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

• Russell, Bill & Banerjee, Anindya, 2008, "The long-run Phillips curve and non-stationary inflation," Journal of Macroeconomics, Elsevier, volume 30, issue 4, pages 1792-1815, December.
• Larraz-Iribas, Beatriz & Alfaro-Navarro, Jose-Luis & Rodriguez-Aragon, Francisco, 2008, "Asymmetric Behaviour of Spanish Regional House Prices: A Multivariate Approach," The Journal of Economic Asymmetries, Elsevier, volume 5, issue 2, pages 81-104, DOI: 10.1016/j.jeca.2008.02.006.
• Narayan, Paresh Kumar, 2008, "Do shocks to G7 stock prices have a permanent effect?," Mathematics and Computers in Simulation (MATCOM), Elsevier, volume 77, issue 4, pages 369-373, DOI: 10.1016/j.matcom.2007.03.003.
• Hayakawa, Kazuhiko & Kurozumi, Eiji, 2008, "The role of “leads” in the dynamic OLS estimation of cointegrating regression models," Mathematics and Computers in Simulation (MATCOM), Elsevier, volume 79, issue 3, pages 555-560, DOI: 10.1016/j.matcom.2008.02.027.
• Bauer, Rob & Frijns, Bart & Otten, Rogér & Tourani-Rad, Alireza, 2008, "The impact of corporate governance on corporate performance: Evidence from Japan," Pacific-Basin Finance Journal, Elsevier, volume 16, issue 3, pages 236-251, June.
• Ho, Chun†Yu & Li, Dan, 2008, "Rising regional inequality in China: Policy regimes and structural changes," Papers in Regional Science, Elsevier, volume 87, issue 2, pages 245-260, DOI: 10.1111/j.1435-5957.2008.00171.x.
• Barnett, William A. & Duzhak, Evgeniya Aleksandrovna, 2008, "Non-robust dynamic inferences from macroeconometric models: Bifurcation stratification of confidence regions," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 387, issue 15, pages 3817-3825, DOI: 10.1016/j.physa.2008.01.045.
• Owyang, Michael T. & Piger, Jeremy & Wall, Howard J., 2008, "A state-level analysis of the Great Moderation," Regional Science and Urban Economics, Elsevier, volume 38, issue 6, pages 578-589, November.
• Haldrup, Niels & Sansó, Andreu, 2008, "A note on the Vogelsang test for additive outliers," Statistics & Probability Letters, Elsevier, volume 78, issue 3, pages 296-300, February.
• Drost, Feike C. & van den Akker, Ramon & Werker, Bas J.M., 2008, "Note on integer-valued bilinear time series models," Statistics & Probability Letters, Elsevier, volume 78, issue 8, pages 992-996, June.
• Alvarez-Plata, Patricia & Brück, Tilman, 2008, "External Debt in Post-Conflict Countries," World Development, Elsevier, volume 36, issue 3, pages 485-504, March.
• Sylwia Nowak, 2008, "How Do Public Announcements Affect the Frequency of Trading in U.S. Airline Stocks?," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2008-38, Dec.
• Francisco Venegas Martínez & Francisco J. Sánchez Torres, 2008, "Sobre la convergencia del modelo GARCH(1,1)-M al movimiento geométrico browniano con reversión a la media," Revista de Administración, Finanzas y Economía (Journal of Management, Finance and Economics), Tecnológico de Monterrey, Campus Ciudad de México, volume 2, issue 2, pages 92-103.
• Robinson, Peter, 2008, "Correlation testing in time series, spatial and cross-sectional data," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 25470, Mar.
• Frédérique BEC & Charbel BASSIL, 2008, "Federal Funds Rate Stationarity: New Evidence," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2008-35.
• Francisco Javier Trívez Bielsa & ÁngelMauricio Reyes Terrón & Francisco Javier Aliaga Lordeman, 2008, "Análisis coyuntural y prospectivo de la industria maquiladora de exportación mexicana," Economía Mexicana NUEVA ÉPOCA, CIDE, División de Economía, volume 0, issue 1, pages 63-99, January-J.
• Michiel de Pooter & Francesco Ravazzolo & Rene Segers & Herman K. van Dijk, 2008, "Bayesian near-boundary analysis in basic macroeconomic time-series models," Advances in Econometrics, Emerald Group Publishing Limited, "Bayesian Econometrics", DOI: 10.1016/S0731-9053(08)23011-2.
• de Pooter, M.D. & Ravazzolo, F. & Segers, R. & van Dijk, H.K., 2008, "Bayesian near-boundary analysis in basic macroeconomic time series models," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2008-13, Aug.
• Divino, J.A. & McAleer, M.J., 2008, "Modelling sustainable international tourism demand to the Brazilian Amazon," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2008-22, Nov.
• Eduardo Loría & Manuel G. Ramos & Leobardo de Jesús, 2008, "Producto potencial y ciclos económicos en México, 1980.1-2006.4," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, volume 23, issue 1, pages 25-47.
• Athanasios L. Athanasenas & Constantinos Katrakilidis, 2008, "An Eclectic Causality Model for Income Growth: Evidence from Greece," European Research Studies Journal, European Research Studies Journal, volume 0, issue 1-2, pages 31-46.
• Poonam Gupta, 2008, "What Constrains Indian Manufacturing," Working Papers, eSocialSciences, number id:1597.
• Antonio Anselmi & Paola Maddalena Chiodini & Flavio Verrecchia, 2008, "ESeC-Rubin Missing Value Interpretation for a Regional Bottom-Up Hierarchical Forecasting," Working Papers, ESeC - Economic Statistics no-profit Association, number 002, Sep.
• Markku Lanne & Pentti Saikkonen, 2008, "Modeling Expectations with Noncausal Autoregressions," Economics Working Papers, European University Institute, number ECO2008/20.
• Mika Meitz & Pentti Saikkonen, 2008, "Parameter Estimation in Nonlinear AR-GARCH Models," Economics Working Papers, European University Institute, number ECO2008/25.
• James Davidson & Philipp Sibbertsen, 2008, "Tests of Bias in Log-Periodogram Regression," Discussion Papers, University of Exeter, Department of Economics, number 0805.
• James Davidson & Nigar Hashimzade, 2008, "Representation and Weak Convergence of Stochastic Integrals with Fractional Integrator Processes," Discussion Papers, University of Exeter, Department of Economics, number 0807.
• Jan Babecký, 2008, "Aggregate Wage Flexibility in New EU Member States," Czech Economic Review, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, volume 2, issue 2, pages 123-145, September.
• Vít Pošta, 2008, "Estimating the Dynamics of Weak Efficiency on the Prague Stock Exchange Using the Kalman Filter," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 58, issue 05-06, pages 248-260, August.
• Alexandr Kuchynka, 2008, "Volatility extraction using the Kalman filter," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2008/10, Jun, revised Jun 2008.
• Michal Franta & Branislav Saxa & Katerina Smidkova, 2008, "Inflation Persistence: Is It Similar in the New EU Member States and the Euro Area Members?," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2008/25, Oct, revised Oct 2008.
• Sandrine Levasseur, 2008, "Updating empirical evidence on business cycles synchronization between CEECs and the euro area : How important is the recent period," Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE), number 2008-11.
• KONG Dongmin & LIU Hening & WANG Le, 2008, "Is there a risk-return trade-off? Evidences from Chinese stock markets," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, volume 3, issue 1, pages 1-14, March.
• LIU Jinquan & ZHENG Tingguo & SUI Jianli, 2008, "Dual long memory of inflation and test of the relationship between inflation and inflation uncertainty," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, volume 3, issue 2, pages 240-254, June.
• Güray Küçükkocaoglu, 2008, "Intra-Day Stock Returns and Close-End Price Manipulation in the Istanbul Stock Exchange," Frontiers in Finance and Economics, SKEMA Business School, volume 5, issue 1, pages 46-84, April.
• Siba Prasada Panda, Niranjan Swain, D.K. Malhotra, 2008, "Relationship Between Implied and Ralized Volatility of S&P CNX Nifty Inde in India," Frontiers in Finance and Economics, SKEMA Business School, volume 5, issue 1, pages 85-105, April.
• Rajeev Dhawan & Karsten Jeske & Pedro Silos, 2008, "Productivity, energy prices, and the Great Moderation: a new link," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2008-11.
• Mark J. Jensen & John M. Maheu, 2008, "Bayesian semiparametric stochastic volatility modeling," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2008-15.
• Sophie Guilloux-Nefussi & Enisse Kharroubi, 2008, "Some preliminary evidence on the globalization-inflation nexus," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 18.
• Luciana Juvenal & Mark P. Taylor, 2008, "Threshold adjustment in deviations from the law of one price," Working Papers, Federal Reserve Bank of St. Louis, number 2008-027, DOI: 10.20955/wp.2008.027.
• Jan J. J. Groen & George Kapetanios, 2008, "Revisiting useful approaches to data-rich macroeconomic forecasting," Staff Reports, Federal Reserve Bank of New York, number 327.
• S. Boragan Aruoba & Francis X. Diebold & Chiara Scotti, 2008, "Real-time measurement of business conditions," Working Papers, Federal Reserve Bank of Philadelphia, number 08-19.
• Nii Ayi Armah & Norman R. Swanson, 2008, "Seeing inside the black box: Using diffusion index methodology to construct factor proxies in large scale macroeconomic time series environments," Working Papers, Federal Reserve Bank of Philadelphia, number 08-25.
• Christian T. Brownlees & Giampiero Gallo, 2008, "Comparison of Volatility Measures: a Risk Management Perspective," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number wp2008_03, Feb.
• Robert F. Engle & Giampiero M. Gallo & Margherita Velucchi, 2008, "A MEM-based Analysis of Volatility Spillovers in East Asian Financial Markets," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number wp2008_09, Jun.
• Wajih Khallouli & René Sandretto & Mohamed Ayadi, 2008, "La contagion liée au changement des anticipations : évidence de la crise coréenne," Working Papers, Groupe d'Analyse et de Théorie Economique Lyon St-Etienne (GATE Lyon St-Etienne), Université de Lyon, number 0816.
• Essahbi Essaadi & Mohamed Boutahar, 2008, "A Measure of Variability in Comovement for Economic Variables: a Time-Varying Coherence Function Approach," Working Papers, Groupe d'Analyse et de Théorie Economique Lyon St-Etienne (GATE Lyon St-Etienne), Université de Lyon, number 0827.
• Mario Cerrato & Christian de Peretti & Nick Sarantis, 2008, "A Nonlinear Panel Unit Root Test under Cross Section Dependence," Working Papers, Business School - Economics, University of Glasgow, number 2008_08, Mar.
• Mario Cerrato & Hyunsok Kim & Ronald MacDonald, 2008, "3-Regime symmetric STAR modeling and exchange rate reversion," Working Papers, Business School - Economics, University of Glasgow, number 2009_05, Dec, revised Feb 2009.
• Manuel Gomez & Daniel Ventosa-Santaularia, 2008, "Testing for a Deterministic Trend when there is Evidence of Unit-Root," Department of Economics and Finance Working Papers, Universidad de Guanajuato, Department of Economics and Finance, number EM200801, Feb, revised Jun 2010.
• Tara Sinclair, 2008, "Asymmetry in the Business Model: Revisiting the Friedman Plucking Model," Working Papers, The George Washington University, Institute for International Economic Policy, number 2008-03, Feb.
• Agnès Bénassy-Quéré & Valérie Mignon, 2008, "China and the relationship between the oil price and the dollar," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00634796.
• Dominique Guegan, 2008, "Effect of noise filtering on predictions : on the routes of chaos," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00235448, Jan.
• Laurent Ferrara & Dominique Guegan & Zhiping Lu, 2008, "Testing fractional order of long memory processes : a Monte Carlo study," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00259193, Feb.
• Abdou Kâ Diongue & Dominique Guegan, 2008, "The k-factor Gegenbauer asymmetric Power GARCH approach for modelling electricity spot price dynamics," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00259225, Feb.
• 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.
• 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.