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

2003

• Fabio C. Bagliano & Claudio Morana, 2003, "A common trends model of UK core inflation," Empirical Economics, Springer, volume 28, issue 1, pages 157-172, January, DOI: 10.1007/s001810100124.
• Tatsuyoshi Miyakoshi, 2003, "Real exchange rate determination: Empirical observations from East-Asian countries," Empirical Economics, Springer, volume 28, issue 1, pages 173-180, January, DOI: 10.1007/s001810100125.
• Andrew C. Worthington & Helen Higgs, 2003, "Art as an investment: Short and long-term comovements in major painting markets," Empirical Economics, Springer, volume 28, issue 4, pages 649-668, November, DOI: 10.1007/s00181-003-0152-x.
• Robert McNown & Sameer Rajbhandary, 2003, "Time series analysis of fertility and female labor market behavior," Journal of Population Economics, Springer;European Society for Population Economics, volume 16, issue 3, pages 501-523, August, DOI: 10.1007/s00148-003-0107-8.
• Hilde C. Bjørnland & Håvard Hungnes, 2003, "The importance of interest rates for forecasting the exchange rate," Discussion Papers, Statistics Norway, Research Department, number 340, Feb.
• Arvid Raknerud & Terje Skjerpen & Anders Rygh Swensen, 2003, "A linear demand system within a Seemingly Unrelated Time Series Equation framework," Discussion Papers, Statistics Norway, Research Department, number 345, Mar.
• Søren Johansen & Anders Rygh Swensen, 2003, "More on Testing Exact Rational Expectations in Cointegrated Vector Autoregressive Models: Restricted Drift Terms," Discussion Papers, Statistics Norway, Research Department, number 348, Apr.
• Jean-Guillaume Sahuc, 2003, "Robust European monetary policy rules," Applied Economics Letters, Taylor & Francis Journals, volume 10, issue 14, pages 889-894, DOI: 10.1080/13504850310001635212.
• Ana Maria Iregui & Jesus Otero, 2003, "On the dynamics of unemployment in a developing economy: Colombia," Applied Economics Letters, Taylor & Francis Journals, volume 10, issue 14, pages 895-898, DOI: 10.1080/1350485032000162811.
• A. Calza & C. Gartner & J. Sousa, 2003, "Modelling the demand for loans to the private sector in the euro area," Applied Economics, Taylor & Francis Journals, volume 35, issue 1, pages 107-117, DOI: 10.1080/00036840210161837.
• Yannick L'horty & Christophe Rault, 2003, "Why Is French Equilibrium Unemployment So High? an Estimation of the Ws-Ps Model," Journal of Applied Economics, Taylor & Francis Journals, volume 6, issue 1, pages 127-156, May, DOI: 10.1080/15140326.2003.12040588.
• Ozge Akinci, 2003, "Modeling the Demand for Currency Issued in Turkey," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, volume 3, issue 1, pages 1-25.
• Alfonso Mendoza V., 2003, "The Inflation-Output Volatility Tradeoff and Exchange Rate Shocks in Mexico and Turkey," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, volume 3, issue 1, pages 27-51.
• Rob Luginbuhl & Siem Jan Koopman, 2003, "Convergence in European GDP Series," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 03-031/4, Apr.
• Siem Jan Koopman & Joao Valle e Azevedo, 2003, "Measuring Synchronisation and Convergence of Business Cycles," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 03-052/4, Jun.
• Joao Valle e Azevedo & Siem Jan Koopman & Antonio Rua, 2003, "Tracking Growth and the Business Cycle: a Stochastic Common Cycle Model for the Euro Area," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 03-069/4, Sep.
• Andreou, E. & Werker, B.J.M., 2003, "A Simple Asymptotic Analysis of Residual-Based Statistics," Discussion Paper, Tilburg University, Center for Economic Research, number 2003-118.
• Baele, L., 2003, "Volatility Spillover Effects in European Equity Markets," Discussion Paper, Tilburg University, Center for Economic Research, number 2003-114.
• Jon Faust & John H. Rogers & Eric Swanson & Jonathan H. Wright, 2003, "Identifying the Effects of Monetary Policy Shocks on Exchange Rates Using High Frequency Data," Journal of the European Economic Association, MIT Press, volume 1, issue 5, pages 1031-1057, September.
• Alfredo Marvão Pereira & Oriol Roca-Sagalés, 2003, "On the regional impact of public capital formation in spain," Working Papers, Department of Applied Economics at Universitat Autonoma of Barcelona, number wpdea0305, Apr.
• Dietmar Bauer & Martin Wagner, 2003, "The Performance of Subspace Algorithm Cointegration Analysis: A Simulation Study," Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft, number dp0308, May.
• Dietmar Bauer & Martin Wagner, 2003, "A Canonical Form for Unit Root Processes in the State Space Framework," Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft, number dp0312, Jul.
• Dietmar Bauer & Martin Wagner, 2003, "On Polynomial Cointegration in the State Space Framework," Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft, number dp0313, Jul.
• Martín Gonzalez Rozada & José Fanelli, 2003, "Business Cycle and Macroeconomic Policy Coordination in MERCOSUR," Business School Working Papers, Universidad Torcuato Di Tella, number uno, Sep.
• Juncal Cunado & Luis A. Gil-Alana & Fernando Pérez de Gracia, 2003, "Additional Empirical Evidence on Real Convergence: A Fractionally Integrated Approach," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 01/03, Jan.
• Juncal Cunado & Javier Gómez Biscarri & Fernando Pérez de Gracia, 2003, "Structural Changes in Volatility and Stock Market Development: Evidence for Spain," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 06/03, Apr.
• Luis A. Gil-Alana & S.G. Brian Henry, 2003, "Fractional Integration and the Dynamics of UK Unemployment," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 10/03, May.
• Antonio Moreno, 2003, "Reaching Inflation Stability," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 13/03, Nov.
• Seonghoon Cho & Antonio Moreno, 2003, "A Structural Estimation and Interpretation of the New Keynesian Macro Model," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 14/03, Nov.
• Daal, Elton & Farhat, Joseph Basheer & Wei, Peihwang P., 2003, "Reexamining the maturity effect using extensive futures data," Working Papers, University of New Orleans, Department of Economics and Finance, number 2003-06.
• Tran Van Hoa, 2003, "Growth of Asian Regional Trade and Income Convergence: Evidence from ASEAN+3 Based on Extended Helpman-Krugman Hypothesis and Flexible Modelling Approach," Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia, number wp03-02.
• Tran Van Hoa, 2003, "New Asian Regionalism: Evidence of ASEAN+3 Free Trade Agreement From Extended Gravity Theory and New Modelling Approach," Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia, number wp03-03.
• Henrik Amilon, 2003, "Estimation of an Adaptive Stock Market Model with Heterogeneous Agents," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 107, Sep.
• Hans Byström, 2003, "Estimating Default Probabilities Using Stock Prices: The Swedish Banking Sector During the 1990s Banking Crisis," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 92, Feb.
• Hans Byström, 2003, "The Market's View on the Probability of Banking Sector Failure: Cross-Country Comparisons," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 93, Feb.
• R. M. Eldridge & Maurice Peat & Max Stevenson, 2003, "The Role of Intra-Day and Inter-Day Data Effects in Determining Linear and Nonlinear Granger Causality Between Australian Futures and Cash Index Markets," Working Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 122, Jan.
• Guglielmo Maria Caporale, & Peter G. A Howells, & Alaa M. Soliman,, 2003, "Endogenous growth and Stock Market Development," Working Papers, Department of Accounting, Economics and Finance, Bristol Business School, University of the West of England, Bristol, number 0302, Feb.
• Kenneth G. Stewart & Michael C. Webb, 2003, "Capital Taxation, Globalization, and International Tax Competition," Econometrics Working Papers, Department of Economics, University of Victoria, number 0301, Feb.
• Judith A. Clarke & Sadaf Mirza, 2003, "Some Finite Sample Results On Testing For Granger Noncausality," Econometrics Working Papers, Department of Economics, University of Victoria, number 0305, May.
• Christophe Hurlin & Rafal Kierzenkowski, 2003, "Credit Market Disequilibrium in Poland: Can We Find What We Expect? Non-Stationarity and the ???Min???Condition," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number 2003-581, Jun.
• Titus O. Awokuse, 2003, "Is the export‐led growth hypothesis valid for Canada?," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, volume 36, issue 1, pages 126-136, March, DOI: 10.1111/1540-5982.00006.
• Mathias Hoffmann, 2003, "International macroeconomic fluctuations and the current account," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, volume 36, issue 2, pages 401-420, May, DOI: 10.1111/1540-5982.t01-1-00006.
• Chu‐Sheng Tai, 2003, "Looking for contagion in currency futures markets," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 23, issue 10, pages 957-988, October.
• Gilles DUFRENOT & Balazs Egert, 2003, "Real Exchange Rates in Central and Eastern Europe : What Scope for the Underlying Fundamentals?," Development and Comp Systems, University Library of Munich, Germany, number 0309001, Sep.
• Gilles DUFRENOT & Balazs Egert, 2003, "Real Exchange Rates in Central and Eastern Europe : What Scope for the Underlying Fundamentals?," Development and Comp Systems, University Library of Munich, Germany, number 0309002, Sep.
• Carlos A. Rodríguez Ramos, 2003, "The P* model as a general identity to analyze and forecast the behavior of the inflation rate in the economy of Puerto Rico," Econometrics, University Library of Munich, Germany, number 0302002, Feb.
• Martina Hornikova, 2003, "Modeling the Behavior of Prague Stock Exchange Index (PX-50)," Econometrics, University Library of Munich, Germany, number 0304001, Apr.
• Helle Bunzel & Timothy Vogelsang, 2003, "Powerful Trend Function Tests That are Robust to Strong Serial Correlation with an Application to the Prebisch Singer Hypothesis," Econometrics, University Library of Munich, Germany, number 0304002, Apr.
• Ryan Lemand, 2003, "The Contagion Effect Between the Volatilities of the NASDAQ-100 and the IT.CA :A Univariate and A Bivariate Switching Approach," Econometrics, University Library of Munich, Germany, number 0307002, Jul, revised 07 Dec 2020.
• Ryan Lemand, 2003, "New Technology Stock Market Indexes Contagion: A VAR-dccMVGARCH Approach," Econometrics, University Library of Munich, Germany, number 0307003, Jul, revised 07 Dec 2020.
• Ryan Lemand, 2003, "Should Stock Market Indexes Time Varying Correlations Be Taken Into Account? A Conditional Variance Multivariate Approach," Econometrics, University Library of Munich, Germany, number 0307004, Jul, revised 07 Dec 2020.
• Andrzej Kociêcki, 2003, "On Priors for Impulse Responses in Bayesian Structural VAR Models," Econometrics, University Library of Munich, Germany, number 0307006, Jul.
• Daniel Kaufmann & Gil Mehrez & Tugrul Gurgur, 2003, "Voice or Public Sector Management? An Empirical Investigation of Determinants of Public Sector Performance based on a Survey of Public Officials," Econometrics, University Library of Munich, Germany, number 0308004, Aug.
• Gilles DUFRENOT & Dominique GUEGAN & Anne PEGUIN-FEISSOLLE, 2003, "A SETAR model with long-memory dynamics," Econometrics, University Library of Munich, Germany, number 0309002, Sep.
• Christophe Boucher, 2003, "Stock Market Valuation : the Role of the Macroeconomic Risk Premium," Finance, University Library of Munich, Germany, number 0305011, May.
• Patrick BISCIARI & Alain DURRE & Alain NYSSENS, 2003, "Stock Market Valuation In The United States," Finance, University Library of Munich, Germany, number 0312011, Dec.
• Gilles DUFRENOT & Laurent MATHIEU & Val=E9rie MIGNON & Anne PEGUIN-FEISSOLE, 2003, "Persistent misalignments of the European exchanges rates: some evidence from nonlinear cointegration," International Finance, University Library of Munich, Germany, number 0309003, Sep.
• Sel Dibooglu & Aykut Kibritcioglu, 2003, "Inflation, Output Growth, and Stabilization in Turkey, 1980-2002," Macroeconomics, University Library of Munich, Germany, number 0306001, Jun.
• Ananth Rao, 2003, "Estimation of Some Omani Macroeconomic Parameters - A Discussion," Macroeconomics, University Library of Munich, Germany, number 0306004, Jun.
• Gilles DUFRENOT & Val=E9rie MIGNON & Anne PEGUIN-FEISSOLE, 2003, "Business cycles asymmetry and monetary policy: a further investigatio= n=20 using MRSTAR models," Macroeconomics, University Library of Munich, Germany, number 0309002, Sep.
• Claude Lopez & David H. Papell, 2003, "Convergence to Purchasing Power Parity at the Commencement of the Euro," Macroeconomics, University Library of Munich, Germany, number 0310008, Oct.
• Hayette Gatfaoui, 2003, "How Does Systematic Risk Impact US Credit Spreads? A Copula Study," Risk and Insurance, University Library of Munich, Germany, number 0308002, Aug.
• Hayette Gatfaoui, 2003, "How Does Systematic Risk Impact Stocks ? A Study On the French Financial Market," Risk and Insurance, University Library of Munich, Germany, number 0308004, Aug.
• Ewa Broszkiewicz-Suwaj, 2003, "Methods for determining the presence of periodic correlation based on the bootstrap methodology," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/03/02.
• Aleksander Weron & Agnieszka Wylomanska, 2003, "On ARMA(1,q) models with bounded and periodically correlated solutions," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/03/03.
• Alfred A. Haug & Ozer Karagedikli & Satish Ranchhod, 2003, "Monetary policy transmission mechanisms and currency unions A vector error correction approach to a Trans-Tasman currency union," Working Papers, York University, Department of Economics, number 2003_2, Feb.
• Werner, Thomas & Stapf, Jelena, 2003, "How wacky is the DAX? The changing structure of German stock market volatility," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2003,18.
• Ahrens, Ralf & Reitz, Stefan, 2003, "Heterogeneous Expectations in the Foreign Exchange Market Evidence from the Daily Dollar/DM Exchange Rate," CFS Working Paper Series, Center for Financial Studies (CFS), number 2003/11.
• Mentz, Markus & Sebastian, Steffen P., 2003, "Inflation convergence after the introduction of the Euro," CFS Working Paper Series, Center for Financial Studies (CFS), number 2003/30.
• Levy, Daniel & Dezhbakhsh, Hashem, 2003, "International Evidence on Output Fluctuation and Shock Persistence," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 50, issue 7, pages 1499-1530.
• Danckwerts, Rudolf-Ferdinand & Grossmann, Wolf Dieter & Henne, Wolfgang, 2003, "Entwicklung eines Modells zur Projektion des Wirtschaftswachstums und der langfristigen Nachfrage nach Produktionsfaktoren in Deutschland unter besonderer Berücksichtigung des informationstechnologischen Innovationsprozesses," HWWA Discussion Papers, Hamburg Institute of International Economics (HWWA), number 237.
• Nehls, Hiltrud & Schmidt, Torsten, 2003, "Credit Crunch in Germany?," RWI Discussion Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, number 6.
• Holtemöller, Oliver, 2003, "Uncovered Interest Rate Parity and Analysis of Monetary Convergence of Potential EMU Accession Countries," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2003,40.
• Dewenter, Ralf & Westermann, Michael, 2003, "Cinema demand in Germany," IBES Diskussionsbeiträge, University of Duisburg-Essen, Institute of Business and Economic Studie (IBES), number 125.
• Clive G. Bowsher, 2003, "Modelling Security Market Events in Continuous Time: Intensity Based, Multivariate Point Process Models," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2003-W03, Jan.
• Heino Bohn Nielsen & Christopher Bowdler, 2003, "Inflation Adjustment in the Open Economy: An I(2) Analysis of UK Prices," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2003-W05, Mar.
• Ralf Brüggemann & Hans-Martin Krolzig & Helmut Lütkepohl, 2003, "Comparison of Model Reduction Methods for VAR Processes," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2003-W13, Apr.
• Hans-Martin Krolzig, 2003, "General-to-Specific Model Selection Procedures for Structural Vector Autoregressions," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2003-W15, Mar.
• Alfred A Haug & Ozer Karagedikli & Satish Ranchhoud, 2003, "Monetary policy transmission mechanisms and currency unions: A vector error correction approach to a Trans-Tasman currency union," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2003/04, May.
• Jesus Crespo Cuaresma & Ernest Gnan & Doris Ritzberger-Grünwald, 2003, "Searching for the Natural Rate of Interest: a Euro-Area Perspective," Working Papers, Oesterreichische Nationalbank (Austrian Central Bank), number 84, Jul.
• Alvaro Aguiar & Manuel M. F. Martins, 2003, "Trend, cycle, and non-linear trade-off in the Euro Area 1970-2001," FEP Working Papers, Universidade do Porto, Faculdade de Economia do Porto, number 122, Mar.
• Alvaro Aguiar & Manuel M. F. Martins, 2003, "Macroeconomic Volatility Trade-off and Monetary Policy Regime in the Euro Area," FEP Working Papers, Universidade do Porto, Faculdade de Economia do Porto, number 123, Mar.
• Lazea, Valentin & Cozmanca, Bogdan Octavian, 2003, "Currency substitution in Romania," MPRA Paper, University Library of Munich, Germany, number 19813, May.
• Mapa, Dennis S., 2003, "A Range-Based GARCH Model for Forecasting Volatility," MPRA Paper, University Library of Munich, Germany, number 21323, Dec.
• Chan, Tze-Haw & Baharumshah, Ahmad Zubaidi, 2003, "Measuring Capital Mobility in the Asia Pacific Rim," MPRA Paper, University Library of Munich, Germany, number 2208, revised 2004.
• Chan, Tze-Haw & Khong, Wye Leong Roy & Baharumshah, Ahmad Zubaidi, 2003, "Dynamic Financial Linkages of Japan and ASEAN Economies: An Application of Real Interest Parity," MPRA Paper, University Library of Munich, Germany, number 2209, revised 2003.
• Huhtala, Anni & Toppinen, Anne & Boman, Mattias, 2003, "When the theory is not enough – valuation of forest resources with “efficiency” prices in practice," MPRA Paper, University Library of Munich, Germany, number 24604, Aug.
• Jiménez Sotelo, Renzo, 2003, "Riesgo crediticio derivado del riesgo cambiario: Perspectiva de una Economía Latinoamericana Parcialmente Dolarizada
  [Derivative credit risk from exchange risk: Perspective of a partially dollarized Latin American economy]," MPRA Paper, University Library of Munich, Germany, number 26836, Apr.
• Bruno, Giancarlo & Lupi, Claudio, 2003, "Forecasting Euro-Area Industrial Production Using (Mostly) Business Surveys Data," MPRA Paper, University Library of Munich, Germany, number 42332, Oct.
• Rapacciuolo, Ciro, 2003, "Un semplice modello univariato per la previsione a breve termine dell'inflazione italiana
  [A simple model for the short term forecasting of Italian inflation]," MPRA Paper, University Library of Munich, Germany, number 7714, Jun.
• Otakar Hevler, 2003, "Mají ceny ropy vliv na hospodářský růst?
  [Do changes in oil price have an influence on GDP growth?]," Politická ekonomie, Prague University of Economics and Business, volume 2003, issue 1, DOI: 10.18267/j.polek.396.
• Piotr Eliasz & James H. Stock & Mark W. Watson, 2003, "Optimal Tests for Reduced Rank Time Variation in Regression Coefficients and Level Variation in the Multivariate Local Level Model," Working Papers, Princeton University. Economics Department., number 2003-1, Nov.
• Joaquim Pina, 2003, "Does Money Granger Cause Inflation in the Euro Area?," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
• António Rua & Luís Catela Nunes, 2003, "Coincident and Leading Indicators for the Euro Area: A Frequency Band Approach," Working Papers, Banco de Portugal, Economics and Research Department, number w200307.
• António Rua & João Valle e Azevedo & Siem Jan Koopman, 2003, "Tracking Growth and the Business Cycle: a Stochastic Common Cycle Model for the Euro Area," Working Papers, Banco de Portugal, Economics and Research Department, number w200316.
• George Kapetanios, 2003, "A New Nonparametric Test of Cointegration Rank," Working Papers, Queen Mary University of London, School of Economics and Finance, number 482, Jan.
• George Kapetanios, 2003, "A Note on Joint Estimation of Common Cycles and Common Trends in Nonstationary Multivariate Systems," Working Papers, Queen Mary University of London, School of Economics and Finance, number 483, Jan.
• George Kapetanios & Massimiliano Marcellino, 2003, "A Comparison of Estimation Methods for Dynamic Factor Models of Large Dimensions," Working Papers, Queen Mary University of London, School of Economics and Finance, number 489, Apr.
• George Kapetanios & Yongcheol Shin & Andy Snell, 2003, "Testing for Cointegration in Nonlinear STAR Error Correction Models," Working Papers, Queen Mary University of London, School of Economics and Finance, number 497, Jul.
• Andrea Cipollini & George Kapetanios, 2003, "A Dynamic Factor Analysis of Financial Contagion in Asia," Working Papers, Queen Mary University of London, School of Economics and Finance, number 498, Jul.
• Carol Alexander & Anca Dimitriu, 2003, "Sources of Over-performance in Equity Markets: Mean Reversion, Common Trends and Herding," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2003-08, May, revised Oct 2003.
• Carol Alexandra & Jacques Pezier, 2003, "On the Aggregation of Market and Credit Risks," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2003-13, Oct.
• Chris Brooks & Melvin. J. Hinich & Douglas M. Patterson, 2003, "Intra-day Patterns in the Returns, Bidask Spereads, and Trading Volume of Stocks Traded on the New York Stock Exchange," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2003-14, Oct.
• Bo Q. Lin, 2003, "Electricity Demand in the People's Republic of China: Investment Requirement and Environmental Impact," ADB Economics Working Paper Series, Asian Development Bank, number 37, Mar.
• Seungho Lee, 2003, "Deviation from Covered Interest Rate Parity in Korea," East Asian Economic Review, Korea Institute for International Economic Policy, volume 7, issue 1, pages 125-141, DOI: 10.11644/KIEP.JEAI.2003.7.1.104.
• Chien-Chung Neih & Tsangyao Chang, 2003, "Long-Run Gains From International Equity Diversification: Taiwan’s Evidence, 1995-2001," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 18, pages 530-544.
• Nobel Prize Committee, 2003, "Time-series Econometrics: Cointegration and Autoregressive Conditional Heteroskedasticity," Nobel Prize in Economics documents, Nobel Prize Committee, number 2003-1, Oct.
• Nobel Prize Committee, 2003, "Statistical Methods for Economic Time Series," Nobel Prize in Economics documents, Nobel Prize Committee, number 2003-2, Oct.
• Robert F. Engle III, 2003, "Risk and Volatility: Econometric Models and Financial Practice," Nobel Prize in Economics documents, Nobel Prize Committee, number 2003-4, Dec.
• Robert F. Engle III & Clive W. J. Granger, 2003, "Interview with the 2003 Economics Laureates, Clive W.J. Granger and Robert F. Engle III," Nobel Prize in Economics documents, Nobel Prize Committee, number 2003-5, Dec.
• Clive W. J. Granger, 2003, "Time Series Analysis, Cointegration, and Applications," Nobel Prize in Economics documents, Nobel Prize Committee, number 2003-7, Dec.
• Botel, Cezar, 2003, "Monetary Policy, Exchange Rate, And The Transmission Mechanism In Romania: A Structural Var Approach," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 65-85, December.
• Albu, Lucian Liviu & Nicolae, Mariana & Iordan, Mioara & Caraiani, Petre, 2003, "Modelling The Economic Cycles. A Theoretical Approach," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 5, pages 5-16, December.
• Matteo Ciccarelli & Alessandro Rebucci, 2003, "BVARs: A Survey of the Recent Literature with an Application to the European Monetary System," Rivista di Politica Economica, SIPI Spa, volume 93, issue 5, pages 47-112, September.
• Philip Arestis & Andrea Cipollini & Bassam Fattouh, 2003, "Threshold Effects in the US Budget Deficit," CEIS Research Paper, Tor Vergata University, CEIS, number 18, May.
• Guglielmo Maria Caporale & Andrea Cipollini & Panicos Demetriades, 2003, "Monetary Policy and the Exchange Rate During the Asian Crisis: Identification Through Heteroscedasticity," CEIS Research Paper, Tor Vergata University, CEIS, number 23, Jun.
• L. Baele, 2003, "Volatility Spillover Effects in European Equity Markets," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 03/189, Aug.
• Lance J. Bachmeier & Norman R. Swanson, 2003, "Predicting Inflation: Does The Quantity Theory Help?," Departmental Working Papers, Rutgers University, Department of Economics, number 200317, Oct.
• Christoph Schleicher, 2003, "Structural Time-Series Models with Common Trends and Common Cycles," Computing in Economics and Finance 2003, Society for Computational Economics, number 108, Aug.
• Baoline Chen & Peter A. Zadrozny, 2003, "Extended Yule-Walker Estimation and Principal Components Variance Decomposition of a Many-Variable VAR Model to a Few-Factor VARMA Model: Applied to U.S. Macro Data," Computing in Economics and Finance 2003, Society for Computational Economics, number 123, Aug.
• H. Vincent Poor & Li Chen, 2003, "Parametric Estimation of Quadratic Term Structure Models of Interest Rates," Computing in Economics and Finance 2003, Society for Computational Economics, number 22, Aug.
• Frank Schorfheide & Thomas A. Lubik, 2003, "Estimating Monetary Policy Rules in Small Open Economies: A Structural Approach," Computing in Economics and Finance 2003, Society for Computational Economics, number 225, Aug.
• Noah Williams, 2003, "Small Noise Asymptotics for a Stochastic Growth Model," Computing in Economics and Finance 2003, Society for Computational Economics, number 262, Aug.
• Fabio Milani & Francesco Belviso, 2003, "Structural Factor-Augmented VAR (SFAVAR)," Computing in Economics and Finance 2003, Society for Computational Economics, number 278, Aug.
• Ana-maria Fuertes, 2003, "Robust Bootstrap Inference On Long Run Dependence Using Panels," Computing in Economics and Finance 2003, Society for Computational Economics, number 307, Aug.
• Jan Gottschalk & Willem Van Zandweghe, 2003, "Do Bivariate SVAR Models with Long-Run Identifying Restrictions Yield Reliable Results? An Investigation into the Case of Germany," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), volume 139, issue I, pages 55-81, March.
• John Leeming & Paul Turner, 2003, "The BSE Crisis and the Price of Red Meat in the UK," Working Papers, The University of Sheffield, Department of Economics, number 2003002, Mar, revised Mar 2003.
• Stéphane Adjemian, 2003, "Convergence des productivités européennes : Transition, rupture et racine unitaire," Annals of Economics and Statistics, GENES, issue 69, pages 31-53.
• M. Ayhan Kose & Christopher Otrok & Charles H. Whiteman, 2003, "International Business Cycles: World, Region, and Country-Specific Factors," American Economic Review, American Economic Association, volume 93, issue 4, pages 1216-1239, September.
• James H. Stock & Mark W.Watson, 2003, "Forecasting Output and Inflation: The Role of Asset Prices," Journal of Economic Literature, American Economic Association, volume 41, issue 3, pages 788-829, September.
• Mariam Camarero & Renato G. Flôres, Jr. & Cecilio R. Tamarit, 2003, "Monetary Union and productivity differences in Mercosur countries," Working Papers, Asociación Española de Economía y Finanzas Internacionales, number 03-04, Jun.
• Alemayehu, Geda & Daniel, Zerfu, 2006, "Estimating aggregate production function With 1(2) capital stock," Ethiopian Journal of Economics, Ethiopian Economics Association, volume 12, issue 01, pages 1-73, DOI: 10.22004/ag.econ.249823.
• L'Horty, Yannick & Rault, Christophe, 2003, "Why Is French Equilibrium Unemployment So High? An Estimation of the WS-PS Model," Journal of Applied Economics, Universidad del CEMA, volume 6, issue 01, pages 1-30, May, DOI: 10.22004/ag.econ.44062.
• Maynard, Leigh J. & Veeramani, Venkat N., 2003, "Price Sensitivities for U.S. Frozen Dairy Products," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, volume 35, issue 3, pages 1-11, December, DOI: 10.22004/ag.econ.43194.
• Hossain, Mohammad & Tisdell, Clement A., 2003, "Fertility and Female Work Force Participation in Bangladesh: Causality and Cointegration," Social Economics, Policy and Development Working Papers, University of Queensland, School of Economics, number 106947, Sep, DOI: 10.22004/ag.econ.106947.
• Guillermo J. Vúletin, 2003, "Sostenibilidad de las políticas fiscales, exogeneidad y causalidad entre ingresos y gastos para las provincias argentinas," Económica, Instituto de Investigaciones Económicas, Facultad de Ciencias Económicas, Universidad Nacional de La Plata, volume 0, issue 1-2, pages 117-160, January-D.
• Giulio PALOMBA, 2003, "GARCH multivariati e approccio di Black.Litterman nell'asset allocation tattica: un'analisi empirica," Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali, number 185, Jun.
• Cleomar Gomes & Márcio Holland, 2003, "Regra de Taylor e política monetária em condições de endividamento público no Brasil," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], volume 4, issue 2, pages 333-361, July-Dece.
• Cleomar Gomes & Márcio Holland, 2003, "Regra de Taylor e Política Monetária em Condições de Endividamento Público no Brasil," Anais do XXXI Encontro Nacional de Economia [Proceedings of the 31st Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number b44.
• Luiz Humberto Cavalcante Veiga & André Luís Rossi de Oliveira, 2003, "Diferenciação Horizontal e Poder de Mercado: os Efeitos do E-BANKING Sobre as Tarifas Bancárias," Anais do XXXI Encontro Nacional de Economia [Proceedings of the 31st Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number d48.
• Igor Alexandre Clemente de Morais & Marcelo Savino Portugal, 2003, "Business Cycle in the Industrial Production of Brazilian States," Anais do XXXI Encontro Nacional de Economia [Proceedings of the 31st Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number e75.
• Sul, Donggyu & Phillips, Peter & Choi, Chi-Young, 2003, "Prewhitening Bias in HAC Estimation," Working Papers, Department of Economics, The University of Auckland, number 141.
• Phillips, Peter & Sul, Donggyu, 2003, "The Elusive Empirical Shadow of Growth Convergence," Working Papers, Department of Economics, The University of Auckland, number 197.
• Marc-André Gosselin & René Lalonde, 2003, "Un modèle « PAC » d'analyse et de prévision des dépense des ménages américains," Staff Working Papers, Bank of Canada, number 03-13, DOI: 10.34989/swp-2003-13.
• Lise Pichette & Dominique Tremblay, 2003, "Are Wealth Effects Important for Canada?," Staff Working Papers, Bank of Canada, number 03-30, DOI: 10.34989/swp-2003-30.
• Francisco Barillas & Christoph Schleicher, 2003, "Common Trends and Common Cycles in Canadian Sectoral Output," Staff Working Papers, Bank of Canada, number 03-44, DOI: 10.34989/swp-2003-44.
• Toni Gravelle & Maral Kichian & James Morley, 2003, "Shift Contagion in Asset Markets," Staff Working Papers, Bank of Canada, number 03-5, DOI: 10.34989/swp-2003-5.
• Fabio Busetti, 2003, "Tests of seasonal integration and cointegration in multivariate unobserved component models," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 476, Jun.
• Roberto Golinelli & Giuseppe Parigi, 2003, "What is this thing called confidence? A comparative analysis of consumer confidence indices in eight major countries," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 484, Sep.
• Hugo Oliveros C. & Carlos Huertas C., 2003, "Desequilibrios nominales y reales del tipo de cambio en Colombia," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, volume 21, issue 43, pages 32-65, June, DOI: 10.32468/Espe.4302.
• Martha Misas A. & Carlos Esteban Posada P & Diego Mauricio Vásquez E, 2003, "¿Está determinado el nivel de precios por las expectativas de dinero y producto en Colombia?," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, volume 21, issue 43, pages 8-31, June, DOI: 10.32468/Espe.4301.
• Gerson Javier Pérez V., 2003, "La tasa de cambio real regional y departamental en Colombia, 1980-2002," Documentos de trabajo sobre Economía Regional y Urbana, Banco de la Republica de Colombia, number 39, Sep, DOI: 10.32468/dtseru.39.
• Garratt A. & Lee K. & Pesaran M.H. & Shin Y., 2003, "Forecast Uncertainties in Macroeconomic Modeling: An Application to the U.K. Economy," Journal of the American Statistical Association, American Statistical Association, volume 98, pages 829-838, January.
• Clements, Michael P & Krolzig, Hans-Martin, 2003, "Business Cycle Asymmetries: Characterization and Testing Based on Markov-Switching Autoregressions," Journal of Business & Economic Statistics, American Statistical Association, volume 21, issue 1, pages 196-211, January.
• Morten O. Ravn & Albert Marcet, 2015, "The HP-Filter in Cross-Country Comparisons," Working Papers, Barcelona School of Economics, number 32, Sep.
• Patricia Funk & Peter Kugler, 2003, "Identifying Efficient Crime‐Combating Policies by VAR Models: The Example of Switzerland," Contemporary Economic Policy, Western Economic Association International, volume 21, issue 4, pages 525-538, October, DOI: 10.1093/cep/byg030.
• Andreas Graflund & Birger Nilsson, 2003, "Dynamic Portfolio Selection: the Relevance of Switching Regimes and Investment Horizon," European Financial Management, European Financial Management Association, volume 9, issue 2, pages 179-200, June, DOI: 10.1111/1468-036X.00215.
• Matteo Iacoviello & Raoul Minetti, 2003, "Financial Liberalization And The Sensitivity Of House Prices To Monetary Policy: Theory And Evidence," Manchester School, University of Manchester, volume 71, issue 1, pages 20-34, January, DOI: 10.1111/1467-9957.00332.
• Luis A. Gil‐Alana & S. G. Brian Henry, 2003, "Fractional Integration and the Dynamics of UK Unemployment," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 65, issue 2, pages 221-239, May, DOI: 10.1111/1468-0084.t01-1-00047.
• Selva Demiralp & Kevin D. Hoover, 2003, "Searching for the Causal Structure of a Vector Autoregression," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 65, issue s1, pages 745-767, December, DOI: 10.1046/j.0305-9049.2003.00087.x.
• Hans‐Martin Krolzig, 2003, "General‐to‐Specific Model Selection Procedures for Structural Vector Autoregressions," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 65, issue s1, pages 769-801, December, DOI: 10.1046/j.0305-9049.2003.00088.x.
• Rodney W. Strachan & Herman K. van Dijk, 2003, "Bayesian Model Selection with an Uninformative Prior," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 65, issue s1, pages 863-876, December, DOI: 10.1046/j.0305-9049.2003.00095.x.
• Luis Fernando Escobar Patiño & Pablo Mendieta Ossio, 2003, "Inflación y depreciación en una economía dolarizada. El caso de Bolivia," Revista de Análisis del BCB, Banco Central de Bolivia, volume 6, issue 2-1, pages 7-50, December.
• Colin Ellis & Simon Price, 2003, "UK business investment: long-run elasticities and short-run dynamics," Bank of England working papers, Bank of England, number 196, Jul.
• Sophocles N. Brissimis & Nicholas S. Magginas, 2003, "Changes in Financial Structure and Asset Price Substitutability: A Test of the Bank Lending Channel," Working Papers, Bank of Greece, number 05, Sep.
• Clifford L.F. Attfield, 2003, "Structural Breaks and Convergence in Output Growth in the EU," Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK, number 03/544, Jan.
• Clifford L.F. Attfield, 2003, "Structural Breaks and Permanent Trends," Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK, number 03/545, Jan.
• Clifford L.F. Attfield, 2003, "Balanced Growth and Output Convergence in Europe," Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK, number 03/547, Jan.
• Cliff L.F. Attfield & Jonathan R.W. Temple, 2003, "Measuring trend output: how useful are the Great Ratios?," Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK, number 03/555, Oct.
• Tung Liu & Lee C. Spector, 2003, "Dynamic employment adjustments over business cycles," Working Papers, Ball State University, Department of Economics, number 200302, Dec, revised Jan 2005.
• Yannick L’Horty & Christophe Rault, 2003, "Les causes du chômage en France. Une ré-estimation du modèle ws-ps," Revue économique, Presses de Sciences-Po, volume 54, issue 2, pages 271-294.
• Gunther Capelle-Blancard, 2003, "Marchés dérivés et trading de volatilité," Revue économique, Presses de Sciences-Po, volume 54, issue 3, pages 663-673.
• Harvey, A. & Bates, D., 2003, "Multivariate Unit Root Tests and Testing for Convergence," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0301, Jan.
• Harvey, A. & TTrimbur, T. & van Dijk, H., 2003, "Cyclical Components in Economic Time Series: a Bayesian Approach," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0302, Jan.
• Pesaran, M.H. & Schuermann, T. & Treutler, B-J. & Weiner, S.M., 2003, "Macroeconomic Dynamics and Credit Risk: A Global Perspective," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0330, Jun.