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

• Marcos José Dal Bianco, 2008, "Argentinean real exchange rate 1900-2006, test purchasing power parity theory," Estudios de Economia, University of Chile, Department of Economics, volume 35, issue 1 Year 20, pages 33-64, June.
• Andres Pereyra & Elías Rubinstein & Marcelo Pérez, 2008, "Tasa generadora de viajes para el puerto de Montevideo. Una propuesta metodológica," Documentos de Trabajo (working papers), Department of Economics - dECON, number 2108, Oct.
• Andrea Silvestrini & David Veredas, 2008, "Temporal aggregation of univariate and multivariate time series models: a survey," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/136205, Jul.
• Laurent Moulin & Matteo Sala & Andrea Silvestrini & David Veredas, 2008, "Using intra annual information to forecast the annual state deficit. The case of France," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/136217.
• J. Isaac Miller & Joon Y. Park, 2008, "Nonlinearity, Nonstationarity, and Thick Tails: How They Interact to Generate Persistency in Memory," Working Papers, Department of Economics, University of Missouri, number 0801, Jan.
• Jorge Braga de Macedo & Luis Brites Pereira & Afonso Mendonca Reis, 2008, "Exchange market pressure in African lusophone countries," Nova SBE Working Paper Series, Universidade Nova de Lisboa, Nova School of Business and Economics, number wp527.
• Bayer, C & Hanck, C.H., 2008, "Is double trouble? How to combine cointegration tests," Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR), number 014, Jan, DOI: 10.26481/umamet.2008014.
• Manner, H., 2008, "Testing for Asymmetric Dependence," Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR), number 042, Jan, DOI: 10.26481/umamet.2008042.
• Verma, Reetu & Perera, Nelson, 2008, "An Empirical Analysis of Sustainability of Trade Deficit:Evidence from Sri Lanka," Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia, number wp08-06.
• Martínez Ibáñez, Oscar & Olmo, José, 2008, "A nonlinear threshold model for the dependence of extremes of stationary sequences," Working Papers, Universitat Rovira i Virgili, Department of Economics, number 2072/5361.
• Fulvio Corsi & Francesco Audrino, 2008, "Realized Covariance Tick-by-Tick in Presence of Rounded Time Stamps and General Microstructure Effects," University of St. Gallen Department of Economics working paper series 2008, Department of Economics, University of St. Gallen, number 2008-04, Jan.
• Fulvio Corsi & Francesco Audrino, 2008, "Modeling Tick-by-Tick Realized Correlations," University of St. Gallen Department of Economics working paper series 2008, Department of Economics, University of St. Gallen, number 2008-05, Jan.
• Davide La Vecchia & Fabio Trojani, 2008, "Infinitesimal Robustness for Diffusions," University of St. Gallen Department of Economics working paper series 2008, Department of Economics, University of St. Gallen, number 2008-09, Apr.
• Francesco Audrino & Marcelo C. Medeiros, 2008, "Smooth Regimes, Macroeconomic Variables, and Bagging for the Short-Term Interest Rate Process," University of St. Gallen Department of Economics working paper series 2008, Department of Economics, University of St. Gallen, number 2008-16, Aug.
• Pawel STRAWINSKI & Robert SLEPACZUK, 2008, "Analysis Of High Frequency Data On The Warsaw Stock Exchange In The Context Of Efficient Market Hypothesis," Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, volume 3, issue 3(5)_Fall, pages 306-319.
• Fulvio Corsi & Davide Pirino & Roberto Renò, 2008, "Volatility forecasting: the jumps do matter," Department of Economics University of Siena, Department of Economics, University of Siena, number 534, Jun.
• Don Webber & Paul White & Angela Helvin, 2008, "Modelling structural change using broken sticks," Working Papers, Department of Accounting, Economics and Finance, Bristol Business School, University of the West of England, Bristol, number 0801, Jan.
• Pierre L. Siklos & Diana N. Weymark, 2008, "Data Revisions, Gradualism, and US Inflation Pressure in Real Time," Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics, number 0816, Sep.
• Laura Barbieri, 2008, "Panel Cointegration Tests: A Survey," Rivista Internazionale di Scienze Sociali, Vita e Pensiero, Pubblicazioni dell'Universita' Cattolica del Sacro Cuore, volume 116, issue 1, pages 3-36.
• Adelina Gschwandtner & Jesus Crespo Cuaresma, 2008, "Explaining the persistence of profits: A time-varying approach," Vienna Economics Papers, University of Vienna, Department of Economics, number vie0806, Jun.
• Fatma Marrakchi Charfi, 2008, "Taux de change réel d’équilibre et mésalignements: Enseignements d’un modèle VAR-ECM pour le cas de la Tunisie," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 55, issue 4, pages 439-464.
• Paweł Strawiński & Robert Ślepaczuk, 2008, "Analysis of HF data on the WSE in the context of EMH," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2008-08.
• Yeyati, Eduardo Levy & Schmukler, Sergio L. & Van Horen, Neeltje, 2008, "Crises, capital controls, and financial integration," Policy Research Working Paper Series, The World Bank, number 4770, Nov.
• Krishna Chaitanya, & Emilia Vazquez Rozas, 2008, "Are Emerging Economies Fdi Inflows Cointegrated With Fdi Inflows Of China? ??? An Empirical Investigation," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp904, Dec.
• S. Borağan 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, DOI: 10.1111/j.1538-4616.2008.00115.x.
• Otero, Jesús & Smith, Jeremy & Giulietti, Monica, 2008, "Testing for seasonal unit roots in heterogeneous panels using monthly data in the presence of cross sectional dependence," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 865.
• Jacek Kotlowski, 2008, "Forecasting inflation with dynamic factor model – the case of Poland," Working Papers, Department of Applied Econometrics, Warsaw School of Economics, number 24, Feb.
• Andrzej Toroj, 2008, "Estimation of weights for the Monetary Conditions Index in Poland," Working Papers, Department of Applied Econometrics, Warsaw School of Economics, number 27, Jun.
• Edith Skriner, 2008, "Forecasting Global Flows," FIW Working Paper series, FIW, number 009, Jan.
• Adam Misiorek, 2008, "Short-term forecasting of electricity prices: Do we need a different model for each hour?," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/08/01.
• M. Hashem Pesaran & L. Vanessa Smith & Takashi Yamagata, 2008, "Panel Unit Root Tests in the Presence of a Multifactor Error Structure," Discussion Papers, Department of Economics, University of York, number 08/03, Mar.
• Zagaglia, Paolo, 2008, "Money-market segmentation in the euro area: what has changed during the turmoil?," Bank of Finland Research Discussion Papers, Bank of Finland, number 23/2008.
• Liu, Ruipeng & Di Matteo, Tiziana & Lux, Thomas, 2008, "Multifractality and long-range dependence of asset returns: The scaling behaviour of the Markov-switching multifractal model with lognormal volatility components," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2008-09.
• Herwartz, Helmut, 2008, "Exact inference in diagnosing value-at-risk estimates: A Monte Carlo device," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2008-16.
• Berger, Helge & Harjes, Thomas, 2008, "Does global liquidity matter for monetary policy in the Euro area?," Discussion Papers, Free University Berlin, School of Business & Economics, number 2008/13.
• Weitzel, Enno-Burghard & Keskin, Gülsen & Brosig, Stephan, 2008, "Der türkische Tomatensektor: regionale Gesichtspunkte und räumliche Marktintegration
  [Turkish tomato sector – Regional aspects and spatial market integration]," IAMO Discussion Papers, Leibniz Institute of Agricultural Development in Transition Economies (IAMO), number 120.
• Qin, Duo, 2008, "Uncover Latent PPP by Dynamic Factor Error Correction Model (DF-ECM) Approach: Evidence from Five OECD Countries," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 2, pages 1-26, DOI: 10.5018/economics-ejournal.ja.2008-.
• Liu, Ruipeng & Di Matteo, Tiziana & Lux, Thomas, 2008, "Multifractality and long-range dependence of asset returns: The scaling behaviour of the Markov-switching multifractal model with lognormal volatility components," Kiel Working Papers, Kiel Institute for the World Economy, number 1427.
• Lux, Thomas, 2008, "Sentiment dynamics and stock returns: the case of the German stock market," Kiel Working Papers, Kiel Institute for the World Economy, number 1470.
• Herrmann, Klaus, 2008, "Models for time-varying moments using maximum entropy applied to a generalized measure of volatility," FAU Discussion Papers in Economics, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics, number 06/2008.
• Popp, Stephan, 2008, "A Nonlinear Unit Root Test in the Presence of an Unknown Break," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 45.
• Bayer, Christian & Hanck, Christoph, 2008, "Is Double Trouble? – How to Combine Cointegration Tests," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 48.
• Bayer, Christian & Hanck, Christoph, 2008, "Is double trouble? How to combine cointegration tests," Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen, number 2008,10.
• Čížek, Pavel & Härdle, Wolfgang Karl & Spokoiny, Vladimir, 2008, "Adaptive pointwise estimation in time-inhomogeneous time-series models," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2008-002.
• Härdle, Wolfgang Karl & Hautsch, Nikolaus & Pigorsch, Uta, 2008, "Measuring and modeling risk using high-frequency data," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2008-045.
• Hautsch, Nikolaus & Ou, Yangguoyi, 2008, "Discrete-time stochastic volatility models and MCMC-based statistical inference," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2008-063.
• Hautsch, Nikolaus, 2008, "Testing multiplicative error models using conditional moment tests," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2008-067.
• Brause, Alexander, 2008, "Foreign exchange interventions in emerging market countries: New lessons from Argentina," W.E.P. - Würzburg Economic Papers, University of Würzburg, Department of Economics, number 79.
• Nautz, Dieter & Schmidt, Sandra, 2008, "Monetary Policy Implementation and the Federal Funds Rate," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 08-025.
• Oliver Ledoit & Michael Wolf, 2008, "Robust Performance Hypothesis Testing with the Sharpe Ratio," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 320, Jan.
• Eo, Yunjong & Morley, James C., 2008, "Likelihood-Based Confidence Sets for the Timing of Structural Breaks," MPRA Paper, University Library of Munich, Germany, number 10372, Sep.
• Weron, Rafal & Misiorek, Adam, 2008, "Forecasting spot electricity prices: A comparison of parametric and semiparametric time series models," MPRA Paper, University Library of Munich, Germany, number 10428, Jun.
• Hirawan, Fajar Bambang, 2008, "An Analysis of Employment and Growth in Java after the Economic Crisis 1997/1998: Examining the Role of Farm Activities in West Java," MPRA Paper, University Library of Munich, Germany, number 10441, Jul.
• Rao, B. Bhaskara & Singh, Rup & Kumar, Saten, 2008, "Do we need time series econometrics," MPRA Paper, University Library of Munich, Germany, number 10530, Jan, revised 14 Sep 2008.
• Leong, Choi-Meng & Puah, Chin-Hong & Abu Mansor, Shazali & Evan, Lau, 2008, "Testing the Effectiveness of Monetary Policy in Malaysia Using Alternative Monetary Aggregation," MPRA Paper, University Library of Munich, Germany, number 10568, Jun.
• Giovanis, Eleftherios, 2008, "An algorithm using GARCH process , Monte-Carlo simulation and wavelets analysis for stock prediction," MPRA Paper, University Library of Munich, Germany, number 10674, Sep.
• Proietti, Tommaso, 2008, "Direct and iterated multistep AR methods for difference stationary processes," MPRA Paper, University Library of Munich, Germany, number 10859, Oct.
• Visser, Marcel P., 2008, "Forecasting S&P 500 Daily Volatility using a Proxy for Downward Price Pressure," MPRA Paper, University Library of Munich, Germany, number 11100, Oct.
• Idrovo Aguirre, Byron, 2008, "¿Cuál es el crecimiento de largo plazo de la economía chilena?: Una respuesta formal para una antigua pregunta
  [Which is the growth of long term of the Chilean economy?]," MPRA Paper, University Library of Munich, Germany, number 11114, Feb, revised 14 Aug 2008.
• Sek, Siok Kun & Kapsalyamova, Zhanna, 2008, "Exchange rate pass-through and volatility: Impacts on domestic prices in four Asian countries," MPRA Paper, University Library of Munich, Germany, number 11130, Aug, revised 26 Oct 2008.
• Long, Dara, 2008, "Purchasing Power Parity and Real Exchange Rate in Japan," MPRA Paper, University Library of Munich, Germany, number 11173, Oct.
• Adam, Anokye M. & Tweneboah, George, 2008, "Macroeconomic Factors and Stock Market Movement: Evidence from Ghana," MPRA Paper, University Library of Munich, Germany, number 11256, Oct.
• Grassi, Stefano & Proietti, Tommaso, 2008, "Has the Volatility of U.S. Inflation Changed and How?," MPRA Paper, University Library of Munich, Germany, number 11453, Nov.
• Halicioglu, Ferda, 2008, "An econometric study of CO2 emissions, energy consumption, income and foreign trade in Turkey," MPRA Paper, University Library of Munich, Germany, number 11457.
• Luati, Alessandra & Proietti, Tommaso, 2008, "On the Spectral Properties of Matrices Associated with Trend Filters," MPRA Paper, University Library of Munich, Germany, number 11502, Nov.
• Guidi, Francesco, 2008, "Volatility and Long Term Relations in Equity Markets: Empirical Evidence from Germany, Switzerland, and the UK," MPRA Paper, University Library of Munich, Germany, number 11535, Nov.
• Sanogo, Issa & Gyengani, Zakaria, 2008, "Private investment in guinea, does macro-instability matter? A comparative analysis," MPRA Paper, University Library of Munich, Germany, number 11606, Feb.
• Klein, Achim & Urbig, Diemo, 2008, "Who Drives the Market? Estimating a Heterogeneous Agent-based Financial Market Model Using a Neural Network Approach," MPRA Paper, University Library of Munich, Germany, number 116175, Jun, revised 30 Apr 2011.
• Duasa, Jarita, 2008, "Impact of exchange rate shock on prices of imports and exports," MPRA Paper, University Library of Munich, Germany, number 11624.
• Eliza, Nor & M., Azali & Law, Siong-Hook & Lee, Chin, 2008, "Demand For International Reserves in ASEAN-5 Economies," MPRA Paper, University Library of Munich, Germany, number 11735.
• Kroës, Romain M., 2008, "Quelques bénéfices heuristiques d’une redéfinition du profit
  [Some heuristic Advantages of revising the current Conception of Profit]," MPRA Paper, University Library of Munich, Germany, number 11848, Sep, revised 24 Nov 2008.
• Silva Lopes, Artur C. B. da & Monteiro, Olga Susana, 2008, "Short and long run tests of the expectations hypothesis: the Portuguese case," MPRA Paper, University Library of Munich, Germany, number 12001, Sep.
• Sergio, Bianchi & Alessandro, Trudda, 2008, "Global Asset Return in Pension Funds: a dynamical risk analysis," MPRA Paper, University Library of Munich, Germany, number 12011, May, revised 14 Jun 2008.
• Kleppe, Tore Selland & Skaug, Hans J., 2008, "Simulated maximum likelihood for general stochastic volatility models: a change of variable approach," MPRA Paper, University Library of Munich, Germany, number 12022, Jul.
• Xu, Zhiwei, 2008, "Univariate Unobserved-Component Model with Non-Random Walk Permanent Component," MPRA Paper, University Library of Munich, Germany, number 12038, Nov.
• Kueh, Jerome Swee-Hui & Puah, Chin-Hong & Wong, Chiew-Meu, 2008, "Bounds Estimation for Trade Openness and Government Expenditure Nexus of ASEAN-4 Countries," MPRA Paper, University Library of Munich, Germany, number 12351, Nov.
• Sipos, Ciprian & Boleantu, Mihai, 2008, "Autoregressive models for analysis of foreign investment in Romania," MPRA Paper, University Library of Munich, Germany, number 13082, Apr.
• Duasa, Jarita & Ahmad, Nursilah, 2008, "Identifying good inflation forecaster," MPRA Paper, University Library of Munich, Germany, number 13302.
• Atiq-ur-Rehman, Atiq-ur-Rehman & Zaman, Asad, 2008, "Model specification, observational equivalence and performance of unit root tests," MPRA Paper, University Library of Munich, Germany, number 13489, Jul.
• Habibi, Fateh & Abdul Rahim, Khalid & Chin, Lee, 2008, "United Kingdom and United States Tourism Demand for Malaysia:A Cointegration Analysis," MPRA Paper, University Library of Munich, Germany, number 13590, Nov.
• Faghih, Nezameddin & Faghih, Ali, 2008, "Nyquist Frequency in Sequentially Sampled Data," MPRA Paper, University Library of Munich, Germany, number 14311.
• Bhattacharyya, Surajit & Saxena, Arunima, 2008, "Stock Futures Introduction & Its Impact on Indian Spot Market," MPRA Paper, University Library of Munich, Germany, number 15250.
• Harb, Nasri, 2008, "Oil Exports, Non Oil GDP and Investment in the GCC Countries," MPRA Paper, University Library of Munich, Germany, number 15576, Jun.
• Harding, Don, 2008, "FoolWatch: A Case study of econometric analysis and evidenced-based-policy making in the Australian Government," MPRA Paper, University Library of Munich, Germany, number 16041, Jul.
• Harding, Don, 2008, "FoolWatch - Further Discussion of Econometric Analysis Undertaken By ACCC," MPRA Paper, University Library of Munich, Germany, number 16048, Jul.
• Pandey, Alok Kumar, 2008, "Globalization and WTO: Impact on India’s economic growth and export," MPRA Paper, University Library of Munich, Germany, number 16104, Jan.
• Francq, Christian & Horvath, Lajos & Zakoian, Jean-Michel, 2008, "Sup-tests for linearity in a general nonlinear AR(1) model when the supremum is taken over the full parameter space," MPRA Paper, University Library of Munich, Germany, number 16669.
• Francq, Christian & Zakoian, Jean-Michel, 2008, "Testing the nullity of GARCH coefficients : correction of the standard tests and relative efficiency comparisons," MPRA Paper, University Library of Munich, Germany, number 16672.
• Marvasti, Akbar & Smyth, David, 2008, "Barter and Business Cycles: A Comment and Further Empirical Evidence," MPRA Paper, University Library of Munich, Germany, number 18258, Jan.
• Chen, Shu-Ling & Kim, Hyeongwoo, 2008, "Nonlinear Mean Reversion across National Stock Markets: Evidence from Emerging Asian Markets," MPRA Paper, University Library of Munich, Germany, number 18680, Aug, revised Nov 2009.
• Kumar, Saten, 2008, "Cointegration and the Demand for Energy in Fiji," MPRA Paper, University Library of Munich, Germany, number 18704, Mar.
• Kumar, Saten & Manoka, Billy, 2008, "Testing the Stability of Demand for Money in Tonga," MPRA Paper, University Library of Munich, Germany, number 19300, Jun.
• Rizvi, Syed Kumail Abbas & Naqvi, Bushra, 2008, "Asymmetric Behavior of Inflation Uncertainty and Friedman-Ball Hypothesis: Evidence from Pakistan," MPRA Paper, University Library of Munich, Germany, number 19488, Jan.
• Levent, Korap, 2008, "Asymmetric information content of the YTL/US$ exchange rate return: new evidence from the post-crisis data using arma-egarch-m modeling," MPRA Paper, University Library of Munich, Germany, number 19631, Dec.
• El Bouhadi, A. & Ounir, A. & El Maguiri, M., 2008, "Construction d’un portefeuille efficient : Application empirique à partir d’un échantillon de valeurs cotées à la Bourse des Valeurs de Casablanca
  [THE efficient portfolio construction: an empirical investigation based on some listed shares in cas," MPRA Paper, University Library of Munich, Germany, number 19681, May.
• Tang, Chor Foon, 2008, "Is inflation always a monetary phenomenon in Malaysia?," MPRA Paper, University Library of Munich, Germany, number 19778, Sep.
• Dudek, Sławomir, 2008, "Consumer Survey Data and short-term forecasting of households consumption expenditures in Poland," MPRA Paper, University Library of Munich, Germany, number 19818, Aug.
• Mapa, Dennis & Beronilla, Nikkin, 2008, "Range-Based Models in Estimating Value-at-Risk (VaR)," MPRA Paper, University Library of Munich, Germany, number 21223.
• Othman, Redzuan & Salleh, Norlida Hanim Mohd, 2008, "Hubungan Pembangunan Industri Pelancongan Dan Pertumbuhan Ekonomi Di Beberapa Negara Utama ASEAN
  [Relationship Between Tourism Industry Development and Economic Growth in Major ASEAN Countries]," MPRA Paper, University Library of Munich, Germany, number 22457, Sep, revised 20 Feb 2010.
• El Bouhadi, A. & Elkhider, Abdelkader & Kchirid, El Mustapha & Idriss, El Abbassi, 2008, "LES déterminants du taux de change au Maroc : Une étude empirique
  [THE Exchange Rate Determinants in Morocco: An Empirical Investigation]," MPRA Paper, University Library of Munich, Germany, number 24115, Nov.
• Giovanis, Eleftherios, 2008, "Additional Smoothing Transition Autoregressive Models," MPRA Paper, University Library of Munich, Germany, number 24657, Aug.
• Giovanis, Eleftherios, 2008, "Applications of Least Mean Square (LMS) Algorithm Regression in Time-Series Analysis," MPRA Paper, University Library of Munich, Germany, number 24658, Aug.
• Giovanis, Eleftherios, 2008, "Smoothing Transition Autoregressive (STAR) Models with Ordinary Least Squares and Genetic Algorithms Optimization," MPRA Paper, University Library of Munich, Germany, number 24660, Aug.
• Bandyopadhyay, Kaushik Ranjan, 2008, "Implication of Fuel Price Deregulation on Fuel Demand and CO2 Emission: A Case Study of Car Ownership and Utilisation in India," MPRA Paper, University Library of Munich, Germany, number 25641, revised 2009.
• Frappa, Sebastien & Murez, Michèle & Montornès, Jérémi & Barbier de la Serre, Anne, 2008, "Bank interest rates pass-through: new evidence from French panel data," MPRA Paper, University Library of Munich, Germany, number 26709, Aug.
• Rashid, Abdul, 2008, "Macroeconomic Variables and Stock Market Performance: Testing for Dynamic Linkages with a Known Structural Break," MPRA Paper, University Library of Munich, Germany, number 26937, Jan.
• Abdul Karim, Zulkefly & Zaidi, Mohd Azlan Shah & Jusoh, Mansor, 2008, "Variabiliti harga relatif dan inflasi : bukti empirikal di Semenanjung Malaysia, Sabah dan Sarawak
  [Relative price variability and inflation: empirical evidence in Peninsular Malaysia, Sabah and Sarawak]," MPRA Paper, University Library of Munich, Germany, number 26970, Jan, revised Jun 2008.
• Abdul Karim, Zulkefly & Abdul Karim, Bakri, 2008, "Stock market integration: Malaysia and its major trading partners," MPRA Paper, University Library of Munich, Germany, number 26976, Dec, revised Jun 2009.
• Abderrazik, Amal & Boutkardine, Mehdi & El Bahi, Nour El Houda & Kartoubi, Salah Eddine & El Bouhadi, Abdelhamid, 2008, "Evaluation du Risque d’un Echantillon de Valeurs Mobilières de la Bourse de Casablanca
  [Risk Assessment of a Sample of Securities in Casablanca Stock Exchange]," MPRA Paper, University Library of Munich, Germany, number 27731, May.
• Dinda, Soumyananda, 2008, "Factors Determining FDI to Nigeria: An Empirical Investigation," MPRA Paper, University Library of Munich, Germany, number 28097, Jul, revised Nov 2010.
• Omay, Tolga, 2008, "The Term Structure of Interest Rate as a Predictor of Inflation and Real Economic Activity: Nonlinear Evidence from Turkey," MPRA Paper, University Library of Munich, Germany, number 28572.
• Harding, Don, 2008, "Detecting and forecasting business cycle turning points," MPRA Paper, University Library of Munich, Germany, number 33583, Sep.
• Mohamed Hassan, Hisham, 2008, "Cointegration growth, poverty and inequality in Sudan," MPRA Paper, University Library of Munich, Germany, number 36651, May, revised Feb 2012.
• Guzman, Giselle C., 2008, "Using sentiment surveys to predict GDP growth and stock returns," MPRA Paper, University Library of Munich, Germany, number 36653, Oct.
• Raihan, Selim, 2008, "Trade Liberalization and Poverty in Bangladesh," MPRA Paper, University Library of Munich, Germany, number 37905, Dec.
• Bruno, Giancarlo, 2008, "Forecasting Using Functional Coefficients Autoregressive Models," MPRA Paper, University Library of Munich, Germany, number 42335, Jun.
• Jiranyakul, Komain & Brahmasrene, Tantatape, 2008, "Cointegration between Investment and Saving in Selected Asian Countries: ARDL Bounds Testing Procedure," MPRA Paper, University Library of Munich, Germany, number 45076.
• Xu, Zhiwei, 2008, "Univariate Unobserved-Component Model with Non-Random Walk Permanent Component," MPRA Paper, University Library of Munich, Germany, number 46162, Nov.
• Xu, Zhiwei, 2008, "Univariate Unobserved-Component Model with a Non-Random-Walk Permanent Component," MPRA Paper, University Library of Munich, Germany, number 50053, Nov.
• Jiranyakul, Komain, 2008, "Empirical Assessment of the Present Value Model of Stock Prices Using the Data from Thailand’s Stock Market," MPRA Paper, University Library of Munich, Germany, number 55156, Jun.
• Ventosa-Santaulària, Daniel, 2008, "Spurious Instrumental Variables," MPRA Paper, University Library of Munich, Germany, number 59005.
• Ventosa-Santaulària, Daniel, 2008, "Spurious Regression," MPRA Paper, University Library of Munich, Germany, number 59008.
• Valle e Azevedo, João, 2008, "A Multivariate Band-Pass Filter," MPRA Paper, University Library of Munich, Germany, number 6555, Jan.
• Halicioglu, Ferda, 2008, "The J-Curve Dynamics of Turkey: An Application of ARDL Model," MPRA Paper, University Library of Munich, Germany, number 6824, Jan.
• Proietti, Tommaso, 2008, "Structural Time Series Models for Business Cycle Analysis," MPRA Paper, University Library of Munich, Germany, number 6854, Jan.
• Buncic, Daniel, 2008, "A note on long horizon forecasts of nonlinear models of real exchange rates: Comments on Rapach and Wohar (2006)," MPRA Paper, University Library of Munich, Germany, number 6904, Jan.
• Fugarolas Álvarez-Ude, Guadalupe & Mañalich Gálvez, Isis & Matesanz Gómez, David, 2008, "Empirical Evidence Of The Balance Of Payments Constrained Growth In Cuba. The Effects Of Comercial Regimes Since 1960," MPRA Paper, University Library of Munich, Germany, number 6993, Feb.
• Caleiro, António, 2008, "Detecting Peaks and Valleys in the Number of Births in Portugal," MPRA Paper, University Library of Munich, Germany, number 7031, Jan.
• Travaglini, Guido, 2008, "Dynamic GMM Estimation With Structural Breaks. An Application to Global Warming and its Causes," MPRA Paper, University Library of Munich, Germany, number 7108, Feb.
• Alper, C. Emre & Fendoglu, Salih & Saltoglu, Burak, 2008, "Forecasting Stock Market Volatilities Using MIDAS Regressions: An Application to the Emerging Markets," MPRA Paper, University Library of Munich, Germany, number 7460, Mar.
• Rao, Gyaneshwar, 2008, "The Relationship between Crude and Refined Product Market: The Case of Singapore Gasoline Market using MOPS Data," MPRA Paper, University Library of Munich, Germany, number 7579, Mar.
• SELLAMI, Ahmed & CHIKHI, Mohamed, 2008, "تقدير دالة الادخار العائلي في الجزائر 1970-2005
  [Estimating the household saving function in Algeria 1970-2005]," MPRA Paper, University Library of Munich, Germany, number 76720, revised 2008.
• Chin, Wencheong, 2008, "Spurious long-range dependence: evidence from Malaysian equity markets," MPRA Paper, University Library of Munich, Germany, number 7914.
• Degiannakis, Stavros, 2008, "ARFIMAX and ARFIMAX-TARCH Realized Volatility Modeling," MPRA Paper, University Library of Munich, Germany, number 80465.
• Razzak, Weshah, 2008, "On The dynamic of search, matching and productivity in New Zealand and Australia," MPRA Paper, University Library of Munich, Germany, number 8262.
• Lanne, Markku & Saikkonen, Pentti, 2008, "Modeling Expectations with Noncausal Autoregressions," MPRA Paper, University Library of Munich, Germany, number 8411.
• Saghaian, Sayed & Ozertan, Gokhan & Spaulding, Aslihan, 2008, "The Impacts of Atlantic Bonito Rush and the Avian Influenza on Meat Products in Turkey," MPRA Paper, University Library of Munich, Germany, number 8507, Feb.
• Sitzia, Bruno & Iovino, Doriana, 2008, "Nonlinearities in Exchange rates: Double EGARCH Threshold Models for Forecasting Volatility," MPRA Paper, University Library of Munich, Germany, number 8661, Jan.
• Petranov, Stefan, 2008, "Оценка На Бета Коефициентите На Публични Дружества В България
  [Estimation of Beta Coefficients for Publicly Traded Companies in Bulgaria]," MPRA Paper, University Library of Munich, Germany, number 88385.
• Luati, Alessandra & Proietti, Tommaso, 2008, "On the Equivalence of the Weighted Least Squares and the Generalised Least Squares Estimators, with Applications to Kernel Smoothing," MPRA Paper, University Library of Munich, Germany, number 8910, May.
• Bernardi, Mauro & Della Corte, Giuseppe & Proietti, Tommaso, 2008, "Extracting the Cyclical Component in Hours Worked: a Bayesian Approach," MPRA Paper, University Library of Munich, Germany, number 8967, May.
• Visser, Marcel P., 2008, "Garch Parameter Estimation Using High-Frequency Data," MPRA Paper, University Library of Munich, Germany, number 9076, Jun.
• Hall, Alastair R. & Han, Sanggohn & Boldea, Otilia, 2008, "Inference regarding multiple structural changes in linear models estimated via two stage least squares," MPRA Paper, University Library of Munich, Germany, number 9251, Jun, revised 20 Jun 2008.
• Salazar, Eduardo, 2008, "Curva de Phillips y la Tasa Natural de Desempleo. Una aproximación simple para el Perú. (1993 - 2006)
  [Phillips Curve and the natural rate of unemployment. A simple approach to Peru. (1993 - 2006)]," MPRA Paper, University Library of Munich, Germany, number 9527, Jan.
• Strawinski, Pawel & Slepaczuk, Robert, 2008, "Analysis of HF data on the WSE in the context of EMH," MPRA Paper, University Library of Munich, Germany, number 9532, Jun.
• Salazar, Eduardo, 2008, "El Riesgo País y el Tipo de Cambio Nominal entre el Perú y Estados Unidos. Una aproximación a través de un Modelo de Mercado de Activos de determinación del Tipo de Cambio. (1998:12 – 2007:12)
  [The Country Risk and the nominal exchange rate betwee," MPRA Paper, University Library of Munich, Germany, number 9540, Apr.
• Lorde, Troy & Francis, Brian & Skeete, Stephney, 2008, "Are Shocks to Barbados Long-Stay Visitor Arrivals Permanent or Temporary: A Short Empirical Note," MPRA Paper, University Library of Munich, Germany, number 95597, Dec.
• Lorde, Troy & Francis, Brian & Waithe, Kimberly & Taylor, Timothy, 2008, "Interest Rate Determination in Small Developing Countries," MPRA Paper, University Library of Munich, Germany, number 95621, Jan.
• Goodwin, Barry K. & Holt, Matthew T. & Prestemon, Jeffery P., 2008, "The Commodity Terms of Trade, Unit Roots, and Nonlinear Alternatives: A Smooth Transition Approach," MPRA Paper, University Library of Munich, Germany, number 9684, Apr.
• Rao, B. Bhaskara, 2008, "Estimates of the Steady State Growth Rates for Selected Asian Countries with an Extended Solow Model," MPRA Paper, University Library of Munich, Germany, number 9724, Jul, revised 01 Jul 2008.
• S. Adnan H. A. S., Bukhari & Safdar Ullah, Khan, 2008, "Estimating Output Gap for Pakistan Economy:Structural and Statistical Approaches," MPRA Paper, University Library of Munich, Germany, number 9736, Apr, revised 20 Jun 2008.
• Thabo Mokoena & Rangan Gupta & Renee van Eyden, 2008, "Testing for PPP Using SADC Real Exchange Rates," Working Papers, University of Pretoria, Department of Economics, number 200822, Jun.
• Radka Štiková, 2008, "Models of political cycles: the czech experience," Prague Economic Papers, Prague University of Economics and Business, volume 2008, issue 3, pages 213-229, DOI: 10.18267/j.pep.330.
• Alexandr Kuchynka, 2008, "An empirical application of a two-factor model of stochastic volatility," Prague Economic Papers, Prague University of Economics and Business, volume 2008, issue 3, pages 243-253, DOI: 10.18267/j.pep.332.
• Josef Arlt & Milan Bašta, 2008, "Časové řady měsíční a roční míry inflace a jejich vlastnosti
  [Time series of monthly and yearly inflation rates and their properties]," Politická ekonomie, Prague University of Economics and Business, volume 2008, issue 4, pages 536-556, DOI: 10.18267/j.polek.652.
• António Rua & Francisco Craveiro Dias, 2008, "Forecasting Using Targeted Diffusion Indexes," Working Papers, Banco de Portugal, Economics and Research Department, number w200807.
• José R. Maria & Sara Serra, 2008, "Forecasting investment: A fishing contest using survey data," Working Papers, Banco de Portugal, Economics and Research Department, number w200818.
• António Rua & Cláudia Duarte & Francisco Craveiro Dias, 2008, "Inflation expectations in the euro area: Are consumers rational?," Working Papers, Banco de Portugal, Economics and Research Department, number w200823.
• Mohitosh Kejriwal & Pierre Perron, 2008, "Testing for Multiple Structural Changes in Cointegrated Regression Models," Purdue University Economics Working Papers, Purdue University, Department of Economics, number 1216, Nov.
• Jason Allen & Allan Gregory & Katsumi Shimotsu, 2008, "Empirical Likelihood Block Bootstrapping," Working Paper, Economics Department, Queen's University, number 1156, Mar.
• Morten Ø. Nielsen & Per Houmann Frederiksen, 2008, "Fully Modified Narrow-band Least Squares Estimation Of Stationary Fractional Cointegration," Working Paper, Economics Department, Queen's University, number 1171, Jul.
• Morten Ø. Nielsen, 2008, "A Powerful Tuning Parameter Free Test Of The Autoregressive Unit Root Hypothesis," Working Paper, Economics Department, Queen's University, number 1175, Jul.
• Bent Jesper Christensen & Morten Ø. Nielsen & Thomas Busch, 2008, "The Role Of Implied Volatility In Forecasting Future Realized Volatility And Jumps In Foreign Exchange, Stock, And Bond Markets," Working Paper, Economics Department, Queen's University, number 1181, Oct.
• Morten Ø. Nielsen, 2008, "A Powerful Test Of The Autoregressive Unit Root Hypothesis Based On A Tuning Parameter Free Statistic," Working Paper, Economics Department, Queen's University, number 1185, Oct.
• Jan J.J. Groen & George Kapetanios, 2008, "Revisiting Useful Approaches to Data-Rich Macroeconomic Forecasting," Working Papers, Queen Mary University of London, School of Economics and Finance, number 624, Mar.
• Jana Eklund & George Kapetanios, 2008, "A Review of Forecasting Techniques for Large Data Sets," Working Papers, Queen Mary University of London, School of Economics and Finance, number 625, Mar.
• Andrea Carriero & George Kapetanios & Massimiliano Marcellino, 2008, "Forecasting with Dynamic Models using Shrinkage-based Estimation," Working Papers, Queen Mary University of London, School of Economics and Finance, number 635, Oct.
• Frederick H. Wallace & Rene Lozano Cortes & Luis Fernando Cabrera Castellanos, 2008, "Pruebas de cointegracion de paridad de poder de compra," EconoQuantum, Revista de Economia y Finanzas, Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia., volume 4, issue 2, pages 7-25, Enero-Jun.
• Ralf Becker & Adam Clements & Andrew McClelland, 2008, "The Jump component of S&P 500 volatility and the VIX index," NCER Working Paper Series, National Centre for Econometric Research, number 24, Mar.
• Pedro Silos & Karsten Jeske & Rajeev Dhawan, 2008, "Productivity, Energy Prices and the Great Moderation: A New Link," 2008 Meeting Papers, Society for Economic Dynamics, number 877.
• Cristiana Tudor, 2008, "Modelarea volatilitatii seriilor de timp prin modele GARCH simetrice," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 11, issue 30, pages 183-208, (4).
• Szymon Wlazlowski & Monica Giulietti & Jane Binner & Costas Milas, 2008, "Smooth Transition Models in Price Transmission," Working Paper series, Rimini Centre for Economic Analysis, number 04_08, Jan.
• Steve Lawford & Michalis P. Stamatogiannis, 2008, "The Finite-Sample E ects of VAR Dimensions on OLS Bias, OLS Variance, and Minimum MSE Estimators," Working Paper series, Rimini Centre for Economic Analysis, number 13_08, Jan.
• Mark J. Jensen & John M. Maheu, 2009, "Bayesian Semiparametric Stochastic Volatility Modeling," Working Paper series, Rimini Centre for Economic Analysis, number 23_09, Jan.
• Dean Fantazzini, 2008, "An Econometric Analysis of Financial Data in Risk Management," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 10, issue 2, pages 91-137.
• Henry Penikas, 2008, "Forecasting for the Bank's Asset-Liability Management," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 12, issue 4, pages 3-26.
• Dean Fantazzini, 2008, "Econometric Analysis of Financial Data in Risk Management (continuation). Section III: Managing Operational Risk," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 11, issue 3, pages 87-122.
• Dean Fantazzini, 2008, "Credit Risk Management," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 12, issue 4, pages 84-137.
• Boris Brodsky, 2008, "Structural Changes and Unit Roots: Distinguishing Models of Nonstationary Time Series," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 11, issue 3, pages 52-63.
• Richard Jong-A-Pin & Jakob de Haan, 2008, "Time-varying impact of public capital on output: New evidence based on VARs for OECD countries," EIB Papers, European Investment Bank, Economics Department, number 3/2008, Jul.
• Mariam Camarero & Renato G. Flôres, 2008, "A “SURE” Approach to Testing for Convergence in Regional Integrated areas: An Application to Output Convergence in Mercosur," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 23, pages 1-23.
• Mircea Gligor & Marcel Ausloos, 2008, "Convergence and Cluster Structures in EU Area according to Fluctuations in Macroeconomic Indices," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 23, pages 297-330.
• Torben W. Hendricks & Bernd Kempa, 2008, "Asymmetric Transmission of Monetary Policy in Europe: a Markov-switching Approach," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 23, pages 873-895.
• Mario Gómez & José Carlos Rodríguez, 2008, "Patenting activity and innovativeness in US and Japan: an econometric analysis," Revista Nicolaita de Estudios Económicos, Universidad Michoacana de San Nicolás de Hidalgo, Instituto de Investigaciones Económicas y Empresariales, volume 0, issue 1, pages 9-23.
• Albu, Lucian Liviu, 2008, "A Model to Estimate the Composite Index of Economic Activity in Romania – IEF-RO," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 5, issue 2, pages 44-50, June.
• Fernandez, Paula & Teixeira, Joao & Ferreira, Joao & Azevedo, Susana G., 2008, "Modelling Tourism Demand: A Comparative Study Between Artificial Neural Networks And The Box-Jenkins Methodology," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 5, issue 3, pages 30-50, Septembe2.
• Ruxanda, Gheorghe & Botezatu, Andreea, 2008, "Spurious Regression And Cointegration. Numerical Example: Romania’S M2 Money Demand," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 5, issue 3, pages 51-62, September.
• Scutaru, Cornelia & Saman, Corina & Stanica, Cristian, 2008, "Predictability And Complexity In Macroeconomics. The Case Of Gross Fixed Capital Formation In The Romanian Economy," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 5, issue 4, pages 196-205, December.