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

• Nadeem Ul Haque & M. Ali Kemal, 2007, "Impact of Export Subsidies on Pakistan’s Exports," PIDE-Working Papers, Pakistan Institute of Development Economics, number 2007:26.
• Manuel Mota Freitas Martins, 2007, "Terá a política monetária do Banco Central Europeu sido adequada para Portugal (1999-2007)?," FEP Working Papers, Universidade do Porto, Faculdade de Economia do Porto, number 252, Nov.
• Mynbayev, Kairat, 2007, "OLS Asymptotics for Vector Autoregressions with Deterministic Regressors," MPRA Paper, University Library of Munich, Germany, number 101688, revised 2018.
• Louis, Rosmy & Osman, Mohammad & Balli, FAruk, 2007, "On The Road to Monetary Union – Do Arab Gulf Cooperation Council Economies React in the same way to United States' Monetary Policy Shocks?," MPRA Paper, University Library of Munich, Germany, number 11610, Dec, revised Nov 2008.
• Mandler, Martin, 2007, "Decomposing Federal Funds Rate forecast uncertainty using real-time data," MPRA Paper, University Library of Munich, Germany, number 13498, Feb, revised Jan 2009.
• Fanelli, Luca, 2007, "Evaluating the New Keynesian Phillips Curve under VAR-based learning," MPRA Paper, University Library of Munich, Germany, number 1616, Jan.
• Levent, Korap, 2007, "Turkish money demand, revisited: some implications for inflation and currency substitution under structural breaks," MPRA Paper, University Library of Munich, Germany, number 19479.
• Levent, Korap & Özgür, Aslan, 2007, "Exogenous characteristics of short-term capital flows: can they be under control? evidence from Turkey," MPRA Paper, University Library of Munich, Germany, number 19504.
• Levent, Korap, 2007, "Modeling purchasing power parity using co-integration: evidence from Turkey," MPRA Paper, University Library of Munich, Germany, number 19584, Sep.
• Levent, Korap, 2007, "Impact of Exchange Rate Changes on Domestic Inflation: he Turkish Experience," MPRA Paper, University Library of Munich, Germany, number 19589, Dec.
• Levent, Korap, 2007, "Does the interest differential explain future exchange rate return? a re-examination of the UIP hypothesis for the Turkish economy," MPRA Paper, University Library of Munich, Germany, number 19618.
• Caiado, Jorge & Crato, Nuno, 2007, "A GARCH-based method for clustering of financial time series: International stock markets evidence," MPRA Paper, University Library of Munich, Germany, number 2074.
• 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.
• Levent, Korap, 2007, "Testing quantity theory of money for the Turkish economy," MPRA Paper, University Library of Munich, Germany, number 21704.
• Levent, Korap, 2007, "Testing causal relationships between energy consumption, real income and prices: evidence from Turkey," MPRA Paper, University Library of Munich, Germany, number 21834.
• Levent, Korap, 2007, "Structural VAR identification of the Turkish business cycles," MPRA Paper, University Library of Munich, Germany, number 21971.
• Waheed, Muhammad, 2007, "Central bank intervention, sterilization and monetary independence: the case of Pakistan," MPRA Paper, University Library of Munich, Germany, number 2328, Mar, revised Mar 2007.
• Mandler, Martin, 2007, "The Taylor rule and interest rate uncertainty in the U.S. 1955-2006," MPRA Paper, University Library of Munich, Germany, number 2340, Mar.
• Bilgili, Faik, 2007, "The Permanent and Transitory Effects on Consumption and Income: Evidence from the Turkish Economy," MPRA Paper, University Library of Munich, Germany, number 24090, May, revised 20 Jul 2010.
• Cifter, Atilla & Ozun, Alper, 2007, "Multi-scale Causality between Energy Consumption and GNP in Emerging Markets: Evidence from Turkey," MPRA Paper, University Library of Munich, Germany, number 2483, Mar.
• Cifter, Atilla & Ozun, Alper, 2007, "Monetary Transmission Mechanism in the New Economy: Evidence from Turkey (1997-2006)," MPRA Paper, University Library of Munich, Germany, number 2486, Jan.
• Ozun, Alper & Cifter, Atilla, 2007, "Nonlinear Combination of Financial Forecast with Genetic Algorithm," MPRA Paper, University Library of Munich, Germany, number 2488, Feb.
• Cifter, Atilla & Ozun, Alper, 2007, "The Predictive Performance of Asymmetric Normal Mixture GARCH in Risk Management: Evidence from Turkey," MPRA Paper, University Library of Munich, Germany, number 2489, Jan.
• Kitov, Ivan & Kitov, Oleg & Dolinskaya, Svetlana, 2007, "Inflation as a function of labor force change rate: cointegration test for the USA," MPRA Paper, University Library of Munich, Germany, number 2734, Jan.
• Kitov, Ivan & Kitov, Oleg & Dolinskaya, Svetlana, 2007, "Relationship between inflation, unemployment and labor force change rate in France: cointegration test," MPRA Paper, University Library of Munich, Germany, number 2736, Feb.
• Foresti, Pasquale, 2007, "Is Latin America an Optimal Currency Area? Evidence from a Structural Vector Auto-regression analysis," MPRA Paper, University Library of Munich, Germany, number 2961, Aug, revised Apr 2008.
• Mamoon, Dawood, 2007, "Macro Economic Uncertainty of 1990s and Volatility at Karachi Stock Exchange," MPRA Paper, University Library of Munich, Germany, number 3219, May.
• Leitão, João, 2007, "The Taylor Effect on the Performances of the Red Devils’ Football Brand," MPRA Paper, University Library of Munich, Germany, number 3244, May.
• Westerlund, Joakim & Basher, Syed A., 2007, "Mixed Signals Among Tests for Panel Cointegration," MPRA Paper, University Library of Munich, Germany, number 3261, May.
• Westerlund, Joakim & Basher, Syed A., 2007, "Testing for Convergence in Carbon Dioxide Emissions Using a Century of Panel Data," MPRA Paper, University Library of Munich, Germany, number 3262, May.
• Ozun, Alper & Cifter, Atilla & Yilmazer, Sait, 2007, "Filtered Extreme Value Theory for Value-At-Risk Estimation," MPRA Paper, University Library of Munich, Germany, number 3302, May.
• Silva Lopes, Artur C. & M. Monteiro, Olga Susana, 2007, "The expectations hypothesis of the term structure: some empirical evidence for Portugal," MPRA Paper, University Library of Munich, Germany, number 3437, May.
• Fuentes-Albero, Cristina, 2007, "Technology Shocks, Statistical Models, and The Great Moderation," MPRA Paper, University Library of Munich, Germany, number 3589, Jun.
• Sun, David & Lin, William T. & Nieh, Chien-Chung, 2007, "Long run credit risk diversification: empirical decomposition of corporate bond spreads," MPRA Paper, University Library of Munich, Germany, number 37283, Oct, revised Jul 2008.
• Stavarek, Daniel, 2007, "Comparative analysis of the exchange market pressure in Central European countries with the Eurozone membership perspective," MPRA Paper, University Library of Munich, Germany, number 3906, Jun.
• Pereira, Vitor, 2007, "The possible impacts of energy imports in the economic growth of USA
  [Os Possíveis Impactos da Importação de Energia no Crescimento Económico dos EUA]," MPRA Paper, University Library of Munich, Germany, number 4180, Jun.
• Weber, Enzo, 2007, "Economic Integration and the Foreign Exchange," MPRA Paper, University Library of Munich, Germany, number 4737, Jun, revised Sep 2007.
• Weber, Enzo, 2007, "Who Leads Financial Markets?," MPRA Paper, University Library of Munich, Germany, number 5099, Apr, revised Oct 2007.
• Serwa, Dobromił, 2007, "Larger crises cost more: impact of banking sector instability on output growth," MPRA Paper, University Library of Munich, Germany, number 5101.
• Puah, Chin-Hong & Kueh, Jerome Swee-Hui & Lau, Evan, 2007, "The Implications Of Emergence Of China Towards Asean-5: Fdi-Gdp Perspective," MPRA Paper, University Library of Munich, Germany, number 5219, Oct.
• Kueh, Jerome Swee-Hui & Puah, Chin-Hong & Lau, Evan & Abu Mansor, Shazali, 2007, "FDI-trade nexus: empirical analysis on ASEAN-5," MPRA Paper, University Library of Munich, Germany, number 5220, Oct.
• erdogdu, oya safinaz, 2007, "The Effects of Energy Imports: The Case of Turkey," MPRA Paper, University Library of Munich, Germany, number 5413, Nov.
• de Silva, Ashton, 2007, "A multivariate innovations state space Beveridge Nelson decomposition," MPRA Paper, University Library of Munich, Germany, number 5431, Oct.
• Nandwa, Boaz & Mohan, Ramesh, 2007, "A Monetary Approach to Exchange Rate Dynamics in Low-Income Countries: Evidence from Kenya," MPRA Paper, University Library of Munich, Germany, number 5581, Nov.
• Mohan, Ramesh & Nandwa, Boaz, 2007, "Testing Export-led Growth Hypothesis in Kenya: An ADRL Bounds Test Approach," MPRA Paper, University Library of Munich, Germany, number 5582, Nov.
• Stevans, Lonnie, 2007, "The Relationship Among African American Male Earnings, Employment, Incarceration and Immigration: A Time Series Approach," MPRA Paper, University Library of Munich, Germany, number 5594, Oct.
• Arevilca Vasquez, Bismarck Javier & Risso Charquero, Adrian Winston, 2007, "Balance of payments constrained growth model: evidence for Bolivia 1953-2002," MPRA Paper, University Library of Munich, Germany, number 5645, Sep.
• Gómez, Manuel & Ventosa-Santaulària, Daniel, 2007, "Income convergence: the Dickey-Fuller test under the simultaneous presence of stochastic and deterministic trends," MPRA Paper, University Library of Munich, Germany, number 58778.
• Weber, Enzo, 2007, "Regional and Outward Economic Integration in South-East Asia," MPRA Paper, University Library of Munich, Germany, number 6136, Apr, revised Dec 2007.
• Ahoniemi, Katja & Lanne, Markku, 2007, "Joint Modeling of Call and Put Implied Volatility," MPRA Paper, University Library of Munich, Germany, number 6318.
• Fugarolas, Guadalupe & Mañalich, Isis & Matesanz, David, 2007, "Are Exports Causing Growth? Evidence On International Trade Expansion In Cuba, 1960-2004," MPRA Paper, University Library of Munich, Germany, number 6323, Dec.
• Caiado, Jorge & Crato, Nuno & Peña, Daniel, 2007, "Comparison of time series with unequal length," MPRA Paper, University Library of Munich, Germany, number 6605, Dec.
• Carrasco-Gutierrez, Carlos Enrique & Reis Gomes, Fábio Augusto, 2007, "Evidence on Common Feature and Business Cycle Synchronization in Mercosur," MPRA Paper, University Library of Munich, Germany, number 66064, revised 2009.
• Caiado, Jorge & Crato, Nuno, 2007, "Identifying common spectral and asymmetric features in stock returns," MPRA Paper, University Library of Munich, Germany, number 6607, Dec.
• Caiado, Jorge, 2007, "Forecasting water consumption in Spain using univariate time series models," MPRA Paper, University Library of Munich, Germany, number 6610, Sep.
• Khan, Muhammad Arshad & Qayyum, Abdul, 2007, "Exchange Rate Determination In Pakistan: Evidence Based On Purchasing Power Parity Theory," MPRA Paper, University Library of Munich, Germany, number 6754, Dec.
• Sinha Roy, Saikat, 2007, "Demand and Supply Factors in the Determination of India's Disaggregated Manufactured Exports: A Simultaneous Error-Correction Aprroach," MPRA Paper, University Library of Munich, Germany, number 68589, May.
• Hatipoglu, Ozan & Alper, C. Emre, 2007, "Estimating Central Bank Behavior in Emerging Markets: The Case of Turkey," MPRA Paper, University Library of Munich, Germany, number 7107, revised Jan 2008.
• Christoffel, Kai & Coenen, Gunter & Warne, Anders, 2007, "Conditional versus unconditional forecasting with the New Area-Wide Model of the euro area," MPRA Paper, University Library of Munich, Germany, number 76759, Jul.
• Proietti, Tommaso & Riani, Marco, 2007, "Transformations and Seasonal Adjustment: Analytic Solutions and Case Studies," MPRA Paper, University Library of Munich, Germany, number 7862, Dec.
• Wagatha, Matthias, 2007, "Integration, Kointegration und die Langzeitprognose von Kreditausfallzyklen
  [Integration, Cointegration and Long-Horizont Forecasting of Credit-Default-Cycles]," MPRA Paper, University Library of Munich, Germany, number 8572, Jul.
• Wagatha, Matthias, 2007, "Integration, Kointegration und die Langzeitprognose von Kreditausfallzyklen
  [Integration, Cointegration and Long-Horizont Forecasting of Credit-Default-Cycles]," MPRA Paper, University Library of Munich, Germany, number 8602, Jul.
• Erdogdu, Oya Safinaz, 2007, "Özel Sektör Tasarruflarında Mali Politika Etkileri
  [The Effect of Fiscal Policy on Private Sector Savings]," MPRA Paper, University Library of Munich, Germany, number 8681, Nov, revised 18 Jan 2008.
• Venier, Guido, 2007, "A new Model for Stock Price Movements," MPRA Paper, University Library of Munich, Germany, number 9146, Aug.
• Fanelli, Luca & Paruolo, Paolo, 2007, "Speed of Adjustment in Cointegrated Systems," MPRA Paper, University Library of Munich, Germany, number 9174, Jun.
• Degiannakis, Stavros & Xekalaki, Evdokia, 2007, "Assessing the Performance of a Prediction Error Criterion Model Selection Algorithm in the Context of ARCH Models," MPRA Paper, University Library of Munich, Germany, number 96324.
• Degiannakis, Stavros & Xekalaki, Evdokia, 2007, "Simulated Evidence on the Distribution of the Standardized One-Step-Ahead Prediction Errors in ARCH Processes," MPRA Paper, University Library of Munich, Germany, number 96326.
• Angelidis, Timotheos & Degiannakis, Stavros, 2007, "Backtesting VaR Models: A Τwo-Stage Procedure," MPRA Paper, University Library of Munich, Germany, number 96327.
• 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.
• 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.
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• 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(0x9c505648), 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.