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

• 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.
• 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.
• 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, April.
• 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.