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
/ / / C32: Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models

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This JEL code is mentioned in the following RePEc Biblio entries:

1. Estimated DSGE Models
2. Forecasting with DSGE Models
3. Nowcasting
4. Sign Restrictions
5. Bayesian Vector autoregressions (BVARs)
6. Dynamic Factor Models

2007

• Hyde, Stuart J & Bredin, Don P & Nguyen, Nghia, 2007, "Correlation dynamics between Asia-Pacific, EU and US stock returns," MPRA Paper, University Library of Munich, Germany, number 9681, May.
• Shamiri, Ahmed & Shaari, Abu Hassan & Isa, Zaidi, 2007, "Practical Volatility Modeling for Financial Market Risk Management," MPRA Paper, University Library of Munich, Germany, number 9790, Aug, revised 15 May 2008.
• Josine Uwilingiye & Rangan Gupta, 2007, "Temporal Causality between Budget Deficit and Interest Rate: The Case of South Africa," Working Papers, University of Pretoria, Department of Economics, number 200708, Jun.
• Kasai Ndahiriwe & Rangan Gupta, 2007, "Temporal Causality between Taxes and Public Expenditures: The Case of South Africa," Working Papers, University of Pretoria, Department of Economics, number 200709, Jul.
• Albert H. De Wet & Renee´ Van Eyden & Rangan Gupta, 2007, "Linking Global Economic Dynamics to a South African-Specific Credit Risk Correlation Model," Working Papers, University of Pretoria, Department of Economics, number 200719, Sep.
• Jaromír Baxa, 2007, "Stock Market Optimism and Cointegration among Stocks: The Case of the Prague Stock Exchange
  [Optimismus na akciovém trhu a kointegrace mezi akciemi: Případ BCP Praha]," Acta Oeconomica Pragensia, Prague University of Economics and Business, volume 2007, issue 4, pages 5-16, DOI: 10.18267/j.aop.69.
• Tran Van Quang, 2007, "Testing Cointegration for Czech Stock Market
  [Testování kointegrace na českém akciovém trhu]," Acta Oeconomica Pragensia, Prague University of Economics and Business, volume 2007, issue 4, pages 17-31, DOI: 10.18267/j.aop.70.
• Jan Pígl, 2007, "Weather Derivatives
  [Deriváty na počasí]," Acta Oeconomica Pragensia, Prague University of Economics and Business, volume 2007, issue 4, pages 39-48, DOI: 10.18267/j.aop.72.
• Jiří Trešl & Dagmar Blatná, 2007, "Dynamic Analysis of Selected European Stock Markets," Prague Economic Papers, Prague University of Economics and Business, volume 2007, issue 4, pages 291-302, DOI: 10.18267/j.pep.309.
• Zlatuše Komárková & Luboš Komárek, 2007, "Integrace devizových trhů vybraných nových členských zemí Evropské unie
  [Integration of the foreign exchange markets of the selected EU new member states]," Politická ekonomie, Prague University of Economics and Business, volume 2007, issue 3, DOI: 10.18267/j.polek.602.
• Ricardo Reis & Mark W. Watson, 2007, "Measuring Changes in the Value of the Numeraire," Working Papers, Princeton University. Economics Department., number 2007-7, May.
• Sónia Costa & Ana Beatriz Galvão, 2007, "The Forward Premium of Euro Interest Rates," Working Papers, Banco de Portugal, Economics and Research Department, number w200702.
• João Valle e Azevedo, 2007, "A Multivariate Band-Pass Filter," Working Papers, Banco de Portugal, Economics and Research Department, number w200717.
• Andrea Carriero, 2007, "A Simple Test of the New Keynesian Phillips Curve," Working Papers, Queen Mary University of London, School of Economics and Finance, number 592, Mar.
• George Kapetanios, 2007, "Testing for Strict Stationarity," Working Papers, Queen Mary University of London, School of Economics and Finance, number 602, Jun.
• George Kapetanios, 2007, "A Test for Serial Dependence Using Neural Networks," Working Papers, Queen Mary University of London, School of Economics and Finance, number 609, Oct.
• Barrera Carlos, 2007, "Proyecciones desagregadas de inflación con modelos Sparse VAR robustos," Working Papers, Banco Central de Reserva del Perú, number 2007-015, Sep.
• Carol Alexander & Andreza Barbosa, 2007, "Hedging and Cross-hedging ETFs," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2007-01, Jan.
• Frank Schorfheide & Marco Del Negro, 2007, "Forming Priors for DSGE Models (and How It Affects the Assessment of Nominal Rigidities)," 2007 Meeting Papers, Society for Economic Dynamics, number 283.
• Mark W. Watson & Ricardo Reis, 2007, "Measuring changes in the value of the numeraire," 2007 Meeting Papers, Society for Economic Dynamics, number 324.
• Radu Lupu & Iulia Lupu, 2007, "Testing for Heteroskedasticity on the Bucharest Stock Exchange," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 10, issue 23, pages 19-28, June.
• Pedro José Pérez & Luisa Escriche & Jose Ramón García, 2007, "Las perturbaciones externas en la economía española tras la integración: ¿tamaño del shock o grado de respuesta?," Revista de Economia Aplicada, Universidad de Zaragoza, Departamento de Estructura Economica y Economia Publica, volume 15, issue 3, pages 5-39, Winter.
• Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan, 2007, "Bayesian Inference in a Cointegrating Panel Data Model," Working Paper series, Rimini Centre for Economic Analysis, number 02_07, Jul.
• Pierre L. Siklos, 2007, "The Fed's Reaction to the Stock Market During the Great Depression: Fact or Artefact?," Working Paper series, Rimini Centre for Economic Analysis, number 33_07, Jul.
• Pierre L. Siklos & Yang Zhang, 2007, "Identifying the Shocks Driving Inflation in China," Working Paper series, Rimini Centre for Economic Analysis, number 34_07, Jul.
• Gabriele Fiorentini & Giorgio Calzolari & Enrique Sentana, 2007, "Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks," Working Paper series, Rimini Centre for Economic Analysis, number 40_07, Jul.
• Gary Koop, 2010, "Forecasting with Medium and Large Bayesian VARs," Working Paper series, Rimini Centre for Economic Analysis, number 43_10, Jan.
• Joshua C.C. Chan & Gary Koop & Roberto Leon-Gonzalez & Rodney W. Strachan, 2010, "Time Varying Dimension Models," Working Paper series, Rimini Centre for Economic Analysis, number 44_10, Jan.
• Ilhan Ozturk & Huseyin Kalyoncu, 2007, "Foreign Direct Investment and Growth: An Empirical Investigation based on Cross-Country Comparison," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 60, issue 1, pages 75-81.
• Jean-Pierre Allegret, 2007, "Disentangling Business Cycles and Macroeconomic policy in Mercosur: a VAR and an Unobserved Components Models Approaches," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 22, pages 482-514.
• Bourbonnais, R. & Vallin, Ph., 2007, "The Correction of Chronologic Series’ Seasonal Fluctuations according to Seasonal Simultaneous Additive and Multiplicative Effects," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 4, issue 4, pages 5-23, December.
• Stuart Hyde & Donal Bredin & Nghia Nguyen, 2007, "Correlation dynamics between Asia-Pacifc, EU and US stock returns," Centre for Financial Markets Working Papers, Research Repository, University College Dublin, number 10197/1168.
• Fiorella Triscritti, 2007, "Free Trade and New Economic Powers: The Worldview of Peter Mandelson," RSCAS Working Papers, European University Institute, number 2007/11, Mar.
• Gianluca Cubadda, 2007, "A Unifying Framework for Analysing Common Cyclical Features in Cointegrated Time Series," CEIS Research Paper, Tor Vergata University, CEIS, number 102, May.
• Vincenzo Atella & Marco Centoni & Gianluca Cubadda, 2007, "Technology shocks, structural breaks and the effects on the business cycle," CEIS Research Paper, Tor Vergata University, CEIS, number 105, Oct.
• G. Everaert, 2007, "Estimating Long-Run Relationships between Observed Integrated Variables by Unobserved Component Methods," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 07/452, Jan.
• D.M. Nachane & Nishita Raje, 2007, "Financial Liberalisation and Monetary Policy," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, volume 1, issue 1, pages 47-83, March, DOI: 10.1177/097380100600100103.
• Ashima Goyal & Arjun Singh, 2007, "Through a Glass Darkly," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, volume 1, issue 2, pages 139-166, April, DOI: 10.1177/097380100700100201.
• David Meenagh & Patrick Minford & Michael Wickensy, 2007, "Testing a DSGE model of the EU using indirect inference," CDMA Conference Paper Series, Centre for Dynamic Macroeconomic Analysis, number 0709, Nov, revised Mar 2008.
• Muhammad Sadiq Ansari, 2007, "An Empirical Investigation of Cost Efficiency in the Banking Sector of Pakistan," SBP Research Bulletin, State Bank of Pakistan, Research Department, volume 3, pages 209-231.
• George A. Vamvoukas, 2007, "Trade Liberalization and Economic Expansion: A Sensitivity Analysis," South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, volume 5, issue 1, pages 71-88.
• Morten O. Ravn & Saverio Simonelli, 2007, "Labor Market Dynamics and the Business Cycle: Structural Evidence for the United States," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 182, Jul.
• Wen-Jen Tsay, 2007, "Maximum Likelihood Estimation of Stationary Multivariate ARFIMA Processes," IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan, number 07-A011, Dec.
• Jun Yu, 2007, "Bias in the Estimation of the Mean Reversion Parameter in Continuous Time Models," Working Papers, Singapore Management University, Sim Kee Boon Institute for Financial Economics, number CoFie-06-2008, Apr, revised Oct 2008.
• Jonas Stulz, 2007, "Exchange rate pass-through in Switzerland: Evidence from vector autoregressions," Economic Studies, Swiss National Bank, number 2007-04.
• Bent Jesper Christensen & Morten Ørregaard Nielsen, 2007, "The Effect of Long Memory in Volatility on Stock Market Fluctuations," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2007-03, May.
• Charlotte Christiansen, 2007, "Level-ARCH Short Rate Models with Regime Switching: Bivariate Modeling of US and European Short Rates," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2007-05, May.
• Charlotte Christiansen, 2007, "Decomposing European Bond and Equity Volatility," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2007-06, May.
• Stig V. Møller, 2007, "Habit persistence: Explaining cross sectional variation in returns and time-varying expected returns," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2007-07, May.
• Thomas Busch & Bent Jesper Christensen & Morten Ørregaard Nielsen, 2007, "The Role of Implied Volatility in Forecasting Future Realized Volatility and Jumps in Foreign Exchange, Stock, and Bond Markets," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2007-09, Jun.
• Tim Bollerslev & Tzuo Hann Law & George Tauchen, 2007, "Risk, Jumps, and Diversification," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2007-19, Aug.
• Torben G. Andersen & Luca Benzoni, 2007, "Do Bonds Span Volatility Risk in the U.S. Treasury Market? A Specification Test for Affine Term Structure Models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2007-25, Sep.
• Niels Haldrup & Frank S. Nielsen & Morten Ørregaard Nielsen, 2007, "A Vector Autoregressive Model for Electricity Prices Subject to Long Memory and Regime Switching," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2007-29, Oct.
• Søren Johansen, 2007, "Some identification problems in the cointegrated vector autoregressive model," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2007-32, Nov.
• Søren Johansen & Anders Rygh Swensen, 2007, "Exact rational expectations, cointegration, and reduced rank regression," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2007-41, Dec.
• Charles S. Bos & Siem Jan Koopman & Marius Ooms, 2007, "Long memory modelling of inflation with stochastic variance and structural breaks," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2007-44, Dec.
• James Davidson & Nigar Hashimzade, 2007, "Representation and Weak Convergence of Stochastic Integrals with Fractional Integrator Processes," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2007-45, Dec.
• H.M. Anderson & H. Chan & R. Faff & Y.K. Ho, 2007, "Reported Earnings and Analyst Forecasts as Competing Sources of Information: A New Approach," ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics, number 2007-488, Oct.
• Victor Pontines & Reza Y. Siregar, 2007, "Tranquil and Crisis Windows, Heteroscedasticity, and Contagion Measurement: MS-VAR Application of the DCC Procedure," School of Economics and Public Policy Working Papers, University of Adelaide, School of Economics and Public Policy, number 2007-02, Mar.
• Heino Bohn Nielsen, 2007, "UK money demand 1873–2001: a long-run time series analysis and event study," Cliometrica, Journal of Historical Economics and Econometric History, Association Française de Cliométrie (AFC), volume 1, issue 1, pages 45-61, April.
• Riadh Harizi, 2007, "Transport, croissance et démographie. Une analyse cliométrique," Working Papers, Association Française de Cliométrie (AFC), number 07-09.
• Magali Jaoul-Grammare, 2007, "Enseignement supérieur et croissance économique. Analyse économétrique de l’hypothèse d’Aghion & Cohen," Working Papers, Association Française de Cliométrie (AFC), number 07-10.
• Meshach Aziakpono & Magdalene Kasyoka Wilson & Jason Manuel, 2007, "Adjustment of Commercial Bank's Interest Rates and the Effectiveness of Monetary Policy in South Africa," The African Finance Journal, Africagrowth Institute, volume 9, issue 1, pages 1-20.
• Bakucs, Lajos Zoltan & Bojnec, Stefan & Ferto, Imre, 2007, "Monetary Impacts and Overshooting of Agricultural Prices in a Transition Economy: The Case of Slovenia," 103rd Seminar, April 23-25, 2007, Barcelona, Spain, European Association of Agricultural Economists, number 9422, DOI: 10.22004/ag.econ.9422.
• Bosco, Bruno & Parisio, Lucia & Pelagatti, Matteo & Baldi, Fabio, 2007, "A Robust Multivariate Long Run Analysis of European Electricity Prices," International Energy Markets Working Papers, Fondazione Eni Enrico Mattei (FEEM), number 7438, DOI: 10.22004/ag.econ.7438.
• Baek, Jungho & Koo, Won W., 2007, "Dynamic Interrelationships between the U.S. Agricultural Trade Balance and the Macroeconomy," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, volume 39, issue 3, pages 1-14, December, DOI: 10.22004/ag.econ.6301.
• Santos, Dione Fraga dos & Barros, Geraldo Sant'Ana de Camargo, None, "A Estimação das importações brasileiras de leite, 1991 a 2003," Brazilian Journal of Rural Economy and Sociology (Revista de Economia e Sociologia Rural-RESR), Sociedade Brasileira de Economia e Sociologia Rural, volume 45, issue 2, pages 1-17, DOI: 10.22004/ag.econ.161391.
• Jansson, Torbjorn, 2007, "Estimation of supply response in CAPRI," Discussion Papers, University of Bonn, Institute for Food and Resource Economics, number 57030, DOI: 10.22004/ag.econ.57030.
• Luca FANELLI & Giulio PALOMBA, 2007, "Simulation-Based Tests of Forward-Looking Models Under VAR Learning Dynamics," Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali, number 298, Sep.
• Serpil Turkyilmaz & Mustafa Ozer & Erol kutlu, 2007, "Atime Series Analysis Ofthe Relationships Between The Volatilityofexchange Rate, Exports And Imports," Anadolu University Journal of Social Sciences, Anadolu University, volume 7, issue 2, pages 133-150, December.
• Agostinho S. Rosa, 2007, "Custos Unitários de Trabalho e Desemprego: Que Relação em Portugal?," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], volume 8, issue 2, pages 369-397.
• Vahagn Grigoryan & Arpine Dallakyan, 2007, "Equilibrium Real Exchange Rate Model of Armenia," Working Papers, Central Bank of Armenia, number 1.
• Haykaz Igityan, 2021, "Asymmetric Effects of Monetary Policy on the Armenian Economy," Working Papers, Central Bank of Armenia, number 18, Mar, revised Mar 2021.
• Grigor Sarijski & Rossitsa Rangelova, 2007, "Development of Long-Term Scenarios for Healthcare Expenditure in Bulgaria," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 2, pages 27-57.
• Grigor Sariiski & Rossitsa Rangelova, 2007, "Long-term Forecasting of the Expenses on Healthcare in Bulgaria, 2005-2050," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 4, pages 31-52.
• Rossitsa Rangelova & Grigor Sariiski, 2007, "Development of Long-term Scenarios for Health Care Expenditure in Bulgaria," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 7, pages 47-66.
• Anthony Garratt & Gary Koop & Emi Mise & Shaun P Vahey, 2007, "Real-time Prediction with UK Monetary Aggregates in the Presence of Model Uncertainty," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 0714, Sep.
• Michael Dolega, 2007, "Tracking Canadian Trend Productivity: A Dynamic Factor Model with Markov Switching," Discussion Papers, Bank of Canada, number 07-12, DOI: 10.34989/sdp-2007-12.
• Gregory Bauer & Keith Vorkink, 2007, "Multivariate Realized Stock Market Volatility," Staff Working Papers, Bank of Canada, number 07-20, DOI: 10.34989/swp-2007-20.
• Frédérick Demers & Ryan Macdonald, 2007, "The Canadian Business Cycle: A Comparison of Models," Staff Working Papers, Bank of Canada, number 07-38, DOI: 10.34989/swp-2007-38.
• Òscar Jordà & Sharon Kozicki, 2007, "Estimation and Inference by the Method of Projection Minimum Distance," Staff Working Papers, Bank of Canada, number 07-56, DOI: 10.34989/swp-2007-56.
• Calista Cheung & Frédérick Demers, 2007, "Evaluating Forecasts from Factor Models for Canadian GDP Growth and Core Inflation," Staff Working Papers, Bank of Canada, number 07-8, DOI: 10.34989/swp-2007-8.
• Carlos Enrique Carrasco Gutiérrez & Reinaldo Castro Souza & Osmani Teixeira de Carvalho Guillén, 2007, "Selection of Optimal Lag Length in Cointegrated VAR Models with Weak Form of Common Cyclical Features," Working Papers Series, Central Bank of Brazil, Research Department, number 139, Jun.
• Abdelaziz Rouabah, 2007, "Co-variation des taux de croissance sectoriels au Luxembourg: l?apport des corrélations conditionnelles dynamiques," BCL working papers, Central Bank of Luxembourg, number 25, Apr.
• Pedro Elosegui & Guillermo Escudé & Lorena Garegnani & Juan Martín Sotes Paladino (ed.), 2007, "A Small Economic Model for Argentina," BCRA Paper Series, Central Bank of Argentina, Economic Research Department, number 03, ISBN: ARRAY(0x849299e0), November.
• Pedro Elosegui & Guillermo Escudé & Lorena Garegnani & Juan Martín Sotes Paladino, 2007, "The BCRA’s Small Economic Model," BCRA Working Paper Series, Central Bank of Argentina, Economic Research Department, number 200718, Jan.
• Atilla Çifter & Alper Özün, 2007, "The Predictive Performance of Asymmetric Normal Mixture GARCH in Risk Management: Evidence from Turkey," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 1, issue 1, pages 7-34.
• Özgür Aslan & Levent Korap, 2007, "Testing Quantity Theory of Money for the Turkish Economy," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 1, issue 2, pages 93-109.
• Leonardo Gambacorta & Carlotta Rossi, 2007, "Modelling bank lending in the euro area: A non-linear approach," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 650, Nov.
• Juan José Echavarría Soto & Enrique López Enciso & Martha Misas Arango & Juana Téllez Corredor & Juan Carlos Parra Álvarez, 2007, "La tasa de interés natural en Colombia," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, volume 25, issue 54, pages 44-89, June, DOI: 10.32468/Espe.5402.
• Hernán Rincón & Édgar Caicedo & Norberto Rodríguez, 2007, "Exchange rate pass-through effects: a disaggregate analysis of Colombian imports of manufactured goods," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, volume 25, issue 54, pages 90-121, June, DOI: 10.32468/Espe.5403.
• Julio César Alonso & Carlos Ignacio Patiño F Author-Email:carlos.patino@corficolombiana.com.co, 2007, "¿Crecer para exportar o exportar para crecer? El caso del Valle del Cauca," Ensayos sobre Economía Regional (ESER), Banco de la Republica de Colombia, number 46, Jul, DOI: 10.32468/eser.46.
• Haldrup, Niels & Hylleberg, Svend & Pons, Gabriel & Sanso, Andreu, 2007, "Common Periodic Correlation Features and the Interaction of Stocks and Flows in Daily Airport Data," Journal of Business & Economic Statistics, American Statistical Association, volume 25, pages 21-32, January.
• Lanne, Markku & Saikkonen, Pentti, 2007, "A Multivariate Generalized Orthogonal Factor GARCH Model," Journal of Business & Economic Statistics, American Statistical Association, volume 25, pages 61-75, January.
• Anderson, Heather M. & Vahid, Farshid, 2007, "Forecasting the Volatility of Australian Stock Returns: Do Common Factors Help?," Journal of Business & Economic Statistics, American Statistical Association, volume 25, pages 76-90, January.
• Boivin, J. & Giannoni, M., 2007, "DSGE Models in a Data-Rich Environment," Working papers, Banque de France, number 162.
• De Loubens, A. & Julien Idier. & Caroline Jardet, 2007, "Determinants of long-term interest rates in the United States and the euro area: A multivariate approach," Working papers, Banque de France, number 170.
• Partouche, H., 2007, "Time-Varying Coefficients in a GMM Framework: Estimation of a Forward Looking Taylor Rule for the Federal Reserve," Working papers, Banque de France, number 177.
• Adanero-Donderis , M. & Olivier Darn & Laurent Ferrara, 2007, "Deux indicateurs probabilistes de retournement cyclique pour l conomie fran aise," Working papers, Banque de France, number 187.
• Rodney Fort & Young Hoon Lee, 2007, "Structural Change, Competitive Balance, And The Rest Of The Major Leagues," Economic Inquiry, Western Economic Association International, volume 45, issue 3, pages 519-532, July, DOI: 10.1111/j.1465-7295.2007.00026.x.
• Massimiliano Marcellino, 2007, "Pooling‐Based Data Interpolation and Backdating," Journal of Time Series Analysis, Wiley Blackwell, volume 28, issue 1, pages 53-71, January, DOI: 10.1111/j.1467-9892.2006.00498.x.
• Joakim Westerlund & David L. Edgerton, 2007, "New Improved Tests for Cointegration with Structural Breaks," Journal of Time Series Analysis, Wiley Blackwell, volume 28, issue 2, pages 188-224, March, DOI: 10.1111/j.1467-9892.2006.00504.x.
• Paolo Zaffaroni, 2007, "Contemporaneous aggregation of GARCH processes," Journal of Time Series Analysis, Wiley Blackwell, volume 28, issue 4, pages 521-544, July, DOI: 10.1111/j.1467-9892.2006.00522.x.
• Andrew P. Blake & George Kapetanios, 2007, "Testing for Neglected Nonlinearity in Cointegrating Relationships," Journal of Time Series Analysis, Wiley Blackwell, volume 28, issue 6, pages 807-826, November, DOI: 10.1111/j.1467-9892.2007.00532.x.
• Gianluca Cubadda, 2007, "A Reduced Rank Regression Approach to Coincident and Leading Indexes Building," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 69, issue 2, pages 271-292, April, DOI: 10.1111/j.1468-0084.2006.00196.x.
• Guglielmo Maria Caporale & Luis A. Gil‐Alana, 2007, "Nonlinearities and Fractional Integration in the US Unemployment Rate," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 69, issue 4, pages 521-544, August, DOI: 10.1111/j.1468-0084.2007.00449.x.
• Joakim Westerlund, 2007, "Testing for Error Correction in Panel Data," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 69, issue 6, pages 709-748, December, DOI: 10.1111/j.1468-0084.2007.00477.x.
• Claude Lopez & David H. Papell, 2007, "Convergence to Purchasing Power Parity at the Commencement of the Euro," Review of International Economics, Wiley Blackwell, volume 15, issue 1, pages 1-16, February, DOI: 10.1111/j.1467-9396.2007.00631.x.
• Alberto Ortiz & Federico Sturzenegger, 2007, "Estimating Sarb'S Policy Reaction Rule," South African Journal of Economics, Economic Society of South Africa, volume 75, issue 4, pages 659-680, December, DOI: 10.1111/j.1813-6982.2007.00146.x.
• Morten O. Ravn & Saverio Simonelli, 2007, "Labor Market Dynamics and the Business Cycle: Structural Evidence for the United States," Scandinavian Journal of Economics, Wiley Blackwell, volume 109, issue 4, pages 743-777, December, DOI: 10.1111/j.1467-9442.2007.00520.x.
• Alastair Cunningham & Jana Eklund & Christopher Jeffery & George Kapetanios & Vincent Labhard, 2007, "A state space approach to extracting the signal from uncertain data," Bank of England working papers, Bank of England, number 336, Nov.
• Dimitrios A. Sideris, 2007, "Foreign Exchange Intervention and Equilibrium Real Exchange Rates," Working Papers, Bank of Greece, number 56, Feb.
• Sophocles N. Brissimis & Thomas Vlassopoulos, 2007, "The Interaction between Mortgage Financing and Housing Prices in Greece," Working Papers, Bank of Greece, number 58, Mar.
• Yasuo Hirose & Saori Naganuma, 2007, "Structural Estimation of the Output Gap: A Bayesian DSGE Approach for the U.S. Economy," Bank of Japan Working Paper Series, Bank of Japan, number 07-E-24, Nov.
• Koji Nakamura & Yumi Saita, 2007, "Land Prices and Fundamentals," Bank of Japan Working Paper Series, Bank of Japan, number 07-E-8, Apr.
• Sun-Ung Hwang, 2007, "Changing Temporary Employment Dynamics in the Korean Economy (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, volume 13, issue 4, pages 87-121, December.
• Cem Saatçioðlu & Levent Korap, 2007, "Turkish Money Demand, Revisited: Some Implications For Inflation And Currency Substitution Under Structural Breaks," Bogazici Journal, Review of Social, Economic and Administrative Studies, Bogazici University, Department of Economics, volume 21, issue 1+2, pages 107-124.
• Chihwa Kao & Lorenzo Trapani & Giovanni Urga, 2007, "Modelling and Testing for Structural Changes in Panel Cointegration Models with Common and Idiosyncratic Stochastic Trends," Working Papers, Department of Management, Information and Production Engineering, University of Bergamo, number 0708.
• Juncal Cuñado & L.A. Gil-Alana & F. Pérez de Gracia, 2007, "Real convergence in some emerging countries: a fractionally integrated approach," Recherches économiques de Louvain, De Boeck Université, volume 73, issue 3, pages 293-310.
• Jean-Daniel Guigou, 2007, "Nairu en zone heureuse," Revue de l'OFCE, Presses de Sciences-Po, volume 101, issue 2, pages 227-234.
• Jean-Pierre Allegret & Alain Sand-Zantman, 2007, "Transmission des chocs et mécanismes d'ajustement dans le Mercosur," Revue de l'OFCE, Presses de Sciences-Po, volume 101, issue 2, pages 355-392.
• Samuel Bates & Saturnin Dokoui & Olivier Pognon, 2007, "Évaluation de l'avantage macroéconomique net du tourisme Analyse coûts-bénéfices des recettes touristiques internationales," Revue d'économie régionale et urbaine, Armand Colin, volume 0, issue 1, pages 79-96.
• Alfredo Marvão Pereira & Oriol Roca-Sagales, 2007, "Public infrastructure and regional asymmetries in Spain," Revue d'économie régionale et urbaine, Armand Colin, volume 0, issue 3, pages 503-519.
• Dees, S. & Holly, S. & Pesaran, M.H. & Smith, L.V., 2007, "Long Run Macroeconomic Relations in the Global Economy," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0661, Jan.
• Pagan, A. & Pesaran, M.H., 2007, "On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0662, Jan.
• Dees, S. & Holly, S. & Pesaran, M.H. & Smith, L.V., 2007, "Long Run Macroeconomic Relations in the Global Economy," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0703, Jan.
• Pagan, A. & Pesaran, M.H., 2007, "On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0704, Jan.
• Massacci, D., 2007, "Identification and Estimation in an Incoherent Model of Contagion," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0744, Aug.
• Pesaran, M.H. & Assenmacher-Wesche, K., 2007, "Assessing forecast uncertainties in a VECX* model for Switzerland: an exercise in forecast combination across models and observation windows," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0746, Sep.
• Fabio C. Bagliano & Claudio Morana, 2007, "Business Cycle Comovement in the G-7: Common Shocks or Common Transmission Mechanisms?," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 40.
• Oscar Jorda, 2007, "Joint Inference and Counterfactual experimentation for Impulse Response Functions by Local Projections," Working Papers, University of California, Davis, Department of Economics, number 107, Feb.
• Oscar Jorda & Sharon Kozicki, 2007, "Estimation and Inference by the Method of Projection Minimum Distance," Working Papers, University of California, Davis, Department of Economics, number 148, Jul.
• Oscar Jorda, 2007, "Inference for Impulse Responses," Working Papers, University of California, Davis, Department of Economics, number 201, Jun.
• Theodoridis, Konstantinos, 2007, "Dynamic Stochastic General Equilibrium (DSGE) Priors for Bayesian Vector Autoregressive (BVAR) Models: DSGE Model Comparison," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2007/15, Jun.
• Minford, Patrick & Theodoridis, Konstantinos & Meenagh, David, 2007, "Testing a model of the UK by the method of indirect inference," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2007/2, Jan, revised Apr 2008.
• Marco Flavio da Cunha Resende & Rodrigo Andrade Tolentino, 2007, "Diferenciais de produtividade e taxa de câmbio real nas economias desenvolvidas e em desenvolvimento," Textos para Discussão Cedeplar-UFMG, Cedeplar, Universidade Federal de Minas Gerais, number td315, Aug.
• Myung Hwan Seo, 2007, "Estimation of Nonlinear Error CorrectionModels," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 517, Mar.
• Peter Robinson, 2007, "On Discrete Sampling Of Time-Varyingcontinuous-Time Systems," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 520, Jun.
• Peter Robinson, 2007, "Diagnostic Testing For Cointegration," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 522, Sep.
• Peter M Robinson, 2007, "Multiple Local Whittle Estimation in StationarySystems," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 525, Oct.
• Massimiliano Caporin & Michael McAleer, 2009, "Do We Really Need Both BEKK and DCC? A Tale of Two Covariance Models," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-156, Aug.
• Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat, 2009, "Forecasting Volatility and Spillovers in Crude Oil Spot, Forward and Futures Markets," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-163, Aug.
• Emmanuel Dubois & Jérôme Hericourt & Valérie Mignon, 2007, "Costs and Benefits of Euro Membership: a Counterfactual Analysis," Working Papers, CEPII research center, number 2007-17, Nov.
• Elachhab Fathi, 2007, "Les cycles economiques en Tunisie : identification, caracterisation et comparaison internationale," Economie Internationale, CEPII research center, issue 110, pages 31-61.
• Sophie Bereau, 2007, "Une mesure macroeconomique "a la Feldstein-Horioka" du degre d'integration financiere en Europe," Economie Internationale, CEPII research center, issue 110, pages 63-106.
• Celine Gimet, 2007, "L'impact des chocs externes dans les economies du Mercosur : un modele var structurel," Economie Internationale, CEPII research center, issue 110, pages 107-136.
• Michal Franta & Branislav Saxa & Katerina Smidkova, 2007, "Inflation Persistence in New EU Member States: Is It Different Than in the Euro Area Members?," Working Papers, Czech National Bank, Research and Statistics Department, number 2007/10, Dec.
• Jos� Luis Torres, 2007, "La estimaci�n de la brecha del producto en Colombia," Borradores de Economia, Banco de la Republica, number 4288, Oct.
• Juan Jos� Echavarr�a & Enrique L�pez Enciso & Martha Misas, 2007, "La Tasa de Cambio Real de Equilibrio en Colombia y su Desalineamiento: Estimaci�n a trav�s de un modelo SVEC," Borradores de Economia, Banco de la Republica, number 4389, Dec.
• Julio César Alonso & Carlos Ignacio Pati�o F, 2007, "¿Crecer para exportar o exportar para crecer? El caso del Valle del Cauca," Ensayos Sobre Economía Regional (ESER), Banco de la República - Economía Regional, number 13868, Jul, DOI: 10.32468/eser.46.
• Juan José Echavarría Soto & Enrique L�pez Enciso & Martha Misas Arango & Juana T�llez Corredor & Juan Carlos Parra �lvarez, 2007, "La Tasa de Interés Natural en Colombia," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, volume 25, issue 54, pages 44-89, DOI: 10.32468/Espe.5402.
• Hernán Rincón & �dgar Caicedo & Norberto Rodr�guez, 2007, "Exchange rate pass-through effects: A disaggregate analysis of Colombian imports of manufactured goods," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, volume 25, issue 54, pages 90-121, DOI: 10.32468/Espe.5403.
• Daniel TORRES - GRACIA, 2007, "Infraestructure forecast modelling II; Policy planning via structural analysis and balanced scorecard. Electricity in Colombia case study," Archivos de Economía, Departamento Nacional de Planeación, number 2877, May.
• Humberto Franco González & Alfonso de Jes�s G�mez Cifuentes & Andr�s Ram�rez Hassan, 2007, "Determinantes de la Tasa de Cambio Nominal: Verificación Empírica del Modelo de Precios Rígidos en la Economía Colombiana, 1995:I–2006:I," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 11116, Oct.
• Karoll Gómez Portilla & Santiago Gallón Gómez, 2007, "Distribución condicional de los retornos de la tasa de cambio colombiana: un ejercicio empírico a partir de modelos GARCH multivariados," Revista de Economía del Rosario, Universidad del Rosario.
• Raúl Quejada Pérez & Felipe Del R�o Carrasquilla, 2007, "Evaluación de la influencia de la revaluación del tipo de cambio sobre la demanda de turismo en Colombia," Revista Panorama Económico, Universidad de Cartagena, volume 0, issue 0, pages 1-23.
• Humberto Franco González & Alfonso de Jesús Gómez Cifuentes & Andrés Ramírez Hassan, 2007, "Verificación empírica del modelo de precios rígidos en la economía colombiana, 1995:I-2006:I," Revista Ecos de Economía, Universidad EAFIT.
• SILVESTRINI, Andrea, 2007, "Testing fiscal sustainability in Poland: a Bayesian analysis of cointegration," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2007080, Nov.
• Reichlin, Lucrezia & Doz, Catherine & Giannone, Domenico, 2007, "A Two-Step Estimator for Large Approximate Dynamic Factor Models Based on Kalman Filtering," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6043, Jan.
• Del Negro, Marco & Schorfheide, Frank, 2007, "Forming Priors for DSGE Models (and How It Affects the Assessment of Nominal Rigidities)," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6119, Feb.
• Ravn, Morten & Simonelli, Saverio, 2007, "Labour Market Dynamics and the Business Cycle: Structural Evidence for the United States," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6409, Aug.
• Giannone, Domenico & Matheson, Troy, 2007, "A New Core Inflation Indicator for New Zealand," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6469, Sep.
• Watson, Mark, 2007, "Relative Goods? Prices and Pure Inflation," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6593, Dec.
• Reichlin, Lucrezia & Giannone, Domenico & Lenza, Michele, 2007, "Explaining The Great Moderation: It Is Not The Shocks," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6600, Dec.
• Massimo Guidolin & Giovanna Nicodano, 2007, "Small Caps in International Diversified Portfolios," CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy), number 68, Nov.
• Nikolaos Giannellis & Athanasios Papadopoulos, 2007, "Purchasing Power Parity Among Developing Countries and Their Trade-Partners: Evidence from Selected CEECs and Implications for Their Membership of EU," Working Papers, University of Crete, Department of Economics, number 0716, Oct.
• Nikolaos Giannellis & Athanasios Papadopoulos, 2007, "Estimating the Equilibrium Effective Exchange Rate for Potential EMU members," Working Papers, University of Crete, Department of Economics, number 0719, Mar.
• Figuerola-Ferretti, Isabel & Gonzalo, Jesús, 2007, "Modelling and measuring price discovery in commodity markets," DEE - Working Papers. Business Economics. WB, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa, number wb074510, May.

2006