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

2000

• Mototsugu Shintani, 2000, "A Simple Cointegrating Rank Test Without Vector Autoregression," Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics, number 0044, Sep.
• Judith A. Giles & Cara L. Williams, 2000, "Export-Led Growth: A Survey of the Empirical Literature and Some Noncausality Results, Part 2," Econometrics Working Papers, Department of Economics, University of Victoria, number 0002, Jan.
• Judith A. Giles, 2000, "Testing for Two-Step Granger Noncausality in Trivariate VAR Models," Econometrics Working Papers, Department of Economics, University of Victoria, number 0008, Oct.
• Berk, Jan Marc, 2000, "Consumers' inflation expectations and monetary policy in Europe," Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics, number 0020.
• Guglielmo Maria Caporale & Geoffrey Williams, 2000, "International Linkages in Short- and Long-Term Interest Rates," Zagreb International Review of Economics and Business, Faculty of Economics and Business, University of Zagreb, volume 3, issue 2, pages 39-61, November.
• Meier, Carsten-Patrick, 2000, "Trend und Zyklus im Bruttoinlandsprodukt der Bundesrepublik Deutschland - eine Anmerkung," Kiel Working Papers, Kiel Institute for the World Economy, number 993.
• Gil-Alaña, Luis A. & Henry, Brian, 2000, "Fractional integration and the dynamics of UK unemployment," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2000,14.
• Caporale, Guglielmo Maria & Gil-Alaña, Luis A., 2000, "Fractional cointegration and tests of present value models," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2000,15.
• Candelon, Bertrand & Lütkepohl, Helmut, 2000, "Was there a regime change in the German monetary transmission mechanism in 1983?," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2000,17.
• Müller, Christian & Hahn, Elke, 2000, "Money demand in Europe: Evidence from the past," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2000,35.
• Brüggemann, Ralf & Lütkepohl, Helmut, 2000, "Lag selection in subset VAR models with an application to a US monetary system," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2000,37.
• Breitung, Jörg & Hassler, Uwe, 2000, "Inference on the cointegration rank in fractionally integrated processes," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2000,65.
• Caporale, Guglielmo Maria & Gil-Alaña, Luis A., 2000, "Fractional cointegration and real exchange rates," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2000,69.
• Candelon, Bertrand & Lütkepohl, Helmut, 2000, "On the reliability of chow type test for parameter constancy in multivariate dynamic models," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2000,95.
• Breitung, Jörg & Candelon, Bertrand, 2000, "Common cycles: A frequency domain approach," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2000,99.
• Caporale, Guglielmo Maria & Gil-Alaña, Luis A., 2000, "Unemployment and input prices: A fractional cointegration approach," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2001,56.
• Dittmann, Ingolf, 2000, "Error correction models for fractionally cointegrated time series," Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen, number 2000,02.
• Hayo, Bernd, 2000, "The demand for money in Austria," ZEI Working Papers, University of Bonn, ZEI - Center for European Integration Studies, number B 06-2000.
• C. Audenis & C. Prost, 2000, "Cyclical budget balance measurement," Documents de Travail de l'Insee - INSEE Working Papers, Institut National de la Statistique et des Etudes Economiques, number g2000-08.
• George Kapetanios, 2000, "Testing for a Unit Root against Nonlinear STAR Models," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 164, Mar.
• Gunnar Bårdsen & Eilev S. Jansen & Ragnar Nymoen, 2000, "Model Specification and Inflation Forecast Uncertainty," Working Paper Series, Department of Economics, Norwegian University of Science and Technology, number 1302, Apr, revised 29 Jan 2002.
• Ole E. Barndorff-Nielsen & Neil Shephard, 2000, "Econometric analysis of realised volatility and its use in estimating stochastic volatility models," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2001-W4, Oct, revised 05 Jul 2001.
• Alasdair Scott, 2000, "A multivariate unobserved components model of cyclical activity," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2000/04, Jan.
• Iris Claus, 2000, "Is the output gap a useful indicator of inflation?," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2000/05, Mar.
• Laurence Boone, 2000, "Comparing Semi-Structural Methods to Estimate Unobserved Variables: The HPMV and Kalman Filters Approaches," OECD Economics Department Working Papers, OECD Publishing, number 240, Apr, DOI: 10.1787/112875725526.
• Pete Richardson & Laurence Boone & Claude Giorno & Mara Meacci & David Rae & David Turner, 2000, "The Concept, Policy Use and Measurement of Structural Unemployment: Estimating a Time Varying NAIRU Across 21 OECD Countries," OECD Economics Department Working Papers, OECD Publishing, number 250, Jun, DOI: 10.1787/785730283515.
• Qaisar Farooq Akram & Research Department & Norges Bank., 2000, "PPP Despite Real Shocks: An Empirical Analysis of the Norwegian Real Exchange Rate," Economics Series Working Papers, University of Oxford, Department of Economics, number 30, Oct.
• David Hendry & Michael P. Clements, 2000, "Forecasting with Difference-Stationary and Trend-Stationary Models," Economics Series Working Papers, University of Oxford, Department of Economics, number 5, Mar.
• Akram, Q.F., 2000, "PPP Despite Real Shocks: an Empirical Analysis of the Norwegian Real Exchange Rate," Economics Series Working Papers, University of Oxford, Department of Economics, number 9930.
• Lord, Montague, 2000, "Macroeconomic Dynamics of Egypt: An Integrated Approach to Trade and Exchange Rate Policy Reforms," MPRA Paper, University Library of Munich, Germany, number 50642, Sep.
• Weaver, Robert D & Natcher, William C, 2000, "Commodity Price Volatility under New Market Orientations," MPRA Paper, University Library of Munich, Germany, number 9862.
• J. Roderick McCrorie, 2000, "The Likelihood of a Continuous-time Vector Autoregressive Model," Working Papers, Queen Mary University of London, School of Economics and Finance, number 419, Oct.
• Dimitrios Sideris, 2000, "Dealing with Methodological Problems when Testing for Purchasing Power Parity: Evidence from Greece," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 53, issue 3, pages 389-407.
• Pelinescu, Elena & Scutaru, Cornelia, 2000, "Analysis Of The Behaviour Of Money Demand," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 35-47, June.
• David F. Hendry & Katarina Juselius, 2000, "Explaining Cointegration Analysis: Part 1," The Energy Journal, , volume 21, issue 1, pages 1-42, January, DOI: 10.5547/ISSN0195-6574-EJ-Vol21-No1-.
• Maximo Camacho & Gabriel Perez-Quiros, 2000, "This Is What The Leading Indicators Lead," Computing in Economics and Finance 2000, Society for Computational Economics, number 132, Jul.
• Uwe Hassler & Francesc Marmol & C. Velasco, 2000, "Fractional Cointegrating Regression In The Presence Of Linear Time Trends," Computing in Economics and Finance 2000, Society for Computational Economics, number 138, Jul.
• Stefan Buehler, 2000, "Is Swiss Telecommunications a Natural Monopoly? An Evaluation of Empirical Evidence," SOI - Working Papers, Socioeconomic Institute - University of Zurich, number 0001, Apr.
• Marga Peeters & Paul Ghijsen, 2000, "Capital, Labour, Materials and Additional R&D Investment in Japan - The Issue of Double-Counting," Annals of Economics and Statistics, GENES, issue 58, pages 165-184.
• Oscar Bajo-Rubio & Simón Sosvilla-Rivero, 2000, "A Quantitative Analysis Of The Effects Of Capital Controls: Spain, 1986-1990," Working Papers, Asociación Española de Economía y Finanzas Internacionales, number 00-01, Jul.
• Miljkovic, Dragan & Marsh, John M. & Brester, Gary W., , "Japanese Import Demand for U.S. Beef and Pork: Effects on U.S. Red Meat Exports and Livestock Prices," Research Discussion Papers, Montana State University, Department of Agricultural Economics and Economics, Trade Research Center, number 256823, DOI: 10.22004/ag.econ.256823.
• Pedro Pablo Alvarez Lois, 2000, "Asymmetries In The Capacity-Inflation Trade-Off," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 470.00, Oct.
• Schiff, Aaron & Phillips, Peter, 2000, "Forecasting New Zealand's Real GDP," Working Papers, Department of Economics, The University of Auckland, number 186.
• Maral Kichian, 2000, "GAUSS™ Programs for the Estimation of State-Space Models with ARCH Errors: A User's Guide," Staff Working Papers, Bank of Canada, number 00-2, DOI: 10.34989/swp-2000-2.
• Regina Kaiser & Agustín Maravall, 2000, "Notes on Time Series Analysis, ARIMA Models and Signal Extraction," Working Papers, Banco de España, number 0012.
• Riccardo Cristadoro & Roberto Sabbatini, 2000, "The Seasonal Adjustment of the harmonised Index of Consumer Prices for the Euro Area: a Comparison of Direct and Indirect Methods," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 371, Mar.
• Fabio Busetti, 2000, "Testing for Stochastic Trends in Series with Structural Breaks," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 385, Oct.
• Munir A. Jalil & Luis Fernando Melo, 2000, "Una Relación no Líneal entre Inflación y los Medios de Pago," Borradores de Economia, Banco de la Republica de Colombia, number 145, Apr, DOI: 10.32468/be.145.
• Josu Arteche & Peter M. Robinson, 2000, "Semiparametric Inference in Seasonal and Cyclical Long Memory Processes," Journal of Time Series Analysis, Wiley Blackwell, volume 21, issue 1, pages 1-25, January, DOI: 10.1111/1467-9892.00170.
• Garrat, A. & Lee, K. & Pesaran, M.H. & Shin, Y., 2000, "Forecast Uncertainties in Macroeconometric Modelling: An Application to the UK Economy," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0004, May.
• Paolo Zaffaroni, 2000, "Contemporaneous Aggregation of GARCH Processes," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 378, Jan.
• Helge Berger & Ulrich Woitek, 1999, "Does Conservatism Matter? A Time Series Approach to Central Banking," CESifo Working Paper Series, CESifo, number 190.
• Gebhard Flaig, 2000, "Arbeitstageeffekt und Bruttoinlandsprodukt : eine empirische Analyse mit einem strukturellen Komponentenmodel," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 53, issue 22, pages 12-17, August.
• Lorenzo Cappiello, 2000, "Do fixed income securities also show asymmetric effects in conditional second moments?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number rp12, Jan.
• Jean-Marie Dufour & Olivier Torrès, 2000, "Markovian Processes, Two-Sided Autoregressions and Finite-Sample Inference for Stationary and Nonstationary Autoregressive Processes," CIRANO Working Papers, CIRANO, number 2000s-17, May.
• Costas Milas & Jesus Otero, 2000, "Modelling official and parallel exchange rates in Colombia under alternative regimes: a non-linear approach," Borradores de Investigación, Universidad del Rosario, number 3231, Feb.
• Jesus Otero & Costas Milas, 2000, "Modelling official and parallel exchange rates in Colombia under alternative regimes: a non-linear approach (Corrected version)," Borradores de Investigación, Universidad del Rosario, number 3232, Dec.
• Munir A. Jalil B. & Luis Fernando Melo Velandia, 2000, "Una Relaci�N No Lineal Entre Inflaci�N Y Medios De Pago," Borradores de Economia, Banco de la Republica, number 3725, Apr.
• RUSSO, Giuseppe & VEREDAS, David, 2000, "Institutional rigidities and employment rigidity in the Italian large industrial firms," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2000048, Oct.
• Altissimo, Filippo & Violante, Giovanni, 2000, "The Nonlinear Dynamics of Output and Unemployment in the US," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 2475, Jun.
• Sarno, Lucio, 2000, "Nonlinear Dynamics, Spillovers and Growth in the G7 Economies: An Empirical Investigation," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 2537, Aug.
• Artis, Michael & Ehrmann, Michael, 2000, "The Exchange Rate - A Shock-Absorber or Source of Shocks? A Study of Four Open Economies," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 2550, Sep.
• Dimitris Georgoutsos & George Kouretas, 2000, "A Multivariate I(2) Cointegration Analysis Of German Hyperinflation," Working Papers, University of Crete, Department of Economics, number 0001, 00, revised 00 Jul 2001.

1999

• Purcell, Tim & Beard, Rodney & McDonald, Stuart, , "Walrasian and Marshallian stability: An application to the Australian pig industry," 1999 Conference (43th), January 20-22, 1999, Christchurch, New Zealand, Australian Agricultural and Resource Economics Society, number 124531, DOI: 10.22004/ag.econ.124531.
• Purcell, Tim & Harrison, Stephen R., , "The effect of imports on the Australian pig industry," 1999 Conference (43th), January 20-22, 1999, Christchurch, New Zealand, Australian Agricultural and Resource Economics Society, number 124535, DOI: 10.22004/ag.econ.124535.
• Purcell, Tim, , "Forecasting Marketing Margins in the Australian Pig Industry," 1999 Conference (43th), January 20-22, 1999, Christchurch, New Zealand, Australian Agricultural and Resource Economics Society, number 124539, DOI: 10.22004/ag.econ.124539.
• Milas, Costas & Otero, Jesus G., , "Identification And Estimation Of A Labour Market Model For The Tradeables Sector: The Greek Case," Economic Research Papers, University of Warwick - Department of Economics, number 269250, DOI: 10.22004/ag.econ.269250.
• Regina Kaiser & Agustín Maravall, 1999, "Seasonal Outliers in Time Series," Working Papers, Banco de España, number 9915.
• Enrique Alberola & Humberto López, 1999, "Internal and External Exchange Rate Equilibrium in a Cointegration Framework. An Application to the Spanish Peseta," Working Papers, Banco de España, number 9916.
• Hernán Rincón, 1999, "Testing the Short-Long-Run Exchange Rate Effects on Trade Balance: The Case of Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 120, Apr, DOI: 10.32468/be.120.
• Hernán Rincón C., 1999, "Testing the Short-and-Long-Run Exchange Rate Effects on the Trade Balance: The Case of Colombia," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, volume 0, issue 35, pages 87-121, June, DOI: 10.32468/Espe.3503.
• Sanvi Avouyi-Dovi & Eric Jondeau, 1999, "La modelisation de la volatilite des bourses asiatiques," Working papers, Banque de France, number 58.
• Sanvi Avouyi-Dovi & Eric Jondeau, 1999, "Modelling the French Swap Spread," Working papers, Banque de France, number 65.
• Jim Lee, 1999, "Inflation Targeting In Practice: Further Evidence," Contemporary Economic Policy, Western Economic Association International, volume 17, issue 3, pages 332-347, July, DOI: 10.1111/j.1465-7287.1999.tb00686.x.
• Philip Hans Franses & Robert M. Kunst, 1999, "On the Role of Seasonal Intercepts in Seasonal Cointegration," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 61, issue 3, pages 409-433, August, DOI: 10.1111/1468-0084.00136.
• Catherine Bruneau & Eric Jondeau, 1999, "Long‐run Causality, with an Application to International Links Between Long‐term Interest Rates," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 61, issue 4, pages 545-568, November, DOI: 10.1111/1468-0084.00143.
• Nyblom, Jukka & Harvey, Andrew, 1999, "Tests of Common Stochastic Trends," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 9902, Jan.
• Pesaran, M. Hashem & Shin, Y. & Smith, R.J., 1999, "Bounds Testing Approaches to the Analysis of Long-run Relationships," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 9907, Feb.
• Solomou, S. & Wu, W., 1999, "Weather Effects on European Agricultural Output 1850-1913," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 9915, Jul.
• Moon, Hyungsik & Phillips, Peter C.B., 1999, "Maximum Likelihood Estimation in Panels with Incidental Trends," University of California at Santa Barbara, Economics Working Paper Series, Department of Economics, UC Santa Barbara, number qt3f55r5mj, Jan.
• Stefan Ambec & Michel Poitevin, 2001, "Organizational Design of R&D Activities," CIRANO Working Papers, CIRANO, number 2001s-38, May.
• Sébastien Laurent & Jeroen Rombouts & Francesco Violente, 2009, "On Loss Functions and Ranking Forecasting Performances of Multivariate Volatility Models," CIRANO Working Papers, CIRANO, number 2009s-45, Nov.
• Nour Meddahi & Eric Renault, 1998, "Quadratic M-Estimators for ARCH-Type Processes," CIRANO Working Papers, CIRANO, number 98s-29, Jan.
• Hern�n Rinc�n C., 1999, "Testing The Short-And- Long.Run Exchange Rate Effects On Trade Balance: The Case Of Colombia," Borradores de Economia, Banco de la Republica, number 3561, Apr.
• Hernán Rincón, 1999, "Testing The Short And Long Run Exchange Rate Effects On The Trade Balance: The Case Of Colombia," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, issue 35, pages 87-121, DOI: 10.32468/Espe.3503.
• Dolado, Juan J. & María-Dolores, Ramón, 1999, "An Empirical Study of the Cyclical Effects of Monetary Policy in Spain (1977-1997)," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 2193, Aug.
• Benkwitz, Alexander & Lütkepohl, Helmut & Wolters, Jürgen, 1999, "Comparison of Bootstrap Confidence Intervals for Impulse Responses of German Monetary Systems," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 2208, Aug.
• Artis, Michael J & Krolzig, Hans-Martin & Toro, Juan, 1999, "The European Business Cycle," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 2242, Sep.
• de Jong, Frank & Mahieu, Ronald J & Schotman, Peter C, 1999, "Price Discovery on Foreign Exchange Markets," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 2296, Nov.
• Canova, Fabio & Pina, Joaquim Pivis, 1999, "Monetary Policy Misspecification in VAR Models," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 2333, Dec.
• Michel Normandin, 1999, "The Integration of Financial Markets and the Conduct of Monetary Policies: The Case of Canada and the United States," Cahiers de recherche CREFE / CREFE Working Papers, CREFE, Université du Québec à Montréal, number 67, Jan.
• Yvon Fauvel & Alain Paquet & Christian Zimmermann, 1999, "A Survey on Interest Rate Forecasting," Cahiers de recherche CREFE / CREFE Working Papers, CREFE, Université du Québec à Montréal, number 87, Jun.
• Merlo, Antonio & Schotter, Andrew, 1999, "A Surprise-Quiz View of Learning in Economic Experiments," Games and Economic Behavior, Elsevier, volume 28, issue 1, pages 25-54, July.
• Stambaugh, Robert F., 1999, "Predictive regressions," Journal of Financial Economics, Elsevier, volume 54, issue 3, pages 375-421, December.
• Koustas, Zisimos & Serletis, Apostolos, 1999, "On the Fisher effect," Journal of Monetary Economics, Elsevier, volume 44, issue 1, pages 105-130, August.
• Stock, James H. & Watson, Mark W., 1999, "Forecasting inflation," Journal of Monetary Economics, Elsevier, volume 44, issue 2, pages 293-335, October.
• Gregory, Allan W. & Head, Allen C., 1999, "Common and country-specific fluctuations in productivity, investment, and the current account," Journal of Monetary Economics, Elsevier, volume 44, issue 3, pages 423-451, December.
• Koop, G. & van Dijk, H.K., 1999, "Testing for integration using evolving trend and seasonal models: A Bayesian approach," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9934/A, Oct.
• Artis, M. & Krolzig, H.-M. & Toro, J., 1999, "The European Business Cycle," Economics Working Papers, European University Institute, number eco99/24.
• Hoffman, M., 1999, "Current Accounts and the Persistence of Global and Country-Specific Shocks: Is Investment really too Volatile?," Economics Working Papers, European University Institute, number eco99/25.
• Hoffmann, M., 1999, "National Stochastic Trends and International Macroeconomic Fluctuations: the Role of the Current Account," Economics Working Papers, European University Institute, number eco99/26.
• Krolzig, H.-M. & Toro, J., 1999, "A New Approach to the Analysis of Shocks and the Cycle in a Model of Output and Employment," Economics Working Papers, European University Institute, number eco99/30.
• Stéphane Adjemian, 1999, "Convergence des Productivités Européennes Transition, Rupture et Racine Unitaire," Documents de recherche, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne, number 99-17.
• Lutz Kilian & Tao Zha, 1999, "Quantifying the half-life of deviations from PPP: The role of economic priors," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 99-21.
• Lawrence J. Christiano & Robert J. Vigfusson, 1999, "Maximum likelihood in the frequency domain: a time to build example," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 9901, DOI: 10.26509/frbc-wp-199901.
• Jeremy Berkowitz & Ionel Birgean & Lutz Kilian, 1999, "On the finite-sample accuracy of nonparametric resampling algorithms for economic time series," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 1999-04.
• Lawrence J. Christiano & Robert J. Vigfusson, 1999, "Maximum likelihood in the frequency domain: a time to build example," Working Paper Series, Federal Reserve Bank of Chicago, number WP-99-4.
• Desgranges, G. & Gauthier, S., 1999, "On the Uniqueness of the Bubble-Free Solution in Linear Rational Expectations Models," G.R.E.Q.A.M., Universite Aix-Marseille III, number 99a45.
• Kauppi, H., 1999, "Essays on Econometrics of Cointegration," University of Helsinki, Department of Economics, Department of Economics, number 84.
• Ombao, H.C. & Raz, J.A. & Strawderman, R.L. & von Sachs, R., 1999, "A Simple GCV Method of Span Selection for Periodigram Smoothing," Papers, Catholique de Louvain - Institut de statistique, number 9917.
• Christiano, L.J. & Vigfusson, R.J., 1999, "Maximum Likelihood in the Frequency Domain: a Time to Build Example," Papers, London School of Economics - Centre for Labour Economics, number 9901.
• Berkowitz, J. & Birgean, I. & Kilian, L., 1999, "On the Finite-Sample Accuracy of Nonparametric Resampling Algorithms for Economic Time Series," Papers, Michigan - Center for Research on Economic & Social Theory, number 99-01.
• Kilian, L. & Ohanian, L.E., 1999, "Unit Roots, Trend Breaks and Transitory Dynamics: A Macroeconomic Perspective," Papers, Michigan - Center for Research on Economic & Social Theory, number 99-02.
• Kilian, L. & Bergean, I., 1999, "Data-Driven Nonparametric Spectral Density Estimators for Economic Time Series: A Monte Carlo Study," Papers, Michigan - Center for Research on Economic & Social Theory, number 99-04.
• Kilian, L. & Zha, T., 1999, "Quantifying the Half-Life of Deviations from PPP: The Role of Economic Priors," Papers, Michigan - Center for Research on Economic & Social Theory, number 99-08.
• Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Paul Labys, 1999, "Exchange Rate Returns Standardized by Realized Volatility are (Nearly) Gaussian," New York University, Leonard N. Stern School Finance Department Working Paper Seires, New York University, Leonard N. Stern School of Business-, number 99-060, Oct.
• Blot, J. & Pennequin, D., 1999, "Existence and Structure Eesults on Almost Periodic Solutions of Difference Equations," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 1999.60.
• de Jong, F. & Mahieu, R. & Schotman, P. & Leeuwen, I., 1999, "Price Discovery on Foreign Exchange Markets with Differentially Informed Traders," Papers, Southern California - School of Business Administration, number 99-56.
• Andersson, B., 1999, "On the Causality Between Saving and Growth: Long - and Short-Run Dynamics and Country Heterogeneity," Papers, Uppsala - Working Paper Series, number 1999:18.
• Rosa Capolupo, 1999, "Le verifiche empiriche dell'ipotesi di convergenza," Giornale degli Economisti, GDE (Giornale degli Economisti e Annali di Economia), Bocconi University, volume 58, issue 3-4, pages 377-421, December.
• Fabio C. Bagliano & Claudio Morana, 1999, "Measuring Core Inflation in Italy," Giornale degli Economisti, GDE (Giornale degli Economisti e Annali di Economia), Bocconi University, volume 58, issue 3-4, pages 301-328, December.
• Gustavsson, Patrik & Nordström, Jonas, 1999, "The Impact of Seasonal Unit Roots and Vector ARMA Modeling on Forecasting Monthly Tourism Flows," Working Paper Series, Trade Union Institute for Economic Research, number 150, Apr, revised 01 Jul 2000.
• Lyhagen, Johan & Forsberg, Lars, 1999, "Starting values in estimation of cointegrating vectors with restrictions," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 297, Feb.
• Löf, Mårten & Lyhagen, Johan, 1999, "Forecasting performance of seasonal cointegration models," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 336, Oct.
• Hatemi-J, Abdulnasser, 1999, "Fiscal Policy in Sweden: Effects of EMU Criteria Convergence," Working Papers, Lund University, Department of Economics, number 1999:5, Sep, revised Nov 1999.
• Blix, Mårten, 1999, "Forecasting Swedish Inflation With a Markov Switching VAR," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 76, Jan.
• Jacobson, Tor & Jansson, Per & Vredin, Anders & Warne, Anders, 1999, "A VAR Model for Monetary Policy Analysis in a Small Open Economy," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 77, Feb.
• Assarsson, Bengt & Berg, Claes & Jansson, Per, 1999, "Investment in Swedish Manufacturing: Analysis and Forecasts," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 95, Oct.
• Berglund, Elisabet & Brännäs, Kurt, 1999, "Plants' Entry and Exit in Swedish Municipalities," Umeå Economic Studies, Umeå University, Department of Economics, number 497, Mar.
• Andersson, Björn, 1999, "On the Causality Between Saving and Growth: Long- and Short-Run Dynamics and Country Heterogeneity," Working Paper Series, Uppsala University, Department of Economics, number 1999:18, Oct.
• Wagner, Martin, 1999, "VAR Cointegration in VARMA Models," Economics Series, Institute for Advanced Studies, number 65, May.
• Jumah, Adusei & Kunst, Robert M., 1999, "The Effects of Dollar/Sterling Exchange Rate Volatility on Futures Markets for Coffee and Cocoa," Economics Series, Institute for Advanced Studies, number 73, Oct.
• Wagner, Martin, 1999, "Bierens' and Johansen's Method - Complements or Substitutes?," Economics Series, Institute for Advanced Studies, number 74, Oct.
• Olexa, Michal, 1999, "Analysis and Econometric Modelling of the Fiscal Sector in the Slovak Republic," Transition Economics Series, Institute for Advanced Studies, number 2, Jan.
• Maria Amparo Camarero Olivas, 1999, "Fiscal policy and real exchange rate: fiscal impulses or intertemporal approach?," Working Papers. Serie EC, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 1999-09, Jul.
• MacKinnon, James G & Haug, Alfred A & Michelis, Leo, 1999, "Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 14, issue 5, pages 563-577, Sept.-Oct.
• Knudsen Lars & Stahlecker Peter & Wohlers Eckhardt, 1999, "Nachfrage- und Angebotsschocks in der Europäischen Union / Demand and Supply Shocks in the European Union: Empirische Ergebnisse und methodische Erläuterungen / Empirical Results and Methodological Comments," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 218, issue 5-6, pages 513-551, October, DOI: 10.1515/jbnst-1999-5-602.
• Neugart Michael, 1999, "Is there Chaos on the German Labor Market? / Ist der deutsche Arbeitsmarkt chaotisch?," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 218, issue 5-6, pages 658-673, October, DOI: 10.1515/jbnst-1999-5-608.
• Jordan Thomas J. & Lenz Carlos, 1999, "Demand and Supply Shocks in the IS-LM Model: Empirical Findings for Five Countries / Nachfrage- und Angebotsschocks im IS-LM Modell: Empirische Ergebnisse für fünf Länder," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 218, issue 5-6, pages 725-744, October, DOI: 10.1515/jbnst-1999-5-612.
• Klotz Stefan & Pfeiffer Friedhelm & Pohlmeier Winfried, 1999, "Zur Wirkung des technischen Fortschritts auf die Qualifikationsstruktur der Beschäftigung und die Entlohnung / The Impact of Technical Progress on the Structure of Employment and Wages with Respect to Qualifications," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 219, issue 1-2, pages 90-108, February, DOI: 10.1515/jbnst-1999-1-223.
• Dreger Christian & Brautzsch Hans-Ulrich, 1999, "Die Entwicklung der Unternehmensinvestitionen in Deutschland / Firm Investment Behaviour in Germany: Eine Erklärung mit Hilfe der Technik der saisonalen Kointegration / An explanation based on seasonal cointegration techniques," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 219, issue 3-4, pages 284-297, June, DOI: 10.1515/jbnst-1999-3-419.
• Kiseok Lee, 1999, "Real Wages over Short- and Long-Term Business Cycles: A Time-Series Evidence," Korean Economic Review, Korean Economic Association, volume 15, pages 55-82.
• Snyder, R.D. & Forbes, C.S., 1999, "Understanding the Kalman Filter: an Object Oriented Programming Perspective," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 14/99, Dec.
• Hyndman, R.J. & Grunwald, G.K., 1999, "Generalized Additive Modelling of Mixed Distribution Markov Models with Application to Melbourne's Rainfall," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 2/99, Jan.
• Anderson, H.M. & Kwark, N.-S. & Vahid, F., 1999, "Does International Trade Synchronize Business Cycles?," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 8/99, Jun.
• Marahaj, E.A. & Inder, B., 1999, "Forecasting Time Series from Clusters," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 9/99, Jun.
• Robert F. Stambaugh, 1999, "Predictive Regressions," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0240, May.
• James H. Stock & Mark W. Watson, 1999, "Forecasting Inflation," NBER Working Papers, National Bureau of Economic Research, Inc, number 7023, Mar.
• Roberto Rigobon, 1999, "On the Measurement of the International Propagation of Shocks," NBER Working Papers, National Bureau of Economic Research, Inc, number 7354, Sep.
• Solomou, Solomos & Wu, Weike, 1999, "Weather effects on European agricultural output, 1850–1913," European Review of Economic History, Cambridge University Press, volume 3, issue 3, pages 351-373, December.
• Hyungsik R. Moon & Peter C.B. Phillips, 1999, "Maximum Likelihood Estimation in Panels with Incidental Trends," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1246, Dec.
• Monticello, Carlo & Tristani, Oreste, 1999, "What does the single monetary policy do? A SVAR benchmark for the European Central Bank," Working Paper Series, European Central Bank, number 2, May.
• Vega, Juan Luis & Coenen, Günter, 1999, "The demand for M3 in the euro area," Working Paper Series, European Central Bank, number 6, Sep.
• Anthony Garratt & Kevin Lee & Yongcheol Shin, 1999, "A long run structural macroeconometric model of the UK (first version)," Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh, number 17, Oct.
• Mohammad Hashem Pesaran & Richard J Smith & Yongcheol Shin, 1999, "Structural analysis of vector error correction models with exogenous I(1) variables," Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh, number 38, Oct, revised Oct 1999.
• Mohammad Hashem Pesaran & Yongcheol Shin & Richard J Smith, 1999, "Bounds Testing Approaches to the Analysis of Long Run Relationships," Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh, number 46, Feb.
• Apel, Mikael & Jansson, Per, 1999, "A theory-consistent system approach for estimating potential output and the NAIRU," Economics Letters, Elsevier, volume 64, issue 3, pages 271-275, September.
• Rahbek, Anders & Christian Kongsted, Hans & Jorgensen, Clara, 1999, "Trend stationarity in the I(2) cointegration model," Journal of Econometrics, Elsevier, volume 90, issue 2, pages 265-289, June.
• Chao, John C. & Phillips, Peter C. B., 1999, "Model selection in partially nonstationary vector autoregressive processes with reduced rank structure," Journal of Econometrics, Elsevier, volume 91, issue 2, pages 227-271, August.
• Gonzalez-Rivera, Gloria & Drost, Feike C., 1999, "Efficiency comparisons of maximum-likelihood-based estimators in GARCH models," Journal of Econometrics, Elsevier, volume 93, issue 1, pages 93-111, November.
• Soderlind, Paul, 1999, "Solution and estimation of RE macromodels with optimal policy," European Economic Review, Elsevier, volume 43, issue 4-6, pages 813-823, April.
• Iris Claus, 1999, "Estimating potential output for New Zealand: a structural VAR approach," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2000/03, Jul.
• Chorng-Huey Wong & Luis Carranza, 1999, "Policy Responses to External Imbalances in Emerging Market Economies: Further Empirical Results," IMF Staff Papers, Palgrave Macmillan, volume 46, issue 2, pages 1-5.
• Selim, Tarek, 1999, "Testing the Structural Empirical Dynamics of the Economic Growth Path of Egypt, 1950-1997," MPRA Paper, University Library of Munich, Germany, number 119272, Oct.
• Alper, C. Emre & Saglam, Ismail, 1999, "The Equilibrium Real Exchange Rate: Evidence from Turkey," MPRA Paper, University Library of Munich, Germany, number 1924.
• Lord, Montague, 1999, "The Elasticities Approach to Egypt’s Balance of Payments and Equilibrium Exchange Rate," MPRA Paper, University Library of Munich, Germany, number 41166, Oct.
• Mariam, Yohannes, 1999, "Causal Relationship Between Indicators of Human Health, the Environment and Socioeconomic Variables for the OECD Countries," MPRA Paper, University Library of Munich, Germany, number 666, Jan, revised 01 Jun 1999.
• Bilgili, Faik, 1999, "Türkiye'de bütçe açıklarının makro ekonomik sonuçları
  [The macroeconomic effects of budget deficits in Turkey]," MPRA Paper, University Library of Munich, Germany, number 75639.
• Bilgili, Faik, 1999, "Yeni Klasik kurama göre bütçe politikalarının değerlendirilmesi
  [An evaluation of New Classical arguments on budget policies]," MPRA Paper, University Library of Munich, Germany, number 80771.
• Ana Isabel Sanjuån & José María GiI, 1999, "Agricultural Markets Integration in the European Union: Further Empirical Evidence on the Pork Sector," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 14, pages 203-225.