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

2005

• Thomas Lubik & Wing Leong Teo, 2005, "Do Terms of Trade Shocks Drive Business Cycles? Some Evidence from Structural Estimation," Computing in Economics and Finance 2005, Society for Computational Economics, number 377, Nov.
• Peter A. Zadrozny & Baoline Chen, 2005, "Testing Substitution Bias of the Solow-Residual Measure of Total Factor Productivity Using CES-Class Production Functions," Computing in Economics and Finance 2005, Society for Computational Economics, number 378, Nov.
• Marc P. Giannoni & Jean Boivin, 2005, "DSGE Models in a Data-Rich Environment," Computing in Economics and Finance 2005, Society for Computational Economics, number 431, Nov.
• James Morley & Tara M. Sinclair, 2005, "Testing for Stationarity and Cointegration in an Unobserved Components Framework," Computing in Economics and Finance 2005, Society for Computational Economics, number 451, Nov.
• Arabinda Basistha & Richard Startz, 2005, "Measuring the NAIRU with Reduced Uncertainty: A Multiple Indicator-Common Component Approach," Computing in Economics and Finance 2005, Society for Computational Economics, number 46, Nov.
• Сосунов К. А. & Шумилов А. В., 2005, "Оценивание Равновесного Реального Обменного Курса Российского Рубля," Higher School of Economics Economic Journal Экономический журнал Высшей школы экономики, CyberLeninka;Федеральное государственное автономное образовательное учреждение высшего образования «Национальный исследовательский университет «Высшая школа экономики», volume 9, issue 2, pages 216-229.
• Cheng Hsiao & Siyan Wang, 2005, "Modified Two Stage Least Squares Estimators for the Estimation of a Structural Vector Autoregressive Integrated Process," IEPR Working Papers, Institute of Economic Policy Research (IEPR), number 05.23, May.
• M. Hashem Pesaran & L. Vanessa Smith & Ron P. Smith, 2005, "What if the UK had Joined the Euro in 1999? An Empirical Evaluation using a Global VAR," IEPR Working Papers, Institute of Economic Policy Research (IEPR), number 05.24, May.
• M. Hashem Pesaran & Til Schuermann & Björn-Jakob Treutler, 2005, "The Role of Industry, Geography and Firm Heterogeneity in Credit Risk Diversification," IEPR Working Papers, Institute of Economic Policy Research (IEPR), number 05.25, May.
• Jian Yang & Cheng Hsiao & Qi Li & Zijun Wang, 2005, "The Emerging Market Crisis and Stock Market Linkages: Further Evidence," IEPR Working Papers, Institute of Economic Policy Research (IEPR), number 05.27, Jul.
• Carsten Trenkler*, 2005, "The Effects of Ignoring Level Shifts on Systems Cointegration Tests," AStA Advances in Statistical Analysis, Springer;German Statistical Society, volume 89, issue 3, pages 281-301, August, DOI: 10.1007/s10182-005-0205-x.

2004

• Christopher Bowdler & Eilev S. Jansen, 2004, "Testing for a time-varying price-cost markup in the Euro area inflation process," Working Paper Series, Department of Economics, Norwegian University of Science and Technology, number 4004, Feb, revised 11 May 2004.
• Eilev S. Jansen, 2004, "Modelling inflation in the Euro Area," Working Paper Series, Department of Economics, Norwegian University of Science and Technology, number 4104, Mar, revised 01 Jun 2004.
• Christopher Bowdler & Eilev S. Jansen, 2004, "Testing for a time-varying price-cost markup in the Euro area inflation process," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2004-W10, Apr.
• Guillaume Chevillon & David F. Hendry, 2004, "Non-Parametric Direct Multi-step Estimation for Forecasting Economic Processes," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2004-W12, May.
• Charles S. Bos & Neil Shephard, 2004, "Inference for Adaptive Time Series Models: Stochastic Volatility and Conditionally Gaussian State Space Form," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2004-W02, Feb.
• Clive G. Bowsher, 2004, "Modelling the Dynamics of Cross-Sectional Price Functions: an Econometric Analysis of the Bid and Ask Curves of an Automated Exchange," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2004-W21, Sep.
• Dominick Stephens, 2004, "The equilibrium exchange rate according to PPP and UIP," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP 2004/03, Apr.
• Sylvia Kaufmann & Maria Teresa Valderrama, 2004, "Modeling Credit Aggregates," Working Papers, Oesterreichische Nationalbank (Austrian Central Bank), number 90, Sep.
• Arturo Vásquez, 2004, "Los Vínculos entre el Crecimiento Económico y la Infraestructura Eléctrica en el Perú, 1940-2000," Working Papers, Osinergmin, Gerencia de Políticas y Análisis Económico, number 17, Dec.
• Philip Arestis & Andrea Cipollini & Bassam Fattouh, 2004, "Threshold Effects in the U.S. Budget Deficit," Economic Inquiry, Western Economic Association International, volume 42, issue 2, pages 214-222, April.
• Jian Yang & David A. Bessler, 2004, "The International Price Transmission in Stock Index Futures Markets," Economic Inquiry, Western Economic Association International, volume 42, issue 3, pages 370-386, July.
• Martin B. Schmidt, 2004, "Exogeneity within the M2 Demand Function: Evidence from a Large Macroeconomic System," Economic Inquiry, Western Economic Association International, volume 42, issue 4, pages 634-646, October.
• Andrew J. Patton, 2004, "On the Out-of-Sample Importance of Skewness and Asymmetric Dependence for Asset Allocation," Journal of Financial Econometrics, Oxford University Press, volume 2, issue 1, pages 130-168.
• Mike Artis & Hans-Martin Krolzig & Juan Toro, 2004, "The European business cycle," Oxford Economic Papers, Oxford University Press, volume 56, issue 1, pages 1-44, January.
• Yin-Wong Cheung & Antonio Garcia Pascual, 2004, "Testing for output convergence: a re-examination," Oxford Economic Papers, Oxford University Press, volume 56, issue 1, pages 45-63, January.
• David Hendry & Guillaume Chevillon, 2004, "Non-Parametric Direct Multi-step Estimation for Forecasting Economic Processes," Economics Series Working Papers, University of Oxford, Department of Economics, number 196, Jul.
• Clive Bowsher, 2004, "Modelling the Dynamics of Cross-Sectional Price Functions: an Econometric Analysis of the Bid and Ask Curves of an Automated Exchange," Economics Series Working Papers, University of Oxford, Department of Economics, number 2004-FE-19, Sep.
• Renzo Jiménez Sotelo, 2004, "Riesgo crediticio derivado del riesgo cambiario: perspectiva de una economía latinoamericana parcialmente dolarizada," Apuntes. Revista de ciencias sociales, Fondo Editorial, Universidad del Pacífico, volume 31, issue 54, pages 92-134.
• Annetta Maria Binotti & Enrico Ghiani, 2004, "Interpreting reduced form cointegrating vectors of incomplete systems. A labour market application," Discussion Papers, Dipartimento di Economia e Management (DEM), University of Pisa, Pisa, Italy, number 2004/28, Jan.
• Lorenzo Corsini & Marco Guerrazzi, 2004, "Searching for Long Run Equilibrium Relationships in the Italian Labour Market: a Cointegrated VAR Approach," Discussion Papers, Dipartimento di Economia e Management (DEM), University of Pisa, Pisa, Italy, number 2004/43, Jan.
• Eruygur, Aysegul, 2004, "The impact of foreign interest rate on the macroeconomic performance of Turkey," MPRA Paper, University Library of Munich, Germany, number 12493.
• Fanelli, Luca & Cavaliere, Giuseppe & Gardini, Attilio, 2004, "Consumption risk sharing and adjustment costs," MPRA Paper, University Library of Munich, Germany, number 1641, Oct, revised Nov 2006.
• Mapa, Dennis S., 2004, "A Forecast Comparison of Financial Volatility Models: GARCH (1,1) is not Enough," MPRA Paper, University Library of Munich, Germany, number 21028.
• Gradzewicz, Michal & Kolasa, Marcin, 2004, "Estimating the output gap in the Polish economy: the VECM approach," MPRA Paper, University Library of Munich, Germany, number 28227, Feb.
• Boschi, Melisso, 2004, "International Financial Contagion: Evidence from the Argentine Crisis of 2001-2002," MPRA Paper, University Library of Munich, Germany, number 28546.
• Goyal, Ashima & Paul, Manas, 2004, "Interest groups or incentives: the political economy of fiscal decay," MPRA Paper, University Library of Munich, Germany, number 29198.
• Kulaksizoglu, Tamer, 2004, "Measuring the Effectiveness of Competition Policy: Evidence from the Turkish Cement Industry," MPRA Paper, University Library of Munich, Germany, number 357, Jul.
• Rodríguez, Carlos A., 2004, "A P* Model of Inflation in Puerto Rico," MPRA Paper, University Library of Munich, Germany, number 41278, Sep.
• Stavarek, Daniel, 2004, "Stock Prices and Exchange Rates in the EU and the USA: Evidence of their Mutual Interactions," MPRA Paper, University Library of Munich, Germany, number 7297.
• Degiannakis, Stavros, 2004, "Forecasting Realized Intra-day Volatility and Value at Risk: Evidence from a Fractional Integrated Asymmetric Power ARCH Skewed-t Model," MPRA Paper, University Library of Munich, Germany, number 80488.
• Grammig, Joachin & Heinen, Andreas & Rengifo, Erick, 2004, "Trading activity and liquidity supply in a pure limit order book market: An empirical analysis using a multivariate count data model," MPRA Paper, University Library of Munich, Germany, number 8115, Aug.
• Iiboshi, Hirokuni & Wakita, Shigeru, 2004, "Do Structural Breaks exist in Okun’s Law? Evidence from the Lost Decade in Japan," MPRA Paper, University Library of Munich, Germany, number 87392, Dec.
• Degiannakis, Stavros, 2004, "Volatility Forecasting: Evidence from a Fractional Integrated Asymmetric Power ARCH Skewed-t Model," MPRA Paper, University Library of Munich, Germany, number 96330.
• Miloslav Vošvrda & Filip Žikeš, 2004, "An Application of the Garch-t Model on Central European Stock Returns," Prague Economic Papers, Prague University of Economics and Business, volume 2004, issue 1, pages 26-39, DOI: 10.18267/j.pep.229.
• Josef Arlt & Milan Guba & Štěpán Radkovský, 2004, "Využití metody peněžního převisu/deficitu k indikaci inflačních rizik (přístup Evropské centrální banky)
  [Implementation of monetary overhang/shortfall measure for indication of inflation risks (the approach of the European Central Bank)]," Politická ekonomie, Prague University of Economics and Business, volume 2004, issue 2, DOI: 10.18267/j.polek.456.
• Andrea Cipollini & George Kapetanios, 2004, "A Stochastic Variance Factor Model for Large Datasets and an Application to S&P Data," Working Papers, Queen Mary University of London, School of Economics and Finance, number 506, Feb.
• Andrew P. Blake & George Kapetanios, 2004, "Testing for Neglected Nonlinearity in Cointegrating Relationships," Working Papers, Queen Mary University of London, School of Economics and Finance, number 508, Feb.
• George Kapetanios, 2004, "Dynamic Factor Extraction of Cross-Sectional Dependence in Panel Unit Root Tests," Working Papers, Queen Mary University of London, School of Economics and Finance, number 509, Feb.
• Francesco Giurda & Elias Tzavalis, 2004, "Is the Currency Risk Priced in Equity Markets?," Working Papers, Queen Mary University of London, School of Economics and Finance, number 511, Mar.
• George Kapetanios, 2004, "Estimating Time-Variation in Measurement Error from Data Revisions: An Application to Forecasting in Dynamic Models," Working Papers, Queen Mary University of London, School of Economics and Finance, number 520, Oct.
• Richard Harrison & George Kapetanios, 2004, "Forecasting with Measurement Errors in Dynamic Models," Working Papers, Queen Mary University of London, School of Economics and Finance, number 521, Oct.
• George Kapetanios, 2004, "A Bootstrap Procedure for Panel Datasets with Many Cross-Sectional Units," Working Papers, Queen Mary University of London, School of Economics and Finance, number 523, Oct.
• Carol Alexander & Anca Dimitriu, 2004, "A Comparison of Cointegration & Tracking Error Models for Mutual Funds & Hedge Funds," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2004-03, Mar.
• Carol Alexandra & Emese Lazar, 2004, "The Equity Index Skew, Market Crashes and Asymmetric Normal Mixture GARCH," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2004-13, Oct.
• Marco Del Negro & Frank Schorfheide, 2004, "A DSGE-VAR for the Euro Area," 2004 Meeting Papers, Society for Economic Dynamics, number 43.
• Antje Berndt & Rohan Douglas, 2004, "Estimating Default Risk Premia from Default Swap Rates and EDFs," 2004 Meeting Papers, Society for Economic Dynamics, number 821.
• Abdulnasser Hatemi-J, 2004, "Is the Equity Market Informationally Efficient in Japan? Evidence from Leveraged Bootstrap Analysis," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 57, issue 4, pages 461-473.
• Panagiotis Konstantinou, 2004, "Term Structure Dynamics: A Daily View from the Hungarian Foreign Currency Deposits Markets," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 57, issue 3, pages 315-331.
• José Brandão de Brito, 2004, "Monetary Integration in East Asia: An Empirical Approach," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 19, pages 536-567.
• Robert F. Engle III, 2004, "Autobiography," Nobel Prize in Economics documents, Nobel Prize Committee, number 2003-3.
• Clive W. J. Granger, 2004, "Autobiography," Nobel Prize in Economics documents, Nobel Prize Committee, number 2003-6.
• Pavelescu, Florin Marius, 2004, "Features Of The Ordinary Least Square (Ols) Method. Implications For The Estimation Methodology," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 1, issue 2, pages 85-101, May.
• Klein, Lawrence R. & Roudoi, Andrei & Eskin, Vladimir & Albu, Lucian Liviu & Stanica, Cristian Nicolae, 2004, "Quarterly Gdp Data Correction Using Principal Components Analysis. The Case Of The Romanian Economy – Gdp Expenditures Side," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 1, issue 5, pages 5-34.
• Klein, Lawrence R. & Roudoi, Andrei & Eskin, Vladimir & Albu, Lucian Liviu & Stanica, Cristian Nicolae & Nicolae, Mariana & Chilian, Mihaela Nona, 2004, "Principal Components Model Of The Romanian Economy. Gdp – Production Side," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 1, issue 5, pages 52-66.
• Klein, Lawrence R. & Roudoi, Andrei & Eskin, Vladimir & Nicolae, Mariana, 2004, "Principal Components Model Of The Romanian Economy. Study Of The Oil Price Impact Upon Gdp," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 1, issue 5, pages 67-80.
• Federico Perali & Luca Pieroni, 2004, "Analisi fondamentale di mercato con aspettative razionali: un modello per il mercato delle materie prime," Rivista di Politica Economica, SIPI Spa, volume 94, issue 2, pages 187-224, March-Apr.
• Romina Gambacorta, 2004, "Il dibattito sulla legge di Verdoorn: alcuni risultati empirici usando l’analisi di cointegrazione," Rivista di Politica Economica, SIPI Spa, volume 94, issue 3, pages 251-251, May-June.
• Donal Bredin & John Cotter, 2004, "Volatility and Irish exports," Centre for Financial Markets Working Papers, Research Repository, University College Dublin, number 10197/1165, Oct.
• G. Peersman, 2004, "What caused the early millennium slowdown? Evidence based on vector autoregressions," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 04/235, Mar.
• Francesco Carlucci & Alessandro Girardi, 2004, "National Specifities and Monetary-Policy Trasmission in Europe," Working Papers in Public Economics, Department of Economics and Law, Sapienza University of Rome, number 73, May.
• Clive G. Bowsher, 2004, "Modelling the Dynamics of Cross-Sectional Price Functions: an Econometric Analysis of the Bid and Ask Curves of an Automated Exchange," OFRC Working Papers Series, Oxford Financial Research Centre, number 2004fe19.
• F. Pérez de Gracia & J. Cuñado; J. Gómez, 2004, "Financial Liberalization and Emerging Stock Market Volatility," Computing in Economics and Finance 2004, Society for Computational Economics, number 124, Aug.
• Guillaume Guerrero & Nicolas Million, 2004, "The US Phillips Curve and inflation expectations: A State Space Markov-Switching explanatory model," Computing in Economics and Finance 2004, Society for Computational Economics, number 133, Aug.
• William A. Barnett & Yijun He, 2004, "New Phenomena Identified in a Stochastic Dynamic Macroeconometric Model: A Bifurcation Perspective," Computing in Economics and Finance 2004, Society for Computational Economics, number 145, Aug.
• Peter Vlaar & Ard den Reijer, 2004, "Forecasting inflation: An art as well as a science!," Computing in Economics and Finance 2004, Society for Computational Economics, number 148, Aug.
• Dietmar Maringer & Peter Winker, 2004, "Optimal Lag Structure Selection in VEC-Models," Computing in Economics and Finance 2004, Society for Computational Economics, number 155, Aug.
• Ana-Maria Fuertes & Elena Kalotychou, 2004, "Forecasting sovereign default using panel models: A comparative analysis," Computing in Economics and Finance 2004, Society for Computational Economics, number 228, Aug.
• Aaron Smallwood, 2004, "Joint Tests for Long Memory and Non-linearity: The Case of Purchasing Power Parity," Computing in Economics and Finance 2004, Society for Computational Economics, number 23, Aug.
• Kirstin Hubrich, 2004, "Forecasting euro area inflation: Does aggregating forecasts by HICP component improve forecast accuracy?," Computing in Economics and Finance 2004, Society for Computational Economics, number 230, Aug.
• Valderio A. Reisen, DEST-UFES, Brazil & Luz A. M. Santander & GET-UFF, 2004, "Semi-parametric procedures for Unit root and fractional cointegration tests," Computing in Economics and Finance 2004, Society for Computational Economics, number 250, Aug.
• Valderio A. Reisen, UFES, Brazil. & Carlos Feitosa Luna & Manoel R. Sena Jr., 2004, "Estimation of the fractionally integrated process with Missing Values: Simulation and Application," Computing in Economics and Finance 2004, Society for Computational Economics, number 251, Aug.
• Baoline Chen & Peter A. Zadrozny, 2004, "Perturbed Polynomial Path Method For Accurately Computing And Empirically Evaluating Total Factor Productivity," Computing in Economics and Finance 2004, Society for Computational Economics, number 268, Aug.
• Stuart Snaith & Jerry Coakley, 2004, "The overvaluation of PPP in Europe?," Computing in Economics and Finance 2004, Society for Computational Economics, number 285, Aug.
• Simon van Norden, 2004, "How Precise are Our Estimates of the Current Output Gap? New Evidence from Multivariate Estimates for the Euro-Zone," Computing in Economics and Finance 2004, Society for Computational Economics, number 299, Aug.
• Roy van der Weide, 2004, "Wake me up before you GO-GARCH," Computing in Economics and Finance 2004, Society for Computational Economics, number 316, Aug.
• Jerzy Mycielski & Michal Kurcewicz, 2004, "A Specification Search Algorithm for Cointegrated Systems," Computing in Economics and Finance 2004, Society for Computational Economics, number 321, Aug.
• Jesus Vazquez, 2004, "Does the Term Spread Play a Role in the Fed's Reaction Function? An Empirical Investigation," Computing in Economics and Finance 2004, Society for Computational Economics, number 52, Aug.
• Marco Del Negro & Frank Schorfheide, 2004, "A DSGE-VAR for the Euro Area," Computing in Economics and Finance 2004, Society for Computational Economics, number 79, Aug.
• M. Hashem Pesaran & Paolo Zaffaroni, 2004, "Model Averaging and Value-at-Risk based Evaluation of Large Multi Asset Volatility Models for Risk Management," IEPR Working Papers, Institute of Economic Policy Research (IEPR), number 04.3, Oct.
• Stephane Dees & Filippo di Mauro & M. Hashem Pesaran & L. Vanessa Smith, 2004, "Exploring the International Linkages of the Euro Area: A Global VAR Analysis," IEPR Working Papers, Institute of Economic Policy Research (IEPR), number 04.6, Dec.
• Jean-Paul Lam & Greg Tkacz, 2004, "Estimating Policy-Neutral Interest Rates for Canada Using a Dynamic Stochastic General Equilibrium Framework," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), volume 140, issue I, pages 89-126, March.
• Jamie Gascoigne, 2004, "Estimating threshold vector error-correction models with multiple cointegrating relationships," Working Papers, The University of Sheffield, Department of Economics, number 2004013, Nov, revised Nov 2004.
• Byron Gangnes & Craig Parsons, 2004, "Have U.S.-Japan Trade Agreements Made a Difference?," Working Papers, Singapore Management University, School of Economics, number 08-2004, Mar.
• Hwee Kwan Chow & Keen Meng Choy, 2004, "Forecasting the Global Electronics Cycle with Leading Indicators: A VAR Approach," Working Papers, Singapore Management University, School of Economics, number 16-2004, Aug.
• Roberto S. Mariano & Yasutomo Murasawa, 2004, "Constructing a Coincident Index of Business Cycles without Assuming a One-factor Model," Working Papers, Singapore Management University, School of Economics, number 22-2004, Mar, revised Oct 2004.
• Takuji Kinkyo, 2004, "Transmission channels of capital flow shocks: why Korean crisis was so severe," Working Papers, Department of Economics, SOAS University of London, UK, number 139, Aug.
• Takuji Kinkyo, 2004, "Disorderly adjustments to exchange rate misalignments: The experience of Korea," Working Papers, Department of Economics, SOAS University of London, UK, number 140, Aug.
• Dennis Gaertner & Daniel Halbheer, 2004, "Are There Waves in Merger Activity After All?," SOI - Working Papers, Socioeconomic Institute - University of Zurich, number 0414, Sep, revised Feb 2006.
• Niels Haldrup & Morten O. Nielsen, 2004, "A Regime Switching Long Memory Model for Electricity Prices," Economics Working Papers, Department of Economics and Business Economics, Aarhus University, number 2004-2, Apr.
• Robert Engle, 2004, "Risk and Volatility: Econometric Models and Financial Practice," American Economic Review, American Economic Association, volume 94, issue 3, pages 405-420, June, DOI: 10.1257/0002828041464597.
• Clive W.J. Granger, 2004, "Time Series Analysis, Cointegration, and Applications," American Economic Review, American Economic Association, volume 94, issue 3, pages 421-425, June, DOI: 10.1257/0002828041464669.
• Francisco Ledesma-Rodríguez & Jorge Pérez-Rodríguez & Simón Sosvilla-Rivero, 2004, "An empirical examination of exchange-rate credibility determinants in the EMS," Working Papers, Asociación Española de Economía y Finanzas Internacionales, number 04-01, Mar.
• Caporale, Guglielmo Maria & Gil-Alana, Luis A., 2004, "Non-Linearities and Fractional Integration in the US Unemployment Rate," Discussion Paper Series, Hamburg Institute of International Economics, number 26232, DOI: 10.22004/ag.econ.26232.
• Miljkovic, Dragan & Marsh, John M. & Brester, Gary W., 2004, "Effects of Japanese Import Demand on U.S. Livestock Prices: Reply," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, volume 36, issue 01, pages 1-4, April, DOI: 10.22004/ag.econ.42940.
• Ramirez, Octavio A. & Mohanty, Samarendu & Carpio, Carlos E. & Denning, Megan, 2004, "Issues and Strategies for Aggregate Supply Response Estimation for Policy Analyses," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, volume 36, issue 2, pages 1-17, August, DOI: 10.22004/ag.econ.43420.
• Kinnucan, Henry W., 2004, "Effects of Japanese Import Demand on U.S. Livestock Prices: Comment," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, volume 36, issue 01, pages 1-5, April, DOI: 10.22004/ag.econ.43432.
• Manuela CROCI, 2004, "Country pair-correlations as a measure of financial integration: the case of the Euro equity markets," Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali, number 201, Jan.
• Cleomar Gomes & Otávio Aidar, 2004, "Metas Inflacionárias, Preços Livres E Administrados No Brasil: Uma Análise Econométrica," Anais do XXXII Encontro Nacional de Economia [Proceedings of the 32nd Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 031.
• Carlos Hamilton Vasconcelos Araujo & Marta Baltar Moreira Areosa & Osmani Teixera de Carvalho Guillén, 2004, "Estimating Potential Output And The Output Gap For Brazil," Anais do XXXII Encontro Nacional de Economia [Proceedings of the 32nd Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 041.
• Fábio Augusto Reis Gomes & Leandro Gonçalves do Nascimento, 2004, "A Welfare Analysis Of Economic Fluctuations In South America," Anais do XXXII Encontro Nacional de Economia [Proceedings of the 32nd Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 045.
• Luciana Cavalcante de Assis & Joilson Dias, 2004, "Política Fiscal, Nível Tecnológico E Crescimento Econômico No Brasil: Teoria E Evidência Empírica," Anais do XXXII Encontro Nacional de Economia [Proceedings of the 32nd Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 050.
• Fernando de Aquino Fonseca Neto & Joanílio Rodolpho Teixeira, 2004, "Crescimento Com Restrições De Balanço De Pagamentos E Déficits Gêmeos No Brasil A Partir Dos Anos Noventa," Anais do XXXII Encontro Nacional de Economia [Proceedings of the 32nd Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 073.
• Sinézio Fernandes Maia & Hilton Martins de Brito Ramalho, 2004, "Efeitos Reais E Nominais Sobre As Flutuações Da Taxa Real De Câmbio Brasil/Estados Unidos: Um Estudo Empírico Usando Var (1999-2003)," Anais do XXXII Encontro Nacional de Economia [Proceedings of the 32nd Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 102.
• Vamerson Schwingel Ribeiro & Joilson Dias, 2004, "Índice De Atividade Econômica: Os Modelos De Filtro De Kalman E Box-Jenkins Comparados," Anais do XXXII Encontro Nacional de Economia [Proceedings of the 32nd Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 103.
• Mario A. Margarido & Frederico A. Turolla & Carlos R. F. Bueno, 2004, "The World Market For Soybeans: Price Transmission Into Brazil And Effects From The Timing Of Crop And Trade," Anais do XXXII Encontro Nacional de Economia [Proceedings of the 32nd Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 110.
• Nigohos Kanaryan, 2004, "Modelling the Risk at the Central European Stock Exchange at times of Crisis," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 3, pages 70-83.
• Jerry Coakley & Ana-Maria Fuertes & Ron Smith, 2004, "Unobserved Heterogeneity in Panel Time Series Models," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 0403, May.
• Walter Beckert, 2004, "Dynamic Monopolies with Stochastic Demand," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 0404, Nov.
• Lise Pichette, 2004, "Are Wealth Effects Important for Canada," Bank of Canada Review, Bank of Canada, volume 2004, issue Spring, pages 29-35.
• Marc-André Gosselin & René Lalonde, 2004, "Modélisation « PAC » du secteur extérieur de l'économie américaine," Staff Working Papers, Bank of Canada, number 04-3, DOI: 10.34989/swp-2004-3.
• Charles St-Arnaud, 2004, "Une approche éclectique d'estimation du PIB potentiel pour le Royaume-Uni," Staff Working Papers, Bank of Canada, number 04-46, DOI: 10.34989/swp-2004-46.
• Jean-Paul Lam, 2004, "Estimating Policy-Neutral Interest Rates for Canada Using a Dynamic Stochastic General-Equilibrium Framework," Staff Working Papers, Bank of Canada, number 04-9, DOI: 10.34989/swp-2004-9.
• Pilar Bengoechea & Gabriel Pérez-Quirós, 2004, "A useful tool to identify recessions in the euro-area," Working Papers, Banco de España, number 0419, Nov.
• Stefano Neri, 2004, "Monetary policy and stock prices: theory and evidence," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 513, Jul.
• Luis Fernando Melo-Velandia & Alvaro J. Riascos, 2004, "Sobre los efectos de la política monetaria en Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 281, Mar, DOI: 10.32468/be.281.
• Mario Nigrinis Ospina, 2004, "Es lineal la Curva de Phillips en Colombia?," Borradores de Economia, Banco de la Republica de Colombia, number 282, Mar, DOI: 10.32468/be.282.
• Martha A. Misas A. & Enrique López E. & Carlos A. Arango A. & Juan Nicolás Hernández A., 2004, "No-linealidades en la demanda de efectivo en Colombia: las redes neuronales como herramienta de pronóstico," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, volume 22, issue 45, pages 10-57, June, DOI: 10.32468/Espe.4501.
• Luis F. Melo & Álvaro Riascos, 2004, "Sobre los efectos de la política monetaria en Colombia," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, volume 22, issue 45, pages 172-221, June, DOI: 10.32468/Espe.4505.
• Juan Carlos Vargas Berdugo, 2004, "Cuenta corriente y restricción presupuestaria intertemporal: un contraste de la viabilidad del financiamiento externo," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, volume 22, issue 45, pages 58-78, June, DOI: 10.32468/Espe.4502.
• Martha López P., 2004, "Efficient Policy Rule for Inflation Targeting in Colombia," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, volume 22, issue 45, pages 80-115, June, DOI: 10.32468/Espe.4503.
• Pesaran M.H. & Schuermann T. & Weiner S.M., 2004, "Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model," Journal of Business & Economic Statistics, American Statistical Association, volume 22, pages 129-162, April.
• Nielsen M.O., 2004, "Optimal Residual-Based Tests for Fractional Cointegration and Exchange Rate Dynamics," Journal of Business & Economic Statistics, American Statistical Association, volume 22, pages 331-345, July.
• Jean-Stéphane Mésonnier & Jean-Paul Renne, 2004, "A Time-Varying Natural Rate for the Euro Area," Working papers, Banque de France, number 115.
• Jean-Stéphane Mésonnier & Jean-Paul Renne, 2004, "règle de Taylor et politique mon taire dans la zone euro," Working papers, Banque de France, number 117.
• Kostas Tsatsaronis & Haibin Zhu, 2004, "What drives housing price dynamics: cross-country evidence," BIS Quarterly Review, Bank for International Settlements, March.
• Efthymios G. Tsionas & Dimitris K. Christopoulos, 2004, "Inflation, Shadow Prices and the EMU: Evidence From Greece," Bulletin of Economic Research, Wiley Blackwell, volume 56, issue 3, pages 251-269, July, DOI: 10.1111/j.1467-8586.2004.00201.x.
• Pierre L. Siklos, 2004, "Central Bank Behavior, the Institutional Framework, and Policy Regimes: Inflation Versus Noninflation Targeting Countries," Contemporary Economic Policy, Western Economic Association International, volume 22, issue 3, pages 331-343, July, DOI: 10.1093/cep/byh024.
• Jim Lee, 2004, "The Inflation‐Output Variability Trade‐off: OECD Evidence," Contemporary Economic Policy, Western Economic Association International, volume 22, issue 3, pages 344-356, July, DOI: 10.1093/cep/byh025.
• Ingolf Dittmann, 2004, "Error Correction Models for Fractionally Cointegrated Time Series," Journal of Time Series Analysis, Wiley Blackwell, volume 25, issue 1, pages 27-32, January, DOI: 10.1111/j.1467-9892.2004.00335.x.
• S. Fountas & A. Ioannidis & M. Karanasos, 2004, "Inflation, Inflation Uncertainty and a Common European Monetary Policy," Manchester School, University of Manchester, volume 72, issue 2, pages 221-242, March, DOI: 10.1111/j.1467-9957.2004.00390.x.
• Khurshid M. Kiani & Prasad V. Bidarkota, 2004, "On Business Cycle Asymmetries in G7 Countries," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 66, issue 3, pages 333-351, July, DOI: 10.1111/j.1468-0084.2004.00082.x.
• Martin Wagner, 2004, "A Comparison of Johansen's, Bierens’ and the Subspace Algorithm Method for Cointegration Analysis," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 66, issue 3, pages 399-424, July, DOI: 10.1111/j.1468-0084.2004.00085.x.
• Richard Dennis, 2004, "Inferring Policy Objectives from Economic Outcomes," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 66, issue s1, pages 735-764, September, DOI: 10.1111/j.1468-0084.2004.100_1.x.
• Christopher Bowdler & Eilev S. Jansen, 2004, "Testing for a time-varying price-cost markup in the Euro area inlation process," Working Paper, Norges Bank, number 2004/9, May.
• Eilev S. Jansen, 2004, "Modelling inflation in the Euro Area," Working Paper, Norges Bank, number 2004/10, Jun.
• Roger Hammersland, 2004, "Large T and small N : A three-step approach to the identification of cointegrating relationships in time series models with a small cross-sectional dimension," Working Paper, Norges Bank, number 2004/15, Nov.
• Q. Farooq Akram, 2004, "Oil wealth and real exchange rates: The FEER for Norway," Working Paper, Norges Bank, number 2004/16, Nov.
• Roger Hammersland, 2004, "The degree of independence in European goods markets : An I(2) analysis of German and Norwegian trade data," Working Paper, Norges Bank, number 2004/19, Dec.
• Roger Hammersland, 2004, "Who was in the driving seat in Europe during the nineties, International financial markets or the BUBA?," Working Paper, Norges Bank, number 2004/20, Dec.
• Richard Harrison & George Kapetanios & Tony Yates, 2004, "Forecasting with measurement errors in dynamic models," Bank of England working papers, Bank of England, number 237, Nov.
• George Kapetanios & Tony Yates, 2004, "Estimating time-variation in measurement error from data revisions; an application to forecasting in dynamic models," Bank of England working papers, Bank of England, number 238, Nov.
• Sophocles N. Brissimis & Dimitris A. Sideris & Fragiska K. Voumvaki, 2004, "Testing Long-Run Purchasing Power Parity under Exchange Rate Targeting," Working Papers, Bank of Greece, number 15, Jul.
• George Hondroyiannis & Sarantis Lolos & Evangelia Papapetrou, 2004, "Financial Markets and Economic Growth in Greece," Working Papers, Bank of Greece, number 17, Sep.
• Dimitrios Sideris, 2004, "Testing for Long-Run PPP in a System Context: Evidence for the US, Germany and Japan," Working Papers, Bank of Greece, number 19, Nov.
• Ami Barnea & Joseph Djivre, 2004, "Changes in Monetary and Exchange Rate Policies and the Transmission Mechanism in Israel, 1989.IV – 2002.I," Bank of Israel Working Papers, Bank of Israel, number 2004.13, Oct.
• L. Fanelli & M. Mazzocchi, 2004, "Back to the future? Habits and rational addiction in UK tobacco and alcohol demand," Quaderni di Dipartimento, Department of Statistics, University of Bologna, number 0.
• L. Fanelli & M. Mazzocchi, 2004, "Back to the future? Habits and rational addiction in UK tobacco and alcohol demand," Quaderni di Dipartimento, Department of Statistics, University of Bologna, number 0.
• FERNANDO DE AQUINO FONSECA NETO & Joanílio Rodolpho Teixeira, 2004, "Crescimento com Restrições de Balanço de Pagamentos e Déficits Gêmeos no Brasil a Partir dos Anos Noventa," Working papers - Textos para Discussao do Departamento de Economia da Universidade de Brasilia, Departamento de Economia da Universidade de Brasilia, number 318, Aug.
• Fernando de Aquino Fonseca Neto & Joanílio Rodolpho Teixeira, 2004, "Globalização Econômica e Investimentos no Brasil," Working papers - Textos para Discussao do Departamento de Economia da Universidade de Brasilia, Departamento de Economia da Universidade de Brasilia, number 322, Nov.
• Guglielmo Maria Caporale & Luis A. Gil-Alana, 2004, "Non-Linearities And Fractional Integration In The Us Unemployment Rate," Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 04-17, Oct.
• Guglielmo Maria Caporale & Luis A. Gil-Alana, 2004, "Non-Linearities And Fractional Integration In The Us Unemployment Rate," Public Policy Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 04-17, Oct.
• Édouard Challe, 2004, "Une décomposition du cycle boursier," Revue économique, Presses de Sciences-Po, volume 55, issue 3, pages 395-405.
• Claude Diebolt & Magali Jaoul, 2004, "Les dépenses militaires, moteur de la croissance économique japonaise ?. Une analyse cliométrique : 1868-1940," Revue économique, Presses de Sciences-Po, volume 55, issue 3, pages 439-447.
• Pesaran, M.H., 2004, "A Pair-wise Approach to Testing for Output and Growth Convergence," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0453, Oct.
• Oscar Jorda, 2004, "Model-Free Impulse Responses," Working Papers, University of California, Davis, Department of Economics, number 87, Jun.
• Jesús Vázquez, 2004, "Switching Regimes in the Term Structure of Interest Rates During U.S. Post-War: A case for the Lucas proof equilibrium?," Economic Working Papers at Centro de Estudios Andaluces, Centro de Estudios Andaluces, number E2004/11.
• Julio López Laborda & Jorge Onrubia Fernández, 2004, "Personal Income Tax Decentralization, Inequality and Social Welfare," Economic Working Papers at Centro de Estudios Andaluces, Centro de Estudios Andaluces, number E2004/17.
• Carlos Castellar & Jose Ignacio Uribe, 2004, "Evolution and structure of unemployment in the metropolitan area of Cali 1988-1998. Does the unemployment rate present hysteresis?," Colombian Economic Journal, Academia Colombiana de Ciencias Economicas, Colegio Mayor de Nuestra Senora del Rosario, Pontificia Universidad Javeriana, Universidad de Antioquia, Universidad de los Andes, Universidad del Valle, Universidad Externado de Colombia, Universidad Nacional de Colombia, volume 2, issue 1, pages 121-155, November.
• Jorge Herrera Hernández, 2004, "Business cycles in Mexico and the United States: Do they share common movements?," Journal of Applied Economics, Universidad del CEMA, volume 7, pages 303-323, November.