Research classified by Journal of Economic Literature (JEL) codes

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Top JEL
/ C: Mathematical and Quantitative Methods
/ / C3: Multiple or Simultaneous Equation Models; Multiple Variables
/ / / C30: General
/ / / C31: Cross-Sectional Models; Spatial Models; Treatment Effect Models; Quantile Regressions; Social Interaction Models
/ / / C32: Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
/ / / C33: Models with Panel Data; Spatio-temporal Models
/ / / C34: Truncated and Censored Models; Switching Regression Models
/ / / C35: Discrete Regression and Qualitative Choice Models; Discrete Regressors; Proportions
/ / / C36: Instrumental Variables (IV) Estimation
/ / / C38: Classification Methdos; Cluster Analysis; Principal Components; Factor Analysis
/ / / C39: Other

2008

• Knedlik, Tobias & Reinowski, Eva, 2008, "The African Growth Gap and the Realization of the MDGs," Proceedings of the German Development Economics Conference, Zurich 2008, Verein für Socialpolitik, Research Committee Development Economics, number 23.
• Spanos, Aris, 2008, "The 'Pre-Eminence of Theory' versus the 'General-to-Specific' Cointegrated VAR Perspectives in Macro-Econometric Modeling," Economics Discussion Papers, Kiel Institute for the World Economy (IfW Kiel), number 2008-25.
• Scheufele, Rolf, 2008, "Das makroökonometrische Modell des IWH: Eine angebotsseitige Betrachtung," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 9/2008.

2007

• Tim Bollerslev & Uta Kretschmer & Christian Pigorsch & George Tauchen, 2007, "A Discrete-Time Model for Daily S&P500 Returns and Realized Variations: Jumps and Leverage Effects," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2007-22, Aug.
• Jesús Fernández-Villaverde & Juan F. Rubio-Ramírez & Thomas J. Sargent & Mark W. Watson, 2007, "ABCs (and Ds) of Understanding VARs," American Economic Review, American Economic Association, volume 97, issue 3, pages 1021-1026, June, DOI: 10.1257/aer.97.3.1021.
• Gebremariam, Gebremeskel H. & Gebremedhin, Tesfa G. & Schaeffer, Peter V. & Phipps, Tim T. & Jackson, Randall W., 2007, "A Spatial Panel Simultaneous-Equations Model of Business Growth, Migration Behavior, Local Public Services and Household Income in Appalachia," 2007 Annual Meeting, July 29-August 1, 2007, Portland, Oregon, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association), number 9895, DOI: 10.22004/ag.econ.9895.
• De Cian, Enrica & Lanzi, Elisa & Roson, Roberto, 2007, "The Impact of Temperature Change on Energy Demand: A Dynamic Panel Analysis," Climate Change Modelling and Policy Working Papers, Fondazione Eni Enrico Mattei (FEEM), number 9322, DOI: 10.22004/ag.econ.9322.
• Salgado Banda Héctor & Bernal Verdugo Lorenzo E., 2007, "Translog Cost Functions: An Application for Mexican Manufacturing," Working Papers, Banco de México, number 2007-08, Apr.
• Jinsuk Choi & Youngduk Kim, 2007, "The Probability of Being Credit-Constrained Households and Labor-Income Risk (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, volume 13, issue 4, pages 64-86, December.
• Massimo Filippini & Giuliano Masiero & Karine Moschetti, 2007, "Characteristics of demand for antibiotics in primary care: an almost ideal model," Working Papers, Department of Management, Information and Production Engineering, University of Bergamo, number 0701.
• Andrew Bugg, 2007, "Owner Motivations in the UK Speciality Food Sector," Working Papers, Centre for Competition Policy, University of East Anglia, number 07-4, Mar.
• Patrick Bayer & Stephen Ross, 2007, "Identifying Individual and Group Effects in the Presence of Sorting: A Neighborhood Effects Application," Working Papers, Center for Economic Studies, U.S. Census Bureau, number 07-03, Jan.
• Emilia Del Bono & Fernando Galindo-Rueda, 2007, "The Long Term Impacts of Compulsory Schooling: Evidence from a Natural Experiment in School Leaving Dates," CEE Discussion Papers, Centre for the Economics of Education, LSE, number 0074, Jan.
• Graddy, Kathryn & Kennedy, Peter E, 2007, "When are Supply and Demand Determined Recursively Rather than Simultaneously? Another look at the Fulton Fish Market Data," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6053, Jan.
• Giannoni, Marc & Mihov, Ilian & Boivin, Jean, 2007, "Sticky Prices and Monetary Policy: Evidence from Disaggregated US Data," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6101, Feb.
• Ekaterina Kalugina & Natalia Radtchenko & Catherine Sofer, 2007, "How do Spouses Share their Full Income? : Identification of the Sharing Rule Using Self-reported Income," Working Papers, Center for Research in Economics and Statistics, number 2007-07.
• Tena Horrillo, Juan de Dios & Salazar, César, 2007, "Explaining inflation and output volatility in Chile : an empirical analysis of forty years," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number ws071505, Mar.
• Tena Horrillo, Juan de Dios & Dresdner, Jorge & Araya, Iván, 2007, "A multimarket approach to estimate a New Keynesian Phillips Curve," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number ws076917, Oct.
• Serletis, Apostolos & Shahmoradi, Asghar, 2007, "A Note On Imposing Local Curvature In Generalized Leontief Models," Macroeconomic Dynamics, Cambridge University Press, volume 11, issue 2, pages 290-294, April.
• Christian Dreger & Florian Zinsmeister, 2007, "Das IMM: ein makroökonometrisches Mehrländermodell," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, volume 76, issue 4, pages 35-46, DOI: 10.3790/vjh.76.4.35.
• R. Krishnan, 2007, "Seasonal Characteristics of Indian Time Series," Indian Economic Review, Department of Economics, Delhi School of Economics, volume 42, issue 2, pages 191-210, December.
• Chien-Chiang Lee & Chun-Ping Chang, 2007, "Mean reversion of inflation rates in 19 OECD countries: Evidence from panel Lm unit root tests with structural breaks," Economics Bulletin, AccessEcon, volume 3, issue 23, pages 1-15.
• Yen-Hsien Lee & Chien-Liang Chiu, 2007, "The Impact of the QFIIs Deregulation on Normal and Abnormal Information Transmission Between the Stock and Exchange rates in Taiwan," Economics Bulletin, AccessEcon, volume 3, issue 22, pages 1-10.
• Shyh-Wei Chen, 2007, "Evidence of the Long-Run Neutrality of Money: The Case of South Korea and Taiwan," Economics Bulletin, AccessEcon, volume 3, issue 64, pages 1-18.
• Shyh-Wei Chen, 2007, "Using Regional Cycles to Measure National Business Cycles in the U.S. with the Markov Switching Panel Model," Economics Bulletin, AccessEcon, volume 3, issue 46, pages 1-12.
• Tsangyao Chang & Yu-Chen Wei & Yang-Cheng Lu, 2007, "An Empirical Note on Testing the Cointegration Relationship Between the Real Estate and Stock Markets in Taiwan," Economics Bulletin, AccessEcon, volume 3, issue 45, pages 1-11.
• Panos Fousekis, 2007, "Multiple Markets Within the EU? Empirical Evidence From Pork and Poultry Prices in 14 EU Member Countrties," Economics Bulletin, AccessEcon, volume 3, issue 65, pages 1-12.
• Patricia Stefani, 2007, "Financial Development and Economic Growth in Brazil: 1986-2006," Economics Bulletin, AccessEcon, volume 3, issue 69, pages 1-13.
• Cheng Hsiao & Siyan Wang, 2007, "Lag-augmented two- and three-stage least squares estimators for integrated structural dynamic models," Econometrics Journal, Royal Economic Society, volume 10, issue 1, pages 49-81, March.
• Planas, Christophe & Roeger, Werner & Rossi, Alessandro, 2007, "How much has labour taxation contributed to European structural unemployment?," Journal of Economic Dynamics and Control, Elsevier, volume 31, issue 4, pages 1359-1375, April.
• Caner, Mehmet, 2007, "Boundedly pivotal structural change tests in continuous updating GMM with strong, weak identification and completely unidentified cases," Journal of Econometrics, Elsevier, volume 137, issue 1, pages 28-67, March.
• Ferreira, Jose T.A.S. & Steel, Mark F.J., 2007, "Model comparison of coordinate-free multivariate skewed distributions with an application to stochastic frontiers," Journal of Econometrics, Elsevier, volume 137, issue 2, pages 641-673, April.
• Hsieh, Meng-Chen & Hurvich, Clifford M. & Soulier, Philippe, 2007, "Asymptotics for duration-driven long range dependent processes," Journal of Econometrics, Elsevier, volume 141, issue 2, pages 913-949, December.
• Rodriguez, Gabriel & Rowe, Nicholas, 2007, "Why U.S. money does not cause U.S. output, but does cause Hong Kong output," Journal of International Money and Finance, Elsevier, volume 26, issue 7, pages 1174-1186, November.
• Dreger, Christian & Marcellino, Massimiliano, 2007, "A macroeconometric model for the Euro economy," Journal of Policy Modeling, Elsevier, volume 29, issue 1, pages 1-13.
• Dedola, Luca & Neri, Stefano, 2007, "What does a technology shock do? A VAR analysis with model-based sign restrictions," Journal of Monetary Economics, Elsevier, volume 54, issue 2, pages 512-549, March.
• Del Bono, Emilia & Galindo-Rueda, Fernando, 2007, "The long term impacts of compulsory schooling: evidence from a natural experiment in school leaving dates," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 19400, Jan.
• Jean-Guillaume Sahuc & Stéphane Moyen, 2007, "Le modèle d’équilibre général de la « nouvelle synthèse » : quelles hypothèses retenir ?," Documents de recherche, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne, number 07-06.
• Enrica De Cian & Elisa Lanzi & Roberto Roson, 2007, "The Impact of Temperature Change on Energy Demand: A Dynamic Panel Analysis," Working Papers, Fondazione Eni Enrico Mattei, number 2007.46, Apr.
• Roger E. A. Farmer & Daniel F. Waggoner & Tao Zha, 2007, "Indeterminacy in a forward-looking regime-switching model," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2006-19.
• Mohamed Ali Ben Halima & Jean-Yves Lesueur, 2007, "Transitions CDD - CDI et différentiels de salaire : Résultats économétriques sur l’enquête Emploi," Working Papers, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon, number 0721, Sep.
• Mohamed Ben Halima & Jean-Yves Lesueur, 2007, "Transitions CDD - CDI et différentiels de salaire : Résultats économétriques sur l'enquête Emploi," Post-Print, HAL, number hal-00196285.
• Christelle Garrouste, 2007, "Determinants and Consequences of Language-in-Education Policies," Post-Print, HAL, number hal-05190369, Oct.
• Andrés David Michel Rivero, 2007, "El Índice Compuesto Coincidente Mensual de la Actividad Económica de Córdoba (ICA-COR) 1994 - 2006," Revista de Economía y Estadística, Universidad Nacional de Córdoba, Facultad de Ciencias Económicas, Instituto de Economía y Finanzas, volume 45, issue 1, pages 31-74, Junio, DOI: 10.55444/2451.7321.2007.v45.n1.3835.
• Cüneyt AKAR, 2007, "İktisadi krizlerin ve takvimsel faktörlerin bireysel hisse senetlerinin getirisi ve volatilitesi üzerindeki etkileri," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 22, issue 253, pages 115-132.
• Mr. Francisco d Nadal De Simone & Alain N. Kabundi, 2007, "France in the Global Economy: A Structural Approximate Dynamic Factor Model Analysis," IMF Working Papers, International Monetary Fund, number 2007/129, Jun.
• Horácio Faustino & Nuno Carlos Leitão, 2007, "Country-Specific Determinants of Intra-Industry Trade in Portugal," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2007/27.
• Bramoullé, Yann & Djebbari, Habiba & Fortin, Bernard, 2007, "Identification of Peer Effects through Social Networks," IZA Discussion Papers, Institute of Labor Economics (IZA), number 2652, Mar.
• Stefano Fachin, 2007, "Long-run trends in internal migrations in italy: a study in panel cointegration with dependent units," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 22, issue 2, pages 401-428, DOI: 10.1002/jae.907.
• Gad Allon & Michael Beenstock & Steven Hackman & Ury Passy & Alexander Shapiro, 2007, "Nonparametric estimation of concave production technologies by entropic methods," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 22, issue 4, pages 795-816, DOI: 10.1002/jae.918.
• Uwe Cantner & Kristin Joel, 2007, "Functional Chains of Knowledge Management - Effects on Firms' Innovative Performance," Jena Economics Research Papers, Friedrich-Schiller-University Jena, number 2007-080, Nov.
• Jérôme Adda, 2007, "Behavior towards health risks: An empirical study using the “Mad Cow” crisis as an experiment," Journal of Risk and Uncertainty, Springer, volume 35, issue 3, pages 285-305, December, DOI: 10.1007/s11166-007-9026-5.
• Massimo Filippini & Giuliano Masiero & Karine Moschetti, 2007, "Characteristics of demand for antibiotics in primary care: an almost ideal demand system approach," Quaderni della facoltà di Scienze economiche dell'Università di Lugano, USI Università della Svizzera italiana, number 0701, Apr.
• Giuliano Masiero & Massimo Filippini & Matus Ferech & Herman Goossens, 2007, "Determinants of outpatient antibiotic consumption in Europe: bacterial resistance and drug prescribers," Quaderni della facoltà di Scienze economiche dell'Università di Lugano, USI Università della Svizzera italiana, number 0702, Jun.
• Yann Bramoullé & Habiba Djebbari & Bernard Fortin, 2007, "Identification of Peer Effects through Social Networks," Cahiers de recherche, CIRPEE, number 0705.
• Shirley H. Liu & Frank Heiland, 2007, "Should We Get Married? The Effect of Parents’ Marriage on Out-of-Wedlock Children," Working Papers, University of Miami, Department of Economics, number 0611, Aug.
• Manuel S. Santos, 2007, "Consistency Properties of a Simulation-Base Estimator for Dynamic Processes," Working Papers, University of Miami, Department of Economics, number 0613, Aug.
• Shirley H. Liu & Frank Heiland, 2007, "Should We Get Married? The Effect of Parents' Marriage on Out-of-Wedlock Children," Working Papers, University of Miami, Department of Economics, number 0720, Dec.
• Justin McCrary, 2007, "Manipulation of the Running Variable in the Regression Discontinuity Design: A Density Test," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0334, Jan.
• Jean Boivin & Marc Giannoni & Ilian Mihov, 2007, "Sticky Prices and Monetary Policy: Evidence from Disaggregated U.S. Data," NBER Working Papers, National Bureau of Economic Research, Inc, number 12824, Jan.
• Tomer Shachmurove & Yochanan Shachmurove, 2007, "In the Same Boat: Exchange Rate Interdependence in the Asia-Pacific Region," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 07-019, Jul.
• Fatma El-Hamidi & Cem Baslevent, 2007, "Preferences for Eerly Retirement among Older Government Employees in Egypt," Working Paper, Department of Economics, University of Pittsburgh, number 335, Feb, revised Feb 2008.
• Bhati, Avinash, 2007, "Learning from multiple analogies: an Information Theoretic framework for predicting criminal recidivism," MPRA Paper, University Library of Munich, Germany, number 11850.
• Dramani, Latif & Laye, Oumy, 2007, "Impact du Commerce bilatéral Intra-Zone dans la zone UEMOA et CEMAC: Approche par les VAR Structurels," MPRA Paper, University Library of Munich, Germany, number 2088, Mar.
• Barnett, William A. & Duzhak, Evgeniya A., 2007, "Non-Robust Dynamic Inferences from Macroeconometric Models: Bifurcation Stratification of Confidence Regions," MPRA Paper, University Library of Munich, Germany, number 6005, Nov.
• Silva Lopes, Artur C. & Monteiro, Olga Susana, 2007, "The Expectations Hypothesis of the Term Structure: Some Empirical Evidence for Portugal," MPRA Paper, University Library of Munich, Germany, number 6310, revised 14 Dec 2007.
• Ozturk, Ilhan & Kalyoncu, Huseyin, 2007, "Is Per Capita Real GDP Stationary in the OECD Countries? Evidence from a Panel Unit Root Test," MPRA Paper, University Library of Munich, Germany, number 9635.
• Gencay, Ramazan & Fan, Yanqin, 2007, "Unit Root Tests with Wavelets," MPRA Paper, University Library of Munich, Germany, number 9832, Feb.
• Shirley H. Liu & Frank Heiland, 2008, "Should We Get Married? The Effect of Parents' Marriage on Out-of-Wedlock Children," Working Papers, Princeton University, School of Public and International Affairs, Center for Research on Child Wellbeing., number 906, Oct.
• Fabio Canova & Matteo Ciccarelli, 2007, "Estimating Multi-country VAR models," Discussion Papers, D.E.S. (Department of Economic Studies), University of Naples "Parthenope", Italy, number 7_2007, Apr.
• Vincenzo Caponi & Miana Plesca, 2007, "Post-Secondary Education in Canada: Can Ability Bias Explain the Earnings Gap Between College and University Graduates?," Working Paper series, Rimini Centre for Economic Analysis, number 14_07, Jul.
• Purica, Ionut, 2007, "Institutional Structures as Benard Taylor Processeses," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 4, issue 2, pages 69-75, June.
• Gebremeskel Gebremariam & Tesfa Gebremedhin & Peter Schaeffer & Randall Jackson & Tim Phipps, 2007, "An Empirical Analysis of Employment, Migration, Local Public Services and Regional Income Growth in Appalachia," Working Papers, Regional Research Institute, West Virginia University, number Working Paper 2007-10, Jun.
• Gebremeskel Gebremariam & Tesfa Gebremedhin & Peter Schaeffer & Tim Phipps & Randall Jackson, 2007, "A Spatial Panel Simultaneous-Equations Model of Business Growth, Migration Behavior, Local Public Services and Household Income in Appalachia," Working Papers, Regional Research Institute, West Virginia University, number Working Paper 2007-11, Jul.
• Fabrice Murtin & Federica Marzo, 2007, "HIV/AIDS and Poverty in South Africa: a Bayesian Estimation," Cahiers de recherche, Departement d'économique de l'École de gestion à l'Université de Sherbrooke, number 07-08.
• Daniela Del Boca & Daniela Vuri, 2007, "The mismatch between employment and child care in Italy: the impact of rationing," Journal of Population Economics, Springer;European Society for Population Economics, volume 20, issue 4, pages 805-832, October, DOI: 10.1007/s00148-006-0126-3.
• B. Bhaskara Rao, 2007, "Estimating short and long-run relationships: a guide for the applied economist," Applied Economics, Taylor & Francis Journals, volume 39, issue 13, pages 1613-1625, DOI: 10.1080/00036840600690256.
• Jaya Krishnakumar, 2007, "Going Beyond Functionings to Capabilities: An Econometric Model to Explain and Estimate Capabilities," Journal of Human Development and Capabilities, Taylor & Francis Journals, volume 8, issue 1, pages 39-63, DOI: 10.1080/14649880601101408.
• Andrew D. Bugg, 2007, "Owner Motivations in the UK Speciality Food Sector," Working Paper series, University of East Anglia, Centre for Competition Policy (CCP), Centre for Competition Policy, University of East Anglia, Norwich, UK., number 2007-04, Mar.
• María Alejandra Ayala & Rafael Eduardo Borges & Gerardo Colmenares, 2007, "Verification of the Assumptions of the Cox Model. Case Study: Venezuelan commercial banks, 1996-2004," Economía, Instituto de Investigaciones Económicas y Sociales (IIES). Facultad de Ciencias Económicas y Sociales. Universidad de Los Andes. Mérida, Venezuela, volume 32, issue 23, pages 27-43, january-j.
• Juan Pablo Domínguez H., 2007, "Cost of Equity Capital and Country Risk: An econometric analysis of the expected rate of return for four Latin American countries," Economía, Instituto de Investigaciones Económicas y Sociales (IIES). Facultad de Ciencias Económicas y Sociales. Universidad de Los Andes. Mérida, Venezuela, volume 32, issue 23, pages 63-90, january-j.
• Fernanda Llussa, 2007, "Cross-country analyses of economic growth: an econometric survey," Nova SBE Working Paper Series, Universidade Nova de Lisboa, Nova School of Business and Economics, number wp518.
• Daniela Del Boca & Silvia Pasqua & Chiara Pronzato, 2007, "The Impact Of Institutions On Motherhood And Work," CHILD Working Papers, CHILD - Centre for Household, Income, Labour and Demographic economics - ITALY, number wp06_07, Jun.
• Casey Quinn, 2007, "The health-economic applications of copulas: methods in applied econometric research," Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York, number 07/22, Oct.
• Casey Quinn, 2007, "Improving precision in cost-effectiveness analysis using copulas," Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York, number 07/23, Oct.
• Casey Quinn, 2007, "Using copulas to estimate reduced-form systems of equations," Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York, number 07/25, Oct.

2006

• Ramsès H. Abul Naga & Enrico Bolzani, 2006, "Poverty and Permanent Income: A Methodology for Cross-Section Data," Annals of Economics and Statistics, GENES, issue 81, pages 195-223.
• Juan de Dios Tena, 2006, "The Impact of Non-financial Factors on Heterogeneous Sectoral Price and Output," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot, Berlin, volume 52, issue 3, pages 19-29.
• Chavas, Jean-Paul, 2006, "A Cost Approach to Economic Analysis under Production Uncertainty," 2006 Annual meeting, July 23-26, Long Beach, CA, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association), number 21081, DOI: 10.22004/ag.econ.21081.
• Bigano, Andrea & Bosello, Francesco & Marano, Giuseppe, 2006, "Energy Demand and Temperature: A Dynamic Panel Analysis," International Energy Markets Working Papers, Fondazione Eni Enrico Mattei (FEEM), number 12117, DOI: 10.22004/ag.econ.12117.
• Ingrid Lo & Stephen Sapp, 2006, "A Structural Error-Correction Model of Best Prices and Depths in the Foreign Exchange Limit Order Market," Staff Working Papers, Bank of Canada, number 06-8, DOI: 10.34989/swp-2006-8.
• Luca Dedola & Stefano Neri, 2006, "What does a technology shock do? A VAR analysis with model-based sign restrictions," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 607, Dec.
• Ferreira, Jose T.A.S. & Steel, Mark F.J., 2006, "A Constructive Representation of Univariate Skewed Distributions," Journal of the American Statistical Association, American Statistical Association, volume 101, pages 823-829, June.
• Luciano Gutierrez, 2006, "Panel Unit‐root Tests for Cross‐sectionally Correlated Panels: A Monte Carlo Comparison," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 68, issue 4, pages 519-540, August, DOI: 10.1111/j.1468-0084.2006.00176.x.
• Pitarakis Jean-Yves, 2006, "Model Selection Uncertainty and Detection of Threshold Effects," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 10, issue 1, pages 1-30, March, DOI: 10.2202/1558-3708.1256.
• Geweke, J. & Joel Horowitz & Pesaran, M.H., 2006, "Econometrics: A Bird’s Eye View," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0655, Nov.
• Daniela Del Boca & Robert M. Sauer, 2006, "Life Cycle Employment and Fertility Across Institutional Environments," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 20.
• Daniela Del Boca & Daniela Vuri, 2006, "The Mismatch between Employment and Child Care in Italy: the Impact of Rationing," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 31.
• Daniel Parent, 2006, "Work while in high school in Canada: its labour market and educational attainment effects," Canadian Journal of Economics, Canadian Economics Association, volume 39, issue 4, pages 1125-1150, November.
• Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez & Thomas J. Sargent & Mark Watson, 2006, "A,B,C's (and D's)'s for Understanding VARS," Levine's Bibliography, UCLA Department of Economics, number 321307000000000646, Dec.
• Laura Crespo, 2006, "Caring for Parents and Employment Status of European Mid-Life Women," Working Papers, CEMFI, number wp2006_0615.
• Gijsbert Zwart & Machiel Mulder, 2006, "NATGAS: a model of the European natural gas market," CPB Memorandum, CPB Netherlands Bureau for Economic Policy Analysis, number 144, Feb.
• davis, peter, 2006, "The Discrete Choice Analytically Flexible (DCAF) Model of Demand for Differentiated Products," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5880, Oct.
• Farmer, Roger & Zha, Tao & ,, 2006, "Indeterminacy in a Forward Looking Regime Switching Model," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5919, Oct.
• Canova, Fabio & Ciccarelli, Matteo, 2006, "Estimating multi-country VAR models," Working Paper Series, European Central Bank, number 603, Apr.
• Angelini, Elena & Ciccarelli, Matteo & Boissay, Frédéric, 2006, "The Dutch block of the ESCB multi-country model," Working Paper Series, European Central Bank, number 646, Jun.
• Warmedinger, Thomas & Vetlov, Igor, 2006, "The German block of the ESCB multi-country model," Working Paper Series, European Central Bank, number 654, Jul.
• Angelini, Elena & McAdam, Peter & D'Agostino, Antonello, 2006, "The Italian block of the ESCB multi-country model," Working Paper Series, European Central Bank, number 660, Jul.
• Dedola, Luca & Neri, Stefano, 2006, "What does a technology shock do? A VAR analysis with model-based sign restrictions," Working Paper Series, European Central Bank, number 705, Dec.
• Dufour, Jean-Marie & Khalaf, Lynda & Kichian, Maral, 2006, "Inflation dynamics and the New Keynesian Phillips Curve: An identification robust econometric analysis," Journal of Economic Dynamics and Control, Elsevier, volume 30, issue 9-10, pages 1707-1727.
• Tsoukalas, John D., 2006, "Financing constraints and firm inventory investment: A reexamination," Economics Letters, Elsevier, volume 90, issue 2, pages 266-271, February.
• Deo, Rohit & Hurvich, Clifford & Lu, Yi, 2006, "Forecasting realized volatility using a long-memory stochastic volatility model: estimation, prediction and seasonal adjustment," Journal of Econometrics, Elsevier, volume 131, issue 1-2, pages 29-58.
• Bai, Jushan & Ng, Serena, 2006, "Evaluating latent and observed factors in macroeconomics and finance," Journal of Econometrics, Elsevier, volume 131, issue 1-2, pages 507-537.
• Krauth, Brian V., 2006, "Simulation-based estimation of peer effects," Journal of Econometrics, Elsevier, volume 133, issue 1, pages 243-271, July.
• Del Bono, Emilia & Galindo-Rueda, Fernando, 2006, "The long term impacts of compulsory schooling: evidence from a natural experiment in school leaving dates," ISER Working Paper Series, Institute for Social and Economic Research, number 2006-44, Nov.
• Del Boca, Daniela & Pronzato, Chiara & Pasqua, Silvia, 2006, "The impact of institutions on motherhood and work," ISER Working Paper Series, Institute for Social and Economic Research, number 2006-55, Nov.
• Andrea Bigano & Francesco Bosello & Giuseppe Marano, 2006, "Energy Demand and Temperature: A Dynamic Panel Analysis," Working Papers, Fondazione Eni Enrico Mattei, number 2006.112, Sep.
• Monika Sedenkova & Jiri Horak, 2006, "Multivariate and Multicriteria Evaluation of Labour Market Situation," Working Papers, Fondazione Eni Enrico Mattei, number 2006.67, Apr.
• Erika Vianna Grossrieder, 2006, "Preference Erosion: The case of Bangladesh - A SUR-EC-AR Gravity Model of Trade," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 18-2007, Oct, revised Aug 2007.
• Ekaterina Kalugina & Natalia Radtchenko & Catherine Sofer, 2006, "How Do Spouses Share their Full Income? Identification of the Sharing Rule Using Self-Reported Income," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00111159, Feb.
• Ekaterina Kalugina & Natalia Radtchenko & Catherine Sofer, 2006, "How Do Spouses Share their Full Income? Identification of the Sharing Rule Using Self-Reported Income," Post-Print, HAL, number halshs-00111159, Feb.
• Adam Rosen, 2006, "Confidence sets for partially identified parameters that satisfy a finite number of moment inequalities," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP25/06, Dec.
• Cüneyt AKAR, 2006, "Finansal piyasalarda krizlerin ve takvimsel faktörlerin volatilite ve getiri üzerine etkisi," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 21, issue 246, pages 41-53.
• Heitmueller, Axel & Michaud, Pierre-Carl, 2006, "Informal Care and Employment in England: Evidence from the British Household Panel Survey," IZA Discussion Papers, Institute of Labor Economics (IZA), number 2010, Mar.
• Del Boca, Daniela & Sauer, Robert M., 2006, "Life Cycle Employment and Fertility Across Institutional Environments," IZA Discussion Papers, Institute of Labor Economics (IZA), number 2285, Sep.
• Keane, Michael P. & Sauer, Robert M., 2006, "Classification Error in Dynamic Discrete Choice Models: Implications for Female Labor Supply Behavior," IZA Discussion Papers, Institute of Labor Economics (IZA), number 2332, Sep.
• Del Boca, Daniela & Locatelli, Marilena, 2006, "The Determinants of Motherhood and Work Status: A Survey," IZA Discussion Papers, Institute of Labor Economics (IZA), number 2414, Oct.
• Geweke, John F. & Horowitz, Joel L. & Pesaran, M. Hashem, 2006, "Econometrics: A Bird's Eye View," IZA Discussion Papers, Institute of Labor Economics (IZA), number 2458, Nov.
• William Barnett & Ousmane Seck, 2006, "Rotterdam vs Almost Ideal Models: Will the Best Demand Specification Please Stand Up?," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 200605, Feb.
• Konstantins Benkovskis & Dainis Stikuts, 2006, "Latvia's Macroeconomic Model," Working Papers, Latvijas Banka, number 2006/02, Jun.
• Anatoliy G. Goncharuk, 2006, "Economic Efficiency in Transition: The Case of Ukraine," Managing Global Transitions, University of Primorska, Faculty of Management Koper, volume 4, issue 2, pages 129-143.
• George TRIDIMAS, 2006, "The economics and empirics of the allocation of public consumption expenditures," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2006-002, Feb.
• George TRIDIMAS, 2006, "The economics and empirics of the allocation of public consumption expenditures," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2006-02, Feb.
• Ekaterina Kalugina & Natalia Radtchenko & Catherine Sofer, 2006, "How do spouses share their full income? Identification of the sharing rule using self-reported income," Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1), number bla06012, Feb, DOI: 10.1111/j.1475-4991.2009.00323.x.
• Justin McCrary & Heather Royer, 2006, "The Effect of Female Education on Fertility and Infant Health: Evidence from School Entry Policies Using Exact Date of Birth," NBER Working Papers, National Bureau of Economic Research, Inc, number 12329, Jun.
• Orazio Attanasio & Margherita Borella, 2006, "Stochastic Components of Individual Consumption: A Time Series Analysis of Grouped Data," NBER Working Papers, National Bureau of Economic Research, Inc, number 12456, Aug.
• Markus Leibrecht & Martin Schneider, 2006, "AQM-06: The Macro economic Model of the OeNB," Working Papers, Oesterreichische Nationalbank (Austrian Central Bank), number 132, Sep.
• Martin Browning & Mette Gortz, 2006, "Spending time and money within the household," Economics Series Working Papers, University of Oxford, Department of Economics, number 288, Oct.
• Kathryn Graddy & Peter E. Kennedy, 2006, "When are Supply and Demand Determined Recursively Rather than Simultaneously? Another look at the Fulton Fish Market Data," Economics Series Working Papers, University of Oxford, Department of Economics, number 297, Dec.
• Mehmet Caner, 2006, "Near Exogeneity and Weak Identification in Generlized Empirical Likelihood estimators : Fixed and Many Moment Asymptotics," Working Paper, Department of Economics, University of Pittsburgh, number 212, Jan, revised Jan 2006.
• Barnett, William A. & Duzhak, Evgeniya, 2006, "Non-Robust Dynamic Inferences from Macroeconometric Models: Bifurcation Stratification of Confidence Regions," MPRA Paper, University Library of Munich, Germany, number 402, Oct.
• Barnett, William A. & Seck, Ousmane, 2006, "Rotterdam vs Almost Ideal Models: Will the Best Demand Specification Please Stand Up?," MPRA Paper, University Library of Munich, Germany, number 417, Feb.
• Fuerst, Franz, 2006, "Predictable or Not? Forecasting Office Markets with a Simultaneous Equation Approach," MPRA Paper, University Library of Munich, Germany, number 5262, Jun.
• Miloslav Vošvrda, 2006, "Empirical Analysis of Persistence and Dependence Patterns Among the Capital Markets," Prague Economic Papers, Prague University of Economics and Business, volume 2006, issue 3, pages 231-242, DOI: 10.18267/j.pep.286.
• Jones, Derek C. & Kalmi, Panu & Mäkinen, Mikko, 2006, "The Productivity Effects of Stock Option Schemes: Evidence from Finnish Panel Data," Discussion Papers, The Research Institute of the Finnish Economy, number 1026.
• Ruuskanen, Olli-Pekka, 2006, "Time Use During the Parental Leave and the Return to the Employment," Discussion Papers, The Research Institute of the Finnish Economy, number 1060.
• Sandra Eickmeier & Joerg Breitung, 2006, "Business cycle transmission from the euro area to CEECs," Computing in Economics and Finance 2006, Society for Computational Economics, number 229, Jul.
• Matteo Ciccarelli & Fabio Canova, 2006, "Estimating Multi-country VAR models," Computing in Economics and Finance 2006, Society for Computational Economics, number 478, Jul.
• Cheng Hsiao & Siyan Wang, 2006, "Lag-Augmented Two- and Three-Stage Least Squares Estimators for Integrated Structural Dynamic Models," IEPR Working Papers, Institute of Economic Policy Research (IEPR), number 06.55, Sep.
• Stéphane Mussard & Virginie Terraza, 2006, "The Shapley decomposition for portfolio risk," Cahiers de recherche, Departement d'économique de l'École de gestion à l'Université de Sherbrooke, number 06-09.
• Pratap Chandra Biswal & Prabir Kumar Mohanty, 2006, "Wavelet Analysis of Price and Volatility Spillovers in Stock Markets: The Case of India and the US," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 4, issue 2, pages 1-13, July, DOI: 10.1007/BF03546444.
• Heikki Heino, 2006, "Use of borrowed start-up capital and micro enterprises in Mexico: existence of liquidity constraints," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, volume 5, issue 1, pages 1-30, May, DOI: 10.1007/s10258-006-0001-x.
• Manuel Frondel & Christoph M. Schmidt, 2006, "The Empirical Assessment of Technology Differences: Comparing the Comparable," The Review of Economics and Statistics, MIT Press, volume 88, issue 1, pages 186-192, February.
• Huiyu Huang & Tae-Hwy Lee, 2006, "To Combine Forecasts or to Combine Information?," Working Papers, University of California at Riverside, Department of Economics, number 200806, Mar, revised Feb 2009.
• Patrick Bayer & Stephen L. Ross, 2006, "Identifying Individual and Group Effects in the Presence of Sorting: A Neighborhood Effects Application," Working papers, University of Connecticut, Department of Economics, number 2006-13, Apr, revised Jan 2009.
• Del Boca Daniela & Pasqua Silvia & Pronzato Chiara, 2006, "The Impact of Institutions on Motherhood and Work," Department of Economics and Statistics Cognetti de Martiis. Working Papers, University of Turin, number 200608, Jun.
• Mukesh Ralhan, 2006, "Determinants of Capital Flows: A Cross-Country Analysis," Econometrics Working Papers, Department of Economics, University of Victoria, number 0601, Mar.
• Daniel Parent, 2006, "Work while in high school in Canada: its labour market and educational attainment effects," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, volume 39, issue 4, pages 1125-1150, November, DOI: 10.1111/j.1540-5982.2006.00384.x.
• Daniela Del Boca & Daniela Vuri, 2006, "The Mismatch between Employment and Child Care in Italy: the Impact of Rationing," CHILD Working Papers, CHILD - Centre for Household, Income, Labour and Demographic economics - ITALY, number wp08_06, Feb.
• Daniela Del Boca & Robert M. Sauer, 2006, "Life Cycle Employment and Fertility Across Institutional Environments," CHILD Working Papers, CHILD - Centre for Household, Income, Labour and Demographic economics - ITALY, number wp14_06, Aug.
• Daniela Del Boca & Marilena Locatelli, 2006, "The Determinants of Motherhood and Work Status: a Survey," CHILD Working Papers, CHILD - Centre for Household, Income, Labour and Demographic economics - ITALY, number wp15_06, Oct.
• Casey Quinn, 2006, "Alternative methods for estimating systems of (health) equations," Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York, number 06/05, Jul.
• Eickmeier, Sandra, 2006, "Comovements and heterogeneity in the Comovements and heterogeneity in the dynamic factor model," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2006,31.
• Ziegler, Christina & Eickmeier, Sandra, 2006, "How good are dynamic factor models at forecasting output and inflation? A meta-analytic approach," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2006,42.
• Frondel, Manuel & Schmidt, Christoph M., 2006, "On the Restrictiveness of Separability: The Significance of Energy in German Manufacturing," RWI Discussion Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, number 38.

2005

• Niels Haldrup & Peter Møllgaard & Claus Kastberg Nielslen, 2005, "Sequential versus simultaneous market delineation: The relevant antitrust market for salmon," Economics Working Papers, Department of Economics and Business Economics, Aarhus University, number 2005-05, Mar.
• Polome, Philippe & Fernagut, Bruno & Harmignie, Olivier & Frahan, Bruno Henry de, 2005, "Multi-input Multi-output Farm-level Cost Function: A Comparison of Least Squares and Entropy Estimators," 2005 International Congress, August 23-27, 2005, Copenhagen, Denmark, European Association of Agricultural Economists, number 24727, DOI: 10.22004/ag.econ.24727.
• Shubhasis Dey & Gene Mumy, 2005, "Determinants of Borrowing Limits on Credit Cards," Staff Working Papers, Bank of Canada, number 05-7, DOI: 10.34989/swp-2005-7.
• Patrick Fève, 2005, "La Modélisation Macro Econométrique Dynamique," Working papers, Banque de France, number 129.
• José T. A. S. Ferreira & Mark F. J. Steel, 2005, "Modelling directional dispersion through hyperspherical log‐splines," Journal of the Royal Statistical Society Series B, Royal Statistical Society, volume 67, issue 4, pages 599-616, September, DOI: 10.1111/j.1467-9868.2005.00518.x.
• Stephen Leybourne & Tae‐Hwan Kim & Paul Newbold, 2005, "Examination of Some More Powerful Modifications of the Dickey–Fuller Test," Journal of Time Series Analysis, Wiley Blackwell, volume 26, issue 3, pages 355-369, May, DOI: 10.1111/j.1467-9892.2004.00406.x.
• Massimiliano Bratti & Emilia Del Bono & Daniela Vuri, 2005, "New Mothers’ Labour Force Participation in Italy: The Role of Job Characteristics," LABOUR, CEIS, volume 19, issue s1, pages 79-121, December, DOI: 10.1111/j.1467-9914.2005.00324.x.
• Serena Ng & Pierre Perron, 2005, "A Note on the Selection of Time Series Models," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 67, issue 1, pages 115-134, February, DOI: 10.1111/j.1468-0084.2005.00113.x.
• Niels Haldrup & Peter Mollgaard & Claus Kastberg Nielsen, 2005, "Sequential Versus Simultaneous Market Delineation: The Relevant Antitrust Market for Salmon," Working Papers, Centre for Competition Policy, University of East Anglia, number 05-2, Mar.
• Claude Lopez, 2005, "A Panel Unit Root Test with Good Power in Small Samples," University of Cincinnati, Economics Working Papers Series, University of Cincinnati, Department of Economics, number 2005-01, revised 2007.
• Marie-Claude Beaulieu & Jean-Marie Dufour & Lynda Khalaf, 2005, "Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions," CIRANO Working Papers, CIRANO, number 2005s-03, Feb.
• Jean-Marie Dufour & Tarek Jouini, 2005, "Asymptotic distribution of a simple linear estimator for VARMA models in echelon form," CIRANO Working Papers, CIRANO, number 2005s-06, Feb.
• Jean-Marie Dufour & Lynda Khalaf & Maral Kichian, 2005, "Inflation Dynamics and the New Keynesian Phillips Curve: an Identification Robust Econometric Analysis," CIRANO Working Papers, CIRANO, number 2005s-30, Aug.
• M. Christopher Auld, 2005, "Causal effect of early initiation on adolescent smoking patterns," Canadian Journal of Economics, Canadian Economics Association, volume 38, issue 3, pages 709-734, August, DOI: 10.1111/j.0008-4085.2005.00299.x.
• Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez & Thomas J. Sargent, 2005, "A,B,C's (and D's)'s for Understanding VARS," Levine's Bibliography, UCLA Department of Economics, number 172782000000000096, Apr.
• Fang Xu, 2005, "Does Consumption-Wealth Ratio Signal Stock Returns? - VECM Results for Germany," Economics Bulletin, AccessEcon, volume 3, issue 30, pages 1-13.
• Alexander Gorobets, 2005, "The Optimal Prediction Simultaneous Equations Selection," Economics Bulletin, AccessEcon, volume 3, issue 36, pages 1-8.
• Villetelle, Jean-Pierre & Boissay, Frédéric, 2005, "The French block of the ESCB multi-country model," Working Paper Series, European Central Bank, number 456, Mar.
• Clifford M. Hurvich & Eric Moulines & Philippe Soulier, 2005, "Estimating Long Memory in Volatility," Econometrica, Econometric Society, volume 73, issue 4, pages 1283-1328, July.
• Clark, Todd E. & Kozicki, Sharon, 2005, "Estimating equilibrium real interest rates in real time," The North American Journal of Economics and Finance, Elsevier, volume 16, issue 3, pages 395-413, December.
• Feng Dai & Hui Liu & Ying Wang, 2005, "Multivariate Partial Distribution: A New Method of Pricing Group Assets and Analyzing the Risk for Hedging," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI_RP_2005_03, Mar.