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

• 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.

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.
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• 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.
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• 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.