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

• Ulrich Kaiser & Hans Christian Kongsted, 2007, "Do Magazines' ”Companion Websites” Cannibalize the Demand for the Print Version?," CIE Discussion Papers, University of Copenhagen. Department of Economics. Centre for Industrial Economics, number 2007-03, Jun.
• Søren Johansen, 2007, "Some Identification Problems in the Cointegrated Vector Autoregressive Model," Discussion Papers, University of Copenhagen. Department of Economics, number 07-24, Oct.
• Soren Johansen & Anders Rygh Swensen, 2007, "Exact Rational Expectations, Cointegration, and Reduced Rank Regression," Discussion Papers, University of Copenhagen. Department of Economics, number 07-29, Nov.
• Katarina Juselius, 2007, "The PPP Puzzle: What the Data Tell when Allowed to Speak Freely," Discussion Papers, University of Copenhagen. Department of Economics, number 07-33, Oct, revised Dec 2007.
• Søren Johansen & Katarina Juselius & Roman Frydman & Michael Goldberg, 2007, "Testing Hypotheses in an I(2) Model with Applications to the Persistent Long Swings in the Dmk/$ Rate," Discussion Papers, University of Copenhagen. Department of Economics, number 07-34, Dec.
• Kevin D. Hoover & Katarina Juselius & Søren Johansen, 2007, "Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression," Discussion Papers, University of Copenhagen. Department of Economics, number 07-35, Nov.
• Taro Kanatani, 2007, "Finite Sample Analysis of Weighted Realized Covariance with Noisy Asynchronous Observations," KIER Working Papers, Kyoto University, Institute of Economic Research, number 634, Jun.
• Paul Turner, 2007, "Testing for cointegration using the Johansen approach: Are we using the correct critical values?," Discussion Paper Series, Department of Economics, Loughborough University, number 2007_12, May, revised May 2007.
• Xiaoshan Chen, 2007, "Evaluating the Synchronisation of the Eurozone Business Cycles using Multivariate Coincident Macroeconomic Indicators," Discussion Paper Series, Department of Economics, Loughborough University, number 2007_27, Nov, revised Nov 2007.
• Schlicht, Ekkehart, 2007, "Trend Extraction From Time Series With Structural Breaks," Discussion Papers in Economics, University of Munich, Department of Economics, number 1926, May.
• Schlicht, Ekkehart, 2007, "Trend Extraction From Time Series With Missing Observations," Discussion Papers in Economics, University of Munich, Department of Economics, number 1927, May.
• Konstantins Benkovskis & Daina Paula, 2007, "Inflation Expectations in Latvia: Consumer Survey Based Results," Working Papers, Latvijas Banka, number 2007/01, May.
• Patrick Fève & Alain Guay, 2007, "Identification of Technology Shocks in Structural VARs," Cahiers de recherche, CIRPEE, number 0736.
• Patrick Fève & Alain Guay, 2007, "The Response of Hours to a Technology Shock: a Two-Step Structural VAR Approach," Cahiers de recherche, CIRPEE, number 0737.
• George Milunovich & Roselyne Joyeux, 2007, "Testing Market Efficiency and Price Discovery in European Carbon Markets," Research Papers, Macquarie University, Department of Economics, number 0701, Mar.
• Kahn, James A. & Rich, Robert W., 2007, "Tracking the new economy: Using growth theory to detect changes in trend productivity," Journal of Monetary Economics, Elsevier, volume 54, issue 6, pages 1670-1701, September.
• Lief Brandes & Egon Franck, 2007, "Who Made Who – An Empirical Analysis of Competitive Balance in European Soccer Leagues," Eastern Economic Journal, Eastern Economic Association, volume 33, issue 3, pages 379-403, Summer.
• Jan P.A.M. Jacobs & Kenneth F. Wallis, 2007, "Cointegration, Long-Run Structural Modelling and Weak Exogeneity: Two Models of the UK Economy," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2007-12, Jul.
• Mardi Dungey & Renee Fry, 2007, "The Identification of Fiscal and Monetary Policy in a Structural VAR," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2007-29, Dec.
• Urzúa, Carlos M., 2007, "A Back-of-the-Envelope Rule to Identify Atheoretical VARs," EGAP Working Papers, Tecnológico de Monterrey, Campus Ciudad de México, number 2007-03, Feb.
• Ertugrul Deliktas & Özlem Önder & Metin Karadag, 2007, "The Spillover Effects of Public Capital Formation on the Manufacturing Industry in the Turkish Geographical Regions," Working Papers, Ege University, Department of Economics, number 0702, Feb.
• Robinson, Peter M., 2007, "Multiple local whittle estimation in stationary systems," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 4436, Oct.
• Robinson, Peter, 2007, "Diagnostic testing for cointegration," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 4465, Sep.
• Robinson, Peter, 2007, "On discrete sampling of time-varying continuous-time systems," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 6795, Jun.
• Seo, Myung Hwan, 2007, "Estimation of nonlinear error correction models," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 6802, Mar.
• Philip Arestis & Elias Karakitsos, 2007, "Modelling the US Housing Market," Ekonomia, Cyprus Economic Society and University of Cyprus, volume 10, issue 2, pages 67-88, Winter.
• Oglietti, Guillermo Celso, 2007, "La relación de causalidad entre el crecimiento y la IED en Argentina. ¿Pan para hoy, hambre para mañana?," El Trimestre Económico, Fondo de Cultura Económica, volume 74, issue 294, pages 349-378, abril-jun, DOI: http://dx.doi.org/10.20430/ete.v74i.
• Chumacero, Rómulo A. & Hermann, Jorge, 2007, "No estaba muerta … La teoría cuantitativa y la relación entre dinero e inflación," El Trimestre Económico, Fondo de Cultura Económica, volume 74, issue 295, pages 766-787, julio-sep, DOI: http://dx.doi.org/10.20430/ete.v74i.
• Heij, C., 2007, "Improved forecasting with leading indicators: the principal covariate index," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2007-23, Jun.
• Paap, R. & Segers, R. & van Dijk, D.J.C., 2007, "Do leading indicators lead peaks more than troughs?," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2007-08, Mar.
• Strachan, R.W. & van Dijk, H.K., 2007, "Bayesian model averaging in vector autoregressive processes with an investigation of stability of the US great ratios and risk of a liquidity trap in the USA, UK and Japan," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2007-11, Mar.
• Victor M. Guerrero, 2007, "Pronósticos restringidos con modelos de series de tiempo múltiples y su aplicación para evaluar metas de política macroeconómica en México," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, volume 22, issue 2, pages 241-311.
• Hrushikesh Mallick, 2007, "Does Energy Consumption Fuel Economic Growth In India?," Working Papers, eSocialSciences, number id:1299.
• Lekha S. Chakraborty, 2007, "Fiscal Deficit, Capital Formation, and Crowding Out : Evidence from India," Working Papers, eSocialSciences, number id:837.
• Boschi, Melisso, 2007, "Foreign capital in Latin America: A long-run structural Global VAR perspective," Economics Discussion Papers, University of Essex, Department of Economics, number 8918.
• Hideaki HIRATA & Ayhan KOSE & Christopher OTROK, 2013, "Regionalization vs. Globalization," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI), number 13004, Jan.
• Helmut Luetkepohl, 2007, "Econometric Analysis with Vector Autoregressive Models," Economics Working Papers, European University Institute, number ECO2007/11.
• Christian Kascha, 2007, "A Comparison of Estimation Methods for Vector Autoregressive Moving-Average Models," Economics Working Papers, European University Institute, number ECO2007/12.
• Bent Jesper Christensen & Morten Ørregaard Nielsen, 2007, "The Effect of Long Memory in Volatility on Stock Market Fluctuations," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2007-03, May.
• Charlotte Christiansen, 2007, "Level-ARCH Short Rate Models with Regime Switching: Bivariate Modeling of US and European Short Rates," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2007-05, May.
• Charlotte Christiansen, 2007, "Decomposing European Bond and Equity Volatility," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2007-06, May.
• Stig V. Møller, 2007, "Habit persistence: Explaining cross sectional variation in returns and time-varying expected returns," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2007-07, May.
• Thomas Busch & Bent Jesper Christensen & Morten Ørregaard Nielsen, 2007, "The Role of Implied Volatility in Forecasting Future Realized Volatility and Jumps in Foreign Exchange, Stock, and Bond Markets," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2007-09, Jun.
• Tim Bollerslev & Tzuo Hann Law & George Tauchen, 2007, "Risk, Jumps, and Diversification," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2007-19, Aug.
• Torben G. Andersen & Luca Benzoni, 2007, "Do Bonds Span Volatility Risk in the U.S. Treasury Market? A Specification Test for Affine Term Structure Models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2007-25, Sep.
• Niels Haldrup & Frank S. Nielsen & Morten Ørregaard Nielsen, 2007, "A Vector Autoregressive Model for Electricity Prices Subject to Long Memory and Regime Switching," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2007-29, Oct.
• Søren Johansen, 2007, "Some identification problems in the cointegrated vector autoregressive model," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2007-32, Nov.
• Søren Johansen & Anders Rygh Swensen, 2007, "Exact rational expectations, cointegration, and reduced rank regression," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2007-41, Dec.
• Charles S. Bos & Siem Jan Koopman & Marius Ooms, 2007, "Long memory modelling of inflation with stochastic variance and structural breaks," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2007-44, Dec.
• James Davidson & Nigar Hashimzade, 2007, "Representation and Weak Convergence of Stochastic Integrals with Fractional Integrator Processes," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2007-45, Dec.
• H.M. Anderson & H. Chan & R. Faff & Y.K. Ho, 2007, "Reported Earnings and Analyst Forecasts as Competing Sources of Information: A New Approach," ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics, number 2007-488, Oct.
• Victor Pontines & Reza Y. Siregar, 2007, "Tranquil and Crisis Windows, Heteroscedasticity, and Contagion Measurement: MS-VAR Application of the DCC Procedure," Adelaide Economics Working Papers, Adelaide University, School of Economics, number 2007-02, Mar.
• Heino Bohn Nielsen, 2007, "UK money demand 1873–2001: a long-run time series analysis and event study," Cliometrica, Journal of Historical Economics and Econometric History, Association Française de Cliométrie (AFC), volume 1, issue 1, pages 45-61, April.
• Riadh Harizi, 2007, "Transport, croissance et démographie. Une analyse cliométrique," Working Papers, Association Française de Cliométrie (AFC), number 07-09.
• Magali Jaoul-Grammare, 2007, "Enseignement supérieur et croissance économique. Analyse économétrique de l’hypothèse d’Aghion & Cohen," Working Papers, Association Française de Cliométrie (AFC), number 07-10.
• Meshach Aziakpono & Magdalene Kasyoka Wilson & Jason Manuel, 2007, "Adjustment of Commercial Bank's Interest Rates and the Effectiveness of Monetary Policy in South Africa," The African Finance Journal, Africagrowth Institute, volume 9, issue 1, pages 1-20.
• Bakucs, Lajos Zoltan & Bojnec, Stefan & Ferto, Imre, 2007, "Monetary Impacts and Overshooting of Agricultural Prices in a Transition Economy: The Case of Slovenia," 103rd Seminar, April 23-25, 2007, Barcelona, Spain, European Association of Agricultural Economists, number 9422, DOI: 10.22004/ag.econ.9422.
• Bosco, Bruno & Parisio, Lucia & Pelagatti, Matteo & Baldi, Fabio, 2007, "A Robust Multivariate Long Run Analysis of European Electricity Prices," International Energy Markets Working Papers, Fondazione Eni Enrico Mattei (FEEM), number 7438, DOI: 10.22004/ag.econ.7438.
• Baek, Jungho & Koo, Won W., 2007, "Dynamic Interrelationships between the U.S. Agricultural Trade Balance and the Macroeconomy," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, volume 39, issue 3, pages 1-14, December, DOI: 10.22004/ag.econ.6301.
• Santos, Dione Fraga dos & Barros, Geraldo Sant'Ana de Camargo, undated, "A Estimação das importações brasileiras de leite, 1991 a 2003," Brazilian Journal of Rural Economy and Sociology (Revista de Economia e Sociologia Rural-RESR), Sociedade Brasileira de Economia e Sociologia Rural, volume 45, issue 2, pages 1-17, DOI: 10.22004/ag.econ.161391.
• Jansson, Torbjorn, 2007, "Estimation of supply response in CAPRI," Discussion Papers, University of Bonn, Institute for Food and Resource Economics, number 57030, DOI: 10.22004/ag.econ.57030.
• Luca FANELLI & Giulio PALOMBA, 2007, "Simulation-Based Tests of Forward-Looking Models Under VAR Learning Dynamics," Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali, number 298, Sep.
• Serpil Turkyilmaz & Mustafa Ozer & Erol kutlu, 2007, "Atime Series Analysis Ofthe Relationships Between The Volatilityofexchange Rate, Exports And Imports," Anadolu University Journal of Social Sciences, Anadolu University, volume 7, issue 2, pages 133-150, December.
• Agostinho S. Rosa, 2007, "Custos Unitários de Trabalho e Desemprego: Que Relação em Portugal?," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], volume 8, issue 2, pages 369-397.
• Vahagn Grigoryan & Arpine Dallakyan, 2007, "Equilibrium Real Exchange Rate Model of Armenia," Working Papers, Central Bank of Armenia, number 1.
• Haykaz Igityan, 2021, "Asymmetric Effects of Monetary Policy on the Armenian Economy," Working Papers, Central Bank of Armenia, number 18, Mar, revised Mar 2021.
• Grigor Sarijski & Rossitsa Rangelova, 2007, "Development of Long-Term Scenarios for Healthcare Expenditure in Bulgaria," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 2, pages 27-57.
• Grigor Sariiski & Rossitsa Rangelova, 2007, "Long-term Forecasting of the Expenses on Healthcare in Bulgaria, 2005-2050," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 4, pages 31-52.
• Rossitsa Rangelova & Grigor Sariiski, 2007, "Development of Long-term Scenarios for Health Care Expenditure in Bulgaria," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 7, pages 47-66.
• Anthony Garratt & Gary Koop & Emi Mise & Shaun P Vahey, 2007, "Real-time Prediction with UK Monetary Aggregates in the Presence of Model Uncertainty," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 0714, Sep.
• Michael Dolega, 2007, "Tracking Canadian Trend Productivity: A Dynamic Factor Model with Markov Switching," Discussion Papers, Bank of Canada, number 07-12, DOI: 10.34989/sdp-2007-12.
• Gregory Bauer & Keith Vorkink, 2007, "Multivariate Realized Stock Market Volatility," Staff Working Papers, Bank of Canada, number 07-20, DOI: 10.34989/swp-2007-20.
• Frédérick Demers & Ryan Macdonald, 2007, "The Canadian Business Cycle: A Comparison of Models," Staff Working Papers, Bank of Canada, number 07-38, DOI: 10.34989/swp-2007-38.
• Òscar Jordà & Sharon Kozicki, 2007, "Estimation and Inference by the Method of Projection Minimum Distance," Staff Working Papers, Bank of Canada, number 07-56, DOI: 10.34989/swp-2007-56.
• Calista Cheung & Frédérick Demers, 2007, "Evaluating Forecasts from Factor Models for Canadian GDP Growth and Core Inflation," Staff Working Papers, Bank of Canada, number 07-8, DOI: 10.34989/swp-2007-8.
• Carlos Enrique Carrasco Gutiérrez & Reinaldo Castro Souza & Osmani Teixeira de Carvalho Guillén, 2007, "Selection of Optimal Lag Length in Cointegrated VAR Models with Weak Form of Common Cyclical Features," Working Papers Series, Central Bank of Brazil, Research Department, number 139, Jun.
• Abdelaziz Rouabah, 2007, "Co-variation des taux de croissance sectoriels au Luxembourg: l?apport des corrélations conditionnelles dynamiques," BCL working papers, Central Bank of Luxembourg, number 25, Apr.
• Pedro Elosegui & Guillermo Escudé & Lorena Garegnani & Juan Martín Sotes Paladino (ed.), 2007, "A Small Economic Model for Argentina," BCRA Paper Series, Central Bank of Argentina, Economic Research Department, number 03, ISBN: ARRAY(0xa88d65c0).
• Pedro Elosegui & Guillermo Escudé & Lorena Garegnani & Juan Martín Sotes Paladino, 2007, "The BCRA's Small Economic Model," BCRA Working Paper Series, Central Bank of Argentina, Economic Research Department, number 200718, Jan.
• Atilla Çifter & Alper Özün, 2007, "The Predictive Performance of Asymmetric Normal Mixture GARCH in Risk Management: Evidence from Turkey," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 1, issue 1, pages 7-34.
• Özgür Aslan & Levent Korap, 2007, "Testing Quantity Theory of Money for the Turkish Economy," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 1, issue 2, pages 93-109.
• Leonardo Gambacorta & Carlotta Rossi, 2007, "Modelling bank lending in the euro area: A non-linear approach," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 650, Nov.
• Juan José Echavarría Soto & Enrique López Enciso & Martha Misas Arango & Juana Téllez Corredor & Juan Carlos Parra Álvarez, 2007, "La tasa de interés natural en Colombia," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, volume 25, issue 54, pages 44-89, June, DOI: 10.32468/Espe.5402.
• Hernán Rincón & Édgar Caicedo & Norberto Rodríguez, 2007, "Exchange rate pass-through effects: a disaggregate analysis of Colombian imports of manufactured goods," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, volume 25, issue 54, pages 90-121, June, DOI: 10.32468/Espe.5403.
• Julio César Alonso & Carlos Ignacio Patiño F Author-Email:carlos.patino@corficolombiana.com.co, 2007, "¿Crecer para exportar o exportar para crecer? El caso del Valle del Cauca," Ensayos sobre Economía Regional (ESER), Banco de la Republica de Colombia, number 46, Jul, DOI: 10.32468/eser.46.
• Haldrup, Niels & Hylleberg, Svend & Pons, Gabriel & Sanso, Andreu, 2007, "Common Periodic Correlation Features and the Interaction of Stocks and Flows in Daily Airport Data," Journal of Business & Economic Statistics, American Statistical Association, volume 25, pages 21-32, January.
• Lanne, Markku & Saikkonen, Pentti, 2007, "A Multivariate Generalized Orthogonal Factor GARCH Model," Journal of Business & Economic Statistics, American Statistical Association, volume 25, pages 61-75, January.
• Anderson, Heather M. & Vahid, Farshid, 2007, "Forecasting the Volatility of Australian Stock Returns: Do Common Factors Help?," Journal of Business & Economic Statistics, American Statistical Association, volume 25, pages 76-90, January.
• Jean Boivin & Marc Giannoni, 2007, "DSGE Models in a Data-Rich Environment," Working papers, Banque de France, number 162.
• De Loubens, A. & Julien Idier. & Caroline Jardet, 2007, "Determinants of long-term interest rates in the United States and the euro area: A multivariate approach," Working papers, Banque de France, number 170.
• Partouche, H., 2007, "Time-Varying Coefficients in a GMM Framework: Estimation of a Forward Looking Taylor Rule for the Federal Reserve," Working papers, Banque de France, number 177.
• Adanero-Donderis , M. & Olivier Darn & Laurent Ferrara, 2007, "Deux indicateurs probabilistes de retournement cyclique pour l conomie fran aise," Working papers, Banque de France, number 187.
• Rodney Fort & Young Hoon Lee, 2007, "Structural Change, Competitive Balance, And The Rest Of The Major Leagues," Economic Inquiry, Western Economic Association International, volume 45, issue 3, pages 519-532, July, DOI: 10.1111/j.1465-7295.2007.00026.x.
• Massimiliano Marcellino, 2007, "Pooling‐Based Data Interpolation and Backdating," Journal of Time Series Analysis, Wiley Blackwell, volume 28, issue 1, pages 53-71, January, DOI: 10.1111/j.1467-9892.2006.00498.x.
• Joakim Westerlund & David L. Edgerton, 2007, "New Improved Tests for Cointegration with Structural Breaks," Journal of Time Series Analysis, Wiley Blackwell, volume 28, issue 2, pages 188-224, March, DOI: 10.1111/j.1467-9892.2006.00504.x.
• Paolo Zaffaroni, 2007, "Contemporaneous aggregation of GARCH processes," Journal of Time Series Analysis, Wiley Blackwell, volume 28, issue 4, pages 521-544, July, DOI: 10.1111/j.1467-9892.2006.00522.x.
• Andrew P. Blake & George Kapetanios, 2007, "Testing for Neglected Nonlinearity in Cointegrating Relationships," Journal of Time Series Analysis, Wiley Blackwell, volume 28, issue 6, pages 807-826, November, DOI: 10.1111/j.1467-9892.2007.00532.x.
• Gianluca Cubadda, 2007, "A Reduced Rank Regression Approach to Coincident and Leading Indexes Building," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 69, issue 2, pages 271-292, April, DOI: 10.1111/j.1468-0084.2006.00196.x.
• Guglielmo Maria Caporale & Luis A. Gil‐Alana, 2007, "Nonlinearities and Fractional Integration in the US Unemployment Rate," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 69, issue 4, pages 521-544, August, DOI: 10.1111/j.1468-0084.2007.00449.x.
• Joakim Westerlund, 2007, "Testing for Error Correction in Panel Data," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 69, issue 6, pages 709-748, December, DOI: 10.1111/j.1468-0084.2007.00477.x.
• Claude Lopez & David H. Papell, 2007, "Convergence to Purchasing Power Parity at the Commencement of the Euro," Review of International Economics, Wiley Blackwell, volume 15, issue 1, pages 1-16, February, DOI: 10.1111/j.1467-9396.2007.00631.x.
• Alberto Ortiz & Federico Sturzenegger, 2007, "Estimating Sarb'S Policy Reaction Rule," South African Journal of Economics, Economic Society of South Africa, volume 75, issue 4, pages 659-680, December, DOI: 10.1111/j.1813-6982.2007.00146.x.
• Morten O. Ravn & Saverio Simonelli, 2007, "Labor Market Dynamics and the Business Cycle: Structural Evidence for the United States," Scandinavian Journal of Economics, Wiley Blackwell, volume 109, issue 4, pages 743-777, December, DOI: 10.1111/j.1467-9442.2007.00520.x.
• Alastair Cunningham & Jana Eklund & Christopher Jeffery & George Kapetanios & Vincent Labhard, 2007, "A state space approach to extracting the signal from uncertain data," Bank of England Staff Working Paper series, Bank of England, number 336, Nov.
• Dimitrios A. Sideris, 2007, "Foreign Exchange Intervention and Equilibrium Real Exchange Rates," Working Papers, Bank of Greece, number 56, Feb.
• Sophocles N. Brissimis & Thomas Vlassopoulos, 2007, "The Interaction between Mortgage Financing and Housing Prices in Greece," Working Papers, Bank of Greece, number 58, Mar.
• Yasuo Hirose & Saori Naganuma, 2007, "Structural Estimation of the Output Gap: A Bayesian DSGE Approach for the U.S. Economy," Bank of Japan Working Paper Series, Bank of Japan, number 07-E-24, Nov.
• Koji Nakamura & Yumi Saita, 2007, "Land Prices and Fundamentals," Bank of Japan Working Paper Series, Bank of Japan, number 07-E-8, Apr.
• Sun-Ung Hwang, 2007, "Changing Temporary Employment Dynamics in the Korean Economy (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, volume 13, issue 4, pages 87-121, December.
• Chihwa Kao & Lorenzo Trapani & Giovanni Urga, 2007, "Modelling and Testing for Structural Changes in Panel Cointegration Models with Common and Idiosyncratic Stochastic Trends," Working Papers, Department of Management, Information and Production Engineering, University of Bergamo, number 0708.
• Juncal Cuñado & L.A. Gil-Alana & F. Pérez de Gracia, 2007, "Real convergence in some emerging countries: a fractionally integrated approach," Recherches économiques de Louvain, De Boeck Université, volume 73, issue 3, pages 293-310.
• Jean-Daniel Guigou, 2007, "Nairu en zone heureuse," Revue de l'OFCE, Presses de Sciences-Po, volume 101, issue 2, pages 227-234.
• Jean-Pierre Allegret & Alain Sand-Zantman, 2007, "Transmission des chocs et mécanismes d'ajustement dans le Mercosur," Revue de l'OFCE, Presses de Sciences-Po, volume 101, issue 2, pages 355-392.
• Samuel Bates & Saturnin Dokoui & Olivier Pognon, 2007, "Évaluation de l'avantage macroéconomique net du tourisme Analyse coûts-bénéfices des recettes touristiques internationales," Revue d'économie régionale et urbaine, Armand Colin, volume 0, issue 1, pages 79-96.
• 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.
• Cifter Atilla & Ozun Alper, 2007, "The Monetary Transmission Mechanism in the New Economy: Evidence from Turkey (1997-2006)," South East European Journal of Economics and Business, Paradigm, volume 2, issue 1, pages 15-24, April, DOI: 10.2478/v10033-007-0011-3.
• Yongsung Chang & Taeyoung Doh & Frank Schorfheide, 2007, "Non‐stationary Hours in a DSGE Model," Journal of Money, Credit and Banking, Blackwell Publishing, volume 39, issue 6, pages 1357-1373, September, DOI: 10.1111/j.1538-4616.2007.00070.x.
• Michal Rubaszek & Pawel Skrzypczynski, 2007, "Can a simple DSGE model outperform Professional Forecasters?," Working Papers, Department of Applied Econometrics, Warsaw School of Economics, number 5, May.
• Peter N Smith & Steffen Sorensen & Mike Wickens, 2007, "The Asymmetric Effect of the Business Cycle on the Equity Premium (This is an extensively revised version of earlier paper No. 06/04)," Discussion Papers, Department of Economics, University of York, number 07/11, May.
• Renatas Kizys & Peter Spencer, 2007, "Assessing the Relation between Equity Risk Premium and Macroeconomic Volatilities in the UK," Discussion Papers, Department of Economics, University of York, number 07/13, Jun.
• Dötz, Niko, 2007, "Time-varying contributions by the corporate bond and CDS markets to credit risk price discovery," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, number 2007,08.
• Hogrefe, Jens, 2007, "The yield spread and GDP growth - Time Varying Leading Properties and the Role of Monetary Policy," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2007-12.
• Wohltmann, Hans-Werner & Winkler, Roland C., 2007, "Solution of RE Models with Anticipated Shocks and Optimal Policy," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2007-32.
• Gundel, Sebastian, 2007, "Declining export prices due to increased competition from NIC: Evidence from Germany and the CEEC," University of Göttingen Working Papers in Economics, University of Goettingen, Department of Economics, number 63.
• Kühl, Michael, 2007, "Cointegration in the foreign exchange market and market efficiency since the introduction of the Euro: Evidence based on bivariate cointegration analyses," University of Göttingen Working Papers in Economics, University of Goettingen, Department of Economics, number 68.
• Grammig, Joachim & Theissen, Erik & Wuensche, Oliver, 2007, "Time and price impact of a trade: A structural approach," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 07-12.
• Hautsch, Nikolaus, 2007, "Capturing common components in high-frequency financial time series: A multivariate stochastic multiplicative error model," CFS Working Paper Series, Center for Financial Studies (CFS), number 2007/25.
• Nolte, Ingmar & Voev, Valeri, 2007, "Panel intensity models with latent factors: An application to the trading dynamics on the foreign exchange market," CoFE Discussion Papers, University of Konstanz, Center of Finance and Econometrics (CoFE), number 07/02.
• Lechner, Sandra & Nolte, Ingmar, 2007, "Customer trading in the foreign exchange market empirical evidence from an internet trading platform," CoFE Discussion Papers, University of Konstanz, Center of Finance and Econometrics (CoFE), number 07/03.
• Nolte, Ingmar & Voev, Valeri, 2007, "Estimating high-frequency based (co-) variances: A unified approach," CoFE Discussion Papers, University of Konstanz, Center of Finance and Econometrics (CoFE), number 07/07.
• Rengifo, Erick W. & Trifan, Emanuela, 2007, "Investors Facing Risk II: Loss Aversion and Wealth Allocation When Utility Is Derived From Consumption and Narrowly Framed Financial Investments," Darmstadt Discussion Papers in Economics, Darmstadt University of Technology, Department of Law and Economics, number 181.
• Brosig, Stephan & Weitzel, Enno-Burghard & Glauben, Thomas & Poghosyan, Tigran & Rozelle, Scott, 2007, "Spatial market integration and the dynamics of transaction costs in the Chinese soy bean market," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 6, issue 5, pages 431-437.
• Bandholz, Harm & Clostermann, Jörg & Seitz, Franz, 2007, "Explaining the US bond yield conundrum," Weidener Diskussionspapiere, University of Applied Sciences Amberg-Weiden (OTH), number 2.
• Franchi, Massimo & Jusélius, Katarina, 2007, "Taking a DSGE Model to the Data Meaningfully," Economics Discussion Papers, Kiel Institute for the World Economy, number 2007-6.
• Pesaran, Mohammad Hashem & Holly, Sean & Dees, Stephane & Smith, L. Vanessa, 2007, "Long Run Macroeconomic Relations in the Global Economy," Economics Discussion Papers, Kiel Institute for the World Economy, number 2007-7.
• Canarella, Giorgio & Sapra, Sunil K. & Pollard, Stephen K., 2007, "Asymmetry and Spillover Effects in the North American Equity Markets," Economics Discussion Papers, Kiel Institute for the World Economy, number 2007-35.
• Chen, Pu & Schneider, Elena & Frohn, Joachim, 2007, "A Long Run Structural Macroeconometric Model for Germany," Economics Discussion Papers, Kiel Institute for the World Economy, number 2007-47.
• Pesaran, Mohammad Hashem & Holly, Sean & Dees, Stephane & Smith, L. Vanessa, 2007, "Long Run Macroeconomic Relations in the Global Economy," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 1, pages 1-20, DOI: 10.5018/economics-ejournal.ja.2007-.
• Franchi, Massimo & Jusélius, Katarina, 2007, "Taking a DSGE Model to the Data Meaningfully," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 1, pages 1-38, DOI: 10.5018/economics-ejournal.ja.2007-.
• Pollard, Stephen K. & Sapra, Sunil K. & Canarella, Giorgio, 2007, "Asymmetry and Spillover Effects in the North American Equity Markets," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 1, pages 1-52, DOI: 10.5018/economics-ejournal.ja.2007-.