Research classified by Journal of Economic Literature (JEL) codes

---

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

• 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.
• Ralf Becker & Adam Clements & James Curchin, 2007, "Does implied volatility reflect a wider information set than econometric forecasts?," NCER Working Paper Series, National Centre for Econometric Research, number 15, May.
• Ralf Becker & Adam Clements, 2007, "Are combination forecasts of S&P 500 volatility statistically superior?," NCER Working Paper Series, National Centre for Econometric Research, number 17, Jun.
• Ralf Becker & Adam Clements, 2007, "Forecasting stock market volatility conditional on macroeconomic conditions," NCER Working Paper Series, National Centre for Econometric Research, number 18, Jun.
• Paul Castillo & Alberto Humala & Vicente Tuesta, 2007, "Monetary Policy, Regime Shifts, and Inflation Uncertainty in Peru (1949-2006)," Working Papers, Banco Central de Reserva del Perú, number 2007-005, Mar.
• Rodriguez Gabriel, 2007, "Application of Three Alternative Approaches to Identify Business Cycles in Peru," Working Papers, Banco Central de Reserva del Perú, number 2007-007, May.
• Marco Di Domizio, 2007, "La domanda di calcio in Italia: serie A 1962-2006," Rivista di Diritto ed Economia dello Sport, Centro di diritto e business dello Sport, volume 3, issue 1, pages 71-90, Maggio.
• Shuangzhe Liu & Tiefeng Ma & Wolfgang Polasek, 2013, "Spatial System Estimators for Panel Models: A Sensitivity and Simulation Study," Working Paper series, Rimini Centre for Economic Analysis, number 05_13, Jan.
• Theodore Panagiotidis & Gianluigi Pelloni, 2007, "Non-Linearity In The Canadian And Us Labour Markets: Univariate And Multivariate Evidence From A Battery Of Tests," Working Paper series, Rimini Centre for Economic Analysis, number 06_07, Jul.
• Zhongfang He & John M. Maheu, 2009, "Real Time Detection of Structural Breaks in GARCH Models," Working Paper series, Rimini Centre for Economic Analysis, number 11_09, Jan.
• John M. Maheu & Yong Song, 2012, "A New Structural Break Model with Application to Canadian Inflation Forecasting," Working Paper series, Rimini Centre for Economic Analysis, number 27_12, Jun.
• Deborah Gefang & Gary Koop & Simon M. Potter, 2010, "Understanding Liquidity and Credit Risks in the Financial Crisis," Working Paper series, Rimini Centre for Economic Analysis, number 45_10, Jan.
• Shuangzhe Liu & Tiefeng Ma & Wolfgang Polasek, 2012, "Spatial System Estimators for Panel Models: A Sensitivity and Simulation Study," Working Paper series, Rimini Centre for Economic Analysis, number 75_12, Nov.
• Marcelo Fernandes & Marcelo Cunha Medeiros & MArcelo Scharth, 2007, "Modeling and predicting the CBOE market volatility index," Textos para discussão, Department of Economics PUC-Rio (Brazil), number 548, Aug.
• Duo Qin & Marie Anne Cagas & Geoffrey Ducanes & Nedelyn Magtibay-Ramos & Pilipinas F. Quising, 2007, "Measuring Regional Market Integration in Developing Asia: a Dynamic Factor Error Correction Model (DF-ECM) Approach," Working Papers on Regional Economic Integration, Asian Development Bank, number 8, May.
• Lev Slutskin, 2007, "Stability Tests for Linear Regression Models," Applied Econometrics, Russian Academy of National Economy and Public Administration (RANEPA), volume 6, issue 2, pages 126-135.
• James W. Saunoris & James E. Payne, 2007, "New evidence on modeling the Phillips Curve and time-varying volatility," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 60, issue 3, pages 355-364.
• Tiru K. Jayaraman & Baljeet Singh, 2007, "Impact of Foreign Direct Investment on Employment in Pacifi c Island Countries: An Empirical Study of Fiji," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 60, issue 1, pages 57-74.
• Bettina Becker & Stephen Hall, 2007, "Measuring convergence of the new member countries’ exchange rates to the euro," Journal of Financial Transformation, Capco Institute, volume 19, pages 20-25.
• Dobrescu, Emilian, 2007, "Double Conditioned Potential Output," Working Papers of Institute for Economic Forecasting, Institute for Economic Forecasting, number 070701, Jul.
• Donal Bredin & Stilianos Fountas, 2007, "Is macroeconomic uncertainty bad for macroeconomic performance? Evidence from five Asian countries," Centre for Financial Markets Working Papers, Research Repository, University College Dublin, number 10197/1178, Mar.
• Christian Macaro, 2007, "The Impact of Vintage on the Persistence of Gross Domestic Product Shocks," CEIS Research Paper, Tor Vergata University, CEIS, number 101, May.
• Tommaso Proietti, 2007, "Band Spectral Estimation for Signal Extraction," CEIS Research Paper, Tor Vergata University, CEIS, number 104, May.
• Reetu Verma, 2007, "Savings, Investment and Growth in India," South Asia Economic Journal, Institute of Policy Studies of Sri Lanka, volume 8, issue 1, pages 87-98, January, DOI: 10.1177/139156140600800105.
• Mohammed Nur & Albert Wijeweera & Brian Dollery, 2007, "Estimation of the Export Demand Function using Bilateral Trade Data," South Asia Economic Journal, Institute of Policy Studies of Sri Lanka, volume 8, issue 2, pages 249-264, December, DOI: 10.1177/139156140700800204.
• Andrea Mervar & James E. Payne, 2007, "Analysis of Foreign Tourism Demand for Croatian Destinations: Long-Run Elasticity Estimates," Tourism Economics, , volume 13, issue 3, pages 407-420, September, DOI: 10.5367/000000007781497764.
• Caporale Guglielmo Maria & Kontonikas Alexandros, 2007, "The Euro and Inflation Uncertainty in the European Monetary Union," CELPE Discussion Papers, CELPE - CEnter for Labor and Political Economics, University of Salerno, Italy, number 101, Jul.
• Muhammad Arif, 2007, "Developing Bond Market in Pakistan," SBP Research Bulletin, State Bank of Pakistan, Research Department, volume 3, pages 129-157.
• Zulfiqar Hyder & Muhammad Mazhar Khan, 2007, "Monetary Conditions Index for Pakistan," SBP Research Bulletin, State Bank of Pakistan, Research Department, volume 3, pages 165-190.
• Eva Gutierrez, 2007, "Export Performance and External Competitiveness in the Former Yugoslav Republic of Macedonia," South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, volume 5, issue 2, pages 203-224.
• Andrew Hughes Hallett & Christian R. Richter, 2007, "Time Varying Cyclical Analysis for Economies in Transition," CASE Network Studies and Analyses, CASE-Center for Social and Economic Research, number 0334.
• Patrick Richard, 2007, "ARMA Sieve bootstrap unit root tests," Cahiers de recherche, Departement d'économique de l'École de gestion à l'Université de Sherbrooke, number 07-05, revised Jul 2009.
• Patrick Richard, 2007, "GLS Bias Correction for Low Order ARMA models," Cahiers de recherche, Departement d'économique de l'École de gestion à l'Université de Sherbrooke, number 07-19.
• Chao-Chun Chen & Wen-Jen Tsay, 2007, "Estimating Markov-Switching ARMA Models with Extended Algorithms of Hamilton," IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan, number 07-A009, Oct.
• Jun Yu, 2007, "Bias in the Estimation of the Mean Reversion Parameter in Continuous Time Models," Working Papers, Singapore Management University, Sim Kee Boon Institute for Financial Economics, number CoFie-06-2008, Apr, revised Oct 2008.
• Katrin Assenmacher & Stefan Gerlach & Toshitaka Sekine, 2007, "Monetary Factors and Inflation in Japan," Working Papers, Swiss National Bank, number 2007-13.
• Dennis Gaertner, 2007, "Why Bayes Rules: A Note on Bayesian vs. Classical Inference in Regime Switching Models," SOI - Working Papers, Socioeconomic Institute - University of Zurich, number 0719, Dec.
• Fischer, Matthias J., 2007, "Are correlations constant over time? Application of the CC-TRIGt-test to return series from different asset classes," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2007-012.
• Tsay, Wen-Jen & Härdle, Wolfgang Karl, 2007, "A generalized ARFIMA process with Markov-switching fractional differencing parameter," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2007-022.
• Bauwens, Luc & Hautsch, Nikolaus, 2007, "Modelling financial high frequency data using point processes," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2007-066.
• Fitzenberger, Bernd & Franz, Wolfgang & Bode, Oliver, 2007, "The Phillips Curve and NAIRU Revisited: New Estimates for Germany," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 07-070.
• Linzert, Tobias & Schmidt, Sandra, 2007, "What Explains the Spread Between the Euro Overnight Rate and the ECB's Policy Rate?," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 07-076.
• Michael Artis & Jos� G. Clavel & Mathias Hoffmann & Dilip Nachane, 2007, "Harmonic Regression Models: A Comparative Review with Applications," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 333, Sep.
• Daniel Waldenstr�m & Bruno S. Frey, 2007, "Did Nordic Countries Recognize the Gathering Storm of World War II? Evidence from the Bond Markets," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 336, Oct.
• Afonso, Antonio & Strauch, Rolf, 2007, "Fiscal policy events and interest rate swap spreads: Evidence from the EU," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 17, issue 3, pages 261-276, July.
• Daal, Elton & Naka, Atsuyuki & Yu, Jung-Suk, 2007, "Volatility clustering, leverage effects, and jump dynamics in the US and emerging Asian equity markets," Journal of Banking & Finance, Elsevier, volume 31, issue 9, pages 2751-2769, September.
• Calvet, Laurent E. & Fisher, Adlai J., 2007, "Multifrequency news and stock returns," Journal of Financial Economics, Elsevier, volume 86, issue 1, pages 178-212, October.
• Fountas, Stilianos & Karanasos, Menelaos, 2007, "Inflation, output growth, and nominal and real uncertainty: Empirical evidence for the G7," Journal of International Money and Finance, Elsevier, volume 26, issue 2, pages 229-250, March.
• Ferreira, Alex Luiz & Leon-Ledesma, Miguel A., 2007, "Does the real interest parity hypothesis hold? Evidence for developed and emerging markets," Journal of International Money and Finance, Elsevier, volume 26, issue 3, pages 364-382, April.
• Egert, Balazs & Crespo-Cuaresma, Jesus & Reininger, Thomas, 2007, "Interest rate pass-through in central and Eastern Europe: Reborn from ashes merely to pass away?," Journal of Policy Modeling, Elsevier, volume 29, issue 2, pages 209-225.
• Bajo-Rubio, Oscar & Diaz-Roldan, Carmen & Esteve, Vicente, 2007, "Change of regime and Phillips curve stability: The case of Spain, 1964-2002," Journal of Policy Modeling, Elsevier, volume 29, issue 3, pages 453-462.
• Ravenna, Federico, 2007, "Vector autoregressions and reduced form representations of DSGE models," Journal of Monetary Economics, Elsevier, volume 54, issue 7, pages 2048-2064, October.
• Hall, Viv B. & McDermott, C. John, 2007, "Regional business cycles in New Zealand: Do they exist? What might drive them?," Papers in Regional Science, Elsevier, volume 86, issue 2, pages 167-191, DOI: 10.1111/j.1435-5957.2007.00119.x.
• Bask, Mikael & Liu, Tung & Widerberg, Anna, 2007, "The stability of electricity prices: Estimation and inference of the Lyapunov exponents," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 376, issue C, pages 565-572, DOI: 10.1016/j.physa.2006.10.016.
• Hernandez, Monica & Pudney, Stephen, 2007, "Measurement error in models of welfare participation," Journal of Public Economics, Elsevier, volume 91, issue 1-2, pages 327-341, February.
• Ferda Halicioglu, 2007, "A Multivariate Causality Analysis of Export and Growth for Turkey," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI_RP_2007_05, Oct.
• Ferda Halicioglu, 2007, "The Financial Development and Economic Growth Nexus for Turkey," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI_RP_2007_06, Oct.
• Mardi Dungey & Michael McKenzie & Vanessa Smith, 2007, "Empirical Evidence on Jumps in the Term Structure of the US Treasury Market," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2007-25, Dec.
• Octavio Maroto Santana & Rosa María Cáceres Apolinario & Lourdes Jordán Sales & Alejandro Rodríguez Caro, 2007, "Estacionalidad en la rentabilidad y volatilidad de los títulos que cotizan en el LATIBEX," Revista de Administración, Finanzas y Economía (Journal of Management, Finance and Economics), Tecnológico de Monterrey, Campus Ciudad de México, volume 1, issue 1, pages 84-95.
• Nobay, A. Robert & Paya, Ivan & Peel, David A., 2007, "Inflation dynamics in the US - a nonlinear perspective," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24499, Nov.
• Kalogeropoulos, Konstantinos, 2007, "Likelihood-based inference for a class of multivariate diffusions with unobserved paths," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 31423, Oct.
• Gonçalves da Silva, Afonso & Robinson, Peter, 2007, "Fractional cointegration in stochastic volatility models," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 4534, May.
• Hidalgo, Javier, 2007, "Specification testing for regression models with dependent data," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 6799, May.
• Philip Arestis & Elias Karakitsos, 2007, "Modelling the US Housing Market," Ekonomia, Cyprus Economic Society and University of Cyprus, volume 10, issue 2, pages 67-88, Winter.
• Noriega, Antonio & Fontenla, Matías, 2007, "La infraestructura y el crecimiento económico en México," El Trimestre Económico, Fondo de Cultura Económica, volume 74, issue 296, pages 885-900, octubre-d, DOI: http://dx.doi.org/10.20430/ete.v74i.
• William A. Barnett & Ikuyasu Usui, 2007, "The Theoretical Regularity Properties of the Normalized Quadratic Consumer Demand Model," International Symposia in Economic Theory and Econometrics, Emerald Group Publishing Limited, "Functional Structure Inference", DOI: 10.1016/S1571-0386(07)18006-6.
• van Dijk, D.J.C. & Franses, Ph.H.B.F. & Ravazzolo, F., 2007, "Evaluating real-time forecasts in real-time," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2007-33, Aug.
• Mehmet Balcilar, 2007, "Point Optimal Invariant Tests of a Unit Root in Models with Structural Change," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-50, Aug.
• Eduardo Loría & Manuel G. Ramos., 2007, "La ley de Okun: una relectura para México, 1970-2004," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, volume 22, issue 1, pages 19-55.
• Eleftherios Thalassinos & Diana-Mihaela Pociovalisteanu, 2007, "A Time Series Model for the Romanian Stock Market," European Research Studies Journal, European Research Studies Journal, volume 0, issue 3-4, pages 57-72.
• David Madden, 2007, "Doctors' Fees in Ireland Following the Change in Reimbursement: Did they Jump?," The Economic and Social Review, Economic and Social Studies, volume 38, issue 2, pages 259-274.
• Swapnendu Banerjee, 2007, "Rent a Womb: Surrogate Selection, Investment Incentives and Contracting," Working Papers, eSocialSciences, number id:1021.
• S.K. Mishra, 2007, "Globalization and Structural Changes in the Indian Industrial Sector: An Analysis of Production Functions," Working Papers, eSocialSciences, number id:788.
• 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.