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

• Oscar Jorda, 2003, "Model-Free Impulse Responses," Working Papers, University of California, Davis, Department of Economics, number 305, Aug.
• Oscar Jorda & Holly Liu & Jeffrey Williams, 2003, "Non-Institutional Market Making Behavior: The Dalian Futures Exchange," Working Papers, University of California, Davis, Department of Economics, number 41, Jan.
• Kevin Hoover & Selva Demiralp, 2003, "Searching for the Causal Structure of a Vector Autoregression," Working Papers, University of California, Davis, Department of Economics, number 58, Mar.
• Anirvan Banerji & Pami Dua & Stephen M. Miller, 2003, "Performance Evaluation of the New Connecticut Leading Employment Index Using Lead Profiles and BVAR Models," Working papers, Centre for Development Economics, Delhi School of Economics, number 114, Feb.
• Surajit Deb, 2003, "Terms of Trade and Supply Response of Indian Agriculture: Analysis in Cointegration Framework," Working papers, Centre for Development Economics, Delhi School of Economics, number 115, Mar.
• Francisco Ledesma-Rodríguez & Manuel Navarro-Ibáñez & Jorge Pérez-Rodríguez & Simón Sosvilla-Rivero, 2003, "On the Credibility of a Target Zone: Evidence from the EMS," Economic Working Papers at Centro de Estudios Andaluces, Centro de Estudios Andaluces, number E2003/33.
• Yannick L'horty & Christophe Rault, 2003, "Why Is French Equilibrium Unemployment So High?," Journal of Applied Economics, Universidad del CEMA, volume 6, pages 127-156, May.
• Martin Meurers, 2003, "Angebot und Nachfrage im Außenhandel : Theoretische Überlegungen und eine Kointegrationsanalyse für Deutschland," ifo Beiträge zur Wirtschaftsforschung, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 13, July.
• Dieter Dziadkowski & Andrea Gebauer & W. Christian Lohse & Chang Woon Nam & Rüdiger Parsche, 2002, "Development of Recent VAT Revenues and Anticipated Fiscal Effects of Reform Proposals for VAT System," ifo Forschungsberichte, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 13.
• Alexis Garatti, 2003, "Implications des chocs communs et specifiques pour le federalisme budgetaire europeen," Economie Internationale, CEPII research center, issue 93, pages 89-116.
• Claude Lopez & David H. Papell, 2003, "Convergence to Purchasing Power Parity at the Commencement of the Euro," University of Cincinnati, Economics Working Papers Series, University of Cincinnati, Department of Economics, number 2003-08, Oct.
• Robert Gagné & Simon van Norden & Bruno Versaevel, 2003, "Testing Optimal Punishment Mechanisms Under Price Regulation: the Case of the Retail Market for Gasoline," CIRANO Working Papers, CIRANO, number 2003s-57, Sep.
• Jean-Marie Dufour & Denis Pelletier & Eric Renault, 2003, "Short Run and Long Run Causality in Time Series: Inference," CIRANO Working Papers, CIRANO, number 2003s-61, Sep.
• Titus O. Awokuse, 2003, "Is the export-led growth hypothesis valid for Canada?," Canadian Journal of Economics, Canadian Economics Association, volume 36, issue 1, pages 126-136, February, DOI: 10.1111/1540-5982.00006.
• Mathias Hoffmann, 2003, "International macroeconomic fluctuations and the current account," Canadian Journal of Economics, Canadian Economics Association, volume 36, issue 2, pages 401-420, May, DOI: 10.1111/1540-5982.t01-1-00006.
• Ales Bulir, 2003, "Some Exchange Rates Are More Stable than Others: Short-Run Evidence from Transition Countries," Working Papers, Czech National Bank, Research and Statistics Department, number 2003/05, Jun.
• Fernández Andrés, 2003, "Reformas estructurales, impacto macroeconómico y política monetaria en Colombia," Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE.
• Carlos A. Arango & �ngela Milena Rojas, 2003, "Demanda Laboral en el Sector Manufacturero Colombiano:1977-1999," Borradores de Economia, Banco de la Republica, number 2270, Jun.
• Martha Misas A. & Carlos Esteban Posada P & Diego Mauricio V�squez 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 República, volume 21, issue 43, pages 8-31, DOI: 10.32468/Espe.4301.
• 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 República, volume 21, issue 43, pages 32-65, DOI: 10.32468/Espe.4302.
• Héctor Ochoa Diaz & Sandra Charris Rebellón, 2003, "Propuesta de un modelo de control fiscal para el Estado colombiano: El sistema de control fiscal nacional," Estudios Gerenciales, Universidad Icesi.
• William Easterly & Norbert Fiess & Daniel Lederman, 2003, "NAFTA and Convergence in North America: High Expectations, Big Events, Little Time," Economía Journal, The Latin American and Caribbean Economic Association - LACEA, volume 0, issue Fall 2003, pages 1-53.
• HEINEN, Andreas & RENGIFO, Erick, 2003, "Multivariate modelling of time series count data: an autoregressive conditional Poisson model," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2003025, Mar.
• BAUWENS, Luc & ROMBOUTS, Jeroen, 2003, "Bayesian clustering of many GARCH models," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2003087, Dec.
• BAUWENS, Luc & HAUTSCH, Nikolaus, 2003, "Dynamic latent factor models for intensity processes," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2003103, Dec.
• Ravn, Morten & Sola, Martin & Psaradakis, Zacharias, 2003, "Markov Switching Causality and the Money-Output Relationship," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 3803, Feb.
• Favero, Carlo A. & Monacelli, Tommas, 2003, "Monetary-Fiscal Mix and Inflation Performance: Evidence from the US," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 3887, May.
• Coricelli, Fabrizio & Jazbec, BoÅ¡tjan & Masten, Igor, 2003, "Exchange Rate Pass-Through in Candidate Countries," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 3894, May.
• de Jong, Frank & Schotman, Peter C, 2003, "Price Discovery in Fragmented Markets," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 3987, Jul.
• Artis, Michael & Marcellino, Massimiliano & Galvão, Ana Beatriz, 2003, "The Transmission Mechanism in a Changing World," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4014, Aug.
• Wickens, Michael R., 2003, "Microeconomic Sources of Equity Risk," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4070, Sep.
• Peersman, Gert, 2003, "What Caused the Early Millennium Slowdown? Evidence Based on Vector Autoregressions," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4087, Oct.
• Nektarios Aslanidis & George Kouretas, 2003, "Testing for two-regime threshold cointegration in the parallel and official markets for foreign currency in Greece," Working Papers, University of Crete, Department of Economics, number 0311, Nov.
• Huhtala, Anni & Toppinen, Anne & Boman, Mattias, 2003, "When the theory is not enough - valuation of forest resources with "efficiency" prices in practice," Journal of Forest Economics, Elsevier, volume 9, issue 3, pages 205-222.
• Pereira, Alfredo Marvao & Roca-Sagales, Oriol, 2003, "Spillover effects of public capital formation: evidence from the Spanish regions," Journal of Urban Economics, Elsevier, volume 53, issue 2, pages 238-256, March.
• Pereira, Alfredo Marvao & Roca-Sagales, Oriol, 2003, "Erratum to "Spillover effects of public capital formation: evidence from the Spanish regions": [Journal of Urban Economics 53 (2003) 238-256]," Journal of Urban Economics, Elsevier, volume 54, issue 1, pages 197-197, July.
• Levy, Daniel & Dezhbakhsh, Hashem, 2003, "International evidence on output fluctuation and shock persistence," Journal of Monetary Economics, Elsevier, volume 50, issue 7, pages 1499-1530, October.
• Climent, Francisco & Meneu, Vicente, 2003, "Has 1997 Asian crisis increased information flows between international markets," International Review of Economics & Finance, Elsevier, volume 12, issue 1, pages 111-143.
• Barkbu, Bergljot Bjornson & Nymoen, Ragnar & Roed, Knut, 2003, "Wage coordination and unemployment dynamics in Norway and Sweden," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, volume 32, issue 1, pages 37-58, March.
• 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," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI_RP_2003_06, Jul.
• Granger, Clive W. J. & Terasvirta, Timo & Patton, Andrew J., 2003, "Common factors in conditional distributions for Bivariate time series," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24854, Jun.
• Vázquez Pérez, Jesús, 2003, "The role of the term spread in an augmented Taylor rule: An empirical investigation," DFAEII Working Papers, University of the Basque Country - Department of Foundations of Economic Analysis II, number 1988-088X, Apr.
• Gerrit de Wit & Niels Bosma & Martin Carree, 2003, "Modelling Entrepreneurship: Unifying the Equilibrium and Entry/Exit Approach," Scales Research Reports, EIM Business and Policy Research, number H200305, Sep.
• Dimitrios Papaikonomou, 2003, "Structural Change and Small-Sample Inference in a Long-Run Structural Var Model of UK Aggregate Demand," Ekonomia, Cyprus Economic Society and University of Cyprus, volume 6, issue 2, pages 210-236, Winter.
• Paap, R. & Franses, Ph.H.B.F. & van Dijk, D.J.C., 2003, "Does Africa grow slower than Asia and Latin America?," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2003-07, Jan.
• Strachan, R.W. & van Dijk, H.K., 2003, "The value of structural information in the VAR model," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2003-17, Jun.
• Horváth, C. & Franses, Ph.H.B.F., 2003, "Deriving dynamic marketing effectiveness from econometric time series models," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2003-079-MKT, Jan.
• Camille Logeay & Silke Tober, 2003, "Time-Varying Nairu and Real Interest Rates in the Euro Area," Economics Working Papers, European Network of Economic Policy Research Institutes, number 024, Oct.
• Naveed H. Naqvi & Christopher Tsoukis, 2003, "Does Public Investment Crowd Out Private Investment? Evidence On Investment And Growth In Asia, 1971-2000," European Research Studies Journal, European Research Studies Journal, volume 0, issue 1-2, pages 65-80, January -.
• Annick Bruggeman & Marie Donnay, 2003, "A Monthly Monetary Model with Banking Intermediation for the Euro Area," Working Papers of Department of Economics, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven, number ces0309, Mar.
• Carsten TRENKLER & Nikolaus WOLF, 2003, "Economic Integration in Interwar Poland - A Threshold Cointegration Analysis of the Law of One Price for Poland (1924-1937)," Economics Working Papers, European University Institute, number ECO2003/05.
• Ekaterina VOSTROKNUTOVA, 2003, "Polish Stabilization: What Can We Learn From the I (2) Cointegration Analysis," Economics Working Papers, European University Institute, number ECO2003/06.
• Paolo PAESANI, 2003, "Will the Monetary Pillar Stay? A Few Lessons from the UK," Economics Working Papers, European University Institute, number ECO2003/10.
• Anindya BANERJEE & Paul MIZEN, 2003, "A Re-interpretation of the Linear-Quadratic Model When Inventories and Sales are Polynomially Cointegrated," Economics Working Papers, European University Institute, number ECO2003/11.
• Ekaterina VOSTROKNUTOVA, 2003, "Shock Therapy? An I (2) Cointegration Analysis of the Russian Stabilization," Economics Working Papers, European University Institute, number ECO2003/16.
• Michael ARTIS & Ana Beatriz C. GALVÃO & Massimiliano MARCELLINO, 2003, "The transmission mechanism in a changing world," Economics Working Papers, European University Institute, number ECO2003/18.
• Jean-Guillaume Sahuc, 2003, "Robust European Monetary Policy Rules," Documents de recherche, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne, number 03-06.
• Yannick L’Horty & Christophe Rault, 2003, "Inflation, Minimum Wage and Other Wages: An Econometric Study on French Macroeconomic Data," Documents de recherche, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne, number 03-09.
• Agostinho S. Rosa, 2003, "Inflação Portuguesa: pelos custos ou monetária?," Economics Working Papers, University of Évora, Department of Economics (Portugal), number 6_2003.
• Alessandro Lanza & Matteo Manera & Margherita Grasso & Massimo Giovannini, 2003, "Long-run Models of Oil Stock Prices," Working Papers, Fondazione Eni Enrico Mattei, number 2003.96, Oct.
• Issler, João Victor & Vahid, Farshid, 2003, "The missing link: using the NBER recession indicator to construct coincident and leading indices economic activity," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 492, Aug.
• Frank Schorfheide, 2003, "Learning and monetary policy shifts," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2003-23.
• James A. Kahn & Robert W. Rich, 2003, "Tracking the new economy: using growth theory to detect changes in trend productivity," Proceedings, Federal Reserve Bank of San Francisco, issue nov.
• Richard Dennis, 2003, "Inferring Policy Objectives from Economic Outcome," Working Paper Series, Federal Reserve Bank of San Francisco, number 2003-05, Jun, DOI: 10.24148/wp2003-05.
• James A. Kahn & Robert W. Rich, 2003, "Tracking the new economy: using growth theory to detect changes in trend productivity," Staff Reports, Federal Reserve Bank of New York, number 159, Jan.
• Robert F. Engle & Giampiero M. Gallo, 2003, "A Multiple Indicators Model For Volatility Using Intra-Daily Data," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number wp2003_07, Jul.
• Timo Terasvirta & Clive W.J Granger & Andrew Patton, 2003, "Common factors in conditional distributions for Bivariate time series," FMG Discussion Papers, Financial Markets Group, number dp455, Jun.
• Jean-Pierre Allégret & Jean-François Goux, 2003, "Trois essais sur les anticipations d'inflation - Three essays on inflation expectation," Working Papers, Groupe d'Analyse et de Théorie Economique Lyon St-Etienne (GATE Lyon St-Etienne), Université de Lyon, number 0301, Jan.
• Claudio Morana, 2003, "Long-Run Growth and Income Distribution: Evidence for Italy and the US," Giornale degli Economisti, GDE (Giornale degli Economisti e Annali di Economia), Bocconi University, volume 62, issue 2, pages 171-210, October.
• Gunther Capelle-Blancard, 2003, "Marchés dérivés et « trading » de volatilité," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00265674.
• Daniel Levy & Hashem Dezhbakhsh, 2003, "International evidence on output fluctuation and shock persistence," Post-Print, HAL, number hal-02386526, Oct, DOI: 10.1016/j.jmoneco.2003.08.005.
• G. Desgranges & Stéphane Gauthier, 2003, "Uniqueness of bubble-free solution in linear rational expectations models," Post-Print, HAL, number halshs-00069498, DOI: 10.1017/S1365100501010264.
• Gunther Capelle-Blancard, 2003, "Marchés dérivés et « trading » de volatilité," Post-Print, HAL, number halshs-00265674.
• Eklund, Bruno & Teräsvirta, Timo, 2003, "Testing constancy of the error covariance matrix in vector models," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 549, Nov, revised 18 Jan 2006.
• Byström, Hans, 2003, "Estimating Default Probabilities Using Stock Prices: The Swedish Banking Sector During the 1990s Banking Crisis," Working Papers, Lund University, Department of Economics, number 2003:1, Mar.
• Byström, Hans, 2003, "The Market’s View on the Probability of Banking Sector Failure: Cross-Country Comparisons," Working Papers, Lund University, Department of Economics, number 2003:2, Mar.
• Westerlund, Joakim, 2003, "A Panel CUSUM Test of the Null of Cointegration," Working Papers, Lund University, Department of Economics, number 2003:15, Nov.
• Bårdsen, Gunnar & Jansen, Eilev S. & Nymoen, Ragnar, 2003, "Testing the New Keynesian Phillips curve," Memorandum, Oslo University, Department of Economics, number 18/2002, Jun.
• Bjørnland, Hilde C. & Hungnes, Håvard, 2003, "Fundamental determinants of the long run real exchange rate: The case of Norway," Memorandum, Oslo University, Department of Economics, number 23/2002, Jun.
• Bjørnland, Hilde C., 2003, "Estimating the equilibrium real exchange rate in Venezuela," Memorandum, Oslo University, Department of Economics, number 02/2003, Feb.
• C. Bjørnland, Hilde, 2003, "A stable demand for money despite financial crisis: The case of Venezuela," Memorandum, Oslo University, Department of Economics, number 12/2003, Mar.
• Villani, Mattias, 2003, "Bayes Estimators of the Cointegration Space," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 150, Sep.
• Hansson, Jesper & Jansson, Per & Löf, Mårten, 2003, "Business Survey Data: Do They Help in Forecasting the Macro Economy?," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 151, Sep.
• Lindblad, Hans & Sellin, Peter, 2003, "The Equilibrium Rate of Unemployment and the Real Exchange Rate: An Unobserved Components System Approach," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 152, Oct.
• Villani, Mattias & Warne, Anders, 2003, "Monetary Policy Analysis in a Small Open Economy using Bayesian Cointegrated Structural VARs," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 156, Dec.
• Friberg, Kent, 2003, "Intersectoral Wage Linkages in Sweden," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 158, Dec.
• Yamamoto, Taku & 山本, 拓 & Kurozumi, Eiji & 黒住, 英司, 2003, "Tests for Long-Run Granger Non-Causality in Cointegrated Systems," Discussion Papers, Graduate School of Economics, Hitotsubashi University, number 2003-12, Jun.
• Chigira, Hiroaki & 千木良, 弘明 & Yamamoto, Taku & 山本, 拓, 2003, "The Granger Non-Causality Test in Cointegrated Vector Autoregressions," Discussion Papers, Graduate School of Economics, Hitotsubashi University, number 2003-13, Jul.
• Hiroaki Chigira & Taku Yamamoto, 2003, "The Granger Non-Causality Test in Cointegrated Vector Autoregressions," Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number d03-07, Dec.
• Michel Normandin & Louis Phaneuf, 2003, "Monetary Policy Shocks: Testing Identification Conditions Under Time-Varying Conditional Volatility," Cahiers de recherche, HEC Montréal, Institut d'économie appliquée, number 03-04, Oct.
• Michel Normandin, 2003, "Canadian and U.S. Financial Markets: Testing the International Integration Hypothesis Under Time-Varying Conditional Volatility," Cahiers de recherche, HEC Montréal, Institut d'économie appliquée, number 03-08, Nov.
• Pedro José Pérez Vázquez, 2003, "Fuentes de variabilidad en las principales economías occidentales," Investigaciones Economicas, Fundación SEPI, volume 27, issue 3, pages 565-591, September.
• Carlo A. Favero & Tommaso Monacelli, 2003, "Monetary-Fiscal Mix and Inflation Performance: Evidence from the U.S," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 234.
• Kunst, Robert M., 2003, "Testing for Relative Predictive Accuracy: A Critical Viewpoint," Economics Series, Institute for Advanced Studies, number 130, May.
• Scott M. Fuess, Jr. & Jack W. Hou & Meghan Millea, 2003, "Tax or Spend, What causes What? Reconsidering Taiwan's Experience," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 2, issue 2, pages 109-119, August.
• Minsoo Lee, 2003, "Common Trend and Common Currency: Australiaand New Zealand," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 2, issue 2, pages 155-165, August.
• Ms. Valerie Cerra & Ms. Sweta Chaman Saxena, 2003, "Did Output Recover From the Asian Crisis?," IMF Working Papers, International Monetary Fund, number 2003/048, Mar.
• Adrián Hernández-del-Valle & Federico Reina Sosa & Héctor Allier Campuzano, 2003, "La Eficiencia En Forma Débil Y El Poder Predictivo De Los Modelos Arma-Garch," 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 2, issue 2, pages 95-125, Junio 200.
• Indrani Chakraborty, 2003, "Liberalization of capital inflows and the real exchange rate in India: A VAR analysis," Centre for Development Studies, Trivendrum Working Papers, Centre for Development Studies, Trivendrum, India, number 351, Sep.
• Bruno Giancarlo & Lupi Claudio, 2003, "Forecasting Euro-Area Industrial Production Using (Mostly) Business Surveys Data," ISAE Working Papers, ISTAT - Italian National Institute of Statistics - (Rome, ITALY), number 33, Mar.
• Bunzel, Helle & Vogelsang, Timothy J., 2003, "Powerful Trend Function Tests That Are Robust to Strong Serial Correlation with an Application to the Prebisch-Singer Hypothesis," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 10353, Apr.
• Bunzel, Helle & Vogelsang, Timothy J., 2003, "Powerful Trend Function Tests That are Robust to Strong Serial Correlation with an Application to the Prebish Singer Hypothesis," ISU General Staff Papers, Iowa State University, Department of Economics, number 200304010800001212, Apr.
• Trino-Manuel Ñíguez, 2003, "Volatility And Var Forecasting For The Ibex-35 Stock-Return Index Using Figarch-Type Processes And Different Evaluation Criteria," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2003-33, Sep.
• L'Horty, Yannick & Rault, Christophe, 2003, "Inflation, Minimum Wage and Other Wages: An Econometric Study on French Macroeconomic Data," IZA Discussion Papers, IZA Network @ LISER, number 861, Aug.
• Holtemöller Oliver, 2003, "Money Stock, Monetary Base and Bank Behavior in Germany / Geldmenge, Geldbasis und Bankenverhalten in Deutschland," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 223, issue 3, pages 257-278, June, DOI: 10.1515/jbnst-2003-0302.
• Mårten Löf & Johan Lyhagen, 2003, "On seasonal error correction when the processes include different numbers of unit roots," Journal of Forecasting, John Wiley & Sons, Ltd., volume 22, issue 5, pages 377-389, DOI: 10.1002/for.864.
• Ekaterina Vostroknutova, 2003, "Polish Stabilization: What can we learn from the I(2) Cointegration Analysis?," Economic Change and Restructuring, Springer, volume 36, issue 2, pages 177-198, June, DOI: 10.1023/B:ECOP.0000012311.52328.9a.
• Young-Keun Chung, 2003, "Specification of Domestic And Foreign Factors On The Inventory Model," Korean Economic Review, Korean Economic Association, volume 19, pages 285-306.
• Krekó, Judit & Vonnák, Balázs, 2003, "Makroelemzők inflációs várakozásai Magyarországon
  [The inflationary expectations of macro analysts in Hungary]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 4, pages 315-334.
• Heino Bohn Nielsen, 2003, "Cointegration Analysis in the Presence of Outliers," Discussion Papers, University of Copenhagen. Department of Economics, number 03-05, Mar.
• Heino Bohn Nielsen & Anders Rahbek, 2003, "Likelihood Ratio Testing for Cointegration Ranks in I(2) Models," Discussion Papers, University of Copenhagen. Department of Economics, number 03-42, Dec.
• Guillermo J. Vúletin, 2003, "Sostenibilidad de las políticas fiscales, exogeneidad y causalidad entre ingresos y gastos para las provincias argentinas," Económica, Departamento de Economía, Facultad de Ciencias Económicas, Universidad Nacional de La Plata, volume 0, issue 1-2, pages 117-160, January-D.
• Fabio ALESSANDRINI, 2003, "Some Additional Evidence from the Credit Channel on the Response to Monetary Shocks: Looking for Asymmetries," Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie, number 03.04, Feb.
• Eric Hillebrand, 2003, "The Effects of Japanese Foreign Exchange Intervention: GARCH Estimation and Change Point Detection," Departmental Working Papers, Department of Economics, Louisiana State University, number 2003-10, Oct.
• Martins Bitans & Dainis Stikuts & Ivars Tillers, 2003, "Transmission of Monetary Shocks in Latvia," Working Papers, Latvijas Banka, number 2003/01, May.
• Michel Normandin & Louis Phaneuf, 2003, "Monetary Policy Shocks: Testing Identification Conditions Under Time-Varying Conditional Volatility," Cahiers de recherche, CIRPEE, number 0337.
• Roche, M. & McQuinn, K., 2003, "Efficient allocation of land in a decoupled world," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n1190103, Jan.
• Chan Tze Haw & Khong Wye Leong Roy & Zubaidi Baharumshah, 2003, "Dynamic Financial Linkages of Japan And Asean Economies: An Application of Real Interest Parity," Capital Markets Review, Malaysian Finance Association, volume 11, issue 1&2, pages 23-40.
• Cubadda, Gianluca & Hecq, Alain, 2003, "The Role of Common Cyclical Features for Coincident and Leading Indexes Building," Economics & Statistics Discussion Papers, University of Molise, Department of Economics, number esdp03002, Apr.
• Bruno, Giancarlo & Lupi, Claudio, 2003, "Forecasting Industrial Production and the Early Detection of Turning Points," Economics & Statistics Discussion Papers, University of Molise, Department of Economics, number esdp03004, Apr.
• Centoni, Marco & Cubadda, Gianluca & Hecq, Alain, 2003, "Common Shocks, Common Dynamics, and the International Business Cycle," Economics & Statistics Discussion Papers, University of Molise, Department of Economics, number esdp03007, Jul.
• Cubadda, Gianluca & Omtzigt, Pieter, 2003, "Small Sample Improvements in the Statistical Analysis of Seasonally Cointegrated Systems," Economics & Statistics Discussion Papers, University of Molise, Department of Economics, number esdp03012, Oct.
• DUFOUR, Jean-Marie & PELLETIER, Denis & RENAULT, Éric, 2003, "Short run and long run causality in time series: Inference," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2003-16.
• RUGE-MURCIA, Francisco J., 2003, "Methods to Estimate Dynamic Stochastic General Equilibrium Models," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2003-23.
• DUFOUR, Jean-Marie & PELLETIER, Denis & RENAULT, Éric, 2003, "Short Run and Long Run Causality in Time Series : Inference," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 14-2003.
• RUGE-MURCIA, Francisco J., 2003, "Methods to Estimate Dynamic Stochastic General Equilibrium Models," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 17-2003.
• Patrick Bisciari & Alain Durré & Alain Nyssens, 2003, "Stock market valuation in the United States," Working Paper Document, National Bank of Belgium, number 41, Nov.
• Lars Svensson & James Stock, 2003, "International Seminar on Macroeconomics (ISOM) 2002," NBER Books, National Bureau of Economic Research, Inc, number isom03-1, January.
• Lan Zhang & Per A. Mykland & Yacine Ait-Sahalia, 2003, "A Tale of Two Time Scales: Determining Integrated Volatility with Noisy High Frequency Data," NBER Working Papers, National Bureau of Economic Research, Inc, number 10111, Nov.
• Noah Williams, 2003, "Small Noise Asymptotics for a Stochastic Growth Model," NBER Working Papers, National Bureau of Economic Research, Inc, number 10194, Dec.
• 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," NBER Working Papers, National Bureau of Economic Research, Inc, number 9660, Apr.
• Moffatt, P. G. & Salies, E., 2003, "A note on the modelling of hyper-inflations," Working Papers, Department of Economics, City St George's, University of London, number 03/02.
• Madsen, J. B. & Milas, C., 2003, "The price-dividend relationship in inflationary and deflationary regimes," Working Papers, Department of Economics, City St George's, University of London, number 03/05.
• Milas, C., 2003, "Non-linear multivariate adjustment of the UK real exchange rate," Working Papers, Department of Economics, City St George's, University of London, number 03/08.
• Gregory C. Chow & Caroline C. Lawler, 2003, "A Time Series Analysis of the Shanghai and New York Stock Price Indices," Annals of Economics and Finance, Society for AEF, volume 4, issue 1, pages 17-35, May.
• Jian Yang & Jin Zhang & David J. Leatham, 2003, "Price and Volatility Transmission in International Wheat Futures," Annals of Economics and Finance, Society for AEF, volume 4, issue 1, pages 37-50, May.
• Maynard, Leigh J. & Veeramani, Venkat N., 2003, "Price Sensitivities for U.S. Frozen Dairy Products," Journal of Agricultural and Applied Economics, Cambridge University Press, volume 35, issue 3, pages 599-609, December.
• Desgranges, Gabriel & Gauthier, Stéphane, 2003, "Uniqueness Of Bubble-Free Solution In Linear Rational Expectations Models," Macroeconomic Dynamics, Cambridge University Press, volume 7, issue 2, pages 171-191, April.
• Lütkepohl, Helmut & Wolters, Jürgen, 2003, "Transmission Of German Monetary Policy In The Pre-Euro Period," Macroeconomic Dynamics, Cambridge University Press, volume 7, issue 5, pages 711-733, November.
• Lütkepohl, Helmut & Wolters, Jürgen, 2003, "Transmission Of German Monetary Policy In The Pre-Euro Period," Macroeconomic Dynamics, Cambridge University Press, volume 7, issue 5, pages 711-733, November.
• Victoria Zinde-Walsh & Peter C.B. Phillips, 2003, "Fractional Brownian Motion as a Differentiable Generalized Gaussian Process," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1391, Jan.
• Peter C.B. Phillips & Donggyu Sul, 2003, "The Elusive Empirical Shadow of Growth Convergence," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1398, Feb.
• Donggyu Sul & Peter C.B. Phillips & Choi, Chi-Young, 2003, "Prewhitening Bias in HAC Estimation," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1436, Sep.
• Camille Logeay & Silke Tober, 2003, "Time-varying Nairu and Real Interest Rates in the Euro Area," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 351.
• Camille Logeay & Sven Schreiber, 2003, "Effekte einer Arbeitszeitverkürzung: empirische Evidenz für Frankreich," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 362.
• Boriss Siliverstovs & Tom Engsted & Niels Haldrup, 2003, "Long-Run Forecasting in Multicointegrated Systems," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 381.
• Boriss Siliverstovs, 2003, "Multicointegration in US Consumption Data," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 382.
• Guillaume L¿Hégaret & Boriss Siliverstovs & Anne Neumann & Christian von Hirschhausen, 2003, "International Market Integration for Natural Gas?: A Cointegration Analysis of Prices in Europe, North America and Japan," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 393.
• Deepika Goel, 2003, "Impact of Infrastructure on Productivity: Case of Indian Registered Manufacturing," Indian Economic Review, Department of Economics, Delhi School of Economics, volume 38, issue 1, pages 95-113, January.
• Rossi, Barbara & Pesavento, Elena, 2003, "Small Sample Confidence Intervals for Multivariate Impulse Response Functions at Long Horizons," Working Papers, Duke University, Department of Economics, number 03-19.
• Rossi, Barbara & Pesavento, Elena, 2003, "Do Technology Shocks Drive Hours Up or Down? A Little Evidence from an Agnostic Procedure," Working Papers, Duke University, Department of Economics, number 03-23.
• Harry Haupt & Walter Oberhofer, 2005, "On autoregressive errors in singular systems of equations," Economics Bulletin, AccessEcon, volume 3, issue 54, pages 1-3.
• Calza, Alessandro & Sousa, João & Manrique, Marta, 2003, "Aggregate loans to the euro area private sector," Working Paper Series, European Central Bank, number 202, Jan.
• Würtz, Flemming Reinhardt, 2003, "A comprehensive model on the euro overnight rate," Working Paper Series, European Central Bank, number 207, Jan.
• Durré, Alain & Evjen, Snorre & Pilegaard, Rasmus, 2003, "Estimating risk premia in money market rates," Working Paper Series, European Central Bank, number 221, Apr.
• Osbat, Chiara & Rüffer, Rasmus & Schnatz, Bernd, 2003, "The rise of the yen vis-a-vis the "synthetic" euro: is it supported by economic fundamentals?," Working Paper Series, European Central Bank, number 224, Apr.
• Osbat, Chiara & Schnatz, Bernd & Vijselaar, Focco, 2003, "Productivity and the ('synthetic') euro-dollar exchange rate," Working Paper Series, European Central Bank, number 225, Apr.
• Cassola, Nuno & Morana, Claudio, 2003, "Volatility of interest rates in the euro area: evidence from high frequency data," Working Paper Series, European Central Bank, number 235, Jun.
• Hahn, Elke, 2003, "Pass-through of external shocks to euro area inflation," Working Paper Series, European Central Bank, number 243, Jul.
• Hubrich, Kirstin, 2003, "Forecasting euro area inflation: Does aggregating forecasts by HICP component improve forecast accuracy?," Working Paper Series, European Central Bank, number 247, Aug.
• Angelini, Elena & Henry, Jérôme & Marcellino, Massimiliano, 2003, "Interpolation and backdating with a large information set," Working Paper Series, European Central Bank, number 252, Aug.
• Bruggeman, Annick & Donati, Paola & Warne, Anders, 2003, "Is the demand for euro area M3 stable?," Working Paper Series, European Central Bank, number 255, Sep.
• Calza, Alessandro & Sousa, João, 2003, "Why has broad money demand been more stable in the euro area than in other economies? A literature review," Working Paper Series, European Central Bank, number 261, Sep.
• Bruggeman, Annick & Donnay, Marie, 2003, "A monthly monetary model with banking intermediation for the euro area," Working Paper Series, European Central Bank, number 264, Sep.
• McAdam, Peter, 2003, "US, Japan and the euro area: comparing business-cycle features," Working Paper Series, European Central Bank, number 283, Nov.
• Monti, Francesca V., 2003, "Implementing optimal control in cointegrated I(1) structural VAR models," Working Paper Series, European Central Bank, number 288, Nov.
• Warne, Anders & Villani, Mattias, 2003, "Monetary policy analysis in a small open economy using Bayesian cointegrated structural VARs," Working Paper Series, European Central Bank, number 296, Dec.
• Strachan, Rodney & Brett Inder, 2003, "Bayesian Analysis of Stochastic and Deterministic Processes in The Error Correction Model," Royal Economic Society Annual Conference 2003, Royal Economic Society, number 197, Jun.
• Wallis, Gavin, 2003, "The Effect of Skill shortages on Unemployment and Real Wage Growth: A Simultaneous Equation Approach," Royal Economic Society Annual Conference 2003, Royal Economic Society, number 217, Jun.
• Ellis, Colin & Simon Price, 2003, "UK Business Investment: Long-Run Elasticities and Short-Run Dynamics," Royal Economic Society Annual Conference 2003, Royal Economic Society, number 73, Jun.
• Anthony Garratt & Kevin Lee & M. Hashem Pesaran & Yongcheol Shin, 2003, "A Long run structural macroeconometric model of the UK," Economic Journal, Royal Economic Society, volume 113, issue 487, pages 412-455, April.
• Yacine Ait--Sahalia & Per A. Mykland, 2003, "The Effects of Random and Discrete Sampling when Estimating Continuous--Time Diffusions," Econometrica, Econometric Society, volume 71, issue 2, pages 483-549, March.
• George Kapetanios & Yongcheol Shin, 2003, "Unit Root Tests in Three-Regime SETAR Models," Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh, number 104, Nov.
• Seo, Byeongseon, 2003, "Nonlinear mean reversion in the term structure of interest rates," Journal of Economic Dynamics and Control, Elsevier, volume 27, issue 11, pages 2243-2265, DOI: 10.1016/S0165-1889(02)00124-0.
• Bessec, Marie, 2003, "Mean-reversion vs. adjustment to PPP: the two regimes of exchange rate dynamics under the EMS, 1979-1998," Economic Modelling, Elsevier, volume 20, issue 1, pages 141-164, January.
• Milas, Costas & Otero, Jesus, 2003, "Modelling official and parallel exchange rates in Colombia under alternative regimes: a non-linear approach," Economic Modelling, Elsevier, volume 20, issue 1, pages 165-179, January.
• Camba-Mendez, Gonzalo & Rodriguez-Palenzuela, Diego, 2003, "Assessment criteria for output gap estimates," Economic Modelling, Elsevier, volume 20, issue 3, pages 529-562, May.
• Hall, Alastair R. & Inoue, Atsushi, 2003, "The large sample behaviour of the generalized method of moments estimator in misspecified models," Journal of Econometrics, Elsevier, volume 114, issue 2, pages 361-394, June.
• Jagannathan, Ravi & Kaplin, Andrew & Sun, Steve, 2003, "An evaluation of multi-factor CIR models using LIBOR, swap rates, and cap and swaption prices," Journal of Econometrics, Elsevier, volume 116, issue 1-2, pages 113-146.