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

2006

• Gunnar Bårdsen & Niels Haldrup, 2006, "A Gaussian IV estimator of cointegrating relations," Economics Working Papers, Department of Economics and Business Economics, Aarhus University, number 2006-03, Feb.
• Stanislav Anatolyev & Grigory Kosenok, 2006, "Tests in contingency tables as regression tests," Working Papers, New Economic School (NES), number w0075, Dec.
• Timothy Kam & Yi-Chia Wang, 2006, "Public Capital Spillovers and Growth: A Foray Downunder," ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics, number 2006-474, Sep.
• David A. Jaeger & M. Daniele Paserman, 2006, "Israel, the Palestinian Factions, and the Cycle of Violence," American Economic Review, American Economic Association, volume 96, issue 2, pages 45-49, May, DOI: 10.1257/000282806777212008.
• Magali Jaoul-Grammare, 2006, "Cliométrie de l’engorgement en France. Evaluation théorique et empirique," Working Papers, Association Française de Cliométrie (AFC), number 06-07.
• Cortes-Jimenez, Isabel & Pulina, Manuela, 2006, "A further step into the ELGH and TLGH for Spain and Italy," Natural Resources Management Working Papers, Fondazione Eni Enrico Mattei (FEEM), number 12137, DOI: 10.22004/ag.econ.12137.
• Bakucs, Lajos Zoltan & Bojnec, Stefan & Ferto, Imre, 2006, "Monetary Impacts and Overshooting of Agricultural Prices in a Transition Economy: The Case of Slovenia," 2006 Annual Meeting, August 12-18, 2006, Queensland, Australia, International Association of Agricultural Economists, number 25515, DOI: 10.22004/ag.econ.25515.
• Busch, Thomas & Jesper Christensen, Bent & Orregaard Nielsen, Morten, 2006, "The Information Content of Treasury Bond Options Concerning Future Volatility and Price Jumps," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273665, Feb, DOI: 10.22004/ag.econ.273665.
• Chen, Kim Heng & Han, Li-Ming, 2006, "Efficiency in Information Processing: A Study of Non-Nearby Currency Futures and Relationships with Nearby Counterparts," Review of Applied Economics, Lincoln University, Department of Financial and Business Systems, volume 2, issue 01, pages 1-29, DOI: 10.22004/ag.econ.50279.
• Clements, Michael P. & Galvao, Ana Beatriz & Kim, Jae H., , "Quantile Forecasts of Daily Exchange Rate Returns from Forecasts of Realized Volatility," Economic Research Papers, University of Warwick - Department of Economics, number 269747, DOI: 10.22004/ag.econ.269747.
• Diks, C.G.H. & Wagener, F.O.O., 2006, "A weak bifurcation theory for discrete time stochastic dynamical systems," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 06-04.
• Boswijk, H.P. & Weide, R. van der, 2006, "Wake me up before you GO-GARCH," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 06-13.
• Riccardo LUCCHETTI & Giulio PALOMBA, 2006, "Forecasting US bond yields at weekly frequency," Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali, number 261, May.
• Giulio PALOMBA, 2006, "Multivariate GARCH models and Black-Litterman approach for tracking error constrained portfolios: an empirical analysis," Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali, number 267, Sep.
• Sinézio Fernandes Maia & Hilton Martins de Brito Ramalho, 2006, "Efeitos Reais e Nominais sobre as Flutuações da Taxa Real de Câmbio Brasil/Estados Unidos: Um Estudo Empírico Usando VAR (1999-2003)," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], volume 7, issue 1, pages 59-100.
• Luiz Humberto Cavalcante Veiga, 2006, "Diferenciação Horizontal e Poder de Mercado: Os Efeitos do E-Banking sobre as Tarifas Bancárias," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], volume 7, issue 2, pages 365-393.
• Vamerson Schwingel Ribeiro & Joilson Dias, 2006, "Ìndice de Atividade Econômica: Construção e Testes de Previsão dos Modelos de Filtro de Kalman e Box-Jenkins," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], volume 7, issue 3, pages 453-483.
• Ivan Castelar & José Nilo de Oliveira Júnior & Nicolino Trompieri Neto, 2006, "Setor Agrícola Brasileiro: Uma Aplicação Do Modelo De Tendências E Ciclos Comuns No Período De 1990 A 2005," Anais do XXXIV Encontro Nacional de Economia [Proceedings of the 34th Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 109.
• Mariam Camarero & Josep Lluis Carrion Silvestre & Cecilio Tamarit, 2006, "New evidence of the real interest rate parity for OECD countries using panel unit root tests with breaks," Working Papers in Economics, Universitat de Barcelona. Espai de Recerca en Economia, number 159.
• Anthony Garratt & Kevin Lee, 2006, "Investing Under Model Uncertainty: Decision Based Evaluation of Exchange Rate and Interest Rate Forecasts in the US, UK and Japan," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 0616, Dec.
• Anthony Garratt & Gary Koop & Shaun P. Vahey, 2006, "Forecasting Substantial Data Revisions in the Presence of Model Uncertainty," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 0617, Dec.
• Jean-Marie Dufour & David Tessier, 2006, "Short-Run and Long-Run Causality between Monetary Policy Variables and Stock Prices," Staff Working Papers, Bank of Canada, number 06-39, DOI: 10.34989/swp-2006-39.
• Jason Allen & Robert Amano & David Byrne & Allan Gregory, 2006, "Canadian City Housing Prices and Urban Market Segmentation," Staff Working Papers, Bank of Canada, number 06-49, DOI: 10.34989/swp-2006-49.
• Emiliano Basco & Laura D´Amato & Lorena Garegnani, 2006, "Understanding the Money-Prices Relationship Under Low and High Inflation Regimes: Argentina 1970-2005," BCRA Working Paper Series, Central Bank of Argentina, Economic Research Department, number 200613, Aug.
• Fabio Busetti & Silvia Fabiani & Andrew Harvey, 2006, "Convergences of prices and rates of inflation," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 575, Feb.
• Andrea Nobili & Stefano Neri, 2006, "The transmission of monetary policy shocks from the US to the euro area," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 606, Dec.
• Luis Fernando Melo Velandia & Oscar Reinaldo Becerra Camargo, 2006, "Una aproximación a la dinámica de las tasas de interés de corto plazo en Colombia a través de modelos GARCH multivariados," Borradores de Economia, Banco de la Republica de Colombia, number 366, Feb, DOI: 10.32468/be.366.
• Luis Eduardo Arango & Carlos Esteban Posada, 2006, "La Tasa de Desempleo de Largo Plazo en Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 388, Mar, DOI: 10.32468/be.388.
• Luis Eduardo Arango & Carlos Esteban Posada, 2006, "The Time-Varying Long-Run Unemployment Rate: The Colombian Case," Borradores de Economia, Banco de la Republica de Colombia, number 389, Mar, DOI: 10.32468/be.389.
• Norberto Rodríguez N. & José Luis Torres T. & Andrés Velasco M., 2006, "La estimación de un indicador de brecha del producto a partir de encuestas y datos reales," Borradores de Economia, Banco de la Republica de Colombia, number 392, Apr, DOI: 10.32468/be.392.
• Jorge E. Restrepo & Hernán Rincón, 2006, "Identifying Fiscal Policy Shocks In Chile And Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 397, Jun, DOI: 10.32468/be.397.
• Juan Nicolás Hernández, 2006, "Revisión De Los Determinantes Macroeconómicos Del Consumo Total De Los Hogares Para El Caso Colombiano," Borradores de Economia, Banco de la Republica de Colombia, number 401, Aug, DOI: 10.32468/be.401.
• Juan Nicolás Hernández A., 2006, "Revisión de los determinantes macroeconómicos del consumo total de los hogares para el caso colombiano," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, volume 24, issue 52, pages 80-109, December, DOI: 10.32468/Espe.5202.
• Mustapha Baghli & Christophe Cahn & Henry Fraisse, 2006, "Is the Inflation-Output Nexus Asymmetric in the Euro Area?," Working papers, Banque de France, number 140.
• Sanvi Avouyi-Dovi & Brun, M. & Dreyfus, A. & Françoise Drumetz & Oung, V. & Jean-Guillaume Sahuc, 2006, "La fonction de demande de monnaie pour la zone euro : un r examen," Working papers, Banque de France, number 142.
• Olivier de Bandt & Catherine Bruno & Widad El Amri, 2006, "Convergence in Household Credit Demand Across Euro Area Countries: Evidence from Panel Data," Working papers, Banque de France, number 158.
• Julien Idier., 2006, "Stock exchanges industry consolidation and shock transmission," Working papers, Banque de France, number 159.
• Gautier, E., 2006, "Les marchés financiers comme indicateurs avancés des retournements conjoncturels : le cas américain," Bulletin de la Banque de France, Banque de France, issue 153, pages 61-71.
• Maurizio Luisi & Jeffery D. Amato, 2006, "Macro factors in the term structure of credit spreads," BIS Working Papers, Bank for International Settlements, number 203, Mar.
• Andros Gregoriou & Alexandros Kontonikas, 2006, "Inflation Targeting And The Stationarity Of Inflation: New Results From An Estar Unit Root Test," Bulletin of Economic Research, Wiley Blackwell, volume 58, issue 4, pages 309-322, October, DOI: 10.1111/j.0307-3378.2006.00246.x.
• Renuka Mahadevan & John Asafu‐Adjaye, 2006, "Is There A Case For Low Inflation‐Induced Productivity Growth In Selected Asian Economies?," Contemporary Economic Policy, Western Economic Association International, volume 24, issue 2, pages 249-261, April, DOI: 10.1093/cep/byj018.
• Tommaso Proietti & Filippo Moauro, 2006, "Dynamic factor analysis with non‐linear temporal aggregation constraints," Journal of the Royal Statistical Society Series C, Royal Statistical Society, volume 55, issue 2, pages 281-300, April, DOI: 10.1111/j.1467-9876.2006.00536.x.
• Taku Yamamoto & Eiji Kurozumi, 2006, "Tests for Long‐Run Granger Non‐Causality in Cointegrated Systems," Journal of Time Series Analysis, Wiley Blackwell, volume 27, issue 5, pages 703-723, September, DOI: 10.1111/j.1467-9892.2006.00484.x.
• M. Hashem Pesaran & Ron Smith, 2006, "Macroeconometric Modelling With A Global Perspective," Manchester School, University of Manchester, volume 74, issue s1, pages 24-49, September, DOI: 10.1111/j.1467-9957.2006.00516.x.
• Joakim Westerlund, 2006, "Testing for Panel Cointegration with Multiple Structural Breaks," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 68, issue 1, pages 101-132, February, DOI: 10.1111/j.1468-0084.2006.00154.x.
• Bertrand Candelon & Gianluca Cubadda, 2006, "Testing for Parameter Stability in Dynamic Models across Frequencies," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 68, issue s1, pages 741-760, December, DOI: 10.1111/j.1468-0084.2006.00454.x.
• Fabio Busetti & Silvia Fabiani & Andrew Harvey, 2006, "Convergence of Prices and Rates of Inflation," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 68, issue s1, pages 863-877, December, DOI: 10.1111/j.1468-0084.2006.00460.x.
• Camille Logeay & Silke Tober, 2006, "Hysteresis And The Nairu In The Euro Area," Scottish Journal of Political Economy, Scottish Economic Society, volume 53, issue 4, pages 409-429, September, DOI: 10.1111/j.1467-9485.2006.00387.x.
• Hilde C. Bjørnland & Leif Brubakk & Anne Sofie Jore, 2006, "Forecasting inflation with an uncertain output gap," Working Paper, Norges Bank, number 2006/02, Mar.
• Margarita Sapozhnikov, 2006, "Mergers and Government Policy," Boston College Working Papers in Economics, Boston College Department of Economics, number 656, Nov.
• Sophocles N. Brissimis & Theodora S. Kosma, 2006, "Market Conduct, Price Interdependence and Exchange Rate Pass-Through," Working Papers, Bank of Greece, number 51, Dec.
• KyuHo Kang, 2006, "Technological Innovation and Employment (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, volume 12, issue 1, pages 53-74, March.
• Geunghee Lee, 2006, "Benchmarking of Korean Economic Time Series (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, volume 12, issue 2, pages 107-146, June.
• Giuseppe Cavaliere & Luca Fanelli & Attilio Gardini, 2006, "International dynamic risk sharing," Quaderni di Dipartimento, Department of Statistics, University of Bologna, number 0.
• Giuseppe Cavaliere & Iliyan Georgiev, 2006, "Testing for unit roots in autoregressions with multiple level shifts," Quaderni di Dipartimento, Department of Statistics, University of Bologna, number 0.
• Attilio Gardini & Giuseppe Cavaliere & Luca Fanelli, 2006, "Risk sharing, avversione al rischio e stabilizzazione delle economie regionali in Italia," Quaderni di Dipartimento, Department of Statistics, University of Bologna, number 0.
• Luca Fanelli, 2006, "Testing the New Keynesian Phillips Curve through Vector Autoregressive models: Results from the Euro area," Quaderni di Dipartimento, Department of Statistics, University of Bologna, number 0.
• Giuseppe Cavaliere & Luca Fanelli & Attilio Gardini, 2006, "International dynamic risk sharing," Quaderni di Dipartimento, Department of Statistics, University of Bologna, number 1.
• Giuseppe Cavaliere & Iliyan Georgiev, 2006, "Testing for unit roots in autoregressions with multiple level shifts," Quaderni di Dipartimento, Department of Statistics, University of Bologna, number 2.
• Attilio Gardini & Giuseppe Cavaliere & Luca Fanelli, 2006, "Risk sharing, avversione al rischio e stabilizzazione delle economie regionali in Italia," Quaderni di Dipartimento, Department of Statistics, University of Bologna, number 0.
• Luca Fanelli, 2006, "Testing the New Keynesian Phillips Curve through Vector Autoregressive models : Results from the Euro area," Quaderni di Dipartimento, Department of Statistics, University of Bologna, number 0.
• Oya Pinar Ardic, 2006, "Output, the Real Exchange Rate and the Crises in Turkey," Working Papers, Bogazici University, Department of Economics, number 2006/03, Mar.
• Calza Alessandro & Sousa João, 2006, "Output and Inflation Responses to Credit Shocks: Are There Threshold Effects in the Euro Area?," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 10, issue 2, pages 1-21, May, DOI: 10.2202/1558-3708.1253.
• Spyros Andreopoulos, 2006, "The real interest rate, the real oil price, and US unemployment revisited," Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK, number 06/592, Nov.
• Zisimos Koustas & Jean-Francois Lamarche, 2006, "Policy-Induced Mean Reversion in the Real Interest Rate?," Working Papers, Brock University, Department of Economics, number 0601, Feb.
• Zisimos Koustas & Jean-Francois Lamarche & Apostolos Serletis, 2006, "Threshold Random Walks in the U.S. Stock Market," Working Papers, Brock University, Department of Economics, number 0602, May, revised May 2006.
• Guglielmo Maria Caporale & Luis A. Gil-Alana, 2006, "Modelling Structural Breaks In The Us, Uk And Japanese Unemployment Rates," Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 06-10, Apr.
• James Peery Cover & C. James Hueng, 2006, "Why Did the Sign of the Price-Output Correlation Change? Evidence from a Structural VAR with GARCH Errors," Working Papers, Ball State University, Department of Economics, number 200602, Mar, revised Mar 2006.
• Philippe Moës, 2006, "The production function approach to the Belgian output gap, estimation of a multivariate structural time series model," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, volume 49, issue 1, pages 59-91.
• Benoît Bellone, 2006, "Une lecture probabiliste du cycle d'affaires américain," Economie & Prévision, La Documentation Française, volume 172, issue 1, pages 63-81.
• Benoît Bellone & Erwan Gautier & Sébastien Le Coent, 2006, "Les marchés financiers anticipent-ils les retournements conjoncturels ?," Economie & Prévision, La Documentation Française, volume 172, issue 1, pages 83-99.
• Jérôme Creel & Sandrine Levasseur, 2006, "Canaux de transmission de la politique monétaire dans l'ue. Le cas de trois nouveaux entrants," Revue économique, Presses de Sciences-Po, volume 57, issue 4, pages 881-898.
• Pesaran, M.H. & Smith, R., 2006, "Macroeconometric Modelling with a Global Perspective," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0604, Feb.
• Fabio C. Bagliano & Claudio Morana, 2006, "A New Approach to Factor Vector Autoregressive Estimation with an Application to Large-Scale Macroeconometric Modelling," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 28.
• Kevin Hoover & Selva Demiralp & Stephen J. Perez, 2006, "A Bootstrap Method for Identifying and Evaluating a Structural Vector Autoregression," Working Papers, University of California, Davis, Department of Economics, number 233, Mar.
• Pami Dua & Partha Sen, 2006, "Capital Flow Volatility And Exchange Rates-- The Case Of India," Working papers, Centre for Development Economics, Delhi School of Economics, number 144, Aug.
• Javier Hualde & A Robinson, 2006, "Root-N-Consistent Estimation Of Weakfractional Cointegration," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number /06/499, Mar.
• Javier Hualde & Peter M Robinson, 2006, "Root-N-Consistent Estimation Of Weakfractional Cointegration," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 499, Mar.
• M. Gerolimetto & Peter M Robinson, 2006, "Instrumental Variables Estimation of Stationaryand Nonstationary Cointegrating Regressions," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 500, Apr.
• Afonso Gonçalves da Silva & Peter M Robinson, 2006, "Finite Sample Performance in CointegrationAnalysis of Nonlinear Time Series with LongMemory," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 501, Apr.
• Javier Hualde & Peter M Robinson, 2006, "Semiparametric Estimation of Fractional Cointegration," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 502, May.
• Markku Lanne & Helmut Lütkepohl, 2006, "Structural Vector Autoregressions with Nonnormal Residuals," CESifo Working Paper Series, CESifo, number 1651.
• Guglielmo Maria Caporale & Luis A. Gil-Alana, 2006, "Modelling Structural Breaks in the US, UK and Japanese Unemployment Rates," CESifo Working Paper Series, CESifo, number 1734.
• Markku Lanne & Helmut Lütkepohl, 2006, "Identifying Monetary Policy Shocks via Changes in Volatility," CESifo Working Paper Series, CESifo, number 1744.
• Eric Hillebrand & Gunther Schnabl & Yasemin Ulu, 2006, "Japanese Foreign Exchange Intervention and the Yen/Dollar Exchange Rate: A Simultaneous Equations Approach Using Realized Volatility," CESifo Working Paper Series, CESifo, number 1766.
• Stanislav Anatolyev & Grigory Kosenok, 2006, "Tests in contingency tables as regression tests," Working Papers, Center for Economic and Financial Research (CEFIR), number w0075, Dec.
• Jorge E. Restrepo & Hernán Rincón, 2006, "Identifying Fiscal Policy Shocks in Chile and Colombia," Working Papers Central Bank of Chile, Central Bank of Chile, number 370, Aug.
• Pablo Pincheira, 2006, "Convergence and Long Run Uncertainty," Working Papers Central Bank of Chile, Central Bank of Chile, number 391, Dec.
• Marc S. Paoletta & Luca Taschini, 2006, "An Econometric Analysis of Emission Trading Allowances," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 06-26, Nov.
• Simon A. BRODA & Marc S. PAOLELLA, 2008, "CHICAGO: A Fast and Accurate Method for Portfolio Risk Calculation," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 08-08, Feb.
• Thomas Jobert & Irem Zeyneloglu, 2006, "Peut-on parler de deficits jumeaux pour la Turquie ? Une etude empirique sur la periode 1988-2000," Economie Internationale, CEPII research center, issue 105, pages 63-83.
• Mohamed Ayadi & Riadh Boudhina & Wajih Khallouli & Rene Sandretto, 2006, "La contagion de la crise asiatique : dynamiques de court terme et de long terme," Economie Internationale, CEPII research center, issue 105, pages 113-134.
• Caroline Duburcq, 2006, "Comportement de l’indice de risque pays en regime de fixite extreme des changes," Economie Internationale, CEPII research center, issue 106, pages 85-108.
• Elizabeth Wakerly & Byron Scott & James Nason, 2006, "Common trends and common cycles in Canada: who knew so much has been going on?," Canadian Journal of Economics, Canadian Economics Association, volume 39, issue 1, pages 320-347, February, DOI: 10.1111/j.0008-4085.2006.00349.x.
• Jesús Fernández-Villaverde & Juan F. Rubio-Ramíre & Thomas J. Sargent, 2006, "Economic and VAR Shocks: What Can Go Wrong?," Levine's Bibliography, UCLA Department of Economics, number 122247000000000990, Dec.
• Luis Fernando Escobar Patiño & Pablo Hernán Mendieta Ossio, 2006, "Inflación y depreciación en una economía dolarizada: el caso de Bolivia," Monetaria, CEMLA, volume 0, issue 1, pages 1-39, enero-mar.
• M. Pulina & B. Biagi, 2006, "Tourism, environmental quality and economic growth: empirical evidence and policy implications," Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia, number 200609.
• Kiril Strahilov, 2006, "The Determinants of Country Risk in Eastern European Countries," Bruges European Economic Research Papers, European Economic Studies Department, College of Europe, number 8, Nov.
• Victor Dulio Chique Acero & RamÔøΩn Rosales ÔøΩlvarez & Henry SamacÔøΩ Prieto, 2006, "Efectos De La Liberalizaci√Ìn Comercial: Un An√Ålisis De Equilibrio Parcial Para El Sector De Arroz En Colombia," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 2421, Sep.
• Raquel Velasco, 2006, "¿Hay restricción externa del crecimiento en Colombia de 1925 a 2000?," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID.
• Carlos Humberto Ortiz & José Ignacio Uribe, 2006, "Apertura, estructura económica e informalidad: un modelo teórico," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID.
• Jorge E. Restrepo & Hern�n Rinc�n, 2006, "Identifying Fiscal Policy Shocks In Chile And Colombia," Borradores de Economia, Banco de la Republica, number 2800, Jul.
• Norberto Rodr�guez N & Jos� Luis Torres & Andr�s Velasco M., 2006, "La estimaci�n de un indicador de brecha del producto a partir de encuestas y datos reales," Borradores de Economia, Banco de la Republica, number 3000, Feb.
• Luis Eduardo Arango & Carlos Esteban Posada, 2006, "La Tasa De Desempleo De Largo Plazo En Colombia," Borradores de Economia, Banco de la Republica, number 3085, Jan.
• Juan Jos� Echavarr�a & Enrique L�pez Enciso & Martha Misas Arango & Juana Tellez Corredor, 2006, "La Tasa de Inter�s Natural en Colombia," Borradores de Economia, Banco de la Republica, number 3088, Oct.
• Enrique L�pez Enciso & Martha Misas Arango, 2006, "Las fuentes del desempleo en Colombia: un examen a partir de un modelo SVEC," Borradores de Economia, Banco de la Republica, number 3115, Oct.
• Juan Nicol�s Hern�ndez, 2006, "Revisi�N De Los Determinantes Macroecon�Micos Del Consumo Total De Los Hogares Para El Caso Colombiano," Borradores de Economia, Banco de la Republica, number 3472, Aug.
• Luis Fernando Melo Velandia & Oscar Reinaldo Becerra Camargo, 2006, "Una Aproximaci�n a La Din�mica de las Tasas de Inter�s de Corto Plazo en Colombia a trav�s de Modelos GARCH Multivariados," Borradores de Economia, Banco de la Republica, number 3694, Feb.
• Juan Nicolás Hernández A, 2006, "Revisión de los determinantes macroeconómicos del consumo total de los hogares para el caso colombiano," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, volume 24, issue 52, pages 80-109, DOI: 10.32468/Espe.5202.
• Ligia Melo B & Juana T�llez C & H�ctor Z�rate S., 2006, "El ahorro de los hogares en Colombia," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, volume 24, issue 52, pages 110-161, DOI: 10.32468/Espe.5203.
• Luis Berggrun, 2006, "Price transmission dynamics between ADRs and their underlying foreign security: The case of Banco de Colombia S.A.- Bancolombia," Estudios Gerenciales, Universidad Icesi.
• José R. Gamarra, 2006, "¿Cómo se comportan las tasas de desempleo en siete ciudades colombianas?," Revista de Economía del Rosario, Universidad del Rosario.
• Andrés Eduardo Rangel Jimenez, 2006, "La Función de Contratación: Teoría y Evidencia Empírica para la Ciudad de Cali 1993-2001," Revista de Economía y Administración, Universidad Autónoma de Occidente.
• Holmes Hernán Sánchez Rengifo & Álvaro Pío Gómez & Andrés Herrera & Leydi Viviana Ángel Giraldo, 2006, "Evaluando el Bienestar de los Colombianos a través del Índice de Progreso Genuino -IPG- :1976-2003," Revista de Economía y Administración, Universidad Autónoma de Occidente.
• Duban F. Pena & Jaime Flórez Bolanos, 2006, "Integración Monetaria: Una Aproximación para Colombia, Ecuador, Perú y Venezuela," Revista de Economía y Administración, Universidad Autónoma de Occidente.
• BAUWENS, Luc & BEN OMRANE, Walid & RENGIFO, Erick, 2006, "Intra-daily FX optimal portfolio allocation," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2006010, Feb.
• BAUWENS, Luc & LUBRANO, Michel, 2006, "Bayesian inference in dynamic disequilibrium models: an application to the Polish credit market," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2006050, Jun.
• BAUWENS, Luc & HAUTSCH, Nikolaus, 2006, "Modelling financial high frequency data using point processes," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2006080, Sep.
• BOUEZMARNI, Taoufik & ROMBOUTS, Jeroen V. K., 2006, "Nonparametric density estimation for positive time series," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2006085, Oct.
• Arie ten Cate, 2006, "The derivatives of complex characteristic roots in the econometric modelling textbook of Kuh et al," CPB Memorandum, CPB Netherlands Bureau for Economic Policy Analysis, number 165, Oct.
• Giannoni, Marc & Boivin, Jean, 2006, "Has Monetary Policy Become More Effective?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5463, Jan.
• Jaeger, David & Paserman, Daniele, 2006, "Israel, the Palestinian Factions and the Cycle of Violence," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5498, Feb.
• Schorfheide, Frank & Moon, Hyungsik Roger, 2006, "Boosting Your Instruments: Estimation with Overidentifying Inequality Moment Conditions," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5605, Mar.
• Marcellino, Massimiliano & Kapetanios, George, 2006, "A Parametric Estimation Method for Dynamic Factor Models of Large Dimensions," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5620, Apr.
• Marcellino, Massimiliano & Kapetanios, George, 2006, "Impulse Response Functions from Structural Dynamic Factor Models: A Monte Carlo Evaluation," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5621, Apr.
• Reichlin, Lucrezia & Doz, Catherine & Giannone, Domenico, 2006, "A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5724, Jun.
• Reichlin, Lucrezia & Giannone, Domenico, 2006, "Does Information Help Recovering Structural Shocks from Past Observations?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5725, Jun.
• Steen, Frode & Asche, Frank, 2006, "When Anti-Dumping Measures Lead to Increased Market Power: A Case Study of the European Salmon Market," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5781, Aug.
• Nikolaos Giannellis & Athanasios Papadopoulos, 2006, "Testing for Efficiency in Selected Developing Foreign Exchange Markets: An Equilibrium-Based Approach," Working Papers, University of Crete, Department of Economics, number 0717, Oct.
• George Xanthos & Dikaios Tserkezos, 2006, "Temporal Aggregation Effects on the Construction of Portfolios of Stocks or Mutual Funds Through Optimisation Techniques: Some Empirical and Monte Carlo Results," Working Papers, University of Crete, Department of Economics, number 0812, Nov.
• José Alberto Fuinhas, 2006, "Monetary Transmission and Bank Lending in Portugal: A Sectoral Approach," Working Papers de Gestão, Economia e Marketing (Management, Economics and Marketing Working Papers), Universidade da Beira Interior, Departamento de Gestão e Economia (Portugal), number e01/2006.
• Lanza, Alessandro & Manera, Matteo & McAleer, Michael, 2006, "Modeling dynamic conditional correlations in WTI oil forward and futures returns," Finance Research Letters, Elsevier, volume 3, issue 2, pages 114-132, June.
• Gravelle, Toni & Kichian, Maral & Morley, James, 2006, "Detecting shift-contagion in currency and bond markets," Journal of International Economics, Elsevier, volume 68, issue 2, pages 409-423, March.
• Sideris, Dimitrios, 2006, "Testing for long-run PPP in a system context: Evidence for the US, Germany and Japan," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 16, issue 2, pages 143-154, April.
• Marais, E. & Bates, S., 2006, "An empirical study to identify shift contagion during the Asian crisis," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 16, issue 5, pages 468-479, December.
• Hanson, Michael S., 2006, "Varying monetary policy regimes: A vector autoregressive investigation," Journal of Economics and Business, Elsevier, volume 58, issue 5-6, pages 407-427.
• Artis, Michael & Ehrmann, Michael, 2006, "The exchange rate - A shock-absorber or source of shocks? A study of four open economies," Journal of International Money and Finance, Elsevier, volume 25, issue 6, pages 874-893, October.
• Nakashima, Kiyotaka, 2006, "The Bank of Japan's operating procedures and the identification of monetary policy shocks: A reexamination using the Bernanke-Mihov approach," Journal of the Japanese and International Economies, Elsevier, volume 20, issue 3, pages 406-433, September.
• Choy, Keen Meng & Leong, Kenneth & Tay, Anthony S., 2006, "Non-fundamental expectations and economic fluctuations: Evidence from professional forecasts," Journal of Macroeconomics, Elsevier, volume 28, issue 2, pages 446-460, June.
• Camarero, Mariam & Flores, Renato Jr. & Tamarit, Cecilio R., 2006, "Monetary union and productivity differences in Mercosur countries," Journal of Policy Modeling, Elsevier, volume 28, issue 1, pages 53-66, January.
• Kearney, Colm & Poti, Valerio, 2006, "Correlation dynamics in European equity markets," Research in International Business and Finance, Elsevier, volume 20, issue 3, pages 305-321, September.
• P.N. Smith & S. Sorensen & M.R. Wickens, 2006, "The Asymmetric Effect Of The Business Cycle On The Relation Between Stock Market Returns And Their Volatility," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2006-05, Jan.
• Urzúa, Carlos M., 2006, "A Back-of-the-Envelope Rule to Identify Atheoretical VARs," EGAP Computer Code, Tecnológico de Monterrey, Campus Ciudad de México, number 2007-01, revised .
• Nazif Catik, 2006, "Yapisal Kirilma Altinda Para Talebinin Istikrari: Türkiye Örnegi," Working Papers, Ege University, Department of Economics, number 0611, Dec.
• Hualde, Javier & Robinson, Peter M., 2006, "Semiparametric Estimation of Fractional Cointegration," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 4537, May.
• Robinson, Peter M. & Gerolimetto, M., 2006, "Instrumental variables estimation of stationary and nonstationary cointegrating regressions," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 4539, Apr.
• Hualde, J. & Robinson, Peter M., 2006, "Root-n-consistent estimation of weak fractional cointegration," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 4542, Mar.
• Vázquez Pérez, Jesús, 2006, "The Importance of Stock Market Returns in Estimated Monetary Policy Rules: a Structural Approach," DFAEII Working Papers, University of the Basque Country - Department of Foundations of Economic Analysis II, number 1988-088X.
• Nikolaos Giannellis & Athanasios P. Papadopoulos, 2006, "Purchasing Power Parity among Developing Countries and their Trade-Partners. Evidence from Selected CEEC and Implications for their Membership of EU," Ekonomia, Cyprus Economic Society and University of Cyprus, volume 9, issue 1, pages 39-56, Summer.
• Ana Belén Gracia Andía & Isabel Sanz Villarroya, 2006, "Cambios estructurales en las series de comercio exterior español, 1960-1997," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, volume 62, issue 02, pages 344-357.
• Galrâo Carneiro, Francisco & Henley, Andrew, 2006, "Las reformas a la seguridad social y el comportamiento del mercado laboral en Brasil," El Trimestre Económico, Fondo de Cultura Económica, volume 73, issue 289, pages 87-124, enero-mar, DOI: http://dx.doi.org/10.20430/ete.v73i.
• Larraín B., Felipe, 2006, "Guatemala: Los desafíos del crecimiento," El Trimestre Económico, Fondo de Cultura Económica, volume 73, issue 291, pages 481-538, julio-sep, DOI: http://dx.doi.org/10.20430/ete.v73i.
• Catherine Doz & Domenico Giannone & Lucrezia Reichlin, 2006, "A Two-step estimator for large approximate dynamic factor models based on Kalman filtering," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2006-23.
• Christian M. Hafner & Dick van Dijk & Philip Hans Franses, 2006, "Semi-Parametric Modelling of Correlation Dynamics," Advances in Econometrics, Emerald Group Publishing Limited, "Econometric Analysis of Financial and Economic Time Series", DOI: 10.1016/S0731-9053(05)20003-8.
• Gary Koop & Simon Potter, 2006, "The Vector Floor and Ceiling Model," Contributions to Economic Analysis, Emerald Group Publishing Limited, "Nonlinear Time Series Analysis of Business Cycles", DOI: 10.1016/S0573-8555(05)76004-1.
• Strachan, R.W. & van Dijk, H.K., 2006, "Model uncertainty and Bayesian model averaging in vector autoregressive processes," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2006-08, Feb.
• Heij, C. & van Dijk, D.J.C. & Groenen, P.J.F., 2006, "Improved Construction of diffusion indexes for macroeconomic forecasting," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2006-03-REV, Feb.
• Rotger, G.P. & Franses, Ph.H.B.F., 2006, "Forecasting high-frequency electricity demand with a diffusion index model," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2006-38, Sep.
• Nikolaos Mylonidis, 2006, "Time-Varying Risk Premia in the Single European Treasury Bill Market," European Research Studies Journal, European Research Studies Journal, volume 0, issue 1-2, pages 65-84.
• Victor Bystrov, 2006, "Forecasting Emerging Market Indicators: Brazil and Russia," Economics Working Papers, European University Institute, number ECO2006/12.
• Bill Russell, Anindya Banerjee, 2006, "The Long-Run Phillips Curve and Non-Stationary Inflation," Economics Working Papers, European University Institute, number ECO2006/16.
• Elena Pesavento, 2006, "Near-Optimal Unit Root Tests with Stationary Covariates with Better Finite Sample Size," Economics Working Papers, European University Institute, number ECO2006/18.
• Markku Lanne, Helmut Luetkepohl, 2006, "Identifying Monetary Policy Shocks via Changes in Volatility," Economics Working Papers, European University Institute, number ECO2006/23.
• Carsten Trenkler & Pentti Saikkonen & Helmut Luetkepohl, 2006, "Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break," Economics Working Papers, European University Institute, number ECO2006/29.
• Karel Mertens, 2006, "How the Removal of Deposit Rate Ceilings Has Changed Monetary Transmission in the US: Theory and Evidence," Economics Working Papers, European University Institute, number ECO2006/34.
• Jerome Creel & Gwenaëlle Poilon, 2006, "Is public capital productive in Europe?," Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE), number 2006-10.
• Jean-Pierre Allegret & Alain Sand-Zantman, 2006, "Disentangling business cycles and macroeconomic policy in Mercosur: a VAR and unobserved components model approaches," Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE), number 2006-15.
• Isabel Cortés_Jiménez & Manuela Pulina, 2006, "A further step into the ELGH and TLGH for Spain and Italy," Working Papers, Fondazione Eni Enrico Mattei, number 2006.118, Sep.
• Hway-Boon Ong, Chin-Hong Puah, Muzafar Shah Habibullah, 2006, "Interdependence of ASEAN Business Cycles," Frontiers in Finance and Economics, SKEMA Business School, volume 3, issue 1, pages 69-78, June.
• Mohamed El Hedi Arouri, 2006, "Are Stock Markets Integrated? Evidence from a Partially Segmented ICAPM with Asymmetric Effects," Frontiers in Finance and Economics, SKEMA Business School, volume 3, issue 2, pages 70-94, December.
• Franco Neto, Afonso Arinos de Mello & Issler, João Victor & Guillen, Osmani Teixeira Carvalho, 2006, "The welfare cost of macroeconomic uncertainty in the post-war period," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 624, Sep.
• Marco Del Negro & Frank Schorfheide, 2006, "Forming priors for DSGE models (and how it affects the assessment of nominal rigidities)," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2006-16.
• Barry E. Jones & Travis D. Nesmith, 2006, "Linear cointegration of nonlinear time series with an application to interest rate dynamics," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2007-03.
• Lawrence J. Christiano & Joshua M. Davis, 2006, "Two flaws in business cycle accounting," Working Paper Series, Federal Reserve Bank of Chicago, number WP-06-10.
• Torben G. Andersen & Luca Benzoni, 2006, "Do bonds span volatility risk in the U.S. Treasury market? a specification test for affine term structure models," Working Paper Series, Federal Reserve Bank of Chicago, number WP-06-15.
• Jeremy M. Piger & Robert H. Rasche, 2006, "Inflation: do expectations trump the gap?," Working Papers, Federal Reserve Bank of St. Louis, number 2006-013, DOI: 10.20955/wp.2006.013.
• Patrick J. Kehoe, 2006, "How to advance theory with structural VARs: use the Sims-Cogley-Nason approach," Staff Report, Federal Reserve Bank of Minneapolis, number 379.
• Argia M. Sbordone, 2006, "U.S. wage and price dynamics: a limited information approach," Staff Reports, Federal Reserve Bank of New York, number 256, Aug.
• Yongsung Chang & Taeyoung Doh & Frank Schorfheide, 2006, "Non-stationary hours in a DSGE model," Working Papers, Federal Reserve Bank of Philadelphia, number 06-3.
• Sungbae An & Frank Schorfheide, 2006, "Bayesian analysis of DSGE models," Working Papers, Federal Reserve Bank of Philadelphia, number 06-5.
• Robert Gagné & Simon van Norden & Bruno Versaevel, 2006, "Testing Optimal Punishment Mechanisms under Price Regulation: the Case of the Retail Market for Gasoline," Working Papers, Groupe d'Analyse et de Théorie Economique Lyon St-Etienne (GATE Lyon St-Etienne), Université de Lyon, number 0611, Oct.
• Joseph P. Byrne & Roger Perman, 2006, "Unit Roots and Structural Breaks: A Survey of the Literature," Working Papers, Business School - Economics, University of Glasgow, number 2006_10, Oct.
• Mustafa Caglayan & Feng Jiang, 2006, "Reexamining the linkages between inflation and output growth: A bivariate ARFIMA-FIGARCH approach," Working Papers, Business School - Economics, University of Glasgow, number 2006_8, Jun.
• João Sousa Andrade, 2006, "Mobilidade do Capital e Sustentabilidade Externa: uma aplicação da tese de F-H a Portugal (1910-2004)," GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra, number 2006-04.