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

2008

• Jonas Dovern & Ulrich Fritsche, 2008, "Estimating fundamental cross-section dispersion from fixed event forecasts," Macroeconomics and Finance Series, University of Hamburg, Department of Socioeconomics, number 200801, May.
• Bask, Mikael & Widerberg, Anna, 2008, "Market Structure and the Stability and Volatility of Electricity Prices," Working Papers in Economics, University of Gothenburg, Department of Economics, number 327, Nov.
• Amado, Cristina & Teräsvirta, Timo, 2008, "Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 691, Jan.
• Lundgren, Jens & Hellström, Jörgen & Rudholm, Niklas, 2008, "Multinational Electricity Market Integration and Electricity Price Dynamics," HUI Working Papers, HUI Research, number 16, Apr.
• Zagaglia, Paolo, 2008, "The Sources of Volatility Transmission in the Euro Area Money Market: From Longer Maturities to the Overnight?," Research Papers in Economics, Stockholm University, Department of Economics, number 2008:5, May.
• Söderberg, Jonas, 2008, "Liquidity on the Scandinavian Order-driven Stock Exchanges," CAFO Working Papers, Linnaeus University, Centre for Labour Market Policy Research (CAFO), School of Business and Economics, number 2009:11, Dec.
• Laurence Fung & Chi-sang Tam & Ip-wing Yu, 2008, "Changes in Investors' Risk Appetite - An Assessment of Financial Integration and Interdependence," Working Papers, Hong Kong Monetary Authority, number 0812, Aug.
• Maroje Lang & Davor Kunovac & Silvio Basač & Željka Štaudinger, 2008, "Modelling of Currency outside Banks in Croatia," Working Papers, The Croatian National Bank, Croatia, number 17, Feb.
• Keiko Yamaguchi, 2008, "Testing for the presence of noise in long memory processes [in Japanese]," Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number d07-230, Jan.
• Sarantis Tsiaplias & Chew Lian Chua, 2008, "Forecasting Australian Macroeconomic Variables Using a Large Dataset," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2008n04, Feb.
• Wang-Sheng Lee & Sandy Suardi, 2008, "The Australian Firearms Buyback and Its Effect on Gun Deaths," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2008n17, Aug.
• Wang-Sheng Lee & Sandy Suardi, 2008, "Minimum Wages and Employment: Reconsidering the Use of a Time-Series Approach as an Evaluation Tool," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2008n20, Oct.
• Christos Floros, 2008, "Long Memory In Exchange Rates: International Evidence," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 2, issue 1, pages 31-39.
• Fredj Jawadi & Mohamed El Hédi Arouri, 2008, "Are American And French Stock Markets Integrated?," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 2, issue 2, pages 107-116.
• Claudio Morana, 2008, "Realized portfolio selection in the euro area," ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research, number 10-2008, Jun.
• Andrea Beltratti & Claudio Morana, 2008, "International shocks and national house prices," ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research, number 14-2008, Jun.
• Claudio Morana, 2008, "Realized Betas and the Cross-Section of Expected Returns," ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research, number 15-2008, Jun.
• Mednik, Matias & Rodríguez, César & Ruprah, Inder J., 2008, "Hysteresis in Unemployment: Evidence from Latin America," IDB Publications (Working Papers), Inter-American Development Bank, number 2902, Mar.
• Matias Mednik & Cesar M. Rodriguez & Inder J. Ruprah, 2008, "Hysteresis in Unemployment:Evidence from Latin America," OVE Working Papers, Inter-American Development Bank, Office of Evaluation and Oversight (OVE), number 0408, Mar.
• Gollier, Christian & Koundouri, Phoebe & Pantelidis, Theologos, 2008, "Declining Discount Rates: Economic Justifications and Implications for Long-Run Policy," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse, number 525, Jun.
• Costas Anyfantakis & Guglielmo Maria Caporale & Nikitas Pittis, 2008, "Parameter instability and forecasting performance: a Monte Carlo study," International Journal of Business Forecasting and Marketing Intelligence, Inderscience Enterprises Ltd, volume 1, issue 1, pages 1-20.
• Mariam Camarero & Juan Carlos Cuestas & Javier Ordonez, 2008, "Nonlinear trend stationarity of real exchange rates: the case of the Mediterranean countries," International Journal of Banking, Accounting and Finance, Inderscience Enterprises Ltd, volume 1, issue 1, pages 30-46.
• Dominique Guégan & Justin Leroux, 2008, "Local Lyapunov exponents: Zero plays no role in Forecasting chaotic systems," Cahiers de recherche, HEC Montréal, Institut d'économie appliquée, number 08-10, Sep.
• Xiaohong Chen & Demian Pouzo, 2008, "Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP09/08, May.
• Xiaohong Chen & Roger Koenker & Zhijie Xiao, 2008, "Copula-based nonlinear quantile autoregression," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP27/08, Oct.
• Nezir KÖSE & Yeliz YALÇIN & Furkan EMİRMAHMUTOĞLU, 2008, "Türkiye turizm sektörünün talep analizi," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 23, issue 263, pages 24-40.
• Juncal Cunado & Luis Alberiko Gil-Alana & Fernando Perez de Gracia, 2008, "New Evidence on US Current Account Sustainability," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 7, issue 1, pages 1-21, April.
• Yuan-Ming Lee & Kuan-Min Wang & T. Thanh-Binh Nguyen, 2008, "A Common-Use Proxy for Economic Performance: Application to Asymmetric Causality between the Stock Returns and Growth," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 7, issue 2, pages 101-124, August.
• Elizabeth A. Maharaj & Imad Moosa & Jonathan Dark & Param Silvapulle, 2008, "Wavelet Estimation of Asymmetric Hedge Ratios: Does Econometric Sophistication Boost Hedging Effectiveness?," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 7, issue 3, pages 213-230, December.
• YiHao Lai, 2008, "Does Asymmetric Dependence Structure Matter? A Value-at-Risk View," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 7, issue 3, pages 249-268, December.
• Mototsugu Shintani & Tomoyoshi Yabu & Daisuke Nagakura, 2008, "Spurious Regressions in Technical Trading: Momentum or Contrarian?," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 08-E-09, Jun.
• Till van Treeck, 2008, "Asymmetric income and wealth effects in a non-linear error correction model of US consumer spending," IMK Working Paper, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute, number 06-2008.
• Sven Schreiber & Juliane Scharff, 2008, "Evidence on the effects of inflation on price dispersion under indexation," IMK Working Paper, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute, number 12-2008.
• Cecilia Maya & Karoll Gómez, 2008, "What Exactly is "Bad News" in Foreign Exchange Markets? Evidence from Latin American Markets," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., volume 45, issue 132, pages 161-183.
• Rodrigo A. Alfaro & Carmen Gloria Silva, 2008, "Volatilidad de Indices Accionarios: El caso del IPSA," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., volume 45, issue 132, pages 217-233.
• Per-Ola Maneschiöld, 2008, "A Note on the Export-Led Growth Hypothesis: A Time Series Approach," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., volume 45, issue 132, pages 293-302.
• Josep Lluís Carrion-i-Silvestre & Vicente German-Soto, 2008, "Panel Data Stochastic Convergence Analysis of the Mexican Regions," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 200805, Apr, revised Apr 2008.
• M. Angeles Carnero & Daniel Peña & Esther Ruiz, 2008, "Estimating and Forecasting GARCH Volatility in the Presence of Outiers," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2008-13, Oct.
• Candelon, Bertrand & Dupuy, Arnaud & Gil-Alana, Luis A., 2008, "The Nature of Occupational Unemployment Rates in the United States: Hysteresis or Structural?," IZA Discussion Papers, IZA Network @ LISER, number 3571, Jun.
• Angrist, Joshua & Kuersteiner, Guido M., 2008, "Causal Effects of Monetary Shocks: Semiparametric Conditional Independence Tests with a Multinomial Propensity Score," IZA Discussion Papers, IZA Network @ LISER, number 3606, Jul.
• Philippe J. Deschamps, 2008, "Comparing smooth transition and Markov switching autoregressive models of US unemployment," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 23, issue 4, pages 435-462, DOI: 10.1002/jae.1014.
• John M. Maheu & Stephen Gordon, 2008, "Learning, forecasting and structural breaks," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 23, issue 5, pages 553-583, DOI: 10.1002/jae.1018.
• Ruhul A. Salim & Shuddhasattwa Rafiq & A. F. M. Kamrul Hassan, 2008, "Causality And Dynamics Of Energy Consumption And Output: Evidence From Non-Oecd Asian Countries," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, volume 33, issue 2, pages 1-26, December.
• Elsadig Musa Ahmed, 2008, "Foreign Direct Investment Intensity Effects On Tfp Intensity Of Asean 5 Plus 2," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, volume 33, issue 2, pages 155-166, December.
• Fitzenberger Bernd & Franz Wolfgang & Bode Oliver, 2008, "The Phillips Curve and NAIRU Revisited: New Estimates for Germany," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 228, issue 5-6, pages 465-496, October, DOI: 10.1515/jbnst-2008-5-605.
• Marie Diron, 2008, "Short-term forecasts of euro area real GDP growth: an assessment of real-time performance based on vintage data," Journal of Forecasting, John Wiley & Sons, Ltd., volume 27, issue 5, pages 371-390, DOI: 10.1002/for.1067.
• Ralf Brüggemann & Helmut Lütkepohl & Massimiliano Marcellino, 2008, "Forecasting euro area variables with German pre-EMU data," Journal of Forecasting, John Wiley & Sons, Ltd., volume 27, issue 6, pages 465-481, DOI: 10.1002/for.1064.
• Konrad Banachewicz & André Lucas, 2008, "Quantile forecasting for credit risk management using possibly misspecified hidden Markov models," Journal of Forecasting, John Wiley & Sons, Ltd., volume 27, issue 7, pages 566-586, DOI: 10.1002/for.1072.
• Hyndman, Rob J. & Khandakar, Yeasmin, 2008, "Automatic Time Series Forecasting: The forecast Package for R," Journal of Statistical Software, Foundation for Open Access Statistics, volume 27, issue i03, DOI: http://hdl.handle.net/10.18637/jss..
• Ted Juhl & Zhijie Xiao, 2008, "Tests For Changing Mean With Monotonic Power," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 200809, Sep, revised Sep 2008.
• William Barnett & Evgeniya Aleksandrovna Duzhak, 2008, "Empirical Assessment of Bifurcation Regions within New Keynesian Models," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 200811, Oct, revised Oct 2008.
• Danilo Santini & David Poyer, 2008, "Motor Vehicle Output and GDP, 1968–2007," Atlantic Economic Journal, Springer;International Atlantic Economic Society, volume 36, issue 4, pages 483-491, December, DOI: 10.1007/s11293-008-9139-5.
• Daiki Maki, 2008, "The Performance of Variance Ratio Unit Root Tests Under Nonlinear Stationary TAR and STAR Processes: Evidence from Monte Carlo Simulations and Applications," Computational Economics, Springer;Society for Computational Economics, volume 31, issue 1, pages 77-94, February, DOI: 10.1007/s10614-007-9107-1.
• Ahdi Ajmi & Adnen Ben Nasr & Mohamed Boutahar, 2008, "Seasonal Nonlinear Long Memory Model for the US Inflation Rates," Computational Economics, Springer;Society for Computational Economics, volume 31, issue 3, pages 243-254, April, DOI: 10.1007/s10614-007-9116-0.
• Guglielmo Caporale & Luis Gil-Alana, 2008, "Testing for unit and fractional orders of integration in the trend and seasonal components of US monetary aggregates," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 35, issue 3, pages 241-253, July, DOI: 10.1007/s10663-008-9061-8.
• Jarko Fidrmuc & Sylvia Kaufmann & Andreas Resch, 2008, "Structural breaks in Austrian foreign trade with Eastern Europe during the early 1970s," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 35, issue 5, pages 465-479, December, DOI: 10.1007/s10663-008-9068-1.
• Emanuele Bacchiocchi & Massimo Florio, 2008, "Privatisation and aggregate output: testing for macroeconomic transmission channels," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 35, issue 5, pages 525-545, December, DOI: 10.1007/s10663-008-9071-6.
• Marco Barassi & Matthew Cole & Robert Elliott, 2008, "Stochastic Divergence or Convergence of Per Capita Carbon Dioxide Emissions: Re-examining the Evidence," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, volume 40, issue 1, pages 121-137, May, DOI: 10.1007/s10640-007-9144-1.
• Allan Zebedee & Eric Bentzen & Peter Hansen & Asger Lunde, 2008, "The Greenspan years: an analysis of the magnitude and speed of the equity market response to FOMC announcements," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 22, issue 1, pages 3-20, March, DOI: 10.1007/s11408-007-0068-0.
• François-Éric Racicot & Raymond Théoret & Alain Coën, 2008, "Forecasting Irregularly Spaced UHF Financial Data: Realized Volatility vs UHF-GARCH Models," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 14, issue 1, pages 112-124, February, DOI: 10.1007/s11294-008-9134-2.
• Paresh Narayan, 2008, "Common Trends and Common Cycles in Per Capita GDP: The Case of the G7 Countries, 1870–2001," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 14, issue 3, pages 280-290, August, DOI: 10.1007/s11294-008-9162-y.
• Maria do Rosario Correia & Reinhard Neck & Theodore Panagiotidis & Christian Richter, 2008, "An empirical investigation of the sustainability of the public deficit in Portugal," International Economics and Economic Policy, Springer, volume 5, issue 1, pages 209-223, July, DOI: 10.1007/s10368-008-0105-0.
• Andrew Hughes Hallett & Christian Richter, 2008, "Have the Eurozone economies converged on a common European cycle?," International Economics and Economic Policy, Springer, volume 5, issue 1, pages 71-101, July, DOI: 10.1007/s10368-008-0113-0.
• Eric Hillebrand & Gunther Schnabl, 2008, "A structural break in the effects of Japanese foreign exchange intervention on yen/dollar exchange rate volatility," International Economics and Economic Policy, Springer, volume 5, issue 4, pages 389-401, December, DOI: 10.1007/s10368-008-0121-0.
• Balazs Egert & Carol Leonard, 2008, "Dutch Disease Scare in Kazakhstan: Is it real?," Open Economies Review, Springer, volume 19, issue 2, pages 147-165, April, DOI: 10.1007/s11079-007-9051-7.
• Christian Hirschhausen & Anne Neumann, 2008, "Long-Term Contracts and Asset Specificity Revisited: An Empirical Analysis of Producer–Importer Relations in the Natural Gas Industry," Review of Industrial Organization, Springer;The Industrial Organization Society, volume 32, issue 2, pages 131-143, March, DOI: 10.1007/s11151-008-9165-0.
• Young Lee & Rodney Fort, 2008, "Attendance and the Uncertainty-of-Outcome Hypothesis in Baseball," Review of Industrial Organization, Springer;The Industrial Organization Society, volume 33, issue 4, pages 281-295, December, DOI: 10.1007/s11151-008-9193-9.
• Kenneth Lorek & G. Willinger & Allen Bathke, 2008, "Statistically based quarterly earnings expectation models for nonseasonal firms," Review of Quantitative Finance and Accounting, Springer, volume 31, issue 1, pages 105-119, July, DOI: 10.1007/s11156-007-0059-2.
• Jan-Egbert Sturm & Timo Wollmershäuser, 2008, "The Stress of Having a Single Monetary Policy in Europe," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 08-190, Feb, DOI: 10.3929/ethz-a-005552299.
• Jan P.A.M. Jacobs & Jan-Egbert Sturm, 2008, "The information content of KOF indicators on Swiss current account data revisions," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 08-202, Jan, DOI: 10.3929/ethz-a-005640680.
• Rasmus Fatum & Michael Hutchison & Thomas Wu, 2008, "Do Both U.S. and Foreign Macro Surprises Matter for the Intraday Exchange Rate? Evidence from Japan," EPRU Working Paper Series, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics, number 2009-01, Nov, revised Jan 2009.
• Bent Nielsen & Heino Bohn Nielsen, 2008, "Properties of Estimated Characteristic Roots," Discussion Papers, University of Copenhagen. Department of Economics, number 08-13, May.
• Konstantinos Fokianos & Anders Rahbek & Dag Tjøstheim, 2008, "Poisson Autoregression," Discussion Papers, University of Copenhagen. Department of Economics, number 08-35, May, revised Dec 2008.
• Prof D.S.G. Pollock, 2008, "The Frequency Analysis of the Business Cycle," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 08/12, Apr.
• Prof D.S.G. Pollock, 2008, "The Realisation of Finite-Sample Frequency-Selective Filters," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 08/13, Apr.
• P.A.V.B. Swamy & George S. Tavlas & Stephen G. Hall & George Hondroyiannis, 2008, "Estimation of Parameters in the Presence of Model misspecification and Measurement Error," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 08/27, Aug.
• D.S.G. Pollock, 2008, "Realisations of Finite-Sample Frequency-Selective Filters," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 08/32, Sep.
• Gilbert COLLETAZ & Christophe HURLIN & Sessi TOKPAVI, 2008, "Backtesting Value-at-Risk: A GMM Duration-Based Test," LEO Working Papers / DR LEO, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans, number 266.
• GOLLIER Christian & KOUNDOURI Phoebe & PANTELIDIS Theologos, 2008, "Declining Discount Rates : Economic Justifications and Implications for Long-Run Policy," LERNA Working Papers, LERNA, University of Toulouse, number 08.17.261, Jul.
• Qaisar Abbas & James Foreman-Peck, 2008, "Human Capital and Economic Growth: Pakistan, 1960-2003," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, volume 13, issue 1, pages 1-27, Jan-Jun.
• Khalid Mushtaq & Abdul Gafoor & Maula Dad, 2008, "Apple Market Integration: Implications for Sustainable Agricultural Development," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, volume 13, issue 1, pages 129-138, Jan-Jun.
• Muhammad Arshad Khan & Abdul Qayyum, 2008, "Long-Run and Short-Run Dynamics of the Exchange Rate in Pakistan: Evidence FromUnrestricted Purchasing Power Parity Theory," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, volume 13, issue 1, pages 29-56, Jan-Jun.
• Falak Sher & Eatzaz Ahmad, 2008, "Forecasting Wheat Production in Pakistan," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, volume 13, issue 1, pages 57-85, Jan-Jun.
• Saima Siddiqui & Sameena Zehra & Sadia Majeed & Muhammad Sabihuddin Butt, 2008, "Export-Led Growth Hypothesis in Pakistan: A Reinvestigation Using the Bounds Test," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, volume 13, issue 2, pages 59-80, Jul-Dec.
• Muhammad Abdul Majid Makki & Suleman Aziz Lodhi, 2008, "Impact of Intellectual Capital Efficiency on Profitability (A Case Study of LSE25 Companies)," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, volume 13, issue 2, pages 81-98, Jul-Dec.
• Schlicht, Ekkehart, 2008, "Trend Extraction From Time Series With Structural Breaks and Missing Observations," Discussion Papers in Economics, University of Munich, Department of Economics, number 2127, Feb.
• Konstantins Benkovskis, 2008, "Short-Term Forecasts of Latvia's Real Gross Domestic Product Growth Using Monthly Indicators," Working Papers, Latvijas Banka, number 2008/05, Sep.
• S. Boragan Aruoba, 2008, "Data Revisions Are Not Well Behaved," Journal of Money, Credit and Banking, Blackwell Publishing, volume 40, issue 2-3, pages 319-340, March.
• Don Bredin & Stilianos Fountas, 2008, "Macroeconomic Uncertainty and Performance in the European Union and Implications for the objectives of Monetary Policy," Discussion Paper Series, Department of Economics, University of Macedonia, number 2008_01, Jan, revised Jan 2008.
• Theodore Panagiotidis, 2008, "Market Efficiency and the Euro: The case of the Athens Stock exchange," Discussion Paper Series, Department of Economics, University of Macedonia, number 2008_14, Dec, revised Dec 2008.
• Stilianos Fountas & Menelaos Karanasos, 2008, "Are economic growth and the variability of the business cycle related ? Evidence from five European countries," Discussion Paper Series, Department of Economics, University of Macedonia, number 2008_17, Dec, revised Dec 2008.
• Panagiotis Th. Konstantinou, 2008, "Adjustment of US External Imbalances: At What Horizon?," Discussion Paper Series, Department of Economics, University of Macedonia, number 2008_18, Dec, revised Dec 2008.
• Theologos Dergiades & Lefteris Tsoulfidis, 2008, "Estimating Residential Demand for Electricity in the United States, 1965-2006," Discussion Paper Series, Department of Economics, University of Macedonia, number 2008_19, Mar, revised Apr 2008.
• Timotheos Angelidis & Alexandros Benos, 2008, "Value-at-Risk for Greek Stocks," Multinational Finance Journal, Multinational Finance Journal, volume 12, issue 1-2, pages 67-104, March-Jun.
• James Ang & Kunal Sen, 2008, "Private Saving In India And Malaysia Compared: The Role Of Financial Liberalization And Expected Pension Benefits," Monash Economics Working Papers, Monash University, Department of Economics, number 13/08, Jun.
• Tuck Cheong Tang & Evan Lau, 2008, "An Empirical Investigation On The Sustainability Of Balancing Item Of Balance Of Payment Accounts For Oic Member Countries," Monash Economics Working Papers, Monash University, Department of Economics, number 31/08, Nov.
• Laurent Ferrara & Dominique Guegan & Zhiping Lu, 2008, "Testing fractional order of long memory processes: a Monte Carlo study," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number b08012, Feb, DOI: 10.1080/03610911003646381.
• Abdou Ka Diongue & Dominique Guegan, 2008, "The k-factor Gegenbauer asymmetric Power GARCH approach for modelling electricity spot price dynamics," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number b08013, Feb.
• Dominique Guegan & Justin Leroux, 2008, "Forecasting chaotic systems: the role of local Lyapunov exponents," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number b08014, Feb, revised Sep 2008, DOI: 10.1016/j.chaos.2008.09.017.
• Laurent Ferrara & Thomas Raffinot, 2008, "A non-parametric method to nowcast the Euro Area IPI," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number b08033, Apr.
• Laurent Ferrara & Dominique Guegan, 2008, "Business surveys modelling with seasonal-cyclical long memory models," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number b08035, May.
• Christophe Chorro & Dominique Guegan & Florian Ielpo, 2008, "Option pricing under GARCH models with generalized hyperbolic innovations (II): data and results," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number b08047, Jul.
• Mathieu Gatumel & Dominique Guegan, 2008, "Dynamic analysis of the insurance linked securities index," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number b08049, Sep.
• Laurent Ferrara & Dominique Guegan & Patrick Rakotomarolahy, 2008, "GDP nowcasting with ragged-edge data: A semi-parametric modelling," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number b08082, Nov, revised Nov 2009, DOI: 10.1002/for.1159.
• Iuliana Matei, 2008, "Prices and output co-movements: an empirical investigation for the CEECs," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number bla08061, Oct.
• Ibrahim Ahamada & Philippe Jolivaldt, 2008, "Wavelets unit root test vs DF test: A further investigation based on monte carlo experiments," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number v08032, Mar.
• George Athanasopoulos & Rob J Hyndman & Haiyan Song & Doris C Wu, 2008, "The tourism forecasting competition," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 10/08, Dec, revised Oct 2009.
• Jae H. Kim & Haiyang Song & Kevin Wong & George Athanasopoulos & Shen Liu, 2008, "Beyond point forecasting: evaluation of alternative prediction intervals for tourist arrivals," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 11/08, Dec, revised Oct 2009.
• Luc Dresse & Christophe Van Nieuwenhuyze, 2008, "Do survey indicators let us see the business cycle ? A frequency decomposition," Working Paper Research, National Bank of Belgium, number 131, Mar.
• Yacine Ait-Sahalia & Jialin Yu, 2008, "High Frequency Market Microstructure Noise Estimates and Liquidity Measures," NBER Working Papers, National Bureau of Economic Research, Inc, number 13825, Feb.
• Jon Faust & Jonathan H. Wright, 2008, "Efficient Prediction of Excess Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 14169, Jul.
• S. Boragan Aruoba & Francis X. Diebold & Chiara Scotti, 2008, "Real-Time Measurement of Business Conditions," NBER Working Papers, National Bureau of Economic Research, Inc, number 14349, Sep.
• Olivier Coibion & Yuriy Gorodnichenko, 2008, "Monetary Policy, Trend Inflation and the Great Moderation: An Alternative Interpretation," NBER Working Papers, National Bureau of Economic Research, Inc, number 14621, Dec.
• Juan Carlos Cuestas & Dean Garratt, 2008, "Is real GDP per capita a stationary process? Smooth transitions, nonlinear trends and unit root testing," NBS Discussion Papers in Economics, Economics, Nottingham Business School, Nottingham Trent University, number 2008/12, Jul.
• Juan Carlos Cuestas & Barry Harrison, 2008, "Testing for stationarity of inflation in Central and Eastern European Countries," NBS Discussion Papers in Economics, Economics, Nottingham Business School, Nottingham Trent University, number 2008/13, Sep.
• Juan Carlos Cuestas & Paulo Jose Regis, 2008, "Nonlinearities and the order of integration of oil prices," NBS Discussion Papers in Economics, Economics, Nottingham Business School, Nottingham Trent University, number 2008/15, Sep.
• Simeon Coleman, 2008, "Inflation persistence in the Franc Zone: evidence from disaggregated prices," NBS Discussion Papers in Economics, Economics, Nottingham Business School, Nottingham Trent University, number 2008/16, Nov.
• Cristina Amado & Timo Teräsvirta, 2008, "Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure," NIPE Working Papers, NIPE - Universidade do Minho, number 03/2008.
• Vasco J. Gabriel & Paul Levine & Christopher Spencer, 2008, "How forward-looking is the Fed? Direct estimates from a ‘Calvo-type’ rule," NIPE Working Papers, NIPE - Universidade do Minho, number 09/2008.
• Hui-Boon Tan & Chen-Chen Yong, 2008, "Regional Economic Integration and Trade Flows: The Experience of Asean-5 and Japan," NUBS Malaysia Campus Research Paper Series, Nottingham University Business School Malaysia Campus, number 2008-07, Aug.
• David I. Harvey & Stephen J. Leybourne & A. M. Robert Taylor, 2008, "Testing for unit roots in the presence of uncertainty over both the trend and initial condition," Discussion Papers, University of Nottingham, Granger Centre for Time Series Econometrics, number 08/03, May.
• Brendan K. Beare, 2008, "Unit Root Testing with Unstable Volatility," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2008-W06, May.
• Bent Nielsen & Heino Bohn Nielsen, 2008, "Properties of etimated characteristic roots," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2008-W07, 05.
• Emmanuel De Veirman & Ashley Dunstan, 2008, "How do Housing Wealth, Financial Wealth and Consumption Interact? Evidence from New Zealand," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2008/05, Feb.
• David Hargreaves, 2008, "The tax system and housing demand in New Zealand," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2008/06, Feb.
• Christian Gianella & Isabell Koske & Elena Rusticelli & Olivier Chatal, 2008, "What Drives the NAIRU? Evidence from a Panel of OECD Countries," OECD Economics Department Working Papers, OECD Publishing, number 649, Nov, DOI: 10.1787/231764364351.
• Jan Jacobs & Jan-Egbert Sturm, 2009, "The information content of KOF indicators on Swiss current account data revisions," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, volume 2008, issue 2, pages 161-181, DOI: 10.1787/jbcma-v2008-art9-en.
• Friedrich Fritzer & Lukas Reiss, 2008, "An Analysis of Credit to the Household Sector in Austria," Financial Stability Report, Oesterreichische Nationalbank (Austrian Central Bank), issue 16, pages 122-134.
• Clemens Jobst & Claudia Kwapil, 2008, "The Interest Rate Pass-Through in Austria – Effects of the Financial Crisis," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue 4, pages 54-67.
• Stephan Danninger & Fred Joutz, 2008, "What Explains Germany's Rebounding Export Market Share?," CESifo Economic Studies, CESifo Group, volume 54, issue 4, pages 681-714, December.
• Christian Gollier & Phoebe Koundouri & Theologos Pantelidis, 2008, "Declining discount rates: Economic justifications and implications for long-run policy
  [‘Regime switches in interest rates’]," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, volume 23, issue 56, pages 758-795.
• David Easley & Robert F. Engle & Maureen O'Hara & Liuren Wu, 2008, "Time-Varying Arrival Rates of Informed and Uninformed Trades," Journal of Financial Econometrics, Oxford University Press, volume 6, issue 2, pages 171-207, Spring.
• Changli He & Annastiina Silvennoinen & Timo Teräsvirta, 2008, "Parameterizing Unconditional Skewness in Models for Financial Time Series," Journal of Financial Econometrics, Oxford University Press, volume 6, issue 2, pages 208-230, Spring.
• Chun Liu & John M. Maheu, 2008, "Are There Structural Breaks in Realized Volatility?," Journal of Financial Econometrics, Oxford University Press, volume 6, issue 3, pages 326-360, Summer.
• Per Frederiksen & Morten Orregaard Nielsen, 2008, "Bias-Reduced Estimation of Long-Memory Stochastic Volatility," Journal of Financial Econometrics, Oxford University Press, volume 6, issue 4, pages 496-512, Fall.
• Lars Stentoft, 2008, "American Option Pricing Using GARCH Models and the Normal Inverse Gaussian Distribution," Journal of Financial Econometrics, Oxford University Press, volume 6, issue 4, pages 540-582, Fall.
• Mika Meitz & Pentti Saikkonen, 2008, "Parameter estimation in nonlinear AR-GARCH models," Economics Series Working Papers, University of Oxford, Department of Economics, number 396, Jun.
• Jennifer Castle & David Hendry & Jurgen A. Doornik, 2008, "Model Selection when there are Multiple Breaks," Economics Series Working Papers, University of Oxford, Department of Economics, number 407, Oct.
• Giovanni Caggiano & Efrem Castelnuovo, 2008, "Long Memory and Non-Linearities in International Inflation," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0076, May.
• Massimiliano Caporin & Juliusz Pres, 2008, "Forecasting temperature indices with timevarying long-memory models," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0088.
• S. Sanfelici & S. Ogawa, 2008, "An improved two-step regularization scheme for spot volatility estimation," Economics Department Working Papers, Department of Economics, Parma University (Italy), number 2008-ME02.
• Mohammed Nishat & Khalid Mustafa, 2008, "Philippine Trading volume and serial correlation in stock returns in an emerging market : a case study of Pakistan," Philippine Review of Economics, University of the Philippines School of Economics and Philippine Economic Society, volume 45, issue 2, pages 101-117, December.
• Daryl Patrick Evangelista & Philip Amadeus Libre, 2008, "Electoral cycles in Philippine fiscal and monetary policy," Philippine Review of Economics, University of the Philippines School of Economics and Philippine Economic Society, volume 45, issue 2, pages 119-159, December.
• Muhammad Shahbaz & Khalil Ahmad & A. R. Chaudhary, 2008, "Economic Growth and Its Determinants in Pakistan," The Pakistan Development Review, Pakistan Institute of Development Economics, volume 47, issue 4, pages 471-486.
• Naeem Akram & Ihtsham ul Haq Padda & Mohammad Khan, 2008, "The Long Term Impact of Health on Economic Growth in Pakistan," The Pakistan Development Review, Pakistan Institute of Development Economics, volume 47, issue 4, pages 487-500.
• Wallace, Frederick & Lozano Cortés, René & Cabrera-Castellanos, Luis F., 2008, "Pruebas de cointegración de paridad de poder adquisitivo
  [Cointegration Tests of Purchasing Power Parity]," MPRA Paper, University Library of Munich, Germany, number 10011, Jul.
• Xiaohong Chen & Demian Pouzo, 2008, "Efficient Estimation of Semiparametric Conditional Moment Models with Possibly Nonsmooth Residuals," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1640R, Feb, revised Jul 2009.
• P. Jeganathan, 2008, "Limit Theorems for Functionals of Sums that Converge to Fractional Brownian and Stable Motions," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1649, Apr.
• Xiaohong Chen & Lars P. Hansen & Marine Carrasco, 2008, "Nonlinearity and Temporal Dependence," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1652, May.
• Peter C.B. Phillips, 2008, "Unit Root Model Selection," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1653, May.
• Peter C.B. Phillips & Tassos Magdalinos, 2008, "Unit Root and Cointegrating Limit Theory When Initialization Is in the Infinite Past," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1655, May.
• Peter C.B. Phillips, 2008, "Long Memory and Long Run Variation," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1656, May.
• Qiying Wang & Peter C.B. Phillips, 2008, "Structural Nonparametric Cointegrating Regression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1657, May.
• Xu Cheng & Peter C.B. Phillips, 2008, "Semiparametric Cointegrating Rank Selection," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1658, May.
• Peter C.B. Phillips & Tassos Magdalinos & Liudas Giraitis, 2008, "Smoothing Local-to-Moderate Unit Root Theory," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1659, May.
• Taisuke Otsu & Myung Hwan Seo & Yoon-Jae Whang, 2008, "Testing for Non-Nested Conditional Moment Restrictions Using Unconditional Empirical Likelihood," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1660, May.
• Yixiao Sun & Peter C.B. Phillips, 2008, "Optimal Bandwidth Choice for Interval Estimation in GMM Regression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1661, May.
• Donald W.K. Andrews & Patrik Guggenberger, 2008, "Asymptotics for LS, GLS, and Feasible GLS Statistics in an AR(1) Model with Conditional Heteroskedaticity," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1665, Jun.
• Donald W.K. Andrews & Patrik Guggenberger, 2008, "Asymptotics for LS, GLS, and Feasible GLS Statistics in an AR(1) Model with Conditional Heteroskedaticity," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1665R, Jun, revised Mar 2010.
• Donald W.K. Andrews & Patrik Guggenberger, 2008, "Asymptotics for LS, GLS, and Feasible GLS Statistics in an AR(1) Model with Conditional Heteroskedaticity," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1665R2, Jun, revised Feb 2012.
• Xiaohong Chen & Roger Koenker & Zhijie Xiao, 2008, "Copula-Based Nonlinear Quantile Autoregression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1679, Oct.
• Xiaohong Chen & Yanqin Fan & Demian Pouzo & Zhiliang Ying, 2008, "Estimation and Model Selection of Semiparametric Multivariate Survival Functions under General Censorship," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1683, Nov.
• Christian Dreger & Jürgen Wolters, 2008, "M3 Money Demand and Excess Liquidity in the Euro Area," Working Paper / FINESS, DIW Berlin, German Institute for Economic Research, number 7.1a.
• Christian Dreger & Jürgen Wolters, 2008, "Money Velocity and Asset Prices in the Euro Area," Working Paper / FINESS, DIW Berlin, German Institute for Economic Research, number 7.1b.
• Georg Erber & Ulrich Fritsche, 2008, "Produktivitätswachstum in Deutschland: kein nachhaltiger Aufschwung in Sicht," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 75, issue 36, pages 512-519.
• Jonas Dovern & Ulrich Fritsche, 2008, "Estimating Fundamental Cross-Section Dispersion from Fixed Event Forecasts," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 787.
• Christian Dreger & Jürgen Wolters, 2008, "M3 Money Demand and Excess Liquidity in the Euro Area," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 795.
• Christian Dreger & Jürgen Wolters, 2008, "Money Velocity and Asset Prices in the Euro Area," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 813.
• Chiara Pronzato, 2008, "Return to work after childbirth: Does parental leave matter in Europe?," Working Papers, "Carlo F. Dondena" Centre for Research on Social Dynamics (DONDENA), Università Commerciale Luigi Bocconi, number 014, Oct.
• Aymen Belgacem, 2008, "L'impact des signaux de politique monétaire sur la rentabilité et la volatilité des actions du CAC 40," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2008-38.
• K. Pushpangadan & N. Shanta, 2008, "Competition and Profitability in Indian Manufacturing Industries," Indian Economic Review, Department of Economics, Delhi School of Economics, volume 43, issue 1, pages 103-123, July.