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

2005

• Luz Adriana Flórez & Carlos Esteban Posada & José Fernando Escobar, 2005, "Crédito y depósitos bancarios en Colombia (1990-2004): una relación de largo plazo," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, volume 23, issue 48, pages 12-63, Junio, DOI: 10.32468/Espe.4801.
• Mancini, Loriano & Ronchetti, Elvezio & Trojani, Fabio, 2005, "Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models," Journal of the American Statistical Association, American Statistical Association, volume 100, pages 628-641, June.
• Giacomini, Raffaella & Komunjer, Ivana, 2005, "Evaluation and Combination of Conditional Quantile Forecasts," Journal of Business & Economic Statistics, American Statistical Association, volume 23, pages 416-431, October.
• Jushan Bai & Serena Ng, 2005, "Tests for Skewness, Kurtosis, and Normality for Time Series Data," Journal of Business & Economic Statistics, American Statistical Association, volume 23, pages 49-60, January.
• Laurent Bilke, 2005, "Break in the Mean and Persistence of Inflation: a Sectoral Analysis of French CPI," Working papers, Banque de France, number 122.
• Drumetz, F. & Avouyi-Dovi, S. & Brun, M. & Dreyfus, A. & Oung, V. & Sahuc, J-G., 2005, "La fonction de demande de monnaie pour la zone euro : un réexamen," Bulletin de la Banque de France, Banque de France, issue 142, pages 23-39.
• Suleiman Abu-Bader & Aamer S. Abu-Qarn, 2005, "A Versus K Revisited:Evidence From Selected Mena Countries," Working Papers, Ben-Gurion University of the Negev, Department of Economics, number 0513.
• David Harvey & Stephen Leybourne & A M Robert Taylor, 2005, "On Robust Trend Function Hypothesis Testing," Discussion Papers, Department of Economics, University of Birmingham, number 05-07, Feb.
• Giuseppe Cavaliere & A M Robert Taylor, 2005, "Testing the Null of Co-integration in the Presence of Variance Breaks," Discussion Papers, Department of Economics, University of Birmingham, number 05-10, Apr.
• Wolfgang Franz, 2005, "Will the (German) NAIRU Please Stand Up?," German Economic Review, Verein für Socialpolitik, volume 6, issue 2, pages 131-153, May, DOI: 10.1111/j.1465-6485.2005.00124.x.
• Morten Ørregaard Nielsen, 2005, "Semiparametric Estimation in Time‐Series Regression with Long‐Range Dependence," Journal of Time Series Analysis, Wiley Blackwell, volume 26, issue 2, pages 279-304, March, DOI: 10.1111/j.1467-9892.2005.00401.x.
• Debashish Bhattacherjee, 2005, "The Effects of Group Incentives in an Indian Firm: Evidence from Payroll Data," LABOUR, CEIS, volume 19, issue 1, pages 147-173, March, DOI: 10.1111/j.1467-9914.2005.00288.x.
• Don Bredin & Stilianos Fountas, 2005, "Macroeconomic Uncertainty And Macroeconomic Performance: Are They Related?," Manchester School, University of Manchester, volume 73, issue s1, pages 58-76, September, DOI: 10.1111/j.1467-9957.2005.00461.x.
• David F. Hendry & Carlos Santos, 2005, "Regression Models with Data‐based Indicator Variables," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 67, issue 5, pages 571-595, October, DOI: 10.1111/j.1468-0084.2005.00132.x.
• Heather M. Anderson & Farshid Vahid, 2005, "Nonlinear Correlograms and Partial Autocorrelograms," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 67, issue s1, pages 957-982, December, DOI: 10.1111/j.1468-0084.2005.00147.x.
• Niels Haldrup & Peter Lildholdt, 2005, "Local power functions of tests for double unit roots," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, volume 59, issue 2, pages 159-179, May, DOI: 10.1111/j.1467-9574.2005.00285.x.
• Christopher F. Baum, 2005, "A little bit of Stata programming goes a long way..," Boston College Working Papers in Economics, Boston College Department of Economics, number 612, Jun.
• Christopher F. Baum, 2005, "A little bit of Stata programming goes a long way..," United Kingdom Stata Users' Group Meetings 2005, Stata Users Group, number 16, Mar, revised 08 Jun 2005.
• Pierre Perron & Tomoyoshi Yabu, 2005, "Testing for Shifts in Trend with an Integrated or Stationary Noise Component," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number WP2005-026, Jul.
• Pierre Perron† & Tatsuma Wada, 2005, "Let’s Take a Break: Trends and Cycles in US Real GDP?," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number WP2005-031, Jan, revised Oct 2005.
• Pierre Perron & Tomoyoshi Yabu, 2005, "Estimating Deterministric Trends with an Integrated or Stationary Noise Component," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number WP2005-037, Jul.
• Tatsuma Wada & Pierre Perron, 2005, "An Alternative Trend-Cycle Decomposition using a State Space Model with Mixtures of Normals: Specifications and Applications to International Data," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number WP2005-43, Oct.
• Tatsuma Wada & Pierre Perron, 2005, "An Alternative Trend-Cycle Decomposition using a State Space Model with Mixtures of Normals: Specifications and Applications to International Data," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number WP2005-44, Oct.
• Pierre Perron & Tatsuma Wada, 2005, "Let’s Take a Break: Trends and Cycles in US Real GDP," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number wp2009-006, Jan, revised Feb 2009.
• Raul Crespo, 2005, "Total Factor Productivity: An Unobserved Components Approach," Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK, number 05/579, Dec.
• Guglielmo Maria Caporale & Luis A. Gil-Alana, 2005, "Long Run And Cyclical Dynamics In The Us Stock Market," Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 05-09, Jun.
• Guglielmo Maria Caporale & Luis A. Gil-Alana, 2005, "Testing For Deterministic And Stochastic Cycles In Macroeconomic Time Series," Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 05-11, Jun.
• Tung Liu & Kui-Wai Li, 2005, "Disparity in Factor Contributions between Coastal and Inner Provinces in Post-reform China," Working Papers, Ball State University, Department of Economics, number 200502, Jun, revised Apr 2006.
• Breitung, J. & Pesaran, M.H., 2005, "Unit Roots and Cointegration in Panels," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0535, Aug.
• Pami Dua & Lokendra Kumawat, 2005, "Modelling and Forecasting Seasonality in Indian Macroeconomic Time Series," Working papers, Centre for Development Economics, Delhi School of Economics, number 136, Jul.
• Minford, Patrick & Peel, David, 2005, "On the equality of Real Interest Rates across borders in Integrated Capital Markets," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2005/3, Nov.
• José Ignacio Castillo Manzano & Lourdes López Valpuesta & Javier J. Pérez, 2005, "Análisis del impacto de las leyes de 1992 y 1997 sobre el sistema portuario español," Economic Working Papers at Centro de Estudios Andaluces, Centro de Estudios Andaluces, number E2005/13.
• Miguel A. Delgado & Javier Hidalgo & Carlos Velasco, 2005, "Distribution Free Goodness-of-Fit Tests for Linear Processes," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 482, Jan.
• Myunghwan Seo, 2005, "Unit Root Test in a Threshold Autoregression: Asymptotic Theory and Residual-based Block Bootstrap," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 484, Jan.
• Andrew J. Patton & Allan Timmermann, 2005, "Testable Implications of Forecast Optimality," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 485, Jan.
• Violetta Dalla & Javier Hidalgo, 2005, "A Parametric Bootstrap Test for Cycles," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 486, Feb.
• Peter M Robinson, 2005, "Modelling Memory of Economic and Financial Time Series," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 487, Mar.
• Roberta Colavecchio & Declan Curran & Michael Funke, 2005, "Drifting Together or Falling Apart? The Empirics of Regional Economic Growth in Post-Unification Germany," CESifo Working Paper Series, CESifo, number 1533.
• Joerg Breitung & M. Hashem Pesaran, 2005, "Unit Roots and Cointegration in Panels," CESifo Working Paper Series, CESifo, number 1565.
• Agnès Bénassy-Quéré & Valérie Mignon & Alexis Penot, 2005, "China and the Relationship Between the Oil Price and the Dollar," Working Papers, CEPII research center, number 2005-16, Oct.
• Jean-Marie Dufour, 2005, "Monte Carlo tests with nuisance parameters: a general approach to finite-sample inference and non-standard asymptotics," CIRANO Working Papers, CIRANO, number 2005s-02, Feb.
• Jean-Marie Dufour & Abdeljelil Farhat & Marc Hallin, 2005, "Distribution-Free Bounds for Serial Correlation Coefficients in Heteroskedastic Symmetric Time Series," CIRANO Working Papers, CIRANO, number 2005s-04, Feb.
• Jean-Marie Dufour & Abdeljelil Farhat & Lynda Khalaf, 2005, "Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression," CIRANO Working Papers, CIRANO, number 2005s-05, Feb.
• Nikolay Gospodinov & Ian Irvine, 2005, "A `long march' perspective on tobacco use in Canada," Canadian Journal of Economics, Canadian Economics Association, volume 38, issue 2, pages 366-393, May, DOI: 10.1111/j.0008-4085.2005.00284.x.
• Raffella Giacomini & Barbara Rossi, 2005, "Detecting and Predicting Forecast Breakdowns," UCLA Economics Working Papers, UCLA Department of Economics, number 845, Dec.
• Ana Maria Ib√°nez & Carlos Eduardo VÔøΩlez, 2005, "Civil Conflict And Forced Migration: The Micro Determinantes And The Welfare Losses Of Displacement In Colombia," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 2127, May.
• Martha Misas & Mar�a Teresa Ram�rez, 2005, "Depressions In The Colombian Economic Growth During The Xx Century:A Markov Switching Regime Model," Borradores de Economia, Banco de la Republica, number 2274, Jun.
• Luz Adriana Flórez & Carlos Esteban Posada & Jos� Fernando Escobar, 2005, "Crédito y depósitos bancarios en Colombia (1990-2004): una relación de largo plazo," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, volume 23, issue 48, pages 12-63, DOI: 10.32468/Espe.4801.
• Julio César Alonso & Carlos Patino, 2005, "¿Crecer para exportar o exportar para crecer?," Borradores de Economía y Finanzas, Universidad Icesi, number 3793, Mar.
• Jairo Guillermo Isaza Castro & Carlos Arturo Meza Carvajalino, 2005, "Vectores autoregresivos, cointegración y cambios estructurales: Un análisis formal para la demanda de trabajo en Colombia," Serie de Documentos en Economía y Violencia, Centro de Investigaciones en Violencia, Instituciones y Desarrollo Económico (VIDE), number 3753, Oct.
• SILVESTRINI, Andrea & VEREDAS, David, 2005, "Temporal aggregation of univariate linear time series models," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2005059, Sep.
• PREMINGER, Arie & SAKATA, Shinichi, 2005, "A model selection method for S-estimation," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2005073, Nov.
• Pérez-Quirós, Gabriel & Camacho, Máximo & ,, 2005, "Are European Business Cycles Close Enough to be Just One?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4824, Jan.
• Gillman, Max & Nakov, Anton, 2005, "Granger Causality of the Inflation-Growth Mirror in Accession Countries," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4845, Jan.
• Pérez-Quirós, Gabriel & Camacho, Máximo, 2005, "Jump-and-Rest Effects of US Business Cycles," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4975, Mar.
• Aruoba, Boragan, 2005, "Data Revisions Are Not Well-Behaved," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5271, Oct.
• Parigi, Giuseppe & Golinelli, Roberto, 2005, "Short-Run Italian GDP Forecasting and Real-Time Data," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5302, Oct.
• Kilian, Lutz & Inoue, Atsushi, 2005, "How Useful is Bagging in Forecasting Economic Time Series? A Case Study of US CPI Inflation," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5304, Oct.
• Wickens, Michael R. & Polito, Vito, 2005, "Measuring Fiscal Sustainability," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5312, Oct.
• Lettau, Martin & Van Nieuwerburgh, Stijn, 2005, "Reconciling the Return Predictability Evidenc: In-Sample Forecasts, Out-of-Sample Forecasts, and Parameter Instability," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5355, Nov.
• Timmermann, Allan, 2005, "Forecast Combinations," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5361, Nov.
• Eleni Constantinou & Robert Georgiades & Avo Kazandjian & George Kouretas, 2005, "Mean and variance causality between the Cyprus Stock Exchange and major equity markets," Working Papers, University of Crete, Department of Economics, number 0501, Jan.
• Andrea, SILVESTRINI, 2005, "Temporal aggregaton of univariate linear time series models," Discussion Papers (ECON - Département des Sciences Economiques), Université catholique de Louvain, Département des Sciences Economiques, number 2005044, Aug.
• Amaresh DAS, 2005, "Do stock prices and interest rates possess a common trend?," Discussion Papers (REL - Recherches Economiques de Louvain), Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2005042, Dec.
• Lei Gao & Gerhard Kling, 2005, "Calendar Effects in Chinese Stock Market," Annals of Economics and Finance, Society for AEF, volume 6, issue 1, pages 75-88, May.
• Trenkler, Carsten & Wolf, Nikolaus, 2005, "Economic integration across borders: The Polish interwar economy 1921–1937," European Review of Economic History, Cambridge University Press, volume 9, issue 2, pages 199-231, August.
• Phillips, Peter C.B., 2005, "Hac Estimation By Automated Regression," Econometric Theory, Cambridge University Press, volume 21, issue 1, pages 116-142, February.
• Linton, Oliver, 2005, "Nonparametric Inference For Unbalanced Time Series Data," Econometric Theory, Cambridge University Press, volume 21, issue 1, pages 143-157, February.
• Busetti, Fabio & Taylor, A.M. Robert, 2005, "Stationarity Tests For Irregularly Spaced Observations And The Effects Of Sampling Frequency On Power," Econometric Theory, Cambridge University Press, volume 21, issue 4, pages 757-794, August.
• Juhl, Ted & Xiao, Zhijie, 2005, "Partially Linear Models With Unit Roots," Econometric Theory, Cambridge University Press, volume 21, issue 5, pages 877-906, October.
• Luis Ayala & César Pérez, 2005, "Macroeconomic conditions, institutional factors and demographic structure: What causes welfare caseloads?," Journal of Population Economics, Springer;European Society for Population Economics, volume 18, issue 3, pages 563-581, September, DOI: 10.1007/s00148-005-0225-6.
• Steven J. Monahan, 2005, "Conservatism, Growth and the Role of Accounting Numbers in the Fundamental Analysis Process," Review of Accounting Studies, Springer, volume 10, issue 2, pages 227-260, September, DOI: 10.1007/s11142-005-1530-8.
• Peter L. Rousseau & Paul Wachtel, 2005, "Economic Growth and Financial Depth: Is the Relationship Extinct Already?," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics, number 05-15.
• Ossama Mikhail & Curtis Eberwein & Jagdish Handa, 2005, "On the evidence of non-linear structure in Canadian unemployment," Applied Economics Letters, Taylor & Francis Journals, volume 12, issue 2, pages 101-104, DOI: 10.1080/1350485042000314325.
• Nasri Harb, 2005, "Import demand in heterogeneous panel setting," Applied Economics, Taylor & Francis Journals, volume 37, issue 20, pages 2407-2415, DOI: 10.1080/000368405002000345550.
• Ivan Paya & David Peel, 2005, "The process followed by PPP data. On the properties of linearity tests," Applied Economics, Taylor & Francis Journals, volume 37, issue 21, pages 2515-2522, DOI: 10.1080/00036840500390189.
• Hilde Bjørnland, 2005, "A stable demand for money despite financial crisis: the case of Venezuela," Applied Economics, Taylor & Francis Journals, volume 37, issue 4, pages 375-385, DOI: 10.1080/00036840412331315015.
• Francisco Andre & Javier Perez, 2005, "Robust stylized facts on comovement for the Spanish economy," Applied Economics, Taylor & Francis Journals, volume 37, issue 4, pages 453-462, DOI: 10.1080/09603100412331297018.
• Francisco Gallego & Christian Johnson, 2005, "Building confidence intervals for band-pass and Hodrick-Prescott filters: an application using bootstrapping," Applied Economics, Taylor & Francis Journals, volume 37, issue 7, pages 741-749, DOI: 10.1080/00036840500048985.
• Atsushi Inoue & Lutz Kilian, 2005, "In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use?," Econometric Reviews, Taylor & Francis Journals, volume 23, issue 4, pages 371-402, DOI: 10.1081/ETC-200040785.
• Morten Ørregaard Nielsen & Per Houmann Frederiksen, 2005, "Finite Sample Comparison of Parametric, Semiparametric, and Wavelet Estimators of Fractional Integration," Econometric Reviews, Taylor & Francis Journals, volume 24, issue 4, pages 405-443, DOI: 10.1080/07474930500405790.
• David McMillan, 2005, "Time variation in the cointegrating relationship between stock prices and economic activity," International Review of Applied Economics, Taylor & Francis Journals, volume 19, issue 3, pages 359-368, DOI: 10.1080/02692170500119862.
• David EA Giles, 2005, "Output Convergence and International Trade: Time-Series and Fuzzy Clustering Evidence for New Zealand and her Trading Partners, 1950 - 1992," The Journal of International Trade & Economic Development, Taylor & Francis Journals, volume 14, issue 1, pages 93-114, DOI: 10.1080/0963819042000333261.
• Peter Hans Matthews, 2005, "Paradise lost and found? The econometric contributions of Clive W. J. Granger and Robert F. Engle," Review of Political Economy, Taylor & Francis Journals, volume 17, issue 1, pages 1-28, DOI: 10.1080/0953825042000313780.
• Aslihan Atabek Demirhan, 2005, "Persistency of Output Fluctuations : The Case of Turkey," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, volume 5, issue 1, pages 9-21.
• Ozge Akinci & Olcay Yucel Culha & Umit Ozlale & Gulbin Sahinbeyoglu, 2005, "Causes and Effectiveness of Foreign Exchange Interventions for the Turkish Economy," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 0505.
• Ozge Akinci & Olcay Yucel Culha & Umit Ozlale & Gulbin Sahinbeyoglu, 2005, "The Effectiveness of Foreign Exchange Interventions for the Turkish Economy : A Post-Crisis Period Analysis," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 0506.
• Derek Bond & Michael J. Harrison & Edward J. O'Brien, 2005, "Testing for Long Memory and Nonlinear Time Series: A Demand for Money Study," Trinity Economics Papers, Trinity College Dublin, Department of Economics, number tep20021, Oct.
• H. Peter Boswijk & Franc Klaassen, 2005, "Why Frequency Matters for Unit Root Testing," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 04-119/4, Nov.
• B. Jungbacker & S.J. Koopman, 2005, "Model-based Measurement of Actual Volatility in High-Frequency Data," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 05-002/4, Jan.
• Jan G. de Gooijer & Rob J. Hyndman, 2005, "25 Years of IIF Time Series Forecasting: A Selective Review," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 05-068/4, Jun.
• Siem Jan Koopman & Kai Ming Lee, 2005, "Measuring Asymmetric Stochastic Cycle Components in U.S. Macroeconomic Time Series," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 05-081/4, Aug.
• Siem Jan Koopman & Marius Ooms & M. Angeles Carnero, 2005, "Periodic Seasonal Reg-ARFIMA-GARCH Models for Daily Electricity Spot Prices," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 05-091/4, Oct.
• Jurgen A. Doornik & Marius Ooms, 2005, "Outlier Detection in GARCH Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 05-092/4, Oct.
• Cătălin Stărică & Clive Granger, 2005, "Nonstationarities in Stock Returns," The Review of Economics and Statistics, MIT Press, volume 87, issue 3, pages 503-522, August.
• Christopher F Baum, 2005, "Stata: The language of choice for time-series analysis?," Stata Journal, StataCorp LLC, volume 5, issue 1, pages 46-63, March.
• Robert Aebi & Klaus Neusser & Peter Steiner, 2005, "A Large Deviation Approach to the Measurement of Mobility," Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft, number dp0518, Dec.
• Josep Lluís Carrion-i-Silvestre & Andreu Sansó, 2005, "Testing the Null of Cointegration with Structural Breaks," DEA Working Papers, Universitat de les Illes Balears, Departament d'Economía Aplicada, number 10, Nov.
• Josep Lluís Carrion-i-Silvestre & Andreu Sansó, 2005, "The KPSS Test with Two Structural Breaks," DEA Working Papers, Universitat de les Illes Balears, Departament d'Economía Aplicada, number 13, Jul.
• Niels Haldrup & Antonio Montañés & Andreu Sansó, 2005, "Testing for Additive Outliers in Seasonally Integrated Time Series," DEA Working Papers, Universitat de les Illes Balears, Departament d'Economía Aplicada, number 15, Jan.
• Juan-Ángel Jiménez-Martín & M. Dolores Robles Fernández, 2005, "Non-linear adjustment to purchasing power parity: an analysis using Fourier approximations," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 0508.
• David (David Patrick) Madden, 2005, "Doctors’ fees in Ireland following the change in reimbursement : did they jump?," Working Papers, School of Economics, University College Dublin, number 200520, Nov.
• Luca Grilli & Angelo Sfrecola, 2005, "Neural Networks to Predict Financial Time Series in a Minority Game Context," Quaderni DSEMS, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia, number 14-2005, Jun.
• Giuseppina Testa, 2005, "Economic Growth and Finance. A cointegration analysis in US and Japan," Quaderni DSEMS, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia, number 22-2005, Nov.
• Stefania Villa, 2005, "Determinants of growth in Italy. A time series analysis," Quaderni DSEMS, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia, number 24-2005, Dec.
• Penelope Pacheco-Lopez & A.P. Thirlwall, 2005, "Trade Liberalisation, the Balance of Payments and Growth in Latin America," Studies in Economics, School of Economics, University of Kent, number 0505, Aug.
• Penelope Pacheco-Lopez & A.P. Thirlwall, 2005, "Trade Liberalisation, the Balance of Payments and Growth in Latin America," Studies in Economics, School of Economics, University of Kent, number 0506, Sep.
• David Veredas, 2005, "Macro surprises and short-term behavior in bond futures," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/136194.
• Javier Hualde, 2005, "Unbalanced Cointegration," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 06/05, May.
• Christian Fischer & Luis Alberiko Gil-Alana, 2005, "The Nature of the Relationship between International Tourism and International Trade: The Case of Ge," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 15/05, Oct.
• Luis Alberiko Gil-Alana & Guglielmo M.Caporale, 2005, "Long Memory at the Long Run and at the Cyclical Frequencies:Modelling Real Wages in England: 1260-1994," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 18/05, Nov.
• Luis Alberiko Gil-Alana, 2005, "Unit and Fractional Roots in the Presence of Abrupt Changes with an Application to the Brazilian Inf," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 19/05, Nov.
• Luis Alberiko Gil-Alana, 2005, "Structural Change and the Order of Integration in Univariate Time Series," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 20/05, Nov.
• Al-Zoubi, Haitham A. & Daal, Elton, 2005, "A Note on the Foreign Exchange Market Efficiency Hypothesis: Does Small Sample Bias affect Inference?," Working Papers, University of New Orleans, Department of Economics and Finance, number 2005-06, Aug.
• D'Mello, Ranjan & Krishnaswami, Sudha & Larkin, Patrick J., 2005, "Asset Restructuring and the Cost of Capital," Working Papers, University of New Orleans, Department of Economics and Finance, number 2005-14.
• Peter L. Rousseau & Paul Wachtel, 2005, "Economic Growth and Financial Depth: Is the Relationship Extinct Already?," WIDER Working Paper Series, World Institute for Development Economic Research (UNU-WIDER), number DP2005-10.
• Martin Ravallion, 2005, "Looking Beyond Averages in the Trade and Poverty Debate," WIDER Working Paper Series, World Institute for Development Economic Research (UNU-WIDER), number RP2005-29.
• Pahlavani, Mosayeb & Wilson, Ed & Valadkhani, Abbas, 2005, "Structural Changes in the Iranian Economy: An Empirical Analysis with Endogenously Determined Breaks," Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia, number wp05-05.
• Valadkhani, Abbas, 2005, "Pre- and Post-Dynamic GST Effects on Goods and Services Included in the CPI Basket," Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia, number wp05-08.
• Valadkhani, Abbas & Layton, Allan P. & Pahlavani, Mosayeb, 2005, "Multiple Structural Breaks in Australia's Macroeconomic Data: An Application of the Lumsdaine and Papell Test," Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia, number wp05-17.
• Verma, R. & Wilson, E.J., 2005, "Savings, Investment, Foreign Inflows and Economic Growth of the Indian Economy 1950-2001," Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia, number wp05-23.
• Verma, R. & Wilson, E.J., 2005, "A Multivariate Analysis of Savings, Investment, and Growth in India," Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia, number wp05-24.
• Pahlavani, Mosayeb, 2005, "Analysing the Trade-GDP Nexus in Iran: A Bounds Testing Approach," Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia, number wp05-25.
• Pahlavani, Mosayeb, 2005, "The Relationship Between Trade and Economic Growth in Iran: An Application of a New Cointegration Technique in the Presence of Structural Breaks," Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia, number wp05-28.
• Sanidas, Elias, 2005, "The Australian Dollar's Long-Term Fluctuations and Trend: The Commodity Prices-cum-Economic Cycles Hypothesis," Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia, number wp05-29.
• Juan J. Dolado & Jesús Gonzalo & Laura Mayoral, 2005, "What is what?: A simple time-domain test of long-memory vs. structural breaks," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 954, Sep.
• Laura Mayoral, 2005, "Further evidence on the statistical properties of real GNP," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 955, May, revised Feb 2006.
• Laura Mayoral, 2005, "Is the observed persistence spurious? A test for fractional integration versus short memory and structural breaks," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 956, Oct.
• Juan J. Dolado & Jesús Gonzalo & Laura Mayoral, 2005, "Testing I(1) against I(d) alternatives in the presence of deteministic components," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 957, Feb.
• Laura Mayoral, 2005, "The persistence of inflation in OECD countries: A fractionally integrated approach," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 958, Feb, revised Oct 2005.
• Erdal Atukeren, 2005, "Oil Price Shocks and the Swiss Economy: A Causal Investigation," Aussenwirtschaft, University of St. Gallen, School of Economics and Political Science, Swiss Institute for International Economics and Applied Economics Research, volume 60, issue 02, pages 151-168, June.
• Loriano Mancini & Elvezio Ronchetti & Fabio Trojani, 2005, "Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models," University of St. Gallen Department of Economics working paper series 2005, Department of Economics, University of St. Gallen, number 2005-01, Jan.
• Changli He & Annastiina Silvennoinen & Timo Teräsvirta, 2005, "Parameterizing Unconditional Skewness in Models for Financial Time Series," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 169, Oct.
• Ye Cai & Mototsugu Shintani, 2005, "On the Long-Run Variance Ratio Test for a Unit Root," Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics, number 0506, Mar.
• Joon Y. Park & Mototsugu Shintani, 2005, "Testing for a Unit Root against Transitional Autoregressive Models," Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics, number 05010, Apr.
• David E. Giles & Chad N. Stroomer, 2005, "Does Trade Openness Affect the Speed of Output Convergence? Some Empirical Evidence," Econometrics Working Papers, Department of Economics, University of Victoria, number 0509, Jul.
• Hui Feng, 2005, "Real-Time or Current Vintage: Does the Type of Data Matter for Forecasting and Model Selection?," Econometrics Working Papers, Department of Economics, University of Victoria, number 0515, Aug.
• Jesús Crespo Cuaresma & Adelina Gschwandtner, 2005, "Tracing the dynamics of competition: Evidence from company profits," Vienna Economics Papers, University of Vienna, Department of Economics, number vie0504, Mar.
• Adelina Gschwandtner & Michael A. Hauser, 2005, "Social Capital, Creative Destruction and Economic Growth," Vienna Economics Papers, University of Vienna, Department of Economics, number vie0508, Jul.
• Leo Krippner, 2005, "An Intertemporally-Consistent and Arbitrage-Free Version of the Nelson and Siegel Class of Yield Curve Models," Working Papers in Economics, University of Waikato, number 05/01, Jan.
• Mark J. Holmes & Brian Silverstone, 2005, "Okun's Law, Asymmetries and Jobless Recoveries in the United States: A Markov-Switching Approach," Working Papers in Economics, University of Waikato, number 05/06, Dec.
• Balazs Egert & Evzen Kocenda, 2005, "Contagion Across and Integration of Central and Eastern European Stock Markets: Evidence from Intraday Data," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp798, Nov.
• Neil Foster-McGregor & Robert Stehrer, 2005, "Modelling GDP in CEECs Using Smooth Transitions," wiiw Working Papers, The Vienna Institute for International Economic Studies, wiiw, number 36, Dec.
• Peter Pedroni & Tim Vogelsang, 2005, "Robust Unit Root and Cointegration Rank Tests for Panels and Large Systems," Department of Economics Working Papers, Department of Economics, Williams College, number 2005-04, Aug.
• Alan de Brauw & John Giles, 2005, "Migrant Opportunity and the Educational Attainment of Youth in Rural China," Department of Economics Working Papers, Department of Economics, Williams College, number 2005-05, Jul.
• Isabel Cortés-Jiménez & Manuel Artís, 2005, "The role of the tourism sector in economic development - Lessons from the Spanish experience," ERSA conference papers, European Regional Science Association, number ersa05p488, Aug.
• Stavros Degiannakis & Evdokia Xekalaki, 2005, "Predictability and model selection in the context of ARCH models," Applied Stochastic Models in Business and Industry, John Wiley & Sons, volume 21, issue 1, pages 55-82, January, DOI: 10.1002/asmb.551.
• Nikolay Gospodinov & Ian Irvine, 2005, "A ‘long march’ perspective on tobacco use in Canada," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, volume 38, issue 2, pages 366-393, May, DOI: 10.1111/j.0008-4085.2005.00284.x.
• Achim Zeileis & Friedrich Leisch & Christian Kleiber & Kurt Hornik, 2005, "Monitoring structural change in dynamic econometric models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 20, issue 1, pages 99-121, January, DOI: 10.1002/jae.776.
• Karuna Gomanee & Sourafel Girma & Oliver Morrissey, 2005, "Aid, public spending and human welfare: evidence from quantile regressions," Journal of International Development, John Wiley & Sons, Ltd., volume 17, issue 3, pages 299-309, DOI: 10.1002/jid.1163.
• Willa Chen & Rohit Deo, 2005, "The Variance Ratio Statistic at large Horizons," Econometrics, University Library of Munich, Germany, number 0501003, Jan.
• Willa Chen & Rohit Deo, 2005, "Estimation of mis-specified long memory models," Econometrics, University Library of Munich, Germany, number 0501004, Jan.
• Rafal Weron & Adam Misiorek, 2005, "Modeling and forecasting electricity loads: A comparison," Econometrics, University Library of Munich, Germany, number 0502004, Feb.
• Ewa Broszkiewicz-Suwaj & Andrzej Makagon & Rafal Weron & Agnieszka Wylomanska, 2005, "On detecting and modeling periodic correlation in financial data," Econometrics, University Library of Munich, Germany, number 0502006, Feb.
• Vadim Marmer, 2005, "Nonlinearity, Nonstationarity and Spurious Forecasts," Econometrics, University Library of Munich, Germany, number 0503002, Mar, revised 15 Dec 2005.
• Marie Bessec & Othman Bouabdallah, 2005, "What causes the forecasting failure of Markov-Switching models? A Monte Carlo study," Econometrics, University Library of Munich, Germany, number 0503018, Mar.
• Rafal Weron & Adam Misiorek, 2005, "Forecasting Spot Electricity Prices With Time Series Models," Econometrics, University Library of Munich, Germany, number 0504001, Apr.
• Theodore Panagiotidis & Emilie Rutledge, 2005, "Oil And Gas Markets In The Uk: Evidence For From A Cointegrating Approach," Econometrics, University Library of Munich, Germany, number 0504004, Apr.
• Hashem Dezhbakhsh & Daniel Levy, 2005, "Periodic Properties of Interpolated Time Series," Econometrics, University Library of Munich, Germany, number 0505004, May.
• Luciano Gutierrez, 2005, "Tests for cointegration in panels with regime shifts," Econometrics, University Library of Munich, Germany, number 0505007, May.
• Trevor Breusch, 2005, "Estimating the Underground Economy using MIMIC Models," Econometrics, University Library of Munich, Germany, number 0507003, Jul, revised 15 Dec 2005.
• Matthias Mohr, 2005, "A Trend-Cycle(-Season) Filter," Econometrics, University Library of Munich, Germany, number 0508004, Aug.
• Matthias Mohr, 2005, "A Trend-Cycle(-Season) Filter: Prgoramme Code for Eviews, Excel, and MatLab," Econometrics, University Library of Munich, Germany, number 0508005, Aug.
• Maurício Yoshinori Une & Marcelo Savino Portugal, 2005, "Fear of disruption: a model of Markov-switching regimes for the Brazilian country risk conditional volatility," Econometrics, University Library of Munich, Germany, number 0509005, Sep.
• Maurício Yoshinori Une & Marcelo Savino Portugal, 2005, "Can fear beat hope? A story of GARCH-in-Mean-Level effects for Emerging Market Country Risks," Econometrics, University Library of Munich, Germany, number 0509006, Sep.
• Riccardo Corradini, 2005, "An Empirical Analysis of Permanent Income Hypothesis Applied to Italy using State Space Models with non zero correlation between trend and cycle," Econometrics, University Library of Munich, Germany, number 0509009, Sep.
• William A. Barnett & Jane Binner & W. Erwin Diewert, 2005, "Functional Structure and Approximation in Econometrics (book front matter)," Econometrics, University Library of Munich, Germany, number 0511006, Nov.
• Eric Hillebrand, 2005, "Mean Reversion Expectations and the 1987 Stock Market Crash: An Empirical Investigation," Finance, University Library of Munich, Germany, number 0501015, Jan.
• Theodore Panagiotidis, 2005, "Market Efficiency and the Euro: The case of the Athens Stock Exchange," Finance, University Library of Munich, Germany, number 0507022, Jul.
• Sascha Mergner, 2005, "Time-varying Beta Risk of Pan-European Sectors: A Comparison of Alternative Modeling Techniques," Finance, University Library of Munich, Germany, number 0509024, Sep.
• Sascha Mergner & Jan Bulla, 2005, "Time-varying Beta Risk of Pan-European Industry Portfolios: A Comparison of Alternative Modeling Techniques," Finance, University Library of Munich, Germany, number 0510029, Oct.
• Andrés Rivas & Rahul Verma & Antonio Rodriguez & Pedro H. Albuquerque, 2005, "Do European Stock Markets Affect Latin American Stock Markets?," Finance, University Library of Munich, Germany, number 0512017, Dec.
• Marco Gallegati, 2005, "A Wavelet Analysis of MENA Stock Markets," Finance, University Library of Munich, Germany, number 0512027, Dec.
• Diether Beuermann & Antonios Antoniou & Alejandro Bernales, 2005, "The Dynamics of the Short-Term Interest Rate in the UK," Finance, University Library of Munich, Germany, number 0512029, Dec.
• William Barnett & Apostolos Serletis & Demitre Serletis, 2005, "Nonlinear and Complex Dynamics in Real Systems," GE, Growth, Math methods, University Library of Munich, Germany, number 0509002, Sep.
• Manuela Goretti, 2005, "The Brazilian Currency Turmoil of 2002: A Nonlinear Analysis," International Finance, University Library of Munich, Germany, number 0506001, Jun.
• Luca De Benedictis & Marco Gallegati, 2005, "Trade balance and terms of trade in U.S.: a time-scale decomposition analysis," International Trade, University Library of Munich, Germany, number 0512016, Dec.
• Matthias Kredler, 2005, "Sector-Specific Volatility Patterns in Investment," Macroeconomics, University Library of Munich, Germany, number 0501016, Jan.
• William Barnett, 2005, "Monetary Aggregation," Macroeconomics, University Library of Munich, Germany, number 0503017, Mar.
• William Barnett, 2005, "Comment on 'Chaotic Monetary Dynamics with Confidence'," Macroeconomics, University Library of Munich, Germany, number 0505017, May.
• William Barnett & Unja Chae & John Keating, 2005, "The Discounted Economic Stock of Money with VAR Forecasting," Macroeconomics, University Library of Munich, Germany, number 0508021, Aug.
• William Barnett & Unja Chae & John Keating, 2005, "Forecast Design in Monetary Capital Stock Measurement," Macroeconomics, University Library of Munich, Germany, number 0508022, Aug.
• Yijun He & William Barnett, 2005, "Robustness of Inferences to Singularity Bifurcations," Macroeconomics, University Library of Munich, Germany, number 0510019, Oct, revised 24 Oct 2005.
• Antonello D'Agostino & Domenico Giannone & Paolo Surico, 2005, "(Un)Predictability and Macroeconomic Stability," Macroeconomics, University Library of Munich, Germany, number 0510024, Oct.