Research classified by Journal of Economic Literature (JEL) codes

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Top JEL
/ C: Mathematical and Quantitative Methods
/ / C3: Multiple or Simultaneous Equation Models; Multiple Variables
/ / / C32: Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models

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This JEL code is mentioned in the following RePEc Biblio entries:

1. Estimated DSGE Models
2. Forecasting with DSGE Models
3. Nowcasting
4. Sign Restrictions
5. Bayesian Vector autoregressions (BVARs)
6. Dynamic Factor Models

2004

• Jaromir Benes & David Vavra, 2004, "Eigenvalue Decomposition of Time Series with Application to the Czech Business Cycle," Working Papers, Czech National Bank, Research and Statistics Department, number 2004/08, Dec.
• Clemente Forero & Carlos Eduardo Sep√∫lveda, 2004, "Forms of Participatory Democracy: An Analytical Framework Based on the Experiences of Bolivia, Brazil and Colombia," Borradores de Investigación, Universidad del Rosario, number 2742, Nov.
• Luis Fernando Melo Velandia & Alvaro Jos� Riascos Villegas, 2004, "Sobre los Efectos de la Pol�tica Monetaria en Colombia," Borradores de Economia, Banco de la Republica, number 3511, Feb.
• Juan Carlos Vargas Berdugo, 2004, "Cuenta corriente y restricción presupuestaria intertemporal: un contraste de la viabilidad del financiamiento externo," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, volume 22, issue 45, pages 58-78, DOI: 10.32468/Espe.4502.
• Luis F. Melo & �lvaro Riascos, 2004, "Sobre los efectos de la política monetaria en Colombia," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, volume 22, issue 45, pages 172-221, DOI: 10.32468/Espe.4505.
• Matías Tapia & Andrea Tokman, 2004, "Effects of Foreign Exchange Intervention under Public Information: The Chilean Case," Economía Journal, The Latin American and Caribbean Economic Association - LACEA, volume 0, issue Spring 20, pages 215-256.
• Pablo E. Guidotti & Federico Sturzenegger & Agust�n Villar, 2004, "On the Consequences of Sudden Stops," Economía Journal, The Latin American and Caribbean Economic Association - LACEA, volume 0, issue Spring 20, pages 171-214.
• Laura Alfaro & Andr�s Rodriguez-Clare, 2004, "Multinationals and Linkages: An Empirical Investigation," Economía Journal, The Latin American and Caribbean Economic Association - LACEA, volume 0, issue Spring 20, pages 113-169.
• Albert Chong & Florencio L�pez-de-Silanes, 2004, "Privatization in Latin America: What Does the Evidence Say?," Economía Journal, The Latin American and Caribbean Economic Association - LACEA, volume 0, issue Spring 20, pages 37-111.
• RENGIFO, Erick & ROMBOUTS, Jeroen, 2004, "Dynamic optimal portfolio selection in a VaR framework," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2004057, Jul.
• GRAMMIG, Joachim & HEINEN, Andréas & RENGIFO, Erick, 2004, "Trading activity and liquidity supply in a pure limit order book market," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2004058, Sep.
• Marcet, Albert & Ravn, Morten, 2004, "The HP-Filter in Cross-Country Comparisons," CEPR Discussion Papers, Centre for Economic Policy Research, number 4244, Feb.
• de Jong, Frank & Rindi, Barbara & Cheung, Yiu Chung, 2004, "Trading European Sovereign Bonds: The Microstructure of the MTS Trading Platforms," CEPR Discussion Papers, Centre for Economic Policy Research, number 4285, Mar.
• Schotman, Peter C & Frijns, Bart, 2004, "Price Discovery in Tick Time," CEPR Discussion Papers, Centre for Economic Policy Research, number 4456, Jun.
• Henry, Jerome & Marcellino, Massimiliano & Angelini, Elena, 2004, "Interpolation and Backdating with A Large Information Set," CEPR Discussion Papers, Centre for Economic Policy Research, number 4533, Oct.
• Rossi, Barbara & Pesavento, Elena, 2004, "Small Sample Confidence Intervals for Multivariate Impulse Response Functions at Long Horizons," CEPR Discussion Papers, Centre for Economic Policy Research, number 4536, Sep.
• Weber, Martin & Norden, Lars, 2004, "The Comovement of Credit Default Swap, Bond and Stock Markets: An Empirical Analysis," CEPR Discussion Papers, Centre for Economic Policy Research, number 4674, Oct.
• Harvey, Andrew & Carvalho, Vasco, 2004, "Convergence and Cycles in the Euro Zone," CEPR Discussion Papers, Centre for Economic Policy Research, number 4726, Nov.
• Attfield, Clifford & Temple, Jonathan, 2004, "Measuring Trend Output: How Useful Are the Great Ratios?," CEPR Discussion Papers, Centre for Economic Policy Research, number 4796, Dec.
• Guglielmo Maria Caporale & Luis A. Gil‐Alana, 2004, "Fractional cointegration and tests of present value models," Review of Financial Economics, John Wiley & Sons, volume 13, issue 3, pages 245-258, DOI: 10.1016/j.rfe.2003.09.009.
• Guglielmo Maria Caporale & Luis A. Gil‐Alana, 2004, "Fractional cointegration and real exchange rates," Review of Financial Economics, John Wiley & Sons, volume 13, issue 4, pages 327-340, DOI: 10.1016/j.rfe.2003.12.001.
• Janine Aron & John Muellbauer & Coen Pretorius, 2004, "A Framework for Forecasting the Components of the Consumer Price," Development and Comp Systems, University Library of Munich, Germany, number 0409054, Sep.
• Janine Aron & John Muellbauer & Benjamin Smit, 2004, "A Structural Model of the Inflation Process in South Africa," Development and Comp Systems, University Library of Munich, Germany, number 0409055, Sep.
• Tommaso Proietti & Filippo Moauro, 2004, "Dynamic Factor Analysis with Nonlinear Temporal Aggregation Constraints," Econometrics, University Library of Munich, Germany, number 0401003, Jan.
• Jonathan B. Hill, 2004, "Causation Delays and Causal Neutralization for General Horizons: The Money-Output Relationship Revisited," Econometrics, University Library of Munich, Germany, number 0402002, Feb, revised 23 Mar 2005.
• Daniel Levy, 2004, "Cointegration in Frequency Domain," Econometrics, University Library of Munich, Germany, number 0402005, Feb.
• Christian Bayer, 2004, "Aggregate investment dynamics when firms face fixed investment cost and capital market imperfections," Econometrics, University Library of Munich, Germany, number 0405001, May.
• Evens SALIES & Peter MOFFATT, 2004, "A note on the modelling of hyper-inflations," Econometrics, University Library of Munich, Germany, number 0406002, Jun.
• Benoit Bellone, 2004, "MSVARlib: a new Gauss library to estimate multivariate Hidden Markov Models," Econometrics, University Library of Munich, Germany, number 0406004, Jun.
• Benoit Bellone & David Saint-Martin, 2004, "Detecting Turning Points with Many Predictors through Hidden Markov Models," Econometrics, University Library of Munich, Germany, number 0407001, Jul.
• Benoit Bellone, 2004, "Une lecture probabiliste du cycle d’affaires américain," Econometrics, University Library of Munich, Germany, number 0407002, Jul, revised 28 Mar 2005.
• Stanislav Radchenko, 2004, "Limited Information Bayesian Analysis of a Simultaneous Equation with an Autocorrelated Error Term and its Application to the U.S. Gasoline Market," Econometrics, University Library of Munich, Germany, number 0408001, Aug.
• Philip Kostov & John Lingard, 2004, "Regime-switching Vector Error Correction Model (VECM) analysis of UK meat consumption," Econometrics, University Library of Munich, Germany, number 0409007, Sep.
• João Leitão, 2004, "Demand Pull And Supply Push In Portuguese Cable Television," Econometrics, University Library of Munich, Germany, number 0409011, Sep.
• Elena Pesavento & Barbara Rossi, 2004, "Do Technology Shocks Drive Hours Up or Down? A Little Evidence From an Agnostic Procedure," Econometrics, University Library of Munich, Germany, number 0411002, Nov.
• Fabio Busetti, 2004, "Tests of seasonal integration and cointegration in multivariate unobserved component models," Econometrics, University Library of Munich, Germany, number 0411003, Nov.
• João Leitão, 2004, "Demand Pull and Supply Push in Portuguese Cable Television," Econometrics, University Library of Munich, Germany, number 0411009, Nov.
• Catalin Starica, 2004, "Is GARCH(1,1) as good a model as the Nobel prize accolades would imply?," Econometrics, University Library of Munich, Germany, number 0411015, Nov.
• J. Polzehl & V. Spokoiny & C. Starica, 2004, "When did the 2001 recession really start?," Econometrics, University Library of Munich, Germany, number 0411017, Nov.
• Gatfaoui Hayette, 2004, "How Does Systematic Risk Impact Stocks? A Study On the French Financial Market," Finance, University Library of Munich, Germany, number 0404003, Apr.
• Daniel Stavarek, 2004, "Linkages between Stock Prices and Exchange Rates in the EU and the United States," Finance, University Library of Munich, Germany, number 0406006, Jun.
• Martin Vojtek, 2004, "Calibration of Interest Rate Models - Transition Market Case," Finance, University Library of Munich, Germany, number 0410015, Oct.
• Daniel Levy, 2004, "Is the Feldstein-Horioka Puzzle Really a Puzzle?," International Finance, University Library of Munich, Germany, number 0402002, Feb, revised 12 May 2005.
• jose r. p. manso, 2004, "Luso-Spanish-Franco-English Relations Viewed From The Entrance Of Foreign Investment Funds," International Finance, University Library of Munich, Germany, number 0404006, Apr.
• jose ramos pires manso, 2004, "Luso-Spanish-Franco-English Relations Viewed From The Entrance Of Foreign Investment Funds," International Finance, University Library of Munich, Germany, number 0404010, Apr.
• Eric Hillebrand & Gunther Schnabl, 2004, "The Effects of Japanese Foreign Exchange Intervention: GARCH Estimation and Change Point Detection," International Finance, University Library of Munich, Germany, number 0410008, Oct.
• Jean-Philippe Gervais & Bruno Larue & Olivier Bonroy, 2004, "Investigating Non-Linearities in the Relationship Between Real Exchange Rate Volatility and Agricultural Trade," International Trade, University Library of Munich, Germany, number 0407004, Jul.
• Michal Brzoza-Brzezina, 2004, "The Information Content of the Natural Rate of Interest: The Case of Poland," Macroeconomics, University Library of Munich, Germany, number 0402007, Feb.
• Daniel Levy & Hashem Dezhbakhsh, 2004, "International Evidence on Output Fluctuation and Shock Persistence," Macroeconomics, University Library of Munich, Germany, number 0402016, Feb.
• Oscar Jorda, 2004, "Model-Free Impulse Responses," Macroeconomics, University Library of Munich, Germany, number 0403016, Mar.
• Markku Lanne, 2004, "Nonlinear dynamics of interest rate and inflation," Macroeconomics, University Library of Munich, Germany, number 0405014, May.
• Dr. Godwin Chukwudum Nwaobi, 2004, "Modelling Economic Fluctuations In Subsaharan Africa:A Vector Autoregressive Approach," Macroeconomics, University Library of Munich, Germany, number 0406008, Jun.
• Jonathan B. Hill, 2004, "Efficient Tests of Long-Run Causation in Trivariate VAR Processes with a Rolling Window Study of the Money-Income Relationship," Macroeconomics, University Library of Munich, Germany, number 0407013, Jul, revised 15 Feb 2006.
• Odile Chagny & Frédéric Reynès & Henri Sterdyniak, 2004, "Le taux de chômage et d'équilibre : Discussion empirique et évaluation empirique," Macroeconomics, University Library of Munich, Germany, number 0411017, Nov, revised 08 Dec 2004.
• Christian Bayer, 2004, "Aggregate investment dynamics when firms face fixed investment cost and capital market imperfections," Macroeconomics, University Library of Munich, Germany, number 0411018, Nov.
• Ignacio Díaz-Emparanza, 2004, "SURGAT Seasonal Unit Roots Graphical Analysis and Testing device," Computer Programs, University Library of Munich, Germany, number 0401001, revised 19 Oct 2004.
• Martin Barlow & Yuri Gusev & Manpo Lai, 2004, "Calibration Of Multifactor Models In Electricity Markets," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., volume 7, issue 02, pages 101-120, DOI: 10.1142/S0219024904002396.
• George M. Jabbour & Marat V. Kramin & Timur V. Kramin & Stephen D. Young, 2004, "Multinomial Lattices and Derivatives Pricing," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, in: Cheng-Few Lee, "Advances In Quantitative Analysis Of Finance And Accounting New Series".
• Michael K. Fung, 2004, "Value-Relevance of Knowledge Spillovers: Evidence from Three High-Tech Industries," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, in: Cheng-Few Lee, "Advances In Quantitative Analysis Of Finance And Accounting New Series".
• Anthony Kozberg, 2004, "Using Path Analysis to Integrate Accounting and Non-Financial Information: The Case for Revenue Drivers of Internet Stocks," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, in: Cheng-Few Lee, "Advances In Quantitative Analysis Of Finance And Accounting New Series".
• Youngsik Kwak & H. James Williams, 2004, "A Teaching Note on the Effective Interest Rate, Periodic Interest Rate and Compounding Frequency," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, in: Cheng-Few Lee, "Advances In Quantitative Analysis Of Finance And Accounting New Series".
• Sidney Leung, 2004, "Voluntary Disclosure of Strategic Operating Information and the Accuracy of Analysts' Earnings Forecasts," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, in: Cheng-Few Lee, "Advances In Quantitative Analysis Of Finance And Accounting New Series".
• Van T. Nguyen & Bonnie F. Van Ness & Robert A. Van Ness, 2004, "Intraday Trading of Island (As Reported to the Cincinnati Stock Exchange) and NASDAQ," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, in: Cheng-Few Lee, "Advances In Quantitative Analysis Of Finance And Accounting New Series".
• Bonnie F. Van Ness & Robert A. Van Ness & Richard S. Warr, 2004, "The Impact of the Introduction of Index Securities on the Underlying Stocks: The Case of the Diamonds and the Dow 30," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, in: Cheng-Few Lee, "Advances In Quantitative Analysis Of Finance And Accounting New Series".
• Mao-wei Hung & Cheng-few Lee & Leh-chyan So, 2004, "Hedging with Foreign-Listed Single Stock Futures," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, in: Cheng-Few Lee, "Advances In Quantitative Analysis Of Finance And Accounting New Series".
• Bing-Huei Lin & Jerry M. C. Wang, 2004, "Asset Pricing with Higher Moments: Empirical Evidence from the Taiwan Stock Market," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, in: Cheng-Few Lee, "Advances In Quantitative Analysis Of Finance And Accounting New Series".
• Asli Ascioglu & Thomas H. McInish, 2004, "Listing Switches from NASDAQ to the NYSE or AMEX: Is New Stock Issuance a Motive?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, in: Cheng-Few Lee, "Advances In Quantitative Analysis Of Finance And Accounting New Series".
• Karyl B. Leggio & Donald Lien, 2004, "Is Covered Call Investing Wise? Evaluating the Strategy using Risk-Adjusted Performance Measures," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, in: Cheng-Few Lee, "Advances In Quantitative Analysis Of Finance And Accounting New Series".
• Ping Hsiao & Wayne Y. Lee, 2004, "CFA Designation, Geographical Location and Analyst Performance," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 12, in: Cheng-Few Lee, "Advances In Quantitative Analysis Of Finance And Accounting New Series".
• Peter C.B. Phillips & Donggyu Sul, 2004, "The Elusive Empirical Shadow of Growth Convergence," Yale School of Management Working Papers, Yale School of Management, number ysm342, Jul.
• Peter C.B. Phillips & Chi-Young Choi & Donggyu Sul, 2004, "Prewhitening Bias in HAC Estimation," Yale School of Management Working Papers, Yale School of Management, number ysm426, Jul.
• Funke, Michael & Rahn, Jörg, 2004, "Just how undervalued is the Chinese renminbi," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 14/2004.
• Lazarov, Zdravetz, 2004, "Distribution of Trading Activity across Strike Prices in the DAX Index Options Market," Bonn Econ Discussion Papers, University of Bonn, Bonn Graduate School of Economics (BGSE), number 7/2004.
• Knetsch, Thomas A., 2004, "The Inventory Cycle of the German Economy," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2004,09.
• Knetsch, Thomas A., 2004, "Evaluating the German Inventory Cycle Using Data from the Ifo Business Survey," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2004,10.
• Eickmeier, Sandra, 2004, "Business Cycle Transmission from the US to Germany: a Structural Factor Approach," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2004,12.
• Cayen, Jean-Philippe & van Norden, Simon, 2004, "The reliability of Canadian output gap estimates," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2004,29.
• Härdle, Wolfgang Karl & Chen, Ying & Schulz, Rainer, 2004, "Prognose mit nichtparametrischen Verfahren," Papers, Humboldt University of Berlin, Center for Applied Statistics and Economics (CASE), number 2004,07.
• Trenkler, Carsten & Wolf, Nikolaus, 2004, "Economic integration across borders : the Polish interwar economy 1921-1937," Papers, Humboldt University of Berlin, Center for Applied Statistics and Economics (CASE), number 2004,38.
• Norden, Lars & Weber, Martin, 2004, "The comovement of credit default swap, bond and stock markets: An empirical analysis," CFS Working Paper Series, Center for Financial Studies (CFS), number 2004/20.
• Röthig, Andreas, 2004, "Currency Futures and Currency Crises," Darmstadt Discussion Papers in Economics, Darmstadt University of Technology, Department of Law and Economics, number 136.
• Caporale, Guglielmo Maria & Gil-Alana, Luis A., 2004, "Non-linearities and fractional integration in the US unemployment rate," HWWA Discussion Papers, Hamburg Institute of International Economics (HWWA), number 259.
• Kamps, Christophe, 2004, "The Dynamic Effects of Public Capital: VAR Evidence for 22 OECD Countries," Kiel Working Papers, Kiel Institute for the World Economy, number 1224.
• Sibbertsen, Philipp & Krämer, Walter, 2004, "The Power of the KPSS-Test for Cointegration when Residuals are Fractionally Integrated," Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen, number 2004,31.
• Kappler, Marcus, 2004, "Determination of Potential Growth Using Panel Techniques," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 04-69.
• Antonio Mele & Filippo Altissimo, 2004, "Simulated Nonparametric Estimation of Continuous Time Models of Asset Prices and Returns," FMG Discussion Papers, Financial Markets Group, number dp476, Jan.
• Enrique Sentana, 2004, "Estimation and Testing of Dynamic Models with Generalised Hyperbolic Innovations," FMG Discussion Papers, Financial Markets Group, number dp502, Jun.
• Michael Jansson & Marcelo J. Moreira, 2004, "Optimal Inference in Regression Models with Nearly Integrated Regressors," Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research, number 2047.
• Claudio Morana, 2004, "Regional Convergence in Italy: 1951-2000," Giornale degli Economisti, GDE (Giornale degli Economisti e Annali di Economia), Bocconi University, volume 63, issue 2, pages 139-160, November.
• António Portugal Duarte & João Sousa Andrade, 2004, "How the Gold Standard Functioned in Portugal: An Analysis of Some Macroeconomic Aspects," GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra, number 2004-01.
• Byron Gangnes & Craig Parsons, 2004, "Have US-Japan Trade Agreements Made a Difference?," Working Papers, University of Hawaii at Manoa, Department of Economics, number 200403, Mar.
• Yannick L'Horty & Christophe Rault, 2004, "Inflation, minimum wage and other wages: an econometric study on French macroeconomic data," Post-Print, HAL, number hal-02878004, DOI: 10.1080/00036840410001674213.
• Edouard Challe, 2004, "Une décomposition du cycle boursier," Post-Print, HAL, number halshs-00151481, May.
• Christophe Hurlin & R. Kierzenkowski, 2004, "Credit Market Disequilibrium in Poland: Can we find what we expect? Non Stationarity and the Min Condition," Post-Print, HAL, number halshs-00257379.
• Erlandsson, Ulf, 2004, "Reconnecting the Markov Switching Model with Economic Fundamentals," Working Papers, Lund University, Department of Economics, number 2004:4, Jan, revised 04 Nov 2004.
• Jönsson, Kristian, 2004, "Testing for Stationarity in Panel Data Models when Disturbances are Cross-Sectionally Correlated," Working Papers, Lund University, Department of Economics, number 2004:17, Jun, revised 26 Nov 2004.
• Andersson, Jonas, 2004, "Testing for Granger causality in the presence of measurement errors," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2004/11, Sep.
• Abdulnasser , Hatemi-J & Manuchehr, Irandoust, 2004, "Evidence on the Direction of Causation in the Money-Income Relationship: An Alternative Methodology," Working Papers, Örebro University, School of Business, number 2004:1, Sep.
• Lindquist, Matthew J. & Vilhelmsson, Roger, 2004, "Is the Swedish Central Government a Wage Leader?," Working Paper Series, Stockholm University, Swedish Institute for Social Research, number 8/2004, Nov.
• Yin-wong Cheung & Antonio Garcia-Pascual, 2004, "Testing for Output Convergence: A Re-examination," Working Papers, Hong Kong Institute for Monetary Research, number 052004, Mar.
• Roberto Ricciuti, 2004, "Punishment and Counter-punishment in Public Goods Games: Can we still govern ourselves?," Royal Holloway, University of London: Discussion Papers in Economics, Department of Economics, Royal Holloway University of London, number 04/06, Apr, revised Apr 2004.
• Claudio Morana, 2004, "The Japanese Deflation: Has It Had Real Effects? Could It Have Been Avoided?," ICER Working Papers, ICER - International Centre for Economic Research, number 29-2004, Nov.
• Mahyus Ekananda, 2004, "Analisis Pengaruh Volatilitas Nilai Tukar pada Ekspor Komoditi Manufaktur di Indonesia (Penerapan Estimasi dengan Menggunakan Distribusi Lag Poissons Pada Persamaan Non Linear Seemingly Unrelated Regression)," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 7, issue 2, pages 197-236, September, DOI: https://doi.org/10.21098/bemp.v7i2..
• Didi Nuryadin & Bagus Santoso, 2004, "Analisis Aplikasi Model Neraca Pembayaran dan Model Moneter Terhadap Nilai Tukar Rupiah/ Dolar, Periode 1980.1 2000.4," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 7, issue 2, pages 273-296, September, DOI: https://doi.org/10.21098/bemp.v7i2..
• Umi Julaihah & Insukindro, 2004, "Analisis Dampak Kebijakan Moneter terhadap Variabel Makroekonomi di Indonesia Tahun 1983.1 - 2003.2," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 7, issue 2, pages 297-322, September, DOI: https://doi.org/10.21098/bemp.v7i2..
• Jeroen Rombouts & E.W. Rengifo, 2004, "Dynamic Optimal Portfolio Selection in a VaR Framework," Cahiers de recherche, HEC Montréal, Institut d'économie appliquée, number 04-05, Jul.
• Michel Normandin, 2004, "Econometric Inference, Cyclical Fluctuations, and Superior Information," Cahiers de recherche, HEC Montréal, Institut d'économie appliquée, number 04-13, Dec.
• Gastón Ezequiel Utrera, 2004, "Vectores autoregresivos e identificación de shocks de política monetaria en Argentina," Revista de Economía y Estadística, Universidad Nacional de Córdoba, Facultad de Ciencias Económicas, Instituto de Economía y Finanzas, volume 42, issue 2, pages 105-126, Diciembre, DOI: 10.55444/2451.7321.2004.v42.n2.3809.
• Jumah, Adusei & Kunst, Robert M., 2004, "Modeling National Accounts Sub-Aggregates. An Application of Non-Linear Error Correction," Economics Series, Institute for Advanced Studies, number 149, Mar.
• Costas Milas & Jesús Otero & Theodore Panagiotidis, 2004, "Forecasting the spot prices of various coffee types using linear and non-linear error correction models," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 9, issue 3, pages 277-288, DOI: 10.1002/ijfe.245.
• Mr. Aleš Bulíř, 2004, "Liberalized Markets Have More Stable Exchange Rates: Short-Run Evidence From Four Transition Countries," IMF Working Papers, International Monetary Fund, number 2004/035, Feb.
• Claudia I. Martínez García & Adrián Hernández-del-Valle & Héctor Allier Campuzano, 2004, "Un Modelo De Pronóstico De Contagio," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 3, issue 3, pages 261-275, Septiembr.
• Augusto Castillo, 2004, "Firm and Corporate Bond Valuation: A Simulation Dynamic Programming Approach," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., volume 41, issue 124, pages 345-360.
• PEREZ MAYO Jésus, 2004, "Consistent poverty dynamics in Spain," IRISS Working Paper Series, IRISS at CEPS/INSTEAD, number 2004-09, Sep.
• Bruno Giancarlo & Edoardo Otranto, 2004, "Dating the Italian BUsiness Cycle: A Comparison of Procedures," ISAE Working Papers, ISTAT - Italian National Institute of Statistics - (Rome, ITALY), number 41, Jan.
• Carmine Pappalardo & Gianfranco Piras, 2004, "Vector-Autoregression Approach to Forecast Italian Imports," ISAE Working Papers, ISTAT - Italian National Institute of Statistics - (Rome, ITALY), number 42, Feb.
• Emma M. Iglesias & Garry D.A. Phillips, 2004, "Multivariate Arch Models: Finite Sample Properties Of Ml Estimators And An Application To An Lm-Type Test," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2004-09, Feb.
• Pesaran, M. Hashem, 2004, "A Pair-Wise Approach to Testing for Output and Growth Convergence," IZA Discussion Papers, IZA Network @ LISER, number 1313, Sep.
• Gonzalo Camba-Mendez & Ana Lamo, 2004, "Short-term monitoring of fiscal policy discipline," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 19, issue 2, pages 247-265, DOI: 10.1002/jae.728.
• Maroney, Neal C. & Hassan, Kabir. & Basher, Syed A. & Isik, Ihsan., 2004, "A macroeconomic model of the Bangladesh economy and its policy implications," Journal of Developing Areas, Tennessee State University, College of Business, volume 38, issue 1, pages 135-149, September.
• Guglielmo Maria Caporale & Peter G. A Howells & Alaa M. Soliman, 2004, "Stock Market Development And Economic Growth: The Causal Linkage," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, volume 29, issue 1, pages 33-50, June.
• Panagiotis T. Konstantinou, 2004, "Balancing The Budget Through Revenue Or Spending Adjustments? The Case Of Greece," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, volume 29, issue 2, pages 81-105, December.
• Meurers Martin, 2004, "Estimating Supply and Demand Functions in International Trade: A Multivariate Cointegration Analysis for Germany / Die Schätzung von Angebots- und Nachfragefunktionen im Außenhandel: Eine multivariate Kointegrationsanalyse für Deutschland," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 224, issue 5, pages 530-556, October, DOI: 10.1515/jbnst-2004-0502.
• Tom Engsted & Niels Haldrup & Boriss Siliverstovs, 2004, "Long-run forecasting in multicointegrated systems," Journal of Forecasting, John Wiley & Sons, Ltd., volume 23, issue 5, pages 315-335, DOI: 10.1002/for.925.
• Jesús Cuaresma & Ernest Gnan & Doris Ritzberger-Gruenwald, 2004, "Searching for the natural rate of interest: a euro area perspective," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 31, issue 2, pages 185-204, June, DOI: 10.1007/s10663-004-0914-5.
• Francisco Carneiro, 2004, "Are Minimum Wages to Blame for Informality in the Labour Market?," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 31, issue 4, pages 295-306, December, DOI: 10.1007/s10663-004-2639-x.
• Rodney W. Strachan & Herman K. van Dijk, 2004, "Bayesian Model Selection with an Uninformative Prior," Keele Economics Research Papers, Centre for Economic Research, Keele University, number KERP 2004/01, Jan.
• Rodney W. Strachan & Herman K. van Dijk, 2004, "The Value of Structural Information in the VAR Model," Keele Economics Research Papers, Centre for Economic Research, Keele University, number KERP 2004/02, Jan.
• Rodney W. Strachan & Herman K. van Dijk, 2004, "Exceptions to Bartlett’s Paradox," Keele Economics Research Papers, Centre for Economic Research, Keele University, number KERP 2004/03, Jan.
• Rodney W. Strachan, 2004, "On Priors on Cointegrating Spaces," Keele Economics Research Papers, Centre for Economic Research, Keele University, number KERP 2004/06, Jun.
• Christian Mueller, 2004, "Monopolistic Competition in Switzerland and Mark-up Pricing Over the Business Cycle," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 04-86, Apr, DOI: 10.3929/ethz-a-004721482.
• Edith Madsen, 2004, "Estimating Cointegrating Relations from a Cross Section," CAM Working Papers, University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics, number 2004-21, Nov.
• Anthony D. Hall & Nikolaus Hautsch, 2004, "A Continuous-Time Measurement of the Buy-Sell Pressure in a Limit Order Book Market," Discussion Papers, University of Copenhagen. Department of Economics, number 04-07, Mar.
• Massimo Franchi, 2004, "A Priori Inequality Restrictions and Bound Analysis in VAR Models," Discussion Papers, University of Copenhagen. Department of Economics, number 04-14, Jul.
• Heino Bohn Nielsen, 2004, "UK Money Demand 1873-2001: A Cointegrated VAR Analysis with Additive Data Corrections," Discussion Papers, University of Copenhagen. Department of Economics, number 04-21, Oct.
• Katarina Juselius, 2004, "Inflation, Money Growth, and I(2) Analysis," Discussion Papers, University of Copenhagen. Department of Economics, number 04-31, Dec.
• Anthony D. Hall & Nikolaus Hautsch, 2004, "A Continuous-Time Measurement of the Buy-Sell Pressure in a Limit Order Book Market," FRU Working Papers, University of Copenhagen. Department of Economics. Finance Research Unit, number 2004/03, Sep.
• Anthony D. Hall & Nikolaus Hautsch, 2004, "Order Aggressiveness and Order Book Dynamics," FRU Working Papers, University of Copenhagen. Department of Economics. Finance Research Unit, number 2005/04, Dec.
• Jaroslava HLOUSKOVA & Kurt SCHMIDHEINY & Martin WAGNER, 2004, "Multistep Predictions for Multivariate GARCH Models: Closed Form Solution and the Value for Portfolio Management," Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie, number 04.10, Jun.
• Ivars Tillers, 2004, "Money Demand in Latvia," Working Papers, Latvijas Banka, number 2004/03, Nov.
• Martins Bitans, 2004, "Pass-Through of Exchange Rates to Domestic Prices in East European Countries and the Role of Economic Enviroment," Working Papers, Latvijas Banka, number 2004/04, Dec.
• Denis Larocque & Michel Normandin, 2004, "Econometric Inference, Cyclical Fluctuations, and Superior Information," Cahiers de recherche, CIRPEE, number 0434.
• H Issa & B Ouattara, 2004, "Foreign Aid Flows and Real Exchange Rate: Evidence from Syria," Economics Discussion Paper Series, Economics, The University of Manchester, number 0408.
• Guillaume L'Hegaret & Boriss Siliverstovs & Christian von Hirschhausen, 2004, "International Market Integration for Natural Gas? A Cointegration Analysis of Prices in Europe, North America and Japan," Working Papers, Massachusetts Institute of Technology, Center for Energy and Environmental Policy Research, number 0402, Jan.
• Hsiao-chuan Chang, 2004, "Budget Balance And Trade Balance:Kin Or Strangers. A Case Study Of Taiwan," Department of Economics - Working Papers Series, The University of Melbourne, number 893.
• Jonathan Temple & Cliff Attfield, 2004, "Measuring trend growth: how useful are the great ratios?," Money Macro and Finance (MMF) Research Group Conference 2003, Money Macro and Finance Research Group, number 101, Sep.
• Colin Ellis & Simon Price, 2004, "UK business investment: long-run elasticities and short-run dynamics," Money Macro and Finance (MMF) Research Group Conference 2003, Money Macro and Finance Research Group, number 27, Sep.
• Stilianos Fountas & Alexandra Ioannidis & Menelaos Karanasos, 2004, "Inflation, inflation uncertainty, and a common European Monetary Policy," Money Macro and Finance (MMF) Research Group Conference 2003, Money Macro and Finance Research Group, number 30, Sep.
• Kevin Lee & Kalvinder Shields, 2004, "Business survey forecasts and measurement of output trends in five European economies," Money Macro and Finance (MMF) Research Group Conference 2003, Money Macro and Finance Research Group, number 52, Sep.
• Alfonso Mendoza, 2004, "Modelling long memory and risk premia in Latin American sovereign bond markets," Money Macro and Finance (MMF) Research Group Conference 2003, Money Macro and Finance Research Group, number 65, Sep, revised 13 Oct 2004.
• John Muellbauer & Emilio Fernandez-Corugedo, 2004, "Consumer credit conditions in the UK," Money Macro and Finance (MMF) Research Group Conference 2003, Money Macro and Finance Research Group, number 70, Sep.
• Roberto Ricciuti, 2004, "Nonlinearity in testing for fiscal sustainability," Money Macro and Finance (MMF) Research Group Conference 2003, Money Macro and Finance Research Group, number 80, Sep.
• Sofiane Sekioua, 2004, "The forward unbiasedness hypothesis and the forward premium: a nonlinear analysis," Money Macro and Finance (MMF) Research Group Conference 2003, Money Macro and Finance Research Group, number 85, Sep.
• Hashem Pesaran & Paolo Zaffaroni & Banca d'Italia), 2004, "Model Averaging and Value-at-Risk based Evaluation of Large Multi Asset Volatility Models for Risk Management," Money Macro and Finance (MMF) Research Group Conference 2004, Money Macro and Finance Research Group, number 101, Sep.
• Q. Farooq Akram, 2004, "Oil wealth and real exchange rates: The FEER for Norway," Money Macro and Finance (MMF) Research Group Conference 2004, Money Macro and Finance Research Group, number 33, Sep.
• Eric Hillebrand & Gunther Schnabl, 2004, "The Effects of Japanese Foreign Exchange Intervention, GARCH Estimation and Change Point Detection," Money Macro and Finance (MMF) Research Group Conference 2004, Money Macro and Finance Research Group, number 7, Sep.
• Hirukawa Masayuki, 2004, "A Two-Stage Plug-In Bandwidth Selection and Its Implementation in Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation," Working Papers, Concordia University, Department of Economics, number 04005, Sep.
• Janine Aron & John Muellbauer & Coen Pretorius, 2004, "A Framework for Forecasting the Components of the Consumer Price Index: application to South Africa," CSAE Working Paper Series, Centre for the Study of African Economies, University of Oxford, number 2004-07.
• Janine Aron & John Muellbauer & B. Smit, 2004, "A Structural Model of the Inflation Process in South Africa," CSAE Working Paper Series, Centre for the Study of African Economies, University of Oxford, number 2004-08.
• José Alberto Fuinhas, 2004, "Taxas de juro nominais e endividamento: perspectivas para a economia portuguesa," Working Papers de Gestão, Economia e Marketing (Management, Economics and Marketing Working Papers), Universidade da Beira Interior, Departamento de Gestão e Economia (Portugal), number e01/2004.
• Malika, HAMADI & Erick, RENGIFO & Diego SALZMAN, 2004, "Illusionary Finance and Trading Behavior," Discussion Papers (ECON - Département des Sciences Economiques), Université catholique de Louvain, Département des Sciences Economiques, number 2005012, Sep, revised 15 Jan 2005.
• Helena, BELTRAN & Alain, DURRE & Pierre, GIOT, 2004, "Volatility regimes and the provisions of liquidity in order book markets," Discussion Papers (ECON - Département des Sciences Economiques), Université catholique de Louvain, Département des Sciences Economiques, number 2005015, Dec.
• Martin, C. & Milas, C., 2004, "Uncertainty and UK Monetary Policy," Working Papers, Department of Economics, City St George's, University of London, number 04/05.
• Legrenzi, G. & Milas, C., 2004, "Non-linear adjustments in fiscal policy," Working Papers, Department of Economics, City St George's, University of London, number 04/06.
• Pedroni, Peter, 2004, "Panel Cointegration: Asymptotic And Finite Sample Properties Of Pooled Time Series Tests With An Application To The Ppp Hypothesis," Econometric Theory, Cambridge University Press, volume 20, issue 3, pages 597-625, June.
• Kinnucan, Henry W., 2004, "Effects of Japanese Import Demand on U.S. Livestock Prices: Comment," Journal of Agricultural and Applied Economics, Cambridge University Press, volume 36, issue 1, pages 251-255, April.
• Miljkovic, Dragan & Marsh, John M. & Brester, Gary W., 2004, "Effects of Japanese Import Demand on U.S. Livestock Prices: Reply," Journal of Agricultural and Applied Economics, Cambridge University Press, volume 36, issue 1, pages 257-260, April.
• Ramirez, Octavio A. & Mohanty, Samarendu & Carpio, Carlos E. & Denning, Megan, 2004, "Issues and Strategies for Aggregate Supply Response Estimation for Policy Analyses," Journal of Agricultural and Applied Economics, Cambridge University Press, volume 36, issue 2, pages 351-367, August.
• Dietmar Bauer, 2004, "Using Subspace Methods for Estimating ARMA Models for Multivariate Time Series with Conditionally Heteroskedastic Innovations," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1452, Feb.
• Peter C.B. Phillips, 2004, "Automated Discovery in Econometrics," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1469, Jul.
• Rustam Ibragimov & Peter C.B. Phillips, 2004, "Regression Asymptotics Using Martingale Convergence Methods," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1473, Jul.
• Vladimir Kuzin & Silke Tober, 2004, "Asymmetric Monetary Policy Effects in Germany," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 397.