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

2006

• Stanislav Anatolyev & Grigory Kosenok, 2006, "Tests in contingency tables as regression tests," Working Papers, Center for Economic and Financial Research (CEFIR), number w0075, Dec.
• Stanislav Anatolyev, 2006, "Dynamic modeling under linear-exponential loss," Working Papers, Center for Economic and Financial Research (CEFIR), number w0092, Dec.
• Eric Jondeau & Michael Rockinger, 2006, "The Economic Value of Distributional Timing," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 06-35, Nov.
• Maria Semenova, 2006, "What Jump Process to use to Model S&P500 Returns?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 06-06, Mar.
• Eric Jondeau & Michael Rockinger, 2006, "The Impact of News on Higher Moments," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 06-28, Nov.
• vladimir Borgy & Valérie Mignon, 2006, "Taux d’intérêt et marchés boursiers : une analyse empirique de l’intégration financière internationale," Working Papers, CEPII research center, number 2006-25, Dec.
• Alex Maynard, 2006, "The forward premium anomaly: statistical artefact or economic puzzle? New evidence from robust tests," Canadian Journal of Economics, Canadian Economics Association, volume 39, issue 4, pages 1244-1281, November.
• Joon Y. Park & Mototsugu Shintani, 2006, "Testing for a Unit Root against Transitional Autoregressive Models," Levine's Bibliography, UCLA Department of Economics, number 321307000000000316, Sep.
• Ian Babetskii, 2006, "Aggregate Wage Flexibility in Selected New EU Member States," Working Papers, Czech National Bank, Research and Statistics Department, number 2006/1, Apr.
• Martha Misas & Mar�a Teresa Ram�rez, 2006, "Colombian economic growth under Markov switching regimes with endogenous transition probabilities," Borradores de Economia, Banco de la Republica, number 2148, Dec.
• Munir A. Jalil. B & Martha Misas, 2006, "Evaluaci�n de pron�sticos del tipo de cambio utilizando," Borradores de Economia, Banco de la Republica, number 2636, Feb.
• Mauricio Arias & Camilo Hern�ndez & Camilo Zea, 2006, "Expectativas De Inflacion En El Mercado De Deuda P�Blica Colombiano," Borradores de Economia, Banco de la Republica, number 2695, Mar.
• Eliana Gonz�lez & Miguel I. G�mez & Luis F. Melo & Jos� Luis Torres, 2006, "Forecasting Food Price Inflation in Developing Countries with Inflation Targeting Regimes: the Colombian Case," Borradores de Economia, Banco de la Republica, number 2735, Oct.
• Luis Eduardo Arango & Andr�s Felipe Garc�a & Carlos Esteban Posada, 2006, "La metodolog�a de la Encuesta Continua de Hogares y el empalme de las series del mercado laboral urbano de Colombia," Borradores de Economia, Banco de la Republica, number 3039, Oct.
• Timo Terasvirta & Andr�s Gonz�lez, 2006, "Modelling autoregressive processes with a shifting mean," Borradores de Economia, Banco de la Republica, number 3230, Dec.
• Carlos Alberto Castro & Juan Ricardo Perilla & Orlando Gracia, 2006, "El comercio internacional y la productividad total de los factores en Colombia," Archivos de Economía, Departamento Nacional de Planeación, number 2470, May.
• Juan Sebastián CAMPOS, 2006, "Estimación de la brecha entre el PIB Potencial y el observado a través de Modelos VAR estructural para Colombia," Archivos de Economía, Departamento Nacional de Planeación, number 2596, Mar.
• Constanza MARTINEZ VENTURA, 2006, "Pronósticos de producción agrícola," Archivos de Economía, Departamento Nacional de Planeación, number 3394, Apr.
• Julio César Alonso & Mauricio Alejandro Arcos, 2006, "Cuatro hechos estilizados de las series de rendimientos: Una ilustración para Colombia," Estudios Gerenciales, Universidad Icesi.
• Julio César Alonso & Mauricio Alejandro Arcos, 2006, "Valor en Riesgo: Evaluación del desempeno de diferentes metodologías para 7 países latinoamericanos," Borradores de Economía y Finanzas, Universidad Icesi, number 3744, Sep.
• Álvaro Hernando Chaves Castro, 2006, "Desestacionalización de la producción industrial con la metodología X-12 ARIMA," Documentos de Trabajo UEC, Universidad Externado de Colombia, number 2294, Oct.
• Fabio Fernando Moscoso & Hernando E. V�squez, 2006, "Determinantes del comercio intra-industrial en el Grupo de los Tres," Documentos de Trabajo UEC, Universidad Externado de Colombia, number 2324, Apr.
• Ramón Javier Mesa Callejas & Mauricio López Gonzalez, 2006, "Reflexiones a propósito de la estrategia de Crecimiento económico en Colombia 2019," Perfil de Coyuntura Económica, Universidad de Antioquia, CIE.
• Wilman Gómez Munoz & Alejandro Torres García, 2006, "Distribución, crecimiento económico y pobreza en Colombia: la discusión reciente y algunas perspectivas a mediano plazo," Perfil de Coyuntura Económica, Universidad de Antioquia, CIE.
• Elkin Castano & Santiago Gallón & Karoll Gómez & Johanna Vásquez, 2006, "Análisis de los factores asociadosa la deserción y graduación estudiantil universitaria," Revista Lecturas de Economía, Universidad de Antioquia, CIE.
• Mauricio A. Hernández Monsalve & Ramón Javier Mesa, 2006, "La experiencia colombiana bajo un régimen de fluctuación controlada del tipo de cambio: el papel de las intervenciones bancarias," Revista Lecturas de Economía, Universidad de Antioquia, CIE.
• Bernardo Albertoi Zapata Bonnett, 2006, "Determinantes de la prima de riesgo soberano para Colombia," Ensayos de Economía, Universidad Nacional de Colombia Sede Medellín, number 8271, Sep.
• Alejandro Marín Calad & Álvaro Hurtado Rendon, 2006, "Un aporte al debate sobre la neutralidad del dinero: evidencia empírica del caso colombiano en el periodo 1970-2000," Ensayos de Economía, Universidad Nacional de Colombia Sede Medellín, number 8272, Sep.
• BAUWENS, Luc & PREMINGER, Arie & ROMBOUTS, Jeroen, 2006, "Regime switching GARCH models," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2006011, Feb.
• BAUWENS, Luc & HAFNER, Christian & ROMBOUTS, Jeroen, 2006, "Multivariate mixed normal conditional heteroskedasticity," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2006012, Feb.
• PREMINGER, Arie & HAFNER, Christian, 2006, "Deciding between GARCH and stochastic volatility via strong decision rules," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2006042, May.
• PREMINGER, Arie & STORTI, Giuseppe, 2006, "A GARCH (1,1) estimator with (almost) no moment conditions on the error term," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2006068, Aug.
• HAFNER, Christian & PREMINGER, Arie, 2006, "Asymptotic theory for a factor GARCH model," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2006071, Sep.
• CORONEO, Laura & VEREDAS, David, 2006, "Intradaily seasonality of returns distribution. A quantile regression approach and intradaily VaR estimation," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2006077, Sep.
• MEITZ, Mika & SAIKKONEN, Pentti, 2006, "Stability of nonlinear AR-GARCH models," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2006078, Sep.
• Minford, Patrick & Peel, David, 2006, "On the Equality of Real Interest Rates Across Borders in Integrated Capital Markets," CEPR Discussion Papers, Centre for Economic Policy Research, number 5611, Apr.
• Gerlach, Stefan & Assenmacher, Katrin, 2006, "Interpreting Euro Area Inflation at High and Low Frequencies," CEPR Discussion Papers, Centre for Economic Policy Research, number 5632, Apr.
• Gerlach, Stefan & Assenmacher, Katrin, 2006, "Understanding the Link between Money Growth and Inflation in the Euro Area," CEPR Discussion Papers, Centre for Economic Policy Research, number 5683, May.
• Gerlach, Stefan & Assenmacher, Katrin, 2006, "Money Growth, Output Gaps and Inflation at Low and High Frequency: Spectral Estimates for Switzerland," CEPR Discussion Papers, Centre for Economic Policy Research, number 5723, Jun.
• Steen, Frode & Asche, Frank, 2006, "When Anti-Dumping Measures Lead to Increased Market Power: A Case Study of the European Salmon Market," CEPR Discussion Papers, Centre for Economic Policy Research, number 5781, Aug.
• Siotis, Georges & Martinez Granado, Maite, 2006, "Computing Abuse Related Damages in the Case of New Entry: An Illustration for the Directory Enquiry Services Market," CEPR Discussion Papers, Centre for Economic Policy Research, number 5813, Sep.
• Gerlach, Stefan & Assenmacher, Katrin, 2006, "Money at Low Frequencies," CEPR Discussion Papers, Centre for Economic Policy Research, number 5868, Oct.
• Daniel Waldenstrom & Bruno S. Frey, 2006, "Using Markets to Measure Pre-War Threat Assessments: The Nordic Countries facing World War II," CREMA Working Paper Series, Center for Research in Economics, Management and the Arts (CREMA), number 2006-27, Nov.
• Nikolay Gospodinov, 2006, "A New Look at the Forward Premium Puzzle," Working Papers, Concordia University, Department of Economics, number 08009, Sep, revised Dec 2008.
• Gonzalo, Jesús & Pitarakis, Jean-Yves, 2006, "Threshold effects in cointegrating relationships," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we20060621, Jun.
• Tena Horrillo, Juan de Dios & Jerez, Miguel & Sotoca, Sonia & Carvallo, Nicole, 2006, "A proposal to obtain a long quarterly chilean gdp series," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number ws061706, Mar.
• Luc, BAUWENS & Arie, PREMINGER & Jeroen, ROMBOUTS, 2006, "Regime switching GARCH models," Discussion Papers (ECON - Département des Sciences Economiques), Université catholique de Louvain, Département des Sciences Economiques, number 2006006, Feb.
• Luc, BAUWENS & C.M., HAFNER & J.V.K., ROMBOUTS, 2006, "Multivariate mixed normal conditional heteroskedasticity," Discussion Papers (ECON - Département des Sciences Economiques), Université catholique de Louvain, Département des Sciences Economiques, number 2006007, Feb.
• Frédérique BEC & Mélika BEN SALEM & Ronald MACDONALD, 2006, "Real exchange rates and real interest rates : a nonlinear perspective," Discussion Papers (REL - Recherches Economiques de Louvain), Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2006024, Jun.
• Olmo, J., 2006, "A new family of estimators for the extremal index," Working Papers, Department of Economics, City St George's, University of London, number 06/01.
• Chen, Willa W. & Deo, Rohit S., 2006, "The Variance Ratio Statistic At Large Horizons," Econometric Theory, Cambridge University Press, volume 22, issue 2, pages 206-234, April.
• Hualde, Javier, 2006, "Unbalanced Cointegration," Econometric Theory, Cambridge University Press, volume 22, issue 5, pages 765-814, October.
• Meitz, Mika, 2006, "A Necessary And Sufficient Condition For The Strict Stationarity Of A Family Of Garch Processes," Econometric Theory, Cambridge University Press, volume 22, issue 5, pages 985-988, October.
• Bidarkota, Prasad V., 2006, "On The Economic Impact Of Modeling Nonlinearities: The Asset Pricing Example," Macroeconomic Dynamics, Cambridge University Press, volume 10, issue 1, pages 56-76, February.
• Breyer, Friedrich & Felder, Stefan, 2006, "Life expectancy and health care expenditures: A new calculation for Germany using the costs of dying," Health Policy, Elsevier, volume 75, issue 2, pages 178-186, January.
• Billah, Baki & King, Maxwell L. & Snyder, Ralph D. & Koehler, Anne B., 2006, "Exponential smoothing model selection for forecasting," International Journal of Forecasting, Elsevier, volume 22, issue 2, pages 239-247.
• Hyndman, Rob J. & Koehler, Anne B., 2006, "Another look at measures of forecast accuracy," International Journal of Forecasting, Elsevier, volume 22, issue 4, pages 679-688.
• Lucas, Andre & Klaassen, Pieter, 2006, "Discrete versus continuous state switching models for portfolio credit risk," Journal of Banking & Finance, Elsevier, volume 30, issue 1, pages 23-35, January.
• Kocenda, Evzen & Valachy, Juraj, 2006, "Exchange rate volatility and regime change: A Visegrad comparison," Journal of Comparative Economics, Elsevier, volume 34, issue 4, pages 727-753, December.
• Campbell, John Y. & Yogo, Motohiro, 2006, "Efficient tests of stock return predictability," Journal of Financial Economics, Elsevier, volume 81, issue 1, pages 27-60, July.
• Baillie, Richard T. & Kilic, Rehim, 2006, "Do asymmetric and nonlinear adjustments explain the forward premium anomaly?," Journal of International Money and Finance, Elsevier, volume 25, issue 1, pages 22-47, February.
• Gerlach, Richard & Wilson, Patrick & Zurbruegg, Ralf, 2006, "Structural breaks and diversification: The impact of the 1997 Asian financial crisis on the integration of Asia-Pacific real estate markets," Journal of International Money and Finance, Elsevier, volume 25, issue 6, pages 974-991, October.
• Barnett, William A., 2006, "Comments on "Chaotic monetary dynamics with confidence"," Journal of Macroeconomics, Elsevier, volume 28, issue 1, pages 253-255, March.
• He, Yijun & Barnett, William A., 2006, "Singularity bifurcations," Journal of Macroeconomics, Elsevier, volume 28, issue 1, pages 5-22, March.
• Narayan, Paresh Kumar, 2006, "The behaviour of US stock prices: Evidence from a threshold autoregressive model," Mathematics and Computers in Simulation (MATCOM), Elsevier, volume 71, issue 2, pages 103-108, DOI: 10.1016/j.matcom.2005.11.016.
• Chen, Shyh-Wei, 2006, "Simultaneously modeling the volatility of the growth rate of real GDP and determining business cycle turning points: Evidence from the U.S., Canada and the UK," Mathematics and Computers in Simulation (MATCOM), Elsevier, volume 71, issue 2, pages 87-102, DOI: 10.1016/j.matcom.2005.11.015.
• Oliveira, Francisco H.P. & Jayme, Frederico Jr. & Lemos, Mauro B., 2006, "Increasing returns to scale and international diffusion of technology: An empirical study for Brazil (1976-2000)," World Development, Elsevier, volume 34, issue 1, pages 75-88, January.
• Ravallion, Martin, 2006, "Looking beyond averages in the trade and poverty debate," World Development, Elsevier, volume 34, issue 8, pages 1374-1392, August.
• Heather M. Anderson & George Athanasopoulos & Farshid Vahid, 2006, "Nonlinear autoregressive leading indicator models of output in G-7 countries," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2006-14, Apr.
• Chin Nam Low & Heather Anderson & Ralph Snyder, 2006, "Beverridge Nelson Decomposition With Markov Switching," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2006-18, Jul.
• Robinson, Peter M., 2006, "Nonparametric spectrum estimation for spatial data," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 4543, Feb.
• Dalla, Violetta & Giraitis, Liudas & Hidalgo, Javier, 2006, "Consistent estimation of the memory parameter for nonlinear time series," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 6813, Jan.
• Martínez Granado, María Teresa & Siotis, Georges, 2006, "Computing abuse related damages in the case of new entry: An illustration for the Directory Enquiry Services market," DFAEII Working Papers, University of the Basque Country - Department of Foundations of Economic Analysis II, number 1988-088X, Jul.
• Flávio Vilela Vieira, 2006, "China: crescimento econômico de longo prazo," Brazilian Journal of Political Economy, FGV EAESP, volume 26, issue 3, pages 401-424, July.
• Nikolaos Giannellis & Athanasios P. Papadopoulos, 2006, "Purchasing Power Parity among Developing Countries and their Trade-Partners. Evidence from Selected CEEC and Implications for their Membership of EU," Ekonomia, Cyprus Economic Society and University of Cyprus, volume 9, issue 1, pages 39-56, Summer.
• Ansgar Belke & Thorsten Polleit, 2006, "Dividend Yields for Forecasting Stock Market Returns. An ARDL Cointegration Analysis for Germany," Ekonomia, Cyprus Economic Society and University of Cyprus, volume 9, issue 1, pages 86-116, Summer.
• Borus Jungbacker & Siem Jan Koopman, 2006, "Model-Based Measurement of Actual Volatility in High-Frequency Data," Advances in Econometrics, Emerald Group Publishing Limited, "Econometric Analysis of Financial and Economic Time Series", DOI: 10.1016/S0731-9053(05)20007-5.
• Heather M. Anderson & Chin Nam Low, 2006, "Random Walk Smooth Transition Autoregressive Models," Contributions to Economic Analysis, Emerald Group Publishing Limited, "Nonlinear Time Series Analysis of Business Cycles", DOI: 10.1016/S0573-8555(05)76010-7.
• de Pooter, M.D. & Segers, R. & van Dijk, H.K., 2006, "Gibbs sampling in econometric practice," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2006-13, Mar.
• Rotger, G.P. & Franses, Ph.H.B.F., 2006, "Forecasting high-frequency electricity demand with a diffusion index model," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2006-38, Sep.
• Dekimpe, M.G. & Franses, Ph.H.B.F. & Hanssens, D.M. & Naik, P., 2006, "Time-Series Models in Marketing," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2006-049-MKT, Sep.
• Dr. Ioannis N. Kallianiotis & Dr. Dean Frear, 2006, "Assets Return and Risk and Exchange Rate Trends: An Ex Post Analysis," European Research Studies Journal, European Research Studies Journal, volume 0, issue 3-4, pages 15-34.
• Nikolaos Dritsakis & Erotokritos Varelas & Antonios Adamopoulos, 2006, "The Main Determinants of Economic Growth : An Empirical Investigation with Granger Causality Analysis for Greece," European Research Studies Journal, European Research Studies Journal, volume 0, issue 3-4, pages 47-58.
• P. Jenkins, Stephen, 2000, "The distribution of income by sectors of the population," ISER Working Paper Series, Institute for Social and Economic Research, number 2000-18, May.
• Pudney, Stephen & Hernandez, Monica, 2006, "Measurement error in models of welfare participation," ISER Working Paper Series, Institute for Social and Economic Research, number 2006-29, Jun.
• A. Frenzel Baudisch, 2006, "Continuous Market Growth Beyond Functional Satiation. Time-Series Analyses of U.S. Footwear Consumption, 1955-2002," Papers on Economics and Evolution, Philipps University Marburg, Department of Geography, number 2006-03, May.
• Adrian Wood, 2006, "Making globalisation work for the poor: The 2000 White Paper Reconsidered," Working Papers, eSocialSciences, number id:501.
• Karuna Gomanee, 2006, "Aid, Public Spending and Human Welfare: Evidence from Quantile Regressions," Working Papers, eSocialSciences, number id:761.
• Pranab Bardhan, 2006, "Pro-Poor Targeting and Accountability of Local Governments in West Bengal," Working Papers, eSocialSciences, number id:773.
• Bill Russell, Anindya Banerjee, 2006, "The Long-Run Phillips Curve and Non-Stationary Inflation," Economics Working Papers, European University Institute, number ECO2006/16.
• Markku Lanne, 2006, "Forecasting Realized Volatility by Decomposition," Economics Working Papers, European University Institute, number ECO2006/20.
• Markku Lanne, 2006, "A Mixture Multiplicative Error Model for Realized Volatility," Economics Working Papers, European University Institute, number ECO2006/3.
• Ralf Brueggemann & Helmut Luetkepohl & Massimiliano Marcellino, 2006, "Forecasting Euro-Area Variables with German Pre-EMU Data," Economics Working Papers, European University Institute, number ECO2006/30.
• Anindya Banerjee & Josep Lluís Carrion-i-Silvestre, 2006, "Cointegration in Panel Data with Breaks and Cross-Section Dependence," Economics Working Papers, European University Institute, number ECO2006/5.
• Yeliz Yalcin & Eray M. Yycel, 2006, "The Day-of-the-Week Effect on Stock-Market Volatility and Return: Evidence from Emerging Markets (in English)," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 56, issue 5-6, pages 258-277, May.
• Jarko Fidrmuc & Roman Horváth, 2006, "Credibility of Exchange Rate Policies in Selected EU New Members: Evidence from High Frequency Data," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2006/28, Oct, revised Oct 2006.
• LI Zinai & ZHOU Jian, 2006, "Analysis on structural changes in the macroeconomic data series with the empirical evidence from China," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, volume 1, issue 2, pages 155-170, June.
• LIANG Qi & TENG Jianzhou, 2006, "Unit roots and structural breakpoints in China¡¯s macroeconomic and financial time series," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, volume 1, issue 4, pages 537-559, December.
• Girijasankar Mallik, 2006, "Has the Stock Market Integration Between the Asian and OECD Countries Improved After the Asian Crisis?," Frontiers in Finance and Economics, SKEMA Business School, volume 3, issue 2, pages 55-69, December.
• Fernandes, Marcelo & Rocha, Marco Aurélio dos Santos, 2006, "Are price limits on futures markets that cool?: evidence from the Brazilian Mercantile and Futures Exchange," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 630, Nov.
• Tim Bollerslev & Hao Zhou, 2006, "Expected stock returns and variance risk premia," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2007-11.
• Erik Hjalmarsson, 2006, "Inference in Long-Horizon Regressions," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 853.
• Erik Hjalmarsson, 2006, "Predictive regressions with panel data," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 869.
• Michael J. Dueker & Martin Sola & Fabio Spagnolo, 2006, "Contemporaneous threshold autoregressive models: estimation, testing and forecasting," Working Papers, Federal Reserve Bank of St. Louis, number 2003-024, DOI: 10.20955/wp.2003.024.
• Robert W. Rich & Joseph Tracy, 2006, "The relationship between expected inflation, disagreement, and uncertainty: evidence from matched point and density forecasts," Staff Reports, Federal Reserve Bank of New York, number 253, Jul.
• Alexandros Kontonikas & Alberto Montagnoli & Nicola Spagnolo, 2006, "Stock Returns and Inflation: The Impact of Inflation Targeting," Working Papers, Business School - Economics, University of Glasgow, number 2005_11, Aug.
• Guglielmo maria Coporale & Alexandros Kontonikas, 2006, "The EURO and Inflation Uncertainty In The EMU," Working Papers, Business School - Economics, University of Glasgow, number 2005_13, Sep.
• Carlos Santos & David Hendry, 2006, "Saturation in Autoregressive Models," Notas Económicas, Faculty of Economics, University of Coimbra, issue 24, pages 8-19, December.
• João Sousa Andrade, 2006, "Mobilidade do Capital e Sustentabilidade Externa: uma aplicação da tese de F-H a Portugal (1910-2004)," GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra, number 2006-04.
• Dierk Herzer & Rainer Klump, 2006, "Poverty, Government Transfers, and the Business Cycle: Evidence for the United States," Ibero America Institute for Econ. Research (IAI) Discussion Papers, Ibero-America Institute for Economic Research, number 141, Jun.
• Dierk Herzer & Stephan Klasen & Felicitas Nowak-Lehmann D., 2006, "In search of FDI-led growth in developing countries," Ibero America Institute for Econ. Research (IAI) Discussion Papers, Ibero-America Institute for Economic Research, number 150, Jul.
• Henry Aray, 2006, "The Latin American and Spanish Stock markets," ThE Papers, Department of Economic Theory and Economic History of the University of Granada., number 06/12, Dec.
• Antonio E. Noriega & Daniel Ventosa-Santaularia, 2006, "Spurious Regression and Trending Variables," Department of Economics and Finance Working Papers, Universidad de Guanajuato, Department of Economics and Finance, number EM200701, Sep, revised Jan 2007.
• Nicolas Million, 2006, "Changements de régime pour la persistance et la dynamique du taux d'intérêt réel américain," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00119051, Oct.
• Serge Rey, 2006, "Effective Exchange rate Volatility and MENA countries’ exports to EU," Post-Print, HAL, number hal-01885316.
• Jean-Guillaume Sahuc, 2006, "Partial indexation, trend inflation, and the hybrid Phillips curve," Post-Print, HAL, number hal-02877995, Jan, DOI: 10.1016/j.econlet.2005.07.002.
• Frédérique Bec & Mélika Ben Salem & Ronald Macdonald, 2006, "Real exchange rates and real interest rates : a nonlinear perspective," Post-Print, HAL, number hal-04176239, DOI: 10.3917/rel.722.0177.
• Kristina Kittelmann & Marcel Tirpak & Rainer Schweickert & Lúcio Vinhas De Souza, 2006, "From Transition Crises to Macroeconomic Stability? Lessons from a Crises Early Warning System for Eastern European and CIS Countries," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, volume 48, issue 3, pages 410-434, September.
• Paul Cashin & C. John McDermott, 2006, "Parity Reversion in Real Exchange Rates: Fast, Slow, or Not at All?," IMF Staff Papers, Palgrave Macmillan, volume 53, issue 1, pages 1-5.
• L. Grossi & G. Morelli, 2006, "Robust volatility forecasts and model selection in financial time series," Economics Department Working Papers, Department of Economics, Parma University (Italy), number 2006-SE02.
• Francis X. Diebold & Lutz Kilian & Marc Nerlove, 2006, "Time Series Analysis," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 06-019, May.
• Abdul Qayyum, 2006, "Money, Inflation, and Growth in Pakistan," The Pakistan Development Review, Pakistan Institute of Development Economics, volume 45, issue 2, pages 203-212.
• Khurshid M. Kiani, 2006, "Predictability in Stock Returns in an Emerging Market: Evidence from KSE 100 Stock Price Index," The Pakistan Development Review, Pakistan Institute of Development Economics, volume 45, issue 3, pages 369-381.
• Aurora A.C. Teixeira & Natércia Fortuna, 2006, "Human capital, trade and long-run productivity. Testing the technological absorption hypothesis for the Portuguese economy, 1960-2001," FEP Working Papers, Universidade do Porto, Faculdade de Economia do Porto, number 226, Aug.
• Francois-Éric Racicot & Raymond Théoret & Alain Coen, 2006, "Forecasting Irregularly Spaced UHF Financial Data: Realized Volatility vs UHF-GARCH Models," RePAd Working Paper Series, Département des sciences administratives, UQO, number UQO-DSA-wp152006, Jul.
• Idrovo Aguirre, Byron, 2006, "Estimación del spread de tasas de corto y largo plazo: Un indicador de alerta temprana
  [An estimation of short and long term rates spread: a leading indicator]," MPRA Paper, University Library of Munich, Germany, number 11116, Dec, revised 12 Mar 2007.
• Gomez-Sorzano, Gustavo, 2006, "Decomposing violence: terrorist murder in the twentieth century in the U.S," MPRA Paper, University Library of Munich, Germany, number 1145, Jun, revised 11 Nov 2006.
• Mishra, SK, 2006, "Globalization and Structural Changes in the Indian Industrial Sector: An Analysis of Production Functions," MPRA Paper, University Library of Munich, Germany, number 1231, Dec.
• Shepherd, Ben, 2006, "Estimating Price Elasticities of Supply for Cotton: A Structural Time-Series Approach," MPRA Paper, University Library of Munich, Germany, number 1252, Aug.
• Gomez-Sorzano, Gustavo, 2006, "A model of cyclical terrorist murder in Colombia, 1950-2004. Forecasts 2005-2019," MPRA Paper, University Library of Munich, Germany, number 134, May, revised 22 May 2006.
• Gomez-Sorzano, Gustavo, 2006, "Scenarios for sustainable peace in colombia by year 2019," MPRA Paper, University Library of Munich, Germany, number 135, Sep, revised 22 Sep 2006.
• Weron, Rafal & Misiorek, Adam, 2006, "Point and interval forecasting of wholesale electricity prices: Evidence from the Nord Pool market," MPRA Paper, University Library of Munich, Germany, number 1363.
• Harb, Nasri, 2006, "Trade Between Euro Zone and Arab Countries: a Panel Study," MPRA Paper, University Library of Munich, Germany, number 13675, Mar.
• Pandey, Alok Kumar, 2006, "Export and Economic Growth in India: Causal Interpretation," MPRA Paper, University Library of Munich, Germany, number 14670, Apr, revised Oct 2006.
• Matesanz Gómez, David & Fugarolas Álvarez-Ude, Guadalupe, 2006, "Exchange rate policy and trade balance. A cointegration analysis of the argentine experience since 1962," MPRA Paper, University Library of Munich, Germany, number 151, revised 2006.
• Rao, B. Bhaskara, 2006, "Time Series Econometrics of Growth Models: A Guide for Applied Economists," MPRA Paper, University Library of Munich, Germany, number 1547, Dec.
• Feng, Yuanhua & Beran, Jan & Yu, Keming, 2006, "Modelling financial time series with SEMIFAR-GARCH model," MPRA Paper, University Library of Munich, Germany, number 1593.
• Waheed, Muhammad & Alam, Tasneem & Ghauri, Saghir Pervaiz, 2006, "Structural breaks and unit root: evidence from Pakistani macroeconomic time series," MPRA Paper, University Library of Munich, Germany, number 1797, Dec.
• Mapa, Dennis S. & Briones, Kristine Joy S., 2006, "Measuring the Common Component of Stock Market Fluctuations in the Asia-Pacific Region," MPRA Paper, University Library of Munich, Germany, number 21247.
• Haider, Adnan & Butt, M. Sabihuddin, 2006, "The Direction of Causality between Health Spending and GDP: The Case of Pakistan," MPRA Paper, University Library of Munich, Germany, number 23379, Aug, revised 05 Dec 2006.
• Bond, Derek & Dyson, Kenneth, 2006, "Long memory and non-linearity in Stock Markets," MPRA Paper, University Library of Munich, Germany, number 252, Sep.
• Chagas Lopes, Margarida, 2006, "Portuguese Women in Science and Technology (S&T): Some Gender Features Behind MSc. and PhD. Achievement," MPRA Paper, University Library of Munich, Germany, number 26744.
• Alam, Tasneem & Waheed, Muhammad, 2006, "The monetary transmission mechanism in Pakistan: a sectoral analysis," MPRA Paper, University Library of Munich, Germany, number 2719, Sep, revised 13 Apr 2007.
• Foresti, Pasquale, 2006, "Testing for Granger causality between stock prices and economic growth," MPRA Paper, University Library of Munich, Germany, number 2962, revised 2007.
• Halkos, George & Kevork, Ilias, 2006, "Forecasting an ARIMA (0,2,1) using the random walk model with drift," MPRA Paper, University Library of Munich, Germany, number 31841.
• Gopalan, Sasidaran, 2006, "A causal investigation of aggregate output fluctuations in India," MPRA Paper, University Library of Munich, Germany, number 33063, Sep.
• Gómez-Sorzano, Gustavo, 2006, "Using the Beveridge & Nelson decomposition of economic time series for pointing out the occurrence of terrorist attacks," MPRA Paper, University Library of Munich, Germany, number 3388, Dec, revised 22 Mar 2007.
• Gómez-Sorzano, Gustavo, 2006, "Decomposing violence: terrorist murder and attacks in New York State from 1933 to 2005," MPRA Paper, University Library of Munich, Germany, number 3776, Dec, revised 01 Jul 2007.
• Kimbugwe, Hassan, 2006, "The bilateral J-Curve hypothesis between Turkey and her 9 trading partners," MPRA Paper, University Library of Munich, Germany, number 4254, May.
• Gómez-Sorzano, Gustavo, 2006, "Cycles of violence, and terrorist attacks index for the State of Ohio," MPRA Paper, University Library of Munich, Germany, number 4605, Feb, revised 25 Aug 2007.
• Jiranyakul, Komain, 2006, "The Impact of International Oil Prices on Industrial Production: The Case of Thailand," MPRA Paper, University Library of Munich, Germany, number 47035, Dec.
• Han, Heejoon & Park, Joon Y., 2006, "Time series properties of ARCH processes with persistent covariates," MPRA Paper, University Library of Munich, Germany, number 5199, May.
• Gervais, Jean-Philippe & Larue, Bruno, 2006, "A Joint Test of Price Discrimination, Menu Cost and Currency Invoicing," MPRA Paper, University Library of Munich, Germany, number 565, Jun.
• Ventosa-Santaularària, Daniel & Gómez, Manuel, 2006, "Inflation and Breaks: the validity of the Dickey-Fuller test," MPRA Paper, University Library of Munich, Germany, number 58773.
• Frimpong, Joseph Magnus & Oteng-Abayie, Eric Fosu, 2006, "Modelling and Forecasting Volatility of Returns on the Ghana Stock Exchange Using GARCH Models," MPRA Paper, University Library of Munich, Germany, number 593, Oct, revised 07 Oct 2006.
• Frimpong, Joseph Magnus & Oteng-Abayie, Eric Fosu, 2006, "Aggregate Import demand and Expenditure Components in Ghana:An Econometric Analysis," MPRA Paper, University Library of Munich, Germany, number 599, Aug, revised 15 Aug 0002.
• Saidi, Youssef & Zakoian, Jean-Michel, 2006, "Stationarity and geometric ergodicity of a class of nonlinear ARCH models," MPRA Paper, University Library of Munich, Germany, number 61988, revised 2006.
• Bulla, Jan, 2006, "Application of Hidden Markov Models and Hidden Semi-Markov Models to Financial Time Series," MPRA Paper, University Library of Munich, Germany, number 7675.
• Lorde, Troy & Moore, Winston, 2006, "Modeling and Forecasting the Volatility of Long-stay Tourist Arrivals," MPRA Paper, University Library of Munich, Germany, number 95599, Dec.
• C.E. Moolman & E.L. Roos & J.C. Le Roux & C. B. Du Toit, 2006, "Foreign Direct Investment: South Africa�s Elixir of Life?," Working Papers, University of Pretoria, Department of Economics, number 200605, Feb.
• J. H. Eita & Moses M. Sichei, 2006, "Estimating the Equilibrium Real Exchange Rate for Namibia," Working Papers, University of Pretoria, Department of Economics, number 200608, Feb.
• Karel Brůna, 2006, "Glenn Rudebusch's View on the Targeting of Short-Term Interest Rates
  [Cílování krátkodobých úrokových sazeb pohledem Glenna Rudebusche]," Český finanční a účetní časopis, Prague University of Economics and Business, volume 2006, issue 1, pages 163-169, DOI: 10.18267/j.cfuc.135.
• Katsumi Shimotsu, 2006, "Exact Local Whittle Estimation of Fractional Integration with Unknown Mean and Time Trend," Working Paper, Economics Department, Queen's University, number 1061, Mar.
• Katsumi Shimotsu, 2006, "Gaussian Semiparametric Estimation Of Multivariate Fractionally Integrated Processes," Working Paper, Economics Department, Queen's University, number 1062, Feb.
• Katsumi Shimotsu, 2006, "Simple (but Effective) Tests Of Long Memory Versus Structural Breaks," Working Paper, Economics Department, Queen's University, number 1101, Dec.
• Bent Jesper Christensen & Morten Ø. Nielsen & Thomas Busch, 2006, "The Information Content Of Treasury Bond Options Concerning Future Volatility And Price Jumps," Working Paper, Economics Department, Queen's University, number 1188, Feb.
• George Kapetanios & Zacharias Psaradakis, 2006, "Sieve Bootstrap for Strongly Dependent Stationary Processes," Working Papers, Queen Mary University of London, School of Economics and Finance, number 552, Jan.
• Duo Qin & Marie Anne Cagas & Geoffrey Ducanes & Nedelyn Magtibay-Ramos & Pilipinas F. Quising, 2006, "Measuring Regional Market Integration by Dynamic Factor Error Correction Model (DF-ECM) Approach - The Case of Developing Asia," Working Papers, Queen Mary University of London, School of Economics and Finance, number 565, Sep.
• George Kapetanios & Elias Tzavalis, 2006, "Stochastic Volatility Driven by Large Shocks," Working Papers, Queen Mary University of London, School of Economics and Finance, number 568, Sep.
• Richard T. Baillie & George Kapetanios, 2006, "Nonlinear Models with Strongly Dependent Processes and Applications to Forward Premia and Real Exchange Rates," Working Papers, Queen Mary University of London, School of Economics and Finance, number 570, Sep.
• Duo Qin, 2006, "Uncover Latent PPP by Dynamic Factor Error Correction Model (DF-ECM) Approach: Evidence from Five OECD Countries," Working Papers, Queen Mary University of London, School of Economics and Finance, number 575, Sep.
• Marcelo Fernandes & Marco Aurélio dos Santos Rocha, 2006, "Are Price Limits on Futures Markets That Cool? Evidence from the Brazilian Mercantile and Futures Exchange," Working Papers, Queen Mary University of London, School of Economics and Finance, number 579, Nov.
• Sergey Belousov, 2006, "Volatility modeling with jumps: applications to Russian and American stock markets (in Russian)," Quantile, Quantile, issue 1, pages 101-110, September.
• Stan Hurn & Ralf Becker, 2006, "Testing for nonlinearity in mean in the presence of heteroskedasticity," Stan Hurn Discussion Papers, School of Economics and Finance, Queensland University of Technology, number 2006-02, Jun.
• Paul Hiebert, 2006, "Household Saving and Asset Valuations in Selected Industrialised Countries," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2006-07, Aug.
• Jesús Ferreyra & Jorge Salas, 2006, "The Equilibrium Real Exchange Rate in Peru: BEER Models and Confidence Band Building," Working Papers, Banco Central de Reserva del Perú, number 2006-006, Jun.
• Cesar Carrera & Mahir Binici, 2006, "Pass-Through del Tipo de Cambio y Política Monetaria: Evidencia Empírica de los Países del OECD," Working Papers, Banco Central de Reserva del Perú, number 2006-009, Oct.
• Marcelo Fernandes & Marcelo Cunha Medeiros & Alvaro Veiga, 2006, "A (semi-)parametric functional coefficient autoregressive conditional duration model," Textos para discussão, Department of Economics PUC-Rio (Brazil), number 535, Dec.
• Yuriy Kharin, 2006, "Stability in Stochastic Forecasting of Time Series," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 1, issue 1, pages 82-93.
• Min-Chang Ko & Byung-Taik Cho, 2006, "Suggestions for an East Asian Monetary Union: Focusing on the Effects of Monetary Integration on Bilateral Trade," East Asian Economic Review, Korea Institute for International Economic Policy, volume 10, issue 1, pages 131-157, DOI: 10.11644/KIEP.JEAI.2006.10.1.154.
• Panos Fousekis, 2006, "Convergence Clubs of State-Level Agricultural Productivity in the U.S.A," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 59, issue 4, pages 481-501.
• Luis A. Gil-Alana, 2006, "UK Unemployment Dynamics: a Fractionally Cointegrated Approach," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 59, issue 1, pages 33-50.
• Truc Le Nguyen & Subrata Ghatak & Vince Daly, 2006, "The export propensity of Polish SMEs," Economics Discussion Papers, School of Economics, Kingston University London, number 2006-3, Jul.
• Plinio Hernández & Césare Armando Salazar, 2006, "Efectos de la apertura y la desregulación en la participación de los salarios en la producción de la industria en México, 1980-2002," Revista Nicolaita de Estudios Económicos, Universidad Michoacana de San Nicolás de Hidalgo, Instituto de Investigaciones Económicas y Empresariales, volume 0, issue 1, pages 29-50.
• Dobrescu, Emilian, 2006, "Double-Conditioned Potential Output," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 3, issue 1, pages 32-50, March.
• Mario Denni & G. Frewer, 2006, "New evidence on the relationship beetween crude oil and petroleum product prices," Departmental Working Papers of Economics - University 'Roma Tre', Department of Economics - University Roma Tre, number 0061, Dec.
• Bruce Mizrach, 2006, "Nonlinear Time Series Analysis," Departmental Working Papers, Rutgers University, Department of Economics, number 200604, Feb.