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

• 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.
• Roman Liesenfeld & Ingmar Nolte & Winfried Pohlmeier, 2006, "Modelling financial transaction price movements: a dynamic integer count data model," Empirical Economics, Springer, volume 30, issue 4, pages 795-825, January, DOI: 10.1007/s00181-005-0001-1.
• David Veredas, 2006, "Macroeconomic surprises and short-term behaviour in bond futures," Empirical Economics, Springer, volume 30, issue 4, pages 843-866, January, DOI: 10.1007/s00181-005-0002-y.
• Artur Silva Lopes, 2006, "Deterministic seasonality in Dickey–Fuller tests: should we care?," Empirical Economics, Springer, volume 31, issue 1, pages 165-182, March, DOI: 10.1007/s00181-005-0029-2.
• Guglielmo Caporale & Luis Gil-Alana, 2006, "Long memory at the long run and at the cyclical frequencies: modelling real wages in England, 1260–1994," Empirical Economics, Springer, volume 31, issue 1, pages 83-93, March, DOI: 10.1007/s00181-005-0017-6.
• Kari Heimonen, 2006, "Nonlinear adjustment in PPP—evidence from threshold cointegration," Empirical Economics, Springer, volume 31, issue 2, pages 479-495, June, DOI: 10.1007/s00181-005-0026-5.
• Dimitris Christopoulos, 2006, "Does a non-linear mean reverting process characterize real GDP movements?," Empirical Economics, Springer, volume 31, issue 3, pages 601-611, September, DOI: 10.1007/s00181-005-0034-5.
• Dimitris Hatzinikolaou & Athanassios Stavrakoudis, 2006, "Empirical size and power of some diagnostic tests applied to a distributed lag model," Empirical Economics, Springer, volume 31, issue 3, pages 631-643, September, DOI: 10.1007/s00181-005-0039-0.
• Emanuela Marrocu, 2006, "An Investigation of the Effects of Data Transformation on Nonlinearity," Empirical Economics, Springer, volume 31, issue 4, pages 801-820, November, DOI: 10.1007/s00181-006-0055-8.
• Sabine Stephan, 2006, "German Exports to the Euro Area," Empirical Economics, Springer, volume 31, issue 4, pages 871-882, November, DOI: 10.1007/s00181-006-0059-4.
• David Giles & Chad Stroomer, 2006, "Does Trade Openness Affect the Speed of Output Convergence? Some Empirical Evidence," Empirical Economics, Springer, volume 31, issue 4, pages 883-903, November, DOI: 10.1007/s00181-006-0060-y.
• Paolo Guasoni, 2006, "Asymmetric Information in Fads Models," Finance and Stochastics, Springer, volume 10, issue 2, pages 159-177, April, DOI: 10.1007/s00780-006-0006-4.
• Olivier Bandt & Catherine Bruneau & Alexis Flageollet, 2006, "Assessing Aggregate Comovements in France, Germany and Italy Using a Non Stationary Factor Model of the Euro Area," Springer Books, Springer, "Convergence or Divergence in Europe?", DOI: 10.1007/3-540-32611-1_7.
• Jürgen Wolters & Uwe Hassler, 2006, "Unit Root Testing," Springer Books, Springer, chapter 4, in: Olaf Hübler & Jachim Frohn, "Modern Econometric Analysis", DOI: 10.1007/3-540-32693-6_4.
• Uwe Hassler & Jürgen Wolters, 2006, "Autoregressive Distributed Lag Models and Cointegration," Springer Books, Springer, chapter 5, in: Olaf Hübler & Jachim Frohn, "Modern Econometric Analysis", DOI: 10.1007/3-540-32693-6_5.
• Giancarlo Bruno & Edoardo Otranto, 2006, "The choice of time interval in seasonal adjustment: A heuristic approach," Statistical Papers, Springer, volume 47, issue 3, pages 393-417, June, DOI: 10.1007/s00362-006-0295-x.
• Gang Liu & Terje Skjerpen & Anders Rygh Swensen & Kjetil Telle, 2006, "Unit Roots, Polynomial Transformations and the Environmental Kuznets Curve," Discussion Papers, Statistics Norway, Research Department, number 443, Jan.
• Paul Levine & Luis F. Martins & Vasco J. Gabriel, 2006, "Robust Estimates of the New Keynesian Phillips Curve," School of Economics Discussion Papers, School of Economics, University of Surrey, number 0206, Jan.
• Jesus Crespo Cuaresma & Adelina Gschwandtner, 2006, "The competitive environment hypothesis revisited: non-linearity, nonstationarity and profit persistence," Applied Economics, Taylor & Francis Journals, volume 38, issue 4, pages 465-472, DOI: 10.1080/00036840500390312.
• Boriss Siliverstovs, 2006, "Multicointegration in US consumption data," Applied Economics, Taylor & Francis Journals, volume 38, issue 7, pages 819-833, DOI: 10.1080/00036840500398760.
• Roman Liesenfeld & Jean-Francois Richard, 2006, "Classical and Bayesian Analysis of Univariate and Multivariate Stochastic Volatility Models," Econometric Reviews, Taylor & Francis Journals, volume 25, issue 2-3, pages 335-360, DOI: 10.1080/07474930600713424.
• Laurens Swinkels & Pieter Van Der Sluis, 2006, "Return-based style analysis with time-varying exposures," The European Journal of Finance, Taylor & Francis Journals, volume 12, issue 6-7, pages 529-552, DOI: 10.1080/13518470500248508.
• Vicente Esteve & Francisco Requena, 2006, "A Cointegration Analysis of Car Advertising and Sales Data in the Presence of Structural Change," International Journal of the Economics of Business, Taylor & Francis Journals, volume 13, issue 1, pages 111-128, DOI: 10.1080/13571510500520036.
• Paresh Kumar Narayan & Xiujian Peng, 2006, "An Econometric Analysis of the Determinants of Fertility for China, 1952-2000," Journal of Chinese Economic and Business Studies, Taylor & Francis Journals, volume 4, issue 2, pages 165-183, DOI: 10.1080/14765280600737039.
• Kristen Monaco & Taggert J. Brooks & John Bitzan, 2006, "A Time Series Analysis of Wages in Deregulated Industries: A Study of Motor Carriage and Rail," Journal of Applied Economics, Taylor & Francis Journals, volume 9, issue 1, pages 105-118, May, DOI: 10.1080/15140326.2006.12040640.
• Viviana Fernandez, 2006, "Extremal Dependence in European Capital Markets," Journal of Applied Economics, Taylor & Francis Journals, volume 9, issue 2, pages 275-293, November, DOI: 10.1080/15140326.2006.12040648.
• Pinar Ozlu, 2006, "Risk Premium and Central Bank Intervention," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, volume 6, issue 1, pages 65-79.
• Saadet Kasman & Duygu Ayhan, 2006, "Macroeconomic Volatility under Alternative Exchange Rate Regimes in Turkey," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, volume 6, issue 2, pages 37-58.
• Derek Bond & Michael J. Harrison & Niall Hession & Edward J. O'Brien, 2006, "Some Empirical Observations on the Forward Exchange Rate Anomaly," Trinity Economics Papers, Trinity College Dublin, Department of Economics, number tep2006, Jan.
• Derek Bond & Michael J. Harrison & Edward J. O'Brien, 2006, "Purchasing Power Parity: The Irish Experience Re-visited," Trinity Economics Papers, Trinity College Dublin, Department of Economics, number tep200615, Nov.
• Cars Hommes & Sebastiano Manzan, 2006, "Testing for Nonlinear Structure and Chaos in Economic Time. A Comment," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 06-030/1, Mar.
• Cees Diks & Florian Wagener, 2006, "A Weak Bifurcation Theory for Discrete Time Stochastic Dynamical Systems," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 06-043/1, May.
• Michiel D. de Pooter & René Segers & Herman K. van Dijk, 2006, "On the Practice of Bayesian Inference in Basic Economic Time Series Models using Gibbs Sampling," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 06-076/4, Aug.
• Konrad Banachewicz & Aad van der Vaart & André Lucas, 2006, "Modeling Portfolio Defaults using Hidden Markov Models with Covariates," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 06-094/2, Oct.
• Siem Jan Koopman & Marius Ooms & Irma Hindrayanto, 2006, "Periodic Unobserved Cycles in Seasonal Time Series with an Application to US Unemployment," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 06-101/4, Nov.
• Siem Jan Koopman & Soon Yip Wong, 2006, "Extracting Business Cycles using Semi-parametric Time-varying Spectra with Applications to US Macroeconomic Time Series," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 06-105/4, Nov.
• Filippo Altissimo & Laurent Bilke & Andrew Levin & Thomas Mathä & Benoit Mojon, 2006, "Sectoral and Aggregate Inflation Dynamics in the Euro Area," Journal of the European Economic Association, MIT Press, volume 4, issue 2-3, pages 585-593, 04-05.
• László Kónya & Jai Pal Singh, 2006, "Exports, Imports and Economic Growth in India," Working Papers, School of Economics, La Trobe University, number 2006.06, Dec.
• Roberto Casarin & Carmine Trecroci, 2006, "Business Cycle and Stock Market Volatility: A Particle Filter Approach," Working Papers, University of Brescia, Department of Economics, number ubs0603.
• Michael Dueker & Martin Sola & Fabio Spagnolo, 2006, "Contemporaneous Threshold Autoregressive Models: Estimation, Testing and Forecasting," Department of Economics Working Papers, Universidad Torcuato Di Tella, number 2006-04, Apr.
• Gerardo Angeles-Castro, 2006, "The Relationship Between Economic Growth and Inequality: Evidence from the Age of Market Liberalism," Studies in Economics, School of Economics, University of Kent, number 0601, Jan.
• Marc Hallin & Abdeljelil Farhat & Jean-Marie Dufour, 2006, "Distribution-free bounds for serial correlation coefficients in heteroskedastic symmetric time series," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/2143.
• Luis Alberiko Gil-Alana & Antonio Moreno, 2006, "Technology Shocks and Hours Worked: A Fractional Integration Perspective," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 03/06, Feb.
• Javier Hualde & Carlos Velasco, 2006, "Distribution-free Tests of Fractional Cointegration," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 08/06, Jun.
• Palm, F.C. & Smeekes, S. & Urbain, J.R.Y.J., 2006, "Bootstrap unit root tests: comparison and extensions," Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR), number 015, Jan, DOI: 10.26481/umamet.2006015.
• Daal, Elton & Naka, Atsuyuki & Yu, Jung-Suk, 2006, "Volatility Clustering, Leverage Effects, and Jump Dynamics in the US and Emerging Asian Equity Markets," Working Papers, University of New Orleans, Department of Economics and Finance, number 2005-03, Jan.
• Harvie, Charles & Pahlavani, Mosayeb & Saleh, Ali Salman, 2006, "Identifying Structural Breaks in the Lebanese Economy 1970-2003: An Application of the Zivot and Andrews Test," Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia, number wp06-02.
• Jayanthakumaran, Kankesu & Pahlavani, Mosayeb, 2006, "Australia and New Zealand CER Agreement and Breakpoints in Bilateral Trade: An Application of the Wald-type Test," Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia, number wp06-06.
• Marashdeh, Hazem & Saleh, Ali Salman, 2006, "Revisiting Budget and Trade Deficits in Lebanon: A Critique," Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia, number wp06-07.
• Harvie, Charles & Pahlavani, Mosayeb, 2006, "Testing for Structural Breaks in the Korean Economy 1980-2005: An Application of the Innovational Outlier and Additive Outlier Models," Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia, number wp06-09.
• Valadkhani, Abbas, 2006, "Labour Productivity in Iran," Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia, number wp06-13.
• Harvie, Charles & Pahlavani, Mosayeb, 2006, "Sources of Economic Growth in South Korea: An Application of the ARDL Analysis in the Presence of Structural Breaks - 1980-2005," Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia, number wp06-17.
• Laura Mayoral, 2006, "Minimum distance estimation of stationary and non-stationary ARFIMA processes," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 959, Jan.
• Michael Lechner, 2006, "The Relation of Different Concepts of Causality in Econometrics," University of St. Gallen Department of Economics working paper series 2006, Department of Economics, University of St. Gallen, number 2006-15, Jun.
• Andreas Röthig & Carl Chiarella, 2006, "Investigating Nonlinear Speculation in Cattle, Corn and Hog Futures Markets Using Logistic Smooth Transition Regression Models," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 172, Feb.
• Andrew Patton, 2006, "Volatility Forecast Comparison using Imperfect Volatility Proxies," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 175, May.
• David E. A. Giles, 2006, "Spurious Regressions With Time-Series data: Further Asymptotic Results," Econometrics Working Papers, Department of Economics, University of Victoria, number 0603, Aug.
• Konstantin Gluschenko, 2006, "Price Linkages of Russian Regional Markets," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp839, Sep.
• Bal??zs ??gert & Jesus Crespo-Cuaresma & Thomas Reininger, 2006, "Interest Rate Pass-Through in Central and Eastern Europe: Reborn from Ashes Merely to Pass Away?," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp851, Nov.
• P. Siklos, W. Enders & B. Falk, 2006, "A Threshold Model of Real US GDP and the Problem of Constructing Confidence Intervals in TAR Models," Working Papers, Wilfrid Laurier University, Department of Economics, number eg0052, revised 2006.
• Stephan von Cramon-Taubadel & Jens-Peter Loy & Jochen Meyer, 2006, "The impact of cross-sectional data aggregation on the measurement of vertical price transmission: An experiment with German food prices," Agribusiness, John Wiley & Sons, Ltd., volume 22, issue 4, pages 505-522, DOI: 10.1002/agr.20100.
• Alex Maynard, 2006, "The forward premium anomaly: statistical artefact or economic puzzle? New evidence from robust tests," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, volume 39, issue 4, pages 1244-1281, November, DOI: 10.1111/j.1540-5982.2006.00389.x.
• Carol Alexander & Emese Lazar, 2006, "Normal mixture GARCH(1,1): applications to exchange rate modelling," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 21, issue 3, pages 307-336, April, DOI: 10.1002/jae.849.
• Ivan Paya & David A. Peel, 2006, "Temporal aggregation of an ESTAR process: some implications for purchasing power parity adjustment," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 21, issue 5, pages 655-668, July, DOI: 10.1002/jae.860.
• Giulietti, Monica & Otero, Jesus & Smith, Jeremy, 2006, "Testing for stationarity in heterogeneous panel data in the presence of cross section dependence," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 758.
• Giulietti, Monica & Otero, Jesús & Smith, Jeremy, 2006, "Testing for unit roots in three-dimensional heterogeneous panels in the presence of cross-sectional dependence," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 771.
• Steven Cook, 2006, "Are Stock Prices And Economic Activity Cointegrated? Evidence From The Us, 1950–2005," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 2, issue 01, pages 1-10, DOI: 10.1142/S2010495206500035.
• Wai Mun Fong & Wing-Keung Wong, 2006, "The Stochastic Component Of Realized Volatility," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 2, issue 01, pages 1-34, DOI: 10.1142/S2010495206500047.
• Rafal Weron & Adam Misiorek, 2006, "Short-term electricity price forecasting with time series models: A review and evaluation," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/06/01.
• Adam Misiorek & Rafal Weron, 2006, "Interval forecasting of spot electricity prices," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/06/05.
• Jonathan Beck, 2006, "The Sales Effect of Word of Mouth: A Model for Creative Goods and Estimates for Novels," CIG Working Papers, Wissenschaftszentrum Berlin (WZB), Research Unit: Competition and Innovation (CIG), number SP II 2006-16, Sep.
• Ivan Šošić & Vlasta Bahovec & Mirjana Čižmešija & Nataša Kurnoga Živadinović, 2006, "Indirektno vs direktno desezoniranje aregatnih vremenskih nizova," EFZG Working Papers Series, Faculty of Economics and Business, University of Zagreb, number 0611, Nov.
• Colavecchio, Roberta & Funke, Michael, 2006, "Volatility transmissions between renminbi and Asia-Pacific on-shore and off-shore U.S. dollar futures," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 16/2006.
• Wang, Jiao & Ji, Andy G., 2006, "Exchange rate sensitivity of China's bilateral trade flows," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 19/2006.
• Bask, Mikael & Liu, Tung & Widerberg, Anna, 2006, "The stability of electricity prices: estimation and inference of the Lyapunov exponents," Bank of Finland Research Discussion Papers, Bank of Finland, number 9/2006.
• Stahn, Kerstin, 2006, "Has the impact of key determinants of German exports changed? Results from estimations of Germany's intra euro-area and extra euro-area exports," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2006,07.
• Knetsch, Thomas A., 2006, "Forecasting the price of crude oil via convenience yield predictions," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2006,12.
• Stahn, Kerstin, 2006, "Has the export pricing behaviour of German enterprises changed? Empirical evidence from German sectoral prices," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2006,37.
• Knetsch, Thomas A. & Reimers, Hans-Eggert, 2006, "How to treat benchmark revisions? The case of German production and orders statistics," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2006,38.
• Stirböck, Claudia, 2006, "How strong is the impact of exports and other demand components on German import demand? Evidence from euro-area and non-euro-area imports," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2006,39.
• Arz, Stephanus, 2006, "A new mixed multiplicative-additive model for seasonal adjusment," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2006,47.
• Herwartz, Helmut & Xu, Fang, 2006, "Reviewing the sustainability/stationarity of current account imbalances with tests for bounded integration," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2006-07.
• Lux, Thomas & Kaizoji, Taisei, 2006, "Forecasting volatility and volume in the Tokyo stock market: Long memory, fractality and regime switching," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2006-13.
• Hartz, Christoph & Mittnik, Stefan & Paolella, Marc S., 2006, "Accurate Value-at-Risk forecast with the (good old) normal-GARCH model," CFS Working Paper Series, Center for Financial Studies (CFS), number 2006/23.
• Carroll, Christopher D. & Otsuka, Misuzu & Slacalek, Jirka, 2006, "How large is the housing wealth effect? A new approach," CFS Working Paper Series, Center for Financial Studies (CFS), number 2006/35.
• Röthig, Andreas & Chiarella, Carl, 2006, "Investigating nonlinear speculation in cattle, corn, and hog futures markets using logistic smooth transition regression models," Darmstadt Discussion Papers in Economics, Darmstadt University of Technology, Department of Law and Economics, number 167.
• Barja Daza, Gover & Monterrey Arce, Javier & Villarroel Böhrt, Sergio, 2006, "Bolivia: Impact of Shocks and Poverty Policy on Household Welfare," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 4, issue 6, pages 63-123, DOI: 10.35319/lajed.20066245.
• Angeles-Castro, Gerardo, 2006, "The relationship between economic growth and inequality: evidence from the age of market liberalism," Proceedings of the German Development Economics Conference, Berlin 2006, Verein für Socialpolitik, Research Committee Development Economics, number 2.
• Satoguina, Honorat, 2006, "Energy Demand and Supply Issues - Scenario 2020 and Implications for CDM in West African Economic and Monetary Union. Case Study: Benin, Burkina Faso, Niger and Togo," HWWA Discussion Papers, Hamburg Institute of International Economics (HWWA), number 357.
• Kittelmann, Kristina & Tirpak, Marcel & Schweickert, Rainer & Vinhas de Souza, Lúcio, 2006, "From transition crises to macroeconomic stability? Lessons from a crises early warning system for Eastern European and CIS countries," Kiel Working Papers, Kiel Institute for the World Economy, number 1269.

2005

• Dimitris K. Christopoulos & Efthymios G. Tsionas, 2005, "Productivity growth and inflation in Europe: Evidence from panel cointegration tests," Empirical Economics, Springer, volume 30, issue 1, pages 137-150, January, DOI: 10.1007/s00181-004-0227-3.
• Luis A. Gil-Alanaa, 2005, "Unit and fractional roots in the presence of abrupt changes with an application to the brazilian inflation rate," Empirical Economics, Springer, volume 30, issue 1, pages 193-207, January, DOI: 10.1007/s00181-004-0228-2.
• Yannick Le Pen, 2005, "Convergence among five industrial countries (1870–1994): Results from a time varying cointegration approach," Empirical Economics, Springer, volume 30, issue 1, pages 23-35, January, DOI: 10.1007/s00181-004-0213-9.
• Edoardo Gaffeo & Marco Gallegati & Mauro Gallegati, 2005, "Requiem for the unit root in per capita real GDP? Additional evidence from historical data," Empirical Economics, Springer, volume 30, issue 1, pages 37-63, January, DOI: 10.1007/s00181-004-0211-y.
• Anindya Banerjee & Massimiliano Marcellino & Chiara Osbat, 2005, "Testing for PPP: Should we use panel methods?," Empirical Economics, Springer, volume 30, issue 1, pages 77-91, January, DOI: 10.1007/s00181-004-0222-8.
• Jonas Nordström, 2005, "Dynamic and stochastic structures in tourism demand modeling," Empirical Economics, Springer, volume 30, issue 2, pages 379-392, September, DOI: 10.1007/s00181-005-0238-8.
• Baotai Wang, 2005, "Effects of government expenditure on private investment: Canadian empirical evidence," Empirical Economics, Springer, volume 30, issue 2, pages 493-504, September, DOI: 10.1007/s00181-005-0245-9.
• Christian Murray & David Papell, 2005, "The purchasing power parity puzzle is worse than you think," Empirical Economics, Springer, volume 30, issue 3, pages 783-790, October, DOI: 10.1007/s00181-005-0261-9.
• 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.