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

• Alfred A. Haug & Syed A. Basher, 2007, "Linear or Nonlinear Cointegration in the Purchasing Power Parity Relationship?," Working Papers, University of Otago, Department of Economics, number 0712, Aug, revised Aug 2007.
• Firouz Fallahi & Gabriel Rodríguez, 2007, "Using Markov-Switching Models to Identify the Link between Unemployment and Criminality," Working Papers, University of Ottawa, Department of Economics, number 0701E.
• Mika Meitz & Pentti Saikkonen & University of Helsinki, 2007, "Ergodicity, mixing, and existence of moments of a class of Markov models with applications to GARCH and ACD models," Economics Series Working Papers, University of Oxford, Department of Economics, number 327, May.
• Mika Meitz & Pentti Saikkonen & University of Helsinki, 2007, "Stability of nonlinear AR-GARCH models," Economics Series Working Papers, University of Oxford, Department of Economics, number 328, May.
• Jeremy Large, 2007, "Estimating Quadratic Variation When Quoted Prices Change by a Constant Increment," Economics Series Working Papers, University of Oxford, Department of Economics, number 340, Aug.
• Brendan K. Beare, 2007, "A New Mixing Condition," Economics Series Working Papers, University of Oxford, Department of Economics, number 348, Sep.
• Glynn, John & Perera, Nelson, 2007, "Unit Root Tests and Structural Breaks: A Survey with Applications = Contrastes de raíces unitarias y cambios estructurales: un estudio con aplicaciones," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 3, issue 1, pages 63-79, June.
• Katrin Assenmacher-Wesche & Stefan Gerlach, 2007, "Understanding the Link between Money Growth and Inflation in the Euro Area," Palgrave Macmillan Books, Palgrave Macmillan, chapter 2, in: David Cobham, "The Travails of the Eurozone", DOI: 10.1057/9780230801479_2.
• S. Boragan Aruoba & Francis X. Diebold & Chiara Scotti, 2007, "Real-Time Measurement of Business Conditions," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 07-028, Jul.
• S. Boragan Aruoba & Francis X. Diebold & Chiara Scotti, 2007, "Real-Time Measurement of Business Conditions, Second Version," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 08-011, Mar, revised 04 Apr 2008.
• Muhammad Arshad Khan & Ayaz Ahmed, 2007, "Foreign Aid-Blessing or Curse: Evidence from Pakistan," The Pakistan Development Review, Pakistan Institute of Development Economics, volume 46, issue 3, pages 215-240.
• Muhammad Arshad Khan & Abdul Qayyum, 2007, "Trade Liberalisation, Financial Development and Economic Growth," PIDE-Working Papers, Pakistan Institute of Development Economics, number 2007:19.
• Jean-Francois Richard & Roman Liesenfeld, 2007, "Classical and Bayesian Analysis of Univariate and Multivariate Stochastic Volatility Models," Working Paper, Department of Economics, University of Pittsburgh, number 322, Jun, revised Jan 2004.
• Peter C.B. Phillips & Jun Yu, 2007, "Maximum Likelihood and Gaussian Estimation of Continuous Time Models in Finance," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1597, Jan.
• Chirok Han & Peter C.B. Phillips, 2007, "GMM Estimation for Dynamic Panels with Fixed Effects and Strong Instruments at Unity," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1599, Jan.
• Donald W.K. Andrews & Patrik Guggenberger, 2007, "Asymptotics for Stationary Very Nearly Unit Root Processes," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1607, Mar.
• Peter C.B. Phillips & Chang Sik Kim, 2007, "Long Run Covariance Matrices for Fractionally Integrated Processes," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1611, Jun.
• Peter C.B. Phillips & Ke-Li Xu, 2007, "Tilted Nonparametric Estimation of Volatility Functions," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1612, Jun, revised Jul 2010.
• Peter C.B. Phillips & Tassos Magdalinos, 2007, "Limit Theory for Explosively Cointegrated Systems," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1614, Jun.
• Alfredo A. Romero, 2007, "Revisiting the Price Elasticity of Gasoline Demand," Working Papers, Economics Department, William & Mary, number 63, Oct.
• Röthig, Andreas & Chiarella, Carl, 2007, "Investigating Nonlinear Speculation in Cattle, Corn, and Hog Futures Markets using Logistic Smooth Transition Regression Models," Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL), number 29656.
• Konstantin A. Kholodilin & Erik Klär, 2007, "Dem Konjunkturzyklus auf der Spur: zur Prognose konjunktureller Wendepunkte in Deutschland," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, volume 76, issue 4, pages 8-20, DOI: 10.3790/vjh.76.4.8.
• Christian Dreger & Jiri Slacalek, 2007, "Wie stark wird der Konsum vom Vermögen bestimmt?," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, volume 76, issue 4, pages 77-84, DOI: 10.3790/vjh.76.4.77.
• Christian Dreger & Jürgen Wolters, 2007, "Instabile Geldnachfrage im Euroraum?," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, volume 76, issue 4, pages 85-95, DOI: 10.3790/vjh.76.4.85.
• Georg Zachmann, 2007, "A Markov Switching Model of the Merit Order to Compare British and German Price Formation," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 714.
• Shahid H. Malik & Eric J. Pentecost, 2007, "A Time Series Econometric Model of the Determinants of the Level of Inward Foreign Direct Investment into Pakistan," Indian Economic Review, Department of Economics, Delhi School of Economics, volume 42, issue 2, pages 177-190, December.
• Bill Russell, 2007, "Non-Stationary Inflation and Panel Estimates of United States Short and Long-run Phillips curves," Dundee Discussion Papers in Economics, Economic Studies, University of Dundee, number 200, May.
• Saaed, A.A.J., 2007, "Inflation and Economic Growth in Kuwait: 1985-2005. Evidence from Co-Integration and Error Correction Model," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 7, issue 1.
• AKA, Bédia F, 2007, "Relative Effects Of Public And Private Investment On Cote D’Ivoire’S Economic Performance," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 7, issue 1.
• BILDIRICI, Melike & ERSIN, Ozgur Omer, 2007, "Domestic Debt, Inflation And Economic Crises: A Panel Cointegration Application To Emerging And Developed Economies," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 7, issue 1.
• SANTOS, Carlos & OLIVEIRA, Maria Alberta, 2007, "Modelling The German Yield Curve And Testing The Lucas Critique, 1975-2001," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 7, issue 1.
• GOMEZ-SORZANO, Gustavo Alejandro, 2007, "Decomposing Violence: Crime Cycles In The Twentieth Century In The United States," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 7, issue 1.
• Bildirici, Melike & Sunal, Seckin, 2007, "Socio-Economic Determinants Of Development In World Economy: 1820–2005," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 7, issue 2, pages 5-22.
• AKA, Bedia F., 2007, "The Saving-Investment Relationships: A Markov Switching Causality Analysis Of Cote D´Ivoire And Ghana," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 7, issue 2, pages 155-162.
• Kim-Leng GOH & Chin-Sieng CHONG & Sook-Lu YONG, 2007, "Bank Lending Channel For Monetary Policy Transmission In Malaysia: An Ardl Approach," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 7, issue 2.
• Dionisio, Andreia & Menezes, Rui & Mendes, Diana & Vidigal Da Silva, Jacinto, 2007, "Nonlinear Dynamics Within Macroeconomic Factors And Stock Market In Portugal, 1993-2003," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 7, issue 2, pages 57-70.
• GOMEZ-SORZANO, Gustavo Alejandro, 2007, "A Structural Model For Net Rental Income In The U.S. Leasing Industry," Regional and Sectoral Economic Studies, Euro-American Association of Economic Development, volume 7, issue 1, pages 67-80.
• W A Razzak, 2007, "A Perspective on Unit Root and Cointegration in Applied Macroeconomics," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, volume 4, issue 1, pages 77-102.
• KIANI, Khurshid M., 2007, "Determination Of Volatility And Mean Returns: An Evidence From An Emerging Stock Market," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, volume 4, issue 1, pages 103-118.
• JAYANTHAKUMARAN, Kankesu & PAHLAVANI; Mosayeb & Frank NERI, Frank, 2007, "Trade Reforms And Breakpoints In Australia’S Manufactured Trade: An Application Of The Zivot And Andrews Model," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, volume 4, issue 2, pages 69-78.
• KIANI, Khurshid M., 2007, "Business Cycle Asymmetries In Stock Returns: Robust Evidence," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, volume 4, issue 2, pages 99-120.
• Poonam Gupta & Rana Hasan & Utsav Kumar, 2008, "What Constrains Indian Manufacturing?," Macroeconomics Working Papers, East Asian Bureau of Economic Research, number 22162, Jan.
• Miaojie Yu, 2010, "Processing Trade, Firm's Productivity, and Tariff Reductions : Evidence from Chinese Products," Macroeconomics Working Papers, East Asian Bureau of Economic Research, number 22799, Jan.
• Ananda Jayawickrama & Tilak Abeysinghe, 2007, "Exchange Rate Exposure of Sectoral Returns and Volatilities : Evidence from Japanese Industrial Sectors," Microeconomics Working Papers, East Asian Bureau of Economic Research, number 21925, Jun.
• Muhammad Arshad Khan & Abdul Qayyum, 2007, "Trade Liberalisation, Financial Development and Economic Growth," Trade Working Papers, East Asian Bureau of Economic Research, number 22204, Jan.
• Muhammad Arshad Khan & Muhammad Abdul Qayyum, 2007, "Trade, Financial and Growth Nexus in Pakistan," Economic Analysis Working Papers (2002-2010). Atlantic Review of Economics (2011-2016), Colexio de Economistas de A Coruña, Spain and Fundación Una Galicia Moderna, volume 6, pages 1-24, December.
• Manganelli, Simone, 2007, "Asset allocation by penalized least squares," Working Paper Series, European Central Bank, number 723, Feb.
• Imbs, Jean & Jondeau, Eric & Pelgrin, Florian, 2007, "Aggregating Phillips curves," Working Paper Series, European Central Bank, number 785, Jul.
• Franta, Michal & Saxa, Branislav & Šmídková, Kateřina, 2007, "Inflation persistence: euro area and new EU Member States," Working Paper Series, European Central Bank, number 810, Sep.
• Bussière, Matthieu, 2007, "Exchange rate pass-through to trade prices: the role of non-linearities and asymmetries," Working Paper Series, European Central Bank, number 822, Oct.
• Bond, Derek & Harrison, Michael J. & O’Brien, Edward, 2007, "Modelling Ireland’s exchange rates: from EMS to EMU," Working Paper Series, European Central Bank, number 823, Oct.
• Mehrotra, Aaron N. & Peltonen, Tuomas A. & Santos Rivera, Alvaro, 2007, "Modelling inflation in China - a regional perspective," Working Paper Series, European Central Bank, number 829, Nov.
• Habib, Maurizio Michael & Kalamova, Margarita Manolova, 2007, "Are there oil currencies? The real exchange rate of oil exporting countries," Working Paper Series, European Central Bank, number 839, Dec.
• Laura Mayoral, 2007, "Minimum distance estimation of stationary and non-stationary ARFIMA processes," Econometrics Journal, Royal Economic Society, volume 10, issue 1, pages 124-148, March.
• Jan R. Magnus & Andrey L. Vasnev, 2007, "Local sensitivity and diagnostic tests," Econometrics Journal, Royal Economic Society, volume 10, issue 1, pages 166-192, March.
• Arie Preminger & Shinichi Sakata, 2007, "A model selection method for S-estimation," Econometrics Journal, Royal Economic Society, volume 10, issue 2, pages 294-319, July.
• Aurelijus Dabušinskas & Dmitry Kulikov, 2007, "New Keynesian Phillips curve for Estonia, Latvia and Lithuania," Bank of Estonia Working Papers, Bank of Estonia, number 2007-07, Aug, revised 26 Aug 2007.
• Christian Schulz, 2007, "Forecasting economic growth for Estonia : application of common factor methodologies," Bank of Estonia Working Papers, Bank of Estonia, number 2007-09, Sep, revised 04 Sep 2007.
• Haldrup, Niels & Nielsen, Morten Orregaard, 2007, "Estimation of fractional integration in the presence of data noise," Computational Statistics & Data Analysis, Elsevier, volume 51, issue 6, pages 3100-3114, March.
• Kim, Jae H. & Silvapulle, Param & Hyndman, Rob J., 2007, "Half-life estimation based on the bias-corrected bootstrap: A highest density region approach," Computational Statistics & Data Analysis, Elsevier, volume 51, issue 7, pages 3418-3432, April.
• Perez-Alonso, Alicia, 2007, "A bootstrap approach to test the conditional symmetry in time series models," Computational Statistics & Data Analysis, Elsevier, volume 51, issue 7, pages 3484-3504, April.
• Bauwens, L. & Hafner, C.M. & Rombouts, J.V.K., 2007, "Multivariate mixed normal conditional heteroskedasticity," Computational Statistics & Data Analysis, Elsevier, volume 51, issue 7, pages 3551-3566, April.
• Maravall, A. & del Rio, A., 2007, "Temporal aggregation, systematic sampling, and the Hodrick-Prescott filter," Computational Statistics & Data Analysis, Elsevier, volume 52, issue 2, pages 975-998, October.
• Lux, Thomas & Kaizoji, Taisei, 2007, "Forecasting volatility and volume in the Tokyo Stock Market: Long memory, fractality and regime switching," Journal of Economic Dynamics and Control, Elsevier, volume 31, issue 6, pages 1808-1843, June.
• Caggiano, Giovanni & Leonida, Leone, 2007, "A note on the empirics of the neoclassical growth model," Economics Letters, Elsevier, volume 94, issue 2, pages 170-176, February.
• Lees, Kirdan & Matheson, Troy, 2007, "Mind your ps and qs! Improving ARMA forecasts with RBC priors," Economics Letters, Elsevier, volume 96, issue 2, pages 275-281, August.
• Otero, Jesus & Smith, Jeremy & Giulietti, Monica, 2007, "Testing for seasonal unit roots in heterogeneous panels in the presence of cross section dependence," Economics Letters, Elsevier, volume 97, issue 2, pages 179-184, November.
• Phillips, Peter C.B. & Magdalinos, Tassos, 2007, "Limit theory for moderate deviations from a unit root," Journal of Econometrics, Elsevier, volume 136, issue 1, pages 115-130, January.
• McCausland, William J., 2007, "Time reversibility of stationary regular finite-state Markov chains," Journal of Econometrics, Elsevier, volume 136, issue 1, pages 303-318, January.
• Barnett, William A., 2007, "Multilateral aggregation-theoretic monetary aggregation over heterogeneous countries," Journal of Econometrics, Elsevier, volume 136, issue 2, pages 457-482, February.
• Corradi, Valentina & Swanson, Norman R., 2007, "Evaluation of dynamic stochastic general equilibrium models based on distributional comparison of simulated and historical data," Journal of Econometrics, Elsevier, volume 136, issue 2, pages 699-723, February.
• Giordani, Paolo & Kohn, Robert & van Dijk, Dick, 2007, "A unified approach to nonlinearity, structural change, and outliers," Journal of Econometrics, Elsevier, volume 137, issue 1, pages 112-133, March.
• Chung, Heetaik & Park, Joon Y., 2007, "Nonstationary nonlinear heteroskedasticity in regression," Journal of Econometrics, Elsevier, volume 137, issue 1, pages 230-259, March.
• Shimotsu, Katsumi, 2007, "Gaussian semiparametric estimation of multivariate fractionally integrated processes," Journal of Econometrics, Elsevier, volume 137, issue 2, pages 277-310, April.
• Bandi, Federico M. & Phillips, Peter C.B., 2007, "A simple approach to the parametric estimation of potentially nonstationary diffusions," Journal of Econometrics, Elsevier, volume 137, issue 2, pages 354-395, April.
• Blake, Andrew P. & Kapetanios, George, 2007, "Testing for ARCH in the presence of nonlinearity of unknown form in the conditional mean," Journal of Econometrics, Elsevier, volume 137, issue 2, pages 472-488, April.
• Phillips, Peter C.B., 2007, "Unit root log periodogram regression," Journal of Econometrics, Elsevier, volume 138, issue 1, pages 104-124, May.
• Andersen, Torben G. & Bollerslev, Tim & Dobrev, Dobrislav, 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," Journal of Econometrics, Elsevier, volume 138, issue 1, pages 125-180, May.
• Clark, Todd E. & West, Kenneth D., 2007, "Approximately normal tests for equal predictive accuracy in nested models," Journal of Econometrics, Elsevier, volume 138, issue 1, pages 291-311, May.
• Phillips, Peter C.B. & Jin, Sainan & Hu, Ling, 2007, "Nonstationary discrete choice: A corrigendum and addendum," Journal of Econometrics, Elsevier, volume 141, issue 2, pages 1115-1130, December.
• Moon, Hyungsik Roger & Perron, Benoit & Phillips, Peter C.B., 2007, "Incidental trends and the power of panel unit root tests," Journal of Econometrics, Elsevier, volume 141, issue 2, pages 416-459, December.
• Dueker, Michael J. & Sola, Martin & Spagnolo, Fabio, 2007, "Contemporaneous threshold autoregressive models: Estimation, testing and forecasting," Journal of Econometrics, Elsevier, volume 141, issue 2, pages 517-547, December.
• Rodrigues, Paulo M.M. & Taylor, A.M. Robert, 2007, "Efficient tests of the seasonal unit root hypothesis," Journal of Econometrics, Elsevier, volume 141, issue 2, pages 548-573, December.
• Egert, Balazs & Kocenda, Evzen, 2007, "Interdependence between Eastern and Western European stock markets: Evidence from intraday data," Economic Systems, Elsevier, volume 31, issue 2, pages 184-203, June.
• Czellar, Veronika & Karolyi, G. Andrew & Ronchetti, Elvezio, 2007, "Indirect robust estimation of the short-term interest rate process," Journal of Empirical Finance, Elsevier, volume 14, issue 4, pages 546-563, September.
• Benassy-Quere, Agnes & Mignon, Valerie & Penot, Alexis, 2007, "China and the relationship between the oil price and the dollar," Energy Policy, Elsevier, volume 35, issue 11, pages 5795-5805, November.
• Grasso, Margherita & Manera, Matteo, 2007, "Asymmetric error correction models for the oil-gasoline price relationship," Energy Policy, Elsevier, volume 35, issue 1, pages 156-177, January.
• TURTUREAN, Ciprian Ionel, 2007, "Legea lui Okun pentru România în perioada 1992-2004
  [Okun's Law for Romania during 1992-2004]," MPRA Paper, University Library of Munich, Germany, number 10638, Oct.
• Erdemlioglu, Deniz M, 2007, "A new Test of Uncovered Interest Rate Parity: Evidence from Turkey," MPRA Paper, University Library of Munich, Germany, number 10787, Aug.
• Barry, Boubacar-Sid & Wodon, Quentin, 2007, "Conflict, Growth, and Poverty in Guinea-Bissau," MPRA Paper, University Library of Munich, Germany, number 11112, Jan.
• Chan, Tze-Haw & Khong, Wye Leong Roy, 2007, "Business Cycle Correlation and Output Linkages among the Asia Pacific Economies," MPRA Paper, University Library of Munich, Germany, number 11305, Dec, revised 24 Oct 2008.
• Selim, Tarek, 2007, "On Efficient Utilization of Egypt's Energy Resources: Oil and Natural Gas," MPRA Paper, University Library of Munich, Germany, number 119506, Jan.
• Onour, Ibrahim, 2007, "Testing Efficiency Performance of an Underdeveloped Stock Market," MPRA Paper, University Library of Munich, Germany, number 15020, Jul.
• Singh, Rup & Kumar, Saten, 2007, "Application of the Alternative Techniques to Estimate Demand for Money in Developing Countries," MPRA Paper, University Library of Munich, Germany, number 19295, Apr.
• Idrovo Aguirre, Byron, 2007, "Los Ciclos del Mercado Inmobiliario y su Relación con los Ciclos de la Economía
  [Housing Market Fluctuations and the Economic Cycles]," MPRA Paper, University Library of Munich, Germany, number 19365, Jan, revised 24 Sep 2007.
• Levent, Korap, 2007, "Information content of exchange rate volatility: Turkish experience," MPRA Paper, University Library of Munich, Germany, number 19598, Apr.
• Tang, Chor Foon, 2007, "The stability of money demand function in Japan: Evidence from rolling cointegration approach," MPRA Paper, University Library of Munich, Germany, number 19807, Aug.
• Mueller, Ulrich & Petalas, Philippe-Emmanuel, 2007, "Efficient Estimation of the Parameter Path in Unstable Time Series Models," MPRA Paper, University Library of Munich, Germany, number 2260, Mar.
• Weron, Rafal & Misiorek, Adam, 2007, "Heavy tails and electricity prices: Do time series models with non-Gaussian noise forecast better than their Gaussian counterparts?," MPRA Paper, University Library of Munich, Germany, number 2292, Mar, revised Oct 2007.
• Sinha, Dipendra, 2007, "Does the Wagner’s Law hold for Thailand? A Time Series Study," MPRA Paper, University Library of Munich, Germany, number 2560, Feb.
• Sinha, Dipendra, 2007, "Effects of Volatility of Exports in the Philippines and Thailand," MPRA Paper, University Library of Munich, Germany, number 2563, Apr.
• Sinha, Dipendra & Sinha, Tapen, 2007, "Toda and Yamamoto Causality Tests Between Per Capita Saving and Per Capita GDP for India," MPRA Paper, University Library of Munich, Germany, number 2564, Jan.
• Ari, Ali & Dagtekin, Rustem, 2007, "Les Indicateurs d'Alerte de la Crise Financière de 2000-2001 en Turquie: Un Modèle de Prévision de Crise Jumelle
  [Early Warning Indicators of the 2000-2001 Turkish Financial Crisis: A Twin Crisis Prediction Model]," MPRA Paper, University Library of Munich, Germany, number 25856.
• Ari, Ali & Dagtekin, Rustem, 2007, "Early Warning Signals of the 2000/2001 Turkish Financial Crisis," MPRA Paper, University Library of Munich, Germany, number 25857.
• Yusuf, Sulaiman Adesina & Salau, Adekunle Sheu, 2007, "Forecasting Mango and Citrus Production in Nigeria: A Trend analysis," MPRA Paper, University Library of Munich, Germany, number 2691, Apr, revised 05 Apr 2007.
• Joshi, Nayan & Bhattarai, Ram Chandra, 2007, "Stock returns and economically neutral behavioral variables: evidence from the Nepalese stock market," MPRA Paper, University Library of Munich, Germany, number 27000, Apr.
• Rude, James & Gervais, Jean-Philippe, 2007, "Biases in calculating dumping Margins: The case of cyclical products," MPRA Paper, University Library of Munich, Germany, number 2745, Mar.
• Lahiani, Amine & Yousfi, Ouidad, 2007, "Modèls Garch à la mémoire longue: application aux taux de change tunisiens
  [GARCH models : evidence from Tunisian Exchange market]," MPRA Paper, University Library of Munich, Germany, number 28702, Dec, revised 2008.
• Bouoiyour, jamal & Kuikeu, Oscar, 2007, "Pertinence de la dévaluation du Franc CFA de janvier 1994 : Une évaluation par le taux de change réel d’équilibre. Cas de l’économie camerounaise
  [Relevance of the CFA France devaluation in January 1994: An evaluation by the real exchange rate equ," MPRA Paper, University Library of Munich, Germany, number 31357.
• Silva Lopes, Artur C. & M. Monteiro, Olga Susana, 2007, "The expectations hypothesis of the term structure: some empirical evidence for Portugal," MPRA Paper, University Library of Munich, Germany, number 3437, May.
• Amavilah, Voxi Heinrich, 2007, "The effects of technology-as-knowledge on the economic performance of developing countries: An econometric analysis using annual publications data for Botswana, Namibia, and South Africa, 1976-2004," MPRA Paper, University Library of Munich, Germany, number 3482, Jun.
• Dávila-Pérez, Javier & Nuñez-Mora, Jose Antonio & Ruiz-Porras, Antonio, 2007, "Volatilidad del Precio de la Mezcla Mexicana de Exportación
  [Price Volatility of the Mexican Export Crude Oil Blend]," MPRA Paper, University Library of Munich, Germany, number 3562, Mar.
• Halicioglu, Ferda, 2007, "The Bilateral J-curve: Turkey versus her 13 Trading Partners," MPRA Paper, University Library of Munich, Germany, number 3564.
• Halicioglu, Ferda, 2007, "A Multivariate Causality Analysis of Export and Growth for Turkey," MPRA Paper, University Library of Munich, Germany, number 3565.
• Halicioglu, Ferda, 2007, "The Financial Development and Economic Growth Nexus for Turkey," MPRA Paper, University Library of Munich, Germany, number 3566.
• Rao, B. Bhaskara, 2007, "Deterministic and stochastic trends in the time series models: A guide for the applied economist," MPRA Paper, University Library of Munich, Germany, number 3580, Jun.
• Adenutsi, Deodat E., 2007, "Effects of trade openness and foreign direct investment on industrial performance in Ghana," MPRA Paper, University Library of Munich, Germany, number 37116, May.
• Lanne, Markku & Luoto, Jani, 2007, "Robustness of the Risk-Return Relationship in the U.S. Stock Market," MPRA Paper, University Library of Munich, Germany, number 3879.
• Gao, Jiti, 2007, "Nonlinear time series: semiparametric and nonparametric methods," MPRA Paper, University Library of Munich, Germany, number 39563, Sep, revised 01 Sep 2007.
• Ghorbel, Ahmed & Trabelsi, Abdelwahed, 2007, "Predictive Performance of Conditional Extreme Value Theory and Conventional Methods in Value at Risk Estimation," MPRA Paper, University Library of Munich, Germany, number 3963, Mar.
• Macri, Joseph & Sinha, Dipendra, 2007, "Does Black’s Hypothesis for Output Variability Hold for Mexico?," MPRA Paper, University Library of Munich, Germany, number 4021, Jul.
• Gomez-Sorzano, Gustavo, 2007, "Terrorist murder, cycles of violence, and terrorist attacks in New York City during the last two centuries," MPRA Paper, University Library of Munich, Germany, number 4200, Jan, revised 11 Feb 2007.
• Gómez-Sorzano, Gustavo, 2007, "Cycles of violence, and terrorist attacks index for the State of Massachusetts," MPRA Paper, University Library of Munich, Germany, number 4342, Jan, revised 20 May 2007.
• Gómez-Sorzano, Gustavo, 2007, "Cycles of violence and terrorist attacks index for the State of Arizona," MPRA Paper, University Library of Munich, Germany, number 4360, Jan, revised 04 Aug 2007.
• Gómez-sorzano, Gustavo, 2007, "Cycles of violence, riots, and terrorist attacks index for the State of California," MPRA Paper, University Library of Munich, Germany, number 4547, Jan, revised 19 Aug 2007.
• Jiranyakul, Komain, 2007, "Behavior of Stock Market Index in the Stock Exchange of Thailand," MPRA Paper, University Library of Munich, Germany, number 45961, Dec.
• Gómez-Sorzano, Gustavo, 2007, "Cycles of violence, and terrorist attacks index for the State of Washington," MPRA Paper, University Library of Munich, Germany, number 4604, Jan, revised 25 Aug 2007.
• Gómez-Sorzano, Gustavo, 2007, "Cycles of violence, and terrorist attacks index for the State of Arkansas," MPRA Paper, University Library of Munich, Germany, number 4606, Jan, revised 25 Aug 2007.
• Mishra, SK, 2007, "A note on least squares fitting of signal waveforms," MPRA Paper, University Library of Munich, Germany, number 4705, Sep.
• Gómez-sorzano, Gustavo, 2007, "Terrorist murder, cycles of violence, and attacks index for the City of Philadelphia during the last two centuries," MPRA Paper, University Library of Munich, Germany, number 4783, Jan, revised 08 Sep 2007.
• de Vilder, Robin G. & Visser, Marcel P., 2007, "Volatility Proxies for Discrete Time Models," MPRA Paper, University Library of Munich, Germany, number 4917, Sep.
• Gómez-sorzano, Gustavo, 2007, "Cycles of violence, and terrorist attacks index for the State of Missouri," MPRA Paper, University Library of Munich, Germany, number 4940, Jan, revised 15 Sep 2007.
• Gómez-sorzano, Gustavo, 2007, "Cycles of violence, and attacks index for the State of Florida," MPRA Paper, University Library of Munich, Germany, number 4941, Jan, revised 16 Sep 2007.
• Chancharat, Surachai & Valadkhani, Abbas, 2007, "Structural Breaks and Testing for the Random Walk Hypothesis in International Stock Prices," MPRA Paper, University Library of Munich, Germany, number 50394.
• Gómez-Sorzano, Gustavo, 2007, "Cycles of violence, and terrorist attacks index for the State of Michigan," MPRA Paper, University Library of Munich, Germany, number 5094, Feb, revised 30 Sep 2007.
• Gómez-Sorzano, Gustavo, 2007, "Cycles of violence, and terrorist attacks index for the State of Oklahoma," MPRA Paper, University Library of Munich, Germany, number 5095, Feb, revised 30 Sep 2007.
• Cellini, Roberto & Paolino, Alessandro, 2007, "Price of recreational products and the exchange rate: an empirical investigation on US data," MPRA Paper, University Library of Munich, Germany, number 5194, Oct.
• Kovačić, Zlatko, 2007, "Forecasting volatility: Evidence from the Macedonian stock exchange," MPRA Paper, University Library of Munich, Germany, number 5319, Oct.
• Mohan, Ramesh & Kemegue, Francis & Sjuib, Fahlino, 2007, "Hysteresis in Unemployment: Panel Unit Roots Tests Using State Level Data," MPRA Paper, University Library of Munich, Germany, number 5580, Nov.
• Gomez-Sorzano, Gustavo, 2007, "Developing the concept of Sustainable Peace using Econometrics and scenarios granting Sustainable Peace in Colombia by year 2019," MPRA Paper, University Library of Munich, Germany, number 5655, Apr, revised 07 Nov 2007.
• Jiménez-Rodríguez, Rebeca & Russo, Giuseppe, 2007, "Institutional rigidities and employment rigidity on the Italian labour larket," MPRA Paper, University Library of Munich, Germany, number 5758, Jul.
• Bassler, Kevin E. & Gunaratne, Gemunu H. & McCauley, Joseph L., 2007, "Empirically Based Modeling in the Social Sciences and Spurious Stylized Facts," MPRA Paper, University Library of Munich, Germany, number 5813, Oct.
• Noriega, Antonio E. & Ventosa-Santaulària, Daniel, 2007, "Spurious Regression and Trending Variables," MPRA Paper, University Library of Munich, Germany, number 58775.
• Ventosa-Santaulària, Daniel, 2007, "Spurious Instrumental Variables," MPRA Paper, University Library of Munich, Germany, number 58779.
• Karathanassis, George & Sogiakas, Vasilios, 2007, "Spill Over Effects of Futures Contracts Initiation on the Cash Market: A Comparative Analysis," MPRA Paper, University Library of Munich, Germany, number 5958, Nov.
• D'Agostino, A & Surico, P, 2007, "Does global liquidity help to forecast US inflation?," MPRA Paper, University Library of Munich, Germany, number 6283, Nov.
• Arshad Khan, Muhammad & Qayyum, Abdul, 2007, "Trade,Financial and Growth Nexus in Pakistan," MPRA Paper, University Library of Munich, Germany, number 6523, Dec.
• Valle e Azevedo, João, 2007, "Exact Limit of the Expected Periodogram in the Unit-Root Case," MPRA Paper, University Library of Munich, Germany, number 6553, Sep.
• Valle e Azevedo, João, 2007, "Interpretation of the Effects of Filtering Integrated Time Series," MPRA Paper, University Library of Munich, Germany, number 6574, Sep.
• Caiado, Jorge, 2007, "Forecasting water consumption in Spain using univariate time series models," MPRA Paper, University Library of Munich, Germany, number 6610, Sep.
• Cevik, Emrah Ismail & Pekkaya, Mehmet, 2007, "Spot Ve Vadeli̇ İşlem Fi̇yatlarinin Varyanslari Arasindaki̇ Nedenselli̇k Testi̇
  [Causality in variance test between spot and futures prices]," MPRA Paper, University Library of Munich, Germany, number 71301.
• Chia, Ricky Chee-Jiun & Liew, Venus Khim-Sen & Syed Khalid Wafa, Syed Azizi Wafa, 2007, "Day-of-the-week effects in selected East Asian stock markets," MPRA Paper, University Library of Munich, Germany, number 7299.
• Frimpong, Joseph Magnus & Oteng-Abayie, Eric Fosu, 2007, "Market Returns and Weak-Form Efficiency: the case of the Ghana Stock Exchange," MPRA Paper, University Library of Munich, Germany, number 7582, Aug, revised 09 Mar 2008.
• Gervais, Jean-Philippe, 2007, "Disentangling non-linearities in the long- and short-run price relationships: An application to the U.S. hog/Pork supply chain," MPRA Paper, University Library of Munich, Germany, number 7743, Apr, revised 15 Jan 2008.
• Proietti, Tommaso & Riani, Marco, 2007, "Transformations and Seasonal Adjustment: Analytic Solutions and Case Studies," MPRA Paper, University Library of Munich, Germany, number 7862, Dec.
• Angelidis, Timotheos & Degiannakis, Stavros, 2007, "Backtesting VaR Models: A Τwo-Stage Procedure," MPRA Paper, University Library of Munich, Germany, number 80418.
• Angelidis, Timotheos & Benos, Alexandros & Degiannakis, Stavros, 2007, "A Robust VaR Model under Different Time Periods and Weighting Schemes," MPRA Paper, University Library of Munich, Germany, number 80466.
• Chebbi, Houssem Eddine & Lachaal, Lassaad, 2007, "Agricultural sector and economic growth in Tunisia: Evidence from co-integration and error correction mechanism," MPRA Paper, University Library of Munich, Germany, number 9101.
• Sahminan, Sahminan, 2007, "Financial Market Responses to Bank Indonesia’s Policy Announcements," MPRA Paper, University Library of Munich, Germany, number 93401, Dec.
• Angelidis, Timotheos & Degiannakis, Stavros, 2007, "Backtesting VaR Models: A Τwo-Stage Procedure," MPRA Paper, University Library of Munich, Germany, number 96327.
• Ozturk, Ilhan & Kalyoncu, Huseyin, 2007, "Foreign Direct Investment and Growth: An Empiricial Investigation Based on Cross-Country Comparison," MPRA Paper, University Library of Munich, Germany, number 9636, Feb.
• Samuel Zita & Rangan Gupta, 2007, "Modelling and Forecasting the Metical-Rand Exchange Rate," Working Papers, University of Pretoria, Department of Economics, number 200702, Feb.
• Roman Hušek & Radka Švarcová, 2007, "Modifying IS-MP-IA Model for the Czech Economy
  [Modifikace IS-MP-IA modelu pro českou ekonomiku]," Acta Oeconomica Pragensia, Prague University of Economics and Business, volume 2007, issue 1, pages 20-26, DOI: 10.18267/j.aop.34.
• Jiří Trešl & Dagmar Blatná, 2007, "Modelling of Stock Returns Time-Series
  [Modelování časových řad akciových výnosů]," Acta Oeconomica Pragensia, Prague University of Economics and Business, volume 2007, issue 1, pages 114-120, DOI: 10.18267/j.aop.44.
• Danuše Nerudová & Svatopluk Kapounek & Jitka Poměnková, 2007, "Tax Competition in the European Union and Its Influence on the Shift in the Tax Burden
  [Daňová soutěž v Evropské měnové unii a její vliv na přesun daňového břemene]," Český finanční a účetní časopis, Prague University of Economics and Business, volume 2007, issue 2, pages 55-72, DOI: 10.18267/j.cfuc.222.
• Jan Hájek, 2007, "Czech Capital Market Weak-Form Efficiency, Selected Issues," Prague Economic Papers, Prague University of Economics and Business, volume 2007, issue 4, pages 303-318, DOI: 10.18267/j.pep.310.
• Jan Hájek, 2007, "Test slabé formy efektivnosti středoevropských akciových trhů
  [Weak-form efficiency test in the central european capital markets]," Politická ekonomie, Prague University of Economics and Business, volume 2007, issue 6, pages 773-791, DOI: 10.18267/j.polek.623.
• Michael Dueker & Martin Sola & Fabio Spagnolo, 2007, "Contemporaneous Threshold Autoregressive Models: Estimation, Testing and Forecasting," Discussion Papers, D.E.S. (Department of Economic Studies), University of Naples "Parthenope", Italy, number 5_2007, Apr.
• João Valle e Azevedo, 2007, "Interpretation of the Effects of Filtering Integrated Time Series," Working Papers, Banco de Portugal, Economics and Research Department, number w200712.
• João Valle e Azevedo, 2007, "Exact Limit of the Expected Periodogram in the Unit-Root case," Working Papers, Banco de Portugal, Economics and Research Department, number w200713.
• João Valle e Azevedo, 2007, "A Multivariate Band-Pass Filter," Working Papers, Banco de Portugal, Economics and Research Department, number w200717.
• Steven Gjerstad, 2007, "Price Dynamics in an Exchange Economy," Purdue University Economics Working Papers, Purdue University, Department of Economics, number 1205, Nov.
• Alex Maynard & Katsumi Shimotsu, 2007, "Covariance-based Orthogonality Tests For Regressors With Unknown Persistence," Working Paper, Economics Department, Queen's University, number 1122, Feb.
• Tatsuyoshi Okimoto & Katsumi Shimotsu, 2007, "Financial Market Integration And World Economic Stabilization Toward Purchasing Power Parity," Working Paper, Economics Department, Queen's University, number 1138, Oct.
• George Kapetanios & Zacharias Psaradakis, 2007, "Semiparametric Sieve-Type GLS Inference in Regressions with Long-Range Dependence," Working Papers, Queen Mary University of London, School of Economics and Finance, number 587, Mar.
• George Kapetanios & Andrew P. Blake, 2007, "Boosting Estimation of RBF Neural Networks for Dependent Data," Working Papers, Queen Mary University of London, School of Economics and Finance, number 588, Mar.
• Richard T. Baillie & Young-Wook Han & Robert J. Myers & Jeongseok Song, 2007, "Long Memory and FIGARCH Models for Daily and High Frequency Commodity Prices," Working Papers, Queen Mary University of London, School of Economics and Finance, number 594, Apr.
• Ana Beatriz Galvão, 2007, "Changes in Predictive Ability with Mixed Frequency Data," Working Papers, Queen Mary University of London, School of Economics and Finance, number 595, May.
• Iolanda Lo Cascio & Stephen Pollock, 2007, "Comparative Economic Cycles," Working Papers, Queen Mary University of London, School of Economics and Finance, number 599, May.
• Iolanda Lo Cascio, 2007, "Wavelet Analysis and Denoising: New Tools for Economists," Working Papers, Queen Mary University of London, School of Economics and Finance, number 600, May.
• Oleg Obrezkov, 2007, "Long range dependence and the purchasing power parity (in Russian)," Quantile, Quantile, issue 2, pages 131-140, March.
• Bulat Mukhamediyev, 2007, "Monetary policy rules of the National Bank of Kazakhstan (in Russian)," Quantile, Quantile, issue 3, pages 91-106, September.
• A. Hurn & J. Jeisman & K. Lindsay, 2007, "Teaching an Old Dog New Tricks: Improved Estimation of the Parameters of Stochastic Differential Equations by Numerical Solution of the Fokker-Planck Equation," NCER Working Paper Series, National Centre for Econometric Research, number 9, Feb.