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

• Jorge Rivera & Patricia Toledo, 2004, "Efectos de la infraestructura pública sobre el crecimiento de la economía, evidencia para Chile," Estudios de Economia, University of Chile, Department of Economics, volume 31, issue 1 Year 20, pages 21-38, June.
• Antonio Moreno, 2004, "The Feds Monetary Policy Rule: Past, Present and Future," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 02/04, Jan.
• Daal, Elton & Farhat, Joseph Basheer & Wei, Peihwang P., 2004, "Does futures exhibit maturity effect? New evidence from an extensive set of US and foreign futures contracts," Working Papers, University of New Orleans, Department of Economics and Finance, number 2004-03.
• Tran Van Hoa, 2004, "Australia-Thailand Free Trade Agreement: Challenges and Opportunities for Bilateral Trade Policy and Closer Economic Relations," Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia, number wp04-12.
• Andrea Beltratti & Claudio Morana, 2004, "Breaks and Persistency: Macroeconomic Causes of Stock Market Volatility," Working Papers, SEMEQ Department - Faculty of Economics - University of Eastern Piedmont, number 20, May.
• Björn Alecke, 2004, "Eastern Enlargement, EMU and Monetary Policy under Fixed Exchange Rates: Lessons from the Experience of West Germany in the Bretton Woods Era," Aussenwirtschaft, University of St. Gallen, School of Economics and Political Science, Swiss Institute for International Economics and Applied Economics Research, volume 59, issue 02, pages 191-223, June.
• Anthony D. Hall & Nikolaus Hautsch, 2004, "A Continuous-Time Measurement of the Buy-Sell Pressure in a Limit Order Book Market," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 121, Mar.
• Carl Chiarella & Shenhuai Gao, 2004, "Continuous Time Model Estimation," Working Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 138, Dec.
• Adelina Gschwandtner & John R. Cable, 2004, "On Modelling the Persistence of Profits in the Long Run: An Analysis of 156 US Companies, 1950-1999," Vienna Economics Papers, University of Vienna, Department of Economics, number vie0409, Jul.
• Matteo Manera & Massimo Giovannini & Margherita Grasso & Alessandro Lanza, 2004, "Conditional Correlations in the Returns on Oil Companies Stock Prices and Their Determinants," Working Papers, Fondazione Eni Enrico Mattei, number 2004.71, Apr.
• Matteo Manera & Alessandro Lanza & Michael McAleer, 2004, "Modelling Dynamic Conditional Correlations in WTI Oil Forward and Futures Returns," Working Papers, Fondazione Eni Enrico Mattei, number 2004.72, Apr.
• Hannu Koskinen, 2004, "Modelling of Structural Changes in Demand for Money Cointegration Relations," Finnish Economic Papers, Finnish Economic Association, volume 17, issue 2, pages 63-72, Autumn.
• Camarero, Mariam & Flôres Junior, Renato Galvão & Tamarit, Cecilio R., 2004, "Monetary union and productivity differences in mercosur countries," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 542, Apr.
• Marco Del Negro & Frank Schorfheide & Frank Smets & Raf Wouters, 2004, "On the fit and forecasting performance of New Keynesian models," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2004-37.
• Marco Del Negro & Frank Schorfheide, 2004, "Policy predictions if the model doesn’t fit," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2004-38.
• James M. Nason & Byron G. Scott & Elizabeth C. Wakerly, 2004, "Common trends and common cycles in Canada: who knew so much has been going on?," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2004-5.
• 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.
• Bystrom, Hans N. E., 2004, "The market's view on the probability of banking sector failure: cross-country comparisons," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 14, issue 5, pages 419-438, December.
• Cunado Eizaguirre, Juncal & Biscarri, Javier Gomez & Hidalgo, Fernando Perez de Gracia, 2004, "Structural changes in volatility and stock market development: Evidence for Spain," Journal of Banking & Finance, Elsevier, volume 28, issue 7, pages 1745-1773, July.
• Dibooglu, Sel & Kibritcioglu, Aykut, 2004, "Inflation, output growth, and stabilization in Turkey, 1980-2002," Journal of Economics and Business, Elsevier, volume 56, issue 1, pages 43-61.
• Williams, Noah, 2004, "Small noise asymptotics for a stochastic growth model," Journal of Economic Theory, Elsevier, volume 119, issue 2, pages 271-298, December.
• Cassola, Nuno & Morana, Claudio, 2004, "Monetary policy and the stock market in the euro area," Journal of Policy Modeling, Elsevier, volume 26, issue 3, pages 387-399, April.
• Normandin, Michel & Phaneuf, Louis, 2004, "Monetary policy shocks:: Testing identification conditions under time-varying conditional volatility," Journal of Monetary Economics, Elsevier, volume 51, issue 6, pages 1217-1243, September.
• Broszkiewicz-Suwaj, E & Makagon, A & Weron, R & Wyłomańska, A, 2004, "On detecting and modeling periodic correlation in financial data," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 336, issue 1, pages 196-205, DOI: 10.1016/j.physa.2004.01.025.
• Caporale, Guglielmo Maria & Gil-Alana, Luis A., 2004, "Fractional cointegration and tests of present value models," Review of Financial Economics, Elsevier, volume 13, issue 3, pages 245-258.
• Caporale, Guglielmo Maria & Gil-Alana, Luis A., 2004, "Fractional cointegration and real exchange rates," Review of Financial Economics, Elsevier, volume 13, issue 4, pages 327-340.
• Ørregaard Nielsen, Morten, 2004, "Local empirical spectral measure of multivariate processes with long range dependence," Stochastic Processes and their Applications, Elsevier, volume 109, issue 1, pages 145-166, January.
• Gevorgyan Ruben & Melikyan Narine, 2004, "Missing Data Problem and the Empirical Yield Curve Analysis. An Example of T-bills Market in Armenia," EERC Working Paper Series, EERC Research Network, Russia and CIS, number 04-03e, Feb.
• Glushchenko Konstantin, 2004, "Integration of the Russian Market. Empirical Analysis," EERC Working Paper Series, EERC Research Network, Russia and CIS, number 04-06e, Mar.
• Altissimo, Filippo & Mele, Antonio, 2004, "Simulated nonparametric estimation of continuous time models of asset prices and returns," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24674, Jan.
• Chen, Xiaohong & Fan, Yanqin & Patton, Andrew J., 2004, "Simple tests for models of dependence between multiple financial time series, with applications to U.S. equity returns and exchange rates," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24681, Feb.
• Muñoz, Sònia, 2004, "Real effects of regional house prices: dynamic panel estimation with heterogeneity," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24704, Apr.
• Kristensen, Dennis, 2004, "Estimation of partial differential equations with applications in finance," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24738, Jun.
• Mencia, Javier F. & Sentana, Enrique, 2004, "Estimation and testing of dynamic models with generalised hyperbolic innovations," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24742, Jun.
• Johnson, Christian A. & Soriano, Fabián A., 2004, "Volatilidad del mercado accionario y la crisis asiática. Evidencia internacional de asimetrías," El Trimestre Económico, Fondo de Cultura Económica, volume 71, issue 282, pages 355-388, abril-jun.
• Katarina Juselius, 2004, "Inflation, Money Growth, and 1(2) Analysis," Contributions to Economic Analysis, Emerald Group Publishing Limited, "New Directions in Macromodelling", DOI: 10.1016/S0573-8555(04)69004-3.
• Helmut Lutkepohl, 2004, "Recent Advances in Cointegration Analysis," Contributions to Economic Analysis, Emerald Group Publishing Limited, "New Directions in Macromodelling", DOI: 10.1016/S0573-8555(04)69005-5.
• Peter Winker & Dietmar Maringer, 2004, "Optimal Lag Structure Selection in VEC-Models," Contributions to Economic Analysis, Emerald Group Publishing Limited, "New Directions in Macromodelling", DOI: 10.1016/S0573-8555(04)69009-2.
• Strachan, R.W. & van Dijk, H.K., 2004, "Improper priors with well defined Bayes Factors," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2004-18, May.
• Strachan, R.W. & van Dijk, H.K., 2004, "Valuing structure, model uncertainty and model averaging in vector autoregressive processes," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2004-23, May.
• Post, G.T. & van Vliet, P., 2004, "Conditional Downside Risk and the CAPM," 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-2004-048-F&A, Jul.
• Hakan Berument & Nukhet Dogan & Aysit Tansel, 2004, "Economic Performance and Unemployment: Evidence from an Emerging Economy - Turkey," Working Papers, Economic Research Forum, number 0409, Aug, revised 01 Aug 2004.
• Anna Saiti, 2004, "Cointegration and Granger Causality tests on Spanish and German Consumer Prices," European Research Studies Journal, European Research Studies Journal, volume 0, issue 1-2, pages 93-110.
• Pilar Bengoechea & Gabriel Pérez Quirós, 2004, "A useful tool to identify recessions in the euro area," European Economy - Economic Papers 2008 - 2015, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 215, Oct.
• Ralf BRUEGGEMANN & Helmut LUETKEPOHL & Pentti SAIKKONEN, 2004, "Residual Autocorrelation Testing for Vector Error Correction Models," Economics Working Papers, European University Institute, number ECO2004/08.
• Helmut LÜTKEPOHL, 2004, "Recent Advances in Cointegration Analysis," Economics Working Papers, European University Institute, number ECO2004/12.
• Fabrizio CORICELLI & Bostjan JAZBEC & Igor MASTEN, 2004, "Exchange Rate Pass-Through in Acceding Countries: The Role of Exchange Rate Regimes," Economics Working Papers, European University Institute, number ECO2004/16.
• Ralf BRUEGGEMANN & Helmut LUETKEPOHL, 2004, "Practical Problems with Reduced Rank ML Estimators for Cointegration Parameters and a Simple Alternative," Economics Working Papers, European University Institute, number ECO2004/20.
• Pentti SAIKKONEN & Helmut LUETKEPOHL & Carsten TRENKLER, 2004, "Break Date Estimation and Cointegration Testing in VAR Processes with Level Shift," Economics Working Papers, European University Institute, number ECO2004/21.
• Ralf Brueggemann & Helmut Luetkepohl, 2004, "A Small Monetary System for the Euro Area Based on German Data," Economics Working Papers, European University Institute, number ECO2004/24.
• Helmut Luetkepohl, 2004, "Forecasting with VARMA Models," Economics Working Papers, European University Institute, number ECO2004/25.
• Anindya Banerjee & Bill Russell, 2004, "Competition, the Lisbon Strategy and the Euro," Economics Working Papers, European University Institute, number ECO2004/32.
• Agostinho S. Rosa, 2004, "Uma Estimação da Curva de Phillips para Portugal," Economics Working Papers, University of Évora, Department of Economics (Portugal), number 8_2004.
• Amine JALAL & Michael ROCKINGER, 2004, "Predicting Tail-related Risk Measures: The Consequences of Using GARCH Filters for non-GARCH Data," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp115, Jun.
• Luboš Komárek, 2004, "The Nobel Prize Laureates, 2003," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 54, issue 7-8, pages 355-356, July.

2003

• 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.
• 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.
• 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.
• 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.
• Albert Marcet & Morten O. Ravn, 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 Staff Working Paper series, Bank of England, number 196, Jul.