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

• 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.
• Fiorella Triscritti, 2007, "Free Trade and New Economic Powers: The Worldview of Peter Mandelson," RSCAS Working Papers, European University Institute, number 2007/11, Mar.
• Gianluca Cubadda, 2007, "A Unifying Framework for Analysing Common Cyclical Features in Cointegrated Time Series," CEIS Research Paper, Tor Vergata University, CEIS, number 102, May.
• Vincenzo Atella & Marco Centoni & Gianluca Cubadda, 2007, "Technology shocks, structural breaks and the effects on the business cycle," CEIS Research Paper, Tor Vergata University, CEIS, number 105, Oct.
• G. Everaert, 2007, "Estimating Long-Run Relationships between Observed Integrated Variables by Unobserved Component Methods," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 07/452, Jan.
• D.M. Nachane & Nishita Raje, 2007, "Financial Liberalisation and Monetary Policy," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, volume 1, issue 1, pages 47-83, March, DOI: 10.1177/097380100600100103.
• Ashima Goyal & Arjun Singh, 2007, "Through a Glass Darkly," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, volume 1, issue 2, pages 139-166, April, DOI: 10.1177/097380100700100201.
• David Meenagh & Patrick Minford & Michael Wickensy, 2007, "Testing a DSGE model of the EU using indirect inference," CDMA Conference Paper Series, Centre for Dynamic Macroeconomic Analysis, number 0709, Nov, revised Mar 2008.
• Muhammad Sadiq Ansari, 2007, "An Empirical Investigation of Cost Efficiency in the Banking Sector of Pakistan," SBP Research Bulletin, State Bank of Pakistan, Research Department, volume 3, pages 209-231.
• George A. Vamvoukas, 2007, "Trade Liberalization and Economic Expansion: A Sensitivity Analysis," South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, volume 5, issue 1, pages 71-88.
• Morten O. Ravn & Saverio Simonelli, 2007, "Labor Market Dynamics and the Business Cycle: Structural Evidence for the United States," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 182, Jul.
• Wen-Jen Tsay, 2007, "Maximum Likelihood Estimation of Stationary Multivariate ARFIMA Processes," IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan, number 07-A011, Dec.
• Jun Yu, 2007, "Bias in the Estimation of the Mean Reversion Parameter in Continuous Time Models," Working Papers, Singapore Management University, Sim Kee Boon Institute for Financial Economics, number CoFie-06-2008, Apr, revised Oct 2008.
• Jonas Stulz, 2007, "Exchange rate pass-through in Switzerland: Evidence from vector autoregressions," Economic Studies, Swiss National Bank, number 2007-04.
• Arvid Raknerud & Terje Skjerpen & Anders Swensen, 2007, "A linear demand system within a seemingly unrelated time series equations framework," Empirical Economics, Springer, volume 32, issue 1, pages 105-124, April, DOI: 10.1007/s00181-006-0074-5.
• Kent Friberg, 2007, "Intersectoral wage linkages: the case of Sweden," Empirical Economics, Springer, volume 32, issue 1, pages 161-184, April, DOI: 10.1007/s00181-006-0077-2.
• Martin Schmidt, 2007, "M1 demand and volatility," Empirical Economics, Springer, volume 32, issue 1, pages 85-104, April, DOI: 10.1007/s00181-006-0073-6.
• Andrea Nobili, 2007, "Assessing the predictive power of financial spreads in the euro area: does parameters instability matter?," Empirical Economics, Springer, volume 33, issue 1, pages 177-195, July, DOI: 10.1007/s00181-006-0098-x.
• John Dawson & Amit Sen, 2007, "New evidence on the convergence of international income from a group of 29 countries," Empirical Economics, Springer, volume 33, issue 2, pages 199-230, September, DOI: 10.1007/s00181-006-0099-9.
• Apostolos Serletis, 2007, "The Welfare Cost of Inflation," Springer Books, Springer, chapter 0, "The Demand for Money", DOI: 10.1007/978-0-387-71727-2_6.
• Lucia Alessi & Matteo Barigozzi & Marco Capasso, 2007, "A Review of Nonfundamentalness and Identification in Structural VAR Models," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2007/22, Oct.
• Arvid Raknerud & Terje Skjerpen & Anders Rygh Swensen, 2007, "Forecasting key macroeconomic variables from a large number of predictors: A state space approach," Discussion Papers, Statistics Norway, Research Department, number 504, May.
• Ralf Bruggemann & Carsten Trenkler, 2007, "Are Eastern European Countries Catching Up? Time Series Evidence for Czech Republic, Hungary and Poland," Applied Economics Letters, Taylor & Francis Journals, volume 14, issue 4, pages 245-249, DOI: 10.1080/13504850500425782.
• Syed Basher & Joakim Westerlund, 2007, "Is there really a unit root in the inflation rate? More evidence from panel data models," Applied Economics Letters, Taylor & Francis Journals, volume 15, issue 3, pages 161-164, DOI: 10.1080/13504850600706305.
• Melisso Boschi & Alessandro Girardi, 2007, "Euro area inflation: long-run determinants and short-run dynamics," Applied Financial Economics, Taylor & Francis Journals, volume 17, issue 1, pages 9-24, DOI: 10.1080/09603100600592828.
• Stavros Degiannakis & Evdokia Xekalaki, 2007, "Assessing the performance of a prediction error criterion model selection algorithm in the context of ARCH models," Applied Financial Economics, Taylor & Francis Journals, volume 17, issue 2, pages 149-171, DOI: 10.1080/09603100500461686.
• Boriss Siliverstovs & Dierk Herzer, 2007, "Manufacturing exports, mining exports and growth: cointegration and causality analysis for Chile (1960-2001)," Applied Economics, Taylor & Francis Journals, volume 39, issue 2, pages 153-167, DOI: 10.1080/00036840500427965.
• Sungbae An & Frank Schorfheide, 2007, "Bayesian Analysis of DSGE Models," Econometric Reviews, Taylor & Francis Journals, volume 26, issue 2-4, pages 113-172, DOI: 10.1080/07474930701220071.
• L. Bauwens & J. V. K. Rombouts, 2007, "Bayesian Clustering of Many Garch Models," Econometric Reviews, Taylor & Francis Journals, volume 26, issue 2-4, pages 365-386, DOI: 10.1080/07474930701220576.
• Luc Bauwens & Michel Lubrano, 2007, "Bayesian Inference in Dynamic Disequilibrium Models: An Application to the Polish Credit Market," Econometric Reviews, Taylor & Francis Journals, volume 26, issue 2-4, pages 469-486, DOI: 10.1080/07474930701220634.
• Peter McAdam, 2007, "USA, Japan and the Euro Area: Comparing Business-Cycle Features," International Review of Applied Economics, Taylor & Francis Journals, volume 21, issue 1, pages 135-156, DOI: 10.1080/02692170601035066.
• Stavros Degiannakis & Evdokia Xekalaki, 2007, "Simulated evidence on the distribution of the standardized one-step-ahead prediction errors in ARCH processes," Applied Financial Economics Letters, Taylor & Francis Journals, volume 3, issue 1, pages 31-37, DOI: 10.1080/17446540600706833.
• Byron Gangnes & Craig Parsons, 2007, "Have US–Japan Trade Agreements Made a Difference?," Journal of the Asia Pacific Economy, Taylor & Francis Journals, volume 12, issue 4, pages 548-566, DOI: 10.1080/13547860701594277.
• Pinar Evrim Mandaci & Erdost Torun, 2007, "Testing Integration between the Major Emerging Markets," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, volume 7, issue 1, pages 1-12.
• Vesile Kutlu & Nese Kavrukkoca, 2007, "Evaluating the Maastricht Convergence Criteria for New Prospective European Union Members," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, volume 7, issue 1, pages 13-26.
• Charles S. Bos & Phillip Gould, 2007, "Dynamic Correlations and Optimal Hedge Ratios," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 07-025/4, Feb.
• Siem Jan Koopman & André Lucas & Marius Ooms & Kees van Montfort & Victor van der Geest, 2007, "Estimating Systematic Continuous-time Trends in Recidivism using a Non-Gaussian Panel Data Model," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 07-027/4, Mar.
• Michiel D. de Pooter & Francesco Ravazzolo & Dick van Dijk, 2007, "Predicting the Term Structure of Interest Rates: Incorporating Parameter Uncertainty, Model Uncertainty and Macroeconomic Information," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 07-028/4, Mar.
• Michiel De Pooter, 2007, "Examining the Nelson-Siegel Class of Term Structure Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 07-043/4, Jun.
• Siem Jan Koopman & Max I.P. Mallee & Michel van der Wel, 2007, "Analyzing the Term Structure of Interest Rates using the Dynamic Nelson-Siegel Model with Time-Varying Parameters," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 07-095/4, Dec.
• C.S. Bos & S.J. Koopman & M. Ooms, 2007, "Long Memory Modelling of Inflation with Stochastic Variance and Structural Breaks," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 07-099/4, Dec.
• Huisman, K.J.M. & Kort, P.M. & Plasmans, J.E.J., 2007, "Investment in High-Tech Industries : An Example from the LCD Industry," Discussion Paper, Tilburg University, Center for Economic Research, number 2007-85.
• Bent Jesper Christensen & Morten Ørregaard Nielsen, 2007, "The Effect of Long Memory in Volatility on Stock Market Fluctuations," The Review of Economics and Statistics, MIT Press, volume 89, issue 4, pages 684-700, November.
• Cuesta, Rafael A. & Knox, C.A. & Zofío, José Luis, 2007, "Environmental Efficiency Measurement with Translog Distance Functions: A Parametric Approach," Working Papers in Economic Theory, Universidad Autónoma de Madrid (Spain), Department of Economic Analysis (Economic Theory and Economic History), number 2007/02, Mar.
• Diewert, Erwin, 2007, "Index Numbers," Economics working papers, Vancouver School of Economics, number diewert-07-01-03-08-17-23, Jan, revised 31 Jan 2007.
• WenSho Fang & Stephen M. Miller, 2007, "The Great Moderation and the Relationship between Output Growth and Its Volatility," Working papers, University of Connecticut, Department of Economics, number 2007-04, Mar.
• WenShwo Fang & Stephen M. Miller & ChunShen Lee, 2007, "Cross-Country Evidence on Output Growth Volatility: Nonstationary Variance and GARCH Models," Working papers, University of Connecticut, Department of Economics, number 2007-20, Apr, revised Mar 2008.
• Juan Pablo Domínguez H., 2007, "Cost of Equity Capital and Country Risk: An econometric analysis of the expected rate of return for four Latin American countries," Economía, Instituto de Investigaciones Económicas y Sociales (IIES). Facultad de Ciencias Económicas y Sociales. Universidad de Los Andes. Mérida, Venezuela, volume 32, issue 23, pages 63-90, january-j.
• Michel Beine & Charles Bos & Sébastien Laurent, 2007, "The impact of Central Bank FX interventions on currency components," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/10419.
• Domenico Giannone & Troy Matheson, 2007, "A new core inflation indicator for New Zealand," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/6407.
• J. Isaac Miller, 2007, "Cointegrating Regressions with Messy Regressors: Missingness, Mixed Frequency, and Measurement Error," Working Papers, Department of Economics, University of Missouri, number 0722, Nov, revised 15 Apr 2009.
• Cubadda, G. & Hecq, A.W. & Palm, F.C., 2007, "Macro-panels and reality," Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR), number 009, Jan, DOI: 10.26481/umamet.2007009.
• Fabio Canova & Matthias Paustian, 2007, "Business cycle measurement with some theory," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1203, Nov, revised Jul 2011.
• Daniel Kohler, 2007, "Carry Trades: Betting Against Safe Haven," University of St. Gallen Department of Economics working paper series 2007, Department of Economics, University of St. Gallen, number 2007-12, Apr.
• Taro Kanatani & Roberto Reno', 2007, "Unbiased covariance estimation with interpolated data," Department of Economics University of Siena, Department of Economics, University of Siena, number 502, Apr.
• Yamin Ahmad, 2007, "The Effects of Small Sample Bias in Threshold Autoregressive Models," Working Papers, UW-Whitewater, Department of Economics, number 07-01, May, revised Jun 2007.
• Monica Billio & Massimiliano Caporin, 2007, "Market linkages, variance spillovers and correlation stability: empirical evidences of financial contagion," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2007_18.
• Roberto Casarin & Domenico Sartore, 2007, "Matrix-State Particle Filter for Wishart Stochastic Volatility Processes," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2007_30.
• Monica Billio & Jacques Anas & Laurent Ferrara & Marco Lo Duca, 2007, "Business Cycle Analysis with Multivariate Markov Switching Models," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2007_32.
• Monica Billio & Jacques Anas & Laurent Ferrara & Marco Lo Duca, 2007, "A turning point chronology for the Euro-zone," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2007_33.
• Juraj Stanèík, 2007, "Determinants of Exchange-Rate Volatility: The Case of the New EU Members," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 57, issue 9-10, pages 414-432, October.
• Jerome Creel & Paola Monperrus-Veroni & Francesco Saraceno, 2007, "Has the Golden Rule of Public Finance Made a Difference in the UK ?," Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE), number 2007-13.
• Matteo Pelagatti & Bruno Bosco & Lucia Parisio & Fabio Baldi, 2007, "A Robust Multivariate Long Run Analysis of European Electricity Prices," Working Papers, Fondazione Eni Enrico Mattei, number 2007.103, Nov.
• Derek W. Bunn & Carlo Fezzi, 2007, "Interaction of European Carbon Trading and Energy Prices," Working Papers, Fondazione Eni Enrico Mattei, number 2007.63, Jun.
• Stanislav Anatolyev & Victor Kitov, 2007, "Using All Observations when Forecasting under Structural Breaks," Finnish Economic Papers, Finnish Economic Association, volume 20, issue 2, pages 166-176, Autumn.
• Alastair R. Hall & Atsushi Inoue & James M. Nason & Barbara Rossi, 2007, "Information criteria for impulse response function matching estimation of DSGE models," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2007-10.
• Erik Hjalmarsson & Pär Österholm, 2007, "Testing for cointegration using the Johansen methodology when variables are near-integrated," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 915.
• Massimo Guidolin & Giovanna Nicodano, 2007, "Small caps in international equity portfolios: the effects of variance risk," Working Papers, Federal Reserve Bank of St. Louis, number 2005-075, DOI: 10.20955/wp.2005.075.
• Michael J. Dueker & Zacharias Psaradakis & Martin Sola & Fabio Spagnolo, 2007, "Multivariate contemporaneous threshold autoregressive models," Working Papers, Federal Reserve Bank of St. Louis, number 2007-019, DOI: 10.20955/wp.2007.019.
• Ivana Komunjer & Michael T. Owyang, 2007, "Multivariate forecast evaluation and rationality testing," Working Papers, Federal Reserve Bank of St. Louis, number 2007-047, DOI: 10.20955/wp.2007.047.
• V. V. Chari & Patrick J. Kehoe & Ellen R. McGrattan, 2007, "Are structural VARs with long-run restrictions useful in developing business cycle theory?," Staff Report, Federal Reserve Bank of Minneapolis, number 364, DOI: 10.21034/sr.364.
• Giampiero Gallo & Edoardo Otranto, 2007, "Volatility Spillovers, Interdependence and Comovements: A Markov Switching Approach," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number wp2007_11, Oct.
• Jean-Pierre Allegret & Alain Sand, 2007, "Modeling the impact of real and financial shocks on Mercosur: the role of the exchange rate regime," Working Papers, Groupe d'Analyse et de Théorie Economique Lyon St-Etienne (GATE Lyon St-Etienne), Université de Lyon, number 0701, Jan.
• João Sousa Andrade, 2007, "Uma Aplicação da Lei de Okun em Portugal," GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra, number 2007-04.
• Vasco Gabriel & Fernando Alexandre & Pedro Bação, 2007, "The Consumption-Wealth Ratio Under Asymmetric Adjustment," GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra, number 2007-06.
• Manuel Gomez & Daniel Ventosa-Santaularia, 2007, "Income Convergence: The Dickey-Fuller Test under the Simultaneous Presence of Stochastic and Deterministic Trends," Department of Economics and Finance Working Papers, Universidad de Guanajuato, Department of Economics and Finance, number EM200703, Mar.
• Allison Zhou & Carl Bonham & Byron Gangnes, 2007, "Modeling the supply and demand for tourism: a fully identified VECM approach," Working Papers, University of Hawaii at Manoa, Department of Economics, number 200717, Jul.
• Dominique Guegan, 2007, "Global and local stationary modelling in finance: theory and empirical evidence," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00187875, Apr.
• Dominique Guegan & Zhiping Lu, 2007, "A note on self-similarity for discrete time series," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00187910, Nov.
• Lanouar Charfeddine & Dominique Guegan, 2007, "Which is the best model for the US inflation rate: a structural changes model or a long memory process?," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00188309, Nov.
• R. Baupain & A. Durre, 2007, "The interday and intraday patterns of the overnight market : evidence from an electronic platform," Post-Print, HAL, number hal-00300195.
• Hayette Gatfaoui, 2007, "How Does Systematic Risk Impact Stocks? A Study on the French Financial Market," Post-Print, HAL, number hal-00589908.
• Frédéric Reynés & Matthieu Lemoine & Paola Veroni, 2007, "Nairu en zone heureuse," Post-Print, HAL, number hal-03459585, Apr, DOI: 10.3917/reof.101.0227.
• Jean-Pierre Allegret & Alain Sand-Zantman, 2007, "Modeling the impact of real and financial shocks on Mercosur: the role of the exchange rate regime," Post-Print, HAL, number halshs-00142506, Jan.
• Jean-Pierre Allegret & Alain Sand-Zantman, 2007, "Transmission des chocs et mécanismes d'ajustement dans le Mercosur," Post-Print, HAL, number halshs-00159553.
• Lanouar Charfeddine & Dominique Guegan, 2007, "Which is the best model for the US inflation rate: a structural changes model or a long memory process?," Post-Print, HAL, number halshs-00188309, Nov.
• Jean-Pierre Allegret & Alain Sand-Zantman, 2007, "Disentangling business cycles and macroeconomic policy in Mercosur: a VAR and unobserved components model approaches," Post-Print, HAL, number halshs-00238495.
• Jean-Pierre Allegret & Alain Sand-Zantman, 2007, "Modeling the impact of real and financial shocks on Mercosur: the role of the exchange rate regime," Post-Print, HAL, number halshs-00261992.
• Jean-Pierre Allegret & Alain Sand-Zantman, 2007, "Modeling the impact of real and financial shocks on Mercosur: the role of the exchange rate regime," Post-Print, HAL, number halshs-00261994.
• Jean-Pierre Allegret & Alain Sand-Zantman, 2007, "Modeling the impact of real and financial shocks on Mercosur: the role of the exchange rate regime," Post-Print, HAL, number halshs-00261996.
• Jean-Pierre Allegret & Alain Sand-Zantman, 2007, "Modeling the impact of real and financial shocks on Mercosur: the role of the exchange rate regime," Post-Print, HAL, number halshs-00261998.
• Céline Gimet, 2007, "L'impact des chocs externes dans les économies du Mercosur: un modèle VAR Structurel," Post-Print, HAL, number halshs-00356105.
• Jérôme Creel & Paola Veroni & Francesco Saraceno, 2007, "Has the Golden Rule of Public Finance Made a difference in the UK," Sciences Po Economics Publications (main), HAL, number hal-00972843, Apr.
• Frédéric Reynés & Matthieu Lemoine & Paola Veroni, 2007, "Nairu en zone heureuse," Sciences Po Economics Publications (main), HAL, number hal-03459585, Apr, DOI: 10.3917/reof.101.0227.
• Jérôme Creel & Paola Veroni & Francesco Saraceno, 2007, "Has the Golden Rule of Public Finance Made a difference in the UK," Working Papers, HAL, number hal-00972843, Apr.
• Sebastian Dullien & Ulrich Fritsche, 2007, "Does the Dispersion of Unit Labor Cost Dynamics in the EMU Imply Long-run Divergence? Results from a Comparison with the United States of America and Germany," Macroeconomics and Finance Series, University of Hamburg, Department of Socioeconomics, number 200702, Feb.
• Ulrich Fritsche & Vladimir Kuzin, 2007, "Unit labor cost growth differentials in the Euro area, Germany, and the US: lessons from PANIC and cluster analysis," Macroeconomics and Finance Series, University of Hamburg, Department of Socioeconomics, number 200703, Feb.
• Eklund, Johan & Wiberg, Daniel, 2007, "Persistence of profits and the systematic search for knowledge - R&D links to firm above-norm profits," Working Paper Series in Economics and Institutions of Innovation, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies, number 85, Mar.
• Nakatani, Tomoaki & Teräsvirta, Timo, 2007, "Testing for Volatility Interactions in the Constant Conditional Correlation GARCH Model," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 649, Jan, revised 04 May 2008.
• Silvennoinen, Annastiina & Teräsvirta, Timo, 2007, "Modelling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH model," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 0652, Feb.
• Silvennoinen, Annastiina & Teräsvirta, Timo, 2007, "Multivariate GARCH models," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 669, Jun, revised 18 Jan 2008.
• Nakatani, Tomoaki & Teräsvirta, Timo, 2007, "Positivity Constraints on the Conditional Variances in the Family of Conditional Correlation GARCH Models," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 675, Oct, revised 14 Feb 2008.
• Hansson, Jesper & Jansson, Per & Löf, Mårten, 2003, "Business Survey Data: Do They Help in Forecasting the Macro Economy?," Working Papers, National Institute of Economic Research, number 84, May.
• Andersson, Michael K & Karlsson, Sune, 2007, "Bayesian Forecast Combination for VAR Models," Working Papers, Örebro University, School of Business, number 2007:13, Dec.
• Andersson, Michael K & Karlsson, Sune, 2007, "Bayesian forecast combination for VAR models," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 216, Nov.
• Brännäs, Kurt & G De Gooijer, Jan & Lönnbark, Carl & Soultanaeva, Albina, 2007, "Simultaneity and Asymmetry of Returns and Volatilities in the Emerging Baltic State Stock Exchanges," Umeå Economic Studies, Umeå University, Department of Economics, number 725, Nov.
• Sarantis Tsiaplias, 2007, "A Metropolis-in-Gibbs Sampler for Estimating Equity Market Factors," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2007n18, Jun.
• Nuno Cassola & Claudio Morana, 2007, "Comovements in Volatility in the Euro Money Market," ICER Working Papers, ICER - International Centre for Economic Research, number 7-2007, Mar.
• Untoro, 2007, "Mengkaji Efektivitas Penggunaan Arima dan VAR dalam Melakukan Proyeksi Permintaan Uang Kartal di Indonesia," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 10, issue 1, pages 49-84, July, DOI: https://doi.org/10.21098/bemp.v10i1.
• Erwin Gunawan Hutapea, 2007, "Credit Downturn in the Aftermath of Indonesian Crisis 1997 Revisited: An Application of ARDL Bounds Testing Approach," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 9, issue 4, pages 5-22, April, DOI: https://doi.org/10.21098/bemp.v9i4..
• Helena Chuliá & Hipòlit Torró, 2007, "Asimetrías en volatilidad, beta y contagios entre las empresas grandes y pequeñas cotizadas en la bolsa española," Investigaciones Economicas, Fundación SEPI, volume 31, issue 3, pages 445-474, September.
• Rafael Domenech & Ángel Estrada & Luis González-Calbet, 2007, "Potential Growth and Business Cycle in the Spanish Economy: Implications for Fiscal Policy," Working Papers, International Economics Institute, University of Valencia, number 0705, Nov.
• Soyoung Kim, 2007, "What is Learned from a Currency Crisis, Fear of Floating or Hollow Middle? Identifying Exchange Rate Policy in Recent Crisis Countries," Discussion Paper Series, Institute of Economic Research, Korea University, number 0712.
• Jumah, Adusei & Pastuszyn, Georg, 2007, "Oil Price Shocks, Monetary Policy and Aggregate Demand in Ghana," Economics Series, Institute for Advanced Studies, number 212, Jun.
• A. Nazif ÇATIK, 2007, "Yapısal kırılma altında para talebinin istikrarı: Türkiye örneği," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 22, issue 251, pages 103-113.
• Mehmet Fatih CİN & Görkemli DEMİREL, 2007, "Post Keynesyen gelir ve para arzı modeli: 1980-2003 Türkiye deneyimi," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 22, issue 252, pages 135-143.
• Alper ÖZÜN & Atilla ÇİFTER, 2007, "Hisse senedi getirilerinde global ve yerel faiz oranı riski: Kısmi çokdeğişkenli GARCH modeliyle İstanbul Menkul Kıymetler Borsası üzerine bir çalışma," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 22, issue 254, pages 47-60.
• Oya S. ERDOĞDU, 2007, "Tüketim ve Kamu Harcamaları: VECM Modeli," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 22, issue 255, pages 63-72.
• Sevda YAPRAKLI, 2007, "Türkiye’de enflasyon ve döviz kurunun para politikası kuralı üzerindeki etkisi," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 22, issue 258, pages 122-135.
• Erman ERBAYKAL & H. Aydın OKUYAN, 2007, "Türkiye’de temel makro ekonomik değişkenler ile hisse senedi fiyatları arasındaki nedensellik ilişkisi," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 22, issue 260, pages 66-79.
• Thomas J. Flavin and Ekaterini Panopoulou, 2007, "Detecting Shift and Pure Contagion in East Asian Equity Markets: A Unified Approach," The Institute for International Integration Studies Discussion Paper Series, IIIS, number iiisdp236, Dec.
• Khurshid M. Kiani, 2007, "Asymmetric Business Cycle Fluctuations and Contagion Effects in G7 Countries," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 6, issue 3, pages 237-253, December.
• Fabio Busetti & Lorenzo Forni & Andrew Harvey & Fabrizio Venditti, 2007, "Inflation Convergence and Divergence within the European Monetary Union," International Journal of Central Banking, International Journal of Central Banking, volume 3, issue 2, pages 95-121, June.
• Domenico Giannone & Troy D. Matheson, 2007, "A New Core Inflation Indicator for New Zealand," International Journal of Central Banking, International Journal of Central Banking, volume 3, issue 4, pages 145-180, December.
• Yin-Wong Cheung, 2007, "An empirical model of daily highs and lows," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 12, issue 1, pages 1-20, DOI: 10.1002/ijfe.303.
• Pär Österholm & Erik Hjalmarsson, 2007, "Testing for Cointegration Using the Johansen Methodology when Variables are Near-Integrated," IMF Working Papers, International Monetary Fund, number 2007/141, Jun.
• Hrushikesh Mallick, 2007, "Does energy consumption fuel economic growth in India?," Centre for Development Studies, Trivendrum Working Papers, Centre for Development Studies, Trivendrum, India, number 388, Sep.
• Syed A. Basher & Josep Lluís Carrion-i-Silvestre, 2007, "Another Look at the Null of Stationary RealExchange Rates. Panel Data with Structural Breaks and Cross-section Dependence," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 200710, May, revised May 2007.
• Maurizio Bovi, 2007, "National accounts, fiscal rules and fiscal policy. Mind the hidden gaps," ISAE Working Papers, ISTAT - Italian National Institute of Statistics - (Rome, ITALY), number 76, Jan.
• Tatiana Cesaroni, 2007, "Inspecting the cyclical properties of the Italian Manufacturing Business survey data," ISAE Working Papers, ISTAT - Italian National Institute of Statistics - (Rome, ITALY), number 83, May.
• Asst. Prof. Sevda YAPRAKLI, 2007, "Ticari Ve Finansal Disa Aciklik Ile Ekonomik Buyume Arasindaki Iliski: Turkiye Uzerine Bir Uygulama," Istanbul University Econometrics and Statistics e-Journal, Department of Econometrics, Faculty of Economics, Istanbul University, volume 5, issue 1, pages 67-89, May.
• Res. Ass. Dr. Mahmut ZORTUK, 2007, "Kosulluluk Araci Olma Baglaminda Kisa Vadeli Faiz Oranlarinin Hedeflenen Enflasyondan Sapmada Kullanimi: Bounds Test Yaklasimi (Türkiye Örnegi)," Istanbul University Econometrics and Statistics e-Journal, Department of Econometrics, Faculty of Economics, Istanbul University, volume 6, issue 1, pages 41-68, December.
• Juan Carlos Cuestas, 2007, "Purchasing Power Parity In Central And Eastern European Countries: An Analysis Of Unit Roots And Nonlinearities," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2007-22, Oct.
• Helena Chuliá Soler & Pilar Soriano Felipe & Francisco Climent & Hipòlit Torró, 2007, "Volatility Transmission Patterns And Terrorist Attacks," Working Papers. Serie EC, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2007-09, Aug.
• Juan A. Lafuente & Javier Ordoñez, 2007, "The Effect Of The Emu On Short And Long-Run Stock Market Dynamics: New Evidence On Financial Integration," Working Papers. Serie EC, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2007-12, Oct.
• Pagan, Adrian & Pesaran, M. Hashem, 2007, "On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables," IZA Discussion Papers, IZA Network @ LISER, number 2634, Feb.
• Jaeger, David A. & Paserman, M. Daniele, 2007, "The Shape of Things to Come? Assessing the Effectiveness of Suicide Attacks and Targeted Killings," IZA Discussion Papers, IZA Network @ LISER, number 2890, Jun.
• Assenmacher-Wesche, Katrin & Pesaran, M. Hashem, 2007, "Assessing Forecast Uncertainties in a VECX Model for Switzerland: An Exercise in Forecast Combination across Models and Observation Windows," IZA Discussion Papers, IZA Network @ LISER, number 3071, Sep.
• Filippo di Mauro & L. Vanessa Smith & Stephane Dees & M. Hashem Pesaran, 2007, "Exploring the international linkages of the euro area: a global VAR analysis," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 22, issue 1, pages 1-38, DOI: 10.1002/jae.932.
• Ana Beatriz Galvão & Michael Artis & Massimiliano Marcellino, 2007, "The transmission mechanism in a changing world," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 22, issue 1, pages 39-61, DOI: 10.1002/jae.923.
• George Kapetanios, 2007, "Dynamic factor extraction of cross-sectional dependence in panel unit root tests," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 22, issue 2, pages 313-338, DOI: 10.1002/jae.943.
• Jonathan B. Hill, 2007, "Efficient tests of long-run causation in trivariate VAR processes with a rolling window study of the money-income relationship," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 22, issue 4, pages 747-765, DOI: 10.1002/jae.925.
• Chien-Chiang Lee & Chun-Ping Chang, 2007, "Social Welfare Expenditure, Human Capital, and Economic Growth: Evidence from Taiwan," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, volume 3, issue 2, pages 225-247, July.
• Alfredo M. Pereira & Jorge M. Andraz, 2007, "Public Investment In Transportation Infrastructures And Industry Performance In Portugal," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, volume 32, issue 1, pages 1-20, June.
• Emmanuel De Veirman, 2007, "Which Nonlinearity in the Phillips Curve? The Absence of Accelerating Deflation in Japan," Economics Working Paper Archive, The Johns Hopkins University,Department of Economics, number 536, Jan.
• Joakim Westerlund & Syed A. Basher, 2007, "Can panel data really improve the predictability of the monetary exchange rate model?," Journal of Forecasting, John Wiley & Sons, Ltd., volume 26, issue 5, pages 365-383, DOI: 10.1002/for.1034.
• Ola Simonsen, 2007, "An empirical model for durations in stocks," Annals of Finance, Springer, volume 3, issue 2, pages 241-255, March, DOI: 10.1007/s10436-006-0048-9.
• Cyrus Ramezani & Yong Zeng, 2007, "Maximum likelihood estimation of the double exponential jump-diffusion process," Annals of Finance, Springer, volume 3, issue 4, pages 487-507, October, DOI: 10.1007/s10436-006-0062-y.
• Sung No & Donald Andrews & Ashagre Yigletu, 2007, "Dynamic Analysis of Income and Independence Effect of African American Female Labor Force Participation on Divorce," Atlantic Economic Journal, Springer;International Atlantic Economic Society, volume 35, issue 2, pages 159-171, June, DOI: 10.1007/s11293-006-9059-1.
• Toker Doganoglu & Christoph Hartz & Stefan Mittnik, 2007, "Portfolio optimization when risk factors are conditionally varying and heavy tailed," Computational Economics, Springer;Society for Computational Economics, volume 29, issue 3, pages 333-354, May, DOI: 10.1007/s10614-006-9071-1.
• Henryk Gurgul & Paweł Majdosz & Roland Mestel, 2007, "Price–volume relations of DAX companies," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 21, issue 3, pages 353-379, September, DOI: 10.1007/s11408-007-0050-x.
• Roland Füss & Dieter Kaiser, 2007, "The tactical and strategic value of hedge fund strategies: a cointegration approach," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 21, issue 4, pages 425-444, December, DOI: 10.1007/s11408-007-0060-8.
• Nikolaos Giannellis & Athanasios Papadopoulos, 2007, "Estimating the Equilibrium Effective Exchange Rate for Potential EMU Members," Open Economies Review, Springer, volume 18, issue 3, pages 307-326, July, DOI: 10.1007/s11079-007-9040-x.
• Kai-Li Wang & Mei-Ling Chen, 2007, "The dynamics in the spot, futures, and call options with basis asymmetries: an intraday analysis in a generalized multivariate GARCH-M MSKST framework," Review of Quantitative Finance and Accounting, Springer, volume 29, issue 4, pages 371-394, November, DOI: 10.1007/s11156-007-0050-y.