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

2004

• 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.
• Martin Vojtek, 2004, "Calibration of Interest Rate Models - Transition Market Case," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp237, Sep.
• Yin-Wong Cheung & Antonio I. Garcia Pascual, 2000, "Testing for Output Convergence: A Re-Examination," CESifo Working Paper Series, CESifo, number 319.
• M. Hashem Pesaran, 2000, "Forecast Uncertainties in Macroeconometric Modelling: An Application to the UK Economy," CESifo Working Paper Series, CESifo, number 345.
• Alain Hecq & Franz Palm & Jean-Pierre Urbain, 2001, "Testing for Common Cyclical Features in Var Models with Cointegration," CESifo Working Paper Series, CESifo, number 451.
• Morten O. Ravn & Harald Uhlig, 2001, "On Adjusting the HP-Filter for the Frequency of Observations," CESifo Working Paper Series, CESifo, number 479.
• Helmut Lütkepohl & Jürgen Wolters, 2001, "The Transmission of German Monetary Policy in the Pre-Euro Period," CESifo Working Paper Series, CESifo, number 604.
• Harald Uhlig, 2001, "Did the Fed Surprise the Markets in 2001? A Case Study for VARs with Sign Restrictions," CESifo Working Paper Series, CESifo, number 629.
• Til Schuermann & Björn-Jakob Treutler & Scott M. Weiner & M. Hashem Pesaran, 2003, "Macroeconomic Dynamics and Credit Risk: A Global Perspective," CESifo Working Paper Series, CESifo, number 995.
• Yoichi Arai, 2004, "Testing for Linearity in Regressions with I (1) processes," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-014, Oct.
• Matías Tapia & Andrea Tokman, 2004, "Effects of Foreign Exchange Intervention Under Public Information: the Chilean Case," Working Papers Central Bank of Chile, Central Bank of Chile, number 255, Jan.
• Michel Normandin, 2004, "Canadian and U.S. financial markets: testing the international integration hypothesis under time-varying conditional volatility," Canadian Journal of Economics, Canadian Economics Association, volume 37, issue 4, pages 1021-1041, November.
• Enrique Sentana & Giorgio Calzolari & Gabriele Fiorentini, 2004, "Indirect Estimation of Conditionally Heteroskedastic Factor Models," Working Papers, CEMFI, number wp2004_0409.
• F. Javier Mencía & Enrique Sentana, 2004, "Estimation and Testing of Dynamic Models with Generalised Hyperbolic Innovations," Working Papers, CEMFI, number wp2004_0411.
• Jaromir Benes & David Vavra, 2004, "Eigenvalue Decomposition of Time Series with Application to the Czech Business Cycle," Working Papers, Czech National Bank, Research and Statistics Department, number 2004/08, Dec.
• Clemente Forero & Carlos Eduardo Sep√∫lveda, 2004, "Forms of Participatory Democracy: An Analytical Framework Based on the Experiences of Bolivia, Brazil and Colombia," Borradores de Investigación, Universidad del Rosario, number 2742, Nov.
• Luis Fernando Melo Velandia & Alvaro Jos� Riascos Villegas, 2004, "Sobre los Efectos de la Pol�tica Monetaria en Colombia," Borradores de Economia, Banco de la Republica, number 3511, Feb.
• 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 República, volume 22, issue 45, pages 58-78, DOI: 10.32468/Espe.4502.
• Luis F. Melo & �lvaro Riascos, 2004, "Sobre los efectos de la política monetaria en Colombia," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, volume 22, issue 45, pages 172-221, DOI: 10.32468/Espe.4505.
• Matías Tapia & Andrea Tokman, 2004, "Effects of Foreign Exchange Intervention under Public Information: The Chilean Case," Economía Journal, The Latin American and Caribbean Economic Association - LACEA, volume 0, issue Spring 20, pages 215-256.
• Pablo E. Guidotti & Federico Sturzenegger & Agust�n Villar, 2004, "On the Consequences of Sudden Stops," Economía Journal, The Latin American and Caribbean Economic Association - LACEA, volume 0, issue Spring 20, pages 171-214.
• Laura Alfaro & Andr�s Rodriguez-Clare, 2004, "Multinationals and Linkages: An Empirical Investigation," Economía Journal, The Latin American and Caribbean Economic Association - LACEA, volume 0, issue Spring 20, pages 113-169.
• Albert Chong & Florencio L�pez-de-Silanes, 2004, "Privatization in Latin America: What Does the Evidence Say?," Economía Journal, The Latin American and Caribbean Economic Association - LACEA, volume 0, issue Spring 20, pages 37-111.
• RENGIFO, Erick & ROMBOUTS, Jeroen, 2004, "Dynamic optimal portfolio selection in a VaR framework," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2004057, Jul.
• GRAMMIG, Joachim & HEINEN, Andréas & RENGIFO, Erick, 2004, "Trading activity and liquidity supply in a pure limit order book market," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2004058, Sep.
• Marcet, Albert & Ravn, Morten, 2004, "The HP-Filter in Cross-Country Comparisons," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4244, Feb.
• de Jong, Frank & Rindi, Barbara & Cheung, Yiu Chung, 2004, "Trading European Sovereign Bonds: The Microstructure of the MTS Trading Platforms," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4285, Mar.
• Schotman, Peter C & Frijns, Bart, 2004, "Price Discovery in Tick Time," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4456, Jun.
• Henry, Jerome & Marcellino, Massimiliano & Angelini, Elena, 2004, "Interpolation and Backdating with A Large Information Set," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4533, Oct.
• Rossi, Barbara & Pesavento, Elena, 2004, "Small Sample Confidence Intervals for Multivariate Impulse Response Functions at Long Horizons," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4536, Sep.
• Weber, Martin & Norden, Lars, 2004, "The Comovement of Credit Default Swap, Bond and Stock Markets: An Empirical Analysis," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4674, Oct.
• Harvey, Andrew & Carvalho, Vasco, 2004, "Convergence and Cycles in the Euro Zone," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4726, Nov.
• Attfield, Clifford & Temple, Jonathan, 2004, "Measuring Trend Output: How Useful Are the Great Ratios?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4796, Dec.
• Hirukawa Masayuki, 2004, "A Two-Stage Plug-In Bandwidth Selection and Its Implementation in Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation," Working Papers, Concordia University, Department of Economics, number 04005, Sep.
• Janine Aron & John Muellbauer & Coen Pretorius, 2004, "A Framework for Forecasting the Components of the Consumer Price Index: application to South Africa," CSAE Working Paper Series, Centre for the Study of African Economies, University of Oxford, number 2004-07.
• Janine Aron & John Muellbauer & B. Smit, 2004, "A Structural Model of the Inflation Process in South Africa," CSAE Working Paper Series, Centre for the Study of African Economies, University of Oxford, number 2004-08.
• Peter C.B. Phillips & Donggyu Sul, 2004, "The Elusive Empirical Shadow of Growth Convergence," Yale School of Management Working Papers, Yale School of Management, number ysm342, Jul.
• Peter C.B. Phillips & Chi-Young Choi & Donggyu Sul, 2004, "Prewhitening Bias in HAC Estimation," Yale School of Management Working Papers, Yale School of Management, number ysm426, Jul.
• Funke, Michael & Rahn, Jörg, 2004, "Just how undervalued is the Chinese renminbi," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 14/2004.
• Lazarov, Zdravetz, 2004, "Distribution of Trading Activity across Strike Prices in the DAX Index Options Market," Bonn Econ Discussion Papers, University of Bonn, Bonn Graduate School of Economics (BGSE), number 7/2004.
• Knetsch, Thomas A., 2004, "The Inventory Cycle of the German Economy," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2004,09.
• Knetsch, Thomas A., 2004, "Evaluating the German Inventory Cycle Using Data from the Ifo Business Survey," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2004,10.
• Eickmeier, Sandra, 2004, "Business Cycle Transmission from the US to Germany: a Structural Factor Approach," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2004,12.
• Cayen, Jean-Philippe & van Norden, Simon, 2004, "The reliability of Canadian output gap estimates," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2004,29.
• Härdle, Wolfgang Karl & Chen, Ying & Schulz, Rainer, 2004, "Prognose mit nichtparametrischen Verfahren," Papers, Humboldt University of Berlin, Center for Applied Statistics and Economics (CASE), number 2004,07.
• Trenkler, Carsten & Wolf, Nikolaus, 2004, "Economic integration across borders : the Polish interwar economy 1921-1937," Papers, Humboldt University of Berlin, Center for Applied Statistics and Economics (CASE), number 2004,38.
• Norden, Lars & Weber, Martin, 2004, "The comovement of credit default swap, bond and stock markets: An empirical analysis," CFS Working Paper Series, Center for Financial Studies (CFS), number 2004/20.
• Röthig, Andreas, 2004, "Currency Futures and Currency Crises," Darmstadt Discussion Papers in Economics, Darmstadt University of Technology, Department of Law and Economics, number 136.
• Caporale, Guglielmo Maria & Gil-Alana, Luis A., 2004, "Non-linearities and fractional integration in the US unemployment rate," HWWA Discussion Papers, Hamburg Institute of International Economics (HWWA), number 259.
• Kamps, Christophe, 2004, "The Dynamic Effects of Public Capital: VAR Evidence for 22 OECD Countries," Kiel Working Papers, Kiel Institute for the World Economy, number 1224.
• Sibbertsen, Philipp & Krämer, Walter, 2004, "The Power of the KPSS-Test for Cointegration when Residuals are Fractionally Integrated," Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen, number 2004,31.
• Kappler, Marcus, 2004, "Determination of Potential Growth Using Panel Techniques," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 04-69.
• Antonio Mele & Filippo Altissimo, 2004, "Simulated Nonparametric Estimation of Continuous Time Models of Asset Prices and Returns," FMG Discussion Papers, Financial Markets Group, number dp476, Jan.
• Enrique Sentana, 2004, "Estimation and Testing of Dynamic Models with Generalised Hyperbolic Innovations," FMG Discussion Papers, Financial Markets Group, number dp502, Jun.
• Michael Jansson & Marcelo J. Moreira, 2004, "Optimal Inference in Regression Models with Nearly Integrated Regressors," Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research, number 2047.
• Claudio Morana, 2004, "Regional Convergence in Italy: 1951-2000," Giornale degli Economisti, GDE (Giornale degli Economisti e Annali di Economia), Bocconi University, volume 63, issue 2, pages 139-160, November.
• António Portugal Duarte & João Sousa Andrade, 2004, "How the Gold Standard Functioned in Portugal: An Analysis of Some Macroeconomic Aspects," GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra, number 2004-01.
• Byron Gangnes & Craig Parsons, 2004, "Have US-Japan Trade Agreements Made a Difference?," Working Papers, University of Hawaii at Manoa, Department of Economics, number 200403, Mar.
• Yannick L'Horty & Christophe Rault, 2004, "Inflation, minimum wage and other wages: an econometric study on French macroeconomic data," Post-Print, HAL, number hal-02878004, DOI: 10.1080/00036840410001674213.
• Edouard Challe, 2004, "Une décomposition du cycle boursier," Post-Print, HAL, number halshs-00151481, May.
• Christophe Hurlin & R. Kierzenkowski, 2004, "Credit Market Disequilibrium in Poland: Can we find what we expect? Non Stationarity and the Min Condition," Post-Print, HAL, number halshs-00257379.
• Erlandsson, Ulf, 2004, "Reconnecting the Markov Switching Model with Economic Fundamentals," Working Papers, Lund University, Department of Economics, number 2004:4, Jan, revised 04 Nov 2004.
• Jönsson, Kristian, 2004, "Testing for Stationarity in Panel Data Models when Disturbances are Cross-Sectionally Correlated," Working Papers, Lund University, Department of Economics, number 2004:17, Jun, revised 26 Nov 2004.
• Andersson, Jonas, 2004, "Testing for Granger causality in the presence of measurement errors," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2004/11, Sep.
• Abdulnasser , Hatemi-J & Manuchehr, Irandoust, 2004, "Evidence on the Direction of Causation in the Money-Income Relationship: An Alternative Methodology," Working Papers, Örebro University, School of Business, number 2004:1, Sep.
• Lindquist, Matthew J. & Vilhelmsson, Roger, 2004, "Is the Swedish Central Government a Wage Leader?," Working Paper Series, Stockholm University, Swedish Institute for Social Research, number 8/2004, Nov.
• Yin-wong Cheung & Antonio Garcia-Pascual, 2004, "Testing for Output Convergence: A Re-examination," Working Papers, Hong Kong Institute for Monetary Research, number 052004, Mar.
• Roberto Ricciuti, 2004, "Punishment and Counter-punishment in Public Goods Games: Can we still govern ourselves?," Royal Holloway, University of London: Discussion Papers in Economics, Department of Economics, Royal Holloway University of London, number 04/06, Apr, revised Apr 2004.
• Claudio Morana, 2004, "The Japanese Deflation: Has It Had Real Effects? Could It Have Been Avoided?," ICER Working Papers, ICER - International Centre for Economic Research, number 29-2004, Nov.
• Mahyus Ekananda, 2004, "Analisis Pengaruh Volatilitas Nilai Tukar pada Ekspor Komoditi Manufaktur di Indonesia (Penerapan Estimasi dengan Menggunakan Distribusi Lag Poissons Pada Persamaan Non Linear Seemingly Unrelated Regression)," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 7, issue 2, pages 197-236, September, DOI: https://doi.org/10.21098/bemp.v7i2..
• Didi Nuryadin & Bagus Santoso, 2004, "Analisis Aplikasi Model Neraca Pembayaran dan Model Moneter Terhadap Nilai Tukar Rupiah/ Dolar, Periode 1980.1 2000.4," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 7, issue 2, pages 273-296, September, DOI: https://doi.org/10.21098/bemp.v7i2..
• Mahyus Ekananda, 2004, "ANALISIS PENGARUH VOLATILITAS NILAI TUKAR PADA EKSPOR KOMODITI MANUFAKTUR DI INDONESIA (Penerapan Estimasi dengan Menggunakan Distribusi Lag Poissons Pada Persamaan Non Linear Seemingly Unrelated Regression)," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 7, issue 2, pages 197-235, September, DOI: https://doi.org/10.21098/bemp.v7i2..
• Didi Nuryadin & Bagus Santoso, 2004, "Analisis Aplikasi Model Neraca Pembayaran Dan Model Moneter Terhadap Nilai Tukar Rupiah/ Dolar, Periode 1980.1 – 2000.4," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 7, issue 2, pages 273-296, September, DOI: https://doi.org/10.21098/bemp.v7i2..
• Umi Julaihah & Insukindro, 2004, "Analisis Dampak Kebijakan Moneter terhadap Variabel Makroekonomi di Indonesia Tahun 1983.1 - 2003.2," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 7, issue 2, pages 297-322, September, DOI: https://doi.org/10.21098/bemp.v7i2..
• Umi Julaihah & Insukindro, 2004, "Analisis Dampak Kebijakan Moneter terhadap Variabel Makroekonomi di Indonesia Tahun 1983.1 - 2003.2," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 7, issue 2, pages 323-341, September, DOI: https://doi.org/10.21098/bemp.v7i2..
• Jeroen Rombouts & E.W. Rengifo, 2004, "Dynamic Optimal Portfolio Selection in a VaR Framework," Cahiers de recherche, HEC Montréal, Institut d'économie appliquée, number 04-05, Jul.
• Michel Normandin, 2004, "Econometric Inference, Cyclical Fluctuations, and Superior Information," Cahiers de recherche, HEC Montréal, Institut d'économie appliquée, number 04-13, Dec.
• Gastón Ezequiel Utrera, 2004, "Vectores autoregresivos e identificación de shocks de política monetaria en Argentina," Revista de Economía y Estadística, Universidad Nacional de Córdoba, Facultad de Ciencias Económicas, Instituto de Economía y Finanzas, volume 42, issue 2, pages 105-126, Diciembre, DOI: 10.55444/2451.7321.2004.v42.n2.3809.
• Jumah, Adusei & Kunst, Robert M., 2004, "Modeling National Accounts Sub-Aggregates. An Application of Non-Linear Error Correction," Economics Series, Institute for Advanced Studies, number 149, Mar.
• Costas Milas & Jesús Otero & Theodore Panagiotidis, 2004, "Forecasting the spot prices of various coffee types using linear and non-linear error correction models," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 9, issue 3, pages 277-288, DOI: 10.1002/ijfe.245.
• Mr. Aleš Bulíř, 2004, "Liberalized Markets Have More Stable Exchange Rates: Short-Run Evidence From Four Transition Countries," IMF Working Papers, International Monetary Fund, number 2004/035, Feb.
• Claudia I. Martínez García & Adrián Hernández-del-Valle & Héctor Allier Campuzano, 2004, "Un Modelo De Pronóstico De Contagio," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 3, issue 3, pages 261-275, Septiembr.
• Augusto Castillo, 2004, "Firm and Corporate Bond Valuation: A Simulation Dynamic Programming Approach," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., volume 41, issue 124, pages 345-360.
• PEREZ MAYO Jésus, 2004, "Consistent poverty dynamics in Spain," IRISS Working Paper Series, IRISS at CEPS/INSTEAD, number 2004-09, Sep.
• Bruno Giancarlo & Edoardo Otranto, 2004, "Dating the Italian BUsiness Cycle: A Comparison of Procedures," ISAE Working Papers, ISTAT - Italian National Institute of Statistics - (Rome, ITALY), number 41, Jan.
• Carmine Pappalardo & Gianfranco Piras, 2004, "Vector-Autoregression Approach to Forecast Italian Imports," ISAE Working Papers, ISTAT - Italian National Institute of Statistics - (Rome, ITALY), number 42, Feb.
• Emma M. Iglesias & Garry D.A. Phillips, 2004, "Multivariate Arch Models: Finite Sample Properties Of Ml Estimators And An Application To An Lm-Type Test," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2004-09, Feb.
• Pesaran, M. Hashem, 2004, "A Pair-Wise Approach to Testing for Output and Growth Convergence," IZA Discussion Papers, IZA Network @ LISER, number 1313, Sep.
• Gonzalo Camba-Mendez & Ana Lamo, 2004, "Short-term monitoring of fiscal policy discipline," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 19, issue 2, pages 247-265, DOI: 10.1002/jae.728.
• Maroney, Neal C. & Hassan, Kabir. & Basher, Syed A. & Isik, Ihsan., 2004, "A macroeconomic model of the Bangladesh economy and its policy implications," Journal of Developing Areas, Tennessee State University, College of Business, volume 38, issue 1, pages 135-149, September.
• Guglielmo Maria Caporale & Peter G. A Howells & Alaa M. Soliman, 2004, "Stock Market Development And Economic Growth: The Causal Linkage," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, volume 29, issue 1, pages 33-50, June.
• Panagiotis T. Konstantinou, 2004, "Balancing The Budget Through Revenue Or Spending Adjustments? The Case Of Greece," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, volume 29, issue 2, pages 81-105, December.
• Meurers Martin, 2004, "Estimating Supply and Demand Functions in International Trade: A Multivariate Cointegration Analysis for Germany / Die Schätzung von Angebots- und Nachfragefunktionen im Außenhandel: Eine multivariate Kointegrationsanalyse für Deutschland," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 224, issue 5, pages 530-556, October, DOI: 10.1515/jbnst-2004-0502.
• Tom Engsted & Niels Haldrup & Boriss Siliverstovs, 2004, "Long-run forecasting in multicointegrated systems," Journal of Forecasting, John Wiley & Sons, Ltd., volume 23, issue 5, pages 315-335, DOI: 10.1002/for.925.
• Jesús Cuaresma & Ernest Gnan & Doris Ritzberger-Gruenwald, 2004, "Searching for the natural rate of interest: a euro area perspective," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 31, issue 2, pages 185-204, June, DOI: 10.1007/s10663-004-0914-5.
• Francisco Carneiro, 2004, "Are Minimum Wages to Blame for Informality in the Labour Market?," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 31, issue 4, pages 295-306, December, DOI: 10.1007/s10663-004-2639-x.
• Rodney W. Strachan & Herman K. van Dijk, 2004, "Bayesian Model Selection with an Uninformative Prior," Keele Economics Research Papers, Centre for Economic Research, Keele University, number KERP 2004/01, Jan.
• Rodney W. Strachan & Herman K. van Dijk, 2004, "The Value of Structural Information in the VAR Model," Keele Economics Research Papers, Centre for Economic Research, Keele University, number KERP 2004/02, Jan.
• Rodney W. Strachan & Herman K. van Dijk, 2004, "Exceptions to Bartlett’s Paradox," Keele Economics Research Papers, Centre for Economic Research, Keele University, number KERP 2004/03, Jan.
• Rodney W. Strachan, 2004, "On Priors on Cointegrating Spaces," Keele Economics Research Papers, Centre for Economic Research, Keele University, number KERP 2004/06, Jun.
• Christian Mueller, 2004, "Monopolistic Competition in Switzerland and Mark-up Pricing Over the Business Cycle," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 04-86, Apr, DOI: 10.3929/ethz-a-004721482.
• Edith Madsen, 2004, "Estimating Cointegrating Relations from a Cross Section," CAM Working Papers, University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics, number 2004-21, Nov.
• Anthony D. Hall & Nikolaus Hautsch, 2004, "A Continuous-Time Measurement of the Buy-Sell Pressure in a Limit Order Book Market," Discussion Papers, University of Copenhagen. Department of Economics, number 04-07, Mar.
• Massimo Franchi, 2004, "A Priori Inequality Restrictions and Bound Analysis in VAR Models," Discussion Papers, University of Copenhagen. Department of Economics, number 04-14, Jul.
• Heino Bohn Nielsen, 2004, "UK Money Demand 1873-2001: A Cointegrated VAR Analysis with Additive Data Corrections," Discussion Papers, University of Copenhagen. Department of Economics, number 04-21, Oct.
• Katarina Juselius, 2004, "Inflation, Money Growth, and I(2) Analysis," Discussion Papers, University of Copenhagen. Department of Economics, number 04-31, Dec.
• Anthony D. Hall & Nikolaus Hautsch, 2004, "A Continuous-Time Measurement of the Buy-Sell Pressure in a Limit Order Book Market," FRU Working Papers, University of Copenhagen. Department of Economics. Finance Research Unit, number 2004/03, Sep.
• Anthony D. Hall & Nikolaus Hautsch, 2004, "Order Aggressiveness and Order Book Dynamics," FRU Working Papers, University of Copenhagen. Department of Economics. Finance Research Unit, number 2005/04, Dec.
• Jaroslava HLOUSKOVA & Kurt SCHMIDHEINY & Martin WAGNER, 2004, "Multistep Predictions for Multivariate GARCH Models: Closed Form Solution and the Value for Portfolio Management," Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie, number 04.10, Jun.
• Ivars Tillers, 2004, "Money Demand in Latvia," Working Papers, Latvijas Banka, number 2004/03, Nov.
• Martins Bitans, 2004, "Pass-Through of Exchange Rates to Domestic Prices in East European Countries and the Role of Economic Enviroment," Working Papers, Latvijas Banka, number 2004/04, Dec.
• Denis Larocque & Michel Normandin, 2004, "Econometric Inference, Cyclical Fluctuations, and Superior Information," Cahiers de recherche, CIRPEE, number 0434.
• H Issa & B Ouattara, 2004, "Foreign Aid Flows and Real Exchange Rate: Evidence from Syria," Economics Discussion Paper Series, Economics, The University of Manchester, number 0408.
• Guillaume L'Hegaret & Boriss Siliverstovs & Christian von Hirschhausen, 2004, "International Market Integration for Natural Gas? A Cointegration Analysis of Prices in Europe, North America and Japan," Working Papers, Massachusetts Institute of Technology, Center for Energy and Environmental Policy Research, number 0402, Jan.
• Hsiao-chuan Chang, 2004, "Budget Balance And Trade Balance:Kin Or Strangers. A Case Study Of Taiwan," Department of Economics - Working Papers Series, The University of Melbourne, number 893.
• Jonathan Temple & Cliff Attfield, 2004, "Measuring trend growth: how useful are the great ratios?," Money Macro and Finance (MMF) Research Group Conference 2003, Money Macro and Finance Research Group, number 101, Sep.
• Colin Ellis & Simon Price, 2004, "UK business investment: long-run elasticities and short-run dynamics," Money Macro and Finance (MMF) Research Group Conference 2003, Money Macro and Finance Research Group, number 27, Sep.
• Stilianos Fountas & Alexandra Ioannidis & Menelaos Karanasos, 2004, "Inflation, inflation uncertainty, and a common European Monetary Policy," Money Macro and Finance (MMF) Research Group Conference 2003, Money Macro and Finance Research Group, number 30, Sep.
• Kevin Lee & Kalvinder Shields, 2004, "Business survey forecasts and measurement of output trends in five European economies," Money Macro and Finance (MMF) Research Group Conference 2003, Money Macro and Finance Research Group, number 52, Sep.
• Alfonso Mendoza, 2004, "Modelling long memory and risk premia in Latin American sovereign bond markets," Money Macro and Finance (MMF) Research Group Conference 2003, Money Macro and Finance Research Group, number 65, Sep, revised 13 Oct 2004.
• John Muellbauer & Emilio Fernandez-Corugedo, 2004, "Consumer credit conditions in the UK," Money Macro and Finance (MMF) Research Group Conference 2003, Money Macro and Finance Research Group, number 70, Sep.
• Roberto Ricciuti, 2004, "Nonlinearity in testing for fiscal sustainability," Money Macro and Finance (MMF) Research Group Conference 2003, Money Macro and Finance Research Group, number 80, Sep.
• Sofiane Sekioua, 2004, "The forward unbiasedness hypothesis and the forward premium: a nonlinear analysis," Money Macro and Finance (MMF) Research Group Conference 2003, Money Macro and Finance Research Group, number 85, Sep.
• Hashem Pesaran & Paolo Zaffaroni & Banca d'Italia), 2004, "Model Averaging and Value-at-Risk based Evaluation of Large Multi Asset Volatility Models for Risk Management," Money Macro and Finance (MMF) Research Group Conference 2004, Money Macro and Finance Research Group, number 101, Sep.
• Q. Farooq Akram, 2004, "Oil wealth and real exchange rates: The FEER for Norway," Money Macro and Finance (MMF) Research Group Conference 2004, Money Macro and Finance Research Group, number 33, Sep.
• Eric Hillebrand & Gunther Schnabl, 2004, "The Effects of Japanese Foreign Exchange Intervention, GARCH Estimation and Change Point Detection," Money Macro and Finance (MMF) Research Group Conference 2004, Money Macro and Finance Research Group, number 7, Sep.
• Costanza Torricelli & Chiara Pederzoli, 2004, "A forward-looking model for time-varying capital requirements and the New Basel Capital Accord," Department of Economics, University of Modena and Reggio E., Faculty of Economics "Marco Biagi", number 0453, Feb.