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

2007

• António AFONSO & Priscilla TOFFANO, 2013, "Fiscal regimes in the EU," Working Papers of Department of Economics, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven, number ces13.06, Apr.
• Maria S. Heracleous, 2007, "Sample Kurtosis, GARCH-t and the Degrees of Freedom Issue," Economics Working Papers, European University Institute, number ECO2007/60.
• Mario Cerrato & Christian De Peretti & Nick Sarantis, 2007, "A nonlinear panel unit root test under cross section dependence," Documents de recherche, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne, number 07-12.
• Konstantin Pavlovich Gluschenko, 2007, "Price Linkages of Russian Regional Markets," Spatial Economics=Prostranstvennaya Ekonomika, Economic Research Institute, Far Eastern Branch, Russian Academy of Sciences (Khabarovsk, Russia), issue 1, pages 48-60, DOI: 10.14530/se.2007.1.048-060.
• Radka Štiková, 2007, "Models of Political Cycles: The Czech Experience / Modely politického cyklu a jejich testování na podmínkách ČR [available in Czech only]," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2007/18, May, revised May 2007.
• Stanislav Anatolyev & Victor Kitov, 2007, "Using All Observations when Forecasting under Structural Breaks," Finnish Economic Papers, Finnish Economic Association, volume 20, issue 2, pages 166-176, Autumn.
• S. Boragan Aruoba & Francis X. Diebold & Chiara Scotti, 2007, "Real-time measurement of business conditions," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 901.
• Michael T. Owyang & Jeremy M. Piger & Howard J. Wall, 2007, "A state-level analysis of the Great Moderation," Working Papers, Federal Reserve Bank of St. Louis, number 2007-003, DOI: 10.20955/wp.2007.003.
• Giampiero Gallo & Margherita Velucchi, 2007, "On the Interaction between Ultra–high Frequency Measures of Volatility," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number wp2007_01, May.
• Christian T. Brownlees & Giampiero Gallo, 2007, "Flexible Time Series Forecasting Using Shrinkage Techniques and Focused Selection Criteria," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number wp2007_02, May.
• Margherita Velucchi, 2007, "Regime Switching: Italian Financial Markets over a Century," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number wp2007_03, May.
• Christian T. Brownlees & Giampiero Gallo, 2007, "Volatility Forecasting Using Explanatory Variables and Focused Selection Criteria," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number wp2007_04, May.
• Christian T. Brownlees & Giampiero M. Gallo, 2007, "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 wp2007_15, Nov.
• Fabrizio Cipollini & Robert F. Engle & Giampiero M. Gallo, 2007, "A Model for Multivariate Non-negative Valued Processes in Financial Econometrics," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number wp2007_16, Dec.
• Francisco Penaranda & Jon Danielsson, 2007, "On the Impact of Fundamentals, Liquidity and Coordination on Market Stability," FMG Discussion Papers, Financial Markets Group, number dp586, Jan.
• Bob Nobay & Ivan Paya & David A. Peel, 2007, "Inflation Dynamics in the US -A Nonlinear Perspective," FMG Discussion Papers, Financial Markets Group, number dp601, Nov.
• Luciano Nakabashi & Fábio Dória Scatolin & Marcio José Vargas da Cruz, 2007, "Investimento, Indústria e Crescimento Econômico Brasileiro: uma Análise da Relação de Causalidade," Working Papers, Universidade Federal do Paraná, Department of Economics, number 0062.
• Essahbi Essaadi & Jamel Jouini & Walih Khallouli, 2007, "The Asian Crisis Contagion: A Dynamic Correlation Approach Analysis," Working Papers, Groupe d'Analyse et de Théorie Economique Lyon St-Etienne (GATE Lyon St-Etienne), Université de Lyon, number 0725, Oct.
• Joseph Byrne & Alexandros Kontonikas & Alberto Montagnoli, 2007, "Unit Roots in Inflation and Aggregation Bias," Working Papers, Business School - Economics, University of Glasgow, number 2007_07, May.
• Alberto Montagnoli & Andros Gregoriou & Alexandros Kontonikas, 2007, "Euro Area Inflation Differentials: Unit Roots, Structural Breaks and Non-Linear Adjustment," Working Papers, Business School - Economics, University of Glasgow, number 2007_13, Jun.
• Michael G. Arghyrou & Andros Gregoriou & Alexandros Kontonikas, 2007, "Do real interest rates converge? Evidence from the European Union," Working Papers, Business School - Economics, University of Glasgow, number 2007_21, Jun.
• Joseph P. Byrne & Norbert Fiess, 2007, "Euro Area Inflation: Aggregation Bias and Convergence," Working Papers, Business School - Economics, University of Glasgow, number 2007_41, Oct.
• Paulo Reis Mourão, 2007, "Factores de alteração da composição da Despesa Pública: o caso norte-americano," Notas Económicas, Faculty of Economics, University of Coimbra, issue 26, pages 27-41, December.
• Bety Agnany & Henry Aray, 2007, "The January Effect across Volatility Regimes," ThE Papers, Department of Economic Theory and Economic History of the University of Granada., number 07/04, Dec.
• Manuel Gomez & Daniel Ventosa-Santaularia, 2007, "Inflation and breaks: the validity of the Dickey-Fuller test," Department of Economics and Finance Working Papers, Universidad de Guanajuato, Department of Economics and Finance, number EM200601, Jun.
• Daniel Ventosa-Santaularia, 2007, "Spurious Instrumental Variables," Department of Economics and Finance Working Papers, Universidad de Guanajuato, Department of Economics and Finance, number EM200704, Jun, revised Mar 2009.
• Nicolas Million, 2007, "Effet peso : présentation théorique et application à la politique monétaire," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00144659, Mar.
• Darmoul Mokhtar & Nizar Harrathi, 2007, "Monetary information arrivals and intraday exchange rate volatility: a comparison of the GARCH and the EGARCH models," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00174996, Jun.
• A. Durre & P. Giot, 2007, "An International Analysis of Earnings, Stock Prices and Bond Yields," Post-Print, HAL, number hal-00171145.
• Patrick Guillaumont & Sylviane Guillaumont Jeanneney, 2007, "Big Push versus Absorptive Capacity. How to reconcile the Two Approaches," Post-Print, HAL, number hal-00204840.
• R. Baupain & A. Durre, 2007, "The interday and intraday patterns of the overnight market : evidence from an electronic platform," Post-Print, HAL, number hal-00300195.
• Laurent-Emmanuel Calvet & Adlai J. Fisher, 2007, "Multifrequency news and stock returns," Post-Print, HAL, number hal-00459675, Oct, DOI: 10.1016/j.jfineco.2006.09.001.
• Veronika Czellar & G. Andrew Karolyi & Elvezio Ronchetti, 2007, "Indirect robust estimation of the short-term interest rate process," Post-Print, HAL, number hal-00463251, Sep, DOI: 10.1016/j.jempfin.2006.09.004.
• Darmoul Mokhtar & Nizar Harrathi, 2007, "Monetary information arrivals and intraday exchange rate volatility: a comparison of the GARCH and the EGARCH models," Post-Print, HAL, number halshs-00174996, Jun.
• Agnès Bénassy-Quéré & Valérie Mignon & Alexis Penot, 2007, "China and the relationship between the oil price and the dollar," Post-Print, HAL, number halshs-00201394.
• Christophe Rault, 2007, "Further Results on Week-Exogeneity in Vector Error Correction Models," Post-Print, HAL, number halshs-00202833, Jul.
• Ali Ari & Rustem Dagtekin, 2007, "Les indicateurs d'alerte de la crise financière de 2000-2001 en Turquie : un modèle de prévision de crise jumelle," Working Papers, HAL, number hal-01295697.
• Georges Prat & Fredj Jawadi, 2007, "Nonlinear stock prices adjustment in the G7 countries," Working Papers, HAL, number halshs-00172896, Sep.
• Roberta Colavecchio & Michael Funke, 2007, "Volatility dependence across Asia-Pacific on-shore and off-shore U.S. dollar futures markets," Quantitative Macroeconomics Working Papers, Hamburg University, Department of Economics, number 20708, Aug.
• Kuswanto, Heri & Sibbertsen, Philipp, 2007, "Can we distinguish between common nonlinear time series models and long memory?," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-380, Nov.
• Sibbertsen, Philipp & Kruse, Robinson, 2007, "Testing for a break in persistence under long-range dependencies," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-381, Nov.
• Bask, Mikael & Widerberg, Anna, 2007, "The Stability and Volatility of Electricity Prices: An Illustration of (lambda, sigma-2) Analysis," Working Papers in Economics, University of Gothenburg, Department of Economics, number 267, Oct.
• Teräsvirta, Timo & Zhao, Zhenfang, 2007, "Stylized Facts of Return Series, Robust Estimates, and Three Popular Models of Volatility," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 662, Jun, revised 01 Aug 2007.
• Péguin-Feissolle, Anne & Strikholm, Birgit & Teräsvirta, Timo, 2007, "Testing the Granger noncausality hypothesis in stationary nonlinear models of unknown functional form," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 672, Aug, revised 18 Jan 2012.
• Westerlund, Joakim, 2007, "A Note on the Pooling of Individual PANIC Unit Root Tests," Working Papers, Lund University, Department of Economics, number 2007:5, Feb.
• Marzo, Massimiliano & Zagaglia, Paolo, 2007, "Volatility forecasting for crude oil futures," Research Papers in Economics, Stockholm University, Department of Economics, number 2007:9, Jun.
• Marzo, Massimiliano & Zagaglia, Paolo, 2007, "Conditional Leptokurtosis in Energy Prices: Multivariate Evidence from Futures Markets," Research Papers in Economics, Stockholm University, Department of Economics, number 2007:11, Jun.
• Spargoli, Fabrizio & Zagaglia, Paolo, 2007, "The Comovements between Futures Markets for Crude Oil: Evidence from a Structural GARCH Model," Research Papers in Economics, Stockholm University, Department of Economics, number 2007:15, Aug.
• Spargoli, Fabrizio & Zagaglia, Paolo, 2007, "Along the Forward Curve for Natural Gas: Unobservable Shocks and Dynamic Correlations," Research Papers in Economics, Stockholm University, Department of Economics, number 2007:16, Aug.
• Kim, Dongcheol & Kim, Dong-Soon, 2007, "Return-Volatility Spillover and Foreign Operations of Dually-Listed Global Firms," Hitotsubashi Journal of Economics, Hitotsubashi University, volume 48, issue 1, pages 1-24, June, DOI: 10.15057/13791.
• Katayama, Naoya, 2007, "Seasonally and Fractionally Differenced Time Series," Hitotsubashi Journal of Economics, Hitotsubashi University, volume 48, issue 1, pages 25-55, June, DOI: 10.15057/13796.
• Ip-wing Yu & Laurence Fung & Chi-sang Tam, 2007, "Assessing Financial Market Integration In Asia - Equity Markets," Working Papers, Hong Kong Monetary Authority, number 0704, Apr.
• Ip-wing Yu & Laurence Fung & Chi-sang Tam, 2007, "Assessing Bond Market Integration in Asia," Working Papers, Hong Kong Monetary Authority, number 0710, Jun.
• Laurence Fung & Ip-wing Yu, 2007, "Assessing the Credibility of The Convertibility Zone of The Hong Kong Dollar," Working Papers, Hong Kong Monetary Authority, number 0719, Dec.
• Yin-wong Cheung & Kon S. Lai, 2007, "Nominal Exchange Rate Flexibility and Real Exchange Rate Adjustment: New Evidence from Dual Exchange Rates in Developing Countries," Working Papers, Hong Kong Institute for Monetary Research, number 092007, May.
• Peter C. B. Phillips & Yangru Wu & Jun Yu, 2007, "Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values?," Working Papers, Hong Kong Institute for Monetary Research, number 222007.
• Ansgar Belke & Thorsten Polleit, 2007, "Money and Inflation," Diskussionspapiere aus dem Institut für Volkswirtschaftslehre der Universität Hohenheim, Department of Economics, University of Hohenheim, Germany, number 284/2007.
• Christopher F Baum & Mark E. Schaffer & Steven Stillman, 2007, "Enhanced routines for instrumental variables/GMM estimation and testing," CERT Discussion Papers, Centre for Economic Reform and Transformation, Heriot Watt University, number 0706.
• Claudio Morana, 2007, "On the macroeconomic causes of exchange rates volatility," ICER Working Papers, ICER - International Centre for Economic Research, number 8-2007, Mar.
• Richard T. Baillie & Claudio Morana, 2007, "Modeling Long Memory and Structural Breaks in Conditional Variances: an Adaptive FIGARCH Approach," ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research, number 11-2007, Mar.
• Claudio Morana, 2007, "Estimating, Filtering and Forecasting Realized Betas," ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research, number 6-2007, Mar.
• Taoufik Bouezmarni & Jeroen V.K. Rombouts, 2007, "Semiparametric Multivariate Density Estimation for Positive Data Using Copulas," Cahiers de recherche, HEC Montréal, Institut d'économie appliquée, number 07-08, Jul.
• Luc Bauwens & Arie Preminger & Jeroen V.K. Rombouts, 2007, "Theory and inference for a Markov switching Garch model," Cahiers de recherche, HEC Montréal, Institut d'économie appliquée, number 07-09, Aug.
• Taoufik Bouezmarni & Jeroen V.K. Rombouts, 2007, "Nonparametric density estimation for multivariate bounded data," Cahiers de recherche, HEC Montréal, Institut d'économie appliquée, number 07-10, Aug.
• Dominique Guégan & Justin Leroux, 2007, "Forecasting chaotic systems: The role of local Lyapunov exponents," Cahiers de recherche, HEC Montréal, Institut d'économie appliquée, number 07-12, Dec.
• Mohammed Bouaddi & Jeroen V.K. Rombouts, 2007, "Mixed Exponential Power Asymmetric Conditional Heteroskedasticity," Cahiers de recherche, HEC Montréal, Institut d'économie appliquée, number 07-15, Dec.
• Valentina Corradi & Norman R. Swanson, 2007, "Nonparametric Bootstrap Procedures For Predictive Inference Based On Recursive Estimation Schemes," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 48, issue 1, pages 67-109, February.
• Andrea Mervar & James E. Payne, 2007, "An Analysis of Foreign Tourism Demand for Croatian Destinations: Long-Run Elasticity Estimates," Working Papers, The Institute of Economics, Zagreb, number 0701, Feb.
• Peter Robinson, 2007, "Correlation testing in time series, spatial and cross-sectional data," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP01/07, Jan.
• Skriner, Edith, 2007, "Forecasting Global Flows," Economics Series, Institute for Advanced Studies, number 214, Jul.
• Işıl AKGÜN & Hülya SAYYAN, 2007, "İMKB-30 hisse senedi getirilerinde volatilitenin kısa ve uzun hafızalı asimetrik koşullu değişen varyans modelleri ile öngörüsü," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 22, issue 250, pages 127-141.
• Afşin ŞAHİN & Yılmaz AKDİ, 2007, "Çiftçinin eline geçen fiyatların, genel fiyat endeksleri ve döviz kuruyla ilişkileri," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 22, issue 252, pages 116-122.
• Burak GÜRİŞ & Burcu KIRAN, 2007, "Reel faiz oranı ve reel döviz kurunun kısa vadeli sermaye hareketlerine etkileri: Sınır testi yaklaşımı," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 22, issue 255, pages 85-94.
• Serpil TÜRKYILMAZ & Mustafa ÖZER, 2007, "Türkiye’de döviz kuru oynaklığının uzun hafiza özelliklerinin analizi," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 22, issue 259, pages 99-113.
• Luis A. Gil-Alana, 2007, "A Multivariate Long Memory Model for the Specification of Real Output in the US, the UK, and Canada," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 6, issue 2, pages 135-146, August.
• Fabio Busetti & Lorenzo Forni & Andrew Harvey & Fabrizio Venditti, 2007, "Inflation Convergence and Divergence within the European Monetary Union," International Journal of Central Banking, International Journal of Central Banking, volume 3, issue 2, pages 95-121, June.
• Norlida Hanim Salleh, 2007, "An Ardl Model Of Tourism Demand For Malaysia," IIUM Journal of Economics and Management, IIUM Journal of Economis and Management, volume 15, issue 1, pages 65-92, June.
• M.N. Siddiqi, 2007, "Shariah,Economics And The Progress Of Islamic Finance: The Role Of Shariah Experts," IIUM Journal of Economics and Management, IIUM Journal of Economis and Management, volume 15, issue 1, pages 93-114, June.
• Daisuke Nagakura, 2007, "Testing for Coefficient Stability of AR(1) Model When the Null is an Integrated or a Stationary Process," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 07-E-20, Nov.
• Mr. Frederick L Joutz & Mr. Stephan Danninger, 2007, "What Explains Germany’s Rebounding Export Market Share?," IMF Working Papers, International Monetary Fund, number 2007/024, Feb.
• Till van Treeck, 2007, "Reconsidering the Investment-Profit Nexus in Finance-Led Economies: an ARDL-Based Approach," IMK Working Paper, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute, number 01-2007, Jan.
• Sabine Stephan, 2007, "A re-assessment of German import demand," IMK Working Paper, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute, number 08-2007.
• Juan Carlos Escanciano & Jose Olmo, 2007, "Backtesting Parametric Value-at-Risk with Estimation Risk," CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington, number 2007-005, Mar, revised Sep 2008.
• Giorgo Sertsios, 2007, "¿Puede el Diseño de un Torneo Deportivo Afectar su Asistencia?," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., volume 44, issue 129, pages 59-89.
• Juan Eduardo Coeymans., 2007, "Consumo de Acero, Inversión y Producto en América Latina. Un Análisis de Cointegración y de la Dinámica de Corto Plazo," Documentos de Trabajo, Instituto de Economia. Pontificia Universidad Católica de Chile., number 321.
• Vanessa Berenguer-Rico & Josep Lluís Carrion-i-Silvestre, 2007, "Multicointegration, polynomial cointegration and I(2) cointegration with structural breaks. An application to the sustainability of the US external deficit," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 200709, May, revised May 2007.
• Mauro Costantini & Roy Cerqueti, 2007, "Non parametric Fractional Cointegration Analysis," ISAE Working Papers, ISTAT - Italian National Institute of Statistics - (Rome, ITALY), number 78, Feb.
• Mauro Costantini & Sergio de Nardis, 2007, "Estimates of Structural Changes in the Wage Equation:Some Evidence for Italy," ISAE Working Papers, ISTAT - Italian National Institute of Statistics - (Rome, ITALY), number 86, Nov.
• Juan Carlos Cuestas & Javier Ordoñez & Mariam Camarero, 2007, "The Role Of Commodity Terms Of Trade In Determining The Real Exchange Rates Of Mediterranean Countries," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2007-15, Jul.
• Pesaran, M. Hashem & Smith, L. Vanessa & Yamagata, Takashi, 2007, "Panel Unit Root Tests in the Presence of a Multifactor Error Structure," IZA Discussion Papers, IZA Network @ LISER, number 3254, Dec.
• Christoph Schleicher, 2007, "Codependence in cointegrated autoregressive models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 22, issue 1, pages 137-159, DOI: 10.1002/jae.930.
• George Athanasopoulos & Heather M. Anderson & Farshid Vahid, 2007, "Nonlinear autoregressive leading indicator models of output in G-7 countries," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 22, issue 1, pages 63-87, DOI: 10.1002/jae.935.
• M. Hashem Pesaran, 2007, "A simple panel unit root test in the presence of cross-section dependence," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 22, issue 2, pages 265-312, DOI: 10.1002/jae.951.
• Ansari, M. I. & Ahmed, S. M., 2007, "Does money matter? Evidence from vector error-correction for Mexico," Journal of Developing Areas, Tennessee State University, College of Business, volume 41, issue 1, pages 185-202, September.
• Tsangyao Chang & Yuan-Hong Ho & Chung-Ju Huang, 2007, "Revisiting Hysteresis In Unemployment For Ten European Countries: An Empirical Note On A More Powerful Nonlinear (Logistic) Unit Root," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, volume 32, issue 1, pages 49-57, June.
• Emmanuel De Veirman, 2007, "Which Nonlinearity in the Phillips Curve? The Absence of Accelerating Deflation in Japan," Economics Working Paper Archive, The Johns Hopkins University,Department of Economics, number 536, Jan.
• Robert M. de Jong & Tiemen Woutersen, 2007, "Dynamic time series binary choice," Economics Working Paper Archive, The Johns Hopkins University,Department of Economics, number 538, Jun.
• Thomas A. Knetsch, 2007, "Forecasting the price of crude oil via convenience yield predictions," Journal of Forecasting, John Wiley & Sons, Ltd., volume 26, issue 7, pages 527-549, DOI: 10.1002/for.1040.
• Francesco Audrino & Robert Fernholz & Roberto Ferretti, 2007, "A Forecasting Model for Stock Market Diversity," Annals of Finance, Springer, volume 3, issue 2, pages 213-240, March, DOI: 10.1007/s10436-006-0046-y.
• Jesús Otero & Jeremy Smith, 2007, "The KPSS Test with Outliers," Computational Economics, Springer;Society for Computational Economics, volume 29, issue 3, pages 423-423, May, DOI: 10.1007/s10614-006-9056-0.
• Torsten Selck & Mark Rhinard & Frank Häge, 2007, "The evolution of European legal integration," European Journal of Law and Economics, Springer, volume 24, issue 3, pages 187-200, December, DOI: 10.1007/s10657-007-9024-8.
• L. Gil-Alana, 2007, "Long run and cyclical strong dependence in macroeconomic time series: Nelson and Plosser revisited," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 34, issue 2, pages 139-154, April, DOI: 10.1007/s10663-006-9027-7.
• Guglielmo Caporale & Luis Gil-Alana, 2007, "Testing for deterministic and stochastic cycles in macroeconomic time series," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 34, issue 2, pages 155-169, April, DOI: 10.1007/s10663-007-9033-4.
• Bruno Bosco & Lucia Parisio & Matteo Pelagatti, 2007, "Deregulated Wholesale Electricity Prices in Italy: An Empirical Analysis," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 13, issue 4, pages 415-432, November, DOI: 10.1007/s11294-007-9105-z.
• Jonathan Beck, 2007, "The sales effect of word of mouth: a model for creative goods and estimates for novels," Journal of Cultural Economics, Springer;The Association for Cultural Economics International, volume 31, issue 1, pages 5-23, March, DOI: 10.1007/s10824-006-9029-0.
• Patrick Minford & David Peel, 2007, "On the Equality of Real Interest Rates Across Borders in Integrated Capital Markets," Open Economies Review, Springer, volume 18, issue 1, pages 119-125, February, DOI: 10.1007/s11079-007-9002-3.
• Fabio Rumler, 2007, "Estimates of the Open Economy New Keynesian Phillips Curve for Euro Area Countries," Open Economies Review, Springer, volume 18, issue 4, pages 427-451, September, DOI: 10.1007/s11079-007-9028-6.
• Giuseppe Tullio & Jürgen Wolters, 2007, "Monetary Policy in Austria–Hungary, 1876–1913: An Econometric Analysis of the Determinants of the Central Bank’s Discount Rate and the Liquidity Ratio," Open Economies Review, Springer, volume 18, issue 5, pages 521-537, November, DOI: 10.1007/s11079-007-9032-x.
• Timotheos Angelidis & Alexandros Benos & Stavros Degiannakis, 2007, "A robust VaR model under different time periods and weighting schemes," Review of Quantitative Finance and Accounting, Springer, volume 28, issue 2, pages 187-201, February, DOI: 10.1007/s11156-006-0010-y.
• Yusuke Kinari & Masahiko Shibamoto, 2007, "Efficacy of Fiscal Policy in Japan: Keynesian and Non-Keynesian Effects on Aggregate Demand," Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University, number 212, Nov.
• Christian Conrad, 2007, "Non-negativity Conditions for the Hyperbolic GARCH Model," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 07-162, Apr, DOI: 10.3929/ethz-a-005390226.
• Christian Conrad & Michael J. Lamla, 2007, "The High-Frequency Response of the EUR-US Dollar Exchange Rate to ECB Monetary Policy Announcements," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 07-174, Sep, DOI: 10.3929/ethz-a-005476100.
• Bethlendi, András, 2007, "A hitelpiac szerepe a hazai háztartások fogyasztási és megtakarítási döntéseiben
  [The role of the credit market in consumption and saving decisions of Hungarian households]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 12, pages 1041-1065.
• Søren Johansen, 2007, "Correlation, Regression, and Cointegration of Nonstationary Economic Time Series," Discussion Papers, University of Copenhagen. Department of Economics, number 07-25, Nov.
• David F. Hendry & Søren Johansen & Carlos Santos, 2007, "Selecting a Regression Saturated by Indicators," Discussion Papers, University of Copenhagen. Department of Economics, number 07-26, Aug.
• Søren Johansen & Morten Ørregaard Nielsen, 2007, "Likelihood Inference for a Nonstationary Fractional Autoregressive Model," Discussion Papers, University of Copenhagen. Department of Economics, number 07-27, Aug.
• Bettina Becker & Stephen G. Hall, 2007, "A New Look at Economic Convergence in Europe: A Common Factor Approach," Discussion Paper Series, Department of Economics, Loughborough University, number 2007_09, Feb, revised Feb 2007.
• Xiaoshan Chen, 2007, "Evaluating the Synchronisation of the Eurozone Business Cycles using Multivariate Coincident Macroeconomic Indicators," Discussion Paper Series, Department of Economics, Loughborough University, number 2007_27, Nov, revised Nov 2007.
• Ricardo Alverola, 2007, "Estimating Volatility Returns Using ARCH Models. An Empirical Case: The Spanish Energy Market," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 66, pages 251-276, Enero-Jun.
• Schlicht, Ekkehart, 2007, "Trend Extraction From Time Series With Structural Breaks," Discussion Papers in Economics, University of Munich, Department of Economics, number 1926, May.
• Schlicht, Ekkehart, 2007, "Trend Extraction From Time Series With Missing Observations," Discussion Papers in Economics, University of Munich, Department of Economics, number 1927, May.
• László Kónya & Jai Pal Singh, 2007, "Causality between Indian Exports, Imports, and Agricultural, Manufacturing GDP," Working Papers, School of Economics, La Trobe University, number 2007.02.
• Aleksejs Melihovs & Anna Zasova, 2007, "Estimation of the Phillips Curve for Latvia," Working Papers, Latvijas Banka, number 2007/03, Jul.
• Viktors Ajevskis, 2007, "Inflation and Inflation Uncertainty in Latvia," Working Papers, Latvijas Banka, number 2007/04, Nov.
• Taoufik Bouezmarni & Jeroen V.K. Rombouts, 2007, "Semiparametric Multivariate Density Estimation for Positive Data Using Copulas," Cahiers de recherche, CIRPEE, number 0731.
• Taoufik Bouezmarni & Jeroen V.K. Rombouts, 2007, "Nonparametric Density Estimation for Multivariate Bounded Data," Cahiers de recherche, CIRPEE, number 0732.
• Luc Bauwens & Arie Preminger & Jeroen V.K. Rombouts, 2007, "Theory and Inference for a Markov-Switching GARCH Model," Cahiers de recherche, CIRPEE, number 0733.
• Mohammed Bouaddi & Jeroen V.K. Rombouts, 2007, "Mixed Exponential Power Asymmetric Conditional Heteroskedasticity," Cahiers de recherche, CIRPEE, number 0749.
• Thomas C. Chiang & Cathy W.S. Chen & Mike K.P. So, 2007, "Asymmetric Return and Volatility Responses to Composite News from Stock Markets," Multinational Finance Journal, Multinational Finance Journal, volume 11, issue 3-4, pages 179-210, September.
• Haitham A. Al-Zoubi & Aktham Maghyereh, 2007, "Stationary Component in Stock Prices: A Reappraisal of Empirical Findings," Multinational Finance Journal, Multinational Finance Journal, volume 11, issue 3-4, pages 287-322, September.
• Henryk Gurgul & Pawel Majdosz, 2007, "Stock Prices and Resignation of Members of the Board: The Case of the Warsaw Stock Exchange," Managing Global Transitions, University of Primorska, Faculty of Management Koper, volume 5, issue 2, pages 179-192.
• Zsolt Darvas, 2007, "Estimation Bias and Inference in Overlapping Autoregressions: Implications for the Target Zone Literature," Working Papers, Department of Mathematical Economics and Economic Analysis, Corvinus University of Budapest, number 0701, Feb.
• Nektarios Aslanidis & Andrea Cipollini, 2007, "Leading indicator properties of the US corporate spreads," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 115, Feb.
• Donal Bredin & Stilianos Fountas, 2007, "Inflation, inflation uncertainty, and Markov regime switching heteroskedasticity: Evidence from European countries," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 125, Feb.
• Zsolt Darvas & Balázs Varga, 2007, "Inflation persistence in the euro-area, US, and new members of the EU: Evidence from time-varying coefficient models," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 137, Feb.
• Jan Jacobs & Jan-Egbert Sturm, 2007, "A real-time analysis of the Swiss trade account," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 167, Feb.
• Nikolaos Giannellis & Athanasios P. Papadopoulos, 2007, "Purchasing Power Parity among developing countries and their trade-partners. Evidence from selected CEECs and Implications for their membership of EU," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 55, Feb.
• Christopher F Baum & Mustafa Caglayan, 2007, "Effects of Exchange Rate Volatility on the Volume and Volatility of Bilateral Exports," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 64, Feb.
• Georgios Chortareas & John Nankervis & Ying Jiang, 2007, "Forecasting Exchange Rate Volatility with High Frequency Data: Is the Euro Different?," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 79, Feb.
• Luciana Juvenal & Mark P. Taylor, 2007, "The Law of One Price: Nonlinearities in Sectoral Real Exchange Rate Dynamics," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 80, Feb.
• Jin-Chuan Duan & András Fülöp, 2007, "How Frequently Does the Stock Price Jump? – An Analysis of High-Frequency Data with Microstructure Noises," MNB Working Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2007/4.
• Davide Ferrari & Sandra Paterlini, 2007, "The Maximum Lq-Likelihood Method: an Application to Extreme Quantile Estimation in Finance," Department of Economics, University of Modena and Reggio E., Faculty of Economics "Marco Biagi", number 555, Jun.
• Davide Ferrari & Sandra Paterlini, 2007, "The Maximum Lq-Likelihood Method: an Application to Extreme Quantile Estimation in Finance," Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi", number 001, Jun.
• Andrea Cipollini & Nektarios Aslanidis, 2007, "Leading indicator properties of US high-yield credit spreads," Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi", number 006, Oct.
• Davide Ferrari & Sandra Paterlini, 2007, "The Maximum Lq-Likelihood Method: an Application to Extreme Quantile Estimation in Finance," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance), Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi", number 0003, Jul.
• Costantini, Mauro & Lupi, Claudio & Popp, Stephan, 2007, "A Panel-CADF Test for Unit Roots," Economics & Statistics Discussion Papers, University of Molise, Department of Economics, number esdp07039, Sep.
• Koi Nyen Wong & Tuck Cheong Tang, 2007, "New Evidence On The Causal Linkages Between Foreign Direct Investment, Exports And Imports In Malaysia," Monash Economics Working Papers, Monash University, Department of Economics, number 11-07.
• Koi Nyen Wong & Tuck Cheong Tang, 2007, "Does Exchange Rate Variability Affect The Causation Between Foreign Direct Investment And Electronics Exports? An Empirical Test Using Malaysian Data," Monash Economics Working Papers, Monash University, Department of Economics, number 12-07.
• Koi Nyen Wong & Tuck Cheong & Dietrich K. Fausten, 2007, "Foreign Direct Investment And Services Trade: Evidence From Malaysia And Singapore," Monash Economics Working Papers, Monash University, Department of Economics, number 30-07.
• Darmoul Mokhtar & Nizar Harrathi, 2007, "Monetary information arrivals and intraday exchange rate volatility: A comparison of the GARCH and the EGARCH models," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number bla07035, Jun.
• Nicolas Million, 2007, "Effet peso : présentation théorique et application la politique monétaire," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number v07012, Mar.
• George Athanasopoulos & Roman A. Ahmed & Rob J. Hyndman, 2007, "Hierarchical forecasts for Australian domestic tourism," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 12/07, Aug, revised Nov 2007.
• Muhammad Akram & Rob J. Hyndman & J. Keith Ord, 2007, "Non-linear exponential smoothing and positive data," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 14/07, Nov.
• Ralph D. Snyder & Gael M. Martin & Phillip Gould & Paul D. Feigin, 2007, "An Assessment of Alternative State Space Models for Count Time Series," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 4/07, May.
• Rob J. Hyndman & Yeasmin Khandakar, 2007, "Automatic time series forecasting: the forecast package for R," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 6/07, Jun.
• Pim Ouwehand & Rob J. Hyndman & Ton G. de Kok & Karel H. van Donselaar, 2007, "A state space model for exponential smoothing with group seasonality," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 7/07, Jun.
• Viv Hall & John McDermott, 2007, "A Quarterly Post-World War II Real GDP Series for New Zealand," Motu Working Papers, Motu Economic and Public Policy Research, number 07_13, Oct.
• Mark E. Wohar & Robert Sollis, 2007, "Tests for Asymmetric Threshold Cointegration with an Application to the Term Structure," Journal of Economic Insight, Missouri Valley Economic Association, volume 33, issue 2, pages 1-19.
• D. Cornille & T. Stragier, 2007, "The euro, five years later : what has happened to prices ?," Economic Review, National Bank of Belgium, issue ii, pages 7-27, September.
• Luc Aucremanne & Marianne Collin & Thomas Stragier, 2007, "Assessing the Gap between Observed and Perceived Inflation in the Euro Area : Is the Credibility of the HICP at Stake ?," Working Paper Research, National Bank of Belgium, number 112, Apr.
• Howard Kunreuther & Gabriel Silvasi & Eric T. Bradlow & Dylan Small, 2007, "Deterministic and Stochastic Prisoner's Dilemma Games: Experiments in Interdependent Security," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0341, Aug.
• Alexander Muermann & Howard Kunreuther, 2007, "Self-Protection and Insurance with Interdependencies," NBER Working Papers, National Bureau of Economic Research, Inc, number 12827, Jan.
• Torben G. Andersen & Tim Bollerslev & Dobrislav Dobrev, 2007, "No-Arbitrage Semi-Martingale Restrictions for Continuous-Time Volatility Models subject to Leverage Effects, Jumps and i.i.d. Noise: Theory and Testable Distributional Implications," NBER Working Papers, National Bureau of Economic Research, Inc, number 12963, Mar.
• Richard J. Smith & A. M. Robert Taylor & Tomas del Barrio Castro, 2007, "Regression-based seasonal unit root tests," Discussion Papers, University of Nottingham, Granger Centre for Time Series Econometrics, number 07/05, Sep.
• Emmanuel De Veirman, 2007, "Which nonlinearity in the Phillips curve? The absence of accelerating deflation in Japan," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2007/14, Sep.
• Özer Karagedikli & Troy Matheson & Christie Smith & Shaun P. Vahey, 2007, "RBCs and DSGEs:The Computational Approach to Business Cycle Theory and Evidence," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2007/15, Nov.
• Luiz de Mello & Diego Moccero, 2007, "Monetary Policy and Macroeconomic Stability in Latin America: The Cases of Brazil, Chile, Colombia and Mexico," OECD Economics Department Working Papers, OECD Publishing, number 545, Feb, DOI: 10.1787/285851107845.
• Balázs Égert, 2007, "Real Convergence, Price Level Convergence and Inflation Differentials in Europe," Working Papers, Oesterreichische Nationalbank (Austrian Central Bank), number 138, Jul.