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

• Jorge Ludlow Wiechers & M. Beatríz Mota Aragón, 2005, "Curvas De Apalancamiento Y Elección De Carteras En La Bmv," 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 4, issue 4, pages 313-346, Diciembre.
• Dilip M. Nachane & Prasad P. Ranade, 2005, "Relationship banking and the credit market in India: An empirical analysis," Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India, number 2005-10.
• Daniele Antonucci & Alessandro Girardi, 2005, "Structural changes and deviations from the PPP within the Euro Area," ISAE Working Papers, ISTAT - Italian National Institute of Statistics - (Rome, ITALY), number 57, Sep.
• Melisso Boschi & Alessandro Girardi, 2005, "Euro Area inflation: long-run determinants and short-run dynamics," ISAE Working Papers, ISTAT - Italian National Institute of Statistics - (Rome, ITALY), number 60, Dec.
• Álvaro Manuel Pina & Miguel St. Aubyn, 2005, "How should we measure the return on public investment in a VAR," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2005/04.
• Alicia Pérez Alon & Silvestro Di Sanzo, 2005, "Unemployment And Hysteresis: A Nonlinear Unobserved Components Approach," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2005-34, Dec.
• Pedro José Pérez & José Ramón García & Luisa Escriche, 2005, "Importancia De Las Perturbaciones Externas En La Economía Española Tras La Integración: ¿Tamaño Del Shock O Grado De Respuesta?," Working Papers. Serie EC, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2005-07, Mar.
• Berument, Hakan & Dogan, Nukhet & Tansel, Aysit, 2005, "Economic Performance and Unemployment: Evidence from an Emerging Economy - Turkey," IZA Discussion Papers, IZA Network @ LISER, number 1614, May.
• Jaeger, David A. & Paserman, M. Daniele, 2005, "The Cycle of Violence? An Empirical Analysis of Fatalities in the Palestinian-Israeli Conflict," IZA Discussion Papers, IZA Network @ LISER, number 1808, Oct.
• Gert Peersman, 2005, "What caused the early millennium slowdown? Evidence based on vector autoregressions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 20, issue 2, pages 185-207, DOI: 10.1002/jae.832.
• Morten O. Ravn & Zacharias Psaradakis & Martin Sola, 2005, "Markov switching causality and the money-output relationship," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 20, issue 5, pages 665-683, DOI: 10.1002/jae.819.
• Tsangyao Chang & Yuan-Hong Ho & Chiung-Ju Huang, 2005, "A Reexamination Of South Korea¡¯S Aggregate Import Demand Function: The Bounds Test Analysis," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, volume 30, issue 1, pages 119-128, June.
• Abdulnasser Hatemi-J & Manuchehr Irandoust, 2005, "Foreign Aid And Economic Growth: New Evidence From Panel Cointegration," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, volume 30, issue 1, pages 71-80, June.
• Lila J. Truett & Dale B. Truett, 2005, "Nafta¡¯S Impact On The Mexican Automotive Sector," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, volume 30, issue 2, pages 155-176, December.
• George Kapetanios & Gonzalo Camba-Mendez, 2005, "Forecasting euro area inflation using dynamic factor measures of underlying inflation," Journal of Forecasting, John Wiley & Sons, Ltd., volume 24, issue 7, pages 491-503, DOI: 10.1002/for.964.
• William Barnett, 2005, "Consumer Demand and Labor Supply (scanned out-of-print 1981 Elsevier book)," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 200521, Nov.
• Tomoaki Shouda, 2005, "Dynamical analysis of corporate bonds based on the yield spread term-quality surface," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 12, issue 4, pages 307-332, December, DOI: 10.1007/s10690-006-9028-3.
• Farrokh Nourzad, 2005, "Macroeconomic and Sectoral Effects of International Trade: A Vector Error-Correction Study," Atlantic Economic Journal, Springer;International Atlantic Economic Society, volume 33, issue 1, pages 43-54, March, DOI: 10.1007/s11293-005-1644-1.
• Khurshid Kiani, 2005, "Detecting Business Cycle Asymmetries Using Artificial Neural Networks and Time Series Models," Computational Economics, Springer;Society for Computational Economics, volume 26, issue 1, pages 65-89, August, DOI: 10.1007/s10614-005-7366-2.
• José Cancelo & Estefanía Mourelle, 2005, "Modeling Cyclical Asymmetries in European Imports," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 11, issue 2, pages 135-147, May, DOI: 10.1007/s11294-005-3011-z.
• Konstantin Gluschenko, 2005, "Inter-Regional Price Convergence and Market Integration in Russia," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 11, issue 4, pages 483-483, November, DOI: 10.1007/s11294-005-2281-9.
• Oliver Holtemöller, 2005, "Uncovered interest rate parity and analysis of monetary convergence of potential EMU accession countries," International Economics and Economic Policy, Springer, volume 2, issue 1, pages 33-63, June, DOI: 10.1007/s10368-005-0026-0.
• Christophe Kamps, 2005, "The Dynamic Effects of Public Capital: VAR Evidence for 22 OECD Countries," International Tax and Public Finance, Springer;International Institute of Public Finance, volume 12, issue 4, pages 533-558, August, DOI: 10.1007/s10797-005-1780-1.
• Ralf Dewenter & Michael Westermann, 2005, "Cinema Demand In Germany," Journal of Cultural Economics, Springer;The Association for Cultural Economics International, volume 29, issue 3, pages 213-231, August, DOI: 10.1007/s10824-005-6421-0.
• Niels Bosma & Gerrit Wit & Martin Carree, 2005, "Modelling Entrepreneurship: Unifying The Equilibrium and Entry/Exit Approach," Small Business Economics, Springer, volume 25, issue 1, pages 35-48, August, DOI: 10.1007/s11187-005-4256-x.
• Doo Bong Han & Soyoung Kim, 2005, "Monetary Policy Shocks and Real Farm Price: Evidence from Identification Scheme Using Federal Funds," Korean Economic Review, Korean Economic Association, volume 21, pages 163-178.
• Gabriella Legrenzi, 2005, "Asymmetries in the Growth of Governments," Keele Economics Research Papers, Centre for Economic Research, Keele University, number KERP 2005/03, Mar.
• Gabriella Legrenzi & Costas Milas, 2005, "Non-linear adjustments in fiscal policy," Keele Economics Research Papers, Centre for Economic Research, Keele University, number KERP 2005/04, Feb.
• Gabriella Legrenzi & Costas Milas, 2005, "Non-linear real exchange rate effects in the UK labour market," Keele Economics Research Papers, Centre for Economic Research, Keele University, number KERP 2005/08, Jul.
• Jakob B Madsen & Costas Milas, 2005, "The price-dividend relationship in inflationary and deflationary regimes," Keele Economics Research Papers, Centre for Economic Research, Keele University, number KERP 2005/09, Jul.
• Erdal Atukeren, 2005, "R&D Races and Spillovers between the EU and the US: Some Causal Evidence," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 05-105, Aug, DOI: 10.3929/ethz-a-005104832.
• Ulrich Kaiser & Hans Christian Kongsted, 2005, "Do Magazines' "Companion Websites" Cannibalize the Demand for the Print Version?," CAM Working Papers, University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics, number 2005-07, Apr.
• Katarina Juselius & Søren Johansen, 2005, "Extracting Information from the Data: A Popperian View on Empirical Macro," Discussion Papers, University of Copenhagen. Department of Economics, number 05-05, Apr.
• Katarina Juselius & Javier Ordóñez, 2005, "The Balassa-Samuelson Effect and the Wage, Price and Unemployment Dynamics in Spain," Discussion Papers, University of Copenhagen. Department of Economics, number 05-29, Nov.
• Anders Møller Christensen & Heino Bohn Nielsen, 2005, "US Monetary Police 1988-2004: An Empirical Analysis," FRU Working Papers, University of Copenhagen. Department of Economics. Finance Research Unit, number 2005/01, Feb.
• Nikolaus Hautsch, 2005, "The latent factor VAR model: Testing for a common component in the intraday trading process," FRU Working Papers, University of Copenhagen. Department of Economics. Finance Research Unit, number 2005/03, Mar.
• Rodney W. Strachan & Herman K. van Dijk, 2005, "Improper priors with well defined Bayes Factors," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 05/4, Mar.
• Ludsteck, Johannes, 2005, "VC Packages for Estimating Time-Varying Coefficients with Mathematica 8 - 11," Discussion Papers in Economics, University of Munich, Department of Economics, number 59479.
• Hillinger, Claude, 2005, "Evidence and Ideology in Macroeconomics: The Case of Investment Cycles," Discussion Papers in Economics, University of Munich, Department of Economics, number 694, Oct.
• E.Panopoulou & T. Pantelidis, 2005, "Integration at a cost: Evidence from volatility impulse response functions," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n1540305, Mar.
• Niels Haldrup & Svend Hylleberg & Gabriel Pons & Jaume Rosselló & Andreu Sansó, 2005, "Common Periodic Correlation Features and the Interaction of Stocks and Flows in Daily Airport Data," Economics Working Papers, Department of Economics and Business Economics, Aarhus University, number 2005-03, Mar.
• Haldrup; Niels & Morten Oerregaard Nielsen, 2005, "Directional Congestion and Regime Switching in a Long Memory Model for Electricity Prices," Economics Working Papers, Department of Economics and Business Economics, Aarhus University, number 2005-18, Oct.
• Heather Anderson & Fashid Vahid, 2005, "Forecasting the Volatility of Australian Stock Returns: Do Common Factors Help?," ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics, number 2005-451, Mar.
• Katarina Juselius & Javier Ordóñez, 2005, "The Balassa-Samuelson effect and the wage, price and unemployment dynamics in Spain," Working Papers, Asociación Española de Economía y Finanzas Internacionales, number 05-13, Oct.
• Bakucs, Lajos Zoltan & Ferto, Imre, 2005, "The Influence of Macroeconomic Variables on the Hungarian Agriculture," 2005 Annual meeting, July 24-27, Providence, RI, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association), number 19232, DOI: 10.22004/ag.econ.19232.
• Ben Kaabia, Monia & Gil, Jose Maria & Chebbi, Houssem Eddine, 2005, "Macroeconomics and Agriculture in Tunisia," 2005 International Congress, August 23-27, 2005, Copenhagen, Denmark, European Association of Agricultural Economists, number 24597, DOI: 10.22004/ag.econ.24597.
• Bakucs, Lajos Zoltan & Ferto, Imre, 2005, "Monetary Impacts and Overshooting of Agricultural Prices in a Transition Economy," 2005 International Congress, August 23-27, 2005, Copenhagen, Denmark, European Association of Agricultural Economists, number 24711, DOI: 10.22004/ag.econ.24711.
• Finco, Adele & Di Pronio, Guido & Sirolla, G. & Occhionero, M., 2005, "Responsible Fisheries Through an Investigation into Small Pelagic Fishery in the Italian Adriatic Sea," 95th Seminar, December 9-10, 2005, Civitavecchia, Italy, European Association of Agricultural Economists, number 56081, Dec, DOI: 10.22004/ag.econ.56081.
• McAleer, Michael & Shareef, Riaz & da Veiga, Bernardo, 2005, "Risk Management of Daily Tourist Tax Revenues for the Maldives," Natural Resources Management Working Papers, Fondazione Eni Enrico Mattei (FEEM), number 12128, DOI: 10.22004/ag.econ.12128.
• Taing, Siv & Worthington, Andrew, 2005, "Return Relationships Among European Equity Sectors: A Comparative Analysis Across Selected Sectors in Small and Large Economies," Journal of Applied Economics, Universidad del CEMA, volume 8, issue 2, pages 1-18, November, DOI: 10.22004/ag.econ.37160.
• Hilmer, Christiana E. & Holt, Matthew T., 2005, "Estimating Indirect Production Functions with a More General Specification: An Application of the Lewbel Model," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, volume 37, issue 3, pages 1-16, December, DOI: 10.22004/ag.econ.43484.
• Nason, James M. & Smith, Gregor W., 2005, "Identifying the New Keynesian Phillips Curve," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273464, Jan, DOI: 10.22004/ag.econ.273464.
• Jesper Christensen, Bent & Orregaard Nielsen, Morten, 2005, "The Implied-Realized Volatility Relation with Jumps in Underlying Asset Prices," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273663, Nov, DOI: 10.22004/ag.econ.273663.
• Fadiga, Mohamadou L. & Misra, Sukant K., 2005, "Common Trends, Common Cycles, and Price Relationships in the International Fiber Market - Evidence from a Seemingly Unrelated Structural Time Series," 2005 Annual Meeting, February 5-9, 2005, Little Rock, Arkansas, Southern Agricultural Economics Association, number 35545, DOI: 10.22004/ag.econ.35545.
• Márcio Antônio Salvato & João Victor Issler & Angelo Mont'alverne Duarte, 2005, "Are Business Cycles All Alike In Europe?," Anais do XXXIII Encontro Nacional de Economia [Proceedings of the 33rd Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 031.
• Ulisses Ruiz de Gamboa, 2005, "Dívida Pública Brasileira, Default E A "Nova Equivalência Ricardiana": Um Exercício Cliométrico Do Brasil - Império À Época Atual," Anais do XXXIII Encontro Nacional de Economia [Proceedings of the 33rd Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 050.
• Flávio Vilela Vieira & Michele Polline Veríssimo, 2005, "Crescimento Econômico De Longo Prazo Na China: Uma Investigação Econométrica," Anais do XXXIII Encontro Nacional de Economia [Proceedings of the 33rd Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 067.
• Giordano Bruno Braz de Pinho Matos & Marco Flávio da Cunha Resende, 2005, "Determinantes Da Taxa De Câmbio Real No Brasil: 1971-2002," Anais do XXXIII Encontro Nacional de Economia [Proceedings of the 33rd Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 069.
• Emerson Fernandes Marçal & Wagner Oliveira Monteiro & Marislei Nishijima, 2005, "Saldos Comerciais E Taxa De Câmbio Real: Uma Nova Análise Do Caso Brasileiro," Anais do XXXIII Encontro Nacional de Economia [Proceedings of the 33rd Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 078.
• Mirian Rumenos Piedade Bacchi, 2005, "Formação De Preços No Setor Sucroalcooleiro Da Região Centro-Sul Do Brasil: Relação Com O Mercado De Combustível Fóssil," Anais do XXXIII Encontro Nacional de Economia [Proceedings of the 33rd Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 143.
• John W. Dawson & Amit Sen, 2005, "New Evidence on the Convergence of International Income from a Group of 29 Countries," Working Papers, Department of Economics, Appalachian State University, number 05-22.
• Haupt, Harry & Oberhofer, Walter, 2005, "On autoregressive errors in singular systems of equations," University of Regensburg Working Papers in Business, Economics and Management Information Systems, University of Regensburg, Department of Economics, number 410.
• Anthony Garratt & Donald Robertson & Stephen Wright, 2005, "Permanent vs Transitory Components and Economic Fundamentals," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 0501, Jan.
• René Lalonde, 2005, "Endogenous Central Bank Credibility in a Small Forward-Looking Model of the U.S. Economy," Staff Working Papers, Bank of Canada, number 05-16, DOI: 10.34989/swp-2005-16.
• André Binette & Sylvain Martel, 2005, "Inflation and Relative Price Dispersion in Canada: An Empirical Assessment," Staff Working Papers, Bank of Canada, number 05-28, DOI: 10.34989/swp-2005-28.
• Frédérick Demers & David Dupuis, 2005, "Forecasting Canadian GDP: Region-Specific versus Countrywide Information," Staff Working Papers, Bank of Canada, number 05-31, DOI: 10.34989/swp-2005-31.
• Sylvain Martel, 2005, "Y a-t-il eu surinvestissement au Canada durant la seconde moitié des années 1990?," Staff Working Papers, Bank of Canada, number 05-5, DOI: 10.34989/swp-2005-5.
• Ladislav Wintr & Paolo Guarda & Abdelaziz Rouabah, 2005, "Estimating the natural interest rate for the euro area and Luxembourg," BCL working papers, Central Bank of Luxembourg, number 15, Jun.
• Andrea Nobili, 2005, "Forecasting Output Growth And Inflation In The Euro Area: Are Financial Spreads Useful?," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 544, Feb.
• Hernán Rincón & Edgar Caicedo & Norberto Rodríguez, 2005, "Exchange Rate Pass-Through Effects: A Disaggregate Analysis of Colombian Imports of Manufactured Goods," Borradores de Economia, Banco de la Republica de Colombia, number 330, Apr, DOI: 10.32468/be.330.
• Luis Fernando Melo Velandia & Oscar reinaldo Becerra Camargo, 2005, "Medidas de Riesgo, Características y Técnicas de Medición: Una Aplicación del VAR y el ES a la Tasa Interbancaria de Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 343, Jul, DOI: 10.32468/be.343.
• Luis Fernando Melo Velandia & Juan Mauricio ramírez & Mario Andrés Ramos, 2005, "Construcción de un "Ïndice de Percepción de Riesgo" de los Mercados Financieros Globales," Borradores de Economia, Banco de la Republica de Colombia, number 344, Jul, DOI: 10.32468/be.344.
• Juan Nicolás Hernández, 2005, "Demanda De Importaciones Para El Caso Colombiano: 1980 - 2004," Borradores de Economia, Banco de la Republica de Colombia, number 356, Nov, DOI: 10.32468/be.356.
• Carlos A.Huertas Campos, 2005, "Tasa de Cambio Real de Colombia: Un Enfoque E´mpírico No Lineal," Borradores de Economia, Banco de la Republica de Colombia, number 359, Nov, DOI: 10.32468/be.359.
• Juan José Echavarría & Diego Vásquez & Mauricio Villamizar, 2005, "La tasa de cambio real en Colombia ¿Muy lejos del equilibrio?," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, volume 23, issue 49, pages 134-191, December, DOI: 10.32468/Espe.4904.
• Jóse R. Gamarra Vergara, 2005, "¿Se comportan igual las tasas de desempleo de las siete principales ciudades colombianas?," Documentos de trabajo sobre Economía Regional y Urbana, Banco de la Republica de Colombia, number 55, Feb, DOI: 10.32468/dtseru.55.
• Zhang, Lan & Mykland, Per A. & Ait-Sahalia, Yacine, 2005, "A Tale of Two Time Scales: Determining Integrated Volatility With Noisy High-Frequency Data," Journal of the American Statistical Association, American Statistical Association, volume 100, pages 1394-1411, December.
• Bunzel, Helle & Vogelsang, Timothy J., 2005, "Powerful Trend Function Tests That Are Robust to Strong Serial Correlation, With an Application to the Prebisch-Singer Hypothesis," Journal of Business & Economic Statistics, American Statistical Association, volume 23, pages 381-394, October.
• Benoit Bellone & Erwan Gautier & Sébastien Le Coent, 2005, "Les marchés financiers anticipent-ils les retournements conjoncturels?," Working papers, Banque de France, number 128.
• Drumetz, F. & Avouyi-Dovi, S. & Brun, M. & Dreyfus, A. & Oung, V. & Sahuc, J-G., 2005, "La fonction de demande de monnaie pour la zone euro : un réexamen," Bulletin de la Banque de France, Banque de France, issue 142, pages 23-39.
• Ralph Bailey, 2005, "The Real Part of a Complex ARMA Process," Discussion Papers, Department of Economics, University of Birmingham, number 05-09, Apr.
• Jeffery D. Amato & Eli M Remolona, 2005, "The pricing of unexpected credit losses," BIS Working Papers, Bank for International Settlements, number 190, Nov.
• Abbas Valadkhani, 2005, "Modelling Demand For Broad Money In Australia," Australian Economic Papers, Wiley Blackwell, volume 44, issue 1, pages 47-64, March, DOI: 10.1111/j.1467-8454.2005.00248.x.
• George Kapetanios, 2005, "Unit‐root testing against the alternative hypothesis of up to m structural breaks," Journal of Time Series Analysis, Wiley Blackwell, volume 26, issue 1, pages 123-133, January, DOI: 10.1111/j.1467-9892.2005.00393.x.
• Gonzalo Camba‐Mendez & George Kapetanios, 2005, "Estimating the Rank of the Spectral Density Matrix," Journal of Time Series Analysis, Wiley Blackwell, volume 26, issue 1, pages 37-48, January, DOI: 10.1111/j.1467-9892.2005.00389.x.
• Joakim Westerlund, 2005, "A Panel CUSUM Test of the Null of Cointegration," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 67, issue 2, pages 231-262, April, DOI: 10.1111/j.1468-0084.2004.00118.x.
• Donggyu Sul & Peter C. B. Phillips & Chi‐Young Choi, 2005, "Prewhitening Bias in HAC Estimation," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 67, issue 4, pages 517-546, August, DOI: 10.1111/j.1468-0084.2005.00130.x.
• Ralf Brüggemann & Helmut Lütkepohl, 2005, "Practical Problems with Reduced‐rank ML Estimators for Cointegration Parameters and a Simple Alternative," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 67, issue 5, pages 673-690, October, DOI: 10.1111/j.1468-0084.2005.00136.x.
• Tilak Abeysinghe & Kristin Forbes, 2005, "Trade Linkages and Output‐Multiplier Effects: a Structural VAR Approach with a Focus on Asia," Review of International Economics, Wiley Blackwell, volume 13, issue 2, pages 356-375, May, DOI: 10.1111/j.1467-9396.2005.00508.x.
• Michael Funke & Jörg Rahn, 2005, "Just How Undervalued is the Chinese Renminbi?," The World Economy, Wiley Blackwell, volume 28, issue 4, pages 465-489, April, DOI: 10.1111/j.1467-9701.2005.00688.x.
• Hilde C. Bjørnland, 2005, "Monetary policy and the illusionary exchange rate puzzle," Working Paper, Norges Bank, number 2005/11, Nov.
• Julien Garnier & Bjørn-Roger Wilhelmsen, 2005, "The natural real interest rate and the output gap in the euro area: A joint estimation," Working Paper, Norges Bank, number 2005/14, Dec.
• Hilde C. Bjørnland, 2005, "Monetary policy and exchange rate interactions in a small open economy," Working Paper, Norges Bank, number 2005/16, Dec.
• Katie Farrant & Gert Peersman, 2005, "Accounting for the source of exchange rate movements: new evidence," Bank of England Staff Working Paper series, Bank of England, number 269, Aug.
• Gert Peersman, 2005, "What caused the early millennium slowdown? Evidence based on vector autoregressions," Bank of England Staff Working Paper series, Bank of England, number 272, Sep.
• Sophocles N. Brissimis & Theodora S. Kosma, 2005, "Market Power, Innovative Activity and Exchange Rate Pass-Through," Working Papers, Bank of Greece, number 22, Apr.
• Beatriz Vaz de Melo Mendes, 2005, "Computing Conditional VaR using Time-varying CopulasComputing Conditional VaR using Time-varying Copulas," Brazilian Review of Finance, Brazilian Society of Finance, volume 3, issue 2, pages 251-265.
• Zisimos Koustas & Jean-Francois Lamarche, 2005, "Policy-Induced Mean Reversion in the Real Interest Rate?," Working Papers, Brock University, Department of Economics, number 0503, Jul, revised Jul 2005.
• Alain Guay & Jean-Francois Lamarche, 2005, "The Information Content of Implied Probabilities to Detect Structural Change," Working Papers, Brock University, Department of Economics, number 0804, Jul, revised Oct 2008.
• Guglielmo Maria Caporale & Luis A. Gil-Alana, 2005, "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 05-17, Sep.
• Guglielmo Maria Caporale & Alaa M. Soliman, 2005, "The Asymmetric Effects Of A Common Monetary Policy In Europe," Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 05-20, Dec.
• Kaufmann, Sylvia & Kugler, Peter, 2005, "Expected Money Growth, Markov Trends and the Instability of Money Demand in the Euro Area," Working papers, Faculty of Business and Economics - University of Basel, number 2005/07.
• Kaufmann, Sylvia & Kugler, Peter, 2005, "Does Money Matter for Inflation in the Euro Area?," Working papers, Faculty of Business and Economics - University of Basel, number 2005/09.
• Sancetta, A. & Nikanrova, A., 2005, "Forecasting and Prequential Validation for Time Varying Meta-Elliptical Distributions with a Study of Commodity Futures Prices," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0516, May.
• Dees, S. & di Mauro, F. & Pesaran, M.H. & Smith, L.V., 2005, "Exploring the International Linkages of the Euro Area: a Global VAR Analysis," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0518, May.
• Pesaran, M.H. & Smith, L.V. & Smith, R.P, 2005, "What if the UK has Joined the Euro in 1999? An Empirical Evaluation using a Global VAR," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0528, May.
• Pesaran, M.H. & Schuermann, T. & Treutler, B-J., 2005, "The Role of Industry, Geography and Firm Heterogeneity in Credit Risk Diversification," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0529, May.
• Marco Flávio da Cunha Resende & Nara Rúbia Dante de Godoy, 2005, "Liquidez internacional e exportações brasileiras: 1960-2002," Textos para Discussão Cedeplar-UFMG, Cedeplar, Universidade Federal de Minas Gerais, number td247, Feb.
• Marco Flávio da Cunha Resende & Giordano Bruno Braz de Pinho Matos, 2005, "Determinantes da taxa de câmbio real no Brasil: 1971-2002," Textos para Discussão Cedeplar-UFMG, Cedeplar, Universidade Federal de Minas Gerais, number td252, Mar.
• Siv Taing & Andrew Worthington, 2005, "Return relationships among European equity sectors: A comparative analysis across selected sectors in small and large economies," Journal of Applied Economics, Universidad del CEMA, volume 8, pages 371-388, November.
• Frank Asche & Petter Osmundsen & Maria Sandsmark, 2005, "Is It All Oil?," CESifo Working Paper Series, CESifo, number 1401.
• M. Hashem Pesaran & Til Schuermann & Björn-Jakob Treutler, 2005, "Global Business Cycles and Credit Risk," CESifo Working Paper Series, CESifo, number 1548.
• Carlo Altavilla & Paul De Grauwe, 2005, "Non-Linearities in the Relation between the Exchange Rate and its Fundamentals," CESifo Working Paper Series, CESifo, number 1561.
• Harm Bandholz, 2005, "New Composite Leading Indicators for Hungary and Poland," ifo Working Paper Series, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 3.
• Charles Ka Yui Leung & Youngman Chun Fai Leong & Siu Kei Wong, 2005, "Housing Price Dispersion: an empirical investigation," Discussion Papers, Chinese University of Hong Kong, Department of Economics, number 00012, Jul.
• Charles Ka-Yui Leung & Youngman Chun Fai Leong & Siu Kei Wong, 2005, "Housing Price Dispersion: An Empirical Investigation," Departmental Working Papers, Chinese University of Hong Kong, Department of Economics, number _167, Jul.
• Jean-Francois Goux, 2005, "Le taux de change euro-dollar : une approche fondee sur la co-integration avec break structurel," Economie Internationale, CEPII research center, issue 103, pages 45-72.
• Jean-Marie Dufour & Abdeljelil Farhat & Marc Hallin, 2005, "Distribution-Free Bounds for Serial Correlation Coefficients in Heteroskedastic Symmetric Time Series," CIRANO Working Papers, CIRANO, number 2005s-04, Feb.
• Jean-Marie Dufour & Tarek Jouini, 2005, "Asymptotic distribution of a simple linear estimator for VARMA models in echelon form," CIRANO Working Papers, CIRANO, number 2005s-06, Feb.
• Jean-Marie Dufour & Tarek Jouini, 2005, "Finite-Sample Simulation-Based Inference in VAR Models with Applications to Order Selection and Causality Testing," CIRANO Working Papers, CIRANO, number 2005s-26, Aug.
• Jaromir Benes & Tibor Hledik & Michael Kumhof & David Vavra, 2005, "An Economy in Transition and DSGE: What the Czech National Bank's New Projection Model Needs," Working Papers, Czech National Bank, Research and Statistics Department, number 2005/12, Dec.
• Romel Rodr√≠guez Hern√°ndez, 2005, "Colocar Menos Cartera E Invertir En Tes: ¬Øuna Decisi√Ìn √Ìptima?. An√Ålisis De Las Inversiones En La Banca Colombiana, 1995-2003," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 2130, Jan.
• √Ålvaro Hernando Ch√°vez Castro, 2005, "Din√°mica de la producci√≥n industrial e importaci√≥n de bienes de capital y materias primas: relaciones de largo plazo y ajuste din√°mico," Borradores de Investigación, Universidad del Rosario, number 4355, Nov.
• David Bardey & H√©lene Bonnet, 2005, "Teor√≠a del control √≥ptimo: ¬°Una gu√≠a para principiantes!," Borradores de Investigación, Universidad del Rosario, number 4356, Dec.
• Mario García Molina & Andrés Quevedo Caro., 2005, "Crecimiento económico y balanza de pagos: evidencia empírica para Colombia," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID.
• Álvaro Chaves Castro., 2005, "Un modelo de cointegración estacional de la producción industrial, Colombia 1993-2005," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID.
• Jaime Sarmiento Espinel & Alejandro Ramírez Vigoya*, 2005, "Los costos de la desinflación en Colombia según el modelo Buiter-Miller," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID.
• Luis Fernando Melo Velandia & Juan Mauricio Ram�rez C. & Mario Andr�s Ramos V., 2005, "Construcci�N De Un �Ndice De Percepci�N De Riesgo De Los Mercados Financieros Globales," Borradores de Economia, Banco de la Republica, number 2194, Jun.
• Juan Nicol�s Hern�ndez, 2005, "Demanda De Importaciones Para El Caso Colombiano: 1980 - 2004," Borradores de Economia, Banco de la Republica, number 2269, Nov.
• Hern�n Rinc�n & Edgar Caicedo & Norberto Rodr�guez, 2005, "Exchange Rate Pass-Through Effects : A Disaggregate Analysis Of Colombian Imports Of Manufactured Goods," Borradores de Economia, Banco de la Republica, number 2682, Mar.
• Juan Jos� Echevarr�a & Diego V�squez & Mauricio Villamizar, 2005, "La Tasa De Cambio Real En Colombia. �Muy Lejos Del Equilibrio?," Borradores de Economia, Banco de la Republica, number 3083, May.
• Luis Fernando Melo Velandia & Oscar Reinaldo Becerra Camargo, 2005, "Medidas De Riesgo, Caracteristicas Y T�Cnicas De Medici�N: Una Aplicaci�N Del Var Y El Es A La Tasa Interbancaria De Colombia," Borradores de Economia, Banco de la Republica, number 3198, Jun.
• Carlos A. Huertas Campos, 2005, "Tasa De Cambio Real De Colombia:Un Enfoque Emp�Rico No Lineal," Borradores de Economia, Banco de la Republica, number 3536, Nov.
• Carlos E. Castellar & José Ignacio Uribe, 2005, "Evolution and structure of unemployment in the metropolitan area of Cali 1988-1998. Does the unemployment rate present hysteresis?," Colombian Economic Journal, Universidad Nacional de Colombia, FCE, CID.
• Juan José Echavarría & Diego V�squez & Mauricio Villamizar, 2005, "La tasa de cambio real en Colombia. ¿Muy lejos del equilibrio?," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, volume 23, issue 49, pages 134-191, DOI: 10.32468/Espe.4904.
• David Quintana Montero & Pedro Isasi Vinuela., 2005, "Revisión de precios y reputación de asesores financieros: dos propuestas de índices para explicar el rendimiento a corto plazo de las salida," Estudios Gerenciales, Universidad Icesi.
• Luis Berggrun, 2005, "Price transmission dynamics between ADRs and their underlying foreign security: The case of Banco de Colombia S.A. - BANCOLOMBIA," Borradores de Economía y Finanzas, Universidad Icesi, number 3370, Dec.
• Julio César Alonso & Carlos Patino, 2005, "¿Crecer para exportar o exportar para crecer?," Borradores de Economía y Finanzas, Universidad Icesi, number 3793, Mar.
• Julio Cesar Alonso C. & Esperanza Rincón Montes, 2005, "Sostenibilidad de la Cuenta Corriente del Valle del Cauca: una aproximación desde la econometría," Revista de Economía y Administración, Universidad Autónoma de Occidente.
• HAMADI, Malika & RENGIFO, Erick & SALZMAN, Diego, 2005, "Illusionary finance and trading behavior," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2005004, Jan.
• BELTRAN, Helena & GIOT, Pierre & GRAMMIG, Joachim, 2005, "Commonalities in the order book," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2005011, Feb.
• BELTRAN, Helena & DURRE, Alain & GIOT, Pierre, 2005, "Volatility regimes and the provision of liquidity in order book markets," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2005012, Feb.
• BAUWENS, Luc & ROMBOUTS, Jeroen V.K., 2005, "Bayesian inference for the mixed conditional heteroskedasticity model," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2005085, Dec.
• Madsen, Jakob B. & Milas, Costas, 2005, "The price-dividend relationship in inflationary and deflationary regimes," Finance Research Letters, Elsevier, volume 2, issue 4, pages 260-269, December.
• Manganelli, Simone, 2005, "Duration, volume and volatility impact of trades," Journal of Financial Markets, Elsevier, volume 8, issue 4, pages 377-399, November.
• Hubrich, Kirstin, 2005, "Forecasting euro area inflation: Does aggregating forecasts by HICP component improve forecast accuracy?," International Journal of Forecasting, Elsevier, volume 21, issue 1, pages 119-136.
• Chevillon, Guillaume & Hendry, David F., 2005, "Non-parametric direct multi-step estimation for forecasting economic processes," International Journal of Forecasting, Elsevier, volume 21, issue 2, pages 201-218.
• Rua, Antonio & Nunes, Luis C., 2005, "Coincident and leading indicators for the euro area: A frequency band approach," International Journal of Forecasting, Elsevier, volume 21, issue 3, pages 503-523.
• Harrison, Richard & Kapetanios, George & Yates, Tony, 2005, "Forecasting with measurement errors in dynamic models," International Journal of Forecasting, Elsevier, volume 21, issue 3, pages 595-607.
• Carvalho, Vasco M. & Harvey, Andrew C., 2005, "Growth, cycles and convergence in US regional time series," International Journal of Forecasting, Elsevier, volume 21, issue 4, pages 667-686.
• Caporale, Guglielmo Maria & Cipollini, Andrea & Demetriades, Panicos O., 2005, "Monetary policy and the exchange rate during the Asian crisis: identification through heteroscedasticity," Journal of International Money and Finance, Elsevier, volume 24, issue 1, pages 39-53, February.
• Brissimis, Sophocles N. & Sideris, Dimitris A. & Voumvaki, Fragiska K., 2005, "Testing long-run purchasing power parity under exchange rate targeting," Journal of International Money and Finance, Elsevier, volume 24, issue 6, pages 959-981, October.
• Cogley, Timothy, 2005, "How fast can the new economy grow? A Bayesian analysis of the evolution of trend growth," Journal of Macroeconomics, Elsevier, volume 27, issue 2, pages 179-207, June.
• Haug, Alfred A. & Karagedikli, Ozer & Ranchhod, Satish, 2005, "Monetary policy transmission mechanisms and currency unions: A vector error correction approach to a Trans-Tasman currency union," Journal of Policy Modeling, Elsevier, volume 27, issue 1, pages 55-74, February.
• Dufourt, Frederic, 2005, "Demand and productivity components of business cycles: Estimates and implications," Journal of Monetary Economics, Elsevier, volume 52, issue 6, pages 1089-1105, September.
• Zavkidjon Zavkiev, 2005, "Estimating a Model of Inflation in Tajikistan," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2005-26, Dec.
• Raghbendra Jha, 2005, "Inflation Targeting in India: Issues and Prospects," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2005-27, Dec.
• Gary Koop & Roberto Leon-Gonzales & Rodney W Strachan, 2011, "Bayesian Inference in a Time Varying Cointegration Model," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2011-25, Aug.
• Joshua C C Chan & Gary Koop & Roberto Leon-Gonzales & Rodney W Strachan, 2011, "Time Varying Dimension Models," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2011-28, Aug.
• Altissimo, Filippo & Mele, Antonio, 2005, "Simulated nonparametric estimation of dynamic models with applications to finance," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24658, May.
• Timotheos Angelidis & Stavros Degiannakis, 2005, "Modeling risk for long and short trading positions," Journal of Risk Finance, Emerald Group Publishing Limited, volume 6, issue 3, pages 226-238, July, DOI: 10.1108/15265940510599838.
• Hafner, C.M. & van Dijk, D.J.C. & Franses, Ph.H.B.F., 2005, "Semi-Parametric Modelling of Correlation Dynamics," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2005-26, Jul.
• Harvey, A.C. & Trimbur, T.M. & van Dijk, H.K., 2005, "Trends and cycles in economic time series: A Bayesian approach," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2005-27, Jul.
• Strachan, R.W. & van Dijk, H.K., 2005, "Weakly informative priors and well behaved Bayes factors," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2005-40, Nov.
• Helmut Luetkepohl, 2005, "Structural Vector Autoregressive Analysis for Cointegrated Variables," Economics Working Papers, European University Institute, number ECO2005/02.
• Marcelo Resende, 2005, "Mergers and Acquisitions Waves in the U.K.: a Markov-Switching Approach," Economics Working Papers, European University Institute, number ECO2005/04.
• Ralf Brueggemann & Helmut Luetkepohl, 2005, "Uncovered Interest Rate Parity and the Expectations Hypothesis of the Term Structure: Empirical Results for the U.S. and Europe," Economics Working Papers, European University Institute, number ECO2005/08.
• Dietmar Bauer & Martin Wagner, 2005, "Autoregressive Approximations of Multiple Frequency I(1) Processes," Economics Working Papers, European University Institute, number ECO2005/09.
• Helmut Luetkepohl, 2005, "Problems Related to Over-identifying Restrictions for Structural Vector Error Correction Models," Economics Working Papers, European University Institute, number ECO2005/15.
• Markku Lanne & Helmut Luetkepohl, 2005, "Structural Vector Autoregressions with Nonnormal Residuals," Economics Working Papers, European University Institute, number ECO2005/25.
• Agostinho S. Rosa, 2005, "Inflação e Défice Orçamental: Que Relação em Portugal?," Economics Working Papers, University of Évora, Department of Economics (Portugal), number 17_2005.
• Antonio Cosma & Olivier Scaillet & Rainer von Sachs, 2005, "Multiariate Wavelet-based sahpe preserving estimation for dependant observation," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp144, May.
• Daniel Stavárek, 2005, "Stock Prices and Exchange Rates in the EU and the United States: Evidence on their Mutual Interactions (in English)," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 55, issue 3-4, pages 141-161, March.
• Aleš Bulíø, 2005, "Liberalized Markets Have More Stable Exchange Rates: Short-Run Evidence from Four Transition Countries," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 55, issue 5-6, pages 206-231, May.
• Jerome Creel & Paola Monperrus-Veroni & Francesco Saraceno, 2005, "Discretionary Policy Interactions and the Fiscal Theory of the Price Level: A SVAR Analysis on French Data," Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE), number 2005-12.
• Attilio Gardini & Giuseppe Cavaliere & Luca Fanelli, 2005, "Risk Sharing, avversione al rischio e stabilizzazione delle economie regionali in Italia," Rivista di Politica Economica, SIPI Spa, volume 95, issue 3, pages 219-266, May-June.
• Marisa Faggini, 2005, "Un approccio di teoria del caos all'analisi delle serie storiche economiche," Rivista di Politica Economica, SIPI Spa, volume 95, issue 4, pages 199-234, July-Augu.
• Leif Brandes & Egon Franck, 2005, "Who made Who? An Empirical Analysis of Competitive Balance in European Soccer Leagues," Working Papers, University of Zurich, Center for Research in Sports Administration (CRSA), number 0004, revised 2006.
• Tommaso Proietti, 2008, "Structural Time Series Models for Business Cycle Analysis," CEIS Research Paper, Tor Vergata University, CEIS, number 109, Jul, revised 10 Jul 2008.
• K. Farrant & G. Peersman, 2005, "Is the exchange rate a shock absorber or a source of shocks? New empirical evidence," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 05/285, Jan.
• G. Peersman, 2005, "The relative importance of symmetric and asymmetric shocks and the determination of the exchange rate," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 05/286, Jan.
• M. Dossche & G. Everaert, 2005, "Measuring inflation persistence: a structural time series approach," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 05/340, Nov.
• Julio López-Laborda & Jorge Onrubia, 2005, "Personal Income Tax Decentralization, Inequality, and Social Welfare," Public Finance Review, , volume 33, issue 2, pages 213-235, March, DOI: 10.1177/1091142104272710.
• Carlo Altavilla & Antonio Garofalo & Concetto Paolo Vinci, 2005, "Designing the Optimal Length of Working Time," CELPE Discussion Papers, CELPE - CEnter for Labor and Political Economics, University of Salerno, Italy, number 91, Jan.
• Carlo Altavilla & Antonio Garofalo & Concetto Paolo Vinci, 2005, "Is the Discouraged Worker Effect Time-Varying?," CELPE Discussion Papers, CELPE - CEnter for Labor and Political Economics, University of Salerno, Italy, number 97, Sep.
• Alessandro Girardi & Paolo Paesani, 2005, "Net Foreign Assets in the Euro Area: A Cointegration Analysis," Working Papers in Public Economics, Department of Economics and Law, Sapienza University of Rome, number 76, Jan.
• Fabio Araujo & Joao Victor Issler, 2005, "Estimating the Stochastic Discount Factor without a Utility Function," Computing in Economics and Finance 2005, Society for Computational Economics, number 202, Nov.
• Christoph Schleicher & Francisco Barillas, 2005, "Common Trends and Common Cycles in Canadian Sectoral Output," Computing in Economics and Finance 2005, Society for Computational Economics, number 214, Nov.
• L Christopher Plantier & Ozer Karagedikli, 2005, "Do so-called multivariate filters have better revision properties? An empirical analysis," Computing in Economics and Finance 2005, Society for Computational Economics, number 250, Nov.
• Baoline Chen & Peter A. Zadrozny, 2005, "Multi-Step Perturbation Solution of Nonlinear Rational Expectations Models," Computing in Economics and Finance 2005, Society for Computational Economics, number 254, Nov.
• Alain W. HECQ, 2005, "Common Trends and Common Cycles in Latin America: A 2-step vs an Iterative Approach," Computing in Economics and Finance 2005, Society for Computational Economics, number 258, Nov.