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

• 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.
• 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.
• 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.
• 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.
• 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.