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

• 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.
• William Barnett & Apostolos Serletis & W. Erwin Diewert, 2005, "The Theory of Monetary Aggregation (book front matter)," Macroeconomics, University Library of Munich, Germany, number 0511008, Nov.
• Gabor Vadas & Zsolt Darvas, 2005, "Univariate Potential Output Estimations for Hungary," Macroeconomics, University Library of Munich, Germany, number 0512009, Dec.
• Shapour Mohammadi & Hossein Abbasi- Nejad, 2005, "A Matlab Code for Univariate Time Series Forecasting," Computer Programs, University Library of Munich, Germany, number 0505001, revised .
• Pawe³ Kowal, 2005, "Matlab implementation of commonly used filters," Computer Programs, University Library of Munich, Germany, number 0507001, revised .
• Catarina Figueira & John Glen & Joseph Nellis, 2005, "A Dynamic Analysis of Mortgage Arrears in the UK Housing Market," Urban/Regional, University Library of Munich, Germany, number 0509006, Sep.
• Viv B Hall & C. John McDermott, 2005, "Regional business cycles in New Zealand:Do they exist? What might drive them?," Urban/Regional, University Library of Munich, Germany, number 0509013, Sep.
• Funke, Michael, 2005, "Inflation in mainland China: modelling a roller coaster ride," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 6/2005.
• Anatolyev, Stanislav, 2005, "A Ten-year retrospection of the behavior of Russian stock returns," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 9/2005.
• Vuorenmaa, Tommi A., 2005, "A wavelet analysis of scaling laws and long-memory in stock market volatility," Bank of Finland Research Discussion Papers, Bank of Finland, number 27/2005.
• Stamfort, Stefan, 2005, "Berechnung trendbereinigter Indikatoren für Deutschland mit Hilfe von Filterverfahren," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2005,19.
• Ait-Sahalia, Yacine & Mykland, Per A. & Zhang, Lan, 2005, "Ultra high frequency volatility estimation with dependent microstructure noise," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2005,30.
• Breitung, Jörg & Pesaran, Mohammad Hashem, 2005, "Unit roots and cointegration in panels," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2005,42.
• Drescher, Daniel, 2005, "Alternative distributions for observation driven count series models," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2005-11.
• Kempf, Alexander & Memmel, Christoph, 2005, "On the estimation of the global minimum variance portfolio," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 05-02.
• Corsi, Fulvio & Kretschmer, Uta & Mittnik, Stefan & Pigorsch, Christian, 2005, "The volatility of realized volatility," CFS Working Paper Series, Center for Financial Studies (CFS), number 2005/33.
• Winker, Peter & Maringer, Dietmar, 2005, "The convergence of optimization based estimators : theory and application to a GARCH-model," Discussion Papers, University of Erfurt, Faculty of Economics, Law and Social Sciences, number 2005,004E.
• Mendes, Maria Filomena & Guerreiro, Gertrudes & Caleiro, António, 2005, "Fertility in Portugal. How persistent is it?," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 142737.
• Siklos, Pierre L. & Bohl, Martin T., 2005, "Trading Behavior During Stock Market Downturns: The Dow, 1915 - 2004," Working Paper Series, European University Viadrina Frankfurt (Oder), The Postgraduate Research Programme Capital Markets and Finance in the Enlarged Europe, number 2005,7.
• Gilbert, Aaron & Tourani Rad, Alireza & Wisniewski, Tomasz Piotr, 2005, "The relationship between insider trading and volume-induced return autocorrelation," Working Paper Series, European University Viadrina Frankfurt (Oder), The Postgraduate Research Programme Capital Markets and Finance in the Enlarged Europe, number 2005,9.
• Hassler, Uwe & Wolters, Jürgen, 2005, "Autoregressive distributed lag models and cointegration," Discussion Papers, Free University Berlin, School of Business & Economics, number 2005/22.
• Wolters, Jürgen & Hassler, Uwe, 2005, "Unit root testing," Discussion Papers, Free University Berlin, School of Business & Economics, number 2005/23.
• Nowak-Lehmann D., Felicitas & Herzer, Dierk & Siliverstovs, Boriss, 2005, "Export-Led Growth in Chile: Assessing the Role of Export Composition in Productivity Growth," Proceedings of the German Development Economics Conference, Kiel 2005, Verein für Socialpolitik, Research Committee Development Economics, number 20.
• Brosig, Stephan & Yahshilikov, Yorbol, 2005, "Interregional integration of wheat markets in Kazakhstan
  [Interregionale Integration von Weizenmärkten in Kasachstan]," IAMO Discussion Papers, Leibniz Institute of Agricultural Development in Transition Economies (IAMO), number 88.
• Mönch, Emanuel & Uhlig, Harald, 2005, "Towards a monthly business cycle chronology for the euro area," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2005-023.
• Kosater, Peter & Mosler, Karl, 2005, "Can Markov-regime switching models improve power price forecasts? Evidence for German daily power prices," Discussion Papers in Econometrics and Statistics, University of Cologne, Institute of Econometrics and Statistics, number 1/05.
• Dominique Guegan & Stéphanie Rioublanc, 2005, "Regime switching model: real or spurious long memory?," Post-Print, HAL, number halshs-00189208, Dec.
• Dominique Guegan & Laurent Ferrara, 2005, "Detection of the Industrial Business Cycle using SETAR models," Post-Print, HAL, number halshs-00201309.
• Michael Funke, 2005, "Inflation in Mainland China - Modelling a Roller Coaster Ride," Quantitative Macroeconomics Working Papers, Hamburg University, Department of Economics, number 20507, Jul.
• Davidson, James & Sibbertsen, Philipp, 2005, "Tests of Bias in Log-Periodogram Regression," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-317, Jun.
• Nordman, Dan Nordman & Sibbertsen, Philipp & Lahiri, Soumendra N., 2005, "Empirical likelihood confidence intervals for the mean of a long-range dependent process," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-327, Nov.
• Jin-Chuan Duan & Andras Fulop, 2005, "Estimating the Structural Credit Risk Model When Equity Prices Are Contaminated by Trading Noises," KRTK-KTI WORKING PAPERS, Institute of Economics, Centre for Economic and Regional Studies, number 0517.
• Arne Feddersen & Wolfgang Maennig, 2005, "Trends in Competitive Balance: Is there Evidence for Growing Imbalance in Professional Sport Leagues?," Working Papers, Chair for Economic Policy, University of Hamburg, number 0012005.
• Hjalmarsson, Erik, 2005, "Predictive regressions with panel data," Working Papers in Economics, University of Gothenburg, Department of Economics, number 160, Feb.
• Hjalmarsson, Erik, 2005, "On the Predictability of Global Stock Returns," Working Papers in Economics, University of Gothenburg, Department of Economics, number 161, Feb.
• Strikholm, Birgit & Teräsvirta, Timo, 2005, "Determining the Number of Regimes in a Threshold Autoregressive Model Using Smooth Transition Autoregressions," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 578, Jan, revised 11 Feb 2005.
• He, Changli & Sandberg, Rickard, 2005, "Testing Parameter Constancy in Unit Root Autoregressive Models Against Continuous Change," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 579, Jan, revised 08 Feb 2005.
• He, Changli & Sandberg, Rickard, 2005, "Dickey-Fuller Type of Tests against Nonlinear Dynamic Models," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 580, Jan.
• Teräsvirta, Timo, 2005, "Univariate nonlinear time series models," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 593, Mar.
• Teräsvirta, Timo, 2005, "Forecasting economic variables with nonlinear models," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 598, May, revised 29 Dec 2005.
• Meitz, Mika, 2005, "A necessary and sufficient condition for the strict stationarity of a family of GARCH processes," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 601, Jul.
• Quoreshi, Shahiduzzaman, 2005, "Bivariate Time Series Modelling of Financial Count Data," Umeå Economic Studies, Umeå University, Department of Economics, number 655, Apr.
• Quoreshi, Shahiduzzaman, 2005, "Modelling High Frequency Financial Count Data," Umeå Economic Studies, Umeå University, Department of Economics, number 656, Apr.
• Ågren, Martin, 2005, "Myopic Loss Aversion, the Equity Premium Puzzle, and GARCH," Working Paper Series, Uppsala University, Department of Economics, number 2005:11, Jan.
• Kurozumi, Eiji & 黒住, 英司 & Arai, Yoichi & 荒井, 洋一, 2005, "Point Optimal Test for Cointegration with Unknown Variance-Covariance Matrix," Discussion Papers, Graduate School of Economics, Hitotsubashi University, number 2005-08, Nov.
• Kurozumi, Eiji & 黒住, 英司, 2005, "Construction of Stationarity Tests with Less Size Distortions," Discussion Papers, Graduate School of Economics, Hitotsubashi University, number 2005-12, Nov.
• Michael Funke, 2005, "Inflation in Mainland China - Modelling a Roller Coaster Ride," Working Papers, Hong Kong Institute for Monetary Research, number 152005, Aug.
• Stefan Gerlach & Wensheng Peng, 2005, "Output Gaps and Inflation in Mainland China," Working Papers, Hong Kong Institute for Monetary Research, number 202005, Nov.
• Hiroaki Chigira, 2005, "A Test of Cointegration Rank Based on Principal Component Analysis (revised, January 2006)," Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number d05-126, Nov.
• Eurilton Araújo & Luciane C. Carpena & Alexandre B. Cunha, 2005, "Brazilian Business Cycles and Growth from 1850 to 2000," IBMEC RJ Economics Discussion Papers, Economics Research Group, IBMEC Business School - Rio de Janeiro, number 2005-05, Nov.
• Jardine Ariena Husman, 2005, "Estimasi Nilai Tukar Rupiah Paska Krisis: Pendekatan Model Komposit," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 8, issue 3, pages 1-24, December, DOI: https://doi.org/10.21098/bemp.v8i3..
• Jardine Ariena Husman, 2005, "Pengaruh Nilai Tukar Riil terhadap Neraca Perdagangan Bilateral Indonesia: Kondisi Marshall-Lerner dan Fenomena J-curve," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 8, issue 3, pages 1-26, December, DOI: https://doi.org/10.21098/bemp.v8i3..
• Andi Irawan & Perry Warjiyo, 2005, "Analisis Perilaku Instabilitas Perekonomian Indonesia: Pendekatan Keterkaitan Ekonomi Makro, Perdagangan Internasional dan Sektor Pertanian," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 8, issue 3, pages 1-43, December, DOI: https://doi.org/10.21098/bemp.v8i3..
• Sahminan, 2005, "Estimating Equilibrium Real Exchange Rates of the Rupiah," Working Papers, Bank Indonesia, number WP/8/2005.
• Mónica Melle, 2005, "¿Cómo valora el mercado de valores español la adopción de planes de opciones sobre acciones para directivos y consejeros?," Investigaciones Economicas, Fundación SEPI, volume 29, issue 1, pages 73-115, January.
• Simón Sosvilla-Rivero & Javier Alonso Meseguer, 2005, "Estimación de una función de producción MRW para la economía española, 1910-1995," Investigaciones Economicas, Fundación SEPI, volume 29, issue 3, pages 609-624, September.
• Kunst, Robert M., 2005, "Approaches for the Joint Evaluation of Hypothesis Tests: Classical Testing, Bayes Testing, and Joint Confirmation," Economics Series, Institute for Advanced Studies, number 177, Sep.
• Kıvılcım M. ÖZCAN & Suat AYDIN, 2005, "Dibs Faiz Oranlarında Oynaklığın Koşulu Değişen Varyans Modeli İle Tahmini Ve Öngörülmesi," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 20, issue 230, pages 83-94.
• JTimothy O. Bisping & Hilde Patron, 2005, "Output Shocks and Unemployment: New Evidence on Regional Disparities," The International Journal of Applied Economics, Department of General Business, Southeastern Louisiana University, volume 2, issue 1, pages 79-89, March.
• Manuela Goretti, 2005, "The Brazilian currency turmoil of 2002: a nonlinear analysis," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 10, issue 4, pages 289-306, DOI: 10.1002/ijfe.273.
• Sabine Stephan, 2005, "German Exports to the Euro Area - A Cointegration Approach," IMK Working Paper, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute, number 06-2005, Sep.
• Luis Miguel Galindo & Horacio Catalán, 2005, "The Taylor Rule And The Exchange Rate In Mexico (An Empirical Appraisal)," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 4, issue 2, pages 115-125, Junio 200.
• Jesús Téllez Gaytán & Carlos A. Martínez, 2005, "Volatility Co-Movement Among Latin American Stock Exchanges: Bad Times Vs. Good Times," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 4, issue 4, pages 387-426, Diciembre.
• Dr. Ozlem GOKTAS YILMAZ, 2005, "Turkiye Ekonomisinde Buyume Ile Issizlik Oranlari Arasindaki Nedensellik Iliskisi," Istanbul University Econometrics and Statistics e-Journal, Department of Econometrics, Faculty of Economics, Istanbul University, volume 2, issue 1, pages 63-76, NOV.
• Bunzel, Helle & Enders, Walter, 2005, "The Taylor Rule and 'Opportunistic' Monetary Policy," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 12301, Apr.
• Ivan Paya & Agustín Duarte & Ioannis A. Venetis, 2005, "The Long Memory Story Of Real Interest Rates. Can It Be Supported?," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2005-01, Jan.
• Ivan Paya & David A. Peel, 2005, "A New Analysis Of The Determinants Of The Real Dollar-Sterling Exchange Rate: 1871-1994," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2005-16, Apr.
• Ivan Paya & David A. Peel, 2005, "The Process Followed By Ppp Data. On The Properties Of Linearity Tests," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2005-23, Jun.
• Kurt Hornik & Friedrich Leisch & Christian Kleiber & Achim Zeileis, 2005, "Monitoring structural change in dynamic econometric models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 20, issue 1, pages 99-121, DOI: 10.1002/jae.776.
• Christian Kleiber & Achim Zeileis, 2005, "Validating multiple structural change models-a case study," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 20, issue 5, pages 685-690, DOI: 10.1002/jae.856.
• Tsangyao Chang & Yuan-Hong Ho & Chiung-Ju Huang, 2005, "A Reexamination Of South Korea¡¯S Aggregate Import Demand Function: The Bounds Test Analysis," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, volume 30, issue 1, pages 119-128, June.
• Chien-Chiang Lee & Swee Yoong Wong, 2005, "Inflationary Threshold Effects In The Relationship Between Financial Development And Economic Growth: Evidence From Taiwan And Japan," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, volume 30, issue 1, pages 49-69, June.
• Lila J. Truett & Dale B. Truett, 2005, "Nafta¡¯S Impact On The Mexican Automotive Sector," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, volume 30, issue 2, pages 155-176, December.
• Fritsche Ulrich & Kuzin Vladimir, 2005, "Prediction of Business Cycle Turning Points in Germany / Prognose konjunktureller Wendepunkte in Deutschland," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 225, issue 1, pages 22-43, February, DOI: 10.1515/jbnst-2005-0103.
• Lücke Bernd, 2005, "Is Germany's GDP Trend-Stationary? A Measurement-With-Theory Approach / Ist das deutsche BIP trendstationär: Ein Measurement-With-Theory Ansatz," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 225, issue 1, pages 60-76, February, DOI: 10.1515/jbnst-2005-0105.
• Herzer Dierk, 2005, "Exportdiversifizierung und Wirtschaftswachstum in Chile / Export Diversification and Economic Growth in Chile: Eine ökonometrische Analyse / An Econometric Analysis," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 225, issue 2, pages 163-180, April, DOI: 10.1515/jbnst-2005-0204.
• Goldrian Georg, 2005, "Weaknesses of the Baxter-King Filter: Is a Pattern-Based Filter an Alternative? / Schwächen des Baxter-King Filters: Ist ein musterbasierter Filter eine Alternative?," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 225, issue 4, pages 386-393, August, DOI: 10.1515/jbnst-2005-0402.
• Hassler Uwe & Demetrescu Matei, 2005, "Spurious Persistence and Unit Roots due to Seasonal Differencing: The Case of Inflation Rates / Künstliche Persistenz und Einheitswurzeln infolge saisonaler Differenzen: Das Beispiel Inflationsraten," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 225, issue 4, pages 413-426, August, DOI: 10.1515/jbnst-2005-0404.
• Langmantel Erich, 2005, "Identifying the German Inventory Cycle: A Multivariate Structural Time Series Approach Using Survey Data," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 225, issue 6, pages 675-687, December, DOI: 10.1515/jbnst-2005-0607.
• Rob J. Hyndman & Lydia Shenstone, 2005, "Stochastic models underlying Croston's method for intermittent demand forecasting," Journal of Forecasting, John Wiley & Sons, Ltd., volume 24, issue 6, pages 389-402, DOI: 10.1002/for.963.
• Tommaso Proietti, 2005, "Forecasting and signal extraction with misspecified models," Journal of Forecasting, John Wiley & Sons, Ltd., volume 24, issue 8, pages 539-556, DOI: 10.1002/for.970.
• William Barnett, 2005, "Monetary Aggregation," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 200510, Mar, revised Mar 2005.
• William Barnett & Apostolos Serletis & Demitre Serletis, 2005, "Nonlinear and Complex Dynamics in Real Systems," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 200517, Sep, revised Sep 2005.
• William Barnett & Yijun He, 2005, "Robustness of Inferences to Singularity Bifurcations," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 200518, Oct, revised Oct 2005.
• William A. Barnett & Shu Wu, 2005, "On user costs of risky monetary assets," Annals of Finance, Springer, volume 1, issue 1, pages 35-50, January, DOI: 10.1007/s10436-004-0003-6.
• David McMillan & Alan Speight, 2005, "Long-memory and heterogeneous components in high frequency Pacific-Basin exchange rate volatility," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 12, issue 3, pages 199-226, September, DOI: 10.1007/s10690-006-9023-8.
• J. Kim & A. Kartsaklas & M. Karanasos, 2005, "The volume–volatility relationship and the opening of the Korean stock market to foreign investors after the financial turmoil in 1997," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 12, issue 3, pages 245-271, September, DOI: 10.1007/s10690-006-9024-7.
• José Cancelo & Estefanía Mourelle, 2005, "Modeling Cyclical Asymmetries in GDP: International Evidence," Atlantic Economic Journal, Springer;International Atlantic Economic Society, volume 33, issue 3, pages 297-309, September, DOI: 10.1007/s11293-005-8172-x.
• Augustine Arize & John Malindretos & Kiseok Nam, 2005, "Inflation and Structural Change in 50 Developing Countries," Atlantic Economic Journal, Springer;International Atlantic Economic Society, volume 33, issue 4, pages 461-471, December, DOI: 10.1007/s11293-005-2877-8.
• Jesús Otero & Jeremy Smith, 2005, "The KPSS Test with Outliers," Computational Economics, Springer;Society for Computational Economics, volume 26, issue 3, pages 59-67, November, DOI: 10.1007/s10614-005-9008-0.
• Chaido Dritsaki & Melina Dritsaki-Bargiota, 2005, "The Causal Relationship between Stock, Credit Market and Economic Development: An Empirical Evidence for Greece," Economic Change and Restructuring, Springer, volume 38, issue 1, pages 113-127, March, DOI: 10.1007/s10644-005-4525-3.
• Subrata Ghatak & Alan Mulhern & Chris Stewart, 2005, "Regional Development of Small Firms in Poland," Economic Change and Restructuring, Springer, volume 38, issue 2, pages 129-146, June, DOI: 10.1007/s10644-005-1913-7.
• Luis Gil-Alana, 2005, "Unit and Fractional Roots at the Long Run and the Seasonal Frequencies in Macroeconomic Time Series," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 11, issue 3, pages 257-266, August, DOI: 10.1007/s11294-005-6624-3.
• John T. Addison & Paulino Teixeira, 2005, "Employment adjustment in two countries with poor reputations: Analysis of aggregate, firm, and flow data for Portugal and Germany," International Economics and Economic Policy, Springer, volume 1, issue 4, pages 329-348, January, DOI: 10.1007/s10368-004-0025-6.
• Oliver Holtemöller, 2005, "Uncovered interest rate parity and analysis of monetary convergence of potential EMU accession countries," International Economics and Economic Policy, Springer, volume 2, issue 1, pages 33-63, June, DOI: 10.1007/s10368-005-0026-0.
• Ralf Dewenter & Michael Westermann, 2005, "Cinema Demand In Germany," Journal of Cultural Economics, Springer;The Association for Cultural Economics International, volume 29, issue 3, pages 213-231, August, DOI: 10.1007/s10824-005-6421-0.
• Miguel León-Ledesma, 2005, "Exports, Product Differentiation and Knowledge Spillovers," Open Economies Review, Springer, volume 16, issue 4, pages 363-379, October, DOI: 10.1007/s11079-005-4740-6.
• Jean-Pascal Guironnet, 2005, "Analyse cliométrique des cycles de croissance de l’éducation en France (1815-2003) : Vers un modèle à seuil autorégressif," Working Papers, LAMETA, Universtiy of Montpellier, number 05-05, Jan, revised Jan 2005.
• I Paya & D Peel, 2005, "A new analysis of the determinants of the real dollar-sterling exchange rate: 1871-1994," Working Papers, Lancaster University Management School, Economics Department, number 565953.
• Theodore Panagiotidis & Gianluigi Pelloni, 2005, "Non-Linearity in the Canadian and US Labour Market: Univariate and Multivariate Evidence from a battery of tests," Discussion Paper Series, Department of Economics, Loughborough University, number 2005_8, Aug, revised Aug 2005.
• Muhammad Arshad Khan & Muhammad Zabir Sajjid, 2005, "The Exchange Rates and Monetary Dynamics in Pakistan: An Autoregressive Distributed Lag (ARDL) Approach," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, volume 10, issue 2, pages 87-99, Jul-Dec.
• Flaig, Gebhard, 2005, "Time series properties of the German production index," Munich Reprints in Economics, University of Munich, Department of Economics, number 20377.
• Schlicht, Ekkehart, 2021, "VC - A Program for Estimating Time-Varying Coefficients," Discussion Papers in Economics, University of Munich, Department of Economics, number 74981.
• Schlicht, Ekkehart, 2005, "VC - A Program for Estimating Time-Varying Coefficients," Software in Economics, University of Munich, Department of Economics, number 684, revised .
• Schlicht, Ekkehart, 2005, "Season. A Mathematica Package for Seasonal Adjustment," Software in Economics, University of Munich, Department of Economics, number 712, revised .
• Schlicht, Ekkehart, 2005, "VCC - A Program for Estimating Time-Varying Coefficients. Console Version With Source Code in C," Software in Economics, University of Munich, Department of Economics, number 719, revised .
• Anna Zasova & Aleksejs Melihovs, 2005, "Assessment of Labour Market Elasticity in Latvia," Working Papers, Latvijas Banka, number 2005/03, Nov.
• Aleksejs Melihovs & Svetlana Rusakova, 2005, "Short-Term Forecasting of Economic Development in Latvia Using Business and Consumer Survey Data," Working Papers, Latvijas Banka, number 2005/04, Dec.
• Georges Dionne & Pierre Duchesne & Maria Pacurar, 2005, "Intraday Value at Risk (IVaR) Using Tick-by-Tick Data with Application to the Toronto Stock Exchange," Cahiers de recherche, CIRPEE, number 0533.
• Lopez, Claude & Murray, Christian J & Papell, David H, 2005, "State of the Art Unit Root Tests and Purchasing Power Parity," Journal of Money, Credit and Banking, Blackwell Publishing, volume 37, issue 2, pages 361-369, April.
• Zsolt Darvas & Gábor Vadas, 2005, "A New Method for Combining Detrending Techniques with Application to Business Cycle Synchronization of the New EU Members," Working Papers, Department of Mathematical Economics and Economic Analysis, Corvinus University of Budapest, number 0505, Aug.
• Isabel Faeth, 2005, "Determinants of FDI in Australia : Which Theory Can Explain it Best?," Department of Economics - Working Papers Series, The University of Melbourne, number 946.
• John Stachurski, 2005, "Computing the Distributions of Economic Models Via Simulation," Department of Economics - Working Papers Series, The University of Melbourne, number 949.
• Georgios Kouretas & Eleni Constantinou & Robert Georgiades & Avo Kazandjian, 2005, "Mean and variance causality between the Cyprus Stock Exchange and major equity markets," Money Macro and Finance (MMF) Research Group Conference 2005, Money Macro and Finance Research Group, number 24, Sep.
• Paola Zerilli, 2005, "Option pricing and spikes in volatility: theoretical and empirical analysis," Money Macro and Finance (MMF) Research Group Conference 2005, Money Macro and Finance Research Group, number 76, Sep.
• Maarten Dossche & Gerdie Everaert, 2005, "Measuring inflation persistence: A structural time series approach," Money Macro and Finance (MMF) Research Group Conference 2005, Money Macro and Finance Research Group, number 85, Sep.
• Szilárd Benk & Zoltán M. Jakab & Gábor Vadas, 2005, "Potential Output Estimations for Hungary: A Survey of Different Approaches," MNB Occasional Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2005/43.
• Zsolt Darvas & Gabor Vadas, 2005, "A New Method for Combining Detrending Techniques with Application to Business Cycle Synchronization of the New EU Members," MNB Working Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2005/05.
• Paresh Kumar Narayan & Ingrid Nielsen & Russell Smyth, 2005, "Is there a Natural Rate of Crime?," Monash Economics Working Papers, Monash University, Department of Economics, number 18/05, Oct.
• Dominique Guegan & St phanie Rioublanc, 2005, "Regime switching models: real or spurious long memory?," Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1), number b05100, Dec.
• Jan G. De Gooijer & Rob J. Hyndman, 2005, "25 Years of IIF Time Series Forecasting: A Selective Review," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 12/05, May.
• Rob J. Hyndman & Anne B. Koehler, 2005, "Another Look at Measures of Forecast Accuracy," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 13/05, May.
• Giovanni Forchini, 2005, "Weighted Average Power Similar Tests for Structural Change for the Gaussian Linear Regression Model," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 20/05, Aug.
• Ralph D Snyder, 2005, "A Pedant's Approach to Exponential Smoothing," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 5/05, Mar.
• Baki Billah & Maxwell L King & Ralph D Snyder & Anne B Koehler, 2005, "Exponential Smoothing Model Selection for Forecasting," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 6/05, Mar.
• J Keith Ord & Ralph D Snyder & Anne B Koehler & Rob J Hyndman & Mark Leeds, 2005, "Time Series Forecasting: The Case for the Single Source of Error State Space," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 7/05, Apr.
• DUFOUR, Jean-Marie, 2005, "Monte Carlo Tests with Nuisance Parameters: A General Approach to Finite-Sample Inference and Nonstandard Asymptotics," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2005-03.