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

2001

• Scutaru, Cornelia, 2001, "Answer Of An Inflationary Circuit To The Possible Shocks In Economy," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 63-77, December.
• John Landon-Lane, 2001, "The Impact on Forecasts and Impulse Responses of Restricting Drift in a Vector Autoregression," Departmental Working Papers, Rutgers University, Department of Economics, number 200114, Nov.
• James H. Stock & Mark W. Watson, 2001, "Vector Autoregressions," Journal of Economic Perspectives, American Economic Association, volume 15, issue 4, pages 101-115, Fall.
• Francisco J. Climent & Vicente Meneu, 2001, "Has 1997 Asian Crisis increased Information Flows between International Markets?," Working Papers, Asociación Española de Economía y Finanzas Internacionales, number 01-01, Jan.
• Fernando Perez de Gracia & Juncal Cuñado, 2001, "Intertemporal Current Account And Productivity Shocks: Evidence For Some European Countries," Working Papers, Asociación Española de Economía y Finanzas Internacionales, number 01-05, Apr.
• Yiridoe, Emmanuel K. & Nanang, David M., 2001, "An Econometric Analysis Of The Causes Of Tropical Deforestation: Ghana," 2001 Annual meeting, August 5-8, Chicago, IL, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association), number 20750, DOI: 10.22004/ag.econ.20750.
• Miljkovic, Dragan & Marsh, John M. & Brester, Gary W., 2001, "Japanese Import Demand For Us Beef And Pork: Effects On Us Red Meat Exports And Livestock Prices," 2001: International Trade in Livestock Products Symposium, January 2001, Auckland, New Zealand, International Agricultural Trade Research Consortium, number 14545, DOI: 10.22004/ag.econ.14545.
• Jesús Otero & Costas Milas, 2001, "Modelling Official And Parallel Exchange Rates In Colombia Under Alternative Regimes: A Non-Linear Approach," CeNDEF Workshop Papers, January 2001, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number PO2, Jan.
• Diks, C.G.H. & Manzan, S., 2001, "Tests for serial independence and linearity based on correlation integrals," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 01-02.
• Newton P. Bueno & Adriano Provesano Gomes, 2001, "Uma contribuição ao debate sobre a primeira revolução industrial utilizando a técnica do diagrama de recorrência," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], volume 2, issue 1, pages 291-311, January-J.
• McCracken,M.W. & West,K.D., 2001, "Inference about predictive ability," Working papers, Wisconsin Madison - Social Systems, number 14.
• West,K.D. & Wong,K.-F. & Anatolyev,S., 2001, "Instrumental variables estimation of heteroskedastic linear models using all lags of instruments," Working papers, Wisconsin Madison - Social Systems, number 20.
• Marc-André Gosselin & Greg Tkacz, 2001, "Evaluating Factor Models: An Application to Forecasting Inflation in Canada," Staff Working Papers, Bank of Canada, number 01-18, DOI: 10.34989/swp-2001-18.
• Agustín Maravall & Ana del Río, 2001, "Time Aggregation and the Hodrick-Prescott Filter," Working Papers, Banco de España, number 0108.
• Stefano Neri, 2001, "Assessing the effects of monetary and fiscal policy," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 425, Nov.
• Leonardo Gambacorta & Boris Hofmann & Gert Peersman, 2012, "The Effectiveness of Unconventional Monetary Policy at the Zero Lower Bound: A Cross-Country Analysis," BIS Working Papers, Bank for International Settlements, number 384, Aug.
• C. L Chua & W. E. Griffiths & C. J O'Donnell, 2001, "Bayesian Model Averaging in Consumer Demand Systems with Inequality Constraints," Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, Canadian Agricultural Economics Society/Societe canadienne d'agroeconomie, volume 49, issue 3, pages 269-291, November, DOI: j.1744-7976.2001.tb00306.x.
• Lucio Sarno, 2001, "Nonlinear Dynamics, Spillovers and Growth in the G7 Economies: An Empirical Investigation," Economica, London School of Economics and Political Science, volume 68, issue 271, pages 401-426, August, DOI: 10.1111/1468-0335.00253.
• Luis Arce Catacora, 2001, "Incertidumbre y dolarización en Bolivia," Revista de Análisis del BCB, Banco Central de Bolivia, volume 4, issue 2, pages 31-56, December.
• Jushan Bai & Serena Ng, 2001, "A New Look at Panel Testing of Stationarity and the PPP Hypothesis," Boston College Working Papers in Economics, Boston College Department of Economics, number 518, Oct.
• Coutts, K. & Norman, N.R., 2001, "Global Influences on UK Manufacturing Prices," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0117, Nov.
• Pesaran, M.H. & Weiner, S.M., 2001, "Modelling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0119, Dec.
• Craig A. Depken II, 2001, "Good News, Bad News And Garch Effects In Stock Return Data," Journal of Applied Economics, Universidad del CEMA, volume 4, pages 313-327, November.
• Yin-Wong Cheung & Frank Westermann, 2001, "Sectoral Trends and Cycles in Germany," CESifo Working Paper Series, CESifo, number 502.
• Costas Milas & Jesus Otero & Theodore Panagiotidis, 2001, "Forecasting the spot prices of various coffee types using linear and non-linear error correction models," Borradores de Investigación, Universidad del Rosario, number 2737, Oct.
• Ana Mar√≠a Iregui & Costas Milas & Jes√∫s Otero, 2001, "On the dynamics of lending and deposit interest rates in emerging markets: a non-linear approach," Borradores de Investigación, Universidad del Rosario, number 3297, Nov.
• Martha Misas A. & Carlos Esteban Posada & Diego Mauricio V�squez, 2001, "�Est� Determinado el Nivel de Precios por las Expectativas de Dinero y Producto en Colombia?," Borradores de Economia, Banco de la Republica, number 3807, Oct.
• Guglielmo Maria Caporale & Nikitas Pittis, 2001, "Persistence in macroeconomic time series: Is it a model invariant property?," Revista de Economía del Rosario, Universidad del Rosario.
• M. Hashem Pesaran & Til Schuermann & Scott M. Weiner, 2001, "Modelling regional interdependencies using a global error-correcting macroeconometric model," 10th International Conference on Panel Data, Berlin, July 5-6, 2002, International Conferences on Panel Data, number B4-1, Oct.
• Kilian, Lutz & Ivanov, Ventzislav, 2001, "A Practitioner's Guide to Lag-Order Selection for Vector Autoregressions," CEPR Discussion Papers, Centre for Economic Policy Research, number 2685, Jan.
• Ravn, Morten & Uhlig, Harald, 2001, "On Adjusting the HP-Filter for the Frequency of Observations," CEPR Discussion Papers, Centre for Economic Policy Research, number 2858, Jun.
• Schiff, Maurice & Olarreaga, Marcelo & Lumenga-Neso, Olivier, 2001, "On 'Indirect' Trade-Related R&D Spillovers," CEPR Discussion Papers, Centre for Economic Policy Research, number 2871, Jun.
• Jesus Gonzalo & Jean-Yves Pitarakis, 2001, "Lag Length Estimation in Large Dimensional Systems," Econometrics, University Library of Munich, Germany, number 0108003, Aug.
• Giancarlo Bruno & Claudio Lupi, 2001, "Forecasting Industrial Production and the Early Detection of Turning Points," Econometrics, University Library of Munich, Germany, number 0110004, Oct.
• Godwin Nwaobi, 2001, "A Vector Error Correction And Nonnested Modelling Of Money Demand Function In Nigeria," Econometrics, University Library of Munich, Germany, number 0111004, Nov.
• Selahattin Dibooglu & Aykut Kibritcioglu, 2001, "Inflation, Output, and Stabilization in a High Inflation Economy: Turkey, 1980-2000," Macroeconomics, University Library of Munich, Germany, number 0107003, Jul, revised 26 Jul 2001.
• Sugita, K., 2001, "Bayesian Cointegration Analysis," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 591.
• Pitt, M.K. & Walker, S.G., 2001, "Construction of Stationary Time Series via the Giggs Sampler with Application to Volatility Models," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 595.
• Dick Wittink & Csilla Horvath & Peter S.H. Leeflang, 2001, "Dynamic Analysis of a Competitive Marketing System," Yale School of Management Working Papers, Yale School of Management, number ysm226, Oct.
• Guglielmo Maria Caporale & Geoffrey Williams, 2001, "Bond Markets and Macroeconomic Performance," Zagreb International Review of Economics and Business, Faculty of Economics and Business, University of Zagreb, volume 4, issue 1, pages 27-44, May.
• Gottschalk, Jan & Höppner, Florian, 2001, "Measuring the Effects of Monetary Policy in the Euro Area: The Role of Anticipated Policy," Bonn Econ Discussion Papers, University of Bonn, Bonn Graduate School of Economics (BGSE), number 21/2001.
• Ehrmann, Michael & Worms, Andreas, 2001, "Interbank lending and monetary policy transmission: evidence for Germany," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2001,11.
• Kaltenhäuser, Bernd, 2001, "Explaining the Dollar-Euro rate: Do stock market returns mater?," CFS Working Paper Series, Center for Financial Studies (CFS), number 2001/06.
• Bohl, Martin T. & Siklos, Pierre L., 2001, "Dectecting speculative bubbles in stock prices: A new approach and some evidence for the US," Research Notes, Deutsche Bank Research, number 01-3.
• Gottschalk, Jan & Döpke, Jörg & Kamps, Christophe, 2001, "Sources of Euro Real Exchange Rate Fluctuations: What Is Behind the Euro Weakness in 1999-2000?," Kiel Working Papers, Kiel Institute for the World Economy, number 1050.
• Gottschalk, Jan, 2001, "Measuring Expected Inflation and the Ex-Ante Real Interest Rate in the Euro Area Using Structural Vector Autoregressions," Kiel Working Papers, Kiel Institute for the World Economy, number 1067.
• van Zandweghe, Willem & Gottschalk, Jan, 2001, "Do Bivariate SVAR Models with Long-Run Identifying Restrictions Yield Reliable Results? The Case of Germany," Kiel Working Papers, Kiel Institute for the World Economy, number 1068.
• Gottschalk, Jan, 2001, "An Introduction into the SVAR Methodology: Identification, Interpretation and Limitations of SVAR models," Kiel Working Papers, Kiel Institute for the World Economy, number 1072.
• Höppner, Florian & Gottschalk, Jan, 2001, "Measuring the Effects of Monetary Policy in the Euro Area: The Role of Anticipated Policy," Kiel Working Papers, Kiel Institute for the World Economy, number 1074.
• Brüggemann, Ralf, 2001, "Sources of German unemployment: A structural vector error correction analysis," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2001,19.
• Schulz, Rainer & Werwatz, Axel, 2001, "A state space model for Berlin house prices," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2001,58.
• Lütkepohl, Helmut & Wolters, Jürgen, 2001, "The transmission of German monetary policy in the pre-Euro period," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2001,87.
• Uhlig, Harald, 2001, "Did the Fed surprise the markets in 2001? A case study for VARs with sign restrictions," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2001,98.
• James H. Stock & Mark W. Watson, 2001, "Forecasting output and inflation: the role of asset prices," Proceedings, Federal Reserve Bank of San Francisco, issue mar.
• Richard Dennis, 2001, "The Policy Preferences of the U.S. Federal Reserve," Working Paper Series, Federal Reserve Bank of San Francisco, number 2001-08, Jul, DOI: 10.24148/wp2001-08.
• John M. Roberts, 2001, "Estimates of the productivity trend using time-varying parameter techniques," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2001-08.
• James B. Bullard & Eric Schaling, 2001, "New economy-new policy rules," Review, Federal Reserve Bank of St. Louis, volume 83, issue May, pages 57-66.
• Marcelle Chauvet & Chinhui Juhn & Simon M. Potter, 2001, "Markov switching in disaggregate unemployment rates," Staff Reports, Federal Reserve Bank of New York, number 132.
• Jean Boivin & Marc Giannoni, 2001, "Has monetary policy become less powerful?," Staff Reports, Federal Reserve Bank of New York, number 144, Mar.
• Podevin, M., 2001, "Are Consumers Forward-Looking?," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 2001.22.
• Karame, F., 2001, "Can the Mortensen & Pissarides Model Reproduce the Asymmetric Dynamics of US and French Aggregate Gross Job Flows?," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 2001.39.
• Fratzscher, M., 2001, "Financial Market Integration in Europe: On the Effects of EMU on Stock Markets," Papers, Quebec a Montreal - Recherche en gestion, number 48.
• Ehrmann, M. & Worms, A., 2001, "Interbank Lending and Monetary Policy Transmission: Evidence for Germany," Papers, Quebec a Montreal - Recherche en gestion, number 73.
• Sergey Drobyshevsky & Vladimir Nosko & Revold Entov & Alexander Yudin, 2001, "Econometric analysis of time series of key macroeconomic indicators," Research Paper Series, Gaidar Institute for Economic Policy, issue 34P, pages 248-248.
• Anton Muscatelli & Franco Spinelli & Carmine Trecroci, 2001, "Real Exchange Rates in the Long Run: Evidence from Historical Data," Working Papers, Business School - Economics, University of Glasgow, number 2001_6, Jul.
• Michael Rockinger & Eric Jondeau, 2001, "Portfolio allocation in transition economies," Working Papers, HAL, number hal-00601482, Oct.
• Michael Funke, 2001, "Money Demand in Euroland," Quantitative Macroeconomics Working Papers, Hamburg University, Department of Economics, number 20112, Dec.
• Alexius, Annika & Carlsson, Mikael, 2001, "Measures of Technology and the Business Cycle: Evidence from Sweden and the U.S," Working Paper Series, Trade Union Institute for Economic Research, number 174, Dec.
• Mkenda, Beatrice Kalinda, 2001, "Long-run and Short-run Determinants of the Real Exchange Rate in Zambia," Working Papers in Economics, University of Gothenburg, Department of Economics, number 40, Apr.
• Mkenda, Beatrice Kalinda, 2001, "Is East Africa an Optimum Currency Area?," Working Papers in Economics, University of Gothenburg, Department of Economics, number 41, Apr.
• Löf, Mårten, 2001, "Size and power of the likelihood ratio test for seasonal cointegration in small samples: A Monte Carlo study," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 0439, Mar.
• Hjelm, Göran, 2001, "The Dynamic Response of the Budget Balance to Tax, Spending and Output Shocks: Does Model Specification Matter?," Working Papers, Lund University, Department of Economics, number 2001:2, Feb.
• Hjelm, Göran, 2001, "Assigning Economic Policy and Business Cycle Shocks to Democrats and Republicans: A Common Trends Approach," Working Papers, Lund University, Department of Economics, number 2001:22, Nov.
• Hjelm, Göran, 2001, "Total Factor Productivity and the Real Exchange Rate in a Small Open Economy: The Relative Importance of Permanent and Transitory Shocks," Working Papers, Lund University, Department of Economics, number 2001:23, Nov.
• Huhtala, Anni & Toppinen, Anne & Boman, Mattias, 2001, "An Environmental Accountant`s Dilemma: Are Stumpage Prices Reliable Indicators of Resource Scarcity?," Working Papers, National Institute of Economic Research, number 77, Nov.
• Barkbu,B.B. & Nymoen,R. & Roed,K., 2001, "Wage coordination and unemployment dynamics in Norway and Sweden," Memorandum, Oslo University, Department of Economics, number 11/2001.
• de Luna, Xavier & Johansson, Per, 2001, "Graphical diagnostics of endogeneity," Umeå Economic Studies, Umeå University, Department of Economics, number 553, Feb.
• Juan J. Dolado & Ramón María-Dolores, 2001, "An empirical study of the cyclical effects of monetary policy in Spain (1977-1997)," Investigaciones Economicas, Fundación SEPI, volume 25, issue 1, pages 3-30, January.
• Dimitz, Maria Antoinette, 2001, "Output Gaps in European Monetary Union. New Insights from Input Augmentation in the Technological Progress," Economics Series, Institute for Advanced Studies, number 102, Jul.
• Jumah, Adusei & Kunst, Robert M., 2001, "The Effects of Exchange-Rate Exposures on Equity Asset Markets," Economics Series, Institute for Advanced Studies, number 94, Jan.
• N. Vijayamohanan Pillai, 2001, "Electricity demand analysis and forecasting: The tradition is questioned," Centre for Development Studies, Trivendrum Working Papers, Centre for Development Studies, Trivendrum, India, number 312, Feb.
• Cavaliere Giuseppe & Fanelli Luca & Paruolo Paolo, 2001, "Determining the number of cointegrating relations under rank constraints," Economics and Quantitative Methods, Department of Economics, University of Insubria, number qf0109, Jul.
• Bruno Giancarlo & Lupi Claudio, 2001, "Forecasting Industrial Production and the Early Detection of Turning POints," ISAE Working Papers, ISTAT - Italian National Institute of Statistics - (Rome, ITALY), number 20, Jun.
• Bruno Giancarlo & Edoardo Otranto, 2001, "The Choice of Time Interval in Seasonal Adjustment: Characterization and Tools," ISAE Working Papers, ISTAT - Italian National Institute of Statistics - (Rome, ITALY), number 21, Jun.
• Filippo Altissimo & Giovanni L. Violante, 2001, "The non-linear dynamics of output and unemployment in the U.S," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 16, issue 4, pages 461-486.
• G. Coenen & J.-L. Vega, 2001, "The demand for M3 in the euro area," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 16, issue 6, pages 727-748.
• Jushan Bai & Serena Ng, 2001, "A New Look at Panel Testing of Stationarity and the PPP Hypothesis," Economics Working Paper Archive, The Johns Hopkins University,Department of Economics, number 467, Oct.
• Meier Carsten-Patrick, 2001, "Trend und Zyklus im Bruttoinlandsprodukt der Bundesrepublik Deutschland. Eine Anmerkung / Trends and Cycles in Germany’s Real Gross Domestic Product. A Note," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 221, issue 2, pages 168-178, April, DOI: 10.1515/jbnst-2001-0204.
• Jennes Barbara, 2001, "Ein alternativer Indikator der deutschen Geldpolitik. Untersuchung im Rahmen eines strukturellen VAR-Modells / An Improved Indicator of German Monetary Policy A Structural VAR Analysis," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 221, issue 4, pages 371-393, August, DOI: 10.1515/jbnst-2001-0403.
• Snyder, Ralph D & Shami, Roland G, 2001, "Exponential Smoothing of Seasonal Data: A Comparison," Journal of Forecasting, John Wiley & Sons, Ltd., volume 20, issue 3, pages 197-202, April.
• Panagiotis Reppas & Efthymios Tsionas & Dimitris Christopoulos, 2001, "European common stochastic long-run trends," Journal of Economics, Springer, volume 74, issue 2, pages 119-130, June, DOI: 10.1007/BF01231550.
• Heino Bohn Nielsen, 2001, "An I(2) Cointegration Analysis of Price and Quantity Formation in Danish Manufactured Exports," Discussion Papers, University of Copenhagen. Department of Economics, number 01-01, Jan.
• Rodney W Strachan, 2001, "Bayesian Analysis of Stochastic & Deterministic Processes in the Error Correction Model," Working Papers, University of Liverpool, Department of Economics, number 2001_07.
• Roselyne Joyeux, 2001, "How to Deal with Structural Breaks in Practical Cointegration Analysis," Research Papers, Macquarie University, Department of Economics, number 0112, Dec.
• Tim Brailsford & Jack H.W. Penm & R. Deane Terrell, 2001, "The Adjustment of the Yule-Walker Relations in VAR Modeling: The Impact of the Euro on the Hong Kong Stock Market," Multinational Finance Journal, Multinational Finance Journal, volume 5, issue 1, pages 35-58, March.
• Christian Bayer, 2001, "Aggregate investment dynamics when firms face fixed investment cost and capital market imperfections," Discussion Papers in Economics, University of Dortmund, Department of Economics, number 01_13, Jul.
• Chua, C.L. & Griffiths, W.E. & O'Donnell, C.J., 2001, "Bayesian Model Averaging in Consumer Demand Systems with Inequality Constraints," Department of Economics - Working Papers Series, The University of Melbourne, number 806.
• Coutts, K. & Norman, N.R., 2001, "Global Influences on UK Manufacturing Prices 1970-2000," Department of Economics - Working Papers Series, The University of Melbourne, number 819.

2000

• 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.
• Busetti, F., 2000, "Testing for Stochastic Trends in Series with Structural Breaks," Papers, Banca Italia - Servizio di Studi, number 385.
• Kauppi, H., 2000, "Testing for the Cointegrating Rank of a Conditional Vector Autoregressive Process with a Linear Time Trend," University of Helsinki, Department of Economics, Department of Economics, number 497.
• Bessec, M., 2000, "Mean-Reversion Versus Adjustment to PPP: The Two Regimes of Exchange Rate Dynamics Under the EMS, 1979-1998," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 2000.102.
• Capelle-Blancard, G. & Vandelanoite, S., 2000, "Relations intrajournalieres entre l'indice CAC 40 et les options sur indice. Quel est le marche prefere des investisseurs informes ?," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 2000.110.
• Karame, F., 2000, "Unemployment Persistence : The Hysteresis Assumption Revisited. A Nonlinear Unobserved Components Approach," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 2000.21.
• Maitra, P. & Ray, R., 2000, "Intra Household Resource Allocation And Their Impact On Expenditure Patterns: Comparative Evidence From South Africa And Pakistan," Papers, Tasmania - Department of Economics, number 2000-09.
• Flam, H. & Jansson, P., 2000, "EMU Effects on International Trade and Investment," Research Paper, World Institute for Development Economics Research, number 180.
• McKitrick, R., 2000, "Time Series Characteristics of Surface and Free Atmosphere Temperature Anomalies 1958-1999," Working Papers, University of Guelph, Department of Economics and Finance, number 2000-4.
• Hjalmarsson, Erik, 2000, "Nord Pool: A Power Market Without Market Power," Working Papers in Economics, University of Gothenburg, Department of Economics, number 28, Aug.
• Löf, Mårten & Franses, Philip Hans, 2000, "On Forecasting Cointegrated Seasonal Time Series," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 350, Jan.
• Lyhagen, Johan & Löf, Mårten, 2000, "On seasonal error correction when the processes include different numbers of unit roots," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 0418, Dec, revised 15 Mar 2001.
• Byström, Hans, 2000, "Orthogonal GARCH and Covariance Matrix Forecasting in a Stress Scenario: The Nordic Stock Markets During the Asian Financial Crisis 1997-1998," Working Papers, Lund University, Department of Economics, number 2000:14, Sep.
• Byström, Hans, 2000, "Using Simulated Currency Rainbow Options to Evaluate Covariance Matrix Forecasts," Working Papers, Lund University, Department of Economics, number 2000:17, Sep.
• Graflund, Andreas, 2000, "Dynamic Capital Structure: the Case of Hufvudstaden," Working Papers, Lund University, Department of Economics, number 2000:20, Nov.
• Vredin, Anders & Warne, Anders, 2000, "Unemployment and Inflation Regimes," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 107, May.
• Apel, Mikael & Jansson, Per, 2000, "An Alternative Interpretation of the Recent U.S. Inflation Performance," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 109, Jun.
• Warne, Anders, 2000, "Causality and Regime Inference in a Markov Switching VAR," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 118, Dec.
• Brännäs, Kurt & Nordström, Jonas, 2000, "A Bivariate Integer Valued Allocation Model for Guest Nights in Hotels and Cottages," Umeå Economic Studies, Umeå University, Department of Economics, number 547, Dec.
• Jansson, Joakim, 2000, "The Dynamics of External Financing," Working Paper Series, Uppsala University, Department of Economics, number 2000:8, Aug.
• Jumah, Adusei, 2000, "The Long Run, Market Power and Retail Pricing," Economics Series, Institute for Advanced Studies, number 78, Mar.
• Siklos, Pierre L, 2000, "Inflation Targets and the Yield Curve: New Zealand and Australia versus the US," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 5, issue 1, pages 15-32, February.
• Miguel St. Aubyn, 2000, "Testing for Asymmetry in the Inflation-Unemployment Trade-off: Some Evidence for the USA," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2000/05.
• Ignacio Mauleón & Mª Mar Sánchez, 2000, "Fundamentals Of The Us And The Uk Interest Rates Under The Rational Expectation Scheme," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2000-20, Oct.
• Dajiang Guo, 2000, "Dynamic Volatility Trading Strategies in the Currency Option Market," Review of Derivatives Research, Springer, volume 4, issue 2, pages 133-154, May, DOI: 10.1023/A:1009638225908.
• Katarina Juselius & David F. Hendry, 2000, "Explaining Cointegration Analysis: Part II," Discussion Papers, University of Copenhagen. Department of Economics, number 00-20, Dec.
• Guglielmo Maria Caporale & Andrea Cipollini & Panicos Demetriades, 2000, "Monetary Policy and the Exchange Rate During the Asian Crisis Identification Through Heteroscedasticity," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 00/11, Dec, revised Feb 2002.
• Anthony Garratt & Kevin Lee & M Hashem Peseran & Yongcheol Shin, 2000, "Forecast Uncertainties in Macroeconometric Models: An Application to the UK Economy," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 00/4, Jun.
• Gary Koop & Simon Potter, 2000, "The Vector Floor and Ceiling Model," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 04/15, Jan.
• Rodolfo Helg & Massimiliano Serati, 2000, "The speed of adjustment to PPP: is there any puzzle?," LIUC Papers in Economics, Cattaneo University (LIUC), number 74, May.
• Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Paul Labys, 2000, "Exchange Rate Returns Standardized by Realized Volatility are (Nearly) Gaussian," Multinational Finance Journal, Multinational Finance Journal, volume 4, issue 3-4, pages 159-179, September.
• Sándor Valkovszky & János Vincze, 2000, "Estimates of and Problems with Core Inflation in Hungary," MNB Working Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2000/2.
• 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.
• 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.
• 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.
• 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.
• 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-.