Software Components, Boston College Department of Economics, number RTZ00081, revised .
• Tom Doan, 2025, "RATS programs to replicate Hansen's examples of Andrews-Ploberger test," Statistical Software Components, Boston College Department of Economics, number RTZ00087, revised .
• Tom Doan, 2025, "RATS programs to replicate Perron-Wada state space model," Statistical Software Components, Boston College Department of Economics, number RTZ00133, revised .
• Tom Doan, 2025, "RATS program to replicate Skalin and Terasvirta(1999) STAR models and causality tests," Statistical Software Components, Boston College Department of Economics, number RTZ00191, revised .
• Pierre Perron & Tomoyoshi Yabu, , "Estimating Deterministic Trends with an Integrated or Stationary Noise Component," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number WP2006-012, revised Feb 2006.
• Pierre Perron & Yohei Yamamoto, , "On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number 2013-012.
• Pierre Perron & Gabriel Rodríguez, , "Residuals-based Tests for Cointegration with GLS Detrended Data," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number wp2015-017, revised 19 Oct 2015.
• John Hunter, , "Identifying Long-run Behaviour with Non-stationary Data," Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 98-01.
• Lee, L. & Linton, O. & Whang, Y-J., 0000, "Quantilograms under Strong Dependence," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1936, 00.
• Camilo Serrano & Martin Hoesli, 2008, "Are Securitized Real Estate Returns more Predictable than Stock Returns?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 08-27, Sep.
• Amine LAHIANI & Olivier SCAILLET, 2008, "Testing for threshold effect in ARFIMA models: Application to US unemployment rate data," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 08-42, Dec.
• Alberto HOLLY & Alain MONFORT & Michael ROCKINGER, 2009, "Fourth Order Pseudo Maximum Likelihood Methods," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 09-23, May.
• Eric JONDEAU & Michael ROCKINGER, 2010, "Portfolio Allocation for European Markets with Predictability and Parameter Uncertainty," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 10-41, Aug.
• Valérie CHAVEZ-DEMOULIN & Paul Embrechts & Sylvain Sardy, 2011, "Extreme-quantile tracking for financial time series," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-27, Jul.
• Simon A. BRODA & Markus HAAS & Jochen KRAUSE & Marc S. PAOLELLA & Sven C. STEUDE, 2011, "Stable Mixture GARCH Models," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-39, Sep.
• Ilaria Piatti & Fabio Trojani, 2012, "Dividend Growth Predictability and the Price-Dividend Ratio," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 12-42, Jun.
• Diego ARDILA & Dorsa SANADGOL & Peter CAUWELS & Didier SORNETTE, 2014, "Identification and Critical Time Forecasting of Real Estate Bubbles in the U.S.A and Switzerland," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-44, Jul.
• Apostolos Serletis & Wei Dai, , "On the Markov Switching Welfare Cost of Inflation," Working Papers, Department of Economics, University of Calgary, number 2019-12, revised 30 Aug 2019.
• Apostolos Serletis & A K M Nurul Hossain, , "Technical Change in U.S. Industries," Working Papers, Department of Economics, University of Calgary, number 2019-17, revised 03 Dec 2019.
• Gabriele Fiorentini & Giorgio Calzolari & Lorenzo Panattoni, 1995, "Analytic Derivatives and the Computation of GARCH Estimates," Working Papers, CEMFI, number wp1995_9519.
• Gabriele Fiorentini & Christophe Planas, 1996, "Non-Admissible Decompositions in Unobserved Components Models," Working Papers, CEMFI, number wp1996_9613.
• Gabriele Fiorentini & Enrique Sentana, 1996, "Conditional Means of Time Series Processes and Time Series Processes for Conditional Means," Working Papers, CEMFI, number wp1996_9617.
• Vannetelbosch, V. J., 1996, "Testing between alternative wage-employment bargaining models using Belgian aggregate data," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1233, Jan, DOI: 10.1016/0927-5371(95)00003-8.
• Koop, G. & Ley, E. & Osiewalski, J. & Steel, M. F. J., 1997, "Bayesian analysis of long memory and persistence using ARFIMA models," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1246, Jan, DOI: 10.1016/0304-4076(95)01787-9.
• Bauwens, L. & Lubrano, M., 1998, "Bayesian inference on GARCH models using the Gibbs sampler," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1307, Jan, DOI: 10.1111/1368-423X.11003.
• HARDLE, Wolfgang & HAFNER, Christian M., 2000, "Discrete time option pricing with flexible volatility estimation," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1439, Jan, DOI: 10.1007/s007800050011.
• BAUWENS , Luc & LUBRANO, Michel, 2002, "Bayesian option pricing using asymmetric GARCH models," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1569, Jan.
• BROZE, Laurence & FRANCQ , Christian & ZAKOIAN, Jean-Michel, 2001, "Non-redundancy of high order moment conditions for efficient GMM estimation of weak AR processes," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1576, Jan, DOI: 10.1016/S0165-1765(01)00387-1.
• KIRMAN, Alan & TEYSSIÈRE, Gilles, 2002, "Microeconomic models for long memory in the volatility of financial time series," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1593, Jan.
• BAUWENS, Luc & BEN OMRANE, Walid & GIOT, Pierre, 2005, "News announcements, market activity and volatility in the euro/dollar foreign exchange market," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1787, Jan, DOI: 10.1016/j.jimonfin.2005.08.008.
• BAUWENS, Luc & HAFNER, Christian M. & ROMBOUTS, Jeroen VK, 2007, "Multivariate mixed normal conditional heteroskedasticity," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1906, Jan, DOI: 10.1016/j.csda.2006.10.012.
• SILVESTRINI, Andrea & VEREDAS, David, 2009, "Temporal aggregation of univariate and multivariate time series models: A survey," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2013, Jan, DOI: 10.1111/j.1467-6419.2007.00538.x.
• SILVESTRINI, Andrea & SALTo, Matteo & MOULIN, Laurent & VEREDAS, David, 2009, "Monitoring and forecasting annual public deficit every month: the case of France," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2019, Jan, DOI: 10.1007/s00181-007-0132-7.
• BAUWENS, Luc & HAUTSCH, Nikolaus, 2009, "Modelling financial high frequency data using point processes," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2123, Jan.
• BAUWENS, Luc & STORTI, Giuseppe, 2009, "A component GARCH model with time varying weights," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2125, Jan, DOI: 10.2202/1558-3708.1512.
• BEINE, Michel & LAURENT, Sébastien & PALM, Franz C., 2009, "Central bank FOREX interventions assessed using realized moments," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2135, Jan, DOI: 10.1016/j.intfin.2007.09.001.
• ROMBOUTS, Jeroen VK & VERBEEK, Marno, 2009, "Evaluating portfolio value-at-risk using semi-parametric GARCH models," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2299, Jan, DOI: 10.1080/14697680902785284.
• BAUWENS, Luc & PREMINGER, Arie & ROMBOUTS, Jeroen VK, 2010, "Theory and inference for a Markov switching Garch model," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2303, Jan, DOI: 10.1111/j.1368-423X.2009.00307.x.
• BAUWENS, Luc & ROMBOUTS, Jeroen VK, 2012, "On marginal likelihood computation in change-point models," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2403, Jan, DOI: 10.1016/j.csda.2010.06.025.
• Athanasios Papadopoulos & Moïse Sidiropoulos, , "Central Bank Independence, Exchange Rate Policy and Inflation Persistence Empirical Evidence on Selected EMU Countries," Working Papers, University of Crete, Department of Economics, number 0107.
• Daniel Preve, , "Linear programming-based estimators in nonnegative autoregression," GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit, number GRU_2016_001.
• Valter Giacinto & Libero Monteforte & Andrea Filippone & Francesco Montaruli & Tiziano Ropele, 0, "ITER: A Quarterly Indicator of Regional Economic Activity in Italy," Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), volume 0, issue , pages 1-19, DOI: 10.1007/s40797-020-00131-2.
• Siem Jan Koopman & Kai Ming Lee, 0000, "Seasonality with Trend and Cycle Interactions in Unobserved Components Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 08-028/4, 00.
• Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Pérez-Amaral, 0000, "Has the Basel II Accord Encouraged Risk Management during the 2008-09 Financial Crisis?," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 09-039/4, 00.
• Michael McAleer, 2019, "What They Did Not Tell You About Algebraic (Non-)Existence, Mathematical (IR-)Regularity and (Non-)Asymptotic Properties of the Dynamic Conditional Correlation (DCC) Model," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2019-17, Mar.
• Michael McAleer, 2019, "What They Did Not Tell You About Algebraic (Non-)Existence, Mathematical (IR-)Regularity and (Non-)Asymptotic Properties of the Full BEKK Dynamic Conditional Covariance Model," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2019-18, Mar.
• Yu-chin Chen & Wen-Jen Tsay, , "Forecasting Commodity Prices with Mixed-Frequency Data: An OLS-Based Generalized ADL Approach," Working Papers, University of Washington, Department of Economics, number UWEC-2011-06.
• Luis A. Gil-Alana, 2006, "Long run and cyclical strong dependence in macroeconomic time series. Nelson and Plosser revisited," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 17/06, Dec.
• Luisa Bisaglia & Margherita Gerolimetto, , "Estimation and forecasting in INAR(p) models using sieve bootstrap," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2018:06.
• Yacine Aït-Sahalia, , "Dynamic Equilibrium and Volatility in Financial Asset Markets," CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago, number 331.
• Philip Rothman, , "Is the Size Distribution of Income Stationary?," Working Papers, East Carolina University, Department of Economics, number 9615.
• Francis X. Diebold & Lutz Kilian, , "Measuring Predictability: Theory and Macroeconomic Applications," CARESS Working Papres, University of Pennsylvania Center for Analytic Research and Economics in the Social Sciences, number 97-19.
• Brad R. Humphreys & Scott Schuh & Corey J.M. Williams, , "Learning by Doing, Productivity, and Growth: New Evidence on the Link between Micro and Macro Data," Working Papers, Department of Economics, West Virginia University, number 24-02.
• Haiqiang Chen, , "Robust Estimation and Inference for Threshold Models with Integrated Regressors," Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, number 2013-12-02.
• Menelaos Karanasos, , "The Covariance Structure of Mixed ARMA Models," Discussion Papers, Department of Economics, University of York, number 00/10.
• Menelaos Karanasos, , "The Covariance Structure of Mixed ARMA Models," Discussion Papers, Department of Economics, University of York, number 00/11.
• Menelaos Karanasos & J. Kim, , "Moments of the ARMA-EGARCH Model," Discussion Papers, Department of Economics, University of York, number 00/29.
• Seppo Honkapohja & Kaushik Mitra, , "Learning with Bounded Memory in Stochastic Models," Discussion Papers, Department of Economics, University of York, number 00/42.
• Kaushik Mitra, , "Is more data better?," Discussion Papers, Department of Economics, University of York, number 00/44.
• Steve Lawford & Michalis P Stamatogiannis, , "The Finite-Sample Effects of VAR Dimensions on MLE Bias, MLE Variance and Minimum MSE Estimators: Purely Nonstationary Case," Discussion Papers, Department of Economics, University of York, number 02/04.
• Raymond B Swaray, , "Volatility of primary commodity prices: some evidence from agricultural exports in Sub-Saharan Africa," Discussion Papers, Department of Economics, University of York, number 02/06.
• V Dalla & L Giraitis & J Hidalgo, , "Consistent estimation of the memory parameter for nonlinear time series," Discussion Papers, Department of Economics, University of York, number 05/17.
• K Abadir & R Larsson, , "Biases of correlograms and of AR representations of stationary series," Discussion Papers, Department of Economics, University of York, number 05/21.
• L Giraitis & P C B Phillips, , "Uniform limit theory for stationary autoregression," Discussion Papers, Department of Economics, University of York, number 05/23.
• Richard Smith & Robert Taylor, , "Additional Critical Values and Asymptotic Representations for Seasonal Unit Root Tests," Discussion Papers, Department of Economics, University of York, number 95/43.
• Karim Abadir & Kaddour Hadri, , "Bias Nonmonotonicity in Stochastic Difference Equations," Discussion Papers, Department of Economics, University of York, number 96/15.
• Menelaos Karanasos, , "Prediction in ARMA models with GARCH in Mean Effects," Discussion Papers, Department of Economics, University of York, number 99/11.
• Menelaos Karanasos, , "The Covariance Structure of Component and Multivariate Garch Models," Discussion Papers, Department of Economics, University of York, number 99/12.
• Narayan, Paresh Kumar & Narayan, Seema & Sharma, Susan Sunila, 2013, "An analysis of commodity markets: what gain for investors?," Working Papers, Deakin University, Department of Economics, number fe_2013_02, Jan, DOI: 10.1016/j.jbankfin.2013.07.009.
• Westerlund, Joakim & Narayan, Paresh, 2014, "Testing for predictability in conditionally heteroskedastic stock returns," Working Papers, Deakin University, Department of Economics, number fe_2014_01, Jan, DOI: 10.1093/jjfinec/nbu001.
• Westerlund, Joakim, 2014, "On the asymptotic distribution of the DF-GLS test statistic," Working Papers, Deakin University, Department of Economics, number fe_2014_03, Jan, DOI: 10.1080/02331888.2013.835815.
• Westerlund, Joakim, 2014, "Pooled panel unit root tests and the effect of past initialization," Working Papers, Deakin University, Department of Economics, number fe_2014_06, Jan, DOI: 10.1080/07474938.2013.833829.
• Narayan, Paresh Kumar & Sharma, Susan Sunila & Poon, Wai Ching & Westerlund, Joakim, 2014, "Do oil prices predict economic growth? New global evidence," Working Papers, Deakin University, Department of Economics, number fe_2014_09, Jan, DOI: 10.1016/j.eneco.2013.11.003.
• Westerlund, Joakim & Narayan, Paresh, 2014, "A random coefficient approach to the predictability of stock returns in panels," Working Papers, Deakin University, Department of Economics, number fe_2014_10, Jan, DOI: 10.1093/jjfinec/nbu003.
• Westerlund, Joakim & Narayan, Paresh, 2014, "Testing for predictability in panels of small time series dimensions with an application to Chinese stock returns," Working Papers, Deakin University, Department of Economics, number fe_2014_13, Jan.
• Narayan, Paresh Kumar & Westerlund, Joakim, 2015, "Does cash flow predict returns?," Working Papers, Deakin University, Department of Economics, number fe_2015_03, Jan, DOI: 10.1016/j.irfa.2014.10.001.
• Narayan, Paresh Kumar & Gupta, Rangan, 2015, "Has oil price predicted stock returns for over a century?," Working Papers, Deakin University, Department of Economics, number fe_2015_08, Jan, DOI: 10.1016/j.eneco.2014.11.018.
• Westerlund, Joakim & Karabiyik, Hande & Narayan, Paresh, 2015, "Testing for predictability in panels with general predictors," Working Papers, Deakin University, Department of Economics, number fe_2015_10, Jan, DOI: 10.1002/jae.2535.
• Joakim Westerlund & Paresh K Narayan & Xinwei Zheng, , "Testing For Stock Return Predictability In A Large Chinese Panel," Working Papers, Deakin University, Department of Economics, number 2015_11.
• Phan, Dinh Hoang Bach & Sharma, Susan Sunila & Narayan, Paresh Kumar, 2015, "Stock return forecasting: some new evidence," Working Papers, Deakin University, Department of Economics, number fe_2015_13, Jan, DOI: 10.1016/j.irfa.2015.05.002.
• Prof. Dr. Walter Krämer, , "Long memory with Markov-Switching GARCH," Working Papers, Business and Social Statistics Department, Technische Universität Dortmund, number 6, revised Oct 2006.
• Heidi Kaila & Saurabh Singhal & Divya Tuteja, 2018, "Do Fences Make Good Neighbors? Evidence from an Insurgency in India," HiCN Working Papers, Households in Conflict Network, number 287, Dec.
• Heidi Kaila & Saurabh Singhal & Divya Tuteja, 2019, "Do Fences Make Good Neighbors? Evidence from an Insurgency in India," HiCN Working Papers, Households in Conflict Network, number 297, Mar.
• Luis Ayala & César Pérez, , "Macroeconomic Conditions, Institutional Factors And Demographic Structure: What Causes Welfare Caseloads?," Working Papers, Instituto de Estudios Fiscales, number 2-03.
• Yunjong Eo & James Morley, 2020, "Why has the U.S. economy stagnated since the Great Recession?," Discussion Paper Series, Institute of Economic Research, Korea University, number 2001.
• Michael Artis & Massimiliano Marcellino, , "Fiscal Solvency and Fiscal Forecasting in Europe," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 142.
• Massimiliano Marcellino & Oscar Jorda, , "Stochastic Processes Subject to Time-Scale Transformations: An Application to High-Frequency FX Data," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 164.
• Anindya Banerjee & Massimiliano Marcellino & Chiara Osbat, , "Testing for PPP: Should We Use Panel Methods?," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 186.
• Michael Artis & Anindya Banerjee & Massimiliano Marcellino, , "Factor forecasts for the UK," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 203.
• Jesús Crespo-Cuaresma & Adusei Jumah & Sohbet Karbuz, , "Modelling and Forecasting Oil Prices: The Role of Asymmetric Cycles," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2007-22.
• William A. Barnett & Evgeniya A. Duzhak, 2014, "Structural Stability of the Generalized Taylor Rule," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 201404, Sep, revised Sep 2014.
• Laura Rinaldi, , "Payment Cards and Money Demand in Belgium," International Economics Working Papers Series, Katholieke Universiteit Leuven, Centrum voor Economische Studiën, International Economics, number ces0116.
• Ruijun Bu & Rodrigo Hizmeri & Marwan Izzeldin & Anthony Murphy & Mike G. Tsionas, 2021, "The Contribution of Jump Signs and Activity to Forecasting Stock Price Volatility," Working Papers, University of Liverpool, Department of Economics, number 202109.
• Abhiruchi Rathi & Naveen Srinivasan, 2020, "The Unnatural Rate of Unemployment: Reflections on the Barro-Gordon and Natural Rate Paradigms," Working Papers, Madras School of Economics,Chennai,India, number 2020-191, Jun.
• Swati Singh & Naveen Srinivasan, 2020, "The Oil Story: Is it Still the Same?," Working Papers, Madras School of Economics,Chennai,India, number 2020-197, Jun.
• William Gatt & Owen Grech, , "An assessment of the Maltese housing market," CBM Policy Papers, Central Bank of Malta, number PP/02/2016.
• Aaron G. Grech, , "The European Commission’s business and consumer surveys and Maltese macroeconomic trends," CBM Policy Papers, Central Bank of Malta, number PP/05/2019.
• Michael Pickhardt & Jordi Sarda, , "The size of the underground economy in Germany: A correction of the record and new evidence from the Modified-Cash-Deposit-Ratio approach," Working Papers, Institute of Spatial and Housing Economics, Munster Universitary, number 201036.
• Michael Pickhardt & Jordi Sardà, , "Size and causes of the underground economy in Spain: A correction of the record and new evidence from the MCDR approach," Working Papers, Institute of Spatial and Housing Economics, Munster Universitary, number 201280.
• Paulo M.M. Rodrigues & A.M. Robert Taylor, 2006, "Efficient Tests of the Seasonal Unit Root Hypothesis," Discussion Papers, University of Nottingham, School of Economics, number 06/12, Dec.
• Yiannis Karavias & Elias Tzavalis, 2013, "The power performance of fixed-T panel unit root tests allowing for structural breaks," Discussion Papers, University of Nottingham, Granger Centre for Time Series Econometrics, number 13/01, Jan.
• Yiannis Karavias & Elias Tzavalis, 2014, "A fixed-T version of Breitung's panel data unit root test and its asymptotic local power," Discussion Papers, University of Nottingham, Granger Centre for Time Series Econometrics, number 14/02, Feb.
• Yiannis Karavias & Elias Tzavalis, 2014, "Testing for unit roots in panels with structural changes, spatial and temporal dependence when the time dimension is finite," Discussion Papers, University of Nottingham, Granger Centre for Time Series Econometrics, number 14/03, Mar.
• David Harvey & Stephen Leybourne, 2014, "Confidence sets for the date of a break in level and trend when the order of integration is unknown," Discussion Papers, University of Nottingham, Granger Centre for Time Series Econometrics, number 14/04, Apr.
• Chrystalleni Aristidou & David Harvey & Stephen Leybourne, 2016, "The impact of the initial condition on covariate augmented unit root tests," Discussion Papers, University of Nottingham, Granger Centre for Time Series Econometrics, number 16/01, Jan.
• David I. Harvey & Stephen J. Leybourne & Emily J. Whitehouse, 2017, "Testing for a unit root against ESTAR stationarity," Discussion Papers, University of Nottingham, Granger Centre for Time Series Econometrics, number 17/02, Feb.
• Luca Nocciola, , "Finite sample forecast properties and window length under breaks in cointegrated systems," Discussion Papers, University of Nottingham, Granger Centre for Time Series Econometrics, number 19/07.
• Kåre Johansen, , "Hysteresis in Unemployment: Evidence from Norwegian Counties," Working Paper Series, Department of Economics, Norwegian University of Science and Technology, number 0602, revised 20 Aug 2002.
• Frank Gerhard & Nikolaus Hautsch, , "Semiparametric autoregressive conditional proportional hazard models," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2002-W2.
• R Blundell & Steven Bond, , "Initial conditions and moment restrictions in dynamic panel data model," Economics Papers, Economics Group, Nuffield College, University of Oxford, number W14&104..
• Andrea Bucci, 0, "Realized Volatility Forecasting with Neural Networks," Journal of Financial Econometrics, Oxford University Press, volume 18, issue 3, pages 502-531.
• Fabrizio Cipollini & Giampiero M Gallo & Alessandro Palandri, 0, "Realized Variance Modeling: Decoupling Forecasting from Estimation," Journal of Financial Econometrics, Oxford University Press, volume 18, issue 3, pages 532-555.
• Elena Andreou & Patrick Gagliardini & Eric Ghysels & Mirco Rubin, 0, "Mixed-Frequency Macro–Finance Factor Models: Theory and Applications," Journal of Financial Econometrics, Oxford University Press, volume 18, issue 3, pages 585-628.
• Marcelo Fernandes & Marco Aurélio Dos Santos Rocha, 0, "Are price limits on futures markets that cool? Evidence from the Brazilian Mercantile and Futures Exchange," Journal of Financial Econometrics, Oxford University Press, volume 5, issue 2, pages 219-242.

None