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

• Jeremy Berkowitz & Ionel Birgean & Lutz Kilian, 1999, "On the finite-sample accuracy of nonparametric resampling algorithms for economic time series," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 1999-04.
• Lawrence J. Christiano & Robert J. Vigfusson, 1999, "Maximum likelihood in the frequency domain: a time to build example," Working Paper Series, Federal Reserve Bank of Chicago, number WP-99-4.
• Desgranges, G. & Gauthier, S., 1999, "On the Uniqueness of the Bubble-Free Solution in Linear Rational Expectations Models," G.R.E.Q.A.M., Universite Aix-Marseille III, number 99a45.
• Kauppi, H., 1999, "Essays on Econometrics of Cointegration," University of Helsinki, Department of Economics, Department of Economics, number 84.
• Ombao, H.C. & Raz, J.A. & Strawderman, R.L. & von Sachs, R., 1999, "A Simple GCV Method of Span Selection for Periodigram Smoothing," Papers, Catholique de Louvain - Institut de statistique, number 9917.
• Christiano, L.J. & Vigfusson, R.J., 1999, "Maximum Likelihood in the Frequency Domain: a Time to Build Example," Papers, London School of Economics - Centre for Labour Economics, number 9901.
• Berkowitz, J. & Birgean, I. & Kilian, L., 1999, "On the Finite-Sample Accuracy of Nonparametric Resampling Algorithms for Economic Time Series," Papers, Michigan - Center for Research on Economic & Social Theory, number 99-01.
• Kilian, L. & Ohanian, L.E., 1999, "Unit Roots, Trend Breaks and Transitory Dynamics: A Macroeconomic Perspective," Papers, Michigan - Center for Research on Economic & Social Theory, number 99-02.
• Kilian, L. & Bergean, I., 1999, "Data-Driven Nonparametric Spectral Density Estimators for Economic Time Series: A Monte Carlo Study," Papers, Michigan - Center for Research on Economic & Social Theory, number 99-04.
• Kilian, L. & Zha, T., 1999, "Quantifying the Half-Life of Deviations from PPP: The Role of Economic Priors," Papers, Michigan - Center for Research on Economic & Social Theory, number 99-08.
• Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Paul Labys, 1999, "Exchange Rate Returns Standardized by Realized Volatility are (Nearly) Gaussian," New York University, Leonard N. Stern School Finance Department Working Paper Seires, New York University, Leonard N. Stern School of Business-, number 99-060, Oct.
• Blot, J. & Pennequin, D., 1999, "Existence and Structure Eesults on Almost Periodic Solutions of Difference Equations," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 1999.60.
• de Jong, F. & Mahieu, R. & Schotman, P. & Leeuwen, I., 1999, "Price Discovery on Foreign Exchange Markets with Differentially Informed Traders," Papers, Southern California - School of Business Administration, number 99-56.
• Andersson, B., 1999, "On the Causality Between Saving and Growth: Long - and Short-Run Dynamics and Country Heterogeneity," Papers, Uppsala - Working Paper Series, number 1999:18.
• Rosa Capolupo, 1999, "Le verifiche empiriche dell'ipotesi di convergenza," Giornale degli Economisti, GDE (Giornale degli Economisti e Annali di Economia), Bocconi University, volume 58, issue 3-4, pages 377-421, December.
• Fabio C. Bagliano & Claudio Morana, 1999, "Measuring Core Inflation in Italy," Giornale degli Economisti, GDE (Giornale degli Economisti e Annali di Economia), Bocconi University, volume 58, issue 3-4, pages 301-328, December.
• Gustavsson, Patrik & Nordström, Jonas, 1999, "The Impact of Seasonal Unit Roots and Vector ARMA Modeling on Forecasting Monthly Tourism Flows," Working Paper Series, Trade Union Institute for Economic Research, number 150, Apr, revised 01 Jul 2000.
• Lyhagen, Johan & Forsberg, Lars, 1999, "Starting values in estimation of cointegrating vectors with restrictions," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 297, Feb.
• Löf, Mårten & Lyhagen, Johan, 1999, "Forecasting performance of seasonal cointegration models," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 336, Oct.
• Hatemi-J, Abdulnasser, 1999, "Fiscal Policy in Sweden: Effects of EMU Criteria Convergence," Working Papers, Lund University, Department of Economics, number 1999:5, Sep, revised Nov 1999.
• Blix, Mårten, 1999, "Forecasting Swedish Inflation With a Markov Switching VAR," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 76, Jan.
• Jacobson, Tor & Jansson, Per & Vredin, Anders & Warne, Anders, 1999, "A VAR Model for Monetary Policy Analysis in a Small Open Economy," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 77, Feb.
• Assarsson, Bengt & Berg, Claes & Jansson, Per, 1999, "Investment in Swedish Manufacturing: Analysis and Forecasts," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 95, Oct.
• Berglund, Elisabet & Brännäs, Kurt, 1999, "Plants' Entry and Exit in Swedish Municipalities," Umeå Economic Studies, Umeå University, Department of Economics, number 497, Mar.
• Andersson, Björn, 1999, "On the Causality Between Saving and Growth: Long- and Short-Run Dynamics and Country Heterogeneity," Working Paper Series, Uppsala University, Department of Economics, number 1999:18, Oct.
• Wagner, Martin, 1999, "VAR Cointegration in VARMA Models," Economics Series, Institute for Advanced Studies, number 65, May.
• Jumah, Adusei & Kunst, Robert M., 1999, "The Effects of Dollar/Sterling Exchange Rate Volatility on Futures Markets for Coffee and Cocoa," Economics Series, Institute for Advanced Studies, number 73, Oct.
• Wagner, Martin, 1999, "Bierens' and Johansen's Method - Complements or Substitutes?," Economics Series, Institute for Advanced Studies, number 74, Oct.
• Olexa, Michal, 1999, "Analysis and Econometric Modelling of the Fiscal Sector in the Slovak Republic," Transition Economics Series, Institute for Advanced Studies, number 2, Jan.
• Maria Amparo Camarero Olivas, 1999, "Fiscal policy and real exchange rate: fiscal impulses or intertemporal approach?," Working Papers. Serie EC, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 1999-09, Jul.
• MacKinnon, James G & Haug, Alfred A & Michelis, Leo, 1999, "Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 14, issue 5, pages 563-577, Sept.-Oct.
• Knudsen Lars & Stahlecker Peter & Wohlers Eckhardt, 1999, "Nachfrage- und Angebotsschocks in der Europäischen Union / Demand and Supply Shocks in the European Union: Empirische Ergebnisse und methodische Erläuterungen / Empirical Results and Methodological Comments," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 218, issue 5-6, pages 513-551, October, DOI: 10.1515/jbnst-1999-5-602.
• Neugart Michael, 1999, "Is there Chaos on the German Labor Market? / Ist der deutsche Arbeitsmarkt chaotisch?," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 218, issue 5-6, pages 658-673, October, DOI: 10.1515/jbnst-1999-5-608.
• Jordan Thomas J. & Lenz Carlos, 1999, "Demand and Supply Shocks in the IS-LM Model: Empirical Findings for Five Countries / Nachfrage- und Angebotsschocks im IS-LM Modell: Empirische Ergebnisse für fünf Länder," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 218, issue 5-6, pages 725-744, October, DOI: 10.1515/jbnst-1999-5-612.
• Klotz Stefan & Pfeiffer Friedhelm & Pohlmeier Winfried, 1999, "Zur Wirkung des technischen Fortschritts auf die Qualifikationsstruktur der Beschäftigung und die Entlohnung / The Impact of Technical Progress on the Structure of Employment and Wages with Respect to Qualifications," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 219, issue 1-2, pages 90-108, February, DOI: 10.1515/jbnst-1999-1-223.
• Dreger Christian & Brautzsch Hans-Ulrich, 1999, "Die Entwicklung der Unternehmensinvestitionen in Deutschland / Firm Investment Behaviour in Germany: Eine Erklärung mit Hilfe der Technik der saisonalen Kointegration / An explanation based on seasonal cointegration techniques," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 219, issue 3-4, pages 284-297, June, DOI: 10.1515/jbnst-1999-3-419.
• Kiseok Lee, 1999, "Real Wages over Short- and Long-Term Business Cycles: A Time-Series Evidence," Korean Economic Review, Korean Economic Association, volume 15, pages 55-82.
• Snyder, R.D. & Forbes, C.S., 1999, "Understanding the Kalman Filter: an Object Oriented Programming Perspective," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 14/99, Dec.
• Hyndman, R.J. & Grunwald, G.K., 1999, "Generalized Additive Modelling of Mixed Distribution Markov Models with Application to Melbourne's Rainfall," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 2/99, Jan.
• Anderson, H.M. & Kwark, N.-S. & Vahid, F., 1999, "Does International Trade Synchronize Business Cycles?," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 8/99, Jun.
• Marahaj, E.A. & Inder, B., 1999, "Forecasting Time Series from Clusters," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 9/99, Jun.
• Robert F. Stambaugh, 1999, "Predictive Regressions," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0240, May.
• Solomou, Solomos & Wu, Weike, 1999, "Weather effects on European agricultural output, 1850–1913," European Review of Economic History, Cambridge University Press, volume 3, issue 3, pages 351-373, December.
• Hyungsik R. Moon & Peter C.B. Phillips, 1999, "Maximum Likelihood Estimation in Panels with Incidental Trends," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1246, Dec.
• Monticello, Carlo & Tristani, Oreste, 1999, "What does the single monetary policy do? A SVAR benchmark for the European Central Bank," Working Paper Series, European Central Bank, number 2, May.
• Vega, Juan Luis & Coenen, Günter, 1999, "The demand for M3 in the euro area," Working Paper Series, European Central Bank, number 6, Sep.
• Anthony Garratt & Kevin Lee & Yongcheol Shin, 1999, "A long run structural macroeconometric model of the UK (first version)," Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh, number 17, Oct.
• Mohammad Hashem Pesaran & Richard J Smith & Yongcheol Shin, 1999, "Structural analysis of vector error correction models with exogenous I(1) variables," Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh, number 38, Oct, revised Oct 1999.
• Mohammad Hashem Pesaran & Yongcheol Shin & Richard J Smith, 1999, "Bounds Testing Approaches to the Analysis of Long Run Relationships," Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh, number 46, Feb.
• Apel, Mikael & Jansson, Per, 1999, "A theory-consistent system approach for estimating potential output and the NAIRU," Economics Letters, Elsevier, volume 64, issue 3, pages 271-275, September.
• Rahbek, Anders & Christian Kongsted, Hans & Jorgensen, Clara, 1999, "Trend stationarity in the I(2) cointegration model," Journal of Econometrics, Elsevier, volume 90, issue 2, pages 265-289, June.
• Chao, John C. & Phillips, Peter C. B., 1999, "Model selection in partially nonstationary vector autoregressive processes with reduced rank structure," Journal of Econometrics, Elsevier, volume 91, issue 2, pages 227-271, August.
• Gonzalez-Rivera, Gloria & Drost, Feike C., 1999, "Efficiency comparisons of maximum-likelihood-based estimators in GARCH models," Journal of Econometrics, Elsevier, volume 93, issue 1, pages 93-111, November.
• Soderlind, Paul, 1999, "Solution and estimation of RE macromodels with optimal policy," European Economic Review, Elsevier, volume 43, issue 4-6, pages 813-823, April.
• James H. Stock & Mark W. Watson, 1999, "Forecasting Inflation," NBER Working Papers, National Bureau of Economic Research, Inc, number 7023, Mar.
• Roberto Rigobon, 1999, "On the Measurement of the International Propagation of Shocks," NBER Working Papers, National Bureau of Economic Research, Inc, number 7354, Sep.
• Iris Claus, 1999, "Estimating potential output for New Zealand: a structural VAR approach," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2000/03, Jul.
• Chorng-Huey Wong & Luis Carranza, 1999, "Policy Responses to External Imbalances in Emerging Market Economies: Further Empirical Results," IMF Staff Papers, Palgrave Macmillan, volume 46, issue 2, pages 1-5.
• Selim, Tarek, 1999, "Testing the Structural Empirical Dynamics of the Economic Growth Path of Egypt, 1950-1997," MPRA Paper, University Library of Munich, Germany, number 119272, Oct.
• Alper, C. Emre & Saglam, Ismail, 1999, "The Equilibrium Real Exchange Rate: Evidence from Turkey," MPRA Paper, University Library of Munich, Germany, number 1924.
• Lord, Montague, 1999, "The Elasticities Approach to Egypt’s Balance of Payments and Equilibrium Exchange Rate," MPRA Paper, University Library of Munich, Germany, number 41166, Oct.
• Mariam, Yohannes, 1999, "Causal Relationship Between Indicators of Human Health, the Environment and Socioeconomic Variables for the OECD Countries," MPRA Paper, University Library of Munich, Germany, number 666, Jan, revised 01 Jun 1999.
• Bilgili, Faik, 1999, "Türkiye'de bütçe açıklarının makro ekonomik sonuçları
  [The macroeconomic effects of budget deficits in Turkey]," MPRA Paper, University Library of Munich, Germany, number 75639.
• Bilgili, Faik, 1999, "Yeni Klasik kurama göre bütçe politikalarının değerlendirilmesi
  [An evaluation of New Classical arguments on budget policies]," MPRA Paper, University Library of Munich, Germany, number 80771.
• Ana Isabel Sanjuån & José María GiI, 1999, "Agricultural Markets Integration in the European Union: Further Empirical Evidence on the Pork Sector," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 14, pages 203-225.
• 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.
• 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.
• 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.
• 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.
• 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.
• 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.
• 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.