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

0

• William A. Barnett & Marcelle Chauvetz & Danilo Leiva-Leonx, 2014, "Real-Time Nowcasting Nominal GDP Under Structural Break," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 201313, Feb, revised Feb 2014.
• Massimo Franchi, , "The Integration Order of Vector Autoregressive Processes," Discussion Papers, University of Copenhagen. Department of Economics, number 06-05.
• Katarina Juselius & Sophia Dimelis, , "The Greek crisis: A story of self-reinforcing feedback mechanisms," Discussion Papers, University of Copenhagen. Department of Economics, number 18-06.
• Laura Rinaldi, , "Payment Cards and Money Demand in Belgium," International Economics Working Papers Series, Katholieke Universiteit Leuven, Centrum voor Economische Studiën, International Economics, number ces0116.
• Deborah Gefang & Gary Koop & Aubrey Poon, , "Computationally Efficient Inference in Large Bayesian Mixed Frequency VARs," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 20/02.
• Eric Hillebrand & Gunther Schnabl, 2003, "The Effects of Japanese Foreign Exchange Intervention: GARCH Estimation and Change Point Detection," Departmental Working Papers, Department of Economics, Louisiana State University, number 2003-09, Sep.
• S. Raja Sethu Durai & Sunil Paul, 2018, "Calendar Anomaly and the Degree of Market Inefficiency of Bitcoin," Working Papers, Madras School of Economics,Chennai,India, number 2018-168, Apr.
• Jyotsana Kala & Naveen Srinivasan, 2020, "Institutional Design and Credibility," Working Papers, Madras School of Economics,Chennai,India, number 2020-193, Jun.
• Swati Singh & Naveen Srinivasan, 2020, "The Oil Story: Is it Still the Same?," Working Papers, Madras School of Economics,Chennai,India, number 2020-197, Jun.
• Thomas J.Flavin & Dolores Lagoa-Varela, 2019, "On the stability of Stock-bond comovements across market conditions in the Eurozone periphery," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n295-19.pdf.
• William Gatt & Owen Grech, , "An assessment of the Maltese housing market," CBM Policy Papers, Central Bank of Malta, number PP/02/2016.
• Germano Ruisi, , "Global Oil Price Swings and Shipping Disruptions: Do They Matter for Malta?," CBM Policy Papers, Central Bank of Malta, number PP/07/2022.
• Anuradha Patnaik, , "Measuring Demand and Supply Shocks From COVID-19: An Industry-Level Analysis for India," Margin-The Journal of Applied Economic Research, National Council of Applied Economic Research, number v:16:y:2022:i:2022-1:p76-, DOI: https://doi.org/10.1177/09738010211.
• Hrushikesh Mallick & Mantu Kumar Mahalik & Hemachandra Padhan, 0, "Does globalization exacerbate income inequality in two largest emerging economies? The role of FDI and remittances inflows," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), volume 0, issue , pages 1-38, DOI: 10.1007/s12232-020-00350-0.
• Todd Clark & Florian Huber & Gary Koop & Massimiliano Marcellino & Michael Pfarrhofer, 2021, "Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model," Working Papers, University of Strathclyde Business School, Department of Economics, number 2307, Oct.
• Niko Hauzenberger & Florian Huber & Gary Koop & James Mitchell, 2020, "Bayesian Modelling of TVP-VARs Using Regression Trees," Working Papers, University of Strathclyde Business School, Department of Economics, number 2308, Feb, revised Aug 2023.
• Florian Huber & Gary Koop, 2023, "Fast and Order-invariant Inference in Bayesian VARs with Non-Parametric Shocks," Working Papers, University of Strathclyde Business School, Department of Economics, number 2309, May.
• Gary Koop & Stuart McIntyre & James Mitchell & Aubrey Poon & Ping Wu, 2023, "Incorporating Short Data into Large Mixed-Frequency VARs for Regional Nowcasting," Working Papers, University of Strathclyde Business School, Department of Economics, number 2311, Apr.
• Cem Cebi & K. Azim Ozdemir, , "Non-linear effects of fiscal stimulus on fiscal sustainability Indicators in Turkey," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 2128.
• Mattia Guerini & Alessio Moneta, 2016, "A Method for Agent-Based Models Validation," Working Papers Series, Institute for New Economic Thinking, number 42, Apr, DOI: 10.2139/ssrn.2772133.
• Borus Jungbacker & Siem Jan Koopman & Michel van der Wel, 0000, "Dynamic Factor Models with Smooth Loadings for Analyzing the Term Structure of Interest Rates," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 09-041/4, 00, revised 17 Sep 2010.
• Malin Gardberg & Lorenzo (L.C.G.) Pozzi, 2018, "Consumption and wealth in the long run: an integrated unobserved component approach," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 18-046/VI, May, revised 13 Sep 2018.
• Duc Hong Vo & Tan Ngoc Vu & Anh The Vo & Michael McAleer, 2019, "Modelling the relationship between crude oil and agricultural commodity prices," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2019-11, Mar.
• Manabu Asai & Rangan Gupta & Michael McAleer, 2019, "The Impact of jumps and leverage in forecasting the co-volatility of oil and gold futures," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2019-12, Mar.
• Michael McAleer, 2019, "What They Did Not Tell You About Algebraic (Non-)Existence, Mathematical (IR-)Regularity and (Non-)Asymptotic Properties of the Dynamic Conditional Correlation (DCC) Model," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2019-17, Mar.
• Michael McAleer, 2019, "What They Did Not Tell You About Algebraic (Non-)Existence, Mathematical (IR-)Regularity and (Non-)Asymptotic Properties of the Full BEKK Dynamic Conditional Covariance Model," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2019-18, Mar.
• Domenico Giannone & Michèle Lenza & Lucrezia Reichlin, 2008, "Explaining the great moderation: it is not the shocks," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/6413.
• Luis A. Gil-Alana & Guglielmo M. Caporale, 2006, "Nonlinearities and fractional integration in the US unemployment rate," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 18/06, Dec.
• Marta Lachowska, , "Expenditure and Confidence: Using Daily Data to Identify Shocks to Consumer Confidence," Upjohn Working Papers, W.E. Upjohn Institute for Employment Research, number ml16-oep.
• Mengheng Li & Ivan Mendieta-Muñoz, 2025, "RUnpacking trend inflation: Evidence from a factor correlated unobserved components model of sticky and flexible prices    ," Working Paper Series, Department of Economics, University of Utah, University of Utah, Department of Economics, number 2025-04.
• Tzu-Yi Yang & Eddy Lie & Chien-Chung Lu, 0, "The Influences of the US Stock Market on Virtual Currency Price under US Monetary Policy Threshold," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 0, issue 0, pages 1-19.
• Demet Beton Kalmaz & Tomiwa Sunday Adebayo & Nuru Giritli, 0, "Investigating the Determinants of the Trade Balance: The Case of the UK," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 0, issue 0, pages 1-22.
• Wajih Khallouli, 0, "On the Robustness of Portfolio Diversification Benefits within MENA Stock Markets," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 0, issue 0, pages 1-31.
• Nezir Köse & Emre Ünal, 0, "The Effects of the Volatilities in Global Determinants on the Istanbul Stock Exchange," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 0, issue 0, pages 1-38.
• Junko Koeda & Atushi Sekine, 2021, "Nelson-Siegel Decay Factor and Term Premia in Japan," Working Papers, Waseda University, Faculty of Political Science and Economics, number 2106, Apr.
• Octavio Fernández Amador & Josef Baumgartner & Jesús Crespo Cuaresma, 2010, "Milking the Prices: The Role of Asymmetries in the Price Transmission Mechanism for Milk Products in Austria," WIFO Working Papers, WIFO, number 378, Jul.
• M. Hashem Pesaran & Til Schuermann & Björn-Jakob Treutler & Scott M. Weiner & April, , "Macroeconomic Dynamics and Credit Risk: A Global Perspective," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 03-13.
• Giulietti, Monica & Otero,Jesus & Waterson, Michael, 2019, "Rigidities and adjustments of daily prices to costs: Evidence from supermarket data," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 1187.
• B. Pesaran & G. Wright, , "The Use Of Spreads In Forecasting Medium Term U.K Interest Rates," Working Papers, University of East London, Department of Economics, number 9606.
• Brad R. Humphreys & Scott Schuh & Corey J.M. Williams, , "Learning by Doing, Productivity, and Growth: New Evidence on the Link between Micro and Macro Data," Working Papers, Department of Economics, West Virginia University, number 24-02.
• Arabinda Basistha, , "Estimates of Quarterly and Monthly Episodes of Global Recessions: Evidence from Markov-switching Dynamic Factor Models," Working Papers, Department of Economics, West Virginia University, number 24-07.
• Tae-Hwan Kim & Dong Jin Lee & Paul Mizen, 2020, "Impulse Response Analysis in Conditional Quantile Models and an Application to Monetary Policy," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2020rwp-164, Feb.
• Karim Abadir & Gabriel Talmain, , "Aggregation, Persistence and Volatility in a Macromodel," Discussion Papers, Department of Economics, University of York, number 01/03.
• Steve Lawford & Michalis P Stamatogiannis, , "The Finite-Sample Effects of VAR Dimensions on MLE Bias, MLE Variance and Minimum MSE Estimators: Purely Nonstationary Case," Discussion Papers, Department of Economics, University of York, number 02/04.
• P N Smith & S Sorensen & M R Wickens, , "Macroeconomic Sources of Equity Risk," Discussion Papers, Department of Economics, University of York, number 03/13.
• P N Smith & S Sorensen & M R Wickens, , "An Asset Market Integration Test Based on Observable Macroeconomic Stochastic Discount Factors," Discussion Papers, Department of Economics, University of York, number 03/14.
• Juri Marcucci & Mario Quagliariello, , "Is Bank Portfolio Riskiness Procyclical? Evidence from Italy using a Vector Autoregression," Discussion Papers, Department of Economics, University of York, number 05/09.
• Vito Polito & Peter Spencer, , "UK Macroeconomic Volatility and the Welfare Costs of Inflation," Discussion Papers, Department of Economics, University of York, number 11/21.
• Pongrapeeporn Abhakorn & Peter N. Smith & Michael R. Wickens, , "A Cross Section of Equity Returns: The No-Arbitrage Test," Discussion Papers, Department of Economics, University of York, number 11/23.
• Pongrapeeporn Abhakorn & Peter N. Smith & Michael R. Wickens, , "Consumption, Size and Book-to-Market Ratio in Equity Returns," Discussion Papers, Department of Economics, University of York, number 11/24.
• Elias Tzavalis & Michael Wickens, , "The Rational Expectations Hypothesis of the Term Structure: reconciling the evidence," Discussion Papers, Department of Economics, University of York, number 95/33.

None

• Mirdala, Rajmund, 2016, "Interest rates and structural shocks in European transition economies," Business and Economic Horizons (BEH), Prague Development Center (PRADEC), volume 10, issue 4, pages 1-15, October, DOI: 10.22004/ag.econ.246042.
• Adda Jérôme & Robin Jean-Marc, 2003, "Aggregation of Non Stationary Demand Systems," The B.E. Journal of Economic Analysis & Policy, De Gruyter, volume 2, issue 1, pages 1-41, June, DOI: 10.2202/1538-0645.1032.
• De Veirman Emmanuel & Dunstan Ashley, 2011, "Time-Varying Returns, Intertemporal Substitution and Cyclical Variation in Consumption," The B.E. Journal of Macroeconomics, De Gruyter, volume 11, issue 1, pages 1-41, July, DOI: 10.2202/1935-1690.1958.
• Ferroni Filippo, 2011, "Trend Agnostic One-Step Estimation of DSGE Models," The B.E. Journal of Macroeconomics, De Gruyter, volume 11, issue 1, pages 1-36, July, DOI: 10.2202/1935-1690.2248.
• Brady Ryan R & Stimel Derek S, 2011, "How the Housing and Financial Wealth Effects Have Changed over Time," The B.E. Journal of Macroeconomics, De Gruyter, volume 11, issue 1, pages 1-45, August, DOI: 10.2202/1935-1690.2279.
• Haug Alfred A & Beyer Andreas & Dewald William, 2011, "Structural Breaks and the Fisher Effect," The B.E. Journal of Macroeconomics, De Gruyter, volume 11, issue 1, pages 1-31, May, DOI: 10.2202/1935-1690.2170.
• Francis Neville & Owyang Michael T. & Sekhposyan Tatevik, 2012, "The Local Effects of Monetary Policy," The B.E. Journal of Macroeconomics, De Gruyter, volume 12, issue 2, pages 1-38, March, DOI: 10.1515/1935-1690.2371.
• Paustian Matthias, 2007, "Assessing Sign Restrictions," The B.E. Journal of Macroeconomics, De Gruyter, volume 7, issue 1, pages 1-33, August, DOI: 10.2202/1935-1690.1543.
• Schreiber Sven, 2009, "Unemployment and Productivity, Slowdowns and Speed-Ups: Evidence Using Common Shifts," The B.E. Journal of Macroeconomics, De Gruyter, volume 9, issue 1, pages 1-25, October, DOI: 10.2202/1935-1690.1818.
• Andreopoulos Spyros, 2009, "Oil Matters: Real Input Prices and U.S. Unemployment Revisited," The B.E. Journal of Macroeconomics, De Gruyter, volume 9, issue 1, pages 1-31, March, DOI: 10.2202/1935-1690.1632.
• Roberts John M., 2001, "Estimates of the Productivity Trend Using Time-Varying Parameter Techniques," The B.E. Journal of Macroeconomics, De Gruyter, volume 1, issue 1, pages 1-32, July, DOI: 10.2202/1534-6005.1014.
• Elger Thomas & Binner Jane M., 2004, "The UK Household Sector Demand for Risky Money," The B.E. Journal of Macroeconomics, De Gruyter, volume 4, issue 1, pages 1-22, March, DOI: 10.2202/1534-5998.1136.
• Alvi Eskander & Rahman Habibur, 2005, "U.S. Regional Income and Technology: A Unit-Root and Cointegration Study," The B.E. Journal of Macroeconomics, De Gruyter, volume 5, issue 1, pages 1-14, June, DOI: 10.2202/1534-5998.1130.
• María-Dolores Ramón & Vázquez Jesús, 2006, "How Does the New Keynesian Monetary Model Fit in the U.S. and the Eurozone? An Indirect Inference Approach," The B.E. Journal of Macroeconomics, De Gruyter, volume 6, issue 2, pages 1-51, September, DOI: 10.2202/1534-5998.1446.
• Belviso Francesco & Milani Fabio, 2006, "Structural Factor-Augmented VARs (SFAVARs) and the Effects of Monetary Policy," The B.E. Journal of Macroeconomics, De Gruyter, volume 6, issue 3, pages 1-46, December, DOI: 10.2202/1534-5998.1443.
• Davidson James E. H. & Peel David A & Byers J. David, 2006, "Support for Governments and Leaders: Fractional Cointegration Analysis of Poll Evidence from the UK, 1960-2004," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 10, issue 1, pages 1-23, March, DOI: 10.2202/1558-3708.1345.
• Milas Costas & Legrenzi Gabriella, 2006, "Non-linear Real Exchange Rate Effects in the UK Labour Market," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 10, issue 1, pages 1-34, March, DOI: 10.2202/1558-3708.1285.
• Warne Anders & Vredin Anders, 2006, "Unemployment and Inflation Regimes," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 10, issue 2, pages 1-52, May, DOI: 10.2202/1558-3708.1280.
• Haldrup Niels & Nielsen Morten Ø., 2006, "Directional Congestion and Regime Switching in a Long Memory Model for Electricity Prices," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 10, issue 3, pages 1-24, September, DOI: 10.2202/1558-3708.1367.
• Trifi Amine, 2006, "Issues of Aggregation Over Time of Conditional Heteroscedastic Volatility Models: What Kind of Diffusion Do We Recover?," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 10, issue 4, pages 1-26, December, DOI: 10.2202/1558-3708.1314.
• De Santis Massimiliano, 2007, "Movements in the Equity Premium: Evidence from a Time-Varying VAR," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 11, issue 4, pages 1-41, December, DOI: 10.2202/1558-3708.1523.
• Michis Antonis & Sapatinas Theofanis, 2007, "Wavelet Instruments for Efficiency Gains in Generalized Method of Moment Models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 11, issue 4, pages 1-25, December, DOI: 10.2202/1558-3708.1531.
• Bec Frédérique & Bastien Alexia, 2007, "The Transmission of Aggregate Supply and Aggregate Demand Shocks in Japan: Has There Been a Structural Change?," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 11, issue 4, pages 1-25, December, DOI: 10.2202/1558-3708.1342.
• Kugiumtzis Dimitris, 2008, "Evaluation of Surrogate and Bootstrap Tests for Nonlinearity in Time Series," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 12, issue 1, pages 1-26, March, DOI: 10.2202/1558-3708.1474.
• Nesmith Travis D & Jones Barry E, 2008, "Linear Cointegration of Nonlinear Time Series with an Application to Interest Rate Dynamics," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 12, issue 1, pages 1-18, March, DOI: 10.2202/1558-3708.1468.
• Chan Wing Hong, 2008, "Dynamic Hedging with Foreign Currency Futures in the Presence of Jumps," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 12, issue 2, pages 1-25, May, DOI: 10.2202/1558-3708.1571.
• Hu Liang & Shin Yongcheol, 2008, "Optimal Test for Markov Switching GARCH Models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 12, issue 3, pages 1-27, September, DOI: 10.2202/1558-3708.1528.
• Kim Chang-Jin & Kim Yunmi, 2008, "Is the Backward-Looking Component Important in a New Keynesian Phillips Curve?," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 12, issue 3, pages 1-20, September, DOI: 10.2202/1558-3708.1515.
• Sajjad Rasoul & Coakley Jerry & Nankervis John C, 2008, "Markov-Switching GARCH Modelling of Value-at-Risk," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 12, issue 3, pages 1-31, September, DOI: 10.2202/1558-3708.1522.
• Gabriel Vasco J. & Alexandre Fernando & Bação Pedro, 2008, "The Consumption-Wealth Ratio under Asymmetric Adjustment," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 12, issue 4, pages 1-32, December, DOI: 10.2202/1558-3708.1565.
• Anatolyev Stanislav, 2009, "Multi-Market Direction-of-Change Modeling Using Dependence Ratios," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 13, issue 1, pages 1-24, March, DOI: 10.2202/1558-3708.1532.
• Tseng Tseng-Chan & Chung Huimin & Huang Chin-Sheng, 2009, "Modeling Jump and Continuous Components in the Volatility of Oil Futures," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 13, issue 3, pages 1-30, May, DOI: 10.2202/1558-3708.1671.
• Gefang Deborah & Strachan Rodney, 2009, "Nonlinear Impacts of International Business Cycles on the U.K. -- A Bayesian Smooth Transition VAR Approach," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 14, issue 1, pages 1-33, December, DOI: 10.2202/1558-3708.1677.
• Laakkonen Helinä & Lanne Markku, 2009, "Asymmetric News Effects on Exchange Rate Volatility: Good vs. Bad News in Good vs. Bad Times," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 14, issue 1, pages 1-38, December, DOI: 10.2202/1558-3708.1637.
• Yang Fuyu & Leon-Gonzalez Roberto, 2010, "Bayesian Estimation and Model Selection in the Generalized Stochastic Unit Root Model," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 14, issue 4, pages 1-38, September, DOI: 10.2202/1558-3708.1766.
• Pérez-Alonso Alicia & Di Sanzo Silvestro, 2010, "Unemployment and Hysteresis: A Nonlinear Unobserved Components Approach," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 15, issue 1, pages 1-29, December, DOI: 10.2202/1558-3708.1806.
• Fernandez Viviana, 2011, "Alternative Estimators of Long-Range Dependence," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 15, issue 2, pages 1-37, March, DOI: 10.2202/1558-3708.1798.
• Seo Byeongseon, 2011, "Nonparametric Testing for Linearity in Cointegrated Error-Correction Models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 15, issue 2, pages 1-28, March, DOI: 10.2202/1558-3708.1598.
• Cushman David O., 2002, "Nonlinear Trends and Co-trending in Canadian Money Demand," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 6, issue 1, pages 1-29, April, DOI: 10.2202/1558-3708.1003.
• Diks Cees & Manzan Sebastiano, 2002, "Tests for Serial Independence and Linearity Based on Correlation Integrals," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 6, issue 2, pages 1-22, July, DOI: 10.2202/1558-3708.1005.
• Bec Frédérique & Ben Salem Mélika & Collard Fabrice, 2002, "Asymmetries in Monetary Policy Reaction Function: Evidence for U.S. French and German Central Banks," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 6, issue 2, pages 1-22, July, DOI: 10.2202/1558-3708.1006.
• Psaradakis Zacharias & Spagnolo Nicola, 2002, "Power Properties of Nonlinearity Tests for Time Series with Markov Regimes," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 6, issue 3, pages 1-16, November, DOI: 10.2202/1558-3708.1091.
• Iregui Ana María & Milas Costas & Otero Jesus, 2002, "On The Dynamics Of Lending And Deposit Interest Rates In Emerging Markets: A Non-Linear Approach," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 6, issue 3, pages 1-21, November, DOI: 10.2202/1558-3708.1093.
• Reisen Valderio A & Cribari-Neto Francisco & Jensen Mark J, 2003, "Long Memory Inflationary Dynamics: The Case of Brazil," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 7, issue 3, pages 1-18, October, DOI: 10.2202/1558-3708.1157.
• Atanasova Christina, 2003, "Credit Market Imperfections and Business Cycle Dynamics: A Nonlinear Approach," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 7, issue 4, pages 1-22, December, DOI: 10.2202/1558-3708.1112.
• Vázquez Jesús, 2004, "Switching Regimes in the Term Structure of Interest Rates during U.S. Post-War: A Case for the Lucas Proof Equilibrium?," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 8, issue 1, pages 1-41, March, DOI: 10.2202/1558-3708.1122.
• Proietti Tommaso, 2004, "Seasonal Specific Structural Time Series," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 8, issue 2, pages 1-22, May, DOI: 10.2202/1558-3708.1205.
• Ivanov Ventzislav & Kilian Lutz, 2005, "A Practitioner's Guide to Lag Order Selection For VAR Impulse Response Analysis," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 9, issue 1, pages 1-36, March, DOI: 10.2202/1558-3708.1219.
• Bessec Marie & Bouabdallah Othman, 2005, "What Causes The Forecasting Failure of Markov-Switching Models? A Monte Carlo Study," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 9, issue 2, pages 1-24, June, DOI: 10.2202/1558-3708.1171.