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

• Joseph P. Byrne & Norbert Fiess, 2007, "Euro Area Inflation: Aggregation Bias and Convergence," Working Papers, Business School - Economics, University of Glasgow, number 2007_41, Oct.
• Paulo Reis Mourão, 2007, "Factores de alteração da composição da Despesa Pública: o caso norte-americano," Notas Económicas, Faculty of Economics, University of Coimbra, issue 26, pages 27-41, December.
• Bety Agnany & Henry Aray, 2007, "The January Effect across Volatility Regimes," ThE Papers, Department of Economic Theory and Economic History of the University of Granada., number 07/04, Dec.
• Manuel Gomez & Daniel Ventosa-Santaularia, 2007, "Inflation and breaks: the validity of the Dickey-Fuller test," Department of Economics and Finance Working Papers, Universidad de Guanajuato, Department of Economics and Finance, number EM200601, Jun.
• Daniel Ventosa-Santaularia, 2007, "Spurious Instrumental Variables," Department of Economics and Finance Working Papers, Universidad de Guanajuato, Department of Economics and Finance, number EM200704, Jun, revised Mar 2009.
• Nicolas Million, 2007, "Effet peso : présentation théorique et application à la politique monétaire," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00144659, Mar.
• Darmoul Mokhtar & Nizar Harrathi, 2007, "Monetary information arrivals and intraday exchange rate volatility: a comparison of the GARCH and the EGARCH models," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00174996, Jun.
• Andros Gregoriou & Christos Ioannidis, 2007, "Generalized method of moments and present value tests of the consumption-capital asset pricing model under transactions costs: evidence from the UK stock market," Empirical Economics, Springer, volume 32, issue 1, pages 19-39, April, DOI: 10.1007/s00181-006-0070-9.
• Mark Trede & Bernd Wilfling, 2007, "Estimating exchange rate dynamics with diffusion processes: an application to Greek EMU data," Empirical Economics, Springer, volume 33, issue 1, pages 23-39, July, DOI: 10.1007/s00181-006-0081-6.
• Taizhong Hu & Ying Li, 2007, "Increasing failure rate and decreasing reversed hazard rate properties of the minimum and maximum of multivariate distributions with log-concave densities," Metrika: International Journal for Theoretical and Applied Statistics, Springer, volume 65, issue 3, pages 325-330, May, DOI: 10.1007/s00184-006-0079-2.
• Bradley Ewing & Jamie Kruse & Yongsheng Wang, 2007, "Local housing price index analysis in wind-disaster-prone areas," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, volume 40, issue 2, pages 463-483, February, DOI: 10.1007/s11069-006-9005-1.
• Josep Carrion-i-Silvestre & Andreu Sansó, 2007, "The KPSS test with two structural breaks," Spanish Economic Review, Springer;Spanish Economic Association, volume 9, issue 2, pages 105-127, June, DOI: 10.1007/s10108-006-9017-8.
• Apostolos Serletis, 2007, "The Welfare Cost of Inflation," Springer Books, Springer, chapter 0, "The Demand for Money", DOI: 10.1007/978-0-387-71727-2_6.
• Khurshid M. Kiani, 2007, "Stock Returns Predictability in Transition Economies," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), volume 14, issue 1, pages 93-104, May, DOI: 10.1007/s11300-007-0135-2.
• Rainer Thiele & Peter Nunnenkamp & Axel Dreher, 2007, "Do Donors Target Aid in Line with the Millennium Development Goals? A Sector Perspective of Aid Allocation," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 143, issue 4, pages 596-630, December, DOI: 10.1007/s10290-007-0124-x.
• Arvid Raknerud & Terje Skjerpen & Anders Rygh Swensen, 2007, "Forecasting key macroeconomic variables from a large number of predictors: A state space approach," Discussion Papers, Statistics Norway, Research Department, number 504, May.
• Erling Røed Larsen & Steffen Weum, 2007, "Home, Sweet Home or Is It - Always? Testing the Efficiency of the Norwegian Housing Market," Discussion Papers, Statistics Norway, Research Department, number 506, Jun.
• Robert Kohn & Rachida Ouysse, 2007, "Bayesian Variable Selection of Risk Factors in the APT Model," Discussion Papers, School of Economics, The University of New South Wales, number 2007-32, Oct.
• Claudio Morana, 2007, "A structural common factor approach to core inflation estimation and forecasting," Applied Economics Letters, Taylor & Francis Journals, volume 14, issue 3, pages 163-169, DOI: 10.1080/13504850500425147.
• Stanislav Anatolyev & Dmitry Shakin, 2007, "Trade intensity in the Russian stock market: dynamics, distribution and determinants," Applied Financial Economics, Taylor & Francis Journals, volume 17, issue 2, pages 87-104, DOI: 10.1080/09603100600606123.
• Kurt Brannas & Ola Simonsen, 2007, "Discretized time and conditional duration modelling for stock transaction data," Applied Financial Economics, Taylor & Francis Journals, volume 17, issue 8, pages 647-658, DOI: 10.1080/09603100600690044.
• Nasri Harb, 2007, "Trade between Euro zone and Arab countries: a panel study," Applied Economics, Taylor & Francis Journals, volume 39, issue 16, pages 2099-2107, DOI: 10.1080/00036840600722307.
• Robert-Paul Berben, 2007, "Does stock market uncertainty impair the use of monetary indicators in the euro area?," Applied Economics, Taylor & Francis Journals, volume 39, issue 1, pages 13-23, DOI: 10.1080/00036840600903436.
• Giancarlo Marini & Alessandro Piergallini & Pasquale Scaramozzino, 2007, "Inflation bias after the Euro: evidence from the UK and Italy," Applied Economics, Taylor & Francis Journals, volume 39, issue 4, pages 461-470, DOI: 10.1080/00036840500438962.
• Markku Lanne & Saikkonen Pentti, 2007, "Modeling Conditional Skewness in Stock Returns," The European Journal of Finance, Taylor & Francis Journals, volume 13, issue 8, pages 691-704, DOI: 10.1080/13518470701538608.
• Christian Gianella & Corinne Chanteloup, 2007, "Assessing Russia's Non-fuel Trade Elasticities: Does the Russian Economy React 'Normally' to Exchange Rate Movements?," Post-Communist Economies, Taylor & Francis Journals, volume 19, issue 2, pages 153-166, DOI: 10.1080/14631370701312063.
• Roberto Martínez-Espiñeira, 2007, "An Estimation of Residential Water Demand Using Co-Integration and Error Correction Techniques," Journal of Applied Economics, Taylor & Francis Journals, volume 10, issue 1, pages 161-184, May, DOI: 10.1080/15140326.2007.12040486.
• Michael Beenstock & Daniel Felsenstein, 2007, "Spatial Vector Autoregressions," Spatial Economic Analysis, Taylor & Francis Journals, volume 2, issue 2, pages 167-196, DOI: 10.1080/17421770701346689.
• Mubariz Hasanov & Tolga Omay, 2007, "Are the Transition Stock Markets Efficient? Evidence from Non-Linear Unit Root Tests," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, volume 7, issue 2, pages 1-12.
• Adnan Kasman & Erdost Torun, 2007, "Long Memory in the Turkish Stock Market Return and Volatility," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, volume 7, issue 2, pages 13-27.
• Derek Bond & Michael J. Harrison & Edward J. O'Brien, 2007, "Economic Base Multipliers Revisited," Trinity Economics Papers, Trinity College Dublin, Department of Economics, number tep0807, Jun.
• Konrad Banachewicz & André Lucas, 2007, "Quantile Forecasting for Credit Risk Management using possibly Mis-specified Hidden Markov Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 07-046/2, Jun.
• Cizek, P., 2007, "Robust and Efficient Adaptive Estimation of Binary-Choice Regression Models," Discussion Paper, Tilburg University, Center for Economic Research, number 2007-12.
• Drost, F.C. & van den Akker, R. & Werker, B.J.M., 2007, "Note on Integer-Valued Bilinear Time Series Models," Discussion Paper, Tilburg University, Center for Economic Research, number 2007-47.
• Cizek, P. & Haerdle, W. & Spokoiny, V., 2007, "Adaptive Pointwise Estimation in Time-Inhomogeneous Time-Series Models," Discussion Paper, Tilburg University, Center for Economic Research, number 2007-35.
• Cizek, P., 2007, "Efficient Robust Estimation of Time-Series Regression Models," Discussion Paper, Tilburg University, Center for Economic Research, number 2007-95.
• Cizek, P., 2007, "Efficient Robust Estimation of Regression Models (Revision of DP 2006-08)," Discussion Paper, Tilburg University, Center for Economic Research, number 2007-87.
• Cizek, P., 2007, "Robust and Efficient Adaptive Estimation of Binary-Choice Regression Models," Other publications TiSEM, Tilburg University, School of Economics and Management, number 09af7c4a-65bd-4684-855b-e.
• Drost, F.C. & van den Akker, R. & Werker, B.J.M., 2007, "Note on Integer-Valued Bilinear Time Series Models," Other publications TiSEM, Tilburg University, School of Economics and Management, number 4eb72bc4-4b8b-45a9-b97c-7.
• Cizek, P. & Haerdle, W. & Spokoiny, V., 2007, "Adaptive Pointwise Estimation in Time-Inhomogeneous Time-Series Models," Other publications TiSEM, Tilburg University, School of Economics and Management, number a797e4a8-12cf-4ac5-9fae-b.
• John M Maheu & Thomas H McCurdy, 2007, "Modeling foreign exchange rates with jumps," Working Papers, University of Toronto, Department of Economics, number tecipa-279, Feb.
• John M Maheu & Stephen Gordon, 2007, "Learning, Forecasting and Structural Breaks," Working Papers, University of Toronto, Department of Economics, number tecipa-284, Mar.
• Chun Liu & John M Maheu, 2007, "Are there Structural Breaks in Realized Volatility?," Working Papers, University of Toronto, Department of Economics, number tecipa-304, Dec.
• Ali ARI & Rustem DAGTEKIN, 2007, "Les Indicateurs D’Alerte De La Crise Financière De 2000-2001 En Turquie : Un Modèle De Prévision De Crise Jumelle," Region et Developpement, Region et Developpement, LEAD, Universite du Sud - Toulon Var, volume 26, pages 35-50.
• Katrin Assenmacher-Wesche & Stefan Gerlach, 2007, "Money at Low Frequencies," Journal of the European Economic Association, MIT Press, volume 5, issue 2-3, pages 534-542, 04-05.
• Colin A. Carter & Aaron Smith, 2007, "Estimating the Market Effect of a Food Scare: The Case of Genetically Modified StarLink Corn," The Review of Economics and Statistics, MIT Press, volume 89, issue 3, pages 522-533, August.
• 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.
• Tiia P¸ss & Mare Viies & Reet Maldre, 2007, "Convergence Analysis of the Structure of Tax Revenue and Tax Burden in EU," Working Papers, Tallinn School of Economics and Business Administration, Tallinn University of Technology, number 166.
• Sandra E. Black & Paul Devereux & Kjell G. Salvanes, 2007, "From the Cradle to the Labor Market? The Effect of Birth Weight on Adult Outcomes," Working Papers, Geary Institute, University College Dublin, number 200718, Jun.
• D. (Derek) Bond & Michael J. Harrison & Edward J. (Edward Joseph) O'Brien, 2007, "Modelling Ireland’s exchange rates : from EMS to EMU," Working Papers, School of Economics, University College Dublin, number 200718, Nov.
• Jun Ma & Charles Nelson & Richard Startz, 2007, "Spurious Inference in the GARCH(1,1) Model When It Is Weakly Identified," Working Papers, University of Washington, Department of Economics, number UWEC-2006-14-P, Mar, revised Mar 2007.
• David Veredas, 2007, "Macro Surprises and short-term behavior in bond futures," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/136236.
• Erik Lueth & Marta Ruiz-Arranz, 2007, "Are workers' remittances a hedge against macroeconomic shocks? The case of Sri Lanka," Asia-Pacific Development Journal, United Nations Economic and Social Commission for Asia and the Pacific (ESCAP), volume 14, issue 1, pages 25-39, June.
• Rainer Thiele & Peter Nunnenkamp & Axel Dreher, 2007, "Do Donors Target Aid in Line with the Millennium Development Goals?: A Sector Perspective of Aid Allocation," WIDER Working Paper Series, World Institute for Development Economic Research (UNU-WIDER), number DP2007-04.
• Patrick Guillaumont & Sylviane Guillaumont Jeanneney, 2007, "Big Push versus Absorptive Capacity: How to Reconcile the Two Approaches," WIDER Working Paper Series, World Institute for Development Economic Research (UNU-WIDER), number DP2007-05.
• Jayanthakumaran, Kankesu & Lee, Shao-Wei, 2007, "An initial push for successful transition from import substitution to export-orientation in Taiwan and China: The FDI-led hypothesis," Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia, number wp07-03.
• Chowdhury, Khorshed & Saleh, Ali Salman, 2007, "Testing the Keynesian Proposition of Twin Deficits in the Presence of Trade Liberalisation: Evidence from Sri Lanka after War: the case of a bridge too far?," Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia, number wp07-09.
• Chowdhury, Khorshed, 2007, "Balassa-Samuelson Effect Approaching Fifty Years: Is it Retiring Early in Australia?," Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia, number wp07-11.
• Chancharat,Surachai & Valadkhani, Abbas, 2007, "Testing for the Random Walk Hypothesis and Structural Breaks in International Stock Prices," Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia, number wp07-15.
• Francisco Peñaranda & Jón Daníelsson, 2007, "On the impact of fundamentals, liquidity and coordination on market stability," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1003, Jan, revised Mar 2010.
• Fulvio Corsi & Francesco Audrino, 2007, "Realized Correlation Tick-by-Tick," University of St. Gallen Department of Economics working paper series 2007, Department of Economics, University of St. Gallen, number 2007-02, Jan.
• Francesco Audrino & Peter Bühlmann, 2007, "Splines for Financial Volatility," University of St. Gallen Department of Economics working paper series 2007, Department of Economics, University of St. Gallen, number 2007-11, Apr.
• Korenok Oleg, 2007, "Bayesian Methods in Nonlinear Time Series," Working Papers, VCU School of Business, Department of Economics, number 0703, Mar.
• Silvestro Di Sanzo, 2007, "Forecasting Time Series with Long Memory and Level Shifts, A Bayesian Approach," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2007_03.
• Monica Billio & Massimiliano Caporin, 2007, "Market linkages, variance spillovers and correlation stability: empirical evidences of financial contagion," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2007_18.
• Monica Billio & Roberto Casarin & Domenico Sartore, 2007, "Bayesian Inference on Dynamic Models with Latent Factors," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2007_34.
• Qian Chen & David E. Giles, 2007, "A Saddlepoint Approximation to the Distribution of the Half-Life Estimator in an Autoregressive Model: New Insights Into the PPP Puzzle," Econometrics Working Papers, Department of Economics, University of Victoria, number 0703, May.
• Mark J. Holmes & Brian Silverstone, 2007, "Business Confidence and Cyclical Turning Points: A Markov-Switching Approach," Working Papers in Economics, University of Waikato, number 07/19, Sep.
• Balazs Egert, 2007, "Real Convergence, Price Level Convergence and Inflation Differentials in Europe," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp895, Nov.
• Tigran Poghosyan & Evzen Kocenda, 2007, "Macroeconomic Sources of Foreign Exchange Risk in New EU Members," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp898, Nov.
• Diego Romero‐Ávila, 2007, "Unit roots and persistence in the nominal interest rate: a confirmatory analysis applied to the OECD," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, volume 40, issue 3, pages 980-1007, August, DOI: 10.1111/j.1365-2966.2007.00439.x.
• Andreas Röthig & Carl Chiarella, 2007, "Investigating nonlinear speculation in cattle, corn, and hog futures markets using logistic smooth transition regression models," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 27, issue 8, pages 719-737, August.
• Giulietti, Monica & Otero, Jesus & Smith, Jeremy, 2007, "Testing for seasonal unit roots in heterogeneous panels in the presence of cross section dependence," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 784.
• Giulietti, Monica & Otero, Jesus & Waterson, Michael, 2007, "Pricing behaviour under competition in the UK electricity supply industry," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 790.
• Apostolos Serletis, 2007, "Unit Root Behavior in Energy Futures Prices," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, "Quantitative And Empirical Analysis Of Energy Markets".
• Apostolos Serletis, 2007, "Is There an East-West Split in North American Natural Gas Markets?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, "Quantitative And Empirical Analysis Of Energy Markets".
• Paola Zerilli, 2007, "Option Pricing and Spikes in Volatility: Theoretical and Empirical Analysis," Discussion Papers, Department of Economics, University of York, number 07/08, May.
• Vito Polito & Mike Wickens, 2007, "Measuring the Fiscal Stance," Discussion Papers, Department of Economics, University of York, number 07/14, Jun.
• Égert, Balázs & Leonard, Carol S., 2007, "Dutch desease scare in Kazakhstan: is it real?," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 9/2007.
• Colavecchio, Roberta & Funke, Michael, 2007, "Volatility dependence across Asia-Pacific on-shore and off-shore U.S.dollar futures markets," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 17/2007.
• Mehrotra, Aaron & Peltonen, Tuomas & Santos Rivera, Alvaro, 2007, "Modelling inflation in China: a regional perspective," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 19/2007.
• Funke, Michael & Gronwald, Marc, 2007, "The undisclosed renminbi basket: are the markets telling us something about where the renminbi - US dollar exchange rate is going?," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 20/2007.
• Laakkonen, Helinä, 2007, "Exchange rate volatility, macro announcements and the choice of intraday sasonality filtering method," Bank of Finland Research Discussion Papers, Bank of Finland, number 23/2007.
• Hasko, Harri, 2007, "Some unpleasant fiscal arithmetic: the role of monetary and fiscal policy in public debt dynamics since the 1970s," Bank of Finland Research Discussion Papers, Bank of Finland, number 28/2007.
• Archontakis, Theofanis & Lemke, Wolfgang, 2007, "Threshold dynmamics of short-term interest rates: empirical evidence and implications for the term structure," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2007,02.
• Herwartz, Helmut, 2007, "A note on model selection in (time series) regression models - General-to-specific or specific-to-general?," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2007-09.
• Lee, Hwa-Taek & Yoon, Gawon, 2007, "Does Purchasing Power Parity Hold Sometimes? Regime Switching in Real Exchange Rates," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2007-24.
• Feng, Yuanhua & Beran, Jan & Yu, Keming, 2007, "Modelling financial time series with SEMIFAR-GARCH model," CoFE Discussion Papers, University of Konstanz, Center of Finance and Econometrics (CoFE), number 07/14.
• Cremers, Heinz & Walzner, Jens, 2007, "Risikosteuerung mit Kreditderivaten unter besonderer Berücksichtigung von Credit Default Swaps," Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management, number 80.
• Klasen, Stephan & Herzer, Dierk & Nowak-Lehmann D., Felicitas, 2007, "In search of FDI-led growth in developing countries," Proceedings of the German Development Economics Conference, Göttingen 2007, Verein für Socialpolitik, Research Committee Development Economics, number 14.
• Qin, Duo, 2007, "Uncover Latent PPP by Dynamic Factor Error Correction Model (DF-ECM) Approach: Evidence from five OECD countries," Economics Discussion Papers, Kiel Institute for the World Economy, number 2007-29.
• Thiele, Rainer & Nunnenkamp, Peter & Dreher, Axel, 2007, "Do donors target aid in line with the millennium development goals? A sector perspective of aid allocation," Open Access Publications from Kiel Institute for the World Economy, Kiel Institute for the World Economy, number 4164, DOI: 10.1007/s10290-007-0124-x.
• Curto Millet, Fabien, 2007, "Inflation Expectations, the Phillips Curve and Monetary Policy," Kiel Working Papers, Kiel Institute for the World Economy, number 1339.
• Fitzenberger, Bernd & Franz, Wolfgang & Bode, Oliver, 2007, "The Phillips Curve and NAIRU Revisited: New Estimates for Germany," Kiel Working Papers, Kiel Institute for the World Economy, number 1344.
• Kromphardt, Jürgen & Logeay, Camille, 2007, "Changes in the Balance of Power Between the Wage and Price Setters and the Central Bank: Consequences for the Phillips Curve and the NAIRU," Kiel Working Papers, Kiel Institute for the World Economy, number 1354.
• Rickels, Wilfried & Duscha, Vicki & Keller, Andreas & Peterson, Sonja, 2007, "The determinants of allowance prices in the European emissions trading scheme: Can we expect an efficient allowance market 2008?," Kiel Working Papers, Kiel Institute for the World Economy, number 1387.
• Assenmacher-Wesche, Katrin & Gerlach, Stefan & Sekine, Toshitaka, 2007, "Monetary factors and inflation in Japan," IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS), number 13.
• Knedlik, Tobias & Scheufele, Rolf, 2007, "Three methods of forecasting currency crises: Which made the run in signaling the South African currency crisis of June 2006?," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 17/2007.
• Karanasos, Menelaos & Schurer, Stefanie, 2007, "Is the Relationship Between Inflation and its Uncertainty Linear?," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 18.
• Awokuse, Titus O. & Bernard, John C., 2007, "Spatial Price Dynamics in U.S. Regional Broiler Markets," Journal of Agricultural and Applied Economics, Cambridge University Press, volume 39, issue 3, pages 447-456, December.
• Bentzen, Jan & Smith, Valdemar, 2007, "The Military Action in Iraq 2003: Did the US Consumer Boycott of French Wines Have any Economic Effects?," Journal of Wine Economics, Cambridge University Press, volume 2, issue 1, pages 75-83, April.
• Panagiotidis, Theodore & Pelloni, Gianluigi, 2007, "Nonlinearity In The Canadian And U.S. Labor Markets: Univariate And Multivariate Evidence From A Battery Of Tests," Macroeconomic Dynamics, Cambridge University Press, volume 11, issue 5, pages 613-637, November.
• 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.
• Dennis Kristensen, 2007, "Nonparametric Estimation and Misspecification Testing of Diffusion Models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2007-01, May.
• Dennis Kristensen, 2007, "Nonparametric Filtering of the Realised Spot Volatility: A Kernel-based Approach," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2007-02, May.
• Thomas Busch & Bent Jesper Christensen & Morten Ørregaard Nielsen, 2007, "The Role of Implied Volatility in Forecasting Future Realized Volatility and Jumps in Foreign Exchange, Stock, and Bond Markets," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2007-09, Jun.
• Bent Jesper Christensen & Morten Ørregaard Nielsen & Jie Zhu, 2007, "Long Memory in Stock Market Volatility and the Volatility-in-Mean Effect: The FIEGARCH-M Model," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2007-10, Jun.
• Michael Jansson, 2007, "Semiparametric Power Envelopes for Tests of the Unit Root Hypothesis," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2007-12, Jun.
• Michael Sørensen & Julie Lyng Forman, 2007, "The Pearson diffusions: A class of statistically tractable diffusion processes," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2007-28, Sep.
• Søren Johansen & Morten Ørregaard Nielsen, 2007, "Likelihood inference for a nonstationary fractional autoregressive model," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2007-33, Nov.
• Søren Johansen, 2007, "Correlation, regression, and cointegration of nonstationary economic time series," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2007-35, Nov.
• Søren Johansen & David F. Hendry & Carlos Santos, 2007, "Selecting a Regression Saturated by Indicators," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2007-36, Nov.
• James Davidson & Nigar Hashimzade, 2007, "Representation and Weak Convergence of Stochastic Integrals with Fractional Integrator Processes," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2007-45, Dec.
• Nadezhda Ivanova, 2007, "Estimation of the Equilibrium Real Exchange Rate in Russia: Trade-Balance Approach," Working Papers, New Economic School (NES), number w0102, May.
• Claude Diebolt & Magali Jaoul-Grammare, 2007, "La masse salariale de l’Allemagne : 1810-1989. Nouvelle mesure et analyse cliométrique des chocs," Working Papers, Association Française de Cliométrie (AFC), number 07-02.
• Jean Luc de Meulemeester & Claude Diebolt & Magali Jaoul-Grammare, 2007, "Aggregate Wage Earnings in Germany: 1810-1989. New Measurement and Cliometric Analysis of Shocks," Working Papers, Association Française de Cliométrie (AFC), number 07-11.