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

• Matteo Formenti, 2008, "Indicators and Tests of Sustainability: The Italian Case," Rivista di Politica Economica, SIPI Spa, volume 98, issue 6, pages 123-160, November-.
• Bruno Caprettini, 2008, "Finance and the Diffusion of Digital Technologies," Rivista di Politica Economica, SIPI Spa, volume 98, issue 6, pages 79-122, November-.
• Giancarlo Marini & Alessandro Piergallini, 2008, "Indicators and Tests of Fiscal Sustainability: An Integrated Approach," CEIS Research Paper, Tor Vergata University, CEIS, number 111, Jul, revised 11 Jul 2008.
• Tommaso Proietti & Alessandra Luati, 2013, "The Exponential Model for the Spectrum of a Time Series: Extensions and Applications," CEIS Research Paper, Tor Vergata University, CEIS, number 272, Apr, revised 19 Apr 2013.
• Tommaso Proietti & Alessandra Luati, 2013, "The Generalised Autocovariance Function," CEIS Research Paper, Tor Vergata University, CEIS, number 276, Apr, revised 30 Apr 2013.
• Samih Antoine Azar, 2008, "The Effect of the Lebanese Peg to the US Dollar on Market Efficiency and Risk," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 7, issue 1, pages 1-15, January, DOI: 10.1177/097265270700700101.
• Sanjeev Gupta & Gulshan Kumar, 2008, "Growth Performance and Forecasts of Exports of Leather Industry in Punjab," Foreign Trade Review, , volume 43, issue 1, pages 27-41, April, DOI: 10.1177/0015732515080102.
• Krishna Chaitanya Vadlamannati, 2008, "Do Insurance Sector Growth and Reforms Affect Economic Development? Empirical Evidence from India," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, volume 2, issue 1, pages 43-86, March, DOI: 10.1177/097380100700200102.
• Madhusudan Ghosh, 2008, "Economic Reforms, Growth and Regional Divergence in India," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, volume 2, issue 3, pages 265-285, August, DOI: 10.1177/097380100800200303.
• Jana Eklund & George Kapetanios, 2008, "A review of forecasting techniques for large datasets," National Institute Economic Review, National Institute of Economic and Social Research, volume 203, issue 1, pages 109-115, January.
• Jan Babecký & Kamil Dybczak, 2008, "Real Wage Flexibility in the Enlarged Eu: Evidence From a Structural Var," National Institute Economic Review, National Institute of Economic and Social Research, volume 204, issue 1, pages 126-138, April.
• Amarjit Singh Sethi, 2008, "Some Methodological Aspects of Rates of Growth Computations," South Asia Economic Journal, Institute of Policy Studies of Sri Lanka, volume 9, issue 1, pages 195-209, June, DOI: 10.1177/139156140700900109.
• Harendra Behera & Vathsala Narasimhan & K.N. Murty, 2008, "Relationship between Exchange Rate Volatility and Central Bank Intervention," South Asia Economic Journal, Institute of Policy Studies of Sri Lanka, volume 9, issue 1, pages 69-84, June, DOI: 10.1177/139156140700900103.
• Mahmood-ul-Hasan Khan, 2008, "Short Run Effects of an Unanticipated Change in Monetary Policy: Interpreting Macroeconomic Dynamics in Pakistan," SBP Research Bulletin, State Bank of Pakistan, Research Department, volume 4, pages 1-30.
• S. Adnan H. A. S. Bukhari & Safdar Ullah Khan, 2008, "Estimating Output Gap for Pakistan Economy: Structural and Statistical Approaches," SBP Research Bulletin, State Bank of Pakistan, Research Department, volume 4, pages 31-60.
• Syed Adnan H. A. S. Bukhari & Safdar Ullah Khan, 2008, "Estimating Output Gap for Pakistan economy: Structural and Statistical Approaches," SBP Working Paper Series, State Bank of Pakistan, Research Department, number 24, Jun.
• Mustafa Caglayan & Jing Di, 2008, "Does Real Exchange Rate Volatility Affect Sectoral Trade Flows?," Working Papers, The University of Sheffield, Department of Economics, number 2008011, Sep, revised Sep 2008.
• Patrick Richard, 2008, "Modified Fast Double Sieve Bootstraps for ADF Tests," Cahiers de recherche, Departement d'économique de l'École de gestion à l'Université de Sherbrooke, number 08-17.
• Hüseyin Avni EGELİ & Haluk EGELİ, 2008, "Bir Geçiş Ekonomisi Olarak Kırgızistan’ın Dış Borçlarının Sürdürebilirliği," Sosyoekonomi Journal, Sosyoekonomi Society, issue 2008-1.
• Recep DÜZGÜN & Emine BİLGİLİ, 2008, "Kamu Tüketim Harcaması ve Özel Tüketim: Orta Asya Ülkeleri Üzerine Panel Veri Analizi," Sosyoekonomi Journal, Sosyoekonomi Society, issue 2008-2.
• P. Saavedra & C. Hernández & I. Luengo & J. Artiles & A. Santana, 2008, "Estimation of population spectrum for linear processes with random coefficients," Computational Statistics, Springer, volume 23, issue 1, pages 79-98, January, DOI: 10.1007/s00180-007-0069-5.
• Paresh Narayan, 2008, "Is Asian per capita GDP panel stationary?," Empirical Economics, Springer, volume 34, issue 3, pages 439-449, June, DOI: 10.1007/s00181-007-0129-2.
• Andrea Silvestrini & Matteo Salto & Laurent Moulin & David Veredas, 2008, "Monitoring and forecasting annual public deficit every month: the case of France," Empirical Economics, Springer, volume 34, issue 3, pages 493-524, June, DOI: 10.1007/s00181-007-0132-7.
• Roger Bowden & Jennifer Zhu, 2008, "The agribusiness cycle and its wavelets," Empirical Economics, Springer, volume 34, issue 3, pages 603-622, June, DOI: 10.1007/s00181-007-0140-7.
• Andrea Cipollini & Kostas Mouratidis & Nicola Spagnolo, 2008, "Evaluating currency crises: the case of the European monetary system," Empirical Economics, Springer, volume 35, issue 1, pages 11-27, August, DOI: 10.1007/s00181-007-0141-6.
• Peter Sephton, 2008, "Critical values of the augmented fractional Dickey–Fuller test," Empirical Economics, Springer, volume 35, issue 3, pages 437-450, November, DOI: 10.1007/s00181-007-0171-0.
• Abdulnasser Hatemi-J, 2008, "Tests for cointegration with two unknown regime shifts with an application to financial market integration," Empirical Economics, Springer, volume 35, issue 3, pages 497-505, November, DOI: 10.1007/s00181-007-0175-9.
• David McMillan, 2008, "Non-linear cointegration and adjustment: an asymmetric exponential smooth-transition model for US interest rates," Empirical Economics, Springer, volume 35, issue 3, pages 591-606, November, DOI: 10.1007/s00181-007-0180-z.
• Michael Sørensen, 2008, "Efficient estimation for ergodic diffusions sampled at high frequency," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2007-46, Jan.
• Changli He & Annastiina Silvennoinen & Timo Teräsvirta, 2008, "Parameterizing unconditional skewness in models for financial time series," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-07, Jan.
• Christina Amado & Timo Teräsvirta, 2008, "Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-08, Jan.
• Peter Christoffersen & Kris Dorion & Yintian Wang, 2008, "Volatility Components, Affine Restrictions and Non-Normal Innovations," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-10, Feb.
• Lars Stentoft, 2008, "Option Pricing using Realized Volatility," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-13, Mar.
• Jie Zhu, 2008, "FIEGARCH-M and and International Crises: A Cross-Country Analysis," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-16, Mar.
• Michael Sørensen, 2008, "Parametric inference for discretely sampled stochastic differential equations," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-18, Apr.
• Anne Péguin-Feissolle & Birgit Strikholm & Timo Teräsvirta, 2008, "Testing the Granger noncausality hypothesis in stationary nonlinear models of unknown functional form," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-19, Apr.
• Frank S. Nielsen, 2008, "Local polynomial Whittle estimation covering non-stationary fractional processes," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-28, Jun.
• Per Frederiksen & Frank S. Nielsen & Morten Ørregaard Nielsen, 2008, "Local polynomial Whittle estimation of perturbed fractional processes," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-29, Jun.
• Mika Meitz & Pentti Saikkonen, 2008, "Parameter estimation in nonlinear AR-GARCH models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-30, Jun.
• Per Frederiksen & Morten Ørregaard Nielsen, 2008, "Bias-reduced estimation of long memory stochastic volatility," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-35, Jun.
• Morten Ørregaard Nielsen, 2008, "A Powerful Test of the Autoregressive Unit Root Hypothesis Based on a Tuning Parameter Free Statistic," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-36, Jun.
• Christian M. Dahl & Emma M. Iglesias, 2008, "The limiting properties of the QMLE in a general class of asymmetric volatility models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-38, Jul.
• Lars Stentoft, 2008, "American Option Pricing using GARCH models and the Normal Inverse Gaussian distribution," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-41, Sep.
• Christian M. Dahl & Henrik Hansen & John Smidt, 2008, "The cyclical component factor model," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-44, Sep.
• Bent Jesper Christensen & Christian M. Dahl & Emma M. Iglesias, 2008, "Semiparametric Inference in a GARCH-in-Mean Model," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-46, Sep.
• Tim Bollerslev & Tzuo Hao & George Tauchen, 2008, "Expected Stock Returns and Variance Risk Premia," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-48, Sep.
• Tim Bollerslev, 2008, "Glossary to ARCH (GARCH)," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-49, Sep.
• Bent Jesper Christensen & Michael Sørensen, 2008, "Optimal inference in dynamic models with conditional moment restrictions," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-51, Sep.
• Per Frederiksen & Frank S. Nielsen, 2008, "Estimation of Dynamic Models with Nonparametric Simulated Maximum Likelihood," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-59, Nov.
• Giuseppe Cavaliere & David I. Harvey & Stephen J. Leybourne & A.M. Robert Taylor, 2008, "Testing for Unit Roots in the Presence of a Possible Break in Trend and Non-Stationary Volatility," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-62, Dec.
• Trevor Breusch & Farshid Vahid, 2008, "Global Temperature Trends," ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics, number 2008-495, Jul.
• Christian M. Hafner & Helmut Herwartz, 2008, "Testing for Causality in Variance Usinf Multivariate GARCH Models," Annals of Economics and Statistics, GENES, issue 89, pages 215-241.
• Rebeca Jiménez-Rodríguez & Giuseppe Russo, 2008, "Institutional Rigidities and Employment Rigidity on the Italian Labour Market," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot, Berlin, volume 54, issue 3, pages 217-227.
• Alexander Perruchoud, 2008, "Analyzing the Swiss Business Cycle," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot, Berlin, volume 54, issue 4, pages 255-292.
• Terence C. Mills, 2008, "Exploring historical economic relationships: two and a half centuries of British interest rates and inflation," Cliometrica, Journal of Historical Economics and Econometric History, Association Française de Cliométrie (AFC), volume 2, issue 3, pages 213-228, October.
• Claude Diebolt & Magali Jaoul-Grammare, 2008, "Econométrie historique des salaires en France : une relecture des années charnières," Working Papers, Association Française de Cliométrie (AFC), number 08-08.
• Claude Diebolt & Karine Pellier, 2008, "Analyse spectrale de l’évolution de longue période des brevets en France, en Allemagne, en Grande-Bretagne, aux Etats-Unis et au Japon (17ème-20ème siècles)," Working Papers, Association Française de Cliométrie (AFC), number 08-09.
• Baek, Jungho & Koo, Won W., 2008, "A Dynamic Approach to the FDI-Environment Nexus: The Case of China and India," 2008 Annual Meeting, July 27-29, 2008, Orlando, Florida, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association), number 6508, DOI: 10.22004/ag.econ.6508.
• Weitzel, Enno-Burghard & Keskin, Gulsen & Brosig, Stephan, 2008, "Der Türkische Tomatensektor – Regionale Gesichtspunkte Und Räumliche Marktintegration," IAMO Discussion Papers, Institute of Agricultural Development in Transition Economies (IAMO), number 91910, DOI: 10.22004/ag.econ.91910.
• Allen, Jason & Gregory, Allan W. & Shimotsu, Katsumi, 2008, "Empirical Likelihood Block Bootstrapping," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273632, Mar, DOI: 10.22004/ag.econ.273632.
• Orregaard Nielsen, Morten, 2008, "A Powerful Tuning Parameter Free Test of the Autoregressive Unit Root Hypothesis," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273651, Jul, DOI: 10.22004/ag.econ.273651.
• Busch, Thomas & Jesper Christensen, Bent & Orregaard Nielsen, Morten, 2008, "The Role of Implied Volatility in Forecasting Future Realized Volatility and Jumps in Foreign Exchange, Stock, and Bond Markets," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273658, Oct, DOI: 10.22004/ag.econ.273658.
• Orregaard Nielsen, Morten, 2008, "A Powerful Test of the Autoregressive Unit Root Hypothesis Based on a Tuning Parameter Free Statistic," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273662, Oct, DOI: 10.22004/ag.econ.273662.
• Resende Filho, Moises de Andrade, None, "Potenciais benefícios do sistema de rastreabilidade animal dos EUA para o setor de carnes americano," Brazilian Journal of Rural Economy and Sociology (Revista de Economia e Sociologia Rural-RESR), Sociedade Brasileira de Economia e Sociologia Rural, volume 46, issue 4, pages 1-26, DOI: 10.22004/ag.econ.61199.
• Tejada, Cesar Augusto Oviedo & Silva, Agnaldo Gomes da, None, "O pass-through das variações da taxa de câmbio para os preços dos principais produtos exportados pelo Brasil," Brazilian Journal of Rural Economy and Sociology (Revista de Economia e Sociologia Rural-RESR), Sociedade Brasileira de Economia e Sociologia Rural, volume 46, issue 01, pages 1-35, DOI: 10.22004/ag.econ.61279.
• Hossain, Akhand Akhtar, 2008, "The Agricultural and the External (Net Barter) Terms of Trade in Bangladesh: Trends, Movements and Relationships, 1952-2006," Review of Applied Economics, Lincoln University, Department of Financial and Business Systems, volume 4, issue 01-2, pages 1-15, DOI: 10.22004/ag.econ.50011.
• Saghaian, Sayed H. & Ozertan, Gokhan & Spaulding, Aslihan D., 2008, "The Impacts of Atlantic Bonito Rush and the Avian Influenza on Meat Products in Turkey," 2008 Annual Meeting, February 2-6, 2008, Dallas, Texas, Southern Agricultural Economics Association, number 6892, DOI: 10.22004/ag.econ.6892.
• Nicola, Danieli Scalcon & Freitas, Clailton Ataides & Paz, Marlon Vidal, 2008, "Previsão Dos Preços Do Açúcar E Análise Da Sua Volatilidade No Mercado Futuro Brasileiro (2003 A 2007): Uma Aplicação De Modelos Da Família Arch," 46th Congress, July 20-23, 2008, Rio Branco, Acre, Brazil, Sociedade Brasileira de Economia, Administracao e Sociologia Rural (SOBER), number 108829, Jul, DOI: 10.22004/ag.econ.108829.
• Otero, Jesus & Smith, Jeremy & Giulietti, Monica, , "Testing for seasonal unit roots in heterogeneous panels using monthly data in the presence of cross sectional dependence," Economic Research Papers, University of Warwick - Department of Economics, number 269863, DOI: 10.22004/ag.econ.269863.
• Ioan TalpoÅŸ & Cosmin Enache, 2008, "Fiscal Policy Sustainability In Romania," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, volume 1, issue 10, pages 1-23.
• Valentina Vasile & Mariana Balan, 2008, "Impact Of Greenhouse Effect Gases On Climatic Changes. Measurement Indicators And Forecast Models," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, volume 2, issue 10, pages 1-19.
• Dijk, D. van & Diks, C.G.H. & Panchenko, V., 2008, "Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 08-03.
• Veridiana Ramos Carvalho & Gilberto Tadeu Lima & Antonio Tiago Loureiro Araujo dos Santos, 2008, "A Restrição Externa como Fator Limitante do Crescimento Econômico Brasileiro: Um Teste Empírico," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], volume 9, issue 2, pages 285-307.
• Pedro Raffy Vartanian, 2008, "Choques monetários e cambiais sob regimes de câmbio flutuante nos países membros do Mercosul: há indícios de convergência macroeconômica?," Anais do XXXVI Encontro Nacional de Economia [Proceedings of the 36th Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 200807211410580.
• Mosar Leandro Ness & Igor Clemente de Morais & Vanessa Battisti, 2008, "Oferta e Demanda por Exportações de Automóveis (1992-2006)," Anais do XXXVI Encontro Nacional de Economia [Proceedings of the 36th Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 200807211626060.
• Camilo Serrano & Martin Hoesli, 2008, "Are Securitized Real Estate Returns More Predictable Than Stock Returns?," ERES, European Real Estate Society (ERES), number eres2008_252, Jan.
• Dimitra Kyriakopoulou & Antonis Demos, 2010, "Edgeworth and Moment Approximations: The Case of MM and QML Estimators for the MA(1) Models," DEOS Working Papers, Athens University of Economics and Business, number 1003, May.
• Jason Allen & Allan Gregory & Katsumi Shimotsu, 2008, "Empirical Likelihood Block Bootstrapping," Staff Working Papers, Bank of Canada, number 08-18, DOI: 10.34989/swp-2008-18.
• Elif Arbatli, 2008, "Futures Markets, Oil Prices and the Intertemporal Approach to the Current Account," Staff Working Papers, Bank of Canada, number 08-48, DOI: 10.34989/swp-2008-48.
• Laura D´Amato & Lorena Garegnani & Juan M. Sotes, 2008, "Inflation Persistence and Changes in the Monetary Regime: The Argentine Case," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, volume 1, issue 50, pages 127-167, January -.
• Tomás Castagnino & Laura D’Amato, 2008, "Regime and Underlying Inflation Dynamics: ¿Generalized Comovement or Relative Price Adjustment?," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, volume 1, issue 52, pages 87-120, October -.
• Ricardo Bebczuk, 2008, "Imports-Exports Correlation: A New Puzzle?," BCRA Working Paper Series, Central Bank of Argentina, Economic Research Department, number 200833, Oct.
• Tomás Castagnino & Laura D´Amato, 2008, "Regime Dependence, Common Shocks and the Inflation-Relative Price Variability Relation," BCRA Working Paper Series, Central Bank of Argentina, Economic Research Department, number 200838, Sep.
• Maximo Camacho & Gabriel Perez-Quiros, 2008, "Introducing the EURO-STING: Short Term INdicator of Euro Area Growth," Working Papers, Banco de España, number 0807, Apr.
• Carmen Broto & Esther Ruiz, 2008, "Testing for conditional heteroscedasticity in the components of inflation," Working Papers, Banco de España, number 0812, Jun.
• Carmen Broto & Javier Díaz-Cassou & Aitor Erce-Domínguez, 2008, "Measuring and explaining the volatility of capital flows towards emerging countries," Working Papers, Banco de España, number 0817, Sep.
• Carmen Broto, 2008, "Inflation targeting in Latin America: Empirical analysis using GARCH models," Working Papers, Banco de España, number 0826, Dec.
• Alessio Ciarlone & Paolo Piselli & Giorgio Trebeschi, 2008, "Emerging market spreads in the recent financial turmoil," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 35, Nov.
• Juri Marcucci & Mario Quagliariello, 2008, "Credit risk and business cycle over different regimes," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 670, Jun.
• Andrea Silvestrini & David Veredas, 2008, "Temporal aggregation of univariate and multivariate time series models: A survey," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 685, Aug.
• Alessandro Calza & Andrea Zaghini, 2008, "Nonlinearities in the dynamics of the euro area demand for M1," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 690, Sep.
• Alberto Locarno & Alessandra Staderini, 2008, "Tax revenue and the macroeconomic framework in Italy," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 694, Dec.
• Capistrán Carlos & López Moctezuma Gabriel, 2008, "Experts' Macroeconomics Expectations: An Evaluation of Mexican Short-Run Forecasts," Working Papers, Banco de México, number 2008-11, Aug.
• Noriega Antonio E. & Ramos Francia Manuel, 2008, "A Note on the Dynamics of Persistence in US Inflation," Working Papers, Banco de México, number 2008-12, Aug.
• Cizek, Pavel, 2008, "Robust and Efficient Adaptive Estimation of Binary-Choice Regression Models," Journal of the American Statistical Association, American Statistical Association, volume 103, pages 687-696, June.
• Bhardwaj, Geetesh & Corradi, Valentina & Swanson, Norman R., 2008, "A Simulation-Based Specification Test for Diffusion Processes," Journal of Business & Economic Statistics, American Statistical Association, volume 26, pages 176-193, April.
• Prodan, Ruxandra, 2008, "Potential Pitfalls in Determining Multiple Structural Changes With an Application to Purchasing Power Parity," Journal of Business & Economic Statistics, American Statistical Association, volume 26, pages 50-65, January.
• Giordani, Paolo & Kohn, Robert, 2008, "Efficient Bayesian Inference for Multiple Change-Point and Mixture Innovation Models," Journal of Business & Economic Statistics, American Statistical Association, volume 26, pages 66-77, January.
• Barbier de la Serre, A. & Sébastien Frappa & J Rémy Montorn s & Murez, M., 2008, "La transmission des taux de marché aux taux bancaires : une estimation sur données individuelles fran aises," Working papers, Banque de France, number 194.
• Guilloux, S. & Kharroubi, E., 2008, "Some Preliminary Evidence on the Globalization-Inflation Nexus," Working papers, Banque de France, number 195.
• Million, N., 2008, "Test simultan de la non-stationnarit et de la non-lin arit : une application au taux d.int r t r el am ricain," Working papers, Banque de France, number 201.
• Renaud Lacroix & Maurin, L., 2008, "D saisonnalisation des agr gats mon taires : Mise en place d une cha ne r nov e," Working papers, Banque de France, number 207.
• Renaud Lacroix, 2008, "Analyse conjoncturelle de données brutes et estimation de cycles Partie 1 : estimation et tests," Working papers, Banque de France, number 209.
• Renaud Lacroix, 2008, "Analyse conjoncturelle de données brutes et estimation de cycles Partie 2 : mise en oeuvre empirique," Working papers, Banque de France, number 210.
• Laurent Ferrara & Dominique Gu gan, 2008, "Business surveys modelling with Seasonal-Cyclical Long Memory models," Working papers, Banque de France, number 224.
• Olivier Darn & Laurent Ferrara, 2009, "Identification of slowdowns and accelerations for the euro area economy," Working papers, Banque de France, number 239.
• Brunhes-Lesage, V. & Darné, O., 2008, "Pourquoi calculer un indicateur du climat des affaires dans les services ?," Bulletin de la Banque de France, Banque de France, issue 171, pages 23-29.
• Brunhes-Lesage, V. & Darné, O., 2008, "Why calculate a business sentiment indicator for services?," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 13, pages 21-30, Autumn.
• Jesús Crespo Cuaresma & Adelina Gschwandtner, 2008, "Tracing The Dynamics Of Competition: Evidence From Company Profits," Economic Inquiry, Western Economic Association International, volume 46, issue 2, pages 208-213, April, DOI: 10.1111/j.1465-7295.2007.00062.x.
• Theofanis Archontakis & Wolfgang Lemke, 2008, "Threshold Dynamics of Short‐term Interest Rates: Empirical Evidence and Implications for the Term Structure," Economic Notes, Banca Monte dei Paschi di Siena SpA, volume 37, issue 1, pages 75-117, February, DOI: 10.1111/j.1468-0300.2008.00189.x.
• David Shepherd & Robert Dixon, 2008, "The Cyclical Dynamics and Volatility of Australian Output and Employment," The Economic Record, The Economic Society of Australia, volume 84, issue 264, pages 34-49, March, DOI: 10.1111/j.1475-4932.2008.00445.x.
• Menelaos Karanasos & Stefanie Schurer, 2008, "Is the Relationship between Inflation and Its Uncertainty Linear?," German Economic Review, Verein für Socialpolitik, volume 9, issue 3, pages 265-286, August, DOI: 10.1111/j.1468-0475.2008.00433.x.
• Andrea Silvestrini & David Veredas, 2008, "Temporal Aggregation Of Univariate And Multivariate Time Series Models: A Survey," Journal of Economic Surveys, Wiley Blackwell, volume 22, issue 3, pages 458-497, July, DOI: 10.1111/j.1467-6419.2007.00538.x.
• Donald W. K. Andrews & Patrik Guggenberger, 2008, "Asymptotics for stationary very nearly unit root processes," Journal of Time Series Analysis, Wiley Blackwell, volume 29, issue 1, pages 203-212, January, DOI: 10.1111/j.1467-9892.2007.00552.x.
• D. S. Poskitt, 2008, "Properties of the Sieve Bootstrap for Fractionally Integrated and Non‐Invertible Processes," Journal of Time Series Analysis, Wiley Blackwell, volume 29, issue 2, pages 224-250, March, DOI: 10.1111/j.1467-9892.2007.00554.x.
• Franz C. Palm & Stephan Smeekes & Jean‐Pierre Urbain, 2008, "Bootstrap Unit‐Root Tests: Comparison and Extensions," Journal of Time Series Analysis, Wiley Blackwell, volume 29, issue 2, pages 371-401, March, DOI: 10.1111/j.1467-9892.2007.00565.x.
• Mika Meitz & Pentti Saikkonen, 2008, "Stability of nonlinear AR‐GARCH models," Journal of Time Series Analysis, Wiley Blackwell, volume 29, issue 3, pages 453-475, May, DOI: 10.1111/j.1467-9892.2007.00562.x.
• Eiji Kurozumi & Yoichi Arai, 2008, "Test for the null hypothesis of cointegration with reduced size distortion," Journal of Time Series Analysis, Wiley Blackwell, volume 29, issue 3, pages 476-500, May, DOI: 10.1111/j.1467-9892.2007.00564.x.
• Helmut Herwartz & Fang Xu, 2008, "Reviewing The Sustainability/Stationarity Of Current Account Imbalances With Tests For Bounded Integration," Manchester School, University of Manchester, volume 76, issue 3, pages 267-278, June, DOI: 10.1111/j.1467-9957.2008.01059.x.
• Till Van Treeck, 2008, "Reconsidering The Investment–Profit Nexus In Finance‐Led Economies: An Ardl‐Based Approach," Metroeconomica, Wiley Blackwell, volume 59, issue 3, pages 371-404, July, DOI: 10.1111/j.1467-999X.2008.00312.x.
• Zsolt Darvas, 2008, "Estimation Bias and Inference in Overlapping Autoregressions: Implications for the Target‐Zone Literature," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 70, issue 1, pages 1-22, February, DOI: 10.1111/j.1468-0084.2007.00488.x.
• Luca Fanelli, 2008, "Testing the New Keynesian Phillips Curve Through Vector Autoregressive Models: Results from the Euro Area," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 70, issue 1, pages 53-66, February, DOI: 10.1111/j.1468-0084.2007.00490.x.
• Chun‐Yu Ho & Dan Li, 2008, "Rising regional inequality in China: Policy regimes and structural changes," Papers in Regional Science, Wiley Blackwell, volume 87, issue 2, pages 245-259, June, DOI: 10.1111/j.1435-5957.2008.00171.x.
• Julie Lyng Forman & Michael Sørensen, 2008, "The Pearson Diffusions: A Class of Statistically Tractable Diffusion Processes," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, volume 35, issue 3, pages 438-465, September, DOI: 10.1111/j.1467-9469.2007.00592.x.
• Michael Funke & Marc Gronwald, 2008, "The Undisclosed Renminbi Basket: Are the Markets Telling Us Something about Where the Renminbi–US Dollar Exchange Rate is Going?," The World Economy, Wiley Blackwell, volume 31, issue 12, pages 1581-1598, December, DOI: 10.1111/j.1467-9701.2008.01141.x.
• Xiaohong Chen & Roger Koenker & Zhijie Xiao, 2008, "Copula-Based Nonlinear Quantile Autoregression," Boston College Working Papers in Economics, Boston College Department of Economics, number 691, Oct.
• Christopher F. Baum & Mustafa Caglayan, 2008, "The Volatility of International Trade Flows and Exchange Rate Uncertainty," Boston College Working Papers in Economics, Boston College Department of Economics, number 695, Nov.
• Panayiotis P. Athanasoglou & Ioanna C. Bardaka, 2008, "Price and Non - Price Competitiveness of Exports of Manufactures," Working Papers, Bank of Greece, number 69, Apr.
• Alexandros E. Milionis & Evangelia Papanagiotou, 2008, "A Note on the Use of Moving Average Trading Rules to Test For Weak from Efficiency in Capital Markets," Working Papers, Bank of Greece, number 91, Oct.
• Dong Heon Kim & Chang-Jin Kim & Do-wan Kim, 2008, "Uncovering Structural Change in U.S. Economy: The Analysis of Single Source of Error Beveridge-Nelson Decomposition (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, volume 14, issue 1, pages 64-92, March.
• Beum-Jo Park, 2008, "A Study on the Relationship between Volatility and Trading Volumes Using a Surprising-Information-Stochastic-Volatility(SISV) Model (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, volume 14, issue 4, pages 47-85, December.
• Pierre Perron & Zhongjun Qu, 2008, "Long-Memory and Level Shifts in the Volatility of Stock Market Return Indices," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number wp2008-004, Aug.
• Pierre Perron & Yohei Yamamoto, 2008, "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 wp2008-006, May.
• Jing Zhou & Pierre Perron, 2008, "Testing for Breaks in Coefficients and Error Variance: Simulations and Applications," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number wp2008-010, Jul.
• Pierre Perron & Jing Zhou, 2008, "Testing Jointly for Structural Changes in the Error Variance and Coefficients of a Linear Regression Model," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number wp2008-011, Jul.
• Yang K. Lu & Pierre Perron, 2008, "Modeling and Forecasting Stock Return Volatility Using a Random Level Shift Model," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number wp2008-012, Sep.
• Pierre Perron & Yohei Yamamoto, 2008, "Estimating and Testing Multiple Structural Changes in Models with Endogenous Regressors," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number wp2008-017, Oct.
• Karanasos Menelaos & Schurer Stefanie, 2008, "Is the Relationship between Inflation and Its Uncertainty Linear?," German Economic Review, De Gruyter, volume 9, issue 3, pages 265-286, August, DOI: 10.1111/j.1468-0475.2008.00433.x.
• Abu-Qarn Aamer S & Abu-Bader Suleiman, 2008, "Structural Breaks in Military Expenditures: Evidence for Egypt, Israel, Jordan and Syria," Peace Economics, Peace Science, and Public Policy, De Gruyter, volume 14, issue 1, pages 39-61, April, DOI: 10.2202/1554-8597.1111.
• Davide Pettenuzzo & Allan G. Timmermann & Rossen I. Valkanov, 2008, "Return Predictability under Equilibrium Constraints on the Equity Premium," Working Papers, Brandeis University, Department of Economics and International Business School, number 37, Oct.
• Ciaran Driver & Lorenzo Trapani & Giovanni Urga, 2008, "On the Relationship Between Cross-Sectional and Time Series Measures of Uncertainty," Working Papers, Department of Management, Information and Production Engineering, University of Bergamo, number 0803.
• Tung Liu & Courtenay C. Stone & Gary J. Santoni, 2008, "Federal Securities Regulations and Stock Market Returns," Working Papers, Ball State University, Department of Economics, number 200803, Dec, revised Dec 2008.
• Emin Agamaliyev & Christophe Boya & Julien Malizard, 2008, "The Popularity's Determiners of Right-Wing Populism and Left-Wing Communism in France," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, volume 51, issue 4, pages 481-503.
• Olivier Darné & Jean-François Hoarau, 2008, "La parité des pouvoirs d'achat pour l'économie chinoise : une nouvelle analyse par les tests de racine unitaire," Recherches économiques de Louvain, De Boeck Université, volume 74, issue 2, pages 219-236.
• Pesaran, M.H. & Pick, A., 2008, "Forecasting Random Walks Under Drift Instability," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0814, Mar.
• Harvey, A., 2008, "Dynamic distributions and changing copulas," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0839, Sep.
• Harvey, A. & Chakravarty, T., 2008, "Beta-t-(E)GARCH," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0840, Sep.
• Maria Teresa Mota & Mariana Alves da Cunha & Carlos Santos, 2008, "Looking for a break in Spanish Inflation Data in the early eighties and assessing persistence," Working Papers de Economia (Economics Working Papers), Católica Porto Business School, Universidade Católica Portuguesa, number 022008, Feb.
• Carlos Santos, 2008, "Selection on the basis of prior testing," Working Papers de Economia (Economics Working Papers), Católica Porto Business School, Universidade Católica Portuguesa, number 062008, Sep.
• Eduardo Mendes & Les Oxley & William Rea & Marco Reale, 2008, "Long memory or shifting means? A new approach and application to realised volatility," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 08/04, Jan.
• Jennifer Brown & Les Oxley & William Rea & Marco Reale, 2008, "The Empirical Properties of Some Popular Estimators of Long Memory Processes," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 08/13, Jun.
• Les Oxley & Chris Price & William Rea & Marco Reale, 2008, "A New Procedure to Test for H Self-Similarity," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 08/16, Sep.
• Otrok, Christopher & Pourpourides, Panayiotis M., 2008, "On The Cyclicality of Real Wages and Wage Differentials," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2008/19, Aug, revised Mar 2009.
• Toderoiu, Filon & MATEESCU, Mihaela, 2008, "Ratings trends and market meat in Romania in the context of the current food crisis," Revista de Economie Industriala (Journal of Industrial Eonomics), Centre for Industrial Economics and Services, volume 6, issue 2, pages 88-95, June.
• M. Hashem Pesaran & Allan Timmermann, 2006, "Testing Dependence among Serially Correlated Multi-category Variables," CESifo Working Paper Series, CESifo, number 1770.
• Ian Babetskii, 2007, "Aggregate Wage Flexibility in Selected New EU Member States," CESifo Working Paper Series, CESifo, number 1916.
• Stephan Danninger & Fred Joutz, 2007, "What Explains Germany’s Rebounding Export Market Share?," CESifo Working Paper Series, CESifo, number 1957.
• Guglielmo Maria Caporale & Luis A. Gil-Alana, 2007, "Long Run and Cyclical Dynamics in the US Stock Market," CESifo Working Paper Series, CESifo, number 2046.
• Balázs Egert, 2007, "Real Convergence, Price Level Convergence and Inflation Differentials in Europe," CESifo Working Paper Series, CESifo, number 2127.
• M. Hashem Pesaran & L. Vanessa Smith & Takashi Yamagata, 2008, "Panel Unit Root Tests in the Presence of a Multifactor Error Structure," CESifo Working Paper Series, CESifo, number 2193.
• Jan-Egbert Sturm & Timo Wollmershäuser, 2008, "The Stress of Having a Single Monetary Policy in Europe," CESifo Working Paper Series, CESifo, number 2251.
• Michael Funke & Marc Gronwald, 2008, "The Undisclosed Renminbi Basket: Are the Markets Telling us something about where the Renminbi – US Dollar Exchange Rate is Going?," CESifo Working Paper Series, CESifo, number 2272.
• M. Hashem Pesaran & Andreas Pick, 2008, "Forecasting Random Walks Under Drift Instability," CESifo Working Paper Series, CESifo, number 2293.
• Guglielmo Maria Caporale & Juncal Cunado & Luis A. Gil-Alana, 2008, "Modelling Long-Run Trends and Cycles in Financial Time Series Data," CESifo Working Paper Series, CESifo, number 2330.
• Jan Jacobs & Jan-Egbert Sturm, 2008, "The Information Content of KOF Indicators on Swiss Current Account Data Revisions," CESifo Working Paper Series, CESifo, number 2370.
• François Lescaroux & Valérie Mignon, 2008, "On the Influence of Oil Prices on Economic Activity and Other Macroeconomic and Financial Variables," Working Papers, CEPII research center, number 2008-05, Apr.
• Francis Bismans & Olivier Damette, 2008, "Currency Transaction Tax Elasticity: an Econometric Estimation," Economie Internationale, CEPII research center, issue 115, pages 193-212.
• Claude Lopez & Christian J. Murray & David H. Papell, 2008, "Median-Unbiased Estimation in DF-GLS Regressions and the PPP Puzzle," University of Cincinnati, Economics Working Papers Series, University of Cincinnati, Department of Economics, number 2008-05, revised 2008.
• Michal Skorepa, 2008, "A Simple, Model-Independent Analysis of Reasons for Non-Fulfillment of the Declared Inflation Target," Occasional Publications - Chapters in Edited Volumes, Czech National Bank, Research and Statistics Department, chapter 3, in: Katerina Smidkova, "Evaluation of the Fulfilment of the CNB's Inflation Targets 1998-2007".
• Ataman Ozyildirim & Brian Schaitkin & Victor Zarnowitz, 2008, "Business Cycles in the Euro Area Defined with Coincident Economic Indicators and Predicted with Leading Economic Indicators," Economics Program Working Papers, The Conference Board, Economics Program, number 08-04, Nov.
• E. Otranto, 2008, "Clustering Heteroskedastic Time Series by Model-Based Procedures," Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia, number 200801.
• JdD Tena & E. Otranto, 2008, "A Realistic Model for Official Interest Rates," Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia, number 200802.
• F. Lisi & E. Otranto, 2008, "Clustering Mutual Funds by Return and Risk Levels," Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia, number 200813.
• Arango Luis Eduardo & Andr�s Felipe Garcia & Carlos Esteban Posada, 2008, "La metodología de la Encuesta Continua de Hogares y el empalme de las series del mercado laboral urbano de Colombia," Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE.
• Elkin Castano & Karoll Gómez & Santiago Gallón, 2008, "Pronóstico y estructuras de volatilidad multiperíodo de la tasa de cambio del peso colombiano," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID.
• Enrique L�pez Enciso, 2008, "Algunos hechos estilizados sobre el comportamiento de los precios regulados en Colombia," Borradores de Economia, Banco de la Republica, number 4999, Aug.
• Sandra Rozo & Diego V�squez & Dairo Estrada, 2008, "An Industrial Organization Analysis for the Colombian Banking System," Borradores de Economia, Banco de la Republica, number 5001, Aug.
• Jorge Gallego & Yalila Aljure Jiménez, 2008, "Desigualdad y leyes de potencia," Documentos de Economía, Universidad Javeriana - Bogotá, number 5011, Jul.
• WANG , Shin-Huei & HSIAO, Cheng, 2008, "An easy test for two stationary long processes being uncorrelated via AR approximations," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2008047, Aug.