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

• 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.
• 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, DOI: 10.21034/sr.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.
• Dierk Herzer & Rainer Klump, 2006, "Poverty, Government Transfers, and the Business Cycle: Evidence for the United States," Ibero America Institute for Econ. Research (IAI) Discussion Papers, Ibero-America Institute for Economic Research, number 141, Jun.
• Vincent Bouvatier, 2006, "Hot Money Inflows in China: How the People's Bank of China Took up the Challenge," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00111153, Feb.
• A. Durre & H. Beltran & P. Giot, 2006, "Volatility regimes and the provision of liquidity in order book markets," Post-Print, HAL, number hal-00260870, Jun.
• A. Durre & H. Beltran & P. Giot, 2006, "Volatility regimes and the provision of liquidity in order book markets," Post-Print, HAL, number hal-00260906, Apr.
• Frédéric Dufourt, 2006, "Demand and Productivity Components of Business Cycles : Estimates and Implications," Post-Print, HAL, number hal-00279149, DOI: 10.1016/j.jmoneco.2005.08.011.
• Thomas Jobert & Irem Zeyneloğlu, 2006, "Peut-on parler de déficit jumeaux pour la Turquie ? Une étude empirique sur la période 1988-2000," Post-Print, HAL, number hal-00279391, DOI: 10.3917/ecoi.105.0063.
• Laurent-Emmanuel Calvet & Adlai J. Fisher & Samuel B. Thompson, 2006, "Volatility Comovement: a multifrequency approach," Post-Print, HAL, number hal-00459667, Mar, DOI: 10.1016/j.jeconom.2005.01.008.
• Vincent Bouvatier, 2006, "Hot Money Inflows in China: How the People's Bank of China Took up the Challenge," Post-Print, HAL, number halshs-00111153, Feb.
• Jean-Pierre Allegret & Alain Sand-Zantman, 2006, "Disentangling business cycles and macroeconomic policy in Mercosur: a VAR and unobserved components model approaches," Post-Print, HAL, number halshs-00134317, Sep.
• Wajih Khallouli & Mohamed Ayadi & Riadh Boudhina & René Sandretto, 2006, "La contagion de la crise asiatique : dynamiques de court terme et de long terme," Post-Print, HAL, number halshs-00137599.
• Robert Gagné & Simon van Norden & Bruno Versaevel, 2006, "Testing Optimal Punishment Mechanisms under Price Regulation: the Case of the Retail Market for Gasoline," Post-Print, HAL, number halshs-00142516, Oct.
• Mohamed El Hedi Arouri, 2006, "Are Stock Markets Integrated? Evidence from a Partially Segmented ICAPM with Asymmetric Effects," Post-Print, HAL, number halshs-00184262.
• Gilles Dufrénot & Laurent Mathieu & Valérie Mignon & Anne Peguin-Feissolle, 2006, "Persistent misalignments of the European exchange rates: some evidence from non-linear cointegration," Post-Print, HAL, number halshs-00256876, DOI: 10.1080/00036840500390262.
• Jean-Pierre Allegret & Alain Sand-Zantman, 2006, "Disentabling business cycles and macroeconomic policy in Mercosur: a VAR and unobserved components model approaches," Post-Print, HAL, number halshs-00262366.
• Matthieu Lemoine, 2006, "Annex A5 : A model of the stochastic convergence between euro area business cycles," Sciences Po Economics Publications (main), HAL, number hal-00972793, Sep.
• Mohamed El Hedi Arouri, 2006, "Are Stock Markets Integrated? Evidence from a Partially Segmented ICAPM with Asymmetric Effects," Working Papers, HAL, number hal-00387109.
• Matthieu Lemoine, 2006, "Annex A5 : A model of the stochastic convergence between euro area business cycles," Working Papers, HAL, number hal-00972793, Sep.
• Declan Curran & Michael Funke, 2006, "Taking the Temperature - Forecasting GDP Growth for Mainland China," Quantitative Macroeconomics Working Papers, Hamburg University, Department of Economics, number 20606, Jun.
• Frömmel, Michael & Schmidt, Torsten, 2006, "Bank Lending and Asset Prices in the Euro Area," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-342, Jul.
• Ulrich Fritsche & Jan Gottschalk, 2006, "The New Keynesian Model and the Long-run Vertical Phillips Curve: Does it hold for Germany?," Macroeconomics and Finance Series, University of Hamburg, Department of Socioeconomics, number 200601, Apr.
• Maican, Florin G. & Sweeney, Richard J., 2006, "Real Exchange Rate Adjustment In European Transition Countries," Working Papers in Economics, University of Gothenburg, Department of Economics, number 202, Feb.
• Westerlund, Joakim & Edgerton , David, 2006, "New Improved Tests for Cointegration with Structural Breaks," Working Papers, Lund University, Department of Economics, number 2006:3, Jan.
• Westerlund, Joakim & Edgerton, David, 2006, "Simple Tests for Cointegration in Dependent Panels with Structural Breaks," Working Papers, Lund University, Department of Economics, number 2006:13, May, revised 28 Jan 2007.
• Bjørnland, Hilde C. & Brubakk, Leif & Jore, Anne Sofie, 2006, "Forecasting inflation with an uncertain output gap," Memorandum, Oslo University, Department of Economics, number 11/2006, May.
• Lindblad, Hans & Sellin, Peter, 2006, "A Simultaneous Model of the Swedish Krona, the US Dollar and the Euro," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 193, May.
• Simonsen, Ola, 2006, "The Impact of News Releases on Trade Durations in Stocks -Empirical Evidence from Sweden," Umeå Economic Studies, Umeå University, Department of Economics, number 688, Aug.
• Simonsen, Ola, 2006, "Stock Data, Trade Durations, And Limit Order Book Information," Umeå Economic Studies, Umeå University, Department of Economics, number 689, Aug.
• Alexius, Annika & Post, Erik, 2006, "Cointegration and the stabilizing role of exchange rates," Working Paper Series, Uppsala University, Department of Economics, number 2006:8, Feb.
• Ågren, Martin, 2006, "Does Oil Price Uncertainty Transmit to Stock Markets?," Working Paper Series, Uppsala University, Department of Economics, number 2006:23, Oct.
• Sugita, Katsuhiro & 杉田, 勝弘, 2006, "Bayesian Analysis of Dynamic Multivariate Models with Multiple Structural Breaks," Discussion Papers, Graduate School of Economics, Hitotsubashi University, number 2006-14, Nov.
• Sugita, Katsuhiro & 杉田, 勝弘, 2006, "Time Series Analysis of the Expectations Hypothesis for the Japanese Term Structure of Interest Rates in the Presence of Multiple Structural Breaks," Discussion Papers, Graduate School of Economics, Hitotsubashi University, number 2006-15, Nov.
• Yin-wong Cheung, 2006, "An Empirical Model of Daily Highs and Lows," Working Papers, Hong Kong Institute for Monetary Research, number 072006, May.
• Hiroaki Chigira & Taku Yamamoto, 2006, "Cointegration, Integration, and Long-Term Forcasting," Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number d05-148, Mar.
• Hiroaki Chigira & Taku Yamamoto, 2006, "Forcasting in large cointegrated processes," Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number d06-169, Jun.
• Osmani Teixeira de Carvalho Guillén & João Victor Issler & George Athanasopoulos, 2006, "Forecasting Accuracy and Estimation Uncertainty using VAR Models with Short- and Long-Term Economic Restrictions: A Monte-Carlo Study," IBMEC RJ Economics Discussion Papers, Economics Research Group, IBMEC Business School - Rio de Janeiro, number 2006-01, Jan.
• João Victor Issler & Afonso Arinos de Mello Franco & Osmani Teixeira de Carvalho Guillén, 2006, "The Welfare Cost of Macroeconomic Uncertainty in the Post-War Period," IBMEC RJ Economics Discussion Papers, Economics Research Group, IBMEC Business School - Rio de Janeiro, number 2006-02, Jan.
• Claudio Morana, 2006, "International Stock Markets Comovements: the Role of Economic and Financial Integration," ICER Working Papers, ICER - International Centre for Economic Research, number 25-2006, Jul.
• Andrea Beltratti & Claudio Morana, 2006, "Comovements in International Stock Markets," ICER Working Papers, ICER - International Centre for Economic Research, number 3-2006, Jul.
• Andrea Beltratti & Claudio Morana, 2006, "Net Inflows and Time-Varying Alphas: The Case of Hedge Funds," ICER Working Papers, ICER - International Centre for Economic Research, number 30-2006, Jul.
• Claudio Morana, 2006, "Multivariate modelling of long memory processes with common components," ICER Working Papers, ICER - International Centre for Economic Research, number 40-2006, Jul.
• Fève, Patrick & Guay, Alain, 2006, "Identification of Technology Shocks in Structural VARs," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse, number 383, Feb.
• Latif Kharie, 2006, "Hubungan Kausal Dinamis antara Variabel-Variabel Moneter Utama dan Output: Kasus Indonesia di Bawah Sistem Nilai Tukar Mengambang dan Mengambang Terkendali," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 9, issue 1, pages 75-112, July, DOI: https://doi.org/10.21098/bemp.v9i1..
• Latif Kharie, 2006, "Hubungan Kausal Dinamis Antara Variabel-Variabel Moneter Utama Dan Output: Kasus Indonesia Di Bawah Sistem Nilai Tukar Mengambang Dan Mengambang Terkendali," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 9, issue 1, pages 75-112, July, DOI: https://doi.org/10.21098/bemp.v9i1..
• Yati Nuryati & Hermanto Siregar & Anny Ratnawati, 2006, "Dampak Kebijakan Inflation Targeting terhadap Beberapa Variabel Makroekonomi di Indonesia," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 9, issue 1, pages 113-134, July, DOI: https://doi.org/10.21098/bemp.v9i1..
• M. Maulana Al Arif & Achmad Tohari, 2006, "Peranan Kebijakan Moneter dalam Menjaga Stabilitas Perekonomian Indonesia sebagai Respon Terhadap Fluktuasi Perekonomian Dunia," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 9, issue 2, pages 145-177, October, DOI: https://doi.org/10.21098/bemp.v9i2..
• M. Maulana Al Arif & Achmad Tohari, 2006, "Peranan Kebijakan Moneter Dalam Menjaga Stabilitas Perekonomian Indonesia Sebagai Respon Terhadap Fluktuasi Perekonomian Dunia," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 9, issue 2, pages 145-177, October, DOI: https://doi.org/10.21098/bemp.v9i2..
• Michel Normandin, 2006, "The Effects of Monetary-Policy Shocks on Real Wages: A Multi-Country Investigation The Effects of Monetary-Policy Shocks on Real Wages: A Multi-Country Investigationv," Cahiers de recherche, HEC Montréal, Institut d'économie appliquée, number 06-04, Apr.
• Luc Bauwens & Jeroen V.K. Rombouts, 2006, "Bayesian inference for the mixed conditional heteroskedasticity model," Cahiers de recherche, HEC Montréal, Institut d'économie appliquée, number 06-07, Jun.
• Robert Gagné & Simon van Norden & Bruno Versaevel, 2006, "Testing Optimal Punishment Mechanisms under Price Regulation: the Case of the Retail Market for Gasoline," Cahiers de recherche, HEC Montréal, Institut d'économie appliquée, number 06-12, Oct.
• Marcus J. Chambers & J. Roderick McCrorie, 2006, "Identification And Estimation Of Exchange Rate Models With Unobservable Fundamentals," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 47, issue 2, pages 573-582, May.
• Massimiliano Marcellino & George Kapetanios, 2006, "Impulse Response Functions from Structural Dynamic Factor Models:A Monte Carlo Evaluation," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 306.
• Jumah, Adusei & Kunst, Robert M., 2006, "Seasonal Cycles in European Agricultural Commodity Prices," Economics Series, Institute for Advanced Studies, number 192, Sep.
• Cem KADILAR & Muammer ŞİMŞEK, 2006, "Döviz kurundaki değişkenliğin Türkiye’nin ithalatına uzun dönemli etkisi," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 21, issue 240, pages 122-135.
• Nildağ Başak CEYLAN, 2006, "Faiz oranı ve enflasyon belirsizliği ilişkisi," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 21, issue 240, pages 98-114.
• Seda ŞENGÜL & İsmail TUNCER, 2006, "Türkiye’de enerji tüketimi ve ekonomik büyüme: 1960-2000," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 21, issue 242, pages 69-80.
• Şahabettin GÜNEŞ, 2006, "Türk dış ticaretinin uzun dönem dengesi üzerine ekonometrik bir analiz," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 21, issue 245, pages 93-102.
• Murat DOĞANLAR & Harun BAL & Mehmet ÖZMEN, 2006, "Türkiye ile Almanya arasındaki dış ticaretin ekonometrik analizi ve gümrük birliği sonrası karşılaştırma," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 21, issue 248, pages 50-65.
• Erman ERBAYKAL & Dilek SÜREKÇİ, 2006, "İhracata dayalı büyüme hipotezinin Türkiye’de 1974-2004 dönemi için sınır (bound) testi yaklaşımı ile incelenmesi," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 21, issue 249, pages 37-45.
• Peter G. Szilagyi & Jonathan A. Batten, 2006, "Arbitrage, Covered Interest Parity and Long-Term Dependence between the US Dollar and the Yen," The Institute for International Integration Studies Discussion Paper Series, IIIS, number iiisdp128, Apr.
• Dimitrios Malliaropulos & Ekaterini Panopoulou & Nikitas Pittis & Theologos Pantelidis, 2006, "The Contribution of Growth and Interest Rate Differentials to the Persistence of Real Exchange Rates," The Institute for International Integration Studies Discussion Paper Series, IIIS, number iiisdp135, May.
• Troy D. Matheson, 2006, "Factor Model Forecasts for New Zealand," International Journal of Central Banking, International Journal of Central Banking, volume 2, issue 2, May.
• Argia M. Sbordone, 2006, "U.S. Wage and Price Dynamics: A Limited-Information Approach," International Journal of Central Banking, International Journal of Central Banking, volume 2, issue 3, September.
• Mr. Roland Straub & Gert Peersman, 2006, "Putting the New Keynesian Model to a Test," IMF Working Papers, International Monetary Fund, number 2006/135, May.
• Darius Hinz & Camille Logeay, 2006, "Forecasting Employment for Germany," IMK Working Paper, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute, number 01-2006, revised Jan 2006.
• Ashima Goyal & Arjun Singh, 2006, "Through a glass darkly: Deciphering the impact of oil price shocks," Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India, number 2006-012, Dec.
• Rodrigo Fuentes & Mauricio Larraín & Klaus Schmidt-Hebbel, 2006, "Sources of Growth and Behavior of TFP in Chile," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., volume 43, issue 127, pages 113-142.
• Maurizio Bovi, 2006, "The Cyclical Behavior of Shadow and Regular Employment," ISAE Working Papers, ISTAT - Italian National Institute of Statistics - (Rome, ITALY), number 62, Jan.
• Jaeger, David A. & Paserman, M. Daniele, 2006, "Israel, the Palestinian Factions, and the Cycle of Violence," IZA Discussion Papers, IZA Network @ LISER, number 1923, Jan.
• Önder Hanedar & Elmas Yaldýz & Özgül Bilici & Onur Akkaya, 2006, "Long Run Profit Maximization in Turkish Manufacturing Sector," Papers of the Annual IUE-SUNY Cortland Conference in Economics, Izmir University of Economics, in: Oguz Esen & Ayla Ogus, "Proceedings of the Conference on Human and Economic Resources".
• Richard Dennis, 2006, "The policy preferences of the US Federal Reserve," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 21, issue 1, pages 55-77, DOI: 10.1002/jae.808.
• Fabio Busetti, 2006, "Tests of seasonal integration and cointegration in multivariate unobserved component models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 21, issue 4, pages 419-438, DOI: 10.1002/jae.852.
• Donald Robertson & Anthony Garratt & Stephen Wright, 2006, "Permanent vs transitory components and economic fundamentals," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 21, issue 4, pages 521-542, DOI: 10.1002/jae.850.
• Helmut Lütkepohl & Ralf Brüggemann, 2006, "A small monetary system for the euro area based on German data," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 21, issue 6, pages 683-702, DOI: 10.1002/jae.864.
• Cheng Hsiao & Zijun Wang & Jian Yang & Qi Li, 2006, "The emerging market crisis and stock market linkages: further evidence," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 21, issue 6, pages 727-744, DOI: 10.1002/jae.889.
• Barbara Rossi & Elena Pesavento, 2006, "Small-sample confidence intervals for multivariate impulse response functions at long horizons," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 21, issue 8, pages 1135-1155, DOI: 10.1002/jae.894.
• Markku Lanne, 2006, "Nonlinear dynamics of interest rate and inflation," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 21, issue 8, pages 1157-1168, DOI: 10.1002/jae.908.
• Paul Mizen & Anindya Banerjee, 2006, "A re-interpretation of the linear quadratic model when inventories and sales are polynomially cointegrated," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 21, issue 8, pages 1249-1264, DOI: 10.1002/jae.892.
• Berlin Wu & Liyang Chen, 2006, "Use of Partial Cumulative Sum to Detect Trends and Change Periods for Nonlinear Time Series," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, volume 2, issue 2, pages 123-145, July.
• Ruhul A. Salim, 2006, "Measuring Productive Efficiency Incorporating Firms¡¯ Heterogeneity: An Empirical Analysis," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, volume 31, issue 1, pages 135-147, June.
• Chiung-Ju Huang, 2006, "Government Expenditures In China And Taiwan: Do They Follow Wagner¡¯S Law?," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, volume 31, issue 2, pages 139-148, December.
• Silika Prohl & Friedrich G. Schneider, 2006, "Sustainability of Public Debt and Budget Deficit: Panel cointegration analysis for the European Union Member countries," Economics working papers, Department of Economics, Johannes Kepler University Linz, Austria, number 2006-10, Jul.
• Jungmittag Andre & Grupp Hariolf, 2006, "Wechselwirkungen zwischen Innovations- und Wachstumsprozessen in Deutschland 1951-1999 im Vergleich zu 1850-1913 / Dynamic Relationships Between Innovation Activities and Per Capita Income in Germany 1951-1999 in Comparison to 1850-1913," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 226, issue 2, pages 180-207, April, DOI: 10.1515/jbnst-2006-0204.
• Håvard Hungnes & Hilde C. Bjørnland, 2006, "The importance of interest rates for forecasting the exchange rate," Journal of Forecasting, John Wiley & Sons, Ltd., volume 25, issue 3, pages 209-221, DOI: 10.1002/for.983.
• Pami Dua & Anirvan Banerji & Stephen M. Miller, 2006, "Performance evaluation of the New Connecticut Leading Employment Index using lead profiles and BVAR models," Journal of Forecasting, John Wiley & Sons, Ltd., volume 25, issue 6, pages 415-437, DOI: 10.1002/for.996.
• Jorge Pérez-Rodríguez, 2006, "The Euro and Other Major Currencies Floating Against the U.S. Dollar," Atlantic Economic Journal, Springer;International Atlantic Economic Society, volume 34, issue 4, pages 367-384, December, DOI: 10.1007/s11293-006-9042-x.
• Ard Reijer & Peter Vlaar, 2006, "Forecasting Inflation: An Art as Well as a Science!," De Economist, Springer, volume 154, issue 1, pages 19-40, March, DOI: 10.1007/s10645-006-0002-2.
• Massimo Giovannini & Margherita Grasso & Alessandro Lanza & Matteo Manera, 2006, "Conditional correlations in the returns on oil companies stock prices and their determinants," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 33, issue 4, pages 193-207, September, DOI: 10.1007/s10663-006-9001-4.
• Harald Badinger, 2006, "Fiscal shocks, output dynamics and macroeconomic stability: an empirical assessment for Austria (1983–2002)," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 33, issue 5, pages 267-284, December, DOI: 10.1007/s10663-006-9016-x.
• Asli Alici, 2006, "Causality Between Saving and Growth: The Turkish Case," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 12, issue 1, pages 139-139, February, DOI: 10.1007/s11294-006-6143-x.
• Miguel Lebre de Freitas, 2006, "Portugal–EU Convergence Revisited: Evidence for the Period 1960–2003," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 12, issue 3, pages 408-418, August, DOI: 10.1007/s11294-006-9028-0.
• Charles Leung & Youngman Leong & Siu Wong, 2006, "Housing Price Dispersion: An Empirical Investigation," The Journal of Real Estate Finance and Economics, Springer, volume 32, issue 3, pages 357-385, May, DOI: 10.1007/s11146-006-6806-7.
• Pushkar Maitra & Ranjan Ray, 2006, "Household expenditure patterns and resource pooling: evidence of changes in post-apartheid South Africa," Review of Economics of the Household, Springer, volume 4, issue 4, pages 325-347, December, DOI: 10.1007/s11150-006-0011-6.
• Gabriella Legrenzi, 2006, "The Permanent Effect of Domestic Income on the Growth of Governments," Keele Economics Research Papers, Centre for Economic Research, Keele University, number KERP 2006/19, Sep.
• Niels Framroze Møller, 2006, "Linking Simple Economic Theory Models and the Cointegrated Vector AutoRegressive Model: Some Illustrative Examples," Discussion Papers, University of Copenhagen. Department of Economics, number 06-15, Jun.
• Massimo Franchi, 2006, "A General Representation Theorem for Integrated Vector Autoregressive Processes," Discussion Papers, University of Copenhagen. Department of Economics, number 06-16, Aug.
• M.S.Rafiq, 2006, "Great Ratios, Balanced Growth and Stochastic Trends: Evidence for the Euro Area," Discussion Paper Series, Department of Economics, Loughborough University, number 2006_20, Nov.
• Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan, 2006, "Bayesian Inference in a Cointegrating Panel Data Model," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 06/2, Jan.
• Rodney W. Strachan & Herman K. van Dijk, 2006, "Model Uncertainty and Bayesian Model Averaging in Vector Autoregressive Processes," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 06/5, Feb.
• László Kónya & Jai Pal Singh, 2006, "Exports, Imports and Economic Growth in India," Working Papers, School of Economics, La Trobe University, number 2006.06, Dec.
• Viktors Ajevskis & Kristine Vitola, 2006, "A Factor Model of the Term Structure of Interest Rates and Risk Premium Estimation for Latvia's Money Market," Working Papers, Latvijas Banka, number 2006/01, Feb.
• Aleksejs Melihovs & Gundars Davidsons, 2006, "The Role of Production Progress and Human Capital in the Economic Growth of Latvia," Working Papers, Latvijas Banka, number 2006/03, Dec.
• Michel Normandin & Bruno Powo Fosso, 2006, "Global versus Country-Specific Shocks and International Business Cycles," Cahiers de recherche, CIRPEE, number 0601.
• Chris Heaton & Victor Solo, 2006, "Estimation of Approximate Factor Models: Is it Important to have a Large Number of Variables?," Research Papers, Macquarie University, Department of Economics, number 0605, Sep.
• George Milunovich, 2006, "Information Spillovers and Size-sorted Portfolios: Structural Evidence from Australia," Research Papers, Macquarie University, Department of Economics, number 0610, Dec.
• Thomas J. Flavin, 2006, "How Risk Averse are Fund Managers? Evidence from Irish Mutual Funds," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n1630206.
• Ekaterini Panopoulou & Dimitrios Malliaropulos & Theologos Pantelidis & Nikitas Pittis, 2006, "The Contribution of Growth and Interest Rate Differentials to the Persistence of Real Exchange Rates," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n1640306.
• Choi, Chi-Young & Mark, Nelson C. & Sul, Donggyu, 2006, "Unbiased Estimation of the Half-Life to PPP Convergence in Panel Data," Journal of Money, Credit and Banking, Blackwell Publishing, volume 38, issue 4, pages 921-938, June, DOI: 10.1353/mcb.2006.0052.
• Farrant, Katie & Peersman, Gert, 2006, "Is the Exchange Rate a Shock Absorber or a Source of Shocks? New Empirical Evidence," Journal of Money, Credit and Banking, Blackwell Publishing, volume 38, issue 4, pages 939-961, June, DOI: 10.1353/mcb.2006.0056.
• Pesaran, M. Hashem & Schuermann, Til & Treutler, Bjorn-Jakob & Weiner, Scott M., 2006, "Macroeconomic Dynamics and Credit Risk: A Global Perspective," Journal of Money, Credit and Banking, Blackwell Publishing, volume 38, issue 5, pages 1211-1261, August, DOI: 10.1353/mcb.2006.0074.
• Cho, Seonghoon & Moreno, Antonio, 2006, "A Small-Sample Study of the New-Keynesian Macro Model," Journal of Money, Credit and Banking, Blackwell Publishing, volume 38, issue 6, pages 1461-1481, September, DOI: 10.1353/mcb.2006.0078.
• Boriss Siliverstovs & Olena Bilan, 2006, "Modeling Inflation Dynamics in Transition Economies: The Case of Ukraine," Eastern European Economics, Taylor & Francis Journals, volume 43, issue 6, pages 66-81, December.
• Robert Dixon & David Shepherd, 2006, "The Cyclical Dynamics and Volatility of Australian Output and Employment," Department of Economics - Working Papers Series, The University of Melbourne, number 968.
• Centoni, Marco & Cubadda, Gianluca & Hecq, Alain, 2006, "Measuring the Sources of Cyclical Fluctuations in the G7 Economies," Economics & Statistics Discussion Papers, University of Molise, Department of Economics, number esdp06028, Apr.
• Vincent Bouvatier, 2006, "Hot money inflows in China: How the people's bank of China took up the challenge," Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1), number bla06011, Feb.