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

1999

• Martin Scheicher, 1999, "Nonlinear dynamics: Evidence for a small stock exchange," Empirical Economics, Springer, volume 24, issue 1, pages 45-59.
• Kirstin Hubrich, 1999, "Estimation of a German money demand system - a long-run analysis," Empirical Economics, Springer, volume 24, issue 1, pages 77-99.
• Mikael Apel & Per Jansson, 1999, "System estimates of potential output and the NAIRU," Empirical Economics, Springer, volume 24, issue 3, pages 373-388.
• Kivilcim Metin & Ilker Muslu, 1999, "Money demand, the Cagan model, testing rational expectations vs adaptive expectations: The case of Turkey," Empirical Economics, Springer, volume 24, issue 3, pages 415-426.
• Paul G. Fisher & Gunnar BÅrdsen, 1999, "Economic theory and econometric dynamics in modelling wages and prices in the United Kingdom," Empirical Economics, Springer, volume 24, issue 3, pages 483-507.
• David E. A. Giles, 1999, "Modelling the hidden economy and the tax-gap in New Zealand," Empirical Economics, Springer, volume 24, issue 4, pages 621-640.
• Raymond G. Batina, 1999, "On the long run effect of public capital on aggregate output: Estimation and sensitivity analysis," Empirical Economics, Springer, volume 24, issue 4, pages 711-717.
• Benjamin Cheng, 1999, "Causality between taxes and expenditures: Evidence from Latin American countries," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 23, issue 2, pages 184-192, June, DOI: 10.1007/BF02745952.
• Enrique Sentana, 1999, "Econometric applications of positive rank-one modifications of the symmetric factorization of a positive semi-definite matrix," Spanish Economic Review, Springer;Spanish Economic Association, volume 1, issue 1, pages 79-90.
• Michael P. Clements & David F. Hendry, 1999, "On winning forecasting competitions in economics," Spanish Economic Review, Springer;Spanish Economic Association, volume 1, issue 2, pages 123-160.
• Clive W.J. Granger, 1999, "Outline of forecast theory using generalized cost functions," Spanish Economic Review, Springer;Spanish Economic Association, volume 1, issue 2, pages 161-173.
• Yeung Lewis Chan & James H. Stock & Mark W. Watson, 1999, "A dynamic factor model framework for forecast combination," Spanish Economic Review, Springer;Spanish Economic Association, volume 1, issue 2, pages 91-121.
• S. Elwood & Ehsan Ahmed & J. Rosser, 1999, "State-space estimation of rational bubbles in the Yen/Deutsche Mark exchange rate," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 135, issue 2, pages 317-331, June, DOI: 10.1007/BF02707258.
• Bjørn E. Naug, 1999, "Modelling the Demand for Imports and Domestic Output," Discussion Papers, Statistics Norway, Research Department, number 243, Jan.
• Ingvild Svendsen, 1999, "Female labour participation rates in Norway - trends and cycles," Discussion Papers, Statistics Norway, Research Department, number 253, Apr.
• Pål Boug, 1999, "The Demand for Labour and the Lucas Critique. Evidence from Norwegian Manufacturing," Discussion Papers, Statistics Norway, Research Department, number 256, Jun.
• Frank de Jong & Ronald Mahieu & Peter Schotman & Irma van Leeuwen, 1999, "Price Discovery on Foreign Exchange Markets with Differentially Informed Traders," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 99-032/2, May.
• Gary Koop & Herman K. van Dijk, 1999, "Testing for Integration using Evolving Trend and Seasonals Models: A Bayesian Approach," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 99-072/4, Sep.
• Klaassen, F.J.G.M., 1999, "Have Exchange Rates Become More Closely Tied? Evidence from a New Multivariate GARCH Model," Discussion Paper, Tilburg University, Center for Economic Research, number 1999-10.
• Pierre Siklos, 1999, "Inflation Targets and the Yield Curve: New Zealand and Australia vs. the US," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 25, Dec.
• Judith A. Giles & Sadaf Mirza, 1999, "Some Pretesting Issues on Testing for Granger Noncausality," Econometrics Working Papers, Department of Economics, University of Victoria, number 9914, Dec.
• Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Paul Labys, 1999, "Exchange Rate Returns Standardized by Realized Volatility Are (Nearly) Gaussian," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 00-29, Oct.
• Bernd Hayo, 1999, "The Demand For Money In Austria," Macroeconomics, University Library of Munich, Germany, number 9902012, Feb.
• Clements, M.P. & Krolzig, H-M., 1999, "Business Cycle Asymmetries: Characterisationand Testing Based on Markov-Switching Autoregression," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 522.
• Milas, C. & Otero, J., 1999, "Identification and Estimation of a Labour Market Model for the Tradeables Sector: the Greek Case," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 528.
• Ahrens, Ralf, 1999, "Improving market-based forecasts of short-term interest rates: Time-varying stationarity and the predictive content of switching regime-expectations," CFS Working Paper Series, Center for Financial Studies (CFS), number 1999/14.
• Döpke, Jörg & Pierdzioch, Christian, 1999, "Financial market volatility and inflation uncertainty: An empirical investigation," Kiel Working Papers, Kiel Institute for the World Economy, number 913.
• Buch, Claudia M. & Döpke, Jörg, 1999, "Real and Financial Integration in Europe - Evidence for the Accession States and for the Pre-Ins," Kiel Working Papers, Kiel Institute for the World Economy, number 917.
• Grammig, Joachim & Wellner, Marc, 1999, "Modeling the interdependence of volatility and inter-transaction duration processes," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1999,21.
• Benkwitz, Alexander & Lütkepohl, Helmut & Wolters, Jürgen, 1999, "Comparison of bootstrap confidence intervals for impulse responses of German monetary systems," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1999,29.
• Lütkepohl, Helmut, 1999, "Vector autoregressive analysis," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1999,31.
• Teyssière, Gilles, 1999, "Modelling exchange rates volatility with multivariate long-memory ARCH processes," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1999,5.

1998

• Döpke, Jörg & Pierdzioch, Christian, 1998, "Brokers and business cycles: Does financial market volatility cause real fluctuations?," Kiel Working Papers, Kiel Institute for the World Economy, number 899.
• Breitung, Jörg & Swanson, Norman Rasmus, 1998, "Temporal aggregation and causality in multiple time series models," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1998,27.
• Dornau, Robert, 1998, "Shock around the clock - on the causal relations between international stock markets, the strength of causality and the intensity of shock transmission: an econometric analysis," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 98-13.
• Andersson, Michael K. & Gredenhoff, Mikael P., 1998, "Power and Bias of Likelihood Based Inference in the Cointegration Model under Fractional Cointegration," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 221, Feb.
• Ermini, Luigi, 1998, "A Tale of Three Seasonal Adjustment Procedures: The Case of Sweden's GDP," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 230, Mar.
• Lyhagen, Johan, 1998, "Maximum likelihood estimation of the multivariate fractional cointegrating model," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 233, Apr.
• Söderlind, Paul, 1998, "Solution and Estimation of RE Macromodels with Optimal Policy," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 256, Sep.
• Jacobson, Tor & Lindh, Thomas & Warne, Anders, 1998, "Growth, Savings, Financial Markets and Markov Switching Regimes," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 69, Sep.
• Apel, Mikael & Jansson, Per, 1998, "A Theory-Consistent System Approach for Estimating Potential Output and the NAIRU," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 74, Nov.
• Jacobson, Tor & Nessen, Marianne, 1998, "World-Wide Purchasing Power Parity," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 75, Dec.
• Fiorentini, Gabriele & Sentana, Enrique, 1998, "Conditional Means of Time Series Processes and Time Series Processes for Conditional Means," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 39, issue 4, pages 1101-1118, November.
• West, Kenneth D & McCracken, Michael W, 1998, "Regression-Based Tests of Predictive Ability," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 39, issue 4, pages 817-840, November.
• Kunst, Robert M. & Luniku, Rubin, 1998, "Inflation, its Dynamics, and its Possible Causes in Albania," East European Series, Institute for Advanced Studies, number 57, Sep.
• Olexa, Michal, 1998, "Analysis and Econometric Modelling of the Monetary Sector in the Slovak Republic," Transition Economics Series, Institute for Advanced Studies, number 1, Dec.
• Luis Carranza & Mr. Chorng-Huey Wong, 1998, "Policy Responses to External Imbalances in Emerging Market Economies: Further Empirical Results," IMF Working Papers, International Monetary Fund, number 1998/103, Jul.
• Michel Normandin & Pascal St-Amour, 1998, "Substitution, risk aversion, taste shocks and equity premia," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 13, issue 3, pages 265-281.
• Baum, Christopher F & Karasulu, Meral, 1998, "Modelling Federal Reserve Discount Policy," Computational Economics, Springer;Society for Computational Economics, volume 11, issue 1-2, pages 53-70, April.
• Andreas Beyer, 1998, "Encompassing the VAR: A Formalization of Seasonal Encompassing with an Application on a German Macromodel," Discussion Papers, University of Copenhagen. Department of Economics, number 98-12, Aug.
• Mette Ejrnæs & Karl Gunnar Persson, 1998, "Market Integration and Transport Costs in France 1825-1903: A Threshold Error Correction Approach to the Law of One Price," Discussion Papers, University of Copenhagen. Department of Economics, number 98-19, Dec, DOI: 10.1006/exeh.2000.0733.
• Hans Christian Kongsted, 1998, "An I(2) Cointegration Analysis of Small-Country Import Price Determination," Discussion Papers, University of Copenhagen. Department of Economics, number 98-22, Dec.
• PICHERY, Marie-Claude & OUERFELLI, Chokri, 1998, "La non stationnarité dans les séries saisonnières : Application au tourisme tunisien," LATEC - Document de travail - Economie (1991-2003), LATEC, Laboratoire d'Analyse et des Techniques EConomiques, CNRS UMR 5118, Université de Bourgogne, number 1998-09, Jul.
• Serletis, Apostolos & Koustas, Zisimos, 1998, "International Evidence on the Neutrality of Money," Journal of Money, Credit and Banking, Blackwell Publishing, volume 30, issue 1, pages 1-25, February.
• Marie Podevin, 1998, "Interaction entre taux d'intérêt allemands et français : un réexamen de l'hypothèse de dominance allemande," Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1), number 98027, Jun.
• Shami, R.G. & Snyder, R.D., 1998, "Exponential Smoothing Methods of Forecasting and General ARMA Time Series Representations," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 3/98.
• MEDDAHI, Nour & RENAULT, Éric, 1998, "Quadratic M-Estimators for ARCH-Type Processes," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 9814.
• Bennett T. McCallum, 1998, "Solutions to Linear Rational Expectations Models: A Compact Exposition," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0232, Apr.
• Andrew Ang & Geert Bekaert, 1998, "Regime Switches in Interest Rates," NBER Working Papers, National Bureau of Economic Research, Inc, number 6508, Apr.
• James H. Stock & Mark W. Watson, 1998, "A Comparison of Linear and Nonlinear Univariate Models for Forecasting Macroeconomic Time Series," NBER Working Papers, National Bureau of Economic Research, Inc, number 6607, Jun.
• James H. Stock & Mark W. Watson, 1998, "Diffusion Indexes," NBER Working Papers, National Bureau of Economic Research, Inc, number 6702, Aug.
• Patrick Gaffney, 1998, "The Sensitivity of UK Agricultural Employment to Macroeconomic Variables 1960-1996," Working Papers, National University of Ireland Galway, Department of Economics, number 26, revised 1998.
• Michelle L. Barnes, 1998, "Aggregation of Short-Memory Processes, the Volatility of Stock Market Return Indices and Long Memory," School of Economics and Public Policy Working Papers, University of Adelaide, School of Economics and Public Policy, number 1998-10.
• Clements, Michael P. & Hendry, David F., , "Forecasting With Difference-Stationary And Trend-Stationary Models," Economic Research Papers, University of Warwick - Department of Economics, number 268798, DOI: 10.22004/ag.econ.268798.
• Clements, Michael & Krolzig, Hans-Martin, , "Business Cycle Asymmetries: Characterisation and Testing based on Markov-Switching Autoregressions," Economic Research Papers, University of Warwick - Department of Economics, number 269248, DOI: 10.22004/ag.econ.269248.
• Gomez, V.M.M., 1998, "Price Convergence During the EC Lifetime," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 411.98.
• Catherine Bruno & Eric Jondeau, 1998, "Long-Run Causality, with an Application to International Links Between Long-Term Interest Rates," Working papers, Banque de France, number 53.
• Tor Jacobson & Anders Vredin & Anders Warne, 1998, "Are Real Wages and Unemployment Related?," Economica, London School of Economics and Political Science, volume 65, issue 257, pages 69-96, February, DOI: 10.1111/1468-0335.00114.
• Michio Hatanaka, 1998, "Reorientation of the Time‐series Analyses for Macroeconomics," The Japanese Economic Review, Japanese Economic Association, volume 49, issue 1, pages 1-16, March, DOI: 10.1111/1468-5876.00067.
• Marga Peeters, 1998, "Persistence, Asymmetries and Interrelation in Factor Demand," Scandinavian Journal of Economics, Wiley Blackwell, volume 100, issue 4, pages 747-764, December, DOI: 10.1111/1467-9442.00134.
• Eric Ghysels & Serena Ng, 1998, "A Semi-Parametric Factor Model of Interest Rates and Tests of the Affine Term Structure," Boston College Working Papers in Economics, Boston College Department of Economics, number 403, Mar.
• Koustas, Z., 1998, "On the Long-Run Fisher Effect: A Fractional Cointegration Approach," Working Papers, Brock University, Department of Economics, number 1998-01.
• Wright, Stephen, 1998, "Monetary Policy, Nominal Interest Rates, and Long-horizon Inflation Uncertainty," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 9820, Oct.
• Robertson, Donald & Wright, Stephen, 1998, "The Good News and the Bad News about Long-run Stock Market Returns," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 9822, Oct.
• Garratt, Anthony & Lee, Kevin C & Pesaran, M. Hashem & Shin, Yongcheol, 1998, "A Structural Cointegrating VAR Approach to Macroeconometric Modelling," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 9823, Nov.
• Kenny, Geoff & Meyler, Aidan & Quinn, Terry, 1998, "Bayesian VAR Models for Forecasting Irish Inflation," Research Technical Papers, Central Bank of Ireland, number 4/RT/98, Dec.
• Adda, Jérôme & Robin, Jean-Marc, 1998, "Estimation from cross-sections of integrated time-series," CEPREMAP Working Papers (Couverture Orange), CEPREMAP, number 9802.
• Marinucci, D & Robinson, Peter M., 1998, "Alternative forms of fractional Brownian motion," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 2067, Jul.
• Arteche, Josu & Robinson, Peter M., 1998, "Semiparametric inference in seasonal and cyclical long memory processes," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 2203, Sep.
• Arteche, Josu & Robinson, Peter M., 1998, "Seasonal and cyclical long memory," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 2241, Sep.
• Marinucci, D & Robinson, Peter M., 1998, "Weak convergence of multivariate fractional processes," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 2322, Jul.
• Marinucci, D., 1998, "Band spectrum regression for cointegrated time series with long memory innovations," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 6871, Jul.
• Franses, Ph.H.B.F. & Kunst, R.M., 1998, "On the role of seasonal intercepts in seasonal cointegration," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9820, Jan.
• Virén, Matti, 1998, "Testing the "Natural Rate of Suicide" Hypothesis," Discussion Papers, VATT Institute for Economic Research, number 185.
• Koustas, Z., Serletis, A., 1998, "On the Fisher Effect," Papers, Calgary - Department of Economics, number 98-09.
• Kilian, L., 1998, "Pitfalls in Constructing Bootstrap Confidence Intervals for Asymptotically Pivotal Statistics," Papers, Michigan - Center for Research on Economic & Social Theory, number 98-04.
• Kilian, L. & Chang, P.L., 1998, "How Reliable Are VAR Estimates of Responses to Monetary bPolicy Shocks?," Papers, Michigan - Center for Research on Economic & Social Theory, number 98-06.
• Podevin, M., 1998, "Interaction entre taux d'interet allemands et francais: Un reexamen de l'hypothese de dominance allemande," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 98.27.
• ûyvind Eitrheim, 1998, "The demand for broad money in Norway, 1969-1993," Empirical Economics, Springer, volume 23, issue 3, pages 339-354.
• JØrgen Wolters & Helmut LØtkepohl, 1998, "A money demand system for German M3," Empirical Economics, Springer, volume 23, issue 3, pages 371-386.
• Michel Peytrignet & Christof Stahel, 1998, "Stability of money demand in Switzerland: A comparison of the M2 and M3 cases," Empirical Economics, Springer, volume 23, issue 3, pages 437-454.
• Katarina Juselius, 1998, "Changing monetary transmission mechanisms within the EU," Empirical Economics, Springer, volume 23, issue 3, pages 455-481.
• Roy E. Bailey & Marcus J. Chambers, 1998, "The impact of real wage and mortality fluctuations on fertility and nuptiality in precensus England," Journal of Population Economics, Springer;European Society for Population Economics, volume 11, issue 3, pages 413-434.
• Brian Kahn & Ashok Parikh, 1998, "Does purchasing power parity survive political shocks in South Africa?," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 134, issue 1, pages 99-116, March, DOI: 10.1007/BF02707580.
• Kevin Lee, 1998, "Cross-country interdependencies in growth dynamics: A model of output growth in the G7 economies, 1960–1994," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 134, issue 3, pages 367-403, September, DOI: 10.1007/BF02707923.
• Hilde C. Bjørnland, 1998, "Economic Fluctuations in a Small Open Economy - Real versus Nominal Shocks," Discussion Papers, Statistics Norway, Research Department, number 215, Mar.
• Gonzalez-Rivera, G. & Drost, F.C., 1998, "Efficiency comparisons of maximum likelihood-based estimators in garch models," Discussion Paper, Tilburg University, Center for Economic Research, number 1998-124.
• Gonzalez-Rivera, G. & Drost, F.C., 1998, "Efficiency comparisons of maximum likelihood-based estimators in garch models," Discussion Paper, Tilburg University, Center for Economic Research, number 1998-124.
• Gonzalez-Rivera, G. & Drost, F.C., 1998, "Efficiency comparisons of maximum likelihood-based estimators in garch models," Other publications TiSEM, Tilburg University, School of Economics and Management, number 7a28bbc8-e8d6-4dbe-874e-5.
• Gonzalez-Rivera, G. & Drost, F.C., 1998, "Efficiency comparisons of maximum likelihood-based estimators in garch models," Other publications TiSEM, Tilburg University, School of Economics and Management, number d93a8be0-5dcd-4ae8-9eb1-b.
• Eric Ghysels & Serena Ng, 1998, "A Semiparametric Factor Model Of Interest Rates And Tests Of The Affine Term Structure," The Review of Economics and Statistics, MIT Press, volume 80, issue 4, pages 535-548, November.
• Fabio Canova & Joaquim Pires Pina, 1998, "Monetary policy misspecification in VAR models," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 420, Oct, revised Sep 1999.
• Boswijk, H. Peter & Lucas, André & Taylor, Nick, 1998, "A comparison of parametric, semi-nonparametric, adaptive and nonparametric tests," Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics, number 0062.
• Mark Dwyer, 1998, "Impulse Response Priors for Discriminating Structural Vector Autoregressions," Econometrics, University Library of Munich, Germany, number 9808001, Aug.
• Eric Zivot, 1998, "Cointegration and Forward and Spot Exchange Rate Regressions," Econometrics, University Library of Munich, Germany, number 9812001, Dec.
• Luis Vildosola, 1998, "Economia sintetica," GE, Growth, Math methods, University Library of Munich, Germany, number 9805002, Jun.
• Clements, M.P. & Hendry, D.P., 1998, "Forecasting with Difference-Stationary and Trend-Stationary Models," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 516.
• Hassler, Uwe & Mármol, Francesc, 1998, "Fractional cointegrating regressions in the presence of linear time trends," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number 9794, Jan.
• Shadman-Mehta, Fatemeh & Sneessens, Henri R., 1998, "Demand-Supply Interactions and Unemployment Dynamics: Can there be Path Dependency ? The Case of Belgium, 1955-1994," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 1998017, Jul.
• Jérôme DRUNAT & Gilles DUFRÉNNOT & Laurent MATHIEU, 1998, "Le taux de change du dollar contre le mark suit-il une dynamique non-linéaire? Une évaluation empirique sur données infra-journalières," Discussion Papers (REL - Recherches Economiques de Louvain), Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 1998022, Jun.
• Anthony Garratt & Kevin Lee & Mohammad Hashem Pesaran & Yongcheol Shin, 1998, "A structural cointegrating VAR approach to macroeconometric modelling," Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh, number 8, Oct.
• McCallum, Bennett T., 1998, "Solutions to linear rational expectations models: a compact exposition," Economics Letters, Elsevier, volume 61, issue 2, pages 143-147, November.
• Phillips, Peter C. B., 1998, "Impulse response and forecast error variance asymptotics in nonstationary VARs," Journal of Econometrics, Elsevier, volume 83, issue 1-2, pages 21-56.
• Alexander W. Hoffmaister & Jorge E. Roldós & Peter Wickham, 1998, "Macroeconomic Fluctuations in Sub-Saharan Africa," IMF Staff Papers, Palgrave Macmillan, volume 45, issue 1, pages 132-160, March.
• Kenny, Geoff & Meyler, Aidan & Quinn, Terry, 1998, "Bayesian VAR Models for Forecasting Irish Inflation," MPRA Paper, University Library of Munich, Germany, number 11360, Dec.
• Muriel Hernández, Beatriz, 1998, "Um Modelo Econométrico da Conta Corrente do Governo no Brasil - 1951/95
  [An Econometric Model of Brazil’s Government Current Account: 1951–1995]," MPRA Paper, University Library of Munich, Germany, number 124453, Feb.
• Peeters, Marga, 1998, "Persistence, asymmetries and interrelation in factor demand," MPRA Paper, University Library of Munich, Germany, number 23864.
• Lord, Montague, 1998, "Modeling the Open Macro-Economy of Vietnam," MPRA Paper, University Library of Munich, Germany, number 41164, Nov.
• Bilgili, Faik, 1998, "The effects of tax-cuts and government bonds on aggregate demand," MPRA Paper, University Library of Munich, Germany, number 75606.
• Bilgili, Faik, 1998, "Stationarity and cointegration tests: Comparison of Engle - Granger and Johansen methodologies," MPRA Paper, University Library of Munich, Germany, number 75967.

1997

• W A Razzak, 1997, "Testing the rationality of the National Bank of New Zealand's survey data," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number G97/5, Jul.
• Giuseppe Nicoletti & Lucrezia Reichlin, 1993, "Trends and Cycles in Labour Productivity in the Major OECD Countries," OECD Economics Department Working Papers, OECD Publishing, number 129, Apr, DOI: 10.1787/215124852050.
• Mariam, Yohannes & Barre, Mike & Urquhart, Lynda & DeCivita, Paul, 1997, "Interrelationships and Causal Linkages Between Socioeconomic and Environmental Factors," MPRA Paper, University Library of Munich, Germany, number 664, revised 01 Jun 1997.
• Bilgili, Faik, 1997, "Testing the Ricardian equivalence theorem in the framework of the permanent income hypothesis," MPRA Paper, University Library of Munich, Germany, number 75542, Sep.
• West, K.D. & McCracken, M.W., 1997, "Regression-Based Tests of Predictive Ability," Working papers, Wisconsin Madison - Social Systems, number 9710.
• Domowitz, I. & El-Gamal, M.A., 1997, "A Consistent Nonparametric Test of Ergodicity for Time Series with Applications," Working papers, Wisconsin Madison - Social Systems, number 9716.
• West, K.D., 1997, "On Optimal Instrumental Variables Estimation of Time Series Models," Working papers, Wisconsin Madison - Social Systems, number 9717.
• Marmol, F. & Reboredo, J.C., 1997, "Detecting Unbalanced Regressions Using the Durbin-Watson Test," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 380.97.
• Marie-Josée Godbout & Simon van Norden, 1997, "Reconsidering Cointegration in International Finance: Three Case Studies of Size Distortion in Finite Samples," Staff Working Papers, Bank of Canada, number 97-1, DOI: 10.34989/swp-1997-1.
• Pesaran, M. H. & Shin, Y. & Smith, R. J., 1997, "Structural Analysis of Vector Error Correction Models with Exogenous I(1) Variables," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 9706.
• Eric Ghysels & Joann Jasiak, 1997, "GARCH for Irregularly Spaced Data: The ACD-GARCH Model," CIRANO Working Papers, CIRANO, number 97s-06, Feb.
• Eric Ghysels & Serena Ng, 1997, "A Semi-Parametric Factor Model of Interest Rates and Tests of the Affine Term Structure," CIRANO Working Papers, CIRANO, number 97s-33, Oct.
• Driffill, John, 1997, "Real Interest Rates, Nominal Shocks, and Real Shocks," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 1647, May.
• Shioji, Etsuro, 1997, "Identifying Monetary Policy Shocks in Japan," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 1733, Oct.
• Martin Boileau & Michel Normandin, 1997, "Aggregate Employment, Real Business Cycles, and Superior Information," Cahiers de recherche CREFE / CREFE Working Papers, CREFE, Université du Québec à Montréal, number 55, Dec.
• Schimmelpfennig, Axel, 1997, "Die deutsche Vereinigung und das Leistungsbilanzdefizit: Eine ökonometrische Analyse der USA und Deutschlands," Kiel Working Papers, Kiel Institute for the World Economy, number 788.
• Liesenfeld, Roman, 1997, "Trading volume and the short and long-run components of volatility," Tübinger Diskussionsbeiträge, University of Tübingen, School of Business and Economics, number 102.
• Janz, Norbert, 1997, "Robust GMM Estimation of an Euler Equation Investment Model with German Firm Level Panel Data," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 97-05.
• Fabio C. Bagliano & Andrea Beltratti, 1997, "Stock Returns, the Interest Rate and Inflation in the Italian Stock Market: A Long-Run Perspective," Giornale degli Economisti, GDE (Giornale degli Economisti e Annali di Economia), Bocconi University, volume 56, issue 3-4, pages 139-167, December.
• Gredenhoff, Mikael & Karlsson, Sune, 1997, "Lag-length Selection in VAR-models Using Equal and Unequal Lag-Length Procedures," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 177, Jun.
• Blix, Mårten, 1997, "Rational Expectations in a VAR with Markov Switching," Seminar Papers, Stockholm University, Institute for International Economic Studies, number 627, Oct.
• Lyhagen, Johan, 1997, "The Effect of Precautionary Saving on Consumption in Sweden," Working Papers, National Institute of Economic Research, number 58, Dec.
• Gregory, Allan W & Head, Allen C & Raynauld, Jacques, 1997, "Measuring World Business Cycles," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 38, issue 3, pages 677-701, August.
• Ruenstler, Gerhard, 1997, "Measuring Stylized Business Cycles Facts Using Stochastic Cycles," Economics Series, Institute for Advanced Studies, number 50, Nov.
• Kunst, Robert M., 1997, "Decision Bounds for Data-Admissible Seasonal Models," Economics Series, Institute for Advanced Studies, number 51, Nov.
• Mr. Willy A Hoffmaister, 1997, "Macroeconomic Fluctuations in Sub-Saharan Africa," IMF Working Papers, International Monetary Fund, number 1997/082, Jul.
• Gabriele Fiorentini & Enrique Sentana Iváñez, 1997, "Conditional means of time series processes and time series processes for conditional means," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 1997-17, Jun.
• Kadiyala, K Rao & Karlsson, Sune, 1997, "Numerical Methods for Estimation and Inference in Bayesian VAR-Models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 12, issue 2, pages 99-132, March-Apr.
• Katarina Juselius, 1997, "Changing Monetary Transmission Mechanisms within the EU," Discussion Papers, University of Copenhagen. Department of Economics, number 97-18, Dec.
• Kilian, L., 1997, "Exchange rates and Fundamentals: What Do We Learn From Long-Horizon Regressions?," Working Papers, Research Seminar in International Economics, University of Michigan, number 401.
• Shami, R.G. & Snyder, R.D., 1997, "Exponential Smoothing of Seasonal Data: A Comparison," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 10/97.
• Maharaj, A., 1997, "Comparison and Classification of Stationary Multivariate Time Series," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 11/97.
• Maharaj, A., 1997, "The Comparison of two or more Stationary Time Series," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 12/97.
• Martin, G.M. & Martin, V.L., 1997, "Private and Public Consumption Expenditure Substitutability : Bayesian Estimates for the G7 Countries," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 4/97.
• Martin, G.M., 1997, "Fractional Cointegration : Bayesian Inferences Using a Jeffreys Prior," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 5/97.
• Snyder, R. & Inder, B., 1997, "Trend Stability and Structural Change: An Extension to the M1 Forecasting Competition," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 9/97.
• Paul G. J. O'Connell & Shang-Jin Wei, 1997, ""The Bigger They Are, The Harder They Fall": How Price Differences Across U.S. Cities Are Arbitraged," NBER Working Papers, National Bureau of Economic Research, Inc, number 6089, Jul.
• Carolina GERVAZ, 1997, "Common trends and common cycles in Belgian sectoral GDP," Discussion Papers (REL - Recherches Economiques de Louvain), Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 1997015, Mar.
• Marga PEETERS, 1997, "Trigger values for (non-) residential structures and equipment investment," Discussion Papers (REL - Recherches Economiques de Louvain), Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 1997025, Jun.
• Siklos, Pierre L. & Granger, Clive W.J., 1997, "Regime-Sensitive Cointegration With An Application To Interest-Rate Parity," Macroeconomic Dynamics, Cambridge University Press, volume 1, issue 3, pages 640-657, September.
• John C. Chao & Peter C.B. Phillips, 1997, "Model Selection in Partially Nonstationary Vector Autoregressive Processes with Reduced Rank Structure," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1155, Jul.
• Dean Corbae & Sam Ouliaris & Peter C.B. Phillips, 1997, "Band Spectral Regression with Trending Data," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1163, Sep.
• Michael Binder & M. Hashem Pesaran, 1997, "GAUSS and Matlab codes for Multivariate Linear Rational Expectations Models: Characterization of the Nature of the Solutions and Their Fully Recursive Computation," QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles, number 73, revised .
• Pesaran, M Hashem, 1997, "The Role of Economic Theory in Modelling the Long Run," Economic Journal, Royal Economic Society, volume 107, issue 440, pages 178-191, January.
• Mohammad Hashem Pesaran & Richard J Smith & Yongcheol Shin, 1997, "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 7.
• Bierens, Herman J., 1997, "Nonparametric cointegration analysis," Journal of Econometrics, Elsevier, volume 77, issue 2, pages 379-404, April.
• Becker, Torbjorn, 1997, "An investigation of Ricardian equivalence in a common trends model," Journal of Monetary Economics, Elsevier, volume 39, issue 3, pages 405-431, August.
• C. Bruneau & E. Jondeau, 1997, "Long-run causality, with an application to international links between long-term interest rates," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 97-26.
• Takala, Kari & Virén, Matti, 1997, "Testing Nonlinear Dynamics, Long Memory and Chaotic Behaviour with Financial and Nonfinancial Data," Discussion Papers, VATT Institute for Economic Research, number 147.
• Serletis, A & Moustas, Z, 1997, "International Evidence on the Neutrality of Money," Papers, Calgary - Department of Economics, number 9704.
• Eckstein, Z. & Mira, P. & Wolpin, K.I., 1997, "A Quantitative Analysis of Swedish Fertility Dynamics: 1751-1990," Papers, Centro de Estudios Monetarios Y Financieros-, number 9713.
• Ghatak, A., 1997, "Vector Autoregression Modelling and Forecasting Growth of South Korea," Department of Economics, De Montford University, Department of Economics, De Montfort University, number 97-02.
• Casimiro, P.G., 1997, "Selction of the Timing Interval in Structural Time Series Models," ASSET - Instituto De Economia Publica, ASSET (Association of Southern European Economic Theorists), number 165.
• Mitchell, H., 1997, "Missing Values in Vector Time Series," Papers, Melbourne - Centre in Finance, number 97-6.
• Blix, M, 1997, "Rational Expectations in a VAR with Markov Switching," Papers, Stockholm - International Economic Studies, number 627.
• Sikandar Siddiqui, 1997, "The pension incentive to retire: Empirical evidence for West Germany," Journal of Population Economics, Springer;European Society for Population Economics, volume 10, issue 4, pages 463-486.
• Pierre-Richard Agénor, 1997, "Competitiveness and external trade performance of the French manufacturing industry," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 133, issue 1, pages 103-133, March, DOI: 10.1007/BF02707679.
• Hilde Christiane Bjørnland, 1997, "Estimating Core Inflation - The Role of Oil Price Shocks and Imported Inflation," Discussion Papers, Statistics Norway, Research Department, number 200, Aug.
• John Barkoulas & Christopher Baum, 1997, "A re-examination of the fragility of evidence from cointegration-based tests of foreign exchange market efficiency," Applied Financial Economics, Taylor & Francis Journals, volume 7, issue 6, pages 635-643, DOI: 10.1080/758533855.
• Gary Koop & Herman K. van Dijk & Henk Hoek, 1997, "Testing for Integration using Evolving Trend and Seasonals Models: A Bayesian Approach," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 97-078/4, Aug.
• Uhlig, H.F.H.V.S. & Ravn, M., 1997, "On Adjusting the H-P Filter for the Frequency of Observations," Discussion Paper, Tilburg University, Center for Economic Research, number 1997-50.
• Belke, A. & Göcke, M., 1997, "Multiple equilibria in German employment : Simultaneous identification of structural breaks," Discussion Paper, Tilburg University, Center for Economic Research, number 1997-107.
• Uhlig, H.F.H.V.S. & Ravn, M., 1997, "On Adjusting the H-P Filter for the Frequency of Observations," Other publications TiSEM, Tilburg University, School of Economics and Management, number 1dd22a17-bed0-4e7c-a2c1-d.