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

• András Simon & Zsolt Darvas, 2000, "Potential Output and Foreign Trade in Small Open Economies," MNB Working Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2000/9.
• Gunther Capelle-Blancard & Severine Vandelanoite, 2000, "Relations intrajournalières entre l'indice CAC 40 et les options sur indice. Quel est le marché préféré des investisseurs informés ?," Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1), number bla00110, Nov, DOI: 10.2307/20076332.
• Grose, S. & McLaren, K., 2000, "Estimating Demand with Varied Levels of Aggregation," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 1/00, Feb.
• Cai, T. & Hyndman, R.J. & Wand, M.P., 2000, "Mixed Model-Based Hazard Estimation," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 11/00, Dec.
• Grose, S. & McLaren, K., 2000, "An EM Algorithm for Modelling Variably-Aggregated Demand," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 2/00, Mar.
• Nyblom, Jukka & Harvey, Andrew, 2000, "Tests Of Common Stochastic Trends," Econometric Theory, Cambridge University Press, volume 16, issue 2, pages 176-199, April.
• Yoosoon Chang, 2000, "Bootstrap Unit Root Tests in Panels with Cross-Sectional Dependency," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1251, Mar.
• Peter C.B. Phillips, 2000, "Trending Time Series and Macroeconomic Activity: Some Present and Future Challenges," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1264, Jul.
• Aaron F. Schiff & Peter C.B. Phillips, 2000, "Forecasting New Zealand's Real GDP," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1278, Oct.
• Elke Hahn & Christian Müller, 2000, "Money Demand in Europe: Evidence from the Past," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 204.
• Madhusudan Ghosh, 2000, "The Stability of Money Demand Function in Five Major Industrial Countries: Evidence from Cointegration Tests," Indian Economic Review, Department of Economics, Delhi School of Economics, volume 35, issue 2, pages 175-192, July.
• Anindya Banerjee & Bill Russell, 2000, "Industry Structure and the Dynamics of Price Adjstment," Dundee Discussion Papers in Economics, Economic Studies, University of Dundee, number 121, Dec.
• Iacoviello, Matteo, 2000, "House prices and the macroeconomy in Europe: Results from a structural var analysis," Working Paper Series, European Central Bank, number 18, Apr.
• Ehrmann, Michael, 2000, "Firm size and monetary policy transmission: evidence from German business survey data," Working Paper Series, European Central Bank, number 21, May.
• Camacho, Maximo & Pérez Quirós, Gabriel, 2000, "This is what the US leading indicators lead," Working Paper Series, European Central Bank, number 27, Aug.
• Trecroci, Carmine & Vega, Juan Luis, 2000, "The information content of M3 for future inflation," Working Paper Series, European Central Bank, number 33, Oct.
• Brand, Claus & Cassola, Nuno, 2000, "A money demand system for euro area M3," Working Paper Series, European Central Bank, number 39, Nov.
• Coenen, Günter, 2000, "Asymptotic confidence bands for the estimated autocovariance and autocorrelation functions of vector autoregressive models," Working Paper Series, European Central Bank, number 9, Jan.
• Stefan Ambec & Michel Poitevin, 2000, "Organizational Design of R & D Activities," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 0190, Aug.
• Maximo Cosme Camacho Alonso & Gabriel Perez-Quiros, 2000, "This is What Leading Indicators Lead," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 0202, Aug.
• Anindya Banerjee & Bill Russell, 2000, "The Relationship Between the Markup and Inflation in the G7 Plus One Economies," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 0242, Aug.
• Ralf Brueggemann & Helmut Leutkepohl, 2000, "Lag Selection in Subset VAR Models with an Application to a U.S. Monetary System," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 0821, Aug.
• Gunter Coenen & Juan Luis Vega, 2000, "The Demand for M3 in the Euro Area," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 0976, Aug.
• Anders Vredin & Anders Warne, 2000, "Unemployment and Inflation Regimes," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 0984, Aug.
• Thomas Knox & James H. Stock & Mark W. Watson, 2000, "Empirical Bayes Forecasts of One Time Series Using Many Predictors," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 1421, Aug.
• Yoosoon Chang, 2000, "Bootstrap Unit Root Tests in Panels with Cross-Sectional Dependency," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 1585, Aug.
• Kirstin Hubrich & Peter J. G. Vlaar, 2000, "Germany and the Euro Area: Differences in the Transmission Process of Monetary Policy," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 1802, Aug, revised 08 Nov 2000.
• Yann Algan, 2000, "How Well Does the Aggregate Demand-Aggregate Supply Framework Explain Unemployment Fluctuations? A France-United States Comparison," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 1933, Aug.
• George Kapetanios & Yongcheol Shin, 2000, "Testing for a Linear Unit Root against Nonlinear Threshold Stationarity," Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh, number 60, Jul.
• George Kapetanios & Yongcheol Shin & Andy Snell, 2000, "Testing for a Unit Root against Nonlinear STAR Models," Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh, number 69, Mar.
• Koop, Gary & Dijk, Herman K. Van, 2000, "Testing for integration using evolving trend and seasonals models: A Bayesian approach," Journal of Econometrics, Elsevier, volume 97, issue 2, pages 261-291, August.
• Pesaran, M. Hashem & Shin, Yongcheol & Smith, Richard J., 2000, "Structural analysis of vector error correction models with exogenous I(1) variables," Journal of Econometrics, Elsevier, volume 97, issue 2, pages 293-343, August.
• Dufour, Jean-Marie & Torres, Olivier, 2000, "Markovian processes, two-sided autoregressions and finite-sample inference for stationary and nonstationary autoregressive processes," Journal of Econometrics, Elsevier, volume 99, issue 2, pages 255-289, December.
• Ejrnaes, Mette & Persson, Karl Gunnar, 2000, "Market Integration and Transport Costs in France 1825-1903: A Threshold Error Correction Approach to the Law of One Price," Explorations in Economic History, Elsevier, volume 37, issue 2, pages 149-173, April.
• Shioji, Etsuro, 2000, "Identifying Monetary Policy Shocks in Japan," Journal of the Japanese and International Economies, Elsevier, volume 14, issue 1, pages 22-42, March.
• Joachim Zietz, 2000, "Cointegration versus traditional econometric techniques in applied economics," Eastern Economic Journal, Eastern Economic Association, volume 26, issue 4, pages 469-482, Fall.
• Hidalgo, Javier, 2000, "Nonparametric test for causality with long-range dependence," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 6866, Apr.
• Zaffaroni, Paolo, 2000, "Contemporaneous aggregation of GARCH processes," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 6869, Jan.
• Díaz-Emparanza Herrero, Ignacio & Miranda Espinosa, Alexandra, 2000, "Analysis of the relationship between International Immigration and Unemployement," BILTOKI, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística), number 1134-8984, Oct.
• Löf, M. & Franses, Ph.H.B.F., 2000, "On forecasting cointegrated seasonal time series," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2000-04/A, Jan.
• Michael Artis & Michael Ehrmann, 2000, "The Exchange Rate -a Shock-Absorber or Source of Shocks? A Study of Four Open Economies," EUI-RSCAS Working Papers, European University Institute (EUI), Robert Schuman Centre of Advanced Studies (RSCAS), number 38, Sep.
• Ehrmann, M., 2000, "Firm Size and Monetary Policy Transmission - Evidence from German Business Survey Data," Economics Working Papers, European University Institute, number eco2000/12.
• Banerjee, A. & Russell, B., 2000, "The Markup and the Business Cycle Reconsidered," Economics Working Papers, European University Institute, number eco2000/21.
• Banerjee, A. & Russell, B., 2000, "Industry Structure and the Dynamics of Price Adjustment," Economics Working Papers, European University Institute, number eco2000/22.
• Banerjee, A. & Russell, B., 2000, "The Relationship between the Markup and Inflation in the G7 plus One Economies," Economics Working Papers, European University Institute, number eco2000/7.
• Driver, R.L., 2000, "Evaluating Alternative Exchange Rate Regimes: Time Consistency, Inertia and the Identification of Shocks in a New Keynesian Model," Discussion Papers, University of Exeter, Department of Economics, number 0003.
• Lorenzo CAPPIELLO & Tom A. Fearnley, 2000, "International CAPM with Regime Switching GARCH Parameters," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp17, Jul.
• James B. Bullard & Eric Schaling, 2000, "New economy - new policy rules?," Working Papers, Federal Reserve Bank of St. Louis, number 2000-019, DOI: 10.20955/wp.2000.019.
• 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.
• Tom Engsted & Ken Nyholm, 2000, "Regime shifts in the Danish term structure of interest rates," Empirical Economics, Springer, volume 25, issue 1, pages 1-13.
• Imad A. Moosa, 2000, "The cyclical behaviour of prices in the U.K.: Some structural time series evidence," Empirical Economics, Springer, volume 25, issue 2, pages 261-278.
• Bernd Hayo, 2000, "The demand for money in Austria," Empirical Economics, Springer, volume 25, issue 4, pages 581-603.
• George Zis & Athanasios P. Papadopoulos, 2000, "A monetary analysis of the Drachma/ECU exchange rate determination, 1980-1991," Empirical Economics, Springer, volume 25, issue 4, pages 653-663.
• Juan J. Dolado & J. David López-Salido & Juan L. Vega, 2000, "Unemployment and inflation persistence in Spain: Are there Phillips trade-offs?," Spanish Economic Review, Springer;Spanish Economic Association, volume 2, issue 3, pages 267-291.
• Michael Ehrmann, 2000, "Comparing monetary policy transmission across European countries," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 136, issue 1, pages 58-83, March, DOI: 10.1007/BF02707396.
• Alessandro Calza & Alexander Jung & Livio Stracca, 2000, "An econometric analysis of the main components of M3 in the Euro area," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 136, issue 4, pages 680-701, December, DOI: 10.1007/BF02707648.
• Terje Skjerpen & Anders Rygh Swensen, 2000, "Testing for long-run homogeneity in the Linear Almost Ideal Demand System An application on Norwegian quarterly data for non-durables," Discussion Papers, Statistics Norway, Research Department, number 289, Nov.
• Jesus Gonzalo & Tae-Hwy Lee, 2000, "On the robustness of cointegration tests when series are fractionally intergrated," Journal of Applied Statistics, Taylor & Francis Journals, volume 27, issue 7, pages 821-827, DOI: 10.1080/02664760050120515.
• Aaron Schiff & Peter Phillips, 2000, "Forecasting New Zealand's real GDP," New Zealand Economic Papers, Taylor & Francis Journals, volume 34, issue 2, pages 159-181, DOI: 10.1080/00779950009544321.
• Bullard, J. & Schaling, E., 2000, "New Economy - New Policy Rules?," Discussion Paper, Tilburg University, Center for Economic Research, number 2000-72.
• Bullard, J. & Schaling, E., 2000, "New Economy - New Policy Rules?," Other publications TiSEM, Tilburg University, School of Economics and Management, number f2ef6768-d6ff-467a-a5ae-e.
• 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.
• Bennett T. McCallum, 2000, "Role of the Minimal State Variable Criterion," NBER Working Papers, National Bureau of Economic Research, Inc, number 7087, Mar.
• 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.
• Ivan Turok & Justin Visagie, , "Cities, productivity and Jobs in SA: Problems and potential," ERSA Working Paper Series, Economic Research Southern Africa, number 12.
• 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.
• 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.
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• 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.
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• 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.
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• 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.
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• 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.
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